| State Street Navigator Securities Lending Portfolio II |
15,857,544 |
13,777,701 |
-2,079,843 |
2.89% |
-$2.08M |
| Carnival Corp. |
3,335,000 |
2,840,000 |
-495,000 |
0.61% |
-$517.42K |
| MINERAL RESOURCES LTD SR UNSECURED 144A 04/31 7 |
3,100,000 |
2,640,000 |
-460,000 |
0.58% |
-$434.77K |
| MADISON IAQ LLC SR UNSECURED 144A 06/29 5.875 |
3,025,000 |
2,575,000 |
-450,000 |
0.54% |
-$392.42K |
| VIKING CRUISES LTD SR UNSECURED 144A 10/33 5.875 |
2,825,000 |
2,410,000 |
-415,000 |
0.51% |
-$428.56K |
| XPO INC REGD 144A P/P 7.12500000 |
2,725,000 |
2,320,000 |
-405,000 |
0.51% |
-$426.71K |
| QUIKRETE HOLDINGS INC SR SECURED 144A 03/32 6.375 |
2,970,000 |
2,300,000 |
-670,000 |
0.50% |
-$695.21K |
| MOLINA HEALTHCARE INC SR UNSECURED 144A 01/33 6.25 |
2,775,000 |
2,365,000 |
-410,000 |
0.50% |
-$411.45K |
| QXO BUILDING PRODUCTS SR SECURED 144A 04/32 6.75 |
2,585,000 |
2,205,000 |
-380,000 |
0.48% |
-$403.92K |
| POWSOL 6.75 09/15/32 144A |
2,640,000 |
2,155,000 |
-485,000 |
0.47% |
-$470.71K |
| SURGERY CENTER HOLDINGS REGD 144A P/P 7.25000000 |
2,485,000 |
2,115,000 |
-370,000 |
0.45% |
-$427.44K |
| Antero Midstream Partners L.P./ Antero Midstream Finance Corp. |
2,190,000 |
2,035,000 |
-155,000 |
0.44% |
-$153.31K |
| Medline Borrower, L.P. |
2,265,000 |
2,105,000 |
-160,000 |
0.44% |
-$147.74K |
| AMSTED INDUSTRIES REGD 144A P/P 6.37500000 |
2,390,000 |
2,035,000 |
-355,000 |
0.44% |
-$367.39K |
| XYZ 6.5 05/15/32 |
2,375,000 |
2,025,000 |
-350,000 |
0.44% |
-$360.31K |
| Cloud Software Group, Inc. |
2,255,000 |
2,095,000 |
-160,000 |
0.44% |
-$190.08K |
| Excelerate Energy L.P. |
2,270,000 |
1,935,000 |
-335,000 |
0.43% |
-$327.38K |
| WAND NEWCO 3 INC SR SECURED 144A 01/32 7.625 |
2,265,000 |
1,930,000 |
-335,000 |
0.43% |
-$337.93K |
| ARDAGH METAL PACKAGING SR UNSECURED 144A 09/29 4 |
2,490,000 |
2,120,000 |
-370,000 |
0.42% |
-$307.66K |
| NRG Energy Inc |
2,320,000 |
1,975,000 |
-345,000 |
0.42% |
-$364.32K |
| OLYMPUS WTR US HLDG CORP SR UNSECURED 144A 10/29 6.25 |
2,355,000 |
2,005,000 |
-350,000 |
0.41% |
-$333.59K |
| AMNTEC 7.25 08/01/32 144A |
2,020,000 |
1,855,000 |
-165,000 |
0.41% |
-$147.38K |
| HARVEST MIDSTREAM I LP SR UNSECURED 144A 09/28 7.5 |
2,230,000 |
1,900,000 |
-330,000 |
0.40% |
-$328.32K |
| VOLTAGRID LLC SECURED 144A 11/30 7.375 |
2,215,000 |
1,890,000 |
-325,000 |
0.40% |
-$338.56K |
| ALPHA GENERATION LLC SR UNSECURED 144A 10/32 6.75 |
2,160,000 |
