Acrisure Llc 3.500 2/15/2027 | 701,591.55 | $679,541.23 | 3.656 | 02/15/2027 | 0.55 |
Aercap Holdings nv 5.875 10/10/2079 | 150,000.00 | $115,260.75 | 5.875 | 10/10/2079 | 0.09 |
Air Medical Group Holdings Inc. 5.285 4/28/2022 | 473,989.89 | $472,952.80 | 4.250 | 04/28/2022 | 0.38 |
Allsups Convenience Stores Inc. 7.250 11/18/2024 | 1,070,945.43 | $1,076,969.50 | 6.430 | 11/18/2024 | 0.87 |
Altice France S.a. 6.331 8/14/2026 | 1,105,662.06 | $1,076,085.60 | 4.152 | 08/14/2026 | 0.87 |
Altice France S.A. france 3.000 7/18/2025 | 870,388.24 | $830,404.35 | 2.906 | 07/18/2025 | 0.67 |
American Airlines Inc. 3.477 12/14/2023 | 1,261,102.40 | $1,043,234.35 | 2.152 | 12/14/2023 | 0.85 |
Applied Systems Inc. 4.570 9/18/2024 | 257,013.35 | $256,109.69 | 4.250 | 09/18/2024 | 0.20 |
Applied Systems Inc. 8.320 9/19/2025 | 2,044,945.00 | $2,078,175.36 | 8.000 | 09/19/2025 | 1.69 |
Assuredpartners Inc. 3.500 2/13/2027 | 1,204,621.51 | $1,171,795.57 | 3.656 | 02/13/2027 | 0.95 |
Assuredpartners TL B 5.500 2/13/2027 | 447,750.00 | $447,750.00 | 5.500 | 02/13/2027 | 0.36 |
Athenahealth Inc. 4.500 2/11/2026 | 1,244,575.82 | $1,230,574.34 | 4.750 | 02/11/2026 | 1.00 |
Avi-spl Inc. 5.750 2/28/2027 | 567,721.52 | $525,142.41 | 6.375 | 02/28/2027 | 0.42 |
Ball Metalpack Llc 9.750 7/26/2026 | 293,000.00 | $237,330.00 | 9.750 | 07/26/2026 | 0.19 |
Banff Merger Sub Inc. 9.750 9/1/2026 | 20,000.00 | $21,170.00 | 9.750 | 09/01/2026 | 0.01 |
Bank of America Corp. 3.480 3/15/2025 | 250,000.00 | $271,166.55 | 3.458 | 03/15/2025 | 0.22 |
Barclays Plc 6.125 12/15/2168 | 300,000.00 | $304,841.07 | 6.125 | 12/15/2168 | 0.24 |
Bausch Health Companies Inc. 3.000 6/2/2025 | 725,589.05 | $712,588.67 | 3.151 | 06/02/2025 | 0.58 |
Berry Global Inc. 2.000 7/1/2026 | 544,365.58 | $528,903.96 | 2.156 | 07/01/2026 | 0.43 |
Blkrk Lqdty Fed CL Instnal | 1,312,248.00 | $1,312,248.00 | 0.045 | 12/01/2099 | 1.06 |
BMC Software Inc. 4.250 10/2/2025 | 1,769,731.21 | $1,722,612.11 | 4.406 | 10/02/2025 | 1.40 |
Bombardier Inc. 7.875 4/15/2027 | 125,000.00 | $94,996.25 | 7.875 | 04/15/2027 | 0.07 |
Boxer Parent Co. Inc. 9.125 3/1/2026 | 265,000.00 | $281,893.75 | 9.125 | 03/01/2026 | 0.22 |
Bway Holding Company 3.250 4/3/2024 | 953,365.48 | $902,419.54 | 3.523 | 04/03/2024 | 0.73 |
Cablevision Lightpath 3.750 9/15/2027 | 1,000,000.00 | $994,375.00 | 3.750 | 09/15/2027 | 0.81 |
Cablevision Lightpath 3.875 9/15/2027 | 200,000.00 | $200,375.00 | 3.875 | 09/15/2027 | 0.16 |
