Acrisure LLC 3.500 2/15/2027 | 408,895.39 | $401,790.84 | 3.648 | 02/15/2027 | 0.72 |
Adevinta Asa 3.750 10/22/2027 | 500,000.00 | $500,000.00 | 3.750 | 10/22/2027 | 0.89 |
Advantage Sales & Marketing Inc. 6.000 10/31/2027 | 440,000.00 | $436,883.48 | 6.000 | 10/31/2027 | 0.78 |
Allsups Convenience Stores Inc. 7.250 11/18/2024 | 474,308.86 | $475,494.63 | 6.410 | 11/18/2024 | 0.85 |
Altice France S.A. 6.331 8/14/2026 | 348,236.64 | $345,624.87 | 4.237 | 08/14/2026 | 0.62 |
Altice France S.A. france 3.000 7/18/2025 | 754,801.21 | $727,754.42 | 2.898 | 07/18/2025 | 1.30 |
American Airlines Inc. 3.477 12/14/2023 | 389,434.00 | $345,970.44 | 2.141 | 12/14/2023 | 0.62 |
Applied Systems Inc. 8.320 9/19/2025 | 1,220,000.00 | $1,227,116.26 | 8.000 | 09/19/2025 | 2.20 |
Array Technologies Inc. 5.000 10/9/2027 | 625,304.35 | $624,522.72 | 5.000 | 10/09/2027 | 1.12 |
Aruba Investments Holdings LLC 4.750 10/28/2027 | 435,000.00 | $433,912.50 | 4.750 | 10/28/2027 | 0.78 |
Aruba Investments Holdings LLC 8.750 10/28/2028 | 435,000.00 | $436,631.25 | 8.750 | 10/28/2028 | 0.78 |
Assuredpartners Inc. 3.500 2/13/2027 | 439,646.73 | $431,560.31 | 3.648 | 02/13/2027 | 0.77 |
Assuredpartners TL B 5.500 2/13/2027 | 223,875.00 | $224,322.75 | 5.500 | 02/13/2027 | 0.40 |
Athenahealth Inc. 4.500 2/11/2026 | 492,500.00 | $490,653.13 | 4.750 | 02/11/2026 | 0.88 |
Avi-Spl Inc. 5.750 2/28/2027 | 320,886.08 | $306,446.20 | 6.375 | 02/28/2027 | 0.55 |
Banff Merger Sub Inc. 9.750 9/1/2026 | 215,000.00 | $230,619.75 | 9.750 | 09/01/2026 | 0.41 |
Barclays PLC 6.125 12/15/2168 | 200,000.00 | $215,507.16 | 6.125 | 12/15/2168 | 0.38 |
Bausch Health Companies Inc. 3.000 6/2/2025 | 290,493.55 | $287,423.61 | 3.149 | 06/02/2025 | 0.51 |
Berry Global Inc. 2.000 7/1/2026 | 396,736.81 | $390,463.21 | 2.128 | 07/01/2026 | 0.70 |
Blkrk Lqdty Fed CL Instnal | 191,330.33 | $191,330.33 | 0.035 | 12/01/2099 | 0.34 |
BMC Software Inc. 4.250 10/2/2025 | 435,544.80 | $431,370.97 | 4.398 | 10/02/2025 | 0.77 |
Bombardier Inc. 7.875 4/15/2027 | 125,000.00 | $106,753.75 | 7.875 | 04/15/2027 | 0.19 |
Boxer Parent Co. Inc. 9.125 3/1/2026 | 165,000.00 | $178,191.75 | 9.125 | 03/01/2026 | 0.32 |
Caesars Resort Collection LLC 4.500 6/19/2025 | 388,000.00 | $385,055.47 | 4.636 | 06/19/2025 | 0.69 |
Camelot Finance S.A. 3.250 10/30/2026 | 422,200.02 | $418,967.66 | 3.148 | 10/30/2026 | 0.75 |
Camelot Finance S.A. 4.000 10/30/2026 | 175,000.00 | $174,617.10 | 4.000 | 10/30/2026 | 0.31 |
Carnival Corp. 8.500 6/26/2025 | 635,407.50 | $658,441.02 | 8.500 | 06/26/2025 | 1.18 |
Centurylink Inc. 2.250 3/15/2027 | 735,927.50 | $721,163.32 | 2.398 | 03/15/2027 | 1.29 |
Chemours Company 1.750 4/3/2025 | 223,054.55 | $219,429.91 | 1.900 | 04/03/2025 | 0.39 |
