| State Street Navigator Securities Lending Government Money Market Portfolio |
2,775,698 |
1,815,182 |
-960,516 |
8.00% |
-$960.52K |
| BAUSCH HEALTH TERM B 1LN 10/08/2030 |
231,420 |
176,116 |
-55,304 |
0.76% |
-$58.26K |
| T/L ROCKET SOFTWARE INC REGD 0.00000000 |
134,324 |
133,987 |
-337 |
0.57% |
-$5.56K |
| Project Dragon (Voyix Digital Banking), Term Loan B |
119,100 |
118,800 |
-300 |
0.52% |
-$2.36K |
| Venture Global LNG, Inc. |
213,000 |
131,000 |
-82,000 |
0.51% |
-$83.79K |
| MGM RESORTS INTL REGD 6.50000000 |
180,000 |
111,000 |
-69,000 |
0.50% |
-$69.22K |
| SYNH TL B 1L USD |
113,399 |
113,111 |
-288 |
0.50% |
-$415 |
| EchoStar Corp |
162,025 |
100,025 |
-62,000 |
0.48% |
-$68.75K |
| Ineos US Finance LLC 2023 USD Term Loan B |
142,807 |
142,447 |
-361 |
0.45% |
-$19.74K |
| AMNPHA TL B 1L USD |
100,000 |
99,750 |
-250 |
0.44% |
-$709 |
| CLW 4.75 08/15/28 144A |
170,000 |
105,000 |
-65,000 |
0.44% |
-$59.92K |
| GTE FLORIDA INC |
151,000 |
93,000 |
-58,000 |
0.42% |
-$60.78K |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC |
155,000 |
95,000 |
-60,000 |
0.42% |
-$59.69K |
| BROPAR 5.875 04/15/29 144A |
150,000 |
92,000 |
-58,000 |
0.40% |
-$57.83K |
| Frontier California Inc |
146,000 |
89,000 |
-57,000 |
0.40% |
-$57.69K |
| BLKFPL TL B 1L USD |
90,000 |
89,775 |
-225 |
0.40% |
$401 |
| OPELLA TERM B 1LN 04/23/2032 |
90,000 |
89,775 |
-225 |
0.40% |
-$614 |
| TMH TL B 1L USD |
89,775 |
89,550 |
-225 |
0.40% |
-$268 |
| Cascades Inc./Cascades USA Inc. |
140,000 |
86,000 |
-54,000 |
0.39% |
-$54.07K |
| Frontier North, Inc., Series G |
140,000 |
86,000 |
-54,000 |
0.39% |
-$56.26K |
| KEN GARFF AUTOMOTIVE LLC REGD 144A P/P 4.87500000 |
145,000 |
89,000 |
-56,000 |
0.39% |
-$54.00K |
| Summit Midstream Holdings, LLC |
134,000 |
83,000 |
-51,000 |
0.38% |
-$49.67K |
| CYH 6.125 04/01/30 144A |
170,000 |
105,000 |
-65,000 |
0.38% |
-$56.29K |
| Adams Homes Inc |
135,000 |
83,000 |
-52,000 |
0.38% |
-$53.66K |
| TGNR INTERMEDIATE HOLDIN SR UNSECURED 144A 10/29 5.5 |
160,000 |
86,000 |
-74,000 |
0.38% |
-$69.98K |
| Acadia Healthcare Co Inc |
90,000 |
85,000 |
-5,000 |
0.37% |
-$9.19K |
| Medline Borrower, L.P. |
135,000 |
83,000 |
-52,000 |
0.37% |
-$51.35K |
| The Goodyear Tire & Rubber Company |
140,000 |
86,000 |
-54,000 |
0.36% |
-$44.44K |
| Six Flags Operations Inc. |
135,000 |
83,000 |
-52,000 |
0.36% |
-$53.36K |
| STONEX GROUP INC REGD 144A P/P 7.87500000 |
125,000 |
77,000 |
-48,000 |
0.36% |
-$50.63K |
| FRTITA 6.75 01/15/30 144A |
95,000 |
86,000 |
-9,000 |
0.36% |
-$6.82K |
| TENET HEALTHCARE CORP SR UNSECURED 11/31 6.875 |
120,000 |
74,000 |
-46,000 |
0.36% |
-$49.35K |
| American Airlines Pass-Through Trust, Series B |
87,600 |
82,200 |
-5,400 |
0.35% |
-$4.60K |
| FMC V8.45 11/01/55 |
140,000 |
98,000 |
-42,000 |
0.35% |
-$56.87K |
| DLX 8 06/01/29 144A |
125,000 |
77,000 |
-48,000 |
0.35% |
-$45.60K |
| ALLY FINL. INC F2V |
126,000 |
78,000 |
-48,000 |
0.34% |
-$45.97K |
| WILDFIRE INTERMEDIATE HO SR UNSECURED 144A 10/29 7.5 |
124,000 |
76,000 |
-48,000 |