Caesars Resort Collection Llc 4.500 6/19/2025 | 1,356,000.00 | $1,316,288.18 | 4.726 | 06/19/2025 | 1.07 |
Camelot Finance S.A. 3.250 10/30/2026 | 1,250,550.00 | $1,233,876.42 | 3.156 | 10/30/2026 | 1.00 |
Camelot Finance S.A. 4.000 10/31/2026 | 900,000.00 | $897,937.20 | 4.000 | 10/31/2026 | 0.73 |
Carnival Corp. 8.500 6/26/2025 | 1,066,327.50 | $1,081,434.16 | 8.500 | 06/26/2025 | 0.88 |
Centurylink Inc. 2.250 3/15/2027 | 1,375,605.00 | $1,324,142.24 | 2.406 | 03/15/2027 | 1.07 |
Charter Communications Inc. 1.750 2/1/2027 | 1,716,331.66 | $1,682,362.02 | 1.910 | 02/01/2027 | 1.37 |
Chemours Company 1.750 4/3/2025 | 350,514.01 | $339,122.30 | 1.910 | 04/03/2025 | 0.27 |
Cheniere Energy Inc. 4.875 5/28/2021 | 287,849.38 | $289,112.92 | 4.875 | 05/28/2021 | 0.23 |
Chs community Health Systems Inc. 8.125 6/30/2024 | 90,000.00 | $65,925.00 | 8.125 | 06/30/2024 | 0.05 |
Cincinnati Bell Inc. 7.000 7/15/2024 | 305,000.00 | $314,914.03 | 7.000 | 07/15/2024 | 0.25 |
Citigroup Inc. 4.412 3/31/2031 | 250,000.00 | $300,431.90 | 4.412 | 03/31/2031 | 0.24 |
Citycenter Holdings Llc 3.000 4/18/2024 | 572,043.70 | $550,663.57 | 3.000 | 04/18/2024 | 0.44 |
Clear Channel Worldwide Holdings I 9.250 2/15/2024 | 125,000.00 | $121,500.63 | 9.250 | 02/15/2024 | 0.09 |
CNX Resources Corp. 7.250 3/14/2027 | 55,000.00 | $56,169.85 | 7.250 | 03/14/2027 | 0.04 |
Conservice Midco Llc 4.250 5/7/2027 | 585,000.00 | $579,881.25 | 4.558 | 05/07/2027 | 0.47 |
Consolidated Communications Inc. 4.000 10/5/2023 | 1,746,428.07 | $1,735,731.20 | 4.000 | 10/05/2023 | 1.41 |
Consolidated Communications Inc. 5.750 10/18/2027 | 2,110,000.00 | $2,092,417.37 | 5.750 | 10/18/2027 | 1.70 |
Coral-us Co-borrower Llc 0.000 1/31/2028 | 555,000.00 | $537,229.46 | 2.406 | 01/31/2028 | 0.43 |
Core & Main Lp hd Supply Waterwork 4.313 7/21/2024 | 930,426.07 | $914,143.61 | 3.750 | 07/21/2024 | 0.74 |
Cox Media Group Ohio Inc. 4.250 12/17/2026 | 1,308,115.00 | $1,279,009.44 | 4.406 | 12/17/2026 | 1.04 |
Crestwood Holdings Llc 9.500 3/5/2023 | 1,157,309.78 | $763,679.79 | 7.660 | 03/05/2023 | 0.62 |
Csc Holdings Llc 2.250 7/17/2025 | 523,149.07 | $507,454.60 | 2.402 | 07/17/2025 | 0.41 |
Cumulus Media New Holdings Inc. 4.750 3/26/2026 | 1,187,255.64 | $1,127,892.86 | 3.822 | 03/26/2026 | 0.91 |
Dae Funding Llc 4.500 8/1/2022 | 75,000.00 | $74,343.75 | 4.500 | 08/01/2022 | 0.06 |
Dae Funding Llc 5.750 11/15/2023 | 371,000.00 | $375,173.75 | 5.750 | 11/15/2023 | 0.30 |
Delta Air Lines Inc. 5.750 4/27/2023 | 274,312.50 | $274,281.23 | 5.750 | 04/27/2023 | 0.22 |
