| MSILF-GOVT-INS |
162,281,127 |
117,771,337 |
-44,509,790 |
2.75% |
-$44.51M |
| SKX 10 07/15/33 144a |
59,171,000 |
57,027,605 |
-2,143,395 |
1.46% |
-$895.82K |
| Medline Borrower, L.P. |
40,669,000 |
36,142,000 |
-4,527,000 |
0.85% |
-$4.31M |
| SUN V7.875 PERP 144A |
37,355,000 |
35,147,000 |
-2,208,000 |
0.85% |
-$1.74M |
| MINERVA MERGER SUB INC |
36,396,000 |
32,346,000 |
-4,050,000 |
0.73% |
-$4.26M |
| SOLEIN 7.25 02/15/33 144* |
35,225,000 |
31,073,000 |
-4,152,000 |
0.72% |
-$4.12M |
| BAUSCH HEALTH TERM B 1LN 10/08/2030 |
29,343,200 |
29,269,658 |
-73,542 |
0.67% |
-$603.88K |
| CELANESE US HLDS |
29,754,000 |
25,219,000 |
-4,535,000 |
0.62% |
-$3.84M |
| Voyager Parent, LLC |
25,955,000 |
23,079,000 |
-2,876,000 |
0.57% |
-$2.70M |
| Alliant Holdings Intermediate, LLC/Alliant Holdings Co-Issuer, Inc. |
27,363,000 |
24,329,000 |
-3,034,000 |
0.57% |
-$3.07M |
| WINDSOR HOLDINGS III LLC SR SECURED 144A 06/30 8.5 |
25,883,000 |
23,019,000 |
-2,864,000 |
0.57% |
-$3.07M |
| Windstream Services LLC |
24,805,000 |
22,056,000 |
-2,749,000 |
0.53% |
-$2.02M |
| ALPHA GENERATION LLC SR UNSECURED 144A 10/32 6.75 |
23,721,000 |
21,092,000 |
-2,629,000 |
0.51% |
-$2.52M |
| Chobani Holdco II LLC |
22,915,528 |
20,375,528 |
-2,540,000 |
0.51% |
-$2.56M |
| TEVA PHARMACEUTICALS NE REGD 4.10000000 |
31,561,000 |
28,058,000 |
-3,503,000 |
0.50% |
-$2.25M |
| 1261229 BC Ltd |
23,288,000 |
20,707,000 |
-2,581,000 |
0.50% |
-$3.09M |
| WAND NEWCO 3 INC SR SECURED 144A 01/32 7.625 |
20,231,000 |
19,936,000 |
-295,000 |
0.49% |
-$191.50K |
| GFL ENVIRONMENTAL INC REGD 144A P/P 4.75000000 |
23,143,000 |
20,581,000 |
-2,562,000 |
0.48% |
-$2.46M |
| IMOLA MERGER CORP SR SECURED 144A 05/29 4.75 |
23,257,000 |
20,684,000 |
-2,573,000 |
0.48% |
-$2.58M |
| PHOENIX AVIATION CAPITAL REGD 144A P/P 9.25000000 |
21,145,000 |
18,803,000 |
-2,342,000 |
0.46% |
-$2.57M |
| PSDO TL B 1L USD |
19,714,038 |
19,664,753 |
-49,285 |
0.45% |
-$442.76K |
| Smyrna Ready Mix Concrete LLC |
24,200,000 |
19,100,000 |
-5,100,000 |
0.45% |
-$4.97M |
| RGCARE 5.375 01/15/29 144A |
21,560,000 |
19,172,000 |
-2,388,000 |
0.43% |
-$2.29M |
| BELRON UK FINANCE PLC SR SECURED 144A 10/29 5.75 |
18,438,000 |
18,168,000 |
-270,000 |
0.43% |
-$170.40K |
| PFGC 4.25 08/01/29 144A |
21,242,000 |
18,890,000 |
-2,352,000 |
0.43% |
-$2.23M |
| BUILDERS FIRSTSOURCE INC REGD 144A P/P 4.25000000 |
21,637,000 |
19,242,000 |
-2,395,000 |
0.43% |
-$2.13M |
| Savers Inc., Term Loan |
18,749,000 |
18,249,027 |
-499,973 |
0.43% |
-$471.38K |
| Peloton Interactive, Inc., First Lien Term Loan |
17,885,162 |
17,839,884 |
-45,279 |
0.42% |
-$58.85K |
| QUIKRETE HOLDINGS INC SR UNSECURED 144A 03/33 6.75 |
19,486,000 |
17,330,000 |
-2,156,000 |
0.42% |
-$2.28M |
| CALDERYS FINANCING LLC SR SECURED 144A 06/28 11.25 |
19,268,000 |
17,134,000 |
-2,134,000 |
0.42% |
-$2.51M |
| VVV 3 5/8 06/15/31 |
21,844,000 |
19,423,000 |
-2,421,000 |
0.42% |
-$2.09M |
| Chobani LLC / Chobani Finance Corp Inc |
19,046,000 |
16,938,000 |
-2,108,000 |
0.41% |
-$2.19M |
| IQVIA INC REGD 144A P/P 6.25000000 |
18,500,000 |
16,451,000 |
-2,049,000 |
0.40% |
-$2.19M |
| MASTERBRAND INC REGD 144A P/P 7.00000000 |
18,506,000 |
16,456,000 |
-2,050,000 |
0.40% |
-$2.15M |
| Vistra Operations Co. LLC |
19,159,000 |
17,035,000 |
-2,124,000 |
0.40% |
-$2.12M |
| ALLY FINL. INC F2V |
19,279,000 |
17,144,000 |
-2,135,000 |
0.40% |
-$1.86M |
| TEMPUR SEALY INTL. 3.875% |
20,366,000 |
18,110,000 |
-2,256,000 |
0.39% |
-$1.93M |
| EMRLD Borrower L.P./ Emerald Co-Issuer Inc. |
