0001752724-21-183468.txt : 20210824
0001752724-21-183468.hdr.sgml : 20210824
20210824155800
ACCESSION NUMBER: 0001752724-21-183468
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210630
FILED AS OF DATE: 20210824
PERIOD START: 20211231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Ivy Variable Insurance Portfolios
CENTRAL INDEX KEY: 0000810016
IRS NUMBER: 481146010
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05017
FILM NUMBER: 211202187
BUSINESS ADDRESS:
STREET 1: 6300 LAMAR AVENUE
CITY: OVERLAND PARK
STATE: KS
ZIP: 66202
BUSINESS PHONE: 9132362000
MAIL ADDRESS:
STREET 1: P O BOX 29217
CITY: SHAWNEE MISSION
STATE: KS
ZIP: 66201-9217
FORMER COMPANY:
FORMER CONFORMED NAME: Ivy Funds Variable Insurance Portfolios
DATE OF NAME CHANGE: 20100301
FORMER COMPANY:
FORMER CONFORMED NAME: Ivy Funds Variable Insurance Portfolios, Inc.
DATE OF NAME CHANGE: 20080819
FORMER COMPANY:
FORMER CONFORMED NAME: W&R TARGET FUNDS INC
DATE OF NAME CHANGE: 20001026
0000810016
S000006242
Delaware Ivy VIP High Income
C000017176
Class II
C000190649
Class I
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000810016
XXXXXXXX
S000006242
C000017176
C000190649
Ivy Variable Insurance Portfolios
811-05017
0000810016
72XHPUAYSOH6ROSGJT53
6300 Lamar Avenue
P.O. Box 29217
Shawnee Mission
66201
18007776472
Delaware Ivy VIP High Income
S000006242
HOEHMHXH7KXIOFMGI146
2021-12-31
2021-06-30
N
924603905.75
6527204.23
918076701.52
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
USD
UST
Amynta Agency Borrower Inc. (ICE LIBOR plus 400 bps)
N/A
Amynta Agency Borrower Inc. (ICE LIBOR plus 400 bps)
57810JAC2
8716406.10000000
PA
USD
8716406.10000000
0.949420248391
Long
LON
CORP
US
N
2
2025-02-28
Variable
0.04604200
N
N
N
N
N
N
MDC Partners Inc.
529900SR4J92B5C43M74
MDC Partners Inc.
552697AQ7
4106000.00000000
PA
USD
4162457.50000000
0.453388860986
Long
DBT
CORP
CA
N
2
2024-05-01
Variable
0.07500000
N
N
N
N
N
N
Kronos Acquisition Holdings Inc. and KIK Custom Products Inc.
N/A
Kronos Acquisition Holdings Inc. and KIK Custom Products Inc.
50106GAF9
5974000.00000000
PA
USD
5995685.62000000
0.653070229325
Long
DBT
CORP
US
N
2
2027-12-31
Fixed
0.07000000
N
N
N
N
N
N
Vantage Drilling Co. Units
549300T9QN1134QR7185
Vantage Drilling Co. Units
N/A
452.00000000
NS
USD
1353.74000000
0.000147453910
Long
EC
CORP
KY
N
2
N
N
N
NFP Corp.
VO2L9FZNXDJNQNEYH039
NFP Corp.
65342RAD2
18324000.00000000
PA
USD
19345196.52000000
2.107143824472
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
0.06875000
N
N
N
N
N
N
Laredo Petroleum Inc.
549300X0PTWU2QSLSL14
Laredo Petroleum Inc.
516806AF3
4315000.00000000
PA
USD
4552151.54000000
0.495835645590
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
0.09500000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BK2
2381000.00000000
PA
USD
2395643.15000000
0.260941503692
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
0.05000000
N
N
N
N
N
N
KCA Deutag UK Finance plc
N/A
KCA Deutag UK Finance plc
N/A
26774.00000000
NS
USD
2187435.80000000
0.238262859342
Long
EC
CORP
US
N
3
N
N
N
Laureate Education Inc. Class A
5JL7TMOH5TY3IUYSUP91
Laureate Education Inc. Class A
518613203
442638.00000000
NS
USD
6422677.38000000
0.699579606950
Long
EC
CORP
US
N
1
N
N
N
Academy Ltd.
549300BN53IR80C35Z14
Academy Ltd.
00401YAA8
3955000.00000000
PA
USD
4241084.93000000
0.461953224929
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
0.06000000
N
N
N
N
N
N
Nesco Holdings II Inc.
254900FAHT0HW9T6L409
Nesco Holdings II Inc.
64083YAA9
4712000.00000000
PA
USD
4924040.00000000
0.536342986577
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.05500000
N
N
N
N
N
N
iShares iBoxx $ High Yield Corporate Bond ETF
N/A
iShares iBoxx $ High Yield Corporate Bond ETF
464288513
290000.00000000
NS
USD
25531600.00000000
2.780987684114
Long
EC
RF
US
N
1
N
Boyd Gaming Corp.
254900787YGRYS2A1Z35
Boyd Gaming Corp.
103304BU4
705000.00000000
PA
USD
730556.25000000
0.079574642161
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
0.04750000
N
N
N
N
N
N
Woof Holdings LLC (1-Month ICE LIBOR plus 725 bps)
N/A
Woof Holdings LLC (1-Month ICE LIBOR plus 725 bps)
98082EAD6
544000.00000000
PA
USD
552500.00000000
0.060180156961
Long
LON
CORP
US
N
2
2028-12-21
Variable
0.08000000
N
N
N
N
N
N
Bass Pro Group LLC (ICE LIBOR plus 425 bps)
549300IYLDI2E8I2AU46
Bass Pro Group LLC (ICE LIBOR plus 425 bps)
07014QAM3
673615.00000000
PA
USD
678486.58000000
0.073903038697
Long
LON
CORP
US
N
2
2028-03-05
Variable
0.05000000
N
N
N
N
N
N
Sabre GLBL Inc. (GTD by Sabre Holdings Corp.)
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc. (GTD by Sabre Holdings Corp.)
78573NAC6
756000.00000000
PA
USD
900951.66000000
0.098134682920
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.09250000
N
N
N
N
N
N
LSF9 Atlantis Holdings LLC and Victra Finance Corp.
N/A
LSF9 Atlantis Holdings LLC and Victra Finance Corp.
50220MAA8
4013000.00000000
PA
USD
4166898.55000000
0.453872595078
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.07750000
N
N
N
N
N
N
NOVA Chemicals Corp.
5493007M1XGU5E55ZJ25
NOVA Chemicals Corp.
66977WAR0
1655000.00000000
PA
USD
1785827.75000000
0.194518360725
Long
DBT
CORP
CA
N
2
2027-06-01
Fixed
0.05250000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BA4
1372000.00000000
PA
USD
1426880.00000000
0.155420565366
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.05750000
N
N
N
N
N
N
PetSmart Inc. (ICE LIBOR plus 375 bps)
N/A
PetSmart Inc. (ICE LIBOR plus 375 bps)
71677HAL9
7210000.00000000
PA
USD
7223518.75000000
0.786809940611
Long
LON
CORP
US
N
2
2028-02-12
Variable
0.04500000
N
N
N
N
N
N
True Religion Apparel Inc.
N/A
True Religion Apparel Inc.
N/A
23.82400000
NS
USD
119120.00000000
0.012974950764
Long
EP
CORP
US
N
2
N
N
N
EPIC Crude Services L.P. (ICE LIBOR plus 500 bps)
549300FRS682IQ7J9S42
EPIC Crude Services L.P. (ICE LIBOR plus 500 bps)
29428XAB6
5955000.00000000
PA
USD
4697006.25000000
0.511613707462
Long
LON
CORP
US
N
2
2026-03-01
Variable
0.05140000
N
N
N
N
N
N
Ligado Networks LLC (15.500% Cash or 15.500% PIK)
N/A
Ligado Networks LLC (15.500% Cash or 15.500% PIK)
53225HAA8
7651477.89000000
PA
USD
7360920.78000000
0.801776231529
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
0.15500000
N
N
Y
N
N
N
Nordstrom Inc.
549300S3IZB5P35KNV16
Nordstrom Inc.
655664AT7
2253000.00000000
PA
USD
2351334.51000000
0.256115257702
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
0.04375000
N
N
N
N
Chesapeake Escrow Issuer LLC
X2MT1W32SPAZ9WSKLE78
Chesapeake Escrow Issuer LLC
165167DG9
1202000.00000000
PA
USD
1302667.50000000
0.141890922386
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.05875000
N
N
N
N
N
N
PetSmart Inc. and PetSmart Finance Corp.
N/A
PetSmart Inc. and PetSmart Finance Corp.
71677KAA6
3959000.00000000
PA
USD
4117360.00000000
0.448476689712
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.04750000
N
N
N
N
N
N
Torrid LLC
N/A
Torrid LLC
N/A
5003000.00000000
PA
USD
4990492.50000000
0.543581216224
Long
LON
CORP
US
N
3
2028-06-14
Variable
0.06250000
N
N
N
N
N
N
PBF Holding Co. LLC
549300TILVIIV9FLL461
PBF Holding Co. LLC
69318FAK4
5632000.00000000
PA
USD
5680970.24000000
0.618790372372
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.09250000
N
N
N
N
N
N
California Resources Corp.
