0001752724-23-037785.txt : 20230224
0001752724-23-037785.hdr.sgml : 20230224
20230224102211
ACCESSION NUMBER: 0001752724-23-037785
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20221231
FILED AS OF DATE: 20230224
DATE AS OF CHANGE: 20230224
PERIOD START: 20221231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: MFS VARIABLE INSURANCE TRUST II
CENTRAL INDEX KEY: 0000719269
IRS NUMBER: 046540044
STATE OF INCORPORATION: MA
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-03732
FILM NUMBER: 23663329
BUSINESS ADDRESS:
STREET 1: 111 HUNTINGTON AVENUE
STREET 2: 21ST FLOOR
CITY: BOSTON
STATE: MA
ZIP: 02199
BUSINESS PHONE: 16179545839
MAIL ADDRESS:
STREET 1: 111 HUNTINGTON AVENUE
STREET 2: 21ST FLOOR
CITY: BOSTON
STATE: MA
ZIP: 02199
FORMER COMPANY:
FORMER CONFORMED NAME: MFS SUN LIFE SERIES TRUST
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: COMPASS SERIES TRUST
DATE OF NAME CHANGE: 19850325
0000719269
S000002636
MFS High Yield Portfolio
C000007241
Initial Class
C000007242
Service Class
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000719269
XXXXXXXX
S000002636
C000007241
C000007242
MFS VARIABLE INSURANCE TRUST II
811-03732
0000719269
LQOFLJQP174GQBC84T87
111 HUNTINGTON AVENUE
BOSTON
02199
617-954-5000
MFS High Yield Portfolio
S000002636
ZJO44YL9IRHSPRALW090
2022-12-31
2022-12-31
N
253482830.66
379387.23
253103443.43
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
51412.37000000
USD
N
HERENS HOLDCO SARL
2221002FZ55AMAUX4G64
Herens Holdco Sarl
427169AA5
690000.00000000
PA
USD
515712.90000000
0.203755781830
Long
DBT
CORP
LU
Y
2
2028-05-15
Fixed
4.75000000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAA7
1312000.00000000
PA
USD
1174240.00000000
0.463936793623
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
6.00000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397XL2
1950000.00000000
PA
USD
1825181.12000000
0.721120619800
Long
DBT
CORP
US
N
2
2025-08-04
Fixed
4.13000000
N
N
N
N
N
N
NEPTUNE BIDCO US INC
549300VG15T3VCYZ4531
Neptune Bidco US Inc
640695AA0
620000.00000000
PA
USD
584350.00000000
0.230873982621
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
9.29000000
N
N
N
N
N
N
SPECTRUM BRANDS INC
549300VU3EH2E73C1Q04
Spectrum Brands Inc
84762LAX3
620000.00000000
PA
USD
482211.11000000
0.190519379533
Long
DBT
CORP
US
Y
2
2031-03-15
Fixed
3.88000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-4196.48000000
-0.00165800984
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
73647.22000000
EUR
74724.27000000
USD
2023-01-20
-4196.48000000
N
N
N
CROWN AMER/CAP CORP V
N/A
Crown Americas LLC / Crown Americas Capital Corp V
22819KAB6
1315000.00000000
PA
USD
1253957.70000000
0.495432888232
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
4.25000000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AP4
455000.00000000
PA
USD
469077.97000000
0.185330536654
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
8.38000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAK7
1445000.00000000
PA
USD
1230215.20000000
0.486052336281
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
4.00000000
N
N
N
N
N
N
Allied Universal
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AA5
170000.00000000
PA
USD
155550.00000000
0.061457085645
Long
DBT
CORP
US
Y
2
2026-07-15
Fixed
6.63000000
N
N
N
N
N
N
MOOG INC
549300WM2I4U7OBAHG07
Moog Inc
615394AM5
1336000.00000000
PA
USD
1235800.00000000
0.488258864933
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
4.25000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AG2
1227000.00000000
PA
USD
999912.45000000
0.395060784811
Long
DBT
CORP
US
Y
2
2030-07-15
Fixed
4.38000000
N
N
N
N
N
N
BAFFINLAND IRON CORP/LP
N/A
Baffinland Iron Mines Corp / Baffinland Iron Mines LP
056623AA9
904000.00000000
PA
USD
856517.66000000
0.338406166424
Long
DBT
CORP
CA
Y
2
2026-07-15
Fixed
8.75000000
N
N
N
N
N
N
ENLINK MIDSTREAM LLC
54930000GY1H533OBE23
EnLink Midstream LLC
29336TAD2
1105000.00000000
PA
USD
1093618.50000000
0.432083611814
Long
DBT
CORP
US
Y
2
2030-09-01
Fixed
6.50000000
N
N
N
N
N
N
VIAVI SOLUTIONS INC
5493006K3E3N1QOBF092
Viavi Solutions Inc
925550AF2
1250000.00000000
PA
USD
1050568.18000000
0.415074629472
Long
DBT
CORP
US
Y
2
2029-10-01
Fixed
3.75000000
N
N
N
N
N
N
CROWNROCK LP/CROWNROCK F
N/A
CrownRock LP / CrownRock Finance Inc
228701AG3
840000.00000000
PA
USD
754753.26000000
0.298199522602
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
5.00000000
N
N
N
N
N
N
SS&C Technologies Inc
549300KY09TR3J12JU49
SS&C Technologies Inc
78466CAC0
1310000.00000000
PA
USD
1226678.89000000
0.484655156554
Long
DBT
CORP
US
Y
2
2027-09-30
Fixed
5.50000000
N
N
N
N
N
N
CANPACK SA/CANPACK US
N/A
Canpack SA / Canpack US LLC
13806CAA0
1428000.00000000
PA
USD
1125349.29000000
0.444620300201
Long
DBT
CORP
N/A
Y
2
2029-11-15
Fixed
3.88000000
N
N
N
N
N
N
PETSMART INC/PETSMART FI
N/A
PetSmart Inc / PetSmart Finance Corp
71677KAB4
775000.00000000
PA
USD
727874.19000000
0.287579726350
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
7.75000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp
62886EAY4
1035000.00000000
PA
USD
882372.99000000
0.348621487737
Long
DBT
CORP
US
Y
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
AG TTMT ESCROW ISSUER
N/A
AG TTMT Escrow Issuer LLC
00840KAA7
925000.00000000
PA
USD
929625.00000000
0.367290538367
Long
DBT
CORP
US
Y
2
2027-09-30
Fixed
8.63000000
N
N
N
N
N
N
LAMB WESTON HLD
5493005SMYID1D2OY946
Lamb Weston Holdings Inc
513272AD6
1490000.00000000
PA
USD
1315968.00000000
0.519932870989
Long
DBT
CORP
US
Y
2
2030-01-31
Fixed
4.13000000
N
N
N
N
N
N
KINETIK HOLDINGS LP
549300RD6AJIMYC0HY12
Kinetik Holdings LP
49461MAA8
1011000.00000000
PA
USD
948098.61000000
0.374589376245
Long
DBT
CORP
US
Y
2
2030-06-15
Fixed
5.88000000
N
N
N
N
N
N
BALL CORP
0BGI85ALH27ZJP15DY16
Ball Corp
058498AX4
825000.00000000
PA
USD
662582.25000000
0.261783182804
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
3.13000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BG6
960000.00000000
PA
USD
766123.20000000
0.302691733315
Long
DBT
CORP
LR
Y
2
2028-04-01
Fixed
5.50000000
N
N
N
N
N
N
MATTAMY GROUP CORP
5493008TNY7A82WCXU31
Mattamy Group Corp
57701RAJ1
510000.00000000
PA
USD
452284.89000000
0.178695668407
Long
DBT
CORP
CA
Y
2
2027-12-15
Fixed
5.25000000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
28470RAK8
917000.00000000
PA
USD
900998.35000000
0.355980281338
Long
DBT
CORP
US
Y
2
2027-07-01
Fixed
8.13000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCP6
760000.00000000
PA
USD
560914.20000000
0.221614606422
Long
DBT
CORP
US
Y
2
2034-01-15
Fixed
4.25000000
N
N
N
N
N
N
B&G Foods Inc
549300TRW1LZMDJZAQ78
B&G Foods Inc
05508RAE6
620000.00000000
PA
USD
543682.77000000
0.214806548118
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.25000000
N
N
N
N
N
N
PATRICK INDUSTRIES INC
549300FZ5ZTCCJ3Z5W14
Patrick Industries Inc
703343AC7
1110000.00000000
PA
USD
1076731.75000000
0.425411734984
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
7.50000000
N
N
N
N
N
N
AXALTA COAT/DUTCH HLD BV
N/A
Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV
05454NAA7
834000.00000000
PA
USD
770949.60000000
0.304598621635
Long
DBT
CORP
N/A
Y
2
2027-06-15
Fixed
4.75000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBT9
665000.00000000
PA
USD
619826.55000000
0.244890603462
Long
DBT
CORP
US
Y
2
2027-05-01
Fixed
5.13000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BL5
1379000.00000000
PA
USD
1092988.12000000
0.431834551592
Long
DBT
CORP
PA
Y
2
2026-03-01
Fixed
7.63000000
N
N
N
N
N
N
ENTEGRIS INC
IYX6OWO7BT5DKO3BYG52
Entegris Inc
29362UAD6
570000.00000000
PA
USD
464122.50000000
0.183372653374
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
3.63000000
N
N
N
N
N
N
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
Avantor Funding Inc
05352TAA7
1300000.00000000
PA
USD
1181232.00000000
0.466699300488
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
4.63000000
N
N
N
N
N
N
NEXTERA ENERGY OPERATING
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP
65342QAC6
146000.00000000
PA
USD
135736.20000000
0.053628744895
Long
DBT
CORP
US
Y
2
2024-09-15
Fixed
4.25000000
N
N
N
N
N
N
PRESTIGE BRANDS INC
549300JBVP4J6D42I235
Prestige Brands Inc
74112BAM7
420000.00000000
PA
USD
346361.43000000
0.136845799214
Long
DBT
CORP
US
Y
2
2031-04-01