1,840,000 |
-320,000 |
0.40% |
-$311.87K |
| HOWMID 7 3/8 07/15/32 |
2,090,000 |
1,780,000 |
-310,000 |
0.39% |
-$309.81K |
| Lightning Power LLC |
2,074,000 |
1,764,000 |
-310,000 |
0.39% |
-$319.31K |
| NRG Energy Inc |
2,180,000 |
1,855,000 |
-325,000 |
0.39% |
-$328.07K |
| SYNH TL B 1L USD |
1,871,690 |
1,866,940 |
-4,750 |
0.39% |
-$6.92K |
| Global Medical Response Inc |
2,045,000 |
1,775,000 |
-270,000 |
0.38% |
-$304.44K |
| ST 6.625 07/15/32 144A |
2,055,000 |
1,755,000 |
-300,000 |
0.38% |
-$305.94K |
| RGCARE 10 06/01/32 144A |
2,000,000 |
1,705,000 |
-295,000 |
0.38% |
-$328.47K |
| AMKR 5.875 10/01/33 144A |
2,215,000 |
1,750,000 |
-465,000 |
0.37% |
-$469.85K |
| HRI 7.25 06/15/33 144A |
1,969,000 |
1,679,000 |
-290,000 |
0.37% |
-$299.02K |
| STANDARD BUILDING SOLUTI SR UNSECURED 144A 08/33 6.25 |
2,035,000 |
1,735,000 |
-300,000 |
0.37% |
-$301.74K |
| Star Holdings |
2,425,000 |
1,760,000 |
-665,000 |
0.37% |
-$579.57K |
| NLSN 9.29% Secured Nts due 2029 144A |
1,970,000 |
1,680,000 |
-290,000 |
0.36% |
-$220.34K |
| Caturus Energy, LLC |
1,930,000 |
1,645,000 |
-285,000 |
0.36% |
-$252.20K |
| TGNR INTERMEDIATE HOLDIN SR UNSECURED 144A 10/29 5.5 |
2,025,000 |
1,725,000 |
-300,000 |
0.36% |
-$256.13K |
| EchoStar Corp |
2,315,000 |
1,555,000 |
-760,000 |
0.36% |
-$843.90K |
| CAPSTONE COPPER CORP REGD 144A P/P 6.75000000 |
1,925,000 |
1,640,000 |
-285,000 |
0.36% |
-$292.49K |
| Blackstone Mortgage Trust Inc |
1,680,000 |
1,565,000 |
-115,000 |
0.35% |
-$92.87K |
| VM CONSOLIDATED INC REGD 144A P/P 5.50000000 |
1,993,000 |
1,698,000 |
-295,000 |
0.35% |
-$301.25K |
| NGL Energy Operating LLC / NGL Energy Finance Corp |
1,885,000 |
1,605,000 |
-280,000 |
0.35% |
-$264.11K |
| MTW 9.25 10/01/31 144A |
1,797,000 |
1,532,000 |
-265,000 |
0.35% |
-$224.64K |
| CHTR 5 02/01/28 144A |
1,945,000 |
1,655,000 |
-290,000 |
0.34% |
-$279.59K |
| KALU 5.875 03/01/34 144A |
1,915,000 |
1,630,000 |
-285,000 |
0.34% |
-$265.88K |
| BLCOCN 8 3/8 10/01/28 |
1,845,000 |
1,570,000 |
-275,000 |
0.34% |
-$291.30K |
| PATRICK INDUSTRIES INC REGD 144A P/P 6.37500000 |
1,710,000 |
1,595,000 |
-115,000 |
0.34% |
-$111.07K |
| Level 3 Financing, Inc. |
2,115,000 |
1,570,000 |
-545,000 |
0.34% |
-$546.74K |
| CALDERYS FINANCING II LLC 144A 11.750000% 06/01/2028 |
1,730,000 |
1,563,125 |
-166,875 |
0.34% |
-$172.38K |
| LNW 6.25 10/01/33 144A |
2,540,000 |
1,590,000 |
-950,000 |
0.34% |
