0001752724-21-263719.txt : 20211129
0001752724-21-263719.hdr.sgml : 20211129
20211129172017
ACCESSION NUMBER: 0001752724-21-263719
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210930
FILED AS OF DATE: 20211129
PERIOD START: 20210930
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Delaware Ivy High Income Opportunities Fund
CENTRAL INDEX KEY: 0001568292
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22800
FILM NUMBER: 211457376
BUSINESS ADDRESS:
STREET 1: 6300 LAMAR AVENUE
CITY: SHAWNEE MISSION
STATE: KS
ZIP: 66202-4200
BUSINESS PHONE: 913-236-2000
MAIL ADDRESS:
STREET 1: 6300 LAMAR AVENUE
CITY: SHAWNEE MISSION
STATE: KS
ZIP: 66202-4200
FORMER COMPANY:
FORMER CONFORMED NAME: Ivy High Income Opportunities Fund
DATE OF NAME CHANGE: 20130329
FORMER COMPANY:
FORMER CONFORMED NAME: Ivy Credit Opportunities Fund
DATE OF NAME CHANGE: 20130205
FORMER COMPANY:
FORMER CONFORMED NAME: Ivy Global Credit Opportunities Fund
DATE OF NAME CHANGE: 20130130
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001568292
XXXXXXXX
Ivy High Income Opportunities Fund
811-22800
0001568292
549300C130E3EJZ8ZQ39
6300 Lamar Avenue
P.O. Box 29217
Shawnee Mission
66201
18007776472
Delaware Ivy High Income Opportunities Fund
549300C130E3EJZ8ZQ39
2021-09-30
2021-09-30
N
339841445.37
92476607.12
247364838.25
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
87000000.00000000
0.00000000
0.00000000
0.00000000
0.00000000
USD
N
PBF Holding Co. LLC
549300TILVIIV9FLL461
PBF Holding Co. LLC
69318FAK4
3018000.00000000
PA
USD
2863674.57000000
1.157672444579
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.09250000
N
N
N
N
N
N
Callon Petroleum Co. (GTD by Callon Petroleum Operating Co.)
549300EFOWPEB0WLZW21
Callon Petroleum Co. (GTD by Callon Petroleum Operating Co.)
13123XAT9
468000.00000000
PA
USD
460699.20000000
0.186242799606
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
0.06125000
N
N
N
N
N
N
BIS Industries Ltd.
N/A
BIS Industries Ltd.
N/A
804308.00000000
NS
USD
0.80000000
0.000000323408
Long
EC
CORP
US
Y
3
N
N
N
Compass Group Diversified Holdings LLC
549300I6PTUQPX21TE93
Compass Group Diversified Holdings LLC
20451RAB8
2380000.00000000
PA
USD
2493050.00000000
1.007843320674
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.05250000
N
N
N
N
N
N
California Resources Corp. expires 10-27-24
N/A
California Resources Corp. expires 10-27-24
N/A
3140.00000000
NS
USD
37680.00000000
0.015232561048
N/A
DE
CORP
US
N
1
N/A
N/A
Call
Purchased
security
California Resources Corp. expires 10-27-24
3140.00000000
0.00000000
USD
2024-10-27
XXXX
-235570.26000000
N
N
N
Victoria's Secret & Co.
5493006T3O70U3UWVF17
Victoria's Secret & Co.
926400AA0
1634000.00000000
PA
USD
1667456.15000000
0.674087781350
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
0.04625000
N
N
N
N
N
N
EPIC Crude Services L.P. (ICE LIBOR plus 500 bps)
549300FRS682IQ7J9S42
EPIC Crude Services L.P. (ICE LIBOR plus 500 bps)
29428XAB6
2215000.00000000
PA
USD
1676478.13000000
0.677735017579
Long
LON
CORP
US
N
2
2026-03-01
Variable
0.05120800
N
N
N
N
N
N
NIC Acquisition Corp. (1-Month ICE LIBOR plus 375 bps)
N/A
NIC Acquisition Corp. (1-Month ICE LIBOR plus 375 bps)
12656UAB1
294520.00000000
PA
USD
293967.78000000
0.118839759959
Long
LON
CORP
US
N
2
2027-12-29
Variable
0.04500000
N
N
N
N
N
N
KCA Deutag UK Finance plc
529900T5G3VI71LSI184
KCA Deutag UK Finance plc
N/A
115000.00000000
PA
USD
125572.07000000
0.050763912481
Long
DBT
CORP
GB
N
2
2025-12-01
Fixed
0.09875000
N
N
N
N
N
N
Clear Channel Outdoor Holdings Inc.
N/A
Clear Channel Outdoor Holdings Inc.
18453HAA4
4496000.00000000
PA
USD
4658440.48000000
1.883226619012
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
0.05125000
N
N
N
N
N
N
Issued Debt Pershing (BNY)
N/A
Issued Debt Pershing (BNY)
N/A
-87000000.00000000
PA
USD
-87000000.00000000
-35.1707221670
Short
STIV
US
N
2
N
N
N
Woof Holdings LLC (ICE LIBOR plus 375 bps)
N/A
Woof Holdings LLC (ICE LIBOR plus 375 bps)
98082EAB0
339295.00000000
PA
USD
340461.50000000
0.137635365805
Long
LON
CORP
US
N
2
2027-12-21
Variable
0.04500000
N
N
N
N
N
N
Nesco Holdings II Inc.
254900FAHT0HW9T6L409
Nesco Holdings II Inc.
64083YAA9
1675000.00000000
PA
USD
1739403.75000000
0.703173402616
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.05500000
N
N
N
N
N
N
Digicel Group Ltd. (5.000% Cash and 3.000% PIK)
N/A
Digicel Group Ltd. (5.000% Cash and 3.000% PIK)
25381YAB7
249581.00000000
PA
USD
222543.89000000
0.089965854312
Long
DBT
CORP
BM
N
2
2025-04-01
Fixed
0.08000000
N
N
Y
N
N
N
Callon Petroleum Co. (GTD by Callon Petroleum Operating Co.)
549300EFOWPEB0WLZW21
Callon Petroleum Co. (GTD by Callon Petroleum Operating Co.)
13123XBB7
118000.00000000
PA
USD
127769.81000000
0.051652373435
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
0.09000000
N
N
N
N
N
N
Ascent Resources Utica Holdings LLC and ARU Finance Corp.
549300EGLQ2M2CL7JZ89
Ascent Resources Utica Holdings LLC and ARU Finance Corp.
04364VAG8
711000.00000000
PA
USD
735877.89000000
0.297486859978
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
0.07000000
N
N
N
N
N
N
NCR Corp.
549300YKTY8JX1DV2R67
NCR Corp.
62886EAZ1
285000.00000000
PA
USD
299334.08000000
0.121009146699
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
0.05250000
N
N
N
N
N
N
INTL FCStone Inc.
549300JUF07L8VF02M60
INTL FCStone Inc.
46116VAE5
1423000.00000000
PA
USD
1531503.75000000
0.619127504472
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.08625000
N
N
N
N
N
N
Ankura Consulting Group LLC (ICE LIBOR plus 450 bps)
549300VJ5EU1KWD54I45
Ankura Consulting Group LLC (ICE LIBOR plus 450 bps)
03539PAC2
584535.00000000
PA
USD
586727.01000000
0.237190950076
Long
LON
CORP
US
N
2
2028-03-17
Variable
0.05250000
N
N
N
N
N
N
Digicel International Finance Ltd. (6.000% Cash and 7.000% PIK)
N/A
Digicel International Finance Ltd. (6.000% Cash and 7.000% PIK)
25381XAB9
211272.00000000
PA
USD
213203.03000000
0.086189707279
Long
DBT
CORP
US
N
2
2025-12-31
Fixed
0.13000000
N
N
Y
N
N
N
Nielsen Finance LLC and Nielsen Finance Co.
UJ76Y189LDMPCOCW7204
Nielsen Finance LLC and Nielsen Finance Co.
65409QBD3
870000.00000000
PA
USD
903712.50000000
0.365335876510
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
0.05625000
N
N
N
N
N
N
Carnival Corp.
