0001145549-23-078197.txt : 20231227
0001145549-23-078197.hdr.sgml : 20231227
20231227140339
ACCESSION NUMBER: 0001145549-23-078197
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20231031
FILED AS OF DATE: 20231227
DATE AS OF CHANGE: 20231227
PERIOD START: 20231031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: CALAMOS STRATEGIC TOTAL RETURN FUND
CENTRAL INDEX KEY: 0001275214
ORGANIZATION NAME:
IRS NUMBER: 043785941
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-21484
FILM NUMBER: 231516952
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
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1874286.7000000000
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CORP
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USD
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2063-10-31
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2063-10-31
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Fixed
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USD
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0.0660994590
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CORP
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2
2024-03-15
Fixed
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DISH NETWORK CORP
DISH NETWORK CORP
USD
XXXX
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NEXTERA ENERGY INC PREFERRED STOCK 09/25 6.926
N/A
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USD
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CORP
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NIKE INC CL B COMMON STOCK
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USD
16730956.0000000000
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EC
CORP
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USD
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EC
CORP
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USD
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CORP
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USD
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2025-12-15
Fixed
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DISH NETWORK CORP
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USD
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0.0553355603
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2027-11-15
Fixed
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25470XAY1
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USD
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0.0289034030
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CORP
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2
2026-07-01
Fixed
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25470XBB0
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USD
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DBT
CORP
US
N
2
2028-07-01
Fixed
7.3750
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N
N
N
N
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PROCTER & GAMBLE CO/THE
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PROCTER + GAMBLE CO/THE COMMON STOCK
742718109
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USD
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1.4218740358
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EC
CORP
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1
N
N
N
PROSPECT CAPITAL CORP
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PROSPECT CAPITAL CORP PREFERRED STOCK 5.35
74348T565
7932.0000000000
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USD
125484.2400000000
0.0058369401
Long
EP
CORP
US
N
1
N
N
N
QWEST CORP
549300R2L4N683OO1509
QWEST CORP PREFERRED STOCK 09/56 6.5
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14625.0000000000
NS
USD
176816.2500000000
0.0082246652
Long
EP
CORP
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N
1
N
N
N
QURATE RETAIL INC
549300PSXEKU4PHLCR04
QURATE RETAIL INC PREFERRED STOCK 03/31 8
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605.0000000000
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USD
14399.0000000000
0.0006697742
Long
EP
CORP
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1
N
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VULCAN MATERIALS CO COMMON STOCK USD1.0
929160109
36605.0000000000
NS
USD
7192516.4500000000
0.3345622365
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EC
CORP
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1
N
N
N
WALMART INC
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WALMART INC COMMON STOCK USD.1
931142103
130790.0000000000
NS
USD
21372393.9000000000
0.9941438371
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
1109862.0000000000
0.0516255911
Long
EC
CORP
US
N
1
N
N
N/A
N/A
CHAPARRAL ENERGY INC. COMMON STOCK CLASS A
931QWA901
11045.0000000000
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USD
491502.5000000000
0.0228623983
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EC
CORP
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N
2
N
N
N
DISH DBS CORP
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25470XBD6
590000.0000000000
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USD
304475.4000000000
0.0141627720
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DBT
CORP
US
N
2
2029-06-01
Fixed
5.1250
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N
N
N
N
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25470XBE4
1495000.0000000000
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USD
1209410.1500000000
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DBT
CORP
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Y
2
2026-12-01
Fixed
5.2500
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N
N
N
N
N
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NOKIA CORP SPON ADR ADR NPV
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1520000.0000000000
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USD
5031200.0000000000
0.2340279005
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EC
CORP
FI
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1
N
N
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NORTHROP GRUMMAN CORP COMMON STOCK USD1.0
666807102
28435.0000000000
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USD
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0.6235431367
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EC
CORP
US
N
1
N
N
N
AES CORP/THE
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AES CORP/THE PREFERRED STOCK 02/24 6.875
N/A
246010.0000000000
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USD
14829482.8000000000
0.6897982043
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EP
CORP
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N
1
N
N
N
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67058H201
9119.0000000000
NS
USD
232260.9300000000
0.0108036925
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EP
CORP
US
N
1
2063-11-30
Variable
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N
N
N
N
N
N
NUSTAR ENERGY LP
5493003BMLTUIEG2LG44
NUSTAR ENERGY LP PREFERRED STOCK VAR
67058H300
43730.0000000000
NS
USD
1097623.0000000000
0.0510562900
Long
EP
CORP
US
N
1
2063-11-30
Variable
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N
N
N
N
N
DOMINION ENERGY INC
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DOMINION ENERGY INC JR SUBORDINA 12/99 VAR
25746UDD8
250000.0000000000
PA
USD
227520.0000000000
0.0105831666
Long
DBT
CORP
US
N
2
2063-10-31
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
107432.0800000000
0.0049972381
Long
DBT
CORP
US
N
2
2063-10-31
Variable
4.3500
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT+T INC PREFERRED STOCK 4.75
00206R706
8482.0000000000
NS
USD
146738.6000000000
0.0068255936
Long
EP
CORP
US
N
1
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
ABBOTT LABORATORIES COMMON STOCK
N/A
82820.0000000000
NS
USD
7830631.0000000000
0.3642443418
Long
EC
CORP
US
N
1
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP JR SUBORDINA 12/99 VAR
26441CBG9
330000.0000000000
PA
USD
319512.6000000000
0.0148622323
Long
DBT
CORP
US
N
2
2063-10-31
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
95412.2400000000
0.0044381313
Long
DBT
CORP
US
N
2
2082-01-15
Variable
3.2500
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NUSTAR LOGISTICS LP PREFERRED STOCK 01/43 VAR
67059T204
55760.0000000000
NS
USD
1448644.8000000000
0.0673841829
Long
EP
CORP
US
N
1
2043-01-15
Variable
12.0958
N
N
N
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
NVIDIA CORP COMMON STOCK USD.001
67066G104
161290.0000000000
NS
USD
65774062.0000000000
3.0595018362
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EC
CORP
US
N
1
N
N
N/A
N/A
GUITAR CENTER INC
935XXF900
8177.0000000000
NS
USD
862673.5000000000
0.0401275378
Long
EP
CORP
US
N
2
N
N
N
WELLS FARGO & CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO + CO COMMON STOCK USD1.666
949746101
411130.0000000000
NS
USD
16350640.1000000000
0.7605553297
Long
EC
CORP
US
N
1
N
N
AFFILIATED MANAGERS GROUP INC
N/A
AMG CAPITAL TRUST II PREFERRED STOCK 10/37 5.15
N/A
80250.0000000000
NS
USD
3823190.2500000000
0.1778369350
Long
EP
CORP
US
N
2
N
N
N
DEXCOM INC
549300YSK3QDSFR5EU59
DEXCOM INC COMMON STOCK USD.001
252131107
35495.0000000000
NS
USD
3153020.8500000000
0.1466637879
Long
EC
CORP
US
N
1
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC COMMON STOCK USD.01
00287Y109
118475.0000000000
NS
USD
16726300.5000000000
0.7780292951
Long
EC
CORP
US
N
1
N
N
N
ADOBE INC
FU4LY2G4933NH2E1CP29
ADOBE INC COMMON STOCK USD.0001
00724F101
21770.0000000000
NS
USD
11582946.2000000000
0.5387845009
Long
EC
CORP
US
N
1
N
N
DUN & BRADSTREET CORP
RI37BMPWE56BCJ747E14
DUN + BRADSTREET CORP COMPANY GUAR 144A 12/29 5
26483EAL4
596000.0000000000
PA
USD
513537.4400000000
0.0238873607
Long
DBT
CORP
US
Y
2
2029-12-15
Fixed
5.0000
N
N
N
N
N
DUN & BRADSTREET CORPORATION (THE)
N/A
DUN + BRADSTRET CORPORATON THE 2023 TERM LOAN B
26483NAT7
1164019.8600000000
PA
USD
1164019.8600000000
0.0541447615
Long
LON
CORP
US
N
2
2026-02-08
Floating
9.5925
N
N
N
N
N
N
EMRLD BORROWER LP
N/A
EMRLD BORROWER LP TERM LOAN B
26872NAC3
2758248.1300000000
PA
USD
2755655.3800000000
0.1281802042
Long
LON
CORP
US
N
2
2030-05-31
Floating
9.0348
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT CORP SR UNSECURED 05/26 1.75
N/A
1365000.0000000000
PA
USD
3968601.0000000000
0.1846007632
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
753155.9000000000
0.0350332911
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
1970000.0000000000
PA
USD
1958495.2000000000
0.0911000397
Long
DBT
CORP
US
Y
2
2027-06-01
Fixed
7.5000
N
N
N
N
N
N
WALT DISNEY CO/THE
549300GZKULIZ0WOW665
WALT DISNEY CO/THE COMMON STOCK USD.01
254687106
149335.0000000000
NS
USD
12184242.6500000000
0.5667540004
Long
EC
CORP
US
N
1
N
N
N
N/A
549300Z6HPQS1H5IYQ07
EP ENERGY CORP COMMON STOCK
268785201
7920.0000000000
NS
USD
20790.0000000000
0.0009670536
Long
EC
CORP
US
N
2
N
N
N
EARTHSTONE ENERGY HOL
549300HGVO86L8G72J25
EARTHSTONE ENERGY HOL COMPANY GUAR 144A 04/27 8
27034RAA1
1176000.0000000000
PA
USD
1193839.9200000000
0.0555318513
Long
DBT
CORP
US
Y
2
2027-04-15
Fixed
8.0000
N
N
N
N
N
N
EARTHSTONE ENERGY HOL
N/A
EARTHSTONE ENERGY HOL COMPANY GUAR 144A 07/31 9.875
27034RAC7
450000.0000000000
PA
USD
485599.5000000000
0.0225878183
Long
DBT
CORP
US
Y
2
2031-07-15
Fixed
9.8750
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK INC COMMON STOCK USD.01
682680103
10578.0000000000
NS
USD
689685.6000000000
0.0320809495
Long
EC
CORP
US
N
1
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP COMMON STOCK USD.01
68389X105
81370.0000000000
NS
USD
8413658.0000000000
0.3913640319
Long
EC
CORP
US
N
1
N
N
N
ADVANCED MICRO DEVICES INC
R2I72C950HOYXII45366
ADVANCED MICRO DEVICES COMMON STOCK USD.01
N/A
69245.0000000000
NS
USD
6820632.5000000000
0.3172639339
Long
EC
CORP
US
N
1
N
N
AFFILIATED MANAGERS GROUP INC
2JE75BUE3T1BLCYYGK54
AFFILIATED MANAGERS GROUP COMMON STOCK USD.01
N/A
35430.0000000000
NS
USD
4349386.8000000000
0.2023131383
Long
EC
CORP
US
N
1
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
850641.0000000000
0.0395678421
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
1134414.5700000000
0.0527676618
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
4.1250
N
N
N
N
N
N
PPG INDUSTRIES INC
549300BKPEP01R3V6C59
PPG INDUSTRIES INC COMMON STOCK USD1.66666
693506107
126910.0000000000
NS
USD
15580740.7000000000
0.7247432093
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
21948300.4500000000
1.0209323172
Long
EC
CORP
US
N
1
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP MLP
29273V100
82935.0000000000
NS
USD
1090595.2500000000
0.0507293919
Long
EC
CORP
US
N
1
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP PREFERRED STOCK VAR
29273V506
12420.0000000000
NS
USD
311245.2000000000
0.0144776715
Long
EP
CORP
US
N
1
N
N
N
ELANCO ANIMAL HEALTH INCORPORATED
N/A
ELANCO ANIMAL HEALTH INCORPORA TERM LOAN B
28414BAF3
1994461.5800000000
PA
USD
1951460.9900000000
0.0907728412
Long
LON
CORP
US
N
2
2027-08-01
Floating
7.9801
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
599760.7000000000
0.0278980636
Long
DBT
CORP
US
Y
2
2027-07-01
Fixed
8.1250
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC COMMON STOCK USD.017
713448108
90260.0000000000
NS
USD
14737652.8000000000
0.6855267020
Long
EC
CORP
US
N
1
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
PFIZER INC COMMON STOCK USD.05
717081103
314685.0000000000
NS
USD
9616773.6000000000
0.4473273444
Long
EC
CORP
US
N
1
N
N
N
EMBECTA CORP
549300RPG8GXVDHNXZ62
EMBECTA CORP SR SECURED 144A 02/30 5
29082KAA3
894000.0000000000
PA
USD
710622.7200000000
0.0330548464
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
247185.0400000000
0.0114978923
Long
DBT
CORP
US
Y
2
2030-02-15
Fixed
6.7500
N
N
N
N
N
N
ENTERPRISE PRODUCTS PARTNERS LP
K4CDIF4M54DJZ6TB4Q48
ENTERPRISE PRODUCTS PARTNERS MLP
293792107
49155.0000000000
NS
USD
1279996.2000000000
0.0595394386
Long
EC
CORP
US
N
1
N
N
N
EXXON MOBIL CORP
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP COMMON STOCK
30231G102
317920.0000000000
NS
USD
33651832.0000000000
1.5653258848
Long
EC
CORP
US
N
1
N
N
N
EMERA INC
NQZVQT2P5IUF2PGA1Q48
EMERA INC JR SUBORDINA 06/76 VAR
290876AD3
220000.0000000000
PA
USD
206978.2000000000
0.0096276581
Long
DBT
CORP
CA
N
2
2076-06-15
Variable
6.7500
N
N
N
N
N
N
EMERALD DEBT MERGER
N/A
EMERALD DEBT MERGER SR SECURED 144A 12/30 6.625
29103CAA6
600000.0000000000
PA
USD
571596.0000000000
0.0265879734
Long
DBT
CORP
US
Y
2
2030-12-15
Fixed
6.6250
N
N
N
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
META PLATFORMS INC CLASS A COMMON STOCK USD.000006
30303M102
146450.0000000000
NS
USD
44120991.5000000000
2.0523022359
Long
EC
CORP
US
N
1
N
N
N
FIDELITY NATIONAL INFORMATION SERVICES INC
6WQI0GK1PRFVBA061U48
FIDELITY NATIONAL INFO SERV COMMON STOCK USD.01
31620M106
58910.0000000000
NS
USD
2893070.1000000000
0.1345720944
Long
EC
CORP
US
N
1
N
N
AFFILIATED MANAGERS GROU
2JE75BUE3T1BLCYYGK54
AFFILIATED MANAGERS GROU PREFERRED STOCK 09/60 4.75
N/A
3400.0000000000
NS
USD
55522.0000000000
0.0025826238
Long
EP
CORP
US
N
1
N
N
N
ALLSTATE CORP
N/A
ALLSTATE CORP PREFFERD STOCK
N/A
6000.0000000000
NS
USD
154620.0000000000
0.0071921995
Long
EP
CORP
US
N
1
N
N
N
PHILIP MORRIS INTERNATIONAL INC
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTERNATIONAL COMMON STOCK
718172109
179035.0000000000
NS
USD
15962760.6000000000
0.7425129889
Long
EC
CORP
US
N
1
N
N
PIONEER NATURAL RESOURCES CO
FY8JBF7CCL2VE4F1B628
PIONEER NATURAL RESOURCES CO COMMON STOCK USD.01
723787107
24975.0000000000
NS
USD
5969025.0000000000
0.2776511347
Long
EC
CORP
US
N
1
N
N
N
EMPIRE RESORTS INC
549300WBFN23L9HI5N68
EMPIRE RESORTS INC SR SECURED 144A 11/26 7.75
292052AF4
1675000.0000000000
PA
USD
1371707.7500000000
0.0638054311
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
395000.0000000000
PA
USD
329437.9000000000
0.0153239108
Long
DBT
CORP
CA
N
2
2080-07-15
Variable
5.7500
N
N
N
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
ALPHABET INC CL C COMMON STOCK USD.001
02079K107
199700.0000000000
NS
USD
25022410.0000000000
1.1639255204
Long
EC
CORP
US
N
1
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
ALPHABET INC CL A COMMON STOCK USD.001
02079K305
661840.0000000000
NS
USD
82121107.2000000000
3.8198899479
Long
EC
CORP
US
N
1
N
N
N
RTX CORP
I07WOS4YJ0N7YRFE7309
RTX CORP COMMON STOCK USD1.0
N/A
230220.0000000000
NS
USD
18737605.8000000000
0.8715858137
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
283050.0000000000
0.0131661626
Long
EP
CORP
US
N
1
N
N
N
FIRST CITIZENS BANCSHARE
549300N3Z00ZHE2XC526
FIRST CITIZENS BANCSHARE PREFERRED STOCK 5.625
31959X202
3401.0000000000
NS
USD
65503.2600000000
0.0030469054
Long
EP
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
57822.8800000000
0.0026896500
Long
EP
CORP
US
N
1
N
N
N
ALTICE USA INC
54930064K3612MGCER95
ALTICE USA INC A COMMON STOCK USD.01
02156K103
25095.0000000000
NS
USD
72524.5500000000
0.0033735030
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
808904.0000000000
0.0376264320
Long
DBT
CORP
AT
Y
2
2028-05-15
Fixed
10.5000
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC SUBORDINATED 01/83 VAR
29250NBN4
1036000.0000000000
PA
USD
964070.5200000000
0.0448440531
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
541452.0000000000
0.0251858155
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.5000
N
N
N
N
N
N
BERRY GLOBAL INC.