-$918.90K |
| SCIH SALT HOLDINGS INC REGD 144A P/P 6.62500000 |
1,875,000 |
1,600,000 |
-275,000 |
0.34% |
-$259.26K |
| Rogers Communications Inc. |
1,780,000 |
1,515,000 |
-265,000 |
0.33% |
-$316.46K |
| BUCKEYE PARTNERS LP SR UNSECURED 144A 02/30 6.75 |
1,765,000 |
1,500,000 |
-265,000 |
0.33% |
-$270.44K |
| NOVELIS INC |
1,755,000 |
1,500,000 |
-255,000 |
0.33% |
-$267.09K |
| CVT 8 06/15/30 144A |
2,085,000 |
1,670,000 |
-415,000 |
0.33% |
-$574.60K |
| Veritiv Operating Co |
2,185,000 |
1,445,000 |
-740,000 |
0.32% |
-$726.65K |
| WarnerMedia Holdings, Inc. |
2,065,000 |
1,755,000 |
-310,000 |
0.32% |
-$347.01K |
| Acrisure LLC / Acrisure Finance Inc. |
1,745,000 |
1,490,000 |
-255,000 |
0.32% |
-$262.23K |
| Cougar JV Subsidiary, LLC |
1,930,000 |
1,430,000 |
-500,000 |
0.32% |
-$528.84K |
| SLM CORP SR UNSECURED 01/30 6.5 |
1,735,000 |
1,480,000 |
-255,000 |
0.32% |
-$271.73K |
| Windstream Services LLC / Windstream Escrow Finance Corp. |
1,695,000 |
1,445,000 |
-250,000 |
0.32% |
-$217.17K |
| UNSEAM 7.875 02/15/31 144A |
1,650,000 |
1,405,000 |
-245,000 |
0.31% |
-$239.35K |
| BROPAR 5.875 04/15/29 144A |
1,720,000 |
1,465,000 |
-255,000 |
0.31% |
-$252.34K |
| RLJ LODGING TRUST, L.P. |
1,795,000 |
1,530,000 |
-265,000 |
0.30% |
-$243.15K |
| CORPBOND |
2,200,000 |
1,380,000 |
-820,000 |
0.30% |
-$832.26K |
| GOAT HOLDCO LLC SR SECURED 144A 02/32 6.75 |
2,200,000 |
1,400,000 |
-800,000 |
0.30% |
-$808.73K |
| Bell Canada |
1,610,000 |
1,370,000 |
-240,000 |
0.30% |
-$255.28K |
| TEX 6.25 10/15/32 144A |
1,480,000 |
1,400,000 |
-80,000 |
0.30% |
-$67.53K |
| CHURCHILL DOWNS INC REGD 144A P/P 6.75000000 |
1,630,000 |
1,390,000 |
-240,000 |
0.30% |
-$234.41K |
| PSDO 7.5 06/01/31 144A |
1,650,000 |
1,405,000 |
-245,000 |
0.30% |
-$289.34K |
| Six Flags Operations Inc. |
1,545,000 |
1,435,000 |
-110,000 |
0.30% |
-$132.64K |
| BKV UPSTREAM MIDSTREAM L REGD 144A P/P 7.50000000 |
1,635,000 |
1,395,000 |
-240,000 |
0.30% |
-$224.72K |
| PETSMART LLC/PETSMART FI SR SECURED 144A 09/32 7.5 |
1,540,000 |
1,375,000 |
-165,000 |
0.30% |
-$126.06K |
| CORPBOND |
1,610,000 |
1,370,000 |
-240,000 |
0.30% |
-$243.32K |
| HRI 7 06/15/30 144A |
1,565,000 |
1,335,000 |
-230,000 |
0.29% |
-$236.89K |
| PR 7 01/15/32 144A |
1,565,000 |
1,335,000 |
-230,000 |
0.29% |
-$224.13K |
| Taseko Mines Ltd |
1,545,000 |
1,315,000 |
-230,000 |
0.29% |
-$237.67K |
| Vistra Operations Co. LLC |
1,545,000 |