Delta Air Lines Inc. 7.000 5/1/2025 | 550,000.00 | $604,634.09 | 7.000 | 05/01/2025 | 0.49 |
Delta Air Lines Skymiles 4.750 9/16/2027 | 2,000,000.00 | $2,019,688.00 | 4.750 | 09/16/2027 | 1.64 |
Delta Airlines Inc. old 7.375 1/15/2026 | 250,000.00 | $262,427.65 | 7.375 | 01/15/2026 | 0.21 |
Deutsche Bank AG 6.000 4/30/2168 | 200,000.00 | $173,000.00 | 6.000 | 04/30/2168 | 0.14 |
Digicel International Finance Ltd. 4.994 5/27/2024 | 1,688,888.39 | $1,491,850.85 | 3.800 | 05/27/2024 | 1.21 |
Efs Cogen Holdings I Llc 4.500 9/24/2027 | 2,000,000.00 | $1,996,250.00 | 4.500 | 09/24/2027 | 1.62 |
Endo Pharmaceuticals Inc. 0.750 4/29/2024 | 498,711.34 | $477,961.46 | 5.000 | 04/29/2024 | 0.38 |
Ensemble Health Partners 3.750 8/1/2026 | 1,237,534.91 | $1,226,706.48 | 4.011 | 08/01/2026 | 1.00 |
Epicor Software Corp. 5.250 7/30/2027 | 1,075,000.00 | $1,072,446.88 | 5.250 | 07/30/2027 | 0.87 |
Epicor Software Corp. 8.750 7/30/2028 | 1,075,000.00 | $1,107,250.00 | 8.750 | 07/30/2028 | 0.90 |
Esh Hospitality 2.000 9/18/2026 | 384,505.02 | $374,772.43 | 2.156 | 09/18/2026 | 0.30 |
Fidelity Inst : Gov PT CL I | 1,312,248.00 | $1,312,248.00 | 0.000 | 12/01/2099 | 1.06 |
Financial Square Gov CL Fst Mmf | 1,312,248.00 | $1,312,248.00 | 0.029 | 12/01/2099 | 1.06 |
Ford Motor Company 8.500 4/21/2023 | 500,000.00 | $545,797.50 | 8.500 | 04/21/2023 | 0.44 |
Freeport-mcmoran Copper & Gold Inc. 5.450 3/15/2043 | 200,000.00 | $222,424.00 | 5.450 | 03/15/2043 | 0.18 |
Frontier Communications Corp. 8.000 4/1/2027 | 69,000.00 | $68,870.63 | 8.000 | 04/01/2027 | 0.05 |
Frontier Communications Corporatio 4.960 6/17/2024 | 1,763,829.07 | $1,741,781.21 | 6.000 | 06/17/2024 | 1.41 |
Garda World Security Corp. 0.000 10/24/2026 | 593,628.06 | $591,030.94 | 4.900 | 10/24/2026 | 0.48 |
Gardner Denver Inc. 1.750 3/1/2027 | 379,420.02 | $367,800.28 | 1.906 | 03/01/2027 | 0.29 |
GARDNER DENVER TERM LOAN B 1.750 2/28/2027 | 582,075.00 | $564,248.95 | 1.906 | 02/28/2027 | 0.46 |
Genesee & Wyoming Inc. 2.000 12/30/2026 | 458,695.00 | $452,129.70 | 2.308 | 12/30/2026 | 0.36 |
Global Medical Response Inc. 5.750 9/24/2025 | 1,700,000.00 | $1,665,291.10 | 5.750 | 09/24/2025 | 1.35 |
GRAHAM Packaging Co. Inc. 4.500 7/28/2027 | 1,715,000.00 | $1,708,970.06 | 4.500 | 07/28/2027 | 1.39 |
Granite Holdings US Acquisition CO. 5.250 9/30/2026 | 1,014,491.22 | $963,766.66 | 5.822 | 09/30/2026 | 0.78 |
Hamilton Projects Acquiror Llc 5.750 6/11/2027 | 1,552,110.00 | $1,546,289.59 | 5.750 | 06/11/2027 | 1.26 |