N/A
BERRY GLOBAL INC 2023 TERM LOAN AA
08579JBH4
2131042.5900000000
PA
USD
2115336.8100000000
0.0983955781
Long
LON
CORP
US
N
2
2029-07-01
Floating
7.9801
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
3359876.1000000000
0.1562857270
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
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
ENCOMPASS HEALTH CORP COMPANY GUAR 02/30 4.75
29261AAB6
600000.0000000000
PA
USD
520848.0000000000
0.0242274137
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
1351100.9400000000
0.0628468986
Long
DBT
CORP
US
Y
2
2029-03-31
Fixed
4.3750
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
FORD MOTOR COMPANY PREFERRED STOCK 06/59 6.2
345370845
2835.0000000000
NS
USD
60839.1000000000
0.0028299505
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
8645822.1000000000
0.4021632204
Long
EC
CORP
US
N
1
N
N
N
S&P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S+P GLOBAL INC COMMON STOCK USD1.0
78409V104
15345.0000000000
NS
USD
5360161.9500000000
0.2493296724
Long
EC
CORP
US
N
1
N
N
N
SALESFORCE INC
RCGZFPDMRW58VJ54VR07
SALESFORCE INC COMMON STOCK USD.001
79466L302
59985.0000000000
NS
USD
12046787.5500000000
0.5603602318
Long
EC
CORP
US
N
1
N
N
N
ENERGIZER HOLDINGS INC
5493000D6NN0V57UME20
ENERGIZER HOLDINGS INC COMPANY GUAR 144A 12/27 6.5
29272WAF6
298000.0000000000
PA
USD
279976.9600000000
0.0130232191
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
1418536.0000000000
0.0659836623
Long
DBT
CORP
US
N
2
2066-11-01
Floating
8.7596
N
N
N
N
N
N
FRONTIER COMMUNICATIONS PARENT INC
N/A
FRONTIER COMMUNICATIONS PARE COMMON STOCK USD.25
35909D109
2.0000000000
NS
USD
35.8400000000
0.0000016671
Long
EC
CORP
US
N
1
N
N
GE HEALTHCARE TECHNOLOGIES INC
N/A
GE HEALTHCARE TECHNOLOGY COMMON STOCK
36266G107
34856.0000000000
NS
USD
2320363.9200000000
0.1079324806
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
11359221.8400000000
0.5283778897
Long
EC
CORP
US
N
1
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
GENERAL MOTORS CO COMMON STOCK USD.01
37045V100
243463.0000000000
NS
USD
6865656.6000000000
0.3193582445
Long
EC
CORP
US
N
1
N
N
N
GLOBAL NET LEASE INC
549300NUYANCT5SU8Z65
GLOBAL NET LEASE INC PREFERRED STOCK 7.5
379378508
1951.0000000000
NS
USD
33167.0000000000
0.0015427738
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
284616.5700000000
0.0132390321
Long
DBT
CORP
US
Y
2
2027-12-01
Fixed
5.2500
N
N
N
N
N
N
SCHLUMBERGER NV
213800ZUA17OK3QLGM62
SCHLUMBERGER LTD COMMON STOCK USD.01
806857108
219710.0000000000
NS
USD
12229058.6000000000
0.5688386288
Long
EC
CORP
CW
N
1
N
N
N
SELECTIVE INSURANCE GROU
549300R3WGJWLE40R258
SELECTIVE INSURANCE GROU PREFERRED STOCK 4.6
816300503
6214.0000000000
NS
USD
98181.2000000000
0.0045669304
Long
EP
CORP
US
N
1
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
870545.7000000000
0.0404937157
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
3.5000
N
N
N
N
N
N
GO DADDY OPERATING COMPANY LLC
N/A
GO DADDY OPERATING COMPANY LLC 2022 TERM LOAN B5
38017BAT3
1995000.0000000000
PA
USD
1999079.7800000000
0.0929878446
Long
LON
CORP
US
N
2
2029-11-10
Floating
8.3516
N
N
N
N
N
N
GLOBAL NET LEASE INC
549300NUYANCT5SU8Z65
GLOBAL NET LEASE INC PUBLIC USD25.0
379378409
3625.0000000000
NS
USD
57166.2500000000
0.0026591067
Long
EC
CORP
US
N
1
2049-12-31
Fixed
6.875
N
N
N
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
LAS VEGAS SANDS CORP COMMON STOCK USD.001
517834107
294980.0000000000
NS
USD
13999750.8000000000
0.6512029511
Long
EC
CORP
US
N
1
N
N
N
SERVICENOW INC
549300HJTQM36M0E1G39
SERVICENOW INC COMMON STOCK USD.001
81762P102
21845.0000000000
NS
USD
12710513.2500000000
0.5912336481
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
3390297.3000000000
0.1577007790
Long
EC
CORP
US
N
1
N
N
N
GOEASY LTD
5493009DJVZG2P8YV435
GOEASY LTD COMPANY GUAR 144A 12/24 5.375
380355AD9
2050000.0000000000
PA
USD
2014883.5000000000
0.0937229598
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
1007065.9500000000
0.0468439994
Long
DBT
CORP
CA
Y
2
2026-05-01
Fixed
4.3750
N
N
N
N
N
N
ESTEE LAUDER COS INC/THE
549300VFZ8XJ9NUPU221
ESTEE LAUDER COMPANIES CL A COMMON STOCK USD.01
518439104
47280.0000000000
NS
USD
6092973.6000000000
0.2834166440
Long
EC
CORP
US
N
1
N
N
N
ELI LILLY & CO
FRDRIPF3EKNDJ2CQJL29
ELI LILLY + CO COMMON STOCK
532457108
74890.0000000000
NS
USD
41483817.7000000000
1.9296332409
Long
EC
CORP
US
N
1
N
N
SPIRIT REALTY CAPITAL IN
549300LTU6LVPZSHMJ25
SPIRIT REALTY CAPITAL IN PREFERRED STOCK 6
84860W201
3000.0000000000
NS
USD
66570.0000000000
0.0030965252
Long
EC
CORP
US
N
1
2049-12-31
Fixed
6.000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
STARBUCKS CORP COMMON STOCK USD.001
855244109
107325.0000000000
NS
USD
9899658.0000000000
0.4604858041
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC/THE
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01
38141G104
27300.0000000000
NS
USD
8288553.0000000000
0.3855447323
Long
EC
CORP
US
N
1
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC JR SUBORDINA 12/99 VAR
38141GA38
149000.0000000000
PA
USD
146008.0800000000
0.0067916132
Long
DBT
CORP
US
N
2
2063-10-31
Variable
7.5000
N
N
N
N
N
N
STARWOOD PROPERTY TRUST INC
BUGSFQZERKRBFWIG5267
STARWOOD PROPERTY TRUST INC REIT USD.01
85571B105
157631.0000000000
NS
USD
2797950.2500000000
0.1301475638
Long
EC
CORP
US
N
1
N
N
STRYKER CORP
5493002F0SC4JTBU5137
STRYKER CORP COMMON STOCK USD.1
863667101
20295.0000000000
NS
USD
5484114.9000000000
0.2550953840
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC JR SUBORDINA 12/99 VAR
38141GYU2
153000.0000000000
PA
USD
121644.1800000000
0.0056583185
Long
DBT
CORP
US
N
2
2063-10-31
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
418100.0000000000
0.0194480572
Long
DBT
CORP
US
N
2
2063-10-31
Variable
4.4000
N
N
N
N
N
N
TJX COS INC/THE
V167QI9I69W364E2DY52
TJX COMPANIES INC COMMON STOCK USD1.0
872540109
104675.0000000000
NS
USD
9218727.2500000000
0.4288120893
Long
EC
CORP
US
N
1
N
N
N
T-MOBILE US INC
549300QHIJYOHPACPG31
T MOBILE US INC COMMON STOCK USD.0001
872590104
135860.0000000000
NS
USD
19544819.6000000000
0.9091336256
Long
EC
CORP
US
N
1
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
LOWE S COS INC COMMON STOCK USD.5
548661107
54670.0000000000
NS
USD
10418461.9000000000
0.4846181358
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
12155962.5000000000
0.5654385400
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC PREFERRED STOCK VAR
38148B108
1374.0000000000
NS
USD
34569.8400000000
0.0016080273
Long
EP
CORP
US
N
1
N
N
N
GOODYEAR TIRE & RUBBER
5493002BI0S2ZQUY3437
GOODYEAR TIRE + RUBBER COMPANY GUAR 07/31 5.25
382550BR1
635000.0000000000
PA
USD
517918.7000000000
0.0240911564
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
5.2500
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
MARSH + MCLENNAN COS COMMON STOCK USD1.0
571748102
76915.0000000000
NS
USD
14586929.7500000000
0.6785157705
Long
EC
CORP
US
N
1
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
MASTERCARD INC A COMMON STOCK USD.0001
57636Q104
72315.0000000000
NS
USD
27215750.2500000000
1.2659494538
Long
EC
CORP
US
N
1
N
N
GRAHAM PACKAGING/GPC CAP
549300YS0ZFT826HIK72
GRAHAM PACKAGING/GPC CAP COMPANY GUAR 144A 08/28 7.125
384701AA6
733000.0000000000
PA
USD
569885.5100000000
0.0265084094
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
7.1250
N
N
N
N
N
N
GRANITE CONSTRUCTION INC
N/A
GRANITE CONSTRUCTION INC SR UNSECURED 144A 05/28 3.75
N/A
5315000.0000000000
PA
USD
5730579.8500000000
0.2665597812
Long
DBT
CORP
US
Y
2
2028-05-15
Fixed
3.7500
N
N
N
N
N
GRANITE CONSTRUCTION INC
GRANITE CONSTRUCTION INC
USD
XXXX
N
N
N
BILL HOLDINGS INC
549300IBF9VZZIGOZW63
BILL HOLDINGS INC SR UNSECURED 04/27 0.00000
N/A
7838000.0000000000
PA
USD
6220471.9400000000
0.2893472707
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
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC SR UNSECURED 144A 04/27 7.875
097751BT7
592000.0000000000
PA
USD
570392.0000000000
0.0265319690
Long
DBT
CORP
CA
Y
2
2027-04-15
Fixed
7.8750
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
MCDONALD S CORP COMMON STOCK USD.01
580135101
62500.0000000000
NS
USD
16385625.0000000000
0.7621826637
Long
EC
CORP
US
N
1
N
N
N
MCKESSON CORP
549300WZWOM80UCFSF54
MCKESSON CORP COMMON STOCK USD.01
58155Q103
35440.0000000000
NS
USD
16137958.4000000000
0.7506623714
Long
EC
CORP
US
N
1
N
N
N
TELEPHONE & DATA SYS
N/A
TELEPHONE + DATA SYS PREFERRED STOCK 6
879433761
9521.0000000000
NS
USD
122344.8500000000
0.0056909104
Long
EP
CORP
US
N
1
N
N
N
TESLA INC
54930043XZGB27CTOV49
TESLA INC COMMON STOCK USD.001
88160R101
144100.0000000000
NS
USD
28941044.0000000000
1.3462020524
Long
EC
CORP
US
N
1
N
N
N
GRAPHIC PACKAGING INTERN
SO75N4VY5NXGQSK8YQ65
GRAPHIC PACKAGING INTERN COMPANY GUAR 144A 07/27 4.75
38869AAA5
750000.0000000000
PA
USD
700867.5000000000
0.0326010792
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
4.7500
N
N
N
N
N
N
GRAPHIC PACKAGING INTERN
SO75N4VY5NXGQSK8YQ65
GRAPHIC PACKAGING INTERN COMPANY GUAR 144A 03/29 3.5
38869AAC1
551000.0000000000
PA
USD
462823.4700000000
0.0215283839
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
3.5000
N
N
N
N
N
N
MERCK & CO INC
MZK1AT00SJV4XB7WNL71
MERCK + CO. INC. COMMON STOCK USD.5
58933Y105
219485.0000000000
NS
USD
22541109.5000000000
1.0485070225
Long
EC
CORP
US
N
1
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP COMMON STOCK USD.00000625
594918104
574150.0000000000
NS
USD
194125856.5000000000
9.0298272047
Long
EC
CORP
US
N
1
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
BOOKING HOLDINGS INC SR UNSECURED 05/25 0.75
N/A
9550000.0000000000
PA
USD
14562890.5000000000
0.6773975769
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
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/COMMUNITY HEALTH SYS SECURED 144A 04/29 6.875
12543DBJ8
663000.0000000000
PA
USD
273693.0300000000
0.0127309201
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
6.8750
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC INC
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1.0
883556102
30260.0000000000
NS
USD
13458740.2000000000
0.6260376675
Long
EC
CORP
US
N
1
N
N
N
TIDEWATER INC
2549000JA5GRUPLMUH98
TIDEWATER INC NEW WARRANTS
N/A
16676.0000000000
NS
USD
1.6700000000
0.0000000777
N/A
DE
CORP
US
N
2
MCDERMOTT INTERNATIONAL LTD
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
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
MICRON TECHNOLOGY INC COMMON STOCK USD.1
595112103
95780.0000000000
NS
USD
6404808.6000000000
0.2979217503
Long
EC
CORP
US
N
1
N
N
MONDELEZ INTERNATIONAL INC
549300DV9GIB88LZ5P30
MONDELEZ INTERNATIONAL INC A COMMON STOCK
609207105
113665.0000000000
NS
USD
7525759.6500000000
0.3500631521
Long
EC
CORP
US
N
1
N
N
GREAT LAKES DREDGE&DOCK
549300H65E3MZ1CX0P05
GREAT LAKES DREDGE+DOCK COMPANY GUAR 144A 06/29 5.25
390607AF6
1303000.0000000000
PA
USD
1067508.8100000000
0.0496555187
Long
DBT
CORP
US
Y
2
2029-06-01
Fixed
5.2500
N
N
N
N
N
GROUP 1 AUTOMOTIVE INC
549300US8QAZJLWYAF63
GROUP 1 AUTOMOTIVE INC COMPANY GUAR 144A 08/28 4
398905AN9
511000.0000000000
PA
USD
441667.5200000000
0.0205443080
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
4.0000
N
N
N
N
N
N
MONSTER BEVERAGE CORP
52990090AP0E7HCB6F33
MONSTER BEVERAGE CORP COMMON STOCK
61174X109
149110.0000000000
NS
USD
7619521.0000000000
0.3544244917
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY COMMON STOCK USD.01
617446448
221340.0000000000
NS
USD
15675298.8000000000
0.7291416100
Long
EC
CORP
US
N
1
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/COMMUNITY HEALTH SYS SECURED 144A 04/30 6.125
12543DBL3
2392000.0000000000
PA
USD
929818.2400000000
0.0432507971
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
105933.0400000000
0.0049275097
Long
DBT
CORP
US
Y
2
2030-05-15
Fixed
5.2500
N
N
N
N
N
N
US CELLULAR CORP
N/A
US CELLULAR CORP PREFERRED STOCK 03/70 5.5
911684801
24420.0000000000
NS
USD
362881.2000000000
0.0168795368
Long
EP
CORP
US
N
1
N
N
N
US CELLULAR CORP
N/A
US CELLULAR CORP PREFERRED STOCK 06/70 5.5
911684884
23445.0000000000
NS
USD
342765.9000000000
0.0159438671
Long
EP
CORP
US
N
2
N
N
N
GUITAR CENTER INC
N/A
GUITAR CENTER INC SR SECURED 144A 01/26 8.5
40204BAA3
1280000.0000000000
PA
USD
1081817.6000000000
0.0503210967
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
8.5000
N
N
N
N
N
GULFPORT ENERGY CORP
549300FJX18IDUFPHD40
GULFPORT ENERGY CORP PREFERRED STOCK
N/A
28.0000000000
NS
USD
248500.0000000000
0.0115590581
Long
EP
CORP
US
N
2
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS ENERGY CORP JR SUBORDINA 06/50 VAR
125896BU3
235000.0000000000
PA
USD
196281.4000000000
0.0091300930
Long
DBT
CORP
US
N
2
2050-06-01
Variable
4.7500
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS ENERGY CORP SR UNSECURED 144A 05/28 3.375
N/A
16655000.0000000000
PA
USD
15769620.2000000000
0.7335290005
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
3.3750
N
N
N
N
Y
CMS ENERGY CORP
CMS ENERGY CORP
USD
XXXX
N
N
N
GULFPORT ENERGY OP CORP
549300FJX18IDUFPHD40
GULFPORT ENERGY OP CORP COMPANY GUAR 05/26 8
402635AQ9
305622.0000000000
PA
USD
305750.3600000000
0.0142220772
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
1190000.0000000000
PA
USD
1190499.8000000000
0.0553764845
Long
DBT
CORP
US
Y
2
2026-05-17
Fixed
8.0000
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
1621684.8000000000
0.0754331947
Long
DBT
CORP
US
Y
2
2027-04-15
Fixed
5.5000
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
1435284.0000000000
0.0667627010
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
1250000.0000000000
PA
USD
658937.5000000000
0.0306506916
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
5.7500
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
914310.0000000000
0.0425294263
Long
DBT
CORP
US
Y
2
2030-12-01
Fixed
4.6250
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC COMMON STOCK USD.01
91324P102
72460.0000000000
NS
USD
38806677.6000000000
1.8051052005
Long
EC
CORP
US
N
1
N
N
VERALTO CORP
N/A
VERALTO CORP COMMON STOCK USD.01
92338C103
8988.0000000000
NS
USD
620172.0000000000
0.0288475018
Long
EC
CORP
US
N
1
N
N
N
N/A
549300FJX18IDUFPHD40
ESC GCB GULFPORT ENERG 05/25 FIXED 6.375
402ESCAS6
1000000.0000000000
PA
USD
1.0000000000
0.0000000465
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
2356530.0000000000
0.1096147576
Long
DBT
CORP
US
Y
2
2028-12-15
Fixed
3.8750
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
VISA INC CLASS A SHARES COMMON STOCK USD.0001
92826C839
178525.0000000000
NS
USD
41971227.5000000000
1.9523052659
Long
EC
CORP
US
N
1
N
N
H.B. FULLER COMPANY
N/A
H.B. FULLER COMPANY 2023 TERM LOAN B
40409VAS3
1994987.4700000000
PA
USD
2002678.1500000000
0.0931552240
Long
LON
CORP
US
N
2
2030-02-15
Floating
8.2936
N
N
N
N
N
N
H.B. FULLER CO
JSMX3Z5FOYM8V0Q52357
H.B. FULLER CO SR UNSECURED 10/28 4.25
40410KAA3
590000.0000000000
PA
USD
512084.6000000000
0.0238197813
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
1405333.2600000000
0.0653695326
Long
DBT
CORP
US
N
2
2033-11-06
Fixed
7.5000
N
N
N
N
N
N
HANESBRANDS INC.
N/A
HANESBRANDS INC. 2023 TERM LOAN B
410346AX8
1194000.0000000000
PA
USD
1180567.5000000000
0.0549144803
Long
LON
CORP
US
N
2
2030-03-08
Floating
10.3425
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
1325721.6000000000
0.0616663704
Long
DBT
CORP
KY
Y
2
2026-01-20
Fixed
5.7500
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
1413015.0000000000
0.0657268512
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.5000
N
N
N
N
N
N
HESS CORP
UASVRYNXNK17ULIGK870
HESS CORP COMMON STOCK USD1.0
42809H107
56105.0000000000
NS
USD
8101562.0000000000
0.3768467852
Long
EC
CORP
US
N
1
N
N
N
HILCORP ENERGY I/HILCORP
N/A
HILCORP ENERGY I/HILCORP SR UNSECURED 144A 04/30 6
431318AY0
1670000.0000000000
PA
USD
1484913.9000000000
0.0690712519
Long
DBT
CORP
US
Y
2
2030-04-15
Fixed
6.0000
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
922848.3000000000
0.0429265881
Long
DBT
CORP
US
Y
2
2031-11-15
Fixed
4.5000
N
N
N
N
N
N
CABLE ONE INC
549300648QS85T0XSH18
CABLE ONE INC COMPANY GUAR 03/26 0.00000
N/A
903000.0000000000
PA
USD
739277.0700000000
0.0343877128
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
HOME DEPOT INC/THE
QEKMOTMBBKA8I816DO57
HOME DEPOT INC COMMON STOCK USD.05
437076102
52240.0000000000
NS
USD
14872205.6000000000
0.6917854692
Long
EC
CORP
US
N
1
N
N
N
HONEYWELL INTERNATIONAL INC
ISRPG12PN4EIEOEMW547
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1.0
438516106
104790.0000000000
NS
USD
19203815.4000000000
0.8932717046
Long
EC
CORP
US
N
1
N
N
N
CAESARS ENTERTAINMENT CORP
N/A
CAESARS ENTERTAINMENT CORP TERM LOAN B
12768EAG1
1194000.0000000000
PA
USD
1191182.1600000000
0.0554082247
Long
LON
CORP
US
N
2
2030-02-06
Floating
9.8056
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
CAESARS ENTERTAIN INC SR UNSECURED 144A 10/29 4.625
12769GAA8
728000.0000000000
PA
USD
599355.1200000000
0.0278791979
Long
DBT
CORP
US
Y
2
2029-10-15
Fixed
4.6250
N
N
N
N
N
MORGAN STANLEY
N/A
MORGAN STANLEY PREFFERD STOCK
61762V853
2125.0000000000
NS
USD
52402.5000000000
0.0024375193
Long
EP
CORP
US
N
1
N
N
PATTERSON-UTI ENERGY INC
254900XGFBKIXD6G0697
PATTERSON UTI ENERGY INC SR UNSECURED 11/29 5.15
703481AC5
633000.0000000000
PA
USD
565496.8800000000
0.0263042709
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.1500
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
SERVICE PROPERTIES TRUST SR UNSECURED 02/26 5.25
44106MAV4
550000.0000000000
PA
USD
493729.5000000000
0.0229659879
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
850211.8800000000
0.0395478815
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
6.7500
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
12019901.4500000000
0.5591096161
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
1065394.2000000000
0.0495571569
Long
DBT
CORP
US
Y
2
2029-07-01
Fixed
4.1250
N
N
N
N
N
HUB INTERNATIONAL LIMITED
N/A
HUB INTERNATIONAL LTD 2022 TERM LOAN B
44332EAV8
1215812.5000000000
PA
USD
1215636.2100000000
0.0565457128
Long
LON
CORP
US
N
2
2029-11-10
Floating
9.5966
N
N
N
N
N
N
HUB INTERNATIONAL LTD
549300JQT6ATTUNS5E06
HUB INTERNATIONAL LTD COMPANY GUAR 144A 05/26 7
44332PAD3
912000.0000000000
PA
USD
889510.0800000000
0.0413758500
Long
DBT
CORP
US
Y
2
2026-05-01
Fixed
7.0000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC COMMON STOCK USD.00001
N/A
1026970.0000000000
NS
USD
175375666.9000000000
8.1576560515
Long
EC
CORP
US
N
1
N
N
APPLIED MATERIALS INC
41BNNE1AFPNAZELZ6K07
APPLIED MATERIALS INC COMMON STOCK USD.01
N/A
59580.0000000000
NS
USD
7885413.0000000000
0.3667925443
Long
EC
CORP
US
N
1
N
N
N
PENN ENTERTAINMENT INC.
