NPORT-P
false
0000911507
XXXXXXXX
S000007278
C000188236
C000054888
C000054890
C000019985
C000156624
C000019988
C000019989
C000156623
C000054889
C000019987
C000156625
LORD ABBETT INVESTMENT TRUST
811-07988
0000911507
54930085JIVNI3FPKR71
90 HUDSON STREET
JERSEY CITY
07302
201-827-2000
Lord Abbett High Yield Fund
S000007278
5493009T7WVUXV1XZ191
2022-11-30
2022-02-28
N
6796378476.10
246692728.26
6549685747.84
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
146485716.64000000
0.00000000
0.00000000
53679995.30000000
EUR
GBP
USD
N
USIC Holdings, Inc.
5493009ZYUWB7X699U62
USIC Holdings, Inc. 2021 2nd Lien Term Loan
90290HAR3
7759905.00000000
PA
USD
7745393.98000000
0.118255963388
Long
LON
CORP
US
N
2
2029-05-14
Floating
7.25000000
N
N
N
N
N
N
CMBF LLC
254900VEJCW8TYEZ4290
CMBF LLC Term Loan
29286JAB8
5705821.80000000
PA
USD
5627366.75000000
0.085918118313
Long
LON
CORP
US
N
2
2028-08-02
Floating
6.50000000
N
N
N
N
N
N
VF UKRAINE (VFU FUNDING)
N/A
VF Ukraine PAT via VFU Funding PLC
918212AA9
12258000.00000000
PA
USD
6159645.00000000
0.094044893711
Long
DBT
CORP
UA
N
2
2025-02-11
Fixed
6.20000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
Long: SP9FG6PL0 CDS USD R F 3.00000 SP9FG6PL0_FEE CMBX / Short: SP9FG6PL0 CDS USD P V 01MEVENT SP9FG6PL0_PRO CMBX
000000000
9545000.00000000
OU
Notional Amount
USD
-1046358.47000000
-0.01597570494
N/A
DCR
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
CMBX.NA.BBB-.9
137BERAI8
Y
sell protection
2058-09-17
0.00000000
USD
-2117354.30000000
USD
9545000.00000000
USD
1070995.83000000
N
N
N
MACY'S RETAIL HLDGS LLC
N/A
Macy's Retail Holdings LLC
55617LAP7
9765000.00000000
PA
USD
9996284.03000000
0.152622345786
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
5.87500000
N
N
N
N
N
N
HILTON GRAND VAC BOR ESC
N/A
Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc
43284MAA6
13481000.00000000
PA
USD
13231736.31000000
0.202020933819
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.00000000
N
N
N
N
N
N
Medical Solutions Holdings, Inc.
549300JH2XHZ7TIKYR39
Medical Solutions Holdings, Inc. 2021 Delayed Draw Term Loan
58462QAJ0
1411477.00000000
PA
USD
1401420.23000000
0.021396755263
Long
LON
CORP
US
N
2
2028-11-01
Fixed
3.50000000
N
N
N
N
N
N
BAYTEX ENERGY CORP
549300R5LTV2H7I1I079
Baytex Energy Corp
07317QAH8
7207000.00000000
PA
USD
7734192.05000000
0.118084933350
Long
DBT
CORP
CA
N
2
2027-04-01
Fixed
8.75000000
N
N
N
N
N
N
LFS TOPCO LLC
N/A
LFS Topco LLC
50203TAA4
7675000.00000000
PA
USD
7675690.75000000
0.117191740879
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
5.87500000
N
N
N
N
N
N
Berry Petroleum Co LLC
DQ2XTZKV7SILNNV77403
Berry Petroleum Co LLC
08580BAA4
9626000.00000000
PA
USD
9492487.38000000
0.144930424839
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
7.00000000
N
N
N
N
N
N
MHP LUX SA
222100RHC7R1WZ1J3M44
MHP Lux SA
59318YAB4
18292000.00000000
PA
USD
8231400.00000000
0.125676258631
Long
DBT
CORP
LU
N
2
2029-09-19
Fixed
6.25000000
N
N
N
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Long: SP91229R0 CDS USD R F 3.00000 SP91229R0_FEE CMBX / Short: SP91229R0 CDS USD P V 01MEVENT SP91229R0_PRO CMBX
000000000
10000000.00000000
OU
Notional Amount
USD
-1181694.27000000
-0.01804199950
N/A
DCR
GB
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
CMBX.NA.BBB-.10
137BERAJ6
Y
sell protection
2059-11-17
0.00000000
USD
-1663470.26000000
USD
10000000.00000000
USD
481775.99000000
N
N
N
ARCOR SAIC
529900B2ROYOJG45VO88
Arcor SAIC
03965PAC5
2170000.00000000
PA
USD
2108523.90000000
0.032192749105
Long
DBT
CORP
AR
N
2
2023-07-06
Fixed
6.00000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-29324.95000000
-0.00044773064
N/A
DFE
XX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
2585427.50000000
USD
2279000.00000000
EUR
2022-03-10
-29324.95000000
N
N
N
EVERI HOLDINGS INC
5299006DK5S7BG10K532
Everi Holdings Inc
30034TAA1
7310000.00000000
PA
USD
7177597.63000000
0.109586900903
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.00000000
N
N
N
N
N
N
CRESTWOOD MID PARTNER LP
N/A
Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp
67421QAA0
10115000.00000000
PA
USD
10775509.50000000
0.164519488641
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
8.00000000
N
N
N
N
N
N
ASTEROID PRIVATE MERGER
549300IWRY8V2R98AJ89
Asteroid Private Merger Sub Inc
04625PAA9
11928000.00000000
PA
USD
11549942.04000000
0.176343453482
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
8.50000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: SPHO02GG9 CDS USD R F 3.00000 F_SPHO02GG9 CMBX / Short: SPHO02GG9 CDS USD P V 01MEVENT P_SPHO02GG9 CMBX
000000000
20210000.00000000
OU
Notional Amount
USD
-2215495.51000000
-0.03382598181
N/A
DCR
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
CMBX.NA.BBB-.9
137BERAI8
Y
sell protection
2058-09-17
0.00000000
USD
-1586290.85000000
USD
20210000.00000000
USD
-629204.66000000
N
N
N
Clear Channel Outdoor Holdings Inc
N/A
Clear Channel Outdoor Holdings Inc
18453H106
1848895.00000000
NS
USD
6914867.30000000
0.105575558373
Long
EC
CORP
US
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)JUN22
000000000
2737.00000000
NC
USD
3758119.96000000
0.057378630131
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 10 Year US Treasury Note
TYM2 COMDTY
2022-06-21
345038317.54000000
USD
3758119.96000000
N
N
N
Callon Petroleum Co
549300EFOWPEB0WLZW21
Callon Petroleum Co
13123X508
124307.00000000
NS
USD
7005942.52000000
0.106966086461
Long
EC
CORP
US
N
1
N
N
N
J.P. Morgan Securities PLC
K6Q0W1PS1L1O4IQL9C32
Long: SPUS02FC5 CDS USD R F 2.00000 F_SPUS02FC5 CMBX / Short: SPUS02FC5 CDS USD P V 01MEVENT P_SPUS02FC5 CMBX
000000000
9600000.00000000
OU
Notional Amount
USD
-774866.77000000
-0.01183059462
N/A
DCR
GB
N
2
J.P. Morgan Securities PLC
K6Q0W1PS1L1O4IQL9C32
CMBX.NA.A.6
137BEOAF1
Y
sell protection
2063-05-11
0.00000000
USD
-935471.72000000
USD
9600000.00000000
USD
160604.95000000
N
N
N
OUTFRONT MEDIA CAP LLC/C
N/A
Outfront Media Capital LLC / Outfront Media Capital Corp
69007TAE4
7315000.00000000
PA
USD
6986081.03000000
0.106662843057
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.25000000
N
N
N
N
N
N
MED ParentCo LP
549300660CLPRNK19Z91
MED ParentCo LP 1st Lien Term Loan
58401DAC8
6672639.00000000
PA
USD
6639275.81000000
0.101367852834
Long
LON
CORP
US
N
2
2026-08-31
None
0.00000000
N
N
N
N
N
N
NMG HLDCO/NEIMAN MARCUS
N/A
NMG Holding Co Inc / Neiman Marcus Group LLC
62929RAC2
4758000.00000000
PA
USD
4905498.00000000
0.074896692587
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
7.12500000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AV6
8362000.00000000
PA
USD
8499973.00000000
0.129776806510
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
6.00000000
N
N
N
N
N
N
Washington Prime Group, L.P.
549300K4BNOIQ154O537
Washington Prime Group, L.P. 2021 Take-back Exit Term Loan
000000000
10036722.58000000
PA
USD
10079378.65000000
0.153891026807
Long
LON
CORP
US
N
2
2025-06-11
Floating
5.75000000
N
N
N
N
N
N
Anastasia Parent, LLC
N/A
Anastasia Parent, LLC 2018 Term Loan B
03275UAB1
13046200.73000000
PA
USD
11367872.24000000
0.173563628510
Long
LON
CORP
US
N
2
2025-08-11
Floating
3.97400000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AP4
15515000.00000000
PA
USD
16981167.50000000
0.259266904608
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
8.37500000
N
N
N
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long: SP9J5BO75 CDS USD R F 3.00000 SP9J5BO75_FEE CMBX / Short: SP9J5BO75 CDS USD P V 01MEVENT SP9J5BO75_PRO CMBX
000000000
2630000.00000000
OU
Notional Amount
USD
-288310.40000000
-0.00440189668
N/A
DCR
US
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
CMBX.NA.BBB-.9
137BERAI8
Y
sell protection
2058-09-17
0.00000000
USD
-295488.82000000
USD
2630000.00000000
USD
7178.42000000
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CP9
7074000.00000000
PA
USD
6571392.30000000
0.100331413643
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.62500000
N
N
N
N
N
N
ACADIA HEALTHCARE CO INC
5493005CW985Y9D0NC11
Acadia Healthcare Co Inc
00404AAP4
9071000.00000000
PA
USD
8969087.32000000
0.136939200830
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.00000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-55982.51000000
-0.00085473581
N/A
DFE
XX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
2858834.76000000
USD
2499000.00000000
EUR
2022-03-10
-55982.51000000
N
N
N
TAP ROCK RESOURCES LLC
549300Y3SDS1HPFQ6H17
Tap Rock Resources LLC
87602LAA0
7297000.00000000
PA
USD
7350085.68000000
0.112220432597
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
7.00000000
N
N
N
N
N
N
Riverbed Technology, Inc.
XWT9B0BASIY6FJ5R7M02
Riverbed Technology, Inc. 2021 PIK Exit Term Loan
000000000
18792593.00000000
PA
USD
17321508.82000000
0.264463204600
Long
LON
CORP
US
N
2
2026-12-08
None
0.00000000
N
N
N
N
N
N
CIENA CORP
W0CZ7N0GH8UIGXDM1H41
Ciena Corp
171779AL5
11216000.00000000
PA
USD
11060770.56000000
0.168874828286
Long
DBT
CORP
US
N
2
2030-01-31
Fixed
4.00000000
N
N
N
N
N
N
CROWNROCK LP/CROWNROCK F
N/A
CrownRock LP / CrownRock Finance Inc
228701AG3
8523000.00000000
PA
USD
8684638.70000000
0.132596265444
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
5.00000000
N
N
N
N
N
N
PIKE CORP
549300P4EKEP6HK0NC58
Pike Corp
721283AA7
18116000.00000000
PA
USD
17459204.42000000
0.266565528365
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
5.50000000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-908744.06000000
-0.01387462078
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
53073000.00000000
GBP
70291208.03000000
USD
2022-03-07
-908744.06000000
N
N
N
PETSMART INC/PETSMART FI
N/A
PetSmart Inc / PetSmart Finance Corp
71677KAB4
6208000.00000000
PA
USD
6532461.12000000
0.099737015965
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
7.75000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBK5
25864000.00000000
PA
USD
24377595.92000000
0.372194893900
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
4.75000000
N
N
N
N
N
N
Talen Energy Supply LLC
K5K33XN0PQAU1XF7NN66
Talen Energy Supply LLC
87422VAA6
17841000.00000000
PA
USD
7343980.04000000
0.112127212247
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
6.50000000
N
N
N
N
N
N
TEXAS CAPITAL BANCSHARES
549300466Q2SXRX0YM48
Texas Capital Bancshares Inc
88224QAA5
14075000.00000000
PA
USD
14185339.41000000
0.216580458301
Long
DBT
CORP
US
N
2
2031-05-06
Fixed
4.00000000
N
N
N
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FirstEnergy Corp
337932AC1
10900000.00000000
PA
USD
13663586.00000000
0.208614375193
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
7.37500000
N
N
N
N
N
N
CROWDSTRIKE HOLDINGS INC
549300YBY08K9KM4HX32
Crowdstrike Holdings Inc
22788CAA3
23255000.00000000
PA
USD
21843305.23000000
0.333501576578
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.00000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-86550.18000000
-0.00132144019
N/A
DFE
XX
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
12002317.39000000
USD
10624000.00000000
EUR
2022-03-10
-86550.18000000
N
N
N
Fidelity Investments
549300FQDFZGLUOCWN51
Fidelity Investments Money Market Government Portfolio
31607A703
1797658.00000000
NS
USD
1797658.00000000
0.027446477116
Long
STIV
RF
US
N
1
N
N
AMC Entertainment Holdings, Inc.
549300ZO77UNR6NRBR11
AMC Entertainment Holdings, Inc. 2019 Term Loan B
00164DAQ6
8285224.46000000
PA
USD
7536778.71000000
0.115070844620
Long
LON
CORP
US
N
2
2026-04-22
Floating
3.12500000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
88326.85000000
0.001348566227
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
3010000.00000000
GBP
4126384.92000000
USD
2022-03-07
88326.85000000
N
N
N
PERIMETER MASTER NOTE BUSINE
N/A
PERIMETER MASTER NOTE BUSINE
71384PAS0
5000000.00000000
PA
USD
4953485.00000000
0.075629353692
Long
ABS-O
CORP
US
N
3
2027-05-15
Fixed
8.13000000
N
N
N
N
N
N
Callon Petroleum Co
549300EFOWPEB0WLZW21
Callon Petroleum Co
13123XAZ5
9172000.00000000
PA
USD
8906103.72000000
0.135977573014
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
6.37500000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CQ7
9188000.00000000
PA
USD
8520032.40000000
0.130083071585
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
5.00000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BG6
8717000.00000000
PA
USD
8553948.52000000
0.130600899788
Long
DBT
CORP
LR
N
2
2028-04-01
Fixed
5.50000000
N
N
N
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
Vistra Corp
92840MAC6
9032000.00000000
PA
USD
8978349.92000000
0.137080621355
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
7.00000000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
28470RAK8
6501000.00000000
PA
USD
7014904.05000000
0.107102910277
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
8.12500000
N
N
N
N
N
N
EDREAMS ODIGEO SA
959800Y8LQ5MR2YZ4N96
eDreams ODIGEO SA
000000000
6288000.00000000
PA
6936278.90000000
0.105902468714
Long
DBT
CORP
ES
N
2
2027-07-15
Fixed
5.50000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-44346.39000000
-0.00067707660
N/A
DFE
XX
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
2055356.42000000
USD
1793000.00000000
EUR
2022-03-10
-44346.39000000
N
N
N
LADDER CAP FIN LLLP/CORP
N/A
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
505742AP1
7445000.00000000
PA
USD
7225446.95000000
0.110317459923
Long
DBT
US
N
2
2029-06-15
Fixed
4.75000000
N
N
N
N
N
N
HAWAIIAN BRAND INTELLECT
N/A
Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd
41984LAA5
16231471.00000000
PA
USD
16453517.52000000
0.251210793211
Long
DBT
CORP
KY
N
2
2026-01-20
Fixed
5.75000000
N
N
N
N
N
N
Robertshaw US Holding Corp
549300NMXRV2JIXFIY04
Robertshaw US Holding Corp 2018 1st Lien Term Loan
77051UAF6
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2025-02-28
Floating
4.50000000
N
N
N
N
N
N
Dutch Lion BV
N/A
Dutch Lion BV
000000000
9152880.00000000
PA
1026.27000000
0.000015668996
Long
DBT
CORP
NL
N
3
2020-06-15
Fixed
11.25000000
N
N
N
N
N
N
LIMAK ISKENDERUN
5299001DUZ9PI7TCRC47
Limak Iskenderun Uluslararasi Liman Isletmeciligi AS
53263TAA5
15034000.00000000
PA
USD
14111062.74000000
0.215446408931
Long
DBT
CORP
TR
N
2
2036-07-10
Fixed
9.50000000
N
N
N
N
N
N
MEG Energy Corp
5493002WXPTG5ZC1T326
MEG Energy Corp
552704108
528159.00000000
NS
6896277.28000000
0.105291727656
Long
EC
CORP
CA
N
1
N
N
N
Team Health Holdings Inc
549300PVTQ4UDTTMQT11
Team Health Holdings Inc
88047PAA2
6449000.00000000
PA
USD
5860141.81000000
0.089472106534
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
6.37500000
N
N
N
N
N
N
EDREAMS ODIGEO SA
959800Y8LQ5MR2YZ4N96
eDreams ODIGEO SA
000000000
6406000.00000000
PA
7066444.44000000
0.107889824215
Long
DBT
CORP
ES
Y
2
2027-07-15
Fixed
5.50000000
N
N
N
N
N
N
Olaplex, Inc
N/A
Olaplex, Inc 2022 Term Loan
67936UAB7
7970568.00000000
PA
USD
7960604.79000000
0.121541782254
Long
LON
CORP
US
N
2
2029-02-23
Variable
4.25000000
N
N
N
N
N
N
Precision Drilling Corp
549300WF2OE8T5BP4B84
Precision Drilling Corp
740212AL9
10731000.00000000
PA
USD
10872595.55000000
0.166001789529
Long
DBT
CORP
CA
N
2
2026-01-15
Fixed
7.12500000
N
N
N
N
N
N
MACQUARIE BANK LONDON
549300MPRNPO6FWNKN78
Macquarie Bank Ltd/London
556079AB7
6521000.00000000
PA
USD
6591655.04000000
0.100640783295
Long
DBT
CORP
AU
N
2
2027-03-08
Fixed
6.12500000
N
N
N
N
N
N
Associated Asphalt Partners, LLC
549300PL0QXFQ2Q2XC93
Associated Asphalt Partners, LLC 2017 Term Loan B
04546DAB0
0.01000000
PA
USD
0.01000000
0.000000000152
Long
LON
CORP
US
N
2
2024-04-05
Floating
6.25000000
N
N
N
N
N
N
RANGE RESOURCES CORP
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281ABJ7
8033000.00000000
PA
USD
8812843.64000000
0.134553686684
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
8.25000000
N
N
N
N
N
N
ENTEGRIS INC
IYX6OWO7BT5DKO3BYG52
Entegris Inc
29362UAD6
9600000.00000000
PA
USD
9014736.00000000
0.137636160681
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
3.62500000
N
N
N
N
N
N
ZI TECH LLC/ZI FIN CORP
N/A
ZoomInfo Technologies LLC/ZoomInfo Finance Corp
98981BAA0
7821000.00000000
PA
USD
7430653.89000000
0.113450540622
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
3.87500000
N
N
N
N
N
N
PMHC II INC
549300GYZ1T3S8OPH343
PMHC II Inc
69357VAA3
11632000.00000000
PA
USD
11335267.68000000
0.173065825085
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
9.00000000
N
N
N
N
N
N
GPS HOSPITALITY HOLDING
N/A
GPS Hospitality Holding Co LLC / GPS Finco Inc
36262BAA0
15874000.00000000
PA
USD
13288363.51000000
0.202885512703
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
7.00000000
N
N
N
N
N
N
METIS MERGER SUB LLC
N/A
Metis Merger Sub LLC
59155LAA0
7478000.00000000
PA
USD
6964111.84000000
0.106327419484
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
6.50000000
N
N
N
N
N
N
WINDSTREAM ESCROW LLC
N/A
Windstream Escrow LLC / Windstream Escrow Finance Corp
97382WAA1
8181000.00000000
PA
USD
8267227.74000000
0.126223273272
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
7.75000000
N
N
N
N
N
N
DYCOM INDUSTRIES INC
549300F56EKTHQI3WT60
Dycom Industries Inc
267475AD3
10867000.00000000
PA
USD
10478667.76000000
0.159987336239
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.50000000
N
N
N
N
N
N
ADVISOR GROUP HOLDINGS I
N/A
Advisor Group Holdings Inc
00791GAA5
8113000.00000000
PA
USD
8833921.18000000
0.134875496628
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
10.75000000
N
N
N
N
N
N
TWILIO INC
5493004W8TRGD63APX93
Twilio Inc
90138FAC6
16359000.00000000
PA
USD
15697442.04000000
0.239667102275
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.62500000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAQ3
10043000.00000000
PA
USD
9516144.22000000
0.145291615298
Long
DBT
CORP
US
N
2
2033-08-15
Fixed
3.25000000
N
N
N
N
N
N
COINBASE GLOBAL INC
5493004G3J2SC154DU06
Coinbase Global Inc
19260QAD9
19744000.00000000
PA
USD
17424080.00000000
0.266029251949
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
3.62500000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
112409.04000000
0.001716250890
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
10166000.00000000
CAD
8134101.46000000
USD
2022-04-20
112409.04000000
N
N
N
FRONTERA GENERATION
N/A
FRONTERA GENERATION
000000000
87622.00000000
NS
USD
262866.00000000
0.004013413927
Long
EC
CORP
US
N
2
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada
008911BK4
7212000.00000000
PA
USD
7012804.56000000
0.107070855457
Long
DBT
CORP
CA
N
2
2026-08-15
Fixed
3.87500000
N
N
N
N
N
N
SUNCOKE ENERGY INC
1KF1J2NXQE2PI0QOB943
SunCoke Energy Inc
86722AAD5
12390000.00000000
PA
USD
11903568.60000000
0.181742591297
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
4.87500000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599ED3
4222000.00000000
PA
USD
4919601.06000000
0.075112016811
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
6.62500000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304BU4
8053000.00000000
PA
USD
8095680.90000000
0.123604111886
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.75000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CL7
9791000.00000000
PA
USD
9072389.56000000
0.138516409936
Long
DBT
CORP
US
N
2
2047-02-15
Fixed
4.10000000
N
N
N
N
N
N
KENNEDY-WILSON INC
5EA4464UK7FM5QNNKL62
Kennedy-Wilson Inc
489399AM7
7262000.00000000
PA
USD
7058446.14000000
0.107767706906
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
5.00000000
N
N
N
N
N
N
Ahern Rentals Inc
N/A
Ahern Rentals Inc
008674AH6
9694000.00000000
PA
USD
8773070.00000000
0.133946426405
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
7.37500000
N
N
N
N
N
N
UNIFRAX ESCROW ISS CORP
549300RRU6BWJLD0YT71
ASP Unifrax Holdings Inc
90473LAA0
7458000.00000000
PA
USD
7153564.44000000
0.109219964367
Long
DBT
CORP
US
N
2
2028-09-30
Fixed
5.25000000
N
N
N
N
N
N
TERRAFORM POWER OPERATIN
5493000S2OLR3UT5BE13
TerraForm Power Operating LLC
88104LAE3
7871000.00000000
PA
USD
7904845.30000000
0.120690451486
Long
DBT
CORP
US
N
2
2028-01-31
Fixed
5.00000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAH2
19287000.00000000
PA
USD
20856190.32000000
0.318430396861
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
6.62500000
N
N
N
N
N
N
CPV Shore Holdings, LLC
549300Y8LWNFUD6ECV25
CPV Shore Holdings, LLC Term Loan
12626DAG5
5735901.00000000
PA
USD
5503597.01000000
0.084028413299
Long
LON
CORP
US
N
2
2025-12-29
None
0.00000000
N
N
N
N
N
N
MERCER INTL INC
549300Z5IAG39VRTY874
Mercer International Inc
588056BB6
10989000.00000000
PA
USD
10762269.46000000
0.164317340928
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.12500000
N
N
N
N
N
N
UTEX
N/A
UTEX
000000000
49219.00000000
NS
USD
3002359.00000000
0.045839741257
Long
EC
CORP
US
N
2
N
N
N
CORONADO FINANCE PTY LTD
549300NS5FS0W548RE27
Coronado Finance Pty Ltd
21979LAA4
12941000.00000000
PA
USD
13951497.86000000
0.213010187009
Long
DBT
CORP
AU
N
2
2026-05-15
Fixed
10.75000000
N
N
N
N
N
N
CANACOL ENERGY LTD
549300X5MNRWPMSM9N14
Canacol Energy Ltd
134808AD6
10707000.00000000
PA
USD
10086904.10000000
0.154005924686
Long
DBT
CORP
CA
N
2
2028-11-24
Fixed
5.75000000
N
N
N
N
N
N
CQP HOLDCO LP/BIP-V CHIN
N/A
CQP Holdco LP / BIP-V Chinook Holdco LLC
12657NAA8
12891000.00000000
PA
USD
12842658.75000000
0.196080533394
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
5.50000000
N
N
N
N
N
N
Altar Bidco, Inc.