hd Supply Inc. 4.030 10/17/2023 | 799,884.77 | $798,718.54 | 1.906 | 10/17/2023 | 0.65 |
Heartland Dental Llc 3.500 4/17/2025 | 1,924,425.13 | $1,780,693.67 | 3.655 | 04/17/2025 | 1.45 |
Heartland Dental Llc 8.500 5/1/2026 | 122,000.00 | $121,824.32 | 8.500 | 05/01/2026 | 0.09 |
Hub International Ltd. 3.000 4/25/2025 | 683,302.82 | $661,437.13 | 3.260 | 04/25/2025 | 0.53 |
Hub International Ltd. 7.000 5/1/2026 | 310,000.00 | $321,549.05 | 7.000 | 05/01/2026 | 0.26 |
Husky Ims (titan Acquisition Ltd) 3.000 3/28/2025 | 1,439,362.07 | $1,363,795.56 | 3.361 | 03/28/2025 | 1.11 |
Informatica Corp. 0.000 2/14/2025 | 1,750,000.00 | $1,782,812.50 | 7.125 | 02/14/2025 | 1.45 |
Iron Mountain Information Manageme 1.750 1/2/2026 | 620,229.01 | $600,588.22 | 1.906 | 01/02/2026 | 0.48 |
Jbs Usa Lux S.A. 2.000 5/1/2026 | 1,204,768.85 | $1,178,414.53 | 3.072 | 05/01/2026 | 0.96 |
Jpmorgan Chase & CO. 5.000 12/31/2049 | 250,000.00 | $249,784.30 | 5.000 | 12/31/2049 | 0.20 |
Kindred AT Home 3.250 7/2/2025 | 1,514,968.24 | $1,486,562.58 | 3.438 | 07/02/2025 | 1.21 |
L Brands Inc. 6.875 7/1/2025 | 125,000.00 | $135,188.75 | 6.875 | 07/01/2025 | 0.11 |
L Brands Inc. 9.375 7/1/2025 | 125,000.00 | $143,593.75 | 9.375 | 07/01/2025 | 0.11 |
Level 3 Financing Inc. 4.250 7/1/2028 | 325,000.00 | $330,304.00 | 4.250 | 07/01/2028 | 0.26 |
Liberty Latin America Ltd. 5.000 10/22/2026 | 905,000.00 | $907,262.50 | 5.152 | 10/22/2026 | 0.73 |
Logmein Inc. 4.750 8/14/2027 | 1,765,000.00 | $1,709,107.75 | 7.000 | 08/14/2027 | 1.39 |
Merrill Communications Llc 6.000 9/26/2026 | 1,579,067.50 | $1,554,394.57 | 2.740 | 09/26/2026 | 1.26 |
Microchip Technology Incorporated 4.250 9/1/2025 | 150,000.00 | $155,803.34 | 4.250 | 09/01/2025 | 0.12 |
Milano Acquisition Corp. 4.750 8/17/2027 | 1,650,000.00 | $1,636,593.75 | 4.750 | 08/17/2027 | 1.33 |
Mileage Plus Holdings Llc 6.250 6/20/2027 | 1,326,000.00 | $1,350,137.18 | 6.250 | 06/20/2027 | 1.10 |
Morgan Stanley 1.463 5/8/2024 | 250,000.00 | $252,922.65 | 1.463 | 05/08/2024 | 0.20 |
MS Inst Liq Govt CL Inst | 1,312,248.00 | $1,312,248.00 | 0.000 | 12/01/2099 | 1.06 |
NFP Corp. 7.000 5/15/2025 | 310,000.00 | $329,956.25 | 7.000 | 05/15/2025 | 0.26 |
Ortho-clinical Diagnostics Inc. 3.250 6/30/2025 | 986,962.19 | $947,895.27 | 3.406 | 06/30/2025 | 0.77 |
Ortho-clinical Diagnostics Inc. 7.375 6/1/2025 | 250,000.00 | $254,218.75 | 7.375 | 06/01/2025 | 0.20 |
Pabst Brewing Co(blue Ribbon Llc) 5.000 11/13/2021 | 1,699,666.94 | $1,578,565.67 | 5.000 | 11/13/2021 | 1.28 |
