0001752724-22-169804.txt : 20220728
0001752724-22-169804.hdr.sgml : 20220728
20220728153531
ACCESSION NUMBER: 0001752724-22-169804
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220531
FILED AS OF DATE: 20220728
DATE AS OF CHANGE: 20220728
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: 221114960
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
2022-05-31
N
2295093258.84
31009715.85
2264083542.99
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
6585.96000000
USD
N
Studio City Finance Limited
254900D6R731QAUIG324
STUDIO CITY FINANCE LTD 144A 5.000000% 01/15/2029
86389QAG7
4170000.00000000
PA
USD
2661460.80000000
0.117551351328
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
115732.80000000
0.005111684167
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
1952000.00000000
PA
USD
1426892.48000000
0.063022960633
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
660388.89000000
0.029168044264
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
7.50000000
N
N
N
N
N
N
S&S HOLDINGS LLC
N/A
S&S HOLDINGS LLC 3/11/2028
78524HAB1
1637718.69000000
PA
USD
1554195.04000000
0.068645657745
Long
LON
US
N
2
2028-03-11
Floating
5.80286160
N
N
N
N
N
N
ANGI GROUP, LLC
N/A
ANGI GROUP LLC 144A 3.875000% 08/15/2028
001846AA2
2623000.00000000
PA
USD
2197759.24000000
0.097070589413
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
553000.00000000
PA
USD
524581.33000000
0.023169698469
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
580000.00000000
PA
USD
513300.00000000
0.022671424894
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
6.00000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 8.875000% 07/15/2030
674599EA9
525000.00000000
PA
USD
655725.00000000
0.028962049657
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 11/22/2028
N/A
179550.00000000
PA
USD
174088.09000000
0.007689119535
Long
LON
US
N
2
2028-11-22
Floating
4.05111960
N
N
N
N
N
N
EAST VALLEY TOURIST DEVELOPMENT AUTHORITY
N/A
EAST VALLEY TOURIST DEVELOPMENT AUTHORITY 11/23/2026
27571VAD5
4715881.70000000
PA
USD
4668722.88000000
0.206208065707
Long
LON
US
N
3
2026-11-23
Floating
8.99970840
N
N
N
N
N
N
GULF FINANCE, LLC
N/A
GULF FINANCE, LLC 8/25/2026
40227UAC0
3787911.68000000
PA
USD
2739910.16000000
0.121016301208
Long
LON
US
N
2
2026-08-25
Floating
7.75000080
N
N
N
N
N
N
NETFLIX, INC.
549300Y7VHGU0I7CE873
NETFLIX INC 5.875000% 11/15/2028
64110LAT3
463000.00000000
PA
USD
479519.97000000
0.021179429155
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.87500000
N
N
N
N
N
N
BOARDRIDERS, INC.
N/A
BOARDRIDERS, INC. 4/23/2024
09660JAF7
2927271.01000000
PA
USD
2702837.14000000
0.119378860747
Long
LON
US
N
2
2024-04-23
Floating
9.37071000
N
N
N
N
N
N
CENTENE CORPORATION
549300Z7JJ4TQSQGT333
CENTENE CORP 2.625000% 08/01/2031
15135BAZ4
1285000.00000000
PA
USD
1102793.43000000
0.048708159794
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
2.62500000
N
N
N
N
N
N
PAR PHARMACEUTICAL, INC.
N/A
PAR PHARMACEUTICAL INC 144A 7.500000% 04/01/2027
69888XAA7
5570000.00000000
PA
USD
4358525.00000000
0.192507251487
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
1165000.00000000
PA
USD
1115487.50000000
0.049268831243
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
245000.00000000
PA
USD
245735.00000000
0.010853618929
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
5647894.00000000
0.249456077603
Long
LON
US
N
2
2028-04-20
Floating
5.81271120
N
N
N
N
N
N
TENET HEALTHCARE CORPORATION
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORP 144A 4.625000% 06/15/2028
88033GDG2
3743000.00000000
PA
USD
3601533.32000000
0.159072456983
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
0.01000000
0.000000000441
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
415250.59000000
0.018340780369
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
1616000.00000000
PA
USD
1543146.16000000
0.068157651018
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
377209.16000000
0.016660567193
Long
DBT
NUSS
US
N
2
2028-06-01
Fixed
4.62500000
N
N
N
N
N
N
CF INDUSTRIES, INC.
5FVKT86LAD2F40NPC183
CF INDUSTRIES INC 5.150000% 03/15/2034
12527GAF0
1330000.00000000
PA
USD
1365358.98000000
0.060305150144
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.15000000
N
N
N
N
N
N
OPEN TEXT HOLDINGS, INC.
N/A
OPEN TEXT HOLDINGS INC 144A 4.125000% 02/15/2030
683720AA4
4391000.00000000
PA
USD
4061675.00000000
0.179395986185
Long
DBT
NUSS
CA
N
2
2030-02-15
Fixed
4.12500000
N
N
N
N
N
N
Carnival Corporation
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP 144A 4.000000% 08/01/2028
143658BQ4
413000.00000000
PA
USD
374425.80000000
0.016537631800
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
1805000.00000000
PA
USD
1448512.50000000
0.063977873276
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
1785000.00000000
0.078839846944
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
8.25000000
N
N
N
N
N
N
ALLEGHENY TECHNOLOGIES INCORPORATED
ZW1LRE7C3H17O2ZN9B45
ALLEGHENY TECHNOLOGIES INC 4.875000% 10/01/2029
01741RAL6
267000.00000000
PA
USD
240468.37000000
0.010621002513
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
962980.00000000
0.042532882807
Long
ABS-CBDO
CORP
US
N
3
2030-04-18
Fixed
0.00000000
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
1520640.00000000
PA
USD
1455465.37000000
0.064284967509
Long
LON
US
N
2
2026-10-01
Floating
4.75599960
N
N
N
N
N
N
JUMP FINANCIAL, LLC
N/A
JUMP FINANCIAL, LLC 8/7/2028
48138UAB3
6516025.58000000
PA
USD
6157644.17000000
0.271970713671
Long
LON
US
N
2
2028-08-07
Floating
5.20035840
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
4585000.00000000
PA
USD
4229662.50000000
0.186815654974
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
367345.00000000
0.016224887157
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
367278.21000000
N
N
N
Precision Drilling Corporation
549300WF2OE8T5BP4B84
PRECISION DRILLING CORP 144A 6.875000% 01/15/2029
740212AM7
57000.00000000
PA
USD
55005.00000000
0.002429459821
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
1853677.20000000
0.081873180242
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
3275000.00000000
PA
USD
2943340.75000000
0.130001419740
Long
DBT
NUSS
CA
N
2
2026-07-15
Fixed
8.75000000
N
N
N
N
N
N
OPTIV SECURITY INC./TERM LOAN
N/A
OPTIV SECURITY INC./TERM LOAN 2/1/2024
68404XAB2
458035.15000000
PA
USD
442919.99000000
0.019562881916
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
3064000.00000000
PA
USD
2673340.00000000
0.118076031614
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
3.87500000
N
N
N
N
N
N
ENVISION HEALTHCARE CORPORATION
549300OL60X0LPKY8N60
ENVISION HEALTHCARE CORP 144A 8.750000% 10/15/2026
29373TAA2
3255000.00000000
PA
USD
976500.00000000
0.043130033916
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
470730.00000000
0.020791193922
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
1155000.00000000
PA
USD
905843.40000000
0.040009274516
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
802746.00000000
0.035455670462
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
357229.19000000
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
2048360.83000000
0.090471963207
Long
DBT
NUSS
US
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
Owens & Minor, Inc.
549300LMT5KQQXCEZ733
OWENS & MINOR INC 144A 4.500000% 03/31/2029
690732AF9
568000.00000000
PA
USD
513330.00000000
0.022672749934
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
3603000.00000000
PA
USD
3395827.50000000
0.149986846135
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
2350215.00000000
0.103804252598
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.37500000
N
N
N
N
N
N
AMERICAN AXLE & MANUFACTURING, INC.
RY5TAKFOBLDUGX31MS24
AMERICAN AXLE & MANUFACTURING INC 5.000000% 10/01/2029
02406PBB5
285000.00000000
PA
USD
253219.65000000
0.011184200812
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.00000000
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
2363561.55000000
0.104393742771
Long
LON
US
N
2
2026-06-15
Floating
7.87500000
N
N
N
N
N
N
MONITRONICS INTERNATIONAL, INC.
SCAKOG18M6QWWML8YF46
MONITRONICS ESCROW
609453AG0
10706000.00000000
PA
USD
0.01000000
0.000000000441
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
1223383.90000000
0.054034397440
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
4910000.00000000
PA
USD
4738358.68000000
0.209283738432
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
238275.00000000
0.010524125787
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
1062000.00000000
PA
USD
955800.00000000
0.042215756700
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.25000000
N
N
N
N
N
N
SM ENERGY COMPANY
84BUTVXV5ODI6BXNMH43
SM ENERGY CO 5.625000% 06/01/2025
78454LAL4
1820000.00000000
PA
USD
1812902.00000000
0.080072221964
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
5942000.00000000
PA
USD
5065555.00000000
0.223735339434
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
1767480.00000000
0.078066023909
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
380371.46000000
0.016800239601
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
1814000.00000000
PA
USD
1735072.86000000
0.076634665950
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
1825000.00000000
PA
USD
1572602.50000000
0.069458678098
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
152125.56000000
0.006719078916
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
1560000.00000000
PA
USD
1515150.00000000
0.066921117142
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
3026278.18000000
0.133664598612
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
3235479.45000000
0.142904596432
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
4050000.00000000
0.178880325001
Long
ABS-CBDO
CORP
US
N
3
2049-12-31
None
0.00000000
N
N
N
N
N
N
Benefit Street Partners CLO
N/A
BENEFIT STREET PARTNERS CLO IV
08180J202
6657.00000000
PA
USD
2929080.00000000
0.129371551198
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
1325000.00000000
PA
USD
1231809.44000000
0.054406536535
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.50000000
N
N
N
N
N
N
N/A
N/A
CLAIRES STORES INC CNV PFD PRIVATE PLACEMENT *
N/A
618.00000000
NS
USD
1591350.00000000
0.070286717331
Long
EP
US
N
3
N
N
N
VICI PROPERTIES L.P.
254900X4QE7SGKQLLN38
VICI PROPERTIES LP / VICI NOTE CO INC 144A 3.750000% 02/15/2027
92564RAD7
885000.00000000
PA
USD
822501.30000000
0.036328222187
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
4457000.00000000
PA
USD
3704168.13000000
0.163605629371
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
2583000.00000000
PA
USD
2582121.78000000
0.114047106962
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
3998000.00000000
PA
USD
3724344.82000000
0.164496793041
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
3960000.00000000
PA
USD
3856287.60000000
0.170324439305
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
289334.85000000
0.012779336296
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
205920.00000000
0.009095070746
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
1745000.00000000
PA
USD
1280366.49000000
0.056551203420
Long
DBT
NUSS
US
N
2
2028-08-01
Fixed
7.50000000
N
N
N
N
N
N
NEXSTAR ESCROW, INC.
N/A
NEXSTAR MEDIA INC 144A 5.625000% 07/15/2027
65343HAA9
4675000.00000000
PA
USD
4663452.75000000
0.205975294703
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.62500000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS HOLDINGS, LLC
N/A
FRONTIER COMMUNICATIONS HOLDINGS LLC 144A 8.750000% 05/15/2030
35908MAD2
3328000.00000000
PA
USD
3508544.00000000
0.154965306420
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
8.75000000
N
N
N
N
N
N
CALPINE CORPORATION
43R4VPJBXTU2O15HEF41
CALPINE CORP 144A 4.625000% 02/01/2029
131347CP9
390000.00000000
PA
USD
339300.00000000
0.014986196116
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
2471176.45000000
0.109146875681
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
197054.45000000
0.008703497298
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.12500000
N
N
N
N
N
N
DANA INCORPORATED
KVWHW7YLZPFJM8QYNJ51
DANA INC 5.375000% 11/15/2027
235825AF3
958000.00000000
PA
USD
909513.98000000
0.040171396626
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
910000.00000000
PA
USD
802463.47000000
0.035443191682
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
2663000.00000000
PA
USD
2313226.19000000
0.102170531523
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
148103.13000000
0.006541416303
Long
LON
US
N
2
2028-07-21
Floating
3.98286000
N
N
N
N
N
N
CUSHMAN & WAKEFIELD U.S. BORROWER, LLC.
N/A
CUSHMAN & WAKEFIELD US BORROWER LLC 144A 6.750000% 05/15/2028
23166MAA1
706000.00000000
PA
USD
710306.60000000
0.031372808755
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
6.75000000
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
61633.44000000
0.002722224636
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
1277000.00000000
PA
USD
1226456.34000000
0.054170100913
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
N
PGT INNOVATIONS, INC.
549300LRW9WM59C1S579
PGT INNOVATIONS INC 144A 4.375000% 10/01/2029
69336VAB7
233000.00000000
PA
USD
208407.30000000
0.009204929767
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
522000.00000000
PA
USD
412656.66000000
0.018226211717
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
5435000.00000000
PA
USD
5068137.50000000
0.223849403247
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
4.50000000
N
N
N
N
N
N
FERTITTA ENTERTAINMENT, LLC
984500A0805D8V551D35
FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMEN 4.625000% 01/15/2029
31556TAA7
1235000.00000000
PA
USD
1123850.00000000
0.049638185988
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.62500000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYSTEMS, INC.
5493007X5NC5XI1BB106
CHS/COMMUNITY HEALTH SYSTEMS INC 144A 5.250000% 05/15/2030
12543DBM1
2617000.00000000
PA
USD
2254336.14000000
0.099569476885
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
5.25000000
N
N
N
N
N
N
ANTERO RESOURCES CORPORATION
APVBKPOULHUX7YZLKU17
ANTERO RESOURCES CORP 144A 5.375000% 03/01/2030
03674XAS5
158000.00000000
PA
USD
160248.34000000
0.007077845713
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.37500000
N
N
N
N
N
N
JELD-WEN, INC.
549300XWE6NM0N1HFW16
JELD-WEN INC 144A 6.250000% 05/15/2025
475795AE0
235000.00000000
PA
USD
236175.00000000
0.010431373026
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
2635088.54000000
PA
USD
0.01000000
0.000000000441
Long
ABS-CBDO
CORP
KY
N
3
2026-07-18
Floating
6.84429120
N
N
N
N
N
N
EnPro Industries, Inc.
549300Y5CFT2LKCFDN54
ENPRO INDUSTRIES INC 5.750000% 10/15/2026
29355XAG2
404000.00000000
PA
USD
404000.00000000
0.017843864518
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
10360403.59930000
PA
USD
8702739.02000000
0.384382415876
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
2884000.00000000
PA
USD
2985113.04000000
0.131846417471
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
1261206.59000000
0.055704949311
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
579962.50000000
0.025615772960
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.50000000
N
N
N
N
N
N
HOME POINT CAPITAL INC.
549300DQF6YN0E43PM71
HOME POINT CAPITAL INC 144A 5.000000% 02/01/2026
43734LAA4
2625000.00000000
PA
USD
2155702.50000000
0.095213028100
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
740960.00000000
0.032726707558
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.87500000
N
N
N
N
N
N
GRAHAM PACKAGING COMPANY INC.
549300YS0ZFT826HIK72
GRAHAM PACKAGING CO INC 144A 7.125000% 08/15/2028
384701AA6
312000.00000000
PA
USD
255889.53000000
0.011302124022
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
7599000.00000000
PA
USD
6685220.25000000
0.295272684203
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
478975.00000000
0.021155358930
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
5469500.00000000
0.241576774714
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
100000.00000000
PA
USD
109579.00000000
0.004839883242
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
45000.00000000
PA
USD
46631.25000000
0.002059608186
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
1979000.00000000
PA
USD
1939420.00000000
0.085660266645
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
7761241.38990000
PA
USD
7431388.63000000
0.328229435393
Long
LON
US
N
2
2025-07-31
Floating
7.23885840
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
2243000.00000000
PA
USD
1794572.67000000
0.079262652456
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
3803845.79000000
PA
USD
3723014.07000000
0.164438016500
Long
LON
US
N
2
2025-01-27
Floating
6.00599880
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
1466000.00000000
PA
USD
1485600.42000000
0.065615971839
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
6.00000000
N
N
N
N
N
N
CARVANA CO.
5493003WEAK2PJ5WS063
CARVANA CO 144A 5.500000% 04/15/2027
146869AF9
1008000.00000000
PA
USD
722353.53000000
0.031904897336
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.50000000
N
N
N
N
N
N
LIFEPOINT HEALTH, INC.
549300G8ZVHRTBBBSZ90
LEGACY LIFEPOINT HEALTH LLC 144A 4.375000% 02/15/2027
53219LAS8
5383000.00000000
PA
USD
5016094.72000000
0.221550778703
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
1317200.00000000
0.058178065207
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
281000.00000000
PA
USD
239749.20000000
0.010589238225
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
92000.00000000
PA
USD
88375.20000000
0.003903354197
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.75000000
N
N
N
N
N
N
LSB INDUSTRIES, INC.
5493001H215A0HG0MI71
LSB INDUSTRIES INC 144A 6.250000% 10/15/2028
502160AN4
2485000.00000000
PA
USD
2456074.23000000
0.108479841108
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
2054000.00000000
PA
USD
1276540.46000000
0.056382215398
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
312000.00000000
PA
USD
308100.00000000
0.013608155094
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
76982.50000000
0.003400161634
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
133913.75000000
0.005914700030
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
4.37500000
N
N
N
N
N
N
USI INC (FKA COMPASS INVESTORS INC.)
N/A
USI INC (FKA COMPASS INVESTORS INC.) 5/16/2024
90351NAE5
1000000.00000000
PA
USD
974170.00000000
0.043027122520
Long
LON
US
N
2
2024-05-16
Floating
4.00600080
N
N
N
N
N
N
SEAGATE HDD CAYMAN
529900BD50TRWEG1SF63
SEAGATE HDD CAYMAN 3.375000% 07/15/2031
81180WBE0
2523000.00000000
PA
USD
2165289.06000000
0.095636447104
Long
DBT
NUSS
US
N
2
2031-07-15
Fixed
3.37500000
N
N
N
N
N
N
FORESIGHT ENERGY OPERATING LLC
N/A
FORESIGHT ENERGY OPERATING LLC 6/30/2027
34552KAB2
416790.49000000
PA
USD
412622.59000000
0.018224706914
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
2789734.78000000
0.123216954102
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.87500000
N
N
N
N
N
N
VICI PROPERTIES L.P.
254900X4QE7SGKQLLN38
VICI PROPERTIES LP / VICI NOTE CO INC 144A 4.125000% 08/15/2030
92564RAE5
2911000.00000000
PA
USD
2670056.53000000
0.117931007372
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
3553000.00000000
0.156928838204
Long
DBT
NUSS
BE
N
2
2028-03-01
Fixed
5.50000000
N
N
N
N
N
N
APPLE INC.
HWUPKR0MPOU8FGXBT394
APPLE INC 2.650000% 05/11/2050
037833DW7
4410000.00000000
PA
USD
3437109.33000000
0.151810181238
Long
DBT
CORP
US
N
2
2050-05-11
Fixed
2.65000000
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
281770.65000000
0.012445240851
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
629068.38000000
0.027784680558
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
440150.40000000
0.019440554716
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
2591278.88000000
0.114451557585
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
157778.57000000
PA
USD
148509.08000000
0.006559346295
Long
LON
US
N
2
2026-12-04
Floating
5.50599840
N
N
N
N
N
N
N/A
N/A
PROPCO CERTIFICATES *
N/A
210522.00000000
NS
USD
2999938.50000000
0.132501228114
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
336317.63000000
0.014854470853
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
336134.60000000
N
N
N
MINERAL RESOURCES LIMITED
5299007V1ACKFFX2P066
MINERAL RESOURCES LTD MTN 8.000000% 11/01/2027
603051AC7
1405000.00000000
PA
USD
1447719.03000000
0.063942827307
Long
DBT
NUSS
AU
N
2
2027-11-01
Fixed
8.00000000
N
N
N
N
N
N
AMERICAN AIRLINES GROUP INC.
N/A
AMERICAN AIRLINES GROUP INC 144A 3.750000% 03/01/2025
02376RAE2
2248000.00000000
PA
USD
2007464.00000000
0.088665632777
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
2162000.00000000
PA
USD
2221455.00000000
0.098117183302
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
12005000.00000000
PA
USD
11062626.59000000
0.488613886367
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
6.75000000
N
N
N
N
N
N
BLOCK, INC.
549300OHIIUWSTIZME52
BLOCK INC 144A 3.500000% 06/01/2031
852234AM5
470000.00000000
PA
USD
403025.00000000
0.017800800736
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.50000000
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
2781250.00000000
0.122842198496
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
70900.00000000
0.003131509887
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
1463074.62000000
0.064621052722
Long
DBT
NUSS
FR
N
2
2027-02-01
Fixed
8.12500000
N
N
N
N
N
N
Strathcona Resources Ltd.
549300MK8E4L4BHGLO91
STRATHCONA RESOURCES LTD 144A 6.875000% 08/01/2026
86304TAA6
2510000.00000000
PA
USD
2428425.00000000
0.107258630429
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
3559000.00000000
PA
USD
3080803.86000000
0.136072887837
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.62500000
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
209512.50000000
0.009253744220
Long
DBT
NUSS
CA
N
2
2028-01-15
Fixed
3.87500000
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
971075.00000000
0.042890422617
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
307000.00000000
PA
USD
313140.00000000
0.013830761721
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
2748000.00000000
PA
USD
2545335.00000000
0.112422309144
Long
DBT
CORP
US
N
2
2030-01-31
Fixed
4.12500000
N
N
N
N
N
N
RANGE RESOURCES CORPORATION
H3Y3WLYCX0BTO1TRW162
RANGE RESOURCES CORP 8.250000% 01/15/2029
75281ABJ7
189000.00000000
PA
USD
204635.03000000
0.009038316215
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
8.25000000
N
N
N
N
N
N
ARDAGH PACKAGING FINANCE PLC
6354001JXMLKNZDZR978
ARDAGH PACKAGING FINANCE PLC / ARDAGH HOLDINGS USA 5.250000% 08/15/2027
03969AAP5
540000.00000000
PA
USD
450900.00000000
0.019915342850
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
6055178.00000000
0.267444989772
Long
ABS-CBDO
CORP
US
N
3
2024-07-15
Variable
0.00000000
N
N
N
N
N
N
TRITON WATER HOLDINGS, INC.
N/A
TRITON WATER HOLDINGS, INC. 3/31/2028
89678QAB2
380023.22000000
PA
USD
350176.20000000
0.015466575916
Long
LON
US
N
2
2028-03-31
Floating
4.50600120
N
N
N
N
N
N
OASIS PETROLEUM INC.
529900FA4V2YNIKZ0M71
OASIS PETROLEUM INC 144A 6.375000% 06/01/2026
674215AL2
184000.00000000
PA
USD
184920.00000000
0.008167543135
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
6.37500000
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
3650000.00000000
PA
USD
3066000.00000000
0.135419031223
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
8.00000000
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
3680510.00000000
0.162560697523
Long
ABS-CBDO
CORP
US
N
3
2027-04-18
Variable
0.00000000
N
N
N
N
N
N
MGM RESORTS INTERNATIONAL
54930066VBP7DZEGGJ87
MGM RESORTS INTERNATIONAL 6.000000% 03/15/2023
552953CC3
1115000.00000000
PA
USD
1126150.00000000
0.049739772345
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
1949864.07000000
0.086121560135
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
945450.00000000
0.041758618091
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
415000.00000000
PA
USD
416037.50000000
0.018375536595
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
76950.00000000
0.003398726175
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
3.87500000
N
N
N
N
N
N
ANTERO RESOURCES CORPORATION
APVBKPOULHUX7YZLKU17
ANTERO RESOURCES CORP 144A 8.375000% 07/15/2026
03674XAN6
351000.00000000
PA
USD
381712.50000000
0.016859470631
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
8.37500000
N
N
N
N
N
N
OCP CLO LTD
N/A
OCP CLO LTD SERIES: 20-19A CLASS: SUB
670884AA3
1876000.00000000
PA
USD
1789704.00000000
0.079047613129
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
286653.00000000
0.012660884395
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
2180000.00000000
PA
USD
1718657.50000000
0.075909632633
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
579000.00000000
PA
USD
569469.66000000
0.025152325397
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
522000.00000000
PA
USD
469800.00000000
0.020750117700
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.12500000
N
N
N
N
N
N
NCR CORPORATION
549300YKTY8JX1DV2R67
NCR CORP 144A 5.125000% 04/15/2029
62886EBA5
378000.00000000
PA
USD
360492.93000000
0.015922245056
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.12500000
N
N
N
N
N
N
OASIS PETROLEUM INC.