0.34% |
-$46.86K |
| L BRANDS INC |
123,000 |
76,000 |
-47,000 |
0.34% |
-$48.54K |
| ACProducts, Inc., Term Loan B |
89,219 |
88,986 |
-233 |
0.34% |
-$1.59K |
| Venture Global LNG Inc |
120,000 |
74,000 |
-46,000 |
0.33% |
-$47.53K |
| Viavi Solutions Inc |
125,000 |
77,000 |
-48,000 |
0.32% |
-$44.58K |
| Provident Funding Associates L.P./ PFG Finance Corp. |
113,000 |
70,000 |
-43,000 |
0.32% |
-$45.67K |
| TTM TECHS. INC 4.00% |
120,000 |
74,000 |
-46,000 |
0.32% |
-$44.09K |
| JetBlue 2020-1 Class B Pass-Through Trust |
79,041 |
71,268 |
-7,773 |
0.32% |
-$8.01K |
| BREAD FINL. HLDGS. IN F2V |
112,000 |
69,000 |
-43,000 |
0.31% |
-$43.57K |
| RR DONNELLEY + SONS CO SR SECURED 144A 08/29 9.5 |
70,000 |
68,000 |
-2,000 |
0.31% |
-$987 |
| B&G FOODS INC TL-B 1ST LIEN (TSFR1M+350) FRN 10-10-29 |
74,250 |
74,062 |
-188 |
0.31% |
-$649 |
| AIR 6.75 03/15/29 144A |
110,000 |
68,000 |
-42,000 |
0.31% |
-$43.20K |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp |
108,000 |
66,000 |
-42,000 |
0.31% |
-$43.25K |
| CLARIOS TERM B 1LN 01/28/2032 |
70,000 |
69,825 |
-175 |
0.31% |
-$285 |
| SIRIUS XM RADIO LLC REGD 144A P/P 3.87500000 |
124,000 |
76,000 |
-48,000 |
0.31% |
-$43.08K |
| GGAM FIN. LTD 8.00% |
110,000 |
68,000 |
-42,000 |
0.30% |
-$43.59K |
| CCO Holdings, LLC/CCO Holdings Capital Corp. |
110,000 |
68,000 |
-42,000 |
0.30% |
-$42.47K |
| Iron Mountain Information Management LLC |
68,775 |
68,600 |
-175 |
0.30% |
-$762 |
| LNW 6.25 10/01/33 144A |
68,000 |
67,000 |
-1,000 |
0.30% |
$187 |
| IAGLN 3.9 09/15/31 144A |
72,257 |
69,240 |
-3,016 |
0.29% |
-$3.00K |
| Medline Borrower, L.P. |
110,000 |
68,000 |
-42,000 |
0.29% |
-$40.32K |
| EPC 4 1/8 04/01/29 |
110,000 |
68,000 |
-42,000 |
0.29% |
-$39.32K |
| GREAT LAKES DREDGE&DOCK REGD 144A P/P 5.25000000 |
107,000 |
66,000 |
-41,000 |
0.29% |
-$38.58K |
| ACRISU TL B 1L USD |
64,838 |
64,675 |
-162 |
0.29% |
-$251 |
| HOWMID 7 3/8 07/15/32 |
100,000 |
61,000 |
-39,000 |
0.28% |
-$40.46K |
| STL Holding Company LLC |
100,000 |
61,000 |
-39,000 |
0.28% |
-$40.65K |
| DUKE ENERGY COR |
100,000 |
61,000 |
-39,000 |
0.28% |
-$42.12K |
| LINDBLAD EXPEDITIONS LLC SR SECURED 144A 09/30 7 |
100,000 |
61,000 |
-39,000 |
0.28% |
-$38.22K |
| KRC Materials, Inc. |
100,000 |
61,000 |
-39,000 |
0.28% |
-$41.15K |
| South Bow Canadian infrastructure Holdings Ltd. |
100,000 |
61,000 |
-39,000 |
0.28% |
-$40.81K |
| CORPBOND |
100,000 |
61,000 |
-39,000 |
0.28% |
-$39.76K |
| ZEBRA TECHS. CORP 6.50% |
100,000 |
61,000 |
-39,000 |
0.28% |
-$40.77K |
| CORPBOND |
105,000 |
64,000 |
-41,000 |
0.28% |
-$40.18K |
| POST HOLDINGS INC SR SECURED 144A 02/32 6.25 |
100,000 |
61,000 |
-39,000 |
0.28% |
-$40.16K |
| CENTRAL GARDEN & PET CO REGD 144A P/P 4.12500000 |
107,000 |
66,000 |
-41,000 |
0.27% |
-$37.95K |
| MLP |
5,575 |
3,375 |
-2,200 |
0.27% |
-$31.56K |
| PLAINS ALL AMERN PIPELINE LP TSFR3M+437.161 PERP |
100,000 |
61,000 |
-39,000 |
0.27% |
-$39.16K |
| SLGN 4 1/8 02/01/28 |
100,000 |
61,000 |
-39,000 |
0.27% |
-$37.65K |
| TransDigm, Inc. |
95,000 |