5493003Q8F0T4F4YMR48
California Resources Corp.
13057QAH0
481000.00000000
PA
USD
506810.46000000
0.055203498701
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
0.07125000
N
N
N
N
N
N
Carnival Corp.
F1OF2ZSX47CR0BCWA982
Carnival Corp.
143658BC5
1818000.00000000
PA
USD
2048295.15000000
0.223107192090
Long
DBT
CORP
PA
N
2
2023-04-01
Fixed
0.11500000
N
N
N
N
N
N
Navacord Corp.
N/A
Navacord Corp.
C4900AAG2
260096.68000000
PA
210347.63000000
0.022911770841
Long
LON
CORP
CA
N
3
2029-03-16
Variable
0.00000000
N
N
N
N
N
N
Lithia Motors Inc.
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc.
536797AF0
1271000.00000000
PA
USD
1363141.15000000
0.148477915597
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
0.04375000
N
N
N
N
N
N
Foresight Energy LLC (ICE LIBOR plus 800 bps)
N/A
Foresight Energy LLC (ICE LIBOR plus 800 bps)
N/A
1551822.99000000
PA
USD
1551822.99000000
0.169029775772
Long
LON
CORP
US
N
2
2027-06-29
Variable
0.09500000
N
N
N
N
N
N
Clear Channel International B.V.
N/A
Clear Channel International B.V.
18452MAB2
572000.00000000
PA
USD
603082.48000000
0.065689770691
Long
DBT
CORP
NL
N
2
2025-08-01
Fixed
0.06625000
N
N
N
N
N
N
Studio City International Holdings Ltd. ADR
N/A
Studio City International Holdings Ltd. ADR
86389T106
343125.00000000
NS
USD
3952800.00000000
0.430552261423
Long
EC
CORP
KY
N
1
N
N
N
Heartland Dental LLC
5493008FRC0GRKBN1075
Heartland Dental LLC
42239PAA7
509000.00000000
PA
USD
532243.49000000
0.057973749809
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
0.08500000
N
N
N
N
N
N
United PF Holdings LLC (ICE LIBOR plus 400 bps)
2549002AF6PASVP2G486
United PF Holdings LLC (ICE LIBOR plus 400 bps)
91132UAG8
4220260.11000000
PA
USD
4128819.73000000
0.449724922020
Long
LON
CORP
US
N
2
2026-12-30
Variable
0.04202500
N
N
N
N
N
N
MLN U.S. Holdco LLC (ICE LIBOR plus 450 bps)
549300QKU7NPW6O86862
MLN U.S. Holdco LLC (ICE LIBOR plus 450 bps)
55292HAB9
9128919.28000000
PA
USD
8413823.65000000
0.916461950953
Long
LON
CORP
US
N
2
2025-11-30
Variable
0.04585500
N
N
N
N
N
N
NIC Acquisition Corp. (1-Month ICE LIBOR plus 375 bps)
N/A
NIC Acquisition Corp. (1-Month ICE LIBOR plus 375 bps)
12656UAB1
790000.00000000
PA
USD
790493.75000000
0.086103236112
Long
LON
CORP
US
N
2
2027-12-29
Variable
0.04500000
N
N
N
N
N
N
Colgate Energy Partners III LLC
549300QRLZK0B17DH791
Colgate Energy Partners III LLC
19416MAB5
646000.00000000
PA
USD
671032.50000000
0.073091115250
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
0.05875000
N
N
N
N
N
N
NCR Corp.
549300YKTY8JX1DV2R67
NCR Corp.
62886EAU2
772000.00000000
PA
USD
818416.50000000
0.089144675890
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
0.05750000
N
N
N
N
N
N
NCR Corp.
549300YKTY8JX1DV2R67
NCR Corp.
62886EAY4
2287000.00000000
PA
USD
2368325.72000000
0.257965997402
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
0.05000000
N
N
N
N
N
N
Arches Buyer Inc.
N/A
Arches Buyer Inc.
039524AB9
3964000.00000000
PA
USD
4090986.74000000
0.445604025592
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
0.06125000
N
N
N
N
N
N
Frontier Communications Corp.
N/A
Frontier Communications Corp.
35909D109
324725.00000000
NS
USD
8572740.00000000
0.933771653915
Long
EC
CORP
US
N
1
N
N
N
Party City Holdings Inc. (6-Month U.S. LIBOR plus 500 bps)
5493005PYM1JS6EZN307
Party City Holdings Inc. (6-Month U.S. LIBOR plus 500 bps)
702150AE3
388505.00000000
PA
USD
369565.38000000
0.040254303304
Long
DBT
CORP
US
N
2
2025-07-15
Variable
0.05750000
N
N
N
N
N
N
NCL Corp. Ltd.
UNZWILHE4KMRP9K2L524
NCL Corp. Ltd.
62886HBA8
784000.00000000
PA
USD
822976.56000000
0.089641372952
Long
DBT
CORP
BM
N
2
2026-03-15
Fixed
0.05875000
N
N
N
N
N
N
Nielsen Finance LLC and Nielsen Finance Co.
UJ76Y189LDMPCOCW7204
Nielsen Finance LLC and Nielsen Finance Co.
65409QBD3
2343000.00000000
PA
USD
2477499.92000000
0.269857618203
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
0.05625000
N
N
N
N
N
N
Deluxe Corp.
KWGNKB8TX9LE5TV29231
Deluxe Corp.
248019AU5
2083000.00000000
PA
USD
2265627.03000000
0.246779710916
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
0.08000000
N
N
N
N
N
N
Altice France Holding S.A.
5299000JVHXKJPOE6H40
Altice France Holding S.A.
02156TAA2
10750000.00000000
PA
USD
10719685.00000000
1.167624119232
Long
DBT
CORP
LU
N
2
2028-02-15
Fixed
0.06000000
N
N
N
N
N
N
West Corp. (ICE LIBOR plus 400 bps)
5493005Z5DB0O5S30R71
West Corp. (ICE LIBOR plus 400 bps)
68162RAC5
1684283.51000000
PA
USD
1650747.74000000
0.179804992030
Long
LON
CORP
US
N
2
2024-10-10
Variable
0.05000000
N
N
N
N
N
N
Advantage Sales & Marketing Inc.
549300T4O24KQDED1182
Advantage Sales & Marketing Inc.
00775PAA5
5940000.00000000
PA
USD
6272669.70000000
0.683240266266
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
0.06500000
N
N
N
N
N
N
Kronos Acquisition Holdings Inc. and KIK Custom Products Inc.
N/A
Kronos Acquisition Holdings Inc. and KIK Custom Products Inc.
50106GAE2
2411000.00000000
PA
USD
2450697.12000000
0.266938167142
Long
DBT
CORP
US
N
2
2026-12-31
Fixed
0.05000000
N
N
N
N
N
N
Cars.com Inc.
5493002G6J07LNGX4M98
Cars.com Inc.
14575EAA3
2355000.00000000
PA
USD
2514928.05000000
0.273934415919
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
0.06375000
N
N
N
N
N
N
CNT Holdings I Corp. (ICE LIBOR plus 675 bps)
N/A
CNT Holdings I Corp. (ICE LIBOR plus 675 bps)
12656AAE9
2060000.00000000
PA
USD
2096050.00000000
0.228308810857
Long
LON
CORP
US
N
3
2028-11-06
Variable
0.07500000
N
N
N
N
N
N
Navacord Corp. (1-Month CDOR plus 425 bps)
N/A
Navacord Corp. (1-Month CDOR plus 425 bps)
C4900AAD9
5115723.66000000
PA
4157866.72000000
0.452888817798
Long
LON
CORP
CA
N
3
2028-03-16
Variable
0.05000000
N
N
N
N
N
N
Legends Hospitality Holding Co. LLC
N/A
Legends Hospitality Holding Co. LLC
52473NAA6
479000.00000000
PA
USD
499956.25000000
0.054456915110
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
0.05000000
N
N
N
N
N
N
Sabre GLBL Inc. (GTD by Sabre Holdings Corp.)
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc. (GTD by Sabre Holdings Corp.)
78573NAF9
313000.00000000
PA
USD
340785.01000000
0.037119448673
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
0.07375000
N
N
N
N
N
N
KCA Deutag UK Finance plc
529900T5G3VI71LSI184
KCA Deutag UK Finance plc
N/A
315000.00000000
PA
USD
348547.50000000
0.037964965173
Long
DBT
CORP
GB
N
2
2025-12-01
Fixed
0.09875000
N
N
N
N
N
N
Provident Funding Associates L.P. and PFG Finance Corp.
54930043BMDE130FJ617
Provident Funding Associates L.P. and PFG Finance Corp.