N/A
Altar Bidco, Inc. 2021 2nd Lien Term Loan
000000000
7382914.00000000
PA
USD
7413700.75000000
0.113191701639
Long
LON
CORP
US
N
2
2030-02-01
Floating
6.10000000
N
N
N
N
N
N
CULLINAN HOLDCO
549300F81ZP47K818173
Cullinan Holdco Scsp
000000000
3241000.00000000
PA
3428803.58000000
0.052350657909
Long
DBT
CORP
LU
Y
2
2026-10-15
Fixed
4.62500000
N
N
N
N
N
N
SABLE PERMIAN RESOURCES WTS
N/A
BIGHORN PERMIAN RESSOURCES LLC
000000000
5602.00000000
NS
USD
149853.50000000
0.002287949464
N/A
DE
US
N
2
N/A
N/A
Call
Purchased
Sable Permian Resources Finance LLC
Sable Permian Resources Finance LLC
1.00000000
1.00000000
USD
2024-02-01
XXXX
116241.50000000
N
N
N
Lightstone Holdco LLC
549300VXK6UGDG7H3G98
Lightstone Holdco LLC 2018 Term Loan B
53226GAG6
8559529.31000000
PA
USD
7182001.46000000
0.109654138175
Long
LON
CORP
US
N
2
2024-01-30
Floating
4.75000000
N
N
N
N
N
N
JETBLUE AIRWAYS CORP
54930070J9H97ZO93T57
JetBlue Airways Corp
477143AN1
6740000.00000000
PA
USD
6504100.00000000
0.099304000991
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.50000000
N
N
N
N
N
JetBlue Airways Corp
JetBlue Airways Corp
USD
XXXX
N
N
N
FORESTAR GROUP INC
549300BC2UB0GHV60V70
Forestar Group Inc
346232AE1
10769000.00000000
PA
USD
10409369.25000000
0.158929292957
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.00000000
N
N
N
N
N
N
ALLIED UNIVERSAL
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AC1
10630000.00000000
PA
USD
9899081.20000000
0.151138261912
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
6.00000000
N
N
N
N
N
N
NABORS INDUSTRIES INC
549300VFQWRKICUFNU92
Nabors Industries Inc
62957HAJ4
7195000.00000000
PA
USD
7437867.23000000
0.113560673234
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
7.37500000
N
N
N
N
N
N
SHIMAO GROUP HOLDINGS LT
254900WTJ6B5CU69ZD26
Shimao Group Holdings Ltd
000000000
18891000.00000000
PA
USD
5289480.00000000
0.080759294470
Long
DBT
CORP
KY
Y
2
2027-01-16
Fixed
5.20000000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAP4
7394000.00000000
PA
USD
6982486.93000000
0.106607968669
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
3.50000000
N
N
N
N
N
N
Sealed Air Corp
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp
81211KAK6
11508000.00000000
PA
USD
13137417.72000000
0.200580886255
Long
DBT
CORP
US
N
2
2033-07-15
Fixed
6.87500000
N
N
N
N
N
N
CWT TRAVEL GROUP INC
N/A
CWT Travel Group Inc
12670RAA2
7020993.00000000
PA
USD
7126307.90000000
0.108803814020
Long
DBT
CORP
US
N
2
2026-11-19
Fixed
8.50000000
N
N
N
N
N
N
Think & Learn Private Limited
254900EAJ040Y8AVVN71
Think & Learn Private Limited Term Loan B
000000000
13600024.00000000
PA
USD
13629808.05000000
0.208098656557
Long
LON
CORP
US
N
2
2026-11-05
Floating
6.25000000
N
N
N
N
N
N
ROLLER BEARING CO OF AME
N/A
Roller Bearing Co of America Inc
775631AD6
7406000.00000000
PA
USD
7156047.50000000
0.109257875499
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.37500000
N
N
N
N
N
N
UNIFRAX ESCROW ISS CORP
549300RRU6BWJLD0YT71
ASP Unifrax Holdings Inc
90473LAC6
11438000.00000000
PA
USD
10455990.51000000
0.159641102070
Long
DBT
CORP
US
N
2
2029-09-30
Fixed
7.50000000
N
N
N
N
N
N
MAGNOLIA OIL GAS/MAG FIN
N/A
Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp
559665AA2
8572000.00000000
PA
USD
8786085.70000000
0.134145148916
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
6.00000000
N
N
N
N
N
N
TNT CRANE + RIGGING
N/A
TNT CRANE + RIGGING
000000000
26319.00000000
NS
USD
52638.00000000
0.000803672145
N/A
DE
US
N
2
N/A
N/A
Call
Purchased
TNT CRANE + RIGGING EQUITY
TNT CRANE + RIGGING EQUITY
1.00000000
1.00000000
USD
2099-12-31
XXXX
-52638.00000000
N
N
N
TULLOW OIL PLC
2138003EYHWO75RKS857
Tullow Oil PLC
899415AG8
9907000.00000000
PA
USD
9701231.61000000
0.148117512556
Long
DBT
CORP
GB
N
2
2026-05-15
Fixed
10.25000000
N
N
N
N
N
N
NEW HOME CO INC/THE
549300PLCE8TB3TVRQ85
New Home Co Inc/The
645370AC1
8056000.00000000
PA
USD
8004361.04000000
0.122209848657
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
7.25000000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
63938CAH1
25699000.00000000
PA
USD
26839521.62000000
0.409783349206
Long
DBT
CORP
US
N
2
2025-06-25
Fixed
6.75000000
N
N
N
N
N
N
CENTENNIAL RESOURCE PROD
5493004CTVUMQLRPOE23
Centennial Resource Production LLC
15138AAC4
14218000.00000000
PA
USD
14182881.54000000
0.216542931768
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.87500000
N
N
N
N
N
N
Lucid Energy Group II Borrower, LLC
549300L1MUKRPJY1ND11
Lucid Energy Group II Borrower, LLC 2021 Term Loan
000000000
7030428.00000000
PA
USD
7001111.12000000
0.106892321090
Long
LON
CORP
US
N
2
2028-11-24
Floating
5.00000000
N
N
N
N
N
N
Pactiv LLC
549300O4WTC6DL4JIE57
Pactiv LLC
880394AB7
9754000.00000000
PA
USD
10153914.00000000
0.155029025680
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
7.95000000
N
N
N
N
N
N
WP CPP Holdings, LLC
549300HT8KGOLU7VM426
WP CPP Holdings, LLC 2018 Term Loan
92937JAM5
8249178.79000000
PA
USD
7957859.04000000
0.121499860395
Long
LON
CORP
US
N
2
2025-04-30
Floating
4.75000000
N
N
N
N
N
N
CENTENNIAL RESOURCE PROD
5493004CTVUMQLRPOE23
Centennial Resource Production LLC
15138AAA8
29198000.00000000
PA
USD
28205559.98000000
0.430639897330
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
5.37500000
N
N
N
N
N
N
J.P. Morgan Securities PLC
K6Q0W1PS1L1O4IQL9C32
Long: SPKC04CL0 CDS USD R F 2.00000 F_SPKC04CL0 CMBX / Short: SPKC04CL0 CDS USD P V 01MEVENT P_SPKC04CL0 CMBX
000000000
9600000.00000000
OU
Notional Amount
USD
-774866.77000000
-0.01183059462
N/A
DCR
GB
N
2
J.P. Morgan Securities PLC
K6Q0W1PS1L1O4IQL9C32
CMBX.NA.A.6
137BEOAF1
Y
sell protection
2063-05-11
0.00000000
USD
-935533.47000000
USD
9600000.00000000
USD
160666.70000000
N
N
N
VALVOLINE INC
549300CMHPBEY6VPOT75
Valvoline Inc
92047WAG6
7654000.00000000
PA
USD
6867666.31000000
0.104854897996
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
3.62500000
N
N
N
N
N
N
TRITON WATER HOLDINGS IN
5493005IYCEL7QJFZZ63
Triton Water Holdings Inc
89680EAA7
9004000.00000000
PA
USD
8312402.76000000
0.126913001325
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
6.25000000
N
N
N
N
N
N
AIR METHODS CORP
54930081QGNZXVDOZF63
Air Methods Corp
00215JAA7
18417000.00000000
PA
USD
15316221.80000000
0.233846666690
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
8.00000000
N
N
N
N
N
N
INVEST ENERGY RES LTD
254900A71Y7WHN7L5K89
Investment Energy Resources Ltd
46143NAB6
8699000.00000000
PA
USD
9019645.14000000
0.137711112979
Long
DBT
CORP
BM
N
2
2029-04-26
Fixed
6.25000000
N
N
N
N
N
N
CHINOS INTERMEDIATE WARRANTS
N/A
CHINOS INTERMEDIATE WARRANTS
000000000
56246.00000000
NS
USD
271865.04000000
0.004150810442
N/A
DE
US
N
2
N/A
N/A
Call
Purchased
CHINOS INTERMEDIATE EQUITY ESCROW
CHINOS INTERMEDIATE EQUITY ESCROW
1.00000000
1.00000000
USD
2099-12-31
XXXX
75004.04000000
N
N
N
API ESCROW CORP
N/A
APi Escrow Corp
00185PAA9
5787000.00000000
PA
USD
5475543.66000000
0.083600097329
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.75000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: SP1AB2QM0 CDS USD R F 3.00000 SP1AB2QM0_FEE CMBX / Short: SP1AB2QM0 CDS USD P V 01MEVENT SP1AB2QM0_PRO CMBX
000000000
7278000.00000000
OU
Notional Amount
USD
-860037.09000000
-0.01313096724
N/A
DCR
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
CMBX.NA.BBB-.10
137BERAJ6
Y
sell protection
2059-11-17
0.00000000
USD
-1193042.12000000
USD
7278000.00000000
USD
333005.03000000
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BP1
11038000.00000000
PA
USD
10430137.34000000
0.159246378247
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.62500000
N
N
N
N
N
N
Ashland LLC
6O4MRU8C1MS0K34UQF79
Ashland LLC
044209AM6
6343000.00000000
PA
USD
7709155.34000000
0.117702675163
Long
DBT
CORP
US
N
2
2043-05-15
Fixed
6.87500000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAM2
7218000.00000000
PA
USD
7048232.64000000
0.107611768126
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
3.62500000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
52042.37000000
0.000794578121
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
2104000.00000000
EUR
2411866.75000000
USD
2022-03-10
52042.37000000
N
N
N
PLT VII FINANCE SARL
894500SKZV4JDP64R249
PLT VII Finance Sarl
000000000
9400000.00000000
PA
10259579.62000000
0.156642318654
Long
DBT
CORP
LU
Y
2
2026-01-05
Fixed
4.62500000
N
N
N
N
N
N
KANE BIDCO LTD
213800IT8MD1MLYZWC24
Kane Bidco Ltd
000000000
5451000.00000000
PA
7237272.80000000
0.110498015914
Long
DBT
CORP
JE
Y
2
2027-02-15
Fixed
6.50000000
N
N
N
N
N
N
MEG ENERGY CORP
5493002WXPTG5ZC1T326
MEG Energy Corp
552704AF5
13947000.00000000
PA
USD
14118548.10000000
0.215560694719
Long
DBT
CORP
CA
N
2
2029-02-01
Fixed
5.87500000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AU8
8644000.00000000
PA
USD
8702303.78000000
0.132865974262
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.75000000
N
N
N
N
N
N
US ACUTE CARE SOLUTIONS
N/A
US Acute Care Solutions LLC
90367UAA9
8569000.00000000
PA
USD
8449034.00000000
0.128999074540
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.37500000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBA8
13138000.00000000
PA
USD
12658463.00000000
0.193268249612
Long
DBT
CORP
BM
N
2
2026-03-15
Fixed
5.87500000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
2463805.19000000
0.037617151186
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
154981000.00000000
EUR
176288872.75000000
USD
2022-03-10
2463805.19000000
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AK4
10437000.00000000
PA
USD
10803860.55000000
0.164952349867
Long
DBT
CORP
CH
N
2
2025-09-12
Fixed
7.25000000
N
N
N
N
N
N
TRINSEO OP / TRINSEO FIN
N/A
Trinseo Materials Operating SCA / Trinseo Materials Finance Inc
89668QAF5
14282000.00000000
PA
USD
13548904.94000000
0.206863435310
Long
DBT
CORP
LU
N
2
2029-04-01
Fixed
5.12500000
N
N
N
N
N
N
CNTL AMR BOTTLING CORP
N/A
Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL
15239XAA6
4948000.00000000
PA
USD
5016035.00000000
0.076584361343
Long
DBT
CORP
VG
N
2
2029-04-27
Fixed
5.25000000
N
N
N
N
N
N
ACBL HLDG CORP
N/A
ACBL HLDG CORP
00085Q605
102014.00000000
NS
USD
2805385.00000000
0.042832360330
Long
EP
CORP
US
N
2
N
N
N
AETHON UN/AETHIN UN FIN
N/A
Aethon United BR LP / Aethon United Finance Corp
00810GAC8
15246000.00000000
PA
USD
16166248.56000000
0.246824797133
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
8.25000000
N
N
N
N
N
N
Newell Brands Inc
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229AX4
17651000.00000000
PA
USD
19377885.59000000
0.295859776118
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
5.87500000
N
N
N
N
N
N
PEOPLECERT WISDOM ISSUER
213800PZ81RFLCN9GD51
PeopleCert Wisdom Issuer PLC
000000000
2753000.00000000
PA
3090967.60000000
0.047192609218
Long
DBT
CORP
GB
N
2
2026-09-15
Fixed
5.75000000
N
N
N
N
N
N
ILLUMINATE BUYER/HLDG
N/A
Illuminate Buyer LLC / Illuminate Holdings IV Inc
45232TAA9
6660000.00000000
PA
USD
7052673.60000000
0.107679572295
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
9.00000000
N
N
N
N
N
N
COLGATE ENERGY PARTNERS
549300QRLZK0B17DH791
Colgate Energy Partners III LLC
19416MAA7
8654000.00000000
PA
USD
9333685.16000000
0.142505847140
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
7.75000000
N
N
N
N
N
N
Medical Solutions Holdings, Inc.
549300JH2XHZ7TIKYR39
Medical Solutions Holdings, Inc. 2021 1st Lien Term Loan
58462QAH4
7410255.00000000
PA
USD
7357456.93000000
0.112332976164
Long
LON
CORP
US
N
2
2028-11-01
Floating
4.00000000
N
N
N
N
N
N
AVSC Holding Corp.
549300CLJBQ9YSR4U689
AVSC Holding Corp. 2020 Term Loan B1
00241YAT1
14829257.43000000
PA
USD
13752060.17000000
0.209965190689
Long
LON
CORP
US
N
2
2025-03-03
Floating
4.25000000
N
N
Y
N
N
N
Chassix Holdings Inc
N/A
CHASSIX HOLDINGS INC
000000000
159596.00000000
NS
USD
1196970.00000000
0.018275227943
Long
EC
CORP
US
N
2
N
N
N
ALLEGHENY TECHNOLOGIES
ZW1LRE7C3H17O2ZN9B45
Allegheny Technologies Inc
01741RAM4
7596000.00000000
PA
USD
7395503.58000000
0.112913868920
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
5.12500000
N
N
N
N
N
N
Mosaic Co/The
2YD5STGSJNMUB7H76907
Mosaic Co/The
61945C103
146406.00000000
NS
USD
7676066.58000000
0.117197479016
Long
EC
CORP
US
N
1
N
N
N
MOZART DEBT MERGER SUB
N/A
Mozart Debt Merger Sub Inc
62482BAA0
19759000.00000000
PA
USD
18776977.70000000
0.286685169684
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.87500000
N
N
N
N
N
N
AGROSUPER SA
5493006KNWOGYPTZZ371
Agrosuper SA
00857LAA5
9610000.00000000
PA
USD
9384789.65000000
0.143286105796
Long
DBT
CORP
CL
N
2
2032-01-20
Fixed
4.60000000
N
N
N
N
N
N
WABASH NATIONAL CORP
5299004ZAWHQZI5XO485
Wabash National Corp
929566AL1
11958000.00000000
PA
USD
11356512.60000000
0.173390190571
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.50000000
N
N
N
N
N
N
TEMPUR SEALY INTL INC
549300HFEKVR3US71V91
Tempur Sealy International Inc
88023UAJ0
7176000.00000000
PA
USD
6458400.00000000
0.098606257592
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
3.87500000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2021-BPNY
12659XAA4
15000000.00000000
PA
USD
14953324.50000000
0.228305984068
Long
ABS-MBS
CORP
US
N
2
2023-08-15
Floating
3.90600000
N
N
N
N
N
N
ALTA EQUIPMENT GROUP
N/A
Alta Equipment Group Inc
02128LAA4
9076000.00000000
PA
USD
9040013.66000000
0.138022097670
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.62500000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAB2
13581000.00000000
PA
USD
13937501.25000000
0.212796488054
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.37500000
N
N
N
N
N
N
NABORS INDUSTRIES LTD
N/A
Nabors Industries Ltd
629571AA8
14048000.00000000
PA
USD
13719768.48000000
0.209472164134
Long
DBT
CORP
BM
N
2
2026-01-15
Fixed
7.25000000
N
N
N
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Long: SP9I9CU33 CDS USD R F 3.00000 SP9I9CU33_FEE CMBX / Short: SP9I9CU33 CDS USD P V 01MEVENT SP9I9CU33_PRO CMBX
000000000
15000000.00000000
OU
Notional Amount
USD
-1644355.90000000
-0.02510587474
N/A
DCR
US
N
2
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
CMBX.NA.BBB-.9
137BERAI8
Y
sell protection
2058-09-17
0.00000000
USD
-2446295.75000000
USD
15000000.00000000
USD
801939.85000000
N
N
N
MIDCAP FINANCIAL
N/A
Midcap Financial Issuer Trust
59590AAA7
7179000.00000000
PA
USD
6564082.76000000
0.100219812258
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.62500000
N
N
N
N
N
N
Callon Petroleum Co
549300EFOWPEB0WLZW21
Callon Petroleum Co
13123XAT9
4221000.00000000
PA
USD
4209392.25000000
0.064268613977
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
6.12500000
N
N
N
N
N
N
BLOOMIN' BRANDS INC/OSI
N/A
Bloomin' Brands Inc / OSI Restaurant Partners LLC
094234AA9
7401000.00000000
PA
USD
7243469.72000000
0.110592629919
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.12500000
N
N
N
N
N
N
PETSMART INC/PETSMART FI
N/A
PetSmart Inc / PetSmart Finance Corp
71677KAA6
7410000.00000000
PA
USD
7402071.30000000
0.113014144265
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.75000000
N
N
N
N
N
N
HAT HOLDINGS I LLC/HAT
N/A
HAT Holdings I LLC / HAT Holdings II LLC
418751AE3
11038000.00000000
PA
USD
10478152.64000000
0.159979471434
Long
DBT
US
N
2
2026-06-15
Fixed
3.37500000
N
N
N
N
N
N
HECLA MINING CO
5493009Y6HOBZD1QD537
Hecla Mining Co
422704AH9
12225000.00000000
PA
USD
12833193.75000000
0.195936022644
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
7.25000000
N
N
N
N
N
N
INGLES MARKETS INC
549300XH5RYBMYP8TF26
Ingles Markets Inc
457030AK0
10986000.00000000
PA
USD
10615991.52000000
0.162083982784
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
4.00000000
N
N
N
N
N
N
ARCONIC CORP
549300B4YFWH3U74B152
Arconic Corp
03966VAA5
7769000.00000000
PA
USD
7955339.47000000
0.121461391832
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.12500000
N
N
N
N
N
N
MOHEGAN GAMING & ENT
549300UB083Z2NRDHC48
Mohegan Gaming & Entertainment
608328BH2
19309000.00000000
PA
USD
19525260.80000000
0.298109887278
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
8.00000000
N
N
N
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AQ4
12394000.00000000
PA
USD
11979296.76000000
0.182898801884
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.95000000
N
N
N
N
N
N
CMBF LLC
254900VEJCW8TYEZ4290
CMBF LLC Delayed Draw Term Loan
29286JAC6
1698162.20000000
PA
USD
1674812.47000000
0.025570882855
Long
LON
CORP
US
N
2
2028-08-02
Floating
6.50000000
N
N
N
N
N
N
FAIR ISAAC CORP
RI6HET5SJUEY30V1PS26
Fair Isaac Corp
303250AF1
7451000.00000000
PA
USD
7323438.88000000
0.111813591704
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.00000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-88771.89000000
-0.00135536105
N/A
DFE
XX
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
4931795.50000000
USD
4318000.00000000
EUR
2022-03-10
-88771.89000000
N
N
N
CONDOR MERGER SUB INC
254900SAGUYT3MBUU161
Condor Merger Sub Inc
579063AB4
14337000.00000000
PA
USD
13801943.16000000
0.210726799595
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
7.37500000
N
N
N
N
N
N
SCOTTS MIRACLE-GRO CO
2TH9E0JTOUXOEGI2R879
Scotts Miracle-Gro Co/The
810186AX4
7093000.00000000
PA
USD
6518750.72000000
0.099527686838
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
4.00000000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
12769GAA8
7899000.00000000
PA
USD
7505274.35000000
0.114589838947
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.62500000
N
N
N
N
N
N
Tonon Luxembourg SA
5493002IITPO16CQU448
Tonon Luxembourg SA
89031RAG1
1853927.32000000
PA
USD
278.09000000
0.000004245852
Long
DBT
CORP
LU
N
2
2024-10-31
Fixed
6.50000000
N
N
N
N
N
N
SWF ESCROW ISSUER CORP
N/A
SWF Escrow Issuer Corp
78500AAA6
16006000.00000000
PA
USD
14376429.14000000
0.219497998735
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
6.50000000
N
N
N
N
N
N
AZUL INVESTMENTS LLP
549300C6XNC8IDH04C74
Azul Investments LLP
05502FAC2
8564000.00000000
PA
USD
7690857.38000000
0.117423303591
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
7.25000000
N
N
N
N
N
N
JAGUAR LAND ROVER AUTOMO
529900L73GEWN1O5NH84
Jaguar Land Rover Automotive PLC
47010BAF1
8919000.00000000
PA
USD
8217297.68000000
0.125460945705
Long
DBT
CORP
GB
N
2
2027-10-01
Fixed
4.50000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DD4
3439000.00000000
PA
USD
4175307.10000000
0.063748205039
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
7.50000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BQ4
27554000.00000000
PA
USD
26443298.26000000
0.403733847363
Long
DBT
CORP
PA
N
2
2028-08-01
Fixed
4.00000000
N
N
N
N
N
N
Oregon Clean Energy, LLC
549300F5O4JADXBZO874
Oregon Clean Energy, LLC Term Loan
68583LAF2
7134432.00000000
PA
USD
6581513.52000000
0.100485943499
Long
LON
CORP
US
N
2
2026-03-01
None
0.00000000
N
N
N
N
N
N
Vue International Bidco p.l.c.