58,000 |
-37,000 |
0.27% |
-$38.23K |
| UWMLLC 5.5 04/15/29 144A |
100,000 |
61,000 |
-39,000 |
0.27% |
-$38.19K |
| KBR INC REGD 144A P/P 4.75000000 |
100,000 |
61,000 |
-39,000 |
0.27% |
-$38.15K |
| RHP HOTEL PROPS. LP 6.50% |
95,000 |
58,000 |
-37,000 |
0.26% |
-$37.68K |
| OII 6 02/01/28 * |
97,000 |
59,000 |
-38,000 |
0.26% |
-$37.62K |
| MWGAME 4.875 05/01/29 144A |
100,000 |
61,000 |
-39,000 |
0.26% |
-$37.20K |
| Blackstone Mortgage Trust Inc |
90,000 |
55,000 |
-35,000 |
0.26% |
-$35.83K |
| BROPAR TL B4 1L USD |
59,218 |
59,086 |
-133 |
0.26% |
-$583 |
| DVA 4.625 06/01/30 144A |
100,000 |
61,000 |
-39,000 |
0.26% |
-$37.81K |
| SVC 8 3/8 06/15/29 |
95,000 |
58,000 |
-37,000 |
0.26% |
-$35.83K |
| Cushman & Wakefield U.S. Borrower, LLC |
90,000 |
55,000 |
-35,000 |
0.26% |
-$37.80K |
| New Gold Inc. |
90,000 |
55,000 |
-35,000 |
0.26% |
-$35.55K |
| TrueNoord Capital DAC |
90,000 |
55,000 |
-35,000 |
0.26% |
-$36.70K |
| STONEPEAK NILE PARENT SR SECURED 144A 03/32 7.25 |
90,000 |
55,000 |
-35,000 |
0.26% |
-$37.14K |
| SATS 6.75 11/30/30 |
92,890 |
56,890 |
-36,000 |
0.26% |
-$38.06K |
| PFGC 4.25 08/01/29 144A |
96,000 |
59,000 |
-37,000 |
0.25% |
-$35.92K |
| CORPBOND |
90,000 |
55,000 |
-35,000 |
0.25% |
-$36.72K |
| JW ALUMINUM CONTINUOUS CAST CO 144A 10.250000% 04/01/2030 |
90,000 |
55,000 |
-35,000 |
0.25% |
-$35.13K |
| AMWINS GRP. INC 4.875% |
95,000 |
58,000 |
-37,000 |
0.25% |
-$34.60K |
| MGY 6.875 12/01/32 144A |
90,000 |
55,000 |
-35,000 |
0.25% |
-$34.40K |
| Venture Global Plaquemines LNG, LLC |
90,000 |
55,000 |
-35,000 |
0.25% |
-$37.16K |
| CAPSTONE COPPER CORP REGD 144A P/P 6.75000000 |
90,000 |
55,000 |
-35,000 |
0.25% |
-$36.15K |
| ASCRES 6.625 10/15/32 144A |
90,000 |
55,000 |
-35,000 |
0.25% |
-$34.74K |
| MTDR 6.5 04/15/32 144A |
92,000 |
56,000 |
-36,000 |
0.25% |
-$35.89K |
| CENTURY ALUMINUM COMPANY REGD 144A P/P 6.87500000 |
90,000 |
55,000 |
-35,000 |
0.25% |
-$35.44K |
| ALLIANT HOLDINGS INTERMEDIATE SR UNSECURED 144A 10/32 7.375 |
90,000 |
55,000 |
-35,000 |
0.25% |
-$36.05K |
| WFRD 6.75 10/15/33 144A |
90,000 |
55,000 |
-35,000 |
0.25% |
-$35.04K |
| XHR LP |
90,000 |
55,000 |
-35,000 |
0.25% |
-$35.10K |
| QNTELE 6.25 08/15/33 144A |
90,000 |
55,000 |
-35,000 |
0.25% |
-$35.69K |
| Gulfport Energy Operating Corporation |
125,000 |
55,000 |
-70,000 |
0.25% |
-$71.01K |
| Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer |
90,000 |
55,000 |
-35,000 |
0.25% |
-$35.59K |
| PENN NATL GAMING |
100,000 |
61,000 |
-39,000 |
0.25% |
-$36.54K |
| DaVita Inc. |
90,000 |
55,000 |
-35,000 |
0.25% |
-$36.67K |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 6.50 10/01/2031 |
90,000 |
55,000 |
-35,000 |
0.25% |
-$35.85K |
| Carnival Corp. |
90,000 |
55,000 |
-35,000 |
0.25% |
-$36.25K |
| Sunoco L.P. |
90,000 |
55,000 |
-35,000 |
0.25% |
-$35.47K |
| STWD 6 04/15/30 144A |
90,000 |
55,000 |
-35,000 |
0.25% |
-$35.45K |
| AVNT 6.25 11/01/31 144A |
90,000 |
55,000 |
-35,000 |
0.25% |
-$35.38K |
| WBI Operations LLC |
91,000 |
56,000 |
-35,000 |
0.25% |