F1OF2ZSX47CR0BCWA982
Carnival Corp.
143658BJ0
573000.00000000
PA
USD
662021.97000000
0.267629779027
Long
DBT
CORP
PA
N
2
2027-08-01
Fixed
0.09875000
N
N
N
N
N
N
Windstream Services LLC (ICE LIBOR plus 625 bps)
549300L3SXBFJVGRCF66
Windstream Services LLC (ICE LIBOR plus 625 bps)
97381JAE3
529306.93000000
PA
USD
532201.71000000
0.215148488267
Long
LON
CORP
US
N
2
2027-09-21
Variable
0.07250000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BA4
555000.00000000
PA
USD
565076.03000000
0.228438299476
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.05750000
N
N
N
N
N
N
Ascent Resources Utica Holdings LLC (1-Month ICE LIBOR plus 900 bps)
549300EGLQ2M2CL7JZ89
Ascent Resources Utica Holdings LLC (1-Month ICE LIBOR plus 900 bps)
N/A
625000.00000000
PA
USD
687812.50000000
0.278055888971
Long
LON
CORP
US
N
2
2025-11-01
Variable
0.10000000
N
N
N
N
N
N
Informatica LLC
5493007SV33RZV7RPS40
Informatica LLC
45673YAE6
727000.00000000
PA
USD
738813.75000000
0.298673714189
Long
LON
CORP
US
N
2
2025-02-25
Variable
0.07125000
N
N
N
N
N
N
New Cotai Participation Corp. Class B
N/A
New Cotai Participation Corp. Class B
N/A
971486.00000000
NS
USD
2087237.67000000
0.843789151589
Long
EC
CORP
US
Y
3
N
N
N
TransDigm Inc. (GTD by TransDigm Group Inc.)
88Q84GB3X55CF5OC7582
TransDigm Inc. (GTD by TransDigm Group Inc.)
893647BL0
2821000.00000000
PA
USD
2902273.01000000
1.173276295261
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
0.05500000
N
N
N
N
N
N
Ascent Resources Utica Holdings LLC and ARU Finance Corp.
549300EGLQ2M2CL7JZ89
Ascent Resources Utica Holdings LLC and ARU Finance Corp.
04364VAR4
59000.00000000
PA
USD
64405.58000000
0.026036675404
Long
DBT
CORP
US
N
2
2028-12-31
Fixed
0.08250000
N
N
N
N
N
N
Edelman Financial Holdings II Inc. (ICE LIBOR plus 675 bps)
N/A
Edelman Financial Holdings II Inc. (ICE LIBOR plus 675 bps)
27943TAB5
1703000.00000000
PA
USD
1721094.38000000
0.695771635199
Long
LON
CORP
US
N
2
2026-07-20
Variable
0.06834100
N
N
N
N
N
N
Westmoreland Coal Co.
N/A
Westmoreland Coal Co.
N/A
13063.00000000
NS
USD
19659.82000000
0.007947701920
Long
EC
CORP
US
N
2
N
N
N
Heartland Dental LLC
5493008FRC0GRKBN1075
Heartland Dental LLC
42239PAA7
369000.00000000
PA
USD
382839.35000000
0.154767085212
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
0.08500000
N
N
N
N
N
N
Centerfield Media Holdings LLC
N/A
Centerfield Media Holdings LLC
60041CAA6
595000.00000000
PA
USD
613564.00000000
0.248040103169
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
0.06625000
N
N
N
N
N
N
Mozart Debt Merger Sub Inc.
N/A
Mozart Debt Merger Sub Inc.
62482BAA0
2413000.00000000
PA
USD
2413000.00000000
0.975482213669
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
0.03875000
N
N
N
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
780153BG6
1153000.00000000
PA
USD
1180993.69000000
0.477429896000
Long
DBT
CORP
LR
N
2
2028-04-01
Fixed
0.05500000
N
N
N
N
N
N
Targa Resources Corp. 9.500%
5493003QENHHS261UR94
Targa Resources Corp. 9.500%
87612G606
3159.00000000
NS
USD
3414744.11000000
1.380448463960
Long
EP
CORP
US
Y
2
N
N
N
Michaels Cos. Inc. (The) (1-Month ICE LIBOR plus 425 bps)
549300H9LWMBP7HYLR98
Michaels Cos. Inc. (The) (1-Month ICE LIBOR plus 425 bps)
59408UAB3
1151115.00000000
PA
USD
1153903.00000000
0.466478181848
Long
LON
CORP
US
N
2
2028-04-15
Variable
0.05000000
N
N
N
N
N
N
Uniti Group L.P. Uniti Group Finance 2019 Inc. and CSL Capital LLC (GTD by Uniti Group Inc.)
N/A
Uniti Group L.P. Uniti Group Finance 2019 Inc. and CSL Capital LLC (GTD by Uniti Group Inc.)
91327BAB6
144000.00000000
PA
USD
147240.00000000
0.059523415309
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
0.04750000
N
N
N
N
N
N
Sabre GLBL Inc. (GTD by Sabre Holdings Corp.)
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc. (GTD by Sabre Holdings Corp.)
78573NAF9
114000.00000000
PA
USD
121643.70000000
0.049175825012
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
0.07375000
N
N
N
N
N
N
VTR Finance B.V.
213800F4XI4RJB82XM19
VTR Finance B.V.
918374AA7
1087000.00000000
PA
USD
1173269.76000000
0.474307410988
Long
DBT
CORP
NL
N
2
2028-07-15
Fixed
0.06375000
N
N
N
N
N
N
Live Nation Entertainment Inc.
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc.
538034AR0
1013000.00000000
PA
USD
1030727.50000000
0.416683109568
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
0.04750000
N
N
N
N
N
N
Magic MergerCo Inc.
549300H9LWMBP7HYLR98
Magic MergerCo Inc.
55916AAA2
1009000.00000000
PA
USD
1042044.75000000
0.421258234344
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
0.05250000
N
N
N
N
N
N
DIRECTV Holdings LLC and DIRECTV Financing Co. Inc.
N/A
DIRECTV Holdings LLC and DIRECTV Financing Co. Inc.
25461LAA0
565000.00000000
PA
USD
590425.00000000
0.238685903856
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
0.05875000
N
N
N
N
N
N
Bed Bath & Beyond Inc.
529900ZBUWWUV7BKGX39
Bed Bath & Beyond Inc.
075896AC4
713000.00000000
PA
USD
614944.68000000
0.248598258487
Long
DBT
CORP
US
N
2
2044-08-01
Fixed
0.05165000
N
N
N
N
N
N
Crestwood Midstream Partners L.P.
549300VJQPPSEJPBNA66
Crestwood Midstream Partners L.P.
226373AR9
119000.00000000
PA
USD
124679.04000000
0.050402895125
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.06000000
N
N
N
N
N
N
CrownRock L.P. and CrownRock Finance Inc.
WFBCP6PB6JZR80B7U482
CrownRock L.P. and CrownRock Finance Inc.
228701AG3
289000.00000000
PA
USD
302106.15000000
0.122129786972
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
0.05000000
N
N
N
N
N
N
Gainwell Acquisition Corp. (ICE LIBOR plus 400 bps)
N/A
Gainwell Acquisition Corp. (ICE LIBOR plus 400 bps)
59909TAC8
2969084.90000000
PA
USD
2980218.97000000
1.204786820586
Long
LON
CORP
US
N
2
2027-10-01
Variable
0.04750000
N
N
N
N
N
N
LSF9 Atlantis Holdings LLC and Victra Finance Corp.
N/A
LSF9 Atlantis Holdings LLC and Victra Finance Corp.
50220MAA8
1485000.00000000
PA
USD
1541897.78000000
0.623329407246
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.07750000
N
N
N
N
N
N
NCL Corp. Ltd.
UNZWILHE4KMRP9K2L524
NCL Corp. Ltd.
