0001752724-20-131900.txt : 20200707
0001752724-20-131900.hdr.sgml : 20200707
20200630123406
ACCESSION NUMBER: 0001752724-20-131900
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200430
FILED AS OF DATE: 20200629
DATE AS OF CHANGE: 20200701
PERIOD START: 20201031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Dunham Funds
CENTRAL INDEX KEY: 0001420040
IRS NUMBER: 000000000
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22153
FILM NUMBER: 201001488
BUSINESS ADDRESS:
STREET 1: 10251 VISTA SORRENTO PARKWAY
STREET 2: SUITE 200
CITY: SAN DIEGO
STATE: CA
ZIP: 92121
BUSINESS PHONE: 858-964-0500
MAIL ADDRESS:
STREET 1: 10251 VISTA SORRENTO PARKWAY
STREET 2: SUITE 200
CITY: SAN DIEGO
STATE: CA
ZIP: 92121
0001420040
S000020978
Dunham High Yield Bond Fund
C000059529
Dunham High Yield Bond Fund Class A
DAHYX
C000059530
Dunham High Yield Bond Fund Class C
DCHYX
C000059531
Dunham High Yield Bond Fund Class N
DNHYX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001420040
XXXXXXXX
S000020978
C000059530
C000059529
C000059531
Dunham Funds
811-22153
0001420040
549300FI2C3SP4YCHL80
10251 VISTA SORRENTO PARKWAY
SUITE 200
SAN DIEGO
92121
858-964-0500
Dunham High Yield Bond Fund
S000020978
549300EMO57TQ4UQFX73
2020-10-31
2020-04-30
N
89153851.22
911041.83
88242809.39
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
USD
N
Pilgrims Pride Corporation
549300ZSLGV64ZL3HD75
PPC 5 7/8 09/30/27
72147KAE8
520000.00000000
PA
USD
528632.00000000
0.599065242430
Long
DBT
CORP
US
Y
2
2027-09-30
Fixed
5.87500000
N
N
N
N
N
N
Univision Commmunications Inc.
549300YQDE2JSGTL8V47
UVN 9 1/2 05/01/25
914906AT9
45000.00000000
PA
USD
45731.25000000
0.051824335961
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
9.50000000
N
N
N
N
N
N
Trivium Packaging Finance BV
724500GMZWW3PVYET548
TRIVIU 8 1/2 08/15/27
89686QAB2
525000.00000000
PA
USD
551066.25000000
0.624488560381
Long
DBT
CORP
NL
Y
2
2027-08-15
Fixed
8.50000000
N
N
N
N
N
N
ESH Hospitality, Inc.
54930042FMK7X7SQ2896
STAY 4 5/8 10/01/27
26907YAB0
355000.00000000
PA
USD
322162.50000000
0.365086404464
Long
DBT
CORP
US
Y
2
2027-10-01
Fixed
4.62500000
N
N
N
N
N
N
Sirius XM Holdings Inc
WP5O65E6BMU84LNO4227
SIRI 4 5/8 07/15/24
82967NBE7
725000.00000000
PA
USD
742980.00000000
0.841972286621
Long
DBT
CORP
US
Y
2
2024-07-15
Fixed
4.62500000
N
N
N
N
N
N
C&W Senior Financing Designated Activity Company
5493009O8OIWZPZRY516
CWCLN 6 7/8 09/15/27
12674TAA4
833000.00000000
PA
USD
827418.90000000
0.937661556470
Long
DBT
CORP
IE
Y
2
2027-09-15
Fixed
6.87500000
N
N
N
N
N
N
Talen Energy Supply LLC
K5K33XN0PQAU1XF7NN66
TLN 7 1/4 05/15/27
87422VAF5
279000.00000000
PA
USD
280297.35000000
0.317643275341
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
7.25000000
N
N
N
N
N
N
Harsco Corporation
KAO98FK89NPNNPQGUZ43
HSC 5 3/4 07/31/27
415864AM9
493000.00000000
PA
USD
467857.00000000
0.530192775178
Long
DBT
CORP
US
Y
2
2027-07-31
Fixed
5.75000000
N
N
N
N
N
N
Viking Cruises, Ltd.
549300IJP90T4MV2GL84
VIKCRU 5 7/8 09/15/27
92676XAD9
155000.00000000
PA
USD
104958.25000000
0.118942552628
Long
DBT
CORP
BM
Y
2
2027-09-15
Fixed
5.87500000
N
N
N
N
N
N
FMG Resources (August 2006) Pty Ltd.
549300EFD6S2NFE9D745
FMGAU 4 1/2 09/15/27
30251GBA4
669000.00000000
PA
USD
656723.85000000
0.744223642175
Long
DBT
CORP
AU
Y
2
2027-09-15
Fixed
4.50000000
N
N
N
N
N
N
Navient Corporation
54930067J0ZNOEBRW338
NAVI 5 03/15/27
63938CAK4
325000.00000000
PA
USD
275681.25000000
0.312412140893
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
EG Global Finance PLC
549300TL8Q5207VYET27
EGBLFN 6 3/4 02/07/25
28228PAA9
605000.00000000
PA
USD
553696.00000000
0.627468689888
Long
DBT
CORP
GB
Y
2
2025-02-07
Fixed
6.75000000
N
N
N
N
N
N
FRONTDOOR INC
5493008RB0JZJI3QGZ06
FTDR 6 3/4 08/15/26
35905AAA7
560000.00000000
PA
USD
584976.00000000
0.662916337369
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
6.75000000
N
N
N
N
N
N
CCO Holdings, LLC/ CCO Holdings Capital Corp.
N/A
CHTR 5 1/2 05/01/26
1248EPBR3
478000.00000000
PA
USD
499944.98000000
0.566556055338
Long
DBT
CORP
US
Y
2
2026-05-01
Fixed
5.50000000
N
N
N
N
N
N
Clearway Energy Operating LLC
549300Z3NFMM54NWBB87
CWENA 5 09/15/26
62943WAE9
539000.00000000
PA
USD
545521.90000000
0.618205498862
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
5.00000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
FCX 3 7/8 03/15/23
35671DAZ8
525000.00000000
PA
USD
528150.00000000
0.598519022287
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.87500000
N
N
N
N
N
N
Ford Motor Company
20S05OYHG0MQM4VUIC57
F 8 1/2 04/21/23
345370CV0
74000.00000000
PA
USD
73260.00000000
0.083020928851
Long
DBT
CORP
US
N
2
2023-04-21
Fixed
8.50000000
N
N
N
N
N
N
MPH Acquisition Holdings LLC
5493002WXOPRPTXWTU06
MLTPLN 7 1/8 06/01/24
553283AB8
500000.00000000
PA
USD
448735.00000000
0.508523020858
Long
DBT
CORP
US
Y
2
2024-06-01
Fixed
7.12500000
N
N
N
N
N
N
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
549300YKWOC0AOR16R51
ACI 4 5/8 01/15/27
013092AC5
440000.00000000
PA
USD
446446.00000000
0.505929041795
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
4.62500000
N
N
N
N
N
N
Clean Harbors, Inc.