Fixed
3.75000000
N
N
N
N
N
N
AXALTA COATING SYSTEMS
549300G80QONCHILSF69
Axalta Coating Systems LLC
05453GAC9
1410000.00000000
PA
USD
1163482.89000000
0.459686709209
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
3.38000000
N
N
N
N
N
N
TRIVIUM PACKAGING FIN
724500GMZWW3PVYET548
Trivium Packaging Finance BV
89686QAB2
835000.00000000
PA
USD
766133.30000000
0.302695723778
Long
DBT
CORP
NL
Y
2
2027-08-15
Fixed
8.50000000
N
N
N
N
N
N
MERITAGE HOMES CORP
52990044W9UMFJO2FB97
Meritage Homes Corp
59001ABD3
835000.00000000
PA
USD
708125.93000000
0.279777280152
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
3.88000000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304BU4
470000.00000000
PA
USD
437748.60000000
0.172952447452
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.75000000
N
N
N
N
N
N
TERRAFORM POWER OPERATIN
5493000S2OLR3UT5BE13
TerraForm Power Operating LLC
88104LAE3
1585000.00000000
PA
USD
1426484.15000000
0.563597290763
Long
DBT
CORP
US
Y
2
2028-01-31
Fixed
5.00000000
N
N
N
N
N
N
ARD FINANCE SA
6354006P6QPGGPVJW880
ARD Finance SA
00191AAD8
610000.00000000
PA
USD
424274.80000000
0.167629011383
Long
DBT
CORP
LU
Y
2
2027-06-30
Fixed
6.50000000
N
N
Y
N
N
N
AVATION CAPITAL SA
N/A
AVATION CAPITAL SA
000000000
11113.00000000
NS
2687.01000000
0.001061625224
N/A
DE
GB
N
2
N/A
N/A
Call
Purchased
Avation Capital SA
Avation Capital SA
1.00000000
1.14000000
GBP
2026-10-31
XXXX
2687.01000000
N
N
N
ELDORADO GOLD CORP
5493004PWQ01YDD1IH62
Eldorado Gold Corp
284902AF0
730000.00000000
PA
USD
638627.33000000
0.252318704694
Long
DBT
CORP
CA
Y
2
2029-09-01
Fixed
6.25000000
N
N
N
N
N
N
TAYLOR MORRISON COMM
549300O1Z08HI2MRK572
Taylor Morrison Communities Inc
87724RAB8
1089000.00000000
PA
USD
1019688.06000000
0.402874036868
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
N
ENTEGRIS ESCROW CORP
N/A
Entegris Escrow Corp
29365BAB9
418000.00000000
PA
USD
385479.60000000
0.152301207275
Long
DBT
CORP
US
Y
2
2030-06-15
Fixed
5.95000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp
62886EBA5
621000.00000000
PA
USD
519356.71000000
0.205195434310
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
5.13000000
N
N
N
N
N
N
ALLIED UNIVERSAL
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AC1
465000.00000000
PA
USD
337478.23000000
0.133336087975
Long
DBT
CORP
US
Y
2
2029-06-01
Fixed
6.00000000
N
N
N
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP Corp
65342RAE0
815000.00000000
PA
USD
693806.03000000
0.274119553885
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
4.88000000
N
N
N
N
N
N
Mattel Inc
549300VELLG24KHTJ564
Mattel Inc
577081AU6
140000.00000000
PA
USD
120842.77000000
0.047744419578
Long
DBT
CORP
US
N
2
2040-10-01
Fixed
6.20000000
N
N
N
N
N
N
CATALENT PHARMA SOLUTION
549300HALRZ339MSTH85
Catalent Pharma Solutions Inc
14879EAH1
2174000.00000000
PA
USD
1730993.15000000
0.683907388434
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
3.13000000
N
N
N
N
N
N
JAZZ SECURITIES DAC
6354009DV8VV7K6KOO02
Jazz Securities DAC
47216FAA5
1650000.00000000
PA
USD
1470397.50000000
0.580947252267
Long
DBT
CORP
IE
Y
2
2029-01-15
Fixed
4.38000000
N
N
N
N
N
N
SCRIPPS ESCROW INC
N/A
Scripps Escrow Inc
81104PAA7
829000.00000000
PA
USD
739882.50000000
0.292324154098
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.88000000
N
N
N
N
N
N
CLEARWAY ENERGY OP LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAD7
1755000.00000000
PA
USD
1457086.94000000
0.575688311566
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
SABRE GLBL INC
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc
78573NAH5
387000.00000000
PA
USD
398503.58000000
0.157446921543
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
11.25000000
N
N
N
N
N
N
MICHAELS COS INC/THE
549300H9LWMBP7HYLR98
Michaels Cos Inc/The
55916AAB0
655000.00000000
PA
USD
437650.22000000
0.172913577969
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
7.88000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBM9
1100000.00000000
PA
USD
858186.14000000
0.339065375156
Long
DBT
CORP
US
Y
2
2031-09-01
Fixed
3.88000000
N
N
N
N
N
N
API GROUP DE INC
549300XP4G7B4QYA0G83
APi Group DE Inc
00185PAA9
1345000.00000000
PA
USD
1165920.74000000
0.460649892470
Long
DBT
CORP
US
Y
2
2029-10-15
Fixed
4.75000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BP1
614000.00000000
PA
USD
539871.78000000
0.213300843593
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.63000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CN4
1205000.00000000
PA
USD
1075212.82000000
0.424811612765
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
5.13000000
N
N
N
N
N
N
GRAFTECH FINANCE INC
1Z010BU876CF2HDBIN43
GrafTech Finance Inc
384311AA4
1121000.00000000
PA
USD
920590.56000000
0.363721072903
Long
DBT
CORP
US
Y
2
2028-12-15
Fixed
4.63000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAH3
145000.00000000
PA
USD
138583.75000000
0.054753798732
Long
DBT
CORP
US
Y
2
2027-07-01
Fixed
6.50000000
N
N
N
N
N
N
SPRINT LLC
549300ZTTY7CXOLJ6539
Sprint LLC
85207UAK1
912000.00000000
PA
USD
959703.07000000
0.379174244725
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
7.63000000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT Midstream Inc
23345MAA5
826000.00000000
PA
USD
709624.86000000
0.280369500463
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
4.13000000
N
N
N
N
N
N
US ACUTE CARE SOLUTIONS
N/A
US Acute Care Solutions LLC
90367UAA9
785000.00000000
PA
USD
696627.50000000
0.275234303634
Long
DBT
CORP
US
Y
2
2026-03-01
Fixed
6.38000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBA8
723000.00000000
PA
USD
567894.81000000
0.224372613151
Long
DBT
CORP
BM
Y
2
2026-03-15
Fixed
5.88000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAC4
2175000.00000000
PA
USD
1944793.65000000
0.768378977245
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.50000000
N
N
N
N
N
N
MICHAELS COS INC/THE
549300H9LWMBP7HYLR98
Michaels Cos Inc/The
55916AAA2
550000.00000000
PA
USD
442491.87000000
0.174826491494
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
5.25000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AR8
127000.00000000
PA
USD
75393.11000000
0.029787469098
Long
DBT
CORP
CA
Y
2
2030-10-15
Fixed
14.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT MAR23
000000000
2.00000000
NC
USD
-2741.58000000
-0.00108318557
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Ultra Long Term U.S. Treasury Bond Futures
WNH3 Comdty
2023-03-22
271366.58000000
USD
-2741.58000000
N
N
N
iHeartCommunications Inc
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBD8
1040000.00000000
PA
USD
884444.60000000
0.349439971267
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
8.38000000
N
N
N
N
N
N
COLGATE ENERGY PARTNERS
549300QRLZK0B17DH791
Colgate Energy Partners III LLC
19416MAA7
155000.00000000
PA
USD
150356.16000000
0.059405023480
Long
DBT
CORP
US
Y
2
2026-02-15
Fixed
7.75000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
5754.06000000
0.002273402495
N/A
DFE
GB
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
74184.38000000
USD
66094.42000000
GBP
2023-01-20
5754.06000000
N
N
N
NABORS INDUSTRIES LTD
5493008TXYN3II3PU369
Nabors Industries Ltd
629571AA8
695000.00000000
PA
USD
654967.27000000
0.258774539423
Long
DBT
CORP
BM
Y
2
2026-01-15
Fixed
7.25000000
N
N
N
N
N
N
REALOGY GROUP/CO-ISSUER
N/A
Realogy Group LLC / Realogy Co-Issuer Corp
75606DAL5
665000.00000000
PA
USD
502999.35000000
0.198732717020
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
5.75000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BA4
1395000.00000000
PA
USD
786766.05000000
0.310847627886
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
5.75000000
N
N
N
N
N
N
SENSATA TECHNOLOGIES BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAL7
580000.00000000
PA
USD
549680.71000000
0.217176306474
Long
DBT
CORP
NL
Y
2
2030-09-01
Fixed
5.88000000
N
N
N
N
N
N
IQVIA Inc
549300PLWY28YB00C717
IQVIA Inc
46266TAA6
1310000.00000000
PA
USD
1248823.00000000
0.493404192007
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
5.00000000
N
N
N
N
N
N
CATALENT PHARMA SOLUTION
549300HALRZ339MSTH85
Catalent Pharma Solutions Inc
000000000
310000.00000000
PA
268312.68000000
0.106009099032
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
2.38000000
N
N
N
N
N
N
DUN & BRADSTREET CORP
RI37BMPWE56BCJ747E14