62886HAR2
2342000.00000000
PA
USD
2766487.50000000
1.118383485531
Long
DBT
CORP
BM
N
2
2024-05-15
Fixed
0.12250000
N
N
N
N
N
N
Torrid LLC (1-Month ICE LIBOR plus 550 bps)
N/A
Torrid LLC (1-Month ICE LIBOR plus 550 bps)
89142DAB9
1805000.00000000
PA
USD
1816281.25000000
0.734251991046
Long
LON
CORP
US
N
3
2028-06-14
Variable
0.06250000
N
N
N
N
N
N
Pilgrim's Pride Corp.
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp.
72147KAF5
1372000.00000000
PA
USD
1475929.00000000
0.596660790774
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
0.04250000
N
N
N
N
N
N
Premier Entertainment Sub LLC and Premier Entertainment Finance Corp.
549300KRDMIL2NJVZ267
Premier Entertainment Sub LLC and Premier Entertainment Finance Corp.
74052HAA2
2984000.00000000
PA
USD
3017793.80000000
1.219976865487
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
0.05625000
N
N
N
N
N
N
Digicel International Finance Ltd. (ICE LIBOR plus 325 bps)
5493007V023VOEW4FK27
Digicel International Finance Ltd. (ICE LIBOR plus 325 bps)
P3562BAD4
3155528.37000000
PA
USD
3053958.22000000
1.234596736385
Long
LON
CORP
LC
N
2
2024-05-27
Variable
0.03430000
N
N
N
N
N
N
Altice France S.A.
5493001ZMCICV4N02J21
Altice France S.A.
02156LAH4
469000.00000000
PA
USD
464857.56000000
0.187923863103
Long
DBT
CORP
FR
N
2
2029-10-15
Fixed
0.05500000
N
N
N
N
N
N
NCR Corp.
549300YKTY8JX1DV2R67
NCR Corp.
62886EAU2
307000.00000000
PA
USD
324290.24000000
0.131097953247
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
0.05750000
N
N
N
N
N
N
Ambience Merger Sub Inc.
N/A
Ambience Merger Sub Inc.
04650YAA8
178000.00000000
PA
USD
178225.17000000
0.072049516520
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
0.04875000
N
N
N
N
N
N
Consolidated Communications Inc.
549300WW675Y48HDVX34
Consolidated Communications Inc.
20903XAH6
417000.00000000
PA
USD
431094.60000000
0.174274809245
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
0.05000000
N
N
N
N
N
N
DISH DBS Corp.
N/A
DISH DBS Corp.
25470XAY1
1032000.00000000
PA
USD
1166650.20000000
0.471631379889
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
0.07750000
N
N
N
N
N
N
Cablevision Lightpath LLC
N/A
Cablevision Lightpath LLC
12687GAB5
460000.00000000
PA
USD
462382.80000000
0.186923413720
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
0.05625000
N
N
N
N
N
N
Larchmont Resources LLC
N/A
Larchmont Resources LLC
N/A
1660.51000000
NS
USD
2158.66000000
0.000872662426
Long
EC
CORP
US
Y
2
N
N
N
Heartland Dental LLC (ICE LIBOR plus 375 bps)
5493008FRC0GRKBN1075
Heartland Dental LLC (ICE LIBOR plus 375 bps)
42236WAH0
1821712.76000000
PA
USD
1809377.94000000
0.731461250839
Long
LON
CORP
US
N
2
2025-04-30
Variable
0.03584100
N
N
N
N
N
N
VTR Comunicaciones S.p.A.
213800XDZJKMC1AEUV94
VTR Comunicaciones S.p.A.
918367AC7
1182000.00000000
PA
USD
1219628.97000000
0.493048639664
Long
DBT
CORP
CL
N
2
2029-04-15
Fixed
0.04375000
N
N
N
N
N
N
Surgery Center Holdings Inc. (1-Month ICE LIBOR plus 375 bps)
54930054EVI5HWPPW113
Surgery Center Holdings Inc. (1-Month ICE LIBOR plus 375 bps)
86880NAX1
419522.60000000
PA
USD
420716.98000000
0.170079540397
Long
LON
CORP
US
N
2
2026-08-31
Variable
0.04500000
N
N
N
N
N
N
New Cotai LLC (14.000% Cash or 14.000% PIK)
N/A
New Cotai LLC (14.000% Cash or 14.000% PIK)
N/A
292872.88000000
PA
USD
289827.00000000
0.117165803373
Long
LON
CORP
US
N
2
2025-09-10
Variable
0.14000000
N
N
Y
N
N
N
Gulf Finance LLC (ICE LIBOR plus 525 bps)
549300GL13V5C6ULWJ40
Gulf Finance LLC (ICE LIBOR plus 525 bps)
40227UAB2
888121.02000000
PA
USD
856104.26000000
0.346089713500
Long
LON
CORP
US
N
2
2023-08-25
Variable
0.06250000
N
N
N
N
N
N
State Street Institutional U.S. Government Money Market Fund - Premier Class
N/A
State Street Institutional U.S. Government Money Market Fund - Premier Class
N/A
45531806.01000000
NS
USD
45531806.01000000
18.40674136717
Long
STIV
RF
US
N
1
N
N
N
Legends Hospitality Holding Co. LLC
N/A
Legends Hospitality Holding Co. LLC
52473NAA6
178000.00000000
PA
USD
182740.14000000
0.073874743594
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
0.05000000
N
N
N
N
N
N
Highlands Holdings Bond Issuer Ltd. and Highlands Holdings Bond Co-Issuer Inc. (7.625% Cash or 8.375% PIK)
894500QEH89ZMUFQMM46
Highlands Holdings Bond Issuer Ltd. and Highlands Holdings Bond Co-Issuer Inc. (7.625% Cash or 8.375% PIK)
43103QAA6
1457000.00000000
PA
USD
1549104.26000000
0.626242707314
Long
DBT
CORP
BM
N
2
2025-10-15
Fixed
0.07625000
N
N
Y
N
N
N
Ascent Resources Utica Holdings LLC and ARU Finance Corp.
549300EGLQ2M2CL7JZ89
Ascent Resources Utica Holdings LLC and ARU Finance Corp.
04364VAU7
296000.00000000
PA
USD
302800.60000000
0.122410526145
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
0.05875000
N
N
N
N
N
N
Telesat Canada and Telesat LLC
5493004V5GLBY6SO5Y34
Telesat Canada and Telesat LLC
87952VAR7
2310000.00000000
PA
USD
2220568.35000000
0.897689568860
Long
DBT
CORP
CA
N
2
2026-12-06
Fixed
0.05625000
N
N
N
N
N
N
Comstock Resources Inc.
I03QQGEA4SS774AURI46
Comstock Resources Inc.
205768AS3
1360000.00000000
PA
USD
1470500.00000000
0.594466056858
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.06750000
N
N
N
N
N
N
NCR Corp.
549300YKTY8JX1DV2R67
NCR Corp.
62886EAV0
393000.00000000
PA
USD
426896.25000000
0.172577579343
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
0.06125000
N
N
N
N
N
N
Offshore Drilling Holding S.A.
222100V2YV6PD8566946
Offshore Drilling Holding S.A.
676246AA9
3385000.00000000
PA
USD
324283.00000000
0.131095026396
Long
DBT
CORP
LU
N
2
2020-09-20
Variable
0.08375000
Y
Y
N
N
N
N
Ivanti Software Inc. (1-Month U.S. LIBOR plus 475 bps)
N/A
Ivanti Software Inc. (1-Month U.S. LIBOR plus 475 bps)
46583DAB5
697546.11000000
PA
USD
700423.49000000
0.283154022598
Long
LON
CORP
US
N
2
2027-12-01
Variable
0.05750000
N
N
N
N
N
N
Altice France Holding S.A.
5299000JVHXKJPOE6H40
Altice France Holding S.A.
02156TAB0
4582000.00000000
PA
USD
5016602.70000000
2.028017698671
Long
DBT
CORP
LU
N
2
2027-05-15
Fixed
0.10500000
N
N
N
N
N
N
Altice France S.A.
5493001ZMCICV4N02J21
Altice France S.A.