-$34.46K |
| ACCO BRANDS CORP REGD 144A P/P 4.25000000 |
100,000 |
61,000 |
-39,000 |
0.25% |
-$32.63K |
| TEX 6.25 10/15/32 144A |
90,000 |
55,000 |
-35,000 |
0.25% |
-$35.14K |
| NOVELIS CORP REGD 144A P/P 4.75000000 |
95,000 |
58,000 |
-37,000 |
0.25% |
-$35.59K |
| CORPBOND |
90,000 |
55,000 |
-35,000 |
0.25% |
-$34.20K |
| DVA 3.75 02/15/31 144A |
100,000 |
61,000 |
-39,000 |
0.25% |
-$35.84K |
| COREBRIDGE FIN |
90,000 |
55,000 |
-35,000 |
0.25% |
-$36.80K |
| RIVERS ENTERPRISE SR SECURED 144A 02/33 6.625 |
90,000 |
55,000 |
-35,000 |
0.25% |
-$35.00K |
| TEP 6.75 03/15/34 144A |
90,000 |
55,000 |
-35,000 |
0.25% |
-$33.38K |
| DISH Network Corp |
88,000 |
54,000 |
-34,000 |
0.25% |
-$36.77K |
| CROSSCOUNTRY INTER SR UNSECURED 144A 10/30 6.5 |
90,000 |
55,000 |
-35,000 |
0.25% |
-$35.08K |
| RIVLEN 6.25 10/15/30 144A |
90,000 |
55,000 |
-35,000 |
0.25% |
-$34.86K |
| CENTURY COMMUNITIES REGD 144A P/P 6.62500000 |
90,000 |
55,000 |
-35,000 |
0.25% |
-$34.07K |
| CHTR 4.75 03/01/30 144A |
200,000 |
58,000 |
-142,000 |
0.24% |
-$134.57K |
| Enterprise Products Partners LP |
2,570 |
1,670 |
-900 |
0.24% |
-$23.70K |
| SOLSTICE ADVANCED MATERI SR UNSECURED 144A 09/33 5.625 |
90,000 |
55,000 |
-35,000 |
0.24% |
-$34.65K |
| ET F 11/01/66 * |
90,000 |
55,000 |
-35,000 |
0.24% |
-$34.79K |
| VOC ESCROW LTD SR SECURED 144A 02/28 5 |
90,000 |
55,000 |
-35,000 |
0.24% |
-$34.94K |
| NSANY 6 1/8 09/30/30 |
90,000 |
55,000 |
-35,000 |
0.24% |
-$34.35K |
| WR GRACE HOLDINGS LLC SR SECURED 144A 08/32 6.625 |
90,000 |
55,000 |
-35,000 |
0.24% |
-$32.27K |
| Osaic Term Loan B 300 2032-07-07 |
150,000 |
55,000 |
-95,000 |
0.24% |
-$95.74K |
| Rogers Communications Inc. |
85,000 |
52,000 |
-33,000 |
0.24% |
-$36.45K |
| PR 7 01/15/32 144A |
86,000 |
52,000 |
-34,000 |
0.24% |
-$34.79K |
| Whirlpool Corp. |
90,000 |
55,000 |
-35,000 |
0.24% |
-$33.59K |
| CHTR 4.25 02/01/31 144A |
190,000 |
58,000 |
-132,000 |
0.23% |
-$119.08K |
| ENR 4.375 03/31/29 144A |
90,000 |
55,000 |
-35,000 |
0.23% |
-$33.60K |
| ROCKET MTGE. LLC / 3.875% |
91,000 |
56,000 |
-35,000 |
0.23% |
-$33.09K |
| GO DADDY OP/FIN |
90,000 |
55,000 |
-35,000 |
0.23% |
-$33.49K |
| BWX TECHNOLOGIES INC REGD 144A P/P 4.12500000 |
87,000 |
53,000 |
-34,000 |
0.23% |
-$32.89K |
| goeasy Ltd. |
90,000 |
55,000 |
-35,000 |
0.23% |
-$36.27K |
| PRESTIGE BRANDS INC REGD 144A P/P 3.75000000 |
90,000 |
55,000 |
-35,000 |
0.23% |
-$32.09K |
| MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 02/43 4.3 |
115,000 |
71,000 |
-44,000 |
0.23% |
-$31.80K |
| GSYCN 7.625 07/01/29 144A |
83,000 |
51,000 |
-32,000 |
0.22% |
-$33.18K |
| CHEMOURS CO/THE COMPANY GUAR 144A 01/33 8 |
80,000 |
50,000 |
-30,000 |
0.22% |
-$27.14K |
| AAdvantage Loyality IP Ltd. (American Airlines, Inc.), Term Loan B |
49,750 |
49,625 |
-125 |
0.22% |
-$219 |
| PATRICK INDUSTRIES INC REGD 144A P/P 4.75000000 |
80,000 |
50,000 |
-30,000 |
0.22% |
-$29.23K |
| POST HOLDINGS INC REGD 144A P/P 6.37500000 |
88,000 |
49,000 |
-39,000 |
0.22% |
-$40.01K |
| Cincinnati Bell, Inc., Term Loan B4 |