Cheniere Energy Inc. 4.875 5/28/2021 | 180,290.00 | $181,304.13 | 4.875 | 05/28/2021 | 0.32 |
Cincinnati Bell Inc. 7.000 7/15/2024 | 223,000.00 | $231,225.36 | 7.000 | 07/15/2024 | 0.41 |
Citycenter Holdings LLC 3.000 4/18/2024 | 373,071.98 | $360,900.51 | 3.000 | 04/18/2024 | 0.64 |
Clear Channel Worldwide Holdings I 9.250 2/15/2024 | 125,000.00 | $125,169.38 | 9.250 | 02/15/2024 | 0.22 |
Conservice Midco LLC 4.250 5/7/2027 | 340,000.00 | $336,316.78 | 4.470 | 05/07/2027 | 0.60 |
Consolidated Communications Inc. 5.750 10/18/2027 | 740,000.00 | $741,696.08 | 5.750 | 10/18/2027 | 1.33 |
Coral-US-Co.-Borrower LLC 0.000 1/31/2028 | 390,000.00 | $382,443.75 | 2.398 | 01/31/2028 | 0.68 |
Core & Main LP HD Supply Waterwork 4.313 7/21/2024 | 539,800.64 | $534,402.63 | 3.750 | 07/21/2024 | 0.96 |
Cox Media Group Ohio Inc. 4.250 12/17/2026 | 955,777.50 | $945,025.00 | 4.398 | 12/17/2026 | 1.70 |
Csc Holdings LLC 2.250 7/17/2025 | 331,403.88 | $323,878.36 | 2.389 | 07/17/2025 | 0.58 |
Cumulus Media New Holdings Inc. 4.750 3/26/2026 | 716,844.00 | $693,546.57 | 4.750 | 03/26/2026 | 1.24 |
Dae Funding LLC 5.750 11/15/2023 | 91,000.00 | $93,843.75 | 5.750 | 11/15/2023 | 0.16 |
Delta Air Lines Inc. 5.750 4/29/2023 | 124,687.50 | $126,090.23 | 4.964 | 04/29/2023 | 0.22 |
Delta Air Lines Inc. 7.000 5/1/2025 | 350,000.00 | $400,169.00 | 7.000 | 05/01/2025 | 0.72 |
Dun & Bradstreet CORP. 3.750 2/8/2026 | 150,000.00 | $149,333.40 | 3.750 | 02/08/2026 | 0.26 |
Efs Cogen Holdings I LLC 4.500 9/24/2027 | 575,000.00 | $574,460.65 | 4.500 | 09/24/2027 | 1.03 |
Ensemble Health Partners 3.750 8/1/2026 | 571,468.29 | $569,682.45 | 3.964 | 08/01/2026 | 1.02 |
Epicor Software Corp. 5.250 7/30/2027 | 430,000.00 | $431,045.33 | 5.250 | 07/30/2027 | 0.77 |
Epicor Software Corp. 8.750 7/31/2028 | 635,000.00 | $657,225.00 | 8.750 | 07/31/2028 | 1.18 |
Fidelity Inst : Gov PT CL I | 191,330.34 | $191,330.34 | 0.000 | 12/01/2099 | 0.34 |
Financial Square Gov CL Fst Mmf | 191,330.34 | $191,330.34 | 0.016 | 12/01/2099 | 0.34 |
Ford Motor Company 8.500 4/21/2023 | 500,000.00 | $561,737.50 | 8.500 | 04/21/2023 | 1.01 |
Frontier Communications Corp. 5.750 10/1/2027 | 900,000.00 | $903,375.00 | 5.750 | 10/01/2027 | 1.62 |
Frontier Communications Corp. 5.750 10/8/2027 | 300,000.00 | $301,125.00 | 5.750 | 10/08/2027 | 0.54 |
Garda World Security Corp. 0.000 10/24/2026 | 423,677.86 | $423,501.19 | 4.900 | 10/24/2026 | 0.76 |
GARDNER DENVER TERM LOAN B 1.750 2/28/2027 | 316,750.00 | $311,828.97 | 1.898 | 02/28/2027 | 0.56 |
Genesee & Wyoming Inc. 2.000 11/5/2026 | 335,315.00 | $333,485.86 | 2.220 | 11/05/2026 | 0.60 |
Global Medical Response Inc. 5.750 9/24/2025 | 1,027,923.00 | $1,014,560.00 | 5.750 | 09/24/2025 | 1.82 |
