0001145549-23-039640.txt : 20230628
0001145549-23-039640.hdr.sgml : 20230628
20230628110251
ACCESSION NUMBER: 0001145549-23-039640
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230428
FILED AS OF DATE: 20230628
DATE AS OF CHANGE: 20230628
PERIOD START: 20231031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: CALAMOS STRATEGIC TOTAL RETURN FUND
CENTRAL INDEX KEY: 0001275214
IRS NUMBER: 043785941
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-21484
FILM NUMBER: 231050160
BUSINESS ADDRESS:
STREET 1: 2020 CALAMOS COURT
STREET 2: C/O CALAMOS ADVISORS LLC
CITY: NAPERVILLE
STATE: IL
ZIP: 60653
BUSINESS PHONE: 6302451046
MAIL ADDRESS:
STREET 1: 2020 CALAMOS COURT
STREET 2: C/O CALAMOS ADVISORS LLC
CITY: NAPERVILLE
STATE: IL
ZIP: 60653
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001275214
XXXXXXXX
Calamos Strategic Total Return Fund
811-21484
0001275214
54930048NQ2YBS3TXW78
2020 Calamos Court
Naperville
60563
6302457200
Calamos Strategic Total Return Fund
54930048NQ2YBS3TXW78
2023-10-31
2023-04-28
N
3388763742.610000000000
1130851858.030000000000
2257911884.580000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
800500000.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
323500000.000000000000
174763370.290000000000
EUR
USD
N
COMMSCOPE TECH LLC
M4TWC4QDOKW45N7T6Y12
COMMSCOPE TECH LLC COMPANY GUAR 144A 06/25 6
20337YAA5
1201000.0000000000
PA
USD
1130165.0200000000
0.0500535485
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
6.0000
N
N
N
N
N
TJX COS INC/THE
V167QI9I69W364E2DY52
TJX COMPANIES INC COMMON STOCK USD1.0
872540109
71950.0000000000
NS
USD
5671099.0000000000
0.2511656473
Long
EC
CORP
US
N
1
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE + CO COMMON STOCK USD1.0
46625H100
212020.0000000000
NS
USD
29309644.8000000000
1.2980862982
Long
EC
CORP
US
N
1
N
N
STARWOOD PROPERTY TRUST INC
BUGSFQZERKRBFWIG5267
STARWOOD PROPERTY TRUST INC REIT USD.01
85571B105
157631.0000000000
NS
USD
2820018.5900000000
0.1248949797
Long
EC
CORP
US
N
1
N
N
CREDIT ACCEPTANC
N/A
CREDIT ACCEPTANC COMPANY GUAR 03/26 6.625
225310AM3
1500000.0000000000
PA
USD
1443495.0000000000
0.0639305285
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.6250
N
N
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
ALPHABET INC CL A COMMON STOCK USD.001
02079K305
661840.0000000000
NS
USD
71041905.6000000000
3.1463542083
Long
EC
CORP
US
N
1
N
N
WELLS FARGO & CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO + CO COMMON STOCK USD1.666
949746101
411130.0000000000
NS
USD
16342417.5000000000
0.7237845556
Long
EC
CORP
US
N
1
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PAYPAL HOLDINGS INC COMMON STOCK
70450Y103
115050.0000000000
NS
USD
8743800.0000000000
0.3872516044
Long
EC
CORP
US
N
1
N
N
CEDAR FAIR LP
549300TUVLNQQ6BVKH61
CEDAR FAIR LP COMPANY GUAR 07/29 5.25
150190AE6
900000.0000000000
PA
USD
837666.0000000000
0.0370991448
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.2500
N
N
N
N
N
CASTLELAKE AVIATION FIN
N/A
CASTLELAKE AVIATION FIN SR UNSECURED 144A 04/27 5
14856HAA6
1040000.0000000000
PA
USD
924851.2000000000
0.0409604647
Long
DBT
CORP
IE
Y
2
2027-04-15
Fixed
5.0000
N
N
N
N
N
DANAHER CORP
S4BKK9OTCEWQ3YHPFM11
DANAHER CORP COMMON STOCK USD.01
235851102
34265.0000000000
NS
USD
8117721.1500000000
0.3595233811
Long
EC
CORP
US
N
1
N
N
CALLON PETROLEUM CO
549300EFOWPEB0WLZW21
CALLON PETROLEUM CO COMPANY GUAR 144A 06/30 7.5
13123XBF8
1670000.0000000000
PA
USD
1591125.9000000000
0.0704689103
Long
DBT
CORP
US
Y
2
2030-06-15
Fixed
7.5000
N
N
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
NVIDIA CORP COMMON STOCK USD.001
67066G104
204580.0000000000
NS
USD
56768904.2000000000
2.5142214179
Long
EC
CORP
US
N
1
N
N
EXXON MOBIL CORP
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP COMMON STOCK
30231G102
355670.0000000000
NS
USD
42089987.8000000000
1.8641111767
Long
EC
CORP
US
N
1
N
N
ABERCROMBIE & FITCH MANA
5493003QMCFDA98NPT74
ABERCROMBIE + FITCH MANA SR SECURED 144A 07/25 8.75
003000AA4
1435000.0000000000
PA
USD
1460758.2500000000
0.0646950955
Long
DBT
CORP
US
Y
2
2025-07-15
Fixed
8.7500
N
N
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
NEWELL BRANDS INC SR UNSECURED 09/29 6.625
651229BD7
148000.0000000000
PA
USD
146512.6000000000
0.0064888538
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
6.6250
N
N
N
N
N
GREAT LAKES DREDGE&DOCK
549300H65E3MZ1CX0P05
GREAT LAKES DREDGE+DOCK COMPANY GUAR 144A 06/29 5.25
390607AF6
1303000.0000000000
PA
USD
1026646.7300000000
0.0454688572
Long
DBT
CORP
US
Y
2
2029-06-01
Fixed
5.2500
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
CAESARS ENTERTAIN INC SR UNSECURED 144A 10/29 4.625
12769GAA8
728000.0000000000
PA
USD
639358.7200000000
0.0283163716
Long
DBT
CORP
US
Y
2
2029-10-15
Fixed
4.6250
N
N
N
N
N
ELI LILLY & CO
FRDRIPF3EKNDJ2CQJL29
ELI LILLY + CO COMMON STOCK
532457108
91270.0000000000
NS
USD
36130142.2000000000
1.6001573156
Long
EC
CORP
US
N
1
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO COMMON STOCK USD.2
N/A
59230.0000000000
NS
USD
9556168.2000000000
0.4232303424
Long
EC
CORP
US
N
1
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP COMMON STOCK USD.00000625
594918104
574150.0000000000
NS
USD
176413329.0000000000
7.8131184040
Long
EC
CORP
US
N
1
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC COMMON STOCK USD.00001
N/A
1106065.0000000000
NS
USD
187677109.2000000000
8.3119766755
Long
EC
CORP
US
N
1
N
N
ZI TECH LLC/ZI FIN CORP
N/A
ZI TECH LLC/ZI FIN CORP COMPANY GUAR 144A 02/29 3.875
98981BAA0
1355000.0000000000
PA
USD
1170584.5000000000
0.0518436750
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
3.8750
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
AMAZON.COM INC COMMON STOCK USD.01
N/A
652300.0000000000
NS
USD
68785035.0000000000
3.0464003254
Long
EC
CORP
US
N
1
N
N
AMERICAN AIRLINES GROUP
IWUQB36BXD6OWD6X4T14
AMERICAN AIRLINES GROUP COMPANY GUAR 144A 03/25 3.75
02376RAE2
295000.0000000000
PA
USD
278353.1500000000
0.0123279014
Long
DBT
CORP
US
Y
2
2025-03-01
Fixed
3.7500
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
COCA COLA CO/THE COMMON STOCK USD.25
191216100
459960.0000000000
NS
USD
29506434.0000000000
1.3068018376
Long
EC
CORP
US
N
1
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
US TREASURY N/B 05/24 2.5
91282CER8
30400000.0000000000
PA
USD
29672656.2900000000
1.3141636081
Long
DBT
UST
US
N
2
2024-05-31
Fixed
2.5000
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
STATE STREET CORP JR SUBORDINA 12/99 VAR
857477BA0
503000.0000000000
PA
USD
464113.0700000000
0.0205549682
Long
DBT
CORP
US
N
2
2063-04-28
Variable
5.6250
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP COMMON STOCK USD.01
N/A
663370.0000000000
NS
USD
19423473.6000000000
0.8602405494
Long
EC
CORP
US
N
1
N
N
CHEVRON CORP
N/A
CHEVRON CORP COMMON STOCK USD.75
166764100
128625.0000000000
NS
USD
21683602.5000000000
0.9603387381
Long
EC
CORP
US
N
1
N
N
CONSTELLIUM SE
724500KRJEMC79KAAU28
CONSTELLIUM SE COMPANY GUAR 144A 04/29 3.75
21039CAB0
1375000.0000000000
PA
USD
1190942.5000000000
0.0527453046
Long
DBT
CORP
FR
Y
2
2029-04-15
Fixed
3.7500
N
N
N
N
N
UNITED NATURAL FOODS INC
549300GKGW6WPZ282D40
UNITED NATURAL FOODS INC COMPANY GUAR 144A 10/28 6.75
911163AA1
715000.0000000000
PA
USD
678956.8500000000
0.0300701216
Long
DBT
CORP
US
Y
2
2028-10-15
Fixed
6.7500
N
N
N
N
N
ADVANCED MICRO DEVICES INC
R2I72C950HOYXII45366
ADVANCED MICRO DEVICES COMMON STOCK USD.01
N/A
44250.0000000000
NS
USD
3954622.5000000000
0.1751451209
Long
EC
CORP
US
N
1
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
JOHNSON + JOHNSON COMMON STOCK USD1.0
478160104
251335.0000000000
NS
USD
41143539.5000000000
1.8221942043
Long
EC
CORP
US
N
1
N
N
SINCLAIR TELEVISION GROU
549300CQGEN0CH65UD62
SINCLAIR TELEVISION GROU COMPANY GUAR 144A 03/30 5.5
829259AY6
600000.0000000000
PA
USD
464334.0000000000
0.0205647529
Long
DBT
CORP
US
Y
2
2030-03-01
Fixed
5.5000
N
N
N
N
N
SONIC AUTOMOTIVE INC
549300NTLRGJ2JCBZU03
SONIC AUTOMOTIVE INC COMPANY GUAR 144A 11/29 4.625
83545GBD3
1348000.0000000000
PA
USD
1133775.8400000000
0.0502134670
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
4.6250
N
N
N
N
N
AMERICAN INTERNATIONAL GROUP INC
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNATIONAL GROUP COMMON STOCK USD2.5
N/A
346890.0000000000
NS
USD
18399045.6000000000
0.8148699569
Long
EC
CORP
US
N
1
N
N
DEXCOM INC
549300YSK3QDSFR5EU59
DEXCOM INC SR UNSECURED 11/25 0.25
N/A
16530000.0000000000
PA
USD
18028940.4000000000
0.7984784758
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
0.2500
N
N
N
N
Y
DEXCOM INC
DEXCOM INC
USD
XXXX
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY COMMON STOCK USD.01
617446448
247340.0000000000
NS
USD
22253179.8000000000
0.9855645808
Long
EC
CORP
US
N
1
N
N
OWENS-BROCKWAY
V2UQUCDZJ9WY98W8QU33
OWENS BROCKWAY COMPANY GUAR 144A 05/27 6.625
69073TAT0
1787000.0000000000
PA
USD
1795845.6500000000
0.0795356835
Long
DBT
CORP
US
Y
2
2027-05-13
Fixed
6.6250
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP COMPANY GUAR 144A 03/26 7.625
143658BL5
596000.0000000000
PA
USD
548105.4400000000
0.0242748817
Long
DBT
CORP
PA
Y
2
2026-03-01
Fixed
7.6250
N
N
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
NEWELL BRANDS INC SR UNSECURED 09/27 6.375
651229BC9
300000.0000000000
PA
USD
295500.0000000000
0.0130873132
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
6.3750
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC COMMON STOCK USD.01
172967424
231670.0000000000
NS
USD
10904706.9000000000
0.4829553790
Long
EC
CORP
US
N
1
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
MCDONALD S CORP COMMON STOCK USD.01
580135101
62500.0000000000
NS
USD
18484375.0000000000
0.8186490857
Long
EC
CORP
US
N
1
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CO JR SUBORDINA 12/99 VAR
14040HCF0
323000.0000000000
PA
USD
236513.5200000000
0.0104748782
Long
DBT
CORP
US
N
2
2063-04-28
Variable
3.9500
N
N
N
N
N
BILL HOLDINGS INC
549300IBF9VZZIGOZW63
BILL HOLDINGS INC SR UNSECURED 04/27 0.00000
N/A
7838000.0000000000
PA
USD
6209498.7400000000
0.2750106761
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.0000
N
N
N
N
N
BILL HOLDINGS INC
BILL HOLDINGS INC
USD
XXXX
N
N
DISCOVER FINANCIAL SERVICES
Z1YLO2USPORE63VVUL20
DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01
254709108
55815.0000000000
NS
USD
5775178.0500000000
0.2557751739
Long
EC
CORP
US
N
1
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
BANK OF NY MELLON CORP JR SUBORDINA 12/99 VAR
064058AH3
763000.0000000000
PA
USD
742933.1000000000
0.0329035471
Long
DBT
CORP
US
N
2
2063-04-28
Variable
4.7000
N
N
N
N
N
PHILIP MORRIS INTERNATIONAL INC
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTERNATIONAL COMMON STOCK
718172109
179035.0000000000
NS
USD
17898128.9500000000
0.7926850057
Long
EC
CORP
US
N
1
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
TEVA PHARMACEUTICALS NE COMPANY GUAR 09/31 8.125
88167AAR2
200000.0000000000
PA
USD
211392.0000000000
0.0093622785
Long
DBT
CORP
NL
N
2
2031-09-15
Fixed
8.1250
N
N
N
N
N
FIRST CITIZENS BANCSHARE
549300N3Z00ZHE2XC526
FIRST CITIZENS BANCSHARE PREFERRED STOCK 5.625
31959X202
1201.0000000000
NS
USD
25677.3800000000
0.0011372180
Long
EP
CORP
US
N
1
N
N
BANK OF NEW YORK MELLON CORP/THE
WFLLPEPC7FZXENRZV188
BANK OF NEW YORK MELLON CORP COMMON STOCK USD.01
N/A
71870.0000000000
NS
USD
3060943.3000000000
0.1355652238
Long
EC
CORP
US
N
1
N
N
MPH ACQUISITION HOLDINGS
5493002WXOPRPTXWTU06
MPH ACQUISITION HOLDINGS COMPANY GUAR 144A 11/28 5.75
553283AC6
1300000.0000000000
PA
USD
820625.0000000000
0.0363444209
Long
DBT
CORP
US
Y
2
2028-11-01
Fixed
5.7500
N
N
N
N
N
PROCTER & GAMBLE CO/THE
2572IBTT8CCZW6AU4141
PROCTER + GAMBLE CO/THE COMMON STOCK
742718109
203745.0000000000
NS
USD
31861643.1000000000
1.4111110056
Long
EC
CORP
US
N
1
N
N
HONEYWELL INTERNATIONAL INC
ISRPG12PN4EIEOEMW547
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1.0
438516106
104790.0000000000
NS
USD
20941233.6000000000
0.9274601787
Long
EC
CORP
US
N
1
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
META PLATFORMS INC CLASS A COMMON STOCK USD.000006
30303M102
146450.0000000000
NS
USD
35194864.0000000000
1.5587350525
Long
EC
CORP
US
N
1
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES JR SUBORDINA 12/99 VAR
693475BD6
440000.0000000000
PA
USD
408421.2000000000
0.0180884472
Long
DBT
CORP
US
N
2
2063-04-28
Variable
6.0000
N
N
N
N
N
QBE INSURANCE GROUP LTD
549300D2FBW76FPUSG65
QBE INSURANCE GROUP LTD JR SUBORDINA 144A 12/99 VAR
74728GAE0
280000.0000000000
PA
USD
265722.8000000000
0.0117685195
Long
DBT
CORP
AU
Y
2
2063-04-28
Variable
5.8750
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX CORP COMMON STOCK USD1.0
126408103
777890.0000000000
NS
USD
23834549.6000000000
1.0556014060
Long
EC
CORP
US
N
1
N
N
HUB INTERNATIONAL LTD
549300JQT6ATTUNS5E06
HUB INTERNATIONAL LTD SR UNSECURED 144A 12/29 5.625
44332PAG6
1785000.0000000000
PA
USD
1599663.4500000000
0.0708470273
Long
DBT
CORP
US
Y
2
2029-12-01
Fixed
5.6250
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC COMMON STOCK USD.01
91324P102
90407.0000000000
NS
USD
44488380.6300000000
1.9703328962
Long
EC
CORP
US
N
1
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES JR SUBORDINA 12/99 VAR
693475BF1
140000.0000000000
PA
USD
132449.8000000000
0.0058660305
Long
DBT
CORP
US
N
2
2063-04-28
Variable
6.2000
N
N
N
N
N
FIDELITY NATIONAL INFORMATION SERVICES INC
6WQI0GK1PRFVBA061U48
FIDELITY NATIONAL INFO SERV COMMON STOCK USD.01
31620M106
58910.0000000000
NS
USD
3459195.2000000000
0.1532032859
Long
EC
CORP
US
N
1
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC COMMON STOCK USD.017
713448108
112795.0000000000
NS
USD
21531437.5500000000
0.9535995491
Long
EC
CORP
US
N
1
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE + CO JR SUBORDINA 12/99 VAR
48128BAN1
1100000.0000000000
PA
USD
970607.0000000000
0.0429869299
Long
DBT
CORP
US
N
2
2063-04-28
Variable
3.6500
N
N
N
N
N
GOODYEAR TIRE & RUBBER
5493002BI0S2ZQUY3437
GOODYEAR TIRE + RUBBER COMPANY GUAR 07/29 5
382550BN0
1496000.0000000000
PA
USD
1328747.2000000000
0.0588484967
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.0000
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
UBER TECHNOLOGIES INC SR UNSECURED 12/25 0.00000
N/A
14800000.0000000000
PA
USD
12921880.0000000000
0.5722933693
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0.0000
N
N
N
N
Y
UBER TECHNOLOGIES INC
UBER TECHNOLOGIES INC
USD
XXXX
N
N
CISCO SYSTEMS INC
549300LKFJ962MZ46593
CISCO SYSTEMS INC COMMON STOCK USD.001
17275R102
247515.0000000000
NS
USD
11695083.7500000000
0.5179601485
Long
EC
CORP
US
N
1
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
MEDLINE BORROWER LP SR UNSECURED 144A 10/29 5.25
62482BAB8
1484000.0000000000
PA
USD
1285262.7200000000
0.0569226252
Long
DBT
CORP
US
Y
2
2029-10-01
Fixed
5.2500
N
N
N
N
N
SCRIPPS ESCROW II INC SR UNSECURED 144A 01/31 5.375
N/A
SCRIPPS ESCROW II INC SR UNSECURED 144A 01/31 5.375
81105DAB1
295000.0000000000
PA
USD
205768.4000000000
0.0091132166
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
5.3750000000
N
N
N
N
N
LIFE TIME INC
549300PALKE96VYH4X17
LIFE TIME INC COMPANY GUAR 144A 04/26 8
53190FAC9
1159000.0000000000
PA
USD
1154340.8200000000
0.0511242634
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
8.0000
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
US TREASURY N/B 03/24 2.25
91282CEG2
36945000.0000000000
PA
USD
36094976.4600000000
1.5985998704
Long
DBT
UST
US
N
2
2024-03-31
Fixed
2.2500
N
N
N
N
N
GEN DIGITAL INC
YF6ZV0M6AU4FY94MK914
GEN DIGITAL INC COMPANY GUAR 144A 09/30 7.125
668771AL2
625000.0000000000
PA
USD
628768.7500000000
0.0278473555
Long
DBT
CORP
US
Y
2
2030-09-30
Fixed
7.1250
N
N
N
N
N
HUNTINGTON BANCSHARES INC/OH
549300XTVCVV9I7B5T19
HUNTINGTON BANCSHARES INC COMMON STOCK USD.01
446150104
447110.0000000000
NS
USD
5007632.0000000000
0.2217815511
Long
EC
CORP
US
N
1
N
N
CUMULUS MEDIA INC
N/A
CUMULUS MEDIA INC CL A COMMON STOCK USD.01
231082801
8434.0000000000
NS
USD
29645.5100000000
0.0013129613
Long
EC
CORP
US
N
1
N
N
AT&T INC
549300Z40J86GGSTL398
AT+T INC PREFERRED STOCK 4.75
00206R706
8482.0000000000
NS
USD
177104.1600000000
0.0078437144
Long
EP
CORP
US
N
1
N
N
NOKIA OYJ
549300A0JPRWG1KI7U06
NOKIA CORP SPON ADR ADR NPV
654902204
1520000.0000000000
NS
USD
6368800.0000000000
0.2820659231
Long
EC
CORP
FI
N
1
N
N
BLACKROCK INC
549300LRIF3NWCU26A80
BLACKROCK INC COMMON STOCK USD.01
09247X101
10715.0000000000
NS
USD
7191908.0000000000
0.3185203129
Long
EC
CORP
US
N
1
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES CORP/THE PREFERRED STOCK 02/24 6.875
N/A
209525.0000000000
NS
USD
18859345.2500000000
0.8352560336
Long
EP
CORP
US
N
1
N
N
MATCH GROUP HLD II LLC
5493003RFFE030RC9167
MATCH GROUP HLD II LLC SR UNSECURED 144A 10/31 3.625
57667JAA0
596000.0000000000
PA
USD
487039.2800000000
0.0215703404
Long
DBT
CORP
US
Y
2
2031-10-01
Fixed
3.6250
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
STARBUCKS CORP COMMON STOCK USD.001
855244109
107325.0000000000
NS
USD
12266174.2500000000
0.5432530088
Long
EC
CORP
US
N
1
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
DELTA AIR LINES INC SR UNSECURED 01/26 7.375
247361ZZ4
297000.0000000000
PA
USD
313254.8100000000
0.0138736508
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.3750
N
N
N
N
N
CONSOLIDATED COMMUNICATI
549300WW675Y48HDVX34
CONSOLIDATED COMMUNICATI SR SECURED 144A 10/28 6.5
20903XAF0
1815000.0000000000
PA
USD
1417224.6000000000
0.0627670464
Long
DBT
CORP
US
Y
2
2028-10-01
Fixed
6.5000
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
GENERAL MOTORS FINL CO JR SUBORDINA 12/99 VAR
37045XDB9
185000.0000000000
PA
USD
163956.2500000000
0.0072614105
Long
DBT
CORP
US
N
2
2063-04-28
Variable
5.7000
N
N
N
N
N
VITAL ENERGY INC
549300X0PTWU2QSLSL14
VITAL ENERGY INC COMPANY GUAR 01/28 10.125
516806AG1
685000.0000000000
PA
USD
688144.1500000000
0.0304770153
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
10.1250
N
N
N
N
N
N
LD HOLDINGS GROUP LLC
N/A
LD HOLDINGS GROUP LLC COMPANY GUAR 144A 04/28 6.125
521088AC8
1680000.0000000000
PA
USD
929762.4000000000
0.0411779754
Long
DBT
CORP
US
Y
2
2028-04-01
Fixed
6.1250
N
N
N
N
N
N
LEVEL 3 FINANCING INC
N/A
LEVEL 3 FINANCING INC COMPANY GUAR 144A 09/27 4.625
527298BN2
600000.0000000000
PA
USD
370752.0000000000
0.0164201270
Long
DBT
CORP
US
Y
2
2027-09-15
Fixed
4.6250
N
N
N
N
N
N
LEVEL 3 FINANCING INC
N/A
LEVEL 3 FINANCING INC SR SECURED 144A 03/27 3.4
527298BP7
1997000.0000000000
PA
USD
1563930.5800000000
0.0692644647
Long
DBT
CORP
US
Y
2
2027-03-01
Fixed
3.4000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
LEVEL 3 FINANCING INC COMPANY GUAR 144A 07/28 4.25
527298BR3
1250000.0000000000
PA
USD
730250.0000000000
0.0323418290
Long
DBT
CORP
US
Y
2
2028-07-01
Fixed
4.2500
N
N
N
N
N
N
LIBERTY INTERACTIVE LLC
51M0QTTNCGUN7KFCFZ59
LIBERTY INTERACTIVE LLC SR UNSECURED 02/30 8.25
530715AJ0
1175000.0000000000
PA
USD
359714.5000000000
0.0159312904
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
8.2500
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 12/51 VAR
53079EBM5
420000.0000000000
PA
USD
339960.6000000000
0.0150564157
Long
DBT
CORP
US
Y
2
2051-12-15
Variable
4.1250
N
N
N
N
N
N
LIBERTY MEDIA CORP
549300ZKUTPIBZLWLL89
LIBERTY MEDIA CORP SR UNSECURED 144A 12/50 0.5
N/A
2680000.0000000000
PA
USD
2618788.8000000000
0.1159827723
Long
DBT
CORP
US
Y
2
2050-12-01
Fixed
0.5000
N
N
N
N
Y
LIBERTY MEDIA CORP
LIBERTY MEDIA CORP
USD
XXXX
N
N
N
LIBERTY MEDIA CORP
549300ZKUTPIBZLWLL89
LIBERTY MEDIA CORP SR UNSECURED 144A 08/27 2.25
N/A
8895000.0000000000
PA
USD
9468460.6500000000
0.4193458883
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
2.2500
N
N
N
N
N
LIBERTY MEDIA CORP
LIBERTY MEDIA CORP
USD
XXXX
N
N
N
LIBERTY MEDIA CORP
549300ZKUTPIBZLWLL89
LIBERTY MEDIA CORP SR UNSECURED 144A 03/28 3.75
N/A
7025000.0000000000
PA
USD
7134730.5000000000
0.3159879953
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
3.7500
N
N
N
N
Y
LIBERTY MEDIA CORP
LIBERTY MEDIA CORP
USD
XXXX
N
N
N
LIFE TIME INC
549300PALKE96VYH4X17
LIFE TIME INC SR SECURED 144A 01/26 5.75
53190FAA3
600000.0000000000
PA
USD
587886.0000000000
0.0260367114
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
5.7500
N
N
N
N
N
N
LIGADO NETWORKS LLC
N/A
LIGADO NETWORKS LLC SR SECURED 144A 11/23 15.5
53225HAA8
812658.0000000000
PA
USD
268672.8600000000
0.0118991738
Long
DBT
CORP
US
Y
2
2023-11-01
Fixed
15.5000
N
N
N
N
N
N
LINDBLAD EXPEDITIONS HO
549300GSPW24GZE6R597
LINDBLAD EXPEDITIONS HO SR SECURED 144A 05/28 9
535219AA7
450000.0000000000
PA
USD
451170.0000000000
0.0199817364
Long
DBT
CORP
US
Y
2
2028-05-15
Fixed
9.0000
N
N
N
N
N
N
LINDBLAD EXPEDITIONS LLC
549300MPUWOG67Y2R254
LINDBLAD EXPEDITIONS LLC SR SECURED 144A 02/27 6.75
53523LAA8
767000.0000000000
PA
USD
726594.4400000000
0.0321799289
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
6.7500
N
N
N
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
LIVE NATION ENTERTAINMEN SR UNSECURED 02/25 2
N/A
17095000.0000000000
PA
USD
16672069.7000000000
0.7383844256
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
2.0000
N
N
N
N
Y
LIVE NATION ENTERTAINMEN
LIVE NATION ENTERTAINMEN
USD
XXXX
N
N
N
M/I HOMES INC
5299005M71FH9CCSFB69
M/I HOMES INC COMPANY GUAR 02/30 3.95
55305BAV3
780000.0000000000
PA
USD
691431.0000000000
0.0306225856
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.9500
N
N
N
N
N
N
MPH ACQUISITION HOLDINGS
5493002WXOPRPTXWTU06
MPH ACQUISITION HOLDINGS SR SECURED 144A 09/28 5.5
553283AD4
595000.0000000000
PA
USD
455883.0500000000
0.0201904713
Long
DBT
CORP
US
Y
2
2028-09-01
Fixed
5.5000
N
N
N
N
N
N
MIWD HLDCO II/MIWD FIN
N/A
MIWD HLDCO II/MIWD FIN COMPANY GUAR 144A 02/30 5.5
55337PAA0
1341000.0000000000
PA
USD
1136631.6000000000
0.0503399450
Long
DBT
CORP
US
Y
2
2030-02-01
Fixed
5.5000
N
N
N
N
N
N
MACY'S RETAIL HLDGS LLC
549300JMONK27O4SQQ19
MACY S RETAIL HLDGS LLC COMPANY GUAR 02/43 4.3
55616XAJ6
600000.0000000000
PA
USD
365256.0000000000
0.0161767163
Long
DBT
CORP
US
N
2
2043-02-15
Fixed
4.3000
N
N
N
N
N
N
MACY'S RETAIL HLDGS LLC
N/A
MACY S RETAIL HLDGS LLC SR SECURED 144A 07/34 6.7
55617LAL6
1992000.0000000000
PA
USD
1643360.1600000000
0.0727822982
Long
DBT
CORP
US
Y
2
2034-07-15
Fixed
6.7000
N
N
N
N
N
N
MAGNOLIA OIL GAS/MAG FIN
N/A
MAGNOLIA OIL GAS/MAG FIN COMPANY GUAR 144A 08/26 6
559665AA2
1162000.0000000000
PA
USD
1130312.2600000000
0.0500600696
Long
DBT
CORP
US
Y
2
2026-08-01
Fixed
6.0000
N
N
N
N
N
N
MALLINCKRODT FIN/SB
N/A
MALLINCKRODT FIN/SB SECURED 144A 06/29 10
561233AK3
488014.0000000000
PA
USD
263088.3500000000
0.0116518431
Long
DBT
CORP
LU
Y
2
2029-06-15
Fixed
10.0000
N
N
N
N
N
N
MARKEL CORP
549300SCNO12JLWIK605
MARKEL CORP JR SUBORDINA 12/99 VAR
570535AW4
280000.0000000000
PA
USD
272468.0000000000
0.0120672557
Long
DBT
CORP
US
N
2
2063-04-28
Variable
6.0000
N
N
N
N
N
N
MARRIOTT VACATION WORLDW
549300WA6BT5H4F7IO94
MARRIOTT VACATION WORLDW COMPANY GUAR 01/26 0.00000
N/A
7670000.0000000000
PA
USD
7463446.9000000000
0.3305464199
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.0000
N
N
N
N
Y
MARRIOTT VACATION WORLDW
MARRIOTT VACATION WORLDW
USD
XXXX
N
N
N
MASTEC INC
549300TMDIT8WREDOF45
MASTEC INC COMPANY GUAR 144A 08/28 4.5
576323AP4
598000.0000000000
PA
USD
555123.4000000000
0.0245856981
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
4.5000
N
N
N
N
N
N
AMYNTA AGENCY BORROWER INC.