1,315,000 |
-230,000 |
0.29% |
-$241.05K |
| Necessity Retail REIT Inc (The) / American Finance Operating Partner, L.P. |
1,655,000 |
1,410,000 |
-245,000 |
0.29% |
-$242.43K |
| MWGAME 4.875 05/01/29 144A |
1,930,000 |
1,400,000 |
-530,000 |
0.29% |
-$498.13K |
| Provident Funding Associates L.P./ PFG Finance Corp. |
1,790,000 |
1,310,000 |
-480,000 |
0.29% |
-$512.22K |
| ALLIED UNVL HOLDCO LLC / ALLIED UNVL FIN CORP 6% 06/01/2029 144A |
1,985,000 |
1,375,000 |
-610,000 |
0.29% |
-$577.25K |
| CORPBOND |
1,555,000 |
1,325,000 |
-230,000 |
0.29% |
-$237.52K |
| NAVCOR 6.875 10/01/33 144A |
1,635,000 |
1,395,000 |
-240,000 |
0.28% |
-$260.12K |
| SKX 10 07/15/33 144a |
2,510,000 |
1,227,831 |
-1,282,169 |
0.28% |
-$1.34M |
| CHTR 4.25 02/01/31 144A |
1,725,000 |
1,470,000 |
-255,000 |
0.28% |
-$215.48K |
| ONEMAIN FIN. CORP 6.125% |
1,545,000 |
1,315,000 |
-230,000 |
0.28% |
-$222.66K |
| ADT SECURITY CORP/THE SR SECURED 144A 10/33 5.875 |
1,800,000 |
1,300,000 |
-500,000 |
0.28% |
-$508.13K |
| STWD 6.5 07/01/30 144A |
1,470,000 |
1,250,000 |
-220,000 |
0.27% |
-$227.17K |
| AHLSTROM HOLDING 3 OY 4.875% 02/04/2028 144A |
1,540,000 |
1,310,000 |
-230,000 |
0.27% |
-$202.16K |
| ACRISURE LLC / FIN INC SR UNSECURED 144A 02/29 8.25 |
1,445,000 |
1,230,000 |
-215,000 |
0.27% |
-$230.13K |
| Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC 5.60 01/15/2031 |
1,475,000 |
1,255,000 |
-220,000 |
0.27% |
-$209.67K |
| NCL Corp. Ltd. |
1,560,000 |
1,235,000 |
-325,000 |
0.27% |
-$337.36K |
| GENESIS ENERGY LP SR UNSEC 8.25% 01-15-29 |
1,415,000 |
1,205,000 |
-210,000 |
0.26% |
-$222.20K |
| LINDBLAD EXPEDITIONS LLC SR SECURED 144A 09/30 7 |
1,390,000 |
1,185,000 |
-205,000 |
0.26% |
-$178.61K |
| AZORRA FIN. LTD 7.75% |
1,365,000 |
1,165,000 |
-200,000 |
0.26% |
-$213.05K |
| USA PART/USA FIN |
1,380,000 |
1,175,000 |
-205,000 |
0.25% |
-$208.70K |
| REZI 6.5 07/15/32 144A |
1,405,000 |
1,195,000 |
-210,000 |
0.25% |
-$224.31K |
| FTAI Aviation Ltd |
1,345,000 |
1,145,000 |
-200,000 |
0.25% |
-$204.76K |
| KRC Materials, Inc. |
1,340,000 |
1,140,000 |
-200,000 |
0.25% |
-$216.72K |
| PFSI 6.875 02/15/33 144A |
1,365,000 |
1,160,000 |
-205,000 |
0.25% |
-$228.79K |
| Venture Global LNG, Inc. |
1,305,000 |
1,110,000 |
-195,000 |
0.25% |
-$222.52K |
| RGCARE 9.875 08/15/30 144A |
1,295,000 |
1,100,000 |
-195,000 |
0.25% |
-$217.98K |
| EMRLD Borrower L.P./ Emerald Co-Issuer Inc. |
1,335,000 |