74387UAJ0
6187000.00000000
PA
USD
6289394.85000000
0.685062025818
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.06375000
N
N
N
N
N
N
Digicel Group Ltd. (7.000% Cash or 7.000% PIK)
N/A
Digicel Group Ltd. (7.000% Cash or 7.000% PIK)
25381YAC5
562122.00000000
PA
USD
437106.07000000
0.047611062264
Long
DBT
CORP
BM
N
2
2168-10-01
Fixed
0.07000000
N
N
Y
N
N
N
Golden Nugget Inc.
91D14OD6M4H1RVBN7R43
Golden Nugget Inc.
38113YAE9
5640000.00000000
PA
USD
5704690.80000000
0.621374095492
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
0.06750000
N
N
N
N
N
N
MajorDrive Holdings IV LLC
N/A
MajorDrive Holdings IV LLC
56085RAA8
6800000.00000000
PA
USD
6791500.00000000
0.739753006339
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
0.06375000
N
N
N
N
N
N
TransDigm UK Holdings plc
549300JTYP71LZZSE903
TransDigm UK Holdings plc
89365DAB9
2821000.00000000
PA
USD
2984660.32000000
0.325099233545
Long
DBT
CORP
GB
N
2
2026-05-15
Fixed
0.06875000
N
N
N
N
N
N
Ivanti Software Inc. (1-Month U.S. LIBOR plus 475 bps)
N/A
Ivanti Software Inc. (1-Month U.S. LIBOR plus 475 bps)
46583DAB5
1865257.12000000
PA
USD
1869920.26000000
0.203677999551
Long
LON
CORP
US
N
2
2027-12-01
Variable
0.05750000
N
N
N
N
N
N
Comstock Resources Inc.
I03QQGEA4SS774AURI46
Comstock Resources Inc.
205768AT1
1937000.00000000
PA
USD
1978161.25000000
0.215467971981
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.05875000
N
N
N
N
N
N
Offshore Drilling Holding S.A.
222100V2YV6PD8566946
Offshore Drilling Holding S.A.
676246AA9
8682000.00000000
PA
USD
868200.00000000
0.094567262034
Long
DBT
CORP
LU
N
2
2020-09-20
Variable
0.08375000
Y
Y
N
N
N
N
Rattler Midstream L.P.
549300I45NRVEEN9M219
Rattler Midstream L.P.
75419TAA1
1528000.00000000
PA
USD
1608220.00000000
0.175172727653
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.05625000
N
N
N
N
N
N
Dreyfus Institutional Preferred Government Money Market Fund - Institutional Shares
N/A
Dreyfus Institutional Preferred Government Money Market Fund - Institutional Shares
N/A
25741793.39000000
NS
USD
25741793.39000000
2.803882654617
Long
STIV
RF
XX
N
1
N
N
N
Party City Holdings Inc.
5493005PYM1JS6EZN307
Party City Holdings Inc.
702150AG8
6272000.00000000
PA
USD
6703200.00000000
0.730135073562
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.08750000
N
N
N
N
N
N
Digicel International Finance Ltd.
N/A
Digicel International Finance Ltd.
25381VAA5
11226000.00000000
PA
USD
11732685.51000000
1.277963539492
Long
DBT
CORP
LC
N
2
2024-05-25
Fixed
0.08750000
N
N
N
N
N
N
Asbury Automotive Group Inc.
549300JH4DTA7U42GL91
Asbury Automotive Group Inc.
043436AU8
2576930.00000000
PA
USD
2652949.44000000
0.288968169610
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.04500000
N
N
N
N
N
N
Jo-Ann Stores Inc. (ICE LIBOR plus 500 bps)
549300GM65RR2EMGLI48
Jo-Ann Stores Inc. (ICE LIBOR plus 500 bps)
47759DAB1
8582353.16000000
PA
USD
8583425.95000000
0.934935603505
Long
LON
CORP
US
N
2
2023-10-16
Variable
0.06000000
N
N
N
N
N
N
Nine Energy Service Inc.
549300KRLJCZBPZMKT65
Nine Energy Service Inc.
65441VAA9
1917000.00000000
PA
USD
980066.25000000
0.106752109968
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
0.08750000
N
N
N
N
N
N
Lealand Finance Co. B.V. (ICE LIBOR plus 300 bps)
N/A
Lealand Finance Co. B.V. (ICE LIBOR plus 300 bps)
N5200EAC5
72120.40000000
PA
USD
46878.26000000
0.005106137637
Long
LON
CORP
US
N
3
2024-06-30
Variable
0.03113300
N
N
N
N
N
N
NCL Corp. Ltd.
UNZWILHE4KMRP9K2L524
NCL Corp. Ltd.
62886HAR2
2960000.00000000
PA
USD
3578595.60000000
0.389792660468
Long
DBT
CORP
BM
N
2
2024-05-15
Fixed
0.12250000
N
N
N
N
N
N
Foresight Energy L.P.
N/A
Foresight Energy L.P.
N/A
185515.54000000
NS
USD
3120371.38000000
0.339881338327
Long
EC
CORP
US
Y
3
N
N
N
Frontier Communications Corp.
549300ZCZ76HYCS0H445
Frontier Communications Corp.
35906ABE7
3913000.00000000
PA
USD
4196692.50000000
0.457117852250
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
0.05875000
N
N
N
N
N
N
Informatica LLC
5493007SV33RZV7RPS40
Informatica LLC
45673YAE6
4147000.00000000
PA
USD
4250675.00000000
0.462997807586
Long
LON
CORP
US
N
2
2025-02-25
Variable
0.07125000
N
N
N
N
N
N
Clear Channel Outdoor Holdings Inc.
N/A
Clear Channel Outdoor Holdings Inc.
18453HAD8
2657000.00000000
PA
USD
2754210.33000000
0.299997846088
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
0.07500000
N
N
N
N
N
N
Ahern Rentals Inc.
N/A
Ahern Rentals Inc.
008674AH6
4904000.00000000
PA
USD
4445034.64000000
0.484168112821
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
0.07375000
N
N
N
N
N
N
Pilgrim's Pride Corp.
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp.
72147KAF5
4759000.00000000
PA
USD
4937462.50000000
0.537805010390
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
0.04250000
N
N
N
N
N
N
U.S. Renal Care Inc. (3-Month ICE LIBOR plus 500 bps)
54930058SS5MF69JGN89
U.S. Renal Care Inc. (3-Month ICE LIBOR plus 500 bps)
90290PAN4
10774355.57000000
PA
USD
10834961.32000000
1.180180403452
Long
LON
CORP
US
N
2
2026-07-26
Variable
0.05125000
N
N
N
N
N
N
Ivanti Software Inc. (1-Month ICE LIBOR plus 400 bps)
N/A
Ivanti Software Inc. (1-Month ICE LIBOR plus 400 bps)
46583DAF6
746130.00000000
PA
USD
744031.88000000
0.081042453072
Long
LON
CORP
US
N
2
2027-12-01
Variable
0.04750000
N
N
N
N
N
N
West Corp. (3-Month ICE LIBOR plus 400 bps)
5493005Z5DB0O5S30R71
West Corp. (3-Month ICE LIBOR plus 400 bps)
68162RAC5
14666712.95000000
PA
USD
14374684.03000000
1.565738898089
Long
LON
CORP
US
N
2
2024-10-10
Variable
0.05000000
N
N
N
N
N
N
DISH DBS Corp.
N/A
DISH DBS Corp.
25470XBB0
751000.00000000
PA
USD
809112.38000000
0.088131239869
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
0.07375000
N
N
N
N
N
N
Sonic Automotive Inc.
549300NTLRGJ2JCBZU03
Sonic Automotive Inc.
83545GBC5
1225000.00000000
PA
USD
1283506.00000000
0.139803787404
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.06125000
N
N
N
N
N
N
Digicel International Finance Ltd.
N/A
Digicel International Finance Ltd.
25381XAC7
1474249.00000000
PA
USD
1448449.64000000
0.157770003051
Long
DBT
CORP
US
N
2
2026-12-31
Fixed
0.08000000
N
N
N
N
N
N
California Resources Corp. expires 10-27-24
N/A
California Resources Corp. expires 10-27-24
N/A
7744.00000000
NS
USD
59473.92000000
0.006478099259
N/A
DE
CORP
US
N
1
N/A
N/A
Call
Purchased
security
California Resources Corp. expires 10-27-24
7744.00000000
0.00000000
USD
2024-10-27
XXXX
-614309.77000000
N
N
N
Carnival Corp.
F1OF2ZSX47CR0BCWA982
Carnival Corp.
143658BG6
394000.00000000
PA
USD
459224.73000000
0.050020301053
Long
DBT
CORP
PA
N
2
2026-02-01
Fixed
0.10500000
N
N
N
N
N
N
StoneMor Inc.
N/A
StoneMor Inc.