529900FA4V2YNIKZ0M71
OASIS PETROLEUM INC COMMON STOCK
674215207
11342.00000000
NS
USD
1800315.66000000
0.079516308732
Long
EC
US
N
1
N
N
N
Delivery Hero 4/22 (USD)
N/A
Delivery Hero 4/22 (USD) 7/9/2027
N/A
1772000.00000000
PA
USD
1667150.76000000
0.073634683895
Long
LON
US
N
2
2027-07-09
Floating
0.00000000
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
290605.00000000
0.012835436258
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
PEARL MERGER SUB, INC.
N/A
DOMTAR CORP 144A 6.750000% 10/01/2028
70478JAA2
3090000.00000000
PA
USD
3028694.40000000
0.133771318173
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.75000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
SERVICE PROPERTIES TRUST 4.500000% 06/15/2023
44106MAR3
872000.00000000
PA
USD
845840.00000000
0.037359045456
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
4.50000000
N
N
N
N
N
N
TEAM HEALTH HOLDINGS, INC.
N/A
TEAM HEALTH HOLDINGS, INC. 3/2/2027
87817JAG3
5710842.44050000
PA
USD
4968432.92000000
0.219445653204
Long
LON
US
N
2
2027-03-02
Floating
6.24999960
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
ALTICE FRANCE SA/FRANCE 144A 5.500000% 10/15/2029
02156LAH4
2420000.00000000
PA
USD
2099350.00000000
0.092724051923
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
2131000.00000000
PA
USD
1715437.31000000
0.075767403341
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
6261000.00000000
PA
USD
6096648.75000000
0.269276669090
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
1870036.61000000
0.082595742360
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
1530266.00000000
0.067588760350
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.50000000
N
N
N
N
N
N
CONVERGEONE HOLDINGS, CORP.
N/A
CONVERGEONE HOLDINGS, CORP. 1/4/2026
21249DAB4
4203503.97010000
PA
USD
3730609.77000000
0.164773503237
Long
LON
US
N
2
2026-01-04
Floating
5.76371160
N
N
N
N
N
N
THE CHEMOURS COMPANY
549300M1BOLNXL8DOV14
CHEMOURS CO/THE 144A 5.750000% 11/15/2028
163851AF5
2257000.00000000
PA
USD
2228223.25000000
0.098416123243
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
2000000.00000000
PA
USD
2098800.00000000
0.092699759533
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
9.75000000
N
N
N
N
N
N
THE GOODYEAR TIRE & RUBBER COMPANY
5493002BI0S2ZQUY3437
GOODYEAR TIRE & RUBBER CO/THE 5.250000% 07/15/2031
382550BR1
199000.00000000
PA
USD
181090.00000000
0.007998379766
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
5.25000000
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
5136798.03000000
0.226882000264
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
4020000.00000000
PA
USD
3739404.00000000
0.165161926624
Long
DBT
NUSS
US
N
2
2026-08-15
Fixed
4.87500000
N
N
N
N
N
N
ALCHEMY US HOLDCO 1 LLC
N/A
ALCHEMY US HOLDCO 1 LLC 10/10/2025
01373YAB8
1696000.01000000
PA
USD
1656432.33000000
0.073161272477
Long
LON
US
N
2
2025-10-10
Floating
6.26370840
N
N
N
N
N
N
NATIONSTAR MORTGAGE HOLDINGS INC.
N/A
NATIONSTAR MORTGAGE HOLDINGS INC 144A 5.125000% 12/15/2030
63861CAD1
1082000.00000000
PA
USD
968610.13000000
0.042781554284
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
327355.00000000
PA
USD
312624.03000000
0.013807972367
Long
LON
US
N
2
2028-07-14
Floating
6.18672960
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
8028000.00000000
PA
USD
6944220.00000000
0.306712180365
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
516600.00000000
0.022817179233
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
73163.92000000
0.003231502663
Long
EP
US
N
3
N
N
N
ANTERO MIDSTREAM PARTNERS LP
529900HFO1BDEIT4QU11
ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FI 5.375000% 06/15/2029
03690AAH9
505000.00000000
PA
USD
506325.63000000
0.022363381049
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.37500000
N
N
N
N
N
N
CSC HOLDINGS, LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC 5.250000% 06/01/2024
126307AH0
1545000.00000000
PA
USD
1525007.70000000
0.067356511853
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
5.25000000
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
116765.00000000
0.005157274357
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
1467000.00000000
PA
USD
1467000.00000000
0.064794428833
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
3913000.00000000
PA
USD
3801225.16000000
0.167892442474
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
4.62500000
N
N
N
N
N
N
N/A
N/A
SILVER AIRWAYS LLC 12/31/2027
N/A
2122898.80000000
PA
USD
2122898.80000000
0.093764154886
Long
DBT
CORP
US
N
3
2027-12-31
Fixed
13.00000000
N
N
N
N
N
N
COMSTOCK RESOURCES, INC.
I03QQGEA4SS774AURI46
COMSTOCK RESOURCES INC 144A 5.875000% 01/15/2030
205768AT1
242000.00000000
PA
USD
230930.92000000
0.010199752598
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
0.000015375316
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
720016.70000000
0.031801684272
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
2759075.00000000
0.121862773506
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
354995.56000000
0.015679437320
Long
LON
US
N
2
2025-07-02
Floating
3.26370960
N
N
N
N
N
N
COOPER-STANDARD AUTOMOTIVE INC.
ITCH5B3Q4RTX2PH9UN62
COOPER-STANDARD AUTOMOTIVE INC 144A 13.000000% 06/01/2024
216762AG9
768000.00000000
PA
USD
772177.32000000
0.034105513570
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
3035000.00000000
PA
USD
2565424.80000000
0.113309635059
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
7.12500000
N
N
N
N
N
N
THE GOODYEAR TIRE & RUBBER COMPANY
5493002BI0S2ZQUY3437
GOODYEAR TIRE & RUBBER CO/THE 5.000000% 07/15/2029
382550BN0
522000.00000000
PA
USD
477990.18000000
0.021111861418
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.00000000
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
350000.00000000
0.015458793518
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
31282.18000000
0.001381670746
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
2293000.00000000
PA
USD
149045.00000000
0.006583016799
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
612600.00000000
0.027057305455
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
496112.96000000
0.021912308030
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
403000.00000000
PA
USD
405095.60000000
0.017892254959
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
297000.00000000
PA
USD
270641.25000000
0.011953677718
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.87500000
N
N
N
N
N
N
VISTRA CORP.
549300KP43CPCUJOOG15
VISTRA CORP 144A 7.000000% MATURITY: PERPETUAL
92840MAC6
435000.00000000
PA
USD
417151.95000000
0.018424759602
Long
DBT
CORP
US
N
2
2170-06-15
Fixed
7.00000000
N
N
N
N
N
N
AIR MEDICAL GROUP HOLDINGS INC.
N/A
AIR MEDICAL GROUP HOLDINGS INC. 3/14/2025
00169QAD1
787464.28000000
PA
USD
748949.40000000
0.033079583229
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
783100.00000000
PA
USD
756341.47000000
0.033406076040
Long
LON
US
N
2
2027-08-02
Floating
5.74999920
N
N
N
N
N
N
HYLAND SOFTWARE
N/A
HYLAND SOFTWARE 7/1/2024
44908XAT5
2957142.64000000
PA
USD
2880345.65000000
0.127219053330
Long
LON
US
N
2
2024-07-01
Floating
4.26371040
N
N
N
N
N
N
YUM! Brands, Inc.
549300JE8XHZZ7OHN517
YUM! BRANDS INC 3.625000% 03/15/2031
988498AN1
3656000.00000000
PA
USD
3233521.78000000
0.142818130099
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.62500000
N
N
N
N
N
N
NIELSEN FINANCE LLC
UJ76Y189LDMPCOCW7204
NIELSEN FINANCE LLC / NIELSEN FINANCE CO 144A 4.500000% 07/15/2029
65409QBH4
160000.00000000
PA
USD
151192.32000000
0.006677859589
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.50000000
N
N
N
N
N
N
N/A
N/A
BOWLERO CONVERTIBLE PREFERRED STOCK
N/A
1940.00000000
NS
USD
1940000.00000000
0.085685884074
Long
EP
US
N
3
N
N
N
CD&R SMOKEY BUYER, INC.
N/A
CD&R SMOKEY BUYER INC 144A 6.750000% 07/15/2025
12510CAA9
627000.00000000
PA
USD
640862.97000000
0.028305623791
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
6.75000000
N
N
N
N
N
N
Naked Juice/Tropicana 1/22 2nd Lien
N/A
Naked Juice/Tropicana 1/22 2nd Lien 1/24/2030
N/A
2015000.00000000
PA
USD
1926843.75000000
0.085104799068
Long
LON
US
N
2
2030-01-24
Floating
6.65111880
N
N
N
N
N
N
CARESTREAM HEALTH, INC.
N/A
CARESTREAM HEALTH, INC. 8/8/2023
14173VAM5
4562797.75990000
PA
USD
3908811.96000000
0.172644334265
Long
LON
US
N
2
2023-08-08
Floating
13.50600120
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp PREFERRED STOCK
313400798
7663.00000000
NS
USD
33334.05000000
0.001472297703
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
6563000.00000000
PA
USD
6343139.50000000
0.280163667972
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
2417000.00000000
PA
USD
1631475.00000000
0.072058957587
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
3.62500000
N
N
N
N
N
N
VIASAT, INC.
UFC8NYMNFSYIHNSM2I38
VIASAT INC 144A 6.500000% 07/15/2028
92552VAN0
3575000.00000000
PA
USD
3011008.00000000
0.132990145585
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
235025.00000000
0.010380579847
Long
DBT
NUSS
US
N
2
2025-04-15
Fixed
5.50000000
Y
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
4460333.00000000
0.197003905346
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
526050.00000000
0.023234566658
Long
DBT
NUSS
US
N
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS, L.P.
5493005UEC8AZ34LDV29
CHENIERE ENERGY PARTNERS LP 4.000000% 03/01/2031
16411QAK7
741000.00000000
PA
USD
684498.75000000
0.030232928114
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
4.00000000
N
N
N
N
N
N
WABASH NATIONAL CORPORATION
5299004ZAWHQZI5XO485
WABASH NATIONAL CORP 144A 4.500000% 10/15/2028
929566AL1
415000.00000000
PA
USD
338225.00000000
0.014938715536
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
359660.00000000
0.015885456219
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
2794000.00000000
PA
USD
2546675.12000000
0.112481499540
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
3347000.00000000
PA
USD
3263325.00000000
0.144134478169
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
4.62500000
N
N
N
N
N
N
ARCONIC CORPORATION
549300B4YFWH3U74B152
ARCONIC CORP 144A 6.125000% 02/15/2028
03966VAA5
1882000.00000000
PA
USD
1845206.09000000
0.081499028413
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
1895421.86000000
0.083716957612
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
5241000.00000000
PA
USD
3659744.07000000
0.161643508311
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
3600.00000000
0.000159004733
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
634489.44000000
0.028024117836
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
2212000.00000000
PA
USD
1979740.00000000
0.087441119658
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
1338000.00000000
PA
USD
1338066.90000000
0.059099714060
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
5015000.00000000
PA
USD
4819153.27000000
0.212852272387
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 CORP 8.000000% 05/17/2026
402635AQ9
145333.00000000
PA
USD
150147.88000000
0.006631728783
Long
DBT
CORP
US
N
2
2026-05-17
Fixed
8.00000000
N
N
N
N
N
N
Wynn Macau, Limited
254900NMDQ8ENTHU1I31
WYNN MACAU LTD 144A 5.125000% 12/15/2029
98313RAE6
85000.00000000
PA
USD
63750.00000000
0.002815708819
Long
DBT
NUSS
MO
N
2
2029-12-15
Fixed
5.12500000
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
531232.66000000
0.023463474289
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
652000.00000000
PA
USD
710680.00000000
0.031389301079
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
640000.00000000
PA
USD
634409.60000000
0.028020591464
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
5545596.98000000
0.244937824718
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
24654.00000000
NS
USD
639278.22000000
0.028235628582
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
215659.20000000
0.009525231551
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
3666033.65000000
0.161921306364
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. 10/4/2028
N/A
504210.00000000
PA
USD
470725.41000000
0.020790991191
Long
LON
US
N
2
2028-10-04
Floating
4.71686040
N
N
N
N
N
N
GENESIS ENERGY, L.P.
549300VJ5D6MDK138782
GENESIS ENERGY LP / GENESIS ENERGY FINANCE CORP 8.000000% 01/15/2027
37185LAM4
2507000.00000000
PA
USD
2472879.73000000
0.109222106121
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
3061743.75000000
0.135231041251
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
206156.82000000
0.009105530608
Long
EP
US
N
1
N
N
N
STATION CASINOS LLC
5493004E7Q60TX54WL62
STATION CASINOS LLC 144A 4.625000% 12/01/2031
857691AH2
2839000.00000000
PA
USD
2404838.57000000
0.106216865426
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
4.62500000
N
N
N
N
N
N
HCA INC.
L3CJ6J7LJ2DX62FTXD46
HCA INC 5.875000% 02/01/2029
404119BW8
1385000.00000000
PA
USD
1464637.50000000
0.064690081977
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
650000.00000000
PA
USD
660400.00000000
0.029168534970
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 11/24/2026
N/A
3402472.50000000
PA
USD
3079237.61000000
0.136003709736
Long
LON
US
N
2
2026-11-24
Floating
7.00643160
N
N
N
N
N
N
HILCORP ENERGY I, L.P.
549300ITPIHLG0LHEC09
HILCORP ENERGY I LP / HILCORP FINANCE CO 144A 6.250000% 04/15/2032
431318AZ7
138000.00000000
PA
USD
134527.92000000
0.005941826679
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
6.25000000
N
N
N
N
N
N
SCIENCE APPLICATIONS INTERNATIONAL CORPORATION
549300LZPNZIXQGZPZ48
SCIENCE APPLICATIONS INTERNATIONAL CORP 144A 4.875000% 04/01/2028
808625AA5
3734000.00000000
PA
USD
3546185.55000000
0.156627857703
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
192637.50000000
0.008508409532
Long
EC
US
N
1
N
N
N
DYCOM INDUSTRIES, INC.
549300F56EKTHQI3WT60
DYCOM INDUSTRIES INC 144A 4.500000% 04/15/2029
267475AD3
603000.00000000
PA
USD
553439.43000000
0.024444302495
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.50000000
N
N
N
N
N
N
NUSTAR LOGISTICS, L.P.
N62BF2PKP51FIIOIUN20
NUSTAR LOGISTICS LP 6.375000% 10/01/2030
67059TAH8
1092000.00000000
PA
USD
1068412.80000000
0.047189636765
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.37500000
N
N
N
N
N
N
FIRSTCASH, INC.
549300V2X3UU7K0DG350
FIRSTCASH INC 144A 5.625000% 01/01/2030
31944TAA8
3755000.00000000
PA
USD
3580223.53000000
0.158131246573
Long
DBT
CORP
US
N
2
2030-01-01
Fixed
5.62500000
N
N
N
N
N
N
AHEAD DB HOLDINGS, LLC
254900L07WFL833JX193
AHEAD DB HOLDINGS LLC 144A 6.625000% 05/01/2028
00867FAA6
3402000.00000000
PA
USD
2902638.69000000
0.128203691908
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
6.62500000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
SERVICE PROPERTIES TRUST 4.375000% 02/15/2030
44106MAY8
900000.00000000
PA
USD
661500.00000000
0.029217119750
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.37500000
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
21892.20000000
0.000966934284
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
716673.50000000
0.031654021876
Long
DBT
CORP
US
N
2
2027-09-01
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
381000.00000000
PA
USD
348615.00000000
0.015397620864
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
5.37500000
N
N
N
N
N
N
N/A
N/A
AVIANCA MIDCO 2 LTD 144A 9.000000% 12/01/2028
05368PAA7
3123366.00000000
PA
USD
2765156.52000000
0.122131381969
Long
DBT
NUSS
CO
N
2
2028-12-01
Fixed
9.00000000
N
N
N
N
N
N
ACRISURE, LLC
549300R0Z1Q47XRTGO22
ACRISURE LLC / ACRISURE FINANCE INC 144A 4.250000% 02/15/2029
00489LAF0
2680000.00000000
PA
USD
2371441.36000000
0.104741778073
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
2879000.00000000
PA
USD
2749445.00000000
0.121437435845
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
1941200.00000000
0.085738885652
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
165000.00000000
PA
USD
153110.10000000
0.006762564061
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
DANA INCORPORATED
KVWHW7YLZPFJM8QYNJ51
DANA INC 4.250000% 09/01/2030
235825AH9
705000.00000000
PA
USD
614446.28000000
0.027138851916
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
4.25000000
N
N
N
N
N
N
SYNEOS HEALTH, INC.
549300F1ZGKDS8P6GU13
SYNEOS HEALTH INC 144A 3.625000% 01/15/2029
87166BAA0
4379000.00000000
PA
USD
3852644.20000000
0.170163517681
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.62500000
N
N
N
N
N
N
VISTAJET MALTA FINANCE P.L.C.
5299001UK94VGT0CPQ36
VISTAJET MALTA FINANCE PLC / XO MANAGEMENT HOLDING 6.375000% 02/01/2030
92840JAB5
9084000.00000000
PA
USD
7721400.00000000
0.341038652213
Long
DBT
NUSS
CH
N
2
2030-02-01
Fixed
6.37500000
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
817605.18000000
0.036111970449
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
4.50000000
N
N
N
N
N
N
Venator 6/17 TLB
N/A
Venator 6/17 TLB 8/08/2024
N/A
368390.81000000
PA
USD
347208.34000000
0.015335491531
Long
LON
US
N
2
2024-08-08
Floating
3.76371000
N
N
N
N
N
N
OUTFRONT MEDIA CAPITAL LLC
5493005WC7J0FDMW0610
OUTFRONT MEDIA CAPITAL LLC / OUTFRONT MEDIA CAPITA 4.250000% 01/15/2029
69007TAE4
2710000.00000000
PA
USD
2336833.00000000
0.103213196670
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
4598000.00000000
PA
USD
3987017.76000000
0.176098526591
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
187000.00000000
PA
USD
188956.02000000
0.008345805992
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.75000000
N
N
N
N
N
N
REAL HERO MERGER SUB 2, INC.
N/A
REAL HERO MERGER SUB 2 INC 144A 6.250000% 02/01/2029
75602BAA7
1661000.00000000
PA
USD
1306636.36000000
0.057711490551
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.25000000
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
7416080.00000000
0.327553284107
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
800000.00000000
PA
USD
777226.00000000
0.034328503575
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.62500000
N
N
N
N
N
N
HLF FINANCING SARL, LLC
549300VKVJUV5OGV2R51
HLF FINANCING SARL LLC / HERBALIFE INTERNATIONAL I 4.875000% 06/01/2029
40390DAC9
1845000.00000000
PA
USD
1326296.70000000
0.058579848084
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
4.87500000
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
8621167.50000000
0.380779566491
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
1957000.00000000
PA
USD
1840225.81000000
0.081279059498
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
341777.98000000
0.015095643491
Long
DBT
NUSS
CA
N
2
2029-05-15
Fixed
4.25000000
N
N
N
N
N
N
RANGE RESOURCES CORPORATION
H3Y3WLYCX0BTO1TRW162
RANGE RESOURCES CORP 144A 4.750000% 02/15/2030
75281ABK4
142000.00000000
PA
USD
138883.81000000
0.006134217548
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.75000000
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
3479762.54000000
0.153694087427
Long
ABS-CBDO
CORP
US
N
3
2030-01-16
Variable
0.00000000
N
N
N
N
N
N
HESS MIDSTREAM OPERATIONS LP
N/A
HESS MIDSTREAM OPERATIONS LP 144A 5.500000% 10/15/2030
428102AF4
675000.00000000
PA
USD
665820.00000000
0.029407925430
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
5.50000000
N
N
N
N
N
N
BELLRING BRANDS, INC.
549300S3BOK5CMTS8054
BELLRING BRANDS INC 144A 7.000000% 03/15/2030
07831CAA1
2510000.00000000
PA
USD
2502997.10000000
0.110552329561
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
7.00000000
N
N
N
N
N
N
SP PF BUYER LLC
N/A
SP PF BUYER LLC 12/22/2025
78471PAB6
2745100.00000000
PA
USD
2400589.95000000
0.106029212456
Long
LON
US
N
2
2025-12-22
Floating
5.26371120
N
N
N
N
N
N
CABLEVISION SYSTEMS CORPORATION
N/A
CSC HOLDINGS LLC 5.875000% 09/15/2022
12686CBB4
152000.00000000
PA
USD
152691.60000000
0.006744079761
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
1900000.00000000
PA
USD
1843000.00000000
0.081401589870
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
4070215.60000000
0.179773207247
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
3403000.00000000
PA
USD
3205898.24000000
0.141598054096
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
2198700.00000000
0.097112140884
Long
ABS-CBDO
CORP
US
N
3
2027-10-17
Variable
0.00000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 5.500000% 06/01/2027
29273VAF7
2863000.00000000
PA
USD
2958559.18000000
0.130673587075
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
303505.01000000
0.013405203661
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
3341000.00000000
PA
USD
2931727.50000000
0.129488485929
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
6301560.84000000
PA
USD
5737067.02000000
0.253394669899
Long
LON
US
N
2
2026-04-16
Floating
6.28599960
N
N
N
N
N
N
MLN US HOLDCO LLC
N/A
MLN US HOLDCO LLC 11/30/2025
55292HAB9
1157358.21000000
PA
USD
952829.87000000
0.042084572053
Long
LON
US
N
2
2025-11-30
Floating
5.30328960
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING, LLC
549300TPZNMN50BJ3745
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 4.400000% 12/01/2061
161175CC6
305000.00000000
PA
USD
236442.05000000
0.010443168085
Long
DBT
CORP
US
N
2
2061-12-01
Fixed
4.40000000
N
N
N
N
N
N
SIX FLAGS ENTERTAINMENT CORPORATION
549300JYTDUAA4JQ3717
SIX FLAGS ENTERTAINMENT CORP 144A 5.500000% 04/15/2027
83001AAC6
160000.00000000
PA
USD
155904.00000000
0.006885964984
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.50000000
N
N
N
N
N
N
ALTICE FINANCING S.A.
549300DIYGW8HVDF7Q17
ALTICE FINANCING SA 144A 5.750000% 08/15/2029
02154CAH6
3859000.00000000
PA
USD
3453805.00000000
0.152547595281
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
124411.88000000
0.005495021611
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
2145000.00000000
PA
USD
2215377.45000000
0.097848750186
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
5143000.00000000
PA
USD
4274501.59000000
0.188796107070
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.95000000
N
N
N
N
N
N
SOUTHWESTERN ENERGY COMPANY
EFWMP121W54QV9MGOP87
SOUTHWESTERN ENERGY CO 4.750000% 02/01/2032
845467AT6
109000.00000000
PA
USD
106524.61000000
0.004704977001
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.75000000
N
N
N
N
N
N
BENEFIT STREET PARTNERS CLO LTD
N/A
BATTALION CLO XX EQUITY TRANCHE
N/A
8543000.00000000
PA
USD
7069332.50000000
0.312238146948
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
772000.00000000
PA
USD
705272.18000000
0.031150448585
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
2955657.96000000
0.130545446043
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
5.25000000
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
4378000.00000000
PA
USD
3514945.38000000
0.155248042453
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
6.12500000
N
N
N
N
N
N
NAVIENT CORPORATION
54930067J0ZNOEBRW338
NAVIENT CORP 5.000000% 03/15/2027
63938CAK4
2541000.00000000
PA
USD
2337720.00000000
0.103252373669
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
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
0.000000000441
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
1008122.55000000
0.044526738119
Long
DBT
CORP
US
N
2
2048-01-23
Fixed
4.70000000
N
N
N
N
N
N
VERTIV GROUP CORPORATION
549300ZT8RQ5VK10E643
VERTIV GROUP CORP 144A 4.125000% 11/15/2028
92535UAB0
1298000.00000000
PA
USD
1153928.49000000
0.050966692177
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
4.12500000
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
81705.93000000
0.003608786003
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.87500000
N
N
N
N
N
N
VICI PROPERTIES L.P.