18,255,000 |
16,235,000 |
-2,020,000 |
0.39% |
-$1.96M |
| Greystar Real Estate Partners, LLC |
17,772,000 |
15,804,000 |
-1,968,000 |
0.39% |
-$2.12M |
| ARSENAL AIC PARENT LLC UNSECURED 144A 10/31 11.5 |
20,962,000 |
15,048,000 |
-5,914,000 |
0.39% |
-$6.72M |
| US ACUTE CARE SOLUTIONS SR SECURED 144A 05/29 9.75 |
18,498,000 |
16,449,000 |
-2,049,000 |
0.39% |
-$2.32M |
| Clydesdale Acquisition Holdings Inc |
16,969,000 |
16,270,000 |
-699,000 |
0.38% |
-$722.97K |
| QUIKRETE HOLDINGS INC SR SECURED 144A 03/32 6.375 |
17,662,000 |
15,704,000 |
-1,958,000 |
0.38% |
-$2.04M |
| Zegona Finance PLC |
16,997,000 |
15,114,000 |
-1,883,000 |
0.37% |
-$2.13M |
| HEALTHEQUITY INC REGD 144A P/P 4.50000000 |
18,385,000 |
16,347,000 |
-2,038,000 |
0.37% |
-$1.96M |
| Restaurant Brands International Limited Partnership |
18,775,000 |
16,694,000 |
-2,081,000 |
0.37% |
-$1.84M |
| USLBMH 9 1/2 06/15/31 |
16,952,000 |
15,074,000 |
-1,878,000 |
0.37% |
-$1.86M |
| ALLWYN ENTERTAINMENT FIN SR SECURED 144A 04/29 7.875 |
17,067,000 |
15,177,000 |
-1,890,000 |
0.37% |
-$1.91M |
| DIEBOLD NIXDORF INC SR SECURED 144A 03/30 7.75 |
16,501,000 |
14,672,000 |
-1,829,000 |
0.36% |
-$1.94M |
| SNAP INC REGD 144A P/P 6.87500000 |
17,002,000 |
15,119,000 |
-1,883,000 |
0.36% |
-$1.88M |
| SM ENERGY CO 144A LIFE SR UNSEC 8.625% 11-01-30 |
16,417,000 |
14,601,000 |
-1,816,000 |
0.36% |
-$1.53M |
| EchoStar Corp |
15,584,000 |
14,064,000 |
-1,520,000 |
0.36% |
-$1.74M |
| VSTJET 6.375% Sr Unsecured Nts due 2030 144A |
21,803,000 |
16,079,000 |
-5,724,000 |
0.36% |
-$5.81M |
| CORPBOND |
14,919,000 |
14,699,000 |
-220,000 |
0.35% |
-$193.36K |
| NEW AMI I LLC, 1st Lien Term Loan |
17,178,213 |
17,133,825 |
-44,388 |
0.35% |
-$1.24M |
| SUPERIOR PLUS LP / SUPERIOR GEN PARTNER INC 4.5% 03/15/2029 144A |
17,270,000 |
15,356,000 |
-1,914,000 |
0.35% |
-$1.75M |
| VMED 4.5 08/15/30 144A |
16,524,000 |
16,149,000 |
-375,000 |
0.35% |
-$440.08K |
| Hightower Holdings LLC |
15,794,000 |
14,044,000 |
-1,750,000 |
0.35% |
-$2.11M |
| STANDRD INDS NY |
17,344,000 |
15,422,000 |
-1,922,000 |
0.35% |
-$1.86M |
| Rocket Cos., Inc. |
16,030,000 |
14,257,000 |
-1,773,000 |
0.35% |
-$1.91M |
| OPTION CARE HEALTH INC REGD 144A P/P 4.37500000 |
16,978,000 |
15,097,000 |
-1,881,000 |
0.34% |
-$1.61M |
| PILGRIM'S PRIDE |
17,892,000 |
15,912,000 |
-1,980,000 |
0.34% |
-$1.69M |
| ROCKETMTGE CO-ISSUER INC REGD 144A P/P 3.62500000 |
16,844,000 |
14,976,000 |
-1,868,000 |
0.34% |
-$1.72M |
| MHED 8 08/01/29 144A |
16,010,000 |
14,238,000 |
-1,772,000 |
0.34% |
-$1.74M |
| ARCHES BUYER INC SR UNSECURED 144A 12/28 6.125 |
16,553,000 |
14,719,000 |
-1,834,000 |
0.34% |
-$1.76M |
| PLAINS ALL AMERN PIPELINE LP TSFR3M+437.161 PERP |
15,883,000 |
14,124,000 |
-1,759,000 |
0.33% |
-$1.82M |
| TEAM HEALTH HOLDINGS INC 144A 13.500000% 06/30/2028 |
14,369,511 |
13,095,825 |
-1,273,686 |
0.32% |
-$1.66M |
| Cougar JV Subsidiary, LLC |
14,420,000 |
12,824,000 |
-1,596,000 |
0.32% |
-$1.67M |
| SSW 5.5 08/01/29 144A |
16,119,000 |
14,332,000 |
-1,787,000 |
0.32% |
-$1.89M |
| CCO Holdings, LLC/CCO Holdings Capital Corp. |
18,102,000 |
16,096,000 |
-2,006,000 |
0.32% |
-$1.61M |
| MOHEGN 8.25 04/15/30 144A |
14,499,000 |
12,895,000 |
-1,604,000 |
0.31% |
-$1.61M |
| Clydesdale Acquisition Holdings Inc |
19,039,000 |
13,253,000 |
-5,786,000 |
0.31% |
-$5.75M |
| CCO Holdings LLC / CCO Holdings Capital Corp |
38,391,000 |
14,201,000 |
-24,190,000 |
0.31% |
-$22.66M |
| NRG V10.25 PERP 144A |
13,525,000 |