86184WAA4
5085000.00000000
PA
USD
5148562.50000000
0.560798731900
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
0.08500000
N
N
N
N
N
N
Ascent Resources Utica Holdings LLC (1-Month ICE LIBOR plus 900 bps)
549300EGLQ2M2CL7JZ89
Ascent Resources Utica Holdings LLC (1-Month ICE LIBOR plus 900 bps)
N/A
740000.00000000
PA
USD
820321.08000000
0.089352129145
Long
LON
CORP
US
N
2
2025-11-01
Variable
0.10000000
N
N
N
N
N
N
Midas Intermediate Holdco II LLC (ICE LIBOR plus 675 bps)
549300O5UULN1EULDF23
Midas Intermediate Holdco II LLC (ICE LIBOR plus 675 bps)
59562TAN2
624860.00000000
PA
USD
611581.73000000
0.066615537567
Long
LON
CORP
US
N
2
2025-12-22
Variable
0.07500000
N
N
N
N
N
N
Carnival Corp.
F1OF2ZSX47CR0BCWA982
Carnival Corp.
143658BJ0
1550000.00000000
PA
USD
1811585.75000000
0.197324008658
Long
DBT
CORP
PA
N
2
2027-08-01
Fixed
0.09875000
N
N
N
N
N
N
Pinnacle Agriculture Enterprises LLC
N/A
Pinnacle Agriculture Enterprises LLC
N/A
12139.69230000
NS
USD
0.01000000
0.000000001089
Long
EC
CORP
US
Y
3
N
N
N
Windstream Services LLC (ICE LIBOR plus 625 bps)
549300L3SXBFJVGRCF66
Windstream Services LLC (ICE LIBOR plus 625 bps)
97381JAE3
1274983.47000000
PA
USD
1280561.52000000
0.139483064746
Long
LON
CORP
US
N
2
2027-09-21
Variable
0.07250000
N
N
N
N
N
N
Cyxtera DC Holdings Inc. (ICE LIBOR plus 325 bps)
N/A
Cyxtera DC Holdings Inc. (ICE LIBOR plus 325 bps)
19633FAD3
5243610.61000000
PA
USD
5123442.79000000
0.558062608659
Long
LON
CORP
US
N
2
2024-05-01
Variable
0.04000000
N
N
N
N
N
N
State Street Institutional U.S. Government Money Market Fund - Premier Class
N/A
State Street Institutional U.S. Government Money Market Fund - Premier Class
N/A
68404991.55000000
NS
USD
68404991.55000000
7.450901589893
Long
STIV
RF
US
N
1
N
N
N
Post Holdings Inc.
JM1I5YUAURL6DC8N1468
Post Holdings Inc.
737446AR5
1618000.00000000
PA
USD
1617352.80000000
0.176167502924
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
0.04500000
N
N
N
N
N
N
Digicel Ltd.
N/A
Digicel Ltd.
25380QAH2
10833000.00000000
PA
USD
10359110.42000000
1.128349124081
Long
DBT
CORP
BM
N
2
2023-03-01
Fixed
0.06750000
N
N
N
N
N
N
Nielsen Finance LLC and Nielsen Finance Co.
UJ76Y189LDMPCOCW7204
Nielsen Finance LLC and Nielsen Finance Co.
65409QBF8
1926000.00000000
PA
USD
2101214.58000000
0.228871354269
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
0.05875000
N
N
N
N
N
N
United PF Holdings LLC (ICE LIBOR plus 850 bps)
2549002AF6PASVP2G486
United PF Holdings LLC (ICE LIBOR plus 850 bps)
91132UAK9
935927.50000000
PA
USD
942946.96000000
0.102708952142
Long
LON
CORP
US
N
3
2026-11-12
Variable
0.09500000
N
N
N
N
N
N
Adtalem Global Education Inc.
549300Z467EZLMODV621
Adtalem Global Education Inc.
00737WAA7
9502000.00000000
PA
USD
9668760.10000000
1.053153846948
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.05500000
N
N
N
N
N
N
Ken Garff Automotive LLC
N/A
Ken Garff Automotive LLC
48850PAA2
781000.00000000
PA
USD
799552.66000000
0.087089963036
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
0.04875000
N
N
N
N
N
N
Carnival Corp.
F1OF2ZSX47CR0BCWA982
Carnival Corp.
143658BL5
793000.00000000
PA
USD
862387.50000000
0.093934144998
Long
DBT
CORP
PA
N
2
2026-03-01
Fixed
0.07625000
N
N
N
N
N
N
Windstream Escrow LLC
N/A
Windstream Escrow LLC
97382WAA1
9205000.00000000
PA
USD
9492656.25000000
1.033972023719
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
0.07750000
N
N
N
N
N
N
Staples Inc. (ICE LIBOR plus 500 bps)
XQM2JINI1UL7642TU573
Staples Inc. (ICE LIBOR plus 500 bps)
855031AQ3
5969180.00000000
PA
USD
5833011.07000000
0.635351170587
Long
LON
CORP
US
N
2
2026-04-12
Variable
0.05175600
N
N
N
N
N
N
Lithia Motors Inc.
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc.
536797AG8
1666000.00000000
PA
USD
1728974.80000000
0.188325746327
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
0.03875000
N
N
N
N
N
N
MajorDrive Holdings IV LLC
N/A
MajorDrive Holdings IV LLC
56085UAB9
5513000.00000000
PA
USD
5527642.53000000
0.602089402862
Long
LON
CORP
US
N
2
2028-06-01
Variable
0.04500000
N
N
N
N
N
N
McDermott Technology Americas Inc. (10.925% Cash or 10.925% PIK)
N/A
McDermott Technology Americas Inc. (10.925% Cash or 10.925% PIK)
N5200EAB7
1428495.90000000
PA
USD
656393.87000000
0.071496626470
Long
LON
CORP
US
N
2
2025-06-30
Variable
0.01092500
N
N
Y
N
N
N
TransDigm Inc. (GTD by TransDigm Group Inc.)
88Q84GB3X55CF5OC7582
TransDigm Inc. (GTD by TransDigm Group Inc.)
893647BH9
2709000.00000000
PA
USD
2885355.90000000
0.314282662355
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.07500000
N
N
N
N
N
N
Callon Petroleum Co. (GTD by Callon Petroleum Operating Co.)
549300EFOWPEB0WLZW21
Callon Petroleum Co. (GTD by Callon Petroleum Operating Co.)
13123XAT9
1081000.00000000
PA
USD
1069584.64000000
0.116502753879
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
0.06125000
N
N
N
N
N
N
Party City Holdings Inc. (5.000% Cash and 5.000% PIK)
5493005PYM1JS6EZN307
Party City Holdings Inc. (5.000% Cash and 5.000% PIK)
03254TAC7
220692.00000000
PA
USD
221795.46000000
0.024158706961
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.10000000
N
N
Y
N
N
N
Larchmont Resources LLC
N/A
Larchmont Resources LLC
N/A
1007.07000000
NS
USD
1007.07000000
0.000109693449
Long
EC
CORP
US
Y
2
N
N
N
CNT Holdings I Corp. (ICE LIBOR plus 375 bps)
N/A
CNT Holdings I Corp. (ICE LIBOR plus 375 bps)
12656AAC3
1940000.00000000
PA
USD
1943788.82000000
0.211724011379
Long
LON
CORP
US
N
2
2027-11-08
Variable
0.04500000
N
N
N
N
N
N
LCPR Senior Secured Financing Designated Activity Co.
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing Designated Activity Co.
50201DAD5
913000.00000000
PA
USD
946698.83000000
0.103117618433
Long
DBT
CORP
IE
N
2
2029-07-15
Fixed
0.05125000
N
N
N
N
N
N
Par Pharmaceutical Inc.
N/A
Par Pharmaceutical Inc.
69888XAA7
2936000.00000000
PA
USD
3005480.44000000
0.327367030992
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.07500000
N
N
N
N
N
N
ASG Warrant Corp.
N/A
ASG Warrant Corp.
N/A
1200.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
Y
3
N
N
N
Range Resources Corp.
H3Y3WLYCX0BTO1TRW162
Range Resources Corp.
75281ABH1
158000.00000000
PA
USD
178344.87000000
0.019425922660
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.08250000
N
N
N
N
N
N
Northwest Fiber LLC
254900LE3FBC16P2QY79
Northwest Fiber LLC
667449AA0
1327000.00000000
PA
USD
1498946.03000000
0.163270239569
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
0.10750000
N
N
N
N
N
N
Staples Inc.
XQM2JINI1UL7642TU573
Staples Inc.
855030AN2
20079000.00000000
PA
USD
20821923.00000000
2.267993835975
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.07500000
N
N
N
N
N
N
Woof Holdings LLC (ICE LIBOR plus 375 bps)
N/A
Woof Holdings LLC (ICE LIBOR plus 375 bps)
98082EAB0
877800.00000000
PA
USD
878897.25000000
0.095732442457
Long
LON
CORP
US
N
2
2027-12-21
Variable
0.04500000
N
N
N
N
N
N
Lealand Finance Co. B.V.
N/A
Lealand Finance Co. B.V.