254900X4QE7SGKQLLN38
VICI PROPERTIES LP / VICI NOTE CO INC 144A 4.625000% 06/15/2025
92564RAG0
411000.00000000
PA
USD
401222.31000000
0.017721179558
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
4.62500000
N
N
N
N
N
N
CCO HOLDINGS, LLC
N/A
CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 4.500000% 05/01/2032
1248EPCN1
2005000.00000000
PA
USD
1763999.00000000
0.077912275165
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
4.50000000
N
N
N
N
N
N
THE GOODYEAR TIRE & RUBBER COMPANY
5493002BI0S2ZQUY3437
GOODYEAR TIRE & RUBBER CO/THE 5.250000% 04/30/2031
382550BJ9
604000.00000000
PA
USD
550395.00000000
0.024309836167
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
1755000.00000000
PA
USD
1465425.00000000
0.064724864262
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
5625180.00000000
0.248452846071
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
665797.50000000
0.029406931650
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
1372000.00000000
PA
USD
1279390.00000000
0.056508073827
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.37500000
N
N
N
N
N
N
MEDLINE BORROWER, LP
N/A
MEDLINE BORROWER, LP 10/23/2028
58503UAC7
291201.98000000
PA
USD
280645.91000000
0.012395563355
Long
LON
US
N
1
2028-10-23
Floating
4.01370840
N
N
N
N
N
N
Veracode 4/22 TL
N/A
Veracode 4/22 TL 4/20/2029
N/A
1297000.00000000
PA
USD
1257013.49000000
0.055519748548
Long
LON
US
N
2
2029-04-20
Floating
5.92403040
N
N
N
N
N
N
API GROUP DE, INC.
549300XP4G7B4QYA0G83
API GROUP DE INC 144A 4.125000% 07/15/2029
001877AA7
365000.00000000
PA
USD
314356.25000000
0.013884481028
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.12500000
N
N
N
N
N
N
TK ELEVATOR U.S. NEWCO, INC.
549300C2AFWPAYWS5574
TK ELEVATOR US NEWCO INC 144A 5.250000% 07/15/2027
92537RAA7
1719000.00000000
PA
USD
1676025.00000000
0.074026641163
Long
DBT
CORP
DE
N
2
2027-07-15
Fixed
5.25000000
N
N
N
N
N
N
STATION CASINOS LLC
5493004E7Q60TX54WL62
STATION CASINOS LLC 144A 4.500000% 02/15/2028
857691AG4
2647000.00000000
PA
USD
2395329.86000000
0.105796884899
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
577267.00000000
0.025496718166
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
2647000.00000000
PA
USD
2362447.50000000
0.104344537431
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 11/15/2028
71911KAC8
442000.00000000
PA
USD
426808.46000000
0.018851268157
Long
LON
US
N
2
2028-11-15
Floating
4.26371040
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
4030000.00000000
PA
USD
4191200.00000000
0.185116843986
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
9.25000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS PARENT, INC.
N/A
FRONTIER COMMUNICATIONS HOLDINGS LLC 144A 5.000000% 05/01/2028
35906ABF4
1145000.00000000
PA
USD
1065130.53000000
0.047044665524
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
1585182.50000000
0.070014311305
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.37500000
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
4080240.00000000
0.180215964761
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
80000.00000000
PA
USD
81345.40000000
0.003592862120
Long
DBT
NUSS
US
N
2
2024-11-01
Fixed
5.62500000
N
N
N
N
N
N
CARVANA CO.
5493003WEAK2PJ5WS063
CARVANA CO 144A 5.875000% 10/01/2028
146869AD4
413000.00000000
PA
USD
290388.56000000
0.012825876540
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.87500000
N
N
N
N
N
N
ENCINO ACQUISITION PARTNERS HOLDINGS, LLC
549300BUKUEKT2UE4T49
ENCINO ACQUISITION PARTNERS HOLDINGS LLC 144A 8.500000% 05/01/2028
29254BAA5
3688000.00000000
PA
USD
3688000.00000000
0.162891515704
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
1282357.60000000
0.056639146729
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
1124680.81000000
0.049674881189
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.75000000
N
N
N
N
N
N
HCA INC.
L3CJ6J7LJ2DX62FTXD46
HCA INC 5.250000% 04/15/2025
404119BQ1
888000.00000000
PA
USD
920992.55000000
0.040678381893
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
5.25000000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORPORATION
X2MT1W32SPAZ9WSKLE78
ESC GCB INTELSAT JACKS ESCROW 0.00
165167DA2
210000.00000000
PA
USD
21.00000000
0.000000927527
Long
DBT
CORP
US
N
3
2049-12-31
Fixed
0.00000000
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
3456190.98000000
0.152652979202
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
6.25000000
N
N
N
N
N
N
THE SCOTTS MIRACLE-GRO COMPANY
2TH9E0JTOUXOEGI2R879
SCOTTS MIRACLE-GRO CO/THE 4.000000% 04/01/2031
810186AX4
391000.00000000
PA
USD
326252.36000000
0.014409908194
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
4.00000000
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
5016360.00000000
0.221562495585
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
1194000.00000000
PA
USD
1103936.58000000
0.048758650422
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
283475.00000000
0.012520518550
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
497000.00000000
PA
USD
434477.40000000
0.019189989757
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
1228631.25000000
0.054266162297
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
360000.00000000
PA
USD
229750.20000000
0.010147602579
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
271896.63000000
0.012009125318
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
1174952.45000000
0.051895278053
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.00000000
N
N
N
N
N
N
NCL CORPORATION LTD.
UNZWILHE4KMRP9K2L524
NCL CORP LTD 144A 5.875000% 02/15/2027
62886HBE0
2417000.00000000
PA
USD
2251701.37000000
0.099453104412
Long
DBT
NUSS
US
N
2
2027-02-15
Fixed
5.87500000
N
N
N
N
N
N
BENEFIT STREET PARTNERS CLO LTD
N/A
BATTALION CLO XI EQUITY TRANCHE
N/A
10431000.00000000
PA
USD
7406010.00000000
0.327108512533
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
1682830.00000000
0.074327204276
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
2005000.00000000
PA
USD
2074709.32000000
0.091635722825
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
7554000.00000000
PA
USD
4419090.00000000
0.195182285286
Long
DBT
NUSS
US
N
2
2030-01-30
Fixed
5.25000000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING, LLC
549300TPZNMN50BJ3745
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 3.950000% 06/30/2062
161175CG7
520000.00000000
PA
USD
373753.89000000
0.016507954892
Long
DBT
CORP
US
N
2
2062-06-30
Fixed
3.95000000
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
16972.64000000
0.000749647249
Long
ABS-CBDO
CORP
US
N
3
2033-04-20
Variable
0.00000000
N
N
N
N
N
N
TALLGRASS ENERGY PARTNERS, LP
549300IQ3DN0F3VERF65
TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FI 6.000000% 12/31/2030
87470LAJ0
7918000.00000000
PA
USD
7130554.90000000
0.314942216778
Long
DBT
CORP
US
N
2
2030-12-31
Fixed
6.00000000
N
N
N
N
N
N
FREEDOM MORTGAGE CORPORATION
549300LYRWPSYPK6S325
FREEDOM MORTGAGE CORP 144A 7.625000% 05/01/2026
35640YAF4
360000.00000000
PA
USD
318146.40000000
0.014051884303
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
7.62500000
N
N
N
N
N
N
ASBURY AUTOMOTIVE GROUP, INC.
549300JH4DTA7U42GL91
ASBURY AUTOMOTIVE GROUP INC 4.750000% 03/01/2030
043436AV6
202000.00000000
PA
USD
183315.00000000
0.008096653525
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
Sensata Technologies B.V.
PUCKW5P5O3XMOZVH7T53
SENSATA TECHNOLOGIES BV 144A 4.000000% 04/15/2029
81725WAK9
1025000.00000000
PA
USD
976312.50000000
0.043121752420
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
128.00000000
NS
USD
2051.84000000
0.000090625631
Long
EC
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp PREFERRED STOCK
313400780
4307.00000000
NS
USD
19855.27000000
0.000876967197
Long
EP
US
N
2
N
N
N
CIVITAS RESOURCES, INC.
IIVIHPH28S64K95M2381
CIVITAS RESOURCES INC COMMON STOCK
17888H103
3377.00000000
NS
USD
257833.95000000
0.011388005128
Long
EC
US
N
1
N
N
N
HARSCO CORPORATION
KAO98FK89NPNNPQGUZ43
HARSCO CORP 144A 5.750000% 07/31/2027
415864AM9
766000.00000000
PA
USD
659909.00000000
0.029146848491
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
5.75000000
N
N
N
N
N
N
N/A
N/A
INTELSAT EMERGENCE SA MANUALLY PRICED OFF EMAIL
L5217E120
65585.00000000
NS
USD
2049531.25000000
0.090523658296
Long
EC
US
N
3
N
N
N
WESTERN MIDSTREAM OPERATING, LP
L6D8A6MLSY454J2JXJ60
WESTERN MIDSTREAM OPERATING LP 5.750000% 02/01/2050
958667AA5
4089000.00000000
PA
USD
3633633.42000000
0.160490253606
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
5.75000000
N
N
N
N
N
N
GRIFFON CORPORATION
5493000C2SGNC7ZN3242
GRIFFON CORP 5.750000% 03/01/2028
398433AP7
770000.00000000
PA
USD
743050.00000000
0.032819018640
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
2546223.67000000
PA
USD
2498481.98000000
0.110352905825
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
2131000.00000000
PA
USD
1826267.00000000
0.080662527036
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
2860724.68000000
0.126352434690
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
2818000.00000000
PA
USD
2664869.88000000
0.117701923511
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
1815000.00000000
PA
USD
2014976.70000000
0.088997453571
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
7.50000000
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
470922.97000000
0.020799717018
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
2528000.00000000
PA
USD
2423544.30000000
0.107043059762
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
1050000.00000000
PA
USD
1018602.82000000
0.044989630491
Long
DBT
NUSS
US
N
2
2026-07-06
Floating
5.50599840
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
2014875.00000000
0.088992961688
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
10.37500000
N
N
N
N
N
N
N/A
N/A
INTELSAT JACKSON HOLDINGS S A- CVR1 CONTINGENT VALUE RIGHT
L5137X109
6867.00000000
NS
USD
68.67000000
0.000003033015
Long
EC
US
N
3
N
N
N
TACORA RESOURCES INC.
549300L67A19OXSFBA84
TACORA RESOURCES INC 144A 8.250000% 05/15/2026
87356LAA8
2445000.00000000
PA
USD
2333336.36000000
0.103058757139
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
463135.20000000
0.020455746937
Long
DBT
CORP
US
N
2
2027-01-31
Fixed
8.50000000
N
N
N
N
N
N
RYAN SPECIALTY GROUP, LLC
549300K52N7QBO3PYY45
RYAN SPECIALTY GROUP LLC 144A 4.375000% 02/01/2030
78351MAA0
3594000.00000000
PA
USD
3234902.94000000
0.142879133149
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.37500000
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
7007.68000000
0.000309515080
Long
ABS-CBDO
CORP
US
Y
3
2034-04-17
Variable
0.00000000
N
N
N
N
N
N
II-VI INCORPORATED
549300O5C25A0MMHHU33
II-VI INC 144A 5.000000% 12/15/2029
902104AC2
6069000.00000000
PA
USD
5689687.50000000
0.251302012137
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
5.00000000
N
N
N
N
N
N
MULTI-COLOR 10/21 (USD)
N/A
MULTI-COLOR 10/21 (USD) 10/29/2028
N/A
491625.00000000
PA
USD
460898.44000000
0.020356953762
Long
LON
US
N
2
2028-10-29
Floating
5.76371160
N
N
N
N
N
N
LIBERTY INTERACTIVE LLC
549300SZUIU7Z32Q0664
LIBERTY INTERACTIVE LLC 8.250000% 02/01/2030
530715AJ0
5829000.00000000
PA
USD
4208421.42000000
0.185877479346
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
4485000.00000000
PA
USD
3677700.00000000
0.162436585495
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
2567547.50000000
0.113403390433
Long
EC
US
N
3
N
N
N
THE CHEMOURS COMPANY
549300M1BOLNXL8DOV14
CHEMOURS CO/THE 144A 4.625000% 11/15/2029
163851AH1
2634000.00000000
PA
USD
2380477.50000000
0.105140886137
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
2001000.00000000
PA
USD
1614311.67000000
0.071300887946
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
1410000.00000000
PA
USD
1346550.00000000
0.059474395464
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
1563600.00000000
0.069061055844
Long
EP
US
N
3
N
N
N
HILTON DOMESTIC OPERATING COMPANY INC.
5493003EG7H0N1E4XV50
HILTON DOMESTIC OPERATING CO INC 4.875000% 01/15/2030
432833AF8
130000.00000000
PA
USD
127589.15000000
0.005635355214
Long
DBT
CORP
US
N
2
2030-01-15
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
5782371.00000000
0.255395655248
Long
ABS-CBDO
CORP
US
Y
3
2034-07-20
Variable
0.00000000
N
N
N
N
N
N
LIGHTSTONE HOLDCO LLC
N/A
LIGHTSTONE HOLDCO LLC 01/30/2024
53226GAH4
113637.48000000
PA
USD
103836.25000000
0.004586237567
Long
LON
US
N
2
2024-01-30
Floating
4.98885840
N
N
N
N
N
N
NCR CORPORATION
549300YKTY8JX1DV2R67
NCR CORP 144A 5.000000% 10/01/2028
62886EAY4
238000.00000000
PA
USD
224336.42000000
0.009908486844
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
3745000.00000000
PA
USD
3600349.38000000
0.159020164743
Long
DBT
CORP
US
N
2
2031-04-30
Fixed
5.12500000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
SERVICE PROPERTIES TRUST 5.500000% 12/15/2027
81761LAB8
740000.00000000
PA
USD
657672.06000000
0.029048047367
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.50000000
N
N
N
N
N
N
Taseko Mines Limited
549300XKUO1JSLU7KX54
TASEKO MINES LTD 144A 7.000000% 02/15/2026
876511AF3
2943000.00000000
PA
USD
2826574.92000000
0.124844108723
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
2222000.00000000
PA
USD
1910920.00000000
0.084401479173
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.50000000
N
N
N
N
N
N
DIAMOND SPORTS GROUP, LLC
5493002K6DHWNZH8YA34
DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE 5.375000% 08/15/2026
25277LAF3
7026000.00000000
PA
USD
2318580.00000000
0.102406998504
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.37500000
N
N
N
N
N
N
Carnival Corporation
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP 144A 5.750000% 03/01/2027
143658BN1
7012000.00000000
PA
USD
6220871.10000000
0.274763319545
Long
DBT
NUSS
US
N
2
2027-03-01
Fixed
5.75000000
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
3671099.81000000
0.162145068425
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
8.12500000
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
2555775.47000000
0.112883443630
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
1574554.13000000
0.069544877655
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
901575.36000000
0.039820763804
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
913000.00000000
PA
USD
958704.78000000
0.042344054969
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
109751.40000000
0.004847497802
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
1307725.00000000
0.057759573583
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
4.62500000
N
N
N
N
N
N
SPIRIT AEROSYSTEMS, INC.
ZD2NBKV6GCC3UMGBM518
SPIRIT AEROSYSTEMS INC 3.950000% 06/15/2023
85205TAJ9
2288000.00000000
PA
USD
2207920.00000000
0.097519369673
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.95000000
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
1116000.00000000
0.049291467333
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
328034.00000000
0.014488599637
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
3278000.00000000
PA
USD
3019005.22000000
0.133343366650
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
7.75000000
N
N
N
N
N
N
GARTNER, INC.
PP55B5R38BFB8O8HH686
GARTNER INC 144A 3.625000% 06/15/2029
366651AG2
295000.00000000
PA
USD
269187.50000000
0.011889468515
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
3.62500000
N
N
N
N
N
N
WMG ACQUISITION CORP.
549300NAS11NXI33CP80
WMG ACQUISITION CORP 144A 3.875000% 07/15/2030
92933BAQ7
50000.00000000
PA
USD
45958.50000000
0.002029894176
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
3.87500000
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
3514293.00000000
0.155219228145
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
6.87500000
N
N
N
N
N
N
BREAD FINANCIAL HOLDINGS, INC.
549300G8S4PO686J7H97
BREAD FINANCIAL HOLDINGS INC 144A 4.750000% 12/15/2024
018581AK4
1341000.00000000
PA
USD
1269873.36000000
0.056087743048
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
4.75000000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC 2.900000% 02/16/2028
345397B51
3655000.00000000
PA
USD
3178899.70000000
0.140405583082
Long
DBT
CORP
US
N
2
2028-02-16
Fixed
2.90000000
N
N
N
N
N
N
BWAY HOLDING COMPANY
N/A
BWAY HOLDING COMPANY 4/3/2024
05604XAP1
2028825.00000000
PA
USD
1947672.00000000
0.086024740828
Long
LON
US
N
2
2024-04-03
Floating
4.05000000
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
5946875.00000000
PA
USD
5746167.97000000
0.253796640490
Long
DBT
NUSS
US
N
2
2029-04-20
Fixed
5.75000000
N
N
N
N
N
N
PROLOGIS, L.P.
GL16H1DHB0QSHP25F723
PROLOGIS LP 3.000000% 04/15/2050
74340XBP5
705000.00000000
PA
USD
554012.31000000
0.024469605448
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.00000000
N
N
N
N
N
N
BATH & BODY WORKS, INC.
GR3KVMWVCR54YWQNXU90
BATH & BODY WORKS INC 6.750000% 07/01/2036
501797AM6
3177000.00000000
PA
USD
2835472.50000000
0.125237096872
Long
DBT
CORP
US
N
2
2036-07-01
Fixed
6.75000000
N
N
N
N
N
N
Jazz Securities Designated Activity Company
6354009DV8VV7K6KOO02
JAZZ SECURITIES DAC 144A 4.375000% 01/15/2029
47216FAA5
425000.00000000
PA
USD
410125.00000000
0.018114393405
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
3179000.00000000
PA
USD
2869047.50000000
0.126720036850
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
1453394.16000000
0.064193486344
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
1144362.97000000
PA
USD
1081423.01000000
0.047764271479
Long
LON
US
N
2
2027-09-01
Floating
6.26370840
N
N
N
N
N
N
VICI PROPERTIES L.P.
254900X4QE7SGKQLLN38
VICI PROPERTIES LP / VICI NOTE CO INC 144A 4.500000% 01/15/2028
92564RAK1
175000.00000000
PA
USD
163198.00000000
0.007208126241
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.50000000
N
N
N
N
N
N
N/A
N/A
FORESIGHT COMMON EQUITY *
N/A
60592.86000000
NS
USD
1060375.05000000
0.046834625572
Long
EP
US
N
3
N
N
N
FREEPORT-MCMORAN INC.
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN INC 5.400000% 11/14/2034
35671DBJ3
1250000.00000000
PA
USD
1272190.36000000
0.056190080261
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
3218000.00000000
PA
USD
2626628.14000000
0.116012863047
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
0.01000000
0.000000000441
Long
DBT
CORP
US
N
3
2025-05-15
Fixed
0.00000000
N
N
N
N
N
N
FERTITTA ENTERTAINMENT, LLC
984500A0805D8V551D35
FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMEN 6.750000% 01/15/2030
31556TAC3
824000.00000000
PA
USD
714078.40000000
0.031539401547
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
6.75000000
N
N
N
N
N
N
LBM ACQUISITION, LLC
549300FAEB3VWZL4NI86
LBM ACQUISITION LLC 144A 6.250000% 01/15/2029
05552BAA4
2534000.00000000
PA
USD
1965058.24000000
0.086792655954
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
395000.00000000
PA
USD
403887.50000000
0.017838895620
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.00000000
N
N
N
N
N
N
NEWS CORPORATION
549300ITS31QK8VRBQ14
NEWS CORP 144A 5.125000% 02/15/2032
65249BAB5
965000.00000000
PA
USD
919162.50000000
0.040597552278
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
5.12500000
N
N
N
N
N
N
PENNYMAC FINANCIAL SERVICES, INC.
549300W1D516HBDEU871
PENNYMAC FINANCIAL SERVICES INC 144A 4.250000% 02/15/2029
70932MAB3
690000.00000000
PA
USD
569250.00000000
0.025142623458
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.25000000
N
N
N
N
N
N
US FOODS, INC.
5493000JOOFAOUY1JZ87
US FOODS INC 144A 4.750000% 02/15/2029
90290MAD3
50000.00000000
PA
USD
46933.75000000
0.002072969000
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.75000000
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
1332045.00000000
0.058833738892
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
606083.24000000
0.026769473320
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.37500000
N
N
N
N
N
N
DexKo Global Inc.
N/A
DexKo Global Inc. 10/4/2028
N/A
96040.00000000
PA
USD
89661.98000000
0.003960188672
Long
LON
US
N
2
2028-10-04
Floating
4.71686040
N
N
N
N
N
N
WHITE CAP PARENT, LLC
N/A
WHITE CAP PARENT LLC 144A 8.250000% 03/15/2026
96351CAA4
4595000.00000000
PA
USD
4234312.58000000
0.187021039621
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
1160227.50000000
0.051244906734
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
901272.94000000
0.039807406523
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
314787.61000000
0.013903533329
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.37500000
N
N
N
N
N
N
BAUSCH HEALTH COMPANIES INC.
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COS INC 144A 5.750000% 08/15/2027
071734AC1
180000.00000000
PA
USD
159011.10000000
0.007023199320
Long
DBT
NUSS
US
N
2
2027-08-15
Fixed
5.75000000
N
N
N
N
N
N
DT MIDSTREAM, INC.
N/A
DT MIDSTREAM INC 144A 4.125000% 06/15/2029
23345MAA5
2941000.00000000
PA
USD
2753878.88000000
0.121633271374
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
944858.00000000
PA
USD
886276.80000000
0.039145057290
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
8.37500000
N
N
N
N
N
N
AVIS BUDGET CAR RENTAL, LLC
XN8R4HH1TVC1XOCL5P21
AVIS BUDGET CAR RENTAL LLC / AVIS BUDGET FINANCE I 4.750000% 04/01/2028
053773BG1
50000.00000000
PA
USD
45375.00000000
0.002004122159
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
4.75000000
N
N
N
N
N
N
PRIME SECURITY SERVICES BORROWER, LLC
549300O6QPZVWXV2DC15
PRIME SECURITY SERVICES BORROWER LLC / PRIME FINAN 6.250000% 01/15/2028
74166MAE6
1895000.00000000
PA
USD
1744916.00000000
0.077069417575
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.25000000
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
455981.37000000
0.020139776706
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
9.50000000
N
N
N
N
N
N
SWF HOLDINGS I CORP.
N/A
SWF HOLDINGS I CORP. 10/6/2028
78489HAB4
1341666.66000000
PA
USD
1156516.66000000
0.051081006422
Long
LON
US
N
2
2028-10-06
Floating
4.92842880
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
4727000.00000000
PA
USD
4658931.20000000
0.205775586966
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
453000.00000000
PA
USD
397507.50000000
0.017557103898
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.25000000
N
N
N
N
N
N
AMERICAN TOWER CORPORATION
5493006ORUSIL88JOE18
AMERICAN TOWER CORP 2.950000% 01/15/2051
03027XBK5
900000.00000000
PA
USD
632444.31000000
0.027933788572
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
2.95000000
N
N
N
N
N
N
MOLINA HEALTHCARE, INC.
549300NQQCEQ46YHZ591
MOLINA HEALTHCARE INC 144A 4.375000% 06/15/2028
60855RAJ9
3433000.00000000
PA
USD
3313274.13000000
0.146340630417
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.37500000
N
N
N
N
N
N
MONITRONICS INTERNATIONAL
N/A
MONITRONICS INTERNATIONAL 3/29/2024
60945HAB0
381550.19000000
PA
USD
243554.93000000
0.010757329638
Long
LON
US
N
2
2024-03-29
Floating
8.75000160
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
3142718.40000000
0.138807528093
Long
ABS-CBDO
CORP
KY
N
3
2029-10-15
Floating
8.54429040
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
0.01000000
0.000000000441
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
185000.00000000
PA
USD
172050.00000000
0.007599101213
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
758000.00000000
PA
USD
693831.51000000
0.030645137285
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
4.62500000
N
N
N
N
N
N
LIGHTSTONE HOLDCO LLC
N/A
LIGHTSTONE HOLDCO LLC 01/30/2024
53226GAG6
2020117.44000000
PA
USD
1845882.31000000
0.081528895685
Long
LON
US
N
2
2024-01-30
Floating
4.98885840
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
201084.00000000
0.008881474388
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
951000.00000000
PA
USD
843337.29000000
0.037248505807
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
0.000000000441
Long
EC
US
N
2
N
N
N
TELESAT CANADA
5493004V5GLBY6SO5Y34
TELESAT CANADA / TELESAT LLC 144A 5.625000% 12/06/2026
87952VAR7
2048000.00000000
PA
USD
1461125.12000000
0.064534947242
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
4190571.08000000
0.185089065859
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
742500.00000000
0.032794726250
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
4850000.00000000
PA
USD
4492229.86000000
0.198412725268
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
8.25000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 6.450000% 09/15/2036
674599DF9
1655000.00000000
PA
USD
1851398.85000000
0.081772550122
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
1001545.00000000
0.044236221013
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
581129.80000000
0.025667330244
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
253627.80000000
N
N
N
BOYNE USA, INC.