12,026,000 |
-1,499,000 |
0.31% |
-$1.63M |
| BCULC 3.875 01/15/28 144A |
15,055,000 |
13,387,000 |
-1,668,000 |
0.31% |
-$1.60M |
| MOLINA HEALTHCARE INC SR UNSECURED 144A 11/30 3.875 |
21,176,000 |
14,284,000 |
-6,892,000 |
0.31% |
-$6.37M |
| SPECTACLE GARY HOLDINGS LLC 2021 TERM LOAN B |
13,754,314 |
13,513,010 |
-241,304 |
0.31% |
-$331.45K |
| VMED O2 UK FINC. I 4.75% |
15,900,000 |
14,139,000 |
-1,761,000 |
0.30% |
-$1.80M |
| PRMWCN 6.25% Sr Unsecured Nts due 2029 144A |
14,437,000 |
12,839,000 |
-1,598,000 |
0.30% |
-$1.61M |
| TransDigm Inc |
12,600,000 |
12,415,000 |
-185,000 |
0.30% |
-$210.56K |
| POINDEXTER JB INC 8.75% 12/15/2031 144A |
12,972,000 |
12,324,000 |
-648,000 |
0.30% |
-$773.22K |
| ADTALEM GLOBAL EDUCATION REGD 144A P/P 5.50000000 |
14,418,000 |
12,822,000 |
-1,596,000 |
0.30% |
-$1.64M |
| TransDigm, Inc. |
14,034,000 |
12,480,000 |
-1,554,000 |
0.30% |
-$1.62M |
| TIHLLC 7 1/8 06/01/31 |
13,857,000 |
12,320,000 |
-1,537,000 |
0.30% |
-$1.64M |
| US FOODS INC SR UNSECURED 144A 02/29 4.75 |
14,226,000 |
12,648,000 |
-1,578,000 |
0.29% |
-$1.44M |
| PERRIGO FIN. UNLIMITE STP |
14,588,000 |
12,965,000 |
-1,623,000 |
0.29% |
-$1.70M |
| Venture Global LNG, Inc. |
13,239,000 |
11,773,000 |
-1,466,000 |
0.29% |
-$1.71M |
| VM CONSOLIDATED INC REGD 144A P/P 5.50000000 |
15,350,000 |
12,732,000 |
-2,618,000 |
0.29% |
-$2.69M |
| NRG Energy Inc |
13,993,000 |
12,443,000 |
-1,550,000 |
0.29% |
-$1.57M |
| Safeway Inc. |
14,265,000 |
12,684,000 |
-1,581,000 |
0.29% |
-$1.58M |
| RWNYNY 7.25 10/01/29 144A |
13,614,000 |
12,086,000 |
-1,528,000 |
0.29% |
-$1.61M |
| FMCN 9.375 03/01/29 144A |
13,383,000 |
11,878,000 |
-1,505,000 |
0.29% |
-$1.70M |
| California Buyer Ltd. / Atlantica Sustainable Infrastructure PLC |
13,995,000 |
12,445,000 |
-1,550,000 |
0.29% |
-$1.73M |
| VT TOPCO INC SR SECURED 144A 08/30 8.5 |
18,452,000 |
12,056,000 |
-6,396,000 |
0.29% |
-$6.85M |
| CHURCHILL DOWNS INC SR UNSECURED 144A 04/30 5.75 |
13,800,000 |
12,274,000 |
-1,526,000 |
0.29% |
-$1.51M |
| TOPBUILD CORP REGD 144A P/P 4.12500000 |
14,345,000 |
12,756,000 |
-1,589,000 |
0.28% |
-$1.38M |
| WOOF TL B 1L USD |
12,864,445 |
12,096,328 |
-768,117 |
0.28% |
-$610.92K |
| COMPASS MIN INTL |
12,809,000 |
11,390,000 |
-1,419,000 |
0.28% |
-$1.25M |
| YUM! BRANDS INC SR UNSECURED 03/31 3.625 |
14,366,000 |
12,775,000 |
-1,591,000 |
0.28% |
-$1.42M |
| POWSOL 6.75 09/15/32 144A |
13,100,000 |
11,647,000 |
-1,453,000 |
0.28% |
-$1.35M |
| Bellring Intermediate Holdings, Inc. |
13,002,000 |
11,564,000 |
-1,438,000 |
0.28% |
-$1.53M |
| CSTM 3.75 04/15/29 144A |
13,651,000 |
12,070,000 |
-1,581,000 |
0.27% |
-$1.35M |
| Aethon United BR LP / Aethon United Finance Corp |
12,440,000 |
11,062,000 |
-1,378,000 |
0.27% |
-$1.27M |
| NCLH 7.75 02/15/29 144A |
12,225,000 |
10,873,000 |
-1,352,000 |
0.27% |
-$1.46M |
| COMPASS GRP LLC |
13,805,092 |
12,435,151 |
-1,369,941 |
0.27% |
-$914.90K |
| INGLES MKTS. INC 4.00% |
13,742,000 |
12,222,000 |
-1,520,000 |
0.27% |
-$1.32M |
| Flutter Treasury DAC |
12,779,000 |
11,333,000 |
-1,446,000 |
0.27% |
-$1.46M |
| GLP 8.25 01/15/32 144A |
12,206,000 |
10,856,000 |
-1,350,000 |
0.27% |
-$1.32M |
| Sensata Technologies, Inc. |
13,624,000 |
12,115,000 |
-1,509,000 |
0.27% |
-$1.30M |
| NCL Corp. Ltd. |
12,440,000 |
11,062,000 |
-1,378,000 |
0.26% |
-$1.45M |
| OUTFRONT MEDIA CAP LLC / OUTFRONT MEDIA CAP CORP 7.375% 02/15/2031 144A |
12,085,000 |
10,746,000 |
-1,339,000 |
0.26% |
-$1.45M |
| OUTFRONT MEDIA CAP LLC/C REGD 144A P/P 4.62500000 |