1,140,000 |
-195,000 |
0.25% |
-$192.43K |
| NRG V10.25 PERP 144A |
1,255,000 |
1,070,000 |
-185,000 |
0.25% |
-$199.03K |
| AVEANNA HEALTHCARE TERM B 1LN 9/17/2032 |
1,180,000 |
1,177,050 |
-2,950 |
0.25% |
-$7.36K |
| HE 6 10/01/33 144A |
1,350,000 |
1,150,000 |
-200,000 |
0.24% |
-$197.37K |
| CROSSCOUNTRY INTER SR UNSECURED 144A 10/30 6.5 |
1,345,000 |
1,145,000 |
-200,000 |
0.24% |
-$195.24K |
| BUILDERS FIRSTSOURCE INC REGD 144A P/P 6.75000000 |
1,505,000 |
1,100,000 |
-405,000 |
0.24% |
-$424.49K |
| MIDCONTINENT COMMUNICATI SR UNSECURED 144A 08/32 8 |
1,680,000 |
1,190,000 |
-490,000 |
0.24% |
-$566.25K |
| ASCENT RES. UTICA 5.875% |
1,330,000 |
1,135,000 |
-195,000 |
0.24% |
-$183.41K |
| EnerSys |
1,295,000 |
1,100,000 |
-195,000 |
0.24% |
-$191.71K |
| PR 6.25 02/01/33 144A |
1,295,000 |
1,100,000 |
-195,000 |
0.24% |
-$184.41K |
| TransDigm Inc |
1,435,000 |
1,090,000 |
-345,000 |
0.24% |
-$358.90K |
| Zayo Group Holdings Inc |
1,637,161 |
1,147,161 |
-490,000 |
0.23% |
-$436.53K |
| TLN 6.5 02/01/36 144A |
1,275,000 |
1,090,000 |
-185,000 |
0.23% |
-$203.01K |
| ARCHROCK PARTNERS LP/FIN REGD 144A P/P 6.62500000 |
1,260,000 |
1,075,000 |
-185,000 |
0.23% |
-$180.61K |
| DEATIR 8 02/01/28 144A |
1,310,000 |
1,115,000 |
-195,000 |
0.23% |
-$158.08K |
| Global Aircraft Leasing Co., Ltd. |
1,260,000 |
1,075,000 |
-185,000 |
0.23% |
-$184.45K |
| ALPHA GENERATION LLC REGD 144A P/P 6.25000000 |
1,295,000 |
1,100,000 |
-195,000 |
0.23% |
-$202.91K |
| TLN 6.25 02/01/34 144A |
1,275,000 |
1,090,000 |
-185,000 |
0.23% |
-$202.78K |
| WR Grace Holdings LLC 7.38 03/01/2031 |
1,225,000 |
1,075,000 |
-150,000 |
0.23% |
-$130.03K |
| KODIAK GAS SERVS. L 6.75% |
1,245,000 |
1,060,000 |
-185,000 |
0.23% |
-$186.85K |
| LUNA 1.5 SARL REGD 144A P/P 12.00000000 |
1,210,000 |
1,035,000 |
-175,000 |
0.23% |
-$162.07K |
| Walker & Dunlop, Inc. |
1,440,000 |
1,065,000 |
-375,000 |
0.23% |
-$381.91K |
| KODIAK GAS SERVS. L 6.50% |
1,250,000 |
1,065,000 |
-185,000 |
0.23% |
-$190.06K |
| WR GRACE HOLDINGS LLC SR SECURED 144A 08/32 6.625 |
1,225,000 |
1,080,000 |
-145,000 |
0.23% |
-$109.16K |
| IHO VERWALTUNGS GMBH SR SECURED 144A 11/30 7.75 |
1,195,000 |
1,020,000 |
-175,000 |
0.22% |
-$165.65K |
| WR GRACE HOLDINGS LLC SR UNSECURED 144A 08/29 5.625 |
1,785,000 |
1,120,000 |
-665,000 |
0.22% |
-$562.99K |
| SFRFP 6.875 10/15/30 144A |
1,162,851 |
1,086,942 |
-75,909 |
0.22% |
-$68.64K |