N/A
AMYNTA AGENCY BORROWER INC. 2023 TERM LOAN B
57810JAG3
915000.0000000000
PA
USD
892408.6500000000
0.0395236261
Long
LON
CORP
US
N
2
2028-02-28
Floating
10.8272
N
N
N
N
N
N
ACCO BRANDS CORP
JCT8P4Y190IH4I1NX328
ACCO BRANDS CORP COMPANY GUAR 144A 03/29 4.25
00081TAK4
1355000.0000000000
PA
USD
1143701.3000000000
0.0506530528
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
4.2500
N
N
N
N
N
N
AG ISSUER LLC
N/A
AG ISSUER LLC SR SECURED 144A 03/28 6.25
00119LAA9
1892000.0000000000
PA
USD
1766030.6400000000
0.0782152152
Long
DBT
CORP
US
Y
2
2028-03-01
Fixed
6.2500
N
N
N
N
N
N
API GROUP DE INC
549300XP4G7B4QYA0G83
API GROUP DE INC COMPANY GUAR 144A 10/29 4.75
00185PAA9
1415000.0000000000
PA
USD
1283277.6500000000
0.0568347090
Long
DBT
CORP
US
Y
2
2029-10-15
Fixed
4.7500
N
N
N
N
N
N
AP CORE HOLDINGS II LLC
549300PND8ZZ4RWYRZ56
AP CORE HOLDINGS II LLC HIGH YIELD TERM LOAN B2
00187GAD1
1075000.0000000000
PA
USD
1049914.8800000000
0.0464993735
Long
LON
CORP
US
N
2
2027-09-01
Floating
11.2382
N
N
N
N
N
N
ARD FINANCE SA
6354006P6QPGGPVJW880
ARD FINANCE SA SR SECURED 144A 06/27 6.5
00191AAD8
3100000.0000000000
PA
USD
2560786.0000000000
0.1134139032
Long
DBT
CORP
LU
Y
2
2027-06-30
Fixed
6.5000
N
N
N
N
N
N
MCLAREN FINANCE PLC
213800BKPDWMWX3GSG36
MCLAREN FINANCE PLC SR SECURED 144A 08/26 7.5
58175LAA8
1375000.0000000000
PA
USD
1133453.7500000000
0.0501992021
Long
DBT
CORP
GB
Y
2
2026-08-01
Fixed
7.5000
N
N
N
N
N
N
MERCER INTL INC
549300Z5IAG39VRTY874
MERCER INTL INC SR UNSECURED 02/29 5.125
588056BB6
1257000.0000000000
PA
USD
1052310.1200000000
0.0466054556
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.1250
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
METLIFE INC JR SUBORDINA 12/66 6.4
59156RAP3
2990000.0000000000
PA
USD
3003993.2000000000
0.1330429775
Long
DBT
CORP
US
N
2
2036-12-15
Fixed
6.4000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
METLIFE INC JR SUBORDINA 12/99 VAR
59156RCA4
225000.0000000000
PA
USD
209452.5000000000
0.0092763806
Long
DBT
CORP
US
N
2
2063-04-28
Variable
3.8500
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
AMERICAN AIRLINES/AADVAN SR SECURED 144A 04/26 5.5
00253XAA9
884000.0000000000
PA
USD
868901.2800000000
0.0384825150
Long
DBT
CORP
US
Y
2
2026-04-20
Fixed
5.5000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
AMERICAN AIRLINES/AADVAN SR SECURED 144A 04/29 5.75
00253XAB7
295000.0000000000
PA
USD
280798.7000000000
0.0124362116
Long
DBT
CORP
US
Y
2
2029-04-20
Fixed
5.7500
N
N
N
N
N
N
ACPRODUCTS INC.
N/A
ACPRODUCTS INC 2021 TERM LOAN B
00488YAB2
589500.0000000000
PA
USD
470394.4700000000
0.0208331633
Long
LON
CORP
US
N
2
2028-05-17
Floating
9.7304
N
N
N
N
N
N
ACRISURE LLC / FIN INC
N/A
ACRISURE LLC / FIN INC SR UNSECURED 144A 11/25 7
00489LAA1
1883000.0000000000
PA
USD
1800298.6400000000
0.0797329007
Long
DBT
CORP
US
Y
2
2025-11-15
Fixed
7.0000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
MICROCHIP TECHNOLOGY INC SR SUBORDINA 11/24 0.125
N/A
13000000.0000000000
PA
USD
13784940.0000000000
0.6105171816
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
0.1250
N
N
N
N
Y
MICROCHIP TECHNOLOGY INC
MICROCHIP TECHNOLOGY INC
USD
XXXX
N
N
N
MIDAS OPCO HOLDINGS LLC
N/A
MIDAS OPCO HOLDINGS LLC COMPANY GUAR 144A 08/29 5.625
59565JAA9
1045000.0000000000
PA
USD
908899.2000000000
0.0402539712
Long
DBT
CORP
US
Y
2
2029-08-15
Fixed
5.6250
N
N
N
N
N
N
MIDDLEBY CORP
JDFO86U9VQRBKW5KYA35
MIDDLEBY CORP SR UNSECURED 09/25 1
N/A
13805000.0000000000
PA
USD
16754990.4500000000
0.7420568785
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
1.0000
N
N
N
N
Y
MIDDLEBY CORP
MIDDLEBY CORP
USD
XXXX
N
N
N
MIDWEST GMNG BOR/MWG FIN
N/A
MIDWEST GMNG BOR/MWG FIN SR SECURED 144A 05/29 4.875
59833DAB6
1518000.0000000000
PA
USD
1364940.0600000000
0.0604514317
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
4.8750
N
N
N
N
N
N
ADIENT GLOBAL HOLDINGS
213800VA38VCKE6M8790
ADIENT GLOBAL HOLDINGS COMPANY GUAR 144A 04/31 8.25
00687YAC9
1200000.0000000000
PA
USD
1229184.0000000000
0.0544389712
Long
DBT
CORP
JE
Y
2
2031-04-15
Fixed
8.2500
N
N
N
N
N
N
AERCAP HOLDINGS NV
549300SZYINBBLJQU475
AERCAP HOLDINGS NV COMPANY GUAR 10/79 VAR
00774YAA7
1170000.0000000000
PA
USD
1093938.3000000000
0.0484491139
Long
DBT
CORP
NL
N
2
2079-10-10
Variable
5.8750
N
N
N
N
N
N
MILEAGE PLUS HOLDINGS LLC
N/A
MILEAGE PLUS HOLDINGS LLC 2020 TERM LOAN B
59921PAB2
1037000.0000000000
PA
USD
1080709.5500000000
0.0478632296
Long
LON
CORP
US
N
2
2027-06-20
Floating
10.2737
N
N
N
N
N
N
MOHEGAN TRIBAL GAMING AU
549300UB083Z2NRDHC48
MOHEGAN TRIBAL GAMING AU SECURED 144A 02/26 8
608328BH2
869000.0000000000
PA
USD
778502.3400000000
0.0344788628
Long
DBT
CORP
US
Y
2
2026-02-01
Fixed
8.0000
N
N
N
N
N
N
AETHON UN/AETHIN UN FIN
N/A
AETHON UN/AETHIN UN FIN SR UNSECURED 144A 02/26 8.25
00810GAC8
1789000.0000000000
PA
USD
1746260.7900000000
0.0773396341
Long
DBT
CORP
US
Y
2
2026-02-15
Fixed
8.2500
N
N
N
N
N
N
AIRBNB INC
549300HMUDNO0RY56D37
AIRBNB INC SR UNSECURED 03/26 0.00000
N/A
16415000.0000000000
PA
USD
14356066.5500000000
0.6358116385
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.0000
N
N
N
N
Y
AIRBNB INC
AIRBNB INC
USD
XXXX
N
N
N
AIR CANADA 2015-2B PTT
N/A
AIR CANADA 2015 2B PTT PASS THRU CE 144A 06/25 5
009088AC9
226166.0700000000
PA
USD
225616.4900000000
0.0099922628
Long
DBT
CORP
CA
Y
2
2023-12-15
Fixed
5.0000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
AIR LEASE CORP JR SUBORDINA 12/99 VAR
00912XBJ2
320000.0000000000
PA
USD
267020.8000000000
0.0118260062
Long
DBT
CORP
US
N
2
2063-04-28
Variable
4.6500
N
N
N
N
N
N
MOOG INC
549300WM2I4U7OBAHG07
MOOG INC COMPANY GUAR 144A 12/27 4.25
615394AM5
722000.0000000000
PA
USD
679546.4000000000
0.0300962320
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
4.2500
N
N
N
N
N
N
MORGAN STANLEY FIN LLC
5493003FCPSE9RKT4B56
MORGAN STANLEY FIN LLC 11/27 1
N/A
11275000.0000000000
PA
USD
12156705.0000000000
0.5384047572
Long
DBT
CORP
US
N
2
2027-11-23
Fixed
1.0000
N
N
N
N
N
N
MOSS CREEK RESOURCES HLD
54930037SLMSPWKYIX36
MOSS CREEK RESOURCES HLD COMPANY GUAR 144A 01/26 7.5
61965RAA3
540000.0000000000
PA
USD
507691.8000000000
0.0224850139
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
7.5000
N
N
N
N
N
N
MOSS CREEK RESOURCES HLD
54930037SLMSPWKYIX36
MOSS CREEK RESOURCES HLD COMPANY GUAR 144A 05/27 10.5
61965RAB1
600000.0000000000
PA
USD
585300.0000000000
0.0259221808
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
10.5000
N
N
N
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
MEDLINE BORROWER LP SR SECURED 144A 04/29 3.875
62482BAA0
1480000.0000000000
PA
USD
1296065.6000000000
0.0574010708
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
3.8750
N
N
N
N
N
N
MUNICH RE
529900MUF4C20K50JS49
MUNICH RE SUBORDINATED 144A 05/42 VAR
62582PAA8
200000.0000000000
PA
USD
201660.0000000000
0.0089312608
Long
DBT
CORP
DE
Y
2
2042-05-23
Variable
5.8750
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR CORP COMPANY GUAR 144A 04/29 5.125
62886EBA5
589000.0000000000
PA
USD
510180.0200000000
0.0225952139
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
5.1250
N
N
N
N
N
N
NABORS INDUSTRIES LTD
N/A
NABORS INDUSTRIES LTD COMPANY GUAR 144A 01/28 7.5
629571AB6
900000.0000000000
PA
USD
822618.0000000000
0.0364326883
Long
DBT
CORP
BM
Y
2
2028-01-15
Fixed
7.5000
N
N
N
N
N
N
NABORS INDUSTRIES INC
549300VFQWRKICUFNU92
NABORS INDUSTRIES INC COMPANY GUAR 144A 05/27 7.375
62957HAJ4
900000.0000000000
PA
USD
874053.0000000000
0.0387106780
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
7.3750
N
N
N
N
N
N
NABORS INDUSTRIES INC
549300VFQWRKICUFNU92
NABORS INDUSTRIES INC COMPANY GUAR 144A 06/29 1.75
N/A
7245000.0000000000
PA
USD
5645448.9000000000
0.2500296375
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
1.7500
N
N
N
N
Y
NABORS INDUSTRIES INC
NABORS INDUSTRIES INC
USD
XXXX
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
NATIONAL RURAL UTIL COOP SUBORDINATED 04/46 VAR
637432NK7
150000.0000000000
PA
USD
144553.5000000000
0.0064020877
Long
DBT
CORP
US
N
2
2046-04-20
Variable
5.2500
N
N
N
N
N
N
NATIONWIDE FINANCIAL SER
5493001H7AZNDS6BKJ36
NATIONWIDE FINANCIAL SER JR SUBORDINA 05/87 6.75
638612AJ0
120000.0000000000
PA
USD
115716.0000000000
0.0051249121
Long
DBT
CORP
US
N
2
2037-05-15
Fixed
6.7500
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
N/A
NATIONSTAR MTG HLD INC COMPANY GUAR 144A 08/28 5.5
63861CAC3
1615000.0000000000
PA
USD
1442550.3000000000
0.0638886889
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
5.5000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
NAVIENT CORP SR UNSECURED 03/27 5
63938CAK4
1305000.0000000000
PA
USD
1177671.1500000000
0.0521575336
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.0000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
NAVIENT CORP SR UNSECURED 03/28 4.875
63938CAL2
655000.0000000000
PA
USD
564086.0000000000
0.0249826401
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.8750
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
NETFLIX INC SR UNSECURED 144A 06/30 4.875
64110LAV8
910000.0000000000
PA
USD
906159.8000000000
0.0401326467
Long
DBT
CORP
US
Y
2
2030-06-15
Fixed
4.8750
N
N
N
N
N
N
NEW FORTRESS ENERGY INC
N/A
NEW FORTRESS ENERGY INC SR SECURED 144A 09/25 6.75
644393AA8
1191000.0000000000
PA
USD
1137595.5600000000
0.0503826375
Long
DBT
CORP
US
Y
2
2025-09-15
Fixed
6.7500
N
N
N
N
N
N
NEW FORTRESS ENERGY INC
N/A
NEW FORTRESS ENERGY INC SR SECURED 144A 09/26 6.5
644393AB6
589000.0000000000
PA
USD
543323.0500000000
0.0240630759
Long
DBT
CORP
US
Y
2
2026-09-30
Fixed
6.5000
N
N
N
N
N
N
NEXSTAR BROADCASTING INC.
5493006PK6I4I2OOT688
NEXSTAR BROADCASTING INC 2019 TERM LOAN B4
65336RAW8
330644.4900000000
PA
USD
330404.7700000000
0.0146332004
Long
LON
CORP
US
N
1
2026-09-18
Floating
8.5703
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAPITAL COMPANY GUAR 03/82 VAR
65339KCB4
280000.0000000000
PA
USD
236230.4000000000
0.0104623392
Long
DBT
CORP
US
N
2
2082-03-15
Variable
3.8000
N
N
N
N
N
N
NORDSTROM INC
549300S3IZB5P35KNV16
NORDSTROM INC SR UNSECURED 01/44 5
655664AR1
600000.0000000000
PA
USD
375696.0000000000
0.0166390904
Long
DBT
CORP
US
N
2
2044-01-15
Fixed
5.0000
N
N
N
N
N
N
NORDSTROM INC
549300S3IZB5P35KNV16
NORDSTROM INC SR UNSECURED 08/31 4.25
655664AY6
551000.0000000000
PA
USD
409789.7200000000
0.0181490572
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
4.2500
N
N
N
N
N
N
NORTHERN OIL AND GAS INC
OKFF0PIZDDMNH4UCYE51
NORTHERN OIL AND GAS INC SR UNSECURED 144A 04/29 3.625
N/A
6615000.0000000000
PA
USD
7452326.7000000000
0.3300539207
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
3.6250
N
N
N
N
Y
NORTHERN OIL AND GAS INC
NORTHERN OIL AND GAS INC
USD
XXXX
N
N
N
GEN DIGITAL INC
YF6ZV0M6AU4FY94MK914
GEN DIGITAL INC COMPANY GUAR 144A 09/27 6.75
668771AK4
625000.0000000000
PA
USD
630725.0000000000
0.0279339953
Long
DBT
CORP
US
Y
2
2027-09-30
Fixed
6.7500
N
N
N
N
N
N
NOVA LTD
529900B2DSWE5V3SC292
NOVA LTD SR UNSECURED 10/25 0.00000
N/A
2735000.0000000000
PA
USD
3587171.3000000000
0.1588711820
Long
DBT
CORP
IL
N
2
2025-10-15
Fixed
0.0000
N
N
N
N
Y
NOVA LTD
NOVA LTD
USD
XXXX
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
NOVELIS CORP COMPANY GUAR 144A 01/30 4.75
670001AE6
1140000.0000000000
PA
USD
1033125.0000000000
0.0457557714
Long
DBT
CORP
US
Y
2
2030-01-30
Fixed
4.7500
N
N
N
N
N
N
OCI NV
549300NCMRGIBJYUOE57
OCI NV COMPANY GUAR 144A 03/33 6.7
67116NAA7
1175000.0000000000
PA
USD
1169736.0000000000
0.0518060961
Long
DBT
CORP
NL
Y
2
2033-03-16
Fixed
6.7000
N
N
N
N
N
N
OI EUROPEAN GROUP BV
72450053F5WRDY8CDZ66
OI EUROPEAN GROUP BV COMPANY GUAR 144A 02/30 4.75
67777LAD5
450000.0000000000
PA
USD
413802.0000000000
0.0183267559
Long
DBT
CORP
NL
Y
2
2030-02-15
Fixed
4.7500
N
N
N
N
N
N
ON SEMICONDUCTOR CORP
ZV20P4CNJVT8V1ZGJ064
ON SEMICONDUCTOR CORP COMPANY GUAR 144A 09/28 3.875
682189AQ8
886000.0000000000
PA
USD
803371.6400000000
0.0355802919
Long
DBT
CORP
US
Y
2
2028-09-01
Fixed
3.8750
N
N
N
N
N
N
ON SEMICONDUCTOR CORP
ZV20P4CNJVT8V1ZGJ064
ON SEMICONDUCTOR CORP COMPANY GUAR 144A 03/29 0.5
N/A
17315000.0000000000
PA
USD
16750877.3000000000
0.7418747124
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
0.5000
N
N
N
N
Y
ON SEMICONDUCTOR CORP
ON SEMICONDUCTOR CORP
USD
XXXX
N
N
N
1375209 BC LTD
N/A
1375209 BC LTD SR SECURED 144A 01/28 9
68251PAA5
1335000.0000000000
PA
USD
1323158.5500000000
0.0586009826
Long
DBT
CORP
CA
Y
2
2028-01-30
Fixed
9.0000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
ONEMAIN FINANCE CORP COMPANY GUAR 09/28 3.875
682691AC4
820000.0000000000
PA
USD
663265.2000000000
0.0293751587
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
3.8750
N
N
N
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
OPEN TEXT CORP COMPANY GUAR 144A 02/28 3.875
683715AC0
855000.0000000000
PA
USD
759197.2500000000
0.0336238653
Long
DBT
CORP
CA
Y
2
2028-02-15
Fixed
3.8750
N
N
N
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
OPEN TEXT CORP COMPANY GUAR 144A 12/29 3.875
683715AD8
447000.0000000000
PA
USD
376253.3100000000
0.0166637730
Long
DBT
CORP
CA
Y
2
2029-12-01
Fixed
3.8750
N
N
N
N
N
N
OPEN TEXT CORP
N/A
OPEN TEXT CORP SR SECURED 144A 12/27 6.9
683715AF3
600000.0000000000
PA
USD
621042.0000000000
0.0275051478
Long
DBT
CORP
CA
Y
2
2027-12-01
Fixed
6.9000
N
N
N
N
N
N
OPEN TEXT HOLDINGS INC
N/A
OPEN TEXT HOLDINGS INC COMPANY GUAR 144A 12/31 4.125
683720AC0
447000.0000000000
PA
USD
370728.3900000000
0.0164190814
Long
DBT
CORP
US
Y
2
2031-12-01
Fixed
4.1250
N
N
N
N
N
N
ORGANON & CO/ORG
549300SH15FO4Y2G3V63
ORGANON + CO/ORG SR SECURED 144A 04/28 4.125
68622TAA9
500000.0000000000
PA
USD
460690.0000000000
0.0204033649
Long
DBT
CORP
US
Y
2
2028-04-30
Fixed
4.1250
N
N
N
N
N
N
ORGANON & CO/ORG
549300SH15FO4Y2G3V63
ORGANON + CO/ORG SR UNSECURED 144A 04/31 5.125
68622TAB7
2200000.0000000000
PA
USD
1964336.0000000000
0.0869979034
Long
DBT
CORP
US
Y
2
2031-04-30
Fixed
5.1250
N
N
N
N
N
N
OSCAR ACQUISITIONCO LLC
N/A
OSCAR ACQUISITIONCO, LLC TERM LOAN B
68778DAB4
1268625.0000000000
PA
USD
1228631.6000000000
0.0544145061
Long
LON
CORP
US
N
2
2029-04-29
Floating
9.2238
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES JR SUBORDINA 12/99 VAR
693475BC8
315000.0000000000
PA
USD
241938.9000000000
0.0107151613
Long
DBT
CORP
US
N
2
2063-04-28
Variable
3.4000
N
N
N
N
N
N
PPL CAPITAL FUNDING INC
549300MROK5WY0D2NU17
PPL CAPITAL FUNDING INC COMPANY GUAR 03/67 VAR
69352PAC7
516000.0000000000
PA
USD
450700.2000000000
0.0199609295
Long
DBT
CORP
US
N
2
2067-03-30
Variable
7.8279
N
N
N
N
N
N
PPL CAPITAL FUNDING INC
549300MROK5WY0D2NU17
PPL CAPITAL FUNDING INC COMPANY GUAR 144A 03/28 2.875
N/A
14105000.0000000000
PA
USD
14159586.3500000000
0.6271097843
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
2.8750
N
N
N
N
Y
PPL CAPITAL FUNDING INC
PPL CAPITAL FUNDING INC
USD
XXXX
N
N
N
PHH MORTGAGE CORP
PAOOWF3GUFM46FBSP561
PHH MORTGAGE CORP SR SECURED 144A 03/26 7.875
69356NAA2
1871000.0000000000
PA
USD
1684498.7200000000
0.0746042718
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
7.8750
N
N
N
N
N
N
PTC INC
54930050SSMU8SKDJ030
PTC INC COMPANY GUAR 144A 02/28 4
69370CAC4
784000.0000000000
PA
USD
730805.6000000000
0.0323664358
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
4.0000
N
N
N
N
N
N
PACIRA PHARMACEUTICALS
N/A
PACIRA PHARMACEUTICALS SR UNSECURED 08/25 0.75
N/A
7755000.0000000000
PA
USD
7339487.1000000000
0.3250564006
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
0.7500
N
N
N
N
Y
PACIRA PHARMACEUTICALS
PACIRA PHARMACEUTICALS
USD
XXXX
N
N
N
PADAGIS LLC
N/A
PADAGIS LLC TERM LOAN B
69526PAC8
1261176.4700000000
PA
USD
1204423.5300000000
0.0533423620
Long
LON
CORP
US
N
2
2028-07-06
Floating
10.2922
N
N
N
N
N
N
PALO ALTO NETWORKS
549300QXR2YVZV231H43
PALO ALTO NETWORKS SR UNSECURED 06/25 0.375
N/A
7255000.0000000000
PA
USD
13425377.5000000000
0.5945926230
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.3750
N
N
N
N
Y
PALO ALTO NETWORKS
PALO ALTO NETWORKS
USD
XXXX
N
N
N
PAR PETROLEUM LLC
N/A
PAR PETROLEUM, LLC 2023 TERM LOAN B
69889PAD7
1200000.0000000000
PA
USD
1181748.0000000000
0.0523380920
Long
LON
CORP
US
N
2
2030-02-28
Floating
10.0772
N
N
N
N
N
N
PARK INTERMED HOLDINGS
N/A
PARK INTERMED HOLDINGS SR SECURED 144A 10/28 5.875
70052LAB9
592000.0000000000
PA
USD
548547.2000000000
0.0242944467
Long
DBT
CORP
US
Y
2
2028-10-01
Fixed
5.8750
N
N
N
N
N
N
PARKLAND CORP
549300XHQS1JYWBNK868
PARKLAND CORP COMPANY GUAR 144A 07/27 5.875
70137TAP0
1270000.0000000000
PA
USD
1239824.8000000000
0.0549102385
Long
DBT
CORP
CA
Y
2
2027-07-15
Fixed
5.8750
N
N
N
N
N
N
PARTNERRE FINANCE B LLC
549300O0FAGHK2F79881
PARTNERRE FINANCE B LLC COMPANY GUAR 10/50 VAR
70213BAC5
442000.0000000000
PA
USD
374343.0600000000
0.0165791705
Long
DBT
CORP
US
N
2
2050-10-01
Variable
4.5000
N
N
N
N
N
N
PATAGONIA HOLDCO LLC
N/A
PATAGONIA HOLDCO LLC TERM LOAN B1
70289FAD3
1194000.0000000000
PA
USD
977086.0200000000
0.0432738774
Long
LON
CORP
US
N
2
2029-08-01
Floating
10.5282
N
N
N
N
N
N
PATRICK INDUSTRIES INC
549300FZ5ZTCCJ3Z5W14
PATRICK INDUSTRIES INC COMPANY GUAR 144A 05/29 4.75
703343AD5
1783000.0000000000
PA
USD
1552404.6100000000
0.0687539944
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
4.7500
N
N
N
N
N
N
PATTERSON-UTI ENERGY INC
254900XGFBKIXD6G0697
PATTERSON UTI ENERGY INC SR UNSECURED 11/29 5.15
703481AC5
1196000.0000000000
PA
USD
1067430.0000000000
0.0472750955
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.1500
N
N
N
N
N
N
PEBBLEBROOK HOTEL TRUST
5493004Q1NNH6JXCSI52
PEBBLEBROOK HOTEL TRUST SR UNSECURED 12/26 1.75
N/A
15115000.0000000000
PA
USD
12961263.6500000000
0.5740376203
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
1.7500
N
N
N
N
Y
PEBBLEBROOK HOTEL TRUST
PEBBLEBROOK HOTEL TRUST
USD
XXXX
N
N
N
PENN ENTERTAINMENT INC
N/A
PENN ENTERTAINMENT INC SR UNSECURED 144A 07/29 4.125
707569AV1
1370000.0000000000
PA
USD
1162431.3000000000
0.0514825803
Long
DBT
CORP
US
Y
2
2029-07-01
Fixed
4.1250
N
N
N
N
N
N
PENN ENTERTAINMENT INC.