N/A
PENN ENTERTAINMENT, INC. 2022 TERM LOAN B
70757DAZ2
1994949.4900000000
PA
USD
1994680.1700000000
0.0927831953
Long
LON
CORP
US
N
2
2029-05-03
Floating
8.6001
N
N
N
N
N
N
PERFORMANCE FOOD GROUP I
549300OMUOGBYK0FFO76
PERFORMANCE FOOD GROUP I COMPANY GUAR 144A 08/29 4.25
71376LAE0
1192000.0000000000
PA
USD
1011471.6000000000
0.0470489297
Long
DBT
CORP
US
Y
2
2029-08-01
Fixed
4.2500
N
N
N
N
N
N
HUB INTERNATIONAL LTD
549300JQT6ATTUNS5E06
HUB INTERNATIONAL LTD SR UNSECURED 144A 12/29 5.625
44332PAG6
1785000.0000000000
PA
USD
1540936.9500000000
0.0716771822
Long
DBT
CORP
US
Y
2
2029-12-01
Fixed
5.6250
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
HUMANA INC COMMON STOCK USD.1666666
444859102
10885.0000000000
NS
USD
5700365.6500000000
0.2651543579
Long
EC
CORP
US
N
1
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
ASSURANT INC COMMON STOCK USD.01
04621X108
29983.0000000000
NS
USD
4464468.7000000000
0.2076662102
Long
EC
CORP
US
N
1
N
N
N
BP PLC
213800LH1BZH3DI6G760
BP PLC SPONS ADR ADR
N/A
475000.0000000000
NS
USD
17375500.0000000000
0.8082270205
Long
EC
CORP
GB
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
13664524.3500000000
0.6356097840
Long
EC
CORP
US
N
1
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
HUNTINGTON BANCSHARES JR SUBORDINA 12/99 VAR
446150AT1
210000.0000000000
PA
USD
163961.7000000000
0.0076267317
Long
DBT
CORP
US
N
2
2063-10-31
Variable
5.6250
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP COMMON STOCK USD.01
N/A
663370.0000000000
NS
USD
17473165.8000000000
0.8127699769
Long
EC
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
3054475.0000000000
0.1420798957
Long
EC
CORP
US
N
1
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
HUNTINGTON BANCSHARES JR SUBORDINA 12/99 VAR
446150AV6
350000.0000000000
PA
USD
262059.0000000000
0.0121897594
Long
DBT
CORP
US
N
2
2063-10-31
Variable
4.4500
N
N
N
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
1438901.2100000000
0.0669309567
Long
SN
CORP
US
Y
2
2065-12-21
Variable
7.4586
N
N
N
N
N
N
PERMIAN RESOURC OPTG LLC
N/A
PERMIAN RESOURC OPTG LLC COMPANY GUAR 144A 01/32 7
71424VAA8
300000.0000000000
PA
USD
293550.0000000000
0.0136545735
Long
DBT
CORP
US
Y
2
2032-01-15
Fixed
7.0000
N
N
N
N
N
N
PERRIGO INVESTMENTS LLC
549300POZGC78VHAAJ73
PERRIGO INVESTMENTS LLC TERM LOAN B
N/A
1994949.5000000000
PA
USD
1988964.6500000000
0.0925173361
Long
LON
CORP
IE
N
2
2029-04-20
Floating
8.5081
N
N
N
N
N
N
IQVIA INC.
N/A
IQVIA INC. TERM LOAN B 3
44969CBJ8
2000000.0000000000
PA
USD
2006880.0000000000
0.0933506744
Long
LON
CORP
US
N
2
2025-06-11
Floating
7.4227
N
N
N
N
N
N
INEOS FINANCE PLC
2138002D68XDR4LZCG32
INEOS FINANCE PLC SR SECURED 144A 05/28 6.75
44984WAH0
600000.0000000000
PA
USD
561060.0000000000
0.0260978880
Long
DBT
CORP
GB
Y
2
2028-05-15
Fixed
6.7500
N
N
N
N
N
N
PETCO HEALTH AND WELLNESS COMPANY INC.
N/A
PETCO HEALTH AND WELLNESS COMP 2021 TERM LOAN B
71601HAB2
1360602.9400000000
PA
USD
1332635.7500000000
0.0619879843
Long
LON
CORP
US
N
2
2028-03-04
Floating
8.9327
N
N
N
N
N
N
PETSMART INC.
N/A
PETSMART INC 2021 TERM LOAN B
71677HAL9
2948693.6600000000
PA
USD
2917673.4000000000
0.1357165249
Long
LON
CORP
US
N
2
2028-02-12
Floating
9.7726
N
N
N
N
N
N
BANK OZK
549300VYK2WBD7SST478
BANK OZK PREFERRED STOCK 4.625
06417N202
1450.0000000000
NS
USD
21605.0000000000
0.0010049636
Long
EP
CORP
US
N
1
N
N
N
BLACKROCK INC
549300LRIF3NWCU26A80
BLACKROCK INC COMMON STOCK USD.01
09247X101
10715.0000000000
NS
USD
6560580.2000000000
0.3051675168
Long
EC
CORP
US
N
1
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
332111.2500000000
0.0154482626
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
691695.0000000000
0.0321744174
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
7.7500
N
N
N
N
N
N
CALLON PETROLEUM CO
549300EFOWPEB0WLZW21
CALLON PETROLEUM CO COMPANY GUAR 144A 06/30 7.5
13123XBF8
1670000.0000000000
PA
USD
1618864.6000000000
0.0753020122
Long
DBT
CORP
US
Y
2
2030-06-15
Fixed
7.5000
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CO JR SUBORDINA 12/99 VAR
14040HCF0
458000.0000000000
PA
USD
320659.5400000000
0.0149155826
Long
DBT
CORP
US
N
2
2063-10-31
Variable
3.9500
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
743607.0000000000
0.0345891209
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
4.2500
N
N
N
N
N
N
KFC HOLDING CO.
N/A
YUM BRANDS TERM LOAN B 03/15/ 2021 TERM LOAN B
72584DAF1
2194373.4000000000
PA
USD
2195514.4700000000
0.1021250680
Long
LON
CORP
US
N
2
2028-03-15
Floating
7.7936
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
1312076.6000000000
0.0610316688
Long
EP
CORP
US
N
2
2063-10-10
Variable
9.8812
N
N
N
N
N
N
PLAYTIKA HOLDING CORP
254900E35Z4TKA4UFG64
PLAYTIKA HOLDING CORP COMPANY GUAR 144A 03/29 4.25
72815LAA5
1335000.0000000000
PA
USD
1077798.9000000000
0.0501341656
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
4.2500
N
N
N
N
N
N
BOOZ ALLEN HAMILTON INC
549300D7XCH2480XU542
BOOZ ALLEN HAMILTON INC COMPANY GUAR 144A 07/29 4
09951LAB9
596000.0000000000
PA
USD
526417.0000000000
0.0244864576
Long
DBT
CORP
US
Y
2
2029-07-01
Fixed
4.0000
N
N
N
N
N
N
BOSTON SCIENTIFIC CORP
Y6ZDD9FP4P8JSSJMW954
BOSTON SCIENTIFIC CORP COMMON STOCK USD.01
101137107
267298.0000000000
NS
USD
13682984.6200000000
0.6364684694
Long
EC
CORP
US
N
1
N
N
ICAHN ENTERPRISES/FIN
N/A
ICAHN ENTERPRISES/FIN COMPANY GUAR 02/29 4.375
451102CC9
892000.0000000000
PA
USD
692138.4800000000
0.0321950460
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
3091527.5100000000
PA
USD
3090074.4900000000
0.1437358176
Long
LON
CORP
US
N
2
2029-07-01
Floating
8.9801
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
482168.9500000000
0.0224282452
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
1175329.3000000000
0.0546708238
Long
DBT
CORP
US
Y
2
2029-09-01
Fixed
5.6250
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1
110122108
107005.0000000000
NS
USD
5513967.6500000000
0.2564839944
Long
EC
CORP
US
N
1
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
1200475.5400000000
PA
USD
1043093.2000000000
0.0485198187
Long
DBT
CORP
US
Y
2
2031-09-15
Fixed
3.9000
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
896030.3200000000
0.0416791411
Long
DBT
CORP
US
Y
2
2031-04-01
Fixed
3.7500
N
N
N
N
N
N
PROGRESSIVE CORP
529900TACNVLY9DCR586
PROGRESSIVE CORP JR SUBORDINA 12/99 VAR
743315AU7
275000.0000000000
PA
USD
271095.0000000000
0.0126100719
Long
DBT
CORP
US
N
2
2063-03-14
Variable
8.2100
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC COMMON STOCK
11135F101
35949.0000000000
NS
USD
30246410.1300000000
1.4069215815
Long
EC
CORP
US
N
1
N
N
N
BROADSTREET PARTNERS INC
549300BS9N54G8DD0R75
BROADSTREET PARTNERS INC SR UNSECURED 144A 04/29 5.875
11135RAA3
2379000.0000000000
PA
USD
2075867.8200000000
0.0965596652
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
5.8750
N
N
N
N
N
N
QVC INC
549300WBLU5NKPX5X472
QVC INC SR SECURED 08/34 5.45
747262AW3
600000.0000000000
PA
USD
255552.0000000000
0.0118870842
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
5.4500
N
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
267909.6000000000
0.0124619020
Long
DBT
CORP
AU
Y
2
2063-10-31
Variable
5.8750
N
N
N
N
N
BROOKFIELD PPTY REIT INC
N/A
BROOKFIELD PPTY REIT INC SR SECURED 144A 05/26 5.75
11284DAA3
747000.0000000000
PA
USD
685111.0500000000
0.0318681628
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
1135000.0000000000
PA
USD
947180.2000000000
0.0440583943
Long
DBT
CORP
US
Y
2
2027-04-01
Fixed
4.5000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP COMPANY GUAR 144A 03/26 7.625
143658BL5
596000.0000000000
PA
USD
579854.3600000000
0.0269721137
Long
DBT
CORP
PA
Y
2
2026-03-01
Fixed
7.6250
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP SR SECURED 144A 08/28 4
143658BQ4
601000.0000000000
PA
USD
523609.2300000000
0.0243558532
Long
DBT
CORP
PA
Y
2
2028-08-01
Fixed
4.0000
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
1323090.5000000000
0.0615439839
Long
DBT
CORP
US
Y
2
2029-08-15
Fixed
6.6250
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
IHEARTCOMMUNICATIONS INC COMPANY GUAR 05/27 8.375
45174HBD8
450000.0000000000
PA
USD
276192.0000000000
0.0128471605
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
8.3750
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
451770.0000000000
0.0210142281
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
433440.0000000000
0.0201616022
Long
DBT
CORP
US
Y
2
2031-03-01
Fixed
3.8750
N
N
N
N
N
N
BUCKEYE PARTNERS LP
549300C1PQJLVEIUBK50
BUCKEYE PARTNERS LP SR UNSECURED 11/43 5.85
118230AM3
600000.0000000000
PA
USD
424956.0000000000
0.0197669662
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
821421.0000000000
0.0382086643
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.9500
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
448911.7800000000
0.0208812771
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.8750000000
N
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
183310.0500000000
0.0085267265
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
5.3750000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP COMPANY GUAR 144A 05/29 6
143658BR2
1275000.0000000000
PA
USD
1078344.0000000000
0.0501595211
Long
DBT
CORP
PA
Y
2
2029-05-01
Fixed
6.0000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP SR SECURED 144A 08/29 7
143658BW1
75000.0000000000
PA
USD
73680.7500000000
0.0034272840
Long
DBT
CORP
PA
Y
2
2029-08-15
Fixed
7.0000
N
N
N
N
N
N
SEAGATE HDD CAYMAN
529900BD50TRWEG1SF63
SEAGATE HDD CAYMAN COMPANY GUAR 144A 06/28 3.5
N/A
9420000.0000000000
PA
USD
9771742.8000000000
0.4545357871
Long
DBT
CORP
KY
Y
2
2028-06-01
Fixed
3.5000
N
N
N
N
N
SEAGATE HDD CAYMAN
SEAGATE HDD CAYMAN
USD
XXXX
N
N
N
SEALED AIR CORP
Q0M0CZB4YN6JZ65WXI09
SEALED AIR CORP COMPANY GUAR 144A 04/29 5
81211KBA7
298000.0000000000
PA
USD
265944.1400000000
0.0123704780
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
5.0000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
IHEARTCOMMUNICATIONS INC SR SECURED 144A 08/27 5.25
45174HBE6
450000.0000000000
PA
USD
330309.0000000000
0.0153644303
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
5.2500
N
N
N
N
N
N
INNOPHOS INC.
XQ0331QX53IRX25OY417
INNOPHOS INC 2020 TERM LOAN B
45778EAG9
1474341.3900000000
PA
USD
1461440.9000000000
0.0679793977
Long
LON
CORP
US
N
2
2027-02-07
Floating
10.3304
N
N
N
N
N
N
TETRA TECH INC
549300UJ1LP7JGJC5P32
TETRA TECH INC SR UNSECURED 144A 08/28 2.25
N/A
8835000.0000000000
PA
USD
8558376.1500000000
0.3980956436
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
2.2500
N
N
N
N
Y
TETRA TECH INC
TETRA TECH INC
USD
XXXX
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
TEVA PHARMACEUTICALS NE COMPANY GUAR 10/26 3.15
88167AAE1
535000.0000000000
PA
USD
470949.8000000000
0.0219063828
Long
DBT
CORP
NL
N
2
2026-10-01
Fixed
3.1500
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
1086408.0000000000
0.0505346206
Long
DBT
CORP
US
Y
2
2030-04-15
Fixed
6.8750
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
PARAMOUNT GLOBAL SR UNSECURED 08/44 4.9
124857AK9
1765000.0000000000
PA
USD
1111844.1000000000
0.0517177891
Long
DBT
CORP
US
N
2
2044-08-15
Fixed
4.9000
N
N
N
N
N
N
TEVA PHARMACEUTICAL INDU
5493004T21MOAFINJP35
TEVA PHARMACEUTICAL INDU COMPANY GUAR 05/27 4.75
88167AAP6
1100000.0000000000
PA
USD
998613.0000000000
0.0464508077
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 05/29 5.125
88167AAQ4
1520000.0000000000
PA
USD
1326868.8000000000
0.0617197328
Long
DBT
CORP
NL
N
2
2029-05-09
Fixed
5.1250
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
2610000.0000000000
PA
USD
2404854.0000000000
0.1118625641
Long
DBT
CORP
US
Y
2
2027-05-01
Fixed
5.1250
N
N
N
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
555458.0000000000
0.0258373091
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
5.0000
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
1134218.0500000000
0.0527585206
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
293079.5500000000
0.0136326904
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
7.6250
N
N
N
N
N
N
INTEGER HOLDINGS CORP
549300SUD2ED5XG6X569
INTEGER HOLDINGS CORP SR UNSECURED 144A 02/28 2.125
N/A
7895000.0000000000
PA
USD
8690658.1000000000
0.4042487815
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
2.1250
N
N
N
N
N
INTEGER HOLDINGS CORP
INTEGER HOLDINGS CORP
USD
XXXX
N
N
N
N/A
8XJ8KF85PBKK1TLMFN29
ESC GCB INTELSAT JACKS 08/23 5.5
458ESCAA8
585000.0000000000
PA
USD
0.5900000000
0.0000000274
Long
DBT
CORP
LU
N
2
2023-08-01
Fixed
0.0000
N
N
N
N
N
N
CARVANA CO
5493003WEAK2PJ5WS063
CARVANA CO SR SECURED 144A 12/28 12
146869AL6
136000.0000000000
PA
USD
101854.4800000000
0.0047377942
Long
DBT
CORP
US
Y
2
2028-12-01
Fixed
12.0000
N
N
N
N
N
N
CARVANA CO
5493003WEAK2PJ5WS063
CARVANA CO SR SECURED 144A 06/31 14
146869AM4
242000.0000000000
PA
USD
182129.2000000000
0.0084717988
Long
DBT
CORP
US
Y
2
2031-06-01
Fixed
14.0000
N
N
N
N
N
N
N/A
8XJ8KF85PBKK1TLMFN29
ESC CB144A INTELSAT JA 07/25 9.75
458ESCAC4
900000.0000000000
PA
USD
0.9000000000
0.0000000419
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
915000.0000000000
PA
USD
892792.9500000000
0.0415285538
Long
DBT
CORP
GB
Y
2
2027-01-15
Fixed
6.2500
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
1073904.0000000000
0.0499529930
Long
DBT
CORP
US
Y
2
2030-03-01
Fixed
4.7500
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 08/30 4.5
1248EPCE1
2110000.0000000000
PA
USD
1695849.2000000000
0.0788829758
Long
DBT
CORP
US
Y
2
2030-08-15
Fixed
4.5000
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
1232337.7500000000
0.0573225903
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
8.6250
N
N
N
N
N
N
INTUIT INC
VI90HBPH7XSFMB9E4M29
INTUIT INC COMMON STOCK USD.01
461202103
10330.0000000000
NS
USD
5112833.5000000000
0.2378251093
Long
EC
CORP
US
N
1
N
N
N
INVITATION HOMES INC
N/A
INVITATION HOMES INC REIT USD.01
46187W107
119195.0000000000
NS
USD
3538899.5500000000
0.1646130609
Long
EC
CORP
US
N
1
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
IRON MOUNTAIN INC COMPANY GUAR 144A 03/28 5.25
46284VAE1
2470000.0000000000
PA
USD
2263063.4000000000
0.1052671284
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
5.2500
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
449596.8000000000
0.0209131410
Long
DBT
CORP
US
N
2
2038-07-01
Fixed
7.3000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TRANSDIGM INC SR SECURED 144A 03/26 6.25
893647BE6
1539000.0000000000
PA
USD
1506096.1800000000
0.0700565525
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
6.2500
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
ENLINK MIDSTREAM PARTNER SR UNSECURED 07/26 4.85
29336UAF4
1285000.0000000000
PA
USD
1215006.0500000000
0.0565164007
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
1585092.7500000000
0.0737311036
Long
EP
CORP
US
N
2
2063-09-21
Variable
10.0642
N
N
N
N
N
N
ENPHASE ENERGY INC
5493008U7KIGMI59Z314
ENPHASE ENERGY INC SR UNSECURED 03/26 0.00000
N/A
3525000.0000000000
PA
USD
3006225.7500000000
0.1398355662
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
9144287.2500000000
0.4253494886
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
CCO HLDGS LLC/CAP CORP
N/A
CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 02/31 4.25
1248EPCK7
1198000.0000000000
PA
USD
933409.7200000000
0.0434178560
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
465887.2400000000
0.0216708961
Long
DBT
CORP
US
Y
2
2032-02-01
Fixed
4.7500
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
IRON MOUNTAIN INC COMPANY GUAR 144A 02/29 7
46284VAP6
300000.0000000000
PA
USD
291375.0000000000
0.0135534027
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
7.0000
N
N
N
N
N
N
ISHARES PREFERRED & INCOME SECURITIES ETF
549300YX74JNY54XCY80
ISHARES PREFERRED + INCOME SEC ISHARES PREFERRED + INCOME S
464288687
11975.0000000000
NS
USD
342245.5000000000
0.0159196605
Long
EC
RF
US
N
1
N
N
ENSTAR FINANCE LLC
N/A
ENSTAR FINANCE LLC COMPANY GUAR 01/42 VAR
29360AAB6
265000.0000000000
PA
USD
212023.8500000000
0.0098623582
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
8070.0000000000
0.0003753787
Long
DBT
CORP
US
Y
2
2027-05-01
Fixed
6.5000
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
1259578.0000000000
0.0585896794
Long
DBT
CORP
US
Y
2
2029-09-01
Fixed
6.3750
N
N
N
N
N
N
ENTERCOM MEDIA CORP.
549300S5JUSXRHNCHD80
ENTERCOM MEDIA CORP 2019 TERM LOAN
12506KAE9
1755000.0000000000
PA
USD
771927.9800000000
0.0359064805
Long
LON
CORP
US
N
2
2024-11-17
Floating
8.3562
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA/FOOD/FINANCE SR UNSECURED 01/30 5.5
46590XAL0
1770000.0000000000
PA
USD
1619426.1000000000
0.0753281305
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.5000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA/FOOD/FINANCE COMPANY GUAR 04/33 5.75
46590XAY2
440000.0000000000
PA
USD
387406.8000000000
0.0180203530
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
5.7500
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
1125422.3500000000
0.0523493858
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
4.2500
N
N
N
N
N
ENTERCOM MEDIA CORP
549300S5JUSXRHNCHD80
ENTERCOM MEDIA CORP SECURED 144A 03/29 6.75
29365DAB5
1479000.0000000000
PA
USD
24033.7500000000
0.0011179377
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
73505.2500000000
0.0034191206
Long
DBT
CORP
US
N
2
2077-08-16
Variable
8.6194
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
ENTERPRISE PRODUCTS OPER COMPANY GUAR 08/77 VAR
29379VBN2
80000.0000000000
PA
USD
68894.4000000000
0.0032046454
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 144A 08/28 1.75
N/A
2718000.0000000000
PA
USD
2351722.3200000000
0.1093911268
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
1.7500
N
N
N
N
Y
ENVISTA HOLDINGS CORP
ENVISTA HOLDINGS CORP
USD
XXXX
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA/FOOD/FINANCE COMPANY GUAR 02/28 5.125
46590XAZ9
740000.0000000000
PA
USD
695000.6000000000
0.0323281784
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.1250
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE + CO COMMON STOCK USD1.0
46625H100
212020.0000000000
NS
USD
29483501.2000000000
1.3714346251
Long
EC
CORP
US
N
1
N
N
AG ISSUER LLC
N/A
AG ISSUER LLC SR SECURED 144A 03/28 6.25
00119LAA9
1771000.0000000000
PA
USD
1641150.2800000000
0.0763386378
Long
DBT
CORP
US
Y
2
2028-03-01
Fixed
6.2500
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
511510.3600000000
PA
USD
510564.0700000000
0.0237490534
Long
DBT
CORP
US
Y
2
2025-08-15
Fixed
8.0000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TRANSDIGM INC COMPANY GUAR 03/27 7.5
893647BH9
875000.0000000000
PA
USD
875122.5000000000
0.0407066070
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
875916.0000000000
0.0407435170
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
6.7500
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TRANSDIGM INC SR SECURED 144A 12/30 6.875
893647BS5
1295000.0000000000
PA
USD
1253288.0500000000
0.0582971003
Long
DBT
CORP
US
Y
2
2030-12-15
Fixed
6.8750
N
N
N
N
N
N
TRANSDIGM INC.
