NPORT-P false 0000278187 XXXXXXXX S000038590 C000119073 C000147930 C000119074 C000119075 Prudential Investment Portfolios, Inc. 15 811-02896 0000278187 5493004GW6X6EIMPJD18 655 Broad Street 17th Floor Newark 07102-4077 1-800-225-1852 PGIM Short Duration High Yield Income Fund S000038590 54930013E3EHBXBG8W57 2022-08-31 2022-05-31 N 5528262085.47 529211000.61 4999051084.86 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 8978923.83000000 USD N WHITE CAP PARENT LLC N/A 96351CAA4 5000000.00000000 PA USD 4640951.25000000 0.092836643819 Long DBT CORP US N 2 2026-03-15 Fixed 8.25000000 N N Y N N VICI PROPERTIES / NOTE N/A 92564RAF2 5088000.00000000 PA USD 5143681.65000000 0.102893160375 Long DBT CORP US N 2 2024-05-01 Fixed 5.62500000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAF7 2505000.00000000 PA USD 2549063.33000000 0.050990943815 Long DBT CORP US N 2 2025-07-01 Fixed 6.00000000 N N N N N N NORTHWEST FIBER LLC/NORT N/A 667449AD4 18380000.00000000 PA USD 16374189.13000000 0.327545945261 Long DBT CORP US N 2 2027-04-30 Fixed 4.75000000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 125280.00000000 PA USD 69063.66000000 0.001381535391 Long DBT NUSS EC Y 2 2040-07-31 Variable 0.50000000 N N N N N N SPRINT CORP 549300ZTTY7CXOLJ6539 85207UAF2 23284000.00000000 PA USD 24455025.01000000 0.489193340793 Long DBT CORP US N 2 2023-09-15 Fixed 7.87500000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932RAJ3 21578690.84080000 PA USD 20954440.89000000 0.419168368842 Long LON CORP US Y 2 2028-04-21 Floating 4.72360000 N N N N N N VIDEOTRON LTD / LTEE 549300LW4GNJRBECSD81 92660FAK0 412000.00000000 PA USD 401111.02000000 0.008023743170 Long DBT CORP CA N 2 2027-04-15 Fixed 5.12500000 N N N N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 -23.00000000 NC 382924.39000000 0.007659941526 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Short BUNDESREPUB. DEUTSCHLAND Bundesrepublik Deutschland Bundesanleihe 2022-06-08 -4260433.48000000 USD 382924.39000000 N N N NOURYON USA LLC 549300K7VB5G6LULFT41 000000000 10705110.70950000 PA USD 10339349.19000000 0.206826235909 Long LON CORP US N 2 2025-10-01 Floating 4.06170000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAD2 7033000.00000000 PA USD 7168700.05000000 0.143401216117 Long DBT CORP US N 2 2023-07-15 Fixed 4.75000000 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AG1 37023000.00000000 PA USD 34129049.45000000 0.682710555876 Long DBT CORP US N 2 2026-11-15 Fixed 3.25000000 N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -1098.00000000 NC USD 96064.42000000 0.001921653097 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2022-09-21 -131255601.16000000 USD 96064.42000000 N N N INTERNATIONAL GAME TECH 549300UQ6KHRCZDRGZ76 460599AC7 24851000.00000000 PA USD 25541953.48000000 0.510936036588 Long DBT CORP GB N 2 2025-02-15 Fixed 6.50000000 N N N N N LEGACY LIFEPOINT HEALTH N/A 53219LAS8 18255000.00000000 PA USD 17053659.26000000 0.341137927388 Long DBT CORP US N 2 2027-02-15 Fixed 4.37500000 N N N N N N CIMPRESS USA INC 549300IW5HMWD8APDH34 000000000 7146000.00000000 PA USD 6788700.00000000 0.135799772492 Long LON CORP US N 2 2028-05-17 Floating 4.42840000 N N N N N N SABRA HEALTH CARE LP 549300OVKLRFSIQG0H81 14162VAB2 650000.00000000 PA USD 650738.19000000 0.013017234250 Long DBT CORP US N 2 2026-08-15 Fixed 5.12500000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EB7 5675000.00000000 PA USD 5932362.44000000 0.118669770308 Long DBT CORP US N 2 2025-09-01 Fixed 5.87500000 N N N N N VIDEOTRON LTD 549300LW4GNJRBECSD81 92660FAG9 7288000.00000000 PA USD 7361243.31000000 0.147252812284 Long DBT CORP CA N 2 2024-06-15 Fixed 5.37500000 N N N N N SENSATA TECHNOLOGIES BV PUCKW5P5O3XMOZVH7T53 81725WAG8 1800000.00000000 PA USD 1806816.82000000 0.036143195765 Long DBT CORP NL N 2 2023-10-15 Fixed 4.87500000 N N N N N PARK INTERMED HOLDINGS N/A 70052LAA1 27462000.00000000 PA USD 28515168.25000000 0.570411619444 Long DBT CORP US N 2 2025-06-01 Fixed 7.50000000 N N N N N N TRANS UNION LLC X8NPN6PWJOM1QCTYFV34 89334GAZ7 13830348.79000000 PA USD 13481132.48000000 0.269673829115 Long LON CORP US N 2 2028-12-01 Floating 3.31160000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABU8 1052000.00000000 PA USD 992726.43000000 0.019858297367 Long DBT CORP US N 2 2026-04-15 Fixed 2.62500000 N N N N N N PRIME HEALTHCARE SERVICE N/A 74165HAB4 35586000.00000000 PA USD 34149418.80000000 0.683118020206 Long DBT CORP US N 2 2025-11-01 Fixed 7.25000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAG0 1430000.00000000 PA USD 1396738.46000000 0.027940071751 Long DBT CORP US N 2 2025-06-15 Fixed 4.62500000 N N N N N N ADTALEM GLOBAL EDUCATION 549300Z467EZLMODV621 00737WAA7 5453000.00000000 PA USD 5045088.72000000 0.100920927479 Long DBT CORP US N 2 2028-03-01 Fixed 5.50000000 N N N N N CABLEVISION LIGHTPATH 5493002ZVBLRLGES1R71 12687GAA7 11805000.00000000 PA USD 10514068.95000000 0.210321294412 Long DBT CORP US N 2 2027-09-15 Fixed 3.87500000 N N N N N N CNX RESOURCES CORP 549300JK3KH8PWM3B226 12653CAC2 2650000.00000000 PA USD 2774202.13000000 0.055494574528 Long DBT CORP US N 2 2027-03-14 Fixed 7.25000000 N N N N N N TALLGRASS NRG PRTNR/FIN N/A 87470LAH4 7060000.00000000 PA USD 7258673.20000000 0.145201020689 Long DBT CORP US N 2 2025-10-01 Fixed 7.50000000 N N N N N N TALLGRASS NRG PRTNR/FIN N/A 87470LAG6 3890000.00000000 PA USD 3792412.78000000 0.075862653044 Long DBT CORP US N 2 2027-03-01 Fixed 6.00000000 N N N N N N DANA INC KVWHW7YLZPFJM8QYNJ51 235825AF3 1400000.00000000 PA USD 1339418.85000000 0.026793461944 Long DBT CORP US N 2 2027-11-15 Fixed 5.37500000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AP0 20161000.00000000 PA USD 20151139.46000000 0.403099290603 Long DBT CORP CA N 2 2024-03-01 Fixed 6.50000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 1037.00000000 NC USD 276969.31000000 0.005540437681 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2022-09-30 218635350.48000000 USD 276969.31000000 N N N PENNYMAC FIN SVCS INC 549300W1D516HBDEU871 70932MAA5 5075000.00000000 PA USD 4923611.33000000 0.098490918504 Long DBT CORP US N 2 2025-10-15 Fixed 5.37500000 N N N N N N CHOBANI LLC/FINANCE CORP N/A 17027NAA0 24686000.00000000 PA USD 23276123.79000000 0.465610840835 Long DBT CORP US N 2 2025-04-15 Fixed 7.50000000 N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CEK3 253980000.00000000 PA USD 253870867.33000000 5.078381137149 Long DBT UST US N 2 2024-04-30 Fixed 2.50000000 N N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 75915TAD4 16065860.93200000 PA USD 15423226.49000000 0.308523082244 Long LON CORP US Y 2 2025-11-16 Floating 4.72360000 N N N N N N VISTRA CORP 549300ZH5GKBTJZ7NM23 92840VAF9 19991000.00000000 PA USD 19561516.15000000 0.391304585969 Long DBT CORP US N 2 2027-07-31 Fixed 5.00000000 N N N N N N TRIDENT TPI HOLDINGS INC 549300TPLK304J3RNC85 00216EAE9 3725224.37950000 PA USD 3554262.66000000 0.071098746535 Long LON CORP US N 2 2028-09-17 Floating 4.92840000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 7.00000000 NC USD -6277.89000000 -0.00012558163 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2022-09-21 1096527.89000000 USD -6277.89000000 N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAN9 19388000.00000000 PA USD 19890226.95000000 0.397880049880 Long DBT CORP US N 2 2026-03-15 Fixed 7.12500000 N N N N N N 1011778 BC / NEW RED FIN N/A 68245XAH2 1900000.00000000 PA USD 1793351.97000000 0.035873847647 Long DBT CORP CA Y 2 2028-01-15 Fixed 3.87500000 N N N N N N EG GLOBAL FINANCE PLC 549300TL8Q5207VYET27 000000000 6809000.00000000 PA 7019062.76000000 0.140407902236 Long DBT CORP GB N 2 2025-10-30 Fixed 6.25000000 N N N N N N THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 1.00000000 NC USD 7889.20000000 0.000157813950 N/A DFE CORP US N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 -14675809.18000000 USD 13676597.00000000 EUR 2022-06-02 7889.20000000 N N N Ferrellgas Partners LP 529900YP52A6C5K57L34 315293308 50306.00000000 NS USD 10312730.00000000 0.206293751052 Long EC CORP US N 2 N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 914906AT9 6425000.00000000 PA USD 6693720.16000000 0.133899815112 Long DBT CORP US N 2 2025-05-01 Fixed 9.50000000 N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC USD -787192.47000000 -0.01574683788 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 IHS MARKIT LTD CDX.NA.HY.38.V1 Y Default Event 2027-06-20 0.00000000 USD -1366363.12000000 USD -30080000.00000000 USD 579170.65000000 N N N LD HOLDINGS GROUP LLC N/A 521088AC8 10350000.00000000 PA USD 8289545.49000000 0.165822380073 Long DBT CORP US N 2 2028-04-01 Fixed 6.12500000 N N N N N INTERNATIONAL GAME TECH 549300UQ6KHRCZDRGZ76 460599AF0 7725000.00000000 PA USD 7462384.53000000 0.149276020655 Long DBT CORP GB N 2 2026-04-15 Fixed 4.12500000 N N N N N N GREENEDEN US HOLDINGS II 549300CVRD4OUCPHWQ42 39479UAQ6 5036249.99750000 PA USD 4888939.69000000 0.097797354077 Long LON CORP US N 2 2027-12-01 Floating 5.06160000 N N N N N N GO DADDY OPCO/FINCO N/A 38016LAA3 15010000.00000000 PA USD 14940379.72000000 0.298864313774 Long DBT CORP US N 2 2027-12-01 Fixed 5.25000000 N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBC0 