2138002KEV3Y56IJTC64
Vue International Bidco p.l.c. 2019 EUR Term Loan B
000000000
7057027.00000000
PA
7380007.15000000
0.112677270851
Long
LON
CORP
GB
N
2
2026-07-03
None
0.00000000
N
N
N
N
N
N
NOVA CHEMICALS CORP
549300ZOD6N7RI2FJP09
NOVA Chemicals Corp
66977WAS8
8895000.00000000
PA
USD
8350274.65000000
0.127491225861
Long
DBT
CORP
CA
N
2
2029-05-15
Fixed
4.25000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT JUN22
000000000
488.00000000
NC
USD
864609.61000000
0.013200780057
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CME Ultra Long Term US Treasury Bond Future
WNM2 COMDTY
2022-06-21
89872890.39000000
USD
864609.61000000
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAK6
13320000.00000000
PA
USD
12776877.00000000
0.195076183681
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
4.50000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BJ0
6214000.00000000
PA
USD
6983945.67000000
0.106630240577
Long
DBT
CORP
PA
N
2
2027-08-01
Fixed
9.87500000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAA1
6807000.00000000
PA
USD
6675795.08000000
0.101925425692
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.87500000
N
N
N
N
N
N
Alpha Metallurgical Resources, Inc.
N/A
Alpha Metallurgical Resources, Inc. 2019 Term Loan
21241EAF1
15823581.48000000
PA
USD
15817014.69000000
0.241492726505
Long
LON
CORP
US
N
2
2024-06-14
Floating
10.00000000
N
N
N
N
N
N
GOLDEN GOOSE SPA
8156007EAD3AF0284002
Golden Goose SpA
000000000
8875000.00000000
PA
9690909.86000000
0.147959921026
Long
DBT
CORP
IT
N
2
2027-05-14
Floating
4.87500000
N
N
N
N
N
N
MINERALS TECHNOLOGIES IN
549300D3I1QU67GP6403
Minerals Technologies Inc
603158AA4
8513000.00000000
PA
USD
8381346.46000000
0.127965627400
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
Equinox Holdings, Inc.
549300W05QKLNGQIIA73
Equinox Holdings, Inc. 2017 1st Lien Term Loan
29446CAP9
10632548.46000000
PA
USD
10130851.66000000
0.154676911992
Long
LON
CORP
US
N
2
2024-03-08
Floating
4.00000000
N
N
N
N
N
N
ENDEAVOR ENERGY RESOURCE
N/A
Endeavor Energy Resources LP / EER Finance Inc
29260FAE0
13223000.00000000
PA
USD
13711854.31000000
0.209351331314
Long
DBT
CORP
US
N
2
2028-01-30
Fixed
5.75000000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAC3
7499000.00000000
PA
USD
7487751.50000000
0.114322301684
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.50000000
N
N
N
N
N
N
PRA GROUP INC
549300Q5HW3JSSB86K27
PRA Group Inc
69354NAD8
7369000.00000000
PA
USD
7160346.77000000
0.109323516358
Long
DBT
CORP
US
N
3
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
AMERICAN AIRLINES INC
IWUQB36BXD6OWD6X4T14
American Airlines Inc
023771S58
16627000.00000000
PA
USD
20184180.38000000
0.308170210863
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
11.75000000
N
N
N
N
N
N
VISTA OUTDOOR INC
549300QI2D33ESTJLN81
Vista Outdoor Inc
928377AC4
12156000.00000000
PA
USD
11412235.14000000
0.174240957190
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.50000000
N
N
N
N
N
N
Range Resources Corp
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281A109
290300.00000000
NS
USD
6662385.00000000
0.101720681823
Long
EC
CORP
US
N
1
N
N
N
Esdec Solar Group B.V.
724500UTJRTIU7878U15
Esdec Solar Group B.V. Term Loan B
000000000
7259488.74000000
PA
USD
7223191.30000000
0.110283020866
Long
LON
CORP
NL
N
2
2028-08-30
Floating
5.75000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-19398.78000000
-0.00029617879
N/A
DFE
XX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
2200890.42000000
USD
1945000.00000000
EUR
2022-03-10
-19398.78000000
N
N
N
ZHENRO PROPERTIES GROUP
549300I66TVJEL841P38
Zhenro Properties Group Ltd
000000000
9700000.00000000
PA
USD
1042750.00000000
0.015920611158
Long
DBT
CORP
KY
Y
2
2025-02-05
Fixed
7.35000000
N
N
N
N
N
N
VZ SECURED FINANCING BV
549300MG611MYCOWY949
VZ Secured Financing BV
91845AAA3
12572000.00000000
PA
USD
11930765.14000000
0.182157825571
Long
DBT
CORP
NL
N
2
2032-01-15
Fixed
5.00000000
N
N
N
N
N
N
GROUP 1 AUTOMOTIVE INC
549300US8QAZJLWYAF63
Group 1 Automotive Inc
398905AN9
8136000.00000000
PA
USD
7855104.60000000
0.119931015050
Long
DBT
CORP
US
N
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
12206000.00000000
PA
USD
11519107.35000000
0.175872672269
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.25000000
N
N
N
N
N
N
LBM ACQUISITION LLC
549300FAEB3VWZL4NI86
LBM Acquisition LLC
05552BAA4
16656000.00000000
PA
USD
15462181.20000000
0.236075161393
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.25000000
N
N
N
N
N
N
II-VI INC
549300O5C25A0MMHHU33
II-VI Inc
902104AC2
7177000.00000000
PA
USD
7182095.67000000
0.109655576565
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
5.00000000
N
N
N
N
N
N
Sweetwater Borrower, LLC
254900JJU57789DC8283
Sweetwater Borrower, LLC Term Loan B
87168EAB0
7367684.64000000
PA
USD
7312427.01000000
0.111645463485
Long
LON
CORP
US
N
2
2028-08-07
Floating
5.50000000
N
N
N
N
N
N
SUMMER (BC) BIDC
213800CCW2O2WZ7YV169
Summer BC Bidco B LLC
865632AA1
3374000.00000000
PA
USD
3260245.59000000
0.049777130010
Long
DBT
CORP
US
N
2
2026-10-31
Fixed
5.50000000
N
N
N
N
N
N
RESORTS WORLD/RWLV CAP
N/A
Resorts World Las Vegas LLC / RWLV Capital Inc
76120HAC1
10700000.00000000
PA
USD
9835855.91000000
0.150172943995
Long
DBT
CORP
US
N
2
2031-04-06
Fixed
4.62500000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: SP9U3RKR7 CDS USD R F 3.00000 SP9U3RKR7_FEE CMBX / Short: SP9U3RKR7 CDS USD P V 01MEVENT SP9U3RKR7_PRO CMBX
000000000
12815000.00000000
OU
Notional Amount
USD
-1404828.05000000
-0.02144878554
N/A
DCR
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
CMBX.NA.BBB-.9
137BERAI8
Y
sell protection
2058-09-17
0.00000000
USD
-1780405.99000000
USD
12815000.00000000
USD
375577.94000000
N
N
N
Churchill Downs Inc
529900FODTBQC8MIS994
Churchill Downs Inc
171484AE8
12191000.00000000
PA
USD
11989543.73000000
0.183055251680
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
URBAN ONE INC
549300PLGIGPBRQUP240
Urban One Inc
91705JAC9
7025000.00000000
PA
USD
6998410.38000000
0.106851086440
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
7.37500000
N
N
N
N
N
N
AMSTED INDUSTRIES
N2VLGYMEEBIU3PFSUY86
Amsted Industries Inc
032177AJ6
7138000.00000000
PA
USD
7041244.41000000
0.107505072473
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.62500000
N
N
N
N
N
N
AMN HEALTHCARE INC
549300H27NUKBFFQEE84
AMN Healthcare Inc
00175PAC7
10325000.00000000
PA
USD
9817216.50000000
0.149888359197
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.00000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
32215.41000000
0.000491861918
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
3000000.00000000
GBP
4056858.00000000
USD
2022-03-07
32215.41000000
N
N
N
VIPER ENERGY PARTNERS LP
5299009LINL232255G03
Viper Energy Partners LP
92763MAA3
12224000.00000000
PA
USD
12556248.32000000
0.191707645273
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.37500000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAT8
29548000.00000000
PA
USD
30483341.94000000
0.465416862939
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
4.62500000
N
N
N
N
N
N
CALIFORNIA RESOURCES CRP
5493003Q8F0T4F4YMR48
California Resources Corp
13057QAH0
12199000.00000000
PA
USD
12701110.84000000
0.193919392914
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
7.12500000
N
N
N
N
N
N
ECL Entertainment, LLC
N/A
ECL Entertainment, LLC Term Loan
000000000
8488244.50000000
PA
USD
8711060.92000000
0.132999677471
Long
LON
CORP
US
N
2
2028-03-31
Floating
8.25000000
N
N
N
N
N
N
NSG HOLDINGS LLC/NSG HLD
N/A
NSG Holdings LLC / NSG Holdings Inc
62940QAA3
5340039.82000000
PA
USD
5650402.93000000
0.086269832592
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
7.75000000
N
N
N
N
N
N
TWILIO INC
5493004W8TRGD63APX93
Twilio Inc
90138FAD4
11713000.00000000
PA
USD
11015490.85000000
0.168183501836
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.87500000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDJ6
12037000.00000000
PA
USD
12206059.67000000
0.186360997152
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.12500000
N
N
N
N
N
N
JACOBS ENTERTAINMENT INC
5493004U9JIWY3HSUO63
Jacobs Entertainment Inc
469815AK0
12272000.00000000
PA
USD
12332500.96000000
0.188291491146
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6.75000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AC1
14321000.00000000
PA
USD
14753207.78000000
0.225250620380
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.55000000
N
N
N
N
N
N
OASIS PETROLEUM INC
529900FA4V2YNIKZ0M71
Oasis Petroleum Inc
674215AL2
10189000.00000000
PA
USD
10378668.24000000
0.158460552758
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
6.37500000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: SP1AB5827 CDS USD R F 3.00000 SP1AB5827_FEE CMBX / Short: SP1AB5827 CDS USD P V 01MEVENT SP1AB5827_PRO CMBX
000000000
7214000.00000000
OU
Notional Amount
USD
-852474.24000000
-0.01301549834
N/A
DCR
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
CMBX.NA.BBB-.10
137BERAJ6
Y
sell protection
2059-11-17
0.00000000
USD
-955913.16000000
USD
7214000.00000000
USD
103438.92000000
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCD3
27995000.00000000
PA
USD
27540081.25000000
0.420479429247
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
CROCS INC
549300B0J6YCXD63OG72
Crocs Inc
227046AA7
7024000.00000000
PA
USD
6224282.48000000
0.095031772815
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.25000000
N
N
N
N
N
N
Sprint Capital Corp
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AD4
48063000.00000000
PA
USD
57150992.36000000
0.872576098461
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.87500000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
106157.65000000
0.001620805242
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
4581000.00000000
EUR
5244159.30000000
USD
2022-03-10
106157.65000000
N
N
N
NOV Inc
549300EHF3IW1AR6U008
NOV Inc
62955J103
402513.00000000
NS
USD
6903097.95000000
0.105395865019
Long
EC
CORP
US
N
1
N
N
N
Brazos Delaware II, LLC
549300V1BTYXZRGYUU04
Brazos Delaware II, LLC Term Loan B
10620UAB8
13944607.80000000
PA
USD
13780758.66000000
0.210403356596
Long
LON
CORP
US
N
2
2025-05-21
Floating
4.16200000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAC7
6494000.00000000
PA
USD
6263495.47000000
0.095630473142
Long
DBT
CORP
US
N
2
2033-11-01
Fixed
3.87500000
N
N
N
N
N
N
BUILDERS FIRSTSOURCE INC
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008RAP2
7061000.00000000
PA
USD
6791269.80000000
0.103688483103
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.25000000
N
N
N
N
N
N
CTEC II GMBH
98450044C9BACG3DA974
Ctec II GmbH
000000000
8297000.00000000
PA
8744828.24000000
0.133515233809
Long
DBT
CORP
DE
N
2
2030-02-15
Fixed
5.25000000
N
N
N
N
N
N
SCIH SALT HOLDINGS INC
N/A
SCIH Salt Holdings Inc
78433BAB4
14851000.00000000
PA
USD
13979469.07000000
0.213437248872
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
6.62500000
N
N
N
N
N
N
DIAMOND SPORTS GR/DIAMON
N/A
Diamond Sports Group LLC / Diamond Sports Finance Co
25277LAA4
13284000.00000000
PA
USD
5469288.48000000
0.083504593816
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.37500000
N
N
N
N
N
N
Echo Global Logistics, Inc.
549300WRZ9Y84GWVYR04
Echo Global Logistics, Inc. Term Loan
000000000
7723355.00000000
PA
USD
7666395.26000000
0.117049818192
Long
LON
CORP
US
N
2
2028-11-23
Floating
4.25000000
N
N
N
N
N
N
TEXAS CAPITAL BANK NA
38PG5GG0OEQK4QMSKE59
Texas Capital Bank NA
88224PJS9
10952000.00000000
PA
USD
11628755.62000000
0.177546771978
Long
DBT
CORP
US
N
2
2026-01-31
Fixed
5.25000000
N
N
N
N
N
N
ORGANON & CO/ORG
N/A
Organon & Co / Organon Foreign Debt Co-Issuer BV
68622TAB7
16821000.00000000
PA
USD
16817299.38000000
0.256764981213
Long
DBT
CORP
US
N
2
2031-04-30
Fixed
5.12500000
N
N
N
N
N
N
RENEWABLE ENERGY GROUP I
549300HPU3BD8ZI0X358
Renewable Energy Group Inc
75972AAD5
7970000.00000000
PA
USD
8616207.60000000
0.131551465699
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.87500000
N
N
N
N
N
N
CA MAGNUM HOLDINGS
549300ZRDHFR078MFZ78
CA Magnum Holdings
12674CAA1
6532000.00000000
PA
USD
6556495.00000000
0.100103963036
Long
DBT
CORP
MU
N
2
2026-10-31
Fixed
5.37500000
N
N
N
N
N
N
ALCOA NEDERLAND HOLDING
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AG6
14000000.00000000
PA
USD
14059400.60000000
0.214657636126
Long
DBT
CORP
NL
N
2
2029-03-31
Fixed
4.12500000
N
N
N
N
N
N
Fender Musical Instruments Corporation
549300G8G1R16J8L5Q60
Fender Musical Instruments Corporation 2021 Term Loan B
000000000
7633278.47000000
PA
USD
7614195.27000000
0.116252833542
Long
LON
CORP
US
N
2
2028-12-01
Floating
4.50000000
N
N
N
N
N
N
WYNDHAM HOTELS & RESORTS
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts Inc
98311AAB1
7093000.00000000
PA
USD
6999053.22000000
0.106860901262
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.37500000
N
N
N
N
N
N
EMPIRE RESORTS INC
549300WBFN23L9HI5N68
Empire Resorts Inc
292052AF4
7566000.00000000
PA
USD
7561687.38000000
0.115451147904
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
7.75000000
N
N
N
N
N
N
TIANQI FINCO CO LTD
N/A
Tianqi Finco Co Ltd
000000000
14771000.00000000
PA
USD
14025064.50000000
0.214133395707
Long
DBT
CORP
VG
Y
2
2022-11-28
Fixed
3.75000000
N
N
N
N
N
N
RACKSPACE TECHNOLOGY
549300QTYCKLMFSE8I97
Rackspace Technology Global Inc
750098AA3
7762000.00000000
PA
USD
6974506.29000000
0.106486120991
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.37500000
N
N
N
N
N
N
SUNAC CHINA HOLDINGS LTD
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
9969000.00000000
PA
USD
4015014.75000000
0.061300876172
Long
DBT
CORP
KY
Y
2
2024-04-26
Fixed
5.95000000
N
N
N
N
N
N
INDIKA ENERGY CAPITAL IV
254900LQ197HY24XVH34
Indika Energy Capital IV Pte Ltd
000000000
7910000.00000000
PA
USD
7807367.75000000
0.119202173212
Long
DBT
CORP
SG
Y
2
2025-10-22
Fixed
8.25000000
N
N
N
N
N
N
Mirabela Nickel Ltd
N/A
MIRABELA NICKEL
000000000
51005.00000000
PA
USD
5.10000000
0.000000077866
Long
DBT
CORP
US
N
3
2044-09-10
None
0.00000000
N
N
N
N
N
N
KOSMOS ENERGY LTD
213800YDFJ3OT9B5P157
Kosmos Energy Ltd
500688AD8
13693000.00000000
PA
USD
12964121.61000000
0.197935017176
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
7.50000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BC5
6707000.00000000
PA
USD
7021424.16000000
0.107202458718
Long
DBT
CORP
LR
N
2
2023-06-15
Fixed
9.12500000
N
N
N
N
N
N
COLGATE ENERGY P
549300QRLZK0B17DH791
Colgate Energy Partners III LLC
19416MAB5
23555000.00000000
PA
USD
24273191.95000000
0.370600863682
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.87500000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBE9
7549000.00000000
PA
USD
8028361.50000000
0.122576285475
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
7.25000000
N
N
N
N
N
N
DORNOCH DEBT MERGER SUB
N/A
Dornoch Debt Merger Sub Inc
25830JAA9
7575000.00000000
PA
USD
7035281.25000000
0.107414027494
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
6.62500000
N
N
N
N
N
N
ENERSYS
7ZS3DE5PN30BYUJFWP05
EnerSys
29275YAC6
10862000.00000000
PA
USD
10794058.19000000
0.164802688335
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.37500000
N
N
N
N
N
N
Citigroup Global Markets Inc.
MBNUM2BPBDO7JBLYG310
Long: SPV802EC9 CDS USD R F 2.00000 F_SPV802EC9 CMBX / Short: SPV802EC9 CDS USD P V 01MEVENT P_SPV802EC9 CMBX
000000000
8986560.00000000
OU
Notional Amount
USD
-725352.78000000
-0.01107461957
N/A
DCR
US
N
2
Citigroup Global Markets Inc.
MBNUM2BPBDO7JBLYG310
CMBX.NA.A.6
137BEOAF1
Y
sell protection
2063-05-11
0.00000000
USD
-875695.08000000
USD
8986560.00000000
USD
150342.30000000
N
N
N
Vita Coco Co Inc/The
54930020WXOAWHR85Y25
Vita Coco Co Inc/The
92846Q107
743218.00000000
NS
USD
8613896.62000000
0.131516181869
Long
EC
CORP
US
N
1
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBM1
5725000.00000000
PA
USD
5478825.00000000
0.083650196527
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.70000000
N
N
N
N
N
N
HERTZ CORP/THE
549300PD0C69OJ0NLB27
Hertz Corp/The
428040DA4
7055000.00000000
PA
USD
6727401.08000000
0.102713341357
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
4.62500000
N
N
N
N
N
N
Olin Corp
549300GKK294V7W57P06
Olin Corp
680665AK2
3176000.00000000
PA
USD
3205393.88000000
0.048939659144
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
5.00000000
N
N
N
N
N
N
Great Wolf Trust
N/A
Great Wolf Trust 2019-WOLF
39152TAQ3
4399000.00000000
PA
USD
4192368.41000000
0.064008695552
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
3.32200000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DF9
12879000.00000000
PA
USD
15185178.14000000
0.231845904133
Long
DBT
CORP
US
N
2
2036-09-15
Fixed
6.45000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00912XBJ2
8408000.00000000
PA
USD
8029640.00000000
0.122595805495
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
4.65000000
N
N
N
N
N
N
BCPE EMPIRE HOLDINGS INC
549300O2G0VI2955B626
BCPE Empire Holdings Inc
05552VAA0
8189000.00000000
PA
USD
7798261.87000000
0.119063145473
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
7.62500000
N
N
N
N
N
N
UTEX Industries Inc.