49,496 |
49,372 |
-124 |
0.22% |
-$290 |
| ASHWOO 4.625 08/01/29 144A |
84,000 |
51,000 |
-33,000 |
0.22% |
-$30.87K |
| Sensata Technologies, Inc. |
86,000 |
52,000 |
-34,000 |
0.22% |
-$31.21K |
| SEE 6.125 02/01/28 144A |
78,000 |
48,000 |
-30,000 |
0.21% |
-$30.27K |
| United Natural Foods Term Loan B 475 2031-04-15 |
49,368 |
48,112 |
-1,256 |
0.21% |
-$1.26K |
| ADNT 8.25 04/15/31 144A |
75,000 |
46,000 |
-29,000 |
0.21% |
-$30.15K |
| HUB INTL. LTD 7.375% |
75,000 |
46,000 |
-29,000 |
0.21% |
-$29.56K |
| ENTERGY CORP |
75,000 |
46,000 |
-29,000 |
0.21% |
-$30.79K |
| MOHEGN 8.25 04/15/30 144A |
75,000 |
46,000 |
-29,000 |
0.21% |
-$29.91K |
| ACRISURE LLC / FIN INC SR UNSECURED 144A 02/29 8.25 |
74,000 |
46,000 |
-28,000 |
0.21% |
-$29.40K |
| Chinos Intermediate Holdings A Inc 2024 Term Loan B |
59,550 |
59,400 |
-150 |
0.21% |
-$3.54K |
| BUCKEYE PARTNERS LP SR UNSECURED 144A 02/30 6.75 |
73,000 |
45,000 |
-28,000 |
0.21% |
-$29.22K |
| VENTURE GLOBAL LNG INC SR SECURED 144A 06/28 8.125 |
75,000 |
46,000 |
-29,000 |
0.21% |
-$30.17K |
| NISOURCE INC |
72,000 |
45,000 |
-27,000 |
0.21% |
-$28.33K |
| CZR 6 10/15/32 144A |
78,000 |
48,000 |
-30,000 |
0.21% |
-$27.75K |
| ALBERTSONS COS/SAFEWAY REGD 144A P/P 5.87500000 |
75,000 |
46,000 |
-29,000 |
0.20% |
-$29.02K |
| GENESIS ENERGY LP SR UNSEC 8.875% 04-15-30 |
70,000 |
43,000 |
-27,000 |
0.20% |
-$28.71K |
| STAPLES INC SR SECURED 144A 09/29 10.75 |
75,000 |
46,000 |
-29,000 |
0.20% |
-$28.00K |
| METLIFE INC |
69,000 |
43,000 |
-26,000 |
0.20% |
-$27.70K |
| Credit Acceptance Corp |
70,000 |
43,000 |
-27,000 |
0.20% |
-$28.35K |
| HUB INTL LTD |
90,000 |
45,000 |
-45,000 |
0.20% |
-$44.82K |
| Peloton Interactive, Inc., First Lien Term Loan |
44,438 |
44,325 |
-112 |
0.20% |
-$146 |
| PILGRIM'S PRIDE |
75,000 |
46,000 |
-29,000 |
0.20% |
-$27.78K |
| ENBRIDGE INC |
68,000 |
42,000 |
-26,000 |
0.20% |
-$27.76K |
| BROOKFIELD PROP. RE 4.50% |
72,000 |
45,000 |
-27,000 |
0.20% |
-$26.53K |
| SIMMONS FOODS INC/SIMMONS PREP SECURED 144A 03/29 4.625 |
75,000 |
46,000 |
-29,000 |
0.20% |
-$27.52K |
| WASTE PRO USA INC SR UNSECURED 144A 02/33 7 |
69,000 |
43,000 |
-26,000 |
0.20% |
-$27.50K |
| SUN V7.875 PERP 144A |
70,000 |
43,000 |
-27,000 |
0.20% |
-$26.85K |
| TRANSOCEAN LTD |
68,000 |
42,000 |
-26,000 |
0.20% |
-$25.74K |
| EVERGY INC |
70,000 |
43,000 |
-27,000 |
0.19% |
-$27.81K |
| Six Flags Entertainment Corporation/Canada's Wonderland Company/Magnum Management Corporation |
75,000 |
46,000 |
-29,000 |
0.19% |
-$27.97K |
| Rocket Cos., Inc. |
68,000 |
42,000 |
-26,000 |
0.19% |
-$27.28K |
| VRTV TL B 1L USD |
89,548 |
44,322 |
-45,226 |
0.19% |
-$42.74K |
| ALK 4.8 08/15/27 144A |
69,927 |
43,172 |
-26,755 |
0.19% |
-$26.83K |
| SIRIUS XM RADIO LLC REGD 144A P/P 5.50000000 |
70,000 |
43,000 |
-27,000 |
0.19% |
-$26.88K |
| ET V6.5 PERP H |
70,000 |
43,000 |
-27,000 |
0.19% |
-$27.20K |
| Sinclair Television Group Inc., Term Loan B6 |
49,750 |
49,625 |
-125 |
0.19% |
-$2.43K |
| STANDARD BUILDING SOLUTI SR UNSECURED 144A 08/33 6.25 |