11945000.00000000 PA USD 11781462.92000000 0.235673985322 Long DBT CORP US N 2 2026-05-01 Fixed 6.37500000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BR1 13100000.00000000 PA USD 12717169.66000000 0.254391672421 Long DBT CORP CA N 2 2024-12-01 Fixed 7.50000000 N N N N N N EG GLOBAL FINANCE PLC 549300TL8Q5207VYET27 28228PAB7 17426000.00000000 PA USD 17647449.09000000 0.353015978241 Long DBT CORP GB N 2 2025-10-30 Fixed 8.50000000 N N N N N N ATLAS LUXCO 4 / ALL UNI N/A 019579AA9 9966000.00000000 PA USD 8920105.77000000 0.178435979520 Long DBT CORP N/A N 2 2028-06-01 Fixed 4.62500000 N N N N N N XPO LOGISTICS INC 54930096DB9LCLPN7H13 983793AH3 5099000.00000000 PA USD 5261565.15000000 0.105251277906 Long DBT CORP US Y 2 2025-05-01 Fixed 6.25000000 N N N N N N SBA COMMUNICATIONS CORP 5299001HX8ZN8Y8QIT49 78410GAD6 21953000.00000000 PA USD 21459273.52000000 0.429266937979 Long DBT CORP US N 2 2027-02-15 Fixed 3.87500000 N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BH9 7970000.00000000 PA USD 8119245.66000000 0.162415736950 Long DBT CORP US N 2 2027-03-15 Fixed 7.50000000 N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 91897.20000000 PA USD 50890.53000000 0.001018003799 Long DBT NUSS EC N 2 2030-07-31 None 0.00000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBT9 57054000.00000000 PA USD 56219361.03000000 1.124600650716 Long DBT CORP US Y 2 2027-05-01 Fixed 5.12500000 N N N N N TITAN INTERNATIONAL INC 254900CXRGBE7C4B5A06 88830MAM4 2300000.00000000 PA USD 2254887.04000000 0.045106301210 Long DBT CORP US N 2 2028-04-30 Fixed 7.00000000 N N N N N N Intelsat Jackson Holdings SA N/A 000000000 6825.00000000 NS USD 13009.82000000 0.000260245790 Long EC CORP US N 3 N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AN7 784000.00000000 PA USD 673644.31000000 0.013475443610 Long DBT CORP CA N 2 2028-06-01 Fixed 4.87500000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AC4 2525000.00000000 PA USD 2190123.84000000 0.043810791344 Long DBT CORP US N 2 2028-09-15 Fixed 3.87500000 N N N N N N SPRINT CORP 549300ZTTY7CXOLJ6539 85207UAH8 11700000.00000000 PA USD 12424356.71000000 0.248534301792 Long DBT CORP US N 2 2024-06-15 Fixed 7.12500000 N N N N N N HERTZ CORP/THE 549300PD0C69OJ0NLB27 428040DA4 2025000.00000000 PA USD 1855494.95000000 0.037116943165 Long DBT CORP US N 2 2026-12-01 Fixed 4.62500000 N N N N N N PGIM Institutional Money Market Fund - D N/A 000000000 477812375.57500000 NS USD 477430125.67000000 9.550415020081 Long STIV RF US N 1 N N TAYLOR MORR COMM/HLDGS N/A 87724LAA3 6545000.00000000 PA USD 6592181.07000000 0.131868647831 Long DBT CORP N/A N 2 2023-04-15 Fixed 5.87500000 N N N N N N Intelsat Jackson Holdings SA N/A 000000000 6825.00000000 NS USD 2398.31000000 0.000047975304 Long EC CORP US N 3 N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CM6 9640000.00000000 PA USD 9243036.85000000 0.184895827089 Long DBT CORP US N 2 2028-02-15 Fixed 4.50000000 N N N N N N RANGE RESOURCES CORP H3Y3WLYCX0BTO1TRW162 75281AAS8 5578000.00000000 PA USD 5687101.83000000 0.113763627005 Long DBT CORP US N 2 2025-05-15 Fixed 4.87500000 N N N N N N RACKSPACE TECHNOLOGY 549300QTYCKLMFSE8I97 75009XAB6 2895750.00000000 PA USD 2751865.97000000 0.055047766531 Long LON CORP US Y 2 2028-02-09 Floating 3.81160000 N N N N N N SALLY HOLDINGS/SALLY CAP N/A 79546VAL0 9695000.00000000 PA USD 9459010.51000000 0.189216120208 Long DBT CORP US N 2 2025-12-01 Fixed 5.62500000 N N N N N N VIKING CRUISES LTD 549300IJP90T4MV2GL84 92676XAC1 3000000.00000000 PA USD 2706329.46000000 0.054136863457 Long DBT CORP BM N 2 2025-05-15 Fixed 6.25000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CC4 2376000.00000000 PA USD 2442213.70000000 0.048853545573 Long DBT CORP US N 2 2027-01-15 Fixed 6.62500000 N N N N N N ENDEAVOR ENERGY RESOURCE N/A 29260FAF7 7475000.00000000 PA USD 7725764.12000000 0.154544612344 Long DBT CORP US N 2 2025-07-15 Fixed 6.62500000 N N N N N N DUN & BRADSTREET CORP RI37BMPWE56BCJ747E14 26483NAN0 9876900.93480000 PA USD 9558370.88000000 0.191203704818 Long LON CORP US N 2 2026-02-08 Floating 4.31170000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAG2 11450000.00000000 PA USD 11055412.28000000 0.221150216157 Long DBT CORP US Y 2 2026-04-15 Fixed 4.37500000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AL9 17923000.00000000 PA USD 18121300.79000000 0.362494811162 Long DBT CORP CA N 2 2025-04-01 Fixed 7.50000000 N N N N N N SCIENTIFIC GAMES INTERNA RLTHESQ0RNFQJWPBJN60 80874YBG4 13910000.00000000 PA USD 14675796.55000000 0.293571645915 Long DBT CORP US N 2 2025-07-01 Fixed 8.62500000 N N N N N N NABORS INDUSTRIES INC 549300VFQWRKICUFNU92 62957HAF2 4190000.00000000 PA USD 4034389.81000000 0.080703112281 Long DBT CORP US N 2 2025-02-01 Fixed 5.75000000 N N N N N N LIKEWIZE CORP TF9O1XIG83ZLXX7WN472 10947XAA0 16109000.00000000 PA USD 16039347.10000000 0.320847833473 Long DBT CORP US N 2 2025-10-15 Fixed 9.75000000 N N N N N N TEMPO ACQUISITION LLC/FI N/A 88023JAD8 12417000.00000000 PA USD 12442775.21000000 0.248902741716 Long DBT CORP US N 2 2025-06-01 Fixed 5.75000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BM4 49587000.00000000 PA USD 48700534.19000000 0.974195569585 Long DBT CORP US N 2 2026-03-15 Fixed 5.25000000 N N N N N AECOM 0EEB8GF0W0NPCIHZX097 00774CAB3 7640000.00000000 PA USD 7625215.91000000 0.152533266425 Long DBT CORP US N 2 2027-03-15 Fixed 5.12500000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBD8 24240000.00000000 PA USD 22743602.02000000 0.454958383779 Long DBT CORP US N 2 2027-05-01 Fixed 8.37500000 N N N N N GOEASY LTD 5493009DJVZG2P8YV435 380355AF4 4250000.00000000 PA USD 3807632.38000000 0.076167102823 Long DBT CORP CA N 2 2026-05-01 Fixed 4.37500000 N N N N N BRINKER INTERNATIONAL IN 52990067JY6PBGJNTG76 109641AH3 8978000.00000000 PA USD 8682185.94000000 0.173676679686 Long DBT CORP US N 2 2024-10-01 Fixed 5.00000000 N N N N N N GAINWELL ACQUISITION COR N/A 59909TAC8 4183159.72220000 PA USD 4078580.73000000 0.081587098446 Long LON CORP US Y 2 2027-10-01 Floating 5.06160000 N N N N N N CHANGE HEALTH / FIN INC N/A 15911NAA3 21241000.00000000 PA USD 21139594.40000000 0.422872141955 Long DBT CORP US N 2 2025-03-01 Fixed 5.75000000 N N N N N N OWENS-BROCKWAY V2UQUCDZJ9WY98W8QU33 69073TAT0 1163000.00000000 PA USD 1146491.69000000 0.022934186319 Long DBT CORP US N 2 2027-05-13 Fixed 6.62500000 N N N N N ATHABASCA OIL CORP 549300STK2KBVO6WED71 04682RAE7 18944000.00000000 PA USD 20385895.28000000 0.407795298226 Long DBT CORP CA N 2 2026-11-01 Fixed 9.75000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GCS7 7979000.00000000 PA USD 7997629.93000000 0.159982960650 Long DBT CORP US N 2 2024-07-15 Fixed 4.62500000 N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAF6 6861000.00000000 PA USD 6610429.62000000 0.132233688109 Long DBT CORP US N 2 2027-10-01 Fixed 3.90000000 N N N N N N BRINK'S CO/THE XFP140TFNOQMIVFTVQ13 109696AA2 1311000.00000000 PA USD 1241177.92000000 0.024828270384 Long DBT CORP US N 2 2027-10-15 Fixed 4.62500000 N N N N N LBM ACQUISITION LLC 549300FAEB3VWZL4NI86 50179JAB4 8684338.47260000 PA USD 7920116.69000000 0.158432401580 Long LON CORP US N 2 2027-12-18 Floating 4.81160000 N N N N N N TRIDENT TPI HOLDINGS INC 549300TPLK304J3RNC85 89616RAB5 2000000.00000000 PA USD 1930000.74000000 0.038607341818 Long DBT CORP US N 2 2024-08-01 Fixed 9.25000000 N N N N N N WYNN MACAU LTD 254900NMDQ8ENTHU1I31 98313RAC0 18078000.00000000 PA USD 15469865.61000000 0.309456041704 Long DBT CORP KY N 2 2024-10-01 Fixed 4.87500000 N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DAZ8 15235000.00000000 PA USD 15334393.90000000 0.306746093202 Long DBT CORP US N 2 2023-03-15 Fixed 3.87500000 N N N N N N FIVE POINT OP CO LP/FIVE N/A 33834YAA6 34019000.00000000 PA USD 32952893.53000000 0.659182972340 Long DBT CORP US N 2 2025-11-15 Fixed 7.87500000 N N N N N N COMMSCOPE TECH LLC M4TWC4QDOKW45N7T6Y12 20337YAA5 8463000.00000000 PA USD 7898059.37000000 0.157991171442 Long DBT CORP US N 2 2025-06-15 Fixed 6.00000000 N N N N N CONSTELLIUM SE 724500KRJEMC79KAAU28 210383AG0 4236000.00000000 PA USD 4211274.72000000 0.084241482003 Long DBT CORP FR N 2 2026-02-15 Fixed 5.87500000 N N N N N NEXSTAR MEDIA INC 5493006PK6I4I2OOT688 65343HAA9 40900000.00000000 PA USD 40805703.41000000 0.816268982199 Long DBT CORP US N 2 2027-07-15 Fixed 5.62500000 N N N N N ANTERO MIDSTREAM PART/FI N/A 03690EAA6 22775000.00000000 PA USD 24104360.12000000 0.482178711735 Long DBT CORP US N 2 2026-05-15 Fixed 7.87500000 N N N N N N PARKLAND CORP 549300XHQS1JYWBNK868 70137TAP0 9825000.00000000 PA USD 9644570.65000000 0.192928027465 Long DBT CORP CA N 2 2027-07-15 Fixed 5.87500000 N N N N N ANTERO MIDSTREAM PART/FI N/A 03690AAD8 2200000.00000000 PA USD 2208929.87000000 0.044186983339 Long DBT CORP US N 2 2027-03-01 Fixed 5.75000000 N N N N N N BRINK'S CO/THE XFP140TFNOQMIVFTVQ13 109696AB0 3885000.00000000 PA USD 3881323.86000000 0.077641212184 Long DBT CORP US N 2 2025-07-15 Fixed 5.50000000 N N N N N N ALLISON TRANSMISSION INC MWKQ3I0U1GXP2YDSZW75 019736AE7 5775000.00000000 PA USD 5543575.71000000 0.110892559725 Long DBT CORP US N 2 2027-10-01 Fixed 4.75000000 N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAP9 