N/A
UTEX Industries Inc. 2020 Second Out Term Loan
91759UAU9
302315.83000000
PA
USD
300804.25000000
0.004592651641
Long
LON
CORP
US
N
2
2025-12-03
None
0.00000000
N
N
Y
N
N
N
LAREDO PETROLEUM INC
549300X0PTWU2QSLSL14
Laredo Petroleum Inc
516806AG1
20524000.00000000
PA
USD
21747846.12000000
0.332044115661
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
10.12500000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BN1
27196000.00000000
PA
USD
26524258.80000000
0.404969945447
Long
DBT
CORP
PA
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAY1
19203000.00000000
PA
USD
19468865.54000000
0.297248849632
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.75000000
N
N
N
N
N
N
NESCO HOLDINGS II INC
254900FAHT0HW9T6L409
NESCO Holdings II Inc
64083YAA9
7347000.00000000
PA
USD
7071818.12000000
0.107971869067
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MAT9
4666000.00000000
PA
USD
4380020.86000000
0.066873755911
Long
DBT
US
N
2
2025-03-15
Fixed
4.50000000
N
N
N
N
N
N
PERIMETER MASTER NOTE BUSINESS
N/A
PERIMETER MASTER NOTE BUSINESS
71384PAR2
12000000.00000000
PA
USD
11927868.00000000
0.182113592303
Long
ABS-O
CORP
US
N
2
2027-05-15
Fixed
5.19000000
N
N
N
N
N
N
CURO GROUP HOLDINGS CORP
54930007KH8KCGJ4YE72
Curo Group Holdings Corp
23131LAC1
1405000.00000000
PA
USD
1249473.53000000
0.019076847013
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
7.50000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAZ9
24462000.00000000
PA
USD
27122242.50000000
0.414099905616
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
4.87500000
N
N
N
N
N
N
CUSHMAN & WAKEFIELD US
N/A
Cushman & Wakefield US Borrower LLC
23166MAA1
7019000.00000000
PA
USD
7343207.61000000
0.112115418856
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
6.75000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35906ABE7
10251000.00000000
PA
USD
10406763.95000000
0.158889515476
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.87500000
N
N
N
N
N
N
SRM ESCROW ISSUER LLC
N/A
SRM Escrow Issuer LLC
85236FAA1
7171000.00000000
PA
USD
7176593.38000000
0.109571568107
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
6.00000000
N
N
N
N
N
N
SABRE GLBL INC
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc
78573NAC6
10290000.00000000
PA
USD
11617924.50000000
0.177381403433
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
9.25000000
N
N
N
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long: SP1AB58Q4 CDS USD R F 3.00000 SP1AB58Q4_FEE CMBX / Short: SP1AB58Q4 CDS USD P V 01MEVENT SP1AB58Q4_PRO CMBX
000000000
1000000.00000000
OU
Notional Amount
USD
-109623.73000000
-0.00167372503
N/A
DCR
US
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
CMBX.NA.BBB-.9
137BERAI8
Y
sell protection
2058-09-17
0.00000000
USD
-144464.58000000
USD
1000000.00000000
USD
34840.85000000
N
N
N
BLOCK INC
549300OHIIUWSTIZME52
Block Inc
852234AM5
9104000.00000000
PA
USD
8563040.32000000
0.130739712555
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.50000000
N
N
N
N
N
N
CT TRUST
213800MJB7WO427HQD34
CT Trust
12659BAA2
7140000.00000000
PA
USD
7163883.30000000
0.109377511773
Long
DBT
CORP
GT
N
2
2032-02-03
Fixed
5.12500000
N
N
N
N
N
N
Alloy Finco Limited
N/A
Alloy Finco Limited 2020 USD Term Loan B2
25769EAC1
3856855.10000000
PA
USD
3842391.89000000
0.058665286212
Long
LON
CORP
US
N
2
2024-03-06
Floating
8.50000000
N
N
N
N
N
N
WEATHERFORD INTERNATIONA
549300A2JKMG5PGOGF82
Weatherford International Ltd
947075AT4
8887000.00000000
PA
USD
9211597.68000000
0.140641826717
Long
DBT
CORP
BM
N
2
2028-09-15
Fixed
6.50000000
N
N
N
N
N
N
SHEA HOMES LP/FNDG CP
N/A
Shea Homes LP / Shea Homes Funding Corp
82088KAG3
6904000.00000000
PA
USD
6573988.80000000
0.100371056766
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.75000000
N
N
N
N
N
N
Cinemark USA, Inc.
54930008H2137JSCPQ09
Cinemark USA, Inc. 2018 Term Loan B
172442AS4
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2025-03-31
Floating
1.86000000
N
N
N
N
N
N
FORESTAR GROUP INC
549300BC2UB0GHV60V70
Forestar Group Inc
346232AF8
6993000.00000000
PA
USD
6634573.79000000
0.101296062825
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.85000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAN0
7974000.00000000
PA
USD
7903509.84000000
0.120670061805
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
6.50000000
N
N
N
N
N
N
CNX MIDSTREAM PART LP
N/A
CNX Midstream Partners LP
12654AAA9
7415000.00000000
PA
USD
7178016.60000000
0.109593297699
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.75000000
N
N
N
N
N
N
MADISON IAQ LLC
549300IXDNBXNHUPBU73
Madison IAQ LLC
55760LAB3
14893000.00000000
PA
USD
13534386.08000000
0.206641762690
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
5.87500000
N
N
N
N
N
N
Patterson-UTI Energy Inc
254900XGFBKIXD6G0697
Patterson-UTI Energy Inc
703481AB7
10964000.00000000
PA
USD
10488256.03000000
0.160133729064
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
3.95000000
N
N
N
N
N
N
NATIONAL CINEMEDIA LLC
7LJEQIVQVLNGS4X6T547
National CineMedia LLC
63530QAJ8
16685000.00000000
PA
USD
14826291.00000000
0.226366448266
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
5.87500000
N
N
N
N
N
N
ARCHES BUYER INC
2549009ADY4208OH2Y47
Arches Buyer Inc
039524AB9
7139000.00000000
PA
USD
6717870.39000000
0.102567827658
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
6.12500000
N
N
N
N
N
N
OPTION CARE HEALTH INC
549300DI3Q5ACSYJRI17
Option Care Health Inc
68404LAA0
9012000.00000000
PA
USD
8708115.36000000
0.132954704931
Long
DBT
CORP
US
N
2
2029-10-31
Fixed
4.37500000
N
N
N
N
N
N
CATALENT PHARMA SOLUTION
549300HALRZ339MSTH85
Catalent Pharma Solutions Inc
14879EAK4
10924000.00000000
PA
USD
10183516.66000000
0.155480996372
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.50000000
N
N
N
N
N
N
HERTZ CORP/THE
549300PD0C69OJ0NLB27
Hertz Corp/The
428040DB2
11482000.00000000
PA
USD
10724934.33000000
0.163747311594
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
5.00000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B36
6602000.00000000
PA
USD
6560275.36000000
0.100161681225
Long
DBT
CORP
US
N
2
2030-11-13
Fixed
4.00000000
N
N
N
N
N
N
Stonepeak Taurus Lower Holdings LLC
N/A
Stonepeak Taurus Lower Holdings LLC 2022 2nd Lien Term Loan
000000000
9163403.00000000
PA
USD
9025951.96000000
0.137807404927
Long
LON
CORP
US
N
2
2030-01-28
Floating
7.50000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MAZ5
4044000.00000000
PA
USD
3903309.24000000
0.059595366713
Long
DBT
US
N
2
2024-10-01
Fixed
4.35000000
N
N
N
N
N
N
KERNEL HOLDING SA
5493003GR6L4DZOS2U12
Kernel Holding SA
49229QAB0
4090000.00000000
PA
USD
1541930.00000000
0.023542045517
Long
DBT
CORP
LU
N
2
2024-10-17
Fixed
6.50000000
N
N
N
N
N
N
SIERRACOL ENRGY ANDINA
N/A
SierraCol Energy Andina LLC
82653LAA9
13155000.00000000
PA
USD
12043468.28000000
0.183878566753
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
6.00000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
7949.61000000
0.000121373914
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
985000.00000000
EUR
1112715.30000000
USD
2022-03-10
7949.61000000
N
N
N
PINEWOOD FINANCE CO LTD
N/A
Pinewood Finance Co Ltd
000000000
5564000.00000000
PA
7062703.35000000
0.107832705597
Long
DBT
CORP
GB
Y
2
2027-11-15
Fixed
3.62500000
N
N
N
N
N
N
COMPASS GROUP DIVERSIFIE
549300I6PTUQPX21TE93
Compass Group Diversified Holdings LLC
20451RAC6
9066000.00000000
PA
USD
8487317.22000000
0.129583579224
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
5.00000000
N
N
N
N
N
N
MERLIN ENTERTAINMENTS
549300ZTI0VEFO6WV007
Merlin Entertainments Ltd
59010QAB2
6691000.00000000
PA
USD
6949004.96000000
0.106096769028
Long
DBT
CORP
GB
N
2
2026-06-15
Fixed
5.75000000
N
N
N
N
N
N
PHYSICIAN PARTNERS LLC
N/A
Physician Partners LLC Term Loan
000000000
7418240.00000000
PA
USD
7390421.60000000
0.112836277716
Long
LON
CORP
US
N
2
2029-02-02
Variable
4.50000000
N
N
N
N
N
N
Huntsman Corp
5299000V56320A7RIQ67
Huntsman Corp
447011107
168449.00000000
NS
USD
6812077.56000000
0.104006174070
Long
EC
CORP
US
N
1
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
Molina Healthcare Inc
60855RAK6
16178000.00000000
PA
USD
15921174.25000000
0.243083025093
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
3.87500000
N
N
N
N
N
N
CSN RESOURCES SA
222100ZEX458NMOXZP08
CSN Resources SA
12644VAD0
13130000.00000000
PA
USD
11921186.55000000
0.182011580539
Long
DBT
CORP
LU
N
2
2031-06-10
Fixed
4.62500000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT JUN22
000000000
-3275.00000000
NC
USD
-4481306.95000000
-0.06842018262
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
Ultra 10-Year US Treasury Note Futures
UXYM2 COMDTY
2022-06-21
-458368302.43000000
USD
-4481306.95000000
N
N
N
MC BRAZIL DWNSTRM
213800T2A7R9TYNXZI63
MC Brazil Downstream Trading SARL
55292WAA8
13814000.00000000
PA
USD
12803091.48000000
0.195476423952
Long
DBT
CORP
LU
N
2
2031-06-30
Fixed
7.25000000
N
N
N
N
N
N
ANTERO RESOURCES CORP
APVBKPOULHUX7YZLKU17
Antero Resources Corp
03674XAN6
3898000.00000000
PA
USD
4282635.15000000
0.065386879842
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
8.37500000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AN1
10767000.00000000
PA
USD
10248891.96000000
0.156479140443
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.62500000
N
N
N
N
N
N
USA COM PART/USA COM FIN
N/A
USA Compression Partners LP / USA Compression Finance Corp
91740PAF5
9832000.00000000
PA
USD
9855203.91000000
0.150468347481
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
6.87500000
N
N
N
N
N
N
EMPRESA GEN ELEC HAINA
549300Y36L5LRW5RH373
Empresa Generadora de Electricidad Haina SA
29249FAA4
10820000.00000000
PA
USD
10518446.60000000
0.160594675912
Long
DBT
CORP
DO
N
2
2028-11-08
Fixed
5.62500000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-1017.89000000
-0.00001554105
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
3839000.00000000
CAD
3028224.41000000
USD
2022-04-20
-1017.89000000
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
2705.23000000
0.000041303202
N/A
DFE
CA
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
632496.66000000
USD
805000.00000000
CAD
2022-04-20
2705.23000000
N
N
N
SRS DISTRIBUTION INC
549300ZQ3XP75BCYM468
SRS Distribution Inc
78471RAD8
16905000.00000000
PA
USD
15997201.50000000
0.244243802159
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
6.00000000
N
N
N
N
N
N
JOSEPH T RYERSON & SON I
54930086XMNNXPXPWJ34
Joseph T Ryerson & Son Inc
48088LAB3
1664000.00000000
PA
USD
1802112.00000000
0.027514480379
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
8.50000000
N
N
N
N
N
N
VICTORIA'S SECRET & CO
5493006T3O70U3UWVF17
Victoria's Secret & Co
926400AA0
6696000.00000000
PA
USD
6305221.44000000
0.096267541417
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.62500000
N
N
N
N
N
N
TRI POINTE HOMES INC
N/A
Tri Pointe Homes Inc
87265HAG4
6408000.00000000
PA
USD
6467274.00000000
0.098741745008
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.70000000
N
N
N
N
N
N
BCPE ULYSSES INTERMEDIAT
N/A
BCPE Ulysses Intermediate Inc
05553LAA1
7103000.00000000
PA
USD
6617367.89000000
0.101033364725
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
7.75000000
N
N
N
N
N
N
PEOPLECERT WISDOM ISSUER
213800PZ81RFLCN9GD51
PeopleCert Wisdom Issuer PLC
000000000
10476000.00000000
PA
11762069.24000000
0.179582192075
Long
DBT
CORP
GB
Y
2
2026-09-15
Fixed
5.75000000
N
N
N
N
N
N
LAREDO PETROLEUM INC
549300X0PTWU2QSLSL14
Laredo Petroleum Inc
516806AH9
10693000.00000000
PA
USD
10408566.20000000
0.158917032064
Long
DBT
CORP
US
N
2
2029-07-31
Fixed
7.75000000
N
N
N
N
N
N
Ulterra Drilling Technologies, LP
54930015GKWCWUK75Q85
Ulterra Drilling Technologies, LP Term Loan B
05550UAB2
12813769.08000000
PA
USD
12263866.18000000
0.187243581633
Long
LON
CORP
US
N
2
2025-11-26
Floating
5.45900000
N
N
N
N
N
N
McCormick & Co Inc/MD
549300JQQA6MQ4OJP259
McCormick & Co Inc/MD
579780206
68877.00000000
NS
USD
6555024.09000000
0.100081505317
Long
EC
CORP
US
N
1
N
N
N
ANTERO MIDSTREAM PART/FI
N/A
Antero Midstream Partners LP / Antero Midstream Finance Corp
03690EAA6
8264000.00000000
PA
USD
8894336.60000000
0.135797913708
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
7.87500000
N
N
N
N
N
N
HOWARD HUGHES CORP
549300BVHY25JZC1KI49
Howard Hughes Corp/The
44267DAF4
2958000.00000000
PA
USD
2792766.12000000
0.042639696430
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.37500000
N
N
N
N
N
N
COBHAM ULTRA SENIORCO SARL
N/A
COBHAM ULTRA SENIORCO SARL
000000000
8123323.00000000
PA
USD
8084737.22000000
0.123437024786
Long
LON
CORP
US
N
2
2028-11-16
None
0.00000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDN7
12809000.00000000
PA
USD
12380538.95000000
0.189024930762
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.37500000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
515.88000000
0.000007876408
N/A
DFE
CA
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
647311.14000000
USD
821000.00000000
CAD
2022-04-20
515.88000000
N
N
N
LSB INDUSTRIES
5493001H215A0HG0MI71
LSB Industries Inc
502160AN4
8971000.00000000
PA
USD
9025857.67000000
0.137805965316
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
6.25000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: SP9FG6QG0 CDS USD R F 3.00000 SP9FG6QG0_FEE CMBX / Short: SP9FG6QG0 CDS USD P V 01MEVENT SP9FG6QG0_PRO CMBX
000000000
7413000.00000000
OU
Notional Amount
USD
-875989.96000000
-0.01337453419
N/A
DCR
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
CMBX.NA.BBB-.10
137BERAJ6
Y
sell protection
2059-11-17
0.00000000
USD
-1329943.06000000
USD
7413000.00000000
USD
453953.10000000
N
N
N
MIDCAP FINANCIAL ISSR TR
N/A
Midcap Financial Issuer Trust
59567LAA2
13294000.00000000
PA
USD
12998075.56000000
0.198453422964
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
6.50000000
N
N
N
N
N
N
VIVION INVESTMENTS
529900SJ7X71ESJK9N76
Vivion Investments Sarl
000000000
6300000.00000000
PA
6610690.33000000
0.100931412353
Long
DBT
CORP
LU
Y
2
2024-08-08
Fixed
3.00000000
N
N
N
N
N
N
HOWARD HUGHES CORP
549300BVHY25JZC1KI49
Howard Hughes Corp/The
44267DAD9
6370000.00000000
PA
USD
6446822.20000000
0.098429488806
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
5.37500000
N
N
N
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
85227SAK2
10289000.00000000
PA
USD
7520127.21000000
0.114816611048
Long
DBT
NUSS
LK
N
2
2022-07-25
Fixed
5.87500000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBC8
5675000.00000000
PA
USD
6535897.50000000
0.099789482299
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.45000000
N
N
N
N
N
N
ALLISON TRANSMISSION INC
MWKQ3I0U1GXP2YDSZW75
Allison Transmission Inc
019736AG2
8420000.00000000
PA
USD
7831189.40000000
0.119565879974
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
3.75000000
N
N
N
N
N
N
HUNT COS INC
549300ODPWDNCH5TKM49
Hunt Cos Inc
445587AE8
10833000.00000000
PA
USD
10386003.34000000
0.158572544391
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
180 MEDICAL INC
254900ZB648OPWVFVX59
180 Medical Inc
682357AA6
11089000.00000000
PA
USD
10664734.86000000
0.162828191619
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
3.87500000
N
N
N
N
N
N
MILLENNIUM ESCROW CORP
N/A
Millennium Escrow Corp
60041CAA6
7485000.00000000
PA
USD
7250719.50000000
0.110703318894
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
6.62500000
N
N
N
N
N
N
GRAY ESCROW II INC
N/A
Gray Escrow II Inc
389286AA3
13119000.00000000
PA
USD
12647371.95000000
0.193098912480
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
5.37500000
N
N
N
N
N
N
CABLE ONE INC
549300648QS85T0XSH18
Cable One Inc
12685JAC9
9057000.00000000
PA
USD
8388955.68000000
0.128081804272
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.00000000
N
N
N
N
N
N
LOGAN GROUP CO LTD
549300NJ0E6Q0S1VOG90
Logan Group Co Ltd
000000000
6428000.00000000
PA
USD
2281940.00000000
0.034840450181
Long
DBT
CORP
KY
Y
2
2023-02-23
Fixed
5.25000000
N
N
N
N
N
N
STUDIO CITY CO LTD
N/A
Studio City Co Ltd
86400GAC3
7105000.00000000
PA
USD
7052884.83000000
0.107682797336
Long
DBT
CORP
VG
N
2
2027-02-15
Fixed
7.00000000
N
N
N
N
N
N
Elwood Energy LLC
5493008JH2Q2O8Y5MU55
Elwood Energy LLC
290408AB9
3108962.98000000
PA
USD
3180531.31000000
0.048560059710
Long
DBT
CORP
US
N
2
2026-07-05
Fixed
8.15900000
N
N
N
N
N
N
Rede D'or Finance Sarl
549300FDE772OLJUCP79
Rede D'or Finance Sarl
75735KAA7
6824000.00000000
PA
USD
6691000.24000000
0.102157576677
Long
DBT
CORP
LU
N
2
2028-01-17
Fixed
4.95000000
N
N
N
N
N
N
FOOT LOCKER INC
549300X383CBNP6MTV94
Foot Locker Inc
344849AA2
7022000.00000000
PA
USD
6402624.49000000
0.097754682232
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.00000000
N
N
N
N
N
N
CVR PARTNERS/CVR NITROGE
N/A
CVR Partners LP / CVR Nitrogen Finance Corp
12663QAC9
11291000.00000000
PA
USD
11374045.31000000
0.173657878376
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
6.12500000
N
N
N
N
N
N
WATCO COS LLC/FINANCE CO
N/A
Watco Cos LLC / Watco Finance Corp
941130AB2
6266000.00000000
PA
USD
6335176.64000000
0.096724894657
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
6.50000000
N
N
N
N
N
N
ANTERO MIDSTREAM PART/FI
N/A
Antero Midstream Partners LP / Antero Midstream Finance Corp
03690AAH9
7460000.00000000
PA
USD
7506886.10000000
0.114614446998
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.37500000
N
N
N
N
N
N
BCP Raptor II, LLC
254900ZZQV4TQNP45753
BCP Raptor II, LLC 1st Lien Term Loan
05550DAB0
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2025-11-03
None
0.00000000
N
N
N
N
N
N
GULFPORT ENERGY OP CORP
254900DJRGZBUZ3F5038
Gulfport Energy Corp
402635AR7
17183746.00000000
PA
USD
18192689.65000000
0.277764313440
Long
DBT
CORP
US
N
2
2026-05-17
Fixed
8.00000000
N
N
N
N
N
N
SM Energy Co
84BUTVXV5ODI6BXNMH43
SM Energy Co
78454LAN0
14967000.00000000
PA
USD
15135678.09000000
0.231090141920
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
6.75000000
N
N
N
N
N
N
CRESCENT ENERGY FINANCE
54930061FUL6DBLFUW14
Crescent Energy Finance LLC
45344LAA1
16103000.00000000
PA
USD
16083837.43000000
0.245566551575
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
7.25000000
N
N
N
N
N
N
MUELLER WATER PRODUCTS
549300F7ZU4P1F8V8L60
Mueller Water Products Inc
624758AF5
8114000.00000000
PA
USD
7759661.62000000
0.118473800404
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.00000000
N
N
N
N
N
N
BRASKEM IDESA SAPI
YH0V7ZHY352ITDGEYB83
Braskem Idesa SAPI
10554NAA6
14337000.00000000
PA
USD
14253486.98000000
0.217620929136
Long
DBT
CORP
MX
N
2
2029-11-15
Fixed
7.45000000
N
N
N
N
N
N
CIVITAS RESOURCES INC
IIVIHPH28S64K95M2381
Civitas Resources Inc
097793AE3
14662000.00000000
PA
USD
14467728.50000000
0.220891948972
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
5.00000000
N
N
N
N
N
N
XPO CNW Inc
N/A
XPO CNW Inc
12612WAB0
13239000.00000000
PA
USD
14471948.07000000
0.220956372979
Long
DBT
CORP
US
N
2
2034-05-01
Fixed
6.70000000
N
N
N
N
N
N
PARK RIVER HOLDINGS INC
N/A
Park River Holdings Inc
70082LAB3
11584000.00000000
PA
USD
10661681.92000000
0.162781579612
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
6.75000000
N
N
N
N
N
N
ECO MATERIAL TECH INC
N/A
Eco Material Technologies Inc
27900QAA4
7139000.00000000
PA
USD
7228023.33000000
0.110356795856
Long
DBT
CORP
US
N
2
2027-01-31
Fixed
7.87500000
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAP6
3373000.00000000
PA
USD
3248620.63000000
0.049599641189
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
4.25000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
1071.75000000
0.000016363380
N/A
DFE
CA
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
903992.31000000
USD
1147000.00000000
CAD
2022-04-20
1071.75000000
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAG4
9609000.00000000
PA
USD
11477998.55000000
0.175245026889
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
7.50000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034AX7
12739000.00000000
PA
USD
12257847.97000000
0.187151696156
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.75000000
N
N
N
N
N
N
HAT HOLDINGS I LLC/HAT
N/A
HAT Holdings I LLC / HAT Holdings II LLC
418751AD5
12765000.00000000
PA
USD
11764606.95000000
0.179620937598
Long
DBT
US
N
2
2030-09-15
Fixed
3.75000000
N
N
N
N
N
N
VMED O2 UK FINAN
213800MRR46ECNGZ7L69
Vmed O2 UK Financing I PLC
92858RAB6
7780000.00000000
PA
USD
7469578.00000000
0.114044830356
Long
DBT
CORP
GB
N
2
2031-07-15
Fixed
4.75000000
N
N
N
N
N
N
NORTHRIVER MIDSTREAM FIN
549300SOLNLY3BL6GF18
Northriver Midstream Finance LP
66679NAA8
7831000.00000000
PA
USD
7879434.74000000
0.120302485391
Long
DBT
CORP
CA
N
2
2026-02-15
Fixed
5.62500000
N
N
N
N
N
N
ASBURY AUTOMOTIVE GROUP
549300JH4DTA7U42GL91
Asbury Automotive Group Inc
043436AW4
7200000.00000000
PA
USD
7033356.00000000
0.107384632954
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.62500000
N
N
N
N
N
N
Badger Meter Inc
5493002JENE20OGTUG20
Badger Meter Inc
056525108
64190.00000000
NS
USD
6381127.90000000
0.097426474271
Long
EC
CORP
US
N
1
N
N
N
Ultimate Software Group Inc (The)
529900FKHWSTQ1GXK240
Ultimate Software Group Inc (The) 2021 2nd Lien Term Loan
000000000
3503472.00000000
PA
USD
3501825.37000000
0.053465547887
Long
LON
CORP
US
N
2
2027-05-03
Floating
5.75000000
N
N
N
N
N
N
LINDBLAD EXPEDITIONS LLC
549300MPUWOG67Y2R254
Lindblad Expeditions LLC
53523LAA8
10109000.00000000
PA
USD
10171423.08000000
0.155296352704
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
6.75000000
N
N
N
N
N
N
MIDAS OPCO HOLDINGS LLC
N/A
Midas OpCo Holdings LLC
59565JAA9
10693000.00000000
PA
USD
10492613.18000000
0.160200253629
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.62500000
N
N
N
N
N
N
AMERICAN AIRLINES GROUP
N/A
American Airlines Group Inc
02376RAE2
17325000.00000000
PA
USD
16155562.50000000
0.246661643351
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
3.75000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
203343.58000000
0.003104631089
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
14585000.00000000
EUR
16561726.93000000
USD
2022-03-10
203343.58000000
N
N
N
FOUNDATION BUILDING M
549300ZVE6MONHB01I28
Foundation Building Materials Inc
350392AA4
8940000.00000000
PA
USD
8324972.70000000
0.127104918014
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
6.00000000
N
N
N
N
N
N
Claire's Stores, Inc.