13,023,000 |
11,583,000 |
-1,440,000 |
0.26% |
-$1.27M |
| CORPBOND |
12,913,000 |
11,484,000 |
-1,429,000 |
0.26% |
-$1.36M |
| WBI Operations LLC |
12,425,000 |
11,148,000 |
-1,277,000 |
0.26% |
-$1.18M |
| CARS.COM INC REGD 144A P/P 6.37500000 |
12,606,000 |
11,211,000 |
-1,395,000 |
0.26% |
-$1.34M |
| Watco Cos LLC / Watco Finance Corp |
12,025,000 |
10,692,000 |
-1,333,000 |
0.26% |
-$1.25M |
| NFICN 9.25 07/01/30 144A |
11,665,000 |
10,372,000 |
-1,293,000 |
0.26% |
-$1.25M |
| CALDERYS FINANCING II LLC 144A 11.750000% 06/01/2028 |
11,415,000 |
10,733,375 |
-681,625 |
0.26% |
-$702.91K |
| UWM HOLDINGS LLC REGD 144A P/P 6.25000000 |
12,605,000 |
11,211,000 |
-1,394,000 |
0.26% |
-$1.44M |
| NESCO Holdings II, Inc. |
12,665,000 |
11,265,000 |
-1,400,000 |
0.26% |
-$1.28M |
| CP ATLAS BUYER INC SR SECURED 144A 07/30 9.75 |
11,961,000 |
10,634,000 |
-1,327,000 |
0.26% |
-$1.42M |
| CLARIOS TERM B 1LN 05/06/2030 |
11,047,274 |
11,019,447 |
-27,827 |
0.26% |
-$36.47K |
| ON SEMICONDUCTOR CORP REGD 144A P/P 3.87500000 |
12,604,000 |
11,210,000 |
-1,394,000 |
0.26% |
-$1.30M |
| Sinclair Television Group, Inc. |
11,342,000 |
10,628,000 |
-714,000 |
0.26% |
-$572.35K |
| VISANT 8.375 12/01/31 144A |
11,567,000 |
10,284,000 |
-1,283,000 |
0.26% |
-$1.36M |
| SCIENCE APPLICATIONS INT REGD 144A P/P 4.87500000 |
13,780,000 |
10,974,000 |
-2,806,000 |
0.26% |
-$2.73M |
| Block, Inc. |
12,039,000 |
10,705,000 |
-1,334,000 |
0.26% |
-$1.38M |
| TERRAFORM POWER OPERATIN REGD 144A P/P 5.00000000 |
12,157,000 |
10,811,000 |
-1,346,000 |
0.25% |
-$1.28M |
| Roller Bearing Co. of America, Inc. |
12,318,000 |
10,952,000 |
-1,366,000 |
0.25% |
-$1.29M |
| MTDR 6.5 04/15/32 144A |
11,920,000 |
10,597,000 |
-1,323,000 |
0.25% |
-$1.24M |
| EMRLD Borrower LP Term Loan B |
10,819,420 |
10,792,303 |
-27,116 |
0.25% |
-$11.05K |
| LCM Investments Holdings II, LLC |
12,237,000 |
10,883,000 |
-1,354,000 |
0.25% |
-$1.19M |
| RYASPE 5.875 08/01/32 144A |
11,802,000 |
10,496,000 |
-1,306,000 |
0.25% |
-$1.33M |
| Vistra Operations Co. LLC |
11,410,000 |
10,147,000 |
-1,263,000 |
0.25% |
-$1.33M |
| ALLIED UNVL HOLDCO LLC / ALLIED UNVL FIN CORP 6% 06/01/2029 144A |
12,038,000 |
10,664,000 |
-1,374,000 |
0.25% |
-$1.20M |
| Cleveland-Cliffs Inc. |
11,310,000 |
10,057,000 |
-1,253,000 |
0.24% |
-$1.21M |
| CORPBOND |
11,249,000 |
10,002,000 |
-1,247,000 |
0.24% |
-$1.31M |
| TRK 4.875 11/01/27 144A |
12,299,000 |
10,466,000 |
-1,833,000 |
0.24% |
-$1.73M |
| Carnival Corp. |
11,355,000 |
10,098,000 |
-1,257,000 |
0.24% |
-$1.30M |
| ELDORADO GOLD CORP SR UNSECURED 144A 09/29 6.25 |
11,513,000 |
10,240,000 |
-1,273,000 |
0.24% |
-$1.25M |
| STANDRD INDS NY |
12,477,000 |
11,095,000 |
-1,382,000 |
0.24% |
-$1.13M |
| FAIR ISAAC CORP SR UNSECURED 144A 06/28 4 |
11,619,000 |
10,331,000 |
-1,288,000 |
0.24% |
-$1.25M |
| FORD MOTOR CO |
14,181,000 |
12,613,000 |
-1,568,000 |
0.24% |
-$1.30M |
| KORN/FERRY INTL |
11,383,000 |
10,123,000 |
-1,260,000 |
0.24% |
-$1.20M |
| XPLR INFRASTRUCTURE OPERATING PARTNERS LP 144A LIFE SR UNSEC 8.375% 01-15-31 |
10,745,000 |
9,557,000 |
-1,188,000 |
0.23% |
-$1.21M |
| NSIT 6.625 05/15/32 144A |
11,010,000 |
9,791,000 |
-1,219,000 |
0.23% |
-$1.25M |
| TOUCAN FINCO LTD/TOUCAN FINCO SR SECURED 144A 05/30 9.5 |
16,460,000 |
10,337,000 |
-6,123,000 |
0.23% |
-$5.46M |
| CHTR 4.75 03/01/30 144A |
15,026,000 |
10,225,000 |
-4,801,000 |
0.23% |
-$4.52M |
| Block, Inc. |
10,750,000 |
9,562,000 |
-1,188,000 |
0.23% |
-$1.18M |
| Rocket Cos., Inc. |