5999000.00000000 PA USD 6301165.13000000 0.126047224223 Long DBT CORP US N 2 2028-06-15 Fixed 7.25000000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BX8 15150000.00000000 PA USD 12750249.09000000 0.255053386604 Long DBT CORP CA N 2 2028-02-15 Fixed 6.00000000 N N N N N DIGICEL INTL FINANCE LTD 5493007V023VOEW4FK27 000000000 9311348.42900000 PA USD 8225021.34000000 0.164531652115 Long LON CORP LC N 2 2024-05-27 Floating 4.58490000 N N N N N N Intelsat Emergence SA N/A 000000000 65184.00000000 NS USD 1959594.00000000 0.039199319365 Long EC CORP US N 2 N N N BOXER PARENT CO INC 5493006T045HLTF7YX04 103186AB8 16590000.00000000 PA USD 16169677.25000000 0.323454931256 Long DBT CORP US N 2 2025-10-02 Fixed 7.12500000 N N N N N N AMERICAN AXLE & MFG INC RY5TAKFOBLDUGX31MS24 02406PBA7 3000000.00000000 PA USD 2895754.05000000 0.057926074385 Long DBT CORP US N 2 2028-07-01 Fixed 6.87500000 N N N N N ALPHA 3 BV 549300RVASWYF4HCO804 000000000 11646987.49960000 PA USD 11301735.85000000 0.226077622695 Long LON CORP NL N 2 2028-03-18 Floating 3.42730000 N N N N N N BNP PARIBAS (SUISSE) SA QHSFEYI7HUOXXZ413E03 000000000 1.00000000 NC USD -257345.83000000 -0.00514789358 N/A DE CORP CH N 2 BNP PARIBAS (SUISSE) SA QHSFEYI7HUOXXZ413E03 IHS MARKIT LTD IBOXX USD LIQUID HIGH YIELD INDEX Y Performance Leg 2023-03-20 0.00000000 USD 0.00000000 USD -6159999.99000000 USD -257345.83000000 N N N SUMMIT MATERIALS LLC/FIN N/A 86614RAM9 5409000.00000000 PA USD 5433039.49000000 0.108681415688 Long DBT CORP US N 2 2027-03-15 Fixed 6.50000000 N N N N N N Chesapeake Energy Corp X2MT1W32SPAZ9WSKLE78 165167735 876941.00000000 NS USD 85396514.58000000 1.708254489309 Long EC CORP US N 1 N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC USD -186311.97000000 -0.00372694671 N/A DE CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 IHS MARKIT LTD IBOXX USD LIQUID HIGH YIELD INDEX Y 2022-12-20 0.00000000 USD 0.00000000 USD -4739999.99000000 USD -186311.97000000 N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AD9 7010000.00000000 PA USD 4781760.81000000 0.095653369586 Long DBT CORP CA N 2 2028-01-15 Fixed 7.00000000 N N N N N N SPIRIT AEROSYSTEMS INC ZD2NBKV6GCC3UMGBM518 85205TAL4 6836000.00000000 PA USD 6875561.85000000 0.137537339252 Long DBT CORP US N 2 2025-04-15 Fixed 7.50000000 N N N N N N SUNOCO LP/FINANCE CORP N/A 86765LAN7 865000.00000000 PA USD 864930.26000000 0.017301888804 Long DBT CORP US N 2 2028-03-15 Fixed 5.87500000 N N N N N N CENTURY COMMUNITIES 5299002QMB2O7ZL1CA26 156504AL6 9196000.00000000 PA USD 9378222.42000000 0.187600051705 Long DBT CORP US N 2 2027-06-01 Fixed 6.75000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CH3 5000000.00000000 PA USD 4896819.30000000 0.097954976191 Long DBT CORP US N 2 2029-06-15 Fixed 5.25000000 N N N N N N INTERNATIONAL GAME TECH 549300UQ6KHRCZDRGZ76 460599AD5 3725000.00000000 PA USD 3852289.28000000 0.077060410358 Long DBT CORP GB N 2 2027-01-15 Fixed 6.25000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DC6 1200000.00000000 PA USD 1250308.25000000 0.025010911646 Long DBT CORP US N 2 2026-03-15 Fixed 5.55000000 N N N N N N AVIS BUDGET CAR/FINANCE N/A 053773BG1 1020000.00000000 PA USD 927629.09000000 0.018556103433 Long DBT CORP US N 2 2028-04-01 Fixed 4.75000000 N N N N N N BEAZER HOMES USA 549300DUPYT2T0F60I45 07556QBR5 16562000.00000000 PA USD 14872148.00000000 0.297499420340 Long DBT CORP US N 2 2027-10-15 Fixed 5.87500000 N N N N N N DIAMOND SPORTS GROUP LLC 5493002K6DHWNZH8YA34 25277BAE8 1841752.86000000 PA USD 1849427.44000000 0.036995569931 Long LON CORP US N 2 2026-05-25 Floating 9.04510000 N N N N N N SS&C TECHNOLOGIES INC 549300KY09TR3J12JU49 78466CAC0 8000000.00000000 PA USD 8016930.08000000 0.160369036921 Long DBT CORP US N 2 2027-09-30 Fixed 5.50000000 N N N N N CAMELOT FINANCE SA N/A 13323AAB6 66801000.00000000 PA USD 64123220.46000000 1.282707845378 Long DBT CORP LU N 2 2026-11-01 Fixed 4.50000000 N N N N N VIASAT INC UFC8NYMNFSYIHNSM2I38 92555WAD7 15665600.00000000 PA USD 15078140.00000000 0.301620042364 Long LON CORP US N 2 2029-03-04 Floating 5.54510000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AH0 2750000.00000000 PA USD 2718741.14000000 0.054385144177 Long DBT CORP US N 2 2024-06-01 Fixed 5.25000000 N N N N N N FREEDOM MORTGAGE CORP 549300LYRWPSYPK6S325 35640YAF4 4475000.00000000 PA USD 3962709.70000000 0.079269237956 Long DBT CORP US N 2 2026-05-01 Fixed 7.62500000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AH0 900000.00000000 PA USD 828622.14000000 0.016575588565 Long DBT CORP US N 2 2025-06-25 Fixed 2.90000000 N N N N N N TRIDENT TPI HOLDINGS INC 549300TPLK304J3RNC85 89616RAA7 19422000.00000000 PA USD 18354332.65000000 0.367156333040 Long DBT CORP US N 2 2025-11-01 Fixed 6.62500000 N N N N N N MOTION BONDCO DAC 635400KFD3IETNQLA755 61978XAA5 9700000.00000000 PA USD 8791811.80000000 0.175869613067 Long DBT CORP IE N 2 2027-11-15 Fixed 6.62500000 N N N N N SUGAR HSP GMNG PROP/FIN N/A 865033AC8 22995000.00000000 PA USD 22122022.42000000 0.442524432026 Long DBT CORP US N 2 2025-05-15 Fixed 5.87500000 N N N N N N CHURCHILL DOWNS INC 529900FODTBQC8MIS994 171484AG3 6387000.00000000 PA USD 6388143.98000000 0.127787131428 Long DBT CORP US N 2 2027-04-01 Fixed 5.50000000 N N N N N NIELSEN CO LUX SARL/THE 549300MFMRJBOPHHM352 65410CAC4 29341000.00000000 PA USD 29141674.85000000 0.582944129902 Long DBT CORP LU N 2 2025-02-01 Fixed 5.00000000 N N N N N MEG ENERGY CORP 5493002WXPTG5ZC1T326 552704AE8 15478000.00000000 PA USD 16234135.13000000 0.324744333562 Long DBT CORP CA N 2 2027-02-01 Fixed 7.12500000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017BA1 16242000.00000000 PA USD 16276279.07000000 0.325587372357 Long DBT CORP US N 2 2025-09-01 Fixed 4.25000000 N N N N N N AMERIGAS PART/FIN CORP N/A 030981AK0 18924000.00000000 PA USD 18845229.42000000 0.376976132071 Long DBT CORP US N 2 2025-05-20 Fixed 5.50000000 N N N N N N CHESAPEAKE ENERGY FLLO BACKSTOP N/A 000000000 5043.00000000 NS USD 491087.34000000 0.009823611154 Long EC CORP US N 2 N N N Dreyfus Government Cash Management 5493000Q69I5Q3QZIA91 262006208 94354713.41000000 NS USD 94354713.41000000 1.887452474645 Long STIV RF US N 1 N N N HERC HOLDINGS INC 549300TP80QLITMSBP82 42704LAA2 24220000.00000000 PA USD 24275642.79000000 0.485605015390 Long DBT CORP US N 2 2027-07-15 Fixed 5.50000000 N N N N N CHESAPEAKE ENERGY CORP X2MT1W32SPAZ9WSKLE78 165167DF1 2425000.00000000 PA USD 2475859.57000000 0.049526590706 Long DBT CORP US N 2 2026-02-01 Fixed 5.50000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BR3 10200000.00000000 PA USD 9060490.48000000 0.181244206674 Long DBT CORP US N 2 2028-07-01 Fixed 4.25000000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBG1 12578000.00000000 PA USD 11343728.28000000 0.226917630715 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BG8 1200000.00000000 PA USD 1196796.38000000 0.023940471095 Long DBT CORP US N 2 2028-01-15 Fixed 4.87500000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 12686CBB4 4100000.00000000 PA USD 4126751.68000000 0.082550700321 Long DBT CORP US N 2 2022-09-15 Fixed 5.87500000 N N N N N N WR GRACE HOLDING LLC N/A 92943GAD3 5620000.00000000 PA USD 5255719.24000000 0.105134337512 Long DBT CORP US N 2 2027-06-15 Fixed 4.87500000 N N N N N N WEST CORP 5493005Z5DB0O5S30R71 68162RAD3 7152793.27670000 PA USD 6348104.03000000 0.126986180421 Long LON CORP US N 2 2024-10-10 Floating 4.56270000 N N N N N N PM GENERAL PURCHASER LLC N/A 69356MAA4 2950000.00000000 PA USD 2509978.03000000 0.050209089433 Long DBT CORP US N 2 2028-10-01 Fixed 9.50000000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BV2 17950000.00000000 PA USD 16416713.15000000 0.328396587098 Long DBT CORP CA N 2 2026-06-15 Fixed 7.12500000 N N N N N N GENTING NY LLC/GENNY CAP N/A 37255JAA0 4250000.00000000 PA USD 3880077.62000000 0.077616282653 Long DBT CORP US N 2 2026-02-15 Fixed 3.30000000 N N N N N N AMC ENTERTAINMENT HLDGS 549300ZO77UNR6NRBR11 00165CAP9 2436027.00000000 PA USD 1867314.82000000 0.037353385438 Long DBT CORP US N 2 2026-06-15 Fixed 10.00000000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 324000.00000000 PA USD 269169.21000000 0.005384406068 Long DBT NUSS EC N 2 2030-07-31 Variable 5.00000000 N N N N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AP4 9234000.00000000 PA USD 10120280.15000000 0.202444023439 Long DBT CORP US N 2 2028-09-15 Fixed 8.37500000 N N N N N FORESTAR GROUP INC 549300BC2UB0GHV60V70 346232AE1 3150000.00000000 PA USD 2853039.45000000 0.057071620224 Long DBT CORP US N 2 2028-03-01 Fixed 5.00000000 N N N N N N PRECISION DRILLING CORP 549300WF2OE8T5BP4B84 740212AL9 8221000.00000000 PA USD 8225295.23000000 0.164537130954 Long DBT CORP CA N 2 2026-01-15 Fixed 7.12500000 N N N N N N WYNN MACAU LTD 254900NMDQ8ENTHU1I31 98313RAG1 8839000.00000000 PA USD 7264291.93000000 0.145313416620 Long DBT CORP KY N 2 2026-01-15 Fixed 5.50000000 N N N N N N ENDEAVOR ENERGY RESOURCE N/A 29260FAE0 7943000.00000000 PA USD 8111111.21000000 0.162253017068 Long DBT CORP US N 2 2028-01-30 Fixed 5.75000000 N N N N N N TRANSDIGM UK HOLDINGS 549300JTYP71LZZSE903 89365DAB9 8575000.00000000 PA USD 8654390.09000000 0.173120657162 Long DBT CORP GB N 2 2026-05-15 