Dun & Bradstreet Corp/The
26483EAL4
940000.00000000
PA
USD
804417.24000000
0.317821531425
Long
DBT
CORP
US
Y
2
2029-12-15
Fixed
5.00000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-6940.42000000
-0.00274212784
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
120692.91000000
EUR
122394.74000000
USD
2023-01-20
-6940.42000000
N
N
N
FAIR ISAAC CORP
RI6HET5SJUEY30V1PS26
Fair Isaac Corp
303250AF1
250000.00000000
PA
USD
226876.50000000
0.089637855939
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
4.00000000
N
N
N
N
N
N
PRESTIGE BRANDS INC
549300JBVP4J6D42I235
Prestige Brands Inc
74112BAL9
845000.00000000
PA
USD
793228.29000000
0.313400829024
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
5.13000000
N
N
N
N
N
N
VECTOR GROUP LTD
549300TUIF4WWN6NDN50
Vector Group Ltd
92240MBL1
540000.00000000
PA
USD
468212.40000000
0.184988553950
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
5.75000000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
12769GAA8
560000.00000000
PA
USD
455733.60000000
0.180058237779
Long
DBT
CORP
US
Y
2
2029-10-15
Fixed
4.63000000
N
N
N
N
N
N
SWF ESCROW ISSUER CORP
N/A
SWF Escrow Issuer Corp
78500AAA6
815000.00000000
PA
USD
472251.75000000
0.186584482455
Long
DBT
CORP
US
Y
2
2029-10-01
Fixed
6.50000000
N
N
N
N
N
N
KAISER ALUMINUM CORP
N/A
Kaiser Aluminum Corp
483007AL4
645000.00000000
PA
USD
518418.75000000
0.204824850651
Long
DBT
CORP
US
Y
2
2031-06-01
Fixed
4.50000000
N
N
N
N
N
N
VIDEOTRON LTD / LTEE
549300LW4GNJRBECSD81
Videotron Ltd
92660FAK0
635000.00000000
PA
USD
599776.55000000
0.236968941185
Long
DBT
CORP
CA
Y
2
2027-04-15
Fixed
5.13000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAD7
925000.00000000
PA
USD
839664.13000000
0.331747414662
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
3.75000000
N
N
N
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL Holdings Inc
50212YAD6
742000.00000000
PA
USD
645614.20000000
0.255079184720
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
4.00000000
N
N
N
N
N
N
ALBION FINANCING 2SARL
2594009X2UW7EQPIKY23
Albion Financing 2SARL
013305AA5
540000.00000000
PA
USD
459833.61000000
0.181678132769
Long
DBT
CORP
LU
Y
2
2027-04-15
Fixed
8.75000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BJ0
270000.00000000
PA
USD
255150.00000000
0.100808585036
Long
DBT
CORP
PA
Y
2
2027-08-01
Fixed
9.88000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAA1
1205000.00000000
PA
USD
1054375.00000000
0.416578686449
Long
DBT
CORP
US
Y
2
2029-08-15
Fixed
3.88000000
N
N
N
N
N
N
INTELSAT EMERGENCE SA
N/A
INTELSAT EMERGENCE SA
000000000
10678.00000000
NS
USD
234916.00000000
0.092814225210
Long
EC
CORP
LU
N
2
N
N
N
NEW ENTERPRISE STONE & L
549300O5DQ5Y61B8VF38
New Enterprise Stone & Lime Co Inc
644274AG7
799000.00000000
PA
USD
738227.77000000
0.291670377927
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
9.75000000
N
N
N
N
N
N
Post Holdings Inc
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AN4
854000.00000000
PA
USD
803908.68000000
0.317620601721
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
5.63000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)MAR23
000000000
-41.00000000
NC
USD
31210.71000000
0.012331207184
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 10 Year US Treasury Note Future
TYH3 Comdty
2023-03-22
-4635382.59000000
USD
31210.71000000
N
N
N
CHART INDUSTRIES INC
EM7QGKC1GYOF3LSZSL80
Chart Industries Inc
000000000
389000.00000000
PA
USD
398962.29000000
0.157628155742
Long
DBT
CORP
US
Y
2
2031-01-01
Fixed
9.50000000
N
N
N
N
N
N
GROUP 1 AUTOMOTIVE INC
549300US8QAZJLWYAF63
Group 1 Automotive Inc
398905AN9
940000.00000000
PA
USD
795644.39000000
0.314355418961
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
4.00000000
N
N
N
N
N
N
REAL HERO MERGER SUB 2
N/A
Real Hero Merger Sub 2 Inc
75602BAA7
700000.00000000
PA
USD
479850.00000000
0.189586515891
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
6.25000000
N
N
N
N
N
N
EMPIRE COMMUNITIES CORP
549300JM1L6KK2QFP273
Empire Communities Corp
29163VAC7
780000.00000000
PA
USD
705246.36000000
0.278639575362
Long
DBT
CORP
CA
Y
2
2025-12-15
Fixed
7.00000000
N
N
N
N
N
N
SUMMER (BC) BIDC
213800CCW2O2WZ7YV169
Summer BC Bidco B LLC
865632AA1
810000.00000000
PA
USD
657266.40000000
0.259682915053
Long
DBT
CORP
US
Y
2
2026-10-31
Fixed
5.50000000
N
N
N
N
N
N
MATTEL INC
549300VELLG24KHTJ564
Mattel Inc
577081BD3
431000.00000000
PA
USD
422767.90000000
0.167033642162
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
5.88000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CM6
1240000.00000000
PA
USD
1106052.97000000
0.436996413407
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
4.50000000
N
N
N
N
N
N
VIRGIN MEDIA VEND FIN IV
635400ZZNJSEA4CAJR23
Virgin Media Vendor Financing Notes IV DAC
92770QAA5
1665000.00000000
PA
USD
1455388.62000000
0.575017313188
Long
DBT
CORP
IE
Y
2
2028-07-15
Fixed
5.00000000
N
N
N
N
N
N
LTRI HOLDINGS, LP
N/A
LTRI HOLDINGS, LP
000000000
1115.00000000
NS
USD
373569.60000000
0.147595621354
Long
EC
CORP
US
N
3
N
N
N
Sensata Technologies BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAH6
400000.00000000
PA
USD
396152.00000000
0.156517823160
Long
DBT
CORP
NL
Y
2
2024-11-01
Fixed
5.63000000
N
N
N
N
N
N
GATES GLOBAL/GATES CORP
N/A
Gates Global LLC / Gates Corp
36740LAA0
1105000.00000000
PA
USD
1066325.00000000
0.421300076186
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
6.25000000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BE6
900000.00000000
PA
USD
887571.00000000
0.350675197449
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDJ6
1731000.00000000
PA
USD
1549798.92000000
0.612318386110
Long
DBT
CORP
US
Y
2
2028-10-01
Fixed
6.13000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCD3
2810000.00000000
PA
USD
2423386.15000000
0.957468660702
Long
DBT
CORP
US
Y
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
SENSATA TECH INC
5493002MMDDCUNV7NY90
Sensata Technologies Inc
81728UAA2
740000.00000000
PA
USD
644173.34000000
0.254509907597
Long
DBT
CORP
US
Y
2
2030-02-15
Fixed
4.38000000
N
N
N
N
N
N
Sprint Capital Corp
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AD4
1470000.00000000
PA
USD
1525771.80000000
0.602825382113
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.88000000
N
N
N
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods Inc
90290MAD3
1205000.00000000
PA
USD
1069943.60000000
0.422729768311
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
4.75000000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AS8
650000.00000000
PA
USD
592812.35000000
0.234217417972
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
5.38000000
N
N
N
N
N
N
SOLARIS MIDSTREAM HOLDIN
5493007AWQW8ZKCHVV46
Solaris Midstream Holdings LLC
83419MAA0
675000.00000000
PA
USD
671375.25000000
0.265257256440
Long
DBT
CORP
US
Y
2
2026-04-01
Fixed
7.63000000
N
N
N
N
N
N
ORGANON & CO/ORG
N/A
Organon & Co / Organon Foreign Debt Co-Issuer BV
68622TAB7
1026000.00000000
PA
USD
888393.14000000
0.351000021161
Long
DBT
CORP
US
Y
2
2031-04-30
Fixed
5.13000000
N
N
N
N
N
N
ALLIANT HOLD / CO-ISSUER
N/A
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
01883LAA1
385000.00000000
PA
USD
346061.10000000
0.136727140219
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
6.75000000
N
N
N
N
N
N
CROWN AMERICAS LLC
RPPGGRL1J75WGF2DFO04
Crown Americas LLC
228180AA3
800000.00000000
PA
USD
756416.00000000
0.298856463487
Long
DBT
CORP
US
Y
2
2030-04-01
Fixed
5.25000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AJ0
1200000.00000000
PA
USD
1038000.00000000
0.410108999677
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
3.75000000
N
N
N
N
N
N
WYNDHAM HOTELS & RESORTS
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts Inc
98311AAB1
1145000.00000000
PA
USD
1027294.00000000
0.405879108588
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
4.38000000
N
N
N
N
N
N
WYNN RESORTS FINANCE LLC
N/A
Wynn Resorts Finance LLC / Wynn Resorts Capital Corp
983133AA7
1105000.00000000
PA
USD
947128.65000000
0.374206149535
Long
DBT
CORP
US
Y
2
2029-10-01
Fixed
5.13000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBS0
968000.00000000
PA
USD
874055.60000000
0.345335325412
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.88000000
N
N
N
N
N
N
COLGATE ENERGY P
549300QRLZK0B17DH791
Colgate Energy Partners III LLC