5493000SJVZVZJKHJF48
CLH 4 7/8 07/15/27
184496AN7
343000.00000000
PA
USD
355862.50000000
0.403276485030
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
4.87500000
N
N
N
N
N
N
Aramark Services, Inc.
42YMHYH0XMHJEXDUB065
ARMK 6 3/8 05/01/25
038522AR9
54000.00000000
PA
USD
56295.00000000
0.063795566334
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
6.37500000
N
N
N
N
N
N
SESI, L.L.C.
XDZ56K6RXS5J1ESBZS35
SPN 7 3/4 09/15/24
78412FAU8
341000.00000000
PA
USD
73117.22000000
0.082859125299
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
7.75000000
N
N
N
N
N
N
CCO Holdings, LLC/ CCO Holdings Capital Corp.
N/A
CHTR 5 3/8 06/01/29
1248EPCB7
335000.00000000
PA
USD
354986.10000000
0.402283316288
Long
DBT
CORP
US
Y
2
2029-06-01
Fixed
5.37500000
N
N
N
N
N
N
Anixter Inc
5493000SM561KPBZQ714
AXE 6 12/01/25
035287AJ0
387000.00000000
PA
USD
393695.10000000
0.446149780046
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
6.00000000
N
N
N
N
N
N
N/A
N/A
US GOVERNEMNT MONEY MARKET - I
N/A
0.00000000
NS
USD
0.00000000
0.000000
Long
STIV
US
N
N/A
N
N
N
Standard Industries Inc.
54930064UHXCIUWVI755
BMCAUS 6 10/15/25
120111BN8
463000.00000000
PA
USD
479783.75000000
0.543708607326
Long
DBT
CORP
US
Y
2
2025-10-15
Fixed
6.00000000
N
N
N
N
N
N
SeaWorld Parks & Entertainment Inc
549300UZV72O3371JJ53
SEAS 8 3/4 05/01/25
81282UAC6
340000.00000000
PA
USD
341700.00000000
0.387227018679
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
8.75000000
N
N
N
N
N
N
Nine Energy Service Inc
549300KRLJCZBPZMKT65
NINE 8 3/4 11/01/23
65441VAA9
265000.00000000
PA
USD
52841.00000000
0.059881366385
Long
DBT
CORP
US
Y
2
2023-11-01
Fixed
8.75000000
N
N
N
N
N
N
HAT Holdings I LLC and HAT Holdings II LLC
N/A
HASI 6 04/15/25
418751AB9
201000.00000000
PA
USD
201502.50000000
0.228350050721
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
6.00000000
N
N
N
N
N
N
H&E Equipment Services, Inc.
N/A
HEES 5 5/8 09/01/25
404030AH1
514000.00000000
PA
USD
492309.20000000
0.557902908353
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
5.62500000
N
N
N
N
N
N
Sirius XM Holdings Inc
54930055RWDMVXAGZK98
SIRI 5 3/8 07/15/26
82967NAW8
342000.00000000
PA
USD
356979.60000000
0.404542423873
Long
DBT
CORP
US
Y
2
2026-07-15
Fixed
5.37500000
N
N
N
N
N
N
CSC Holdings, LLC
3HG2WD2W22M120IUNG49
CSCHLD 5 3/8 07/15/23
126307AT4
225000.00000000
PA
USD
228701.25000000
0.259172675463
Long
DBT
CORP
US
Y
2
2023-07-15
Fixed
5.37500000
N
N
N
N
N
N
Tesla Inc
54930043XZGB27CTOV49
TSLA 5.3 08/15/25
88160RAE1
370000.00000000
PA
USD
363987.50000000
0.412484034128
Long
DBT
CORP
US
Y
2
2025-08-15
Fixed
5.30000000
N
N
N
N
N
N
Occidental Petroleum Corporation
IM7X0T3ECJW4C1T7ON55
OXY 3 1/8 02/15/22
674599CC7
306000.00000000
PA
USD
280051.20000000
0.317364329100
Long
DBT
CORP
US
N
2
2022-02-15
Fixed
3.12500000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS L P
5493005UEC8AZ34LDV29
CQP 5 1/4 10/01/25
16411QAB7
432000.00000000
PA
USD
415065.60000000
0.470367617338
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.25000000
N
N
N
N
N
N
Callon Petroleum Company
549300EFOWPEB0WLZW21
CPE 6 3/8 07/01/26
13123XAZ5
781000.00000000
PA
USD
130505.10000000
0.147893183481
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
6.37500000
N
N
N
N
N
N
JBS USA LLC / JBS USA Finance INC
P77IMDGVZE8EFBTF2M92
JBSSBZ 5 3/4 06/15/25
466112AR0
272000.00000000
PA
USD
276422.72000000
0.313252401992
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
5.75000000
N
N
N
N
N
N
Hilton Domestic Operating Co Inc.
5493003EG7H0N1E4XV50
HLT 5 3/4 05/01/28
432833AH4
26000.00000000
PA
USD
26327.60000000
0.029835405493
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
5.75000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
TMUS 6 3/8 03/01/25
87264AAN5
240000.00000000
PA
USD
247548.00000000
0.280530506350
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
6.37500000
N
N
N
N
N
N
Prime Securities Services Borrower, LLC and Prime Finance, Inc.
549300O6QPZVWXV2DC15
PRSESE 5 1/4 04/15/24
74166MAB2
631000.00000000
PA
USD
621465.59000000
0.704267684014
Long
DBT
CORP
US
Y
2
2024-04-15
Fixed
5.25000000
N
N
N
N
N
N
Genesis Energy Lp
549300VJ5D6MDK138782
GEL 6 1/2 10/01/25
37185LAJ1
325000.00000000
PA
USD
275031.25000000
0.311675536965
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.50000000
N
N
N
N
N
N
Six Flags Entertainment Corp.
549300JYTDUAA4JQ3717
SIX 5 1/2 04/15/27
83001AAC6
505000.00000000
PA
USD
439526.75000000
0.498087892983
Long
DBT
CORP
US
Y
2
2027-04-15
Fixed
5.50000000
N
N
N
N
N
Presidio Holdings Inc.
N/A
PSDO 8 1/4 02/01/28
74101XAF7
315000.00000000
PA
USD
312810.75000000
0.354488657106
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
8.25000000
N
N
N
N
N
N
CCO Holdings, LLC/ CCO Holdings Capital Corp.
N/A
CHTR 5 02/01/28
1248EPBX0
378000.00000000
PA
USD
389845.58000000
0.441787362273
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
Prime Securities Services Borrower, LLC and Prime Finance, Inc.
549300O6QPZVWXV2DC15
PRSESE 5 3/4 04/15/26
74166MAC0
540000.00000000
PA
USD
534600.00000000
0.605828399725
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
SS&C Technologies, Inc.
549300KY09TR3J12JU49
SSNC 5 1/2 09/30/27
78466CAC0
520000.00000000
PA
USD
535444.00000000
0.606784851594
Long
DBT
CORP
US
Y
2
2027-09-30
Fixed
5.50000000
N
N
N
N
N
N
SunCoke Energy Partners, LP/SunCoke Energy Partners Finance Corp.