N5200EAC5
23094.49000000
PA
USD
15011.42000000
0.001635094320
Long
LON
CORP
US
N
3
2024-06-30
Variable
0.00000000
N
N
N
N
N
N
KCA Deutag UK Finance plc
529900T5G3VI71LSI184
KCA Deutag UK Finance plc
N/A
1338735.00000000
PA
USD
1481310.28000000
0.161349294405
Long
DBT
CORP
GB
N
2
2025-12-01
Fixed
0.09875000
N
N
N
N
N
N
Uniti Group L.P. Uniti Group Finance 2019 Inc. and CSL Capital LLC (GTD by Uniti Group Inc.)
N/A
Uniti Group L.P. Uniti Group Finance 2019 Inc. and CSL Capital LLC (GTD by Uniti Group Inc.)
91327BAB6
394000.00000000
PA
USD
394200.94000000
0.042937691300
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
0.04750000
N
N
N
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
780153BG6
3167000.00000000
PA
USD
3320757.85000000
0.361708106142
Long
DBT
CORP
LR
N
2
2028-04-01
Fixed
0.05500000
N
N
N
N
N
N
Frontier Communications Corp.
549300ZCZ76HYCS0H445
Frontier Communications Corp.
35906ABG2
3287000.00000000
PA
USD
3501542.49000000
0.381399776750
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
0.06750000
N
N
N
N
N
N
Boyne USA Inc.
N/A
Boyne USA Inc.
103557AC8
801000.00000000
PA
USD
828726.62000000
0.090267688813
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
0.04750000
N
N
N
N
N
N
DISH DBS Corp.
N/A
DISH DBS Corp.
25470XAY1
2868000.00000000
PA
USD
3251595.00000000
0.354174656062
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
0.07750000
N
N
N
N
N
N
Ambience Merger Sub Inc.
549300LGPR0P05O30I24
Ambience Merger Sub Inc.
N/A
3251000.00000000
PA
USD
3254387.54000000
0.354478828905
Long
LON
CORP
US
N
2
2028-06-25
Variable
0.00000000
N
N
N
N
N
N
Altice France Holding S.A.
5299000JVHXKJPOE6H40
Altice France Holding S.A.
02156TAB0
4453000.00000000
PA
USD
4954029.30000000
0.539609521927
Long
DBT
CORP
LU
N
2
2027-05-15
Fixed
0.10500000
N
N
N
N
N
N
Targa Resources Corp. 9.500%
5493003QENHHS261UR94
Targa Resources Corp. 9.500%
87612G606
7514.00000000
NS
USD
8135795.82000000
0.886178225253
Long
EP
CORP
US
Y
2
N
N
N
CommerceHub Inc. (1-Month ICE LIBOR plus 475 bps)
549300V3JZOSIRXFRG67
CommerceHub Inc. (1-Month ICE LIBOR plus 475 bps)
20084XAJ3
3112000.00000000
PA
USD
3166460.00000000
0.344901465722
Long
LON
CORP
US
N
3
2028-12-02
Variable
0.07750000
N
N
N
N
N
N
CP Atlas Buyer Inc.
2549006ZZ07G0NDDCR36
CP Atlas Buyer Inc.
12597YAA7
1146000.00000000
PA
USD
1190808.60000000
0.129706875038
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
0.07000000
N
N
N
N
N
N
Vine Energy Holdings LLC
254900PNIMG4CPJH6R25
Vine Energy Holdings LLC
92735LAA0
3165000.00000000
PA
USD
3335118.75000000
0.363272343637
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.06750000
N
N
N
N
N
N
Crownrock L.P.
WFBCP6PB6JZR80B7U482
Crownrock L.P.
228701AF5
5764000.00000000
PA
USD
5982138.58000000
0.651594640196
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.05625000
N
N
N
N
N
N
CP Atlas Buyer Inc. (ICE LIBOR plus 375 bps)
2549006ZZ07G0NDDCR36
CP Atlas Buyer Inc. (ICE LIBOR plus 375 bps)
12658HAG7
4439872.50000000
PA
USD
4434322.66000000
0.483001327956
Long
LON
CORP
US
N
2
2027-11-23
Variable
0.04250000
N
N
N
N
N
N
Sabine Oil & Gas Corp.
N/A
Sabine Oil & Gas Corp.
N/A
263.00000000
NS
USD
1252.43000000
0.000136418885
Long
EC
CORP
US
Y
2
N
N
N
Cyxtera DC Holdings Inc. (ICE LIBOR plus 300 bps)
N/A
Cyxtera DC Holdings Inc. (ICE LIBOR plus 300 bps)
19633FAB7
4758000.00000000
PA
USD
4730641.50000000
0.515277371941
Long
LON
CORP
US
N
2
2025-05-01
Variable
0.08250000
N
N
N
N
N
N
INTL FCStone Inc.
549300JUF07L8VF02M60
INTL FCStone Inc.
46116VAE5
3835000.00000000
PA
USD
4107764.38000000
0.447431502531
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.08625000
N
N
N
N
N
N
Form Technologies LLC (ICE LIBOR plus 475 bps)
X7KHAIMGSSPZ1XIJIL51
Form Technologies LLC (ICE LIBOR plus 475 bps)
34634FAB5
12064138.33000000
PA
USD
12109378.85000000
1.318994244157
Long
LON
CORP
US
N
3
2025-07-22
Variable
0.05750000
N
N
N
N
N
N
Antero Resources Corp.
APVBKPOULHUX7YZLKU17
Antero Resources Corp.
03674XAS5
666000.00000000
PA
USD
680572.08000000
0.074130198367
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
0.05375000
N
N
N
N
N
N
Surgery Center Holdings Inc.
54930054EVI5HWPPW113
Surgery Center Holdings Inc.
86880NAX1
3236750.81000000
PA
USD
3254705.07000000
0.354513415340
Long
LON
CORP
US
N
2
2026-08-31
Variable
0.04500000
N
N
N
N
N
N
Wolverine Escrow LLC
N/A
Wolverine Escrow LLC
97789LAC0
8660000.00000000
PA
USD
8417520.00000000
0.916864569819
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
0.08500000
N
N
N
N
N
N
Brightstar Escrow Corp.
N/A
Brightstar Escrow Corp.
10947XAA0
2165000.00000000
PA
USD
2339228.38000000
0.254796617333
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.09750000
N
N
N
N
N
N
TransDigm Inc. (GTD by TransDigm Group Inc.)
88Q84GB3X55CF5OC7582
TransDigm Inc. (GTD by TransDigm Group Inc.)
893647BM8
1597000.00000000
PA
USD
1602254.13000000
0.174522905041
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.04625000
N
N
N
N
N
N
POWDR Corp.
549300XIF5ZPMVRIGO50
POWDR Corp.
73900LAA9
767000.00000000
PA
USD
808264.60000000
0.088038896822
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
0.06000000
N
N
N
N
N
N
Ascent Resources Utica Holdings LLC and ARU Finance Corp.
549300EGLQ2M2CL7JZ89
Ascent Resources Utica Holdings LLC and ARU Finance Corp.
04364VAR4
157000.00000000
PA
USD
173014.00000000
0.018845266382
Long
DBT
CORP
US
N
2
2028-12-31
Fixed
0.08250000
N
N
N
N
N
N
CCTUSD_5746800
N/A
CCTUSD_5746800
N/A
0.00000000
NC
N/A
174005.83000000
0.018953299839
N/A
DFE
CORP
XX
N
2
Morgan Stanley International
N/A
-8972910.00000000
CAD
-7412325.02000000
USD
2021-09-24
174005.83000000
N
N
N
Bed Bath & Beyond Inc.
529900ZBUWWUV7BKGX39
Bed Bath & Beyond Inc.
075896AC4
1594000.00000000
PA
USD
1483298.29000000
0.161565835136
Long
DBT
CORP
US
N
2
2044-08-01
Fixed
0.05165000
N
N
N
N
N
N
PAE Holding Corp. (ICE LIBOR plus 450 bps)
N/A
PAE Holding Corp. (ICE LIBOR plus 450 bps)
69329HAB7
15484192.50000000
PA
USD
15528709.55000000
1.691439236426
Long
LON
CORP
US
N
2
2027-10-19
Variable
0.05250000
N
N
N
N
N
N
PetSmart Inc. and PetSmart Finance Corp.
N/A
PetSmart Inc. and PetSmart Finance Corp.
71677KAB4
3094000.00000000
PA
USD
3415002.50000000
0.371973550177
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.07750000
N
N
N
N
N
N
Consolidated Communications Inc.
549300WW675Y48HDVX34
Consolidated Communications Inc.
20903XAH6
1129000.00000000
PA
USD
1146781.75000000
0.124911322561
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
0.05000000
N
N
N
N
N
N
Ascent Resources Utica Holdings LLC and ARU Finance Corp.
549300EGLQ2M2CL7JZ89
Ascent Resources Utica Holdings LLC and ARU Finance Corp.
04364VAU7
809000.00000000
PA
USD
810011.25000000
0.088229147810
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
0.05875000
N
N
N
N
N
N
Digicel Group Ltd.
N/A
Digicel Group Ltd.