N/A
BOYNE USA INC 144A 4.750000% 05/15/2029
103557AC8
304000.00000000
PA
USD
282720.00000000
0.012487171724
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
2654000.00000000
PA
USD
2600920.00000000
0.114877386395
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
5.00000000
N
N
N
N
N
N
INEOS QUATTRO FINANCE 2 PLC
213800V48W4Y5MT5Q131
INEOS QUATTRO FINANCE 2 PLC 144A 3.375000% 01/15/2026
45674GAA2
630000.00000000
PA
USD
582668.10000000
0.025735273850
Long
DBT
NUSS
GB
N
2
2026-01-15
Fixed
3.37500000
N
N
N
N
N
N
YUM! Brands, Inc.
549300JE8XHZZ7OHN517
YUM! BRANDS INC 5.350000% 11/01/2043
988498AK7
180000.00000000
PA
USD
161256.68000000
0.007122382056
Long
DBT
CORP
US
N
2
2043-11-01
Fixed
5.35000000
N
N
N
N
N
N
UBER TECHNOLOGIES, INC.
549300B2FTG34FILDR98
UBER TECHNOLOGIES INC 144A 6.250000% 01/15/2028
90353TAG5
2674000.00000000
PA
USD
2663517.92000000
0.117642210166
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.25000000
N
N
N
N
N
N
Performance Food Group, Inc.
549300OMUOGBYK0FFO76
PERFORMANCE FOOD GROUP INC 144A 4.250000% 08/01/2029
71376LAE0
500000.00000000
PA
USD
444230.00000000
0.019620742413
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
1415000.00000000
PA
USD
1342169.95000000
0.059280937497
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
309697.50000000
0.013678713444
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
3259126.49000000
0.143949038457
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.00000000
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
63598726.96000000
NS
USD
63598726.96000000
2.809027394634
Long
STIV
RF
US
N
2
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 8.500000% 07/15/2027
674599DZ5
1950000.00000000
PA
USD
2262000.00000000
0.099907974111
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
1147330.00000000
PA
USD
1107173.45000000
0.048901616436
Long
LON
US
N
2
2028-04-28
Floating
5.81000040
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
149453.89000000
0.006601076645
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
301320.00000000
0.013308696180
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
9.50000000
N
N
N
N
N
N
CAESARS RESORT COLLECTION LLC
N/A
CAESARS RESORT COLLECTION LLC 12/23/2024
12769LAB5
4241229.72000000
PA
USD
4154284.51000000
0.183486361307
Long
LON
US
N
2
2024-12-23
Floating
3.51371160
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
501120.00000000
0.022133458880
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
0.003599690490
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
1397237.12000000
0.061713143241
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
1998000.00000000
PA
USD
1846260.69000000
0.081545607966
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.37500000
N
N
N
N
N
N
INNOPHOS HOLDINGS, INC.
XQ0331QX53IRX25OY417
INNOPHOS HOLDINGS INC 144A 9.375000% 02/15/2028
45774NAB4
2800000.00000000
PA
USD
2905798.00000000
0.128343232253
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
354212.43000000
0.015644848048
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
524619.28000000
0.023171374644
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
2941260.00000000
0.129909517213
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
1343675.68000000
PA
USD
1305891.52000000
0.057678592472
Long
LON
US
N
2
2025-04-03
Floating
5.30328960
N
N
N
N
N
N
PRESTIGE BRANDS, INC.
549300JBVP4J6D42I235
PRESTIGE BRANDS INC 144A 5.125000% 01/15/2028
74112BAL9
500000.00000000
PA
USD
480000.00000000
0.021200631111
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
4152880.00000000
0.183424326936
Long
ABS-CBDO
CORP
US
N
3
2027-09-29
Fixed
0.00000000
N
N
N
N
N
N
AVANTOR FUNDING, INC.
5493003VM0XB4U8YD238
AVANTOR FUNDING INC 144A 4.625000% 07/15/2028
05352TAA7
1103000.00000000
PA
USD
1073803.59000000
0.047427737078
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
917700.00000000
0.040532956605
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
1288736.00000000
0.056920867782
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
4.87500000
N
N
N
N
N
N
VICI PROPERTIES L.P.
254900X4QE7SGKQLLN38
VICI PROPERTIES LP / VICI NOTE CO INC 144A 3.500000% 02/15/2025
92564RAC9
39000.00000000
PA
USD
37286.34000000
0.001646862374
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
2679000.00000000
0.118326022389
Long
ABS-CBDO
CORP
US
N
3
2032-12-19
Variable
0.00000000
N
N
N
N
N
N
TRAVELPORT FINANCE (LUXEMBOURG) S.A R.L.
N/A
TRAVELPORT FINANCE (LUXEMBOURG) S.A R.L. 5/29/2026
L9308UAX8
1747970.78990000
PA
USD
1391087.59000000
0.061441530914
Long
LON
US
N
2
2026-05-29
Floating
7.75599840
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
170343.40000000
0.007523724136
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
100710.00000000
0.004448157415
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
270383.40000000
0.011942289004
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
5245000.00000000
PA
USD
4893427.65000000
0.216132821827
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
1062000.00000000
PA
USD
1014953.40000000
0.044828442976
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
1775000.00000000
PA
USD
1641875.00000000
0.072518304595
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
1238000.00000000
PA
USD
1254094.00000000
0.055390800568
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
458070.88000000
0.020232066145
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
0.012789943237
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
255000.00000000
PA
USD
226077.90000000
0.009985404500
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
WW International, Inc.
SGT8R1MU6ESIC7UJC518
WW INTERNATIONAL INC 144A 4.500000% 04/15/2029
98262PAA9
2000000.00000000
PA
USD
1415000.00000000
0.062497693796
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.50000000
N
N
N
N
N
N
BALL CORPORATION
0BGI85ALH27ZJP15DY16
BALL CORP 3.125000% 09/15/2031
058498AX4
2288000.00000000
PA
USD
1998682.40000000
0.088277767231
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
3.12500000
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
1326055.29000000
0.058569185492
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
449000.00000000
PA
USD
443948.75000000
0.019608320168
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
92000.00000000
PA
USD
82038.98000000
0.003623496149
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
2129142.78000000
0.094039938879
Long
DBT
NUSS
FR
N
2
2026-10-15
Fixed
6.50000000
N
N
N
N
N
N
Smyrna Ready Mix 3/22 Cov-Lite
N/A
Smyrna Ready Mix 3/22 Cov-Lite 4/2/2029
N/A
1826000.00000000
PA
USD
1752960.00000000
0.077424704818
Long
LON
US
N
2
2029-04-02
Floating
5.05036080
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
2182326.00000000
0.096388934355
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
877775.20000000
0.038769558778
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
108000.00000000
PA
USD
99630.00000000
0.004400455995
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
4.37500000
N
N
N
N
N
N
Victra/LSF9 Atlantis 3/22
N/A
Victra/LSF9 Atlantis 3/22 3/31/2029
N/A
686000.00000000
PA
USD
625405.62000000
0.027622903842
Long
LON
US
N
2
2029-03-31
Floating
7.89041160
N
N
N
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
24388.25000000
0.001077179774
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.37500000
N
N
N
N
N
N
SIRIUS XM RADIO INC.
WP5O65E6BMU84LNO4227
SIRIUS XM RADIO INC 144A 5.500000% 07/01/2029
82967NBC1
871000.00000000
PA
USD
865159.95000000
0.038212368650
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
751022.80000000
0.033171161122
Long
EC
US
N
1
N
N
N
STAPLES, INC.
XQM2JINI1UL7642TU573
STAPLES INC 144A 7.500000% 04/15/2026
855030AN2
2829000.00000000
PA
USD
2612864.12000000
0.115404934066
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
139000.00000000
PA
USD
116664.09000000
0.005152817366
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.37500000
N
N
N
N
N
N
VICI PROPERTIES L.P.
254900X4QE7SGKQLLN38
VICI PROPERTIES LP / VICI NOTE CO INC 144A 4.625000% 12/01/2029
92564RAB1
855000.00000000
PA
USD
803700.00000000
0.035497806716
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
2645000.00000000
0.116824311019
Long
ABS-CBDO
CORP
US
N
3
2024-07-15
Variable
0.00000000
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
482782.29000000
0.021323519244
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
3950000.00000000
PA
USD
4286046.25000000
0.189306011400
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
3784000.00000000
PA
USD
3135214.28000000
0.138476086260
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
27961.26000000
0.001234992413
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
3135000.00000000
PA
USD
2591046.15000000
0.114441278371
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
1238410.20000000
0.054698078780
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
2099728.20000000
0.092740756254
Long
DBT
CORP
US
N
2
2028-04-30
Fixed
4.12500000
N
N
N
N
N
N
SHUTTERFLY 6/21
N/A
SHUTTERFLY 6/21 9/25/2026
N/A
326700.01000000
PA
USD
279874.10000000
0.012361474066
Long
LON
US
N
2
2026-09-25
Floating
5.76371160
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
1703327.76000000
0.075232548961
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.50000000
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
473694.89000000
0.020922147129
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
800000.00000000
PA
USD
777112.00000000
0.034323468425
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
764000.00000000
PA
USD
667189.74000000
0.029468424081
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.00000000
N
N
N
N
N
N
VECTOR GROUP LTD.
549300TUIF4WWN6NDN50
VECTOR GROUP LTD 144A 5.750000% 02/01/2029
92240MBL1
1715000.00000000
PA
USD
1543500.00000000
0.068173279417
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.75000000
N
N
N
N
N
N
VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A 1.250000% 11/24/2025
928668BL5
974000.00000000
PA
USD
891781.90000000
0.039388206444
Long
DBT
CORP
DE
N
2
2025-11-24
Fixed
1.25000000
N
N
N
N
N
N
WOK HOLDINGS INC.
N/A
WOK HOLDINGS INC. 3/1/2026
69345YAB0
2237517.77000000
PA
USD
2058516.35000000
0.090920512026
Long
LON
US
N
2
2026-03-01
Floating
7.01371080
N
N
N
N
N
N
N/A
N/A
DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE 5.375000% 08/15/2026
25277LAG1
3060000.00000000
PA
USD
1009800.00000000
0.044600827700
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.37500000
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
263135.18000000
0.011622149757
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
1206186.45000000
0.053274820787
Long
DBT
CORP
US
N
2
2171-02-01
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
638550.00000000
PA
USD
607152.50000000
0.026816700376
Long
LON
US
N
2
2028-03-03
Floating
4.25599920
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
324380.50000000
0.014327231917
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
3336000.00000000
PA
USD
3099077.28000000
0.136879987913
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.87500000
N
N
N
N
N
N
HILCORP ENERGY I, L.P.
549300ITPIHLG0LHEC09
HILCORP ENERGY I LP / HILCORP FINANCE CO 144A 6.000000% 04/15/2030
431318AY0
165000.00000000
PA
USD
160462.50000000
0.007087304728
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
6.00000000
N
N
N
N
N
N
CDW LLC
549300RU2J599RPFD076
CDW LLC / CDW FINANCE CORP 4.250000% 04/01/2028
12513GBD0
420000.00000000
PA
USD
401154.60000000
0.017718188944
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
4146000.00000000
PA
USD
4136712.96000000
0.182710261412
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
617600.00000000
0.027278145363
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
6.75000000
N
N
N
N
N
N
ICAHN ENTERPRISES L.P.
549300T0G4GS0SINS786
ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE C 6.250000% 05/15/2026
451102BT3
1831000.00000000
PA
USD
1840437.03000000
0.081288388659
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
IRON MOUNTAIN INCORPORATED
SQL3F6CKNNBM3SQGHX24
IRON MOUNTAIN INC 144A 5.000000% 07/15/2028
46284VAG6
400000.00000000
PA
USD
389054.00000000
0.017183729867
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.00000000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING, LLC
549300TPZNMN50BJ3745
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 3.900000% 06/01/2052
161175CA0
215000.00000000
PA
USD
160383.15000000
0.007083799999
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
3.90000000
N
N
N
N
N
N
TORTOISE BORROWER LLC
N/A
TORTOISE BORROWER LLC 1/31/2025
89148EAB1
1834118.25000000
PA
USD
1153972.18000000
0.050968621876
Long
LON
US
N
2
2025-01-31
Floating
4.50600120
N
N
N
N
N
N
TUTOR PERINI
N/A
TUTOR PERINI 8/18/2027
90110FAM6
3670087.78000000
PA
USD
3532459.49000000
0.156021605339
Long
LON
US
N
2
2027-08-18
Floating
5.74999920
N
N
N
N
N
N
ENVIVA INC.
549300WH5VXDEFM5KR81
ENVIVA PARTNERS LP / ENVIVA PARTNERS FINANCE CORP 6.500000% 01/15/2026
29413XAD9
2667000.00000000
PA
USD
2667000.00000000
0.117796006611
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
4992000.00000000
PA
USD
4254293.87000000
0.187903572868
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
6.50000000
N
N
N
N
N
N
ROCKET MORTGAGE, LLC
549300FGXN1K3HLB1R50
ROCKET MORTGAGE LLC / ROCKET MORTGAGE CO-ISSUER IN 4.000000% 10/15/2033
77313LAB9
1750000.00000000
PA
USD
1435000.00000000
0.063381053426
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
549277.27000000
0.024260468289
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.50000000
N
N
N
N
N
N
PRIMESOURCE 1/21
N/A
PRIMESOURCE 1/21 12/28/2027
N/A
229678.89000000
PA
USD
210647.70000000
0.009303883712
Long
LON
US
N
2
2027-12-28
Floating
4.21686000
N
N
N
N
N
N
VAIL RESORTS, INC.
529900PSZHRNU9HKH870
VAIL RESORTS INC 144A 6.250000% 05/15/2025
91879QAL3
981000.00000000
PA
USD
1007594.91000000
0.044503433326
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
786054.94000000
PA
USD
749275.43000000
0.033093983316
Long
LON
US
N
2
2027-10-19
Floating
4.45035960
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp PREFERRED STOCK
313400608
1136.00000000
NS
USD
5282.40000000
0.000233312945
Long
EP
US
N
2
N
N
N
N/A
N/A
PARKER DRILLING CO-POST BANK COMMON STOCK
701081507
5140.00000000
NS
USD
32125.00000000
0.001418896405
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
2458735.67000000
0.108597391541
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
8.70000000
N
N
N
N
N
N
BERRY CORPORATION (BRY)
N/A
BERRY CORP COMMON STOCK
08579X101
152182.00000000
NS
USD
1693785.66000000
0.074811093664
Long
EC
US
N
1
N
N
N
RAYTHEON TECHNOLOGIES CORPORATION
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOLOGIES CORP 2.820000% 09/01/2051
75513ECL3
215000.00000000
PA
USD
161051.41000000
0.007113315694
Long
DBT
CORP
US
N
2
2051-09-01
Fixed
2.82000000
N
N
N
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
3444675.00000000
0.152144341610
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
2749000.00000000
PA
USD
2503555.54000000
0.110576994729
Long
DBT
CORP
US
N
2
2031-11-15
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
1919000.00000000
PA
USD
1410465.00000000
0.062297392000
Long
DBT
CORP
US
N
2
2042-01-15
Fixed
5.12500000
N
N
N
N
N
N
CLUBCORP HOLDINGS INC.
N/A
CLUBCORP HOLDINGS INC. 9/18/2024
18948TAB9
2439878.70000000
PA
USD
2288142.64000000
0.101062641751
Long
LON
US
N
2
2024-09-18
Floating
3.75599880
N
N
N
N
N
N
NIELSEN FINANCE LLC
UJ76Y189LDMPCOCW7204
NIELSEN FINANCE LLC / NIELSEN FINANCE CO 144A 5.625000% 10/01/2028
65409QBD3
385000.00000000
PA
USD
381577.35000000
0.016853501328
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
2331512.50000000
0.102978200924
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
8.50000000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORPORATION
X2MT1W32SPAZ9WSKLE78
ESC CB144A INTELSAT JA ESCROW 0.00$
165167DA2
3562000.00000000
PA
USD
356.20000000
0.000015732635
Long
DBT
CORP
US
N
3
2049-12-31
Fixed
0.00000000
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
3944972.00000000
0.174241450242
Long
ABS-CBDO
CORP
KY
N
3
2030-01-16
Floating
8.40429000
N
N
N
N
N
N
APPLE INC.
HWUPKR0MPOU8FGXBT394
APPLE INC 2.550000% 08/20/2060
037833EA4
763000.00000000
PA
USD
550699.52000000
0.024323286201
Long
DBT
CORP
US
N
2
2060-08-20
Fixed
2.55000000
N
N
N
N
N
N
CENTURY COMMUNITIES, INC.
5299002QMB2O7ZL1CA26
CENTURY COMMUNITIES INC 144A 3.875000% 08/15/2029
156504AM4
392000.00000000
PA
USD
339040.80000000
0.014974747775
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.87500000
N
N
N
N
N
N
TERRAFORM POWER OPERATING, LLC
5493000S2OLR3UT5BE13
TERRAFORM POWER OPERATING LLC 144A 5.000000% 01/31/2028
88104LAE3
3707000.00000000
PA
USD
3553641.41000000
0.156957167989
Long
DBT
CORP
US
N
2
2028-01-31
Fixed
5.00000000
N
N
N
N
N
N
MEDNAX, INC.
N/A
MEDNAX INC 144A 5.375000% 02/15/2030
58502BAE6
3632000.00000000
PA
USD
3190784.64000000
0.140930516891
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
5.37500000
N
N
N
N
N
N
Valeant 1/22 TLB
N/A
Valeant 1/22 TLB 1/27/2027
N/A
3705000.00000000
PA
USD
3380812.50000000
0.149323663893
Long
LON
US
N
2
2027-01-27
Floating
6.13986120
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
2726851.26000000
0.120439515955
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
324910.37000000
0.014350635205
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
1268000.00000000
PA
USD
1134860.00000000
0.050124475464
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
2848889.99000000
0.125829720321
Long
ABS-CBDO
CORP
KY
N
3
2030-01-25
Floating
7.03400040
N
N
N
N
N
N
CHESAPEAKE ENERGY CORPORATION
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY CORP WT EXPIRATION: 02/09/26
165167164
3137.00000000
NC
USD
244905.59000000
0.010816985563
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
3137.00000000
25.72700000
USD
2026-02-12
XXXX
160206.59000000
N
N
N
CARVANA CO.
5493003WEAK2PJ5WS063
CARVANA CO 144A 4.875000% 09/01/2029
146869AH5
1953000.00000000
PA
USD
1288980.00000000
0.056931644770
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
4.87500000
N
N
N
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
1664685.00000000
0.073525776253
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
3935490.00000000
0.173822649441
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
925000.00000000
PA
USD
918677.63000000
0.040576136549
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
2663000.00000000
PA
USD
2396700.00000000
0.105857401217
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
598500.00000000
0.026434536916
Long
DBT
NUSS
CA
N
2
2027-04-01
Fixed
8.75000000
N
N
N
N
N
N
VZ Secured Financing B.V.
549300MG611MYCOWY949
VZ SECURED FINANCING BV 144A 5.000000% 01/15/2032
91845AAA3
2235000.00000000
PA
USD
2023166.70000000
0.089359189340
Long
DBT
NUSS
NL
N
2
2032-01-15
Fixed
5.00000000
N
N
N
N
N
N
RANGE RESOURCES CORPORATION
H3Y3WLYCX0BTO1TRW162
RANGE RESOURCES CORP 4.875000% 05/15/2025
75281AAS8
545000.00000000
PA
USD
554537.50000000
0.024492802030
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.87500000
N
N
N
N
N
N
VICI PROPERTIES L.P.
254900X4QE7SGKQLLN38
VICI PROPERTIES LP / VICI NOTE CO INC 144A 5.625000% 05/01/2024
92564RAF2
315000.00000000
PA
USD
318465.00000000
0.014065956222
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
5.62500000
N
N
N
N
N
N
NATIONSTAR MORTGAGE HOLDINGS INC.
N/A
NATIONSTAR MORTGAGE HOLDINGS INC 144A 6.000000% 01/15/2027
63861CAA7
2312000.00000000
PA
USD
2242408.80000000
0.099042670352
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
43.00000000
NS
USD
297166.66000000
0.013125251535
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
192360.00000000
0.008496152917
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
1274000.00000000
PA
USD
1218351.68000000
0.053812134440
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
3585000.00000000
PA
USD
3522262.50000000
0.155571224873
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
1233210.00000000
0.054468396443
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
285000.00000000
PA
USD
300613.73000000
0.013277501659
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
7.75000000
N
N
N
N
N
N
BUCKEYE PARTNERS, L.P.
549300C1PQJLVEIUBK50
BUCKEYE PARTNERS LP 144A 4.125000% 03/01/2025
118230AT8
204000.00000000
PA
USD
200542.04000000
0.008857537109
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
4.12500000
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
425970.92000000
0.018814275706
Long
DBT
CORP
US
N
2
2025-07-15
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
25200.00000000
0.001113033133
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
383476.20000000
0.016937369700
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
4.50000000
N
N
N
N
N
N
GARTNER, INC.
PP55B5R38BFB8O8HH686
GARTNER INC 144A 4.500000% 07/01/2028
366651AC1
335000.00000000
PA
USD
325770.75000000
0.014388636453
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
2687267.18000000
PA
USD
2384949.62000000
0.105338410651
Long
LON
US
N
2
2025-08-20
Floating
5.52386160
N
N
N
N
N
N
AMAZON.COM, INC.
ZXTILKJKG63JELOEG630
AMAZON.COM INC 2.700000% 06/03/2060
023135BU9
763000.00000000
PA
USD
551018.83000000
0.024337389479
Long
DBT
CORP
US
N
2
2060-06-03
Fixed
2.70000000
N
N
N
N
N
N
OWENS-BROCKWAY GLASS CONTAINER INC.
V2UQUCDZJ9WY98W8QU33
OWENS-BROCKWAY GLASS CONTAINER INC 144A 6.625000% 05/13/2027
69073TAT0
561000.00000000
PA
USD
553151.61000000
0.024431590067
Long
DBT
CORP
US
N
2
2027-05-13
Fixed
6.62500000
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
1484514.00000000
0.065567986861
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
780000.00000000
PA
USD
685624.90000000
0.030282667886
Long
DBT
CORP
US
N
2
2037-07-15
Fixed
7.60000000
N
N
N
N
N
N
THE SCOTTS MIRACLE-GRO COMPANY
2TH9E0JTOUXOEGI2R879
SCOTTS MIRACLE-GRO CO/THE 4.375000% 02/01/2032
810186AW6
366000.00000000
PA
USD
301950.00000000
0.013336522008
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.37500000
N
N
N
N
N
N
LADENBURG THALMANN FINANCIAL SERVICES INC.
549300VFWKFWGJQPSE62
Ladenburg Thalmann Financial Services Inc PREFERRED STOCK
50575Q300
102399.00000000
NS
USD
1491953.43000000
0.065896571467
Long
EP
US
N
2
N
N
N
Life Time Inc.
N/A
LIFE TIME INC 144A 5.750000% 01/15/2026
53190FAA3
2697000.00000000
PA
USD
2593327.32000000
0.114542033045
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
5.75000000
N
N
N
N
N
N
GRAY TELEVISION, INC.
529900TM5726KDN7UU35
GRAY TELEVISION INC 144A 4.750000% 10/15/2030
389375AL0
2444000.00000000
PA
USD
2147371.72000000
0.094845074363
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
725000.00000000
PA
USD
750375.00000000
0.033142549104
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
5.50000000
N
N
N
N
N
N
GRIFOLS ESCROW ISSUER S.A.
959800HLB3PGTGSLVV62
GRIFOLS ESCROW ISSUER SA 144A 4.750000% 10/15/2028
39843UAA0
600000.00000000
PA
USD
548250.00000000
0.024215095847
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
2378746.35000000
0.105064424736
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
612261.00000000
0.027042332510
Long
DBT
NUSS
CA
N
2
2027-02-01
Fixed
7.12500000
N
N
N
N
N
N
FIRST STUDENT BIDCO INC.