68,000 |
42,000 |
-26,000 |
0.19% |
-$26.52K |
| Lumen Technologies, Inc. |
68,875 |
42,875 |
-26,000 |
0.19% |
-$26.81K |
| EquipmentShare.com Inc |
65,000 |
40,000 |
-25,000 |
0.19% |
-$22.94K |
| AXL 7.75 10/15/33 144A |
46,000 |
41,000 |
-5,000 |
0.19% |
-$3.90K |
| EMBECTA CORP SR SECURED 144A 02/30 5 |
72,000 |
45,000 |
-27,000 |
0.19% |
-$26.15K |
| ZOOMINFO TECHS. LL 3.875% |
100,000 |
46,000 |
-54,000 |
0.19% |
-$52.30K |
| Global Net Lease Operating Partnership LP Global Net Lease Inc |
69,000 |
43,000 |
-26,000 |
0.18% |
-$25.05K |
| Macy's Retail Holdings, LLC |
69,000 |
43,000 |
-26,000 |
0.18% |
-$23.25K |
| MPH ACQUISITION HOLDINGS LLC SR SECURED 144A 03/31 6.75 |
77,507 |
48,507 |
-29,000 |
0.18% |
-$25.14K |
| ON SEMICONDUCTOR CORP REGD 144A P/P 3.87500000 |
68,000 |
42,000 |
-26,000 |
0.18% |
-$25.08K |
| Bath & Body Works, Inc. |
65,000 |
40,000 |
-25,000 |
0.18% |
-$25.85K |
| TRK 4.875 11/01/27 144A |
70,000 |
41,000 |
-29,000 |
0.18% |
-$28.69K |
| ONEOK INC REGD 144A P/P 6.50000000 |
61,000 |
38,000 |
-23,000 |
0.18% |
-$24.50K |
| Necessity Retail REIT Inc (The) / American Finance Operating Partner, L.P. |
65,000 |
40,000 |
-25,000 |
0.17% |
-$24.73K |
| CBS CORP |
90,000 |
55,000 |
-35,000 |
0.17% |
-$32.17K |
| CYH 10.875 01/15/32 144A |
73,000 |
36,000 |
-37,000 |
0.17% |
-$39.83K |
| HUGHES SATELLITE SYSTEMS SR SECURED 08/26 5.25 |
95,000 |
41,000 |
-54,000 |
0.17% |
-$54.64K |
| PREMIER ENTERTAINMENT SU REGD 144A P/P 5.62500000 |
120,000 |
52,000 |
-68,000 |
0.17% |
-$33.52K |
| TWLO 3.625 03/15/29 |
65,000 |
40,000 |
-25,000 |
0.17% |
-$24.11K |
| Rogers Communications Inc. |
60,000 |
37,000 |
-23,000 |
0.17% |
-$24.50K |
| SONIC AUTOMOTIVE INC REGD 144A P/P 4.62500000 |
63,000 |
39,000 |
-24,000 |
0.17% |
-$23.01K |
| GRAPHIC PACKAGING INTL INC 4.75% 07/15/2027 144A |
60,000 |
37,000 |
-23,000 |
0.16% |
-$22.96K |
| MOOG INC REGD 144A P/P 4.25000000 |
60,000 |
37,000 |
-23,000 |
0.16% |
-$22.51K |
| Caesars Entertainment Inc |
61,000 |
38,000 |
-23,000 |
0.16% |
-$20.94K |
| CHTR 5 1/8 05/01/27 |
185,000 |
35,000 |
-150,000 |
0.15% |
-$148.98K |
| Group 1 Automotive, Inc. |
55,000 |
34,000 |
-21,000 |
0.15% |
-$21.30K |
| Mercer International Inc |
92,000 |
56,000 |
-36,000 |
0.15% |
-$24.70K |
| CONTINENTAL RESO |
70,000 |
43,000 |
-27,000 |
0.15% |
-$21.90K |
| Williams Scotsman Inc |
56,000 |
34,000 |
-22,000 |
0.15% |
-$21.45K |
| II VI INC COMPANY GUAR 144A 12/29 5 |
56,000 |
34,000 |
-22,000 |
0.15% |
-$21.60K |
| Lumen Technologies, Inc., Series P |
65,000 |
34,000 |
-31,000 |
0.15% |
-$31.03K |
| Brandywine Operating Partnership, L.P. |
50,000 |
31,000 |
-19,000 |
0.15% |
-$21.05K |
| BOMBARDIER INC SR UNSECURED 144A 11/30 8.75 |
50,000 |
31,000 |
-19,000 |
0.15% |
-$20.80K |
| NMRK 7.5 01/12/29 |
50,000 |
31,000 |
-19,000 |
0.15% |
-$20.46K |
| Clear Channel Outdoor Holdings, Inc. |
50,000 |
31,000 |
-19,000 |
0.15% |
-$19.41K |
| TRIP.COM/TRIPADVISOR 7/24 TLB 7/1/2031 |
118,850 |
33,549 |
-85,300 |
0.14% |
-$82.60K |