25381XAA1
1650805.00000000
PA
USD
1725314.08000000
0.187927008401
Long
DBT
CORP
XX
N
2
2024-05-25
Fixed
0.08750000
N
N
N
N
N
N
Hillman Group Inc. (The) (ICE LIBOR plus 350 bps)
BDPO7HREUXNPHVMSIT54
Hillman Group Inc. (The) (ICE LIBOR plus 350 bps)
43162TAK6
5920972.76000000
PA
USD
5916532.03000000
0.644448554266
Long
LON
CORP
US
N
2
2025-05-31
Variable
0.04104200
N
N
N
N
N
N
NCR Corp.
549300YKTY8JX1DV2R67
NCR Corp.
62886EBA5
8677000.00000000
PA
USD
8959002.50000000
0.975844663650
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.05125000
N
N
N
N
N
N
Westmoreland Coal Co. (ICE LIBOR plus 650 bps)
N/A
Westmoreland Coal Co. (ICE LIBOR plus 650 bps)
96106JAB5
198461.55000000
PA
USD
191515.40000000
0.020860501054
Long
LON
CORP
US
N
3
2022-03-15
Variable
0.09250000
N
N
N
N
N
N
Prime Security Services Borrower LLC and Prime Finance Inc.
549300O6QPZVWXV2DC15
Prime Security Services Borrower LLC and Prime Finance Inc.
74166MAE6
2158000.00000000
PA
USD
2298313.16000000
0.250339994054
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.06250000
N
N
N
N
N
N
Crestwood Midstream Partners L.P.
549300VJQPPSEJPBNA66
Crestwood Midstream Partners L.P.
226373AP3
801000.00000000
PA
USD
825190.20000000
0.089882490061
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
0.05750000
N
N
N
N
N
N
Ambience Merger Sub Inc.
N/A
Ambience Merger Sub Inc.
04650YAA8
488000.00000000
PA
USD
490440.00000000
0.053420373176
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
0.04875000
N
N
N
N
N
N
VTR Comunicaciones S.p.A.
213800XDZJKMC1AEUV94
VTR Comunicaciones S.p.A.
918367AC7
3166000.00000000
PA
USD
3169640.90000000
0.345247940041
Long
DBT
CORP
CL
N
2
2029-04-15
Fixed
0.04375000
N
N
N
N
N
N
Westmoreland Coal Co.
N/A
Westmoreland Coal Co.
N/A
28632.00000000
NS
USD
85896.00000000
0.009356081017
Long
EC
CORP
US
N
2
N
N
N
Digicel International Finance Ltd. (ICE LIBOR plus 325 bps)
5493007V023VOEW4FK27
Digicel International Finance Ltd. (ICE LIBOR plus 325 bps)
P3562BAD4
7826443.23000000
PA
USD
7532951.61000000
0.820514407731
Long
LON
CORP
LC
N
2
2024-05-27
Variable
0.03430000
N
N
N
N
N
N
Staples Inc.
XQM2JINI1UL7642TU573
Staples Inc.
855030AP7
8805000.00000000
PA
USD
8977357.88000000
0.977843993332
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
0.10750000
N
N
N
N
N
N
Edelman Financial Holdings II Inc. (ICE LIBOR plus 675 bps)
N/A
Edelman Financial Holdings II Inc. (ICE LIBOR plus 675 bps)
27943TAB5
6487000.00000000
PA
USD
6534303.20000000
0.711738266441
Long
LON
CORP
US
N
2
2026-07-20
Variable
0.06845000
N
N
N
N
N
N
Landcadia Holdings III Inc. Class A
N/A
Landcadia Holdings III Inc. Class A
51476H100
126024.00000000
NS
USD
1562697.60000000
0.170214274843
Long
EC
CORP
US
N
1
N
True Religion Apparel Inc.
N/A
True Religion Apparel Inc.
N/A
22.94300000
NS
USD
294766.27000000
0.032106932842
Long
EC
CORP
US
N
3
N
N
N
SIWF Holdings Inc. (ICE LIBOR plus 425 bps)
54930062TONRLKZV7B16
SIWF Holdings Inc. (ICE LIBOR plus 425 bps)
78489JAB0
4154612.66000000
PA
USD
4165518.52000000
0.453722277572
Long
LON
CORP
US
N
2
2025-06-15
Variable
0.04342500
N
N
N
N
N
N
Invesco Senior Loan ETF
N/A
Invesco Senior Loan ETF
46138G508
424157.00000000
NS
USD
9395077.55000000
1.023343423751
Long
EC
RF
US
N
1
N
N
N
Studio City International Holdings Ltd. ADR
N/A
Studio City International Holdings Ltd. ADR
N/A
141362.00000000
NS
USD
1628490.24000000
0.177380630322
Long
EC
CORP
KY
Y
1
N
N
N
Ligado Networks LLC (17.500% Cash or 17.500% PIK)
N/A
Ligado Networks LLC (17.500% Cash or 17.500% PIK)
53225HAC4
551151.39000000
PA
USD
410741.08000000
0.044739298940
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
0.17500000
N
N
Y
N
N
N
Ambience Merger Sub Inc.
N/A
Ambience Merger Sub Inc.
04650YAB6
864000.00000000
PA
USD
874800.00000000
0.095286156216
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
0.07125000
N
N
N
N
N
N
Chesapeake Escrow Issuer LLC
X2MT1W32SPAZ9WSKLE78
Chesapeake Escrow Issuer LLC
165167DF1
1603000.00000000
PA
USD
1695653.40000000
0.184696267446
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
0.05500000
N
N
N
N
N
N
Clear Channel Outdoor Holdings Inc. (ICE LIBOR plus 350 bps)
N/A
Clear Channel Outdoor Holdings Inc. (ICE LIBOR plus 350 bps)
18452RAD7
6498255.00000000
PA
USD
6353057.99000000
0.691996429000
Long
LON
CORP
US
N
2
2026-08-21
Variable
0.03685500
N
N
N
N
N
N
Altice France S.A.
5493001ZMCICV4N02J21
Altice France S.A.
02156LAF8
2375000.00000000
PA
USD
2389606.25000000
0.260283944254
Long
DBT
CORP
FR
N
2
2029-07-15
Fixed
0.05125000
N
N
N
N
N
N
Highlands Holdings Bond Issuer Ltd. and Highlands Holdings Bond Co-Issuer Inc. (7.625% Cash or 8.375% PIK)
894500QEH89ZMUFQMM46
Highlands Holdings Bond Issuer Ltd. and Highlands Holdings Bond Co-Issuer Inc. (7.625% Cash or 8.375% PIK)
43103QAA6
3896000.00000000
PA
USD
4132857.32000000
0.450164709893
Long
DBT
CORP
BM
N
2
2025-10-15
Fixed
0.07625000
N
N
Y
N
N
N
Gainwell Acquisition Corp. (ICE LIBOR plus 400 bps)
N/A
Gainwell Acquisition Corp. (ICE LIBOR plus 400 bps)
59909TAC8
7658263.13000000
PA
USD
7691768.03000000
0.837813225982
Long
LON
CORP
US
N
2
2027-10-01
Variable
0.04750000
N
N
N
N
N
N
CrownRock L.P. and CrownRock Finance Inc.
WFBCP6PB6JZR80B7U482
CrownRock L.P. and CrownRock Finance Inc.
228701AG3
792000.00000000
PA
USD
832871.16000000
0.090719126040
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
0.05000000
N
N
N
N
N
N
Larchmont Resources LLC (9.000% Cash or 9.000% PIK)
N/A
Larchmont Resources LLC (9.000% Cash or 9.000% PIK)
51676UAE9
778465.26000000
PA
USD
311386.10000000
0.033917220585
Long
LON
CORP
US
N
3
2021-08-09
Variable
0.09000000
N
N
Y
N
N
N
Everi Holdings Inc.
5299006DK5S7BG10K532
Everi Holdings Inc.
30034TAA1
1625000.00000000
PA
USD
1625000.00000000
0.177000461650
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
0.05000000
N
N
N
N
N
N
CommerceHub Inc. (ICE LIBOR plus 400 bps)
549300V3JZOSIRXFRG67
CommerceHub Inc. (ICE LIBOR plus 400 bps)
20084XAF1
2927662.50000000
PA
USD
2938641.23000000
0.320086679591
Long
LON
CORP
US
N
3
2027-12-02
Variable
0.04750000
N
N
N
N
N
N
Magic MergerCo Inc.
549300H9LWMBP7HYLR98
Magic MergerCo Inc.
55916AAB0
6793000.00000000
PA
USD
7013772.50000000
0.763963674101
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
0.07875000
N
N
N
N
N
N
Wolverine Escrow LLC
N/A
Wolverine Escrow LLC
97789LAA4
858000.00000000
PA
USD
729300.00000000
0.079437807188
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
0.13125000
N
N
N
N
N
N
Clear Channel Outdoor Holdings Inc.
N/A
Clear Channel Outdoor Holdings Inc.
18453HAC0
2016000.00000000
PA
USD
2114390.88000000
0.230306561151
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
0.07750000
N
N
N
N
N
N
Wolverine Escrow LLC
N/A
Wolverine Escrow LLC
97789LAB2
11270000.00000000
PA
USD
11029667.25000000
1.201388427757
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
0.09000000
N
N
N
N
N
N
Laredo Petroleum Inc.