5299001QHSFGX89UHQ85
SXCP 7 1/2 06/15/25
86723CAF5
627000.00000000
PA
USD
482006.25000000
0.546227226141
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
7.50000000
N
N
N
N
N
N
Telesat Canada /Telesat LLC
5493004V5GLBY6SO5Y34
TELSAT 6 1/2 10/15/27
87952VAM8
740000.00000000
PA
USD
699559.00000000
0.792766011005
Long
DBT
CORP
CA
Y
2
2027-10-15
Fixed
6.50000000
N
N
N
N
N
N
CSC Holdings, LLC
3HG2WD2W22M120IUNG49
CSCHLD 5 1/4 06/01/24
126307AH0
440000.00000000
PA
USD
459844.00000000
0.521112148603
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
5.25000000
N
N
N
N
N
N
Allison Transmission Inc.
MWKQ3I0U1GXP2YDSZW75
ALSN 5 10/01/24
019736AD9
551000.00000000
PA
USD
532376.20000000
0.603308307702
Long
DBT
CORP
US
Y
2
2024-10-01
Fixed
5.00000000
N
N
N
N
N
N
Belo Corp.
N/A
TGNA 7 3/4 06/01/27
080555AE5
735000.00000000
PA
USD
777666.75000000
0.881280588612
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
7.75000000
N
N
N
N
N
N
Connect Finco SARL/Connect US Finco LLC
2594001KNYIQ456J2792
ISATLN 6 3/4 10/01/26
20752TAA2
480000.00000000
PA
USD
456312.00000000
0.517109556182
Long
DBT
CORP
LU
Y
2
2026-10-01
Fixed
6.75000000
N
N
N
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
BPL 4 1/8 03/01/25
118230AT8
316000.00000000
PA
USD
294275.00000000
0.333483262867
Long
DBT
CORP
US
Y
2
2025-03-01
Fixed
4.12500000
N
N
N
N
N
N
Springleaf Finance Corporation
5493008I795YYBFWFU90
AMGFIN 5 3/8 11/15/29
85172FAR0
250000.00000000
PA
USD
208709.98000000
0.236517832379
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.37500000
N
N
N
N
N
N
N/A
N/A
INST. LIQUIDITY PRIME-IN
N/A
0.00000000
NS
USD
0.00000000
0.000000
Long
STIV
US
N
N/A
N
N
Ingram Micro Inc.
549300KJMEWPKRQZHX63
IM 4.95 12/15/24
457153AG9
1040000.00000000
PA
USD
996349.78000000
1.129100248380
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
5.45000000
N
N
N
N
N
N
MEG Energy Corporation
5493002WXPTG5ZC1T326
MEGCN 6 1/2 01/15/25
552704AD0
605000.00000000
PA
USD
497037.75000000
0.563261475281
Long
DBT
CORP
CA
Y
2
2025-01-15
Fixed
6.50000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
TMUS 6 1/2 01/15/24
87264AAJ4
288000.00000000
PA
USD
296251.20000000
0.335722765455
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
6.50000000
N
N
N
N
N
N
CTR PARTNERSHIP LP/ CARETRUST CAP CORP
N/A
CTREV 5 1/4 06/01/25
126458AD0
604000.00000000
PA
USD
607654.20000000
0.688616108440
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.25000000
N
N
N
N
N
N
Belo Corp.
N/A
TGNA 7 1/4 09/15/27
080555AF2
235000.00000000
PA
USD
236668.50000000
0.268201456454
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
7.25000000
N
N
N
N
N
N
Hilton Domestic Operating Co Inc.
5493003EG7H0N1E4XV50
HLT 5 3/8 05/01/25
432833AG6
30000.00000000
PA
USD
29962.50000000
0.033954607981
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
5.37500000
N
N
N
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
NFLX 4 7/8 06/15/30
64110LAV8
1165000.00000000
PA
USD
1241365.75000000
1.406761365125
Long
DBT
CORP
US
Y
2
2030-06-15
Fixed
4.87500000
N
N
N
N
N
N
Dole Food Company, Inc.
549300BHY23LFYB85T03
DOLE 7 1/4 06/15/25
256603AC5
550000.00000000
PA
USD
521015.00000000
0.590433377633
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
7.25000000
N
N
N
N
N
N
Cascades Inc.
FPD41G4F3GH7OJ38TS94
CASCN 5 3/4 07/15/23
146900AQ8
527000.00000000
PA
USD
529529.60000000
0.600082435793
Long
DBT
CORP
CA
Y
2
2023-07-15
Fixed
5.75000000
N
N
N
N
N
N
ALTICE FRANCE S.A
5493001ZMCICV4N02J21
SFRFP 7 3/8 05/01/26
67054KAA7
875000.00000000
PA
USD
918443.75000000
1.040814267302
Long
DBT
CORP
FR
Y
2
2026-05-01
Fixed
7.37500000
N
N
N
N
N
N
Sotheby's Inc
549300P5BAAMQQ7VL735
BID 7 3/8 10/15/27
835898AH0
550000.00000000
PA
USD
465591.50000000
0.527625427180
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
7.37500000
N
N
N
N
N
N
CDK Global Inc
5493000L10CYRTHIJ385
CDK 5 7/8 06/15/26
12508EAG6
413000.00000000
PA
USD
434537.95000000
0.492434401175
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
5.87500000
N
N
N
N
N
N
Enersys
7ZS3DE5PN30BYUJFWP05
ENS 5 04/30/23
29275YAB8
794000.00000000
PA
USD
797811.20000000
0.904109020910
Long
DBT
CORP
US
Y
2
2023-04-30
Fixed
5.00000000
N
N
N
N
N
N
Lamb Weston Holdings Inc
5493005SMYID1D2OY946
LW 4 5/8 11/01/24
513272AA2
370000.00000000
PA
USD
379139.00000000
0.429654271686
Long
DBT
CORP
US
Y
2
2024-11-01
Fixed
4.62500000
N
N
N
N
N
N
Ford Motor Company
20S05OYHG0MQM4VUIC57
F 9 04/22/25
345370CW8
41000.00000000
PA
USD
40128.75000000
0.045475376721
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
9.00000000
N
N
N
N
N
N
Diebold Nixdorf Incorporated
549300XZK6EWDBAZSY16
DBD 8 1/2 04/15/24
253651AC7
827000.00000000
PA
USD
547722.10000000
0.620698846496
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
8.50000000
N
N
N
N
N
Zayo Group Holdings Inc
N/A
ZAYO 6 1/8 03/01/28
98919VAB1
391000.00000000
PA
USD
370363.02000000
0.419709008088
Long
DBT
CORP
US
Y
2
2028-03-01
Fixed
6.12500000
N
N
N
N
N
N
Sealed Air Corporation
Q0M0CZB4YN6JZ65WXI09
SEE 5 1/8 12/01/24
81211KAW0
405000.00000000
PA
USD
425756.25000000
0.482482655462
Long
DBT
CORP
US
Y
2
2024-12-01
Fixed
5.12500000
N
N
N
N
N
N
MPT Operating Partnership LP / MPT Finance Corporation
WUQXXXF7PXTUPGROE843
MPW 5 10/15/27
55342UAH7
419000.00000000
PA
USD
430019.70000000
0.487314153949
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.00000000
N
N
N
N
N
N
Silversea Cruise Finance Ltd
N/A
SILSEA 7 1/4 02/01/25
82845LAA8
550000.00000000
PA
USD
500390.00000000
0.567060368384
Long
DBT
CORP
BS
Y
2
2025-02-01
Fixed
7.25000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
FCX 4 1/8 03/01/28
35671DCE3
260000.00000000
PA
USD
241969.00000000
0.274208178176
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.12500000
N
N
N
N
N
N
Ladder Capital Finance Holdings LLLP/ Ladder Capital Finance Corp.