Fixed 6.87500000 N N N N N N GOEASY LTD 5493009DJVZG2P8YV435 380355AD9 27557000.00000000 PA USD 26358290.34000000 0.527265872913 Long DBT CORP CA N 2 2024-12-01 Fixed 5.37500000 N N N N N N CCM MERGER INC 549300P77RSBKKFME089 14985VAE1 7865000.00000000 PA USD 7594477.43000000 0.151918380130 Long DBT CORP US N 2 2026-05-01 Fixed 6.37500000 N N N N N N HOWARD HUGHES CORP 549300BVHY25JZC1KI49 44267DAD9 23038000.00000000 PA USD 22435111.90000000 0.448787410233 Long DBT CORP US N 2 2028-08-01 Fixed 5.37500000 N N N N N N SENSATA TECHNOLOGIES BV PUCKW5P5O3XMOZVH7T53 81725WAJ2 3495000.00000000 PA USD 3524390.47000000 0.070501189329 Long DBT CORP NL N 2 2025-10-01 Fixed 5.00000000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 28470RAH5 48644000.00000000 PA USD 49207011.01000000 0.984327028764 Long DBT CORP US N 2 2025-07-01 Fixed 6.25000000 N N N N N N UNITI GRP/UNITI HLD/CSL N/A 91327AAA0 89698000.00000000 PA USD 92067863.32000000 1.841706791091 Long DBT CORP US N 2 2025-02-15 Fixed 7.87500000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAA3 4290000.00000000 PA USD 4075697.34000000 0.081529419700 Long DBT CORP US N 2 2026-12-01 Fixed 4.25000000 N N N N N N AMERIGAS PART/FIN CORP N/A 030981AH7 7218000.00000000 PA USD 7344962.45000000 0.146927133276 Long DBT CORP US N 2 2024-05-20 Fixed 5.62500000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GCN8 10375000.00000000 PA USD 10593388.36000000 0.211907983738 Long DBT CORP US N 2 2023-06-15 Fixed 6.75000000 N N N N N INTELSAT JACKSON HOLDINGS SA N/A 000000000 6971000.00000000 PA USD 6.97000000 0.000000139426 Long DBT CORP LU N 3 2023-08-01 Fixed 5.50000000 N N N N N N P&L DEV LLC/PLD FIN CORP N/A 69306RAA4 41702000.00000000 PA USD 34714894.12000000 0.694429673366 Long DBT CORP US N 2 2025-11-15 Fixed 7.75000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 013092AF8 2135000.00000000 PA USD 2010375.10000000 0.040215134149 Long DBT CORP US N 2 2026-03-15 Fixed 3.25000000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 77313LAA1 2000000.00000000 PA USD 1788248.16000000 0.035771752071 Long DBT CORP US N 2 2026-10-15 Fixed 2.87500000 N N N N N NATIONSTAR MTG HLD INC N/A 63861CAC3 9470000.00000000 PA USD 8937268.09000000 0.178779291075 Long DBT CORP US N 2 2028-08-15 Fixed 5.50000000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 44018.76000000 0.000880542311 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -5393732.48000000 USD 4315383.00000000 GBP 2022-06-06 44018.76000000 N N N DIVERSIFIED HEALTHCARE T N/A 81721MAK5 10585000.00000000 PA USD 10068172.45000000 0.201401671619 Long DBT CORP US N 2 2024-05-01 Fixed 4.75000000 N N N N N N AMERICAN AXLE & MFG INC RY5TAKFOBLDUGX31MS24 02406PAY6 1516000.00000000 PA USD 1460036.65000000 0.029206275855 Long DBT CORP US N 2 2026-03-15 Fixed 6.25000000 N N N N N MATTEL INC 549300VELLG24KHTJ564 577081BE1 1400000.00000000 PA USD 1360080.33000000 0.027206769983 Long DBT CORP US N 2 2026-04-01 Fixed 3.37500000 N N N N N N AMERICAN AXLE & MFG INC RY5TAKFOBLDUGX31MS24 02406PAU4 3125000.00000000 PA USD 2969197.31000000 0.059395218404 Long DBT CORP US N 2 2027-04-01 Fixed 6.50000000 N N N N N BREAD FINANCIAL HLDGS 549300G8S4PO686J7H97 018581AK4 20365000.00000000 PA USD 19211646.96000000 0.384305873932 Long DBT CORP US N 2 2024-12-15 Fixed 4.75000000 N N N N N N AMERICAN AIRLINES INC IWUQB36BXD6OWD6X4T14 023771S58 2721000.00000000 PA USD 3091004.30000000 0.061831820630 Long DBT CORP US N 2 2025-07-15 Fixed 11.75000000 N N N N N N NABORS INDUSTRIES INC 549300VFQWRKICUFNU92 62957HAJ4 7625000.00000000 PA USD 7699306.08000000 0.154015351099 Long DBT CORP US N 2 2027-05-15 Fixed 7.37500000 N N N N N N VENATOR FINANCE SARL 2221000BJZTBBAJL7429 92260UAB1 9399905.15550000 PA USD 8859410.61000000 0.177221845898 Long LON CORP LU N 3 2024-08-08 Floating 4.40190000 N N N N N N AVIS BUDGET CAR/FINANCE N/A 053773BC0 6575000.00000000 PA USD 6371508.29000000 0.127454354473 Long DBT CORP US N 2 2027-07-15 Fixed 5.75000000 N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBX0 30239000.00000000 PA USD 29311072.74000000 0.586332730801 Long DBT CORP US Y 2 2028-02-01 Fixed 5.00000000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBA6 12480000.00000000 PA USD 12746749.27000000 0.254983376917 Long DBT CORP US N 2 2024-12-01 Fixed 5.50000000 N N N N N N OLYMPUS WTR US HLDG CORP 549300YU2GGVCBN3MY89 681639AA8 3481000.00000000 PA USD 3176058.06000000 0.063533218726 Long DBT CORP US N 2 2028-10-01 Fixed 4.25000000 N N N N N N DISH DBS CORP N/A 25470XAY1 46200000.00000000 PA USD 39493158.94000000 0.790013109880 Long DBT CORP US N 2 2026-07-01 Fixed 7.75000000 N N N N N N TAYLOR MORRISON COMM 549300O1Z08HI2MRK572 87724RAG7 5786000.00000000 PA USD 5788403.85000000 0.115790051986 Long DBT CORP US N 2 2027-07-15 Fixed 6.62500000 N N N N N N UKG INC 529900FKHWSTQ1GXK240 90385KAK7 5554933.33750000 PA USD 5328108.74000000 0.106582402331 Long LON CORP US N 2 2026-05-03 Floating 4.31160000 N N N N N N BOXER PARENT CO INC 5493006T045HLTF7YX04 000000000 1125000.00000000 PA USD 1078593.75000000 0.021575969752 Long LON CORP US N 2 2026-03-23 Floating 6.56160000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDA5 4642000.00000000 PA USD 4605933.61000000 0.092136158079 Long DBT CORP US N 2 2027-11-01 Fixed 5.12500000 N N N N N N WEST CORP 5493005Z5DB0O5S30R71 68162RAC5 28653184.99950000 PA USD 25549099.51000000 0.511078984317 Long LON CORP US N 2 2024-10-10 Floating 5.01070000 N N N N N N CAMELOT US ACQUISITION LLC 549300U6VBJHQP2SFL81 000000000 2937812.50000000 PA USD 2834989.06000000 0.056710543898 Long LON CORP US N 2 2026-10-31 Floating 4.06160000 N N N N N N HAWAIIAN BRAND INTELLECT N/A 41984LAA5 2875000.00000000 PA USD 2858034.08000000 0.057171531786 Long DBT CORP KY N 2 2026-01-20 Fixed 5.75000000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCG8 1820000.00000000 PA USD 1756400.39000000 0.035134675765 Long DBT CORP US N 2 2028-08-01 Fixed 4.37500000 N N N N N N GOLDEN ENTERTAINMENT INC 549300P8YYCKQVJ0Y638 38101JAC0 9572372.11200000 PA USD 9356993.74000000 0.187175397513 Long LON CORP US N 2 2024-10-20 Floating 4.13630000 N N N N N N DIG INTL FIN/DIG INTL HL N/A 25381XAC7 3127710.52055000 PA USD 2662186.93000000 0.053253845276 Long DBT CORP N/A N 2 2026-12-31 Fixed 8.00000000 N N N N N N THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 1.00000000 NC USD -9790.60000000 -0.00019584916 N/A DFE CORP US N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 -13676597.00000000 EUR 14701015.15000000 USD 2022-07-05 -9790.60000000 N N N AMERICAN AIRLINES/AADVAN N/A 00253XAA9 39119000.00000000 PA USD 38711239.19000000 0.774371746414 Long DBT CORP N/A N 2 2026-04-20 Fixed 5.50000000 N N N N N N MARKET BIDCO FINCO PLC 549300UGYX6EBVHRVG53 000000000 6500000.00000000 PA 7003005.75000000 0.140086701078 Long DBT CORP GB N 2 2027-11-04 Fixed 5.50000000 N N N N N N LABL INC 5493004FUZN8R6Y3VB98 50168QAC9 10900000.00000000 PA USD 9974128.93000000 0.199520444194 Long DBT CORP US N 2 2028-11-01 Fixed 5.87500000 N N N N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD -151849.33000000 -0.00303756307 N/A DE CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 IHS MARKIT LTD IBOXX USD LIQUID HIGH YIELD INDEX Y Performance Leg 2023-03-20 0.00000000 USD 0.00000000 USD -5519999.99000000 USD -151849.33000000 N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 20338QAD5 23443000.00000000 PA USD 23005950.98000000 0.460206358956 Long DBT CORP US N 2 2026-03-01 Fixed 6.00000000 N N N N N N AT HOME GROUP INC 549300LGPR0P05O30I24 04650YAA8 725000.00000000 PA USD 583794.75000000 0.011678111307 Long DBT CORP US N 2 2028-07-15 Fixed 4.87500000 N N N N N N BEAZER HOMES USA 549300DUPYT2T0F60I45 07556QBM6 12045000.00000000 PA USD 11835489.27000000 0.236754717427 Long DBT CORP US N 2 2025-03-15 Fixed 6.75000000 N N N N N N DIGICEL LTD N/A 25380QAH2 11300000.00000000 PA USD 8910976.49000000 0.178253359262 Long DBT CORP BM N 2 2023-03-01 Fixed 6.75000000 N N N N N N MERITAGE HOMES CORP 52990044W9UMFJO2FB97 59001AAY8 5200000.00000000 PA USD 5318937.78000000 0.106398948314 Long DBT CORP US N 2 2025-06-01 Fixed 6.00000000 N N N N N N CITGO HOLDING INC 549300NYHOALWZ2BSL72 17302WAB4 582000.00000000 PA USD 578342.51000000 0.011569045808 Long DBT CORP US N 2 2024-08-01 Fixed 9.25000000 N N N N N TRIDENT TPI HOLDINGS INC 549300TPLK304J3RNC85 00216EAF6 529688.44120000 PA USD 505379.45000000 0.010109507612 Long LON CORP US N 2 2028-09-17 Floating 4.92840000 N N N N N N VENATOR FIN SARL/VENATOR N/A 9226ALAA2 25261000.00000000 PA USD 26146214.40000000 0.523023548992 Long DBT CORP N/A N 2 2025-07-01 Fixed 9.50000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 5.00000000 NC USD -4378.34000000 -0.00008758342 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2022-09-21 701565.84000000 USD -4378.34000000 N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CN4 9786000.00000000 PA USD 9131601.96000000 0.182666706240 Long DBT CORP US N 2 2028-03-15 Fixed 5.12500000 N N N N N N AVIS BUDGET FINANCE PLC 549300W3BJJPGKCIOI13 000000000 1825000.00000000 PA 1910648.56000000 0.038220224749 Long DBT CORP JE N 2 2026-01-30 Fixed 4.75000000 N N N N N N CHANGE HEALTHCARE HOLDINGS 549300GHXFJ3EKF50583 