2549006DRO2F06AA1391
FIRST STUDENT BIDCO INC / FIRST TRANSIT PARENT INC 4.000000% 07/31/2029
337120AA7
35000.00000000
PA
USD
31048.50000000
0.001371349573
Long
DBT
CORP
US
N
2
2029-07-31
Fixed
4.00000000
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
1831000.00000000
PA
USD
1722220.29000000
0.076066993876
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
502904.61000000
PA
USD
487726.95000000
0.021541914895
Long
LON
US
N
2
2027-12-01
Floating
4.76371080
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
SERVICE PROPERTIES TRUST 3.950000% 01/15/2028
44106MAX0
2059000.00000000
PA
USD
1595006.06000000
0.070448198121
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
1361062.50000000
0.060115383295
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
2080640.00000000
0.091897668990
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
4529291.10000000
0.200049645430
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.50000000
N
N
N
N
N
N
ANI TECHNOLOGIES PVT LTD (OLA NETHERLANDS BV)
N/A
ANI TECHNOLOGIES PVT LTD (OLA NETHERLANDS BV) 12/15/2026
N/A
3956085.00000000
PA
USD
3575311.82000000
0.157914306257
Long
LON
US
N
2
2026-12-15
Floating
6.71469840
N
N
N
N
N
N
BWX TECHNOLOGIES, INC.
549300NP85N265KWMS58
BWX TECHNOLOGIES INC 144A 4.125000% 06/30/2028
05605HAB6
692000.00000000
PA
USD
626204.64000000
0.027658194943
Long
DBT
CORP
US
N
2
2028-06-30
Fixed
4.12500000
N
N
N
N
N
N
INTELSAT (LUXEMBOURG) SERIES B WARRANT
N/A
INTELSAT (LUXEMBOURG) SERIES B WARRANT EXERCISE PRICE:
L5217E112
6.00000000
NC
USD
0.06000000
0.000000002650
N/A
DE
US
N
3
CORPORATE ACTION
N/A
Call
Purchased
N/A
N/A
6.00000000
0.00000000
USD
2049-12-31
XXXX
0.00000000
N
N
N
NOVA Chemicals Corporation
N/A
NOVA CHEMICALS CORP 144A 5.000000% 05/01/2025
66977WAP4
1451000.00000000
PA
USD
1429916.97000000
0.063156546251
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
376716.75000000
0.016638818437
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
3741725.00000000
PA
USD
3105631.75000000
0.137169485623
Long
LON
US
N
2
2028-03-01
Floating
5.25600000
N
N
N
N
N
N
LIFEPOINT HEALTH, INC.
549300G8ZVHRTBBBSZ90
LIFEPOINT HEALTH INC 144A 5.375000% 01/15/2029
53219LAU3
3493000.00000000
PA
USD
2943131.94000000
0.129992197024
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
2628978.00000000
0.116116651620
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
447000.00000000
PA
USD
417042.06000000
0.018419905983
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
4276000.00000000
PA
USD
3604133.50000000
0.159187301685
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
1630000.00000000
PA
USD
1478329.53000000
0.065294831305
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
635317.50000000
0.028060691575
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
727090.00000000
0.032114097655
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
273266.88000000
0.012069646495
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
1518456.29000000
PA
USD
1432405.37000000
0.063266453856
Long
LON
US
N
2
2028-12-01
Floating
7.99999920
N
N
N
N
N
N
CARPENTER TECHNOLOGY CORPORATION
DX6I6ZD3X5WNNCDJKP85
CARPENTER TECHNOLOGY CORP 7.625000% 03/15/2030
144285AM5
103000.00000000
PA
USD
101723.54000000
0.004492923430
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
7.62500000
N
N
N
N
N
N
WAND NEWCO 3, INC.
N/A
WAND NEWCO 3, INC. 2/5/2026
93369PAF1
1331000.00000000
PA
USD
1259458.75000000
0.055627750747
Long
LON
US
N
2
2026-02-05
Floating
3.76371000
N
N
N
N
N
N
VINE ENERGY HOLDINGS LLC
254900PNIMG4CPJH6R25
CHESAPEAKE ENERGY CORP 144A 6.750000% 04/15/2029
92735LAA0
1039000.00000000
PA
USD
1095106.00000000
0.048368621528
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
142385.67000000
0.006288887635
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
156593.25000000
0.006916407766
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
425930.99000000
PA
USD
400221.80000000
0.017676989051
Long
LON
US
N
2
2028-07-21
Floating
3.98286000
N
N
N
N
N
N
CATALENT PHARMA SOLUTIONS, INC.
549300HALRZ339MSTH85
CATALENT PHARMA SOLUTIONS INC 144A 3.125000% 02/15/2029
14879EAH1
848000.00000000
PA
USD
760829.84000000
0.033604318283
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.12500000
N
N
N
N
N
N
HOLLY ENERGY PARTNERS, L.P.
529900NVV7ODCT0QCG29
HOLLY ENERGY PARTNERS LP / HOLLY ENERGY FINANCE CO 6.375000% 04/15/2027
435765AJ1
265000.00000000
PA
USD
264689.95000000
0.011690820810
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
6.37500000
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
513000.00000000
PA
USD
430453.17000000
0.019012247641
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
3305400.00000000
0.145992845989
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
692765.00000000
PA
USD
618833.12000000
0.027332609784
Long
LON
US
N
2
2028-03-03
Floating
4.30035840
N
N
N
N
N
N
GULFPORT ENERGY OPERATING CORPORATION
549300FJX18IDUFPHD40
GULFPORT ENERGY CORP ESCROW
402635AH9
470000.00000000
PA
USD
0.01000000
0.000000000441
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
0.01000000
0.000000000441
Long
EC
US
N
3
N
N
N
DIRECTV FINANCING, LLC
N/A
DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIG 5.875000% 08/15/2027
25461LAA0
6464000.00000000
PA
USD
6095552.00000000
0.269228227857
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.87500000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 6.125000% 01/01/2031
674599EF8
1921000.00000000
PA
USD
2084285.00000000
0.092058661282
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
489059.45000000
0.021600768731
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
6.00000000
N
N
N
N
N
N
N/A
N/A
RUE 21 COMMON EQUITY PRIVATE EQUITY
N/A
2551.00000000
NS
USD
255100.00000000
0.011267252076
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
382000.00000000
PA
USD
384865.00000000
0.016998710192
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
172000.00000000
PA
USD
153725.00000000
0.006789722953
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
0.000001453126
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
948175.00000000
0.041878975841
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
271290.70000000
0.011982362613
Long
EC
US
N
1
N
N
N
N/A
N/A
GYMBOREE CORPORATION 4(A)(2) SHARES
N/A
18542.00000000
NS
USD
0.01000000
0.000000000441
Long
EC
US
N
3
N
N
N
CHOBANI, LLC
549300ISVDMZ91KNTR38
CHOBANI LLC / CHOBANI FINANCE CORP INC 144A 4.625000% 11/15/2028
17027NAB8
2322000.00000000
PA
USD
2130388.56000000
0.094094962467
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
4.62500000
N
N
N
N
N
N
GLOBAL INFRASTRUCTURE SOLUTIONS INC.
2549003BGLQITAJ6ZT28
GLOBAL INFRASTRUCTURE SOLUTIONS INC 144A 5.625000% 06/01/2029
37960XAA5
580000.00000000
PA
USD
486509.80000000
0.021488155837
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
1717912.59000000
0.075876731462
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
681331.65000000
PA
USD
492262.11000000
0.021742223758
Long
LON
US
N
2
2023-08-10
Floating
8.49999960
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
468026.23000000
0.020671773859
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
4.25000000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORPORATION
X2MT1W32SPAZ9WSKLE78
ESC CB144A INTELSAT JA ESCROW 0.00
165167DA2
3082000.00000000
PA
USD
308.20000000
0.000013612571
Long
DBT
CORP
US
N
3
2049-12-31
Fixed
0.00000000
N
N
N
N
N
N
BRIGHT BIDCO B.V.
N/A
BRIGHT BIDCO B.V. 6/30/2024
N1603LAD9
1918547.11990000
PA
USD
850012.30000000
0.037543327525
Long
LON
US
N
2
2024-06-30
Floating
4.77443160
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
1432760.00000000
0.063282117147
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
1704000.00000000
PA
USD
1648313.28000000
0.072802670427
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
1810000.00000000
PA
USD
1488725.00000000
0.065753978231
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
336000.00000000
PA
USD
334320.00000000
0.014766239568
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
1232692.94000000
0.054445558946
Long
LON
US
N
2
2028-07-06
Floating
5.71899960
N
N
N
N
N
N
HERCULES ACHIEVEMENT, INC.
N/A
HERCULES ACHIEVEMENT, INC. 12/16/2024
42703UAG0
475676.35000000
PA
USD
452287.34000000
0.019976618857
Long
LON
US
N
2
2024-12-16
Floating
4.50000000
N
N
N
N
N
N
ENTEGRIS ESCROW CORPORATION
N/A
ENTEGRIS ESCROW CORP 144A 4.750000% 04/15/2029
29365BAA1
2273000.00000000
PA
USD
2161713.92000000
0.095478540387
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.75000000
N
N
N
N
N
N
NABORS INDUSTRIES, INC.
549300VFQWRKICUFNU92
NABORS INDUSTRIES INC 5.750000% 02/01/2025
62957HAF2
510000.00000000
PA
USD
491277.90000000
0.021698753189
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.75000000
N
N
N
N
N
N
Clearway Energy Operating LLC
549300Z3NFMM54NWBB87
CLEARWAY ENERGY OPERATING LLC 144A 3.750000% 02/15/2031
18539UAD7
3155000.00000000
PA
USD
2784287.50000000
0.122976358739
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
EQM Midstream Partners, LP
549300NELT611CL6XM83
EQM MIDSTREAM PARTNERS LP 6.500000% 07/15/2048
26885BAE0
4244000.00000000
PA
USD
3618010.00000000
0.159800198680
Long
DBT
CORP
US
N
2
2048-07-15
Fixed
6.50000000
N
N
N
N
N
N
VOC ESCROW LTD
N/A
VOC ESCROW LTD 144A 5.000000% 02/15/2028
91832VAA2
2025000.00000000
PA
USD
1797187.50000000
0.079378144219
Long
DBT
NUSS
US
N
2
2028-02-15
Fixed
5.00000000
N
N
N
N
N
N
KORN FERRY
549300FOD20OM0GT5G40
KORN FERRY 144A 4.625000% 12/15/2027
50067PAA7
3475000.00000000
PA
USD
3336000.00000000
0.147344386223
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
3350000.00000000
PA
USD
2613000.00000000
0.115410935611
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
542491.44000000
0.023960751875
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
10167310.25000000
0.449069570841
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
2570263.04000000
0.113523330354
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
552323.70000000
0.024395022953
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
735000.00000000
PA
USD
718462.50000000
0.031733038395
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.50000000
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
194025.00000000
PA
USD
184688.51000000
0.008157318689
Long
LON
US
N
2
2028-09-24
Floating
4.26371040
N
N
N
N
N
N
H&E EQUIPMENT SERVICES, INC.
254900KVLRCDMQRYY541
H&E EQUIPMENT SERVICES INC 144A 3.875000% 12/15/2028
404030AJ7
3950000.00000000
PA
USD
3445980.00000000
0.152201980826
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
3970000.00000000
PA
USD
3508686.00000000
0.154971578273
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
0.009811984663
Long
EC
US
N
3
N
N
N
SPIRIT AEROSYSTEMS INC
N/A
SPIRIT AEROSYSTEMS INC 1/15/2025
N/A
220714.63000000
PA
USD
215013.57000000
0.009496715378
Long
LON
US
N
2
2025-01-15
Floating
4.51370880
N
N
N
N
N
N
HCA INC.
L3CJ6J7LJ2DX62FTXD46
HCA INC 5.875000% 02/15/2026
404119BS7
6105000.00000000
PA
USD
6410250.00000000
0.283127803293
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.87500000
N
N
N
N
N
N
APPLIED SYSTEMS INC.
N/A
APPLIED SYSTEMS INC. 9/19/2024
03827FAX9
2125000.00000000
PA
USD
2063375.00000000
0.091135108789
Long
LON
US
N
2
2024-09-19
Floating
4.00600080
N
N
N
N
N
N
PETSMART LLC
N/A
PETSMART INC / PETSMART FINANCE CORP 144A 4.750000% 02/15/2028
71677KAA6
1334000.00000000
PA
USD
1227280.00000000
0.054206480312
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
2168427.03000000
0.095775044905
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
1897000.00000000
PA
USD
1806892.50000000
0.079806794479
Long
LON
US
N
2
2027-09-01
Floating
6.26370840
N
N
N
N
N
N
COLGATE ENERGY PARTNERS III, LLC
549300QRLZK0B17DH791
COLGATE ENERGY PARTNERS III LLC 144A 5.875000% 07/01/2029
19416MAB5
1470000.00000000
PA
USD
1415529.15000000
0.062521065284
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.87500000
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
3313000.00000000
PA
USD
3359050.70000000
0.148362489113
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
475000.00000000
PA
USD
381230.25000000
0.016838170622
Long
DBT
CORP
CA
N
2
2027-12-31
Fixed
7.00000000
N
N
N
N
N
N
ENTERPRISE DEVELOPMENT AUTHORITY
N/A
ENTERPRISE DEVELOPMENT AUTHORITY 2/28/2028
29372LAC6
4170793.36000000
PA
USD
4045669.56000000
0.178689058207
Long
LON
US
N
3
2028-02-28
Floating
5.01370920
N
N
N
N
N
N
NORDSTROM, INC.
549300S3IZB5P35KNV16
NORDSTROM INC 4.375000% 04/01/2030
655664AT7
1553000.00000000
PA
USD
1358067.44000000
0.059983097540
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.37500000
N
N
N
N
N
N
BATTALION CLO LTD
N/A
BATTALION CLO XIV SERIES 2019-14A CLASS SUB
07133DAC0
6147000.00000000
PA
USD
4948335.00000000
0.218557968645
Long
ABS-CBDO
CORP
US
N
3
2032-04-20
Variable
0.00000000
N
N
N
N
N
N
APPLE INC.
HWUPKR0MPOU8FGXBT394
APPLE INC 2.700000% 08/05/2051
037833EK2
395000.00000000
PA
USD
309046.81000000
0.013649973781
Long
DBT
CORP
US
N
2
2051-08-05
Fixed
2.70000000
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
1304140.00000000
0.057601231369
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
370994.40000000
0.016386073789
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
6.12500000
N
N
N
N
N
N
CORELOGIC, INC.
54930086CD8K2UIL0516
CORELOGIC INC 144A 4.500000% 05/01/2028
21871DAD5
1028000.00000000
PA
USD
882846.40000000
0.038993543446
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.50000000
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
665000.00000000
PA
USD
638845.55000000
0.028216518422
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
1948000.00000000
PA
USD
1647121.66000000
0.072750038977
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
3678000.00000000
PA
USD
3567660.00000000
0.157576340813
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
3267814.13000000
0.144332753979
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
5.50000000
N
N
N
N
N
N
CROCS, INC.
549300B0J6YCXD63OG72
CROCS INC 144A 4.125000% 08/15/2031
227046AB5
985000.00000000
PA
USD
785719.73000000
0.034703654484
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
4.12500000
N
N
N
N
N
N
SPECTRUM BRANDS, INC.
549300VU3EH2E73C1Q04
SPECTRUM BRANDS INC 144A 5.500000% 07/15/2030
84762LAW5
916000.00000000
PA
USD
846750.40000000
0.037399255986
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
3291000.00000000
PA
USD
2892130.80000000
0.127739579617
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
3076000.00000000
PA
USD
3099070.00000000
0.136879666370
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
345068.64000000
0.015240985301
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
3619000.00000000
PA
USD
3167157.86000000
0.139886969710
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
2382660.00000000
0.105237282757
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
555000.00000000
PA
USD
434287.50000000
0.019181602257
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
1075000.00000000
PA
USD
995853.13000000
0.043984822604
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
743320.50000000
0.032830966079
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
45000.00000000
0.001987559166
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
461340.00000000
0.020376456576
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
136854.15000000
0.006044571562
Long
DBT
CORP
US
N
2
2044-07-15
Fixed
4.50000000
N
N
N
N
N
N
THOR INDUSTRIES, INC.
254900XZO1228PDSG060
THOR INDUSTRIES INC 144A 4.000000% 10/15/2029
885160AA9
2288000.00000000
PA
USD
1881880.00000000
0.083118840990
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.00000000
N
N
N
N
N
N
CRESTWOOD EQUITY PARTNERS LP
549300CUY0F1TYDLDL45
Crestwood Equity Partners LP PREFERRED STOCK
226344307
224639.00000000
NS
USD
2183491.08000000
0.096440393587
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
332112.50000000
0.014668738749
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
4119160.40000000
0.181935000267
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
1593000.00000000
PA
USD
1410139.53000000
0.062283016647
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.25000000
N
N
N
N
N
N
SPRINT LLC
549300ZTTY7CXOLJ6539
SPRINT CORP 7.625000% 03/01/2026
85207UAK1
1559000.00000000
PA
USD
1725438.84000000
0.076209150733
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
1145000.00000000
PA
USD
1093475.00000000
0.048296583550
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
5.25000000
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
38648.80000000
0.001707039482
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
191983.68000000
0.008479531623
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
543250.00000000
0.023994255939
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
7.12500000
N
N
N
N
N
N
BLOOMIN' BRANDS, INC.
E1UJ2GO305B5FXGV7N04
BLOOMIN' BRANDS INC / OSI RESTAURANT PARTNERS LLC 5.125000% 04/15/2029
094234AA9
2420000.00000000
PA
USD
2123550.00000000
0.093792917075
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.12500000
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
8311000.00000000
PA
USD
7505664.10000000
0.331510032977
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
264000.00000000
PA
USD
239580.00000000
0.010581765003
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
6.00000000
N
N
N
N
N
N
VIRGIN MEDIA VENDOR FINANCING NOTES IV DESIGNATED ACTIVITY COMPANY
635400ZZNJSEA4CAJR23
VIRGIN MEDIA VENDOR FINANCING NOTES IV DAC 144A 5.000000% 07/15/2028
92770QAA5
1593000.00000000
PA
USD
1458972.95000000
0.064439890238
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
5564000.00000000
PA
USD
5077150.00000000
0.224247467180
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
1547040.00000000
0.068329634071
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.87500000
N
N
N
N
N
N
ALVOGEN PHARMA US, INC.
N/A
ALVOGEN PHARMA US, INC. 12/31/2023
02254GAE3
3261796.18000000
PA
USD
2943771.05000000
0.130020425223
Long
LON
US
N
2
2023-12-31
Floating
6.26000040
N
N
N
N
N
N
FREEDOM MORTGAGE CORPORATION
549300LYRWPSYPK6S325
FREEDOM MORTGAGE CORP 144A 8.125000% 11/15/2024
35640YAA5
820000.00000000
PA
USD
780391.09000000
0.034468299211
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
796000.00000000
PA
USD
774444.32000000
0.034205642384
Long
LON
US
N
2
2028-08-18
Floating
5.51370960
N
N
N
N
N
N
POLAR US BORROWER, LLC
549300VWTN2NKZWJ5F70
POLAR US BORROWER LLC / SCHENECTADY INTERNATIONAL 6.750000% 05/15/2026
73103PAA5
6205000.00000000
PA
USD
4980770.19000000
0.219990565516
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
3312000.00000000
PA
USD
3142455.67000000
0.138795923839
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
498691.48000000
0.022026196053
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
1933000.00000000
PA
USD
1911775.66000000
0.084439271948
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
3020000.00000000
PA
USD
2718000.00000000
0.120048573667
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
4445168.75000000
0.196334131033
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
851000.00000000
PA
USD
887695.12000000
0.039207701621
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
0.000000000441
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 2/16/2025
57475BAH4
6831758.28000000
PA
USD
6678043.72000000
0.294955711359
Long
LON
US
N
2
2025-02-16
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
866212.50000000
0.038258857659
Long
EC
US
N
3
N
N
N
TWITTER, INC.
549300I8RX485XMK6836
TWITTER INC 144A 3.875000% 12/15/2027
90184LAG7
433000.00000000
PA
USD
416658.58000000
0.018402968445
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
3.87500000
N
N
N
N
N
N
ILIAD HOLDING SAS
9695009PXA7OI9NXN582
ILIAD HOLDING SASU 144A 7.000000% 10/15/2028
449691AC8
310000.00000000
PA
USD
298787.30000000
0.013196831933
Long
DBT
NUSS
FR
N
2
2028-10-15
Fixed
7.00000000
N
N
N
N
N
N
BATTALION CLO LTD
N/A
BATTALION CLO X (FACTORED) EQUITY TRANCHE
07132KAC5
6380000.00000000
PA
USD
5167800.00000000
0.228251294701
Long
ABS-CBDO
CORP
KY
N
3
2029-01-24
Variable
0.00000000
N
N
N
N
N
N
SPRINT CAPITAL CORPORATION
549300L17W0GQBR1PO80
SPRINT CAPITAL CORP 8.750000% 03/15/2032
852060AT9
4090000.00000000
PA
USD
5312930.45000000
0.234661413729
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
4700850.00000000
0.207627055748
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
879000.00000000
PA
USD
784683.30000000
0.034657877463
Long
DBT
NUSS
GB
N
2
2030-07-15
Fixed
5.00000000
N
N
N
N
N
N
PROMONTORY INTERFINANCIAL/INTRAFI 10
N/A
PROMONTORY INTERFINANCIAL/INTRAFI 10 11/5/2029
N/A
1140000.00000000
PA
USD
1103896.20000000
0.048756866919
Long
LON
US
N
2
2029-11-05
Floating
7.09485840
N
N
N
N
N
N
N/A
N/A
MYT Holding LLC PREFERRED STOCK
55406N202
516164.00000000
NS
USD
560037.94000000
0.024735745363
Long
EP
US
N
1
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
AIR CANADA 144A 3.875000% 08/15/2026
008911BK4
1775000.00000000
PA
USD
1654388.75000000
0.073071011673
Long
DBT
NUSS
CA
N
2
2026-08-15
Fixed
3.87500000
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
50000.00000000
PA
USD
50912.50000000
0.002248702357
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
7.75000000
N
N
N
N
N
N
SPRINT CAPITAL CORPORATION
549300L17W0GQBR1PO80
SPRINT CAPITAL CORP 6.875000% 11/15/2028
852060AD4
2674000.00000000
PA
USD
3025042.72000000
0.133610030838
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.87500000
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
969914.64000000
0.042839171858
Long
DBT
NUSS
NL
N
2
2026-08-15
Fixed
5.50000000
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
194031.17000000
0.008569965123
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
4859000.00000000
PA
USD
3790020.00000000
0.167397533175
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
430000.00000000
PA
USD
419400.50000000
0.018524073517
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
1571000.00000000
PA
USD
1574990.34000000
0.069564144171
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
1188000.00000000
PA
USD
1331753.94000000
0.058820883360
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
1336278.85000000
0.059020739501
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.62500000
N
N
N
N
N
N
MCAFEE CORP.
2549009UKR8UEZYVCR93
CONDOR MERGER SUB INC 144A 7.375000% 02/15/2030
579063AB4
4480000.00000000
PA
USD
3922374.40000000
0.173243359863
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
7.37500000
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
L9308UAU4
1344271.79990000
PA
USD
1328315.29000000
0.058669005130
Long
LON
US
N
2
2025-02-28
Floating
9.75600000
N
N
N
N
N
N
ERO COPPER CORP.
549300KL8A21SEIO8I47
ERO COPPER CORP 144A 6.500000% 02/15/2030
296006AA7
3965000.00000000
PA
USD
3431707.50000000
0.151571593310
Long
DBT
NUSS
BR
N
2
2030-02-15
Fixed
6.50000000
N
N
N
N
N
N
SANDRIDGE ENERGY INC WT
N/A
SANDRIDGE ENERGY INC WT EXPIRATION: 10/04/22
80007P125
4110.00000000
NC
USD
369.90000000
0.000016337736
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
-13511.38000000
N
N
N
WHITING PETROLEUM CORPORATION
52990028CHK9KUB1B293
WHITING PETROLEUM CORP COMMON STOCK
966387508
3781.00000000
NS
USD
334467.26000000
0.014772743745
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
1743922.87000000
PA
USD
1743922.87000000
0.077025553027
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
2403000.00000000
PA
USD
2366955.00000000
0.104543624608
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
4635000.00000000
PA
USD
4596019.65000000
0.202996910791
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
1772000.00000000
PA
USD
1596802.36000000
0.070527537066
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
2363000.00000000
PA
USD
2231274.38000000
0.098550885496
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
2356000.00000000
PA
USD
2318162.64000000
0.102388564555
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
6.75000000
N
N
N
N
N
N
Sigma Holdco B.V.
254900RAPCKVT00GAO59
SIGMA HOLDCO BV 144A 7.875000% 05/15/2026
82660CAA0
6174000.00000000
PA
USD
4227337.80000000
0.186712977667
Long
DBT
NUSS
NL
N
2
2026-05-15
Fixed
7.87500000
N
N
N
N
N
N
CINEMARK USA, INC.