| CLEAR CHANNEL OUTDOOR HO SR SECURED 144A 04/30 7.875 |
50,000 |
31,000 |
-19,000 |
0.14% |
-$19.82K |
| VIRT 7.5 06/15/31 144A |
50,000 |
31,000 |
-19,000 |
0.14% |
-$19.84K |
| Brink's Co. (The) |
50,000 |
31,000 |
-19,000 |
0.14% |
-$19.68K |
| HRI 6.625 06/15/29 144A |
50,000 |
31,000 |
-19,000 |
0.14% |
-$19.57K |
| Brink's Co. (The) |
50,000 |
31,000 |
-19,000 |
0.14% |
-$19.54K |
| CHURCHILL DOWNS INC REGD 144A P/P 6.75000000 |
50,000 |
31,000 |
-19,000 |
0.14% |
-$19.26K |
| Qwest Corp PREFERRED STOCK |
2,509 |
1,652 |
-857 |
0.14% |
-$17.90K |
| DTV TL 1L USD |
32,404 |
31,538 |
-865 |
0.14% |
-$870 |
| OTEXCN 4.125 12/01/31 144A |
36,000 |
35,000 |
-1,000 |
0.14% |
-$2.08K |
| NCLH 6.25 09/15/33 144A |
51,000 |
31,000 |
-20,000 |
0.14% |
-$20.36K |
| SIRIUS XM RADIO LLC REGD 144A P/P 3.12500000 |
50,000 |
31,000 |
-19,000 |
0.14% |
-$18.79K |
| SM Energy Company |
46,000 |
28,000 |
-18,000 |
0.13% |
-$18.70K |
| UNITI GRP. LP / UNI 6.50% |
50,000 |
31,000 |
-19,000 |
0.13% |
-$16.61K |
| Univision Communications Inc. |
47,000 |
29,000 |
-18,000 |
0.13% |
-$18.48K |
| Voyager Parent, LLC |
46,000 |
28,000 |
-18,000 |
0.13% |
-$18.52K |
| The Goodyear Tire & Rubber Company |
50,000 |
31,000 |
-19,000 |
0.13% |
-$16.00K |
| ARCOSA INC REGD 144A P/P 6.87500000 |
46,000 |
28,000 |
-18,000 |
0.13% |
-$18.61K |
| ARCOSA INC REGD 144A P/P 4.37500000 |
49,000 |
30,000 |
-19,000 |
0.13% |
-$18.24K |
| DANA INC REGD 4.50000000 |
91,000 |
31,000 |
-60,000 |
0.13% |
-$59.67K |
| NWL 8.5 06/01/28 144A |
46,000 |
28,000 |
-18,000 |
0.13% |
-$17.97K |
| CCO Holdings LLC / CCO Holdings Capital Corp |
50,000 |
31,000 |
-19,000 |
0.13% |
-$17.62K |
| Venture Global LNG Inc |
48,000 |
29,000 |
-19,000 |
0.13% |
-$19.42K |
| CHURCHILL DOWNS INC SR UNSECURED 144A 04/30 5.75 |
48,000 |
29,000 |
-19,000 |
0.13% |
-$18.97K |
| JELD-WEN INC REGD 144A P/P 7.00000000 |
75,000 |
46,000 |
-29,000 |
0.13% |
-$32.81K |
| CACI International Inc. |
46,000 |
28,000 |
-18,000 |
0.13% |
-$18.73K |
| BUCKEYE PARTNERS LP SR UNSECURED 11/43 5.85 |
50,000 |
31,000 |
-19,000 |
0.13% |
-$17.97K |
| ASCRES 6.625 07/15/33 144A |
46,000 |
28,000 |
-18,000 |
0.13% |
-$17.81K |
| T/L AUDACY CAPITAL LLC REGD ZCP TERM LOAN 0.00000000 |
38,256 |
38,160 |
-96 |
0.13% |
-$1.73K |
| Venture Global LNG, Inc. |
45,000 |
27,000 |
-18,000 |
0.13% |
-$19.71K |
| ENBRIDGE INC |
45,000 |
27,000 |
-18,000 |
0.13% |
-$19.43K |
| NCL Corp. Ltd. |
46,000 |
28,000 |
-18,000 |
0.13% |
-$18.59K |
| FORESTAR GROUP INC REGD 144A P/P 6.50000000 |
46,000 |
28,000 |
-18,000 |
0.13% |
-$18.52K |
| Venture Global LNG, Inc. |
45,000 |
27,000 |
-18,000 |
0.13% |
-$19.49K |
| HRI 7.25 06/15/33 144A |
45,000 |
27,000 |
-18,000 |
0.13% |
-$18.89K |
| FAIR ISAAC CORP SR UNSECURED 144A 06/28 4 |
48,000 |
29,000 |
-19,000 |
0.13% |
-$18.41K |
| HRI 7 06/15/30 144A |
45,000 |
27,000 |
-18,000 |
0.12% |
-$18.80K |
| ASHWOO 6.875 08/01/33 144A |
46,000 |
28,000 |
-18,000 |
0.12% |
-$17.87K |
| Genesis Energy L.P./ Genesis Energy Finance Corp. |
45,000 |
27,000 |
-18,000 |
0.12% |
-$18.41K |