15911AAC7 18813036.85710000 PA USD 18444621.16000000 0.368962446010 Long LON CORP US Y 2 2024-03-01 Floating 3.56160000 N N N N N N SKILLSOFT FINANCE II INC 549300LDUD35NU8F0G43 83066YAB8 9952057.28750000 PA USD 9504214.71000000 0.190120375820 Long LON CORP US N 2 2028-07-16 Floating 6.29510000 N N N N N N MGM RESORTS INTL 54930066VBP7DZEGGJ87 552953CG4 11396000.00000000 PA USD 11577412.58000000 0.231592203869 Long DBT CORP US N 2 2025-05-01 Fixed 6.75000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -74456.38000000 -0.00148941026 N/A DE CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 IHS MARKIT LTD IBOXX USD LIQUID HIGH YIELD INDEX Y Performance Leg 2023-03-20 0.00000000 USD 0.00000000 USD -2829999.99000000 USD -74456.38000000 N N N NEW GOLD INC 5493005G0GNCHP0H6L96 644535AH9 5250000.00000000 PA USD 4945371.06000000 0.098926195712 Long DBT CORP CA N 2 2027-07-15 Fixed 7.50000000 N N N N N N Madison Park Funding Ltd N/A 55819JAN3 7500000.00000000 PA USD 7387395.00000000 0.147775945366 Long ABS-CBDO CORP KY N 2 2032-10-15 Floating 2.13635000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397ZQ9 1525000.00000000 PA USD 1548664.25000000 0.030979164319 Long DBT CORP US N 2 2024-03-18 Fixed 5.58400000 N N N N N NATIONAL CINEMEDIA LLC 7LJEQIVQVLNGS4X6T547 63530QAH2 1875000.00000000 PA USD 977830.33000000 0.019560318816 Long DBT CORP US N 2 2026-08-15 Fixed 5.75000000 N N N N N ADAPTHEALTH LLC N/A 00653VAA9 14451000.00000000 PA USD 13510962.88000000 0.270270550363 Long DBT CORP US N 2 2028-08-01 Fixed 6.12500000 N N N N N II-VI INC 549300O5C25A0MMHHU33 000000000 14775000.00000000 PA USD 14393317.43000000 0.287920991117 Long LON CORP US Y 2 2028-12-08 Floating 3.81160000 N N N N N N RAIN CII CARBON LLC/CII N/A 75079RAC2 16813000.00000000 PA USD 16192464.96000000 0.323910771967 Long DBT CORP US N 2 2025-04-01 Fixed 7.25000000 N N N N N N AMN HEALTHCARE INC 549300H27NUKBFFQEE84 00175PAB9 14965000.00000000 PA USD 14407047.48000000 0.288195644242 Long DBT CORP US N 2 2027-10-01 Fixed 4.62500000 N N N N N N VIASAT INC UFC8NYMNFSYIHNSM2I38 92552VAL4 8662000.00000000 PA USD 8340944.62000000 0.166850557804 Long DBT CORP US N 2 2027-04-15 Fixed 5.62500000 N N N N N JACOBS ENTERTAINMENT INC 5493004U9JIWY3HSUO63 469815AK0 4000000.00000000 PA USD 3686392.28000000 0.073741840549 Long DBT CORP US N 2 2029-02-15 Fixed 6.75000000 N N N N N N ASCENT RESOURCES UTICA 549300EGLQ2M2CL7JZ89 000000000 21327000.00000000 PA USD 22624385.39000000 0.452573598587 Long LON CORP US N 2 2025-11-01 Floating 10.00000000 N N N N N N NABORS INDUSTRIES LTD N/A 629571AA8 6225000.00000000 PA USD 6033018.63000000 0.120683276237 Long DBT CORP BM N 2 2026-01-15 Fixed 7.25000000 N N N N N N INTELSAT JACKSON HLDG 8XJ8KF85PBKK1TLMFN29 000000000 32147980.28000000 PA USD 30251249.44000000 0.605139834070 Long LON CORP LU N 2 2029-02-01 Floating 5.29510000 N N N N N N WYNN RESORTS FINANCE LLC N/A 983133AB5 26375000.00000000 PA USD 26830502.32000000 0.536711905210 Long DBT CORP US N 2 2025-04-15 Fixed 7.75000000 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAN4 23148000.00000000 PA USD 24056129.60000000 0.481213918234 Long DBT CORP US N 2 2025-06-15 Fixed 7.12500000 N N N N N N ADIENT GLOBAL HOLDINGS 213800VA38VCKE6M8790 00687YAA3 5475000.00000000 PA USD 5091267.98000000 0.101844687993 Long DBT CORP JE N 2 2026-08-15 Fixed 4.87500000 N N N N N N SUNOCO LP/FINANCE CORP N/A 86765LAQ0 6575000.00000000 PA USD 6715732.15000000 0.134340138478 Long DBT CORP US N 2 2027-04-15 Fixed 6.00000000 N N N N N TPC GRP INC CONTRACTUAL RIGHTS N/A 000000000 6759788.00000000 NS USD 31771.00000000 0.000635540614 Long EC CORP US N 3 N N N Carlyle Global Market Strategi 549300Q4PPEXLDSOKL32 14311NAL8 7000000.00000000 PA USD 6880294.40000000 0.137632008219 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 2.40271000 N N N N N N MGM RESORTS INTL 54930066VBP7DZEGGJ87 552953CH2 13264000.00000000 PA USD 12072377.10000000 0.241493373343 Long DBT CORP US N 2 2028-10-15 Fixed 4.75000000 N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404121AH8 710000.00000000 PA USD 738985.59000000 0.014782517270 Long DBT CORP US N 2 2026-09-01 Fixed 5.37500000 N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAL8 1700000.00000000 PA USD 1534242.54000000 0.030690675369 Long DBT CORP CA N 2 2028-08-01 Fixed 4.00000000 N N N N N TAYLOR MORR COMM/HLDGS N/A 877249AD4 13425000.00000000 PA USD 13552687.73000000 0.271105205766 Long DBT CORP N/A N 2 2024-03-01 Fixed 5.62500000 N N N N N N LSF11 A5 HOLDCO LLC 254900FPK7P5WNA66Y10 50216YAB6 6335000.00000000 PA USD 6042006.25000000 0.120863062758 Long LON CORP US N 2 2028-10-13 Floating 4.54600000 N N N N N N BAUSCH HEALTH AMERICAS KOO0397YRO83WY5MGD97 91911XAW4 38200000.00000000 PA USD 30382934.21000000 0.607774029395 Long DBT CORP US N 2 2027-01-31 Fixed 8.50000000 N N N N N AETHON UN/AETHIN UN FIN N/A 00810GAC8 4925000.00000000 PA USD 5024774.20000000 0.100514559957 Long DBT CORP US N 2 2026-02-15 Fixed 8.25000000 N N N N N N ILIAD HOLDING SAS 9695009PXA7OI9NXN582 449691AA2 13720000.00000000 PA USD 13276030.95000000 0.265571019872 Long DBT CORP FR N 2 2026-10-15 Fixed 6.50000000 N N N N N N LEGACY LIFEPOINT HEALTH N/A 53219LAT6 7375000.00000000 PA USD 7517991.81000000 0.150388377361 Long DBT CORP US N 2 2025-04-15 Fixed 6.75000000 N N N N N N NATIONSTAR MTG HLD INC N/A 63861CAA7 5875000.00000000 PA USD 5706338.68000000 0.114148437036 Long DBT CORP US N 2 2027-01-15 Fixed 6.00000000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BT7 14325000.00000000 PA USD 13127119.43000000 0.262592224147 Long DBT CORP CA N 2 2027-04-15 Fixed 7.87500000 N N N N N N ZAYO GROUP HOLDINGS INC 529900Z6OTS7RT0V0I47 98919VAA3 31329000.00000000 PA USD 27359958.13000000 0.547303031426 Long DBT CORP US N 2 2027-03-01 Fixed 4.00000000 N N N N N FORESTAR GROUP INC 549300BC2UB0GHV60V70 346232AF8 13810000.00000000 PA USD 12647682.59000000 0.253001667222 Long DBT CORP US N 2 2026-05-15 Fixed 3.85000000 N N N N N N FINASTRA USA INC 549300ZB2RO6QC7YTK71 02034DAC1 26544738.76950000 PA USD 25008939.82000000 0.500273739865 Long LON CORP US N 2 2024-06-13 Floating 4.50000000 N N N N N N MPH ACQUISITION HOLDINGS 5493002WXOPRPTXWTU06 553283AD4 5525000.00000000 PA USD 5237335.63000000 0.104766595521 Long DBT CORP US N 2 2028-09-01 Fixed 5.50000000 N N N N N N HILCORP ENERGY I/HILCORP N/A 431318AU8 1200000.00000000 PA USD 1174958.76000000 0.023503635791 Long DBT CORP US N 2 2029-02-01 Fixed 5.75000000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AK1 8031000.00000000 PA USD 8032603.07000000 0.160682556222 Long DBT CORP CA N 2 2023-04-01 Fixed 7.25000000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 16496.17000000 0.000329986025 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -13676597.00000000 EUR 14700194.55000000 USD 2022-06-02 16496.17000000 N N N DISH DBS CORP N/A 25470XAL9 5555000.00000000 PA USD 5443041.97000000 0.108881503261 Long DBT CORP US N 2 2023-03-15 Fixed 5.00000000 N N N N N SENSATA TECHNOLOGIES BV PUCKW5P5O3XMOZVH7T53 81725WAH6 1100000.00000000 PA USD 1122722.27000000 0.022458707681 Long DBT CORP NL N 2 2024-11-01 Fixed 5.62500000 N N N N N N OWENS-BROCKWAY V2UQUCDZJ9WY98W8QU33 69073TAS2 5435000.00000000 PA USD 5457508.94000000 0.109170897583 Long DBT CORP US N 2 2025-08-15 Fixed 6.37500000 N N N N N CITGO PETROLEUM CORP YX52P86PXMLYDOTUQ225 17302XAK2 9285000.00000000 PA USD 9310176.18000000 0.186238868576 Long DBT CORP US N 2 2025-06-15 Fixed 7.00000000 N N N N N TRI POINTE HOMES INC N/A 87265HAF6 21693000.00000000 PA USD 20732985.61000000 0.414738422513 Long DBT CORP US N 2 2027-06-01 Fixed 5.25000000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBE8 7567000.00000000 PA USD 7490127.53000000 0.149830985978 Long DBT CORP US N 2 2025-05-01 Fixed 4.12500000 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 853496AC1 32511000.00000000 PA USD 31448375.04000000 0.629086890815 Long DBT CORP US N 2 2027-02-15 Fixed 5.00000000 N N N N N MATTAMY GROUP CORP 5493008TNY7A82WCXU31 57701RAJ1 33644000.00000000 PA USD 31083933.84000000 0.621796683257 Long DBT CORP CA N 2 2027-12-15 Fixed 5.25000000 N N N N N N DANA FINANCING LUX SARL 222100DKCE3D036DQU13 235822AB9 12473000.00000000 PA USD 12358775.51000000 0.247222428821 Long DBT CORP LU N 2 2025-04-15 Fixed 5.75000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AE4 3050000.00000000 PA USD 3014940.92000000 0.060310264264 Long DBT CORP US N 2 2025-06-01 Fixed 3.95000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290BW2 1885000.00000000 PA USD 1959298.31000000 0.039193404442 Long DBT CORP MX N 2 2027-06-05 Fixed 7.37500000 N N N N N N GRAY TELEVISION INC 529900TM5726KDN7UU35 389375AJ5 35012000.00000000 PA USD 34616386.46000000 0.692459146193 Long DBT CORP US N 2 2026-07-15 Fixed 5.87500000 N N N N N N CEC ENTERTAINMENT INC N/A 000000000 366068.00000000 NS USD 7382310.32000000 0.147674232462 Long EC CORP US N 2 N N N TRI POINTE HOMES INC N/A 87265HAG4 2393000.00000000 PA USD 2286830.87000000 0.045745299081 Long DBT CORP US N 2 2028-06-15 Fixed 5.70000000 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 853496AD9 9100000.00000000 PA USD 8637314.50000000 0.172779080537 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N