54930008H2137JSCPQ09
CINEMARK USA INC 144A 8.750000% 05/01/2025
172441BC0
261000.00000000
PA
USD
268855.88000000
0.011874821529
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
9513688.72950000
PA
USD
8806155.70000000
0.388950121883
Long
LON
US
N
2
2024-10-01
Floating
6.96156840
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
3360770.25000000
0.148438438166
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
493000.00000000
PA
USD
432607.50000000
0.019107400048
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
249000.00000000
PA
USD
232171.34000000
0.010254539445
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
178670.00000000
0.007891493251
Long
EC
US
N
3
N
N
N
MAJORDRIVE HOLDINGS IV, LLC
N/A
MAJORDRIVE HOLDINGS IV LLC 144A 6.375000% 06/01/2029
56085RAA8
6005000.00000000
PA
USD
4596949.64000000
0.203037986572
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
6.37500000
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
1227719.40000000
0.054225887724
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
503000.00000000
PA
USD
456673.70000000
0.020170355524
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
2021392.13000000
PA
USD
1902635.34000000
0.084035562463
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
919000.00000000
PA
USD
928190.00000000
0.040996278731
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
7.00000000
N
N
N
N
N
N
Unifrax 12/18 (USD) Cov-Lite
N/A
Unifrax 12/18 (USD) Cov-Lite 12/12/2025
00216UAC7
1094344.47000000
PA
USD
1012815.80000000
0.044734029498
Long
LON
US
N
2
2025-12-12
Floating
4.75599960
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
896089.60000000
0.039578468858
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
3620000.00000000
PA
USD
3104150.00000000
0.137104039716
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
89421.30000000
0.003949558322
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
4227000.00000000
PA
USD
3571815.00000000
0.157759858776
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
1715000.00000000
PA
USD
1718695.83000000
0.075911325592
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
698487.91000000
0.030850801074
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
6.12500000
N
N
N
N
N
N
SIRIUS XM RADIO INC.
WP5O65E6BMU84LNO4227
SIRIUS XM RADIO INC 144A 3.875000% 09/01/2031
82967NBM9
2255000.00000000
PA
USD
1982641.10000000
0.087569255389
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
3.87500000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HOLDINGS, INC.
N/A
CLEAR CHANNEL OUTDOOR HOLDINGS INC 144A 5.125000% 08/15/2027
18453HAA4
3315000.00000000
PA
USD
3046153.50000000
0.134542451378
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.12500000
N
N
N
N
N
N
FREEDOM MORTGAGE CORPORATION
549300LYRWPSYPK6S325
FREEDOM MORTGAGE CORP 144A 6.625000% 01/15/2027
35640YAG2
2455000.00000000
PA
USD
2107531.58000000
0.093085415797
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
4400000.00000000
PA
USD
4013627.20000000
0.177273811844
Long
DBT
NUSS
CA
N
2
2027-04-15
Fixed
7.87500000
N
N
N
N
N
N
SIRIUS XM RADIO INC.
WP5O65E6BMU84LNO4227
SIRIUS XM RADIO INC 144A 4.125000% 07/01/2030
82967NBG2
4657000.00000000
PA
USD
4197121.25000000
0.185378373646
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
2660000.00000000
PA
USD
2819932.50000000
0.124550726439
Long
DBT
NUSS
US
N
2
2027-08-01
Fixed
9.87500000
N
N
N
N
N
N
NORTHERN OIL AND GAS, INC.
OKFF0PIZDDMNH4UCYE51
NORTHERN OIL AND GAS INC 144A 8.125000% 03/01/2028
665531AG4
3543000.00000000
PA
USD
3622717.50000000
0.160008119453
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
2398000.00000000
PA
USD
2322367.08000000
0.102574266183
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
3316802.50000000
0.146496471398
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
1267234.68000000
0.055971197879
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
11171000.00000000
PA
USD
9998045.00000000
0.441593466414
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
276000.00000000
PA
USD
266257.20000000
0.011760043078
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.87500000
N
N
N
N
N
N
MINERAL RESOURCES LIMITED
5299007V1ACKFFX2P066
MINERAL RESOURCES LTD MTN 8.500000% 05/01/2030
603051AD5
1892000.00000000
PA
USD
1918620.44000000
0.084741592064
Long
DBT
NUSS
AU
N
2
2030-05-01
Fixed
8.50000000
N
N
N
N
N
N
MIDAS OPCO HOLDINGS LLC
N/A
STAGWELL GLOBAL LLC 144A 5.625000% 08/15/2029
59565JAA9
435000.00000000
PA
USD
393675.00000000
0.017387830109
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
213187.50000000
0.009416061552
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
291933.00000000
0.012894091337
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
610857.68000000
PA
USD
598640.53000000
0.026440743843
Long
LON
US
N
2
2023-10-23
Floating
9.37071000
N
N
N
N
N
N
METHANEX CORPORATION
549300TSJHRXT9QXRD13
METHANEX CORP 5.125000% 10/15/2027
59151KAM0
1375000.00000000
PA
USD
1330312.50000000
0.058757217864
Long
DBT
NUSS
CA
N
2
2027-10-15
Fixed
5.12500000
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
2524672.80000000
0.111509701477
Long
ABS-CBDO
CORP
KY
N
3
2030-04-18
Floating
8.11428840
N
N
N
N
N
N
IQVIA INC.
549300PLWY28YB00C717
IQVIA INC 144A 5.000000% 10/15/2026
449934AD0
1190000.00000000
PA
USD
1186564.64000000
0.052408165046
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
5.00000000
N
N
N
N
N
N
SOLARIS MIDSTREAM HOLDINGS, LLC
5493007AWQW8ZKCHVV46
SOLARIS MIDSTREAM HOLDINGS LLC 144A 7.625000% 04/01/2026
83419MAA0
1584000.00000000
PA
USD
1584001.41000000
0.069962144944
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
7.62500000
N
N
N
N
N
N
BAUSCH HEALTH COMPANIES INC.
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COS INC 144A 7.000000% 01/15/2028
071734AD9
1470000.00000000
PA
USD
1003275.00000000
0.044312631621
Long
DBT
NUSS
US
N
2
2028-01-15
Fixed
7.00000000
N
N
N
N
N
N
Weatherford International Ltd.
549300A2JKMG5PGOGF82
WEATHERFORD INTERNATIONAL LTD 144A 6.500000% 09/15/2028
947075AT4
3365000.00000000
PA
USD
3310318.75000000
0.146210097248
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
1024563.30000000
0.045252892861
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
595000.00000000
PA
USD
516906.25000000
0.022830705677
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
9871000.00000000
PA
USD
9815031.43000000
0.433510126443
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
752000.00000000
PA
USD
759520.00000000
0.033546465295
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
6620000.00000000
PA
USD
5822290.00000000
0.257158796901
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
7.50000000
N
N
N
N
N
N
TENNECO INC.
549300U0EXXFAQFAD785
TENNECO INC 5.000000% 07/15/2026
880349AR6
288000.00000000
PA
USD
270000.00000000
0.011925355000
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
460000.00000000
PA
USD
427441.20000000
0.018879215006
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.62500000
N
N
N
N
N
N
VICI PROPERTIES L.P.
254900X4QE7SGKQLLN38
VICI PROPERTIES LP / VICI NOTE CO INC 144A 4.500000% 09/01/2026
92564RAH8
225000.00000000
PA
USD
214737.75000000
0.009484532965
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
4.50000000
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
1392403.10000000
0.061499634335
Long
ABS-CBDO
CORP
KY
N
3
2030-01-16
Floating
11.04428880
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
ONEMAIN FINANCE CORP 6.625000% 01/15/2028
85172FAQ2
1644000.00000000
PA
USD
1646055.00000000
0.072702926758
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.62500000
N
N
N
N
N
N
BATH & BODY WORKS, INC.
GR3KVMWVCR54YWQNXU90
BATH & BODY WORKS INC 5.250000% 02/01/2028
501797AN4
2816000.00000000
PA
USD
2689280.00000000
0.118780069239
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.25000000
N
N
N
N
N
N
DISH DBS Corporation
N/A
DISH DBS CORP 7.375000% 07/01/2028
25470XBB0
9555000.00000000
PA
USD
7476787.50000000
0.330234611843
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
7.37500000
N
N
N
N
N
N
MICROSOFT CORPORATION
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP 2.675000% 06/01/2060
594918CD4
763000.00000000
PA
USD
583665.02000000
0.025779305794
Long
DBT
CORP
US
N
2
2060-06-01
Fixed
2.67500000
N
N
N
N
N
N
BATH & BODY WORKS, INC.
GR3KVMWVCR54YWQNXU90
BATH & BODY WORKS INC 6.875000% 11/01/2035
501797AL8
979000.00000000
PA
USD
887316.65000000
0.039190985365
Long
DBT
CORP
US
N
2
2035-11-01
Fixed
6.87500000
N
N
N
N
N
N
INFRABUILD AUSTRALIA PTY LTD
549300W2CPB5W6GFH859
INFRABUILD AUSTRALIA PTY LTD 144A 12.000000% 10/01/2024
45682RAA8
1373000.00000000
PA
USD
1393595.00000000
0.061552278153
Long
DBT
NUSS
AU
N
2
2024-10-01
Fixed
12.00000000
N
N
N
N
N
N
SoftBank Group Corp.
5493003BZYYYCDIO0R13
SOFTBANK GROUP CORP 6.000000% MATURITY: PERPETUAL
N/A
950000.00000000
PA
USD
890625.00000000
0.039337108507
Long
DBT
NUSS
JP
N
2
2171-01-19
Fixed
6.00000000
N
N
N
N
N
N
NOBLE CORPORATION
N/A
NOBLE CORP COMMON STOCK
G6610J209
16455.00000000
NS
USD
596987.40000000
0.026367728428
Long
EC
US
N
1
N
N
N
WOLVERINE ESCROW, LLC
N/A
WESCO AIRCRAFT HOLDINGS INC 144A 13.125000% 11/15/2027
97789LAA4
180000.00000000
PA
USD
65700.00000000
0.002901836383
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
13.12500000
N
N
N
N
N
N
UNIFRAX ESCROW ISSUER CORPORATION
N/A
ASP UNIFRAX HOLDINGS INC 144A 5.250000% 09/30/2028
90473LAA0
3778000.00000000
PA
USD
3411722.90000000
0.150688913868
Long
DBT
CORP
US
N
2
2028-09-30
Fixed
5.25000000
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
3159218.30000000
0.139536295371
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
2959000.00000000
PA
USD
2088343.84000000
0.092237932052
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
2766516.48000000
0.122191448657
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
2624720.80000000
0.115928619689
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
10.62500000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYSTEMS, INC.
5493007X5NC5XI1BB106
CHS/COMMUNITY HEALTH SYSTEMS INC 144A 6.125000% 04/01/2030
12543DBL3
551000.00000000
PA
USD
401293.30000000
0.017724315043
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
6.12500000
N
N
N
N
N
N
EMBECTA CORP.
N/A
EMBECTA CORP 144A 6.750000% 02/15/2030
29082KAB1
455000.00000000
PA
USD
443807.44000000
0.019602078791
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
6.75000000
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
2584000.00000000
PA
USD
2330008.41000000
0.102911768305
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
4.25000000
N
N
N
N
N
N
Wynn Macau, Limited
254900NMDQ8ENTHU1I31
WYNN MACAU LTD 144A 5.500000% 10/01/2027
98313RAD8
365000.00000000
PA
USD
280137.50000000
0.012373107912
Long
DBT
NUSS
MO
N
2
2027-10-01
Fixed
5.50000000
N
N
N
N
N
N
CIENA CORPORATION
W0CZ7N0GH8UIGXDM1H41
CIENA CORP 144A 4.000000% 01/31/2030
171779AL5
1600000.00000000
PA
USD
1472000.00000000
0.065015268741
Long
DBT
CORP
US
N
2
2030-01-31
Fixed
4.00000000
N
N
N
N
N
N
SERVICE CORPORATION INTERNATIONAL
549300RKVM2ME20JHZ15
SERVICE CORP INTERNATIONAL/US 3.375000% 08/15/2030
817565CF9
278000.00000000
PA
USD
243250.00000000
0.010743861495
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
462232.80000000
0.020415889750
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
2750000.00000000
PA
USD
2816000.00000000
0.124377035852
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
640000.00000000
PA
USD
620800.00000000
0.027419482903
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
563680.00000000
0.024896607801
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
157715.60000000
0.006965979700
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
1559440.00000000
0.068877317041
Long
DBT
CORP
US
N
2
2025-08-04
Fixed
4.13400000
N
N
N
N
N
N
GRAB HOLDINGS
N/A
GRAB HOLDINGS 1/29/2026
G4123KAB8
5809185.22000000
PA
USD
5332367.30000000
0.235519900160
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
1669000.00000000
PA
USD
1566773.75000000
0.069201233976
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
5270000.00000000
PA
USD
4321400.00000000
0.190867515175
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
2813000.00000000
PA
USD
2658285.00000000
0.117411082653
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
5558000.00000000
PA
USD
4696510.00000000
0.207435366709
Long
DBT
NUSS
US
N
2
2029-05-01
Fixed
6.00000000
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
3934000.00000000
PA
USD
3625259.68000000
0.160120402412
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
382210.66000000
0.016881473353
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
31844.04000000
0.001406486969
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
12992.20000000
N
N
N
GUITAR CENTER TRANCHE II WARRANTS
N/A
GUITAR CENTER TRANCHE II WARRANTS 12/22/2070
N/A
6486.00000000
NC
USD
392662.44000000
0.017343107378
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
159425.88000000
N
N
N
CSC HOLDINGS, LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC 144A 4.500000% 11/15/2031
126307BH9
909000.00000000
PA
USD
779467.50000000
0.034427506105
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
795000.00000000
PA
USD
719236.50000000
0.031767224413
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
504935.28000000
0.022301972096
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
1349931.00000000
0.059623727409
Long
DBT
NUSS
US
N
2
2026-02-01
Fixed
10.50000000
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
2215800.00000000
0.097867413367
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
242402.93000000
0.010706448123
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
3615000.00000000
PA
USD
3411222.45000000
0.150666810001
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
842654.79000000
0.037218361160
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
694000.00000000
PA
USD
614401.67000000
0.027136881582
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
2838000.00000000
PA
USD
2653530.00000000
0.117201063901
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
264191.04000000
0.011668784962
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
3.25000000
N
N
N
N
N
N
HAT HOLDINGS I LLC
N/A
HAT HOLDINGS I LLC / HAT HOLDINGS II LLC 144A 3.375000% 06/15/2026
418751AE3
883000.00000000
PA
USD
816929.53000000
0.036082128352
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.37500000
N
N
N
N
N
N
HOWARD MIDSTREAM ENERGY PARTNERS, LLC
N/A
HOWARD MIDSTREAM ENERGY PARTNERS LLC 144A 6.750000% 01/15/2027
442722AA2
5555000.00000000
PA
USD
5329618.43000000
0.235398488121
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.75000000
N
N
N
N
N
N
VECTOR GROUP LTD.
549300TUIF4WWN6NDN50
VECTOR GROUP LTD 144A 10.500000% 11/01/2026
92240MBJ6
3750000.00000000
PA
USD
3735000.00000000
0.164967410834
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
784764.10000000
PA
USD
745525.90000000
0.032928374145
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
1931000.00000000
PA
USD
1883806.36000000
0.083203924423
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
EMBECTA CORP.
N/A
EMBECTA CORP 144A 5.000000% 02/15/2030
29082KAA3
1935000.00000000
PA
USD
1727568.00000000
0.076303191432
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
5.00000000
N
N
N
N
N
N
LCM LTD.
N/A
LCM LTD PRTNERSHP 31A SERIES: 31A CLASS: INC
50201VAA1
1998000.00000000
PA
USD
1490508.00000000
0.065832729742
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
215161.64000000
0.009503255331
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
995000.00000000
PA
USD
815472.15000000
0.036017758820
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
342000.00000000
0.015105449666
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
64925.00000000
0.002867606197
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
176700.00000000
0.007804482327
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.62500000
N
N
N
N
N
N
WOLVERINE ESCROW, LLC
N/A
WESCO AIRCRAFT HOLDINGS INC 144A 8.500000% 11/15/2024
97789LAC0
145000.00000000
PA
USD
71050.00000000
0.003138135084
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
3888332.40000000
0.171739793438
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
327048.98000000
0.014445093292
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
6.62500000
N
N
N
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
0.000000000441
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
0.044493996395
Long
EC
US
N
3
N
N
N
Dell Software (Quest/One Identity) 1/22 2nd Lien
N/A
Dell Software (Quest/One Identity) 1/22 2nd Lien 2/1/2030
N/A
1090591.06000000
PA
USD
1021065.88000000
0.045098418879
Long
LON
US
N
2
2030-02-01
Floating
8.72403120
N
N
N
N
N
N
ARDAGH METAL PACKAGING FINANCE USA LLC
635400YUJMWFYRBL5293
ARDAGH METAL PACKAGING FINANCE USA LLC / ARDAGH ME 3.250000% 09/01/2028
03969YAA6
1352000.00000000
PA
USD
1203009.60000000
0.053134505735
Long
DBT
NUSS
US
N
2
2028-09-01
Fixed
3.25000000
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
2206228.85000000
0.097444674991
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
920000.00000000
PA
USD
912989.60000000
0.040324907745
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.12500000
N
N
N
N
N
N
MCAFEE CORP.
N/A
MCAFEE CORP. 3/1/2029
57906HAD9
1052068.96000000
PA
USD
996183.06000000
0.043999394946
Long
LON
US
N
2
2029-03-01
Floating
4.84162920
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
237140.00000000
0.010473995128
Long
DBT
NUSS
US
N
2
2029-04-01
Fixed
5.12500000
N
N
N
N
N
N
ams-OSRAM AG
5299001JPPT2QFTV5D76
AMS-OSRAM AG 144A 7.000000% 07/31/2025
03217CAA4
2573000.00000000
PA
USD
2564817.86000000
0.113282827744
Long
DBT
NUSS
AT
N
2
2025-07-31
Fixed
7.00000000
N
N
N
N
N
N
VISTRA OPERATIONS COMPANY LLC
549300ZH5GKBTJZ7NM23
VISTRA OPERATIONS CO LLC 144A 4.300000% 07/15/2029
92840VAE2
1401000.00000000
PA
USD
1310319.97000000
0.057874188170
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
7013000.00000000
PA
USD
6353742.94000000
0.280632000513
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
4144770.00000000
0.183066124606
Long
ABS-CBDO
CORP
US
N
3
2032-10-20
Variable
0.00000000
N
N
N
N
N
N
ZIPRECRUITER, INC.
549300HLOVNNFCY2IV80
ZIPRECRUITER INC 144A 5.000000% 01/15/2030
98980BAA1
2830000.00000000
PA
USD
2668690.00000000
0.117870650500
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.00000000
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
57951.83000000
0.002559615354
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
2273575.00000000
0.100419218497
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
520000.00000000
PA
USD
462748.00000000
0.020438645094
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.12500000
N
N
N
N
N
N
Prince International/Chromaflo/Ferro2/22CovLiteTLB
N/A
Prince International/Chromaflo/Ferro2/22CovLiteTLB 4/21/2029
N/A
2515000.00000000
PA
USD
2241041.05000000
0.098982259596
Long
LON
US
N
2
2029-04-21
Floating
5.28729840
N
N
N
N
N
N
NAVIENT CORPORATION
54930067J0ZNOEBRW338
NAVIENT CORP 4.875000% 03/15/2028
63938CAL2
552000.00000000
PA
USD
484843.68000000
0.021414566679
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.87500000
N
N
N
N
N
N
Owens & Minor, Inc.
549300LMT5KQQXCEZ733
OWENS & MINOR INC 144A 6.625000% 04/01/2030
690732AG7
1695000.00000000
PA
USD
1675931.25000000
0.074022500414
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
6.62500000
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
179857.80000000
0.007943955979
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
1725000.00000000
PA
USD
1625812.50000000
0.071808856392
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
424821.54000000
PA
USD
408627.34000000
0.018048244786
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
1772137.50000000
0.078271736283
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
9097000.00000000
PA
USD
7865266.20000000
0.347392931870
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
0.000000000441
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
2453000.00000000
PA
USD
2417529.62000000
0.106777403487
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 10/26/2028
62450LAB4
2545000.00000000
PA
USD
2443200.00000000
0.107911212356
Long
LON
US
N
2
2028-10-26
Floating
8.33486040
N
N
N
N
N
N
ARD Finance S.A.
6354006P6QPGGPVJW880
ARD FINANCE SA 144A 6.500000% 06/30/2027
00191AAD8
3737854.00000000
PA
USD
2934215.39000000
0.129598371009
Long
DBT
NUSS
LU
N
2
2027-06-30
Fixed
6.50000000
N
N
Y
N
N
N
VICI PROPERTIES L.P.
254900X4QE7SGKQLLN38
VICI PROPERTIES LP / VICI NOTE CO INC 144A 4.250000% 12/01/2026
92564RAA3
687000.00000000
PA
USD
652388.94000000
0.028814702620
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
4.25000000
N
N
N
N
N
N
ALLISON TRANSMISSION, INC.
MWKQ3I0U1GXP2YDSZW75
ALLISON TRANSMISSION INC 144A 3.750000% 01/30/2031
019736AG2
2422000.00000000
PA
USD
2073837.50000000
0.091597216296
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
515000.00000000
PA
USD
458316.53000000
0.020242916009
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.37500000
N
N
N
N
N
N
APPLE INC.
HWUPKR0MPOU8FGXBT394
APPLE INC 2.650000% 02/08/2051
037833EF3
740000.00000000
PA
USD
572368.73000000
0.025280371467
Long
DBT
CORP
US
N
2
2051-02-08
Fixed
2.65000000
N
N
N
N
N
N
MAVENIR SYSTEMS, INC.
N/A
MAVENIR SYSTEMS, INC. 8/18/2028
57767EAE2
1880287.50000000
PA
USD
1833280.31000000
0.080972290783
Long
LON
US
N
2
2028-08-18
Floating
6.20499960
N
N
N
N
N
N
ACPRODUCTS HOLDINGS INC
N/A
ACPRODUCTS HOLDINGS INC 5/17/2028
00488YAB2
595500.00000000
PA
USD
478115.04000000
0.021117376232
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
3478930.00000000
PA
USD
3455464.62000000
0.152620897347
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
3598327.07000000
0.158930843393
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
4470400.00000000
0.197448544416
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.62500000
N
N
N
N
N
N
LCM INVESTMENTS HOLDINGS II, LLC
549300P5V78NNQTG4428
LCM INVESTMENTS HOLDINGS II LLC 144A 4.875000% 05/01/2029
50190EAA2
3541000.00000000
PA
USD
3018702.50000000
0.133329996119
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
4515000.00000000
PA
USD
1941450.00000000
0.085749927647
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.75000000
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
145140.00000000
0.006410540832
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
4182770.00000000
0.184744507902
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
83817.95000000
0.003702069663
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
5430000.00000000
PA
USD
4534050.00000000
0.200259836437
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7.87500000
N
N
N
N
N
N
MATTEL, INC.
549300VELLG24KHTJ564
MATTEL INC 144A 5.875000% 12/15/2027
577081BD3
300000.00000000
PA
USD
305250.00000000
0.013482276347
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
1191000.00000000
PA
USD
1190225.85000000
0.052569873301
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
811867.08000000
0.035858530155
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
1626480.00000000
0.071838338520
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
2906000.00000000
PA
USD
2662622.50000000
0.117602661272
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
3226506.00000000
0.142508257258
Long
DBT
CORP
US
N
2
2027-04-30
Fixed
4.75000000
N
N
N
N
N
N
CMG MEDIA CORPORATION
N/A
TERRIER MEDIA BUYER INC 144A 8.875000% 12/15/2027
88146LAA1
6633000.00000000
PA
USD
6019447.50000000
0.265866845710
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
8.87500000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORPORATION
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY CORP WT EXPIRATION: 02/09/26
165167172
3452.00000000
NC
USD
253480.36000000
0.011195715846
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
3452.00000000
29.92800000
USD
2026-02-12
XXXX
163728.36000000
N
N
N
RADIOLOGY PARTNERS, INC.
549300SFTAG2177WUZ08
RADIOLOGY PARTNERS INC 144A 9.250000% 02/01/2028
75041VAA2
1514000.00000000
PA
USD
1236219.33000000
0.054601312474
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
0.02000000
PA
USD
0.02000000
0.000000000883
Long
LON
US
N
2
2027-02-04
Floating
5.50000080
N
N
N
N
N
N
ARMOR HOLDCO, INC.