N/A
PENN ENTERTAINMENT, INC. 2022 TERM LOAN B
70757DAZ2
607410.0000000000
PA
USD
605587.7700000000
0.0268206999
Long
LON
CORP
US
N
2
2029-05-03
Floating
7.8902
N
N
N
N
N
N
PERFICIENT INC
549300HTBXKL2755T650
PERFICIENT INC SR UNSECURED 11/26 0.125
N/A
5495000.0000000000
PA
USD
4341654.4500000000
0.1922862659
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
0.1250
N
N
N
N
Y
PERFICIENT INC
PERFICIENT INC
USD
XXXX
N
N
N
PERFORMANCE FOOD GROUP I
549300OMUOGBYK0FFO76
PERFORMANCE FOOD GROUP I COMPANY GUAR 144A 08/29 4.25
71376LAE0
1192000.0000000000
PA
USD
1085411.3600000000
0.0480714667
Long
DBT
CORP
US
Y
2
2029-08-01
Fixed
4.2500
N
N
N
N
N
N
PETCO HEALTH AND WELLNESS COMPANY INC.
N/A
PETCO HEALTH AND WELLNESS COMP 2021 TERM LOAN B
71601HAB2
2020014.7100000000
PA
USD
1994643.3300000000
0.0883401759
Long
LON
CORP
US
N
2
2028-03-04
Floating
8.3969
N
N
N
N
N
N
PETSMART INC.
N/A
PETSMART INC 2021 TERM LOAN B
71677HAL9
2963776.5000000000
PA
USD
2954514.7000000000
0.1308516386
Long
LON
CORP
US
N
2
2028-02-12
Floating
9.1152
N
N
N
N
N
N
PETSMART INC/PETSMART FI
N/A
PETSMART INC/PETSMART FI SR SECURED 144A 02/28 4.75
71677KAA6
375000.0000000000
PA
USD
354832.5000000000
0.0157150730
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
4.7500
N
N
N
N
N
N
PETSMART INC/PETSMART FI
N/A
PETSMART INC/PETSMART FI COMPANY GUAR 144A 02/29 7.75
71677KAB4
750000.0000000000
PA
USD
741082.5000000000
0.0328215864
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
7.7500
N
N
N
N
N
N
WILLIAMS SCOTSMAN INTL
N/A
WILLIAMS SCOTSMAN INTL SR SECURED 144A 06/25 6.125
71953LAA9
1256000.0000000000
PA
USD
1254869.6000000000
0.0555765532
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
6.1250
N
N
N
N
N
N
PILGRIM'S PRIDE CORP
549300ZSLGV64ZL3HD75
PILGRIM S PRIDE CORP COMPANY GUAR 144A 09/27 5.875
72147KAE8
950000.0000000000
PA
USD
947264.0000000000
0.0419530986
Long
DBT
CORP
US
Y
2
2027-09-30
Fixed
5.8750
N
N
N
N
N
N
PILGRIM'S PRIDE CORP
549300ZSLGV64ZL3HD75
PILGRIM S PRIDE CORP COMPANY GUAR 04/31 4.25
72147KAJ7
900000.0000000000
PA
USD
786078.0000000000
0.0348143790
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
4.2500
N
N
N
N
N
N
PLAINS ALL AMERICAN PIPE
5521FA2ITF25TVH63740
PLAINS ALL AMERICAN PIPE JR SUBORDINA 12/99 VAR
726503AE5
1390000.0000000000
PA
USD
1229705.2000000000
0.0544620544
Long
EP
CORP
US
N
2
2063-10-10
Variable
9.4161
N
N
N
N
N
N
PLAYTIKA HOLDING CORP
254900E35Z4TKA4UFG64
PLAYTIKA HOLDING CORP COMPANY GUAR 144A 03/29 4.25
72815LAA5
590000.0000000000
PA
USD
505948.6000000000
0.0224078098
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
4.2500
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
POST HOLDINGS INC COMPANY GUAR 144A 03/27 5.75
737446AM6
505000.0000000000
PA
USD
501959.9000000000
0.0222311554
Long
DBT
CORP
US
Y
2
2027-03-01
Fixed
5.7500
N
N
N
N
N
N
PREMIER ENTERTAINMENT SU
N/A
PREMIER ENTERTAINMENT SU COMPANY GUAR 144A 09/29 5.625
74052HAA2
1670000.0000000000
PA
USD
1212152.8000000000
0.0536846813
Long
DBT
CORP
US
Y
2
2029-09-01
Fixed
5.6250
N
N
N
N
N
N
PRESTIGE BRANDS INC
549300JBVP4J6D42I235
PRESTIGE BRANDS INC COMPANY GUAR 144A 04/31 3.75
74112BAM7
1124000.0000000000
PA
USD
954658.1600000000
0.0422805764
Long
DBT
CORP
US
Y
2
2031-04-01
Fixed
3.7500
N
N
N
N
N
N
QVC INC
549300WBLU5NKPX5X472
QVC INC SR SECURED 08/34 5.45
747262AW3
600000.0000000000
PA
USD
256596.0000000000
0.0113643053
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
5.4500
N
N
N
N
N
N
QVC INC
549300WBLU5NKPX5X472
QVC INC SR SECURED 09/28 4.375
747262AZ6
709000.0000000000
PA
USD
349884.4100000000
0.0154959284
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
4.3750
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
ROCKETMTGE CO ISSUER INC COMPANY GUAR 144A 03/29 3.625
74841CAA9
555000.0000000000
PA
USD
470196.0000000000
0.0208243733
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
3.6250
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
ROCKETMTGE CO ISSUER INC COMPANY GUAR 144A 03/31 3.875
74841CAB7
560000.0000000000
PA
USD
454081.6000000000
0.0201106874
Long
DBT
CORP
US
Y
2
2031-03-01
Fixed
3.8750
N
N
N
N
N
N
RHP HOTEL PPTY/RHP FINAN
N/A
RHP HOTEL PPTY/RHP FINAN COMPANY GUAR 144A 02/29 4.5
749571AG0
1355000.0000000000
PA
USD
1220963.4000000000
0.0540748914
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
4.5000
N
N
N
N
N
N
PACTIV EVERGREEN GROUP
N/A
PACTIV EVERGREEN GROUP SR SECURED 144A 10/27 4
76174LAA1
1375000.0000000000
PA
USD
1239163.7500000000
0.0548809614
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
4.0000
N
N
N
N
N
N
RITE AID CORP
529900W353T1JY1DKT44
RITE AID CORP SR SECURED 144A 11/26 8
767754CL6
3380000.0000000000
PA
USD
1831284.0000000000
0.0811052022
Long
DBT
CORP
US
Y
2
2026-11-15
Fixed
8.0000
N
N
N
N
N
N
ROCKCLIFF ENERGY II LLC
5493007AZNVKZ5HEMT23
ROCKCLIFF ENERGY II LLC SR UNSECURED 144A 10/29 5.5
77289KAA3
1070000.0000000000
PA
USD
969141.8000000000
0.0429220381
Long
DBT
CORP
US
Y
2
2029-10-15
Fixed
5.5000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
ROCKETMTGE CO ISSUER INC COMPANY GUAR 144A 10/26 2.875
77313LAA1
275000.0000000000
PA
USD
245206.5000000000
0.0108598791
Long
DBT
CORP
US
Y
2
2026-10-15
Fixed
2.8750
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
54930030NVF3Y2OL0A78
ROGERS COMMUNICATIONS IN SUBORDINATED 144A 03/82 VAR
775109BS9
235000.0000000000
PA
USD
212996.9500000000
0.0094333597
Long
DBT
CORP
CA
Y
2
2082-03-15
Variable
5.2500
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES COMPANY GUAR 144A 01/30 7.25
780153BT8
600000.0000000000
PA
USD
603042.0000000000
0.0267079510
Long
DBT
CORP
LR
Y
2
2030-01-15
Fixed
7.2500
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB FINANCIAL GROUP JR SUBORDINA 12/99 VAR
78486QAG6
224000.0000000000
PA
USD
17339.8400000000
0.0007679591
Long
DBT
CORP
US
N
2
2063-02-02
Fixed
0.0000
Y
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB FINANCIAL GROUP JR SUBORDINA 12/99 VAR
78486QAJ0
674000.0000000000
PA
USD
51668.8400000000
0.0022883462
Long
DBT
CORP
US
N
2
2063-05-13
Variable
0.0000
Y
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB FINANCIAL GROUP JR SUBORDINA 12/99 VAR
78486QAP6
133000.0000000000
PA
USD
10191.7900000000
0.0004513812
Long
DBT
CORP
US
N
2
2063-10-28
Fixed
0.0000
Y
N
N
N
N
N
SVC ABS LLC
N/A
SVC ABS LLC SVC 2023 1A C 144A
78487JAC0
955000.0000000000
PA
USD
885999.9100000000
0.0392397912
Long
ABS-O
CORP
US
Y
2
2053-02-20
Fixed
6.7000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
CHARLES SCHWAB CORP JR SUBORDINA 12/99 VAR
808513BD6
135000.0000000000
PA
USD
129080.2500000000
0.0057167975
Long
DBT
CORP
US
N
2
2063-04-28
Variable
5.3750
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
CHARLES SCHWAB CORP JR SUBORDINA 12/99 VAR
808513BJ3
147000.0000000000
PA
USD
113123.8500000000
0.0050101092
Long
DBT
CORP
US
N
2
2063-04-28
Variable
4.0000
N
N
N
N
N
N
DIRECTV FIN LLC/COINC
N/A
DIRECTV FIN LLC/COINC SR SECURED 144A 08/27 5.875
25461LAA0
1633000.0000000000
PA
USD
1435341.6800000000
0.0635694285
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
5.8750
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
CHARLES SCHWAB CORP JR SUBORDINA 12/99 VAR
808513BK0
325000.0000000000
PA
USD
272463.7500000000
0.0120670674
Long
DBT
CORP
US
N
2
2063-04-28
Variable
4.0000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNATIONAL INC.
RLTHESQ0RNFQJWPBJN60
SCIENTIFIC GAMES INTL INC 2022 USD TERM LOAN
80875AAT8
1389500.0000000000
PA
USD
1388006.2900000000
0.0614730052
Long
LON
CORP
US
N
2
2029-04-14
Floating
8.5525
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
DISCOVER FINANCIAL SVS JR SUBORDINA 12/99 VAR
254709AN8
135000.0000000000
PA
USD
103280.4000000000
0.0045741555
Long
DBT
CORP
US
N
2
2063-04-28
Variable
5.5000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
DISCOVER FINANCIAL SVS JR SUBORDINA 12/99 VAR
254709AQ1
245000.0000000000
PA
USD
233146.9000000000
0.0103257750
Long
DBT
CORP
US
N
2
2063-04-28
Variable
6.1250
N
N
N
N
N
N
SCRIPPS ESCROW INC COMPANY GUAR 144A 07/27 5.875
N/A
SCRIPPS ESCROW INC COMPANY GUAR 144A 07/27 5.875
81104PAA7
985000.0000000000
PA
USD
717119.4000000000
0.0317602917
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.8750000000
N
N
N
N
N
N
SCRIPPS ESCROW II INC SR SECURED 144A 01/29 3.875
N/A
SCRIPPS ESCROW II INC SR SECURED 144A 01/29 3.875
81105DAA3
591000.0000000000
PA
USD
461458.7100000000
0.0204374100
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.8750000000
N
N
N
N
N
N
SEALED AIR CORP
Q0M0CZB4YN6JZ65WXI09
SEALED AIR CORP COMPANY GUAR 144A 04/29 5
81211KBA7
298000.0000000000
PA
USD
286521.0400000000
0.0126896467
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
5.0000
N
N
N
N
N
N
SEALED AIR/SEALED AIR US
N/A
SEALED AIR/SEALED AIR US COMPANY GUAR 144A 02/28 6.125
812127AA6
933000.0000000000
PA
USD
948777.0300000000
0.0420201088
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
6.1250
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY JR SUBORDINA 12/99 VAR
816851BK4
220000.0000000000
PA
USD
208852.6000000000
0.0092498118
Long
DBT
CORP
US
N
2
2063-04-28
Variable
4.8750
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY JR SUBORDINA 04/52 VAR
816851BM0
85000.0000000000
PA
USD
69482.4000000000
0.0030772857
Long
DBT
CORP
US
N
2
2052-04-01
Variable
4.1250
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH NETWORK CORP SR UNSECURED 08/26 3.375
N/A
13435000.0000000000
PA
USD
6409301.1000000000
0.2838596645
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.3750
N
N
N
N
Y
DISH NETWORK CORP
DISH NETWORK CORP
USD
XXXX
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH NETWORK CORP SR UNSECURED 03/24 2.375
N/A
2379000.0000000000
PA
USD
2061260.7600000000
0.0912905758
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
2.3750
N
N
N
N
Y
DISH NETWORK CORP
DISH NETWORK CORP
USD
XXXX
N
N
N
SENSATA TECHNOLOGIES BV
PUCKW5P5O3XMOZVH7T53
SENSATA TECHNOLOGIES BV COMPANY GUAR 144A 04/29 4
81725WAK9
650000.0000000000
PA
USD
588289.0000000000
0.0260545597
Long
DBT
CORP
NL
Y
2
2029-04-15
Fixed
4.0000
N
N
N
N
N
N
SENSATA TECHNOLOGIES INC
5493002MMDDCUNV7NY90
SENSATA TECHNOLOGIES INC COMPANY GUAR 144A 02/31 3.75
81728UAB0
593000.0000000000
PA
USD
515880.3500000000
0.0228476742
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
3.7500
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH NETWORK CORP SR UNSECURED 12/25 0.00000
N/A
5895000.0000000000
PA
USD
2918319.7500000000
0.1292486111
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0.0000
N
N
N
N
Y
DISH NETWORK CORP
DISH NETWORK CORP
USD
XXXX
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH NETWORK CORP SR SECURED 144A 11/27 11.75
25470MAG4
1200000.0000000000
PA
USD
1136028.0000000000
0.0503132123
Long
DBT
CORP
US
Y
2
2027-11-15
Fixed
11.7500
N
N
N
N
N
N
SILGAN HOLDINGS INC
KAF673KJXD92C8KSLU49
SILGAN HOLDINGS INC COMPANY GUAR 02/28 4.125
827048AW9
1328000.0000000000
PA
USD
1243154.0800000000
0.0550576880
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.1250
N
N
N
N
N
N
SIMMONS FOOD INC/SIMMONS
N/A
SIMMONS FOOD INC/SIMMONS SECURED 144A 03/29 4.625
82873MAA1
1670000.0000000000
PA
USD
1380839.5000000000
0.0611555973
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
4.6250
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS CORP COMPANY GUAR 07/26 7.75
25470XAY1
926000.0000000000
PA
USD
536191.0400000000
0.0237472084
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.7500
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS CORP COMPANY GUAR 07/28 7.375
25470XBB0
739000.0000000000
PA
USD
370327.6800000000
0.0164013345
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
7.3750
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS CORP COMPANY GUAR 06/29 5.125
25470XBD6
590000.0000000000
PA
USD
273600.7000000000
0.0121174215
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.1250
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS CORP SR SECURED 144A 12/26 5.25
25470XBE4
1495000.0000000000
PA
USD
1142404.2500000000
0.0505956082
Long
DBT
CORP
US
Y
2
2026-12-01
Fixed
5.2500
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY INC JR SUBORDINA 12/99 VAR
25746UDD8
250000.0000000000
PA
USD
218400.0000000000
0.0096726538
Long
DBT
CORP
US
N
2
2063-04-28
Variable
4.6500
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY INC JR SUBORDINA 12/99 VAR
25746UDM8
133000.0000000000
PA
USD
112641.6900000000
0.0049887549
Long
DBT
CORP
US
N
2
2063-04-28
Variable
4.3500
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
AIR LEASE CORP JR SUBORDINA 12/99 VAR
00912XBK9
1520000.0000000000
PA
USD
1034724.8000000000
0.0458266245
Long
DBT
CORP
US
N
2
2063-04-28
Variable
4.1250
N
N
N
N
N
N
AIRCASTLE LTD
N/A
AIRCASTLE LTD JR SUBORDINA 144A 12/99 VAR
00928QAW1
85000.0000000000
PA
USD
57320.6000000000
0.0025386553
Long
DBT
CORP
BM
Y
2
2063-04-28
Variable
5.2500
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP JR SUBORDINA 12/99 VAR
26441CBG9
330000.0000000000
PA
USD
319826.1000000000
0.0141646847
Long
DBT
CORP
US
N
2
2063-04-28
Variable
4.8750
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP JR SUBORDINA 01/82 VAR
26441CBP9
132000.0000000000
PA
USD
100759.5600000000
0.0044625107
Long
DBT
CORP
US
N
2
2082-01-15
Variable
3.2500
N
N
N
N
N
N
AKAMAI TECHNOLOGIES INC
OC1LZNN2LF5WTJ5RIL89
AKAMAI TECHNOLOGIES INC SR UNSECURED 09/27 0.375
N/A
4230000.0000000000
PA
USD
3999126.6000000000
0.1771161500
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
0.3750
N
N
N
N
Y
AKAMAI TECHNOLOGIES INC
AKAMAI TECHNOLOGIES INC
USD
XXXX
N
N
N
ALASKA AIRLINES 2020 TR
N/A
ALASKA AIRLINES 2020 TR PASS THRU CE 144A 02/29 4.8
01166VAA7
1125641.0600000000
PA
USD
1089980.7500000000
0.0482738391
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
4.8000
N
N
N
N
N
N
DUN & BRADSTREET CORP
RI37BMPWE56BCJ747E14
DUN + BRADSTREET CORP COMPANY GUAR 144A 12/29 5
26483EAL4
596000.0000000000
PA
USD
528312.2800000000
0.0233982683
Long
DBT
CORP
US
Y
2
2029-12-15
Fixed
5.0000
N
N
N
N
N
N
DUN & BRADSTREET CORPORATION (THE)
RI37BMPWE56BCJ747E14
DUN + BRADSTREET CORP TERM LOAN
26483NAN0
1170173.3600000000
PA
USD
1169991.9800000000
0.0518174331
Long
LON
CORP
US
N
2
2026-02-08
Floating
9.3692
N
N
N
N
N
N
ALASKA AIR 2020-1 CL B
N/A
ALASKA AIR 2020 1 CL B PASS THRU CE 144A 02/27 8
01166WAA5
606886.1400000000
PA
USD
617725.1300000000
0.0273582479
Long
DBT
CORP
US
Y
2
2025-08-15
Fixed
8.0000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
ALBERTSONS COS/SAFEWAY COMPANY GUAR 144A 02/28 5.875
013092AB7
900000.0000000000
PA
USD
892953.0000000000
0.0395477346
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
5.8750
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT CORP SR UNSECURED 05/26 1.75
N/A
1365000.0000000000
PA
USD
3265161.9000000000
0.1446098018
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
1.7500
N
N
N
N
Y
EQT CORP
EQT CORP
USD
XXXX
N
N
N
EPR PROPERTIES
549300YSSXFHMPOWZ492
EPR PROPERTIES SR UNSECURED 08/29 3.75
26884UAF6
953000.0000000000
PA
USD
762257.0500000000
0.0337593799
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.7500
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM MIDSTREAM PARTNERS L SR UNSECURED 144A 06/27 7.5
26885BAM2
1370000.0000000000
PA
USD
1366547.6000000000
0.0605226275
Long
DBT
CORP
US
Y
2
2027-06-01
Fixed
7.5000
N
N
N
N
N
N
EARTHSTONE ENERGY HOL
549300HGVO86L8G72J25
EARTHSTONE ENERGY HOL COMPANY GUAR 144A 04/27 8
27034RAA1
1791000.0000000000
PA
USD
1750021.9200000000
0.0775062097
Long
DBT
CORP
US
Y
2
2027-04-15
Fixed
8.0000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
ALBERTSONS COS/SAFEWAY COMPANY GUAR 144A 01/27 4.625
013092AC5
1925000.0000000000
PA
USD
1865806.2500000000
0.0826341481
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
4.6250
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
ALBERTSONS COS/SAFEWAY COMPANY GUAR 144A 03/29 3.5
013092AG6
1191000.0000000000
PA
USD
1056857.6700000000
0.0468068607
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
3.5000
N
N
N
N
N
N
ECO MATERIAL TECH INC
N/A
ECO MATERIAL TECH INC SR SECURED 144A 01/27 7.875
27900QAA4
894000.0000000000
PA
USD
858928.3800000000
0.0380408282
Long
DBT
CORP
US
Y
2
2027-01-31
Fixed
7.8750
N
N
N
N
N
N
EDGEWELL PERSONAL CARE
549300CY8QZDL4Z3RU59
EDGEWELL PERSONAL CARE COMPANY GUAR 144A 04/29 4.125
28035QAB8
1349000.0000000000
PA
USD
1201945.5100000000
0.0532326136
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
4.1250
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
CAESARS ENTERTAIN INC SR UNSECURED 144A 07/27 8.125
28470RAK8
605000.0000000000
PA
USD
617965.1500000000
0.0273688780
Long
DBT
CORP
US
Y
2
2027-07-01
Fixed
8.1250
N
N
N
N
N
N
EMBARQ CORP
8M3THTGWLTYZVE6BBY25
EMBARQ CORP SR UNSECURED 06/36 7.995
29078EAA3
810000.0000000000
PA
USD
349344.9000000000
0.0154720342
Long
DBT
CORP
US
N
2
2036-06-01
Fixed
7.9950
N
N
N
N
N
N
NEW ALBERTSONS LP
N/A
NEW ALBERTSONS LP SR UNSECURED 06/26 7.75
013104AC8
751000.0000000000
PA
USD
769189.2200000000
0.0340663967
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
7.7500
N
N
N
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
HOWMET AEROSPACE INC SR UNSECURED 10/24 5.125
013817AW1
1180000.0000000000
PA
USD
1175976.2000000000
0.0520824665
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5.1250
N
N
N
N
N
N
ALGONQUIN PWR & UTILITY
549300K5VIUTJXQL7X75
ALGONQUIN PWR + UTILITY JR SUBORDINA 01/82 VAR
015857AH8
340000.0000000000
PA
USD
272190.4000000000
0.0120549611
Long
DBT
CORP
CA
N
2
2082-01-18
Variable
4.7500
N
N
N
N
N
N
ATI INC
ZW1LRE7C3H17O2ZN9B45
ATI INC SR UNSECURED 12/27 5.875
01741RAH5
600000.0000000000
PA
USD
588684.0000000000
0.0260720537
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.8750
N
N
N
N
N
N
EMBECTA CORP
549300RPG8GXVDHNXZ62
EMBECTA CORP SR SECURED 144A 02/30 5
29082KAA3
894000.0000000000
PA
USD
772192.5000000000
0.0341994081
Long
DBT
CORP
US
Y
2
2030-02-15
Fixed
5.0000
N
N
N
N
N
N
EMBECTA CORP
549300RPG8GXVDHNXZ62
EMBECTA CORP SR SECURED 144A 02/30 6.75
29082KAB1
298000.0000000000
PA
USD
271132.3200000000
0.0120081001
Long
DBT
CORP
US
Y
2
2030-02-15
Fixed
6.7500
N
N
N
N
N
N
ALLEGIANT TRAVEL CO
549300JM9OZXOHWL2K18
ALLEGIANT TRAVEL CO SR SECURED 144A 08/27 7.25
01748XAD4
1370000.0000000000
PA
USD
1359190.7000000000
0.0601967999
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
7.2500
N
N
N
N
N
N
ALLIANT HOLDINGS INTERMEDIATE LLC
N/A
ALLIANT HOLDINGS INTERMEDIATE 2023 TERM LOAN B5
01881UAK1
1225000.0000000000
PA
USD
1216578.1300000000
0.0538806735
Long
LON
CORP
US
N
2
2027-11-06
Floating
8.9777
N
N
N
N
N
N
EMPIRE RESORTS INC
549300WBFN23L9HI5N68
EMPIRE RESORTS INC SR SECURED 144A 11/26 7.75
292052AF4
1675000.0000000000
PA
USD
1387938.5000000000
0.0614700029
Long
DBT
CORP
US
Y
2
2026-11-01
Fixed
7.7500
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC SUBORDINATED 07/80 VAR
29250NBC8
310000.0000000000
PA
USD
284772.2000000000
0.0126121928
Long
DBT
CORP
CA
N
2
2080-07-15
Variable
5.7500
N
N
N
N
N
N
ALLIANT HOLD / CO-ISSUER
N/A
ALLIANT HOLD / CO ISSUER SR UNSECURED 144A 10/27 6.75
01883LAA1
2100000.0000000000
PA
USD
1963143.0000000000
0.0869450670
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
6.7500
N
N
N
N
N
N
ALLSTATE CORP
OBT0W1ED8G0NWVOLOJ77
ALLSTATE CORP SUBORDINATED 08/53 VAR
020002BB6
140000.0000000000
PA
USD
137408.6000000000
0.0060856494
Long
DBT
CORP
US
N
2
2053-08-15
Variable
5.7500
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC SUBORDINATED 01/83 VAR
29250NBN4
901000.0000000000
PA
USD
895855.2900000000
0.0396762733
Long
DBT
CORP
CA
N
2
2083-01-15
Variable
7.3750
N
N
N
N
N
N
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
ENCOMPASS HEALTH CORP COMPANY GUAR 02/28 4.5
29261AAA8
600000.0000000000
PA
USD
567180.0000000000
0.0251196694
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.5000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC JR SUBORDINA 12/99 VAR
02005NBM1
1782000.0000000000
PA
USD
1316541.6000000000
0.0583079264
Long
DBT
CORP
US
N
2
2063-04-28
Variable
4.7000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC JR SUBORDINA 12/99 VAR
02005NBN9
850000.0000000000
PA
USD
599692.0000000000
0.0265595838
Long
DBT
CORP
US
N
2
2063-04-28
Variable
4.7000
N
N
N
N
N
N
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
ENCOMPASS HEALTH CORP COMPANY GUAR 02/30 4.75
29261AAB6
600000.0000000000
PA
USD
554868.0000000000
0.0245743868
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.7500
N
N
N
N
N
N
ENERGIZER HOLDINGS INC
5493000D6NN0V57UME20
ENERGIZER HOLDINGS INC COMPANY GUAR 144A 03/29 4.375
29272WAD1
1641000.0000000000
PA
USD
1436662.6800000000
0.0636279338
Long
DBT
CORP
US
Y
2
2029-03-31
Fixed
4.3750
N
N
N
N
N
N
ALNYLAM PHARMACEUTICALS
529900S3ZI14OWRJII50
ALNYLAM PHARMACEUTICALS SR UNSECURED 144A 09/27 1
N/A
8820000.0000000000
PA
USD
8763816.6000000000
0.3881381138
Long
DBT
CORP
US
Y
2
2027-09-15
Fixed
1.0000
N
N
N
N
N
ALNYLAM PHARMACEUTICALS
ALNYLAM PHARMACEUTICALS
USD
XXXX
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
ALTICE FRANCE SA SR SECURED 144A 10/29 5.5
02156LAH4
1400000.0000000000
PA
USD
1051778.0000000000
0.0465818887
Long
DBT
CORP
FR
Y
2
2029-10-15
Fixed
5.5000
N
N
N
N
N
N
ENERGIZER HOLDINGS INC
5493000D6NN0V57UME20
ENERGIZER HOLDINGS INC COMPANY GUAR 144A 12/27 6.5
29272WAF6
298000.0000000000
PA
USD
292525.7400000000
0.0129555871
Long
DBT
CORP
US
Y
2
2027-12-31
Fixed
6.5000
N
N
N
N
N
N
ENERGY TRANSFER LP
RY1052DWLDPLDW74Y843
ENERGY TRANSFER LP JR SUBORDINA 11/66 VAR
29273RBA6
1735000.0000000000
PA
USD
1303054.4000000000
0.0577105957
Long
DBT
CORP
US
N
2
2066-11-01
Floating
7.9354
N
N
N
N
N
N
AMERICAN AIRLINES INC.