DIVERSIFIED HEALTHCARE T N/A 81721MAM1 3000000.00000000 PA USD 2511464.07000000 0.050238815874 Long DBT CORP US N 2 2028-02-15 Fixed 4.75000000 N N N N N N VERSCEND ESCROW CORP N/A 92535WAA8 32980000.00000000 PA USD 34009153.76000000 0.680312186906 Long DBT CORP US N 2 2026-08-15 Fixed 9.75000000 N N N N N N INTELLIGENT PACKAGING N/A 45827MAA5 17732000.00000000 PA USD 16402155.86000000 0.328105386033 Long DBT CORP CA N 2 2028-09-15 Fixed 6.00000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAS8 500000.00000000 PA USD 522190.00000000 0.010445782432 Long DBT CORP US N 2 2025-06-01 Fixed 8.87500000 N N N N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD -44238.27000000 -0.00088493334 N/A DE CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 IHS MARKIT LTD IBOXX USD LIQUID HIGH YIELD INDEX Y 2022-12-20 0.00000000 USD 0.00000000 USD -4510000.01000000 USD -44238.27000000 N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AQ0 43776000.00000000 PA USD 43771044.12000000 0.875587053962 Long DBT CORP US N 2 2027-04-15 Fixed 5.50000000 N N N N N DIAMOND BC BV 549300SWLHWJF3D4N658 000000000 12568500.00000000 PA USD 11916509.06000000 0.238375420809 Long LON CORP NL N 2 2028-09-29 Floating 4.06170000 N N N N N N WR GRACE HOLDING LLC N/A 92943GAC5 8500000.00000000 PA USD 8502158.75000000 0.170075452434 Long DBT CORP US N 2 2024-10-01 Fixed 5.62500000 N N N N N N WILLIAM CARTER TGI2A0HXEYNQPU7TYV27 96926JAC1 9090000.00000000 PA USD 9057103.93000000 0.181176462817 Long DBT CORP US N 2 2027-03-15 Fixed 5.62500000 N N N N N N DIG INTL FIN/DIG INTL HL N/A 25381XAA1 14353060.87550000 PA USD 13701551.90000000 0.274083054311 Long DBT CORP N/A N 2 2024-05-25 Fixed 8.75000000 N N N N N N GOLDEN ENTERTAINMENT INC 549300P8YYCKQVJ0Y638 381013AA9 13666000.00000000 PA USD 13768332.37000000 0.275418917236 Long DBT CORP US N 2 2026-04-15 Fixed 7.62500000 N N N N N N AMERIGAS PART/FIN CORP N/A 030981AL8 10873000.00000000 PA USD 10782099.11000000 0.215682915156 Long DBT CORP US N 2 2027-05-20 Fixed 5.75000000 N N N N N N ASURION LLC 549300KNQVXGIOXWK278 04649VAY6 2054250.00000000 PA USD 1940239.13000000 0.038812148487 Long LON CORP US Y 2 2027-07-31 Floating 4.31160000 N N N N N N JELD-WEN INC 549300XWE6NM0N1HFW16 475795AC4 450000.00000000 PA USD 413559.26000000 0.008272755228 Long DBT CORP US N 2 2025-12-15 Fixed 4.62500000 N N N N N N RADIATE HOLDCO / FINANCE N/A 75026JAC4 24349000.00000000 PA USD 22579921.94000000 0.451684160787 Long DBT CORP US N 2 2026-09-15 Fixed 4.50000000 N N N N N N DIG INTL FIN/DIG INTL HL N/A 25381VAA5 15663000.00000000 PA USD 14977144.17000000 0.299599742346 Long DBT CORP N/A N 2 2024-05-25 Fixed 8.75000000 N N N N N GRAHAM PACKAGING/GPC CAP 549300YS0ZFT826HIK72 384701AA6 11950000.00000000 PA USD 9873095.98000000 0.197499401634 Long DBT CORP US N 2 2028-08-15 Fixed 7.12500000 N N N N N N AMSTED INDUSTRIES N2VLGYMEEBIU3PFSUY86 032177AH0 11346000.00000000 PA USD 10959892.10000000 0.219239449926 Long DBT CORP US N 2 2027-07-01 Fixed 5.62500000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAF6 4775000.00000000 PA USD 4956734.78000000 0.099153513253 Long DBT CORP US N 2 2023-10-01 Fixed 8.25000000 N N N N N N AMERIGAS PART/FIN CORP N/A 030981AJ3 11889000.00000000 PA USD 12086510.77000000 0.241776100400 Long DBT CORP US N 2 2026-08-20 Fixed 5.87500000 N N N N N N JELD-WEN INC 549300XWE6NM0N1HFW16 475795AD2 6927000.00000000 PA USD 6310600.70000000 0.126235971444 Long DBT CORP US N 2 2027-12-15 Fixed 4.87500000 N N N N N PENN NATIONAL GAMING INC N/A 707569AS8 19289000.00000000 PA USD 17825747.45000000 0.356582622329 Long DBT CORP US N 2 2027-01-15 Fixed 5.62500000 N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AY3 12585000.00000000 PA USD 11700628.39000000 0.234056987843 Long DBT CORP US N 2 2028-04-01 Fixed 7.50000000 N N N N N TPC GROUP INC 549300K276KVW5JD1583 89236YAC8 4877730.00000000 PA USD 4907659.21000000 0.098171815544 Long DBT CORP US N 2 2024-08-01 Fixed 10.87500000 N N N N N N BEAZER HOMES USA 549300DUPYT2T0F60I45 07556QBT1 6667000.00000000 PA USD 6248290.67000000 0.124989534292 Long DBT CORP US N 2 2029-10-15 Fixed 7.25000000 N N N N N N ENVIVA PARTNERS LP/FIN C N/A 29413XAD9 5525000.00000000 PA USD 5598692.84000000 0.111995111571 Long DBT CORP US N 2 2026-01-15 Fixed 6.50000000 N N N N N SPCM SA 969500F7036FEDYPRV54 7846ELAD9 18392000.00000000 PA USD 16094994.61000000 0.321960994932 Long DBT CORP FR N 2 2027-03-15 Fixed 3.12500000 N N N N N VIASAT INC UFC8NYMNFSYIHNSM2I38 92552VAK6 27817000.00000000 PA USD 26381074.22000000 0.527721637010 Long DBT CORP US N 2 2025-09-15 Fixed 5.62500000 N N N N N N TICP CLO Ltd 549300T5OQR4UD880D68 87249AAA3 14250000.00000000 PA USD 14043375.00000000 0.280920814002 Long ABS-CBDO CORP KY N 2 2031-01-20 Floating 2.20271000 N N N N N N SINCLAIR TELEVISION GROU 549300CQGEN0CH65UD62 829259AW0 3020000.00000000 PA USD 2662709.54000000 0.053264299460 Long DBT CORP US N 2 2027-02-15 Fixed 5.12500000 N N N N N PGIM Core Short-Term Bond Fund E0CZ3XBGWL3ADZM3C128 74440E102 1646542.26100000 NS USD 15016465.42000000 0.300386316624 Long EC RF US N 1 N N N MGM RESORTS INTL 54930066VBP7DZEGGJ87 552953CD1 10072000.00000000 PA USD 9434311.56000000 0.188722047441 Long DBT CORP US N 2 2026-09-01 Fixed 4.62500000 N N N N N LAMB WESTON HLD 5493005SMYID1D2OY946 513272AC8 1000000.00000000 PA USD 990440.88000000 0.019812577690 Long DBT CORP US N 2 2028-05-15 Fixed 4.87500000 N N N N N CA MAGNUM HOLDINGS 549300ZRDHFR078MFZ78 12674CAA1 2100000.00000000 PA USD 1952859.74000000 0.039064608599 Long DBT CORP MU N 2 2026-10-31 Fixed 5.37500000 N N N N N N RANGE RESOURCES CORP H3Y3WLYCX0BTO1TRW162 75281ABA6 11308000.00000000 PA USD 11337280.71000000 0.226788654837 Long DBT CORP US N 2 2023-03-15 Fixed 5.00000000 N N N N N N TIBCO SOFTWARE INC 04EEB871XLHVNY4RZJ65 88632NAP5 12850737.37760000 PA USD 12609786.05000000 0.252243592552 Long LON CORP US N 2 2026-07-03 Floating 4.81160000 N N N N N N BOXER PARENT CO INC 5493006T045HLTF7YX04 05988HAE7 18844354.13190000 PA USD 18045824.63000000 0.360985001426 Long LON CORP US N 2 2025-10-02 Floating 4.76660000 N N N N N N LUMEN TECHNOLOGIES INC 8M3THTGWLTYZVE6BBY25 156700AZ9 5000000.00000000 PA USD 4928508.90000000 0.098588888497 Long DBT CORP US N 2 2025-04-01 Fixed 5.62500000 N N N N N N B&G FOODS INC 549300TRW1LZMDJZAQ78 05508WAB1 17976000.00000000 PA USD 16100130.52000000 0.322063732630 Long DBT CORP US N 2 2027-09-15 Fixed 5.25000000 N N N N N M/I HOMES INC 5299005M71FH9CCSFB69 55305BAS0 8974000.00000000 PA USD 8377780.36000000 0.167587412446 Long DBT CORP US N 2 2028-02-01 Fixed 4.95000000 N N N N N N MGM RESORTS INTL 54930066VBP7DZEGGJ87 552953CF6 17000000.00000000 PA USD 16561793.21000000 0.331298739077 Long DBT CORP US N 2 2027-04-15 Fixed 5.50000000 N N N N N N ATLAS LUXCO 4 / ALL UNI N/A 049362AA4 3625000.00000000 PA USD 3213076.21000000 0.064273722261 Long DBT CORP N/A N 2 2028-06-01 Fixed 4.62500000 N N N N N N FORTRESS TRANS & INFRAST 529900E7PUVK6BC8PE80 34960PAD3 6125000.00000000 PA USD 5264612.68000000 0.105312240075 Long DBT CORP US N 2 2028-05-01 Fixed 5.50000000 N N N N N N H&E EQUIPMENT SERVICES 254900KVLRCDMQRYY541 404030AJ7 18599000.00000000 PA USD 16214327.91000000 0.324348113967 Long DBT CORP US Y 2 2028-12-15 Fixed 3.87500000 N N N N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 914906AS1 45428000.00000000 PA USD 45256140.42000000 0.905294617953 Long DBT CORP US N 2 2025-02-15 Fixed 5.12500000 N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AB3 8075000.00000000 PA USD 7888631.10000000 0.157802570249 Long DBT CORP US N 2 2025-02-01 Variable 3.60000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAA9 32099000.00000000 PA USD 32226418.59000000 0.644650715564 Long DBT CORP FR N 2 2027-02-01 Fixed 8.12500000 N N N N N N US FOODS INC 5493000JOOFAOUY1JZ87 90290MAC5 5950000.00000000 PA USD 6128772.57000000 0.122598718556 Long DBT CORP US N 2 2025-04-15 Fixed 6.25000000 N N N N N N BIG RIVER STEEL/BRS FIN N/A 08949LAB6 5861000.00000000 PA USD 5928571.35000000 0.118593934115 Long DBT CORP US N 2 2029-01-31 Fixed 6.62500000 N N N N N N RHP HOTEL PPTY/RHP FINAN N/A 749571AF2 10000000.00000000 PA USD 9636309.40000000 0.192762771102 Long DBT CORP US N 2 2027-10-15 Fixed 4.75000000 N N N N N CLARIV SCI HLD CORP N/A 18064PAC3 6185000.00000000 PA USD 5792937.55000000 0.115880743198 Long DBT CORP US N 2 2028-07-01 Fixed 3.87500000 N N N N N EG GLOBAL FINANCE PLC 549300TL8Q5207VYET27 000000000 5307000.00000000 PA 5372986.79000000 0.107480133705 Long DBT CORP GB N 2 2025-02-07 Fixed 4.37500000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 197677AJ6 23730000.00000000 PA USD 25888571.69000000 0.517869716682 Long DBT CORP US N 2 2027-12-01 Fixed 7.05000000 N N N N N N CORNERSTONE CHEMICAL CO BL03B05TRUKQ14Y1HC46 21925AAE5 6000000.00000000 PA USD 5535073.80000000 0.110722489249 Long DBT CORP US N 2 2024-08-15 Fixed 6.75000000 N N N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 56.00000000 NC -29975.06000000 -0.00059961499 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Long BUNDESOBLIGATION Bundesobligation 2022-09-08 7589028.26000000 USD -29975.06000000 N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BH5 