02156LAF8
866000.00000000
PA
USD
850277.77000000
0.343734289810
Long
DBT
CORP
FR
N
2
2029-07-15
Fixed
0.05125000
N
N
N
N
N
N
iShares iBoxx $ High Yield Corporate Bond ETF
N/A
iShares iBoxx $ High Yield Corporate Bond ETF
464288513
73000.00000000
NS
USD
6386770.00000000
2.581923140404
Long
EC
RF
US
N
1
N
NCL Corp. Ltd.
UNZWILHE4KMRP9K2L524
NCL Corp. Ltd.
62886HAY7
684000.00000000
PA
USD
786018.60000000
0.317756802284
Long
DBT
CORP
BM
N
2
2026-02-01
Fixed
0.10250000
N
N
N
N
N
N
DIRECTV Financing LLC (1-Month ICE LIBOR plus 500 bps)
N/A
DIRECTV Financing LLC (1-Month ICE LIBOR plus 500 bps)
25460HAB8
1664000.00000000
PA
USD
1667293.06000000
0.674021850395
Long
LON
CORP
US
N
2
2027-07-22
Variable
0.05750000
N
N
N
N
N
N
Crestwood Midstream Partners L.P.
549300VJQPPSEJPBNA66
Crestwood Midstream Partners L.P.
226373AP3
297000.00000000
PA
USD
303682.50000000
0.122767044074
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
0.05750000
N
N
N
N
N
N
Simmons Foods Inc.
5493002Z1TVWRIL6NM97
Simmons Foods Inc.
82873MAA1
594000.00000000
PA
USD
599224.23000000
0.242243090909
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.04625000
N
N
N
N
N
N
J2 Global Inc.
5493008OJYGLHD7MXA18
J2 Global Inc.
48123VAF9
349000.00000000
PA
USD
371248.75000000
0.150081455645
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
0.04625000
N
N
N
N
N
N
Wolverine Escrow LLC
N/A
Wolverine Escrow LLC
97789LAC0
2535000.00000000
PA
USD
2360718.75000000
0.954346934148
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
0.08500000
N
N
N
N
N
N
Ivanti Software Inc. (1-Month ICE LIBOR plus 400 bps)
N/A
Ivanti Software Inc. (1-Month ICE LIBOR plus 400 bps)
46583DAF6
275615.00000000
PA
USD
276734.55000000
0.111873034161
Long
LON
CORP
US
N
2
2027-12-01
Variable
0.04750000
N
N
N
N
N
N
Endeavor Energy Resources L.P.
549300WY5QI80P9WHD46
Endeavor Energy Resources L.P.
29260FAD2
956000.00000000
PA
USD
997131.90000000
0.403101712860
Long
DBT
CORP
US
N
2
2026-01-30
Fixed
0.05500000
N
N
N
N
N
N
Clear Channel Outdoor Holdings Inc. (ICE LIBOR plus 350 bps)
N/A
Clear Channel Outdoor Holdings Inc. (ICE LIBOR plus 350 bps)
18452RAD7
2638160.00000000
PA
USD
2587494.14000000
1.046023419619
Long
LON
CORP
US
N
2
2026-08-21
Variable
0.03628500
N
N
N
N
N
N
Bass Pro Group LLC (ICE LIBOR plus 425 bps)
549300IYLDI2E8I2AU46
Bass Pro Group LLC (ICE LIBOR plus 425 bps)
07014QAM3
257057.50000000
PA
USD
258637.38000000
0.104557050965
Long
LON
CORP
US
N
2
2028-03-05
Variable
0.05000000
N
N
N
N
N
N
United PF Holdings LLC (ICE LIBOR plus 400 bps)
2549002AF6PASVP2G486
United PF Holdings LLC (ICE LIBOR plus 400 bps)
91132UAG8
1772020.57000000
PA
USD
1725505.03000000
0.697554689747
Long
LON
CORP
US
N
2
2026-12-30
Variable
0.04131500
N
N
N
N
N
N
SIWF Holdings Inc. (ICE LIBOR plus 425 bps)
54930062TONRLKZV7B16
SIWF Holdings Inc. (ICE LIBOR plus 425 bps)
78489JAB0
2687985.80000000
PA
USD
2690673.79000000
1.087734946096
Long
LON
CORP
US
N
2
2025-06-15
Variable
0.04334100
N
N
N
N
N
N
Laredo Petroleum Inc.
549300X0PTWU2QSLSL14
Laredo Petroleum Inc.
516806AF3
3242000.00000000
PA
USD
3363575.00000000
1.359762779462
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
0.09500000
N
N
N
N
N
N
Carnival Corp.
F1OF2ZSX47CR0BCWA982
Carnival Corp.
143658BL5
295000.00000000
PA
USD
315281.25000000
0.127455968370
Long
DBT
CORP
PA
N
2
2026-03-01
Fixed
0.07625000
N
N
N
N
N
N
California Resources Corp.
5493003Q8F0T4F4YMR48
California Resources Corp.
13057QAH0
173000.00000000
PA
USD
182788.34000000
0.073894228983
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
0.07125000
N
N
N
N
N
N
West Corp.
5493005Z5DB0O5S30R71
West Corp.
68163PAA2
7035000.00000000
PA
USD
6999367.73000000
2.829572618128
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.08500000
N
N
N
N
N
N
Lithia Motors Inc.
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc.
536797AF0
466000.00000000
PA
USD
498037.50000000
0.201337224612
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
0.04375000
N
N
N
N
N
N
Larchmont Resources LLC (9.000% Cash or 9.000% PIK)
N/A
Larchmont Resources LLC (9.000% Cash or 9.000% PIK)
51676UAE9
1253382.09000000
PA
USD
1190712.99000000
0.481359031632
Long
LON
CORP
US
N
3
2022-08-07
Variable
0.09000000
N
N
Y
N
N
N
NCL Corp. Ltd.
UNZWILHE4KMRP9K2L524
NCL Corp. Ltd.
62886HBA8
295000.00000000
PA
USD
302771.78000000
0.122398875338
Long
DBT
CORP
BM
N
2
2026-03-15
Fixed
0.05875000
N
N
N
N
N
N
Prime Security Services Borrower LLC and Prime Finance Inc.
549300O6QPZVWXV2DC15
Prime Security Services Borrower LLC and Prime Finance Inc.
74166MAE6
867000.00000000
PA
USD
897475.05000000
0.362814317648
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.06250000
N
N
N
N
N
N
NOVA Chemicals Corp.
N/A
NOVA Chemicals Corp.
66977WAS8
576000.00000000
PA
USD
576720.00000000
0.233145504462
Long
DBT
CORP
CA
N
2
2029-05-15
Fixed
0.04250000
N
N
N
N
N
N
Ambience Merger Sub Inc. (1-Month ICE LIBOR plus 425 bps)
549300LGPR0P05O30I24
Ambience Merger Sub Inc. (1-Month ICE LIBOR plus 425 bps)
04651BAB5
1189000.00000000
PA
USD
1190040.38000000
0.481087121524
Long
LON
CORP
US
N
2
2028-06-25
Variable
0.04750000
N
N
N
N
N
N
BCPE Cycle Merger Sub II Inc.
N/A
BCPE Cycle Merger Sub II Inc.
07335BAA4
2224000.00000000
PA
USD
2366647.36000000
0.956743640989
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.10625000
N
N
N
N
N
N
Sunset Debt Merger Sub Inc.
N/A
Sunset Debt Merger Sub Inc.
N/A
602000.00000000
PA
USD
598237.50000000
0.241844194280
Long
LON
CORP
XX
N
3
2028-09-17
Variable
0.00000000
N
N
N
N
N
N
Carnival Corp.
F1OF2ZSX47CR0BCWA982
Carnival Corp.
143658BC5
112000.00000000
PA
USD
125160.00000000
0.050597328579
Long
DBT
CORP
PA
N
2
2023-04-01
Fixed
0.11500000
N
N
N
N
N
N
Par Pharmaceutical Inc.
N/A
Par Pharmaceutical Inc.
69888XAA7
1188000.00000000
PA
USD
1211843.16000000
0.489901138970
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.07500000
N
N
N
N
N
N
Arches Buyer Inc.
2549009ADY4208OH2Y47
Arches Buyer Inc.