| TRANSDIGM INC SR SECURED 144A 03/32 6.625 |
1,205,000 |
1,030,000 |
-175,000 |
0.22% |
-$181.07K |
| CLEAR CHANNEL OUTDOOR HO SR SECURED 144A 04/30 7.875 |
1,185,000 |
1,010,000 |
-175,000 |
0.22% |
-$178.92K |
| VENTURE GLOBAL LNG INC SR SECURED 144A 06/28 8.125 |
1,215,000 |
1,035,000 |
-180,000 |
0.22% |
-$192.08K |
| ZF North America Capital Inc 6.88 04/23/2032 |
1,585,000 |
1,060,000 |
-525,000 |
0.22% |
-$389.70K |
| Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer 5.88 10/01/2028 |
1,240,000 |
1,055,000 |
-185,000 |
0.22% |
-$183.88K |
| LCM Investments Holdings II, LLC |
1,175,000 |
1,000,000 |
-175,000 |
0.22% |
-$182.81K |
| NAVIENT CORP SR UNSECURED 03/29 5.5 |
1,435,000 |
1,075,000 |
-360,000 |
0.22% |
-$357.76K |
| WLSC 7.375 10/01/31 144A |
1,310,000 |
1,004,000 |
-306,000 |
0.22% |
-$324.28K |
| Garda World Security Corp |
1,185,000 |
1,010,000 |
-175,000 |
0.22% |
-$168.78K |
| Brandywine Operating Partnership, L.P. |
1,135,000 |
965,000 |
-170,000 |
0.22% |
-$196.13K |
| WBI Operations LLC |
1,200,000 |
1,025,000 |
-175,000 |
0.22% |
-$166.17K |
| BZH 7.5 03/15/31 144A |
1,520,000 |
1,010,000 |
-510,000 |
0.22% |
-$510.78K |
| TRIDENT TPI HOLDINGS INC REGD 144A P/P 12.75000000 |
1,300,000 |
1,025,000 |
-275,000 |
0.22% |
-$361.20K |
| Fair Isaac Corp. |
1,180,000 |
1,005,000 |
-175,000 |
0.21% |
-$177.09K |
| HILCRP 6 04/15/30 144A |
1,210,000 |
1,030,000 |
-180,000 |
0.21% |
-$166.51K |
| MIWIDO 5.5 02/01/30 144A |
1,335,000 |
1,040,000 |
-295,000 |
0.21% |
-$285.00K |
| CCO Holdings, LLC/CCO Holdings Capital Corp. |
1,175,000 |
1,000,000 |
-175,000 |
0.21% |
-$174.69K |
| SATS 6.75 11/30/30 |
1,534,264 |
984,264 |
-550,000 |
0.21% |
-$581.50K |
| GARDA WORLD SECURITY SR UNSECURED 144A 08/32 8.25 |
1,150,000 |
980,000 |
-170,000 |
0.21% |
-$168.75K |
| Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer |
1,140,000 |
970,000 |
-170,000 |
0.21% |
-$168.08K |
| BOMBARDIER INC SR UNSECURED 144A 07/31 7.25 |
1,100,000 |
940,000 |
-160,000 |
0.21% |
-$169.60K |
| Windstream Services LLC |
1,130,000 |
965,000 |
-165,000 |
0.21% |
-$131.64K |
| Olympus Water US Holding Corporation |
1,180,000 |
1,005,000 |
-175,000 |
0.21% |
-$156.71K |
| TKC HOLDINGS INC REGD 144A P/P 10.50000000 |
1,120,000 |
955,000 |
-165,000 |
0.21% |
-$169.64K |
| CRASHC TL B 1L USD |
1,057,567 |
1,054,890 |
-2,677 |
0.21% |
$4.02K |
| ROCKET MTGE. LLC / 4.00% |
1,250,000 |
1,065,000 |
-185,000 |