N/A
AMERICAN AIRLINES, INC. 2021 TERM LOAN
02376CBJ3
990000.0000000000
PA
USD
998108.1000000000
0.0442049181
Long
LON
CORP
KY
N
2
2028-04-20
Floating
10.2379
N
N
N
N
N
N
AMER AIRLINE 21-1B PTT
N/A
AMER AIRLINE 21 1B PTT PASS THRU CE 01/32 3.95
02376LAA3
1363740.0000000000
PA
USD
1191158.7000000000
0.0527548798
Long
DBT
CORP
US
N
2
2030-07-11
Fixed
3.9500
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP JR SUBORDINA 12/99 VAR
29273VAN0
1015000.0000000000
PA
USD
899452.4000000000
0.0398355846
Long
DBT
CORP
US
N
2
2063-04-28
Variable
6.5000
N
N
N
N
N
N
ENERSYS
7ZS3DE5PN30BYUJFWP05
ENERSYS COMPANY GUAR 144A 12/27 4.375
29275YAC6
575000.0000000000
PA
USD
540695.5000000000
0.0239467051
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
4.3750
N
N
N
N
N
N
AMERICAN AXLE AND MANUFACTURING INC.
N/A
AMERICAN AXLE + MANUFACTURING 2022 TERM LOAN B
N/A
796000.0000000000
PA
USD
795005.0000000000
0.0352097443
Long
LON
CORP
US
N
2
2029-12-13
Floating
9.0305
N
N
N
N
N
N
AMERICAN AXLE & MFG INC
RY5TAKFOBLDUGX31MS24
AMERICAN AXLE + MFG INC COMPANY GUAR 07/28 6.875
02406PBA7
1243000.0000000000
PA
USD
1120527.2100000000
0.0496267023
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
6.8750
N
N
N
N
N
N
NEWFOLD DIGITAL HLDGS GR
549300UTQC2651SB0W88
NEWFOLD DIGITAL HLDGS GR SR UNSECURED 144A 02/29 6
29279XAA8
1472000.0000000000
PA
USD
1026734.7200000000
0.0454727541
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
6.0000
N
N
N
N
N
N
ENLINK MIDSTREAM LLC
54930000GY1H533OBE23
ENLINK MIDSTREAM LLC COMPANY GUAR 144A 09/30 6.5
29336TAD2
745000.0000000000
PA
USD
753686.7000000000
0.0333798101
Long
DBT
CORP
US
Y
2
2030-09-01
Fixed
6.5000
N
N
N
N
N
N
NECESS RETAIL/AFIN OP LP
N/A
NECESS RETAIL/AFIN OP LP COMPANY GUAR 144A 09/28 4.5
02608AAA7
1370000.0000000000
PA
USD
1016266.0000000000
0.0450091081
Long
DBT
CORP
US
Y
2
2028-09-30
Fixed
4.5000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
AMERICAN INTL GROUP JR SUBORDINA 04/48 VAR
026874DM6
250000.0000000000
PA
USD
241272.5000000000
0.0106856473
Long
DBT
CORP
US
N
2
2048-04-01
Variable
5.7500
N
N
N
N
N
N
AMNEAL PHARMACEUTICALS LLC
54930037VIXE7LRZ1M66
AMNEAL PHARMACEUTICALS LLC TERM LOAN B
03167DAH7
2085270.4900000000
PA
USD
1953637.7900000000
0.0865240935
Long
LON
CORP
US
N
2
2025-05-04
Floating
8.5697
N
N
N
N
N
N
AMWINS GROUP INC
549300SJE7MUB8NMRG61
AMWINS GROUP INC SR UNSECURED 144A 06/29 4.875
031921AB5
2365000.0000000000
PA
USD
2157069.2000000000
0.0955338078
Long
DBT
CORP
US
Y
2
2029-06-30
Fixed
4.8750
N
N
N
N
N
N
ANTERO RESOURCES CORP
APVBKPOULHUX7YZLKU17
ANTERO RESOURCES CORP COMPANY GUAR 144A 03/30 5.375
03674XAS5
1198000.0000000000
PA
USD
1125005.8600000000
0.0498250560
Long
DBT
CORP
US
Y
2
2030-03-01
Fixed
5.3750
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
APACHE CORP SR UNSECURED 09/40 5.1
037411AW5
1187000.0000000000
PA
USD
1017923.7200000000
0.0450825263
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
5.1000
N
N
N
N
N
N
ARCELORMITTAL
549300MP4YSRSQ39ZG33
ARCELORMITTAL SR UNSECURED 10/39 7
03938LAP9
623000.0000000000
PA
USD
660897.0900000000
0.0292702782
Long
DBT
CORP
LU
N
2
2039-10-15
Fixed
7.0000
N
N
N
N
N
N
ARCOSA INC
549300WFHLTCZV7D6V29
ARCOSA INC COMPANY GUAR 144A 04/29 4.375
039653AA8
670000.0000000000
PA
USD
613807.1000000000
0.0271847234
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
4.3750
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
ENLINK MIDSTREAM PARTNER SR UNSECURED 07/26 4.85
29336UAF4
1285000.0000000000
PA
USD
1252785.0500000000
0.0554842312
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
4.8500
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
ENLINK MIDSTREAM PARTNER JR SUBORDINA 12/99 VAR
29336UAH0
1775000.0000000000
PA
USD
1508057.7500000000
0.0667899292
Long
EP
CORP
US
N
2
2063-09-21
Variable
9.1702
N
N
N
N
N
N
ENPHASE ENERGY INC
5493008U7KIGMI59Z314
ENPHASE ENERGY INC SR UNSECURED 03/26 0.00000
N/A
7055000.0000000000
PA
USD
6740488.1000000000
0.2985275088
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
0.0000
N
N
N
N
Y
ENPHASE ENERGY INC
ENPHASE ENERGY INC
USD
XXXX
N
N
N
ENPHASE ENERGY INC
5493008U7KIGMI59Z314
ENPHASE ENERGY INC SR UNSECURED 03/28 0.00000
N/A
12325000.0000000000
PA
USD
11579214.2500000000
0.5128284380
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.0000
N
N
N
N
Y
ENPHASE ENERGY INC
ENPHASE ENERGY INC
USD
XXXX
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
ARES CAPITAL CORP SR UNSECURED 03/24 4.625
N/A
3000000.0000000000
PA
USD
3022620.0000000000
0.1338679344
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
4.6250
N
N
N
N
Y
ARES CAPITAL CORP
ARES CAPITAL CORP
USD
XXXX
N
N
N
ARES FINANCE CO
N/A
ARES FINANCE CO COMPANY GUAR 144A 06/51 VAR
04018VAA1
460000.0000000000
PA
USD
352534.8000000000
0.0156133108
Long
DBT
CORP
US
Y
2
2051-06-30
Variable
4.1250
N
N
N
N
N
N
ENSTAR FINANCE LLC
N/A
ENSTAR FINANCE LLC COMPANY GUAR 01/42 VAR
29360AAB6
75000.0000000000
PA
USD
54966.7500000000
0.0024344063
Long
DBT
CORP
US
N
2
2042-01-15
Variable
5.5000
N
N
N
N
N
N
ENTERCOM MEDIA CORP
549300S5JUSXRHNCHD80
ENTERCOM MEDIA CORP SECURED 144A 05/27 6.5
29365DAA7
538000.0000000000
PA
USD
41200.0400000000
0.0018246965
Long
DBT
CORP
US
Y
2
2027-05-01
Fixed
6.5000
N
N
N
N
N
N
ARROW BIDCO LLC
549300YHZN08M0H3O128
ARROW BIDCO LLC SR SECURED 144A 03/24 9.5
042728AA3
1124000.0000000000
PA
USD
1128496.0000000000
0.0499796298
Long
DBT
CORP
US
Y
2
2024-03-15
Fixed
9.5000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
ASHTEAD CAPITAL INC COMPANY GUAR 144A 08/31 2.45
045054AP8
1270000.0000000000
PA
USD
1012405.9000000000
0.0448381492
Long
DBT
CORP
US
Y
2
2031-08-12
Fixed
2.4500
N
N
N
N
N
N
ENTERCOM MEDIA CORP
549300S5JUSXRHNCHD80
ENTERCOM MEDIA CORP SECURED 144A 03/29 6.75
29365DAB5
1479000.0000000000
PA
USD
115879.6500000000
0.0051321600
Long
DBT
CORP
US
Y
2
2029-03-31
Fixed
6.7500
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
ENTERPRISE PRODUCTS OPER COMPANY GUAR 08/77 VAR
29379VBM4
75000.0000000000
PA
USD
71670.0000000000
0.0031741717
Long
DBT
CORP
US
N
2
2077-08-16
Variable
7.8576
N
N
N
N
N
N
ASHTON WOODS USA/FINANCE
N/A
ASHTON WOODS USA/FINANCE SR UNSECURED 144A 01/28 6.625
045086AK1
856000.0000000000
PA
USD
811410.9600000000
0.0359363430
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
6.6250
N
N
N
N
N
N
ASHTON WOODS USA/FINANCE
N/A
ASHTON WOODS USA/FINANCE SR UNSECURED 144A 08/29 4.625
045086AM7
1043000.0000000000
PA
USD
873230.8900000000
0.0386742678
Long
DBT
CORP
US
Y
2
2029-08-01
Fixed
4.6250
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1
110122108
225090.0000000000
NS
USD
15029259.3000000000
0.6656264756
Long
EC
CORP
US
N
1
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
ENTERPRISE PRODUCTS OPER COMPANY GUAR 08/77 VAR
29379VBN2
80000.0000000000
PA
USD
69279.2000000000
0.0030682863
Long
DBT
CORP
US
N
2
2077-08-16
Variable
5.2500
N
N
N
N
N
N
ENVISTA HOLDINGS CORP
549300BX623VURJZ5269
ENVISTA HOLDINGS CORP SR UNSECURED 06/25 2.375
N/A
3673000.0000000000
PA
USD
6976055.4400000000
0.3089604819
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
2.3750
N
N
N
N
Y
ENVISTA HOLDINGS CORP
ENVISTA HOLDINGS CORP
USD
XXXX
N
N
N
ASSUREDPARTNERS INC.
N/A
ASSUREDPARTNERS INC 2022 TERM LOAN
04621HAT0
1179045.2200000000
PA
USD
1160380.9300000000
0.0513917721
Long
LON
CORP
US
N
2
2027-02-13
Floating
9.0305
N
N
N
N
N
N
EVERI HOLDINGS INC
5299006DK5S7BG10K532
EVERI HOLDINGS INC COMPANY GUAR 144A 07/29 5
30034TAA1
1308000.0000000000
PA
USD
1166945.2800000000
0.0516824987
Long
DBT
CORP
US
Y
2
2029-07-15
Fixed
5.0000
N
N
N
N
N
N
FAIR ISAAC CORP
RI6HET5SJUEY30V1PS26
FAIR ISAAC CORP SR UNSECURED 144A 06/28 4
303250AF1
586000.0000000000
PA
USD
546550.4800000000
0.0242060146
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
4.0000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC COMMON STOCK
11135F101
54444.0000000000
NS
USD
34109166.0000000000
1.5106508909
Long
EC
CORP
US
N
1
N
N
N
CNO FINANCIAL GROUP INC
11XPYHB76MPM4Y4P2897
CNO FINANCIAL GROUP INC PREFERRED STOCK 11/60 5.125
N/A
10725.0000000000
NS
USD
169347.7500000000
0.0075001930
Long
EP
CORP
US
N
1
N
N
N
AT HOME GROUP INC
549300LGPR0P05O30I24
AT HOME GROUP INC SR SECURED 144A 07/28 4.875
04650YAA8
1487000.0000000000
PA
USD
972914.3600000000
0.0430891199
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
4.8750
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
AVIATION CAPITAL GROUP SR UNSECURED 144A 11/27 3.5
05369AAA9
1307000.0000000000
PA
USD
1184011.3000000000
0.0524383307
Long
DBT
CORP
US
Y
2
2027-11-01
Fixed
3.5000
N
N
N
N
N
N
FERTITTA ENTERTAINMENT LLC
984500A0805D8V551D35
FERTITTA ENTERTAINMENT, LLC 2022 TERM LOAN B
31556PAB3
297000.0000000000
PA
USD
289576.4900000000
0.0128249686
Long
LON
CORP
US
N
2
2029-01-27
Floating
9.8280
N
N
N
N
N
N
FERTITTA ENTERTAINMENT
984500A0805D8V551D35
FERTITTA ENTERTAINMENT SR SECURED 144A 01/29 4.625
31556TAA7
596000.0000000000
PA
USD
521750.3200000000
0.0231076475
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
4.6250
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP COMMON STOCK USD.01
126650100
26830.0000000000
NS
USD
1966907.3000000000
0.0871117829
Long
EC
CORP
US
N
1
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CO PREFERRED STOCK 4.8
14040H782
1350.0000000000
NS
USD
26271.0000000000
0.0011635086
Long
EP
CORP
US
N
1
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 07/24 3.95
05401AAF8
635000.0000000000
PA
USD
616781.8500000000
0.0273164712
Long
DBT
CORP
KY
Y
2
2024-07-01
Fixed
3.9500
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
AVOLON HOLDINGS FNDG LTD SR UNSECURED 144A 01/26 5.5
05401AAK7
490000.0000000000
PA
USD
481140.8000000000
0.0213091044
Long
DBT
CORP
KY
Y
2
2026-01-15
Fixed
5.5000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP COMMON STOCK USD.01
143658300
59260.0000000000
NS
USD
545784.6000000000
0.0241720947
Long
EC
CORP
PA
N
1
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CENTERPOINT ENERGY INC PREFFERED STOCK
15189T206
84885.0000000000
NS
USD
3275117.9600000000
0.1450507428
Long
EP
CORP
US
N
2
N
N
N
CHART INDUSTRIES INC
N/A
CHART INDUSTRIES INC PREFERRED STOCK 12/25 6.75
N/A
46187.0000000000
NS
USD
2589705.0900000000
0.1146946924
Long
EP
CORP
US
N
1
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY CORP COMMON STOCK USD.01
165167735
3550.0000000000
NS
USD
293514.0000000000
0.0129993558
Long
EC
CORP
US
N
1
N
N
N
FERTITTA ENTERTAINMENT
984500A0805D8V551D35
FERTITTA ENTERTAINMENT COMPANY GUAR 144A 01/30 6.75
31556TAC3
1195000.0000000000
PA
USD
969372.0500000000
0.0429322356
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
6.7500
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
FIFTH THIRD BANCORP JR SUBORDINA 12/99 VAR
316773DB3
605000.0000000000
PA
USD
539460.3500000000
0.0238920019
Long
DBT
CORP
US
N
2
2063-04-28
Variable
4.5000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMCAST CORP CLASS A COMMON STOCK USD.01
20030N101
411425.0000000000
NS
USD
17020652.2500000000
0.7538226964
Long
EC
CORP
US
N
1
N
N
N
CONOCOPHILLIPS
WPTL2Z3FIYTHSP5V2253
CONOCOPHILLIPS COMMON STOCK USD.01
20825C104
64470.0000000000
NS
USD
6633318.3000000000
0.2937810968
Long
EC
CORP
US
N
1
N
N
N
AXIS SPECIALTY FINANCE
N/A
AXIS SPECIALTY FINANCE COMPANY GUAR 01/40 VAR
05463HAC5
285000.0000000000
PA
USD
230157.4500000000
0.0101933761
Long
DBT
CORP
US
N
2
2040-01-15
Variable
4.9000
N
N
N
N
N
N
AXON ENTERPRISE INC
549300QP2IEEGFE16681
AXON ENTERPRISE INC SR UNSECURED 144A 12/27 0.5
N/A
4215000.0000000000
PA
USD
4767502.2000000000
0.2111465125
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
0.5000
N
N
N
N
Y
AXON ENTERPRISE INC
AXON ENTERPRISE INC
USD
XXXX
N
N
N
COSTCO WHOLESALE CORP
29DX7H14B9S6O3FD6V18
COSTCO WHOLESALE CORP COMMON STOCK USD.005
22160K105
31575.0000000000
NS
USD
15889171.5000000000
0.7037108759
Long
EC
CORP
US
N
1
N
N
N
CULLEN/FROST BANKERS INC
529900V2E9G9AY665O34
CULLEN/FROST BANKERS INC PREFERRED STOCK 4.45
229899307
1732.0000000000
NS
USD
33756.6800000000
0.0014950397
Long
EP
CORP
US
N
1
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
FORD MOTOR COMPANY SR UNSECURED 03/26 0.00000
N/A
14650000.0000000000
PA
USD
14311438.5000000000
0.6338351199
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.0000
N
N
N
N
Y
FORD MOTOR COMPANY
FORD MOTOR COMPANY
USD
XXXX
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
FORD MOTOR COMPANY SR UNSECURED 08/32 6.1
345370DB3
1240000.0000000000
PA
USD
1185278.8000000000
0.0524944666
Long
DBT
CORP
US
N
2
2032-08-19
Fixed
6.1000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP CAPITAL MARKETS PLC COMPANY GUAR 12/99 VAR
05565QDU9
145000.0000000000
PA
USD
139529.1500000000
0.0061795658
Long
DBT
CORP
GB
N
2
2063-04-28
Variable
4.3750
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP CAPITAL MARKETS PLC COMPANY GUAR 12/99 VAR
05565QDV7
280000.0000000000
PA
USD
256992.4000000000
0.0113818613
Long
DBT
CORP
GB
N
2
2063-04-28
Variable
4.8750
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC SR UNSECURED 11/30 4
345397B36
1885000.0000000000
PA
USD
1619516.6000000000
0.0717262977
Long
DBT
CORP
US
N
2
2030-11-13
Fixed
4.0000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC SR UNSECURED 02/28 2.9
345397B51
1000000.0000000000
PA
USD
867190.0000000000
0.0384067246
Long
DBT
CORP
US
N
2
2028-02-16
Fixed
2.9000
N
N
N
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE ENERGY COMPANY COMMON STOCK
233331107
255754.0000000000
NS
USD
28749307.1400000000
1.2732696673
Long
EC
CORP
US
N
1
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE ENERGY CO PREFERRED STOCK 12/77 5.25
233331859
5100.0000000000
NS
USD
121737.0000000000
0.0053915744
Long
EP
CORP
US
N
1
N
N
N
WALT DISNEY CO/THE
549300GZKULIZ0WOW665
WALT DISNEY CO/THE COMMON STOCK USD.01
254687106
149335.0000000000
NS
USD
15306837.5000000000
0.6779200555
Long
EC
CORP
US
N
1
N
N
N
N/A
549300Z6HPQS1H5IYQ07
EP ENERGY CORP COMMON STOCK
268785201
7920.0000000000
NS
USD
56430.0000000000
0.0024992118
Long
EC
CORP
US
N
1
N
N
N
BWX TECHNOLOGIES INC
549300NP85N265KWMS58
BWX TECHNOLOGIES INC COMPANY GUAR 144A 04/29 4.125
05605HAC4
1191000.0000000000
PA
USD
1082476.0800000000
0.0479414670
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
4.1250
N
N
N
N
N
N
BALL CORP
0BGI85ALH27ZJP15DY16
BALL CORP COMPANY GUAR 03/28 6.875
058498AY2
465000.0000000000
PA
USD
483874.3500000000
0.0214301698
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
6.8750
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC SR UNSECURED 05/27 4.95
345397C27
300000.0000000000
PA
USD
284964.0000000000
0.0126206874
Long
DBT
CORP
US
N
2
2027-05-28
Fixed
4.9500
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC SR UNSECURED 11/27 7.35
345397C35
2300000.0000000000
PA
USD
2374290.0000000000
0.1051542364
Long
DBT
CORP
US
N
2
2027-11-04
Fixed
7.3500
N
N
N
N
N
N
BANFF MERGER SUB INC
5493006T045HLTF7YX04
BANFF MERGER SUB INC 2021 USD TERM LOAN
05988HAE7
1183646.6400000000
PA
USD
1171070.3900000000
0.0518651945
Long
LON
CORP
US
N
2
2025-10-02
Floating
9.4826
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP JR SUBORDINA 12/99 VAR
06055HAB9
439000.0000000000
PA
USD
426962.6200000000
0.0189096228
Long
DBT
CORP
US
N
2
2063-04-28
Variable
6.1250
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC SR UNSECURED 03/30 7.35
345397C68
525000.0000000000
PA
USD
540114.7500000000
0.0239209844
Long
DBT
CORP
US
N
2
2030-03-06
Fixed
7.3500
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC SR UNSECURED 08/25 4.134
345397XL2
1400000.0000000000
PA
USD
1331470.0000000000
0.0589690860
Long
DBT
CORP
US
N
2
2025-08-04
Fixed
4.1340
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP MLP
29273V100
82935.0000000000
NS
USD
1068202.8000000000
0.0473093218
Long
EC
CORP
US
N
1
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP PREFERRED STOCK VAR
29273V506
12420.0000000000
NS
USD
291745.8000000000
0.0129210445
Long
EP
CORP
US
N
1
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL JR SUBORDINA 12/99 VAR
06368B5P9
145000.0000000000
PA
USD
124653.6000000000
0.0055207469
Long
DBT
CORP
CA
N
2
2063-04-28
Variable
4.8000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA JR SUBORDINA 10/81 VAR
0641598N9
240000.0000000000
PA
USD
173894.4000000000
0.0077015583
Long
DBT
CORP
CA
N
2
2081-10-27
Variable
3.6250
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC SR UNSECURED 05/29 5.113
345397ZR7
1450000.0000000000
PA
USD
1352806.5000000000
0.0599140520
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
5.1130
N
N
N
N
N
N
FORESTAR GROUP INC
549300BC2UB0GHV60V70
FORESTAR GROUP INC COMPANY GUAR 144A 03/28 5
346232AE1
862000.0000000000
PA
USD
785006.1600000000
0.0347669085
Long
DBT
CORP
US
Y
2
2028-03-01
Fixed
5.0000
N
N
N
N
N
N
ENTERPRISE PRODUCTS PARTNERS LP
K4CDIF4M54DJZ6TB4Q48
ENTERPRISE PRODUCTS PARTNERS MLP
293792107
49155.0000000000
NS
USD
1293268.0500000000
0.0572771709
Long
EC
CORP
US
N
1
N
N
N
FORD MOTOR COMPANY
N/A
FORD MOTOR COMPANY PREFERRED STOCK 08/62 6.5
345370811
2764.0000000000
NS
USD
66584.7600000000
0.0029489530
Long
EP
CORP
US
N
1
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
FORD MOTOR COMPANY PREFERRED STOCK 06/59 6.2
345370845
2835.0000000000
NS
USD
71158.5000000000
0.0031515180
Long
EP
CORP
US
N
1
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
FREEPORT MCMORAN INC COMMON STOCK USD.1
35671D857
255945.0000000000
NS
USD
9702874.9500000000
0.4297277948
Long
EC
CORP
US
N
1
N
N
N
FRONTIER COMMUNICATIONS PARENT INC
N/A
FRONTIER COMMUNICATIONS PARE COMMON STOCK USD.25
35909D109
2.0000000000
NS
USD
45.0800000000
0.0000019965
Long
EC
CORP
US
N
1
N
N
N
GE HEALTHCARE TECHNOLOGIES INC
N/A
GE HEALTHCARE TECHNOLOGY COMMON STOCK
36266G107
34856.0000000000
NS
USD
2835187.0400000000
0.1255667708
Long
EC
CORP
US
N
1
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO COMMON STOCK USD.01
369604301
104568.0000000000
NS
USD
10349094.9600000000
0.4583480441
Long
EC
CORP
US
N
1
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
GENERAL MOTORS CO COMMON STOCK USD.01
37045V100
243463.0000000000
NS
USD
8044017.5200000000
0.3562591426
Long
EC
CORP
US
N
1
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
GILEAD SCIENCES INC COMMON STOCK USD.001
375558103
150220.0000000000
NS
USD
12349586.2000000000
0.5469472163
Long
EC
CORP
US
N
1
N
N
N
GLOBAL NET LEASE INC
549300NUYANCT5SU8Z65
GLOBAL NET LEASE INC PUBLIC USD25.0
379378409
3625.0000000000
NS
USD
79750.0000000000
0.0035320245
Long
EC
CORP
US
N
1
2049-12-31
Fixed
6.875
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA JR SUBORDINA 12/99 VAR
064159VJ2
220000.0000000000
PA
USD
201850.0000000000
0.0089396757
Long
DBT
CORP
CA
N
2
2063-04-28
Variable
4.9000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC JR SUBORDINA 12/99 VAR
06738EBT1
220000.0000000000
PA
USD
147305.4000000000
0.0065239658
Long
DBT
CORP
GB
N
2
2063-04-28
Variable
4.3750
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC/THE
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01
38141G104
27300.0000000000
NS
USD
9375912.0000000000
0.4152470282
Long
EC
CORP
US
N
1
N
N
N
GULFPORT ENERGY CORP
549300FJX18IDUFPHD40
GULFPORT ENERGY CORP PREFERRED STOCK
N/A
28.0000000000
NS
USD
182000.0000000000
0.0080605448
Long
EP
CORP
US
N
2
N
N
N
FORESTAR GROUP INC
549300BC2UB0GHV60V70
FORESTAR GROUP INC COMPANY GUAR 144A 05/26 3.85
346232AF8
630000.0000000000
PA
USD
583480.8000000000
0.0258416107
Long
DBT
CORP
US
Y
2
2026-05-15
Fixed
3.8500
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
549300ZCZ76HYCS0H445
FRONTIER COMMUNICATIONS SR SECURED 144A 05/28 5
35906ABF4
749000.0000000000
PA
USD
658206.2200000000
0.0291511030
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
5.0000
N
N
N
N
N
N
BARCLAYS PLC
N/A
BARCLAYS PLC JR SUBORDINA 12/99 8
06738EBX2