10,680,000 |
9,498,000 |
-1,182,000 |
0.23% |
-$1.29M |
| WBI Operations LLC |
10,760,000 |
9,571,000 |
-1,189,000 |
0.23% |
-$1.10M |
| RIVLEN 6.25 10/15/30 144A |
10,700,000 |
9,516,000 |
-1,184,000 |
0.23% |
-$1.13M |
| CWK 6.75 05/15/28 144A |
10,767,000 |
9,577,000 |
-1,190,000 |
0.22% |
-$1.22M |
| Signal Parent, Inc, Term Loan B |
14,396,464 |
12,907,674 |
-1,488,790 |
0.22% |
-$525.28K |
| CHOBANI LLC/FINANCE CORP SR SECURED 144A 11/28 4.625 |
10,793,000 |
9,595,000 |
-1,198,000 |
0.22% |
-$1.20M |
| STONEPEAK NILE PARENT SR SECURED 144A 03/32 7.25 |
10,139,000 |
9,015,000 |
-1,124,000 |
0.22% |
-$1.20M |
| Mavis Tire Express Services TopCo, L.P., First Lien Term Loan |
9,430,444 |
9,406,750 |
-23,695 |
0.22% |
-$40.33K |
| CACI International Inc. |
9,195,000 |
9,060,000 |
-135,000 |
0.22% |
-$160.31K |
| TRANSOCEAN LTD |
10,372,000 |
9,225,000 |
-1,147,000 |
0.22% |
-$1.04M |
| PR 7 01/15/32 144A |
10,063,000 |
8,947,000 |
-1,116,000 |
0.22% |
-$1.06M |
| AMNTEC 7.25 08/01/32 144A |
8,973,000 |
8,843,000 |
-130,000 |
0.22% |
-$22.15K |
| POWBUY 8.5 02/15/31 144A |
12,890,000 |
11,460,000 |
-1,430,000 |
0.22% |
-$1.84M |
| TMS International Corp/DE |
10,634,000 |
9,457,000 |
-1,177,000 |
0.22% |
-$1.20M |
| THC 5 1/8 11/01/27 |
10,354,000 |
9,209,000 |
-1,145,000 |
0.21% |
-$1.13M |
| TRANSDIGM INC SUB 4.625% 01-15-29 |
10,410,000 |
9,255,000 |
-1,155,000 |
0.21% |
-$1.04M |
| NRG ENERGY INC REGD 144A P/P 6.00000000 |
10,135,000 |
9,012,000 |
-1,123,000 |
0.21% |
-$1.16M |
| Sunoco LP |
10,265,000 |
9,129,000 |
-1,136,000 |
0.21% |
-$1.11M |
| HRI 7 06/15/30 144A |
9,780,000 |
8,696,000 |
-1,084,000 |
0.21% |
-$1.11M |
| CLF 7.5 09/15/31 144A |
9,720,000 |
8,642,000 |
-1,078,000 |
0.21% |
-$1.06M |
| SCIENCE APPLICATIONS INT REGD 144A P/P 5.87500000 |
9,170,000 |
9,035,000 |
-135,000 |
0.21% |
-$40.07K |
| Calpine Corp. |
10,205,000 |
9,075,000 |
-1,130,000 |
0.21% |
-$1.14M |
| Univision Communications Inc. |
9,467,000 |
8,419,000 |
-1,048,000 |
0.21% |
-$934.82K |
| UNSEAM 4.625 06/01/28 144a |
10,297,000 |
9,093,000 |
-1,204,000 |
0.21% |
-$1.10M |
| SONIC AUTOMOTIVE INC REGD 144A P/P 4.62500000 |
10,255,000 |
9,120,000 |
-1,135,000 |
0.21% |
-$1.01M |
| MADISON IAQ LLC SR UNSECURED 144A 06/29 5.875 |
9,927,000 |
8,829,000 |
-1,098,000 |
0.21% |
-$912.58K |
| POST HOLDINGS INC SR SECURED 144A 02/32 6.25 |
9,643,000 |
8,577,000 |
-1,066,000 |
0.21% |
-$1.11M |
| Specialty Building Products Holdings LLC / SBP Finance Corp |
12,015,000 |
8,814,000 |
-3,201,000 |
0.21% |
-$3.31M |
| SUNOCO LP REGD 144A P/P 7.25000000 |
9,250,000 |
8,228,000 |
-1,022,000 |
0.20% |
-$1.05M |
| PLATIN 9.375 10/03/31 144A |
23,050,000 |
8,477,000 |
-14,573,000 |
0.20% |
-$15.46M |
| CMPR 7.375 09/15/32 144A |
9,476,000 |
8,402,000 |
-1,074,000 |
0.20% |
-$1.00M |
| T/L ENDO FINANCE HOLDINGS INC REGD TERM LOAN 0.00000000 |
13,715,612 |
8,600,679 |
-5,114,934 |
0.20% |
-$5.04M |
| Teva Pharmaceuticals Finance Netherlands B.V. |
9,320,000 |
8,211,000 |
-1,109,000 |
0.20% |
-$1.13M |
| DISH Network Corp |
9,319,000 |
8,285,000 |
-1,034,000 |
0.20% |
-$1.24M |
| Park River Holdings Inc |
9,348,000 |
8,311,000 |
-1,037,000 |
0.20% |
-$1.06M |
| PATRICK INDUSTRIES INC REGD 144A P/P 6.37500000 |
8,450,000 |
8,325,000 |
-125,000 |
0.20% |
-$98.07K |
| ENERGY TRANSFER |
11,310,000 |
10,057,000 |
-1,253,000 |
0.20% |
-$1.10M |
| SHIFT4 PAYMENTS LLC / SHIFT4 P COMPANY GUAR 144A 08/32 6.75 |
9,349,000 |
8,312,000 |
-1,037,000 |
0.20% |
-$1.18M |
| ARCOSA INC REGD 144A P/P 6.87500000 |