| ESGR V7.5 04/01/45 144A |
45,000 |
27,000 |
-18,000 |
0.12% |
-$18.86K |
| CELANESE US HLDS |
45,000 |
27,000 |
-18,000 |
0.12% |
-$17.05K |
| UVN 8.5 07/31/31 144A |
45,000 |
27,000 |
-18,000 |
0.12% |
-$17.92K |
| EnerSys |
45,000 |
27,000 |
-18,000 |
0.12% |
-$18.30K |
| WILLIAM CARTER SR UNSECURED 144A 02/31 7.375 |
45,000 |
27,000 |
-18,000 |
0.12% |
-$16.92K |
| Sinclair Television Group, Inc. |
45,000 |
27,000 |
-18,000 |
0.12% |
-$17.99K |
| Energy Transfer L.P. |
45,000 |
27,000 |
-18,000 |
0.12% |
-$18.71K |
| OTEXCN 6.9 12/01/27 144A |
45,000 |
27,000 |
-18,000 |
0.12% |
-$18.99K |
| REINSURANCE GRP |
45,000 |
27,000 |
-18,000 |
0.12% |
-$19.25K |
| DOMINION ENERGY |
45,000 |
27,000 |
-18,000 |
0.12% |
-$19.19K |
| Rocket Cos., Inc. |
45,000 |
27,000 |
-18,000 |
0.12% |
-$18.79K |
| PATRICK INDUSTRIES INC REGD 144A P/P 6.37500000 |
45,000 |
27,000 |
-18,000 |
0.12% |
-$18.22K |
| GTN 7.25 08/15/33 144A |
45,000 |
27,000 |
-18,000 |
0.12% |
-$16.48K |
| CYH 6.875 04/15/29 144A |
49,000 |
30,000 |
-19,000 |
0.12% |
-$16.83K |
| C V6.875 PERP GG |
45,000 |
27,000 |
-18,000 |
0.12% |
-$18.72K |
| TELUS Corp. |
45,000 |
27,000 |
-18,000 |
0.12% |
-$18.95K |
| AMYNTA BOR/WNTY |
45,000 |
27,000 |
-18,000 |
0.12% |
-$18.92K |
| Block, Inc. |
45,000 |
27,000 |
-18,000 |
0.12% |
-$18.21K |
| GGAM FIN. LTD 5.875% |
45,000 |
27,000 |
-18,000 |
0.12% |
-$18.27K |
| NWL 6.625 05/15/32 |
46,000 |
28,000 |
-18,000 |
0.12% |
-$16.01K |
| Vistra Corp. |
45,000 |
27,000 |
-18,000 |
0.12% |
-$18.13K |
| TIME WARNER CABL |
70,000 |
27,000 |
-43,000 |
0.12% |
-$44.41K |
| L BRANDS INC |
70,000 |
27,000 |
-43,000 |
0.12% |
-$45.89K |
| GEN DIGITAL INC REGD 144A P/P 6.75000000 |
45,000 |
27,000 |
-18,000 |
0.12% |
-$18.48K |
| LITHIA MOTORS INC REGD 144A P/P 5.50000000 |
45,000 |
27,000 |
-18,000 |
0.12% |
-$17.90K |
| ONEMAIN FIN. CORP 6.50% |
45,000 |
27,000 |
-18,000 |
0.12% |
-$17.79K |
| Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc |
46,000 |
28,000 |
-18,000 |
0.12% |
-$16.91K |
| NCLH 5.875 01/15/31 144A |
45,000 |
27,000 |
-18,000 |
0.12% |
-$17.93K |
| PHILLIPS 66 CO |
45,000 |
27,000 |
-18,000 |
0.12% |
-$17.90K |
| ENCOMPASS HLTH |
45,000 |
27,000 |
-18,000 |
0.12% |
-$17.79K |
| ENCOMPASS HEALTH CORP SR UNSEC 4.75% 02-01-30 |
45,000 |
27,000 |
-18,000 |
0.12% |
-$17.62K |
| EnerSys |
45,000 |
27,000 |
-18,000 |
0.12% |
-$17.62K |
| UWM HOLDINGS LLC REGD 144A P/P 6.25000000 |
45,000 |
27,000 |
-18,000 |
0.12% |
-$18.11K |
| CCL 4 08/01/28 144A |
45,000 |
27,000 |
-18,000 |
0.12% |
-$17.55K |
| CCO Holdings, LLC/CCO Holdings Capital Corp. |
48,000 |
29,000 |
-19,000 |
0.12% |
-$16.97K |
| ENR 6 09/15/33 144A |
45,000 |
27,000 |
-18,000 |
0.11% |
-$17.64K |
| ALLY V4.7 PERP C |
45,000 |
27,000 |
-18,000 |
0.11% |
-$16.03K |
| SSP 3.875% 1st lien Nts due 2029 144A |
46,000 |
28,000 |
-18,000 |
0.11% |
-$15.71K |
| GRAPHIC PACKAGING INTL INC 3.5% 03/01/2029 144A |
44,000 |
27,000 |
-17,000 |
0.11% |
-$15.91K |
| DISH DBS CORP REGD 5.12500000 |
47,000 |
29,000 |
-18,000 |
0.11% |
-$14.96K |