0.20% |
-$173.20K |
| BUILDERS FIRSTSOURCE INC REGD 144A P/P 6.37500000 |
1,110,000 |
945,000 |
-165,000 |
0.20% |
-$171.77K |
| TransDigm, Inc. |
1,115,000 |
950,000 |
-165,000 |
0.20% |
-$168.40K |
| WESCO DISTRIBUTION INC REGD 144A P/P 6.37500000 |
1,095,000 |
935,000 |
-160,000 |
0.20% |
-$170.28K |
| TEX 5 05/15/29 144A |
1,145,000 |
975,000 |
-170,000 |
0.20% |
-$151.83K |
| ROCKIES EXPRESS PIPELINE SR UNSECURED 144A 03/33 6.75 |
1,080,000 |
920,000 |
-160,000 |
0.20% |
-$159.97K |
| SHIFT4 PAYMENTS LLC / SHIFT4 P COMPANY GUAR 144A 08/32 6.75 |
2,070,000 |
950,000 |
-1,120,000 |
0.20% |
-$1.17M |
| FOCUS FINL. PARTNER 6.75% |
1,110,000 |
945,000 |
-165,000 |
0.20% |
-$176.62K |
| TRIVIUM PACK FIN |
1,265,000 |
880,000 |
-385,000 |
0.20% |
-$356.88K |
| Venture Global LNG, Inc. |
1,065,000 |
910,000 |
-155,000 |
0.20% |
-$175.44K |
| CCO Holdings, LLC/CCO Holdings Capital Corp. |
1,325,000 |
1,070,000 |
-255,000 |
0.20% |
-$218.26K |
| TRANSOCEAN LTD |
1,065,000 |
905,000 |
-160,000 |
0.20% |
-$142.16K |
| STANDARD INDUSTR INC/NJ SR UNSECURED 144A 08/32 6.5 |
1,080,000 |
920,000 |
-160,000 |
0.20% |
-$161.60K |
| CHTR 4.75 03/01/30 144A |
1,165,000 |
990,000 |
-175,000 |
0.20% |
-$162.01K |
| First Quantum Minerals Ltd |
1,080,000 |
880,000 |
-200,000 |
0.20% |
-$203.51K |
| HUB INTL. LTD 7.375% |
1,060,000 |
900,000 |
-160,000 |
0.20% |
-$155.85K |
| Select Medical Corp. |
1,595,000 |
970,000 |
-625,000 |
0.20% |
-$676.60K |
| MINERVA MERGER SUB INC |
2,325,000 |
970,000 |
-1,355,000 |
0.20% |
-$1.34M |
| UNITI GRP. LP / UNI 6.50% |
1,130,000 |
965,000 |
-165,000 |
0.20% |
-$119.05K |
| HOWDEN UK REFINANCE / US REGD 144A P/P 8.12500000 |
1,080,000 |
920,000 |
-160,000 |
0.20% |
-$177.25K |
| Six Flags Operations Inc. |
985,000 |
915,000 |
-70,000 |
0.20% |
-$65.20K |
| PFSI 5.75 09/15/31 144A |
1,110,000 |
945,000 |
-165,000 |
0.20% |
-$174.09K |
| CSC HOLDINGS LLC REGD 144A P/P 11.75000000 |
1,485,000 |
1,275,000 |
-210,000 |
0.19% |
-$243.40K |
| NORTHERN OIL + GAS INC SR UNSECURED 144A 10/33 7.875 |
1,080,000 |
920,000 |
-160,000 |
0.19% |
-$123.07K |
| Garda World Security Corp |
1,100,000 |
940,000 |
-160,000 |
0.19% |
-$148.08K |
| RHP Hotel Properties L.P./ RHP Finance Corp. |
1,030,000 |
880,000 |
-150,000 |
0.19% |
-$150.88K |
| MASTERBRAND INC REGD 144A P/P 7.00000000 |
1,025,000 |
875,000 |
-150,000 |
0.19% |
-$155.83K |
| MTDR 6.5 04/15/32 144A |
1,035,000 |