039524AA1
1768000.00000000
PA
USD
1794785.20000000
0.725561972630
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
0.04250000
N
N
N
N
N
N
CNT Holdings I Corp. (ICE LIBOR plus 375 bps)
N/A
CNT Holdings I Corp. (ICE LIBOR plus 375 bps)
12656AAC3
723365.00000000
PA
USD
724721.31000000
0.292976687845
Long
LON
CORP
US
N
2
2027-11-08
Variable
0.04500000
N
N
N
N
N
N
Range Resources Corp.
H3Y3WLYCX0BTO1TRW162
Range Resources Corp.
75281ABH1
59000.00000000
PA
USD
66451.70000000
0.026863842278
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.08250000
N
N
N
N
N
N
NOVA Chemicals Corp.
5493007M1XGU5E55ZJ25
NOVA Chemicals Corp.
66977WAR0
666000.00000000
PA
USD
700548.75000000
0.283204660353
Long
DBT
CORP
CA
N
2
2027-06-01
Fixed
0.05250000
N
N
N
N
N
N
Vine Energy Holdings LLC
254900PNIMG4CPJH6R25
Vine Energy Holdings LLC
92735LAA0
1152000.00000000
PA
USD
1244885.76000000
0.503258979249
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.06750000
N
N
N
N
N
N
U.S. Treasury Ultra Long Bond
N/A
U.S. Treasury Ultra Long Bond
N/A
1.00000000
NC
USD
-191062.50000000
-0.07723915062
N/A
DIR
CORP
XX
N
1
N/A
N/A
Short
U.S. Treasury Ultra Long Bond
U.S. Treasury Ultra Long Bond
2021-12-21
100000.00000000
USD
6980.09000000
N
N
N
Frontier Communications Corp.
N/A
Frontier Communications Corp.
35906ABE7
121000.00000000
PA
USD
128713.75000000
0.052033971727
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
0.05875000
N
N
N
N
N
N
PAE Holding Corp. (ICE LIBOR plus 450 bps)
N/A
PAE Holding Corp. (ICE LIBOR plus 450 bps)
69329HAB7
5802840.00000000
PA
USD
5805741.42000000
2.347035844331
Long
LON
CORP
US
N
2
2027-10-19
Variable
0.05250000
N
N
N
N
N
N
Lealand Finance Co. B.V. (ICE LIBOR plus 300 bps)
N/A
Lealand Finance Co. B.V. (ICE LIBOR plus 300 bps)
N5200EAC5
29895.56000000
PA
USD
17937.34000000
0.007251370132
Long
LON
CORP
US
N
3
2024-06-30
Variable
0.03084600
N
N
N
N
N
N
TransDigm Inc. (GTD by TransDigm Group Inc.)
88Q84GB3X55CF5OC7582
TransDigm Inc. (GTD by TransDigm Group Inc.)
893647BH9
1094000.00000000
PA
USD
1147332.50000000
0.463821983802
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.07500000
N
N
N
N
N
N
Midas OpCo Holdings LLC
N/A
Midas OpCo Holdings LLC
59565JAA9
2991000.00000000
PA
USD
3098676.00000000
1.252674398642
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
0.05625000
N
N
N
N
N
N
U.S. Treasury Long Bond
N/A
U.S. Treasury Long Bond
N/A
2.00000000
NC
USD
-318437.50000000
-0.12873191770
N/A
DIR
CORP
XX
N
1
N/A
N/A
Short
U.S. Treasury Long Bond
U.S. Treasury Long Bond
2021-12-21
200000.00000000
USD
8528.23000000
N
N
N
Frontier Communications Corp.
N/A
Frontier Communications Corp.
35908MAA8
455605.00000000
PA
USD
461732.89000000
0.186660680340
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
0.05875000
N
N
N
N
N
N
Sabre GLBL Inc. (GTD by Sabre Holdings Corp.)
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc. (GTD by Sabre Holdings Corp.)
78573NAC6
288000.00000000
PA
USD
333227.52000000
0.134710948555
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.09250000
N
N
N
N
N
N
Foresight Energy LLC (ICE LIBOR plus 800 bps)
N/A
Foresight Energy LLC (ICE LIBOR plus 800 bps)
N/A
512336.54000000
PA
USD
512336.54000000
0.207117771314
Long
LON
CORP
US
N
2
2027-06-29
Variable
0.09500000
N
N
N
N
N
N
DISH DBS Corp.
N/A
DISH DBS Corp.
25470XBB0
279000.00000000
PA
USD
296253.36000000
0.119763731214
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
0.07375000
N
N
N
N
N
N
West Corp. (3-Month ICE LIBOR plus 400 bps)
5493005Z5DB0O5S30R71
West Corp. (3-Month ICE LIBOR plus 400 bps)
68162RAC5
6269183.00000000
PA
USD
6186342.02000000
2.500897889839
Long
LON
CORP
US
N
2
2024-10-10
Variable
0.05000000
N
N
N
N
N
N
Performance Food Group Inc.
549300OMUOGBYK0FFO76
Performance Food Group Inc.
71376LAE0
1905000.00000000
PA
USD
1912162.80000000
0.773013179046
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
0.04250000
N
N
N
N
N
N
Crestwood Midstream Partners L.P.
549300VJQPPSEJPBNA66
Crestwood Midstream Partners L.P.
226373AQ1
597000.00000000
PA
USD
615178.65000000
0.248692843474
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
0.05625000
N
N
N
N
N
N
Staples Inc. (ICE LIBOR plus 500 bps)
XQM2JINI1UL7642TU573
Staples Inc. (ICE LIBOR plus 500 bps)
855031AQ3
2427132.50000000
PA
USD
2321248.84000000
0.938390781980
Long
LON
CORP
US
N
2
2026-04-12
Variable
0.05125700
N
N
N
N
N
N
DISH DBS Corp.
N/A
DISH DBS Corp.
25470XBD6
1201000.00000000
PA
USD
1178355.15000000
0.476363236722
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
0.05125000
N
N
N
N
N
N
Crownrock L.P.
WFBCP6PB6JZR80B7U482
Crownrock L.P.
228701AF5
2820000.00000000
PA
USD
2889654.00000000
1.168174919460
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.05625000
N
N
N
N
N
N
Party City Holdings Inc. (6-Month U.S. LIBOR plus 500 bps)
5493005PYM1JS6EZN307
Party City Holdings Inc. (6-Month U.S. LIBOR plus 500 bps)
702150AE3
163237.00000000
PA
USD
153302.40000000
0.061974208252
Long
DBT
CORP
US
N
2
2025-07-15
Variable
0.05750000
N
N
N
N
N
N
Chesapeake Escrow Issuer LLC
X2MT1W32SPAZ9WSKLE78
Chesapeake Escrow Issuer LLC
165167DG9
446000.00000000
PA
USD
477086.20000000
0.192867427470
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.05875000
N
N
N
N
N
N
Nielsen Finance LLC and Nielsen Finance Co.
UJ76Y189LDMPCOCW7204
Nielsen Finance LLC and Nielsen Finance Co.
65409QBF8
725000.00000000
PA
USD
764237.00000000
0.308951347089
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
0.05875000
N
N
N
N
N
N
Premier Entertainment Sub LLC and Premier Entertainment Finance Corp.
549300KRDMIL2NJVZ267
Premier Entertainment Sub LLC and Premier Entertainment Finance Corp.
74052HAB0
1908000.00000000
PA
USD
1930308.34000000
0.780348716356
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
0.05875000
N
N
N
N
N
N
Chesapeake Escrow Issuer LLC
X2MT1W32SPAZ9WSKLE78
Chesapeake Escrow Issuer LLC
165167DF1
594000.00000000
PA
USD
621472.50000000
0.251237202666
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
0.05500000
N
N
N
N
N
N
Consensus Cloud Solutions Inc.
N/A
Consensus Cloud Solutions Inc.
20848VAA3
301000.00000000
PA
USD
310030.00000000
0.125333091878
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
0.06000000
N
N
N
N
N
N
Party City Holdings Inc. (5.000% Cash and 5.000% PIK)
5493005PYM1JS6EZN307
Party City Holdings Inc. (5.000% Cash and 5.000% PIK)
03254TAC7
92891.00000000
PA
USD
91661.59000000
0.037055222014
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.10000000
N
N
Y
N
N
N
Digicel International Finance Ltd.