N/A
TRANSDIGM INC 2023 TERM LOAN I
89364MBZ6
1994987.4700000000
PA
USD
1994987.4700000000
0.0927974895
Long
LON
CORP
US
N
2
2028-08-24
Floating
9.0917
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
863451.0000000000
0.0401637034
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
5.8750
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
1811867.7500000000
0.0842796163
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
4.6250
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE + CO JR SUBORDINA 12/49 VAR
46625HJW1
135000.0000000000
PA
USD
134244.0000000000
0.0062444032
Long
DBT
CORP
US
N
2
2063-10-31
Variable
6.1250
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
897777.0000000000
0.0417603885
Long
DBT
CORP
US
Y
2
2026-06-01
Fixed
10.2500
N
N
N
N
N
N
EVERI HOLDINGS INC
5299006DK5S7BG10K532
EVERI HOLDINGS INC COMPANY GUAR 144A 07/29 5
30034TAA1
1308000.0000000000
PA
USD
1100237.2800000000
0.0511778941
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
522799.9000000000
0.0243182070
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
4.0000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
ALBERTSONS COS/SAFEWAY COMPANY GUAR 144A 03/29 3.5
013092AG6
893000.0000000000
PA
USD
762077.2700000000
0.0354482715
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
3.5000
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
1095019.9200000000
0.0509352069
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
924174.4600000000
0.0429882749
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
5.1000
N
N
N
N
N
N
ARAMARK SERVICES INC.
N/A
ARAMARK SERVICES, INC. 2023 TERM LOAN B6
03852JAT8
1995000.0000000000
PA
USD
1995000.0000000000
0.0927980723
Long
LON
CORP
US
N
2
2030-06-22
Floating
8.5315
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
534099.4400000000
0.0248438088
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
5.7500000000
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
1213170.0000000000
0.0564309962
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
8.0000
N
N
N
N
N
N
ARCELORMITTAL
549300MP4YSRSQ39ZG33
ARCELORMITTAL SR UNSECURED 10/39 7
03938LAP9
623000.0000000000
PA
USD
592547.7600000000
0.0275625513
Long
DBT
CORP
LU
N
2
2039-10-15
Fixed
7.0000
N
N
N
N
N
ARCOSA INC
549300WFHLTCZV7D6V29
ARCOSA INC COMPANY GUAR 144A 04/29 4.375
039653AA8
670000.0000000000
PA
USD
586658.7000000000
0.0272886198
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
4.3750
N
N
N
N
N
N
CNO FINANCIAL GROUP INC
11XPYHB76MPM4Y4P2897
CNO FINANCIAL GROUP INC PREFERRED STOCK 11/60 5.125
N/A
10725.0000000000
NS
USD
164092.5000000000
0.0076328159
Long
EP
CORP
US
N
1
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX CORP COMMON STOCK USD1.0
126408103
777890.0000000000
NS
USD
23220016.5000000000
1.0800866019
Long
EC
CORP
US
N
1
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
TRANSOCEAN INC SR SECURED 144A 02/30 8.75
893830BX6
1716650.0000000000
PA
USD
1715259.5100000000
0.0797858527
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
252357.0500000000
0.0117384701
Long
DBT
CORP
LU
Y
2
2029-04-01
Fixed
5.1250
N
N
N
N
N
N
FERTITTA ENTERTAINMENT LLC
984500A0805D8V551D35
FERTITTA ENTERTAINMENT, LLC 2022 TERM LOAN B
31556PAB3
295500.0000000000
PA
USD
289433.3900000000
0.0134630881
Long
LON
CORP
US
N
2
2029-01-27
Floating
9.8333
N
N
N
N
N
N
FERTITTA ENTERTAINMENT
984500A0805D8V551D35
FERTITTA ENTERTAINMENT SR SECURED 144A 01/29 4.625
31556TAA7
596000.0000000000
PA
USD
503196.8400000000
0.0234063643
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
4.6250
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CO PREFERRED STOCK 4.8
14040H782
1350.0000000000
NS
USD
21235.5000000000
0.0009877762
Long
EP
CORP
US
N
1
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP COMMON STOCK USD.01
143658300
59260.0000000000
NS
USD
679119.6000000000
0.0315894686
Long
EC
CORP
PA
N
1
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
ARES CAPITAL CORP SR UNSECURED 03/24 4.625
N/A
3000000.0000000000
PA
USD
3026340.0000000000
0.1407711871
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
346508.8000000000
0.0161179693
Long
DBT
CORP
US
Y
2
2051-06-30
Variable
4.1250
N
N
N
N
N
N
TRONOX INC
549300EPZ4YXC7E5P181
TRONOX INC COMPANY GUAR 144A 03/29 4.625
897051AC2
1188000.0000000000
PA
USD
933886.8000000000
0.0434400475
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
242696.5000000000
0.0112891064
Long
DBT
CORP
US
N
2
2063-10-31
Variable
4.8000
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
7873108.6500000000
0.3662202035
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
JAZZ SECURITIES DAC
6354009DV8VV7K6KOO02
JAZZ SECURITIES DAC SR SECURED 144A 01/29 4.375
47216FAA5
350000.0000000000
PA
USD
304440.5000000000
0.0141611486
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
2406450.0000000000
0.1119368026
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
721000.0000000000
PA
USD
684913.9500000000
0.0318589946
Long
DBT
CORP
US
Y
2
2025-12-15
Fixed
4.6250
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP JR SUBORDINA 12/99 VAR
89832QAE9
285000.0000000000
PA
USD
258899.7000000000
0.0120428036
Long
DBT
CORP
US
N
2
2063-10-31
Variable
4.9500
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP JR SUBORDINA 12/99 VAR
89832QAF6
108000.0000000000
PA
USD
86573.8800000000
0.0040270121
Long
DBT
CORP
US
N
2
2063-10-31
Variable
5.1000
N
N
N
N
N
N
ARROW BIDCO LLC
549300YHZN08M0H3O128
ARROW BIDCO LLC SR SECURED 144A 03/24 9.5
042728AA3
1739000.0000000000
PA
USD
1762267.8200000000
0.0819724595
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
936853.6000000000
0.0435780492
Long
DBT
CORP
US
Y
2
2031-08-12
Fixed
2.4500
N
N
N
N
N
N
JELD-WEN INC
549300XWE6NM0N1HFW16
JELD WEN INC COMPANY GUAR 144A 12/27 4.875
475795AD2
625000.0000000000
PA
USD
533675.0000000000
0.0248240658
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
4.8750
N
N
N
N
N
N
JELD-WEN INC.
N/A
JELD WEN INC 2021 TERM LOAN B
47579SAU4
1994897.9600000000
PA
USD
1996144.7700000000
0.0928513217
Long
LON
CORP
US
N
2
2028-07-31
Floating
8.2848
N
N
N
N
N
N
FERTITTA ENTERTAINMENT
984500A0805D8V551D35
FERTITTA ENTERTAINMENT COMPANY GUAR 144A 01/30 6.75
31556TAC3
1195000.0000000000
PA
USD
950861.5000000000
0.0442296312
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
515030.4500000000
0.0239568085
Long
DBT
CORP
US
N
2
2063-10-31
Variable
4.5000
N
N
N
N
N
N
TWILIO INC
5493004W8TRGD63APX93
TWILIO INC COMPANY GUAR 03/29 3.625
90138FAC6
830000.0000000000
PA
USD
692693.1000000000
0.0322208443
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
238528.1400000000
0.0110952138
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.8750
N
N
N
N
N
N
FIRST CITIZENS BANCSHARE
N/A
FIRST CITIZENS BANCSHARE JR SUBORDINA VAR
31959XAA1
70000.0000000000
PA
USD
71437.8000000000
0.0033229524
Long
DBT
CORP
US
N
2
2063-12-15
Variable
9.6430
N
N
N
N
N
N
FLUOR CORP
CQ7WZ4NOFWT7FAE6Q943
FLUOR CORP SR UNSECURED 144A 08/29 1.125
N/A
7500000.0000000000
PA
USD
7240425.0000000000
0.3367907182
Long
DBT
CORP
US
Y
2
2029-08-15
Fixed
1.1250
N
N
N
N
N
FLUOR CORP
FLUOR CORP
USD
XXXX
N
N
N
JETBLUE 2020-1 CLASS B
N/A
JETBLUE 2020 1 CLASS B PASS THRU CE 05/30 7.75
477164AB3
1281692.0600000000
PA
USD
1274347.9600000000
0.0592767089
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
7.7500
N
N
N
N
N
N
JETBLUE 2019-1 CLASS B
N/A
JETBLUE 2019 1 CLASS B PASS THRU CE 11/27 8
477165AA2
358991.1100000000
PA
USD
361396.3500000000
0.0168104685
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
8.0000
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
785628.2400000000
0.0365437525
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
847698.2500000000
0.0394309592
Long
DBT
CORP
US
Y
2
2029-08-01
Fixed
4.6250
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
12166783.2000000000
0.5659418684
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
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
JOHNSON + JOHNSON W/D COMMON STOCK USD1.0
478160104
200940.0000000000
NS
USD
29807439.6000000000
1.3865027249
Long
EC
CORP
US
N
1
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CENTERPOINT ENERGY INC PREFFERED STOCK
15189T206
84885.0000000000
NS
USD
3248888.4900000000
0.1511231023
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
2270552.9200000000
0.1056155058
Long
EP
CORP
US
N
1
N
N
N
COHERENT CORP
549300O5C25A0MMHHU33
COHERENT CORP COMPANY GUAR 144A 12/29 5
902104AC2
692000.0000000000
PA
USD
588366.0800000000
0.0273680391
Long
DBT
CORP
US
Y
2
2029-12-15
Fixed
5.0000
N
N
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
484034.9000000000
PA
USD
428990.4500000000
0.0199546300
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
3.5000
N
N
N
N
N
N
ASSUREDPARTNERS INC.
N/A
ASSUREDPARTNERS INC 2022 TERM LOAN
04621HAT0
1173090.4500000000
PA
USD
1164292.2700000000
0.0541574327
Long
LON
CORP
US
N
2
2027-02-13
Floating
9.5199
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY CORP COMMON STOCK USD.01
165167735
3550.0000000000
NS
USD
305584.0000000000
0.0142143389
Long
EC
CORP
US
N
1
N
N
CHEVRON CORP
N/A
CHEVRON CORP COMMON STOCK USD.75
166764100
128625.0000000000
NS
USD
18744521.2500000000
0.8719074881
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
955746.0000000000
0.0444568353
Long
DBT
CORP
US
N
2
2063-10-31
Variable
3.6500
N
N
N
N
N
KBR INC
254900OFQDXZRKRCV808
KBR INC COMPANY GUAR 144A 09/28 4.75
48242WAC0
1315000.0000000000
PA
USD
1159632.7500000000
0.0539406936
Long
DBT
CORP
US
Y
2
2028-09-30
Fixed
4.7500
N
N
N
N
N
N
AT HOME GROUP INC
549300LGPR0P05O30I24
AT HOME GROUP INC SR SECURED 144A 07/28 4.875
04650YAA8
1487000.0000000000
PA
USD
516732.5000000000
0.0240359799
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
4.8750
N
N
N
N
N
N
AVANTOR FUNDING INC.
5493003VM0XB4U8YD238
AVANTOR INC 2021 TERM LOAN B5
05350NAL8
1457360.6800000000
PA
USD
1458577.5800000000
0.0678462094
Long
LON
CORP
US
N
2
2027-11-06
Floating
8.8056
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
FORD MOTOR COMPANY SR UNSECURED 03/26 0.00000
N/A
14650000.0000000000
PA
USD
13372666.5000000000
0.6220339214
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
1147992.0000000000
0.0533992204
Long
DBT
CORP
US
N
2
2032-08-19
Fixed
6.1000
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
1554333.3000000000
0.0723003178
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
851570.0000000000
0.0396110549
Long
DBT
CORP
US
N
2
2028-02-16
Fixed
2.9000
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
1148774.5800000000
0.0534356223
Long
DBT
CORP
US
Y
2
2027-11-01
Fixed
3.5000
N
N
N
N
N
N
AVOLON TLB BORROWER 1 (US) LLC
N/A
AVOLON TLB BORROWER 1 US LLC 2023 TERM LOAN B6
05400KAJ9
3092250.0000000000
PA
USD
3096563.6900000000
0.1440376648
Long
LON
CORP
US
N
2
2028-06-22
Floating
8.5315
N
N
N
N
N
N
UNITED AIRLINES INC.
N/A
UNITED AIRLINES, INC. 2021 TERM LOAN B
90932RAJ3
2959427.0300000000
PA
USD
2957577.3900000000
0.1375726720
Long
LON
CORP
US
N
2
2028-04-21
Floating
9.3585
N
N
N
N
N
N
UNITED NATURAL FOODS INC
549300GKGW6WPZ282D40
UNITED NATURAL FOODS INC COMPANY GUAR 144A 10/28 6.75
911163AA1
1015000.0000000000
PA
USD
794308.5500000000
0.0369475199
Long
DBT
CORP
US
Y
2
2028-10-15
Fixed
6.7500
N
N
N
N
N
N
KKR & CO INC
549300JOHU21WRN2Z451
KKR + CO INC COMMON STOCK USD.01
48251W104
120287.0000000000
NS
USD
6663899.8000000000
0.3099734615
Long
EC
CORP
US
N
1
N
N
N
KAISER ALUMINUM CORP
N/A
KAISER ALUMINUM CORP COMPANY GUAR 144A 03/28 4.625
483007AJ9
1350000.0000000000
PA
USD
1128424.5000000000
0.0524890318
Long
DBT
CORP
US
Y
2
2028-03-01
Fixed
4.6250
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP JR SUBORDINA 12/99 VAR
29273VAN0
1015000.0000000000
PA
USD
922381.2500000000
0.0429048631
Long
DBT
CORP
US
N
2
2063-10-31
Variable
6.5000
N
N
N
N
N
N
ENERSYS
7ZS3DE5PN30BYUJFWP05
ENERSYS COMPANY GUAR 144A 12/27 4.375
29275YAC6
575000.0000000000
PA
USD
516493.7500000000
0.0240248744
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
4.3750
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
973183.3600000000
0.0452679398
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
6.0000
N
N
N
N
N
ENLINK MIDSTREAM LLC
54930000GY1H533OBE23
ENLINK MIDSTREAM LLC COMPANY GUAR 144A 09/30 6.5
29336TAD2
745000.0000000000
PA
USD
716272.8000000000
0.0333176617
Long
DBT
CORP
US
Y
2
2030-09-01
Fixed
6.5000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC SR UNSECURED 11/27 7.35
345397C35
1100000.0000000000
PA
USD
1114344.0000000000
0.0518340727
Long
DBT
CORP
US
N
2
2027-11-04
Fixed
7.3500
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
528223.5000000000
0.0245704875
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 06/30 7.2
345397D42
1555000.0000000000
PA
USD
1553242.8500000000
0.0722495952
Long
DBT
CORP
US
N
2
2030-06-10
Fixed
7.2000
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
1316919.0000000000
0.0612569146
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
5.1130
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
281553.0000000000
0.0130965292
Long
DBT
CORP
US
N
2
2027-05-28
Fixed
4.9500
N
N
N
N
N
N
ENACT HOLDINGS INC
N/A
ENACT HOLDINGS INC SR UNSECURED 144A 08/25 6.5
37255LAA5
1533000.0000000000
PA
USD
1509867.0300000000
0.0702319548
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
1304855.3600000000
0.0606957705
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
3.7500
N
N
N
N
N
N
LIFE TIME INC
549300PALKE96VYH4X17
LIFE TIME INC COMPANY GUAR 144A 04/26 8
53190FAC9
1159000.0000000000
PA
USD
1132702.2900000000
0.0526880146
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
8.0000
N
N
N
N
N
N
LIGHT & WONDER INTL INC
N/A
LIGHT + WONDER INTL INC COMPANY GUAR 144A 09/31 7.5
531968AA3
600000.0000000000
PA
USD
586860.0000000000
0.0272979833
Long
DBT
CORP
US
Y
2
2031-09-01
Fixed
7.5000
N
N
N
N
N
N
LIGADO NETWORKS LLC
N/A
LIGADO NETWORKS LLC SR SECURED 144A 11/23 15.5
53225HAA8
875638.0000000000
PA
USD
220713.3100000000
0.0102665512
Long
DBT
CORP
US
Y
2
2023-11-01
Fixed
15.5000
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
110213.8100000000
0.0051266311
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
1653171.0000000000
0.0768977855
Long
DBT
CORP
US
Y
2
2028-09-15
Fixed
4.8750
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
472291.4000000000
0.0219687877
Long
DBT
CORP
KY
Y
2
2026-01-15
Fixed
5.5000
N
N
N
N
N
N
AXIS SPECIALTY FINANCE
N/A
AXIS SPECIALTY FINANCE COMPANY GUAR 01/40 VAR
05463HAC5
350000.0000000000
PA
USD
281134.0000000000
0.0130770392
Long
DBT
CORP
US
N
2
2040-01-15
Variable
4.9000
N
N
N
N
N
N
KENVUE INC
N/A
KENVUE INC COMMON STOCK
49177J102
154119.0000000000
NS
USD
2866613.4000000000
0.1333414525
Long
EC
CORP
US
N
1
N
N
N
KEYCORP
N/A
KEYCORP PREFERRED STOCK VAR
493267843
4592.0000000000
NS
USD
76732.3200000000
0.0035692288
Long
EP
CORP
US
N
1
N
N
N
UNITED NATURAL FOODS INC.
N/A
UNITED NATURAL FOODS INC INITIAL TERM LOAN
91116KAB1
565000.0000000000
PA
USD
564214.6500000000
0.0262446275
Long
LON
CORP
US
N
2
2025-10-22
Floating
9.9296
N
N
N
N
N
N
US CELLULAR CORP
549300B164AZXESI6E03
US CELLULAR CORP SR UNSECURED 12/33 6.7
911684AD0
1356000.0000000000
PA
USD
1291386.6000000000
0.0600692667
Long
DBT
CORP
US
N
2
2033-12-15
Fixed
6.7000
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
1085381.5000000000
0.0504868727
Long
DBT
CORP
US
Y
2
2031-04-30
Fixed
4.1250
N
N
N
N
N
N
CENTRAL PARENT INC.