549300X0PTWU2QSLSL14
Laredo Petroleum Inc.
516806AG1
2876000.00000000
PA
USD
3166476.00000000
0.344903208496
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.10125000
N
N
N
N
Digicel Group Ltd. (5.000% Cash and 3.000% PIK)
N/A
Digicel Group Ltd. (5.000% Cash and 3.000% PIK)
25381YAB7
1311661.00000000
PA
USD
1104418.56000000
0.120296981523
Long
DBT
CORP
BM
N
2
2025-04-01
Fixed
0.08000000
N
N
Y
N
N
N
Providence Service Corp. (The)
549300EFZIFW7F7I0Q28
Providence Service Corp. (The)
743815AE2
2361000.00000000
PA
USD
2532373.19000000
0.275834599201
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
0.05875000
N
N
N
N
N
N
Park River Holdings Inc.
N/A
Park River Holdings Inc.
70082LAA5
1715000.00000000
PA
USD
1671053.13000000
0.182016723355
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.05625000
N
N
N
N
N
N
Nova Chemicals Corp.
5493007M1XGU5E55ZJ25
Nova Chemicals Corp.
66977WAS8
1591000.00000000
PA
USD
1609033.99000000
0.175261390179
Long
DBT
CORP
CA
N
2
2029-05-15
Fixed
0.04250000
N
N
N
N
N
N
Ascent Resources Utica Holdings LLC and ARU Finance Corp.
549300EGLQ2M2CL7JZ89
Ascent Resources Utica Holdings LLC and ARU Finance Corp.
04364VAG8
1898000.00000000
PA
USD
1992188.25000000
0.216995839966
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
0.07000000
N
N
N
N
N
N
Asbury Automotive Group Inc.
549300JH4DTA7U42GL91
Asbury Automotive Group Inc.
043436AV6
4450930.00000000
PA
USD
4659010.98000000
0.507475134951
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
0.04750000
N
N
N
N
N
N
NCL Corp. Ltd.
UNZWILHE4KMRP9K2L524
NCL Corp. Ltd.
62886HAY7
1865000.00000000
PA
USD
2172678.38000000
0.236655431556
Long
DBT
CORP
BM
N
2
2026-02-01
Fixed
0.10250000
N
N
N
N
N
N
Ardonagh Midco 2 plc
9845003AD1386OH58D80
Ardonagh Midco 2 plc
03985RAA1
6679381.00000000
PA
USD
7344613.95000000
0.800000036798
Long
DBT
CORP
GB
N
2
2027-01-15
Fixed
0.11500000
N
N
N
N
N
N
Westmoreland Mining Holdings LLC (15.000% Cash or 15.000% PIK)
5493005KY5ANOTGMLS28
Westmoreland Mining Holdings LLC (15.000% Cash or 15.000% PIK)
96106JAE9
2253628.79000000
PA
USD
484530.19000000
0.052776656808
Long
LON
CORP
US
N
3
2029-03-15
Variable
0.15000000
N
N
Y
N
N
N
Magic MergerCo Inc.
N/A
Magic MergerCo Inc.
55916AAA2
2801000.00000000
PA
USD
2877131.18000000
0.313386798209
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
0.05250000
N
N
N
N
N
N
Ankura Consulting Group LLC (ICE LIBOR plus 450 bps)
549300VJ5EU1KWD54I45
Ankura Consulting Group LLC (ICE LIBOR plus 450 bps)
03539PAC2
1575000.00000000
PA
USD
1580906.25000000
0.172197622201
Long
LON
CORP
US
N
3
2028-03-17
Variable
0.05250000
N
N
N
N
N
N
Callon Petroleum Co. (GTD by Callon Petroleum Operating Co.)
549300EFOWPEB0WLZW21
Callon Petroleum Co. (GTD by Callon Petroleum Operating Co.)
13123XBB7
317000.00000000
PA
USD
345927.84000000
0.037679623001
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
0.09000000
N
N
N
N
N
N
Michaels Cos. Inc. (The) (1-Month ICE LIBOR plus 425 bps)
N/A
Michaels Cos. Inc. (The) (1-Month ICE LIBOR plus 425 bps)
59408UAB3
3166000.00000000
PA
USD
3183150.22000000
0.346719420581
Long
LON
CORP
US
N
2
2028-04-15
Variable
0.05000000
N
N
N
N
N
N
TransDigm Inc. (GTD by TransDigm Group Inc.)
88Q84GB3X55CF5OC7582
TransDigm Inc. (GTD by TransDigm Group Inc.)
893647BL0
7030000.00000000
PA
USD
7337562.50000000
0.799231969164
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
0.05500000
N
N
N
N
N
N
Arches Buyer Inc.
N/A
Arches Buyer Inc.
039524AA1
4746000.00000000
PA
USD
4699370.55000000
0.511871234965
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
0.04250000
N
N
N
N
N
N
McDermott International Inc.
54930004RAXI4B3L4752
McDermott International Inc.
N/A
619154.00000000
NS
USD
303385.46000000
0.033045763986
Long
EC
CORP
US
N
1
N
N
N
Endeavor Energy Resources L.P.
549300WY5QI80P9WHD46
Endeavor Energy Resources L.P.
29260FAD2
2349000.00000000
PA
USD
2447904.65000000
0.266634001924
Long
DBT
CORP
US
N
2
2026-01-30
Fixed
0.05500000
N
N
N
N
N
N
Navacord Corp.
N/A
Navacord Corp.
C4900AAC1
1162276.34000000
PA
944654.25000000
0.102894915908
Long
LON
CORP
CA
N
3
2028-03-16
Variable
0.05000000
N
N
N
N
N
N
Digicel International Finance Ltd. (6.000% Cash and 7.000% PIK)
N/A
Digicel International Finance Ltd. (6.000% Cash and 7.000% PIK)
25381XAB9
741183.00000000
PA
USD
746056.28000000
0.081262957524
Long
DBT
CORP
US
N
2
2025-12-31
Fixed
0.13000000
N
N
Y
N
N
N
Midwest Gaming Borrower LLC
5493005826VXDUREHL94
Midwest Gaming Borrower LLC
59833DAB6
480000.00000000
PA
USD
481200.00000000
0.052413921320
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
0.04875000
N
N
N
N
N
N
West Corp.
5493005Z5DB0O5S30R71
West Corp.
68163PAA2
19709000.00000000
PA
USD
19290183.75000000
2.101151648665
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.08500000
N
N
N
N
N
N
P&L Development LLC and PLD Finance Corp.
549300TSXG3VFTR8PB29
P&L Development LLC and PLD Finance Corp.
69306RAA4
3977000.00000000
PA
USD
4190485.36000000
0.456441749699
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
0.07750000
N
N
N
N
N
N
Northwest Fiber LLC and Nortwest Fiber Finance Sub Inc.
254900LE3FBC16P2QY79
Northwest Fiber LLC and Nortwest Fiber Finance Sub Inc.
667449AC6
1703000.00000000
PA
USD
1709096.74000000
0.186160561222
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.06000000
N
N
N
N
N
N
Crestwood Midstream Partners L.P.
549300VJQPPSEJPBNA66
Crestwood Midstream Partners L.P.
226373AR9
320000.00000000
PA
USD
335600.00000000
0.036554679956
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.06000000
N
N
N
N
N
N
Gulf Finance LLC (ICE LIBOR plus 525 bps)
549300GL13V5C6ULWJ40
Gulf Finance LLC (ICE LIBOR plus 525 bps)
40227UAB2
2226335.51000000
PA
USD
1897394.44000000
0.206670579577
Long
LON
CORP
US
N
2
2023-08-25
Variable
0.06250000
N
N
N
N
N
N
Frontier Communications Corp.
N/A
Frontier Communications Corp.
35908MAA8
1011498.00000000
PA
USD
1031323.36000000
0.112335206665
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
0.05875000
N
N
N
N
N
N
Consolidated Communications Inc.
549300WW675Y48HDVX34
Consolidated Communications Inc.
20903XAF0
2423000.00000000
PA
USD
2611400.37000000
0.284442505258
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
0.06500000
N
N
N
N
N
N
New Cotai LLC (14.000% Cash or 14.000% PIK)
N/A
New Cotai LLC (14.000% Cash or 14.000% PIK)
N/A
892888.95000000
PA
USD
910657.44000000
0.099191869098
Long
LON
CORP
US
N
2
2025-09-10
Variable
0.14000000
N
N
Y
N
N
N
Heartland Dental LLC (ICE LIBOR plus 375 bps)
5493008FRC0GRKBN1075
Heartland Dental LLC (ICE LIBOR plus 375 bps)
42236WAH0
7147769.36000000
PA
USD
7076849.19000000
0.770834199177
Long
LON
CORP
US
N
2
2025-04-30
Variable
0.03604300
N
N
N
N
N
N
NIC Acquisition Corp. (1-Month ICE LIBOR plus 775 bps)
N/A
NIC Acquisition Corp. (1-Month ICE LIBOR plus 775 bps)
44931VAH6
504000.00000000
PA
USD
507780.00000000
0.055309104256
Long
LON
CORP
US
N
2
2028-12-29
Variable
0.08500000
N
N
N
N
N
N
Applied Systems Inc. (ICE LIBOR plus 550 bps)
549300NSKGF0SY5SWQ62
Applied Systems Inc. (ICE LIBOR plus 550 bps)
03827FBA8
4178380.44000000
PA
USD
4248368.31000000
0.462746555158
Long
LON
CORP
US
N
2
2025-09-19
Variable
0.06250000
N
N
N
N
N
N
J2 Global Inc.