N/A
Digicel International Finance Ltd.
25381XAC7
153712.00000000
PA
USD
149388.85000000
0.060392111933
Long
DBT
CORP
US
N
2
2026-12-31
Fixed
0.08000000
N
N
N
N
N
N
U.S. Renal Care Inc. (3-Month ICE LIBOR plus 500 bps)
54930058SS5MF69JGN89
U.S. Renal Care Inc. (3-Month ICE LIBOR plus 500 bps)
90290PAN4
7194127.03000000
PA
USD
7190752.98000000
2.906942244043
Long
LON
CORP
US
N
2
2026-07-26
Variable
0.05125000
N
N
N
N
N
N
Cars.com Inc.
5493002G6J07LNGX4M98
Cars.com Inc.
14575EAA3
881000.00000000
PA
USD
930573.87000000
0.376194885491
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
0.06375000
N
N
N
N
N
N
Digicel Group Ltd.
N/A
Digicel Group Ltd.
25381XAA1
385045.00000000
PA
USD
399102.99000000
0.161341843417
Long
DBT
CORP
XX
N
2
2024-05-25
Fixed
0.08750000
N
N
N
N
N
N
Kronos Acquisition Holdings Inc. and KIK Custom Products Inc.
N/A
Kronos Acquisition Holdings Inc. and KIK Custom Products Inc.
50106GAE2
875000.00000000
PA
USD
875000.00000000
0.353728527542
Long
DBT
CORP
US
N
2
2026-12-31
Fixed
0.05000000
N
N
N
N
N
N
Asbury Automotive Group Inc.
549300JH4DTA7U42GL91
Asbury Automotive Group Inc.
043436AU8
936040.00000000
PA
USD
961781.10000000
0.388810756938
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.04500000
N
N
N
N
N
N
Studio City International Holdings Ltd. ADR
N/A
Studio City International Holdings Ltd. ADR
86389T106
108300.00000000
NS
USD
884811.00000000
0.357694733924
Long
EC
CORP
KY
N
1
N
N
N
Everi Holdings Inc.
5299006DK5S7BG10K532
Everi Holdings Inc.
30034TAA1
594000.00000000
PA
USD
609402.42000000
0.246357737951
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
0.05000000
N
N
N
N
N
N
LCPR Senior Secured Financing Designated Activity Co.
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing Designated Activity Co.
50201DAD5
337000.00000000
PA
USD
347514.40000000
0.140486579442
Long
DBT
CORP
IE
N
2
2029-07-15
Fixed
0.05125000
N
N
N
N
N
N
Carnival Corp.
F1OF2ZSX47CR0BCWA982
Carnival Corp.
143658BN1
923000.00000000
PA
USD
955305.00000000
0.386192721147
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
0.05750000
N
N
N
N
N
N
Vantage Drilling Co. Units
549300T9QN1134QR7185
Vantage Drilling Co. Units
N/A
235.00000000
NS
USD
667.40000000
0.000269803907
Long
EC
CORP
KY
N
2
N
N
N
Staples Inc.
XQM2JINI1UL7642TU573
Staples Inc.
855030AP7
2982000.00000000
PA
USD
2907450.00000000
1.175369151318
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
0.10750000
N
N
N
N
N
N
Adtalem Global Education Inc.
549300Z467EZLMODV621
Adtalem Global Education Inc.
00737WAA7
3551000.00000000
PA
USD
3589150.17000000
1.450954062586
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.05500000
N
N
N
N
N
N
KCA Deutag UK Finance plc
N/A
KCA Deutag UK Finance plc
N/A
11090.00000000
NS
USD
918390.63000000
0.371269674581
Long
EC
CORP
US
N
2
N
N
N
Advantage Sales & Marketing Inc.
549300T4O24KQDED1182
Advantage Sales & Marketing Inc.
00775PAA5
2185000.00000000
PA
USD
2280309.70000000
0.921840677168
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
0.06500000
N
N
N
N
N
N
Amynta Agency Borrower Inc. (ICE LIBOR plus 400 bps)
N/A
Amynta Agency Borrower Inc. (ICE LIBOR plus 400 bps)
57810JAC2
3270171.69000000
PA
USD
3270171.69000000
1.322003447674
Long
LON
CORP
US
N
2
2025-02-28
Variable
0.04584100
N
N
N
N
N
N
Colgate Energy Partners III LLC
549300QRLZK0B17DH791
Colgate Energy Partners III LLC
19416MAB5
237000.00000000
PA
USD
239078.49000000
0.096650151125
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
0.05875000
N
N
N
N
N
N
ARD Finance S.A. (6.500% Cash or 7.250% PIK)
6354006P6QPGGPVJW880
ARD Finance S.A. (6.500% Cash or 7.250% PIK)
00191AAD8
859000.00000000
PA
USD
913632.40000000
0.369346106934
Long
DBT
CORP
LU
N
2
2027-06-30
Fixed
0.06500000
N
N
Y
N
N
N
Comstock Resources Inc.
I03QQGEA4SS774AURI46
Comstock Resources Inc.
205768AT1
717000.00000000
PA
USD
746680.22000000
0.301853822589
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.05875000
N
N
N
N
N
N
Clear Channel International B.V.
N/A
Clear Channel International B.V.
18452MAB2
216000.00000000
PA
USD
225693.00000000
0.091238917219
Long
DBT
CORP
NL
N
2
2025-08-01
Fixed
0.06625000
N
N
N
N
N
N
Ken Garff Automotive LLC
N/A
Ken Garff Automotive LLC
48850PAA2
290000.00000000
PA
USD
298479.60000000
0.120663713610
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
0.04875000
N
N
N
N
N
N
True Religion Apparel Inc.
N/A
True Religion Apparel Inc.
N/A
63.73500000
NS
USD
318675.00000000
0.128827929731
Long
EP
CORP
US
N
2
N
N
N
CVR Energy Inc.
529900SOYZIXZBTXB558
CVR Energy Inc.
12662PAB4
568000.00000000
PA
USD
563254.36000000
0.227701869022
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
0.05250000
N
N
N
N
N
N
Windstream Escrow LLC
N/A
Windstream Escrow LLC
97382WAA1
3949000.00000000
PA
USD
4130713.24000000
1.669886985241
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
0.07750000
N
N
N
N
N
N
Gulf Finance LLC (ICE LIBOR plus 525 bps)
549300GL13V5C6ULWJ40
Gulf Finance LLC (ICE LIBOR plus 525 bps)
40227UAB2
1520708.58000000
PA
USD
1465887.04000000
0.592601216232
Long
LON
CORP
US
N
2
2023-08-25
Variable
0.06250000
N
N
N
N
N
N
MoneyGram International Inc.
N/A
MoneyGram International Inc.
N/A
477000.00000000
PA
USD
477596.25000000
0.193073620882
Long
LON
CORP
XX
N
2
2026-07-14
Variable
0.00000000
N
N
N
N
N
N
Consolidated Communications Inc.
549300WW675Y48HDVX34
Consolidated Communications Inc.
20903XAF0
899000.00000000
PA
USD
977680.48000000
0.395238258968
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
0.06500000
N
N
N
N
N
N
Hess Midstream Operations L.P.
N/A
Hess Midstream Operations L.P.
428102AE7
238000.00000000
PA
USD
240975.00000000
0.097416836485
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.04250000
N
N
N
N
N
N
Cyxtera DC Holdings Inc. (ICE LIBOR plus 325 bps)
N/A
Cyxtera DC Holdings Inc. (ICE LIBOR plus 325 bps)
19633FAD3
1839340.53000000
PA
USD
1828418.53000000
0.739158622112
Long
LON
CORP
US
N
2
2024-05-01
Variable
0.04000000
N
N
N
N
N
N
MLN U.S. Holdco LLC (ICE LIBOR plus 875 bps)
549300QKU7NPW6O86862
MLN U.S. Holdco LLC (ICE LIBOR plus 875 bps)
55292HAE3
1214000.00000000
PA
USD
790184.10000000
0.319440752206
Long
LON
CORP
US
N
2
2026-11-30
Variable
0.08832900
N
N
N
N
N
N
Boyne USA Inc.