9,029,000 |
8,028,000 |
-1,001,000 |
0.20% |
-$1.01M |
| PEGI 4.5 08/15/28 144A |
9,469,000 |
8,420,000 |
-1,049,000 |
0.20% |
-$876.23K |
| REWORLD HOLDING CORP REGD 144A P/P 4.87500000 |
9,576,000 |
8,517,000 |
-1,059,000 |
0.19% |
-$771.08K |
| TRUK 6.25 02/01/29 144A |
18,360,000 |
16,569,000 |
-1,791,000 |
0.19% |
-$2.81M |
| SM ENERGY CO SR UNSECURED 144A 08/32 7 |
9,120,000 |
8,110,000 |
-1,010,000 |
0.19% |
-$795.13K |
| TRANSDIGM INC SR SECURED 144A 03/32 6.625 |
8,770,000 |
7,800,000 |
-970,000 |
0.19% |
-$1.01M |
| Group 1 Automotive, Inc. |
9,269,000 |
8,245,000 |
-1,024,000 |
0.19% |
-$932.18K |
| WESCO DISTRIBUTION INC REGD 144A P/P 6.37500000 |
8,690,000 |
7,727,000 |
-963,000 |
0.19% |
-$1.04M |
| T/L LIFEPOINT HEALTH INC REGD ZCP TERM LOAN 0.00000000 |
8,058,422 |
8,038,124 |
-20,298 |
0.19% |
-$26.97K |
| NRG ENERGY INC REGD 144A P/P 3.62500000 |
9,643,000 |
8,577,000 |
-1,066,000 |
0.19% |
-$990.65K |
| THC 6 1/8 10/01/28 |
13,481,000 |
8,002,000 |
-5,479,000 |
0.19% |
-$5.49M |
| MOOG INC REGD 144A P/P 4.25000000 |
9,038,000 |
8,036,000 |
-1,002,000 |
0.19% |
-$966.91K |
| STGW 5.625 08/15/29 144A |
11,944,000 |
8,216,000 |
-3,728,000 |
0.19% |
-$3.42M |
| AmeriTex HoldCo Intermediate LLC |
8,442,000 |
7,509,000 |
-933,000 |
0.18% |
-$935.94K |
| HRI 7.25 06/15/33 144A |
8,385,000 |
7,457,000 |
-928,000 |
0.18% |
-$951.34K |
| IQVIA INC REGD 144A P/P 5.00000000 |
8,959,000 |
7,885,000 |
-1,074,000 |
0.18% |
-$1.07M |
| WULF COMPUTE LLC SR SECURED 144A 10/30 7.75 |
8,485,000 |
7,547,000 |
-938,000 |
0.18% |
-$941.93K |
| T/L LUMEN TECHNOLOGIES INC REGD ZCP TERM LOAN 0.00000000 |
7,896,646 |
7,876,469 |
-20,177 |
0.18% |
$1.32K |
| NCL Finance Ltd |
8,603,000 |
7,649,000 |
-954,000 |
0.18% |
-$924.10K |
| FGP 5.875 04/01/29 144A |
12,842,000 |
8,148,000 |
-4,694,000 |
0.18% |
-$4.37M |
| CI FINANCIAL CO |
11,470,000 |
11,300,000 |
-170,000 |
0.18% |
-$423.97K |
| Caesars Entertainment Inc |
8,605,000 |
7,651,000 |
-954,000 |
0.18% |
-$854.94K |
| Clarivate Science Holdings Corp. |
10,214,000 |
9,083,000 |
-1,131,000 |
0.18% |
-$1.72M |
| NRG Energy Inc |
8,410,000 |
7,680,000 |
-730,000 |
0.18% |
-$796.42K |
| NGL Energy Operating LLC / NGL Energy Finance Corp. |
8,324,000 |
7,402,000 |
-922,000 |
0.18% |
-$766.76K |
| AVNT 6.25 11/01/31 144A |
7,642,000 |
7,532,000 |
-110,000 |
0.18% |
-$59.93K |
| ASHWOO 4.625 04/01/30 144A |
9,168,000 |
8,154,000 |
-1,014,000 |
0.18% |
-$931.23K |
| JH North America Holdings Inc. |
8,488,000 |
7,550,000 |
-938,000 |
0.18% |
-$1.01M |
| KODIAK GAS SERVS. L 6.50% |
8,413,000 |
7,482,000 |
-931,000 |
0.18% |
-$959.43K |
| Lithia Motors, Inc. |
8,644,000 |
7,686,000 |
-958,000 |
0.17% |
-$845.27K |
| PATRICK INDUSTRIES INC REGD 144A P/P 4.75000000 |
7,583,000 |
7,473,000 |
-110,000 |
0.17% |
-$66.96K |
| PFGC 6.125 09/15/32 144A |
8,085,000 |
7,191,000 |
-894,000 |
0.17% |
-$916.40K |
| CHTR 4.25 02/01/31 144A |
9,067,000 |
8,063,000 |
-1,004,000 |
0.17% |
-$826.89K |
| BOMBARDIER INC SR UNSECURED 144A 07/31 7.25 |
7,050,000 |
6,945,000 |
-105,000 |
0.17% |
-$109.89K |
| PR 6.25 02/01/33 144A |
8,030,000 |
7,142,000 |
-888,000 |
0.17% |
-$816.62K |
| TMH 8.375% Secured Nts due 2028 144A |
8,130,000 |
7,232,000 |
-898,000 |
0.17% |
-$896.55K |
| Vistra Operations Co. LLC |
8,300,000 |
7,380,000 |
-920,000 |
0.17% |
-$863.67K |
| Cloud Software Group, Inc. |
8,110,000 |
7,214,000 |
-896,000 |
0.17% |
-$999.92K |
| FOCUS FINL. PARTNER 6.75% |
13,490,000 |
6,994,000 |
-6,496,000 |
0.17% |
-$6.75M |