N/A
CENTRAL PARENT INC 2023 TERM LOAN B
15477BAD9
1132750.0000000000
PA
USD
1127794.2200000000
0.0524597141
Long
LON
CORP
US
N
2
2029-07-06
Floating
10.5556
N
N
N
N
N
N
LINDBLAD EXPEDITIONS HO
549300GSPW24GZE6R597
LINDBLAD EXPEDITIONS HO SR SECURED 144A 05/28 9
535219AA7
450000.0000000000
PA
USD
441135.0000000000
0.0205195377
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
697417.7600000000
0.0324406134
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
6.7500
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
LUMEN TECHNOLOGIES INC SR UNSECURED 09/39 7.6
156700AM8
900000.0000000000
PA
USD
244926.0000000000
0.0113928124
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 UNSECURED 03/42 7.65
156700AT3
300000.0000000000
PA
USD
80802.0000000000
0.0037585312
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
7.6500
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
US TREASURY N/B 03/24 2.25
91282CEG2
36945000.0000000000
PA
USD
36464426.4600000000
1.6961546287
Long
DBT
UST
US
N
2
2024-03-31
Fixed
2.2500
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
US TREASURY N/B 05/24 2.5
91282CER8
30400000.0000000000
PA
USD
29886406.2900000000
1.3901758861
Long
DBT
UST
US
N
2
2024-05-31
Fixed
2.5000
N
N
N
N
N
FORESTAR GROUP INC
549300BC2UB0GHV60V70
FORESTAR GROUP INC COMPANY GUAR 144A 03/28 5
346232AE1
862000.0000000000
PA
USD
760335.7200000000
0.0353672627
Long
DBT
CORP
US
Y
2
2028-03-01
Fixed
5.0000
N
N
N
N
N
N
FORESTAR GROUP INC
549300BC2UB0GHV60V70
FORESTAR GROUP INC COMPANY GUAR 144A 05/26 3.85
346232AF8
630000.0000000000
PA
USD
565387.2000000000
0.0262991691
Long
DBT
CORP
US
Y
2
2026-05-15
Fixed
3.8500
N
N
N
N
N
N
QWEST CORP
N/A
QWEST CORP SR UNSECURED 09/25 7.25
912920AK1
419000.0000000000
PA
USD
402365.7000000000
0.0187161711
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
7.2500
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
1158594.4200000000
0.0538923954
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
5.5000
N
N
N
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
LIVE NATION ENTERTAINMEN SR UNSECURED 02/25 2
N/A
17095000.0000000000
PA
USD
17204749.9000000000
0.8002845242
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&T BANK CORPORATION
N/A
M+T BANK CORPORATION JR SUBORDINA 12/49 VAR
55261FAG9
145000.0000000000
PA
USD
136420.3500000000
0.0063456368
Long
DBT
CORP
US
N
2
2063-10-31
Variable
6.4500
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
547518.0000000000
0.0254679774
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
390168.0000000000
0.0181487911
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
6.5000
N
N
N
N
N
N
COMMERCIAL METALS CO
549300OQS2LO07ZJ7N73
COMMERCIAL METALS CO SR UNSECURED 03/32 4.375
201723AR4
298000.0000000000
PA
USD
240822.7400000000
0.0112019479
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.3750
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
COMMSCOPE INC SR SECURED 144A 09/29 4.75
203372AX5
1100000.0000000000
PA
USD
751443.0000000000
0.0349536150
Long
DBT
CORP
US
Y
2
2029-09-01
Fixed
4.7500
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
549300ZCZ76HYCS0H445
FRONTIER COMMUNICATIONS SR SECURED 144A 05/28 5
35906ABF4
749000.0000000000
PA
USD
650049.6100000000
0.0302372685
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
5.0000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
FRONTIER COMMUNICATIONS SR SECURED 144A 05/30 8.75
35908MAD2
298000.0000000000
PA
USD
284271.1400000000
0.0132229643
Long
DBT
CORP
US
Y
2
2030-05-15
Fixed
8.7500
N
N
N
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KEYCORP JR SUBORDINA 12/49 VAR
493267AK4
180000.0000000000
PA
USD
120715.2000000000
0.0056151067
Long
DBT
CORP
US
N
2
2063-10-31
Variable
5.0000
N
N
N
N
N
N
KNIFE RIVER CORP
N/A
KNIFE RIVER CORP SR UNSECURED 144A 05/31 7.75
498894AA2
1200000.0000000000
PA
USD
1197396.0000000000
0.0556972635
Long
DBT
CORP
US
Y
2
2031-05-01
Fixed
7.7500
N
N
N
N
N
N
M&T BANK CORPORATION
N/A
M+T BANK CORPORATION JR SUBORDINA 12/49 VAR
55261FAH7
85000.0000000000
PA
USD
64500.5500000000
0.0030002640
Long
DBT
CORP
US
N
2
2063-10-31
Variable
5.1250
N
N
N
N
N
N
M&T BANK CORPORATION
N/A
M+T BANK CORPORATION JR SUBORDINA 12/99 VAR
55261FAL8
80000.0000000000
PA
USD
63975.2000000000
0.0029758272
Long
DBT
CORP
US
N
2
2063-10-31
Variable
5.0000
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
578538.0000000000
0.0269108828
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
10.5000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS
549300YQDE2JSGTL8V47
UNIVISION COMMUNICATIONS SR SECURED 144A 08/28 8
914906AY8
450000.0000000000
PA
USD
426474.0000000000
0.0198375765
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
8.0000
N
N
N
N
N
N
M/I HOMES INC
5299005M71FH9CCSFB69
M/I HOMES INC COMPANY GUAR 02/30 3.95
55305BAV3
780000.0000000000
PA
USD
624148.2000000000
0.0290324560
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 COMPANY GUAR 144A 11/28 5.75
553283AC6
1300000.0000000000
PA
USD
970775.0000000000
0.0451559141
Long
DBT
CORP
US
Y
2
2028-11-01
Fixed
5.7500
N
N
N
N
N
MPH ACQUISITION HOLDINGS
5493002WXOPRPTXWTU06
MPH ACQUISITION HOLDINGS SR SECURED 144A 09/28 5.5
553283AD4
595000.0000000000
PA
USD
497646.1000000000
0.0231481698
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
1065250.1700000000
0.0495504573
Long
DBT
CORP
US
Y
2
2030-02-01
Fixed
5.5000
N
N
N
N
N
N
MACQUARIE AIRFINANCE HLD
N/A
MACQUARIE AIRFINANCE HLD SR UNSECURED 144A 03/29 8.125
55609NAB4
1200000.0000000000
PA
USD
1183572.0000000000
0.0550542356
Long
DBT
CORP
GB
Y
2
2029-03-30
Fixed
8.1250
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
329244.0000000000
0.0153148915
Long
DBT
CORP
US
N
2
2043-02-15
Fixed
4.3000
N
N
N
N
N
N
COMMSCOPE TECH LLC
M4TWC4QDOKW45N7T6Y12
COMMSCOPE TECH LLC COMPANY GUAR 144A 06/25 6
20337YAA5
1201000.0000000000
PA
USD
725476.0600000000
0.0337457543
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
6.0000
N
N
N
N
N
N
CONSOLIDATED COMMUNICATI
549300WW675Y48HDVX34
CONSOLIDATED COMMUNICATI SR SECURED 144A 10/28 6.5
20903XAF0
1815000.0000000000
PA
USD
1440511.0500000000
0.0670058389
Long
DBT
CORP
US
Y
2
2028-10-01
Fixed
6.5000
N
N
N
N
N
VFH PARENT LLC
N/A
VFH PARENT LLC 2022 TERM LOAN B
91820UAS9
1633500.0000000000
PA
USD
1625504.0200000000
0.0756108469
Long
LON
CORP
US
N
2
2029-01-13
Floating
9.0199
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
1082484.0000000000
0.0503520945
Long
DBT
CORP
BM
N
2
2028-02-15
Fixed
5.0000000000
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
1535971.4400000000
0.0714462099
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
1111778.3600000000
0.0517147312
Long
DBT
CORP
US
Y
2
2026-08-01
Fixed
6.0000
N
N
N
N
N
N
KOHL'S CORPORATION
549300JF6LPRTRJ0FH50
KOHL S CORPORATION SR UNSECURED 07/45 5.55
500255AV6
1045000.0000000000
PA
USD
604177.2000000000
0.0281034985
Long
DBT
CORP
US
N
2
2045-07-17
Fixed
5.5500
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
1303737.7500000000
0.0606437845
Long
DBT
CORP
US
N
2
2035-11-01
Fixed
6.8750
N
N
N
N
N
N
MALLINCKRODT FIN/SB
N/A
MALLINCKRODT FIN/SB SECURED 144A 06/29 10
561233AK3
488014.0000000000
PA
USD
34688.0400000000
0.0016135254
Long
DBT
CORP
LU
Y
2
2029-06-15
Fixed
0.0000
Y
N
N
N
N
N
MARKEL GROUP INC
549300SCNO12JLWIK605
MARKEL GROUP INC JR SUBORDINA 12/99 VAR
570535AW4
280000.0000000000
PA
USD
269864.0000000000
0.0125528115
Long
DBT
CORP
US
N
2
2063-10-31
Variable
6.0000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC COMPANY GUAR 11/31 8
36186CBY8
489000.0000000000
PA
USD
478178.4300000000
0.0222426248
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8.0000
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
1117217.2000000000
0.0519677206
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
6.7500
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
1021173.8000000000
0.0475002307
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
4880000.0000000000
PA
USD
4272635.2000000000
0.1987430127
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
MARRIOTT VACATION WORLDW
549300WA6BT5H4F7IO94
MARRIOTT VACATION WORLDW COMPANY GUAR 01/26 0.00000
N/A
7670000.0000000000
PA
USD
6611770.1000000000
0.3075486316
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
525815.4200000000
0.0244584749
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
4.5000
N
N
N
N
N
N
CONSTELLIUM SE
724500KRJEMC79KAAU28
CONSTELLIUM SE COMPANY GUAR 144A 04/29 3.75
21039CAB0
1375000.0000000000
PA
USD
1132353.7500000000
0.0526718021
Long
DBT
CORP
FR
Y
2
2029-04-15
Fixed
3.7500
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
CONTINENTAL RESOURCES COMPANY GUAR 144A 01/31 5.75
212015AT8
610000.0000000000
PA
USD
566263.0000000000
0.0263399072
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
666711.0000000000
0.0310122785
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 12/52 VAR
21871XAP4
145000.0000000000
PA
USD
134545.5000000000
0.0062584276
Long
DBT
CORP
US
N
2
2052-12-15
Variable
6.8750
N
N
N
N
N
N
VECTOR GROUP LTD
549300TUIF4WWN6NDN50
VECTOR GROUP LTD SR SECURED 144A 02/29 5.75
92240MBL1
1857000.0000000000
PA
USD
1576834.4100000000
0.0733469642
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
251295.0000000000
0.0116890685
Long
DBT
CORP
US
Y
2
2029-08-15
Fixed
3.8750
N
N
N
N
N
N
MERCER INTL INC
549300Z5IAG39VRTY874
MERCER INTL INC SR UNSECURED 02/29 5.125
588056BB6
1566000.0000000000
PA
USD
1229983.3800000000
0.0572130760
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.1250
N
N
N
N
N
N
MERCER INTL INC
549300Z5IAG39VRTY874
MERCER INTL INC SR UNSECURED 144A 10/28 12.875
588056BC4
600000.0000000000
PA
USD
606756.0000000000
0.0282234522
Long
DBT
CORP
US
Y
2
2028-10-01
Fixed
12.8750
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
1528318.0100000000
0.0710902081
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.6940
N
N
N
N
N
N
LCM INVESTMENTS HOLDINGS
549300P5V78NNQTG4428
LCM INVESTMENTS HOLDINGS SR UNSECURED 144A 08/31 8.25
50190EAC8
1200000.0000000000
PA
USD
1150116.0000000000
0.0534980189
Long
DBT
CORP
US
Y
2
2031-08-01
Fixed
8.2500
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
1341057.6000000000
0.0623797294
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
767450.0400000000
0.0356981876
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
4.0000
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
242517.0000000000
0.0112807569
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
708015.0000000000
0.0329335475
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
6.2500
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
1227106.4800000000
0.0570792561
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
6.8600
N
N
N
N
N
N
FRONTIER NORTH INC
N/A
FRONTIER NORTH INC SR UNSECURED 02/28 6.73
362337AK3
1785000.0000000000
PA
USD
1655890.9500000000
0.0770243048
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.7300
N
N
N
N
N
N
CREDIT ACCEPTANC
N/A
CREDIT ACCEPTANC COMPANY GUAR 03/26 6.625
225310AM3
1500000.0000000000
PA
USD
1429740.0000000000
0.0665048200
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.6250
N
N
N
N
N
CREDIT ACCEPTANC
N/A
CREDIT ACCEPTANC COMPANY GUAR 144A 12/24 5.125
225310AN1
1092000.0000000000
PA
USD
1057285.3200000000
0.0491799697
Long
DBT
CORP
US
Y
2
2024-12-31
Fixed
5.1250
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
N/A
VENTURE GLOBAL LNG INC SR SECURED 144A 06/28 8.125
92332YAA9
900000.0000000000
PA
USD
874458.0000000000
0.0406756976
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
8.1250
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
N/A
VENTURE GLOBAL LNG INC SR SECURED 144A 06/31 8.375
92332YAB7
1505000.0000000000
PA
USD
1437275.0000000000
0.0668553130
Long
DBT
CORP
US
Y
2
2031-06-01
Fixed
8.3750
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
1220182.8000000000
0.0567571989
Long
DBT
CORP
US
Y
2
2029-10-15
Fixed
4.7500
N
N
N
N
N
N
LSF11 A5 HOLDCO LLC
N/A
LSF11 A5 HOLDCO LLC 2023 INCREMENTAL TERM LOAN B
50216YAD2
1511212.5000000000
PA
USD
1485242.3100000000
0.0690865280
Long
LON
CORP
US
N
2
2028-10-15
Floating
10.2936
N
N
N
N
N
N
LIFE TIME FITNESS INC
N/A
LIFE TIME FITNESS, INC 2023 TERM LOAN B
50218KAJ7
722389.7100000000
PA
USD
723924.7900000000
0.0336735965
Long
LON
CORP
US
N
2
2026-01-15
Floating
10.7936
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
METLIFE INC JR SUBORDINA 12/66 6.4
59156RAP3
2137000.0000000000
PA
USD
2007690.1300000000
0.0933883578
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
204642.0000000000
0.0095189890
Long
DBT
CORP
US
N
2
2063-10-31
Variable
3.8500
N
N
N
N
N
N
CUSHMAN & WAKEFIELD US
N/A
CUSHMAN + WAKEFIELD US SR SECURED 144A 09/31 8.875
23166MAC7
1205000.0000000000
PA
USD
1144870.5000000000
0.0532540228
Long
DBT
CORP
US
Y
2
2031-09-01
Fixed
8.8750
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
19461600.0000000000
0.9052626389
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
WELLTOWER OP LLC
N/A
WELLTOWER OP LLC COMPANY GUAR 144A 05/28 2.75
N/A
12285000.0000000000
PA
USD
12620749.0500000000
0.5870582372
Long
DBT
CORP
US
Y
2
2028-05-15
Fixed
2.7500
N
N
N
N
Y
WELLTOWER OP LLC
WELLTOWER OP LLC
USD
XXXX
N
N
N
WILLIAMS SCOTSMAN INC
N/A
WILLIAMS SCOTSMAN INC SR SECURED 144A 10/31 7.375
96949VAL7
600000.0000000000
PA
USD
592458.0000000000
0.0275583761
Long
DBT
CORP
US
Y
2
2031-10-01
Fixed
7.3750
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
MICROCHIP TECHNOLOGY INC SR SUBORDINA 11/24 0.125
N/A
6905000.0000000000
PA
USD
6953404.0500000000
0.3234398456
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
MIDAS OPCO HOLDINGS LLC
N/A
MIDAS OPCO HOLDINGS LLC COMPANY GUAR 144A 08/29 5.625
59565JAA9
1350000.0000000000
PA
USD
1116936.0000000000
0.0519546405
Long
DBT
CORP
US
Y
2
2029-08-15
Fixed
5.6250
N
N
N
N
N
N
GTCR W-2 MERGER SUB LLC
N/A
GTCR W 2 MERGER SUB LLC SR SECURED 144A 01/31 7.5
36268NAA8
1250000.0000000000
PA
USD
1233987.5000000000
0.0573993290
Long
DBT
CORP
US
Y
2
2031-01-15
Fixed
7.5000
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
322479.2100000000
0.0150002251
Long
DBT
CORP
US
Y
2
2031-10-01
Fixed
3.8750
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
793128.3600000000
0.0368926230
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
783774.3500000000
0.0364575182
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
4.2500
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
GENERAL MOTORS CO SR UNSECURED 04/45 5.2
37045VAJ9
600000.0000000000
PA
USD
444750.0000000000
0.0206876906
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
5.2000
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
127456.5000000000
0.0059286805
Long
DBT
CORP
US
N
2
2063-10-31
Variable
6.5000
N
N
N
N
N
N
WILLIAMS SCOTSMAN INC
549300V3TCHCBOBTGH07
WILLIAMS SCOTSMAN INC SR SECURED 144A 08/28 4.625
96950GAE2
703000.0000000000
PA
USD
625459.1000000000
0.0290934330
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
4.6250
N
N
N
N
N
N
WINDSOR HOLDINGS III LLC
N/A
WINDSOR HOLDINGS III LLC SR SECURED 144A 06/30 8.5
97360AAA5
600000.0000000000
PA
USD
589020.0000000000
0.0273984564
Long
DBT
CORP
US
Y
2
2030-06-15
Fixed
8.5000
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
243691.4700000000
0.0113353878
Long
DBT
CORP
US
Y
2
2029-10-15
Fixed
6.6250
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
2198540.4000000000
0.1022658201
Long
DBT
CORP
US
Y
2
2025-10-01
Fixed
5.2500
N
N
N
N
N
N
API GROUP DE INC.
N/A
API GROUP DE, INC. 2023 INCREMENTAL TERM LOAN
00186XAL7
2000000.0000000000
PA
USD
2005500.0000000000
0.0932864832
Long
LON
CORP
US
N
2
2029-01-03
Floating
8.3501
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
1810152.0000000000
0.0841998076
Long
DBT
CORP
LU
Y
2
2027-06-30
Fixed
6.5000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
AMERICAN AIRLINES/AADVAN SR SECURED 144A 04/26 5.5
00253XAA9
736666.6700000000
PA
USD
716629.3400000000
0.0333342463
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
266264.0500000000
0.0123853587
Long
DBT
CORP
US
Y
2
2029-04-20
Fixed
5.7500
N
N
N
N
N
N
MIDDLEBY CORP
JDFO86U9VQRBKW5KYA35
MIDDLEBY CORP SR UNSECURED 09/25 1
N/A
13805000.0000000000
PA
USD
14339391.5500000000
0.6670014508
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
1267180.8600000000
0.0589433289
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
4.8750
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
481079.2800000000
0.0223775588
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
4.7500
N
N
N
N
N
N
LAM RESEARCH CORP
549300I4GMO6D34U1T02
LAM RESEARCH CORP COMMON STOCK USD.001
512807108
16960.0000000000
NS
USD
9976211.2000000000
0.4640467010
Long
EC
CORP
US
N
1
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
GENERAL MOTORS FINL CO JR SUBORDINA 12/99 VAR
37045XDB9
310000.0000000000
PA
USD
262294.1000000000
0.0122006952
Long
DBT
CORP
US
N
2
2063-10-31
Variable
5.7000
N
N
N
N
N
GENESIS ENERGY LP/FIN
N/A
GENESIS ENERGY LP/FIN COMPANY GUAR 05/26 6.25
37185LAK8
543000.0000000000
PA
USD
518380.3800000000
0.0241126316
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.2500
N
N
N
N
N
N
WINDSOR HOLDINGS III LLC
N/A
WINDSOR HOLDINGS III, LLC USD TERM LOAN B
97360BAB1
300000.0000000000
PA
USD
299491.5000000000
0.0139309443
Long
LON
CORP
US
N
2
2030-08-01
Floating
9.9805
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
69492.8000000000
0.0032324801
Long
DBT
CORP
US
N
2
2067-05-15
Variable
7.7387
N
N
N
N
N
N
MILEAGE PLUS HOLDINGS LLC
N/A
MILEAGE PLUS HOLDINGS LLC 2020 TERM LOAN B
59921PAB2
915000.0000000000
PA
USD
944472.1500000000
0.0439324285
Long
LON
CORP
US
N
2
2027-06-20
Floating
10.7613
N
N
N
N
N
N
MOOG INC
549300WM2I4U7OBAHG07
MOOG INC COMPANY GUAR 144A 12/27 4.25
615394AM5
722000.0000000000
PA
USD
655604.8800000000
0.0304956737
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
4.2500
N
N
N
N
N
N
ABERCROMBIE & FITCH MANA
5493003QMCFDA98NPT74
ABERCROMBIE + FITCH MANA SR SECURED 144A 07/25 8.75
003000AA4
1435000.0000000000
PA
USD
1458935.8000000000
0.0678628721
Long
DBT
CORP
US
Y
2
2025-07-15
Fixed
8.7500
N
N
N
N
N
N
ACPRODUCTS INC.
N/A
ACPRODUCTS INC 2021 TERM LOAN B
00488YAB2
586500.0000000000
PA
USD
468059.2600000000
0.0217719284
Long
LON
CORP
US
N
2
2028-05-17
Floating
9.8596
N
N
N
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
DANA INC SR UNSECURED 02/32 4.5
235825AJ5
896000.0000000000
PA
USD
702266.8800000000
0.0326661718
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
4.5000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DAVITA INC COMPANY GUAR 144A 06/30 4.625
23918KAS7
2381000.0000000000
PA
USD
1868156.4100000000
0.0868979016
Long
DBT
CORP
US
Y
2
2030-06-01
Fixed
4.6250
N
N
N
N
N
N
GENESIS ENERGY LP/FIN
N/A
GENESIS ENERGY LP/FIN COMPANY GUAR 04/30 8.875
37185LAN2
885000.0000000000
PA
USD
860512.0500000000
0.0400269972
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
8.8750
N
N
N
N
N
N
MATCH GROUP INC.