19416MAB5
770000.00000000
PA
USD
661322.63000000
0.261285512768
Long
DBT
CORP
US
Y
2
2029-07-01
Fixed
5.88000000
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
Sands China Ltd
80007RAK1
770000.00000000
PA
USD
710549.04000000
0.280734639707
Long
DBT
CORP
KY
N
2
2026-01-08
Fixed
4.30000000
N
N
N
N
N
N
DORNOCH DEBT MERGER SUB
N/A
Dornoch Debt Merger Sub Inc
25830JAA9
934000.00000000
PA
USD
655253.43000000
0.258887599915
Long
DBT
CORP
US
Y
2
2029-10-15
Fixed
6.63000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBD6
675000.00000000
PA
USD
435449.25000000
0.172043984901
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.13000000
N
N
N
N
N
N
ANGI GROUP LLC
N/A
ANGI Group LLC
001846AA2
1184000.00000000
PA
USD
878628.64000000
0.347142112368
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
3.88000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AQ0
640000.00000000
PA
USD
499100.56000000
0.197192323121
Long
DBT
CORP
CA
Y
2
2028-09-30
Fixed
11.00000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BN1
550000.00000000
PA
USD
392722.00000000
0.155162646022
Long
DBT
CORP
PA
Y
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAY1
505000.00000000
PA
USD
407226.95000000
0.160893484688
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.75000000
N
N
N
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP Corp
65342RAD2
881000.00000000
PA
USD
726189.79000000
0.286914227700
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
6.88000000
N
N
N
N
N
N
SM ENERGY CO
84BUTVXV5ODI6BXNMH43
SM Energy Co
78454LAW0
545000.00000000
PA
USD
522529.65000000
0.206449048230
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.50000000
N
N
N
N
N
N
ERO COPPER CORP
549300KL8A21SEIO8I47
ERO Copper Corp
296006AA7
638000.00000000
PA
USD
514518.60000000
0.203283919423
Long
DBT
CORP
CA
Y
2
2030-02-15
Fixed
6.50000000
N
N
N
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-12986.42000000
-0.00513087448
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
178134.69000000
EUR
177903.65000000
USD
2023-01-20
-12986.42000000
N
N
N
CAMELOT FINANCE SA
N/A
Camelot Finance SA
13323AAB6
600000.00000000
PA
USD
562350.37000000
0.222182030548
Long
DBT
CORP
LU
Y
2
2026-11-01
Fixed
4.50000000
N
N
N
N
N
N
SMYRNA READY MIX CONCRET
549300S7RFWHQFOIOY93
Smyrna Ready Mix Concrete LLC
85236FAA1
745000.00000000
PA
USD
666551.50000000
0.263351415123
Long
DBT
CORP
US
Y
2
2028-11-01
Fixed
6.00000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBD1
630000.00000000
PA
USD
570205.38000000
0.225285508672
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
8.00000000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS
549300YQDE2JSGTL8V47
Univision Communications Inc
914906AV4
675000.00000000
PA
USD
564475.50000000
0.223021659583
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
4.50000000
N
N
N
N
N
N
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
Encompass Health Corp
29261AAE0
155000.00000000
PA
USD
133225.11000000
0.052636624849
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
4.63000000
N
N
N
N
N
N
MADISON IAQ LLC
549300IXDNBXNHUPBU73
Madison IAQ LLC
55760LAB3
1176000.00000000
PA
USD
806029.04000000
0.318458346151
Long
DBT
CORP
US
Y
2
2029-06-30
Fixed
5.88000000
N
N
N
N
N
N
ABC SUPPLY CO INC
549300H5GQ4C1BEKG397
American Builders & Contractors Supply Co Inc
024747AF4
1830000.00000000
PA
USD
1632726.00000000
0.645082491914
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
4.00000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBJ6
793000.00000000
PA
USD
690147.90000000
0.272674243640
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
4.00000000
N
N
N
N
N
N
ARCHES BUYER INC
2549009ADY4208OH2Y47
Arches Buyer Inc
039524AB9
1010000.00000000
PA
USD
810525.00000000
0.320234679155
Long
DBT
CORP
US
Y
2
2028-12-01
Fixed
6.13000000
N
N
N
N
N
N
LCPR SR SECURED FIN DAC
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
50201DAA1
1082000.00000000
PA
USD
1011670.00000000
0.399706138442
Long
DBT
CORP
IE
Y
2
2027-10-15
Fixed
6.75000000
N
N
N
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAE1
515000.00000000
PA
USD
473733.05000000
0.187169737234
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
5.25000000
N
N
N
N
N
N
RYAN SPECIALTY GROUP
549300K52N7QBO3PYY45
Ryan Specialty Group LLC
78351MAA0
486000.00000000
PA
USD
420825.41000000
0.166266173346
Long
DBT
CORP
US
Y
2
2030-02-01
Fixed
4.38000000
N
N
N
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
55342UAH7
977000.00000000
PA
USD
821197.81000000
0.324451457029
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.00000000
N
N
N
N
N
N
ASSUREDPARTNERS INC
549300HNDSDQWQ3L2P80
AssuredPartners Inc
04624VAB5
740000.00000000
PA
USD
609045.49000000
0.240631056514
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
5.63000000
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp
670001AG1
551000.00000000
PA
USD
493977.01000000
0.195168032210
Long
DBT
CORP
US
Y
2
2026-11-15
Fixed
3.25000000
N
N
N
N
N
N
ICA TENEDORA SA DE CV
N/A
ICA TENEDORA SA DE CV
000000000
147380.00000000
NS
USD
128574.16000000
0.050799056013
Long
EC
CORP
US
N
3
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AN1
1140000.00000000
PA
USD
912912.00000000
0.360687309357
Long
DBT
CORP
US
Y
2
2032-02-15
Fixed
3.63000000
N
N
N
N
N
N
Bath & Body Works Inc
GR3KVMWVCR54YWQNXU90
Bath & Body Works Inc
501797AN4
1910000.00000000
PA
USD
1773721.50000000
0.700789161918
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.25000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BB2
840000.00000000
PA
USD
592897.20000000
0.234250941814
Long
DBT
CORP
US
Y
2
2030-12-01
Fixed
4.13000000
N
N
N
N
N
N
ENERGIZER HOLDINGS INC
5493000D6NN0V57UME20
Energizer Holdings Inc
29272WAD1
619000.00000000
PA
USD
524944.28000000
0.207403057376
Long
DBT
CORP
US
Y
2
2029-03-31
Fixed
4.38000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBE4
800000.00000000
PA
USD
673868.00000000
0.266242130438
Long
DBT
CORP
US
Y
2
2026-12-01
Fixed
5.25000000
N
N
N
N
N
N
VICTORIA'S SECRET & CO
5493006T3O70U3UWVF17
Victoria's Secret & Co
926400AA0
972000.00000000
PA
USD
763117.20000000
0.301504076617
Long
DBT
CORP
US
Y
2
2029-07-15
Fixed
4.63000000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BB2
875000.00000000
PA
USD
851335.42000000
0.336358687366
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.38000000
N
N
N
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
Dana Inc
235825AH9
480000.00000000
PA
USD
386697.60000000
0.152782433442
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
4.25000000
N
N
N
N
N
N
SYNEOS HEALTH INC
549300F1ZGKDS8P6GU13
Syneos Health Inc
87166BAA0
1501000.00000000
PA
USD
1195313.85000000
0.472262974300
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
3.63000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDN7
305000.00000000
PA
USD
263997.33000000
0.104304124204
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
4.38000000
N
N
N
N
N
N
180 MEDICAL INC
254900ZB648OPWVFVX59
180 Medical Inc
682357AA6
1120000.00000000
PA
USD
962864.00000000
0.380423113550
Long
DBT
CORP
US
Y
2
2029-10-15
Fixed
3.88000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAJ3
230000.00000000
PA
USD
219695.23000000
0.086800569373
Long
DBT
CORP
CA
Y
2
2025-06-01
Fixed
4.25000000
N
N
N
N
N
N
GRAY ESCROW II INC
N/A
Gray Escrow II Inc
389286AA3
1697000.00000000
PA
USD
1222943.05000000
0.483179143447
Long
DBT
CORP
US
Y
2
2031-11-15
Fixed
5.38000000
N
N
N
N
N
N
CABLE ONE INC
549300648QS85T0XSH18
Cable One Inc
12685JAC9
911000.00000000
PA
USD
714876.06000000
0.282444225298
Long
DBT
CORP
US
Y
2
2030-11-15
Fixed
4.00000000
N
N
N
N
N
N
Avation Capital SA
54930056OEYSV06OMD90
Avation Capital SA
05351CAA5
653233.00000000
PA
USD
512787.91000000
0.202600131808
Long
DBT
CORP
LU
Y
2
2026-10-31
Fixed
8.25000000
N
N
Y
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AQ7
1300000.00000000
PA
USD
1121562.00000000
0.443123959437
Long
DBT
CORP
US
Y
2
2030-04-15
Fixed
4.63000000
N
N
N
N
N
N
PARKLAND CORP
549300XHQS1JYWBNK868
Parkland Corp/Alberta
70137WAL2
1600000.00000000
PA
USD
1324000.00000000
0.523106277045
Long
DBT
CORP
CA
Y
2
2030-05-01
Fixed
4.63000000
N
N
N
N
N
N
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-8748.96000000
-0.00345667363
N/A
DFE
US
N
2
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
155027.78000000