275000.0000000000
PA
USD
242046.7500000000
0.0107199378
Long
DBT
CORP
GB
N
2
2063-06-15
Variable
8.0000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COS INC SR SECURED 144A 02/27 6.125
071734AP2
447000.0000000000
PA
USD
324446.0100000000
0.0143692946
Long
DBT
CORP
CA
Y
2
2027-02-01
Fixed
6.1250
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COS INC SR SECURED 144A 09/28 11
071734AQ0
2370000.0000000000
PA
USD
1931004.9000000000
0.0855217120
Long
DBT
CORP
CA
Y
2
2028-09-30
Fixed
11.0000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COS INC SECURED 144A 10/30 14
071734AR8
469000.0000000000
PA
USD
300760.3200000000
0.0133202860
Long
DBT
CORP
CA
Y
2
2030-10-15
Fixed
14.0000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
FRONTIER COMMUNICATIONS SR SECURED 144A 05/30 8.75
35908MAD2
298000.0000000000
PA
USD
295091.5200000000
0.0130692221
Long
DBT
CORP
US
Y
2
2030-05-15
Fixed
8.7500
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC COMPANY GUAR 11/31 8
36186CBY8
489000.0000000000
PA
USD
516985.4700000000
0.0228966185
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8.0000
N
N
N
N
N
N
LVMH MOET HENNESSY LOUIS VUITTON SE
IOG4E947OATN0KJYSD45
LVMH MOET HENNESSY LOUIS VUI COMMON STOCK EUR.3
N/A
4380.0000000000
NS
4213039.4300000000
0.1865900728
Long
EC
CORP
FR
N
2
N
N
N
HESS CORP
UASVRYNXNK17ULIGK870
HESS CORP COMMON STOCK USD1.0
42809H107
56105.0000000000
NS
USD
8138591.3000000000
0.3604476931
Long
EC
CORP
US
N
1
N
N
N
BEACON ROOFING SUPPLY IN
549300HDXQWWCBOYXP31
BEACON ROOFING SUPPLY IN COMPANY GUAR 144A 05/29 4.125
073685AH2
937000.0000000000
PA
USD
825140.9400000000
0.0365444261
Long
DBT
CORP
US
Y
2
2029-05-15
Fixed
4.1250
N
N
N
N
N
N
BEASLEY MEZ HLDGS LLC
549300VK8LJV1TK18D38
BEASLEY MEZ HLDGS LLC SR SECURED 144A 02/26 8.625
07403VAA7
884000.0000000000
PA
USD
572964.6000000000
0.0253758618
Long
DBT
CORP
US
Y
2
2026-02-01
Fixed
8.6250
N
N
N
N
N
N
FRONTIER CALIFORNIA INC
N/A
FRONTIER CALIFORNIA INC SR UNSECURED 05/27 6.75
362311AG7
1210000.0000000000
PA
USD
1096865.0000000000
0.0485787336
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
6.7500
N
N
N
N
N
N
FRONTIER FLORIDA LLC
N/A
FRONTIER FLORIDA LLC SR UNSECURED 02/28 6.86
362333AH9
1333000.0000000000
PA
USD
1207884.6200000000
0.0534956492
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
6.8600
N
N
N
N
N
N
HOME DEPOT INC/THE
QEKMOTMBBKA8I816DO57
HOME DEPOT INC COMMON STOCK USD.05
437076102
52240.0000000000
NS
USD
15700209.6000000000
0.6953419975
Long
EC
CORP
US
N
1
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
HUMANA INC COMMON STOCK USD.1666666
444859102
10885.0000000000
NS
USD
5774383.6500000000
0.2557399910
Long
EC
CORP
US
N
1
N
N
N
JB HUNT TRANSPORT SERVICES INC
549300XCD1MPI1C5GK90
HUNT (JB) TRANSPRT SVCS INC COMMON STOCK USD.01
445658107
79505.0000000000
NS
USD
13936431.4500000000
0.6172265422
Long
EC
CORP
US
N
1
N
N
N
INTUIT INC
VI90HBPH7XSFMB9E4M29
INTUIT INC COMMON STOCK USD.01
461202103
10330.0000000000
NS
USD
4586003.5000000000
0.2031081696
Long
EC
CORP
US
N
1
N
N
N
BENTELER INTERNATIONAL A
N/A
BENTELER INTERNATIONAL A SR SECURED 144A 05/28 10.5
08263DAA4
800000.0000000000
PA
USD
819120.0000000000
0.0362777664
Long
DBT
CORP
AT
Y
1
2028-05-15
Fixed
10.5000
N
N
N
N
N
N
BILL HOLDINGS INC
549300IBF9VZZIGOZW63
BILL HOLDINGS INC SR UNSECURED 12/25 0.00000
N/A
3535000.0000000000
PA
USD
3247357.0500000000
0.1438212479
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
0.0000
N
N
N
N
Y
BILL HOLDINGS INC
BILL HOLDINGS INC
USD
XXXX
N
N
N
FRONTIER NORTH INC
N/A
FRONTIER NORTH INC SR UNSECURED 02/28 6.73
362337AK3
1785000.0000000000
PA
USD
1609623.7500000000
0.0712881561
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.7300
N
N
N
N
N
N
GAP INC/THE
T2ZG1WRWZ4BUCMQL9224
GAP INC/THE COMPANY GUAR 144A 10/29 3.625
364760AP3
60000.0000000000
PA
USD
42754.2000000000
0.0018935283
Long
DBT
CORP
US
Y
2
2029-10-01
Fixed
3.6250
N
N
N
N
N
N
INVITATION HOMES INC
N/A
INVITATION HOMES INC REIT USD.01
46187W107
119195.0000000000
NS
USD
3977537.1500000000
0.1761599811
Long
EC
CORP
US
N
1
N
N
N
ISHARES PREFERRED & INCOME SECURITIES ETF
549300YX74JNY54XCY80
ISHARES PREFERRED + INCOME SEC ISHARES PREFERRED + INCOME S
464288687
5525.0000000000
NS
USD
173319.2500000000
0.0076760856
Long
EC
RF
US
N
1
N
N
N
KKR & CO INC
549300JOHU21WRN2Z451
KKR + CO INC PREFERRED STOCK 09/23 6
N/A
191800.0000000000
NS
USD
12250266.0000000000
0.5425484530
Long
EP
CORP
US
N
1
N
N
N
KEYCORP
N/A
KEYCORP PREFERRED STOCK VAR
493267843
5542.0000000000
NS
USD
123032.4000000000
0.0054489460
Long
EP
CORP
US
N
1
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
BOOKING HOLDINGS INC SR UNSECURED 05/25 0.75
N/A
9550000.0000000000
PA
USD
14385069.5000000000
0.6370961417
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.7500
N
N
N
N
N
BOOKING HOLDINGS INC
BOOKING HOLDINGS INC
USD
XXXX
N
N
N
BOOZ ALLEN HAMILTON INC
549300D7XCH2480XU542
BOOZ ALLEN HAMILTON INC COMPANY GUAR 144A 07/29 4
09951LAB9
596000.0000000000
PA
USD
541388.5200000000
0.0239773980
Long
DBT
CORP
US
Y
2
2029-07-01
Fixed
4.0000
N
N
N
N
N
N
GAP INC/THE
T2ZG1WRWZ4BUCMQL9224
GAP INC/THE COMPANY GUAR 144A 10/31 3.875
364760AQ1
447000.0000000000
PA
USD
312716.7300000000
0.0138498199
Long
DBT
CORP
US
Y
2
2031-10-01
Fixed
3.8750
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
GENERAL MOTORS FINL CO JR SUBORDINA 12/99 VAR
37045XCM6
155000.0000000000
PA
USD
135353.7500000000
0.0059946427
Long
DBT
CORP
US
N
2
2063-04-28
Variable
6.5000
N
N
N
N
N
N
GENESIS ENERGY LP/FIN
N/A
GENESIS ENERGY LP/FIN COMPANY GUAR 05/26 6.25
37185LAK8
1173000.0000000000
PA
USD
1131323.3100000000
0.0501048477
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.2500
N
N
N
N
N
N
GENESIS ENERGY LP/FIN
N/A
GENESIS ENERGY LP/FIN COMPANY GUAR 04/30 8.875
37185LAN2
300000.0000000000
PA
USD
300813.0000000000
0.0133226191
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
8.8750
N
N
N
N
N
N
LAM RESEARCH CORP
549300I4GMO6D34U1T02
LAM RESEARCH CORP COMMON STOCK USD.001
512807108
16960.0000000000
NS
USD
8888396.8000000000
0.3936556099
Long
EC
CORP
US
N
1
N
N
N
ORANGE SA
969500MCOONR8990S771
ORANGE COMMON STOCK EUR4.0
N/A
205085.0000000000
NS
2669368.8800000000
0.1182228987
Long
EC
CORP
FR
N
2
N
N
N
ENACT HOLDINGS INC
N/A
ENACT HOLDINGS INC SR UNSECURED 144A 08/25 6.5
37255LAA5
1533000.0000000000
PA
USD
1519448.2800000000
0.0672944011
Long
DBT
CORP
US
Y
2
2025-08-15
Fixed
6.5000
N
N
N
N
N
N
GLOBAL NET LEASE/GLOBAL
N/A
GLOBAL NET LEASE/GLOBAL COMPANY GUAR 144A 12/27 3.75
37892AAA8
1718000.0000000000
PA
USD
1316365.9600000000
0.0583001475
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
3.7500
N
N
N
N
N
N
BRITISH AIR 21-1 B PTT
N/A
BRITISH AIR 21 1 B PTT PASS THRU CE 144A 03/33 3.9
11042CAB6
1275612.8100000000
PA
USD
1106632.3800000000
0.0490113183
Long
DBT
CORP
US
Y
2
2031-09-15
Fixed
3.9000
N
N
N
N
N
N
BROADSTREET PARTNERS INC
549300BS9N54G8DD0R75
BROADSTREET PARTNERS INC SR UNSECURED 144A 04/29 5.875
11135RAA3
2379000.0000000000
PA
USD
2075154.1200000000
0.0919058947
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
5.8750
N
N
N
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
LAS VEGAS SANDS CORP COMMON STOCK USD.001
517834107
294980.0000000000
NS
USD
18834473.0000000000
0.8341544738
Long
EC
CORP
US
N
1
N
N
N
ESTEE LAUDER COS INC/THE
549300VFZ8XJ9NUPU221
ESTEE LAUDER COMPANIES CL A COMMON STOCK USD.01
518439104
47280.0000000000
NS
USD
11664921.6000000000
0.5166243058
Long
EC
CORP
US
N
1
N
N
N
GO DADDY OPCO/FINCO
N/A
GO DADDY OPCO/FINCO COMPANY GUAR 144A 12/27 5.25
38016LAA3
301000.0000000000
PA
USD
289601.1300000000
0.0128260599
Long
DBT
CORP
US
Y
2
2027-12-01
Fixed
5.2500
N
N
N
N
N
N
GO DADDY OPCO/FINCO
N/A
GO DADDY OPCO/FINCO COMPANY GUAR 144A 03/29 3.5
38016LAC9
1030000.0000000000
PA
USD
893411.7000000000
0.0395680498
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
3.5000
N
N
N
N
N
N
BROOKFIELD PPTY REIT INC
N/A
BROOKFIELD PPTY REIT INC SR SECURED 144A 05/26 5.75
11284DAA3
1547000.0000000000
PA
USD
1406130.1800000000
0.0622756889
Long
DBT
CORP
US
Y
2
2026-05-15
Fixed
5.7500
N
N
N
N
N
N
BROOKFIELD PPTY REIT INC
N/A
BROOKFIELD PPTY REIT INC SR SECURED 144A 04/27 4.5
11284DAC9
2380000.0000000000
PA
USD
1971139.8000000000
0.0872992349
Long
DBT
CORP
US
Y
2
2027-04-01
Fixed
4.5000
N
N
N
N
N
N
GOEASY LTD
5493009DJVZG2P8YV435
GOEASY LTD COMPANY GUAR 144A 12/24 5.375
380355AD9
2050000.0000000000
PA
USD
1953076.0000000000
0.0864992125
Long
DBT
CORP
CA
Y
2
2024-12-01
Fixed
5.3750
N
N
N
N
N
N
GOEASY LTD
5493009DJVZG2P8YV435
GOEASY LTD COMPANY GUAR 144A 05/26 4.375
380355AF4
1111000.0000000000
PA
USD
979879.7800000000
0.0433976094
Long
DBT
CORP
CA
Y
2
2026-05-01
Fixed
4.3750
N
N
N
N
N
N
BUCKEYE PARTNERS LP
549300C1PQJLVEIUBK50
BUCKEYE PARTNERS LP SR UNSECURED 11/43 5.85
118230AM3
600000.0000000000
PA
USD
462966.0000000000
0.0205041660
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
5.8500
N
N
N
N
N
N
BUCKEYE PARTNERS LP
549300C1PQJLVEIUBK50
BUCKEYE PARTNERS LP SR UNSECURED 12/26 3.95
118230AQ4
900000.0000000000
PA
USD
820242.0000000000
0.0363274584
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.9500
N
N
N
N
N
N
BURFORD CAPITAL GLBL FIN
549300JVAOO67CSCH406
BURFORD CAPITAL GLBL FIN COMPANY GUAR 144A 04/30 6.875
12116LAC3
1200000.0000000000
PA
USD
1117452.0000000000
0.0494905053
Long
DBT
CORP
US
Y
2
2030-04-15
Fixed
6.8750
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 05/27 5.125
1248EPBT9
3900000.0000000000
PA
USD
3690141.0000000000
0.1634315770
Long
DBT
CORP
US
Y
2
2027-05-01
Fixed
5.1250
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
LOWE S COS INC COMMON STOCK USD.5
548661107
41620.0000000000
NS
USD
8649884.6000000000
0.3830922127
Long
EC
CORP
US
N
1
N
N
N
MAGELLAN MIDSTREAM PARTNERS LP
MZF5TI8NFVZZNUSKDL39
MAGELLAN MIDSTREAM PARTNERS MLP
559080106
15860.0000000000
NS
USD
884988.0000000000
0.0391949751
Long
EC
CORP
US
N
1
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
MARATHON PETROLEUM CORP COMMON STOCK USD.01
56585A102
80370.0000000000
NS
USD
9805140.0000000000
0.4342569817
Long
EC
CORP
US
N
1
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
MARSH + MCLENNAN COS COMMON STOCK USD1.0
571748102
85415.0000000000
NS
USD
15390928.8500000000
0.6816443527
Long
EC
CORP
US
N
1
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 02/28 5
1248EPBX0
620000.0000000000
PA
USD
575143.0000000000
0.0254723403
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
5.0000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 03/30 4.75
1248EPCD3
1300000.0000000000
PA
USD
1120990.0000000000
0.0496471987
Long
DBT
CORP
US
Y
2
2030-03-01
Fixed
4.7500
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC JR SUBORDINA 12/99 VAR
38141GYU2
153000.0000000000
PA
USD
128874.9600000000
0.0057077055
Long
DBT
CORP
US
N
2
2063-04-28
Variable
4.1250
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC JR SUBORDINA 12/99 VAR
38144GAC5
500000.0000000000
PA
USD
427540.0000000000
0.0189351942
Long
DBT
CORP
US
N
2
2063-04-28
Variable
4.4000
N
N
N
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
MASTERCARD INC A COMMON STOCK USD.0001
57636Q104
72315.0000000000
NS
USD
27481869.4500000000
1.2171364896
Long
EC
CORP
US
N
1
N
N
N
MERCK & CO INC
MZK1AT00SJV4XB7WNL71
MERCK + CO. INC. COMMON STOCK USD.5
58933Y105
219485.0000000000
NS
USD
25343932.9500000000
1.1224500444
Long
EC
CORP
US
N
1
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
MICRON TECHNOLOGY INC COMMON STOCK USD.1
595112103
95780.0000000000
NS
USD
6164400.8000000000
0.2730133466
Long
EC
CORP
US
N
1
N
N
N
MONDELEZ INTERNATIONAL INC
549300DV9GIB88LZ5P30
MONDELEZ INTERNATIONAL INC A COMMON STOCK
609207105
250885.0000000000
NS
USD
19247897.2000000000
0.8524644975
Long
EC
CORP
US
N
1
N
N
N
GRAHAM PACKAGING/GPC CAP
549300YS0ZFT826HIK72
GRAHAM PACKAGING/GPC CAP COMPANY GUAR 144A 08/28 7.125
384701AA6
733000.0000000000
PA
USD
643588.6600000000
0.0285037102
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
7.1250
N
N
N
N
N
N
GRAPHIC PACKAGING INTERN
SO75N4VY5NXGQSK8YQ65
GRAPHIC PACKAGING INTERN COMPANY GUAR 144A 07/27 4.75
38869AAA5
750000.0000000000
PA
USD
726397.5000000000
0.0321712067
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
4.7500
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 08/30 4.5
1248EPCE1
600000.0000000000
PA
USD
506532.0000000000
0.0224336478
Long
DBT
CORP
US
Y
2
2030-08-15
Fixed
4.5000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 02/31 4.25
1248EPCK7
1198000.0000000000
PA
USD
987020.2200000000
0.0437138502
Long
DBT
CORP
US
Y
2
2031-02-01
Fixed
4.2500
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 02/32 4.75
1248EPCQ4
596000.0000000000
PA
USD
493839.6400000000
0.0218715196
Long
DBT
CORP
US
Y
2
2032-02-01
Fixed
4.7500
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 09/29 6.375
1248EPCS0
1370000.0000000000
PA
USD
1305897.7000000000
0.0578365218
Long
DBT
CORP
US
Y
2
2029-09-01
Fixed
6.3750
N
N
N
N
N
N
MONSTER BEVERAGE CORP
52990090AP0E7HCB6F33
MONSTER BEVERAGE CORP COMMON STOCK
61174X109
149110.0000000000
NS
USD
8350160.0000000000
0.3698177975
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY
N/A
MORGAN STANLEY PREFFERD STOCK
61762V853
4400.0000000000
NS
USD
115016.0000000000
0.0050939100
Long
EP
CORP
US
N
1
N
N
N
GRAPHIC PACKAGING INTERN
SO75N4VY5NXGQSK8YQ65
GRAPHIC PACKAGING INTERN COMPANY GUAR 144A 03/29 3.5
38869AAC1
551000.0000000000
PA
USD
490191.6400000000
0.0217099544
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
3.5000
N
N
N
N
N
N
GREYSTAR REAL ESTATE PAR
254900HGC806SXAS4M46
GREYSTAR REAL ESTATE PAR SR SECURED 144A 12/25 5.75
39807UAB2
1891000.0000000000
PA
USD
1860119.9700000000
0.0823823101
Long
DBT
CORP
US
Y
2
2025-12-01
Fixed
5.7500
N
N
N
N
N
N
ENTERCOM MEDIA CORP.
549300S5JUSXRHNCHD80
ENTERCOM MEDIA CORP 2019 TERM LOAN
12506KAE9
1755000.0000000000
PA
USD
1078228.1300000000
0.0477533307
Long
LON
CORP
US
N
2
2024-11-17
Floating
7.9804
N
N
N
N
N
N
CDI ESCROW ISSUER INC SR UNSECURED 144A 04/30 5.75
N/A
CDI ESCROW ISSUER INC SR UNSECURED 144A 04/30 5.75
12511VAA6
596000.0000000000
PA
USD
575944.6000000000
0.0255078422
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
5.7500000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
NETFLIX INC COMMON STOCK USD.001
64110L106
32360.0000000000
NS
USD
10676534.8000000000
0.4728499315
Long
EC
CORP
US
N
1
N
N
N
NEXTERA ENERGY INC
N/A
NEXTERA ENERGY INC PREFERRED STOCK 09/25 6.926
N/A
262050.0000000000
NS
USD
12405447.0000000000
0.5494212190
Long
EP
CORP
US
N
1
N
N
N
GROUP 1 AUTOMOTIVE INC
549300US8QAZJLWYAF63
GROUP 1 AUTOMOTIVE INC COMPANY GUAR 144A 08/28 4
398905AN9
511000.0000000000
PA
USD
453946.8500000000
0.0201047195
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
4.0000
N
N
N
N
N
N
GUITAR CENTER INC
N/A
GUITAR CENTER INC SR SECURED 144A 01/26 8.5
40204BAA3
1780000.0000000000
PA
USD
1592744.0000000000
0.0705405738
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
8.5000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/COMMUNITY HEALTH SYS SR SECURED 144A 03/26 8
12543DBC3
1325000.0000000000
PA
USD
1317222.2500000000
0.0583380715
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
8.0000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/COMMUNITY HEALTH SYS SECURED 144A 04/29 6.875
12543DBJ8
663000.0000000000
PA
USD
491528.3100000000
0.0217691538
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
6.8750
N
N
N
N
N
N
NEXTERA ENERGY INC
N/A
NEXTERA ENERGY INC PREFERRED STOCK 09/23 6.219
N/A
94060.0000000000
NS
USD
4616464.8000000000
0.2044572612
Long
EP
CORP
US
N
1
N
N
N
NIKE INC
787RXPR0UX0O0XUXPZ81
NIKE INC CL B COMMON STOCK
654106103
162800.0000000000
NS
USD
20630016.0000000000
0.9136767533
Long
EC
CORP
US
N
1
N
N
N
NORTHROP GRUMMAN CORP
RIMU48P07456QXSO0R61
NORTHROP GRUMMAN CORP COMMON STOCK USD1.0
666807102
28435.0000000000
NS
USD
13116212.4500000000
0.5809001024
Long
EC
CORP
US
N
1
N
N
N
NUCOR CORP
549300GGJCRSI2TIEJ46
NUCOR CORP COMMON STOCK USD.4
670346105
41000.0000000000
NS
USD
6075380.0000000000
0.2690707304
Long
EC
CORP
US
N
1
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/COMMUNITY HEALTH SYS SECURED 144A 04/30 6.125
12543DBL3
2392000.0000000000
PA
USD
1722240.0000000000
0.0762757844
Long
DBT
CORP
US
Y
2
2030-04-01
Fixed
6.1250
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/COMMUNITY HEALTH SYS SR SECURED 144A 05/30 5.25
12543DBM1
149000.0000000000
PA
USD
124195.9700000000
0.0055004790
Long
DBT
CORP
US
Y
2
2030-05-15
Fixed
5.2500
N
N
N
N
N
N
GULFPORT ENERGY OP CORP
549300FJX18IDUFPHD40
GULFPORT ENERGY OP CORP COMPANY GUAR 05/26 8
402635AQ9
305622.0000000000
PA
USD
307370.1600000000
0.0136130272
Long
DBT
CORP
US
N
2
2026-05-17
Fixed
8.0000
N
N
N
N
N
N
GULFPORT ENERGY OP CORP
549300FJX18IDUFPHD40
GULFPORT ENERGY OP CORP COMPANY GUAR 144A 05/26 8
402635AR7
885000.0000000000
PA
USD
890062.2000000000
0.0394197048
Long
DBT
CORP
US
Y
2
2026-05-17
Fixed
8.0000
N
N
N
N
N
N
NUSTAR ENERGY LP
5493003BMLTUIEG2LG44
NUSTAR ENERGY LP PREFERRED STOCK VAR
67058H201
20834.0000000000
NS
USD
516058.1800000000
0.0228555500
Long
EP
CORP
US
N
1
2063-02-28
Variable
12.0082
N
N
N
N
N
N
NUSTAR ENERGY LP
5493003BMLTUIEG2LG44
NUSTAR ENERGY LP PREFERRED STOCK VAR
67058H300
52665.0000000000
NS
USD
1214981.5500000000
0.0538099630
Long
EP
CORP
US
N
1
2063-02-28
Variable
10.8852
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS ENERGY CORP JR SUBORDINA 06/50 VAR
125896BU3
150000.0000000000
PA
USD
132157.5000000000
0.0058530849
Long
DBT
CORP
US
N
2
2050-06-01
Variable
4.7500
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC COMPANY GUAR 144A 04/27 5.5
126307AQ0
1940000.0000000000
PA
USD
1661571.2000000000
0.0735888416
Long
DBT
CORP
US
Y
2
2027-04-15
Fixed
5.5000
N
N
N
N
N
N
N/A
549300FJX18IDUFPHD40
ESC GCB GULFPORT ENERG 05/25 FIXED 6.375
402ESCAS6
1000000.0000000000
PA
USD
1.0000000000
0.0000000443
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.3750
N
N
N
N
N
N
H&E EQUIPMENT SERVICES
254900KVLRCDMQRYY541
H+E EQUIPMENT SERVICES COMPANY GUAR 144A 12/28 3.875
404030AJ7
2775000.0000000000
PA
USD
2403677.2500000000
0.1064557597
Long
DBT
CORP
US
Y
2
2028-12-15
Fixed
3.8750
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC COMPANY GUAR 144A 02/28 5.375
126307AS6
1800000.0000000000
PA
USD
1477800.0000000000
0.0654498526
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
5.3750
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC SR UNSECURED 144A 01/30 5.75
126307BA4
1950000.0000000000
PA
USD
997113.0000000000
0.0441608464
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
5.7500
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NUSTAR LOGISTICS LP PREFERRED STOCK 01/43 VAR
67059T204
55760.0000000000
NS
USD
1424110.4000000000
0.0630720096
Long
EP
CORP
US
N
1
2043-01-15
Variable
11.6145
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP COMMON STOCK USD.01
68389X105
81370.0000000000
NS
USD
7707366.4000000000
0.3413492994
Long
EC
CORP
US
N
1
N
N
N
H.B. FULLER CO
JSMX3Z5FOYM8V0Q52357
H.B. FULLER CO SR UNSECURED 10/28 4.25
40410KAA3
886000.0000000000
PA
USD
814925.0800000000
0.0360919789
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.2500
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA INC COMPANY GUAR 11/33 7.5
404119AJ8
1369000.0000000000
PA
USD
1547695.5700000000
0.0685454371
Long
DBT
CORP
US
N
2
2033-11-06
Fixed
7.5000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC SR UNSECURED 144A 12/30 4.625
126307BD8
1800000.0000000000
PA
USD
879894.0000000000
0.0389693684
Long
DBT
CORP
US
Y
2
2030-12-01
Fixed
4.6250
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC COMPANY GUAR 144A 11/31 4.5
126307BH9
1395000.0000000000
PA
USD
979150.5000000000
0.0433653105
Long
DBT
CORP
US
Y
2
2031-11-15
Fixed
4.5000
N
N
N
N
N
N
HANESBRANDS INC.