N/A
LADR 4 1/4 02/01/27
505742AM8
440000.00000000
PA
USD
308550.00000000
0.349660218359
Long
DBT
CORP
US
Y
2
2027-02-01
Fixed
4.25000000
N
N
N
N
N
N
Spirit AeroSystems, Inc.
ZD2NBKV6GCC3UMGBM518
SPR 7 1/2 04/15/25
85205TAL4
430000.00000000
PA
USD
425700.00000000
0.482418910892
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
7.50000000
N
N
N
N
N
N
Seagate HDD Cayman
529900BD50TRWEG1SF63
STX 4 7/8 03/01/24
81180WAT8
300000.00000000
PA
USD
313053.95000000
0.354764260299
Long
DBT
CORP
KY
N
2
2024-03-01
Fixed
4.87500000
N
N
N
N
N
N
Alliance Data Systems Corporation
549300G8S4PO686J7H97
ADS 4 3/4 12/15/24
018581AK4
555000.00000000
PA
USD
414168.75000000
0.469351273903
Long
DBT
CORP
US
Y
2
2024-12-15
Fixed
4.75000000
N
N
N
N
N
N
Credit Acceptance Corporation of Michigan
N/A
CACC 5 1/8 12/31/24
225310AN1
97000.00000000
PA
USD
85723.75000000
0.097145309167
Long
DBT
CORP
US
Y
2
2024-12-31
Fixed
5.12500000
N
N
N
N
N
N
Telesat Canada /Telesat LLC
5493004V5GLBY6SO5Y34
TELSAT 4 7/8 06/01/27
87952VAP1
302000.00000000
PA
USD
299357.50000000
0.339242938965
Long
DBT
CORP
CA
Y
2
2027-06-01
Fixed
4.87500000
N
N
N
N
N
N
Sprint Corporation
549300ZTTY7CXOLJ6539
S 7 7/8 09/15/23
85207UAF2
2339000.00000000
PA
USD
2640847.95000000
2.992706111982
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
7.87500000
N
N
N
N
N
N
Hilton Grand Vacations Borrower LLC/ Hilton Grand Vacations Borrower Inc.
N/A
HGVLLC 6 1/8 12/01/24
43283QAB6
242000.00000000
PA
USD
223196.60000000
0.252934603445
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
6.12500000
N
N
N
N
N
N
ESH Hospitality, Inc.
54930042FMK7X7SQ2896
STAY 5 1/4 05/01/25
26907YAA2
446000.00000000
PA
USD
421559.20000000
0.477726403900
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
5.25000000
N
N
N
N
N
N
PBF Holding Company LLC and PBF Finance Corp.
549300TILVIIV9FLL461
PBFENE 6 02/15/28
69318FAH1
520000.00000000
PA
USD
373438.00000000
0.423193688620
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
Block Communications, Inc.
M5G68A9OHJWIL4SFC742
BLOCKC 4 7/8 03/01/28
093645AJ8
545000.00000000
PA
USD
544836.50000000
0.617428778351
Long
DBT
CORP
US
Y
2
2028-03-01
Fixed
4.87500000
N
N
N
N
N
N
Sabra Health Care Ltd Partnership / Sabra Capital Corp
5493001YP3WEETKSV608
SBRA 5 1/8 08/15/26
14162VAB2
812000.00000000
PA
USD
788411.08000000
0.893456458888
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.12500000
N
N
N
N
N
N
Camelot Finance S.A.
N/A
CCC 4 1/2 11/01/26
13323AAB6
322000.00000000
PA
USD
325928.40000000
0.369354060974
Long
DBT
CORP
LU
Y
2
2026-11-01
Fixed
4.50000000
N
N
N
N
N
N
Ortho Clinical Diagnostics Inc / Ortho Clinical Diagnostics S A
5493006VJVVGE5PD4517
ORTCLI 7 1/4 02/01/28
68752DAA6
145000.00000000
PA
USD
132909.90000000
0.150618391366
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
7.25000000
N
N
N
N
N
N
VICI PROPERTIES INC
N/A
VICI 3 3/4 02/15/27
92564RAD7
260000.00000000
PA
USD
243022.00000000
0.275401476539
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
3.75000000
N
N
N
N
N
N
LifePoint Health, Inc
549300G8ZVHRTBBBSZ90
RGCARE 4 3/8 02/15/27
53219LAS8
331000.00000000
PA
USD
313208.75000000
0.354939685358
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
4.37500000
N
N
N
N
N
N
Altice Financing S.A.
549300DIYGW8HVDF7Q17
ALTICE 5 01/15/28
02154CAF0
801000.00000000
PA
USD
785981.25000000
0.890702886085
Long
DBT
CORP
LU
Y
2
2028-01-15
Fixed
5.00000000
N
N
N
N
N
N
LPL Holdings Inc.
549300Z5YF8CCRMYUL26
LPLA 5 3/4 09/15/25
50212YAB0
575000.00000000
PA
USD
569968.75000000
0.645909569221
Long
DBT
CORP
US
Y
2
2025-09-15
Fixed
5.75000000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DVA 5 1/8 07/15/24
23918KAQ1
537000.00000000
PA
USD
547847.40000000
0.620840841069
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
5.12500000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
FCX 4 1/4 03/01/30
35671DCF0
260000.00000000
PA
USD
242905.00000000
0.275268887832
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.25000000
N
N
N
N
N
N
GoEasy Limited
5493009DJVZG2P8YV435
GSYCN 5 3/8 12/01/24
380355AD9
554000.00000000
PA
USD
494555.80000000
0.560448838175
Long
DBT
CORP
CA
Y
2
2024-12-01
Fixed
5.37500000
N
N
N
N
N
N
CenturyLink, Inc.
8M3THTGWLTYZVE6BBY25
CTL 7 1/2 04/01/24
156700BA3
735000.00000000
PA
USD
801297.00000000
0.908059257790
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
7.50000000
N
N
N
N
N
N
Dell International L.L.C. and EMC Corporation
N/A
DELL 6.02 06/15/26
25272KAK9
780000.00000000
PA
USD
848524.41000000
0.961579097340
Long
DBT
CORP
US
Y
2
2026-06-15
Fixed
6.02000000
N
N
N
N
N
N
Mineral Resources Ltd
5299007V1ACKFFX2P066
MINAU 8 1/8 05/01/27
603051AA1
525000.00000000
PA
USD
543138.75000000
0.615504825554
Long
DBT
CORP
AU
Y
2
2027-05-01
Fixed
8.12500000
N
N
N
N
N
N
Albertsons Companies, LLC.