N/A
Boyne USA Inc.
103557AC8
288000.00000000
PA
USD
297720.00000000
0.120356636822
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
0.04750000
N
N
N
N
N
N
Ascent Resources Utica Holdings LLC
549300EGLQ2M2CL7JZ89
Ascent Resources Utica Holdings LLC
N/A
180000.00000000
PA
USD
198090.00000000
0.080080096023
Long
LON
CORP
US
N
2
2025-11-01
Variable
0.00000000
N
N
N
N
N
N
United PF Holdings LLC (ICE LIBOR plus 850 bps)
2549002AF6PASVP2G486
United PF Holdings LLC (ICE LIBOR plus 850 bps)
91132UAK9
395010.00000000
PA
USD
396985.05000000
0.160485642506
Long
LON
CORP
US
N
3
2026-11-12
Variable
0.09500000
N
N
N
N
N
N
P&L Development LLC and PLD Finance Corp.
549300TSXG3VFTR8PB29
P&L Development LLC and PLD Finance Corp.
69306RAA4
1818000.00000000
PA
USD
1891238.13000000
0.764554147379
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
0.07750000
N
N
N
N
N
N
Foresight Energy L.P.
N/A
Foresight Energy L.P.
N/A
74057.49000000
NS
USD
1565575.34000000
0.632901325457
Long
EC
CORP
US
Y
3
N
N
N
Sonic Automotive Inc.
549300NTLRGJ2JCBZU03
Sonic Automotive Inc.
83545GBC5
489000.00000000
PA
USD
508997.66000000
0.205767991765
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.06125000
N
N
N
N
N
N
Deluxe Corp.
KWGNKB8TX9LE5TV29231
Deluxe Corp.
248019AU5
752000.00000000
PA
USD
786780.00000000
0.318064606742
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
0.08000000
N
N
N
N
N
N
Digicel International Finance Ltd.
N/A
Digicel International Finance Ltd.
25381VAA5
6862000.00000000
PA
USD
7112531.62000000
2.875320385192
Long
DBT
CORP
LC
N
2
2024-05-25
Fixed
0.08750000
N
N
N
N
N
N
Carnival Corp.
F1OF2ZSX47CR0BCWA982
Carnival Corp.
143658BG6
1458000.00000000
PA
USD
1693394.10000000
0.684573487477
Long
DBT
CORP
PA
N
2
2026-02-01
Fixed
0.10500000
N
N
N
N
N
N
Altice France S.A.
5493001ZMCICV4N02J21
Altice France S.A.
02156LAA9
2659000.00000000
PA
USD
2864407.75000000
1.157968840787
Long
DBT
CORP
FR
N
2
2027-02-01
Fixed
0.08125000
N
N
N
N
N
N
Digicel Ltd.
N/A
Digicel Ltd.
25380QAH2
2128000.00000000
PA
USD
2008917.12000000
0.812127194071
Long
DBT
CORP
BM
N
2
2023-03-01
Fixed
0.06750000
N
N
N
N
N
N
Ahern Rentals Inc.
N/A
Ahern Rentals Inc.
008674AH6
1507000.00000000
PA
USD
1446720.00000000
0.584852726133
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
0.07375000
N
N
N
N
N
N
Digicel Group Ltd. (7.000% Cash or 7.000% PIK)
N/A
Digicel Group Ltd. (7.000% Cash or 7.000% PIK)
25381YAC5
213758.00000000
PA
USD
175753.97000000
0.071050506306
Long
DBT
CORP
BM
N
2
2168-10-01
Fixed
0.07000000
N
N
Y
N
N
N
WaterBridge Midstream Operating LLC (3-Month ICE LIBOR plus 575 bps)
549300DVU86VSP486341
WaterBridge Midstream Operating LLC (3-Month ICE LIBOR plus 575 bps)
94120XAB1
745337.17000000
PA
USD
729032.92000000
0.294719704367
Long
LON
CORP
US
N
2
2026-06-21
Variable
0.06750000
N
N
N
N
N
N
Post Holdings Inc.
JM1I5YUAURL6DC8N1468
Post Holdings Inc.
737446AR5
598000.00000000
PA
USD
591649.24000000
0.239180816556
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
0.04500000
N
N
N
N
N
N
Advantage Sales & Marketing Inc. (1-Month ICE LIBOR plus 525 bps)
549300T4O24KQDED1182
Advantage Sales & Marketing Inc. (1-Month ICE LIBOR plus 525 bps)
00769EAY6
40.80000000
PA
USD
41.08000000
0.000016607049
Long
LON
CORP
US
N
2
2027-10-28
Variable
0.06000000
N
N
N
N
N
N
Rattler Midstream L.P.
549300I45NRVEEN9M219
Rattler Midstream L.P.
75419TAA1
572000.00000000
PA
USD
596338.54000000
0.241076518481
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.05625000
N
N
N
N
N
N
Wolverine Escrow LLC
N/A
Wolverine Escrow LLC
97789LAB2
3810000.00000000
PA
USD
3524250.00000000
1.424717443648
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
0.09000000
N
N
N
N
N
N
Brightstar Escrow Corp.
N/A
Brightstar Escrow Corp.
10947XAA0
804000.00000000
PA
USD
863295.00000000
0.348996650497
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.09750000
N
N
N
N
N
N
Consensus Cloud Solutions Inc.
N/A
Consensus Cloud Solutions Inc.
20848VAB1
722000.00000000
PA
USD
751060.50000000
0.303624599726
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
0.06500000
N
N
N
N
N
N
Jo-Ann Stores Inc. (1-Month ICE LIBOR plus 475 bps)
549300GM65RR2EMGLI48
Jo-Ann Stores Inc. (1-Month ICE LIBOR plus 475 bps)
47759DAE5
3207000.00000000
PA
USD
3128829.38000000
1.264864239450
Long
LON
CORP
US
N
2
2028-06-30
Variable
0.05500000
N
N
N
N
N
N
KCA Deutag UK Finance plc
529900T5G3VI71LSI184
KCA Deutag UK Finance plc
N/A
554549.00000000
PA
USD
605529.24000000
0.244791961656
Long
DBT
CORP
GB
N
2
2025-12-01
Fixed
0.09875000
N
N
N
N
N
N
CommerceHub Inc. (ICE LIBOR plus 400 bps)
549300V3JZOSIRXFRG67
CommerceHub Inc. (ICE LIBOR plus 400 bps)
20084XAF1
1124502.50000000
PA
USD
1128016.57000000
0.456013303256
Long
LON
CORP
US
N
2
2027-12-02
Variable
0.04750000
N
N
N
N
N
N
Westmoreland Mining Holdings LLC (15.000% Cash or 15.000% PIK)
5493005KY5ANOTGMLS28
Westmoreland Mining Holdings LLC (15.000% Cash or 15.000% PIK)
96106JAE9
1108062.34000000
PA
USD
229922.94000000
0.092948917730
Long
LON
CORP
US
N
2
2029-03-15
Variable
0.15000000
N
N
Y
N
N
N
MoneyGram International Inc.
5299002DLX0Q04KC4156
MoneyGram International Inc.
60935YAA7
298000.00000000
PA
USD
302842.50000000
0.122427464688
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
0.05375000
N
N
N
N
N
N
PetSmart Inc. (ICE LIBOR plus 375 bps)
N/A
PetSmart Inc. (ICE LIBOR plus 375 bps)
71677HAL9
2718000.00000000
PA
USD
2728192.50000000
1.102902303860
Long
LON
CORP
US
N
2
2028-02-12
Variable
0.04500000
N
N
N
N
N
N
Lithia Motors Inc.
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc.
536797AG8
602000.00000000
PA
USD
625604.42000000
0.252907577498
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
0.03875000
N
N
N
N
N
N
Asbury Automotive Group Inc.
549300JH4DTA7U42GL91
Asbury Automotive Group Inc.