Pg&e Corp. 5.500 6/23/2025 | 1,965,075.00 | $1,933,961.97 | 5.500 | 06/23/2025 | 1.57 |
Popular Inc. 6.125 9/14/2023 | 250,000.00 | $264,661.25 | 6.125 | 09/14/2023 | 0.21 |
Powerteam Services Llc 9.033 12/4/2025 | 200,000.00 | $211,625.00 | 9.033 | 12/04/2025 | 0.17 |
pq Corp. 4.000 2/7/2027 | 274,312.50 | $273,901.03 | 4.000 | 02/07/2027 | 0.22 |
pq Corporation 2.250 2/8/2027 | 1,150,000.00 | $1,128,150.00 | 2.511 | 02/08/2027 | 0.91 |
Prime Security Services Borrower L 4.250 9/23/2026 | 493,102.09 | $489,271.68 | 4.250 | 09/23/2026 | 0.39 |
Quikrete Holdings Inc. 2.500 1/29/2027 | 1,081,825.00 | $1,058,667.45 | 2.656 | 01/29/2027 | 0.86 |
Reynolds Group Holdings Inc. 3.250 2/16/2026 | 2,000,000.00 | $1,972,500.00 | 3.250 | 02/16/2026 | 1.60 |
Royal Bank of Scotland Group Plc 8.625 12/29/2049 | 250,000.00 | $256,805.00 | 8.625 | 12/29/2049 | 0.20 |
Russell Investment Management Comp 3.750 6/1/2023 | 398,331.17 | $396,298.09 | 3.072 | 06/01/2023 | 0.32 |
Ryan Specialty Group Llc 4.500 9/1/2027 | 800,000.00 | $796,000.00 | 4.000 | 09/01/2027 | 0.64 |
Scientific Games International Inc. 5.119 8/14/2024 | 1,461,979.67 | $1,382,850.02 | 3.472 | 08/14/2024 | 1.12 |
SECURITIZED NET CASH - ACR1 | 391,442.36 | $391,442.36 | 0.000 | - | 0.31 |
SECURITIZED NET CASH - CSH1 0.050 12/15/2038 | -5,444,317.44 | -$5,444,317.44 | 0.000 | - | -4.44 |
SECURITIZED NET CASH - LT | -220,601.13 | -$220,601.13 | 0.000 | - | -0.18 |
Shearers Foods Llc 4.750 9/14/2027 | 1,000,000.00 | $997,000.00 | 4.750 | 09/14/2027 | 0.81 |
Sinclair Television Group Inc. 2.250 1/31/2024 | 577,500.00 | $564,025.19 | 2.410 | 01/31/2024 | 0.45 |
Solenis International lp 4.000 6/26/2025 | 1,116,434.02 | $1,090,384.26 | 4.270 | 06/26/2025 | 0.88 |
Solenis International lp 8.500 6/18/2024 | 571,897.81 | $536,869.07 | 8.756 | 06/18/2024 | 0.43 |
Spirit Aerosystems Inc. 6.000 1/30/2025 | 1,675,000.00 | $1,679,187.50 | 6.000 | 01/30/2025 | 1.36 |
Ss&c Technologies Holdings Europe 1.750 4/16/2025 | 77,903.16 | $75,630.96 | 1.906 | 04/16/2025 | 0.06 |
Ss&c Technologies Inc. 1.750 4/16/2025 | 579,028.96 | $562,237.12 | 1.906 | 04/16/2025 | 0.45 |
Ss&c Technologies Inc. 1.750 4/16/2025 | 110,883.19 | $107,649.06 | 1.906 | 04/16/2025 | 0.08 |
Stars Group Holdings (amaya) 3.500 7/10/2025 | 931,907.75 | $933,266.47 | 3.808 | 07/10/2025 | 0.76 |
Summit Midstream Partners Holdings 7.000 5/21/2022 | 1,551,401.68 | $341,308.37 | 3.989 | 05/21/2022 | 0.27 |