N/A
HANESBRANDS INC. 2023 TERM LOAN B
410346AX8
1200000.0000000000
PA
USD
1196628.0000000000
0.0529971080
Long
LON
CORP
US
N
2
2030-03-08
Floating
9.2434
N
N
N
N
N
N
HAWAIIAN BRAND INTELLECT
N/A
HAWAIIAN BRAND INTELLECT SR SECURED 144A 01/26 5.75
41984LAA5
1792000.0000000000
PA
USD
1670072.3200000000
0.0739653452
Long
DBT
CORP
KY
Y
2
2026-01-20
Fixed
5.7500
N
N
N
N
N
N
PPG INDUSTRIES INC
549300BKPEP01R3V6C59
PPG INDUSTRIES INC COMMON STOCK USD1.66666
693506107
88445.0000000000
NS
USD
12405295.7000000000
0.5494145181
Long
EC
CORP
US
N
1
N
N
N
PARKER-HANNIFIN CORP
5493002CONDB4N2HKI23
PARKER HANNIFIN CORP COMMON STOCK USD.5
701094104
59495.0000000000
NS
USD
19328735.6000000000
0.8560447257
Long
EC
CORP
US
N
1
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
PFIZER INC COMMON STOCK USD.05
717081103
314685.0000000000
NS
USD
12238099.6500000000
0.5420096211
Long
EC
CORP
US
N
1
N
N
N
PIONEER NATURAL RESOURCES CO
FY8JBF7CCL2VE4F1B628
PIONEER NATURAL RESOURCES CO COMMON STOCK USD.01
723787107
24975.0000000000
NS
USD
5433311.2500000000
0.2406343351
Long
EC
CORP
US
N
1
N
N
N
CABLE ONE INC
549300648QS85T0XSH18
CABLE ONE INC COMPANY GUAR 03/26 0.00000
N/A
451000.0000000000
PA
USD
370627.2900000000
0.0164146038
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.0000
N
N
N
N
Y
CABLE ONE INC
CABLE ONE INC
USD
XXXX
N
N
N
CAESARS ENTERTAINMENT CORP
N/A
CAESARS ENTERTAINMENT CORP TERM LOAN B
12768EAG1
1200000.0000000000
PA
USD
1197414.0000000000
0.0530319189
Long
LON
CORP
US
N
2
2030-02-06
Floating
8.7277
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP SECURED 144A 02/26 10.5
143658BG6
582000.0000000000
PA
USD
609016.4400000000
0.0269725512
Long
DBT
CORP
PA
Y
2
2026-02-01
Fixed
10.5000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP SR SECURED 144A 08/28 4
143658BQ4
601000.0000000000
PA
USD
521854.3100000000
0.0231122531
Long
DBT
CORP
PA
Y
2
2028-08-01
Fixed
4.0000
N
N
N
N
N
N
CARRIAGE SERVICES INC
N/A
CARRIAGE SERVICES INC COMPANY GUAR 144A 05/29 4.25
143905AP2
1385000.0000000000
PA
USD
1165934.5500000000
0.0516377348
Long
DBT
CORP
US
Y
2
2029-05-15
Fixed
4.2500
N
N
N
N
N
N
CARPENTER TECHNOLOGY
DX6I6ZD3X5WNNCDJKP85
CARPENTER TECHNOLOGY SR UNSECURED 03/30 7.625
144285AM5
295000.0000000000
PA
USD
303708.4000000000
0.0134508526
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
7.6250
N
N
N
N
N
N
PROSPECT CAPITAL CORP
549300FSD8T39P5Q0O47
PROSPECT CAPITAL CORP PREFERRED STOCK 5.35
74348T565
6915.0000000000
NS
USD
110225.1000000000
0.0048817273
Long
EP
CORP
US
N
1
N
N
N
QUALCOMM INC
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC COMMON STOCK USD.0001
747525103
66010.0000000000
NS
USD
7709968.0000000000
0.3414645209
Long
EC
CORP
US
N
1
N
N
N
CARVANA CO
5493003WEAK2PJ5WS063
CARVANA CO COMPANY GUAR 144A 09/29 4.875
146869AH5
900000.0000000000
PA
USD
365976.0000000000
0.0162086042
Long
DBT
CORP
US
Y
2
2029-09-01
Fixed
4.8750
N
N
N
N
N
N
CASCADES INC/USA INC
N/A
CASCADES INC/USA INC COMPANY GUAR 144A 01/26 5.125
14739LAA0
600000.0000000000
PA
USD
571032.0000000000
0.0252902695
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
5.1250
N
N
N
N
N
N
HERC HOLDINGS INC
549300TP80QLITMSBP82
HERC HOLDINGS INC COMPANY GUAR 144A 07/27 5.5
42704LAA2
1500000.0000000000
PA
USD
1434360.0000000000
0.0635259511
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.5000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
HILCORP ENERGY I/HILCORP SR UNSECURED 144A 04/30 6
431318AY0
1670000.0000000000
PA
USD
1558611.0000000000
0.0690288674
Long
DBT
CORP
US
Y
2
2030-04-15
Fixed
6.0000
N
N
N
N
N
N
QWEST CORP
549300R2L4N683OO1509
QWEST CORP PREFERRED STOCK 09/56 6.5
74913G881
14625.0000000000
NS
USD
194805.0000000000
0.0086276617
Long
EP
CORP
US
N
1
N
N
N
QURATE RETAIL INC
549300PSXEKU4PHLCR04
QURATE RETAIL INC PREFERRED STOCK 03/31 8
74915M308
605.0000000000
NS
USD
18543.2500000000
0.0008212566
Long
EP
CORP
US
N
1
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
SERVICE PROPERTIES TRUST SR UNSECURED 02/26 5.25
44106MAV4
550000.0000000000
PA
USD
488741.0000000000
0.0216457074
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.2500
N
N
N
N
N
N
HOWARD MIDSTREAM ENERGY
N/A
HOWARD MIDSTREAM ENERGY SR UNSECURED 144A 01/27 6.75
442722AA2
894000.0000000000
PA
USD
839224.6200000000
0.0371681741
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
6.7500
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORP
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOLOGIES CORP COMMON STOCK USD1.0
N/A
272540.0000000000
NS
USD
27226746.0000000000
1.2058374016
Long
EC
CORP
US
N
1
N
N
N
REINSURANCE GRP OF AMER
N/A
REINSURANCE GRP OF AMER PREFFERD STOCK
759351885
11100.0000000000
NS
USD
291375.0000000000
0.0129046223
Long
EP
CORP
US
N
1
N
N
N
CASCADES INC/USA INC
N/A
CASCADES INC/USA INC COMPANY GUAR 144A 01/28 5.375
14739LAB8
600000.0000000000
PA
USD
569016.0000000000
0.0252009834
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
5.3750
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CENTERPOINT ENERGY INC JR SUBORDINA 12/99 VAR
15189TAS6
65000.0000000000
PA
USD
62147.8000000000
0.0027524458
Long
DBT
CORP
US
N
2
2063-04-28
Variable
6.1250
N
N
N
N
N
N
HUB INTERNATIONAL LIMITED
N/A
HUB INTERNATIONAL LTD 2022 TERM LOAN B
44332EAV8
1221937.5000000000
PA
USD
1221039.3800000000
0.0540782565
Long
LON
CORP
US
N
2
2029-11-10
Floating
9.1856
N
N
N
N
N
N
HUB INTERNATIONAL LTD
549300JQT6ATTUNS5E06
HUB INTERNATIONAL LTD COMPANY GUAR 144A 05/26 7
44332PAD3
1277000.0000000000
PA
USD
1273156.2300000000
0.0563864444
Long
DBT
CORP
US
Y
2
2026-05-01
Fixed
7.0000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
HUNTINGTON BANCSHARES JR SUBORDINA 12/99 VAR
446150AT1
125000.0000000000
PA
USD
112565.0000000000
0.0049853584
Long
DBT
CORP
US
N
2
2063-04-28
Variable
5.6250
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
HUNTINGTON BANCSHARES JR SUBORDINA 12/99 VAR
446150AV6
350000.0000000000
PA
USD
289131.5000000000
0.0128052606
Long
DBT
CORP
US
N
2
2063-04-28
Variable
4.4500
N
N
N
N
N
N
SALESFORCE INC
RCGZFPDMRW58VJ54VR07
SALESFORCE INC COMMON STOCK USD.001
79466L302
59985.0000000000
NS
USD
11899224.4500000000
0.5270012763
Long
EC
CORP
US
N
1
N
N
N
MATCH GROUP FINANCECO 2
549300IPGK4BWL134U96
MATCH GROUP FINANCECO 2 COMPANY GUAR 144A 06/26 0.875
N/A
3000000.0000000000
PA
USD
2650170.0000000000
0.1173726051
Long
DBT
CORP
US
Y
2
2026-06-15
Fixed
0.8750
N
N
N
N
Y
MATCH GROUP FINANCECO 2
MATCH GROUP FINANCECO 2
USD
XXXX
N
N
N
MATCH GROUP FINANCECO 3
5493003IEL8HSZKWUI17
MATCH GROUP FINANCECO 3 COMPANY GUAR 144A 01/30 2
N/A
2500000.0000000000
PA
USD
2121675.0000000000
0.0939662444
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
2.0000
N
N
N
N
N
MATCH GROUP FINANCECO 3
MATCH GROUP FINANCECO 3
USD
XXXX
N
N
N
ILFC E-CAPITAL TRUST II
N/A
ILFC E CAPITAL TRUST II LIMITD GUARA 144A 12/65 VAR
44965UAA2
1913000.0000000000
PA
USD
1289132.4400000000
0.0570940101
Long
SN
CORP
US
Y
2
2065-12-21
Variable
6.7984
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
ICAHN ENTERPRISES/FIN COMPANY GUAR 02/29 4.375
451102CC9
892000.0000000000
PA
USD
785611.1600000000
0.0347937032
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.3750
N
N
N
N
N
N
II-VI INCORPORATED
N/A
II VI INCORPORATED 2022 TERM LOAN B
45173JAQ7
1146857.1400000000
PA
USD
1144351.2600000000
0.0506818387
Long
LON
CORP
US
N
2
2029-07-01
Floating
8.4882
N
N
N
N
N
N
IEA ENERGY SERVICES LLC
N/A
IEA ENERGY SERVICES LLC COMPANY GUAR 144A 08/29 6.625
45174AAA0
1385000.0000000000
PA
USD
1318035.2500000000
0.0583740782
Long
DBT
CORP
US
Y
2
2029-08-15
Fixed
6.6250
N
N
N
N
N
N
CENTRAL GARDEN & PET CO
5493004DVZLD37DJ0H83
CENTRAL GARDEN + PET CO COMPANY GUAR 144A 04/31 4.125
153527AP1
1358000.0000000000
PA
USD
1145989.0400000000
0.0507543739
Long
DBT
CORP
US
Y
2
2031-04-30
Fixed
4.1250
N
N
N
N
N
N
CDK GLOBAL INC.
N/A
CDK GLOBAL, INC. 2022 USD TERM LOAN B
15477BAB3
299250.0000000000
PA
USD
299329.3000000000
0.0132569079
Long
LON
CORP
US
N
2
2029-07-06
Floating
9.6300
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING GROEP NV JR SUBORDINA 12/99 VAR
456837AY9
200000.0000000000
PA
USD
142454.0000000000
0.0063091036
Long
DBT
CORP
NL
N
2
2063-05-16
Variable
3.8750
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING GROEP NV JR SUBORDINA 12/99 VAR
456837AZ6
200000.0000000000
PA
USD
127236.0000000000
0.0056351180
Long
DBT
CORP
NL
N
2
2063-04-28
Variable
4.2500
N
N
N
N
N
N
INNOPHOS INC.
XQ0331QX53IRX25OY417
INNOPHOS INC 2020 TERM LOAN B
45778EAG9
1481980.4600000000
PA
USD
1469939.3700000000
0.0651017154
Long
LON
CORP
US
N
2
2027-02-07
Floating
9.8796
N
N
N
N
N
N
N/A
8XJ8KF85PBKK1TLMFN29
ESC GCB INTELSAT JACKS 08/23 5.5
458ESCAA8
585000.0000000000
PA
USD
0.5900000000
0.0000000261
Long
DBT
CORP
LU
N
2
2023-08-01
Fixed
5.5000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
LUMEN TECHNOLOGIES INC SR UNSECURED 09/39 7.6
156700AM8
900000.0000000000
PA
USD
346392.0000000000
0.0153412541
Long
DBT
CORP
US
N
2
2039-09-15
Fixed
7.6000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
LUMEN TECHNOLOGIES INC SR SECURED 144A 02/27 4
156700BC9
600000.0000000000
PA
USD
401208.0000000000
0.0177689839
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
4.0000
N
N
N
N
N
N
CHAMPIONX CORPORATION
549300EP2909K6DYYP38
CHAMPIONX CORPORATION TERM LOAN B 1
15872NAC6
1477575.0000000000
PA
USD
1479421.9700000000
0.0655216875
Long
LON
CORP
US
N
2
2029-06-07
Floating
8.7277
N
N
N
N
N
N
CHEMOURS CO
549300M1BOLNXL8DOV14
CHEMOURS CO COMPANY GUAR 144A 11/29 4.625
163851AH1
895000.0000000000
PA
USD
737972.2500000000
0.0326838374
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
4.6250
N
N
N
N
N
N
CHENIERE ENERGY INC
MIHC87W9WTYSYZWV1J40
CHENIERE ENERGY INC SR UNSECURED 10/28 4.625
16411RAK5
591000.0000000000
PA
USD
564387.2700000000
0.0249959830
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.6250
N
N
N
N
N
N
MULTIPLAN CORP
N/A
MULTIPLAN CORP SR UNSECURED 144A 10/27 6
N/A
590000.0000000000
PA
USD
378809.5000000000
0.0167769833
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
6.0000
N
N
N
N
N
MULTIPLAN CORP
MULTIPLAN CORP
USD
XXXX
N
N
N
N/A
8XJ8KF85PBKK1TLMFN29
ESC CB144A INTELSAT JA 07/25 9.75
458ESCAC4
900000.0000000000
PA
USD
0.9000000000
0.0000000399
Long
DBT
CORP
LU
N
2
2025-07-15
Fixed
9.7500
N
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
INTERNATIONAL GAME TECH SR SECURED 144A 01/27 6.25
460599AD5
1500000.0000000000
PA
USD
1522230.0000000000
0.0674175999
Long
DBT
CORP
GB
Y
2
2027-01-15
Fixed
6.2500
N
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
INTERNATIONAL GAME TECH SR SECURED 144A 04/26 4.125
460599AF0
400000.0000000000
PA
USD
386476.0000000000
0.0171165227
Long
DBT
CORP
GB
Y
2
2026-04-15
Fixed
4.1250
N
N
N
N
N
N
STONEX GROUP INC
549300JUF07L8VF02M60
STONEX GROUP INC SR SECURED 144A 06/25 8.625
46116VAE5
1225000.0000000000
PA
USD
1246217.0000000000
0.0551933407
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
8.6250
N
N
N
N
N
N
CHURCHILL DOWNS INC
529900FODTBQC8MIS994
CHURCHILL DOWNS INC COMPANY GUAR 144A 05/31 6.75
171484AJ7
600000.0000000000
PA
USD
604680.0000000000
0.0267804959
Long
DBT
CORP
US
Y
2
2031-05-01
Fixed
6.7500
N
N
N
N
N
N
CINC BELL TEL
N/A
CINC BELL TEL SR SECURED 12/28 6.3
171875AD9
890000.0000000000
PA
USD
743879.8000000000
0.0329454752
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
6.3000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC JR SUBORDINA 12/99 VAR
172967MU2
150000.0000000000
PA
USD
131149.5000000000
0.0058084419
Long
DBT
CORP
US
N
2
2063-04-28
Variable
4.0000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC JR SUBORDINA 12/99 VAR
172967MV0
509000.0000000000
PA
USD
434533.3000000000
0.0192449184
Long
DBT
CORP
US
N
2
2063-04-28
Variable
3.8750
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC JR SUBORDINA 12/99 VAR
172967NB3
546000.0000000000
PA
USD
451465.5600000000
0.0199948263
Long
DBT
CORP
US
N
2
2063-04-28
Variable
4.1500
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
CITIZENS FINANCIAL GROUP JR SUBORDINA 12/99 VAR
174610BD6
450000.0000000000
PA
USD
350829.0000000000
0.0155377631
Long
DBT
CORP
US
N
2
2063-04-28
Variable
4.0000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
IRON MOUNTAIN INC COMPANY GUAR 144A 03/28 5.25
46284VAE1
2470000.0000000000
PA
USD
2379894.4000000000
0.1054024480
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
5.2500
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA/FOOD/FINANCE SR UNSECURED 144A 01/30 5.5
46590XAB2
1770000.0000000000
PA
USD
1693288.2000000000
0.0749935465
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
5.5000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HOLDINGS INC.
N/A
CLEAR CHANNEL OUTDOOR HLDNGS I TERM LOAN B
18452RAD7
1519874.9900000000
PA
USD
1434541.6100000000
0.0635339944
Long
LON
CORP
US
N
2
2026-08-21
Floating
8.5196
N
N
N
N
N
N
CLEARWATER PAPER CORP
549300HCVV19GXN4P292
CLEARWATER PAPER CORP COMPANY GUAR 144A 08/28 4.75
18538RAJ2
1880000.0000000000
PA
USD
1694293.6000000000
0.0750380744
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
4.7500
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA/FOOD/FINANCE COMPANY GUAR 144A 02/28 5.125
46590XAG1
740000.0000000000
PA
USD
725118.6000000000
0.0321145659
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
5.1250
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA/FOOD/FINANCE COMPANY GUAR 144A 04/33 5.75
46590XAH9
440000.0000000000
PA
USD
422936.8000000000
0.0187313244
Long
DBT
CORP
US
Y
2
2033-04-01
Fixed
5.7500
N
N
N
N
N
N
JW ALUMINUM CONT CAST CO
5493008HJ8BWQC8XAF08
JW ALUMINUM CONT CAST CO SR SECURED 144A 06/26 10.25
46648XAA6
900000.0000000000
PA
USD
906516.0000000000
0.0401484224
Long
DBT
CORP
US
Y
2
2026-06-01
Fixed
10.2500
N
N
N
N
N
N
JAZZ INVESTMENTS I LTD
N/A
JAZZ INVESTMENTS I LTD COMPANY GUAR 06/26 2
N/A
7755000.0000000000
PA
USD
8447676.6000000000
0.3741366817
Long
DBT
CORP
BM
N
2
2026-06-15
Fixed
2.0000
N
N
N
N
Y
JAZZ INVESTMENTS I LTD
JAZZ INVESTMENTS I LTD
USD
XXXX
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
CLEVELAND CLIFFS INC COMPANY GUAR 144A 04/30 6.75
185899AN1
900000.0000000000
PA
USD
876537.0000000000
0.0388206912
Long
DBT
CORP
US
Y
2
2030-04-15
Fixed
6.7500
N
N
N
N
N
N
CLYDESDALE ACQUISITION HOLDINGS INC
N/A
CLYDESDALE ACQ HOLDINGS INC. TERM LOAN B
18972FAC6
590537.5000000000
PA
USD
577988.5800000000
0.0255983674
Long
LON
CORP
US
N
2
2029-04-13
Floating
9.7805
N
N
N
N
N
N
JAZZ SECURITIES DAC
6354009DV8VV7K6KOO02
JAZZ SECURITIES DAC SR SECURED 144A 01/29 4.375
47216FAA5
350000.0000000000
PA
USD
322392.0000000000
0.0142783251
Long
DBT
CORP
IE
Y
2
2029-01-15
Fixed
4.3750
N
N
N
N
N
N
JEFFERIES FIN LLC / JFIN
N/A
JEFFERIES FIN LLC / JFIN SR UNSECURED 144A 08/28 5
47232MAF9
3000000.0000000000
PA
USD
2535840.0000000000
0.1123090771
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
5.0000
N
N
N
N
N
N
JELD-WEN INC
549300XWE6NM0N1HFW16
JELD WEN INC COMPANY GUAR 144A 12/25 4.625
475795AC4
1450000.0000000000
PA
USD
1401106.0000000000
0.0620531744
Long
DBT
CORP
US
Y
2
2025-12-15
Fixed
4.6250
N
N
N
N
N
N
JETBLUE 2020-1 CLASS B
N/A
JETBLUE 2020 1 CLASS B PASS THRU CE 05/30 7.75
477164AB3
897360.0000000000
PA
USD
912444.6200000000
0.0404109933
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
7.7500
N
N
N
N
N
N
JOHN BEAN TECHNOLOGIES C
5493007CT6ATBZ2L6826
JOHN BEAN TECHNOLOGIES C SR UNSECURED 05/26 0.25
N/A
13520000.0000000000
PA
USD
12508163.2000000000
0.5539703868
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
0.2500
N
N
N
N
Y
JOHN BEAN TECHNOLOGIES C
JOHN BEAN TECHNOLOGIES C
USD
XXXX
N
N
N
KBR INC
254900OFQDXZRKRCV808
KBR INC COMPANY GUAR 144A 09/28 4.75
48242WAC0
1315000.0000000000
PA
USD
1218347.5000000000
0.0539590366
Long
DBT
CORP
US
Y
2
2028-09-30
Fixed
4.7500
N
N
N
N
N
N
KAISER ALUMINUM CORP
N/A
KAISER ALUMINUM CORP COMPANY GUAR 144A 03/28 4.625
483007AJ9
1350000.0000000000
PA
USD
1193292.0000000000
0.0528493609
Long
DBT
CORP
US
Y
2
2028-03-01
Fixed
4.6250
N
N
N
N
N
N
KAISER ALUMINUM CORP
N/A
KAISER ALUMINUM CORP COMPANY GUAR 144A 06/31 4.5
483007AL4
149000.0000000000
PA
USD
118145.0800000000
0.0052324929
Long
DBT
CORP
US
Y
2
2031-06-01
Fixed
4.5000
N
N
N
N
N
N
KEN GARFF AUTOMOTIVE LLC
N/A
KEN GARFF AUTOMOTIVE LLC SR UNSECURED 144A 09/28 4.875
48850PAA2
1940000.0000000000
PA
USD
1708810.2000000000
0.0756809959
Long
DBT
CORP
US
Y
2
2028-09-15
Fixed
4.8750
N
N
N
N
N
N
KNIFE RIVER HOLD CO
N/A
KNIFE RIVER HOLD CO SR UNSECURED 144A 05/31 7.75
498894AA2
1200000.0000000000
PA
USD
1218552.0000000000
0.0539680936
Long
DBT
CORP
US
Y
2
2031-05-01
Fixed
7.7500
N
N
N
N
N
N
BATH & BODY WORKS INC
GR3KVMWVCR54YWQNXU90
BATH + BODY WORKS INC COMPANY GUAR 11/35 6.875
501797AL8
1475000.0000000000
PA
USD
1333813.0000000000
0.0590728544
Long
DBT
CORP
US
N
2
2035-11-01
Fixed
6.8750
N
N
N
N
N
N
BATH & BODY WORKS INC
GR3KVMWVCR54YWQNXU90
BATH + BODY WORKS INC COMPANY GUAR 01/27 6.694
501797AQ7
1577000.0000000000
PA
USD
1585326.5600000000
0.0702120650
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.6940
N
N
N
N
N
N
LCPR SR SECURED FIN DAC
549300LE5FM8IKMXSP90
LCPR SR SECURED FIN DAC SR SECURED 144A 10/27 6.75
50201DAA1
1480000.0000000000
PA
USD
1411520.4000000000
0.0625144147
Long
DBT
CORP
IE
Y
2
2027-10-15
Fixed
6.7500
N
N
N
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL HOLDINGS INC COMPANY GUAR 144A 03/29 4
50212YAD6
892000.0000000000
PA
USD
801506.6000000000
0.0354976917
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
4.0000
N
N
N
N
N
N
LSF11 A5 HOLDCO LLC
254900FPK7P5WNA66Y10
LSF11 A5 HOLDCO LLC TERM LOAN
50216YAB6
594000.0000000000
PA
USD
576625.5000000000
0.0255379984
Long
LON
CORP
US
N
2
2028-10-15
Floating
9.3216
N
N
N
N
N
N
LSF11 A5 HOLDCO LLC
N/A
LSF11 A5 HOLDCO LLC 2023 INCREMENTAL TERM LOAN B
N/A
610000.0000000000
PA
USD
602118.8000000000
0.0266670637
Long
LON
CORP
US
N
2
2028-10-15
Floating
9.8216
N
N
N
N
N
N
COMMERCIAL METALS CO
549300OQS2LO07ZJ7N73
COMMERCIAL METALS CO SR UNSECURED 01/30 4.125
201723AQ6
596000.0000000000
PA
USD
537669.4800000000
0.0238126866
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.1250
N
N
N
N
N
N
COMMERCIAL METALS CO
549300OQS2LO07ZJ7N73
COMMERCIAL METALS CO SR UNSECURED 03/32 4.375
201723AR4
298000.0000000000
PA
USD
259841.1000000000
0.0115080266
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.3750
N
N
N
N
N
N
LIFE TIME FITNESS INC
549300PALKE96VYH4X17
LIFE TIME FITNESS INC 2021 TERM LOAN B
50218KAG3
402389.7100000000
PA
USD
402830.3300000000
0.0178408348
Long
LON
CORP
US
N
2
2024-12-15
Floating
10.0230
N
N
N
N
N
N
LSF11 A5 HOLDCO LLC
254900FPK7P5WNA66Y10
LSF11 A5 HOLDCO LLC SR UNSECURED 144A 10/29 6.625
50221DAA7
297000.0000000000
PA
USD
256230.8100000000
0.0113481315
Long
DBT
CORP
US
Y
2
2029-10-15
Fixed
6.6250
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
COMMSCOPE INC SR SECURED 144A 09/29 4.75
203372AX5
1100000.0000000000
PA
USD
888998.0000000000
0.0393725728
Long
DBT
CORP
US
Y
2
2029-09-01
Fixed
4.7500
N
N
N
N
N
N
CONMED CORP
Z6C0YCECH9DCU5ZIQW84
CONMED CORP SR UNSECURED 144A 06/27 2.25
N/A
4640000.0000000000
PA
USD
5033982.4000000000
0.2229485763
Long
DBT
CORP
US
Y
2
2027-06-15
Fixed
2.2500
N
N
N
N
Y
CONMED CORP
CONMED CORP
USD
XXXX
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
CONTINENTAL RESOURCES COMPANY GUAR 144A 01/31 5.75
212015AT8
610000.0000000000
PA
USD
595463.7000000000
0.0263723179
Long
DBT
CORP
US
Y
2
2031-01-15
Fixed
5.7500
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
CONTINENTAL RESOURCES COMPANY GUAR 144A 04/32 2.875
212015AV3
900000.0000000000
PA
USD
708705.0000000000
0.0313876288
Long
DBT
CORP
US
Y
2
2032-04-01
Fixed
2.8750
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
N/A
COREBRIDGE FINANCIAL INC JR SUBORDINA 144A 12/52 VAR
21871XAN9
70000.0000000000
PA
USD
64031.1000000000
0.0028358547
Long
DBT
CORP
US
Y
2
2052-12-15
Variable
6.8750
N
N
N
N
N
N
CREDIT ACCEPTANC
N/A
CREDIT ACCEPTANC COMPANY GUAR 144A 12/24 5.125
225310AN1
1092000.0000000000
PA
USD
1047872.2800000000
0.0464089094
Long
DBT
CORP
US
Y
2
2024-12-31
Fixed
5.1250
N
N
N
N
N
N
LADDER CAP FIN LLLP/CORP
N/A
LADDER CAP FIN LLLP/CORP COMPANY GUAR 144A 10/25 5.25
505742AG1
2306000.0000000000
PA
USD
2169600.1000000000
0.0960887852
Long
DBT
CORP
US
Y
2
2025-10-01
Fixed
5.2500
N
N
N
N
N
N
LADDER CAP FIN LLLP/CORP
N/A
LADDER CAP FIN LLLP/CORP COMPANY GUAR 144A 06/29 4.75
505742AP1
596000.0000000000
PA
USD
472330.0000000000
0.0209188854
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
4.7500
N
N
N
N
N
N
LAND O'LAKES INC
4ONCJWH5BBCYSJIJYX61
LAND O LAKES INC JR SUBORDINA 144A 12/99 7
514666AN6
125000.0000000000
PA
USD
105967.5000000000
0.0046931637
Long
DBT
CORP
US
Y
2
2063-09-18
Fixed
7.0000
N
N
N
N
N
N
VITAL ENERGY INC
549300X0PTWU2QSLSL14
VITAL ENERGY INC COMPANY GUAR 01/25 9.5
516806AF3
604000.0000000000
PA
USD
608155.5200000000
0.0269344222
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
9.5000
N
N
N
N
N
N
CYBERARK SOFTWARE LTD
529900YEXNDM894PWS93
CYBERARK SOFTWARE LTD SR UNSECURED 11/24 0.00000
N/A
17000000.0000000000
PA
USD
17730320.0000000000
0.7852529641
Long
DBT
CORP
IL
N
2
2024-11-15
Fixed
0.0000
N
N
N
N
Y
CYBERARK SOFTWARE LTD
CYBERARK SOFTWARE LTD
USD
XXXX
N
N
N
DCP MIDSTREAM OPERATING
VQOHU6HCVU6YY1KUKU03
DCP MIDSTREAM OPERATING COMPANY GUAR 144A 05/43 VAR
23311RAH9
1950000.0000000000
PA
USD
1953588.0000000000
0.0865218884
Long
DBT
CORP
US
Y
2
2043-05-21
Variable
5.8500
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT MIDSTREAM INC COMPANY GUAR 144A 06/29 4.125
23345MAA5
921000.0000000000
PA
USD
818041.4100000000
0.0362299971
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
4.1250
N
N
N
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
DANA INC SR UNSECURED 09/30 4.25
235825AH9
985000.0000000000
PA
USD
802351.4500000000
0.0355351090
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
4.2500
N
N
N
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
DANA INC SR UNSECURED 02/32 4.5
235825AJ5
596000.0000000000
PA
USD
478552.2400000000
0.0211944604
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
4.5000
N
N
N
N
N
N
DATADOG INC
549300F6JNO0KRPO1K63
DATADOG INC SR UNSECURED 06/25 0.125
N/A
2015000.0000000000
PA
USD
2114661.9000000000
0.0936556433
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.1250
N
N
N
N
Y
DATADOG INC
DATADOG INC
USD
XXXX
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DAVITA INC COMPANY GUAR 144A 06/30 4.625
23918KAS7
2381000.0000000000
PA
USD
2078208.2300000000
0.0920411573
Long
DBT
CORP
US
Y
2
2030-06-01
Fixed
4.6250
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DAVITA INC COMPANY GUAR 144A 02/31 3.75
23918KAT5
1395000.0000000000
PA
USD
1123142.4000000000
0.0497425257
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
3.7500
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
DELL INT LLC / EMC CORP SR UNSECURED 06/26 6.02
24703TAD8
1405000.0000000000
PA
USD
1446517.7500000000
0.0640644022
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.0200
N
N
N
N
N
N
SKYMILES IP LTD.