EUR
157379.63000000
USD
2023-01-20
-8748.96000000
N
N
N
B&G FOODS INC
549300TRW1LZMDJZAQ78
B&G Foods Inc
05508WAB1
235000.00000000
PA
USD
180218.72000000
0.071203582834
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
5.25000000
N
N
N
N
N
N
REALOGY GROUP/CO-ISSUER
N/A
Realogy Group LLC / Realogy Co-Issuer Corp
75606DAQ4
675000.00000000
PA
USD
492419.25000000
0.194552568438
Long
DBT
CORP
US
Y
2
2030-04-15
Fixed
5.25000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AD9
698000.00000000
PA
USD
628123.22000000
0.248168579410
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229BC9
545000.00000000
PA
USD
540912.50000000
0.213712027252
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
6.38000000
N
N
N
N
N
N
ASBURY AUTOMOTIVE GROUP
549300JH4DTA7U42GL91
Asbury Automotive Group Inc
043436AW4
1054000.00000000
PA
USD
888142.56000000
0.350901018162
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
4.63000000
N
N
N
N
N
N
COBALT CMBS Commercial Mortgage Trust
N/A
CWCapital COBALT II LLC
12668CAG6
1320157.32000000
PA
USD
132.02000000
0.000052160491
Long
ABS-CBDO
CORP
KY
Y
2
2050-04-26
Floating
2.29000000
Y
N
Y
N
N
N
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-52845.44000000
-0.02087898895
N/A
DFE
US
N
2
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
608290.96000000
EUR
599002.36000000
USD
2023-01-20
-52845.44000000
N
N
N
GTCR AP Finance Inc
N/A
GTCR AP Finance Inc
40060QAA3
350000.00000000
PA
USD
335258.00000000
0.132458885369
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
8.00000000
N
N
N
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78410GAD6
864000.00000000
PA
USD
780635.66000000
0.308425539147
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
3.88000000
N
N
N
N
N
N
FOUNDATION BUILDING M
549300ZVE6MONHB01I28
Foundation Building Materials Inc
350392AA4
784000.00000000
PA
USD
586983.73000000
0.231914557164
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
6.00000000
N
N
N
N
N
N
VIRTUSA CORP
C77OMXDER63WLJCSKT03
Virtusa Corp
92837TAA0
740000.00000000
PA
USD
561910.15000000
0.222008101661
Long
DBT
CORP
US
Y
2
2028-12-15
Fixed
7.13000000
N
N
N
N
N
N
SYNAPTICS INC
549300AJ3LI4FWNRQX29
Synaptics Inc
87157DAG4
1015000.00000000
PA
USD
855187.00000000
0.337880428812
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
4.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) MAR23
000000000
14.00000000
NC
USD
-16457.77000000
-0.00650238881
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT U.S. Long Bond Futures
USH3 Comdty
2023-03-22
1771270.27000000
USD
-16457.77000000
N
N
N
BWX TECHNOLOGIES INC
549300NP85N265KWMS58
BWX Technologies Inc
05605HAC4
1615000.00000000
PA
USD
1413443.19000000
0.558444867776
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
4.13000000
N
N
N
N
N
N
STERICYCLE INC
B8PTJH2P0AXSWSMP2136
Stericycle Inc
858912AG3
968000.00000000
PA
USD
844580.00000000
0.333689652165
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
3.88000000
N
N
N
N
N
N
NEXTERA ENERGY OPERATING
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP
65342QAB8
815000.00000000
PA
USD
747573.27000000
0.295362741758
Long
DBT
CORP
US
Y
2
2027-09-15
Fixed
4.50000000
N
N
N
N
N
N
GARDEN SPINCO CORP
N/A
Garden Spinco Corp
365417AA2
609000.00000000
PA
USD
645540.00000000
0.255049868643
Long
DBT
CORP
US
Y
2
2030-07-20
Fixed
8.63000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAF7
92000.00000000
PA
USD
88779.71000000
0.035076452851
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
6.00000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAB9
750000.00000000
PA
USD
638996.25000000
0.252464463280
Long
DBT
CORP
US
Y
2
2031-08-15
Fixed
4.13000000
N
N
N
N
N
N
ZIGGO BOND CO BV
213800JYI4P7V5QDOG59
Ziggo Bond Co BV
98953GAD7
1715000.00000000
PA
USD
1384862.50000000
0.547152769331
Long
DBT
CORP
NL
Y
2
2030-02-28
Fixed
5.13000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBN1
1035000.00000000
PA
USD
1043236.46000000
0.412177900806
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.88000000
N
N
N
N
N
N
ENERGIZER GAMMA ACQ BV
5493002SUYZDHEQ3JN34
Energizer Gamma Acquisition BV
000000000
465000.00000000
PA
395263.87000000
0.156166927104
Long
DBT
CORP
NL
N
2
2029-06-30
Fixed
3.50000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZR7
1220000.00000000
PA
USD
1104764.90000000
0.436487502907
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
5.11000000
N
N
N
N
N
N
F-BRASILE SPA/F-BRASILE
N/A
F-Brasile SpA / F-Brasile US LLC
30191BAB7
1070000.00000000
PA
USD
874725.00000000
0.345599802257
Long
DBT
CORP
IT
Y
2
2026-08-15
Fixed
7.38000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAP9
410000.00000000
PA
USD
347454.50000000
0.137277666116
Long
DBT
CORP
CA
Y
2
2029-08-15
Fixed
4.38000000
N
N
N
N
N
N
CREDIT ACCEPTANC
N/A
Credit Acceptance Corp
225310AN1
935000.00000000
PA
USD
878693.88000000
0.347167888390
Long
DBT
CORP
US
Y
2
2024-12-31
Fixed
5.13000000
N
N
N
N
N
N
CLARIV SCI HLD CORP
N/A
Clarivate Science Holdings Corp
18064PAD1
900000.00000000
PA
USD
765315.00000000
0.302372417233
Long
DBT
CORP
US
Y
2
2029-07-01
Fixed
4.88000000
N
N
N
N
N
N
VIRGIN MEDIA FINANCE PLC
2138001LVYC87DDHT482
Virgin Media Finance PLC
92769VAJ8
1200000.00000000
PA
USD
962472.00000000
0.380268236163
Long
DBT
CORP
GB
Y
2
2030-07-15
Fixed
5.00000000
N
N
N
N
N
N
Teleflex Inc
UUL85LWXB4NGSWWXIQ25
Teleflex Inc
879369AF3
1375000.00000000
PA
USD
1310498.75000000
0.517771995607
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
4.63000000
N
N
N
N
N
N
PBF HOLDING CO LLC
N/A
PBF Holding Co LLC / PBF Finance Corp
69318FAJ7
465000.00000000
PA
USD
415012.50000000
0.163969519488
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
COMMSCOPE TECH LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20338HAB9
1243000.00000000
PA
USD
844247.56000000
0.333558306658
Long
DBT
CORP
US
Y
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
SRS DISTRIBUTION INC
549300ZQ3XP75BCYM468
SRS Distribution Inc
78471RAC0
925000.00000000
PA
USD
747881.00000000
0.295484324458
Long
DBT
CORP
US
Y
2
2029-07-01
Fixed
6.13000000
N
N
N
N
N
N
IAMGOLD CORP
254900E7II30XAB9LA72
IAMGOLD Corp
450913AF5
830000.00000000
PA
USD
644445.57000000
0.254617464411
Long
DBT
CORP
CA
Y
2
2028-10-15
Fixed
5.75000000
N
N
N
N
N
N
NEXTERA ENERGY OPERATING
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP
65342QAK8
529000.00000000
PA
USD
513130.53000000
0.202735499385
Long
DBT
CORP
US
Y
2
2024-07-15
Fixed
4.25000000
N
N
N
N
N
N
ADVANTAGE SALES & MARKET
549300T4O24KQDED1182
Advantage Sales & Marketing Inc
00775PAA5
785000.00000000
PA
USD
598444.75000000
0.236442753164
Long
DBT
CORP
US
Y
2
2028-11-15
Fixed
6.50000000
N
N
N
N
N
N
CLEARWAY ENERGY OP LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAC9
655000.00000000
PA
USD
604529.41000000
0.238846774191
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
4.75000000
N
N
N
N
N
N
MIWD HLDCO II/MIWD FIN
N/A
MIWD Holdco II LLC / MIWD Finance Corp
55337PAA0
670000.00000000
PA
USD
533420.57000000
0.210752000356
Long
DBT
CORP
US
Y
2
2030-02-01
Fixed
5.50000000
N
N
N
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
Dana Inc
235825AF3
706000.00000000
PA
USD
654896.90000000
0.258746736561
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.38000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCE1
1375000.00000000
PA
USD
1135963.13000000
0.448813779301
Long
DBT
CORP
US
Y
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
MFS Institutional Money Market Portfolio
5L2W638H85N8T1136O07
MFS Institutional Money Market Portfolio
55291X109
2199045.65300000
NS
USD
2199705.37000000
0.869093418955
Long
STIV
RF
US
N
1
N
N
N
MATCH GROUP HLD II LLC
5493003RFFE030RC9167
Match Group Holdings II LLC
57665RAN6
1205000.00000000
PA
USD
1074209.30000000
0.424415126654
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
4.63000000
N
N
N
N
N
N
Verscend Escrow Corp
N/A
Verscend Escrow Corp
92535WAA8
930000.00000000
PA
USD
911130.30000000
0.359983367927
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
9.75000000
N
N
N
N
N
N
ILIAD HOLDING SAS
9695009PXA7OI9NXN582
Iliad Holding SASU
449691AC8
1227000.00000000
PA
USD
1108950.39000000
0.438141170650
Long
DBT
CORP
FR
Y
2
2028-10-15
Fixed
7.00000000
N
N
N
N
N
N
TELENET FINANCE LUX NOTE
2138007RI9GLJPCC3E25
Telenet Finance Luxembourg Notes Sarl
000000000