Hamilton Projects Acquiror LLC 5.750 6/11/2027 | 711,915.00 | $712,656.82 | 5.750 | 06/11/2027 | 1.28 |
Heartland Dental LLC 3.500 4/17/2025 | 924,294.94 | $887,130.89 | 3.648 | 04/17/2025 | 1.59 |
Hub International Ltd. 5.000 4/25/2025 | 493,756.28 | $495,299.27 | 5.000 | 04/25/2025 | 0.89 |
Hub International Ltd. 7.000 5/1/2026 | 190,000.00 | $198,503.45 | 7.000 | 05/01/2026 | 0.35 |
Husky Ims (TITAN Acquisition LTD) 3.000 3/28/2025 | 461,588.85 | $445,511.71 | 3.361 | 03/28/2025 | 0.80 |
Informatica Corp. 0.000 2/14/2025 | 1,085,000.00 | $1,106,700.00 | 7.125 | 02/14/2025 | 1.99 |
Irb Holdings Corp. 4.250 11/19/2027 | 600,000.00 | $594,250.20 | 4.250 | 11/19/2027 | 1.06 |
Jbs Usa Lux S.A. 2.000 5/1/2026 | 586,152.48 | $579,034.83 | 2.148 | 05/01/2026 | 1.04 |
Level 3 Financing Inc. 4.250 7/1/2028 | 175,000.00 | $180,862.50 | 4.250 | 07/01/2028 | 0.32 |
Liberty Latin America Ltd. 5.000 10/22/2026 | 637,000.00 | $639,190.01 | 5.141 | 10/22/2026 | 1.15 |
Logmein Inc. 4.750 8/14/2027 | 1,010,000.00 | $1,000,057.56 | 4.888 | 08/14/2027 | 1.79 |
Merrill Communications LLC 6.000 9/26/2026 | 1,089,000.00 | $1,086,958.13 | 6.000 | 09/26/2026 | 1.95 |
Milano Acquisition Corp. 4.750 10/1/2027 | 950,000.00 | $943,666.35 | 4.750 | 10/01/2027 | 1.69 |
Mileage Plus Holdings LLC 6.250 6/20/2027 | 553,000.00 | $571,497.85 | 6.250 | 06/20/2027 | 1.02 |
MS Inst Liq Govt CL Inst | 191,330.34 | $191,330.34 | 0.000 | 12/01/2099 | 0.34 |
NFP Corp. 7.000 5/15/2025 | 190,000.00 | $204,131.25 | 7.000 | 05/15/2025 | 0.36 |
Ortho-Clinical Diagnostics Inc. 3.250 6/30/2025 | 633,629.72 | $621,975.37 | 3.427 | 06/30/2025 | 1.11 |
Ortho-Clinical Diagnostics Inc. 7.375 6/1/2025 | 160,000.00 | $171,500.00 | 7.375 | 06/01/2025 | 0.30 |
Pabst Brewing CO(BLUE Ribbon LLC) 5.000 11/13/2021 | 1,189,000.00 | $1,124,595.44 | 5.000 | 11/13/2021 | 2.02 |
PG&E Corp. 5.500 6/23/2025 | 1,182,037.50 | $1,193,119.10 | 5.500 | 06/23/2025 | 2.14 |
pq Corp. 4.000 2/7/2027 | 174,562.50 | $174,562.50 | 4.000 | 02/07/2027 | 0.31 |
pq Corporation 2.250 2/8/2027 | 550,000.00 | $539,343.75 | 2.464 | 02/08/2027 | 0.97 |
Pretium PK Holdings Inc. 4.750 10/29/2027 | 475,000.00 | $473,812.50 | 4.750 | 10/29/2027 | 0.85 |
Prime Security Services Borrower L 4.250 9/23/2026 | 412,745.14 | $411,150.30 | 4.250 | 09/23/2026 | 0.73 |
Quikrete Holdings Inc. 2.500 1/29/2027 | 437,472.50 | $431,943.29 | 2.648 | 01/29/2027 | 0.77 |
Reynolds Group Holdings Inc. 3.250 2/16/2026 | 500,000.00 | $492,562.50 | 3.398 | 02/16/2026 | 0.88 |
Russell Investment Management LLC 4.000 5/30/2025 | 112,451.78 | $111,690.37 | 4.000 | 05/30/2025 | 0.20 |
Ryan Specialty Group LLC 4.500 9/1/2027 | 475,000.00 | $474,208.18 | 4.000 | 09/01/2027 | 0.85 |