5493008OJYGLHD7MXA18
J2 Global Inc.
48123VAF9
939000.00000000
PA
USD
973320.45000000
0.106017334759
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
0.04625000
N
N
N
N
N
N
BIS Industries Ltd.
N/A
BIS Industries Ltd.
N/A
1604602.00000000
NS
USD
1.60000000
0.000000174277
Long
EC
CORP
US
Y
3
N
N
N
Clear Channel Outdoor Holdings Inc.
N/A
Clear Channel Outdoor Holdings Inc.
18453HAA4
5583000.00000000
PA
USD
5738123.66000000
0.625015714972
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
0.05125000
N
N
N
N
N
N
CVR Energy Inc.
529900SOYZIXZBTXB558
CVR Energy Inc.
12662PAB4
1531000.00000000
PA
USD
1534842.81000000
0.167180237496
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
0.05250000
N
N
N
N
N
N
Cablevision Lightpath LLC
N/A
Cablevision Lightpath LLC
12687GAB5
1225000.00000000
PA
USD
1250112.50000000
0.136166455148
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
0.05625000
N
N
N
N
N
N
Compass Group Diversified Holdings LLC
549300I6PTUQPX21TE93
Compass Group Diversified Holdings LLC
20451RAB8
6378000.00000000
PA
USD
6641092.50000000
0.723370115917
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.05250000
N
N
N
N
N
N
MLN U.S. Holdco LLC (ICE LIBOR plus 875 bps)
549300QKU7NPW6O86862
MLN U.S. Holdco LLC (ICE LIBOR plus 875 bps)
55292HAE3
2920000.00000000
PA
USD
1718694.48000000
0.187205979321
Long
LON
CORP
US
N
2
2026-11-30
Variable
0.08835500
N
N
N
N
N
N
DISH DBS Corp.
N/A
DISH DBS Corp.
25470XBC8
3322000.00000000
PA
USD
3284394.96000000
0.357747337947
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
0.05125000
N
N
N
N
N
N
Cedar Fair L.P. Magnum Management Corp. Canada's Wonderland Co. and Millennium Operations LLC
549300TUVLNQQ6BVKH61
Cedar Fair L.P. Magnum Management Corp. Canada's Wonderland Co. and Millennium Operations LLC
150190AB2
1430000.00000000
PA
USD
1475023.55000000
0.160664522643
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
0.05375000
N
N
N
N
N
N
Navacord Corp. (1-Month CDOR plus 750 bps)
N/A
Navacord Corp. (1-Month CDOR plus 750 bps)
C4900AAF4
2585903.32000000
PA
2091294.03000000
0.227790774620
Long
LON
CORP
CA
N
3
2029-03-16
Variable
0.08000000
N
N
N
N
N
N
Advantage Sales & Marketing Inc.
549300T4O24KQDED1182
Advantage Sales & Marketing Inc.
00769EAY6
294641.00000000
PA
USD
298034.68000000
0.032462939044
Long
LON
CORP
US
N
2
2027-10-28
Variable
0.00000000
N
N
N
N
N
N
EP Energy Corp.
N/A
EP Energy Corp.
N/A
21263.00000000
NS
USD
2089089.75000000
0.227550677033
Long
EC
CORP
US
Y
2
N
N
N
Telesat Canada and Telesat LLC
5493004V5GLBY6SO5Y34
Telesat Canada and Telesat LLC
87952VAR7
6406000.00000000
PA
USD
6438030.00000000
0.701251865921
Long
DBT
CORP
CA
N
2
2026-12-06
Fixed
0.05625000
N
N
N
N
N
N
WaterBridge Midstream Operating LLC (3-Month ICE LIBOR plus 575 bps)
549300DVU86VSP486341
WaterBridge Midstream Operating LLC (3-Month ICE LIBOR plus 575 bps)
94120XAB1
1997823.41000000
PA
USD
1920407.75000000
0.209177266651
Long
LON
CORP
US
N
2
2026-06-21
Variable
0.06750000
N
N
N
N
N
N
VTR Finance B.V.
213800F4XI4RJB82XM19
VTR Finance B.V.
918374AA7
2826000.00000000
PA
USD
3005691.21000000
0.327389988769
Long
DBT
CORP
NL
N
2
2028-07-15
Fixed
0.06375000
N
N
N
N
N
N
Advantage Sales & Marketing Inc. (ICE LIBOR plus 525 bps)
549300T4O24KQDED1182
Advantage Sales & Marketing Inc. (ICE LIBOR plus 525 bps)
00769EAY6
7577274.17000000
PA
USD
7664549.21000000
0.834848460625
Long
LON
CORP
US
N
2
2027-10-28
Variable
0.06000000
N
N
N
N
N
N
Digicel International Finance Ltd. (8.000% Cash and 2.000% PIK or 10.000% PIK)
N/A
Digicel International Finance Ltd. (8.000% Cash and 2.000% PIK or 10.000% PIK)
25381YAD3
7509701.00000000
PA
USD
7254746.65000000
0.790211388437
Long
DBT
CORP
BM
N
2
2024-04-01
Fixed
0.10000000
N
N
Y
N
N
N
New Cotai Participation Corp. Class B
N/A
New Cotai Participation Corp. Class B
N/A
3072567.00000000
NS
USD
9742802.70000000
1.061218815799
Long
EC
CORP
US
Y
3
N
N
N
Nordstrom Inc.
549300S3IZB5P35KNV16
Nordstrom Inc.
655664AR1
4642000.00000000
PA
USD
4633718.16000000
0.504720155987
Long
DBT
CORP
US
N
2
2044-01-15
Fixed
0.05000000
N
N
N
N
N
N
Comstock Resources Inc.
I03QQGEA4SS774AURI46
Comstock Resources Inc.
205768AS3
3716000.00000000
PA
USD
3963039.68000000
0.431667601785
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.06750000
N
N
N
N
N
N
NCR Corp.
549300YKTY8JX1DV2R67
NCR Corp.
62886EAZ1
782000.00000000
PA
USD
812325.96000000
0.088481273803
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
0.05250000
N
N
N
N
N
N
ARD Finance S.A. (6.500% Cash or 7.250% PIK)
6354006P6QPGGPVJW880
ARD Finance S.A. (6.500% Cash or 7.250% PIK)
00191AAD8
2463000.00000000
PA
USD
2591273.04000000
0.282250168826
Long
DBT
CORP
LU
N
2
2027-06-30
Fixed
0.06500000
N
N
Y
N
N
N
Murphy Oil Corp.
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp.
626717AN2
643000.00000000
PA
USD
678815.10000000
0.073938822200
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
0.06375000
N
N
N
N
N
N
Gulf Finance LLC (ICE LIBOR plus 525 bps)
549300GL13V5C6ULWJ40
Gulf Finance LLC (ICE LIBOR plus 525 bps)
40227UAB2
3759788.04000000
PA
USD
3204279.36000000
0.349020877525
Long
LON
CORP
US
N
2
2023-08-25
Variable
0.06250000
N
N
N
N
N
N
BCPE Cycle Merger Sub II Inc.
N/A
BCPE Cycle Merger Sub II Inc.
07335BAA4
8340000.00000000
PA
USD
8777641.50000000
0.956090213973
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.10625000
N
N
N
N
N
N
Live Nation Entertainment Inc.
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc.
538034AR0
2724000.00000000
PA
USD
2826150.00000000
0.307833756735
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
0.04750000
N
N
N
N
N
N
Simmons Foods Inc.
5493002Z1TVWRIL6NM97
Simmons Foods Inc.
82873MAA1
1590000.00000000
PA
USD
1605852.30000000
0.174914829811
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.04625000
N
N
N
N
N
N
Advantage Sales & Marketing Inc.
549300T4O24KQDED1182
Advantage Sales & Marketing Inc.
00769EAY6
14369.64000000
PA
USD
14535.15000000
0.001583217390
Long
LON
CORP
US
N
2
2027-10-28
Variable
0.06000000
N
N
N
N
N
N
NCR Corp.
549300YKTY8JX1DV2R67
NCR Corp.
62886EAV0
983000.00000000
PA
USD
1072856.03000000
0.116859084673
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
0.06125000
N
N
N
N
N
N
2021-07-30
Ivy Variable Insurance Portfolios
Joseph W. Kauten
Joseph W. Kauten
Treasurer, Vice President