2549008L7P4I8VB90936
SKYMILES IP LTD. 2020 SKYMILES TERM LOAN B
24736CBS2
1170000.0000000000
PA
USD
1213956.9000000000
0.0537645826
Long
LON
CORP
US
N
2
2027-10-20
Floating
9.2379
N
N
N
N
N
N
DELUXE CORP
KWGNKB8TX9LE5TV29231
DELUXE CORP COMPANY GUAR 144A 06/29 8
248019AU5
1565000.0000000000
PA
USD
1203688.4500000000
0.0533098062
Long
DBT
CORP
US
Y
2
2029-06-01
Fixed
8.0000
N
N
N
N
N
N
DIAMOND SPORTS GR/DIAMON
N/A
DIAMOND SPORTS GR/DIAMON COMPANY GUAR 144A 08/27 6.625
25277LAC0
825000.0000000000
PA
USD
25674.0000000000
0.0011370683
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
0.0000
Y
N
N
N
N
N
DIAMOND SPORTS GR/DIAMON
N/A
DIAMOND SPORTS GR/DIAMON SECURED 144A 08/26 5.375
25277LAF3
656000.0000000000
PA
USD
46523.5200000000
0.0020604666
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
0.0000
Y
N
N
N
N
N
DIRECTV FINANCING LLC
N/A
DIRECTV FINANCING LLC TERM LOAN
25460HAB8
1645601.6500000000
PA
USD
1583891.5900000000
0.0701485120
Long
LON
CORP
US
N
2
2027-08-02
Floating
10.7326
N
N
N
N
N
N
SCHLUMBERGER NV
213800ZUA17OK3QLGM62
SCHLUMBERGER LTD COMMON STOCK USD.01
806857108
219710.0000000000
NS
USD
10842688.5000000000
0.4802086642
Long
EC
CORP
CW
N
1
N
N
N
SELECTIVE INSURANCE GROU
549300R3WGJWLE40R258
SELECTIVE INSURANCE GROU PREFERRED STOCK 4.6
816300503
6177.0000000000
NS
USD
107170.9500000000
0.0047464629
Long
EP
CORP
US
N
1
N
N
N
SERVICENOW INC
549300HJTQM36M0E1G39
SERVICENOW INC COMMON STOCK USD.001
81762P102
21845.0000000000
NS
USD
10036029.9000000000
0.4444827971
Long
EC
CORP
US
N
1
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
SOUTHWEST AIRLINES CO COMMON STOCK USD1.0
844741108
152510.0000000000
NS
USD
4619527.9000000000
0.2045929220
Long
EC
CORP
US
N
1
N
N
N
SPIRIT REALTY CAPITAL IN
549300LTU6LVPZSHMJ25
SPIRIT REALTY CAPITAL IN PREFERRED STOCK 6
84860W201
3000.0000000000
NS
USD
72000.0000000000
0.0031887870
Long
EC
CORP
US
N
1
2049-12-31
Fixed
6.000
N
N
N
N
N
N
STRYKER CORP
5493002F0SC4JTBU5137
STRYKER CORP COMMON STOCK USD.1
863667101
20295.0000000000
NS
USD
6081396.7500000000
0.2693372045
Long
EC
CORP
US
N
1
N
N
N
SYSCO CORP
5RGWIFLMGH3YS7KWI652
SYSCO CORP COMMON STOCK USD1.0
871829107
95790.0000000000
NS
USD
7350924.6000000000
0.3255629527
Long
EC
CORP
US
N
1
N
N
N
TELEPHONE & DATA SYS
N/A
TELEPHONE + DATA SYS PREFERRED STOCK 6
879433761
5000.0000000000
NS
USD
67150.0000000000
0.0029739867
Long
EP
CORP
US
N
1
N
N
N
TESLA INC
54930043XZGB27CTOV49
TESLA INC COMMON STOCK USD.001
88160R101
132450.0000000000
NS
USD
21762859.5000000000
0.9638489282
Long
EC
CORP
US
N
1
N
N
N
THERMO FISHER SCIENTIFIC INC
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1.0
883556102
30260.0000000000
NS
USD
16791274.0000000000
0.7436638300
Long
EC
CORP
US
N
1
N
N
N
TIDEWATER INC
2549000JA5GRUPLMUH98
TIDEWATER INC NEW WARRANTS
N/A
16676.0000000000
NS
USD
1.6700000000
0.0000000740
N/A
DE
CORP
US
N
1
WTS UNDERLYING BSKT / INDEX
N/A
Call
Purchased
WTS UNDERLYING BSKT / INDEX
WTS UNDERLYING BSKT / INDEX
16676
0.000000000000
USD
2042-11-14
XXXX
-347359.4200000000
N
N
N
T-MOBILE US INC
N/A
2020 CASH EXCH TRUST PREFERRED STOCK 06/23 5.25
N/A
31975.0000000000
NS
USD
37359270.2500000000
1.6545938088
Long
EP
CORP
US
Y
1
N
N
N
ULTA BEAUTY INC
529900CIV6HN8M28YM82
ULTA BEAUTY INC COMMON STOCK
90384S303
27180.0000000000
NS
USD
14987867.4000000000
0.6637932819
Long
EC
CORP
US
N
1
N
N
N
US CELLULAR CORP
549300B164AZXESI6E03
US CELLULAR CORP PREFERRED STOCK 03/70 5.5
911684801
5887.0000000000
NS
USD
89070.3100000000
0.0039448089
Long
EP
CORP
US
N
1
N
N
N
US CELLULAR CORP
N/A
US CELLULAR CORP PREFERRED STOCK 06/70 5.5
911684884
5625.0000000000
NS
USD
85781.2500000000
0.0037991407
Long
EP
CORP
US
N
1
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
VISA INC CLASS A SHARES COMMON STOCK USD.0001
92826C839
178525.0000000000
NS
USD
41548123.2500000000
1.8401126959
Long
EC
CORP
US
N
1
N
N
N
VULCAN MATERIALS CO
549300Q8LSNHAVWBNI21
VULCAN MATERIALS CO COMMON STOCK USD1.0
929160109
23420.0000000000
NS
USD
4101310.4000000000
0.1816417385
Long
EC
CORP
US
N
1
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
WALMART INC COMMON STOCK USD.1
931142103
130790.0000000000
NS
USD
19745366.3000000000
0.8744967611
Long
EC
CORP
US
N
1
N
N
N
WALGREENS BOOTS ALLIANCE INC
549300RPTUOIXG4LIH86
WALGREENS BOOTS ALLIANCE INC COMMON STOCK USD.01
931427108
52650.0000000000
NS
USD
1855912.5000000000
0.0821959667
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
CHAPARRAL ENERGY INC. COMMON STOCK CLASS A
931QWA901
11045.0000000000
NS
USD
463890.0000000000
0.0205450887
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
GUITAR CENTER INC
935XXF900
8177.0000000000
NS
USD
1046656.0000000000
0.0463550419
Long
EP
CORP
US
N
2
N
N
N
WESCO INTERNATIONAL INC
529900TXOGREY3WNJ434
WESCO INTERNATIONAL INC PUBLIC VAR
95082P303
4980.0000000000
NS
USD
135456.0000000000
0.0059991712
Long
EP
CORP
US
N
1
N
N
N
ZIMMER BIOMET HOLDINGS INC
2P2YLDVPES3BXQ1FRB91
ZIMMER BIOMET HOLDINGS INC COMMON STOCK USD.01
98956P102
67065.0000000000
NS
USD
9284478.6000000000
0.4111975610
Long
EC
CORP
US
N
1
N
N
N
ACCENTURE PLC
N/A
ACCENTURE PLC CL A COMMON STOCK USD.0000225
N/A
56335.0000000000
NS
USD
15790137.1500000000
0.6993247725
Long
EC
CORP
IE
N
1
N
N
N
BROOKFIELD PROPERTY PART
5493004J5Z0TZW83NU62
BROOKFIELD PROPERTY PART PREFERRED STOCK 6.375
EP0575654
5000.0000000000
NS
USD
69400.0000000000
0.0030736363
Long
EP
CORP
BM
N
1
N
N
N
BROOKFIELD PROPERTY PART
5493004J5Z0TZW83NU62
BROOKFIELD PROPERTY PART PREFERRED STOCK 5.75
EP0585729
8773.0000000000
NS
USD
109662.5000000000
0.0048568104
Long
EP
CORP
BM
N
1
N
N
N
BROOKFIELD RENEWABLE PAR
VA8DFMRI2GY8Y7V79H93
BROOKFIELD RENEWABLE PAR PREFERRED STOCK 5.25
EP0586206
6000.0000000000
NS
USD
114000.0000000000
0.0050489127
Long
EP
CORP
BM
N
1
N
N
N
LINDE PLC
8945002PAZHZLBGKGF02
LINDE PLC COMMON STOCK
N/A
72750.0000000000
NS
USD
26877487.5000000000
1.1903691939
Long
EC
CORP
IE
N
1
N
N
N
MALLINCKRODT PLC
549300LMDE3RUP8Z3L60
MALLINCKRODT PLC COMMON STOCK
N/A
17140.0000000000
NS
USD
100097.6000000000
0.0044331934
Long
EC
CORP
IE
N
1
N
N
N
MCDERMOTT INTERNATIONAL LTD
54930004RAXI4B3L4752
MCDERMOTT INTERNATIONAL LTD MCDERMOTT INTER TR A CW27
N/A
51723.0000000000
NS
USD
5.1700000000
0.0000002290
N/A
DE
CORP
BM
N
1
MCDERMOTT INTERNATIONAL LTD
N/A
Call
Purchased
MCDERMOTT INTERNATIONAL LTD
MCDERMOTT INTERNATIONAL LTD
51723
0.000000000000
USD
2027-06-30
XXXX
-10492.6800000000
N
N
N
MCDERMOTT INTERNATIONAL LTD
54930004RAXI4B3L4752
MCDERMOTT INTERNATIONAL LTD MCDERMOTT INTER TR B CW27
N/A
57470.0000000000
NS
USD
5.7500000000
0.0000002547
N/A
DE
CORP
BM
N
1
MCDERMOTT INTERNATIONAL LTD
N/A
Call
Purchased
MCDERMOTT INTERNATIONAL LTD
MCDERMOTT INTERNATIONAL LTD
57470
0.000000000000
USD
2027-06-30
XXXX
-11659.5000000000
N
N
N
MEDTRONIC PLC
549300GX3ZBSQWUXY261
MEDTRONIC PLC COMMON STOCK USD.1
585055106
122460.0000000000
NS
USD
11137737.0000000000
0.4932759811
Long
EC
CORP
IE
N
1
N
N
N
APTIV PLC
N/A
APTIV PLC PREFERRED STOCK 06/23 5.5
N/A
127510.0000000000
NS
USD
14432856.9000000000
0.6392125839
Long
EP
CORP
JE
N
1
N
N
N
ALCON INC
549300LDT5AP8S0NBM78
ALCON INC COMMON STOCK CHF.04
N/A
124060.0000000000
NS
USD
8991868.8000000000
0.3982382511
Long
EC
CORP
CH
N
1
N
N
N
CHUBB LTD
E0JAN6VLUDI1HITHT809
CHUBB LTD COMMON STOCK
N/A
76155.0000000000
NS
USD
15349801.8000000000
0.6798228888
Long
EC
CORP
CH
N
1
N
N
N
N/A
549300YV2L21F4K80V46
INTELSAT EMERGENCE SA COMMON STOCK
L5217E120
14021.0000000000
NS
USD
357535.5000000000
0.0158347853
Long
EC
CORP
LU
N
1
N
N
N
AFFILIATED MANAGERS GROUP INC
N/A
AMG CAPITAL TRUST II PREFERRED STOCK 10/37 5.15
N/A
80250.0000000000
NS
USD
4039544.2500000000
0.1789061955
Long
EP
CORP
US
N
2
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT+T INC COMMON STOCK USD1.0
00206R102
264885.0000000000
NS
USD
4680517.9500000000
0.2072940925
Long
EC
CORP
US
N
1
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT+T INC PREFERRED STOCK 11/66 5.35
00206R300
3485.0000000000
NS
USD
82664.2000000000
0.0036610906
Long
EP
CORP
US
N
1
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
ABBOTT LABORATORIES COMMON STOCK
N/A
82820.0000000000
NS
USD
9149125.4000000000
0.4052029427
Long
EC
CORP
US
N
1
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC COMMON STOCK USD.01
00287Y109
118475.0000000000
NS
USD
17903942.0000000000
0.7929424581
Long
EC
CORP
US
N
1
N
N
N
ADOBE INC
FU4LY2G4933NH2E1CP29
ADOBE INC COMMON STOCK USD.0001
00724F101
21770.0000000000
NS
USD
8219481.2000000000
0.3640302022
Long
EC
CORP
US
N
1
N
N
N
AFFILIATED MANAGERS GROUP INC
2JE75BUE3T1BLCYYGK54
AFFILIATED MANAGERS GROUP COMMON STOCK USD.01
N/A
35430.0000000000
NS
USD
5115383.4000000000
0.2265537214
Long
EC
CORP
US
N
1
N
N
N
AFFILIATED MANAGERS GROU
2JE75BUE3T1BLCYYGK54
AFFILIATED MANAGERS GROU PREFERRED STOCK 09/60 4.75
N/A
3400.0000000000
NS
USD
67796.0000000000
0.0030025972
Long
EP
CORP
US
N
1
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
ALPHABET INC CL C COMMON STOCK USD.001
02079K107
199700.0000000000
NS
USD
21611534.0000000000
0.9571469174
Long
EC
CORP
US
N
1
N
N
N
ALTICE USA INC
54930064K3612MGCER95
ALTICE USA INC A COMMON STOCK USD.01
02156K103
25095.0000000000
NS
USD
87832.5000000000
0.0038899879
Long
EC
CORP
US
N
1
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC COMMON STOCK USD.333
02209S103
58750.0000000000
NS
USD
2791212.5000000000
0.1236191952
Long
EC
CORP
US
N
1
N
N
N
AMERICAN ELECTRIC POWER CO INC
1B4S6S7G0TW5EE83BO58
AMERICAN ELECTRIC POWER PREFERRED STOCK 08/23 6.125
N/A
586575.0000000000
NS
USD
29821473.0000000000
1.3207545079
Long
EP
CORP
US
N
1
N
N
N
NECESSITY RETAIL REIT IN
549300GN4H0K3IUS8983
NECESSITY RETAIL REIT IN PREFERRED STOCK 7.5
02607T406
1951.0000000000
NS
USD
39410.2000000000
0.0017454268
Long
EC
CORP
US
N
1
2049-12-31
Fixed
7.500
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER CORP REIT USD.01
03027X100
70930.0000000000
NS
USD
14497382.7000000000
0.6420703482
Long
EC
CORP
US
N
1
N
N
N
ANNALY CAPITAL MGMT
2DTL0G3FPRYUT58TI025
ANNALY CAPITAL MGMT PREFERRED STOCK VAR
N/A
5970.0000000000
NS
USD
148891.8000000000
0.0065942254
Long
EP
CORP
US
N
1
2063-02-28
Variable
10.1769
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
ELEVANCE HEALTH INC COMMON STOCK USD.01
N/A
23435.0000000000
NS
USD
10982812.7500000000
0.4864145862
Long
EC
CORP
US
N
1
N
N
N
APPLIED MATERIALS INC
41BNNE1AFPNAZELZ6K07
APPLIED MATERIALS INC COMMON STOCK USD.01
N/A
79440.0000000000
NS
USD
8979103.2000000000
0.3976728791
Long
EC
CORP
US
N
1
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
ASSURANT INC COMMON STOCK USD.01
04621X108
29983.0000000000
NS
USD
3691806.7900000000
0.1635053527
Long
EC
CORP
US
N
1
N
N
N
BP PLC
213800LH1BZH3DI6G760
BP PLC SPONS ADR ADR
N/A
475000.0000000000
NS
USD
19133000.0000000000
0.8473758489
Long
EC
CORP
GB
N
1
N
N
N
BANK OZK
549300VYK2WBD7SST478
BANK OZK PREFERRED STOCK 4.625
06417N202
1450.0000000000
NS
USD
22692.5000000000
0.0010050215
Long
EP
CORP
US
N
1
N
N
N
BOSTON SCIENTIFIC CORP
Y6ZDD9FP4P8JSSJMW954
BOSTON SCIENTIFIC CORP PREFERRED STOCK 06/23 5.5
N/A
85355.0000000000
NS
USD
10731684.1500000000
0.4752924250
Long
EP
CORP
US
N
1
N
N
N
SINCLAIR TELEVISION GROU
549300CQGEN0CH65UD62
SINCLAIR TELEVISION GROU SR SECURED 144A 12/30 4.125
829259BA7
891000.0000000000
PA
USD
703765.2600000000
0.0311688541
Long
DBT
CORP
US
Y
2
2030-12-01
Fixed
4.1250
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
SIRIUS XM RADIO INC COMPANY GUAR 144A 07/29 5.5
82967NBC1
1500000.0000000000
PA
USD
1339380.0000000000
0.0593194096
Long
DBT
CORP
US
Y
2
2029-07-01
Fixed
5.5000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
SIRIUS XM RADIO INC COMPANY GUAR 144A 07/28 4
82967NBJ6
885000.0000000000
PA
USD
748807.3500000000
0.0331637100
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
4.0000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
SIRIUS XM RADIO INC COMPANY GUAR 144A 09/26 3.125
82967NBL1
585000.0000000000
PA
USD
524171.7000000000
0.0232148873
Long
DBT
CORP
US
Y
2
2026-09-01
Fixed
3.1250
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
SIRIUS XM RADIO INC COMPANY GUAR 144A 09/31 3.875
82967NBM9
298000.0000000000
PA
USD
225541.3000000000
0.0099889328
Long
DBT
CORP
US
Y
2
2031-09-01
Fixed
3.8750
N
N
N
N
N
N
SIX FLAGS ENTERTAINMENT
549300JYTDUAA4JQ3717
SIX FLAGS ENTERTAINMENT COMPANY GUAR 144A 05/31 7.25
83001AAD4
2400000.0000000000
PA
USD
2353536.0000000000
0.1042350685
Long
DBT
CORP
US
Y
2
2031-05-15
Fixed
7.2500
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
DELTA AIR LINES/SKYMILES SR SECURED 144A 10/28 4.75
830867AB3
295000.0000000000
PA
USD
286622.0000000000
0.0126941180
Long
DBT
CORP
US
Y
2
2028-10-20
Fixed
4.7500
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
SOUTHERN CO JR SUBORDINA 01/51 VAR
842587DF1
362000.0000000000
PA
USD
340124.3400000000
0.0150636676
Long
DBT
CORP
US
N
2
2051-01-15
Variable
4.0000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
SOUTHERN CO JR SUBORDINA 09/51 VAR
842587DJ3
95000.0000000000
PA
USD
81822.5500000000
0.0036238150
Long
DBT
CORP
US
N
2
2051-09-15
Variable
3.7500
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
SOUTHWESTERN ENERGY CO COMPANY GUAR 02/29 5.375
845467AR0
600000.0000000000
PA
USD
568212.0000000000
0.0251653753
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.3750
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
SOUTHWESTERN ENERGY CO COMPANY GUAR 03/30 5.375
845467AS8
895000.0000000000
PA
USD
837004.0000000000
0.0370698257
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
5.3750
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
SOUTHWESTERN ENERGY CO COMPANY GUAR 02/32 4.75
845467AT6
593000.0000000000
PA
USD
524555.9400000000
0.0232319048
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.7500
N
N
N
N
N
N
SPANISH BROADCASTING SYS
5493005DKYB1X4C9LH64
SPANISH BROADCASTING SYS SR SECURED 144A 03/26 9.75
846425AQ9
585000.0000000000
PA
USD
385936.2000000000
0.0170926156
Long
DBT
CORP
US
Y
2
2026-03-01
Fixed
9.7500
N
N
N
N
N
N
SPEEDWAY MOT/SPEEDWAY FD
N/A
SPEEDWAY MOT/SPEEDWAY FD SR UNSECURED 144A 11/27 4.875
84779MAA2
837000.0000000000
PA
USD
779037.7500000000
0.0345025754
Long
DBT
CORP
US
Y
2
2027-11-01
Fixed
4.8750
N
N
N
N
N
N
SPIRIT LOYALTY KY LTD/IP
N/A
SPIRIT LOYALTY KY LTD/IP SR SECURED 144A 09/25 8
84859BAA9
735000.0000000000
PA
USD
742732.2000000000
0.0328946495
Long
DBT
CORP
KY
Y
2
2025-09-20
Fixed
8.0000
N
N
N
N
N
N
SPIRIT LOYALTY KY LTD/IP
N/A
SPIRIT LOYALTY KY LTD/IP SR SECURED 144A 09/25 8
84859BAB7
835000.0000000000
PA
USD
844101.5000000000
0.0373841648
Long
DBT
CORP
KY
Y
2
2025-09-20
Fixed
8.0000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
ONEMAIN FINANCE CORP COMPANY GUAR 03/26 7.125
85172FAN9
1199000.0000000000
PA
USD
1170164.0500000000
0.0518250538
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.1250
N
N
N
N
N
N
SPRINT LLC
549300ZTTY7CXOLJ6539
SPRINT LLC COMPANY GUAR 06/24 7.125
85207UAH8
3045000.0000000000
PA
USD
3096856.3500000000
0.1371557664
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.1250
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
STANDARD INDUSTRIES INC SR UNSECURED 144A 02/27 5
853496AC1
1165000.0000000000
PA
USD
1117071.9000000000
0.0494736711
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
5.0000
N
N
N
N
N
N
STANLEY BLACK & DECKER I
549300DJ09SMTO561131
STANLEY BLACK + DECKER I JR SUBORDINA 03/60 VAR
854502AM3
100000.0000000000
PA
USD
76720.0000000000
0.0033978297
Long
DBT
CORP
US
N
2
2060-03-15
Variable
4.0000
N
N
N
N
N
N
STATION CASINOS LLC
5493004E7Q60TX54WL62
STATION CASINOS LLC COMPANY GUAR 144A 02/28 4.5
857691AG4
2430000.0000000000
PA
USD
2235745.8000000000
0.0990182928
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
4.5000
N
N
N
N
N
N
STERICYCLE INC
B8PTJH2P0AXSWSMP2136
STERICYCLE INC COMPANY GUAR 144A 01/29 3.875
858912AG3
957000.0000000000
PA
USD
864630.3600000000
0.0382933615
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
3.8750
N
N
N
N
N
N
STL HOLDING CO LLC
984500BC2I63E7F48656
STL HOLDING CO LLC SR UNSECURED 144A 02/26 7.5
861036AA9
879000.0000000000
PA
USD
781272.7800000000
0.0346015620
Long
DBT
CORP
US
Y
2
2026-02-15
Fixed
7.5000
N
N
N
N
N
N
SUMMIT MATERIALS LLC
N/A
SUMMIT MATERIALS LLC TERM LOAN B
86614DAJ7
648375.0000000000
PA
USD
651312.1400000000
0.0288457731
Long
LON
CORP
US
N
2
2027-12-14
Floating
8.5525
N
N
N
N
N
N
SUNOCO LP/FINANCE CORP
N/A
SUNOCO LP/FINANCE CORP COMPANY GUAR 04/30 4.5
86765LAZ0
298000.0000000000
PA
USD
267314.9400000000
0.0118390333
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
4.5000
N
N
N
N
N
N
TKC HOLDINGS INC.
N/A
TKC HOLDINGS INC 2021 TERM LOAN
87256FAH7
754678.5500000000
PA
USD
682172.8100000000
0.0302125523
Long
LON
CORP
US
N
2
2028-05-14
Floating
10.4696
N
N
N
N
N
N
TTM TECHNOLOGIES INC
549300SC4BDOIS008048
TTM TECHNOLOGIES INC COMPANY GUAR 144A 03/29 4
87305RAK5
1645000.0000000000
PA
USD
1408893.1500000000
0.0623980572
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
4.0000
N
N
N
N
N
N
TANDEM DIABETES CARE INC
549300JEPFOD0K4D3I05
TANDEM DIABETES CARE INC SR UNSECURED 144A 05/25 1.5
N/A
5460000.0000000000
PA
USD
5018559.0000000000
0.2222654938
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
1.5000
N
N
N
N
Y
TANDEM DIABETES CARE INC
TANDEM DIABETES CARE INC
USD
XXXX
N
N
N
TAYLOR MORRISON COMM
549300O1Z08HI2MRK572
TAYLOR MORRISON COMM COMPANY GUAR 144A 01/28 5.75
87724RAB8
707000.0000000000
PA
USD
702171.1900000000
0.0310982548
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
5.7500
N
N
N
N
N
N
TEAM HEALTH HOLDINGS INC.