Surf Holdings Sarl 3.500 10/14/2026 | 1,326,221.14 | $1,299,223.25 | 3.750 | 10/14/2026 | 1.05 |
Surgery Center Holdings Inc. 10.000 4/15/2027 | 200,000.00 | $213,375.00 | 10.000 | 04/15/2027 | 0.17 |
Surgery Center Holdings Inc. 4.530 6/20/2024 | 1,621,641.02 | $1,538,241.65 | 4.860 | 06/20/2024 | 1.25 |
Surgery Center Holdngs 9.000 9/30/2024 | 199,000.00 | $202,150.77 | 9.000 | 09/30/2024 | 0.16 |
T-mobile Usa Inc. 1.750 4/1/2027 | 1,750,612.50 | $1,751,393.27 | 3.156 | 04/01/2027 | 1.42 |
Tecta America Corp. 4.500 11/21/2025 | 1,037,556.80 | $985,678.96 | 4.656 | 11/21/2025 | 0.80 |
Tekni-plex Inc. 5.597 10/5/2024 | 647,603.06 | $637,281.56 | 4.072 | 10/05/2024 | 0.51 |
Tenet Healthcare Corporation 6.875 11/15/2031 | 267,000.00 | $262,610.52 | 6.875 | 11/15/2031 | 0.21 |
The Dun & Bradstreet Corp. 4.000 2/6/2026 | 1,044,750.00 | $1,036,392.00 | 3.920 | 02/06/2026 | 0.84 |
Thyssenkrupp Elevator Technology 4.250 7/30/2027 | 1,755,000.00 | $1,744,187.45 | 4.567 | 07/30/2027 | 1.42 |
Tosca Services Llc 5.250 7/27/2027 | 1,145,000.00 | $1,146,788.49 | 5.250 | 07/27/2027 | 0.93 |
Transdigm Inc. 2.250 12/31/2025 | 1,355,069.73 | $1,285,622.40 | 2.406 | 12/31/2025 | 1.04 |
Transdigm Inc. 5.500 11/15/2027 | 250,000.00 | $240,737.50 | 5.500 | 11/15/2027 | 0.19 |
Triton Bidco 5.500 12/12/2026 | 1,208,114.54 | $1,174,136.32 | 5.500 | 12/12/2026 | 0.95 |
Ultimate Software Group Inc. 7.500 5/3/2027 | 2,242,000.00 | $2,295,247.50 | 7.500 | 05/03/2027 | 1.87 |
United Pacific 5.000 10/28/2026 | 802,645.60 | $794,619.14 | 5.000 | 10/28/2026 | 0.64 |
United Rentals Inc. 4.052 10/31/2025 | 639,170.89 | $637,972.45 | 1.906 | 10/31/2025 | 0.52 |
Usi Inc. 4.000 11/20/2026 | 446,625.00 | $444,894.33 | 4.308 | 11/20/2026 | 0.36 |
USI Inc. NY 3.250 4/5/2024 | 897,203.94 | $869,727.07 | 3.308 | 05/16/2024 | 0.70 |
USS Ultimate Holdings Inc. 5.059 8/10/2024 | 197,455.46 | $195,264.89 | 4.750 | 08/10/2024 | 0.15 |
USS Ultimate Holdings Inc. 9.059 8/25/2025 | 750,000.00 | $719,375.25 | 8.058 | 08/25/2025 | 0.58 |
Vantage Specialty Chemicals CO. 9.613 10/20/2025 | 890,000.00 | $689,935.12 | 9.250 | 10/20/2025 | 0.56 |
Verscend Holding Corp. 4.500 8/27/2025 | 1,228,783.17 | $1,222,126.85 | 4.656 | 08/27/2025 | 0.99 |
Vistra Operations (tex Operations) 1.750 12/31/2025 | 1,911,507.65 | $1,886,419.11 | 1.911 | 12/31/2025 | 1.53 |
Windstream Services Llc 7.250 8/11/2027 | 1,935,150.00 | $1,878,304.97 | 7.250 | 08/11/2027 | 1.53 |
ZELIS Payments Buyer Inc. 4.750 9/30/2026 | 496,250.00 | $493,613.92 | 4.906 | 09/30/2026 | 0.40 |