| SONIC AUTOMOTIVE INC REGD 144A P/P 4.87500000 |
8,329,000 |
7,407,000 |
-922,000 |
0.17% |
-$785.46K |
| Cushman & Wakefield U.S. Borrower, LLC |
7,495,000 |
6,664,000 |
-831,000 |
0.17% |
-$929.13K |
| HUDBAY MINERALS INC REGD 144A P/P 4.50000000 |
7,965,000 |
7,083,000 |
-882,000 |
0.17% |
-$869.51K |
| MVC Acquisition Corp. |
7,890,000 |
7,015,000 |
-875,000 |
0.16% |
-$829.40K |
| STX 9.625 12/01/32 144a |
7,001,685 |
6,223,685 |
-778,000 |
0.16% |
-$949.69K |
| Maya SAS/Paris France |
7,770,000 |
6,812,000 |
-958,000 |
0.16% |
-$970.77K |
| VMED O2 UK FINC. I 6.75% |
8,025,000 |
7,042,000 |
-983,000 |
0.16% |
-$1.18M |
| Clarios Global L.P./ Clarios US Finance Co. |
7,238,000 |
6,437,000 |
-801,000 |
0.16% |
-$771.10K |
| WR Grace Holdings LLC 7.38 03/01/2031 |
7,410,000 |
6,587,000 |
-823,000 |
0.16% |
-$699.96K |
| WESCO DISTRIBUTION INC REGD 144A P/P 6.62500000 |
7,132,000 |
6,341,000 |
-791,000 |
0.15% |
-$829.68K |
| CLEAR CHANNEL OUTDOOR HO REGD 144A P/P 7.75000000 |
11,602,000 |
6,603,000 |
-4,999,000 |
0.15% |
-$4.91M |
| WFRD 6.75 10/15/33 144A |
7,150,000 |
6,358,000 |
-792,000 |
0.15% |
-$723.66K |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 6.50 10/01/2031 |
7,158,000 |
6,365,000 |
-793,000 |
0.15% |
-$799.16K |
| ASBURY AUTOMOTIVE GROUP REGD SER WI 4.75000000 |
7,440,000 |
6,614,000 |
-826,000 |
0.15% |
-$763.71K |
| WESCO DISTRIBUTION INC REGD 144A P/P 6.37500000 |
7,083,000 |
6,297,000 |
-786,000 |
0.15% |
-$826.57K |
| Pebblebrook Hotel Trust, Convertible |
6,705,000 |
6,605,000 |
-100,000 |
0.15% |
-$15.18K |
| WESCO Distribution Inc |
7,036,000 |
6,255,000 |
-781,000 |
0.15% |
-$804.51K |
| IQVIA INC REGD 144A P/P 6.50000000 |
6,763,000 |
6,103,000 |
-660,000 |
0.15% |
-$702.81K |
| CLF 7.625 01/15/34 144A |
6,785,000 |
6,033,000 |
-752,000 |
0.15% |
-$736.64K |
| LEEWARD RENEWABL REGD 144A P/P 4.25000000 |
7,328,000 |
6,518,000 |
-810,000 |
0.15% |
-$686.72K |
| XPLR Infrastructure Operating Partners LP 8.63 03/15/2033 |
6,735,000 |
5,988,000 |
-747,000 |
0.15% |
-$786.60K |
| PR 5.875 07/01/29 144A |
7,038,000 |
6,257,000 |
-781,000 |
0.15% |
-$768.17K |
| NRG ENERGY INC REGD 144A P/P 6.25000000 |
6,750,000 |
6,002,000 |
-748,000 |
0.14% |
-$789.99K |
| P&L DEV. LLC / PLD FI PIK |
6,642,587 |
6,009,492 |
-633,095 |
0.14% |
-$695.76K |
| Clear Channel Outdoor Holdings, Inc. |
5,953,000 |
5,868,000 |
-85,000 |
0.14% |
-$21.61K |
| First Quantum Minerals Ltd |
6,310,000 |
5,695,000 |
-615,000 |
0.14% |
-$595.85K |
| BOMBARDIER INC REGD 144A P/P 7.00000000 |
5,850,000 |
5,765,000 |
-85,000 |
0.14% |
-$90.34K |
| JH North America Holdings Inc. |
6,650,000 |
5,911,000 |
-739,000 |
0.14% |
-$771.25K |
| Restaurant Brands International Limited Partnership |
6,797,000 |
6,044,000 |
-753,000 |
0.14% |
-$705.37K |
| Global Partners L.P./ GLP Finance Corp. |
6,581,000 |
5,854,000 |
-727,000 |
0.14% |
-$680.94K |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer |
6,503,000 |
5,784,000 |
-719,000 |
0.14% |
-$741.31K |
| Amneal Pharmaceuticals LLC |
6,346,000 |
5,642,000 |
-704,000 |
0.14% |
-$713.44K |
| BUILDERS FIRSTSOURCE INC REGD 144A P/P 5.00000000 |
6,706,000 |
5,962,000 |
-744,000 |
0.14% |
-$700.52K |
| Maya |
6,145,000 |
5,546,000 |
-599,000 |
0.14% |
-$659.01K |
| MHED 7 3/8 09/01/31 |
6,300,000 |
5,601,000 |
-699,000 |
0.14% |
-$579.39K |
| UNSEAM 6.875 06/15/30 144A |
6,290,000 |
5,592,000 |
-698,000 |
0.14% |
-$647.41K |
| KEN GARFF AUTOMOTIVE LLC REGD 144A P/P 4.87500000 |
6,394,000 |
5,685,000 |
-709,000 |
0.13% |