N/A
MATCH GROUP, INC 2020 TERM LOAN B
57665VAF4
2000000.0000000000
PA
USD
1994160.0000000000
0.0927589995
Long
LON
CORP
US
N
2
2027-02-13
Floating
7.7699
N
N
N
N
N
N
MORGAN STANLEY FIN LLC
5493003FCPSE9RKT4B56
MORGAN STANLEY FIN LLC 11/27 1
N/A
11275000.0000000000
PA
USD
11430595.0000000000
0.5316978354
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
516920.4000000000
0.0240447201
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
7.5000
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
1829372.1600000000
0.0850938396
Long
DBT
CORP
US
Y
2
2025-11-15
Fixed
7.0000
N
N
N
N
N
N
ADAMS HOMES INC
N/A
ADAMS HOMES INC SR UNSECURED 144A 10/28 9.25
00623PAB7
1200000.0000000000
PA
USD
1177920.0000000000
0.0547913310
Long
DBT
CORP
US
Y
2
2028-10-15
Fixed
9.2500
N
N
N
N
N
N
WOLFSPEED INC
549300OGU88P3AW3TO93
WOLFSPEED INC SR UNSECURED 144A 12/29 1.875
N/A
5670000.0000000000
PA
USD
3386804.4000000000
0.1575383056
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
WORKIVA INC
529900RTOQ8GRWHY1O58
WORKIVA INC SR UNSECURED 144A 08/28 1.25
N/A
5970000.0000000000
PA
USD
5422670.4000000000
0.2522372732
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
1.2500
N
N
N
N
Y
WORKIVA INC
WORKIVA INC
USD
XXXX
N
N
N
LAND O'LAKES INC
4ONCJWH5BBCYSJIJYX61
LAND O LAKES INC JR SUBORDINA 144A 12/99 7
514666AN6
125000.0000000000
PA
USD
94125.0000000000
0.0043782549
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
1134000.0000000000
PA
USD
1140146.2800000000
0.0530342742
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
9.5000
N
N
N
N
N
N
VITAL ENERGY INC
549300X0PTWU2QSLSL14
VITAL ENERGY INC COMPANY GUAR 144A 07/29 7.75
516806AH9
685000.0000000000
PA
USD
619103.0000000000
0.0287977769
Long
DBT
CORP
US
Y
2
2029-07-31
Fixed
7.7500
N
N
N
N
N
N
VITAL ENERGY INC
549300X0PTWU2QSLSL14
VITAL ENERGY INC COMPANY GUAR 10/30 9.75
516806AJ5
150000.0000000000
PA
USD
147112.5000000000
0.0068429857
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
9.7500
N
N
N
N
N
N
WYNN MACAU LTD
254900NMDQ8ENTHU1I31
WYNN MACAU LTD SR UNSECURED 144A 03/29 4.5
N/A
11140000.0000000000
PA
USD
11364136.8000000000
0.5286065107
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
1224817.2500000000
0.0569727718
Long
DBT
CORP
US
Y
2
2025-08-15
Fixed
6.3750
N
N
N
N
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
461458.9600000000
0.0214649133
Long
DBT
CORP
US
Y
2
2031-10-01
Fixed
3.6250
N
N
N
N
N
N
AMYNTA AGENCY BORROWER INC.
N/A
AMYNTA AGENCY BORROWER INC. 2023 TERM LOAN B
57810JAG3
906508.6500000000
PA
USD
907143.2100000000
0.0421960608
Long
LON
CORP
US
N
2
2028-02-28
Floating
10.8455
N
N
N
N
N
N
ADIENT US LLC
N/A
ADIENT US LLC 2021 TERM LOAN B
00687MAC5
2000000.0000000000
PA
USD
2001870.0000000000
0.0931176326
Long
LON
CORP
US
N
2
2028-04-08
Floating
10.0925
N
N
N
N
N
N
ADIENT GLOBAL HOLDINGS
213800VA38VCKE6M8790
ADIENT GLOBAL HOLDINGS COMPANY GUAR 144A 04/31 8.25
00687YAC9
1505000.0000000000
PA
USD
1472732.8000000000
0.0685046441
Long
DBT
CORP
JE
Y
2
2031-04-15
Fixed
8.2500
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
388860.0000000000
0.0180879491
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
1167960.0000000000
0.0543280384
Long
DBT
CORP
US
Y
2
2030-04-14
Fixed
7.1250
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
593844.0000000000
0.0276228463
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
1250230.0000000000
0.0581548541
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
3.8750
N
N
N
N
N
N
ORANGE SA
969500MCOONR8990S771
ORANGE COMMON STOCK EUR4.0
N/A
205085.0000000000
NS
2412218.3300000000
0.1122051183
Long
EC
CORP
FR
N
1
N
N
N
LD HOLDINGS GROUP LLC
N/A
LD HOLDINGS GROUP LLC COMPANY GUAR 144A 04/28 6.125
521088AC8
1080000.0000000000
PA
USD
605178.0000000000
0.0281500510
Long
DBT
CORP
US
Y
2
2028-04-01
Fixed
6.1250
N
N
N
N
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
1120354.6500000000
0.0521136601
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
3.8750
N
N
N
N
N
N
JP MORGAN CHASE BANK NA
N/A
JP MORGAN CHASE BANK NA SR UNSECURED REGS 06/24 0.0000
N/A
4500000.0000000000
PA
4792400.7200000000
0.2229200745
Long
DBT
CORP
US
N
2
2024-06-10
Fixed
0.0000
N
N
N
N
N
JP MORGAN CHASE BANK NA
JP MORGAN CHASE BANK NA
EUR
XXXX
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
MEDLINE BORROWER LP SR UNSECURED 144A 10/29 5.25
62482BAB8
1484000.0000000000
PA
USD
1264753.8400000000
0.0588304353
Long
DBT
CORP
US
Y
2
2029-10-01
Fixed
5.2500
N
N
N
N
N
MURPHY USA INC
N/A
MURPHY USA INC TERM LOAN B
62675KAB5
1994884.9100000000
PA
USD
2002994.1200000000
0.0931699214
Long
LON
CORP
US
N
2
2028-01-29
Floating
7.6026
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
404946.0000000000
0.0188361946
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
1007000.0000000000
PA
USD
937013.5000000000
0.0435854870
Long
DBT
CORP
US
Y
2
2027-03-01
Fixed
3.4000
N
N
N
N
N
MCLAREN FINANCE PLC
213800BKPDWMWX3GSG36
MCLAREN FINANCE PLC SR SECURED 144A 08/26 7.5
58175LAA8
1375000.0000000000
PA
USD
1187106.2500000000
0.0552186324
Long
DBT
CORP
GB
Y
2
2026-08-01
Fixed
7.5000
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
888514.5600000000
0.0413295431
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
6.1250
N
N
N
N
N
N
AERCAP HOLDINGS NV
549300SZYINBBLJQU475
AERCAP HOLDINGS NV COMPANY GUAR 10/79 VAR
00774YAA7
1170000.0000000000
PA
USD
1100525.4000000000
0.0511912961
Long
DBT
CORP
NL
N
2
2079-10-10
Variable
5.8750
N
N
N
N
N
ADVISOR GROUP INC.
N/A
ADVISOR GROUP INC. 2023 TERM LOAN B
00775KAG3
300000.0000000000
PA
USD
299007.0000000000
0.0139084076
Long
LON
CORP
US
N
2
2028-08-16
Floating
10.5247
N
N
N
N
N
N
SK HYNIX INC
N/A
SK HYNIX INC SR UNSECURED REGS 04/30 1.75
N/A
8400000.0000000000
PA
USD
10163664.0000000000
0.4727661288
Long
DBT
CORP
KR
N
2
2030-04-11
Fixed
1.7500
N
N
N
N
N
SK HYNIX INC
SK HYNIX INC
USD
XXXX
N
N
N
ISHARES MSCI EMERGING MARKETS ETF
N/A
ISHARES MSCI EMERGING MARKETS DEC23 41 CALL
N/A
5800.0000000000
NC
USD
20300.0000000000
0.0009442611
N/A
DE
US
N
1
The Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Purchased
ISHARES MSCI EMERGING MARKETS
ISHARES MSCI EMERGING MARKETS
100
41.000000000000
USD
2023-12-15
XXXX
-1315028.4900000000
N
N
N
NCR VOYIX CORP
549300YKTY8JX1DV2R67
NCR VOYIX CORP COMPANY GUAR 144A 04/29 5.125
62886EBA5
589000.0000000000
PA
USD
507170.2300000000
0.0235911878
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
5.1250
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL CORPORATION LTD SR SECURED 144A 01/29 8.125
62886HBN0
600000.0000000000
PA
USD
587004.0000000000
0.0273046815
Long
DBT
CORP
BM
Y
2
2029-01-15
Fixed
8.1250
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
795276.0000000000
0.0369925212
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
842796.0000000000
0.0392029294
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
7.3750
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
707862.5000000000
0.0329264539
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
309553.7500000000
0.0143989931
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
334706.4000000000
0.0155689768
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 03/28 3.75
N/A
7025000.0000000000
PA
USD
7741760.7500000000
0.3601105133
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
ADVANCED ENERGY IND
549300756XI3QLFT2U27
ADVANCED ENERGY IND SR UNSECURED 144A 09/28 2.5
N/A
5910000.0000000000
PA
USD
5462613.0000000000
0.2540952162
Long
DBT
CORP
US
Y
2
2028-09-15
Fixed
2.5000
N
N
N
N
Y
ADVANCED ENERGY IND
ADVANCED ENERGY IND
USD
XXXX
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
1778999.4900000000
0.0827507385
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
14221956.0000000000
0.6615388981
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
199332.8100000000
PA
USD
198346.1100000000
0.0092261337
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
273328.0000000000
0.0127139406
Long
DBT
CORP
US
N
2
2063-10-31
Variable
4.6500
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
AIR LEASE CORP JR SUBORDINA 12/99 VAR
00912XBK9
1520000.0000000000
PA
USD
1093533.6000000000
0.0508660702
Long
DBT
CORP
US
N
2
2063-10-31
Variable
4.1250
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
5428823.4000000000
0.2525234820
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
141438.0000000000
0.0065790345
Long
DBT
CORP
US
N
2
2046-04-20
Variable
5.2500
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
NATIONAL RURAL UTIL COOP SUBORDINATED 09/53 VAR
637432PB5
288000.0000000000
PA
USD
286041.6000000000
0.0133053178
Long
DBT
CORP
US
N
2
2053-09-15
Variable
7.1250
N
N
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
SOUTHWEST AIRLINES CO SR UNSECURED 05/25 1.25
N/A
5470000.0000000000
PA
USD
5212910.0000000000
0.2424802001
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
1.2500
N
N
N
N
Y
SOUTHWEST AIRLINES CO
SOUTHWEST AIRLINES CO
USD
XXXX
N
N
SPDR S&P 500 ETF TRUST
N/A
SPDR S+P 500 ETF TRUST DEC23 420 PUT
N/A
1500.0000000000
NC
USD
1506000.0000000000
0.0700520787
N/A
DE
US
N
1
The Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Purchased
SPDR S+P 500 ETF TRUST
SPDR S+P 500 ETF TRUST
100
420.000000000000
USD
2023-12-15
XXXX
39642.3700000000
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
GLENCORE FUNDING LLC COMPANY GUAR REGS 03/25 0.0000
N/A
5800000.0000000000
PA
USD
6083678.0000000000
0.2829842562
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
6122731.1700000000
0.2848008271
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
735687.5000000000
PA
USD
735871.4200000000
0.0342292979
Long
LON
CORP
CA
N
2
2028-08-11
Floating
9.1016
N
N
N
N
N
N
AIRCASTLE LTD
N/A
AIRCASTLE LTD JR SUBORDINA 144A 12/99 VAR
00928QAW1
255000.0000000000
PA
USD
202225.2000000000
0.0094065708
Long
DBT
CORP
BM
Y
2
2063-10-31
Variable
5.2500
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
4308974.1000000000
0.2004333284
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
AKAMAI TECHNOLOGIES INC
OC1LZNN2LF5WTJ5RIL89
AKAMAI TECHNOLOGIES INC SR UNSECURED 144A 02/29 1.125
N/A
10410000.0000000000
PA
USD
10248749.1000000000
0.4767238899
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
1.1250
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
1070769.2700000000
PA
USD
1003653.4500000000
0.0466852659
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
4.8000
N
N
N
N
N
N
LIBERTY MEDIA CORP
549300ZKUTPIBZLWLL89
LIBERTY MEDIA CORP SR UNSECURED 08/27 2.25
N/A
8895000.0000000000
PA
USD
8865913.3500000000
0.4124008363
Long
DBT
CORP
US
N
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
N/A
LIBERTY MEDIA CORP SR UNSECURED 144A 09/53 2.375
N/A
5970000.0000000000
PA
USD
5788810.5000000000
0.2692683988
Long
DBT
CORP
US
Y
2
2053-09-30
Fixed
2.3750
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
581916.0000000000
0.0270680116
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
5.7500
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
1431116.1000000000
0.0665688298
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
5.5000
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
759358.6300000000
0.0353218131
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
7.7500
N
N
N
N
N
N
ALGONQUIN PWR & UTILITY
549300K5VIUTJXQL7X75
ALGONQUIN PWR + UTILITY JR SUBORDINA 01/82 VAR
015857AH8
340000.0000000000
PA
USD
268538.8000000000
0.0124911694
Long
DBT
CORP
CA
N
2
2082-01-18
Variable
4.7500
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
NAVIENT CORP SR UNSECURED 03/27 5
63938CAK4
1305000.0000000000
PA
USD
1150983.9000000000
0.0535383896
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
543433.8500000000
0.0252780019
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.8750
N
N
N
N
N
N
SEMPRA
PBBKGKLRK5S5C0Y4T545
SEMPRA JR SUBORDINA 12/99 VAR
816851BK4
220000.0000000000
PA
USD
205878.2000000000
0.0095764913
Long
DBT
CORP
US
N
2
2063-10-31
Variable
4.8750
N
N
N
N
N
N
SEMPRA
PBBKGKLRK5S5C0Y4T545
SEMPRA JR SUBORDINA 04/52 VAR
816851BM0
85000.0000000000
PA
USD
66470.0000000000
0.0030918736
Long
DBT
CORP
US
N
2
2052-04-01
Variable
4.1250
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
SOUTHWESTERN ENERGY CO COMPANY GUAR 02/29 5.375
845467AR0
600000.0000000000
PA
USD
555858.0000000000
0.0258559152
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 02/32 4.75
845467AT6
593000.0000000000
PA
USD
510549.2800000000
0.0237483654
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.7500
N
N
N
N
N
N
JAZZ FINANCING LUX S.A.R.L.
635400WUEO2NSG5OIU34
JAZZ FINANCING LUX SARL USD TERM LOAN
N/A
4152117.1600000000
PA
USD
4155563.4200000000
0.1932973809
Long
LON
CORP
LU
N
2
2028-05-05
Floating
9.6976
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
1108392.2400000000
0.0515572247
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
528032.6100000000
0.0245616082
Long
DBT
CORP
US
Y
2
2026-09-30
Fixed
6.5000
N
N
N
N
N
N
SPANISH BROADCASTING SYS
5493005DKYB1X4C9LH64
SPANISH BROADCASTING SYS SR SECURED 144A 03/26 9.75
846425AQ9
1084000.0000000000
PA
USD
675537.9600000000
0.0314228674
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
749558.6100000000
0.0348659620
Long
DBT
CORP
US
Y
2
2027-11-01
Fixed
4.8750
N
N
N
N
N
N
SENSATA TECHNOLOGIES BV
PUCKW5P5O3XMOZVH7T53
SENSATA TECHNOLOGIES BV COMPANY GUAR 144A 04/29 4
81725WAK9
650000.0000000000
PA
USD
553397.0000000000
0.0257414410
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
475502.9800000000
0.0221181754
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
3.7500
N
N
N
N
N
N
ATI INC
ZW1LRE7C3H17O2ZN9B45
ATI INC SR UNSECURED 12/27 5.875
01741RAH5
600000.0000000000
PA
USD
558834.0000000000
0.0259943448
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.8750
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
1247768.6000000000
0.0580403613
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
7.2500
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
620062.6500000000
0.0288424154
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
599000.0000000000
PA
USD
582994.7200000000
0.0271181886
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.1250
N
N
N
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
NEWELL BRANDS INC SR UNSECURED 04/26 5.2
651229AW6
725000.0000000000
PA
USD
684813.2500000000
0.0318543105
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
5.2000
N
N
N
N
N
N
NEXSTAR BROADCASTING INC.
5493006PK6I4I2OOT688
NEXSTAR BROADCASTING INC 2019 TERM LOAN B4
65336RAW8
1999999.9900000000
PA
USD
2001799.9900000000
0.0931143761
Long
LON
CORP
US
N
2
2026-09-18
Floating
8.4232
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAPITAL COMPANY GUAR 03/82 VAR
65339KCB4
320000.0000000000
PA
USD
256454.4000000000
0.0119290596
Long
DBT
CORP
US
N
2
2082-03-15
Variable
3.8000
N
N
N
N
N
N
NEXSTAR MEDIA INC
N/A
NEXSTAR MEDIA INC COMPANY GUAR 144A 07/27 5.625
65343HAA9
1000000.0000000000
PA
USD
900480.0000000000
0.0418861194
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.6250
N
N
N
N
N
N
VIRGIN MEDIA BRISTOL LLC
N/A
VIRGIN MEDIA BRISTOL LLC TERM LOAN N
N/A
2000000.0000000000
PA
USD
1946260.0000000000
0.0905309154
Long
LON
CORP
US
N
2
2028-01-31
Floating
8.5348
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
990590.7200000000
0.0460776488
Long
LON
CORP
US
N
2
2026-10-31
Floating
9.2848
N
N
N
N
N
N
NORDSTROM INC
549300S3IZB5P35KNV16
NORDSTROM INC SR UNSECURED 01/44 5
655664AR1
600000.0000000000
PA
USD
361314.0000000000
0.0168066379
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
403949.1200000000
0.0187898244
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
4.2500
N
N
N
N
N
N
DELOS AIRCRAFT DESIGNATED ACTIVITY CO
N/A
DELOS AIRCRAFT DAC TERM LOAN
N/A
616410.0900000000
PA
USD
617085.0600000000
0.0287039118
Long
LON
CORP
IE
N
2
2027-10-31
Floating
8.0348
N
N
N
N
N
N
CARNIVAL CORPORATION
N/A
CARNIVAL CORPORATION 2023 TERM LOAN B
N/A
3201975.0100000000
PA
USD
3149942.9200000000
0.1465206170
Long
LON
CORP
US
N
2
2027-08-08
Floating
9.5925
N
N
N
N
N
N
SPRINT LLC
549300ZTTY7CXOLJ6539
SPRINT LLC COMPANY GUAR 06/24 7.125
85207UAH8
3045000.0000000000
PA
USD
3062326.0500000000
0.1424450899
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
1079104.5500000000
0.0501948983
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
5.0000
N
N
N
N
N
N
ALLIANT ENERGY CORP
5493009ML300G373MZ12
ALLIANT ENERGY CORP SR UNSECURED 144A 03/26 3.875
N/A
5800000.0000000000
PA
USD
5669094.0000000000
0.2636997469
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
3.8750
N
N
N
N
Y
ALLIANT ENERGY CORP
ALLIANT ENERGY CORP
USD
XXXX
N
N
N
ALLIANT HOLDINGS INTERMEDIATE LLC
N/A
ALLIANT HOLDINGS INTERMEDIATE 2023 TERM LOAN B5
01881UAK1
1218859.6900000000
PA
USD
1216135.5400000000
0.0565689393
Long
LON
CORP
US
N
2
2027-11-06
Floating
10.0556
N
N
N
N
N
N
SHOCKWAVE MEDICAL INC
549300LDXO56IC5Y1538
SHOCKWAVE MEDICAL INC SR UNSECURED 144A 08/28 1
N/A
2863000.0000000000
PA
USD
2775993.4300000000
0.1291262351
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
1.0000
N
N
N
N
N
SHOCKWAVE MEDICAL INC
SHOCKWAVE MEDICAL INC
USD
XXXX
N
N
N
SILGAN HOLDINGS INC
KAF673KJXD92C8KSLU49
SILGAN HOLDINGS INC COMPANY GUAR 02/28 4.125
827048AW9
1328000.0000000000
PA
USD
1184509.6000000000
0.0550978484
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.1250
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
1918308.0000000000
0.0892307191
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
138229.0000000000
0.0064297668
Long
DBT
CORP
US
N
2
2053-08-15
Variable
8.5642
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
82005.0000000000
0.0038144892
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
2101002.3000000000
0.0977288037
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
4.5000
N
N
N
N
N
N
NORTHERN OIL AND GAS INC
OKFF0PIZDDMNH4UCYE51
NORTHERN OIL AND GAS INC SR UNSECURED 04/29 3.625
N/A
6615000.0000000000
PA
USD
7812778.0500000000
0.3634139061
Long
DBT
CORP
US
N
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
NORTHERN TRUST CORP
549300GLF98S992BC502
NORTHERN TRUST CORP JR SUBORDINA VAR
665859AQ7
230000.0000000000
PA
USD
202163.1000000000
0.0094036822
Long
DBT
CORP
US
N
2
2063-10-31
Variable
4.6000
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
1358010.6000000000
0.0631683037
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
4.6250
N
N
N
N
N
N
SINCLAIR TELEVISION GROU
549300CQGEN0CH65UD62
SINCLAIR TELEVISION GROU COMPANY GUAR 144A 03/30 5.5
829259AY6
600000.0000000000
PA
USD
326346.0000000000
0.0151800901
Long
DBT
CORP
US
Y
2
2030-03-01
Fixed
5.5000
N
N
N
N
N
N
GEN DIGITAL INC
YF6ZV0M6AU4FY94MK914
GEN DIGITAL INC COMPANY GUAR 144A 09/27 6.75
668771AK4
625000.0000000000
PA
USD
609450.0000000000
0.0283487645
Long
DBT
CORP
US
Y
2
2027-09-30
Fixed
6.7500
N
N
N
N
N
N
GEN DIGITAL INC
YF6ZV0M6AU4FY94MK914
GEN DIGITAL INC COMPANY GUAR 144A 09/30 7.125
668771AL2
625000.0000000000
PA
USD
609256.2500000000
0.0283397522
Long
DBT
CORP
US
Y
2
2030-09-30
Fixed
7.1250
N
N
N
N
N
SINCLAIR TELEVISION GROU
549300CQGEN0CH65UD62
SINCLAIR TELEVISION GROU SR SECURED 144A 12/30 4.125
829259BA7
891000.0000000000
PA
USD
560813.2200000000
0.0260864089
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
1330410.0000000000
0.0618844528
Long
DBT
CORP
US
Y
2
2029-07-01
Fixed
5.5000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC JR SUBORDINA 12/99 VAR
02005NBM1
1782000.0000000000
PA
USD
1164412.2600000000
0.0541630141
Long
DBT
CORP
US
N
2
2063-10-31
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
497343.5000000000
0.0231340943
Long
DBT
CORP
US
N
2
2063-10-31
Variable
4.7000
N
N
N
N
N
N
ALNYLAM PHARMACEUTICALS
529900S3ZI14OWRJII50
ALNYLAM PHARMACEUTICALS SR UNSECURED 09/27 1
N/A
8820000.0000000000
PA
USD
7654525.2000000000
0.3560527234
Long
DBT
CORP
US
N
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
969542.0000000000
0.0450985607
Long
DBT
CORP
FR
Y
2
2029-10-15
Fixed
5.5000
N
N
N
N
N
N
STATION CASINOS LLC
N/A
STATION CASINOS LLC 2020 TERM LOAN B
85769EAZ4
1994769.5400000000
PA
USD
1984346.8700000000
0.0923025385
Long
LON
CORP
US
N
2
2027-02-08
Floating
8.8425
N
N
N
N
N
N
STERICYCLE INC
B8PTJH2P0AXSWSMP2136
STERICYCLE INC COMPANY GUAR 144A 01/29 3.875
858912AG3
957000.0000000000
PA
USD
817718.2200000000
0.0380364283
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
825548.0100000000
0.0384006336
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
645125.0000000000
PA
USD
648653.8300000000
0.0301723434
Long
LON
CORP
US
N
2
2027-12-14
Floating
9.0353
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
256402.1800000000
0.0119266306
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
4.5000
N
N
N
N
N
N
STAR PARENT INC.