043436AV6
964040.00000000
PA
USD
1007421.80000000
0.407261519918
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
0.04750000
N
N
N
N
N
N
Advantage Sales & Marketing Inc. (ICE LIBOR plus 525 bps)
549300T4O24KQDED1182
Advantage Sales & Marketing Inc. (ICE LIBOR plus 525 bps)
00769EAY6
3162817.87000000
PA
USD
3184562.24000000
1.287394870883
Long
LON
CORP
US
N
2
2027-10-28
Variable
0.06000000
N
N
N
N
N
N
Academy Ltd.
N/A
Academy Ltd.
00401YAA8
0.00000000
PA
N/A
0.00000000
0.000000
Long
DBT
CORP
US
N
N/A
2027-11-15
Fixed
0.06000000
N
N
N
N
N
N
MLN U.S. Holdco LLC (ICE LIBOR plus 450 bps)
549300QKU7NPW6O86862
MLN U.S. Holdco LLC (ICE LIBOR plus 450 bps)
55292HAB9
2529256.51000000
PA
USD
2306540.30000000
0.932444690327
Long
LON
CORP
US
N
2
2025-11-30
Variable
0.04582900
N
N
N
N
N
N
Laredo Petroleum Inc.
549300X0PTWU2QSLSL14
Laredo Petroleum Inc.
516806AG1
1161000.00000000
PA
USD
1256898.60000000
0.508115304055
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.10125000
N
N
N
N
N
N
Dreyfus Institutional Preferred Government Money Market Fund - Institutional Shares
N/A
Dreyfus Institutional Preferred Government Money Market Fund - Institutional Shares
N/A
5880151.04000000
NS
USD
5880151.04000000
2.377116764694
Long
STIV
RF
XX
N
1
N
N
N
NFP Corp.
VO2L9FZNXDJNQNEYH039
NFP Corp.
65342RAD2
6566000.00000000
PA
USD
6713144.06000000
2.713863501172
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
0.06875000
N
N
N
N
N
N
Lealand Finance Co. B.V.
N/A
Lealand Finance Co. B.V.
N5200EAC5
9561.88000000
PA
USD
5737.13000000
0.002319298911
Long
LON
CORP
US
N
3
2024-06-30
Variable
0.00000000
N
N
N
N
N
N
PetSmart Inc. and PetSmart Finance Corp.
N/A
PetSmart Inc. and PetSmart Finance Corp.
71677KAA6
1485000.00000000
PA
USD
1527693.75000000
0.617587269398
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.04750000
N
N
N
N
N
N
Staples Inc.
XQM2JINI1UL7642TU573
Staples Inc.
855030AN2
9900000.00000000
PA
USD
10053499.50000000
4.064239514040
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.07500000
N
N
N
N
N
N
ModivCare Escrow Issuer Inc.
N/A
ModivCare Escrow Issuer Inc.
60783XAA2
1270000.00000000
PA
USD
1318006.00000000
0.532818653339
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
0.05000000
N
N
N
N
N
N
NCR Corp.
549300YKTY8JX1DV2R67
NCR Corp.
62886EAY4
856000.00000000
PA
USD
875739.36000000
0.354027422084
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
0.05000000
N
N
N
N
N
N
NCR Corp.
549300YKTY8JX1DV2R67
NCR Corp.
62886EBA5
3172000.00000000
PA
USD
3275090.00000000
1.323991729451
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.05125000
N
N
N
N
N
N
Provident Funding Associates L.P. and PFG Finance Corp.
54930043BMDE130FJ617
Provident Funding Associates L.P. and PFG Finance Corp.
74387UAJ0
2236000.00000000
PA
USD
2278685.24000000
0.921183971061
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.06375000
N
N
N
N
N
N
Studio City International Holdings Ltd. ADR
N/A
Studio City International Holdings Ltd. ADR
N/A
44618.00000000
NS
USD
364529.06000000
0.147364945874
Long
EC
CORP
KY
Y
1
N
N
N
Form Technologies LLC (ICE LIBOR plus 475 bps)
X7KHAIMGSSPZ1XIJIL51
Form Technologies LLC (ICE LIBOR plus 475 bps)
34634FAB5
3755858.16000000
PA
USD
3774637.45000000
1.525939368223
Long
LON
CORP
US
N
3
2025-07-22
Variable
0.05750000
N
N
N
N
N
N
Antero Resources Corp.
APVBKPOULHUX7YZLKU17
Antero Resources Corp.
03674XAS5
241000.00000000
PA
USD
254110.40000000
0.102726968714
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
0.05375000
N
N
N
N
N
N
MajorDrive Holdings IV LLC (1-Month ICE LIBOR plus 400 bps)
N/A
MajorDrive Holdings IV LLC (1-Month ICE LIBOR plus 400 bps)
56085UAB9
1341637.50000000
PA
USD
1346039.41000000
0.544151472587
Long
LON
CORP
US
N
2
2028-06-01
Variable
0.04500000
N
N
N
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
780153AZ5
105000.00000000
PA
USD
119936.25000000
0.048485569270
Long
DBT
CORP
LR
N
2
2025-06-01
Fixed
0.11500000
N
N
N
N
N
N
True Religion Apparel Inc.
N/A
True Religion Apparel Inc.
N/A
61.37800000
NS
USD
1382771.70000000
0.559000911278
Long
EC
CORP
US
N
3
N
N
N
TransDigm Inc. (GTD by TransDigm Group Inc.)
88Q84GB3X55CF5OC7582
TransDigm Inc. (GTD by TransDigm Group Inc.)
893647BP1
592000.00000000
PA
USD
592000.00000000
0.239322615206
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.04625000
N
N
N
N
N
N
Wolverine Escrow LLC
N/A
Wolverine Escrow LLC
97789LAA4
343000.00000000
PA
USD
228952.50000000
0.092556606516
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
0.13125000
N
N
N
N
N
N
Nine Energy Service Inc.
549300KRLJCZBPZMKT65
Nine Energy Service Inc.
65441VAA9
806000.00000000
PA
USD
388101.09000000
0.156894202403
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
0.08750000
N
N
N
N
N
N
CP Atlas Buyer Inc. (ICE LIBOR plus 375 bps)
2549006ZZ07G0NDDCR36
CP Atlas Buyer Inc. (ICE LIBOR plus 375 bps)
12658HAG7
1734285.00000000
PA
USD
1732252.42000000
0.700282397552
Long
LON
CORP
US
N
2
2027-11-23
Variable
0.04250000
N
N
N
N
N
N
Digicel International Finance Ltd. (8.000% Cash and 2.000% PIK or 10.000% PIK)
N/A
Digicel International Finance Ltd. (8.000% Cash and 2.000% PIK or 10.000% PIK)
25381YAD3
1618853.00000000
PA
USD
1620876.57000000
0.655257465639
Long
DBT
CORP
BM
N
2
2024-04-01
Fixed
0.10000000
N
N
Y
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BK2
862000.00000000
PA
USD
827261.40000000
0.334429665045
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
0.05000000
N
N
N
N
N
N
Frontier Communications Corp.
N/A
Frontier Communications Corp.
35909D109
148466.00000000
NS
USD
4137747.42000000
1.672730631108
Long
EC
CORP
US
N
1
N
N
N
TransDigm UK Holdings plc
549300JTYP71LZZSE903
TransDigm UK Holdings plc
89365DAB9
0.00000000
PA
N/A
0.00000000
0.000000
Long
DBT
CORP
GB
N
N/A
2026-05-15
Fixed
0.06875000
N
N
N
N
N
N
Altice Financing S.A.
549300DIYGW8HVDF7Q17
Altice Financing S.A.
02154CAH6
2086000.00000000
PA
USD
2023420.00000000
0.817990145371
Long
DBT
CORP
LU
N
2
2029-08-15
Fixed
0.05750000
N
N
N
N
N
N
Murphy Oil Corp.
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp.
626717AN2
238000.00000000
PA
USD
251982.50000000
0.101866741361
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
0.06375000
N
N
N
N
N
N
2021-10-30
Ivy High Income Opportunities Fund
Dan Geatens
Dan Geatens
Division Director - Head of US Fund Administration