549300MBYHQDK18CKL60
ACI 5 3/4 03/15/25
013093AD1
562000.00000000
PA
USD
581557.60000000
0.659042480651
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
5.75000000
N
N
N
N
N
N
Cargo Aircraft Management Inc
549300GH5J7LOMV44F11
ATSG 4 3/4 02/01/28
14180LAA4
650000.00000000
PA
USD
611000.00000000
0.692407692166
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
4.75000000
N
N
N
N
N
N
NextEra Energy Operating Partners LP
549300KJEC5IUVJWR786
NEP 4 1/4 07/15/24
65342QAK8
550000.00000000
PA
USD
562650.00000000
0.637615692303
Long
DBT
CORP
US
Y
2
2024-07-15
Fixed
4.25000000
N
N
N
N
N
N
Fairstone Financial Inc
549300EJVXV788AP7H62
FSTFIN 7 7/8 07/15/24
30575FAA6
529000.00000000
PA
USD
506411.70000000
0.573884380495
Long
DBT
CORP
CA
Y
2
2024-07-15
Fixed
7.87500000
N
N
N
N
N
N
GW B-Credit Security Corporation
N/A
GWCN 9 1/2 11/01/27
36257BAA7
501000.00000000
PA
USD
503329.65000000
0.570391687979
Long
DBT
CORP
CA
Y
2
2027-11-01
Fixed
9.50000000
N
N
N
N
N
N
Coty Inc.
549300BO9IWPF3S48F93
COTY 6 1/2 04/15/26
222070AB0
770000.00000000
PA
USD
651651.00000000
0.738474901813
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
6.50000000
N
N
N
N
N
N
Intertape Polymer Group Inc
549300ESFR3Z1YNR6O65
ITPCN 7 10/15/26
460919AA1
524000.00000000
PA
USD
534956.84000000
0.606232783949
Long
DBT
CORP
CA
Y
2
2026-10-15
Fixed
7.00000000
N
N
N
N
N
N
Tempo Acquisition LLC / Tempo Acquisition Fin Corp
549300VV0B2RPMHQGA61
TEACLL 5 3/4 06/01/25
88023JAD8
120000.00000000
PA
USD
121383.60000000
0.137556363899
Long
DBT
CORP
US
Y
2
N
N
N
Navient Corporation
54930067J0ZNOEBRW338
NAVI 5 5/8 08/01/33
78442FAZ1
623000.00000000
PA
USD
473978.40000000
0.537129770999
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
5.62500000
N
N
N
N
N
N
Mattamy Group Corp
5493008TNY7A82WCXU31
MATHOM 5 1/4 12/15/27
57701RAJ1
489000.00000000
PA
USD
461493.75000000
0.522981706033
Long
DBT
CORP
CA
Y
2
2027-12-15
Fixed
5.25000000
N
N
N
N
N
N
Catalent Pharma Solutions, Inc.
549300HALRZ339MSTH85
CTLT 5 07/15/27
14879EAE8
280000.00000000
PA
USD
286902.00000000
0.325127907852
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.00000000
N
N
N
N
N
N
Kennedy Wilson Inc
5EA4464UK7FM5QNNKL62
KW 5 7/8 04/01/24
489399AG0
935000.00000000
PA
USD
900124.50000000
1.020054218833
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
5.87500000
N
N
N
N
N
N
Credit Acceptance Corporation of Michigan
N/A
CACC 6 5/8 03/15/26
225310AM3
542000.00000000
PA
USD
490510.00000000
0.555863988681
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.62500000
N
N
N
N
N
N
US Foods Inc
5493000JOOFAOUY1JZ87
USFOOD 6 1/4 04/15/25
90290MAC5
303000.00000000
PA
USD
310196.25000000
0.351525809461
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
6.25000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
TMUS 4 1/2 04/15/50
87264AAY1
131000.00000000
PA
USD
153977.40000000
0.174492857904
Long
DBT
CORP
US
Y
2
2050-04-15
Fixed
4.50000000
N
N
N
N
N
N
MEG Energy Corporation
5493002WXPTG5ZC1T326
MEGCN 7 1/8 02/01/27
552704AE8
550000.00000000
PA
USD
382937.50000000
0.433958871716
Long
DBT
CORP
CA
Y
2
2027-02-01
Fixed
7.12500000
N
N
N
N
N
N
Cleveland-Cliffs Inc
549300TM2WLI2BJMDD86
CLF 9 7/8 10/17/25
185899AJ0
56000.00000000
PA
USD
55580.00000000
0.062985302014
Long
DBT
CORP
US
Y
2
2025-10-17
Fixed
9.87500000
N
N
N
N
N
N
CCO Holdings, LLC/ CCO Holdings Capital Corp.
N/A
CHTR 5 7/8 04/01/24
1248EPBP7
232000.00000000
PA
USD
239586.40000000
0.271508128148
Long
DBT
CORP
US
Y
2
2024-04-01
Fixed
5.87500000
N
N
N
N
N
N
Grubhub Holdings Inc
N/A
GRUB 5 1/2 07/01/27
40010PAA6
925000.00000000
PA
USD
869176.25000000
0.984982522664
Long
DBT
CORP
US
Y
2
2027-07-01
Fixed
5.50000000
N
N
N
N
N
N
NCR Corporation
549300YKTY8JX1DV2R67
NCR 6 1/8 09/01/29
62886EAV0
139000.00000000
PA
USD
138603.85000000
0.157070985112
Long
DBT
CORP
US
Y
2
2029-09-01
Fixed
6.12500000
N
N
N
N
N
N
Southwestern Energy Company
EFWMP121W54QV9MGOP87
SWN 7 1/2 04/01/26
845467AM1
264000.00000000
PA
USD
238603.20000000
0.270393929714
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
7.50000000
N
N
N
N
N
Delphi Jersey Holdings plc
549300SEU65CJHRH6V04
DLPH 5 10/01/25
24718PAA5
232000.00000000
PA
USD
218370.00000000
0.247464922648
Long
DBT
CORP
JE
Y
2
2025-10-01
Fixed
5.00000000
N
N
N
N
N
N
Land O'Lakes Inc.