N/A
STAR PARENT, INC. TERM LOAN B
87169DAB1
1225000.0000000000
PA
USD
1171106.1300000000
0.0544743816
Long
LON
CORP
US
N
2
2030-09-28
Floating
9.8455
N
N
N
N
N
N
TKC HOLDINGS INC.
N/A
TKC HOLDINGS INC 2021 TERM LOAN
87256FAH7
747818.6900000000
PA
USD
717905.9400000000
0.0333936277
Long
LON
CORP
US
N
2
2028-05-14
Floating
11.5353
N
N
N
N
N
N
TTM TECHNOLOGIES INC
549300SC4BDOIS008048
TTM TECHNOLOGIES INC COMPANY GUAR 144A 03/29 4
87305RAK5
1645000.0000000000
PA
USD
1353374.4000000000
0.0629526494
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
4.0000
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
NOVELIS CORP COMPANY GUAR 144A 01/30 4.75
670001AE6
1140000.0000000000
PA
USD
971907.0000000000
0.0452085695
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
1087474.2500000000
0.0505842176
Long
DBT
CORP
NL
Y
2
2033-03-16
Fixed
6.7000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
SIRIUS XM RADIO INC COMPANY GUAR 144A 07/28 4
82967NBJ6
1185000.0000000000
PA
USD
1008221.7000000000
0.0468977595
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
525616.6500000000
0.0244492290
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
224462.5400000000
0.0104409479
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
2210904.0000000000
0.1028409170
Long
DBT
CORP
US
Y
2
2031-05-15
Fixed
7.2500
N
N
N
N
N
N
OCEANEERING INTL INC
549300L6PH74701W0R30
OCEANEERING INTL INC SR UNSECURED 144A 02/28 6
675232AC6
600000.0000000000
PA
USD
550218.0000000000
0.0255935688
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
6.0000
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
383166.0000000000
0.0178230908
Long
DBT
CORP
NL
Y
2
2030-02-15
Fixed
4.7500
N
N
N
N
N
N
TTM TECHNOLOGIES INC.
N/A
TTM TECHNOLOGIES INC 2023 TERM LOAN B
N/A
1281787.5000000000
PA
USD
1282588.6200000000
0.0596600258
Long
LON
CORP
US
N
2
2030-05-30
Floating
8.2415
N
N
N
N
N
N
TAYLOR MORRISON COMM
549300O1Z08HI2MRK572
TAYLOR MORRISON COMM COMPANY GUAR 144A 01/28 5.75
87724RAB8
707000.0000000000
PA
USD
644013.3700000000
0.0299564909
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
5.7500
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
277279.3500000000
0.0128977389
Long
DBT
CORP
US
Y
2
2028-10-20
Fixed
4.7500
N
N
N
N
N
N
SONIC AUTOMOTIVE INC
549300NTLRGJ2JCBZU03
SONIC AUTOMOTIVE INC COMPANY GUAR 144A 11/29 4.625
83545GBD3
1348000.0000000000
PA
USD
1124124.1600000000
0.0522890001
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
4.6250
N
N
N
N
N
ALTICE FRANCE HOLDING SA
5299000JVHXKJPOE6H40
ALTICE FRANCE HOLDING SA SR SECURED 144A 05/27 10.5
02156TAB0
700000.0000000000
PA
USD
385924.0000000000
0.0179513801
Long
DBT
CORP
LU
Y
2
2027-05-15
Fixed
10.5000
N
N
N
N
N
N
AMERICAN AIRLINES INC.
N/A
AMERICAN AIRLINES, INC. 2021 TERM LOAN
02376CBJ3
891000.0000000000
PA
USD
904921.8800000000
0.0420927349
Long
LON
CORP
KY
N
2
2028-04-20
Floating
10.3566
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
1299480.0000000000
PA
USD
1108313.5000000000
0.0515535621
Long
DBT
CORP
US
N
2
2030-07-11
Fixed
3.9500
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
SOUTHERN CO JR SUBORDINA 01/51 VAR
842587DF1
362000.0000000000
PA
USD
330813.7000000000
0.0153879066
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
80884.9000000000
0.0037623874
Long
DBT
CORP
US
N
2
2051-09-15
Variable
3.7500
N
N
N
N
N
N
TELESAT CANADA
N/A
TELESAT CANADA 2019 TERM LOAN
87951YAU5
600000.0000000000
PA
USD
413550.0000000000
0.0192364124
Long
LON
CORP
CA
N
2
2026-12-06
Floating
9.3056
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
716116.9600000000
0.0333104128
Long
DBT
CORP
CA
Y
2
2027-06-01
Fixed
4.8750
N
N
N
N
N
N
TEAM HEALTH HOLDINGS INC.
549300PVTQ4UDTTMQT11
TEAM HEALTH HOLDINGS, INC. 2022 TERM LOAN B
87817JAG3
2886974.7300000000
PA
USD
2086633.1600000000
0.0970604185
Long
LON
CORP
US
N
2
2027-03-02
Floating
11.2686
N
N
N
N
N
N
TELECOM ITALIA CAPITAL
549300777DJZOR5C4L39
TELECOM ITALIA CAPITAL COMPANY GUAR 09/34 6
87927VAM0
880000.0000000000
PA
USD
724838.4000000000
0.0337160934
Long
DBT
CORP
LU
N
2
2034-09-30
Fixed
6.0000
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
1004502.9600000000
0.0467247811
Long
DBT
CORP
US
Y
2
2025-02-01
Fixed
6.3750
N
N
N
N
N
N
TESLA INC
54930043XZGB27CTOV49
TESLA INC SR UNSECURED 05/24 2
N/A
400000.0000000000
PA
USD
3896100.0000000000
0.1812283557
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
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORP SR UNSECURED 11/31 6.875
88033GAV2
1575000.0000000000
PA
USD
1455000.7500000000
0.0676798320
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
2607345.2000000000
0.1212815080
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
6.2500
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
761499.2800000000
0.0354213861
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
15222309.1000000000
0.7080706471
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
1297913.7000000000
0.0603728769
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
653056.2000000000
0.0303771210
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
3.8750
N
N
N
N
N
N
ONEMAIN FINANCE CORP
N/A
ONEMAIN FINANCE CORP COMPANY GUAR 01/29 9
682695AA9
900000.0000000000
PA
USD
879993.0000000000
0.0409331599
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
9.0000
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
744764.8500000000
0.0346429787
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
366973.5900000000
0.0170698956
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
598848.0000000000
0.0278556090
Long
DBT
CORP
CA
Y
2
2027-12-01
Fixed
6.9000
N
N
N
N
N
N
OPEN TEXT CORPORATION
N/A
OPEN TEXT CORPORATION 2023 TERM LOAN B
68371YAP8
1952923.6200000000
PA
USD
1953607.1400000000
0.0908726700
Long
LON
CORP
CA
N
2
2030-01-31
Floating
8.7848
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
352405.8600000000
0.0163922729
Long
DBT
CORP
US
Y
2
2031-12-01
Fixed
4.1250
N
N
N
N
N
N
ORGANON & CO
N/A
ORGANON AND CO. USD TERM LOAN
68621XAE3
2000000.0000000000
PA
USD
1998500.0000000000
0.0929608760
Long
LON
CORP
US
N
2
2028-06-02
Floating
8.6849
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
432715.0000000000
0.0201278786
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
1723216.0000000000
0.0801559514
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
1262250.0800000000
PA
USD
1231615.2700000000
0.0572889839
Long
LON
CORP
US
N
2
2029-04-29
Floating
10.1072
N
N
N
N
N
N
OWENS-BROCKWAY
V2UQUCDZJ9WY98W8QU33
OWENS BROCKWAY COMPANY GUAR 144A 05/27 6.625
69073TAT0
590000.0000000000
PA
USD
562187.4000000000
0.0261503293
Long
DBT
CORP
US
Y
2
2027-05-13
Fixed
6.6250
N
N
N
N
N
N
OWENS-BROCKWAY
V2UQUCDZJ9WY98W8QU33
OWENS BROCKWAY COMPANY GUAR 144A 05/31 7.25
69073TAU7
900000.0000000000
PA
USD
824742.0000000000
0.0383631417
Long
DBT
CORP
US
Y
2
2031-05-15
Fixed
7.2500
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES JR SUBORDINA 12/99 VAR
693475BC8
315000.0000000000
PA
USD
227174.8500000000
0.0105671119
Long
DBT
CORP
US
N
2
2063-10-31
Variable
3.4000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES JR SUBORDINA 12/99 VAR
693475BD6
140000.0000000000
PA
USD
117901.0000000000
0.0054842033
Long
DBT
CORP
US
N
2
2063-10-31
Variable
6.0000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES JR SUBORDINA 12/99 VAR
693475BF1
140000.0000000000
PA
USD
125105.4000000000
0.0058193183
Long
DBT
CORP
US
N
2
2063-10-31
Variable
6.2000
N
N
N
N
N
N
PPL CAPITAL FUNDING INC
549300MROK5WY0D2NU17
PPL CAPITAL FUNDING INC COMPANY GUAR 03/67 VAR
69352PAC7
591000.0000000000
PA
USD
535475.5500000000
0.0249078190
Long
DBT
CORP
US
N
2
2067-03-30
Variable
8.3167
N
N
N
N
N
N
PPL CAPITAL FUNDING INC
549300MROK5WY0D2NU17
PPL CAPITAL FUNDING INC COMPANY GUAR 144A 03/28 2.875
N/A
20355000.0000000000
PA
USD
18667163.4000000000
0.8683091626
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
1622549.9100000000
0.0754734355
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
7.8750
N
N
N
N
N
N
PACIRA PHARMACEUTICALS
N/A
PACIRA PHARMACEUTICALS SR UNSECURED 08/25 0.75
N/A
7755000.0000000000
PA
USD
6976398.0000000000
0.3245094167
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
1123500.1400000000
0.0522599736
Long
LON
CORP
US
N
2
2028-07-06
Floating
10.4632
N
N
N
N
N
N
PALO ALTO NETWORKS
549300QXR2YVZV231H43
PALO ALTO NETWORKS SR UNSECURED 06/25 0.375
N/A
2520000.0000000000
PA
USD
6153890.4000000000
0.2862502088
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
1494000.0000000000
PA
USD
1492132.5000000000
0.0694070274
Long
LON
CORP
US
N
2
2030-02-28
Floating
10.0955
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
534605.6000000000
0.0248673530
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
1221295.5000000000
0.0568089565
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
364022.3600000000
0.0169326182
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
1188000.0000000000
PA
USD
1030590.0000000000
0.0479382283
Long
LON
CORP
US
N
2
2029-08-01
Floating
11.2305
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
1465822.1300000000
0.0681831920
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
4.7500
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
1155069.7500000000
0.0537284442
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
4.5000
N
N
N
N
N
N
RAPID7 INC
549300GNVG5D60KEYN14
RAPID7 INC SR UNSECURED 144A 03/29 1.25
N/A
5970000.0000000000
PA
USD
5775497.4000000000
0.2686491356
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
1.2500
N
N
N
N
Y
RAPID7 INC
RAPID7 INC
USD
XXXX
N
N
N
PACTIV EVERGREEN GROUP
N/A
PACTIV EVERGREEN GROUP SR SECURED 144A 10/27 4
76174LAA1
1375000.0000000000
PA
USD
1210577.5000000000
0.0563104052
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
2933000.0000000000
PA
USD
2039578.8700000000
0.0948716729
Long
DBT
CORP
US
Y
2
2026-11-15
Fixed
0.0000
Y
N
N
N
N
N
RIVIAN AUTO INC
N/A
RIVIAN AUTO INC SR UNSECURED 144A 03/29 4.625
N/A
5415000.0000000000
PA
USD
5708384.7000000000
0.2655273666
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
4.6250
N
N
N
N
Y
RIVIAN AUTO INC
RIVIAN AUTO INC
USD
XXXX
N
N
N
ROCKCLIFF ENERGY II LLC
5493007AZNVKZ5HEMT23
ROCKCLIFF ENERGY II LLC SR UNSECURED 144A 10/29 5.5
77289KAA3
1670000.0000000000
PA
USD
1515792.2000000000
0.0705075660
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
240174.0000000000
0.0111717715
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
207176.0000000000
0.0096368589
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 SR UNSECURED 08/25 6
N/A
1400000.0000000000
PA
USD
2560068.0000000000
0.1190823937
Long
DBT
CORP
LR
N
2
2025-08-15
Fixed
6.0000
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
ROYAL CARIBBEAN CRUISES
USD
XXXX
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES COMPANY GUAR 144A 01/30 7.25
780153BT8
600000.0000000000
PA
USD
593568.0000000000
0.0276100081
Long
DBT
CORP
LR
Y
2
2030-01-15
Fixed
7.2500
N
N
N
N
N
N
SS&C TECHNOLOGIES INC.
N/A
SS+C TECHNOLOGIES, INC. 2022 TERM LOAN B6
78466DBG8
757112.3500000000
PA
USD
757112.3500000000
0.0352173266
Long
LON
CORP
US
N
2
2029-03-22
Floating
8.2815
N
N
N
N
N
N
SS&C TECHNOLOGIES INC.
N/A
SS+C TECHNOLOGIES, INC. 2022 TERM LOAN B7
78466DBH6
1199235.7500000000
PA
USD
1199235.7500000000
0.0557828400
Long
LON
CORP
US
N
2
2029-03-22
Floating
8.2815
N
N
N
N
N
N
SVC ABS LLC
N/A
SVC ABS LLC SVC 2023 1A C 144A
78487JAC0
955000.0000000000
PA
USD
846035.9300000000
0.0393536358
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
285000.0000000000
PA
USD
272212.0500000000
0.0126620318
Long
DBT
CORP
US
N
2
2063-10-31
Variable
5.3750
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
CHARLES SCHWAB CORP JR SUBORDINA 12/99 VAR
808513BJ3
147000.0000000000
PA
USD
100550.9400000000
0.0046771596
Long
DBT
CORP
US
N
2
2063-10-31
Variable
4.0000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
CHARLES SCHWAB CORP JR SUBORDINA 12/99 VAR
808513BK0
135000.0000000000
PA
USD
107383.0500000000
0.0049949574
Long
DBT
CORP
US
N
2
2063-10-31
Variable
4.0000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNATIONAL INC.
RLTHESQ0RNFQJWPBJN60
SCIENTIFIC GAMES INTL INC 2022 USD TERM LOAN
80875AAT8
3377449.4900000000
PA
USD
3378513.3900000000
0.1571526466
Long
LON
CORP
US
N
2
2029-04-14
Floating
9.0353
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
737331.6000000000
0.0342972186
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.8750000000
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
5562765.0000000000
0.2587538190
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
US BANCORP
N1GZ7BBF3NP8GI976H15
US BANCORP JR SUBORDINA 12/99 VAR
902973AZ9
320000.0000000000
PA
USD
252137.6000000000
0.0117282623
Long
DBT
CORP
US
N
2
2063-10-31
Variable
5.3000
N
N
N
N
N
N
AXALTA COATING SYSTEMS U.S. HOLDINGS INC.
N/A
AXALTA COATING SYS US HLDG INC 2023 USD TERM LOAN B4
90347BAK4
2073149.5900000000
PA
USD
2078467.2200000000
0.0966805772
Long
LON
CORP
US
N
2
2029-12-20
Floating
8.5081
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
UBER TECHNOLOGIES INC SR UNSECURED 12/25 0.00000
N/A
14800000.0000000000
PA
USD
13530160.0000000000
0.6293597826
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
N
WESCO INTERNATIONAL INC
529900TXOGREY3WNJ434
WESCO INTERNATIONAL INC PREFERRED STOCK VAR
95082P303
5043.0000000000
NS
USD
134446.3800000000
0.0062538170
Long
EP
CORP
US
N
1
N
N
N
VENTURE GLOBAL LNG INC
N/A
VENTURE GLOBAL LNG INC SR SECURED 144A 02/29 9.5
92332YAC5
300000.0000000000
PA
USD
304509.0000000000
0.0141643349
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
9.5000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
N/A
VENTURE GLOBAL LNG INC SR SECURED 144A 02/32 9.875
92332YAD3
600000.0000000000
PA
USD
608922.0000000000
0.0283242044
Long
DBT
CORP
US
Y
2
2032-02-01
Fixed
9.8750
N
N
N
N
N
N
ZIMMER BIOMET HOLDINGS INC
2P2YLDVPES3BXQ1FRB91
ZIMMER BIOMET HOLDINGS INC COMMON STOCK USD.01
98956P102
112720.0000000000
NS
USD
11769095.2000000000
0.5474432820
Long
EC
CORP
US
N
1
N
N
ACCENTURE PLC
N/A
ACCENTURE PLC CL A COMMON STOCK USD.0000225
N/A
56335.0000000000
NS
USD
16736565.1500000000
0.7785067586
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
54850.0000000000
0.0025513655
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
85975.4000000000
0.0039991736
Long
EP
CORP
BM
N
1
N
N
N
VERTIV GROUP CORPORATION
549300ZT8RQ5VK10E643
VERTIV GROUP CORPORATION SR SECURED 144A 11/28 4.125
92535UAB0
1191000.0000000000
PA
USD
1042303.6500000000
0.0484830925
Long
DBT
CORP
US
Y
2
2028-11-15
Fixed
4.1250
N
N
N
N
N
N
VIASAT INC
UFC8NYMNFSYIHNSM2I38
VIASAT INC SR SECURED 144A 04/27 5.625
92552VAL4
600000.0000000000
PA
USD
524964.0000000000
0.0244188708
Long
DBT
CORP
US
Y
2
2027-04-15
Fixed
5.6250
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
1174321.2500000000
0.0546239340
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
286000.0000000000
PA
USD
209769.5600000000
0.0097574991
Long
DBT
CORP
US
N
2
2062-03-30
Variable
6.3750
N
N
N
N
N
N
BROOKFIELD RENEWABLE PAR
VA8DFMRI2GY8Y7V79H93
BROOKFIELD RENEWABLE PAR PREFERRED STOCK 5.25
EP0586206
6000.0000000000
NS
USD
96540.0000000000
0.0044905894
Long
EP
CORP
BM
N
1
N
N
N
LINDE PLC
8945002PAZHZLBGKGF02
LINDE PLC COMMON STOCK
N/A
63970.0000000000
NS
USD
24446775.2000000000
1.1371496809
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
0.0000002405
N/A
DE
CORP
BM
N
2
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
0.0000002675
N/A
DE
CORP
BM
N
2
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
204155.0000000000
NS
USD
14405176.8000000000
0.6700614730
Long
EC
CORP
IE
N
1
N
N
N
APTIV PLC
N/A
APTIV PLC COMMON STOCK USD.01
N/A
137124.0000000000
NS
USD
11957212.8000000000
0.5561936332
Long
EC
CORP
JE
N
1
N
N
N
VIKING CRUISES LTD
549300IJP90T4MV2GL84
VIKING CRUISES LTD SR UNSECURED 144A 07/31 9.125
92676XAG2
300000.0000000000
PA
USD
295140.0000000000
0.0137285329
Long
DBT
CORP
BM
Y
2
2031-07-15
Fixed
9.1250
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
875257.1600000000
0.0407128708
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
6.7500
N
N
N
N
N
N
ALCON INC
549300LDT5AP8S0NBM78
ALCON INC COMMON STOCK CHF.04
N/A
124060.0000000000
NS
USD
8847959.2000000000
0.4115656932
Long
EC
CORP
CH
N
1
N
N
N
CHUBB LTD
E0JAN6VLUDI1HITHT809
CHUBB LTD COMMON STOCK
N/A
76155.0000000000
NS
USD
16344386.1000000000
0.7602644228
Long
EC
CORP
CH
N
1
N
N
N
VISTA OUTDOOR INC
549300QI2D33ESTJLN81
VISTA OUTDOOR INC COMPANY GUAR 144A 03/29 4.5
928377AC4
1355000.0000000000
PA
USD
1262318.0000000000
0.0587171314
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
323469.2000000000
0.0150462748
Long
DBT
CORP
US
Y
2
2063-10-31
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
571750.0000000000
0.0265951368
Long
DBT
CORP
US
Y
2
2063-10-31
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
121101.2500000000
0.0056330639
Long
DBT
CORP
GB
N
2
2079-04-04
Variable
7.0000
N
N
N
N
N
N
W.R. GRACE & CO.-CONN.