549300PVTQ4UDTTMQT11
TEAM HEALTH HOLDINGS, INC. 2022 TERM LOAN B
87817JAG3
2903392.1000000000
PA
USD
1907528.6100000000
0.0844819775
Long
LON
CORP
US
N
2
2027-02-02
Floating
10.7256
N
N
N
N
N
N
TELECOM ITALIA CAPITAL
549300777DJZOR5C4L39
TELECOM ITALIA CAPITAL COMPANY GUAR 09/34 6
87927VAM0
880000.0000000000
PA
USD
753156.8000000000
0.0333563415
Long
DBT
CORP
LU
N
2
2034-09-30
Fixed
6.0000
N
N
N
N
N
N
TELESAT CANADA/TELESAT L
N/A
TELESAT CANADA/TELESAT L SR SECURED 144A 06/27 4.875
87952VAP1
1196000.0000000000
PA
USD
644775.5600000000
0.0285562765
Long
DBT
CORP
CA
Y
2
2027-06-01
Fixed
4.8750
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORP SR UNSECURED 11/31 6.875
88033GAV2
1575000.0000000000
PA
USD
1552209.7500000000
0.0687453643
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
6.8750
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORP SECURED 02/27 6.25
88033GDS6
2710000.0000000000
PA
USD
2701571.9000000000
0.1196491288
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
6.2500
N
N
N
N
N
N
TEAM HEALTH HOLDINGS INC
549300PVTQ4UDTTMQT11
TEAM HEALTH HOLDINGS INC COMPANY GUAR 144A 02/25 6.375
88047PAA2
1251000.0000000000
PA
USD
655411.4100000000
0.0290273245
Long
DBT
CORP
US
Y
2
2025-02-01
Fixed
6.3750
N
N
N
N
N
N
TERRAFORM POWER OPERATIN
5493000S2OLR3UT5BE13
TERRAFORM POWER OPERATIN COMPANY GUAR 144A 01/28 5
88104LAE3
1500000.0000000000
PA
USD
1437690.0000000000
0.0636734325
Long
DBT
CORP
US
Y
2
2028-01-31
Fixed
5.0000
N
N
N
N
N
N
CMG MEDIA CORPORATION
N/A
CMG MEDIA CORPORATION 2021 TERM LOAN
88145LAE4
871946.5600000000
PA
USD
752781.9800000000
0.0333397413
Long
LON
CORP
US
N
2
2026-12-17
Floating
8.9804
N
N
N
N
N
N
TESLA INC
54930043XZGB27CTOV49
TESLA INC SR UNSECURED 05/24 2
N/A
400000.0000000000
PA
USD
3173940.0000000000
0.1405697017
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
2.0000
N
N
N
N
Y
TESLA INC
TESLA INC
USD
XXXX
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
TEVA PHARMACEUTICALS NE COMPANY GUAR 10/26 3.15
88167AAE1
535000.0000000000
PA
USD
485057.7500000000
0.0214825810
Long
DBT
CORP
NL
N
2
2026-10-01
Fixed
3.1500
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
TEVA PHARMACEUTICALS NE COMPANY GUAR 04/24 6
88167AAL5
1443000.0000000000
PA
USD
1440806.6400000000
0.0638114645
Long
DBT
CORP
NL
N
2
2024-04-15
Fixed
6.0000
N
N
N
N
N
N
TEVA PHARMACEUTICAL INDU
5493004T21MOAFINJP35
TEVA PHARMACEUTICAL INDU COMPANY GUAR 05/27 4.75
88167AAP6
1100000.0000000000
PA
USD
1031448.0000000000
0.0456814992
Long
DBT
CORP
NL
N
2
2027-05-09
Fixed
4.7500
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
TEVA PHARMACEUTICALS NE COMPANY GUAR 09/29 7.875
88167AAS0
250000.0000000000
PA
USD
262427.5000000000
0.0116225749
Long
DBT
CORP
NL
N
2
2029-09-15
Fixed
7.8750
N
N
N
N
N
N
TIME WARNER CABLE LLC
N/A
TIME WARNER CABLE LLC SR SECURED 07/38 7.3
88732JAN8
480000.0000000000
PA
USD
498254.4000000000
0.0220670436
Long
DBT
CORP
US
N
2
2038-07-01
Fixed
7.3000
N
N
N
N
N
N
TORONTO-DOMINION BANK
N/A
TORONTO DOMINION BANK JR SUBORDINA 10/82 VAR
89117F8Z5
425000.0000000000
PA
USD
432994.2500000000
0.0191767559
Long
DBT
CORP
CA
N
2
2082-10-31
Variable
8.1250
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TRANSDIGM INC SR SECURED 144A 03/26 6.25
893647BE6
1539000.0000000000
PA
USD
1547864.6400000000
0.0685529250
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
6.2500
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TRANSDIGM INC COMPANY GUAR 03/27 7.5
893647BH9
875000.0000000000
PA
USD
880538.7500000000
0.0389979235
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
7.5000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TRANSDIGM INC SR SECURED 144A 08/28 6.75
893647BR7
900000.0000000000
PA
USD
914472.0000000000
0.0405007833
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
6.7500
N
N
N
N
N
N
TRANSDIGM UK HOLDINGS
549300JTYP71LZZSE903
TRANSDIGM UK HOLDINGS COMPANY GUAR 05/26 6.875
89365DAB9
1200000.0000000000
PA
USD
1208388.0000000000
0.0535179432
Long
DBT
CORP
GB
N
2
2026-05-15
Fixed
6.8750
N
N
N
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
TRANSOCEAN INC SR SECURED 144A 02/30 8.75
893830BX6
1200000.0000000000
PA
USD
1212120.0000000000
0.0536832287
Long
DBT
CORP
KY
Y
2
2030-02-15
Fixed
8.7500
N
N
N
N
N
N
TRINSEO OP / TRINSEO FIN
N/A
TRINSEO OP / TRINSEO FIN COMPANY GUAR 144A 04/29 5.125
89668QAF5
589000.0000000000
PA
USD
366051.7200000000
0.0162119577
Long
DBT
CORP
LU
Y
2
2029-04-01
Fixed
5.1250
N
N
N
N
N
N
TRONOX INC
549300EPZ4YXC7E5P181
TRONOX INC COMPANY GUAR 144A 03/29 4.625
897051AC2
890000.0000000000
PA
USD
740391.0000000000
0.0327909608
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
4.6250
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP JR SUBORDINA 12/99 VAR
89832QAD1
295000.0000000000
PA
USD
256384.5000000000
0.0113549382
Long
DBT
CORP
US
N
2
2063-04-28
Variable
4.8000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP JR SUBORDINA 12/99 VAR
89832QAE9
125000.0000000000
PA
USD
117917.5000000000
0.0052224137
Long
DBT
CORP
US
N
2
2063-04-28
Variable
4.9500
N
N
N
N
N
N
TWILIO INC
5493004W8TRGD63APX93
TWILIO INC COMPANY GUAR 03/29 3.625
90138FAC6
830000.0000000000
PA
USD
709351.2000000000
0.0314162481
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.6250
N
N
N
N
N
N
TWILIO INC
5493004W8TRGD63APX93
TWILIO INC COMPANY GUAR 03/31 3.875
90138FAD4
298000.0000000000
PA
USD
249080.3200000000
0.0110314455
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.8750
N
N
N
N
N
N
COHERENT CORP
549300O5C25A0MMHHU33
COHERENT CORP COMPANY GUAR 144A 12/29 5
902104AC2
692000.0000000000
PA
USD
623339.7600000000
0.0276069126
Long
DBT
CORP
US
Y
2
2029-12-15
Fixed
5.0000
N
N
N
N
N
N
TYLER TECHNOLOGIES INC
25490040SMU4Z8LBCW70
TYLER TECHNOLOGIES INC SR UNSECURED 03/26 0.25
N/A
5850000.0000000000
PA
USD
5875681.5000000000
0.2602263419
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.2500
N
N
N
N
Y
TYLER TECHNOLOGIES INC
TYLER TECHNOLOGIES INC
USD
XXXX
N
N
N
UNITED AIR 2019-2 B PTT
N/A
UNITED AIR 2019 2 B PTT PASS THRU CE 11/29 3.5
90932KAA7
528522.7100000000
PA
USD
472071.2000000000
0.0209074235
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
3.5000
N
N
N
N
N
N
UNITED AIRLINES INC.
K1OQBWM7XEOO08LDNP29
UNITED AIRLINES, INC. 2021 TERM LOAN B
90932RAJ3
1470000.0000000000
PA
USD
1467699.4500000000
0.0650025123
Long
LON
CORP
US
N
2
2028-04-21
Floating
9.2368
N
N
N
N
N
N
US CELLULAR CORP
549300B164AZXESI6E03
US CELLULAR CORP SR UNSECURED 12/33 6.7
911684AD0
1955000.0000000000
PA
USD
1784015.7000000000
0.0790117503
Long
DBT
CORP
US
N
2
2033-12-15
Fixed
6.7000
N
N
N
N
N
N
UNITED WHOLESALE MTGE LL
549300HW662MN1WU8550
UNITED WHOLESALE MTGE LL SR UNSECURED 144A 04/29 5.5
913229AA8
1383000.0000000000
PA
USD
1192187.4900000000
0.0528004435
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
5.5000
N
N
N
N
N
N
UNITED WHOLESALE MTGE LL
549300HW662MN1WU8550
UNITED WHOLESALE MTGE LL SR UNSECURED 144A 06/27 5.75
913229AC4
600000.0000000000
PA
USD
550770.0000000000
0.0243928917
Long
DBT
CORP
US
Y
2
2027-06-15
Fixed
5.7500
N
N
N
N
N
N
UNITI GROUP/CSL CAPITAL
N/A
UNITI GROUP/CSL CAPITAL COMPANY GUAR 144A 02/29 6.5
91327BAA8
600000.0000000000
PA
USD
365400.0000000000
0.0161830939
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
6.5000
N
N
N
N
N
N
UNITI GROUP/CSL CAPITAL
N/A
UNITI GROUP/CSL CAPITAL SR SECURED 144A 02/28 10.5
91327TAA9
600000.0000000000
PA
USD
574074.0000000000
0.0254249957
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
10.5000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS INC.
549300YQDE2JSGTL8V47
UNIVISION COMMUNICATIONS INC 2022 FIRST LIEN TERM LOAN B
914908BD9
600462.5000000000
PA
USD
596709.6100000000
0.0264274976
Long
LON
CORP
US
N
2
2029-06-24
Floating
9.2932
N
N
N
N
N
N
VFH PARENT LLC
N/A
VFH PARENT LLC 2022 TERM LOAN B
91820UAS9
1633500.0000000000
PA
USD
1604913.7500000000
0.0710795563
Long
LON
CORP
US
N
2
2029-01-13
Floating
8.5305
N
N
N
N
N
N
VOC ESCROW LTD SR SECURED 144A 02/28 5
N/A
VOC ESCROW LTD SR SECURED 144A 02/28 5
91832VAA2
1200000.0000000000
PA
USD
1071204.0000000000
0.0474422411
Long
DBT
CORP
BM
N
2
2028-02-15
Fixed
5.0000000000
N
N
N
N
N
N
VZ SECURED FINANCING BV
549300MG611MYCOWY949
VZ SECURED FINANCING BV SR SECURED 144A 01/32 5
91845AAA3
1340000.0000000000
PA
USD
1120789.4000000000
0.0496383144
Long
DBT
CORP
NL
Y
2
2032-01-15
Fixed
5.0000
N
N
N
N
N
N
VAIL RESORTS INC
529900PSZHRNU9HKH870
VAIL RESORTS INC SR UNSECURED 01/26 0.00000
N/A
9760000.0000000000
PA
USD
8818550.4000000000
0.3905622031
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
0.0000
N
N
N
N
Y
VAIL RESORTS INC
VAIL RESORTS INC
USD
XXXX
N
N
N
VECTOR GROUP LTD
549300TUIF4WWN6NDN50
VECTOR GROUP LTD SR SECURED 144A 02/29 5.75
92240MBL1
1857000.0000000000
PA
USD
1664076.2700000000
0.0736997879
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
5.7500
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
VENTURE GLOBAL CALCASIEU SR SECURED 144A 08/29 3.875
92328MAA1
300000.0000000000
PA
USD
270234.0000000000
0.0119683147
Long
DBT
CORP
US
Y
2
2029-08-15
Fixed
3.8750
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
VENTURE GLOBAL CALCASIEU SR SECURED 144A 08/31 4.125
92328MAB9
300000.0000000000
PA
USD
266145.0000000000
0.0117872182
Long
DBT
CORP
US
Y
2
2031-08-15
Fixed
4.1250
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
VENTURE GLOBAL CALCASIEU SR SECURED 144A 01/30 6.25
92328MAE3
750000.0000000000
PA
USD
761032.5000000000
0.0337051461
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
6.2500
N
N
N
N
N
N
VERTIV GROUP CORPORATION
549300ZT8RQ5VK10E643
VERTIV GROUP CORPORATION SR SECURED 144A 11/28 4.125
92535UAB0
1191000.0000000000
PA
USD
1078140.8400000000
0.0477494648
Long
DBT
CORP
US
Y
2
2028-11-15
Fixed
4.1250
N
N
N
N
N
N
VIAVI SOLUTIONS INC
5493006K3E3N1QOBF092
VIAVI SOLUTIONS INC COMPANY GUAR 144A 10/29 3.75
925550AF2
1475000.0000000000
PA
USD
1243454.5000000000
0.0550709932
Long
DBT
CORP
US
Y
2
2029-10-01
Fixed
3.7500
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
PARAMOUNT GLOBAL JR SUBORDINA 03/62 VAR
92556HAE7
740000.0000000000
PA
USD
635238.2000000000
0.0281338791
Long
DBT
CORP
US
N
2
2062-03-30
Variable
6.3750
N
N
N
N
N
N
VIKING CRUISES LTD
549300IJP90T4MV2GL84
VIKING CRUISES LTD SR SECURED 144A 05/25 13
92676XAE7
290000.0000000000
PA
USD
305689.0000000000
0.0135385708
Long
DBT
CORP
BM
Y
2
2025-05-15
Fixed
13.0000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
254900PNIMG4CPJH6R25
CHESAPEAKE ENERGY CORP COMPANY GUAR 144A 04/29 6.75
92735LAA0
892000.0000000000
PA
USD
883882.8000000000
0.0391460272
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
6.7500
N
N
N
N
N
N
VISTA OUTDOOR INC
549300QI2D33ESTJLN81
VISTA OUTDOOR INC COMPANY GUAR 144A 03/29 4.5
928377AC4
1355000.0000000000
PA
USD
1063905.3500000000
0.0471189933
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
4.5000
N
N
N
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
VISTRA CORP JR SUBORDINA 144A VAR
92840MAB8
340000.0000000000
PA
USD
321548.2000000000
0.0142409543
Long
DBT
CORP
US
Y
2
2063-04-28
Variable
8.0000
N
N
N
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
VISTRA CORP JR SUBORDINA 144A 12/99 VAR
92840MAC6
625000.0000000000
PA
USD
564625.0000000000
0.0250065117
Long
DBT
CORP
US
Y
2
2063-04-28
Variable
7.0000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
VODAFONE GROUP PLC JR SUBORDINA 04/79 VAR
92857WBQ2
125000.0000000000
PA
USD
127901.2500000000
0.0056645811
Long
DBT
CORP
GB
N
2
2079-04-04
Variable
7.0000
N
N
N
N
N
N
WW INTERNATIONAL INC.
SGT8R1MU6ESIC7UJC518
WW INTERNATIONAL, INC. 2021 TERM LOAN B
92941PAC7
1975050.0000000000
PA
USD
1355378.0600000000
0.0600279430
Long
LON
CORP
US
N
2
2028-04-13
Floating
9.2936
N
N
N
N
N
N
WR GRACE HOLDING LLC
N/A
WR GRACE HOLDING LLC SR SECURED 144A 03/31 7.375
92943GAE1
600000.0000000000
PA
USD
602274.0000000000
0.0266739373
Long
DBT
CORP
US
Y
2
2031-03-01
Fixed
7.3750
N
N
N
N
N
N
W.R. GRACE & CO.-CONN.
N/A
WR GRACE CO 2021 TERM LOAN B
92943HAB5
548611.1100000000
PA
USD
549914.0600000000
0.0243549832
Long
LON
CORP
US
N
2
2028-09-22
Floating
9.0072
N
N
N
N
N
N
WABASH NATIONAL CORP
5299004ZAWHQZI5XO485
WABASH NATIONAL CORP COMPANY GUAR 144A 10/28 4.5
929566AL1
1251000.0000000000
PA
USD
1092961.1700000000
0.0484058380
Long
DBT
CORP
US
Y
2
2028-10-15
Fixed
4.5000
N
N
N
N
N
N
WASTE PRO USA INC
549300BY1QXU5BI3UF28
WASTE PRO USA INC SR UNSECURED 144A 02/26 5.5
94107JAA1
1050000.0000000000
PA
USD
979828.5000000000
0.0433953383
Long
DBT
CORP
US
Y
2
2026-02-15
Fixed
5.5000
N
N
N
N
N
N
WEATHERFORD INTERNATIONA
549300A2JKMG5PGOGF82
WEATHERFORD INTERNATIONA SR SECURED 144A 09/28 6.5
947075AT4
685000.0000000000
PA
USD
685719.2500000000
0.0303696196
Long
DBT
CORP
BM
Y
2
2028-09-15
Fixed
6.5000
N
N
N
N
N
N
WEATHERFORD INTERNATIONA
549300A2JKMG5PGOGF82
WEATHERFORD INTERNATIONA COMPANY GUAR 144A 04/30 8.625
947075AU1
900000.0000000000
PA
USD
917721.0000000000
0.0406446773
Long
DBT
CORP
BM
Y
2
2030-04-30
Fixed
8.6250
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO + COMPANY JR SUBORDINA 12/99 VAR
949746TD3
1230000.0000000000
PA
USD
1072769.1000000000
0.0475115574
Long
DBT
CORP
US
N
2
2063-04-28
Variable
3.9000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO DISTRIBUTION INC COMPANY GUAR 144A 06/25 7.125
95081QAN4
563000.0000000000
PA
USD
572886.2800000000
0.0253723931
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
7.1250
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO DISTRIBUTION INC COMPANY GUAR 144A 06/28 7.25
95081QAP9
283000.0000000000
PA
USD
291127.7600000000
0.0128936723
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
7.2500
N
N
N
N
N
N
CASTLELAKE AVIATION LIMITED
N/A
CASTLELAKE AVIATION LIMITED 2023 INCREMENTAL TERM LOAN B
14855NAG1
598500.0000000000
PA
USD
591395.8100000000
0.0261921563
Long
LON
CORP
US
N
2
2027-10-22
Floating
8.3846
N
N
N
N
N
N
WILLIAMS SCOTSMAN INTL
549300V3TCHCBOBTGH07
WILLIAMS SCOTSMAN INTL SR SECURED 144A 08/28 4.625
96950GAE2
298000.0000000000
PA
USD
276108.9200000000
0.0122285073
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
4.6250
N
N
N
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC ENERGY GROUP INC JR SUBORDINA 05/67 VAR
976657AH9
80000.0000000000
PA
USD
65429.6000000000
0.0028977924
Long
DBT
CORP
US
N
2
2067-05-15
Variable
6.9761
N
N
N
N
N
N
WOLFSPEED INC
549300OGU88P3AW3TO93
WOLFSPEED INC SR UNSECURED 144A 12/29 1.875
N/A
5670000.0000000000
PA
USD
4200959.7000000000
0.1860550772
Long
DBT
CORP
US
Y
2
2029-12-01
Fixed
1.8750
N
N
N
N
Y
WOLFSPEED INC
WOLFSPEED INC
USD
XXXX
N
N
N
WYNN MACAU LTD
254900NMDQ8ENTHU1I31
WYNN MACAU LTD SR UNSECURED 144A 03/29 4.5
N/A
11140000.0000000000
PA
USD
12673421.0000000000
0.5612894412
Long
DBT
CORP
KY
Y
2
2029-03-07
Fixed
4.5000
N
N
N
N
N
WYNN MACAU LTD
WYNN MACAU LTD
USD
XXXX
N
N
N
XHR LP
549300M88BPT83ZL2164
XHR LP SR SECURED 144A 08/25 6.375
98372MAA3
1255000.0000000000
PA
USD
1238823.0500000000
0.0548658722
Long
DBT
CORP
US
Y
2
2025-08-15
Fixed
6.3750
N
N
N
N
N
N
ZF NA CAPITAL
529900JYGMS9CW9IQX78
ZF NA CAPITAL COMPANY GUAR 144A 04/28 6.875
98877DAD7
400000.0000000000
PA
USD
411608.0000000000
0.0182295865
Long
DBT
CORP
US
Y
2
2028-04-14
Fixed
6.8750
N
N
N
N
N
N
ZF NA CAPITAL
529900JYGMS9CW9IQX78
ZF NA CAPITAL COMPANY GUAR 144A 04/30 7.125
98877DAE5
1200000.0000000000
PA
USD
1239996.0000000000
0.0549178207
Long
DBT
CORP
US
Y
2
2030-04-14
Fixed
7.1250
N
N
N
N
N
N
ISHARES MSCI EMERGING MARKETS ETF
N/A
ISHARES MSCI EMERGING MARKETS JUN23 42 CALL
N/A
6900.0000000000
NC
USD
41400.0000000000
0.0018335525
N/A
DE
US
N
1
The Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Purchased
ISHARES MSCI EMERGING MARKETS
ISHARES MSCI EMERGING MARKETS
100
42.000000000000
USD
2023-06-16
XXXX
-1158084.2100000000
N
N
N
ISHARES MSCI EMERGING MARKETS ETF
N/A
ISHARES MSCI EMERGING MARKETS JUN23 40 CALL
N/A
7000.0000000000
NC
USD
329000.0000000000
0.0145709849
N/A
DE
US
N
1
The Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Purchased
ISHARES MSCI EMERGING MARKETS
ISHARES MSCI EMERGING MARKETS
100
40.000000000000
USD
2023-06-16
XXXX
-617603.3500000000
N
N
N
N/A
N/A
S+P 500 INDEX JUL23 4000 PUT
N/A
240.0000000000
NC
USD
1526400.0000000000
0.0676022838
N/A
DE
US
N
1
The Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Purchased
S+P 500 INDEX
S+P 500 INDEX
100
4000.000000000000
USD
2023-07-21
XXXX
-1220949.9100000000
N
N
N
CHARLES SCHWAB CORP/THE
549300VSGCJ7E698NM85
CHARLES SCHWAB CORP/THE MAY23 60 CALL
N/A
1100.0000000000
NC
USD
10450.0000000000
0.0004628170
N/A
DE
US
N
1
The Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Purchased
SCHWAB (CHARLES) CORP
SCHWAB (CHARLES) CORP
100
60.000000000000
USD
2023-05-19
XXXX
-108069.6700000000
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP MAY23 270 PUT
N/A
780.0000000000
NC
USD
2730.0000000000
0.0001209082
N/A
DE
US
N
1
The Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Purchased
MICROSOFT CORP
MICROSOFT CORP
100
270.000000000000
USD
2023-05-05
XXXX
-335188.6600000000
N
N
N
N/A
N/A
MICROSOFT CORP MAY23 297.5 CALL
ADI2FNQG9
-780.0000000000
NC
USD
-856050.0000000000
-0.0379133484
N/A
DE
US
N
1
The Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
MICROSOFT CORP
MICROSOFT CORP
100
297.500000000000
USD
2023-05-05
XXXX
-779789.2800000000
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
GLENCORE FUNDING LLC COMPANY GUAR REGS 03/25 0.0000
N/A
5800000.0000000000
PA
USD
6276934.0000000000
0.2779972967
Long
DBT
CORP
US
N
2
2025-03-27
Fixed
0.0000
N
N
N
N
N
GLENCORE FUNDING LLC
GLENCORE FUNDING LLC
USD
XXXX
N
N
N
ANLLIAN CAPITAL LTD
529900WNC73E6N8L3G81
ANLLIAN CAPITAL LTD COMPANY GUAR REGS 02/25 0.0000
N/A
5400000.0000000000
PA
6522975.1800000000
0.2888941426
Long
DBT
CORP
VG
N
2
2025-02-05
Fixed
0.0000
N
N
N
N
N
ANLLIAN CAPITAL LTD
ANLLIAN CAPITAL LTD
EUR
XXXX
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
AIR CANADA 2021 TERM LOAN B
N/A
739412.5000000000
PA
USD
739068.6700000000
0.0327323965
Long
LON
CORP
CA
N
2
2028-08-11
Floating
8.6436
N
N
N
N
N
N
BAUSCH HEALTH COMPANIES INC.
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COMPANIES, INC. 2022 TERM LOAN B
N/A
288750.0000000000
PA
USD
233985.6800000000
0.0103629234
Long
LON
CORP
CA
N
2
2027-02-01
Floating
10.7162
N
N
N
N
N
N
INEOS US FINANCE LLC
N/A
INEOS US FINANCE LLC 2023 USD TERM LOAN B
N/A
1200000.0000000000
PA
USD
1198998.0000000000
0.0531020722
Long
LON
CORP
US
N
2
2030-02-16
Floating
9.0829
N
N
N
N
N
N
JAZZ FINANCING LUX S.A.R.L.
635400WUEO2NSG5OIU34
JAZZ FINANCING LUX SARL USD TERM LOAN
N/A
2170028.2300000000
PA
USD
2169637.6200000000
0.0960904469
Long
LON
CORP
LU
N
2
2028-05-05
Floating
9.6338
N
N
N
N
N
N
CAMELOT U.S. ACQUISITION LLC
N/A
CAMELOT U.S. ACQUISITION 1 CO TERM LOAN B
N/A
990689.7900000000
PA
USD
990996.9000000000
0.0438899723
Long
LON
CORP
US
N
2
2026-10-31
Floating
8.9934
N
N
N
N
N
N
CAMELOT U.S. ACQUISITION LLC
549300U6VBJHQP2SFL81
CAMELOT US ACQUISITION 1 CO. 2020 INCREMENTAL TERM LOAN
N/A
391649.6600000000
PA
USD
391588.9500000000
0.0173429686
Long
LON
CORP
US
N
2
2026-10-31
Floating
8.7434
N
N
N
N
N
N
ICON LUXEMBOURG S.A.R.L.
635400PUWMHSPI2DDA35
ICON LUXEMBOURG SARL LUX TERM LOAN
N/A
731274.1900000000
PA
USD
731877.4900000000
0.0324139084
Long
LON
CORP
LU
N
2
2028-07-01
Floating
7.6849
N
N
N
N
N
N
PRA HEALTH SCIENCES INC.
549300R1HR1VWWHIAK47
PRA HEALTH SCIENCES, INC. US TERM LOAN
N/A
182197.4200000000
PA
USD
182347.7300000000
0.0080759454
Long
LON
CORP
US
N
2
2028-07-01
Floating
7.6849
N
N
N
N
N
N
MALLINCKRODT INTERNATIONAL FINANCE S.A.
N/A
MALLINCKRODT INTERNA FIN SA 2022 USD TERM LOAN
N/A
1125234.4200000000
PA
USD
806303.6000000000
0.0357101446
Long
LON
CORP
LU
N
2
2027-09-30
Floating
10.5707
N
N
N
N
N
N
2023-06-28
Calamos Strategic Total Return Fund
Stephen Atkins
Stephen Atkins
Treasurer