27082000.00000000 PA USD 27077862.41000000 0.541660046083 Long DBT CORP US N 2 2025-05-01 Fixed 5.37500000 N N N N N N ASCENT RESOURCES/ARU FIN N/A 04364VAK9 8489000.00000000 PA USD 11518869.01000000 0.230421110216 Long DBT CORP US N 2 2027-11-01 Fixed 9.00000000 N N N N N N KRONOS ACQ / KIK CUSTOM N/A 50106GAE2 900000.00000000 PA USD 814689.50000000 0.016296882871 Long DBT CORP US N 2 2026-12-31 Fixed 5.00000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AM6 3199000.00000000 PA USD 3264050.80000000 0.065293407580 Long DBT CORP US N 2 2027-03-01 Fixed 5.75000000 N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AG6 2800000.00000000 PA USD 2926129.64000000 0.058533701503 Long DBT CORP US N 2 2026-03-15 Fixed 6.75000000 N N N N N ARTERA SERVICES LLC 549300J2G34D0WX8Z443 73939VAA2 2025000.00000000 PA USD 1598915.36000000 0.031984377291 Long DBT CORP US N 2 2025-12-04 Fixed 9.03300000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DR3 5000000.00000000 PA USD 5518427.20000000 0.110389494052 Long DBT CORP US N 2 2028-05-15 Fixed 7.15000000 N N N N N N LIFEPT/LEGACY LIFEPT N/A 53219LAR0 17443000.00000000 PA USD 17726232.11000000 0.354591937731 Long DBT CORP US N 2 2026-12-01 Fixed 9.75000000 N N N N N N SHEA HOMES LP/FNDG CP N/A 82088KAE8 6075000.00000000 PA USD 5363332.58000000 0.107287012854 Long DBT CORP US N 2 2028-02-15 Fixed 4.75000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDJ6 9343000.00000000 PA USD 9118699.70000000 0.182408612058 Long DBT CORP US N 2 2028-10-01 Fixed 6.12500000 N N N N N N SPRINT CORP 549300ZTTY7CXOLJ6539 85207UAK1 1500000.00000000 PA USD 1662000.45000000 0.033246318587 Long DBT CORP US N 2 2026-03-01 Fixed 7.62500000 N N N N N N ALTA EQUIPMENT GROUP N/A 02128LAA4 19350000.00000000 PA USD 17412270.88000000 0.348311521215 Long DBT CORP US N 2 2026-04-15 Fixed 5.62500000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CE0 6098000.00000000 PA USD 6109004.88000000 0.122203289710 Long DBT CORP US N 2 2028-01-15 Fixed 5.75000000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CK0 7765000.00000000 PA USD 7646546.71000000 0.152959963405 Long DBT CORP US N 2 2026-06-01 Fixed 5.25000000 N N N N N N PGIM Core Ultra Short Bond Fund 1VRLPVAWKZCB406TIT84 000000000 49000000.00000000 NS USD 49000000.00000000 0.980186022671 Long STIV RF US N 1 N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BE6 7425000.00000000 PA USD 7553787.89000000 0.151104434857 Long DBT CORP US N 2 2026-03-15 Fixed 6.25000000 N N N N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 000000000 1.00000000 NC USD 148599.56000000 0.002972555340 N/A DCR CORP GB N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 EQT CORP EQT Corp Y Default Event 2022-06-20 22678.87000000 USD 0.00000000 USD 12000000.00000000 USD 125920.69000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD -141005.70000000 -0.00282064931 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -4315383.00000000 GBP 5296745.54000000 USD 2022-06-06 -141005.70000000 N N N TRIDENT TPI HOLDINGS INC 549300TPLK304J3RNC85 00216EAB5 14369909.46400000 PA USD 14015145.14000000 0.280356109631 Long LON CORP US N 2 2024-10-05 Floating 4.31270000 N N N N N N COGENT COMMUNICATIONS GR 549300KFWFYF8Q1U0Y26 19240CAC7 1150000.00000000 PA USD 1102728.27000000 0.022058751776 Long DBT CORP US N 2 2026-05-01 Fixed 3.50000000 N N N N N N LABL INC 5493004FUZN8R6Y3VB98 50168AAB6 7075000.00000000 PA USD 6850875.32000000 0.137043514933 Long DBT CORP US N 2 2026-07-15 Fixed 6.75000000 N N N N N VENATOR FIN SARL/VENATOR N/A 9226APAA3 4070000.00000000 PA USD 3454719.83000000 0.069107512032 Long DBT CORP N/A N 2 2025-07-15 Fixed 5.75000000 N N N N N AVIS BUDGET CAR/FINANCE N/A 053773BE6 13920000.00000000 PA USD 13344828.52000000 0.266947232454 Long DBT CORP US N 2 2027-07-15 Fixed 5.75000000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAB6 3729000.00000000 PA USD 3492578.57000000 0.069864830559 Long DBT CORP US N 2 2026-12-01 Fixed 4.12500000 N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAB8 19625000.00000000 PA USD 19619030.47000000 0.392455090715 Long DBT CORP US N 2 2027-02-15 Fixed 5.62500000 N N N N N N DIG INTL FIN/DIG INTL HL N/A 25381XAB9 5665288.61680000 PA USD 5505043.83000000 0.110121775844 Long DBT CORP N/A N 2 2025-12-31 Fixed 13.00000000 N N N N N N LFS TOPCO LLC N/A 50203TAA4 11200000.00000000 PA USD 10038820.18000000 0.200814514786 Long DBT CORP US N 2 2026-10-15 Fixed 5.87500000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BM2 8866000.00000000 PA USD 8635313.33000000 0.172739049539 Long DBT CORP CA N 2 2025-03-15 Fixed 7.50000000 N N N N N N POPULAR INC 5493008CARDZMVQ3LO89 733174AK2 10115000.00000000 PA USD 10262782.78000000 0.205294617034 Long DBT CORP PR N 2 2023-09-14 Fixed 6.12500000 N N N N N N EMPIRE COMMUNITIES CORP 549300JM1L6KK2QFP273 29163VAC7 30366000.00000000 PA USD 27243079.79000000 0.544965020911 Long DBT CORP CA N 2 2025-12-15 Fixed 7.00000000 N N N N N N BOYD GAMING CORP 254900787YGRYS2A1Z35 103304BU4 1900000.00000000 PA USD 1847001.21000000 0.036947036120 Long DBT CORP US N 2 2027-12-01 Fixed 4.75000000 N N N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 -4.00000000 NC 4913.69000000 0.000098292454 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Short BUNDESREPUB. DEUTSCHLAND Bundesrepublik Deutschland Bundesanleihe 2022-09-08 -660025.60000000 USD 4913.69000000 N N N GENON HLDGS CLASS A N/A 000000000 41315.00000000 NS USD 5205690.00000000 0.104133562782 Long EC CORP US N 3 N N N HERITAGE POWER LLC 9845009CA1DFDE381P22 42727CAC1 10395456.72150000 PA USD 4465711.48000000 0.089331183142 Long LON CORP US N 2 2026-08-02 Floating 7.06160000 N N N N N N LD HOLDINGS GROUP LLC N/A 521088AA2 4975000.00000000 PA USD 4159179.05000000 0.083199370828 Long DBT CORP US N 2 2025-11-01 Fixed 6.50000000 N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GCY4 2575000.00000000 PA USD 2573555.06000000 0.051480871395 Long DBT CORP US N 2 2026-01-01 Fixed 4.87500000 N N N N N N VISTRA CORP 549300ZH5GKBTJZ7NM23 92840VAA0 9867000.00000000 PA USD 9836692.03000000 0.196771184431 Long DBT CORP US N 2 2026-09-01 Fixed 5.50000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 013092AC5 17925000.00000000 PA USD 17417139.94000000 0.348408920899 Long DBT CORP US N 2 2027-01-15 Fixed 4.62500000 N N N N N N MAXIM CRANE WORKS LLC N/A 18911YAA3 38660000.00000000 PA USD 37698670.39000000 0.754116526317 Long DBT CORP US N 2 2024-08-01 Fixed 10.12500000 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830BF5 900000.00000000 PA USD 738500.22000000 0.014772808028 Long DBT CORP KY N 2 2026-01-15 Fixed 7.50000000 N N N N N N BROOKFIELD RESID PROPERT N/A 11283YAB6 31689000.00000000 PA USD 29720336.40000000 0.594519557721 Long DBT CORP CA N 2 2027-09-15 Fixed 6.25000000 N N N N N N STL HOLDING CO LLC 984500BC2I63E7F48656 861036AA9 10659000.00000000 PA USD 9861852.72000000 0.197274493750 Long DBT CORP US N 2 2026-02-15 Fixed 7.50000000 N N N N N N GLOBAL PART/GLP FINANCE N/A 37954FAG9 6197000.00000000 PA USD 6018592.46000000 0.120394698070 Long DBT CORP US N 2 2027-08-01 Fixed 7.00000000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 534924.00000000 PA USD 342614.51000000 0.006853590895 Long DBT NUSS EC Y 2 2035-07-31 Variable 1.00000000 N N N N N N TPC GROUP INC 549300K276KVW5JD1583 89236YAB0 9649000.00000000 PA USD 3614495.04000000 0.072303622800 Long DBT CORP US N 2 2024-08-01 Fixed 10.50000000 N N N N N N ROCKIES EXPRESS PIPELINE W2ZGZGZKY5GGNY6F3V51 77340RAS6 7020000.00000000 PA USD 6798476.67000000 0.135995343007 Long DBT CORP US N 2 2025-05-15 Fixed 3.60000000 N N N N N N JAGUAR LAND ROVER AUTOMO 529900L73GEWN1O5NH84 47010BAJ3 6625000.00000000 PA USD 6538574.62000000 0.130796315320 Long DBT CORP GB N 2 2025-10-15 Fixed 7.75000000 N N N N N N MPT OPER PARTNERSP/FINL N/A 55342UAH7 10925000.00000000 PA USD 10828433.93000000 0.216609787461 Long DBT CORP US N 2 2027-10-15 Fixed 5.00000000 N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BL0 20458000.00000000 PA USD 19590230.35000000 0.391878978979 Long DBT CORP US N 2 2027-11-15 Fixed 5.50000000 N N N N N N MASONITE INTERNATIONAL C 549300H0H07ZFT4JYM32 575385AD1 1652000.00000000 PA USD 1650329.73000000 0.033012859880 Long DBT CORP CA N 2 2028-02-01 Fixed 5.37500000 N N N N N N DISH DBS CORP N/A 25470XAJ4 9420000.00000000 PA USD 9436183.18000000 0.188759486946 Long DBT CORP US N 2 2022-07-15 Fixed 5.87500000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAH8 10120000.00000000 PA USD 9674038.82000000 0.193517502737 Long DBT CORP US N 2 2026-09-01 Fixed 4.50000000 N N N N N N AVIENT CORP SM8L9RZYIB34LNTWO040 73179PAM8 39987000.00000000 PA USD 40550124.92000000 0.811156442125 Long DBT CORP US N 2 2025-05-15 Fixed 5.75000000 N N N N N N SASOL FINANCING INT N/A 803865AA2 2000000.00000000 PA USD 2002328.64000000 0.040054174402 Long DBT CORP IM N 2 2022-11-14 Fixed 4.50000000 N N N N N DISH DBS CORP N/A 25470XAW5 17307000.00000000 PA USD 15911127.28000000 0.318282950302 Long DBT CORP US N 2 2024-11-15 Fixed 5.87500000 N N N N N MPT OPER PARTNERSP/FINL N/A 55342UAG9 1485000.00000000 PA USD 1497337.74000000 0.029952439264 Long DBT CORP US N 2 2026-08-01 Fixed 5.25000000 N N N N N ASHTON WOODS USA/FINANCE N/A 