N/A
WR GRACE CO 2021 TERM LOAN B
92943HAB5
1172643.4600000000
PA
USD
1153588.0000000000
0.0536595201
Long
LON
CORP
US
N
2
2028-09-22
Floating
9.3712
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
1037366.7300000000
0.0482534500
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
968677.5000000000
0.0450583482
Long
DBT
CORP
US
Y
2
2026-02-15
Fixed
5.5000
N
N
N
N
N
N
WEATHERFORD INTERNATIONA
549300A2JKMG5PGOGF82
WEATHERFORD INTERNATIONA COMPANY GUAR 144A 04/30 8.625
947075AU1
1505000.0000000000
PA
USD
1523090.1000000000
0.0708470302
Long
DBT
CORP
BM
Y
2
2030-04-30
Fixed
8.6250
N
N
N
N
N
N
NEW FORTRESS ENERGY INC
N/A
NEW FORTRESS ENERGY INC TERM LOAN
N/A
575000.0000000000
PA
USD
531875.0000000000
0.0247403382
Long
LON
CORP
US
N
2
2028-10-27
Floating
10.7797
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO + COMPANY JR SUBORDINA 12/99 VAR
949746TD3
620000.0000000000
PA
USD
538984.6000000000
0.0250710436
Long
DBT
CORP
US
N
2
2063-10-31
Variable
3.9000
N
N
N
N
N
N
N/A
N/A
INTELSAT JACKSON HOLDINGS S A EXP 05DEC25
L5137X109
3.0000000000
NS
USD
0.0000000000
0.0000000000
N/A
EC
CORP
LU
N
1
N
N
N
N/A
N/A
INTELSAT JACKSON HOLDINGS S A RIGHTS
L5137X117
3.0000000000
NS
USD
0.0000000000
0.0000000000
N/A
EC
CORP
LU
N
1
N
N
N
WELLS FARGO & COMPANY
N/A
WELLS FARGO + COMPANY JR SUBORDINA 12/99 VAR
95002YAA1
560000.0000000000
PA
USD
562760.8000000000
0.0261770012
Long
DBT
CORP
US
N
2
2063-10-31
Variable
7.6250
N
N
N
N
N
N
ICON LUXEMBOURG S.A.R.L.
635400PUWMHSPI2DDA35
ICON LUXEMBOURG SARL LUX TERM LOAN
N/A
2249158.0300000000
PA
USD
2253060.3200000000
0.1048018319
Long
LON
CORP
LU
N
2
2028-07-01
Floating
8.1863
N
N
N
N
N
N
PRA HEALTH SCIENCES INC.
549300R1HR1VWWHIAK47
PRA HEALTH SCIENCES, INC. US TERM LOAN
N/A
560379.1200000000
PA
USD
561351.3800000000
0.0261114416
Long
LON
CORP
US
N
2
2028-07-01
Floating
8.1863
N
N
N
N
N
N
N/A
N/A
MALLINCKRODT INTERNA FIN SA 2022 USD TERM LOAN
N/A
1118060.3000000000
PA
USD
851900.4600000000
0.0396264263
Long
LON
CORP
LU
N
2
2027-09-30
Floating
0.0000
N
N
N
N
N
N
TRINSEO MATERIALS OPERATING S.C.A.
N/A
TRINSEO MATERIALS OPERATING 2021 TERM LOAN B2
N/A
596946.5600000000
PA
USD
476775.2500000000
0.0221773555
Long
LON
CORP
LU
N
2
2028-05-03
Floating
8.3501
N
N
N
N
N
N
N/A
549300YV2L21F4K80V46
INTELSAT EMERGENCE SA COMMON STOCK
L5217E120
14052.0000000000
NS
USD
333735.0000000000
0.0155237918
Long
EC
CORP
LU
N
2
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC COMMON STOCK USD.333
02209S103
58750.0000000000
NS
USD
2359987.5000000000
0.1097755843
Long
EC
CORP
US
N
1
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
AMAZON.COM INC COMMON STOCK USD.01
N/A
688315.0000000000
NS
USD
91607843.3500000000
4.2611685582
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
8649356.9000000000
0.4023276427
Long
EC
CORP
US
N
1
N
N
AMERICAN INTERNATIONAL GROUP INC
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNATIONAL GROUP COMMON STOCK USD2.5
N/A
346890.0000000000
NS
USD
21267825.9000000000
0.9892798227
Long
EC
CORP
US
N
1
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER CORP REIT USD.01
03027X100
70930.0000000000
NS
USD
12639016.7000000000
0.5879079629
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
144712.8000000000
0.0067313628
Long
EP
CORP
US
N
1
2063-08-31
Variable
10.9348
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
ELEVANCE HEALTH INC COMMON STOCK USD.01
N/A
23435.0000000000
NS
USD
10547859.1500000000
0.4906370909
Long
EC
CORP
US
N
1
N
N
N
APOLLO GLOBAL MANAGEMENT INC
N/A
APOLLO GLOBAL MANAGEMENT PREFERRED STOCK 07/26 6.75
N/A
300410.0000000000
NS
USD
14452725.1000000000
0.6722731976
Long
EP
CORP
US
N
1
N
N
N
CISCO SYSTEMS INC
549300LKFJ962MZ46593
CISCO SYSTEMS INC COMMON STOCK USD.001
17275R102
247515.0000000000
NS
USD
12902956.9500000000
0.6001852293
Long
EC
CORP
US
N
1
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC COMMON STOCK USD.01
172967424
231670.0000000000
NS
USD
9148648.3000000000
0.4255523442
Long
EC
CORP
US
N
1
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
COCA COLA CO/THE COMMON STOCK USD.25
191216100
329140.0000000000
NS
USD
18593118.6000000000
0.8648649447
Long
EC
CORP
US
N
1
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMCAST CORP CLASS A COMMON STOCK USD.01
20030N101
411425.0000000000
NS
USD
16987738.2500000000
0.7901901569
Long
EC
CORP
US
N
1
N
N
N
CONOCOPHILLIPS
WPTL2Z3FIYTHSP5V2253
CONOCOPHILLIPS COMMON STOCK USD.01
20825C104
64470.0000000000
NS
USD
7659036.0000000000
0.3562625447
Long
EC
CORP
US
N
1
N
N
COSTCO WHOLESALE CORP
29DX7H14B9S6O3FD6V18
COSTCO WHOLESALE CORP COMMON STOCK USD.005
22160K105
31575.0000000000
NS
USD
17443293.0000000000
0.8113804339
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
27798.6000000000
0.0012930609
Long
EP
CORP
US
N
1
N
N
N
CUMULUS MEDIA INC
N/A
CUMULUS MEDIA INC CL A COMMON STOCK USD.01
231082801
8434.0000000000
NS
USD
38037.3400000000
0.0017693192
Long
EC
CORP
US
N
1
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE ENERGY COMPANY COMMON STOCK
233331107
176574.0000000000
NS
USD
17018202.1200000000
0.7916071936
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
109548.0000000000
0.0050956608
Long
EP
CORP
US
N
1
N
N
N
DANAHER CORP
S4BKK9OTCEWQ3YHPFM11
DANAHER CORP COMMON STOCK USD.01
235851102
26965.0000000000
NS
USD
5177819.3000000000
0.2408479448
Long
EC
CORP
US
N
1
N
N
N
AMERICAN AIRLINES GROUP
IWUQB36BXD6OWD6X4T14
AMERICAN AIRLINES GROUP COMPANY GUAR 144A 03/25 3.75
02376RAE2
295000.0000000000
PA
USD
276220.3000000000
0.0128484769
Long
DBT
CORP
US
Y
2
2025-03-01
Fixed
3.7500
N
N
N
N
N
N
AMERICAN AXLE AND MANUFACTURING INC.
N/A
AMERICAN AXLE + MANUFACTURING 2022 TERM LOAN B
02406MAU1
788000.0000000000
PA
USD
786360.9600000000
0.0365778352
Long
LON
CORP
US
N
2
2029-12-13
Floating
9.5199
N
N
N
N
N
N
AMERICAN AXLE & MFG INC
RY5TAKFOBLDUGX31MS24
AMERICAN AXLE + MFG INC COMPANY GUAR 07/28 6.875
02406PBA7
943000.0000000000
PA
USD
840458.1800000000
0.0390941850
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
6.8750
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
AMERICAN ELECTRIC POWER JR SUBORDINA 02/62 VAR
025537AU5
85000.0000000000
PA
USD
67231.6000000000
0.0031272997
Long
DBT
CORP
US
N
2
2062-02-15
Variable
3.8750
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
1027020.5000000000
0.0477721918
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
227982.5000000000
0.0106046800
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
2074261.5800000000
PA
USD
2036841.9000000000
0.0947443619
Long
LON
CORP
US
N
2
2025-05-04
Floating
9.1739
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
2030210.6000000000
0.0944359048
Long
DBT
CORP
US
Y
2
2029-06-30
Fixed
4.8750
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
4547184.1500000000
0.2115137462
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
B&G FOODS INC
549300TRW1LZMDJZAQ78
B+G FOODS INC SR SECURED 144A 09/28 8
05508WAC9
1210000.0000000000
PA
USD
1181250.4000000000
0.0549462456
Long
DBT
CORP
US
Y
2
2028-09-15
Fixed
8.0000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP CAPITAL MARKETS PLC COMPANY GUAR 12/99 VAR
05565QDU9
285000.0000000000
PA
USD
271434.0000000000
0.0126258406
Long
DBT
CORP
GB
N
2
2063-10-31
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
243815.6000000000
0.0113411617
Long
DBT
CORP
GB
N
2
2063-10-31
Variable
4.8750
N
N
N
N
N
N
BWX TECHNOLOGIES INC
549300NP85N265KWMS58
BWX TECHNOLOGIES INC COMPANY GUAR 144A 04/29 4.125
05605HAC4
1191000.0000000000
PA
USD
1030346.0100000000
0.0479268790
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
4.1250
N
N
N
N
N
N
BANFF MERGER SUB INC
5493006T045HLTF7YX04
BANFF MERGER SUB INC 2021 USD TERM LOAN
05988HAE7
1176695.7900000000
PA
USD
1176942.9000000000
0.0547458809
Long
LON
CORP
US
N
2
2025-10-02
Floating
9.7686
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP JR SUBORDINA 09/49 VAR
060505EH3
135000.0000000000
PA
USD
133060.0500000000
0.0061893314
Long
DBT
CORP
US
N
2
2063-10-31
Variable
6.2500
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP JR SUBORDINA 12/49 VAR
060505EN0
135000.0000000000
PA
USD
130426.2000000000
0.0060668170
Long
DBT
CORP
US
N
2
2063-10-31
Variable
6.1000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP JR SUBORDINA 12/99 VAR
060505FP4
145000.0000000000
PA
USD
141618.6000000000
0.0065874351
Long
DBT
CORP
US
N
2
2063-10-31
Variable
5.1250
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
414644.2800000000
0.0192873132
Long
DBT
CORP
US
N
2
2063-10-31
Variable
6.1250
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL JR SUBORDINA 12/99 VAR
06368B5P9
145000.0000000000
PA
USD
129748.9000000000
0.0060353122
Long
DBT
CORP
CA
N
2
2063-10-31
Variable
4.8000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
BANK OF NY MELLON CORP JR SUBORDINA 12/99 VAR
064058AH3
763000.0000000000
PA
USD
722667.8200000000
0.0336151281
Long
DBT
CORP
US
N
2
2063-10-31
Variable
4.7000
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA JR SUBORDINA 10/81 VAR
0641598N9
240000.0000000000
PA
USD
169108.8000000000
0.0078661507
Long
DBT
CORP
CA
N
2
2081-10-27
Variable
3.6250
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
249738.9000000000
0.0116166860
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
1450819.2000000000
0.0674853258
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
258367.4100000000
0.0120180439
Long
DBT
CORP
CA
Y
2
2030-10-15
Fixed
14.0000
N
N
N
N
N
N
BEACON ROOFING SUPPLY IN
549300HDXQWWCBOYXP31
BEACON ROOFING SUPPLY IN COMPANY GUAR 144A 05/29 4.125
073685AH2
937000.0000000000
PA
USD
787576.6100000000
0.0366343816
Long
DBT
CORP
US
Y
2
2029-05-15
Fixed
4.1250
N
N
N
N
N
N
BEACON ROOFING SUPPLY INC.
N/A
BEACON ROOFING SUPPLY INC. 2021 TERM LOAN B
07368RAF8
1994897.9600000000
PA
USD
1994798.2200000000
0.0927886865
Long
LON
CORP
US
N
2
2028-05-19
Floating
8.6866
N
N
N
N
N
N
CARVANA CO
5493003WEAK2PJ5WS063
CARVANA CO SR SECURED 144A 06/30 13
146869AN2
205000.0000000000
PA
USD
153844.3000000000
0.0071561175
Long
DBT
CORP
US
Y
2
2030-06-01
Fixed
13.0000
N
N
N
N
N
N
CASCADES INC/USA INC
N/A
CASCADES INC/USA INC COMPANY GUAR 144A 01/28 5.375
14739LAB8
1220000.0000000000
PA
USD
1108711.6000000000
0.0515720798
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
5.3750
N
N
N
N
N
N
CASTLELAKE AVIATION LIMITED
N/A
CASTLELAKE AVIATION ONE DSGNTD TERM LOAN B
14855NAB2
3043384.2200000000
PA
USD
3041482.1000000000
0.1414755268
Long
LON
CORP
US
N
2
2026-10-22
Floating
8.3581
N
N
N
N
N
N
CASTLELAKE AVIATION LIMITED
N/A
CASTLELAKE AVIATION LIMITED 2023 INCREMENTAL TERM LOAN
14855NAF3
595500.0000000000
PA
USD
594809.2200000000
0.0276677439
Long
LON
CORP
US
N
2
2027-10-22
Floating
8.3581
N
N
N
N
N
N
CEDAR FAIR LP
549300TUVLNQQ6BVKH61
CEDAR FAIR LP COMPANY GUAR 07/29 5.25
150190AE6
900000.0000000000
PA
USD
778401.0000000000
0.0362075751
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.2500
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
LUMEN TECHNOLOGIES INC SR SECURED 144A 02/27 4
156700BC9
600000.0000000000
PA
USD
410238.0000000000
0.0190823537
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
4.0000
N
N
N
N
N
CHAMPIONX CORPORATION
549300EP2909K6DYYP38
CHAMPIONX CORPORATION TERM LOAN B 1
15872NAC6
3473862.5000000000
PA
USD
3489599.1000000000
0.1623198344
Long
LON
CORP
US
N
2
2029-06-07
Floating
9.3304
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC
N/A
CHARTER COMMUNICATIONS OPERATI 2019 TERM LOAN B2
16117LBX6
3291428.5700000000
PA
USD
3287116.8000000000
0.1529013046
Long
LON
CORP
US
N
2
2027-02-01
Floating
7.9801
N
N
N
N
N
N
CHEMOURS COMPANY (THE)
N/A
CHEMOURS COMPANY THE 2023 TERM LOAN B
16384YAJ6
2620000.0000000000
PA
USD
2554500.0000000000
0.1188233964
Long
LON
CORP
US
N
2
2028-08-18
Floating
9.1732
N
N
N
N
N
N
CHEMOURS CO
549300M1BOLNXL8DOV14
CHEMOURS CO COMPANY GUAR 144A 11/29 4.625
163851AH1
895000.0000000000
PA
USD
692622.6000000000
0.0322175650
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 SECURED 10/28 4.625
16411RAK5
591000.0000000000
PA
USD
540292.2000000000
0.0251318670
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
392361.8000000000
0.0182508364
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
CHURCHILL DOWNS INC
529900FODTBQC8MIS994
CHURCHILL DOWNS INC COMPANY GUAR 144A 05/31 6.75
171484AJ7
600000.0000000000
PA
USD
560970.0000000000
0.0260937016
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
1070000.0000000000
PA
USD
865876.1000000000
0.0402765077
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 12/49 VAR
172967JM4
140000.0000000000
PA
USD
132601.0000000000
0.0061679785
Long
DBT
CORP
US
N
2
2063-10-31
Variable
5.9500
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC JR SUBORDINA 12/99 VAR
172967MU2
150000.0000000000
PA
USD
129061.5000000000
0.0060033376
Long
DBT
CORP
US
N
2
2063-10-31
Variable
4.0000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC JR SUBORDINA 12/99 VAR
172967MV0
509000.0000000000
PA
USD
427356.4000000000
0.0198786216
Long
DBT
CORP
US
N
2
2063-10-31
Variable
3.8750
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC JR SUBORDINA 12/99 VAR
172967NB3
166000.0000000000
PA
USD
129504.9000000000
0.0060239624
Long
DBT
CORP
US
N
2
2063-10-31
Variable
4.1500
N
N
N
N
N
N
CITIGROUP INC
N/A
CITIGROUP INC JR SUBORDINA 12/99 VAR
172967PE5
150000.0000000000
PA
USD
144753.0000000000
0.0067332328
Long
DBT
CORP
US
N
2
2063-10-31
Variable
7.6250
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
CITIZENS FINANCIAL GROUP JR SUBORDINA 12/99 VAR
174610AU9
155000.0000000000
PA
USD
134450.1000000000
0.0062539900
Long
DBT
CORP
US
N
2
2063-10-31
Variable
5.6500
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
CITIZENS FINANCIAL GROUP JR SUBORDINA 12/99 VAR
174610BD6
450000.0000000000
PA
USD
305815.5000000000
0.0142251072
Long
DBT
CORP
US
N
2
2063-10-31
Variable
4.0000
N
N
N
N
N
N
CIVITAS RESOURCES INC
IIVIHPH28S64K95M2381
CIVITAS RESOURCES INC COMPANY GUAR 144A 07/31 8.75
17888HAB9
1688000.0000000000
PA
USD
1705740.8800000000
0.0793430905
Long
DBT
CORP
US
Y
2
2031-07-01
Fixed
8.7500
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HOLDINGS INC.
N/A
CLEAR CHANNEL OUTDOOR HLDNGS I TERM LOAN B
18452RAD7
153499.4900000000
PA
USD
147806.9600000000
0.0068752887
Long
LON
CORP
US
N
2
2026-08-21
Floating
9.0611
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
CLEAR CHANNEL OUTDOOR HO SR SECURED 144A 09/28 9
18453HAE6
1190000.0000000000
PA
USD
1160428.5000000000
0.0539777082
Long
DBT
CORP
US
Y
2
2028-09-15
Fixed
9.0000
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
1661374.8000000000
0.0772793879
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
4.7500
N
N
N
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
CLEVELAND CLIFFS INC COMPANY GUAR 144A 04/30 6.75
185899AN1
900000.0000000000
PA
USD
836190.0000000000
0.0388956492
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
587562.5000000000
PA
USD
569815.1700000000
0.0265051375
Long
LON
CORP
US
N
2
2029-04-13
Floating
10.2699
N
N
N
N
N
N
COMMERCIAL METALS CO
549300OQS2LO07ZJ7N73
COMMERCIAL METALS CO SR UNSECURED 01/30 4.125
201723AQ6
596000.0000000000
PA
USD
504430.5600000000
0.0234637512
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.1250
N
N
N
N
N
N
2023-12-26
Calamos Strategic Total Return Fund
Stephen Atkins
Stephen Atkins
Treasurer