254900X6HLK0YPTHHF09
ARMOR HOLDCO INC 144A 8.500000% 11/15/2029
04625PAA9
1905000.00000000
PA
USD
1655508.21000000
0.073120455962
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
4036366.70000000
PA
USD
3912773.15000000
0.172819292031
Long
LON
US
N
2
2027-03-04
Floating
6.26370840
N
N
N
N
N
N
NEW RESIDENTIAL INVESTMENT CORP.
549300WNTHGEO5LP2G31
NEW RESIDENTIAL INVESTMENT CORP 144A 6.250000% 10/15/2025
64828TAA0
7312000.00000000
PA
USD
6873280.00000000
0.303578903759
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
174326.90000000
0.007699667290
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
4090000.00000000
PA
USD
3624762.50000000
0.160098442975
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
905000.00000000
PA
USD
919435.18000000
0.040609596003
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
4671000.00000000
PA
USD
4295451.60000000
0.189721426724
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
308563.04000000
0.013628606636
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
322000.00000000
PA
USD
286050.31000000
0.012634264794
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
140774.90000000
0.006217743176
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
496125.00000000
0.021912839812
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
5.37500000
N
N
N
N
N
N
UNITI GROUP LP
N/A
UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CA 6.000000% 01/15/2030
91327AAB8
2187000.00000000
PA
USD
1746396.92000000
0.077134826822
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
6.00000000
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
133339.50000000
0.005889336566
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
581872.00000000
0.025700111720
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.12500000
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
3004113.90000000
0.132685647104
Long
ABS-CBDO
CORP
US
N
3
2027-01-25
Floating
7.23399840
N
N
N
N
N
N
CLUBCORP HOLDINGS, INC.
549300XWSO7KBICXNW37
CONSTELLATION MERGER SUB INC 144A 8.500000% 09/15/2025
210374AA2
223000.00000000
PA
USD
200700.00000000
0.008864513883
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
1725000.00000000
PA
USD
1445636.25000000
0.063850835119
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
9.25000000
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
1945000.00000000
PA
USD
1794262.50000000
0.079248952873
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
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
3680000.00000000
PA
USD
3243570.40000000
0.143261957362
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
950000.00000000
PA
USD
814625.00000000
0.035980341914
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
1586886.75000000
0.070089584587
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
2510000.00000000
PA
USD
2146050.00000000
0.094786696658
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
2364120.00000000
0.104418408380
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
369519.48000000
0.016320929549
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
305000.00000000
PA
USD
298877.13000000
0.013200799543
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
2506452.60000000
0.110704952021
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
610695.00000000
PA
USD
595427.63000000
0.026298836535
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
497000.00000000
PA
USD
444660.93000000
0.019639775721
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
901250.00000000
0.039806393310
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
1446825.00000000
0.063903339807
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
745000.00000000
PA
USD
725630.00000000
0.032049612402
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
SUNOCO LP
54930001NJU8E40NQ561
SUNOCO LP / SUNOCO FINANCE CORP 4.500000% 05/15/2029
86765LAT4
2037000.00000000
PA
USD
1896447.00000000
0.083762235977
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
1549207.99000000
PA
USD
1332318.87000000
0.058845835177
Long
LON
US
N
2
2026-03-02
Floating
5.50785960
N
N
N
N
N
N
VENTURE CLO LIMITED
N/A
VENTURE CDO LTD (FACTORED) 04/20/2029
92329MAE2
2950000.00000000
PA
USD
1062000.00000000
0.046906396333
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
1421392.50000000
0.062780037618
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
277062.50000000
0.012237291369
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
7226000.00000000
PA
USD
4507217.50000000
0.199074699074
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
7865.00000000
0.000347381174
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
3841695.00000000
0.169679913618
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
1616000.00000000
PA
USD
1675016.32000000
0.073982089803
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
9.50000000
N
N
N
N
N
N
INTELSAT JACKSON HOLDINGS S.A.
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON HOLDINGS SA 144A 6.500000% 03/15/2030
45824TBC8
3167000.00000000
PA
USD
2953227.50000000
0.130438097531
Long
DBT
NUSS
LU
N
2
2030-03-15
Fixed
6.50000000
N
N
N
N
N
N
VOYA CLO
N/A
VOYA CLO SERIES: 2020-2A
92918JAB2
7797000.00000000
PA
USD
6818476.50000000
0.301158343785
Long
ABS-CBDO
CORP
US
N
3
2031-07-21
Variable
0.00000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS, INC.
N/A
IHEARTCOMMUNICATIONS, INC. 5/1/2026
45174UAF5
643145.54000000
PA
USD
615451.69000000
0.027183258846
Long
LON
US
N
2
2026-05-01
Floating
3.76371000
N
N
N
N
N
N
ACI WORLDWIDE, INC.
5493003BPVMZUJ6F5C02
ACI WORLDWIDE INC 144A 5.750000% 08/15/2026
004498AB7
667000.00000000
PA
USD
665332.50000000
0.029386393539
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.75000000
N
N
N
N
N
N
SPRINT LLC
549300ZTTY7CXOLJ6539
SPRINT CORP 7.125000% 06/15/2024
85207UAH8
1605000.00000000
PA
USD
1705296.45000000
0.075319502024
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
5486000.00000000
PA
USD
5580687.81000000
0.246487715847
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
327000.00000000
PA
USD
311364.50000000
0.013752341470
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
319000.00000000
PA
USD
286152.57000000
0.012638781412
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
1908331.88000000
PA
USD
1824804.19000000
0.080597917671
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
4096000.00000000
PA
USD
2832772.46000000
0.125117841555
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
6011220.00000000
0.265503453642
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
2356000.00000000
PA
USD
2253482.17000000
0.099531758754
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.75000000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORPORATION
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY CORP WT EXPIRATION: 02/09/26
165167180
2106.00000000
NC
USD
146956.68000000
0.006490779920
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
2106.00000000
33.70000000
USD
2026-02-12
XXXX
99369.68000000
N
N
N
EMERALD EXPOSITIONS HOLDING, INC.
N/A
EMERALD EXPOSITIONS HOLDING, INC. 5/22/2024
29088UAF4
1686210.28000000
PA
USD
1605069.84000000
0.070892694970
Long
LON
US
N
2
2024-05-22
Floating
3.26370960
N
N
N
N
N
N
SERVICE CORPORATION INTERNATIONAL
549300RKVM2ME20JHZ15
SERVICE CORP INTERNATIONAL/US 7.500000% 04/01/2027
817565BT0
867000.00000000
PA
USD
938882.73000000
0.041468555032
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
7.50000000
N
N
N
N
N
N
SBA Communications Corporation
5299001HX8ZN8Y8QIT49
SBA COMMUNICATIONS CORP 3.125000% 02/01/2029
78410GAG9
2279000.00000000
PA
USD
2026942.60000000
0.089525963221
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
3.12500000
N
N
N
N
N
N
CEDAR FAIR, L.P.
549300TUVLNQQ6BVKH61
CEDAR FAIR LP 5.250000% 07/15/2029
150190AE6
1912000.00000000
PA
USD
1844659.36000000
0.081474880452
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
2478000.00000000
PA
USD
2460133.62000000
0.108659136170
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.62500000
N
N
N
N
N
N
YUM! Brands, Inc.
549300JE8XHZZ7OHN517
YUM! BRANDS INC 5.375000% 04/01/2032
988498AR2
330000.00000000
PA
USD
321750.00000000
0.014211048041
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
5.37500000
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
2667212.50000000
0.117805392307
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
2428000.00000000
PA
USD
2338613.18000000
0.103291823627
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
7.75000000
N
N
N
N
N
N
REALOGY GROUP LLC
LF6PBYTYG3BDVEF4FI12
REALOGY GROUP LLC / REALOGY CO-ISSUER CORP 144A 5.250000% 04/15/2030
75606DAQ4
620000.00000000
PA
USD
539192.30000000
0.023815035521
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
5.25000000
N
N
N
N
N
N
OASIS MIDSTREAM PARTNERS LP
N/A
CRESTWOOD MIDSTREAM PARTNERS LP / CRESTWOOD MIDSTR 8.000000% 04/01/2029
67421QAA0
864000.00000000
PA
USD
885600.00000000
0.039115164400
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
443526.60000000
0.019589674655
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
2737021.84000000
0.120888729944
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
1258437.60000000
0.055582648612
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
82064.24000000
0.003624611832
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
4802000.00000000
PA
USD
4609920.00000000
0.203610861192
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
1411000.00000000
PA
USD
1387852.55000000
0.061298645727
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
5251000.00000000
PA
USD
997690.00000000
0.044065953444
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
335750.00000000
0.014829399782
Long
DBT
NUSS
US
N
2
2023-10-15
Fixed
5.62500000
Y
N
N
N
N
N
Wynn Macau, Limited
254900NMDQ8ENTHU1I31
WYNN MACAU LTD 144A 5.625000% 08/26/2028
98313RAH9
85000.00000000
PA
USD
63473.27000000
0.002803486213
Long
DBT
NUSS
MO
N
2
2028-08-26
Fixed
5.62500000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC 2.900000% 02/10/2029
345397B93
890000.00000000
PA
USD
761154.70000000
0.033618666694
Long
DBT
CORP
US
N
2
2029-02-10
Fixed
2.90000000
N
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
1187901.59000000
0.052467215429
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
5.87500000
N
N
N
N
N
N
JACOBS ENTERTAINMENT, INC.
5493004U9JIWY3HSUO63
JACOBS ENTERTAINMENT INC 144A 6.750000% 02/15/2029
469815AK0
2095000.00000000
PA
USD
1934041.15000000
0.085422693698
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6.75000000
N
N
N
N
N
N
ASBURY AUTOMOTIVE GROUP, INC.
549300JH4DTA7U42GL91
ASBURY AUTOMOTIVE GROUP INC 144A 4.625000% 11/15/2029
043436AW4
1175000.00000000
PA
USD
1083214.88000000
0.047843414760
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.62500000
N
N
N
N
N
N
MGIC INVESTMENT CORPORATION
254900S8483WM4M98R28
MGIC INVESTMENT CORP 5.250000% 08/15/2028
552848AG8
245000.00000000
PA
USD
237003.20000000
0.010467952948
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.25000000
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
1869481.81000000
0.082571237964
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
2951000.00000000
PA
USD
2718608.75000000
0.120075460926
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
2303000.00000000
PA
USD
1978449.73000000
0.087384131037
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
385000.00000000
PA
USD
358358.00000000
0.015827949507
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
1607000.00000000
PA
USD
1478440.00000000
0.065299710541
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
1165000.00000000
PA
USD
1086945.00000000
0.048008166631
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
771050.20000000
0.034055730955
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
538336.80000000
0.023777249813
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.50000000
N
N
N
N
N
N
COMSTOCK RESOURCES, INC.
I03QQGEA4SS774AURI46
COMSTOCK RESOURCES INC 144A 6.750000% 03/01/2029
205768AS3
2437000.00000000
PA
USD
2433576.02000000
0.107486140585
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
2925000.00000000
0.129191345834
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
116551.50000000
0.005147844493
Long
ABS-CBDO
CORP
US
N
3
2027-07-19
Variable
0.00000000
N
N
N
N
N
N
SPX FLOW 1/22
N/A
SPX FLOW 1/22 4/5/2029
N/A
352500.00000000
PA
USD
330690.83000000
0.014605946455
Long
LON
US
N
2
2029-04-05
Floating
5.30035920
N
N
N
N
N
N
GULFPORT ENERGY CORPORATION
254900DJRGZBUZ3F5038
GULFPORT ENERGY CORP COMMON STOCK
402635502
14116.00000000
NS
USD
1365723.00000000
0.060321228173
Long
EC
US
N
1
N
N
N
UNITED WHOLESALE MORTGAGE, LLC
549300HW662MN1WU8550
UNITED WHOLESALE MORTGAGE LLC 144A 5.750000% 06/15/2027
913229AC4
2410000.00000000
PA
USD
2172157.10000000
0.095939794568
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
465515.13000000
0.020560863641
Long
DBT
CORP
US
N
2
2027-01-09
Fixed
4.27100000
N
N
N
N
N
N
AMERICAN TOWER CORPORATION
5493006ORUSIL88JOE18
AMERICAN TOWER CORP 3.100000% 06/15/2050
03027XBD1
905000.00000000
PA
USD
653089.61000000
0.028845649800
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
3.10000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES, INC.
8M3THTGWLTYZVE6BBY25
LUMEN TECHNOLOGIES INC 144A 5.375000% 06/15/2029
550241AA1
2681000.00000000
PA
USD
2298957.50000000
0.101540312287
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
3229013.70000000
0.142619017306
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.87500000
N
N
N
N
N
N
ANTERO RESOURCES CORPORATION
APVBKPOULHUX7YZLKU17
ANTERO RESOURCES CORP 144A 7.625000% 02/01/2029
03674XAQ9
2653000.00000000
PA
USD
2875719.35000000
0.127014718997
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
830000.00000000
PA
USD
762670.40000000
0.033685612103
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
3.75000000
N
N
N
N
N
N
PRA HEALTH SCIENCES, INC.
549300R1HR1VWWHIAK47
PRA HEALTH SCIENCES INC 144A 2.875000% 07/15/2026
45569KAA1
2226000.00000000
PA
USD
2087364.72000000
0.092194686298
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
2.87500000
N
N
N
N
N
N
MERITAGE HOMES CORPORATION
52990044W9UMFJO2FB97
MERITAGE HOMES CORP 144A 3.875000% 04/15/2029
59001ABD3
1843000.00000000
PA
USD
1628305.06000000
0.071918947736
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.87500000
N
N
N
N
N
N
N/A
N/A
BOARDRIDERS SERIES A PREFERRED EQUITY 7%
N/A
336591.00000000
NS
USD
394652.95000000
0.017431024187
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
621000.00000000
PA
USD
540462.51000000
0.023871138133
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
1112000.00000000
PA
USD
1100096.02000000
0.048589020639
Long
DBT
NUSS
US
N
2
2026-02-15
Fixed
5.87500000
N
N
N
N
N
N
19TH HOLDINGS DE TL 1L B
N/A
19TH HOLDINGS DE TL 1L B 2/7/2029
N/A
2645000.00000000
PA
USD
2486300.00000000
0.109814852358
Long
LON
US
N
2
2029-02-07
Floating
4.14799920
N
N
N
N
N
N
ENLINK MIDSTREAM, LLC
54930000GY1H533OBE23
ENLINK MIDSTREAM LLC 5.375000% 06/01/2029
29336TAA8
3630000.00000000
PA
USD
3523858.80000000
0.155641730222
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
195045.15000000
0.008614750573
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
2384000.00000000
PA
USD
2187320.00000000
0.096609509254
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
10106666.63910000
PA
USD
3910774.66000000
0.172731022762
Long
LON
US
N
2
2025-10-10
Floating
4.51370880
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
1824187.50000000
0.080570679719
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
2677000.00000000
PA
USD
2429377.50000000
0.107300700432
Long
DBT
CORP
US
N
2
2033-11-01
Fixed
3.87500000
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
167320.00000000
0.007390186661
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
881000.00000000
PA
USD
777482.50000000
0.034339832662
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.75000000
N
N
N
N
N
N
CARVANA CO.
5493003WEAK2PJ5WS063
CARVANA CO 144A 10.250000% 05/01/2030
146869AJ1
875000.00000000
PA
USD
780937.50000000
0.034492433038
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
10.25000000
N
N
N
N
N
N
SEVENTY SEVEN ENERGY INC.
N/A
HERTZ CORP ESCROW 08/01/2026
818097AB3
715000.00000000
PA
USD
42900.00000000
0.001894806405
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
1108000.00000000
PA
USD
1137168.10000000
0.050226419582
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.62500000
N
N
N
N
N
N
WOLVERINE ESCROW, LLC
N/A
WESCO AIRCRAFT HOLDINGS INC 144A 9.000000% 11/15/2026
97789LAB2
950000.00000000
PA
USD
503500.00000000
0.022238578676
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
2662846.25000000
0.117612543858
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
6.87500000
N
N
N
N
N
N
SIX FLAGS ENTERTAINMENT CORPORATION
549300JYTDUAA4JQ3717
SIX FLAGS ENTERTAINMENT CORP 144A 4.875000% 07/31/2024
83001AAB8
2395000.00000000
PA
USD
2353494.65000000
0.103949108118
Long
DBT
CORP
US
N
2
2024-07-31
Fixed
4.87500000
N
N
N
N
N
N
UNITED STATES CELLULAR CORPORATION
549300B164AZXESI6E03
UNITED STATES CELLULAR CORP 6.700000% 12/15/2033
911684AD0
2575000.00000000
PA
USD
2572425.00000000
0.113618819763
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
2264069.40000000
0.099999375332
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
549502.05000000
0.024270396368
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
951314.66000000
0.042017648286
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
3406500.00000000
PA
USD
3185077.50000000
0.140678444038
Long
LON
US
N
2
2027-04-21
Floating
7.25600160
N
N
N
N
N
N
VICI PROPERTIES L.P.
254900X4QE7SGKQLLN38
VICI PROPERTIES LP / VICI NOTE CO INC 144A 3.875000% 02/15/2029
92564RAL9
396000.00000000
PA
USD
355479.30000000
0.015700803139
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.87500000
N
N
N
N
N
N
CARESTREAM WARRANTS
N/A
CARESTREAM WARRANTS **/**/****
N/A
139.20200000
NC
USD
1.39000000
0.000000061393
N/A
DE
US
N
3
CREDIT SUISSE - FIRST BOSTON
N/A
Call
Purchased
N/A
N/A
139.20200000
0.00000000
USD
2049-12-31
XXXX
1.39000000
N
N
N
SPRINT LLC
549300ZTTY7CXOLJ6539
SPRINT CORP 7.625000% 02/15/2025
85207UAJ4
1095000.00000000
PA
USD
1185030.90000000
0.052340422846
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
7.62500000
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
927420.00000000
0.040962269385
Long
DBT
NUSS
US
N
2
2025-09-01
Fixed
5.37500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp PREFERRED STOCK
313400764
4298.00000000
NS
USD
18094.58000000
0.000799201074
Long
EP
US
N
2
N
N
N
The Mattamy Corporation
5493008TNY7A82WCXU31
MATTAMY GROUP CORP 144A 4.625000% 03/01/2030
57701RAM4
1082000.00000000
PA
USD
905680.40000000
0.040002075135
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
422000.00000000
PA
USD
373470.00000000
0.016495416044
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
4.12500000
N
N
N
N
N
N
Wynn Macau, Limited
254900NMDQ8ENTHU1I31
WYNN MACAU LTD 144A 5.500000% 01/15/2026
98313RAG1
965000.00000000
PA
USD
792293.95000000
0.034994024511
Long
DBT
NUSS
MO
N
2
2026-01-15
Fixed
5.50000000
N
N
N
N
N
N
NOBLE CORP WARRANTS
N/A
NOBLE CORP WARRANTS EXPIRATION: 02/05/28
N/A
18303.00000000
NC
USD
360349.46000000
0.015915908276
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
360166.43000000
N
N
N
RITE AID CORPORATION
529900W353T1JY1DKT44
RITE AID CORP 7.700000% 02/15/2027
767754AJ3
2375000.00000000
PA
USD
1519952.50000000
0.067133233873
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
1552000.00000000
PA
USD
1439526.56000000
0.063580982444
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.50000000
N
N
N
N
N
N
TELESAT CANADA
5493004V5GLBY6SO5Y34
TELESAT CANADA / TELESAT LLC 144A 6.500000% 10/15/2027
87952VAM8
5815000.00000000
PA
USD
2762125.00000000
0.121997485850
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
138420.00000000
0.006113731996
Long
ABS-CBDO
CORP
US
N
3
2028-07-17
Variable
0.00000000
N
N
N
N
N
N
AMERICAN TOWER CORPORATION
5493006ORUSIL88JOE18
AMERICAN TOWER CORP 3.700000% 10/15/2049
03027XAY6
245000.00000000
PA
USD
195155.66000000
0.008619631576
Long
DBT
CORP
US
N
2
2049-10-15
Fixed
3.70000000
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
878.76000000
0.000038813055
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
-32091.96000000
N
N
N
CHOBANI, LLC
549300ISVDMZ91KNTR38
CHOBANI LLC / CHOBANI FINANCE CORP INC 144A 7.500000% 04/15/2025
17027NAA0
1270000.00000000
PA
USD
1200835.80000000
0.053038493377
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
7.50000000
N
N
N
N
N
N
TRIDENT TPI HOLDINGS, INC.
549300TPLK304J3RNC85
TRIDENT TPI HOLDINGS INC 144A 9.250000% 08/01/2024
89616RAB5
2459000.00000000
PA
USD
2366787.50000000
0.104536226471
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
9.25000000
N
N
N
N
N
N
HUDSON RIVER TRADING LLC
N/A
HUDSON RIVER TRADING LLC 3/20/2028
44413EAF5
712000.00000000
PA
USD
677589.04000000
0.029927740170
Long
LON
US
N
2
2028-03-20
Floating
3.81484080
N
N
N
N
N
N
Hilex Poly/Novolex 3/22 Cov-Lite
N/A
Hilex Poly/Novolex 3/22 Cov-Lite 4/13/2029
N/A
1117000.00000000
PA
USD
1061150.00000000
0.046868853549
Long
LON
US
N
2
2029-04-13
Floating
5.13384840
N
N
N
N
N
N
TEAM HEALTH HOLDINGS, INC.
549300PVTQ4UDTTMQT11
TEAM HEALTH HOLDINGS INC 144A 6.375000% 02/01/2025
88047PAA2
5194000.00000000
PA
USD
3973410.00000000
0.175497499299
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
190000.00000000
PA
USD
179185.20000000
0.007914248595
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
2286585.00000000
0.100993843936
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
2186000.00000000
PA
USD
1989260.00000000
0.087861598842
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
351629.28000000
0.015530755527
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
856710.00000000
0.037839151415
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
4204583.60000000
0.185707970583
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.50000000
N
N
N
N
N
N
SINCLAIR TELEVISION GROUP, INC.
549300CQGEN0CH65UD62
SINCLAIR TELEVISION GROUP INC 144A 5.125000% 02/15/2027
829259AW0
365000.00000000
PA
USD
320502.88000000
0.014155965268
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
5.12500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp PREFERRED STOCK
313400848
12415.00000000
NS
USD
52515.45000000
0.002319501423
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
2492890.00000000
0.110105919356
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
3298000.00000000
PA
USD
2878329.50000000
0.127130004054
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
3720000.00000000
PA
USD
3147306.00000000
0.139010153125
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
594896.40000000
0.026275373178
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 11/9/2028
N/A
272317.50000000
PA
USD
258873.19000000
0.011433906262
Long
LON
US
N
2
2028-11-09
Floating
4.81250160
N
N
N
N
N
N
BUILDERS FIRSTSOURCE, INC.
549300W0SKP6L3H7DP63
BUILDERS FIRSTSOURCE INC 144A 4.250000% 02/01/2032
12008RAP2
353000.00000000
PA
USD
314777.16000000
0.013903071773
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
3894307.20000000
0.172003688293
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
4320000.00000000
PA
USD
3653596.80000000
0.161371995804
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
111328.24000000
0.004917143642
Long
EC
US
N
3
N
N
N
MIWD HOLDCO II LLC
254900X3SPV5RVFJEY72
MIWD HOLDCO II LLC / MIWD FINANCE CORP 144A 5.500000% 02/01/2030
55337PAA0
190000.00000000
PA
USD
161521.40000000
0.007134074204
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
5.50000000
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
769168.55000000
0.033972622272
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
4044372.30000000
0.178631760851
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
9.75000000
N
N
N
N
N
N
CCO HOLDINGS, LLC
N/A
CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 144A 4.750000% 02/01/2032
1248EPCQ4
190000.00000000
PA
USD
169100.00000000
0.007468805668
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.75000000
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
1059000.00000000
PA
USD
977589.38000000
0.043178149632
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
6292000.00000000
PA
USD
5694260.00000000
0.251503970232
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
1485201.00000000
PA
USD
1138035.27000000
0.050264720730
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
12.00000000
N
N
Y
N
N
N
MINERVA MERGER SUB, INC.
N/A
MINERVA MERGER SUB INC 144A 6.500000% 02/15/2030
60337JAA4
220000.00000000
PA
USD
201850.00000000
0.008915307062
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
6.50000000
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
1172340.00000000
0.051779891410
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
490000.00000000
PA
USD
475912.50000000
0.021020094486
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
900000.00000000
PA
USD
877158.00000000
0.038742298300
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
265000.00000000
PA
USD
234225.55000000
0.010345269754
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
1448447.70000000
0.063975011190
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
1785000.00000000
PA
USD
1164177.00000000
0.051419348177
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 OUTDOOR HOLDIN COMMON STOCK
18453H106
345144.00000000
NS
USD
545327.52000000
0.024086015804
Long
EC
US
N
1
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 4.600000% MATURITY: PERPETUAL
404280CN7
1377000.00000000
PA
USD
1155266.91000000
0.051025807487
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
1616000.00000000
PA
USD
1571375.70000000
0.069404492818
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
4299650.48000000
0.189906882778
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
5.00000000
N
N
N
N
N
N
NEW ALBERTSONS L.P.