-$641.28K |
| SABLE INTL FIN LTD 7.125% 10/15/2032 144A |
6,116,000 |
5,519,000 |
-597,000 |
0.13% |
-$540.36K |
| USLBMH 6.25 01/15/29 144A |
6,695,000 |
5,952,000 |
-743,000 |
0.13% |
-$611.34K |
| PRESTIGE BRANDS INC REGD 144A P/P 3.75000000 |
6,484,000 |
5,767,000 |
-717,000 |
0.13% |
-$625.96K |
| PETSMART LLC/PETSMART FI SR SECURED 144A 09/32 7.5 |
5,805,000 |
5,239,000 |
-566,000 |
0.13% |
-$429.12K |
| WRANGLER HOLDCO CORP REGD 144A P/P 6.62500000 |
5,780,000 |
5,141,000 |
-639,000 |
0.12% |
-$692.43K |
| STANDARD INDUSTR INC/NJ SR UNSECURED 144A 08/32 6.5 |
5,780,000 |
5,141,000 |
-639,000 |
0.12% |
-$643.14K |
| CZR 7 02/15/30 144A |
5,770,000 |
5,132,000 |
-638,000 |
0.12% |
-$638.65K |
| BOMBARDIER INC SR UNSECURED 144A 11/30 8.75 |
5,005,000 |
4,930,000 |
-75,000 |
0.12% |
-$114.68K |
| CSC HOLDINGS LLC REGD 144A P/P 3.37500000 |
10,446,000 |
8,749,000 |
-1,697,000 |
0.12% |
-$1.11M |
| K HOVNANIAN ENTS. I 8.00% |
5,700,000 |
5,069,000 |
-631,000 |
0.12% |
-$631.48K |
| CRASHC 8 3/4 02/15/29 |
6,016,000 |
5,349,000 |
-667,000 |
0.12% |
-$645.07K |
| ASHWOO 4.625 08/01/29 144A |
6,087,000 |
5,413,000 |
-674,000 |
0.12% |
-$579.18K |
| M/I HOMES INC REGD 4.95000000 |
5,827,000 |
5,184,000 |
-643,000 |
0.12% |
-$638.15K |
| CRASHC TL B 1L USD |
5,455,062 |
5,441,252 |
-13,810 |
0.12% |
$20.35K |
| CSC HOLDINGS LLC REGD 144A P/P 11.75000000 |
8,299,000 |
6,909,000 |
-1,390,000 |
0.12% |
-$1.52M |
| TransDigm, Inc. |
5,490,000 |
4,880,000 |
-610,000 |
0.12% |
-$621.78K |
| NGL Energy Operating LLC / NGL Energy Finance Corp |
5,395,000 |
4,799,000 |
-596,000 |
0.12% |
-$543.62K |
| FERRELLGAS LP/FERRELLGAS REGD 144A P/P 9.25000000 |
5,410,000 |
4,812,000 |
-598,000 |
0.12% |
-$485.72K |
| LITHIA MOTORS INC SR UNSECURED 144A 06/29 3.875 |
5,779,000 |
5,140,000 |
-639,000 |
0.12% |
-$548.51K |
| MOLINA HEALTHCARE INC SR UNSECURED 144A 01/33 6.25 |
5,454,000 |
4,852,000 |
-602,000 |
0.11% |
-$605.95K |
| EMRLD Borrower L.P., Incremental Term Loan B |
4,895,103 |
4,882,835 |
-12,268 |
0.11% |
-$1.45K |
| UNSEAM 7.875 02/15/31 144A |
5,200,000 |
4,623,000 |
-577,000 |
0.11% |
-$551.65K |
| T/L LUMEN TECHNOLOGIES INC REGD ZCP TERM LOAN 0.00000000 |
4,792,254 |
4,780,009 |
-12,245 |
0.11% |
$1.23K |
| NOVELIS CORP REGD 144A P/P 3.87500000 |
5,839,000 |
5,195,000 |
-644,000 |
0.11% |
-$597.01K |
| ALTICE FING SA 5% 01/15/2028 144A |
7,164,000 |
6,465,000 |
-699,000 |
0.11% |
-$647.15K |
| BWX TECHS. INC 4.125% |
7,395,000 |
4,747,000 |
-2,648,000 |
0.11% |
-$2.57M |
| CLH 6 3/8 02/01/31 |
5,106,000 |
4,543,000 |
-563,000 |
0.11% |
-$580.85K |
| CAR 8 3/8 06/15/32 |
5,045,000 |
4,488,000 |
-557,000 |
0.11% |
-$552.63K |
| INTERNATIONAL GAME TECHNOLOGY PLC |
5,036,000 |
4,545,000 |
-491,000 |
0.11% |
-$486.50K |
| EW Scripps Co. (The), First Lien, Term Loan, B2 |
5,339,619 |
4,447,864 |
-891,755 |
0.11% |
-$920.50K |
| FMCN 7.25 02/15/34 144A |
4,730,000 |
4,269,000 |
-461,000 |
0.10% |
-$427.73K |
| GLOBAL PARTNERS LP SR UNSEC 6.875% 01-15-29 |
4,945,000 |
4,398,000 |
-547,000 |
0.10% |
-$535.00K |
| PETSMART LLC/PETSMART FI REGD 144A P/P 10.00000000 |
4,745,000 |
4,282,000 |
-463,000 |
0.10% |
-$317.61K |
| HUDBAY MINERALS INC REGD 144A P/P 6.12500000 |
4,833,000 |
4,297,000 |
-536,000 |
0.10% |
-$557.51K |
| AXON ENT. INC 6.125% |
4,720,000 |
4,200,000 |
-520,000 |
0.10% |
-$531.53K |
| CIENA CORP REGD 144A P/P 4.00000000 |
9,564,000 |
4,405,000 |
-5,159,000 |
0.10% |
-$4.95M |
| Venture Global LNG, Inc. |
10,494,000 |
4,731,000 |
-5,763,000 |
0.10% |
-$5.65M |