549300N5HNYXI6JY7625
Claire's Stores, Inc. 2019 Term Loan B
17958DAL1
4357856.25000000
PA
USD
4327351.26000000
0.066069601299
Long
LON
CORP
US
N
2
2026-12-18
Floating
6.70900000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-497769.59000000
-0.00759990034
N/A
DFE
XX
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
34478567.70000000
USD
30297000.00000000
EUR
2022-03-10
-497769.59000000
N
N
N
AUSTIN BIDCO INC
N/A
Austin BidCo Inc
92837TAA0
8421000.00000000
PA
USD
8239948.50000000
0.125806776343
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
7.12500000
N
N
N
N
N
N
Apache Corp
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411BE4
22447839.00000000
PA
USD
22766373.84000000
0.347594903274
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.37500000
N
N
N
N
N
N
Chinos Intermediate Holdings A, Inc.
54930061EIIAONXJMZ79
Chinos Intermediate Holdings A, Inc. Exit Term Loan
000000000
1396057.99000000
PA
USD
1486215.41000000
0.022691400278
Long
LON
CORP
US
N
2
2027-09-10
Floating
9.00000000
N
N
N
N
N
N
AFFINITY GAMING
N/A
Affinity Gaming
00842XAA7
12779000.00000000
PA
USD
12603608.23000000
0.192430732026
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
6.87500000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: SP9FG8520 CDS USD R F 3.00000 SP9FG8520_FEE CMBX / Short: SP9FG8520 CDS USD P V 01MEVENT SP9FG8520_PRO CMBX
000000000
3607000.00000000
OU
Notional Amount
USD
-426237.13000000
-0.00650774932
N/A
DCR
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
CMBX.NA.BBB-.10
137BERAJ6
Y
sell protection
2059-11-17
0.00000000
USD
-453142.28000000
USD
3607000.00000000
USD
26905.15000000
N
N
N
INTERTAPE POLYMER GROUP
549300ESFR3Z1YNR6O65
Intertape Polymer Group Inc
460919AB9
9506000.00000000
PA
USD
9025947.00000000
0.137807329198
Long
DBT
CORP
CA
N
2
2029-06-15
Fixed
4.37500000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411BH7
4497000.00000000
PA
USD
4648031.75000000
0.070965721546
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.62500000
N
N
N
N
N
N
VISTAJET MALTA/XO MGMT
N/A
VistaJet Malta Finance PLC / XO Management Holding Inc
92840JAB5
10275000.00000000
PA
USD
9797418.00000000
0.149586077518
Long
DBT
CORP
XX
N
2
2030-02-01
Fixed
6.37500000
N
N
N
N
N
N
WORLD WRESTLING ENTERTAI
549300WZVLSCS3L4L698
World Wrestling Entertainment Inc
98156QAB4
2729000.00000000
PA
USD
6615096.00000000
0.100998677717
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
3.37500000
N
N
N
N
Y
World Wrestling Entertainment Inc
World Wrestling Entertainment Inc
USD
XXXX
N
N
N
BRISTOW GROUP INC
5493005Q24EN3UC1PV68
Bristow Group Inc
11040GAA1
10728000.00000000
PA
USD
10867571.28000000
0.165925079437
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
6.87500000
N
N
N
N
N
N
Bath & Body Works Inc
GR3KVMWVCR54YWQNXU90
Bath & Body Works Inc
501797AW4
5985000.00000000
PA
USD
6486363.45000000
0.099033200976
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.62500000
N
N
N
N
N
N
VERTIV GROUP CORPORATION
549300ZT8RQ5VK10E643
Vertiv Group Corp
92535UAB0
15398000.00000000
PA
USD
14148529.29000000
0.216018444772
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
4.12500000
N
N
N
N
N
N
SONIC AUTOMOTIVE INC
549300NTLRGJ2JCBZU03
Sonic Automotive Inc
83545GBD3
9283000.00000000
PA
USD
8826694.14000000
0.134765154845
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.62500000
N
N
N
N
N
N
SCF PREFERRED EQUITY LLC
N/A
SCF Preferred Equity LLC
78397NAA4
10000000.00000000
PA
USD
9769563.60000000
0.149160799099
Long
DBT
CORP
US
N
2
2026-10-16
Fixed
7.50000000
N
N
N
N
N
N
TopGolf International, Inc.
549300NYE472XA895T13
TopGolf International, Inc. Term Loan B
89071HAF6
13493264.95000000
PA
USD
13733580.00000000
0.209683037152
Long
LON
CORP
US
N
2
2026-02-09
Floating
7.00000000
N
N
N
N
N
N
JERROLD FINCO PLC
213800F7AYNHLL1BPR31
Jerrold Finco PLC
000000000
5266000.00000000
PA
6887732.52000000
0.105161267046
Long
DBT
CORP
GB
N
2
2027-01-15
Fixed
5.25000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-43825.45000000
-0.00066912294
N/A
DFE
XX
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
4053508.03000000
USD
3575000.00000000
EUR
2022-03-10
-43825.45000000
N
N
N
WMG ACQUISITION CORP
549300NAS11NXI33CP80
WMG Acquisition Corp
92933BAR5
9413000.00000000
PA
USD
8526436.60000000
0.130180850322
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.00000000
N
N
N
N
N
N
SYNAPTICS INC
549300AJ3LI4FWNRQX29
Synaptics Inc
87157DAG4
8894000.00000000
PA
USD
8589424.97000000
0.131142550966
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.00000000
N
N
N
N
N
N
CARRIAGE PURCHASER INC
N/A
Carriage Purchaser Inc
14445LAA5
11217000.00000000
PA
USD
10686996.75000000
0.163168084110
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
7.87500000
N
N
N
N
N
N
TESLA INC
54930043XZGB27CTOV49
Tesla Inc
88160RAG6
524000.00000000
PA
USD
7343231.20000000
0.112115779026
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
2.00000000
N
N
N
N
Y
Tesla Inc
Tesla Inc
USD
XXXX
N
N
N
HIGHTOWER HOLDING LLC
N/A
Hightower Holding LLC
43118DAA8
7111000.00000000
PA
USD
7127533.43000000
0.108822525299
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.75000000
N
N
N
N
N
N
Kestrel Acquisition, LLC
549300ER0JUHJLPPMH08
Kestrel Acquisition, LLC 2018 Term Loan B
49254YAB1
7833149.00000000
PA
USD
7335744.04000000
0.112001465756
Long
LON
CORP
US
N
2
2025-06-02
Floating
5.25000000
N
N
N
N
N
N
NEXTERA ENERGY OPERATING
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP
65342QAB8
10535000.00000000
PA
USD
10604899.73000000
0.161914634354
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.50000000
N
N
N
N
N
N
ULKER BISKUVI SANAYI AS
7890009HEU9BS7J3DA93
Ulker Biskuvi Sanayi AS
903742AA2
14460000.00000000
PA
USD
13404420.00000000
0.204657452526
Long
DBT
CORP
TR
N
2
2025-10-30
Fixed
6.95000000
N
N
N
N
N
N
SM Energy Co
84BUTVXV5ODI6BXNMH43
SM Energy Co
78454LAP5
9406000.00000000
PA
USD
9559270.77000000
0.145950067499
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.62500000
N
N
N
N
N
N
AHP HEALTH PARTN
549300QMM8MQ6SM5KX05
AHP Health Partners Inc
00150LAB7
7383000.00000000
PA
USD
6988710.89000000
0.106702995518
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.75000000
N
N
N
N
N
N
BLOCK COMMUNICATIONS INC
M5G68A9OHJWIL4SFC742
Block Communications Inc
093645AJ8
2318000.00000000
PA
USD
2257581.33000000
0.034468544246
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.87500000
N
N
N
N
N
N
TAP SA
213800XBTDYWRYHKH878
Transportes Aereos Portugueses SA
000000000
6700000.00000000
PA
7101197.00000000
0.108420423107
Long
DBT
CORP
PT
Y
2
2024-12-02
Fixed
5.62500000
N
N
N
N
N
N
COMSTOCK RESOURCES INC
I03QQGEA4SS774AURI46
Comstock Resources Inc
205768AT1
12253000.00000000
PA
USD
11869481.10000000
0.181222146481
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.87500000
N
N
N
N
N
N
Alloy Finco Limited
N/A
Alloy Finco Limited USD Holdco PIK Term Loan
000000000
6917533.35000000
PA
USD
7131561.83000000
0.108884030540
Long
LON
CORP
JE
N
2
2025-03-06
Floating
13.50000000
N
N
Y
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAB9
7589000.00000000
PA
USD
7524607.34000000
0.114885013261
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
4.12500000
N
N
N
N
N
N
COMPASS GROUP DIVERSIFIE
549300I6PTUQPX21TE93
Compass Group Diversified Holdings LLC
20451RAB8
10337000.00000000
PA
USD
10004458.71000000
0.152747156049
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
APOLLO CMMRL REAL EST FI
549300E0AN7M2AQHSY29
Apollo Commercial Real Estate Finance Inc
03762UAD7
15160000.00000000
PA
USD
13707975.20000000
0.209292105419
Long
DBT
US
N
2
2029-06-15
Fixed
4.62500000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) JUN22
000000000
9708.00000000
NC
USD
6814278.20000000
0.104039773240
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 2 Year US Treasury Note Future
TUM2 COMDTY
2022-06-30
2082605185.70000000
USD
6814278.20000000
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AF8
7085000.00000000
PA
USD
7301127.93000000
0.111472950170
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.87500000
N
N
N
N
N
N
Claires Holdings LLC
N/A
CLAIRES HOLDINGS
000000000
7481.61000000
NS
USD
2450227.28000000
0.037409844904
Long
EC
CORP
US
N
3
N
N
N
PENN VIRGINIA HOLDING LL
6XOCUKRR0UU0LF5P1W14
Penn Virginia Holdings LLC
70789PAA2
2976000.00000000
PA
USD
3039240.00000000
0.046402836975
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
9.25000000
N
N
N
N
N
N
CEDAR FAIR LP
549300TUVLNQQ6BVKH61
Cedar Fair LP
150190AE6
10715000.00000000
PA
USD
10715000.00000000
0.163595635157
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.25000000
N
N
N
N
N
N
Fontainebleau Miami Beach Trust
N/A
Fontainebleau Miami Beach Trust 2019-FBLU
34461LAQ7
16117000.00000000
PA
USD
15516519.26000000
0.236904789899
Long
ABS-MBS
CORP
US
N
2
2036-12-10
Variable
3.96300000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FIN
213800X3RLP4NOTPY579
Virgin Media Secured Finance PLC
92769XAP0
18965000.00000000
PA
USD
18977598.45000000
0.289748228855
Long
DBT
CORP
GB
N
2
2029-05-15
Fixed
5.50000000
N
N
N
N
N
N
CHEESECAKE FACTORY (THE)
529900872XMLK10SY247
Cheesecake Factory Inc/The
163072AA9
7350000.00000000
PA
USD
6867656.25000000
0.104854744401
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.37500000
N
N
N
N
Y
Cheesecake Factory Inc/The
Cheesecake Factory Inc/The
USD
XXXX
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAX9
4213000.00000000
PA
USD
3885649.90000000
0.059325745533
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.50000000
N
N
N
N
N
N
ROBLOX CORP
N/A
ROBLOX Corp
771049AA1
11567000.00000000
PA
USD
11015254.10000000
0.168179887159
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.87500000
N
N
N
N
N
N
PARK INTERMED HOLDINGS
N/A
Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer
70052LAB9
9912000.00000000
PA
USD
10106126.52000000
0.154299410827
Long
DBT
US
N
2
2028-10-01
Fixed
5.87500000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
12699.13000000
0.000193889149
N/A
DFE
CA
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
2354512.88000000
USD
3000000.00000000
CAD
2022-04-20
12699.13000000
N
N
N
JANE STREET GRP/JSG FIN
N/A
Jane Street Group / JSG Finance Inc
47077WAA6
9036000.00000000
PA
USD
8826952.14000000
0.134769093966
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.50000000
N
N
N
N
N
N
SCIENCE APPLICATIONS INT
549300LZPNZIXQGZPZ48
Science Applications International Corp
808625AA5
6707000.00000000
PA
USD
6554080.40000000
0.100067097145
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
4.87500000
N
N
N
N
N
N
ARENA LUX FIN SARL
222100KX2LPK5KRSIG74
Arena Luxembourg Finance Sarl
000000000
9215000.00000000
PA
8921076.61000000
0.136206177722
Long
DBT
CORP
LU
Y
2
2028-02-01
Fixed
1.87500000
N
N
N
N
N
N
SUNAC CHINA HOLDINGS LTD
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
5883000.00000000
PA
USD
2338492.50000000
0.035703888553
Long
DBT
CORP
KY
Y
2
2025-01-10
Fixed
6.50000000
N
N
N
N
N
N
Bath & Body Works Inc
GR3KVMWVCR54YWQNXU90
Bath & Body Works Inc
501797AL8
6535000.00000000
PA
USD
7232872.65000000
0.110430834828
Long
DBT
CORP
US
N
2
2035-11-01
Fixed
6.87500000
N
N
N
N
N
N
BLUELINX HOLDING
549300YSX7GU28F5I540
BlueLinx Holdings Inc
09624HAA7
9002000.00000000
PA
USD
8789372.76000000
0.134195335446
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
6.00000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
Long: SP9FG6PP1 CDS USD R F 3.00000 SP9FG6PP1_FEE CMBX / Short: SP9FG6PP1 CDS USD P V 01MEVENT SP9FG6PP1_PRO CMBX
000000000
4430000.00000000
OU
Notional Amount
USD
-485633.11000000
-0.00741460168
N/A
DCR
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
CMBX.NA.BBB-.9
137BERAI8
Y
sell protection
2058-09-17
0.00000000
USD
-960403.97000000
USD
4430000.00000000
USD
474770.86000000
N
N
N
WYNN LAS VEGAS LLC/CORP
N/A
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp
983130AX3
26782000.00000000
PA
USD
26546050.58000000
0.405302660341
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
VALVOLINE INC
549300CMHPBEY6VPOT75
Valvoline Inc
92047WAD3
7491000.00000000
PA
USD
7107460.80000000
0.108516058229
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.25000000
N
N
N
N
N
N
Vital Farms Inc
549300S6NYY7ER3XOT61
Vital Farms Inc
92847W103
84580.00000000
NS
USD
1205265.00000000
0.018401875241
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
79462.25000000
0.001213222329
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
5242000.00000000
EUR
5958834.59000000
USD
2022-03-10
79462.25000000
N
N
N
Equinox Holdings, Inc.
549300W05QKLNGQIIA73
Equinox Holdings, Inc. 2020 Term Loan B2
29446CAR5
5746481.05000000
PA
USD
5832678.27000000
0.089052795730
Long
LON
CORP
US
N
2
2024-03-08
Floating
10.00000000
N
N
N
N
N
N
SCIH SALT HOLDINGS INC
N/A
SCIH Salt Holdings Inc
78433BAA6
3357000.00000000
PA
USD
3185272.67000000
0.048632450359
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.87500000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUND FUTURE MAR22
000000000
-294.00000000
NC
2114810.12000000
0.032288726534
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
EUX 10 Year Euro BUND Future
RXH2 COMDTY
2022-03-08
-50995878.78000000
EUR
2114810.12000000
N
N
N
RESIDEO FUNDING INC
5493000IFJ6XJKH66598
Resideo Funding Inc
76119LAB7
14167000.00000000
PA
USD
12761775.27000000
0.194845611855
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
4.00000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: SP2S1NU08 CDS USD R F 3.00000 SP2S1NU08_FEE CMBX / Short: SP2S1NU08 CDS USD P V 01MEVENT SP2S1NU08_PRO CMBX
000000000
12055000.00000000
OU
Notional Amount
USD
-1424532.44000000
-0.02174963036
N/A
DCR
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
CMBX.NA.BBB-.10
137BERAJ6
Y
sell protection
2059-11-17
0.00000000
USD
-2001262.31000000
USD
12055000.00000000
USD
576729.87000000
N
N
N
STONEGATE PUB FIN
254900L5266ML3505282
Stonegate Pub Co Financing 2019 PLC
000000000
10826000.00000000
PA
14864375.65000000
0.226947921202
Long
DBT
CORP
GB
Y
2
2025-07-31
Fixed
8.25000000
N
N
N
N
N
N
Grab Holdings Inc
N/A
Grab Holdings Inc Term Loan B
000000000
7183870.89000000
PA
USD
7152477.37000000
0.109203367083
Long
LON
CORP
SG
N
2
2026-01-29
Floating
5.50000000
N
N
N
N
N
N
Matador Resources Co
549300CI3Q2UUK5R4G79
Matador Resources Co
576485AE6
25905000.00000000
PA
USD
26325956.25000000
0.401942280340
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
5.87500000
N
N
N
N
N
N
VIRGIN MEDIA FINANCE PLC
2138001LVYC87DDHT482
Virgin Media Finance PLC
92769VAJ8
7903000.00000000
PA
USD
7485286.94000000
0.114284673008
Long
DBT
CORP
GB
N
2
2030-07-15
Fixed
5.00000000
N
N
N
N
N
N
Claros Mortgage Trust, Inc.
549300Z9LU2CZ3K30C16
Claros Mortgage Trust, Inc. 2021 Term Loan B
18269PAC6
7782016.22000000
PA
USD
7772288.70000000
0.118666589501
Long
LON
CORP
US
N
2
2026-08-09
Floating
5.00000000
N
N
N
N
N
N
AMC NETWORKS INC
549300VGG9K75226LR46
AMC Networks Inc
00164VAF0
7408000.00000000
PA
USD
6947333.52000000
0.106071249636
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.25000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370DA5
40208000.00000000
PA
USD
38000982.88000000
0.580195513846
Long
DBT
CORP
US
N
2
2032-02-12
Fixed
3.25000000
N
N
N
N
N
N
COMMSCOPE TECH LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20338HAB9
6971000.00000000
PA
USD
6224754.45000000
0.095038978809
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
Miller's Ale House, Inc.