4ONCJWH5BBCYSJIJYX61
LLAKES 7 PERP
514666AN6
210000.00000000
PA
USD
188937.00000000
0.214110363559
Long
DBT
CORP
US
Y
2
2049-12-29
Fixed
7.00000000
N
N
N
N
N
N
Fair Isaac Corporation
RI6HET5SJUEY30V1PS26
FAIRIC 4 06/15/28
303250AF1
592000.00000000
PA
USD
590668.00000000
0.669366721303
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
4.00000000
N
N
N
N
N
N
Tenet Healthcare Corporation
0W9AIBT6U6ADJ2I8HK17
THC 4 5/8 07/15/24
88033GCS7
525000.00000000
PA
USD
520789.50000000
0.590177832732
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.62500000
N
N
N
N
N
N
Commercial Metals Company
549300OQS2LO07ZJ7N73
CMC 5 3/4 04/15/26
201723AN3
462000.00000000
PA
USD
460128.90000000
0.521435007770
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
AG Issuer LLC
N/A
ADVGRO 6 1/4 03/01/28
00119LAA9
500000.00000000
PA
USD
444710.00000000
0.503961742689
Long
DBT
CORP
US
Y
2
2028-03-01
Fixed
6.25000000
N
N
N
N
N
N
National CineMedia, LLC
7LJEQIVQVLNGS4X6T547
NATCIN 5 7/8 04/15/28
63530QAJ8
579000.00000000
PA
USD
415200.90000000
0.470520944278
Long
DBT
CORP
US
Y
2
2028-04-15
Fixed
5.87500000
N
N
N
N
N
N
Six Flags Theme Parks Inc.
5493003MX0ZXTM8EVY68
SIX 7 07/01/25
83001WAC8
49000.00000000
PA
USD
50950.20000000
0.057738642221
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
7.00000000
N
N
N
N
N
N
Enova International, Incorporation
549300O8XOCQSB49UO63
ENVA 8 1/2 09/01/24
29357KAD5
765000.00000000
PA
USD
671134.50000000
0.760554321240
Long
DBT
CORP
US
Y
2
2024-09-01
Fixed
8.50000000
N
N
N
N
N
N
Tempo Acquisition LLC / Tempo Acquisition Fin Corp
549300VV0B2RPMHQGA61
TEACLL 6 3/4 06/01/25
88023JAA4
221000.00000000
PA
USD
215751.25000000
0.244497258747
Long
DBT
CORP
US
Y
2
2025-06-01
Fixed
6.75000000
N
N
N
N
N
N
Banff Merger Sub Inc
549300DSDR5SWIGOZV63
BMC 9 3/4 09/01/26
05988LAA6
460000.00000000
PA
USD
415748.00000000
0.471140938138
Long
DBT
CORP
US
Y
2
2026-09-01
Fixed
9.75000000
N
N
N
N
N
N
Korn Ferry
549300FOD20OM0GT5G40
KFY 4 5/8 12/15/27
50067PAA7
477000.00000000
PA
USD
450526.50000000
0.510553214606
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
4.62500000
N
N
N
N
N
N
Land O'Lakes Capital Trust I
N/A
LLAKES 7.45 03/15/28
514665AA6
484000.00000000
PA
USD
500940.00000000
0.567683648631
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
7.45000000
N
N
N
N
N
N
Callon Petroleum Company
549300EFOWPEB0WLZW21
CPE 6 1/8 10/01/24
13123XAT9
212000.00000000
PA
USD
42135.00000000
0.047748933075
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
6.12500000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
FCX 5 1/4 09/01/29
35671DCD5
352000.00000000
PA
USD
349236.80000000
0.395767997884
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
5.25000000
N
N
N
N
N
CHENIERE ENERGY PARTNERS L P
5493005UEC8AZ34LDV29
CQP 4 1/2 10/01/29
16411QAE1
248000.00000000
PA
USD
229933.20000000
0.260568766553
Long
DBT
CORP
US
Y
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
United Air Lines, Inc.
K1OQBWM7XEOO08LDNP29
UAL 6.636 07/02/22
909287AA2
202259.39000000
PA
USD
177309.70000000
0.200933879174
Long
ABS-O
CORP
US
N
2
2022-07-02
Fixed
6.63600000
N
N
N
N
N
N
Summit Midstream Holdings, LLC / Summit Midstream Finance Corp.
N/A
SUMMPL 5 1/2 08/15/22
86614WAC0
323000.00000000
PA
USD
79797.15000000
0.090429067877
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
5.50000000
N
N
N
N
N
N
Avolon Holdings Funding Limited
635400ZRKEX9L1BKCH30
AVOL 5 1/8 10/01/23
05401AAB7
700000.00000000
PA
USD
627532.76000000
0.711143224403
Long
DBT
CORP
KY
Y
2
2023-10-01
Fixed
5.12500000
N
N
N
N
N
N
CCO Holdings, LLC/ CCO Holdings Capital Corp.
N/A
CHTR 5 3/8 05/01/25
1248EPBG7
275000.00000000
PA
USD
283425.31000000
0.321187994760
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
5.37500000
N
N
N
N
N
N
Cascades Inc.
FPD41G4F3GH7OJ38TS94
CASCN 5 3/8 01/15/28
14739LAB8
385000.00000000
PA
USD
389138.75000000
0.440986356497
Long
DBT
CORP
CA
Y
2
2028-01-15
Fixed
5.37500000
N
N
N
N
N
N
Par Pharmaceutical Inc
549300GLBA6FLQZ70X71
ENDP 7 1/2 04/01/27
69888XAA7
522000.00000000
PA
USD
533771.10000000
0.604889059731
Long
DBT
CORP
US
Y
2
2027-04-01
Fixed
7.50000000
N
N
N
N
N
N
Wyndham Destinations Inc
T4VNTWMFQ7JQB65L7T35
WYND 4 1/2 04/01/27
98310WAN8
750000.00000000
PA
USD
661575.00000000
0.749721143936
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
5.75000000
N
N
N
N
N
N
ENERGIZER HOLDINGS INC
5493000D6NN0V57UME20
ENR 6 3/8 07/15/26
29272WAA7
640000.00000000
PA
USD
668512.00000000
0.757582407701
Long
DBT
CORP
US
Y
2
2026-07-15
Fixed
6.37500000
N
N
N
N
N
N
Extraction Oil & Gas Inc
5493002FL3WIE1JVUP20
XOG 5 5/8 02/01/26
30227MAB1
228000.00000000
PA
USD
39238.80000000
0.044466852620
Long
DBT
CORP
US
Y
2
2026-02-01
Fixed
5.62500000
N
N
N
N
N
N
MGM Growth Properties Operating Partnership LP/ MGP Escrow Co Issuer Inc.
549300U6G4UOCMLQK204
MGMGPO 5 3/4 02/01/27
55303XAJ4
513000.00000000
PA
USD
521028.45000000
0.590448619668
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
5.75000000
N
N
N
N
N
N
Calfrac Holdings LP
N/A
CFWCN 10 7/8 03/15/26
12958RAE7
56650.00000000
PA
USD
12463.00000000
0.014123530388
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
10.87500000
N
N
N
N
N
N
Genesis Energy Lp
549300VJ5D6MDK138782
GEL 5 5/8 06/15/24
37185LAF9
893000.00000000
PA
USD
761103.90000000
0.862510957279
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
5.62500000
N
N
N
N
N
N
Pattern Energy Group Inc
549300YTEUCT3H1Y2T51
PEGI 5 7/8 02/01/24
70338PAC4
839000.00000000
PA
USD
853514.70000000
0.967234277671
Long
DBT
CORP
US
Y
2
2024-02-01
Fixed
5.87500000
N
N
N
N
N
N
Eldorado Resorts Inc
5299000BKFWWVND5L441
ERI 6 09/15/26
28470RAG7
660000.00000000
PA
USD
666204.00000000
0.754966897139
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
6.00000000
N
N
N
N
N
N
YPSO FINANCE BIS S.A.