1600000.00000000
PA
USD
1440000.00000000
0.568937340593
Long
DBT
CORP
LU
Y
2
2028-03-01
Fixed
5.50000000
N
N
N
N
N
N
CONSOLIDATED ENERGY FIN
549300PUNIS0USNSL750
Consolidated Energy Finance SA
20914UAF3
758000.00000000
PA
USD
644054.99000000
0.254463148059
Long
DBT
CORP
LU
Y
2
2028-10-15
Fixed
5.63000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAL8
945000.00000000
PA
USD
807975.00000000
0.319227185948
Long
DBT
CORP
CA
Y
2
2028-08-01
Fixed
4.00000000
N
N
N
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229BD7
609000.00000000
PA
USD
601911.24000000
0.237812347332
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
6.63000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AG6
820000.00000000
PA
USD
687971.80000000
0.271814476593
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
3.50000000
N
N
N
N
N
N
PRIMO WATER HOLDINGS INC
9845008F9A5F2E1D4832
Primo Water Holdings Inc
74168LAA4
1314000.00000000
PA
USD
1134759.24000000
0.448338127929
Long
DBT
CORP
US
Y
2
2029-04-30
Fixed
4.38000000
N
N
N
N
N
N
WYNN MACAU LTD
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
98313RAG1
375000.00000000
PA
USD
344002.50000000
0.135913796880
Long
DBT
CORP
KY
Y
2
2026-01-15
Fixed
5.50000000
N
N
N
N
N
N
ALLIED UNIVERSAL
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AB3
915000.00000000
PA
USD
796050.00000000
0.314515673596
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
9.75000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAA3
800000.00000000
PA
USD
746338.95000000
0.294875067634
Long
DBT
CORP
US
Y
2
2026-12-01
Fixed
4.25000000
N
N
N
N
N
N
LSF11 A5 HOLDCO LLC
254900FPK7P5WNA66Y10
LSF11 A5 HoldCo LLC
50221DAA7
899000.00000000
PA
USD
742674.00000000
0.293427062838
Long
DBT
CORP
US
Y
2
2029-10-15
Fixed
6.63000000
N
N
N
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
Medline Borrower LP
62482BAB8
540000.00000000
PA
USD
428905.80000000
0.169458698067
Long
DBT
CORP
US
Y
2
2029-10-01
Fixed
5.25000000
N
N
N
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL Holdings Inc
50212YAF1
345000.00000000
PA
USD
293301.56000000
0.115882089957
Long
DBT
CORP
US
Y
2
2031-05-15
Fixed
4.38000000
N
N
N
N
N
N
WEEKLEY HOMES LLC/ FINAN
N/A
Weekley Homes LLC / Weekley Finance Corp
948565AD8
729000.00000000
PA
USD
612535.46000000
0.242009927521
Long
DBT
CORP
US
Y
2
2028-09-15
Fixed
4.88000000
N
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology PLC
460599AD5
330000.00000000
PA
USD
327525.00000000
0.129403612831
Long
DBT
CORP
GB
Y
2
2027-01-15
Fixed
6.25000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BK7
475000.00000000
PA
USD
384607.96000000
0.151956826342
Long
DBT
CORP
LR
Y
2
2027-07-15
Fixed
5.38000000
N
N
N
N
N
N
IQVIA Inc
549300PLWY28YB00C717
IQVIA Inc
449934AD0
580000.00000000
PA
USD
553812.39000000
0.218808714134
Long
DBT
CORP
US
Y
2
2026-10-15
Fixed
5.00000000
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
Sands China Ltd
80007RAL9
685000.00000000
PA
USD
601964.30000000
0.237833311093
Long
DBT
CORP
KY
N
2
2030-06-18
Fixed
4.88000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AS6
650000.00000000
PA
USD
524062.50000000
0.207054670176
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
5.38000000
N
N
N
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78410GAG9
1555000.00000000
PA
USD
1292966.95000000
0.510845262505
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
3.13000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AH0
240000.00000000
PA
USD
180600.79000000
0.071354536924
Long
DBT
CORP
US
Y
2
2031-01-15
Fixed
3.38000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAL9
474000.00000000
PA
USD
415429.82000000
0.164134400690
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
3.88000000
N
N
N
N
N
N
TMS INTERNATIONAL CORP
549300L4K0F1YF8WKF23
TMS International Corp/DE
87261QAC7
240000.00000000
PA
USD
171662.40000000
0.067823020372
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
6.25000000
N
N
N
N
N
N
ALBION FINANCING 1SARL /
N/A
Albion Financing 1 SARL / Aggreko Holdings Inc
013304AA8
400000.00000000
PA
USD
356724.00000000
0.140940002698
Long
DBT
CORP
LU
Y
2
2026-10-15
Fixed
6.13000000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BV2
547000.00000000
PA
USD
530707.24000000
0.209679976221
Long
DBT
CORP
CA
Y
2
2026-06-15
Fixed
7.13000000
N
N
N
N
N
N
MARRIOTT OWNERSHIP RESOR
BW4532OH033VURR0IT68
Marriott Ownership Resorts Inc
57164PAH9
495000.00000000
PA
USD
410665.00000000
0.162251842343
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
4.50000000
N
N
N
N
N
N
CLARIV SCI HLD CORP
N/A
Clarivate Science Holdings Corp
18064PAC3
245000.00000000
PA
USD
212267.02000000
0.083865717954
Long
DBT
CORP
US
Y
2
2028-07-01
Fixed
3.88000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBL3
1435000.00000000
PA
USD
710580.63000000
0.280747120770
Long
DBT
CORP
US
Y
2
2030-04-01
Fixed
6.13000000
N
N
N
N
N
N
MATTEL INC
549300VELLG24KHTJ564
Mattel Inc
577081BE1
783000.00000000
PA
USD
719893.97000000
0.284426778333
Long
DBT
CORP
US
Y
2
2026-04-01
Fixed
3.38000000
N
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology PLC
460599AF0
1305000.00000000
PA
USD
1217113.99000000
0.480876108798
Long
DBT
CORP
GB
Y
2
2026-04-15
Fixed
4.13000000
N
N
N
N
N
N
MATCH GROUP HLD II LLC
5493003RFFE030RC9167
Match Group Holdings II LLC
57665RAL0
365000.00000000
PA
USD
297974.23000000
0.117728240264
Long
DBT
CORP
US
Y
2
2030-08-01
Fixed
4.13000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAJ4
415000.00000000
PA
USD
404525.77000000
0.159826260961
Long
DBT
CORP
US
Y
2
2027-02-01
Fixed
5.75000000
N
N
N
N
N
N
LIFE TIME INC
549300PALKE96VYH4X17
Life Time Inc
53190FAC9
245000.00000000
PA
USD
220500.00000000
0.087118530278
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
8.00000000
N
N
N
N
N
N
WYNN MACAU LTD
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
98313RAH9
493000.00000000
PA
USD
421066.37000000
0.166361375528
Long
DBT
CORP
KY
Y
2
2028-08-26
Fixed
5.63000000
N
N
N
N
N
N
ALTICE FRANCE HOLDING SA
5299000JVHXKJPOE6H40
Altice France Holding SA
02156TAA2
1235000.00000000
PA
USD
729010.27000000
0.288028586304
Long
DBT
CORP
LU
Y
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAN4
330000.00000000
PA
USD
288832.50000000
0.114116385018
Long
DBT
CORP
CA
Y
2
2029-06-15
Fixed
4.75000000
N
N
N
N
N
N
INTELSAT JACKSON HOLDINGS S A
N/A
INTELSAT JACKSON HOLDINGS S A
000000000
1117.00000000
NS
USD
6422.75000000
0.002537598822
N/A
DE
LU
N
2
N/A
N/A
INTELSAT EMERGENCE SA
INTELSAT EMERGENCE SA
2025-12-05
XXXX
6422.75000000
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918KAS7
1070000.00000000
PA
USD
860736.56000000
0.340073034303
Long
DBT
CORP
US
Y
2
2030-06-01
Fixed
4.63000000
N
N
N
N
N
N
TRIMAS CORP
75G1WUQ8QK4P5MZOYD78
TriMas Corp
896215AH3
2023000.00000000
PA
USD
1765067.50000000
0.697370006539
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
4.13000000
N
N
N
N
N
N
ENTEGRIS INC
IYX6OWO7BT5DKO3BYG52
Entegris Inc
29362UAC8
425000.00000000
PA
USD
375799.59000000
0.148476680090
Long
DBT
CORP
US
Y
2
2028-04-15
Fixed
4.38000000
N
N
N
N
N
N
SPCM SA
969500F7036FEDYPRV54
SPCM SA
7846ELAE7
1051000.00000000
PA
USD
846055.00000000
0.334272417844
Long
DBT
CORP
FR
Y
2
2030-03-15
Fixed
3.38000000
N
N
N
N
N
N
MOTION BONDCO DAC
635400KFD3IETNQLA755
Motion Bondco DAC
61978XAA5
855000.00000000
PA
USD
734913.48000000
0.290360917275
Long
DBT
CORP
IE
Y
2
2027-11-15
Fixed
6.63000000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT Midstream Inc
23345MAB3
1231000.00000000
PA
USD
1032685.90000000
0.408009423342
Long
DBT
CORP
US
Y
2
2031-06-15
Fixed
4.38000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDP2
452000.00000000
PA
USD
430665.60000000
0.170153986908
Long
DBT
CORP
US
Y
2
2030-06-15
Fixed
6.13000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AC5
864000.00000000
PA
USD
802543.68000000
0.317081296533
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
4.63000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCK7
760000.00000000
PA
USD
609607.40000000
0.240853064556
Long
DBT
CORP
US
Y
2
2031-02-01
Fixed
4.25000000
N
N
N
N
N
N
ARDAGH METAL PACKAGING
N/A
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC
03969YAB4
950000.00000000
PA
USD
752900.94000000
0.297467679537
Long
DBT
CORP
N/A
Y
2
2029-09-01
Fixed
4.00000000
N
N
N
N
N
N
PTC Inc
54930050SSMU8SKDJ030
PTC Inc
69370CAB6