Scientific Games International Inc. 5.119 8/14/2024 | 911,326.54 | $880,189.24 | 2.980 | 08/14/2024 | 1.58 |
SECURITIZED NET CASH - ACR1 | 250,152.40 | $250,152.40 | 0.000 | - | 0.45 |
SECURITIZED NET CASH - CSH1 0.050 12/15/2038 | -81,622.44 | -$81,622.44 | 0.000 | - | -0.15 |
SECURITIZED NET CASH - LT | -48,004.07 | -$48,004.07 | 0.000 | - | -0.09 |
Sinclair Television Group Inc. 2.500 7/18/2026 | 302,750.00 | $296,568.75 | 2.650 | 07/18/2026 | 0.53 |
Solenis International LP 4.000 6/26/2025 | 744,289.36 | $737,156.83 | 4.256 | 06/26/2025 | 1.32 |
Solenis International LP 8.500 6/26/2026 | 550,000.00 | $537,854.35 | 8.756 | 06/26/2026 | 0.96 |
Spirit Aerosystems Inc. 6.000 1/30/2025 | 585,000.00 | $591,946.88 | 6.000 | 01/30/2025 | 1.06 |
SS&C Technologies Inc. 1.750 4/16/2025 | 289,813.20 | $286,500.92 | 1.898 | 04/16/2025 | 0.51 |
Stars Group Holdings (AMAYA) 3.500 7/10/2025 | 506,956.86 | $508,567.46 | 3.720 | 07/10/2025 | 0.91 |
Surf Holdings Sarl 3.500 10/14/2026 | 588,153.86 | $577,125.98 | 3.750 | 10/14/2026 | 1.03 |
Surgery Center Holdings Inc. 10.000 4/15/2027 | 150,000.00 | $164,531.25 | 10.000 | 04/15/2027 | 0.29 |
Surgery Center Holdings Inc. 4.530 6/20/2024 | 290,755.76 | $285,356.13 | 4.860 | 06/20/2024 | 0.51 |
Tenet Healthcare Corporation 6.875 11/15/2031 | 142,000.00 | $147,475.52 | 6.875 | 11/15/2031 | 0.26 |
The Dun & Bradstreet Corp. 4.000 2/6/2026 | 297,250.00 | $295,929.02 | 3.906 | 02/06/2026 | 0.53 |
Thyssenkrupp Elevator Technology 4.250 7/30/2027 | 590,000.00 | $589,354.54 | 4.567 | 07/30/2027 | 1.06 |
Tosca Services LLC 5.250 7/27/2027 | 680,000.00 | $683,400.00 | 5.250 | 07/27/2027 | 1.22 |
Transdigm Inc. 2.250 12/31/2025 | 849,097.44 | $824,950.80 | 2.398 | 12/31/2025 | 1.48 |
Transdigm Inc. 5.500 11/15/2027 | 250,000.00 | $258,375.00 | 5.500 | 11/15/2027 | 0.46 |
Triton Bidco 5.500 12/12/2026 | 656,700.00 | $657,007.99 | 5.500 | 12/12/2026 | 1.18 |
Ultimate Software Group Inc. 7.500 5/3/2027 | 1,107,000.00 | $1,133,291.25 | 7.500 | 05/03/2027 | 2.03 |
United Continental Holdings Inc. 4.875 1/15/2025 | 105,000.00 | $101,382.23 | 4.875 | 01/15/2025 | 0.18 |
United Pacific 5.000 10/28/2026 | 665,791.24 | $664,959.00 | 5.000 | 10/28/2026 | 1.19 |
Usi Inc. 4.000 11/20/2026 | 893,250.00 | $891,351.84 | 4.220 | 11/20/2026 | 1.60 |
Verscend Holding Corp. 4.500 8/27/2025 | 1,026,520.41 | $1,026,092.35 | 4.648 | 08/27/2025 | 1.84 |
Vistra Operations (TEX OPERATIONS) 1.750 12/31/2025 | 459,689.57 | $455,782.20 | 1.898 | 12/31/2025 | 0.82 |
Weber-Stephen Products LLC 4.000 10/20/2027 | 600,000.00 | $598,624.80 | 4.000 | 10/20/2027 | 1.07 |
White Cap 4.500 10/8/2027 | 1,000,000.00 | $992,857.00 | 4.500 | 10/08/2027 | 1.78 |
Windstream Services LLC 7.250 8/11/2027 | 1,132,162.50 | $1,090,649.50 | 7.250 | 08/11/2027 | 1.96 |