529900FLJD3NC14A8I62
SFRFP 6 02/15/28
98424XAA7
830000.00000000
PA
USD
761359.00000000
0.862800045990
Long
DBT
CORP
LU
Y
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
Ahern Rentals, Inc.
N/A
AHEREN 7 3/8 05/15/23
008674AH6
596000.00000000
PA
USD
284709.20000000
0.322642946171
Long
DBT
CORP
US
Y
2
2023-05-15
Fixed
7.37500000
N
N
N
N
N
N
Tutor Perini Corporation
549300FHXYVPW8LJ6D98
TPC 6 7/8 05/01/25
901109AF5
355000.00000000
PA
USD
281781.25000000
0.319324885447
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
6.87500000
N
N
N
N
N
N
Ardagh Packaging Finance plc / Ardagh Holdings USA Inc.
6354001JXMLKNZDZR978
ARGID 4 1/8 08/15/26
03969AAN0
300000.00000000
PA
USD
293910.00000000
0.333069631431
Long
DBT
CORP
IE
Y
2
2026-08-15
Fixed
4.12500000
N
N
N
N
N
N
HCA Inc.
L3CJ6J7LJ2DX62FTXD46
HCA 5 3/8 02/01/25
404119BR9
900000.00000000
PA
USD
972306.00000000
1.101852951783
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.37500000
N
N
N
N
N
N
ALTICE FRANCE S.A
5493001ZMCICV4N02J21
SFRFP 8 1/8 02/01/27
02156LAA9
213000.00000000
PA
USD
230487.30000000
0.261196693071
Long
DBT
CORP
FR
Y
2
2027-02-01
Fixed
8.12500000
N
N
N
N
N
N
OCI Nv
549300NCMRGIBJYUOE57
OCINV 5 1/4 11/01/24
67091GAC7
517000.00000000
PA
USD
517082.01000000
0.585976368583
Long
DBT
CORP
NL
Y
2
2024-11-01
Fixed
5.25000000
N
N
N
N
N
N
DANA INCORPORATED
KVWHW7YLZPFJM8QYNJ51
DAN 5 3/8 11/15/27
235825AF3
367000.00000000
PA
USD
326171.25000000
0.369629267534
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.37500000
N
N
N
N
N
N
Starwood Property Trust, Inc.
BUGSFQZERKRBFWIG5267
STWD 4 3/4 03/15/25
85571BAL9
544000.00000000
PA
USD
463651.20000000
0.525426607793
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
4.75000000
N
N
N
N
N
N
Brinker International, Inc.
52990067JY6PBGJNTG76
EAT 5 10/01/24
109641AH3
722000.00000000
PA
USD
605433.10000000
0.686099076157
Long
DBT
CORP
US
Y
2
2024-10-01
Fixed
5.00000000
N
N
N
N
N
N
Silgan Holdings Inc.
KAF673KJXD92C8KSLU49
SLGN 4 3/4 03/15/25
827048AU3
288000.00000000
PA
USD
294422.40000000
0.333650301973
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
4.75000000
N
N
N
N
N
N
Holly Energy Partners L P / Holly Energy Finance Corporation
529900NVV7ODCT0QCG29
HEP 5 02/01/28
435765AH5
650000.00000000
PA
USD
594360.00000000
0.673550631613
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
Hughes Satellite Systems Corporation
N/A
SATS 6 5/8 08/01/26
444454AF9
646000.00000000
PA
USD
693222.60000000
0.785585369269
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
6.62500000
N
N
N
N
N
N
NEWMARK GROUP INC
N/A
NMRK 6 1/8 11/15/23
65158NAB8
679000.00000000
PA
USD
626937.47000000
0.710468619861
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
6.12500000
N
N
N
N
N
N
Hilcorp Energy I L.P/Hilcorp Finance Co
549300ITPIHLG0LHEC09
HILCRP 5 12/01/24
431318AN4
1160000.00000000
PA
USD
663868.00000000
0.752319655946
Long
DBT
CORP
US
Y
2
2024-12-01
Fixed
5.00000000
N
N
N
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
BPL 4 1/2 03/01/28
118230AU5
429000.00000000
PA
USD
388781.25000000
0.440581224337
Long
DBT
CORP
US
Y
2
2028-03-01
Fixed
4.50000000
N
N
N
N
N
N
Cogent Communications Holdings, Inc.
N/A
CCOI 5 3/8 03/01/22
19240CAA1
505000.00000000
PA
USD
515327.25000000
0.583987809955
Long
DBT
CORP
US
Y
2
2022-03-01
Fixed
5.37500000
N
N
N
N
N
N
HLF Financing SaRL LLC and Herbalife International Inc.
ST81INWBFR1E54KGC135
HLF 7 1/4 08/15/26
40390DAA3
376000.00000000
PA
USD
367521.20000000
0.416488553051
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
7.25000000
N
N
N
N
N
N
Cinemark USA Inc.
54930008H2137JSCPQ09
CNK 8 3/4 05/01/25
172441BC0
31000.00000000
PA
USD
31620.00000000
0.035832947997
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
8.75000000
N
N
N
N
N
N
Conns Inc
529900K9HOACKOJJT953
CONN 7 1/4 07/15/22
208242AB3
311000.00000000
PA
USD
212117.55000000
0.240379416143
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
7.25000000
N
N
N
N
N
E.W. Scripps Company
549300U1OW41QPKYW028
SSP 5 1/8 05/15/25
811054AG0
739000.00000000
PA
USD
631697.20000000
0.715862521112
Long
DBT
CORP
US
Y
2
2025-05-15
Fixed
5.12500000
N
N
N
N
N
N
Bausch Health Companies Inc
B3BS7ACMDUWISF18KY76
BHCCN 6 1/8 04/15/25
91831AAC5
610000.00000000
PA
USD
620797.00000000
0.703510013214
Long
DBT
CORP
CA
Y
2
2025-04-15
Fixed
6.12500000
N
N
N
N
N
N
Griffon Corp
5493000C2SGNC7ZN3242
GFF 5 3/4 03/01/28
398433AP7
550000.00000000
PA
USD
526460.00000000
0.596603852075
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.75000000
N
N
N
N
N
N
Quicken Loans Inc.