405000.00000000
PA
USD
385734.43000000
0.152401889430
Long
DBT
CORP
US
Y
2
2025-02-15
Fixed
3.63000000
N
N
N
N
N
N
SC GAMES HOLDIN/US FINCO
N/A
Scientific Games Holdings LP/Scientific Games US FinCo Inc
80874DAA4
797000.00000000
PA
USD
673225.90000000
0.265988439697
Long
DBT
CORP
US
Y
2
2030-03-01
Fixed
6.63000000
N
N
N
N
N
N
UNIVAR SOLUTIONS USA INC
5493008FTB9VZW6CVA82
Univar Solutions USA Inc/Washington
91337CAA4
485000.00000000
PA
USD
459949.75000000
0.181724019146
Long
DBT
CORP
US
Y
2
2027-12-01
Fixed
5.13000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAM1
540000.00000000
PA
USD
518764.52000000
0.204961462779
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.88000000
N
N
N
N
N
N
Fair Isaac Corp
RI6HET5SJUEY30V1PS26
Fair Isaac Corp
303250AE4
1810000.00000000
PA
USD
1771863.30000000
0.700054995691
Long
DBT
CORP
US
Y
2
2026-05-15
Fixed
5.25000000
N
N
N
N
N
N
TERRAFORM POWER OPERATIN
5493000S2OLR3UT5BE13
TerraForm Power Operating LLC
88104LAG8
480000.00000000
PA
USD
417599.23000000
0.164991524548
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
4.75000000
N
N
N
N
N
N
ORGANON & CO/ORG
N/A
Organon & Co / Organon Foreign Debt Co-Issuer BV
68622TAA9
1111000.00000000
PA
USD
983679.40000000
0.388647181827
Long
DBT
CORP
US
Y
2
2028-04-30
Fixed
4.13000000
N
N
N
N
N
N
LEGACY LIFEPOINT HEALTH
N/A
Legacy LifePoint Health LLC
53219LAS8
380000.00000000
PA
USD
321411.60000000
0.126988236763
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
4.38000000
N
N
N
N
N
N
Southwestern Energy Co
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AL3
65400.00000000
PA
USD
64255.39000000
0.025387007434
Long
DBT
CORP
US
N
2
2025-01-23
Fixed
5.70000000
N
N
N
N
N
N
TRINET GROUP INC
5299003FJVBETSFKE990
TriNet Group Inc
896288AA5
1464000.00000000
PA
USD
1203700.80000000
0.475576619459
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
3.50000000
N
N
N
N
N
N
ELEMENT SOLUTIONS INC
549300FLGN6P5CU20J91
Element Solutions Inc
28618MAA4
1262000.00000000
PA
USD
1072700.00000000
0.423818809204
Long
DBT
CORP
US
Y
2
2028-09-01
Fixed
3.88000000
N
N
N
N
N
N
Sensata Technologies BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAJ2
1365000.00000000
PA
USD
1333073.92000000
0.526691340874
Long
DBT
CORP
NL
Y
2
2025-10-01
Fixed
5.00000000
N
N
N
N
N
N
MATCH GROUP HLD II LLC
5493003RFFE030RC9167
Match Group Holdings II LLC
57665RAG1
685000.00000000
PA
USD
630200.00000000
0.248989105584
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
5.00000000
N
N
N
N
N
N
HOWARD HUGHES CORP
549300BVHY25JZC1KI49
Howard Hughes Corp/The
44267DAE7
1188000.00000000
PA
USD
994950.00000000
0.393100143765
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
4.13000000
N
N
N
N
N
N
PENSKE AUTOMOTIVE GROUP
549300W7UTQ0M4C7LB15
Penske Automotive Group Inc
70959WAK9
1024000.00000000
PA
USD
831123.29000000
0.328372968276
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
3.75000000
N
N
N
N
N
N
SUMMER BC HOLDCO A SARL
984500EFA0BRE0008996
Summer BC Holdco A Sarl
000000000
297347.37000000
PA
239848.27000000
0.094762942277
Long
DBT
CORP
LU
N
2
2027-10-31
Fixed
9.25000000
N
N
N
N
N
N
SEAWORLD PARKS & ENTERTA
549300UZV72O3371JJ53
SeaWorld Parks & Entertainment Inc
81282UAG7
670000.00000000
PA
USD
583368.20000000
0.230486077982
Long
DBT
CORP
US
Y
2
2029-08-15
Fixed
5.25000000
N
N
N
N
N
N
ANTERO RESOURCES CORP
APVBKPOULHUX7YZLKU17
Antero Resources Corp
03674XAQ9
730000.00000000
PA
USD
734019.50000000
0.290007709912
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
7.63000000
N
N
N
N
N
N
WMG ACQUISITION CORP
549300NAS11NXI33CP80
WMG Acquisition Corp
92933BAQ7
1560000.00000000
PA
USD
1343705.14000000
0.530891686731
Long
DBT
CORP
US
Y
2
2030-07-15
Fixed
3.88000000
N
N
N
N
N
N
CCM MERGER INC
549300P77RSBKKFME089
CCM Merger Inc
14985VAE1
832000.00000000
PA
USD
784010.24000000
0.309758820099
Long
DBT
CORP
US
Y
2
2026-05-01
Fixed
6.38000000
N
N
N
N
N
N
ARDAGH METAL PACKAGING
N/A
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC
03969YAA6
550000.00000000
PA
USD
467194.84000000
0.184586520700
Long
DBT
CORP
N/A
Y
2
2028-09-01
Fixed
3.25000000
N
N
N
N
N
N
GARDA WORLD SECURITY COR
549300ZF1NDXLMCHNO20
Garda World Security Corp
36257BAA7
703000.00000000
PA
USD
677070.75000000
0.267507522151
Long
DBT
CORP
CA
Y
2
2027-11-01
Fixed
9.50000000
N
N
N
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
Clarios Global LP / Clarios US Finance Co
69867DAC2
1060000.00000000
PA
USD
1035086.29000000
0.408957806331
Long
DBT
CORP
N/A
Y
2
2027-05-15
Fixed
8.50000000
N
N
N
N
N
N
HUB INTERNATIONAL LTD
549300JQT6ATTUNS5E06
HUB International Ltd
44332PAG6
1585000.00000000
PA
USD
1384311.17000000
0.546934941397
Long
DBT
CORP
US
Y
2
2029-12-01
Fixed
5.63000000
N
N
N
N
N
N
BELLRING BRANDS INC
549300S3BOK5CMTS8054
BellRing Brands Inc
07831CAA1
1020000.00000000
PA
USD
981495.00000000
0.387784135489
Long
DBT
CORP
US
Y
2
2030-03-15
Fixed
7.00000000
N
N
N
N
N
N
FMG RESOURCES AUG 2006
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty Ltd
30251GBC0
1665000.00000000
PA
USD
1384753.01000000
0.547109510338
Long
DBT
CORP
AU
Y
2
2031-04-01
Fixed
4.38000000
N
N
N
N
N
N
PETRA DIAMONDS US TREAS
635400LZYOO6WHAO2H58
Petra Diamonds US Treasury PLC
000000000
494043.78000000
PA
USD
484162.90000000
0.191290522735
Long
DBT
CORP
GB
Y
2
2026-03-08
Fixed
10.50000000
N
N
Y
N
N
N
Stevens Holding Co Inc
N/A
Stevens Holding Co Inc
86024TAA5
715000.00000000
PA
USD
716787.50000000
0.283199426402
Long
DBT
CORP
US
Y
2
2026-10-01
Fixed
6.13000000
N
N
N
N
N
N
KAISER ALUMINUM CORP
N/A
Kaiser Aluminum Corp
483007AJ9
1197000.00000000
PA
USD
1044533.02000000
0.412690165666
Long
DBT
CORP
US
Y
2
2028-03-01
Fixed
4.63000000
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp
670001AH9
488000.00000000
PA
USD
398399.51000000
0.157405803967
Long
DBT
CORP
US
Y
2
2031-08-15
Fixed
3.88000000
N
N
N
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAC5
760000.00000000
PA
USD
698896.00000000
0.276130577493
Long
DBT
CORP
US
Y
2
2027-09-15
Fixed
4.88000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAK6
480000.00000000
PA
USD
403164.99000000
0.159288623076
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
4.50000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BL0
725000.00000000
PA
USD
680811.25000000
0.268985376403
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.50000000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
74841CAA9
1246000.00000000
PA
USD
987377.84000000
0.390108418368
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
3.63000000
N
N
N
N
N
N
MATTAMY GROUP CORP
5493008TNY7A82WCXU31
Mattamy Group Corp
57701RAM4
705000.00000000
PA
USD
571377.30000000
0.225748528845
Long
DBT
CORP
CA
Y
2
2030-03-01
Fixed
4.63000000
N
N
N
N
N
N
MOSS CREEK RESOURCES HLD
54930037SLMSPWKYIX36
Moss Creek Resources Holdings Inc
61965RAA3
550000.00000000
PA
USD
495869.00000000
0.195915548710
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
7.50000000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304BV2
405000.00000000
PA
USD
352350.00000000
0.139211855526
Long
DBT
CORP
US
Y
2
2031-06-15
Fixed
4.75000000
N
N
N
N
N
N
PERFORMANCE FOOD GROUP I
549300OMUOGBYK0FFO76
Performance Food Group Inc
69346VAA7
1230000.00000000
PA
USD
1160092.95000000
0.458347359592
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
5.50000000
N
N
N
N
N
N
WASH MULTIFAM ACQ INC
549300AS7PRY5PHG6L12
WASH Multifamily Acquisition Inc
93710WAA3
611000.00000000
PA
USD
575867.50000000
0.227522586099
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAG6
629000.00000000
PA
USD
565610.29000000
0.223470009864
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
ENCINO ACQUISITION PARTN
549300BUKUEKT2UE4T49
Encino Acquisition Partners Holdings LLC
29254BAA5
625000.00000000
PA
USD
571243.75000000
0.225695763857
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
8.50000000
N
N
N
N
N
N
COMSTOCK RESOURCES INC
I03QQGEA4SS774AURI46
Comstock Resources Inc
205768AS3
1105000.00000000
PA
USD
997262.50000000
0.394013801821
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
6.75000000
N
N
N
N
N
N
CROWN AMER/CAP CORP VI
N/A
Crown Americas LLC / Crown Americas Capital Corp VI
228187AB6
485000.00000000
PA
USD
470813.75000000
0.186016335305
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
4.75000000
N
N
N
N
N
N
TALLGRASS NRG PRTNR/FIN