N/A
NEW ALBERTSONS LP 8.000000% 05/01/2031
013104AL8
2095000.00000000
PA
USD
2237806.74000000
0.098839406652
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
775005.00000000
0.034230406488
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
237000.00000000
0.010467811611
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
465428.45000000
0.020557035160
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
809962.76000000
0.035774420184
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
1920000.00000000
PA
USD
1946400.00000000
0.085968559156
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
3935000.00000000
PA
USD
2819781.65000000
0.124544063699
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
1170000.00000000
PA
USD
1086065.52000000
0.047969321775
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
684857.90000000
0.030248791044
Long
DBT
NUSS
GB
N
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
VERSCEND ESCROW CORP.
N/A
VERSCEND ESCROW CORP 144A 9.750000% 08/15/2026
92535WAA8
1236000.00000000
PA
USD
1272591.78000000
0.056207810172
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
9.75000000
N
N
N
N
N
N
MODIVCARE ESCROW ISSUER, INC.
N/A
MODIVCARE ESCROW ISSUER INC 144A 5.000000% 10/01/2029
60783XAA2
1995000.00000000
PA
USD
1804658.47000000
0.079708121883
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
1553000.00000000
PA
USD
1459354.10000000
0.064456724864
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 3/20/2024
74053DAB8
1887043.83000000
PA
USD
1547375.94000000
0.068344471863
Long
LON
US
N
2
2024-03-20
Floating
9.00600120
N
N
N
N
N
N
VICI PROPERTIES INC.
254900RKH6RY9KCJQH63
VICI PROPERTIES INC REIT
925652109
84624.00000000
NS
USD
2610650.40000000
0.115307158522
Long
EC
US
N
1
N
N
N
HUB INTERNATIONAL LIMITED
549300JQT6ATTUNS5E06
HUB INTERNATIONAL LTD 144A 5.625000% 12/01/2029
44332PAG6
4070000.00000000
PA
USD
3795275.00000000
0.167629635918
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
5.62500000
N
N
N
N
N
N
N/A
N/A
MEDICAL CARD SYSTEMS EQUITY ESCROW
N/A
395653.00000000
NS
USD
235927.88000000
0.010420458234
Long
EC
US
N
3
N
N
N
US FOODS, INC.
5493000JOOFAOUY1JZ87
US FOODS INC 144A 4.625000% 06/01/2030
90290MAE1
405000.00000000
PA
USD
371790.00000000
0.016421213835
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
250000.00000000
PA
USD
235252.50000000
0.010390628063
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
227000.00000000
PA
USD
238066.25000000
0.010514905721
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
1990414.00000000
0.087912568693
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
1662000.00000000
PA
USD
1411220.82000000
0.062330775044
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
1195037.15000000
0.052782378711
Long
DBT
NUSS
US
N
2
2026-08-15
Fixed
4.12500000
N
N
N
N
N
N
U.S. RENAL CARE, INC.
N/A
U.S. RENAL CARE, INC. 6/26/2026
90290PAN4
726778.23000000
PA
USD
578900.66000000
0.025568873630
Long
LON
US
N
2
2026-06-26
Floating
5.76371160
N
N
N
N
N
N
ENTEGRIS, INC.
IYX6OWO7BT5DKO3BYG52
ENTEGRIS INC 144A 3.625000% 05/01/2029
29362UAD6
2529000.00000000
PA
USD
2235953.44000000
0.098757550132
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
4675839.17000000
0.206522377872
Long
EC
US
N
3
N
N
N
FIFTH STREET SENIOR LOAN FUND LLC
N/A
NEWSTAR EXETER FUND CLO LLC NWSTR 2015-1RA E
31679NAL8
2981000.00000000
PA
USD
2924361.00000000
0.129163122494
Long
ABS-CBDO
CORP
US
N
3
2027-01-20
Floating
8.26270920
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
1755000.00000000
PA
USD
1580570.55000000
0.069810610783
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
3223338.00000000
PA
USD
3188235.85000000
0.140817941982
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
289690.85000000
0.012795060098
Long
DBT
NUSS
CA
N
2
2029-06-15
Fixed
4.75000000
N
N
N
N
N
N
UBER TECHNOLOGIES, INC.
549300B2FTG34FILDR98
UBER TECHNOLOGIES INC 144A 7.500000% 09/15/2027
90353TAE0
305000.00000000
PA
USD
315273.93000000
0.013925013101
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
7.50000000
N
N
N
N
N
N
CITGO PETROLEUM CORPORATION
YX52P86PXMLYDOTUQ225
CITGO PETROLEUM CORP 144A 6.375000% 06/15/2026
17302XAM8
535000.00000000
PA
USD
526975.00000000
0.023275422041
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.37500000
N
N
N
N
N
N
N/A
N/A
INTELSAT JACKSON HOLDINGS S A- CVR2 CONTINGENT VALUE RIGHT
L5137X117
6867.00000000
NS
USD
68.67000000
0.000003033015
Long
EC
US
N
3
N
N
N
THE DUN & BRADSTREET CORPORATION
RI37BMPWE56BCJ747E14
DUN & BRADSTREET CORP/THE 144A 5.000000% 12/15/2029
26483EAL4
146000.00000000
PA
USD
132768.02000000
0.005864095448
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
5.00000000
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
88550.40000000
0.003911092427
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
4828987.30000000
0.213286621642
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.62500000
N
N
N
N
N
N
LEVI STRAUSS & CO.
MB0UERO0RDFKU8258G77
LEVI STRAUSS & CO 144A 3.500000% 03/01/2031
52736RBJ0
1330000.00000000
PA
USD
1167075.00000000
0.051547346987
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.50000000
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
4781000.00000000
PA
USD
4632000.14000000
0.204586096407
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
N/A
N/A
WINDSTREAM SERVICES EQUITY *
N/A
46229.00000000
NS
USD
728106.75000000
0.032159005450
Long
EC
US
N
2
N
N
N
CARPENTER TECHNOLOGY CORPORATION
DX6I6ZD3X5WNNCDJKP85
CARPENTER TECHNOLOGY CORP 6.375000% 07/15/2028
144285AL7
281000.00000000
PA
USD
275271.82000000
0.012158200648
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
123496.01000000
0.005454569482
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
1409926.50000000
0.062273607542
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
6.62500000
N
N
N
N
N
N
FIRST QUANTUM MINERALS LTD.
549300I7UVBGWRYMYZ18
FIRST QUANTUM MINERALS LTD 144A 6.500000% 03/01/2024
335934AP0
1887000.00000000
PA
USD
1882393.06000000
0.083141501815
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
2292800.76000000
PA
USD
1559104.52000000
0.068862499567
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
1875055.00000000
0.082817394517
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
1387980.00000000
PA
USD
1290821.40000000
0.057012975691
Long
LON
US
N
3
2028-03-11
Floating
4.46070960
N
N
N
N
N
N
CATHEDRAL LAKE CLO LTD.
N/A
CATHERAL LAKE III LTD EQUITY TRANCHE
14918NAA9
3653000.00000000
PA
USD
1461200.00000000
0.064538254541
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
729864.53000000
PA
USD
704925.06000000
0.031135116996
Long
LON
US
N
2
2025-10-01
Floating
4.00600080
N
N
N
N
N
N
ASHLAND LLC
6O4MRU8C1MS0K34UQF79
ASHLAND LLC 6.875000% 05/15/2043
044209AM6
1384000.00000000
PA
USD
1463576.06000000
0.064643200315
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
3242000.00000000
PA
USD
3144740.00000000
0.138896818085
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
2561000.00000000
PA
USD
2519076.43000000
0.111262521111
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.45000000
N
N
N
N
N
N
LAREDO PETROLEUM, INC
549300X0PTWU2QSLSL14
LAREDO PETROLEUM INC 10.125000% 01/15/2028
516806AG1
2073000.00000000
PA
USD
2172742.40000000
0.095965646087
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
716286.60000000
0.031636933284
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.00000000
N
N
N
N
N
N
CLAIRE'S STORES
N/A
CLAIRE'S STORES 12/18/2026
17958DAL1
2006057.15000000
PA
USD
1929826.98000000
0.085236562315
Long
LON
US
N
2
2026-12-18
Floating
7.26370920
N
N
N
N
N
N
INTERNATIONAL GAME TECHNOLOGY PLC
549300UQ6KHRCZDRGZ76
INTERNATIONAL GAME TECHNOLOGY PLC 144A 6.250000% 01/15/2027
460599AD5
2555000.00000000
PA
USD
2632544.25000000
0.116274165683
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
343620.00000000
0.015177001796
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
2281000.00000000
PA
USD
2214308.21000000
0.097801524014
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.00000000
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
7140000.00000000
PA
USD
6298908.00000000
0.278210051899
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
7566000.00000000
PA
USD
6512154.71000000
0.287628728637
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
2486984.06000000
0.109845065907
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
916000.00000000
PA
USD
830592.16000000
0.036685579141
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
5240000.00000000
PA
USD
4925600.00000000
0.217553809586
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
35800.00000000
0.001581213737
Long
DBT
CORP
US
N
3
2049-12-31
Fixed
0.00000000
N
N
N
N
N
N
DIAMOND SPORTS GROUP
N/A
DIAMOND SPORTS GROUP 5/25/2026
25277BAE8
797573.93000000
PA
USD
800764.23000000
0.035368139681
Long
LON
US
N
2
2026-05-25
Floating
9.00000000
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
3950364.60000000
0.174479630499
Long
ABS-CBDO
CORP
KY
N
3
2030-04-20
Floating
8.44270920
N
N
N
N
N
N
GLOBAL INFRASTRUCTURE SOLUTIONS INC.
2549003BGLQITAJ6ZT28
GLOBAL INFRASTRUCTURE SOLUTIONS INC 144A 7.500000% 04/15/2032
37960XAB3
285000.00000000
PA
USD
241537.50000000
0.010668223827
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
7.50000000
N
N
N
N
N
N
BUILDERS FIRSTSOURCE, INC.
549300W0SKP6L3H7DP63
BUILDERS FIRSTSOURCE INC 144A 5.000000% 03/01/2030
12008RAN7
1297000.00000000
PA
USD
1216353.73000000
0.053723889021
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
5479000.00000000
PA
USD
4579129.04000000
0.202250886641
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
1212000.00000000
PA
USD
1148370.00000000
0.050721184894
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
2275122.58000000
0.100487571982
Long
EC
US
N
3
N
N
N
Trivium Packaging Finance B.V.
724500GMZWW3PVYET548
TRIVIUM PACKAGING FINANCE BV 144A 8.500000% 08/15/2027
89686QAB2
250000.00000000
PA
USD
246108.81000000
0.010870129362
Long
DBT
NUSS
NL
N
2
2027-08-15
Fixed
8.50000000
N
N
N
N
N
N
CRESTWOOD MIDSTREAM PARTNERS LP
549300VJQPPSEJPBNA66
CRESTWOOD MIDSTREAM PARTNERS LP / CRESTWOOD MIDSTR 5.625000% 05/01/2027
226373AQ1
150000.00000000
PA
USD
144720.00000000
0.006391990280
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.62500000
N
N
N
N
N
N
LAREDO PETROLEUM, INC
549300X0PTWU2QSLSL14
LAREDO PETROLEUM INC 144A 7.750000% 07/31/2029
516806AH9
1349000.00000000
PA
USD
1328764.76000000
0.058688857313
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
245091.00000000
0.010825174749
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
367000.00000000
PA
USD
368627.73000000
0.016281542752
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
0.000000000441
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
3282000.00000000
PA
USD
2969881.80000000
0.131173684345
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
929000.00000000
PA
USD
808731.66000000
0.035720044982
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
262000.00000000
PA
USD
256879.31000000
0.011345840607
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
470000.00000000
PA
USD
445912.50000000
0.019695055042
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
1021000.00000000
PA
USD
1103180.29000000
0.048725246619
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
180671.80000000
0.007979908716
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
2500000.00000000
PA
USD
2300000.00000000
0.101586357408
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
1962924.36000000
PA
USD
1939212.23000000
0.085651089863
Long
LON
US
N
2
2023-05-08
Floating
7.75599840
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
198136.26000000
0.008751278662
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
3.37500000
N
N
N
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP 144A 2.937000% 11/01/2056
20030NDT5
2000000.00000000
PA
USD
1491537.20000000
0.065878187428
Long
DBT
CORP
US
N
2
2056-11-01
Fixed
2.93700000
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORPORATION
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOLOGIES CORP 3.030000% 03/15/2052
75513ECP4
990000.00000000
PA
USD
775276.53000000
0.034242399420
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.03000000
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
120267.68000000
0.005311980663
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.50000000
N
N
N
N
N
N
Akumin Inc.
N/A
AKUMIN INC 144A 7.000000% 11/01/2025
01021FAA7
4220000.00000000
PA
USD
3444828.20000000
0.152151108145
Long
DBT
NUSS
US
N
2
2025-11-01
Fixed
7.00000000
N
N
N
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP 144A 2.987000% 11/01/2063
20030NDV0
3220000.00000000
PA
USD
2327074.97000000
0.102782204181
Long
DBT
CORP
US
N
2
2063-11-01
Fixed
2.98700000
N
N
N
N
N
N
ANTERO MIDSTREAM PARTNERS LP
529900HFO1BDEIT4QU11
ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FI 7.875000% 05/15/2026
03690EAA6
323000.00000000
PA
USD
341688.78000000
0.015091703707
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
6503000.00000000
PA
USD
5868957.50000000
0.259220006177
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.87500000
N
N
N
N
N
N
SYNIVERSE 5/22
N/A
SYNIVERSE 5/22 5/10/2029
N/A
2660000.00000000
PA
USD
2380700.00000000
0.105150713513
Long
LON
US
N
2
2029-05-10
Floating
6.99999840
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
456174.44000000
0.020148304218
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
1272000.00000000
PA
USD
1190910.00000000
0.052600090826
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
6.25000000
N
N
N
N
N
N
ALLIANT HOLDINGS INTERMEDIATE, LLC
5493006Q26653NF8SI73
ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDIN 6.750000% 10/15/2027
01883LAA1
1686000.00000000
PA
USD
1627327.20000000
0.071875757634
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
6.75000000
N
N
N
N
N
N
DISH DBS Corporation
N/A
DISH DBS CORP 5.875000% 07/15/2022
25470XAJ4
55000.00000000
PA
USD
55007.13000000
0.002429553899
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
389323.52000000
0.017195634021
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
2975.00000000
0.000131399744
Long
EP
US
N
1
N
N
N
UNITED AIRLINES, INC.
K1OQBWM7XEOO08LDNP29
UNITED AIRLINES INC 144A 4.625000% 04/15/2029
90932LAH0
2255000.00000000
PA
USD
2115641.00000000
0.093443592510
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
590625.00000000
0.026086714062
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
HILCORP ENERGY I, L.P.
549300ITPIHLG0LHEC09
HILCORP ENERGY I LP / HILCORP FINANCE CO 144A 5.750000% 02/01/2029
431318AU8
1055000.00000000
PA
USD
1033594.05000000
0.045651762860
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.75000000
N
N
N
N
N
N
CAESARS ENTERTAINMENT, INC.
549300FA4CTCW903Y781
CAESARS ENTERTAINMENT INC 144A 8.125000% 07/01/2027
28470RAK8
725000.00000000
PA
USD
737470.00000000
0.032572561303
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
1915000.00000000
PA
USD
1908584.75000000
0.084298335894
Long
DBT
NUSS
US
N
2
2027-05-15
Fixed
8.50000000
N
N
N
N
N
N
BOMBARDIER INC.
W7L3VLU8EHQY34Z36697
BOMBARDIER INC 144A 7.500000% 03/15/2025
097751BM2
733000.00000000
PA
USD
704208.27000000
0.031103457828
Long
DBT
NUSS
CA
N
2
2025-03-15
Fixed
7.50000000
N
N
N
N
N
N
APPLE INC.
HWUPKR0MPOU8FGXBT394
APPLE INC 2.375000% 02/08/2041
037833EE6
705000.00000000
PA
USD
557680.94000000
0.024631641430
Long
DBT
CORP
US
N
2
2041-02-08
Fixed
2.37500000
N
N
N
N
N
N
VIASAT, INC.
UFC8NYMNFSYIHNSM2I38
VIASAT INC 144A 5.625000% 04/15/2027
92552VAL4
1250000.00000000
PA
USD
1203875.00000000
0.053172728706
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.62500000
N
N
N
N
N
N
TUTOR PERINI CORPORATION
549300FHXYVPW8LJ6D98
TUTOR PERINI CORP 144A 6.875000% 05/01/2025
901109AF5
10721000.00000000
PA
USD
9970530.00000000
0.440378184403
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.87500000
N
N
N
N
N
N
MADISON IAQ LLC
549300IXDNBXNHUPBU73
MADISON IAQ LLC 144A 4.125000% 06/30/2028
55760LAA5
290000.00000000
PA
USD
266075.00000000
0.011751995672
Long
DBT
CORP
US
N
2
2028-06-30
Fixed
4.12500000
N
N
N
N
N
N
THE GAP, INC.
T2ZG1WRWZ4BUCMQL9224
GAP INC/THE 144A 3.625000% 10/01/2029
364760AP3
385000.00000000
PA
USD
282012.50000000
0.012455922877
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.62500000
N
N
N
N
N
N
IRB HOLDING CORP.
N/A
IRB HOLDING CORP. 2/5/2025
44988LAF4
2140464.09000000
PA
USD
2048595.37000000
0.090482322365
Long
LON
US
N
2
2025-02-05
Floating
3.75599880
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
4052120.00000000
0.178973961121
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
3076625.00000000
0.135888316026
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.60000000
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
1933351.20000000
0.085392219999
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.50000000
N
N
N
N
N
N
Energizer Holdings, Inc.
5493000D6NN0V57UME20
ENERGIZER HOLDINGS INC 144A 6.500000% 12/31/2027
29272WAF6
237000.00000000
PA
USD
223690.08000000
0.009879939311
Long
DBT
CORP
US
N
2
2027-12-31
Fixed
6.50000000
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
202981.39000000
0.008965278274
Long
DBT
NUSS
US
N
2
2028-05-15
Fixed
6.12500000
N
N
N
N
N
N
VICI PROPERTIES L.P.
254900X4QE7SGKQLLN38
VICI PROPERTIES LP / VICI NOTE CO INC 144A 5.750000% 02/01/2027
92564RAJ4
357000.00000000
PA
USD
355843.32000000
0.015716881168
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
5.75000000
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
175147.50000000
0.007735911536
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
7542000.00000000
PA
USD
7067193.39000000
0.312143666777
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
2340383.10000000
0.103369997421
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
2665000.00000000
PA
USD
2442339.25000000
0.107873194766
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
786592.74000000
0.034742213574
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
2230000.00000000
PA
USD
1828600.00000000
0.080765570937
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
357000.00000000
PA
USD
363876.77000000
0.016071702439
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
4470000.00000000
PA
USD
3821850.00000000
0.168803400026
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
7060000.00000000
PA
USD
6001000.00000000
0.265052056872
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
516100.00000000
PA
USD
486641.01000000
0.021493951117
Long
LON
US
N
2
2028-04-10
Floating
4.01370840
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
AIR CANADA 4.000000% 07/01/2025
008911BF5
400000.00000000
PA
USD
540381.30000000
0.023867551251
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
1525000.00000000
PA
USD
1253058.19000000
0.055345050931
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
720000.00000000
PA
USD
463485.60000000
0.020471223397
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
1074800.35000000
0.047471761955
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
55204.80000000
0.002438284584
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
1946880.00000000
0.085989759787
Long
ABS-CBDO
CORP
KY
N
3
2033-04-17
Floating
9.64428840
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
63968.40000000
0.002825355106
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
433000.00000000
PA
USD
400542.32000000
0.017691145772
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
750000.00000000
PA
USD
712500.00000000
0.031469686805
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
3998590.00000000
0.176609649073
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
223200.00000000
0.009858293466
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
274694.64000000
0.012132707772
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.37500000
N
N
N
N
N
N
MPH ACQUISITION HOLDINGS LLC
N/A
MPH ACQUISITION HOLDINGS LLC 9/1/2028
55328HAK7
1374095.00000000
PA
USD
1295084.54000000
0.057201269980
Long
LON
US
N
2
2028-09-01
Floating
4.75786080
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
238995.00000000
0.010555926734
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
528000.00000000
0.023320694222
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
3746000.00000000
PA
USD
3586795.00000000
0.158421495138
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
5.87500000
N
N
N
N
N
N
N/A
N/A
SYNIVERSE PREFERRED STOCK RESTRICTED *
N/A
3831000.00000000
NS
USD
3754380.00000000
0.165823386315
Long
EP
US
N
2
N
N
N
B&M CLO LTD
N/A
B&M CLO 2014-1 LTD BANDM 2014-1A E
05509TAC5
2664948.65000000
PA
USD
2091984.69000000
0.092398741048
Long
ABS-CBDO
CORP
KY
N
3
2026-04-16
Floating
6.79429080
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
444088.96000000
0.019614512961
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
4637000.00000000
PA
USD
3973445.30000000
0.175499058429
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
2914471.00000000
0.128726301157
Long
DBT
NUSS
US
N
2
2025-12-15
Fixed
9.00000000
N
N
N
N
N
N
VIRTUSA CORPORATION
C77OMXDER63WLJCSKT03
VIRTUSA CORP 144A 7.125000% 12/15/2028
92837TAA0
2365000.00000000
PA
USD
1986600.00000000
0.087744112011
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
5650208.00000000
PA
USD
4463664.32000000
0.197151043026
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
1375000.00000000
PA
USD
1113750.00000000
0.049192089375
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
148255.00000000
0.006548124094
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
402196.25000000
0.017764196522
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.50000000
N
N
N
N
N
N
GRAHAM PACKAGING 2/21 COV-LITE
N/A
GRAHAM PACKAGING 2/21 COV-LITE 8/4/2027
38469EAD5
537304.88000000
PA
USD
508795.48000000
0.022472469338
Long
LON
US
N
2
2027-08-04
Floating
3.76371000
N
N
N
N
N
N
STARBUCKS CORPORATION
OQSJ1DU9TAOC51A47K68
STARBUCKS CORP 3.550000% 08/15/2029
855244AT6
887000.00000000
PA
USD
850507.37000000
0.037565193768
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.55000000
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
418646.00000000
0.018490748775
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
495000.00000000
0.021863150833
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
1950000.00000000
PA
USD
2033382.00000000
0.089810378521
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
440670.00000000
PA
USD
417349.74000000
0.018433495587
Long
LON
US
N
2
2028-06-21
Floating
4.52442960
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
230667.48000000
0.010188116985
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
3162000.00000000
PA
USD
3071029.26000000
0.135641163485
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
3016300.00000000
0.133223882543
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 CORP 144A 8.000000% 05/17/2026
402635AR7
3562209.00000000
PA
USD
3680224.98000000
0.162548108765
Long
DBT
CORP
US
N
2
2026-05-17
Fixed
8.00000000
N
N
N
N
N
N
Smyrna Ready Mix Concrete, LLC
549300S7RFWHQFOIOY93
SRM ESCROW ISSUER LLC 144A 6.000000% 11/01/2028
85236FAA1
1370000.00000000
PA
USD
1279086.80000000
0.056494682095
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
6.00000000
N
N
N
N
N
N
W. R. GRACE HOLDINGS LLC
N/A
WR GRACE HOLDINGS LLC 144A 4.875000% 06/15/2027
92943GAD3
390000.00000000
PA
USD
364560.30000000
0.016101892579
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
4.87500000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYSTEMS, INC.
5493007X5NC5XI1BB106
CHS/COMMUNITY HEALTH SYSTEMS INC 144A 6.000000% 01/15/2029
12543DBH2
490000.00000000
PA
USD
444008.60000000
0.019610963622
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
N/A
N/A
LIBERTY INTERACTIVE LLC 3.750000% 02/15/2030
530715AL5
3723562.56000000
PA
USD
2541331.45000000
0.112245480422
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
9986000.00000000
PA
USD
9427682.74000000
0.416401716676
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
215970.00000000
0.009538958960
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.75000000
N
N
N
N
N
N
2022-05-31
SEI INSTITUTIONAL INVESTMENTS TRUST
Peter Rodriguez
Peter Rodriguez
CFO