N/A
Miller's Ale House, Inc. 2018 Term Loan
60063GAG7
4795087.00000000
PA
USD
4660824.56000000
0.071161040994
Long
LON
CORP
US
N
2
2025-05-30
None
0.00000000
N
N
N
N
N
N
HUDBAY MINERALS INC
549300WI524AL577IX21
Hudbay Minerals Inc
443628AH5
9655000.00000000
PA
USD
9885609.68000000
0.150932579983
Long
DBT
CORP
CA
N
2
2029-04-01
Fixed
6.12500000
N
N
N
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CD1
10121000.00000000
PA
USD
10108146.33000000
0.154330249101
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
4.62500000
N
N
N
N
N
N
PENN NATIONAL GA
N/A
Penn National Gaming Inc
707569AV1
14827000.00000000
PA
USD
13730988.16000000
0.209643465177
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.12500000
N
N
N
N
N
N
MIWD HLDCO II/MIWD FIN
N/A
MIWD Holdco II LLC / MIWD Finance Corp
55337PAA0
6915000.00000000
PA
USD
6602476.58000000
0.100806005573
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
5.50000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
CITIBANK NA DDCA
000000000
199740.00000000
NS
USD
199740.00000000
0.003049611961
Long
STIV
RF
US
N
1
N
N
LOGAN GROUP CO LTD
549300NJ0E6Q0S1VOG90
Logan Group Co Ltd
000000000
10233000.00000000
PA
USD
2865240.00000000
0.043746220968
Long
DBT
CORP
KY
Y
2
2028-01-13
Fixed
4.50000000
N
N
N
N
N
N
Belo Corp
N/A
Belo Corp
080555AF2
11082000.00000000
PA
USD
12403362.27000000
0.189373395114
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
7.25000000
N
N
N
N
N
N
ARCOSA INC
549300WFHLTCZV7D6V29
Arcosa Inc
039653AA8
8502000.00000000
PA
USD
8070566.01000000
0.123220660054
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.37500000
N
N
N
N
N
N
Synovus Financial Corp
549300EIUS8UN5JTLE54
Synovus Financial Corp
87161CAM7
21205000.00000000
PA
USD
22248979.62000000
0.339695375878
Long
DBT
CORP
US
N
2
2029-02-07
Fixed
5.90000000
N
N
N
N
N
N
Revlon Consumer Products Corporation
2MKZBE7NMX7EJWQLHS95
Revlon Consumer Products Corporation 2020 Additional Term Loan B2
761520BJ3
77.41000000
PA
USD
57.67000000
0.000000880500
Long
LON
CORP
US
N
2
2025-06-30
Floating
4.25000000
N
N
N
N
N
N
JEFFERSON CAPITAL HOLDIN
N/A
Jefferson Capital Holdings LLC
472481AA8
9419000.00000000
PA
USD
9079821.81000000
0.138629884845
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
6.00000000
N
N
N
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long: SP9FG6PO4 CDS USD R F 3.00000 SP9FG6PO4_FEE CMBX / Short: SP9FG6PO4 CDS USD P V 01MEVENT SP9FG6PO4_PRO CMBX
000000000
5125000.00000000
OU
Notional Amount
USD
-561821.60000000
-0.00857784055
N/A
DCR
US
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
CMBX.NA.BBB-.9
137BERAI8
Y
sell protection
2058-09-17
0.00000000
USD
-1128294.29000000
USD
5125000.00000000
USD
566472.69000000
N
N
N
NAPA MNGMT SVRS CORP
N/A
NAPA MNGMT SVRS CORP
000000000
9768333.00000000
PA
USD
9750017.38000000
0.148862369209
Long
LON
CORP
US
N
3
2029-02-23
None
0.00000000
N
N
N
N
N
N
GOODYEAR TIRE & RUBBER
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co/The
382550BG5
7142000.00000000
PA
USD
7151141.76000000
0.109182975112
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
4.87500000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAE5
9332000.00000000
PA
USD
9276147.98000000
0.141627374764
Long
DBT
US
N
2
2030-08-15
Fixed
4.12500000
N
N
N
N
N
N
KONTOOR BRANDS INC
549300M0CPXV65RFF271
Kontoor Brands Inc
50050NAA1
6677000.00000000
PA
USD
6304490.17000000
0.096256376454
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.12500000
N
N
N
N
N
N
API GROUP DE INC
549300XP4G7B4QYA0G83
APi Group DE Inc
001877AA7
7356000.00000000
PA
USD
6786535.26000000
0.103616196582
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.12500000
N
N
N
N
N
N
MND Holdings III Corp
549300WWRLAH3KF2JR67
MND Holdings III Corp 2018 1st Lien Term Loan
55292TAE7
15332157.25000000
PA
USD
15174082.71000000
0.231676500128
Long
LON
CORP
US
N
2
2024-06-19
Floating
4.50000000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
78442FET1
6806000.00000000
PA
USD
7018483.32000000
0.107157558243
Long
DBT
CORP
US
N
2
2024-03-25
Fixed
6.12500000
N
N
N
N
N
N
BFLD Trust
N/A
BFLD 2019-DPLO
054970AQ1
13940000.00000000
PA
USD
13345489.67000000
0.203757709664
Long
ABS-MBS
CORP
US
N
2
2034-10-15
Floating
2.73100000
N
N
N
N
N
N
KEN GARFF AUTOMOTIVE LLC
N/A
Ken Garff Automotive LLC
48850PAA2
6212000.00000000
PA
USD
5955258.04000000
0.090924332392
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.87500000
N
N
N
N
N
N
CALLON PETROLEUM CO
549300EFOWPEB0WLZW21
Callon Petroleum Co
13123XBB7
14372000.00000000
PA
USD
15432725.46000000
0.235625433862
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
9.00000000
N
N
N
N
N
N
RADIATE HOLDCO / FINANCE
N/A
Radiate Holdco LLC / Radiate Finance Inc
75026JAE0
7055000.00000000
PA
USD
6713996.58000000
0.102508682683
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
6.50000000
N
N
N
N
N
N
Staples Inc
XQM2JINI1UL7642TU573
Staples Inc
855030AP7
13883000.00000000
PA
USD
12955407.36000000
0.197801968808
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
10.75000000
N
N
N
N
N
N
SHAKE SHACK INC
529900J74GJAHYP80N79
Shake Shack Inc
819047AA9
8135000.00000000
PA
USD
6752050.00000000
0.103089678802
Long
DBT
CORP
US
N
2
2028-03-01
None
0.00000000
N
N
N
N
Y
Shake Shack Inc
Shake Shack Inc
USD
XXXX
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAV3
16584000.00000000
PA
USD
15936975.24000000
0.243324273157
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.37500000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: SP9J5BO83 CDS USD R F 3.00000 SP9J5BO83_FEE CMBX / Short: SP9J5BO83 CDS USD P V 01MEVENT SP9J5BO83_PRO CMBX
000000000
7679000.00000000
OU
Notional Amount
USD
-841800.59000000
-0.01285253403
N/A
DCR
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
CMBX.NA.BBB-.9
137BERAI8
Y
sell protection
2058-09-17
0.00000000
USD
-833341.93000000
USD
7679000.00000000
USD
-8458.66000000
N
N
N
MURPHY OIL CORP
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp
626717AN2
8096000.00000000
PA
USD
8399397.60000000
0.128241230547
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.37500000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AG6
2247000.00000000
PA
USD
2093619.78000000
0.031965194371
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.50000000
N
N
N
N
N
N
MEG ENERGY CORP
5493002WXPTG5ZC1T326
MEG Energy Corp
552704AE8
26625000.00000000
PA
USD
27802623.75000000
0.424487904006
Long
DBT
CORP
CA
N
2
2027-02-01
Fixed
7.12500000
N
N
N
N
N
N
ELASTIC NV
2549003I48WHHH937I59
Elastic NV
28415LAA1
9116000.00000000
PA
USD
8373775.28000000
0.127850031320
Long
DBT
CORP
NL
N
2
2029-07-15
Fixed
4.12500000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153AW2
12183000.00000000
PA
USD
11057412.63000000
0.168823559720
Long
DBT
CORP
LR
N
2
2028-03-15
Fixed
3.70000000
N
N
N
N
N
N
Gibson Brands
N/A
GIBSON BRANDS PRIVATE EQUITY
000000000
56761.00000000
NS
USD
6669417.50000000
0.101828053387
Long
EC
CORP
US
N
2
N
N
N
AMC ENTERTAINMENT HLDGS
549300ZO77UNR6NRBR11
AMC Entertainment Holdings Inc
00165CAP9
15397195.00000000
PA
USD
14249950.00000000
0.217566926851
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
10.00000000
N
N
N
N
N
N
MEDCO LAUREL TREE
254900SX7FFGRREZD046
Medco Laurel Tree Pte Ltd
58406RAA6
6668000.00000000
PA
USD
6499245.26000000
0.099229879267
Long
DBT
CORP
SG
N
2
2028-11-12
Fixed
6.95000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-37328.15000000
-0.00056992276
N/A
DFE
XX
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
3012905.18000000
USD
2653000.00000000
EUR
2022-03-10
-37328.15000000
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Outdoor Holdings Inc
18453HAD8
9687000.00000000
PA
USD
10078306.37000000
0.153874655334
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
7.50000000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AR0
11282000.00000000
PA
USD
11620572.82000000
0.177421837739
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.37500000
N
N
N
N
N
N
LSF11 A5 HOLDCO LLC
254900FPK7P5WNA66Y10
LSF11 A5 HoldCo LLC
50221DAA7
11362000.00000000
PA
USD
10822361.81000000
0.165234825404
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
6.62500000
N
N
N
N
N
N
GREAT LAKES DREDGE&DOCK
549300H65E3MZ1CX0P05
Great Lakes Dredge & Dock Corp
390607AF6
6888000.00000000
PA
USD
6905839.92000000
0.105437729165
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.25000000
N
N
N
N
N
N
CHARLES RIVER LABORATORI
549300BSQ0R4UZ5KX287
Charles River Laboratories International Inc
159864AJ6
5885000.00000000
PA
USD
5642979.38000000
0.086156490513
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
4.00000000
N
N
N
N
N
N
WEEKLEY HOMES LLC/ FINAN
N/A
Weekley Homes LLC / Weekley Finance Corp
948565AD8
8150000.00000000
PA
USD
7766135.00000000
0.118572635375
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.87500000
N
N
N
N
N
N
ESC 144A HERTZ CORP
N/A
ESC 144A HERTZ CORP
428ESCAD9
6517000.00000000
PA
USD
391020.00000000
0.005970057420
Long
DBT
CORP
US
N
2
2028-01-15
None
0.00000000
N
N
N
N
N
N
SWITCH LTD
5493002D70VTFFLT8L43
Switch Ltd
87105NAA8
12300000.00000000
PA
USD
11688690.00000000
0.178461844583
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
3.75000000
N
N
N
N
N
N
AHEAD DB HOLDINGS LLC
254900L07WFL833JX193
Ahead DB Holdings LLC
00867FAA6
7112000.00000000
PA
USD
6693209.88000000
0.102191313258
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
6.62500000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BK7
10639000.00000000
PA
USD
10465371.52000000
0.159784330468
Long
DBT
CORP
LR
N
2
2027-07-15
Fixed
5.37500000
N
N
N
N
N
N
ROCKCLIFF ENERGY II LLC
5493007AZNVKZ5HEMT23
Rockcliff Energy II LLC
77289KAA3
10329000.00000000
PA
USD
10253753.24000000
0.156553362020
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
5.50000000
N
N
N
N
N
N
MACY'S RETAIL HLDGS LLC
N/A
Macy's Retail Holdings LLC
55616XAM9
7115000.00000000
PA
USD
6343022.50000000
0.096844684526
Long
DBT
CORP
US
N
2
2034-12-15
Fixed
4.50000000
N
N
N
N
N
N
MURPHY OIL USA INC
N32S6DTR2ZZ5222WHV58
Murphy Oil USA Inc
626738AF5
7956000.00000000
PA
USD
7392158.28000000
0.112862793187
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
TRI POINTE HOMES INC
N/A
Tri Pointe Homes Inc
87265HAF6
6285000.00000000
PA
USD
6271518.68000000
0.095752970775
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
5.25000000
N
N
N
N
N
N
TMS INTERNATIONAL CORP
549300L4K0F1YF8WKF23
TMS International Corp/DE
87261QAC7
8373000.00000000
PA
USD
8061398.81000000
0.123080696087
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.25000000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-42422.78000000
-0.00064770710
N/A
DFE
XX
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
5106399.53000000
USD
4515000.00000000
EUR
2022-03-10
-42422.78000000
N
N
N
Yum! Brands Inc
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AK7
7487000.00000000
PA
USD
7583582.30000000
0.115785437530
Long
DBT
CORP
US
N
2
2043-11-01
Fixed
5.35000000
N
N
N
N
N
N
COMMERCIAL METALS CO
549300OQS2LO07ZJ7N73
Commercial Metals Co
201723AQ6
7475000.00000000
PA
USD
7244770.00000000
0.110612482475
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.12500000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-79427.16000000
-0.00121268657
N/A
DFE
XX
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
9498536.07000000
USD
8398000.00000000
EUR
2022-03-10
-79427.16000000
N
N
N
PBF HOLDING CO LLC
N/A
PBF Holding Co LLC / PBF Finance Corp
69318FAK4
18399000.00000000
PA
USD
18756676.56000000
0.286375213744
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
9.25000000
N
N
N
N
N
N
SYLVAMO CORP
5493001AOYU1ZOWOC971
Sylvamo Corp
87133LAA8
16871000.00000000
PA
USD
16934181.90000000
0.258549532786
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
7.00000000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BV2
25061000.00000000
PA
USD
25055486.58000000
0.382544866190
Long
DBT
CORP
CA
N
2
2026-06-15
Fixed
7.12500000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) JUN22
000000000
-4144.00000000
NC
USD
-3601583.55000000
-0.05498864661
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 5 Year US Treasury Note
FVM2 COMDTY
2022-06-30
-486555916.45000000
USD
-3601583.55000000
N
N
N
YPF ENERGIA ELECTRICA SA
5493002XN8FRTYQLR778
YPF Energia Electrica SA
98424MAA1
2935000.00000000
PA
USD
2555563.20000000
0.039018104049
Long
DBT
CORP
AR
N
2
2026-07-25
Fixed
10.00000000
N
N
N
N
N
N
Apache Corp
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411BA2
14923000.00000000
PA
USD
14238108.92000000
0.217386138330
Long
DBT
CORP
US
N
2
2043-04-15
Fixed
4.75000000
N
N
N
N
N
N
Britax Child Safety, Inc.
549300CBXW3W400WE581
Britax Child Safety, Inc. Junior PIK Term Loan
000000000
1394933.77000000
PA
USD
1185693.70000000
0.018103062431
Long
LON
CORP
US
N
3
2025-03-31
Floating
12.00000000
N
N
Y
N
N
N
MARRIOTT OWNERSHIP RESOR
BW4532OH033VURR0IT68
Marriott Ownership Resorts Inc
57164PAH9
7573000.00000000
PA
USD
7184845.89000000
0.109697566671
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.50000000
N
N
N
N
N
N
SEASPAN CORP
5493007Z8Q1H45KT7W98
Seaspan Corp
81254UAK2
14024000.00000000
PA
USD
13383664.16000000
0.204340554268
Long
DBT
CORP
MH
N
2
2029-08-01
Fixed
5.50000000
N
N
N
N
N
N
H&E EQUIPMENT SERVICES
254900KVLRCDMQRYY541
H&E Equipment Services Inc
404030AJ7
15068000.00000000
PA
USD
14119996.78000000
0.215582813032
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
3.87500000
N
N
N
N
N
N
CHARLES RIVER LABORATORI
549300BSQ0R4UZ5KX287
Charles River Laboratories International Inc
159864AE7
10003000.00000000
PA
USD
9931928.69000000
0.151639774370
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.25000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAW1
16846000.00000000
PA
USD
16083651.12000000
0.245563707011
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
FORTRESS TRANS & INFRAST
529900E7PUVK6BC8PE80
Fortress Transportation and Infrastructure Investors LLC
34960PAD3
14981000.00000000
PA
USD
14333745.90000000
0.218846314950
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.50000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBL3
21236000.00000000
PA
USD
19775812.64000000
0.301935289743
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
6.12500000
N
N
N
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AR2
7654000.00000000
PA
USD
7239842.06000000
0.110537243140
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.12500000
N
N
N
N
N
N
JSW HYDRO ENERGY LTD
3358006ZP5KO7VUH2790
JSW Hydro Energy Ltd
46653YAA6
8409010.00000000
PA
USD
7782748.98000000
0.118826296094
Long
DBT
CORP
IN
N
2
2031-05-18
Fixed
4.12500000
N
N
N
N
N
N
INSTALLED BUILDING PRODU
549300I95Y9P9YM5FI86
Installed Building Products Inc
45780RAA9
6640000.00000000
PA
USD
6665630.40000000
0.101770232292
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.75000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBG1
8225000.00000000
PA
USD
7967105.13000000
0.121641028848
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
TRIDENT TPI HOLDINGS INC
549300TPLK304J3RNC85
Trident TPI Holdings Inc
89616RAA7
1431000.00000000
PA
USD
1418070.92000000
0.021650976468
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
6.62500000
N
N
N
N
N
N
AVIS BUDGET CAR/FINANCE
N/A
Avis Budget Car Rental LLC / Avis Budget Finance Inc
053773BF3
4320000.00000000
PA
USD
4257122.40000000
0.064997353520
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
5.37500000
N
N
N
N
N
N
MATCH GROUP HLD II LLC
N/A
Match Group Holdings II LLC
57665RAL0
8045000.00000000
PA
USD
7800552.68000000
0.119098121349
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
4.12500000
N
N
N
N
N
N
AVIS BUDGET CAR/FINANCE
N/A
Avis Budget Car Rental LLC / Avis Budget Finance Inc
053773BG1
3874000.00000000
PA
USD
3685491.16000000
0.056269740288
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
4.75000000
N
N
N
N
N
N
ASTON MARTIN CAPITAL HOL
213800H4GKEF3CJ8C774
Aston Martin Capital Holdings Ltd
04625HAG4
10635000.00000000
PA
USD
11130750.53000000
0.169943276036
Long
DBT
CORP
JE
N
2
2025-11-30
Fixed
10.50000000
N
N
N
N
N
N
LSCS Holdings, Inc.
N/A
LSCS Holdings, Inc. 2021 1st Lien Term Loan
000000000
5968824.00000000
PA
USD
5948917.97000000
0.090827532786
Long
LON
CORP
US
N
2
2028-12-18
Floating
5.00000000
N
N
N
N
N
N
United States Steel Corp
JNLUVFYJT1OZSIQ24U47
United States Steel Corp
912909AD0
14189000.00000000
PA
USD
14200422.15000000
0.216810740189
Long
DBT
CORP
US
N
2
2037-06-01
Fixed
6.65000000
N
N
N
N
N
N
ENTERCOM MEDIA CORP
549300S5JUSXRHNCHD80
Audacy Capital Corp
29365DAA7
8522000.00000000
PA
USD
8106467.28000000
0.123768797345
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
6.50000000
N
N
N
N
N
N
CANARY WHARF GROUP
2138002C1D5FMEDILF18
Canary Wharf Group Investment Holdings PLC
000000000
7756000.00000000
PA
10091887.45000000
0.154082010015
Long
DBT
CORP
GB
N
2
2028-04-23
Fixed
3.37500000
N
N
N
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long: SP9U3REQ6 CDS USD R F 3.00000 SP9U3REQ6_FEE CMBX / Short: SP9U3REQ6 CDS USD P V 01MEVENT SP9U3REQ6_PRO CMBX
000000000
5460000.00000000
OU
Notional Amount
USD
-645205.07000000
-0.00985093170
N/A
DCR
US
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
CMBX.NA.BBB-.10
137BERAJ6
Y
sell protection
2059-11-17
0.00000000
USD
-822162.42000000
USD
5460000.00000000
USD
176957.35000000
N
N
N
ACBL HLDG CORP
N/A
ACBL HLDG CORP
00085Q407
82704.00000000
NS
USD
2129628.00000000
0.032514964564
Long
EP
CORP
US
N
2
N
N
N
PRECISION DRILLING CORP
549300WF2OE8T5BP4B84
Precision Drilling Corp
740212AM7
10334000.00000000
PA
USD
10386238.37000000
0.158576132807
Long
DBT
CORP
CA
N
2
2029-01-15
Fixed
6.87500000
N
N
N
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
98310WAS7
12472000.00000000
PA
USD
13331570.24000000
0.203545189086
Long
DBT
CORP
US
N
2
2026-07-31
Fixed
6.62500000
N
N
N
N
N
N
ZAYO GROUP HOLDINGS INC
529900Z6OTS7RT0V0I47
Zayo Group Holdings Inc
98919VAB1
6573000.00000000
PA
USD
6115453.47000000
0.093370181493
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
6.12500000
N
N
N
N
N
N
IMA INDUSTRIA MACCHINE
815600D86992FDA7B908
IMA Industria Macchine Automatiche SpA
000000000
7617000.00000000
PA
8022838.82000000
0.122491965704
Long
DBT
CORP
IT
N
2
2028-01-15
Fixed
3.75000000
N
N
N
N
N
N
BK LC FINCO 1 SARL
5299004DSXRFOZZ5UG09
BK LC Lux Finco1 Sarl
000000000
6500000.00000000
PA
7107231.84000000
0.108512562489
Long
DBT
CORP
LU
Y
2
2029-04-30
Fixed
5.25000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CQ1
30532000.00000000
PA
USD
29586423.96000000
0.451722801658
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.75000000
N
N
N
N
N
N
LIONS GATE CAPITAL HOLD
549300MWJHNLR35C0837
Lions Gate Capital Holdings LLC
53627NAE1
10091000.00000000
PA
USD
9609659.30000000
0.146719394944
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
NCL FINANCE LTD
N/A
NCL Finance Ltd
62888HAA7
6062000.00000000
PA
USD
5856952.85000000
0.089423417786
Long
DBT
CORP
BM
N
2
2028-03-15
Fixed
6.12500000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
Long: SP1O3RXM6 CDS USD R F 3.00000 SP1O3RXM6_FEE CMBX / Short: SP1O3RXM6 CDS USD P V 01MEVENT SP1O3RXM6_PRO CMBX
000000000
4350000.00000000
OU
Notional Amount
USD
-476863.21000000
-0.00728070366
N/A
DCR
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
CMBX.NA.BBB-.9
137BERAI8
Y
sell protection
2058-09-17
0.00000000
USD
-562987.77000000
USD
4350000.00000000
USD
86124.56000000
N
N
N
SPCM SA
969500F7036FEDYPRV54
SPCM SA
7846ELAE7
11055000.00000000
PA
USD
10024950.38000000
0.153060020983
Long
DBT
CORP
FR
N
2
2030-03-15
Fixed
3.37500000
N
N
N
N
N
N
XP INC
5493008KDA8NBZRJST80
XP Inc
98379XAA2
7512000.00000000
PA
USD
7027701.36000000
0.107298298430
Long
DBT
CORP
KY
N
2
2026-07-01
Fixed
3.25000000
N
N
N
N
N
N
WARRIOR MET COAL INC
549300152B1S9YKBYV79
Warrior Met Coal Inc
93627CAB7
8207000.00000000
PA
USD
8587148.24000000
0.131107790062
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
7.87500000
N
N
N
N
N
N
American Money Management Corporation
N/A
AMMC CLO 24 Ltd
00177MAA6
12000000.00000000
PA
USD
11882775.24000000
0.181425120188
Long
ABS-CBDO
CORP
KY
N
2
2035-01-20
Floating
6.80400000
N
N
N
N
N
N
IMOLA MERGER CORP
N/A
Imola Merger Corp
45258LAA5
6985000.00000000
PA
USD
6785648.10000000
0.103602651504
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.75000000
N
N
N
N
N
N
MedAssets Software Intermediate Holdings, Inc.