549300FGXN1K3HLB1R50
QUICKN 5 3/4 05/01/25
74840LAA0
875000.00000000
PA
USD
862050.00000000
0.976906793832
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
5.75000000
N
N
N
N
N
N
JBS USA LLC / JBS USA Finance INC
P77IMDGVZE8EFBTF2M92
JBSSBZ 5 7/8 07/15/24
466112AP4
508000.00000000
PA
USD
519760.20000000
0.589011392081
Long
DBT
CORP
US
Y
2
2024-07-15
Fixed
5.87500000
N
N
N
N
N
N
Amwins Group Inc
549300SJE7MUB8NMRG61
AMWINS 7 3/4 07/01/26
031921AA7
103000.00000000
PA
USD
106821.30000000
0.121053829471
Long
DBT
CORP
US
Y
2
2026-07-01
Fixed
7.75000000
N
N
N
N
N
N
CSC Holdings, LLC
3HG2WD2W22M120IUNG49
CSCHLD 5 1/2 04/15/27
126307AQ0
860000.00000000
PA
USD
898130.25000000
1.017794261321
Long
DBT
CORP
US
Y
2
2027-04-15
Fixed
5.50000000
N
N
N
N
N
N
FS ENERGY & POWER FUND
54930004XHN0QROEGZ58
FSEN 7 1/2 08/15/23
30264DAA7
273000.00000000
PA
USD
178187.10000000
0.201928181153
Long
DBT
CORP
US
Y
2
2023-08-15
Fixed
7.50000000
N
N
N
N
N
N
Vistra Operations Co LLC
549300ZH5GKBTJZ7NM23
VST 5 07/31/27
92840VAF9
535000.00000000
PA
USD
548134.25000000
0.621165910048
Long
DBT
CORP
US
Y
2
2027-07-31
Fixed
5.00000000
N
N
N
N
N
N
HAT Holdings I LLC and HAT Holdings II LLC
N/A
HASI 5 1/4 07/15/24
418751AA1
621000.00000000
PA
USD
619509.60000000
0.702051084142
Long
DBT
CORP
US
Y
2
2024-07-15
Fixed
5.25000000
N
N
N
N
N
N
Boyd Gaming Corporation
254900787YGRYS2A1Z35
BYD 4 3/4 12/01/27
103304BR1
382000.00000000
PA
USD
330850.20000000
0.374931625916
Long
DBT
CORP
US
Y
2
2027-12-01
Fixed
4.75000000
N
N
N
N
N
N
Murphy Oil USA Inc
N32S6DTR2ZZ5222WHV58
MUSA 4 3/4 09/15/29
626738AE8
405000.00000000
PA
USD
418911.75000000
0.474726216102
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.75000000
N
N
N
N
N
N
Cleveland-Cliffs Inc
549300TM2WLI2BJMDD86
CLF 4 7/8 01/15/24
185899AB7
475000.00000000
PA
USD
409782.50000000
0.464380613936
Long
DBT
CORP
US
Y
2
2024-01-15
Fixed
4.87500000
N
N
N
N
N
N
Viking Cruises, Ltd.
549300IJP90T4MV2GL84
VIKCRU 6 1/4 05/15/25
92676XAC1
112000.00000000
PA
USD
75577.60000000
0.085647318486
Long
DBT
CORP
BM
Y
2
2025-05-15
Fixed
6.25000000
N
N
N
N
N
N
Nielsen Finance LLC/Nielsen Finance Co
UJ76Y189LDMPCOCW7204
NLSN 5 04/15/22
65409QBB7
745000.00000000
PA
USD
737222.20000000
0.835447335705
Long
DBT
CORP
US
Y
2
2022-04-15
Fixed
5.00000000
N
N
N
N
N
N
Rackspace Hosting, Inc.
549300QTYCKLMFSE8I97
RAX 8 5/8 11/15/24
45332JAA0
580000.00000000
PA
USD
574994.60000000
0.651605047453
Long
DBT
CORP
US
Y
2
2024-11-15
Fixed
8.62500000
N
N
N
N
N
First Quantum Minerals Ltd.
549300I7UVBGWRYMYZ18
FMCN 7 1/4 04/01/23
335934AK1
473000.00000000
PA
USD
431754.40000000
0.489279979847
Long
DBT
CORP
CA
Y
2
2023-04-01
Fixed
7.25000000
N
N
N
N
N
N
Donnelley Financial Solutions Inc
549300O1NPY4J56QCU04
DFIN 8 1/4 10/15/24
25787GAC4
530000.00000000
PA
USD
496769.00000000
0.562956917888
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
8.25000000
N
N
N
N
N
N
Talen Energy Supply LLC
K5K33XN0PQAU1XF7NN66
TLN 6 5/8 01/15/28
87422VAG3
317000.00000000
PA
USD
300484.30000000
0.340519870204
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
6.62500000
N
N
N
N
N
N
Endo Ltd. Endo Finance LLC and Endo Finco inc.
N/A
ENDP 6 02/01/25
29273EAA6
200000.00000000
PA
USD
144400.00000000
0.163639395660
Long
DBT
CORP
IE
Y
2
2025-02-01
Fixed
6.00000000
N
N
N
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
DAL 7 05/01/25
247361ZX9
548000.00000000
PA
USD
563028.82000000
0.638044985072
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
7.00000000
N
N
N
N
N
N
Consolidated Energy Finance S.A.
549300PUNIS0USNSL750
CONSEN 6 7/8 06/15/25
20914UAD8
385000.00000000
PA
USD
298856.25000000
0.338674904013
Long
DBT
CORP
LU
Y
2
2025-06-15
Fixed
6.87500000
N
N
N
N
N
N
Burlington Coat Factory Warehouse Corporation
549300SIFDMGE3Y2SW49
BURL 6 1/4 04/15/25
121579AH9
50000.00000000
PA
USD
51000.00000000
0.057795077414
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
6.25000000
N
N
N
N
N
N
Banijay Entertainment S.A.S.
969500CE0IE2EZ5VBG13
BANIJA 5 3/8 03/01/25
060335AA4
400000.00000000
PA
USD
374500.00000000
0.424397186115
Long
DBT
CORP
FR
Y
2
2025-03-01
Fixed
5.37500000
N
N
N
N
N
N
Lonestar Resources America Inc
549300SMXPFO4S25OB75
LONE 11 1/4 01/01/23
54238XAC2
324000.00000000
PA
USD
43740.00000000
0.049567778159
Long
DBT
CORP
US
Y
2
2023-01-01
Fixed
11.25000000
N
N
N
N
N
N
Hi-Crush Inc
5299000EXEV7QXGBUN67
HCR 9 1/2 08/01/26
428337AA7
961000.00000000
PA
USD
78898.10000000
0.089410231321
Long
DBT
CORP
US
Y
2
2026-08-01
Fixed
9.50000000
N
N
N
N
N
N
Springleaf Finance Corporation
5493008I795YYBFWFU90
AMGFIN 6 7/8 03/15/25
85172FAM1
600000.00000000
PA
USD
571170.00000000
0.647270869942
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.87500000
N
N
N
N
N
N
GLP Capital L.P. and GLP Financing II, Inc.
2549005PXW31DRW8EC44
GLPI 5 3/8 04/15/26
361841AH2
340000.00000000
PA
USD
340306.00000000
0.385647286563
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.37500000
N
N
N
N
N
N
US BANK MMDA
N/A
US BANK MMDA-USBFS 3
N/A
1544678.06000000
PA
USD
1544678.06000000
1.750486040367
Long
STIV
US
N
1
N
N
N
2020-05-28
Dunham Funds
James Colantino
James Colantino
Assistant Treasurer