N/A
Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
87470LAD3
1425000.00000000
PA
USD
1263747.00000000
0.499300595390
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBM1
560000.00000000
PA
USD
422260.80000000
0.166833289297
Long
DBT
CORP
US
Y
2
2030-05-15
Fixed
5.25000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
000000000
235000.00000000
PA
213823.80000000
0.084480794532
Long
DBT
CORP
US
N
2
2026-11-21
Fixed
2.25000000
N
N
N
N
N
N
CHARLES RIVER LABORATORI
549300BSQ0R4UZ5KX287
Charles River Laboratories International Inc
159864AG2
1836000.00000000
PA
USD
1623758.40000000
0.641539434626
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
3.75000000
N
N
N
N
N
N
XHR LP
549300M88BPT83ZL2164
XHR LP
98372MAC9
1005000.00000000
PA
USD
823221.93000000
0.325251177480
Long
DBT
CORP
US
Y
2
2029-06-01
Fixed
4.88000000
N
N
N
N
N
N
FERTITTA ENTERTAINMENT
N/A
Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc
31556TAC3
865000.00000000
PA
USD
697709.00000000
0.275661599283
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
6.75000000
N
N
N
N
N
N
Encompass Health Corp
549300FVRPM9DRQZRG64
Encompass Health Corp
421924BT7
490000.00000000
PA
USD
482437.89000000
0.190608979262
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
5.75000000
N
N
N
N
N
N
BWX TECHNOLOGIES INC
549300NP85N265KWMS58
BWX Technologies Inc
05605HAB6
663000.00000000
PA
USD
595871.25000000
0.235425975215
Long
DBT
CORP
US
Y
2
2028-06-30
Fixed
4.13000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-12711.91000000
-0.00502241685
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
201338.67000000
EUR
203043.67000000
USD
2023-01-20
-12711.91000000
N
N
N
VIDEOTRON LTD
549300LW4GNJRBECSD81
Videotron Ltd
92660FAN4
391000.00000000
PA
USD
329417.50000000
0.130151330829
Long
DBT
CORP
CA
Y
2
2029-06-15
Fixed
3.63000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAN9
815000.00000000
PA
USD
774967.20000000
0.306185956815
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.13000000
N
N
N
N
N
N
Mattel Inc
549300VELLG24KHTJ564
Mattel Inc
577081AW2
315000.00000000
PA
USD
256407.26000000
0.101305322648
Long
DBT
CORP
US
N
2
2041-11-01
Fixed
5.45000000
N
N
N
N
N
N
MATCH GROUP HLD II LLC
5493003RFFE030RC9167
Match Group Holdings II LLC
57667JAA0
80000.00000000
PA
USD
61349.12000000
0.024238753597
Long
DBT
CORP
US
Y
2
2031-10-01
Fixed
3.63000000
N
N
N
N
N
N
CNX RESOURCES CORP
549300JK3KH8PWM3B226
CNX Resources Corp
12653CAJ7
835000.00000000
PA
USD
768320.33000000
0.303559809217
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
000000000
235000.00000000
PA
190744.57000000
0.075362297491
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
0.99000000
N
N
N
N
N
N
HEALTHEQUITY INC
529900LRJU1RAFQHM467
HealthEquity Inc
42226AAA5
845000.00000000
PA
USD
738445.50000000
0.291756402043
Long
DBT
CORP
US
Y
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
INTERFACE INC
549300VXZWQOIDFPU355
Interface Inc
458665AS5
1340000.00000000
PA
USD
1106426.56000000
0.437144017088
Long
DBT
CORP
US
Y
2
2028-12-01
Fixed
5.50000000
N
N
N
N
N
N
1375209 BC LTD
N/A
1375209 BC Ltd
68251PAA5
361000.00000000
PA
USD
351523.75000000
0.138885407972
Long
DBT
CORP
CA
Y
2
2028-01-30
Fixed
9.00000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBC1
1920000.00000000
PA
USD
1752537.60000000
0.692419500995
Long
DBT
CORP
US
Y
2
2029-07-01
Fixed
5.50000000
N
N
N
N
N
N
ARETEC ESCROW ISSUER INC
N/A
Aretec Escrow Issuer Inc
040133AA8
865000.00000000
PA
USD
713826.72000000
0.282029635917
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
7.50000000
N
N
N
N
N
N
GRIFFON CORPORATION
5493000C2SGNC7ZN3242
Griffon Corp
398433AP7
999000.00000000
PA
USD
914085.00000000
0.361150756233
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.75000000
N
N
N
N
N
N
CNX RESOURCES CORP
549300JK3KH8PWM3B226
CNX Resources Corp
12653CAK4
179000.00000000
PA
USD
171569.71000000
0.067786398981
Long
DBT
CORP
US
Y
2
2031-01-15
Fixed
7.38000000
N
N
N
N
N
N
ARDAGH PKG FIN/HLDGS USA
N/A
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
03969AAP5
1105000.00000000
PA
USD
826255.11000000
0.326449572871
Long
DBT
CORP
N/A
Y
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL Holdings Inc
50212YAC8
1145000.00000000
PA
USD
1069523.00000000
0.422563591196
Long
DBT
CORP
US
Y
2
2027-11-15
Fixed
4.63000000
N
N
N
N
N
N
LCPR SR SECURED FIN DAC
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
50201DAD5
325000.00000000
PA
USD
269232.65000000
0.106372574924
Long
DBT
CORP
IE
Y
2
2029-07-15
Fixed
5.13000000
N
N
N
N
N
N
CIMPRESS PLC
549300X1IFD75XISOR81
Cimpress PLC
17186HAC6
1255000.00000000
PA
USD
867581.50000000
0.342777438442
Long
DBT
CORP
IE
Y
2
2026-06-15
Fixed
7.00000000
N
N
N
N
N
N
GYP HOLDINGS III CORP
549300055I1KJWZH9690
GYP Holdings III Corp
36261NAA5
1300000.00000000
PA
USD
1061408.10000000
0.419357431734
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
4.63000000
N
N
N
N
N
N
WILLIAMS SCOTSMAN INTL
549300V3TCHCBOBTGH07
Williams Scotsman International Inc
96950GAE2
1206000.00000000
PA
USD
1088415.00000000
0.430027733028
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
4.63000000
N
N
N
N
N
N
GLOBAL AIR LEASE CO LTD
N/A
Global Aircraft Leasing Co Ltd
37960JAA6
2506562.00000000
PA
USD
2130577.70000000
0.841781396225
Long
DBT
CORP
KY
Y
2
2024-09-15
Fixed
6.50000000
N
N
Y
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp
670001AE6
1005000.00000000
PA
USD
890997.83000000
0.352029122134
Long
DBT
CORP
US
Y
2
2030-01-30
Fixed
4.75000000
N
N
N
N
N
N
TASEKO MINES LTD
549300XKUO1JSLU7KX54
Taseko Mines Ltd
876511AF3
760000.00000000
PA
USD
668297.85000000
0.264041389932
Long
DBT
CORP
CA
Y
2
2026-02-15
Fixed
7.00000000
N
N
N
N
N
N
WHITE CAP BUYER LLC
N/A
White Cap Buyer LLC
96350RAA2
835000.00000000
PA
USD
722282.36000000
0.285370420177
Long
DBT
CORP
US
Y
2
2028-10-15
Fixed
6.88000000
N
N
N
N
N
N
COMPASS MINERALS INTERNA
2549008X9G8XP7YJGC47
Compass Minerals International Inc
20451NAG6
985000.00000000
PA
USD
945600.00000000
0.373602186989
Long
DBT
CORP
US
Y
2
2027-12-01
Fixed
6.75000000
N
N
N
N
N
N
INGEVITY CORP
5493009UTFC4B5IMGF87
Ingevity Corp
45688CAB3
1140000.00000000
PA
USD
980246.33000000
0.387290791747
Long
DBT
CORP
US
Y
2
2028-11-01
Fixed
3.88000000
N
N
N
N
N
N
COEUR MINING INC
5493003AVK173D48DR70
Coeur Mining Inc
192108BC1
1098000.00000000
PA
USD
856908.44000000
0.338560561795
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
5.13000000
N
N
N
N
N
N
INTELSAT JACKSON HOLDINGS S A
N/A
INTELSAT JACKSON HOLDINGS S A
000000000
1117.00000000
NS
USD
7260.50000000
0.002868589973
N/A
DE
LU
N
2
N/A
N/A
INTELSAT EMERGENCE SA
INTELSAT EMERGENCE SA
2025-12-05
XXXX
7260.50000000
N
N
N
LIFE TIME INC
549300PALKE96VYH4X17
Life Time Inc
53190FAA3
745000.00000000
PA
USD
693222.50000000
0.273889003881
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
5.75000000
N
N
N
N
N
N
LIFEPT/LEGACY LIFEPT
N/A
RegionalCare Hospital Partners Holdings Inc / LifePoint Health Inc
53219LAR0
675000.00000000
PA
USD
543179.25000000
0.214607609694
Long
DBT
CORP
US
Y
2
2026-12-01
Fixed
9.75000000
N
N
N
N
N
N
TERRAFORM GLOBAL OPERATI
549300LC7QMVR79H5O86
Terraform Global Operating LP
88104UAC7
850000.00000000
PA
USD
796875.00000000
0.314841627281
Long
DBT
CORP
US
Y
2
2026-03-01
Fixed
6.13000000
N
N
N
N
N
N
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
Encompass Health Corp
29261AAB6
810000.00000000
PA
USD
711295.05000000
0.281029384808
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.75000000
N
N
N
N
N
N
GO DADDY OPCO/FINCO
N/A
Go Daddy Operating Co LLC / GD Finance Co Inc
38016LAC9
1743000.00000000
PA
USD
1459225.53000000
0.576533258585
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
3.50000000
N
N
N
N
N
N
Bombardier Inc
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BM2
440000.00000000
PA
USD
435738.19000000
0.172158143759
Long
DBT
CORP
CA
Y
2
2025-03-15
Fixed
7.50000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89117F8Z5
780000.00000000
PA
USD
811200.00000000
0.320501368534
Long
DBT
CORP
CA
N
2
2082-10-31
Fixed
8.13000000
N
N
N
N
N
N
TEREX CORP
YAWJZJYEQ7M1SYMOS462
Terex Corp
880779BA0
1265000.00000000
PA
USD
1136918.75000000
0.449191340343
Long
DBT
CORP
US
Y
2
2029-05-15
Fixed
5.00000000
N
N
N
N
N
N
2023-01-17
MFS VARIABLE INSURANCE TRUST II
Kasey Phillips
Kasey Phillips
Assistant Treasurer