N/A
MedAssets Software Intermediate Holdings, Inc. 2021 Term Loan
58404KAH8
8502381.00000000
PA
USD
8459869.10000000
0.129164503851
Long
LON
CORP
US
N
2
2028-12-18
Floating
4.50000000
N
N
N
N
N
N
MINSUR SA
254900C69MVC7SXO2G61
Minsur SA
60447KAB6
10867000.00000000
PA
USD
10611679.84000000
0.162018152451
Long
DBT
CORP
PE
N
2
2031-10-28
Fixed
4.50000000
N
N
N
N
N
N
BUENA VISTA GAMING AUTH
549300N8E8V848WZS074
Buena Vista Gaming Authority
11927PAD3
14440000.00000000
PA
USD
15557656.00000000
0.237532861864
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
13.00000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: SP9U3RKN6 CDS USD R F 3.00000 SP9U3RKN6_FEE CMBX / Short: SP9U3RKN6 CDS USD P V 01MEVENT SP9U3RKN6_PRO CMBX
000000000
7212000.00000000
OU
Notional Amount
USD
-852237.91000000
-0.01301189007
N/A
DCR
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
CMBX.NA.BBB-.10
137BERAJ6
Y
sell protection
2059-11-17
0.00000000
USD
-923491.34000000
USD
7212000.00000000
USD
71253.43000000
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAL3
8097000.00000000
PA
USD
8555735.54000000
0.130628183845
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.00000000
N
N
N
N
N
N
Great Wolf Trust
N/A
Great Wolf Trust 2019-WOLF
39152TAN0
17457000.00000000
PA
USD
16802411.38000000
0.256537672598
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
2.92300000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-2094.42000000
-0.00003197741
N/A
DFE
GB
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
726530.09000000
USD
540000.00000000
GBP
2022-03-07
-2094.42000000
N
N
N
RESOLUTE FOREST PRODUCTS
N/A
Resolute Forest Products Inc
76117WAC3
8309000.00000000
PA
USD
7906013.50000000
0.120708287456
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
4.87500000
N
N
N
N
N
N
SC GAMES HOLDIN/US FINCO
N/A
Scientific Games Holdings LP/Scientific Games US FinCo Inc
80874DAA4
16575000.00000000
PA
USD
16487981.25000000
0.251736982273
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
6.62500000
N
N
N
N
N
N
REVLON ROLL UP RIGHTS
N/A
REVLON ROLL UP RIGHTS
000000000
701653.00000000
NS
USD
149164.41000000
0.002277428501
N/A
DE
US
N
2
N/A
N/A
Revlon Inc
Revlon Inc
2099-12-31
XXXX
-81798.71000000
N
N
N
ROCKET SOFTWARE INC
549300PVG26ISP5X1556
Rocket Software Inc
77314EAA6
12705000.00000000
PA
USD
11804215.50000000
0.180225677298
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6.50000000
N
N
N
N
N
N
HUDBAY MINERALS INC
549300WI524AL577IX21
Hudbay Minerals Inc
443628AJ1
10489000.00000000
PA
USD
10147635.50000000
0.154933166119
Long
DBT
CORP
CA
N
2
2026-04-01
Fixed
4.50000000
N
N
N
N
N
N
BOYNE USA INC
N/A
Boyne USA Inc
103557AC8
14272000.00000000
PA
USD
14042149.44000000
0.214394247000
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.75000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CS2
25265000.00000000
PA
USD
25180993.88000000
0.384461100111
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.50000000
N
N
N
N
N
N
RADIATE HOLDCO / FINANCE
N/A
Radiate Holdco LLC / Radiate Finance Inc
75026JAC4
5833000.00000000
PA
USD
5580256.11000000
0.085198837392
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
4.50000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35906ABG2
6913000.00000000
PA
USD
6722892.50000000
0.102644504772
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
6.75000000
N
N
N
N
N
N
ACBL HLDG CORP
N/A
ACBL HLDG CORP
00085Q209
22227.00000000
NS
USD
572345.25000000
0.008738514671
Long
EC
CORP
US
N
2
N
N
N
ASR MEDIA AND SPONSOR
8156007EB364FC4AED15
ASR Media and Sponsorship SpA
000000000
9094225.79000000
PA
9716369.12000000
0.148348630668
Long
DBT
CORP
IT
Y
2
2024-08-01
Fixed
5.12500000
N
N
N
N
N
N
UNITED STATES STEEL CORP
JNLUVFYJT1OZSIQ24U47
United States Steel Corp
912909AU2
21401000.00000000
PA
USD
22015743.73000000
0.336134351747
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
6.87500000
N
N
N
N
N
N
TK ELEVATOR US NEWCO INC
549300C2AFWPAYWS5574
TK Elevator US Newco Inc
92537RAA7
12927000.00000000
PA
USD
12813436.31000000
0.195634367866
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.25000000
N
N
N
N
N
N
WENDY'S INTERNATIONAL
549300PQTT267ME8D359
Wendy's International LLC
950590AG4
8091000.00000000
PA
USD
8825379.62000000
0.134745084875
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
7.00000000
N
N
N
N
N
N
CINEMARK USA INC
54930008H2137JSCPQ09
Cinemark USA Inc
172441BF3
11603000.00000000
PA
USD
11080865.00000000
0.169181628349
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.25000000
N
N
N
N
N
N
IIP OPERATING PARTNER
N/A
IIP Operating Partnership LP
44988FAD2
10342000.00000000
PA
USD
10629662.32000000
0.162292707302
Long
DBT
US
N
2
2026-05-25
Fixed
5.50000000
N
N
N
N
N
N
TK ELEVATOR HOLDCO GMBH
2549008GCHWX9EEMIS56
TK Elevator Holdco GmbH
92537VAA8
6735000.00000000
PA
USD
6859597.50000000
0.104731704147
Long
DBT
CORP
DE
N
2
2028-07-15
Fixed
7.62500000
N
N
N
N
N
N
TERRAFORM POWER OPERATIN
5493000S2OLR3UT5BE13
TerraForm Power Operating LLC
88104LAG8
11460000.00000000
PA
USD
11266841.70000000
0.172021103511
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.75000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAL5
8324000.00000000
PA
USD
7838877.28000000
0.119683257820
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
3.25000000
N
N
N
N
N
N
ORGANON & CO/ORG
N/A
Organon & Co / Organon Foreign Debt Co-Issuer BV
68622TAA9
7060000.00000000
PA
USD
6956218.00000000
0.106206897060
Long
DBT
CORP
US
N
2
2028-04-30
Fixed
4.12500000
N
N
N
N
N
N
FMG RESOURCES AUG 2006
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty Ltd
30251GBA4
21671000.00000000
PA
USD
21768519.50000000
0.332359754926
Long
DBT
CORP
AU
N
2
2027-09-15
Fixed
4.50000000
N
N
N
N
N
N
Intrepid Potash Inc
549300OZ696E2PRRTO45
Intrepid Potash Inc
46121Y201
73179.00000000
NS
USD
4163153.31000000
0.063562642091
Long
EC
CORP
US
N
1
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAF3
8463000.00000000
PA
USD
7841621.15000000
0.119725150975
Long
DBT
CORP
US
N
2
2027-08-31
Fixed
3.37500000
N
N
N
N
N
N
WELLTEC INTERNATIONAL
549300MW4UJ1X7Q4F350
Welltec International ApS
000000000
1474000.00000000
PA
USD
1511410.12000000
0.023076070794
Long
DBT
CORP
DK
Y
2
2026-10-15
Fixed
8.25000000
N
N
N
N
N
N
Staples Inc
XQM2JINI1UL7642TU573
Staples Inc
855030AN2
7343000.00000000
PA
USD
7268615.41000000
0.110976552003
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.50000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EF8
49478000.00000000
PA
USD
56337135.14000000
0.860150201230
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
6.12500000
N
N
N
N
N
N
Peabody Energy Corp
EJCO258LNNVSKAR2JX59
Peabody Energy Corp
70457LAB0
17190000.00000000
PA
USD
17362071.90000000
0.265082517977
Long
DBT
CORP
US
N
2
2025-03-31
Fixed
6.37500000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: SP9W3T240 CDS USD R F 3.00000 SP9W3T240_FEE CMBX / Short: SP9W3T240 CDS USD P V 01MEVENT SP9W3T240_PRO CMBX
000000000
2470000.00000000
OU
Notional Amount
USD
-291878.49000000
-0.00445637395
N/A
DCR
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
CMBX.NA.BBB-.10
137BERAJ6
Y
sell protection
2059-11-17
0.00000000
USD
-354611.04000000
USD
2470000.00000000
USD
62732.55000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: SP1AB58H4 CDS USD R F 3.00000 SP1AB58H4_FEE CMBX / Short: SP1AB58H4 CDS USD P V 01MEVENT SP1AB58H4_PRO CMBX
000000000
14423000.00000000
OU
Notional Amount
USD
-1704357.64000000
-0.02602197579
N/A
DCR
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
CMBX.NA.BBB-.10
137BERAJ6
Y
sell protection
2059-11-17
0.00000000
USD
-1846854.63000000
USD
14423000.00000000
USD
142496.99000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-9195.44000000
-0.00014039513
N/A
DFE
XX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
826834.21000000
USD
729000.00000000
EUR
2022-03-10
-9195.44000000
N
N
N
CALLON PETROLEUM
549300EFOWPEB0WLZW21
Callon Petroleum Co
13123XBD3
14565000.00000000
PA
USD
15165296.48000000
0.231542352776
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
8.00000000
N
N
N
N
N
N
Southwestern Energy Co
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AL3
2656000.00000000
PA
USD
2772014.08000000
0.042322856190
Long
DBT
CORP
US
N
2
2025-01-23
Fixed
5.95000000
N
N
N
N
N
N
GUITAR CENTER INC
N/A
Guitar Center Inc
40204BAA3
8915000.00000000
PA
USD
9362087.25000000
0.142939487640
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
8.50000000
N
N
N
N
N
N
Range Resources Corp
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281AAS8
14259000.00000000
PA
USD
14492063.36000000
0.221263491378
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.87500000
N
N
N
N
N
N
PARTY CITY HOLDINGS INC
5493005PYM1JS6EZN307
Party City Holdings Inc
702150AG8
15016000.00000000
PA
USD
15053540.00000000
0.229836065111
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
8.75000000
N
N
N
N
N
N
ELEMENT SOLUTIONS INC
549300FLGN6P5CU20J91
Element Solutions Inc
28618MAA4
7236000.00000000
PA
USD
6874272.36000000
0.104955758560
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.87500000
N
N
N
N
N
N
GENTING NY LLC/GENNY CAP
N/A
Genting New York LLC / GENNY Capital Inc
37255JAA0
9360000.00000000
PA
USD
9009775.85000000
0.137560429566
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
3.30000000
N
N
N
N
N
N
Peabody Energy Corporation
EJCO258LNNVSKAR2JX59
Peabody Energy Corporation 2018 Term Loan
70454BAT6
22407944.15000000
PA
USD
21394432.84000000
0.326648234185
Long
LON
CORP
US
N
2
2025-03-31
Floating
2.95900000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAJ8
2201000.00000000
PA
USD
2162603.56000000
0.033018432383
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
4.37500000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B93
28299000.00000000
PA
USD
26473714.50000000
0.404198239720
Long
DBT
CORP
US
N
2
2029-02-10
Fixed
2.90000000
N
N
N
N
N
N
CHEMOURS CO
549300M1BOLNXL8DOV14
Chemours Co/The
163851AE8
9094000.00000000
PA
USD
9139470.00000000
0.139540587928
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.37500000
N
N
N
N
N
N
VEDANTA RESOURCES
8945002DGA3BBXO3N634
Vedanta Resources Finance II PLC
92243XAE1
15365000.00000000
PA
USD
14484585.50000000
0.221149320099
Long
DBT
CORP
GB
N
2
2025-03-11
Fixed
8.95000000
N
N
N
N
N
N
LEEWARD RENEWABL
254900EVJU1A57NUX379
Leeward Renewable Energy Operations LLC
524590AA4
7252000.00000000
PA
USD
7034367.48000000
0.107400076138
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.25000000
N
N
N
N
N
N
LEVI STRAUSS & CO
MB0UERO0RDFKU8258G77
Levi Strauss & Co
52736RBJ0
8943000.00000000
PA
USD
8348156.36000000
0.127458884004
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.50000000
N
N
N
N
N
N
HOWARD HUGHES CORP
549300BVHY25JZC1KI49
Howard Hughes Corp/The
44267DAE7
5053000.00000000
PA
USD
4790825.10000000
0.073145877290
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.12500000
N
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology PLC
460599AE3
8996000.00000000
PA
USD
9187614.80000000
0.140275658309
Long
DBT
CORP
GB
N
2
2029-01-15
Fixed
5.25000000
N
N
N
N
N
N
TRANSJAMAICAN HIGHWAY
254900AWJ3QIGYQ04W45
TransJamaican Highway Ltd
893727AA5
10484975.33000000
PA
USD
10293362.41000000
0.157158111187
Long
DBT
CORP
JM
N
2
2036-10-10
Fixed
5.75000000
N
N
N
N
N
N
RITCHIE BROS HLDGS INC
N/A
Ritchie Bros Holdings Inc
76774LAA5
7152000.00000000
PA
USD
7117277.04000000
0.108665931679
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
4.75000000
N
N
N
N
N
N
MODIVCARE ESCROW ISSUER
N/A
ModivCare Escrow Issuer Inc
60783XAA2
7254000.00000000
PA
USD
6839071.20000000
0.104418310485
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
PENSKE AUTOMOTIVE GROUP
549300W7UTQ0M4C7LB15
Penske Automotive Group Inc
70959WAK9
7378000.00000000
PA
USD
6902303.45000000
0.105383734666
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
3.75000000
N
N
N
N
N
N
CARRIAGE PURCHASER, INC.
N/A
Carriage Purchaser, Inc. 2021 Term Loan B
14445BAB5
7317979.20000000
PA
USD
7309966.01000000
0.111607889163
Long
LON
CORP
US
N
2
2028-09-30
Floating
5.00000000
N
N
N
N
N
N
SEB Funding LLC
N/A
SEB Funding LLC
78433DAA2
15790000.00000000
PA
USD
15555327.44000000
0.237497309624
Long
ABS-O
CORP
US
N
2
2052-01-30
Fixed
4.96900000
N
N
N
N
N
N
ON SEMICONDUCTOR CORP
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp
682189AQ8
12003000.00000000
PA
USD
11915258.07000000
0.181921065051
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.87500000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAM1
4396000.00000000
PA
USD
4066673.66000000
0.062089599662
Long
DBT
CORP
CA
N
2
2030-10-15
Fixed
4.00000000
N
N
N
N
N
N
PARK RIVER HOLDINGS INC
N/A
Park River Holdings Inc
70082LAA5
11637000.00000000
PA
USD
10055706.26000000
0.153529598932
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.62500000
N
N
N
N
N
N
MURPHY OIL USA INC
N32S6DTR2ZZ5222WHV58
Murphy Oil USA Inc
626738AE8
5530000.00000000
PA
USD
5553585.45000000
0.084791632206
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.75000000
N
N
N
N
N
N
CABLEVISION LIGHTPATH
5493002ZVBLRLGES1R71
Cablevision Lightpath LLC
12687GAB5
7145000.00000000
PA
USD
6474263.13000000
0.098848454403
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
5.62500000
N
N
N
N
N
N
MIDWEST GMNG BOR/MWG FIN
N/A
Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp
59833DAB6
9607000.00000000
PA
USD
9378833.75000000
0.143195171662
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.87500000
N
N
N
N
N
N
Travel Leaders Group, LLC
549300ELYRGQJOXAK024
Travel Leaders Group, LLC 2018 Term Loan B
89416FAQ0
8074024.00000000
PA
USD
7631971.19000000
0.116524234655
Long
LON
CORP
US
N
2
2024-01-25
None
0.00000000
N
N
N
N
N
N
ARDONAGH MIDCO 2 PLC
9845003AD1386OH58D80
Ardonagh Midco 2 PLC
03985RAA1
12693642.00000000
PA
USD
13709133.36000000
0.209309788099
Long
DBT
CORP
GB
N
2
2027-01-15
Fixed
11.50000000
N
N
Y
N
N
N
AMERICAN AXLE & MFG INC
RY5TAKFOBLDUGX31MS24
American Axle & Manufacturing Inc
02406PBB5
7588000.00000000
PA
USD
7207082.40000000
0.110037071662
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
SEAWORLD PARKS & ENTERTA
549300UZV72O3371JJ53
SeaWorld Parks & Entertainment Inc
81282UAG7
14116000.00000000
PA
USD
13749689.80000000
0.209929000097
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.25000000
N
N
N
N
N
N
IEA ENERGY SERVICES LLC
N/A
IEA Energy Services LLC
45174AAA0
8965000.00000000
PA
USD
8309030.95000000
0.126861520840
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
6.62500000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-24450.27000000
-0.00037330447
N/A
DFE
XX
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1771886.76000000
USD
1558000.00000000
EUR
2022-03-10
-24450.27000000
N
N
N
OWENS & MINOR INC
549300LMT5KQQXCEZ733
Owens & Minor Inc
690732AF9
7941000.00000000
PA
USD
7499222.32000000
0.114497437109
Long
DBT
CORP
US
N
2
2029-03-31
Fixed
4.50000000
N
N
N
N
N
N
AUTOMATION TOOLING SYSTE
5493005KP4RP3IU7HQ41
ATS Automation Tooling Systems Inc
001940AC9
10283000.00000000
PA
USD
9922786.51000000
0.151500192406
Long
DBT
CORP
CA
N
2
2028-12-15
Fixed
4.12500000
N
N
N
N
N
N
KENNEDY-WILSON INC
5EA4464UK7FM5QNNKL62
Kennedy-Wilson Inc
489399AL9
4327000.00000000
PA
USD
4235051.25000000
0.064660373230
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.75000000
N
N
N
N
N
N
ANTERO RESOURCES CORP
APVBKPOULHUX7YZLKU17
Antero Resources Corp
03674XAQ9
7309000.00000000
PA
USD
7921238.39000000
0.120940739677
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
7.62500000
N
N
N
N
N
N
PUNCH FINANCE PL
2138006IJRIU1Q5DN388
Punch Finance PLC
000000000
6001000.00000000
PA
7875431.91000000
0.120241370551
Long
DBT
CORP
GB
N
2
2026-06-30
Fixed
6.12500000
N
N
N
N
N
N
AIRCASTLE LTD
549300PNK8AKY3OIKP58
Aircastle Ltd
00928QAW1
7457000.00000000
PA
USD
7158720.00000000
0.109298678984
Long
DBT
CORP
BM
N
2
2026-06-15
Fixed
5.25000000
N
N
N
N
N
N
Atlas CC Acquisition Corp
6HHLXIOGCDNZ4IRAIW26
Atlas CC Acquisition Corp Term Loan B
04921TAB0
0.03000000
PA
USD
0.03000000
0.000000000458
Long
LON
CORP
US
N
2
2028-05-25
None
0.00000000
N
N
N
N
N
N
Monarch Casino & Resort Inc
549300AK5FF7KY11V997
Monarch Casino & Resort Inc
609027107
85872.00000000
NS
USD
6689428.80000000
0.102133584076
Long
EC
CORP
US
N
1
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: BPES02HF4 CDS USD R V 03MEVENT P_SPES02HF4 CCPCDX / Short: BPES02HF4 CDS USD P F 5.00000 F_SPES02HF4 CCPCDX
000000000
146678000.00000000
OU
Notional Amount
USD
-9714724.66000000
-0.14832352320
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
CDX.NA.HY.S37
2I65BRYQ7
Y
buy protection
2026-12-20
0.00000000
USD
-8613417.65000000
USD
146678000.00000000
USD
-1101307.01000000
N
N
N
Intelsat Jackson Holdings S.A.
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings S.A. 2021 Exit Term Loan B
000000000
13904755.00000000
PA
USD
13730945.56000000
0.209642814764
Long
LON
CORP
LU
N
2
2029-02-01
None
0.00000000
N
N
N
N
N
N
FMG RESOURCES AUG 2006
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty Ltd
30251GBC0
14869000.00000000
PA
USD
14453039.73000000
0.220667682182
Long
DBT
CORP
AU
N
2
2031-04-01
Fixed
4.37500000
N
N
N
N
N
N
COMPASS MINERALS INTERNA
2549008X9G8XP7YJGC47
Compass Minerals International Inc
20451NAE1
9384000.00000000
PA
USD
9440304.00000000
0.144133693790
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.87500000
N
N
N
N
N
N
CULLINAN HOLDCO
549300F81ZP47K818173
Cullinan Holdco Scsp
000000000
2959000.00000000
PA
3130462.76000000
0.047795617691
Long
DBT
CORP
LU
N
2
2026-10-15
Fixed
4.62500000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35908MAB6
10736000.00000000
PA
USD
10022002.32000000
0.153015010274
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
6.00000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
REVERSE REPO BARCLAYS
000000000
-1041885.00000000
PA
USD
-1041885.00000000
-0.01590740441
Short
RA
CORP
US
N
2
Reverse repurchase
N
-5.00000000
2023-12-08
1644000.00000000
USD
1201599.60000000
USD
CDS
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp
670001AH9
11443000.00000000
PA
USD
10557140.16000000
0.161185445629
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
3.87500000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2021-1440
46653DAJ3
14650000.00000000
PA
USD
14411027.74000000
0.220026246980
Long
ABS-MBS
CORP
US
N
2
2036-03-15
Floating
4.04100000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: SP1AB27P4 CDS USD R F 3.00000 SP1AB27P4_FEE CMBX / Short: SP1AB27P4 CDS USD P V 01MEVENT SP1AB27P4_PRO CMBX
000000000
3426000.00000000
OU
Notional Amount
USD
-404848.46000000
-0.00618118907
N/A
DCR
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
CMBX.NA.BBB-.10
137BERAJ6
Y
sell protection
2059-11-17
0.00000000
USD
-554520.68000000
USD
3426000.00000000
USD
149672.22000000
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2021-ROSS MZ
36261TAA2
20000000.00000000
PA
USD
19999470.00000000
0.305350069758
Long
ABS-MBS
CORP
US
N
2
2026-06-15
Floating
9.69100000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BL0
18986000.00000000
PA
USD
18931605.11000000
0.289046006768
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.50000000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304BV2
6074000.00000000
PA
USD
5977058.96000000
0.091257186834
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
4.75000000
N
N
N
N
N
N
Frontera Generation Holdings LLC
N/A
Frontera Generation Holdings LLC 2021 Term Loan
64440DAB1
1236166.11000000
PA
USD
1297974.42000000
0.019817354144
Long
LON
CORP
US
N
2
2026-07-28
Floating
14.00000000
N
N
N
N
N
N
Apache Corp
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411AW5
14777000.00000000
PA
USD
14801455.94000000
0.225987268853
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
5.10000000
N
N
N
N
N
N
ENCINO ACQUISITION PARTN
549300BUKUEKT2UE4T49
Encino Acquisition Partners Holdings LLC
29254BAA5
16201000.00000000
PA
USD
16436967.57000000
0.250958110095
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
8.50000000
N
N
N
N
N
N
SOLIS IV BV
529900811T142NS3H544
SOLIS IV BV
000000000
7902680.00000000
PA
USD
7798996.84000000
0.119074366927
Long
LON
CORP
US
N
2
2029-02-26
None
0.00000000
N
N
N
N
N
N
PORT OF NEWCASTLE INVEST
549300VVWVQBDM9L8K30
Port of Newcastle Investments Financing Pty Ltd
734865AA6
9736000.00000000
PA
USD
9433502.48000000
0.144029848807
Long
DBT
CORP
AU
N
2
2031-11-24
Fixed
5.90000000
N
N
N
N
N
N
BELLIS FINCO PLC
259400ELWH6Z4ICFTD70
Bellis Finco PLC
000000000
9100000.00000000
PA
10893853.65000000
0.166326356246
Long
DBT
CORP
GB
Y
2
2027-02-16
Fixed
4.00000000
N
N
N
N
N
N
COMSTOCK RESOURCES INC
I03QQGEA4SS774AURI46
Comstock Resources Inc
205768AS3
8634000.00000000
PA
USD
8796103.35000000
0.134298097475
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
6.75000000
N
N
N
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CF6
9882000.00000000
PA
USD
10217148.03000000
0.155994477038
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.50000000
N
N
N
N
N
N
WELLTEC INTERNATIONAL
549300MW4UJ1X7Q4F350
Welltec International ApS
95039LAA6
5931000.00000000
PA
USD
6081528.78000000
0.092852222444
Long
DBT
CORP
DK
N
2
2026-10-15
Fixed
8.25000000
N
N
N
N
N
N
ACRISURE LLC / FIN INC
N/A
Acrisure LLC / Acrisure Finance Inc
00489LAH6
7401000.00000000
PA
USD
6685249.29000000
0.102069771701
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
6.00000000
N
N
N
N
N
N
OCEANEERING INTL INC
549300L6PH74701W0R30
Oceaneering International Inc
675232AB8
16681000.00000000
PA
USD
16624951.84000000
0.253828236652
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
6.00000000
N
N
N
N
N
N
Frontera Generation Holdings LLC
N/A
Frontera Generation Holdings LLC 2021 2nd Lien Term Loan
64440DAD7
1196824.00000000
PA
USD
646284.96000000
0.009867419367
Long
LON
CORP
US
N
2
2028-07-28
Floating
2.50000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-25081.90000000
-0.00038294814
N/A
DFE
XX
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
1967674.97000000
USD
1732000.00000000
EUR
2022-03-10
-25081.90000000
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BX8
14916000.00000000
PA
USD
14263126.68000000
0.217768107190
Long
DBT
CORP
CA
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
XHR LP
549300M88BPT83ZL2164
XHR LP
98372MAC9
10856000.00000000
PA
USD
10569238.76000000
0.161370165942
Long
DBT
US
N
2
2029-06-01
Fixed
4.87500000
N
N
N
N
N
N
Nabors Industries Inc
549300VFQWRKICUFNU92
Nabors Industries Inc
62957HAF2
11888000.00000000
PA
USD
11400592.00000000
0.174063190799
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.75000000
N
N
N
N
N
N
CEC ENTERTAINMENT LLC
N/A
CEC Entertainment LLC
125137AC3
8248000.00000000
PA
USD
7862900.88000000
0.120050047936
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
6.75000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-70728.80000000
-0.00107988081
N/A
DFE
GB
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
9874758.15000000
USD
7308000.00000000
GBP
2022-03-07
-70728.80000000
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAL4
13695000.00000000
PA
USD
13653915.00000000
0.208466719254
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.87500000
N
N
N
N
N
N
Delta TopCo, Inc.