045086AK1 3635000.00000000 PA USD 3402364.65000000 0.068060209672 Long DBT CORP US N 2 2028-01-15 Fixed 6.62500000 N N N N N N TAYLOR MORRISON COMM 549300O1Z08HI2MRK572 87724RAB8 693000.00000000 PA USD 685980.92000000 0.013722222644 Long DBT CORP US N 2 2028-01-15 Fixed 5.75000000 N N N N N N SCOTTS MIRACLE-GRO CO 2TH9E0JTOUXOEGI2R879 810186AS5 1750000.00000000 PA USD 1576002.52000000 0.031526033506 Long DBT CORP US N 2 2029-10-15 Fixed 4.50000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC USD -129579.48000000 -0.00259208153 N/A DE CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 IHS MARKIT LTD IBOXX USD LIQUID HIGH YIELD INDEX Y 2023-06-20 0.00000000 USD 0.00000000 USD -4740000.01000000 USD -129579.48000000 N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBR3 18629000.00000000 PA USD 18639502.47000000 0.372860812053 Long DBT CORP US N 2 2026-05-01 Fixed 5.50000000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -44065.99000000 -0.00088148709 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -4315383.00000000 GBP 5394854.48000000 USD 2022-07-05 -44065.99000000 N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 3.00000000 NC -5541.90000000 -0.00011085903 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Long BUNDESSCHATZANWEISUNGEN Bundesschatzanweisungen 2022-06-08 371339.22000000 USD -5541.90000000 N N N SSL ROBOTICS LLC N/A 78472GAA7 10231000.00000000 PA USD 10832364.16000000 0.216688406982 Long DBT CORP US N 2 2023-12-31 Fixed 9.75000000 N N N N N N TAYLOR MORRISON COMM 549300O1Z08HI2MRK572 87724RAA0 6681000.00000000 PA USD 6701303.69000000 0.134051514502 Long DBT CORP US N 2 2027-06-15 Fixed 5.87500000 N N N N N N WHITE CAP BUYER LLC N/A 96350TAC4 3959924.62430000 PA USD 3779253.06000000 0.075599408684 Long LON CORP US N 2 2027-10-19 Floating 4.96070000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AB6 1000000.00000000 PA USD 893763.43000000 0.017878661666 Long DBT CORP US N 2 2027-01-15 Fixed 3.50000000 N N N N N N ALLIED UNIVERSAL N/A 019576AA5 55846000.00000000 PA USD 55417603.10000000 1.108562448338 Long DBT CORP US Y 2 2026-07-15 Fixed 6.62500000 N N N N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 914906AU6 12490000.00000000 PA USD 12667986.37000000 0.253407819903 Long DBT CORP US N 2 2027-06-01 Fixed 6.62500000 N N N N N N GRAY TELEVISION INC 529900TM5726KDN7UU35 389284AA8 2000000.00000000 PA USD 2033139.38000000 0.040670506171 Long DBT CORP US N 2 2027-05-15 Fixed 7.00000000 N N N N N QUEBECOR MEDIA INC 5493006O1E1TBNKPQW25 74819RAP1 16706000.00000000 PA USD 16878861.99000000 0.337641318391 Long DBT CORP CA N 2 2023-01-15 Fixed 5.75000000 N N N N N N DIAMOND SPORTS GROUP LLC 5493002K6DHWNZH8YA34 25277BAG3 1554150.57260000 PA USD 463331.14000000 0.009268381781 Long LON CORP US N 2 2026-08-24 Floating 4.29510000 N N N N N N TK ELEVATOR US NEWCO INC 549300C2AFWPAYWS5574 92537RAA7 26957000.00000000 PA USD 26421464.69000000 0.528529599747 Long DBT CORP US N 2 2027-07-15 Fixed 5.25000000 N N N N N N LUMEN TECHNOLOGIES INC 8M3THTGWLTYZVE6BBY25 156700AX4 2753000.00000000 PA USD 2833590.55000000 0.056682568389 Long DBT CORP US N 2 2023-12-01 Fixed 6.75000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DB8 175000.00000000 PA USD 185650.46000000 0.003713713999 Long DBT CORP US N 2 2024-07-01 Fixed 6.95000000 N N N N N N B&G FOODS INC 549300TRW1LZMDJZAQ78 05508RAE6 22380000.00000000 PA USD 21171936.55000000 0.423519107738 Long DBT CORP US N 2 2025-04-01 Fixed 5.25000000 N N N N N HOME POINT CAPITAL INC 549300DQF6YN0E43PM71 43734LAA4 4250000.00000000 PA USD 3496071.00000000 0.069934692417 Long DBT CORP US N 2 2026-02-01 Fixed 5.00000000 N N N N N DIVERSIFIED HEALTHCARE T N/A 25525PAA5 42149000.00000000 PA USD 44223798.01000000 0.884643850588 Long DBT CORP US N 2 2025-06-15 Fixed 9.75000000 N N N N N N MGM RESORTS INTL 54930066VBP7DZEGGJ87 552953CE9 965000.00000000 PA USD 963417.93000000 0.019272016101 Long DBT CORP US N 2 2025-06-15 Fixed 5.75000000 N N N N N ILIAD HOLDING SAS 9695009PXA7OI9NXN582 449691AC8 4425000.00000000 PA USD 4260759.49000000 0.085231365266 Long DBT CORP FR N 2 2028-10-15 Fixed 7.00000000 N N N N N N SPRINT CORP 549300ZTTY7CXOLJ6539 85207UAJ4 2215000.00000000 PA USD 2396749.30000000 0.047944084973 Long DBT CORP US N 2 2025-02-15 Fixed 7.62500000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC USD 359550.76000000 0.007192380191 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 IHS MARKIT LTD CDX.NA.IG.38.V1 Y Default Event 2032-06-20 472666.14000000 USD 0.00000000 USD -33915000.00000000 USD -113115.38000000 N N N ANTERO RESOURCES CORP APVBKPOULHUX7YZLKU17 03674XAN6 2601000.00000000 PA USD 2823316.91000000 0.056477056586 Long DBT CORP US N 2 2026-07-15 Fixed 8.37500000 N N N N N N ECO MATERIAL TECH INC N/A 27900QAA4 3075000.00000000 PA USD 2913916.59000000 0.058289394137 Long DBT CORP US N 2 2027-01-31 Fixed 7.87500000 N N N N N N DIAMOND SPORTS GR/DIAMON N/A 25277LAF3 15460000.00000000 PA USD 5053265.65000000 0.101084497121 Long DBT CORP US N 2 2026-08-15 Fixed 5.37500000 N N N N N HUDBAY MINERALS INC 549300WI524AL577IX21 443628AJ1 20285000.00000000 PA USD 18069601.11000000 0.361460621291 Long DBT CORP CA N 2 2026-04-01 Fixed 4.50000000 N N N N N N ALTA MESA HLDGS/FINANC S N/A 000000000 10985000.00000000 PA USD 74698.00000000 0.001494243582 Long DBT CORP US N 3 2024-12-15 None 0.00000000 Y N N N N N JBS USA LUX/JBS USA FIN N/A 472141AA8 630000.00000000 PA USD 655346.74000000 0.013109422745 Long DBT CORP N/A N 2 2028-02-15 Fixed 6.75000000 N N N N N N NOVA CHEMICALS CORP 549300ZOD6N7RI2FJP09 66977WAQ2 9350000.00000000 PA USD 9267728.98000000 0.185389763430 Long DBT CORP CA N 2 2024-06-01 Fixed 4.87500000 N N N N N CAESARS RESORT / FINCO N/A 12770RAA1 13536000.00000000 PA USD 13588266.56000000 0.271816917437 Long DBT CORP US N 2 2025-07-01 Fixed 5.75000000 N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 3684.00000000 NC USD 634300.56000000 0.012688419246 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2022-09-30 415485030.36000000 USD 634300.56000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD -528160.78000000 -0.01056522069 N/A DE CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 IHS MARKIT LTD IBOXX USD LIQUID HIGH YIELD INDEX Y 2022-12-20 0.00000000 USD 0.00000000 USD -10279999.99000000 USD -528160.78000000 N N N VISTAJET MALTA/XO MGMT N/A 92840JAD1 4275000.00000000 PA USD 4027614.73000000 0.080567584960 Long DBT CORP N/A N 2 2027-05-01 Fixed 7.87500000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAM1 20447000.00000000 PA USD 20793123.34000000 0.415941405419 Long DBT CORP US N 2 2025-03-15 Fixed 6.87500000 N N N N N N ARDAGH PKG FIN/HLDGS USA N/A 03969AAR1 3475000.00000000 PA USD 2901023.62000000 0.058031485791 Long DBT CORP N/A Y 2 2027-08-15 Fixed 5.25000000 N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAE8 21900000.00000000 PA USD 22425381.44000000 0.448592764093 Long DBT CORP US N 2 2027-09-30 Fixed 5.87500000 N N N N N N VERSCEND HOLDING CORP N/A 92531HAD9 17791098.06570000 PA USD 17390798.36000000 0.347881989297 Long LON CORP US Y 2 2025-08-27 Floating 5.06160000 N N N N N N GREYSTAR REAL ESTATE PAR 254900HGC806SXAS4M46 39807UAB2 8150000.00000000 PA USD 8181866.99000000 0.163668401284 Long DBT CORP US N 2 2025-12-01 Fixed 5.75000000 N N N N N N MIDCONTINENT COMM & FIN N/A 59565XAC4 23983000.00000000 PA USD 22907063.62000000 0.458228236342 Long DBT CORP US N 2 2027-08-15 Fixed 5.37500000 N N N N N N LABL INC 5493004FUZN8R6Y3VB98 50168AAA8 2000000.00000000 PA USD 1927398.14000000 0.038555279937 Long DBT CORP US N 2 2027-07-15 Fixed 10.50000000 N N N N N KRONOS ACQ / KIK CUSTOM N/A 50106GAF9 3000000.00000000 PA USD 2406027.45000000 0.048129683197 Long DBT CORP US N 2 2027-12-31 Fixed 7.00000000 N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AH0 4150000.00000000 PA USD 2651545.60000000 0.053040978277 Long DBT CORP CA N 2 2028-01-30 Fixed 5.00000000 N N N N N N ARDAGH PKG FIN/HLDGS USA N/A 03969AAN0 5553000.00000000 PA USD 5167811.27000000 0.103375844380 Long DBT CORP N/A N 2 2026-08-15 Fixed 4.12500000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AE7 700000.00000000 PA USD 635435.89000000 0.012711130156 Long DBT CORP US N 2 2026-08-18 Fixed 3.50000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AS6 22800000.00000000 PA USD 21686077.96000000 0.433803887815 Long DBT CORP US N 2 2028-02-01 Fixed 5.37500000 N N N N N N XPLORNET COMMUNICATIONS N/A 000000000 12736000.00000000 PA USD 11685280.00000000 0.233749961775 Long LON CORP CA N 2 2028-10-01 Floating 5.06160000 N N N N N N ALLIED UNIVERSAL N/A 019576AB3 5975000.00000000 PA USD 5613220.56000000 0.112285721124 Long DBT CORP US N 2 2027-07-15 Fixed 9.75000000 N N N N N N NORTONLIFELOCK INC YF6ZV0M6AU4FY94MK914 871503AU2 46405000.00000000 PA USD 46480247.56000000 0.929781407930 Long DBT CORP US N 2 2025-04-15 Fixed 5.00000000 N N N N N N EG GLOBAL FINANCE PLC 549300TL8Q5207VYET27 28228PAA9 20050000.00000000 PA USD 19512403.56000000 0.390322147719 Long DBT CORP GB N 2 2025-02-07 Fixed 6.75000000 N N N N N N 2022-07-22 Prudential Investment Portfolios, Inc. 15 Christian J. Kelly Christian J. Kelly Treasurer and Principal Financial and Accounting Officer XXXX