N/A
Delta TopCo, Inc. 2020 2nd Lien Term Loan
24780DAE7
8145975.00000000
PA
USD
8139213.84000000
0.124268768813
Long
LON
CORP
US
N
2
2028-12-01
Floating
8.00000000
N
N
N
N
N
N
GEOPARK LTD
529900ZR5QI19AH4KZ07
Geopark Ltd
37255BAB5
7810000.00000000
PA
USD
7399818.80000000
0.112979753302
Long
DBT
CORP
BM
N
2
2027-01-17
Fixed
5.50000000
N
N
N
N
N
N
TNT CRANE + RIGGING
N/A
TNT CRANE + RIGGING
000000000
14844.00000000
NS
USD
257914.50000000
0.003937814880
Long
EC
CORP
US
N
2
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AS0
17697000.00000000
PA
USD
14799116.25000000
0.225951546681
Long
DBT
CORP
US
N
2
2078-01-22
Fixed
6.37500000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAR0
9410000.00000000
PA
USD
9480575.00000000
0.144748547716
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.37500000
N
N
N
N
N
N
Triumph Group Inc
5493007L6S47Q14SL582
Triumph Group Inc
896818AP6
10986000.00000000
PA
USD
11038183.39000000
0.168529969451
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
7.75000000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
63938CAJ7
7601000.00000000
PA
USD
7895576.76000000
0.120548940269
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.75000000
N
N
N
N
N
N
SEG HLD LLC/SEG FIN CORP
N/A
SEG Holding LLC / SEG Finance Corp
78397KAA0
5581000.00000000
PA
USD
5755545.78000000
0.087875143962
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
5.62500000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
11448.64000000
0.000174796783
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
3534000.00000000
GBP
4752477.61000000
USD
2022-03-07
11448.64000000
N
N
N
FGI Operating Company, LLC
N/A
FGI Operating Company, LLC Exit Term Loan
30252KAF4
655456.14000000
PA
USD
82259.75000000
0.001255934302
Long
LON
CORP
US
N
3
2022-05-16
Floating
10.22000000
N
N
N
N
N
N
SSH Group Holdings, Inc.
N/A
SSH Group Holdings, Inc. 2018 1st Lien Term Loan
78482HAE5
14122078.80000000
PA
USD
13722000.31000000
0.209506239509
Long
LON
CORP
US
N
2
2025-07-30
Floating
4.47400000
N
N
N
N
N
N
Mattel Inc
549300VELLG24KHTJ564
Mattel Inc
577081AW2
9276000.00000000
PA
USD
10259024.10000000
0.156633837026
Long
DBT
CORP
US
N
2
2041-11-01
Fixed
5.45000000
N
N
N
N
N
N
LCM INVESTMENTS HOLDINGS
549300P5V78NNQTG4428
LCM Investments Holdings II LLC
50190EAA2
10461000.00000000
PA
USD
9981833.90000000
0.152401722529
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.87500000
N
N
N
N
N
N
BALL CORP
0BGI85ALH27ZJP15DY16
Ball Corp
058498AW6
14442000.00000000
PA
USD
13219845.75000000
0.201839389841
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.87500000
N
N
N
N
N
N
CNX RESOURCES CORP
549300JK3KH8PWM3B226
CNX Resources Corp
12653CAJ7
8198000.00000000
PA
USD
8384914.40000000
0.128020102380
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
CASTLE US HOLDING CORP
N/A
Castle US Holding Corp
14852LAA1
6793000.00000000
PA
USD
6983577.62000000
0.106624621224
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
9.50000000
N
N
N
N
N
N
VICTORS MERGER CORP
N/A
Victors Merger Corp
92641PAA4
18437000.00000000
PA
USD
15994097.50000000
0.244196410572
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
6.37500000
N
N
N
N
N
N
CENTURY COMMUNITIES
5299002QMB2O7ZL1CA26
Century Communities Inc
156504AM4
7435000.00000000
PA
USD
6907486.75000000
0.105462872814
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.87500000
N
N
N
N
N
N
RADIOLOGY PARTNERS INC
549300SFTAG2177WUZ08
Radiology Partners Inc
75041VAA2
12320000.00000000
PA
USD
12310267.20000000
0.187952028142
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
9.25000000
N
N
N
N
N
N
WMG ACQUISITION CORP
549300NAS11NXI33CP80
WMG Acquisition Corp
92933BAT1
10353000.00000000
PA
USD
9905129.22000000
0.151230602525
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
3.75000000
N
N
N
N
N
N
SIGNA DEVELOPMENT FIN
529900NTZEI0I2X02V31
Signa Development Finance SCS
000000000
8300000.00000000
PA
8271643.48000000
0.126290692385
Long
DBT
CORP
LU
N
2
2026-07-23
Fixed
5.50000000
N
N
N
N
N
N
ADMI Corp.
5493008U1LYGMQWO7N12
ADMI Corp. 2021 Term Loan B2
00709LAH0
6703000.00000000
PA
USD
6612241.38000000
0.100955093642
Long
LON
CORP
US
N
2
2027-12-23
None
0.00000000
N
N
N
N
N
N
RANGE RESOURCES CORP
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281ABK4
7461000.00000000
PA
USD
7313272.20000000
0.111658367768
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.75000000
N
N
N
N
N
N
LADDER CAP FIN LLLP/CORP
N/A
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
505742AM8
17304000.00000000
PA
USD
16880830.68000000
0.257734971262
Long
DBT
US
N
2
2027-02-01
Fixed
4.25000000
N
N
N
N
N
N
BRUNDAGE-BONE CONCRETE
N/A
Brundage-Bone Concrete Pumping Holdings Inc
66981QAA4
6852000.00000000
PA
USD
6783891.12000000
0.103575826095
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
6.00000000
N
N
N
N
N
N
WASHINGTON MUTUAL BANK F
N/A
Washington Mutual Bank / Debt not acquired by JPMorgan
93933WAA4
10000000.00000000
PA
USD
1000.00000000
0.000015267908
Long
DBT
CORP
US
N
3
2011-06-15
None
0.00000000
Y
N
N
N
N
N
EVERARC ESCROW SARL
N/A
EverArc Escrow Sarl
29977LAA9
7962000.00000000
PA
USD
7377230.91000000
0.112634883474
Long
DBT
CORP
LU
N
2
2029-10-30
Fixed
5.00000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
Long: SP9J5BO91 CDS USD R F 3.00000 SP9J5BO91_FEE CMBX / Short: SP9J5BO91 CDS USD P V 01MEVENT SP9J5BO91_PRO CMBX
000000000
4050000.00000000
OU
Notional Amount
USD
-443976.09000000
-0.00677858613
N/A
DCR
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
CMBX.NA.BBB-.9
137BERAI8
Y
sell protection
2058-09-17
0.00000000
USD
-462760.18000000
USD
4050000.00000000
USD
18784.09000000
N
N
N
NORTHWEST FIBER LLC/NORT
N/A
Northwest Fiber LLC / Northwest Fiber Finance Sub Inc
667449AA0
8969000.00000000
PA
USD
9482206.18000000
0.144773452422
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
10.75000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034AR0
8549000.00000000
PA
USD
8410164.24000000
0.128405614617
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
N
RAPTOR ACQ/RAPTOR CO-ISS
N/A
Raptor Acquisition Corp / Raptor Co-Issuer LLC
75383KAA2
4929000.00000000
PA
USD
4767328.80000000
0.072787137941
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
4.87500000
N
N
N
N
N
N
ARETEC ESCROW ISSUER INC
N/A
Aretec Escrow Issuer Inc
040133AA8
6694000.00000000
PA
USD
6640950.05000000
0.101393414977
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
7.50000000
N
N
N
N
N
N
WEATHERFORD INTERNATIONA
549300A2JKMG5PGOGF82
Weatherford International Ltd
947075AU1
16642000.00000000
PA
USD
16924747.58000000
0.258405490455
Long
DBT
CORP
BM
N
2
2030-04-30
Fixed
8.62500000
N
N
N
N
N
N
ALCOA NEDERLAND HOLDING
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AE1
6872000.00000000
PA
USD
7172890.52000000
0.109515033181
Long
DBT
CORP
NL
N
2
2027-12-15
Fixed
5.50000000
N
N
N
N
N
N
Banff Merger Sub Inc
5493006T045HLTF7YX04
Banff Merger Sub Inc 2021 USD 2nd Lien Term Loan
000000000
7437152.00000000
PA
USD
7424136.98000000
0.113351041039
Long
LON
CORP
US
N
2
2026-02-27
Floating
6.00000000
N
N
N
N
N
N
COINBASE GLOBAL INC
5493004G3J2SC154DU06
Coinbase Global Inc
19260QAC1
10805000.00000000
PA
USD
9865775.38000000
0.150629751713
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
3.37500000
N
N
N
N
N
N
Dave & Buster's Entertainment Inc
529900WTVU85QZLYHR86
Dave & Buster's Entertainment Inc
238337109
76531.00000000
NS
USD
3316853.54000000
0.050641414988
Long
EC
CORP
US
N
1
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
203372AV9
7326000.00000000
PA
USD
6923070.00000000
0.105700796443
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
7.12500000
N
N
N
N
N
N
Vaco Holdings, LLC
54930076HTNXBP03T379
Vaco Holdings, LLC 2022 Term Loan
000000000
6534170.00000000
PA
USD
6513750.72000000
0.099451347297
Long
LON
CORP
US
N
2
2029-01-21
Floating
5.75000000
N
N
N
N
N
N
Kingpin Intermediate Holdings LLC
549300HRZOJTMNZCST05
Kingpin Intermediate Holdings LLC 2018 Term Loan B
49579GAF9
7095209.00000000
PA
USD
7071262.67000000
0.107963388508
Long
LON
CORP
US
N
2
2024-07-03
None
0.00000000
N
N
N
N
N
N
BRITAX
N/A
BRITAX
000000000
2481.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
PAPA JOHN'S INTERNATIONA
HZYLD3DK5XOX0WBVNB56
Papa John's International Inc
698813AA0
9485000.00000000
PA
USD
8834329.00000000
0.134881723186
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
3.87500000
N
N
N
N
N
N
SRS Distribution Inc.
549300ZQ3XP75BCYM468
SRS Distribution Inc. 2022 Incremental Term Loan
78466YAQ1
5875635.00000000
PA
USD
5810738.61000000
0.088717823017
Long
LON
CORP
US
N
2
2028-06-02
Floating
4.00000000
N
N
N
N
N
N
WILLIAMS SCOTSMAN INTL
549300V3TCHCBOBTGH07
Williams Scotsman International Inc
96950GAE2
5800000.00000000
PA
USD
5727500.00000000
0.087446943571
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.62500000
N
N
N
N
N
N
GLOBAL AIR LEASE CO LTD
N/A
Global Aircraft Leasing Co Ltd
37960JAA6
11833718.00000000
PA
USD
11261853.58000000
0.171944945354
Long
DBT
CORP
KY
N
2
2024-09-15
Fixed
6.50000000
N
N
Y
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AA5
6394000.00000000
PA
USD
6515390.09000000
0.099476377048
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
5.75000000
N
N
N
N
N
N
PENNYMAC FIN SVCS INC
549300W1D516HBDEU871
PennyMac Financial Services Inc
70932MAC1
9413000.00000000
PA
USD
8884365.92000000
0.135645682282
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
5.75000000
N
N
N
N
N
N
AI CANDELARIA SPAIN SLU
213800L5KA2MJ5FKRZ02
AI Candelaria Spain SA
001355AA4
6582000.00000000
PA
USD
6524473.32000000
0.099615058969
Long
DBT
CORP
ES
N
2
2028-12-15
Fixed
7.50000000
N
N
N
N
N
N
SM Energy Co
84BUTVXV5ODI6BXNMH43
SM Energy Co
78454LAL4
8718000.00000000
PA
USD
8686048.53000000
0.132617790599
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.62500000
N
N
N
N
N
N
TASEKO MINES LTD
549300XKUO1JSLU7KX54
Taseko Mines Ltd
876511AF3
10626000.00000000
PA
USD
10638170.17000000
0.162422604374
Long
DBT
CORP
CA
N
2
2026-02-15
Fixed
7.00000000
N
N
N
N
N
N
Griffon Corporation
5493000C2SGNC7ZN3242
Griffon Corporation Term Loan B
39843GAJ2
7551038.00000000
PA
USD
7515170.57000000
0.114740933524
Long
LON
CORP
US
N
2
2029-01-24
Floating
3.26700000
N
N
N
N
N
N
WHITE CAP BUYER LLC
N/A
White Cap Buyer LLC
96350RAA2
6527000.00000000
PA
USD
6502393.21000000
0.099277941879
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
6.87500000
N
N
N
N
N
N
ZIPRECRUITER INC
549300HLOVNNFCY2IV80
ZipRecruiter Inc
98980BAA1
6191000.00000000
PA
USD
6104697.46000000
0.093205959721
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.00000000
N
N
N
N
N
N
Lightstone Holdco LLC
549300VXK6UGDG7H3G98
Lightstone Holdco LLC 2018 Term Loan C
53226GAH4
482112.19000000
PA
USD
404523.46000000
0.006176227006
Long
LON
CORP
US
N
2
2024-01-30
Floating
4.75000000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Outdoor Holdings Inc
18453HAC0
19127000.00000000
PA
USD
20006842.00000000
0.305462624777
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
7.75000000
N
N
N
N
N
N
COMPASS MINERALS INTERNA
2549008X9G8XP7YJGC47
Compass Minerals International Inc
20451NAG6
11682000.00000000
PA
USD
12142638.78000000
0.185392692832
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
6.75000000
N
N
N
N
N
N
Party City Holdings Inc
5493005PYM1JS6EZN307
Party City Holdings Inc
702150AD5
8500000.00000000
PA
USD
7012500.00000000
0.107066205463
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
6.62500000
N
N
N
N
N
N
Magenta Buyer LLC
N/A
Magenta Buyer LLC 2021 USD 1st Lien Term Loan
55910RAB9
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2028-07-27
Floating
5.75000000
N
N
N
N
N
N
CHINOS INTERMEDIATE
N/A
CHINOS INTERMEDIATE
000000000
47809.00000000
NS
USD
699206.63000000
0.010675422561
Long
EC
CORP
US
N
2
N
N
N
FULL HOUSE RESORTS INC
5493009DKIWW0H901Y82
Full House Resorts Inc
359678AC3
16933000.00000000
PA
USD
17003017.96000000
0.259600515423
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
8.25000000
N
N
N
N
N
N
CITY FOOTBALL GROUP LIMITED
213800K6VVWALRH9UJ69
City Football Group Limited Term Loan
17781XAB2
13908881.00000000
PA
USD
13743713.04000000
0.209837747475
Long
LON
CORP
GB
N
2
2028-07-21
Floating
4.00000000
N
N
N
N
N
N
CENTURY ALUMINUM COMPANY
549300U5ODNGEYWKSW73
Century Aluminum Co
156431AN8
9037000.00000000
PA
USD
9622326.49000000
0.146912796437
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
7.50000000
N
N
N
N
N
N
MEDCO BELL PTE LTD
2549003PNDCWIWGKC768
Medco Bell Pte Ltd
58406LAA9
7690000.00000000
PA
USD
7494558.65000000
0.114426232624
Long
DBT
CORP
SG
N
2
2027-01-30
Fixed
6.37500000
N
N
N
N
N
N
PHH MORTGAGE CORP
PAOOWF3GUFM46FBSP561
PHH Mortgage Corp
69356NAA2
12195000.00000000
PA
USD
11896222.50000000
0.181630431718
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.87500000
N
N
N
N
N
N
MONG DUONG FIN HLDGS BV
549300995KGQFMWSV879
Mong Duong Finance Holdings BV
60935DAA3
12225000.00000000
PA
USD
10599625.13000000
0.161834102246
Long
DBT
CORP
NL
N
2
2029-05-07
Fixed
5.12500000
N
N
N
N
N
N
INGEVITY CORP
5493009UTFC4B5IMGF87
Ingevity Corp
45688CAB3
9339000.00000000
PA
USD
8817883.80000000
0.134630639384
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
3.87500000
N
N
N
N
N
N
ATKORE INC
52990002TI38AM4RPV48
Atkore Inc
047649AA6
14393000.00000000
PA
USD
13974595.49000000
0.213362839501
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
4.25000000
N
N
N
N
N
N
GLOBAL ATLANTIC
N/A
Global Atlantic Fin Co
37959GAC1
9203000.00000000
PA
USD
8801749.20000000
0.134384297794
Long
DBT
CORP
US
N
2
2051-10-15
Fixed
4.70000000
N
N
N
N
N
N
PLAINS ALL AMERICAN PIPE
5521FA2ITF25TVH63740
Plains All American Pipeline LP
726503AE5
8854000.00000000
PA
USD
7368298.80000000
0.112498508839
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
6.12500000
N
N
N
N
N
N
LEGENDS HOSPITALITY HOLD
N/A
Legends Hospitality Holding Co LLC / Legends Hospitality Co-Issuer Inc
52473NAA6
16843000.00000000
PA
USD
16522983.00000000
0.252271385775
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.00000000
N
N
N
N
N
N
COEUR MINING INC
5493003AVK173D48DR70
Coeur Mining Inc
192108BC1
17640000.00000000
PA
USD
15583793.40000000
0.237931925285
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
5.12500000
N
N
N
N
N
N
Armor Holding II LLC
254900X6HLK0YPTHHF09
Armor Holding II LLC 2021 Term Loan B
04225VAD4
7920900.00000000
PA
USD
7904424.53000000
0.120684027208
Long
LON
CORP
US
N
2
2028-12-11
Floating
5.00000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
76587.38000000
0.001169329078
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
3605000.00000000
EUR
4119917.65000000
USD
2022-03-10
76587.38000000
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
682691AA8
15389000.00000000
PA
USD
14057851.50000000
0.214633984609
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
4.00000000
N
N
N
N
N
N
KERNEL HOLDING SA
5493003GR6L4DZOS2U12
Kernel Holding SA
49229QAC8
2967000.00000000
PA
USD
1134877.50000000
0.017327205360
Long
DBT
CORP
LU
N
2
2027-10-27
Fixed
6.75000000
N
N
N
N
N
N
PBF HOLDING CO LLC
N/A
PBF Holding Co LLC / PBF Finance Corp
69318FAG3
5614000.00000000
PA
USD
4725949.41000000
0.072155361218
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.25000000
N
N
N
N
N
N
LIFE TIME INC
549300PALKE96VYH4X17
Life Time Inc
53190FAA3
6640000.00000000
PA
USD
6613606.00000000
0.100975928534
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
5.75000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CY9
5123000.00000000
PA
USD
4874227.12000000
0.074419251665
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
4.40000000
N
N
N
N
N
N
Citigroup Global Markets Inc.
MBNUM2BPBDO7JBLYG310
Long: SPLW02MC8 CDS USD R F 3.00000 F_SPLW02MC8 CMBX / Short: SPLW02MC8 CDS USD P V 01MEVENT P_SPLW02MC8 CMBX
000000000
28290000.00000000
OU
Notional Amount
USD
-3101255.23000000
-0.04734967980
N/A
DCR
US
N
2
Citigroup Global Markets Inc.
MBNUM2BPBDO7JBLYG310
CMBX.NA.BBB-.9
137BERAI8
Y
sell protection
2058-09-17
0.00000000
USD
-2203588.55000000
USD
28290000.00000000
USD
-897666.68000000
N
N
N
COMMONWEALTH OF BAHAMAS
549300W13SXC7EKNJC20
Bahamas Government International Bond
056732AL4
9731000.00000000
PA
USD
8660590.00000000
0.132229092103
Long
DBT
NUSS
BS
N
2
2032-10-15
Fixed
8.95000000
N
N
N
N
N
N
Drive Chassis HoldCo, LLC
5493002KRH4K9TQNG877
Drive Chassis HoldCo, LLC 2019 2nd Lien Term Loan
000000000
18411380.00000000
PA
USD
18438168.56000000
0.281512262875
Long
LON
CORP
US
N
2
2026-04-10
Floating
6.98800000
N
N
N
N
N
N
CROCS INC
549300B0J6YCXD63OG72
Crocs Inc
227046AB5
7859000.00000000
PA
USD
6709110.42000000
0.102434081241
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
4.12500000
N
N
N
N
N
N
The Enterprise Development Authority
N/A
The Enterprise Development Authority Term Loan B
000000000
7088822.31000000
PA
USD
7082194.26000000
0.108130291019
Long
LON
CORP
US
N
2
2028-02-28
Floating
5.00000000
N
N
N
N
N
N
PINEWOOD FINANCE CO LTD
N/A
Pinewood Finance Co Ltd
000000000
5640000.00000000
PA
7159174.49000000
0.109305618095
Long
DBT
CORP
GB
N
2
2027-11-15
Fixed
3.62500000
N
N
N
N
N
N
DELEK LOG PART/FINANCE
N/A
Delek Logistics Partners LP / Delek Logistics Finance Corp
24665FAC6
7247000.00000000
PA
USD
7097929.21000000
0.108370530789
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
7.12500000
N
N
N
N
N
N
CHOBANI LLC/FINANCE CORP
N/A
Chobani LLC / Chobani Finance Corp Inc
17027NAB8
8105000.00000000
PA
USD
7815084.15000000
0.119319986498
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
4.62500000
N
N
N
N
N
N
AG ISSUER LLC
N/A
AG Issuer LLC
00119LAA9
11113000.00000000
PA
USD
11251912.50000000
0.171793165858
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
6.25000000
N
N
N
N
N
N
PATTERN ENERGY OP LP/PAT
N/A
Pattern Energy Operations LP / Pattern Energy Operations Inc
70339PAA7
13669000.00000000
PA
USD
13370605.73000000
0.204141179359
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.50000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-6247.21000000
-0.00009538182
N/A
DFE
CA
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
544393.41000000
USD
682000.00000000
CAD
2022-04-20
-6247.21000000
N
N
N
MOVIDA EUROPE SA
549300YRJE0V6QKU7C86
Movida Europe SA
62459LAA7
11889000.00000000
PA
USD
9950260.77000000
0.151919666882
Long
DBT
CORP
LU
N
2
2031-02-08
Fixed
5.25000000
N
N
N
N
N
N
Electrical Components International, Inc.
N/A
Electrical Components International, Inc. 2018 1st Lien Term Loan
29279EAB8
8274741.72000000
PA
USD
8186822.59000000
0.124995654832
Long
LON
CORP
US
N
2
2025-06-26
Floating
4.45900000
N
N
N
N
N
N
2022-04-01
LORD ABBETT INVESTMENT TRUST
Michael Hebert
Michael Hebert
Chief Financial Officer
XXXX