885,000 |
-150,000 |
0.19% |
-$143.39K |
| GOLAR LNG LTD SR UNSECURED 144A 10/30 7.5 |
1,865,000 |
900,000 |
-965,000 |
0.19% |
-$942.83K |
| TEP 6.75 03/15/34 144A |
1,570,000 |
885,000 |
-685,000 |
0.19% |
-$657.25K |
| ULTI 6.875 02/01/31 144A |
2,650,000 |
895,000 |
-1,755,000 |
0.19% |
-$1.83M |
| BOMBARDIER INC REGD 144A P/P 7.00000000 |
1,000,000 |
850,000 |
-150,000 |
0.19% |
-$157.63K |
| RCM 6.875 11/15/31 144A |
1,630,000 |
890,000 |
-740,000 |
0.19% |
-$773.77K |
| UWM HOLDINGS LLC REGD 144A P/P 6.62500000 |
1,030,000 |
880,000 |
-150,000 |
0.19% |
-$161.75K |
| WarnerMedia Holdings, Inc. |
1,480,000 |
1,260,000 |
-220,000 |
0.19% |
-$302.89K |
| ALBERTSONS COS/SAFEWAY SR UNSECURED 144A 03/33 6.25 |
1,010,000 |
860,000 |
-150,000 |
0.18% |
-$160.07K |
| CRASHC 8 3/4 02/15/29 |
1,060,000 |
905,000 |
-155,000 |
0.18% |
-$149.63K |
| WESCO DISTRIBUTION INC REGD 144A P/P 6.62500000 |
975,000 |
835,000 |
-140,000 |
0.18% |
-$146.58K |
| CACI International Inc. |
990,000 |
840,000 |
-150,000 |
0.18% |
-$157.79K |
| TRANSMONTAIGNE PARTNERS REGD 144A P/P 8.50000000 |
1,145,000 |
840,000 |
-305,000 |
0.18% |
-$326.41K |
| ASCRES 6.625 10/15/32 144A |
985,000 |
840,000 |
-145,000 |
0.18% |
-$133.95K |
| SCIENCE APPLICATIONS INT REGD 144A P/P 5.87500000 |
1,010,000 |
860,000 |
-150,000 |
0.18% |
-$140.26K |
| OPTICS BIDCO SPA 6.375% |
1,004,000 |
854,000 |
-150,000 |
0.18% |
-$125.81K |
| SM Energy Company |
990,000 |
840,000 |
-150,000 |
0.18% |
-$158.29K |
| Pebblebrook Hotel Trust |
995,000 |
845,000 |
-150,000 |
0.18% |
-$140.61K |
| DISH DBS CORP SR SECURED 144A 12/28 5.75 |
1,050,000 |
890,000 |
-160,000 |
0.18% |
-$147.63K |
| CENTURY ALUMINUM COMPANY REGD 144A P/P 6.87500000 |
1,545,000 |
830,000 |
-715,000 |
0.18% |
-$728.86K |
| Ellington Financial Operating Partnership LLC |
1,315,000 |
850,000 |
-465,000 |
0.18% |
-$459.34K |
| NOVELIS CORP REGD 144A P/P 4.75000000 |
1,035,000 |
885,000 |
-150,000 |
0.18% |
-$142.55K |
| AMYNTA BOR/WNTY |
1,410,000 |
840,000 |
-570,000 |
0.18% |
-$596.29K |
| USA PART/USA FIN |
995,000 |
845,000 |
-150,000 |
0.18% |
-$142.84K |
| ROCKIES EXPRESS PIPELINE REGD P/P 6.87500000 |
980,000 |
835,000 |
-145,000 |
0.18% |
-$155.62K |
| Group 1 Automotive, Inc. |
975,000 |
830,000 |
-145,000 |
0.18% |
-$142.50K |
| OPTICS BIDCO SPA |
979,000 |
839,000 |
-140,000 |
0.18% |
-$140.35K |
| LGI HOMES INC REGD 144A P/P 7.00000000 |
2,025,000 |
865,000 |
-1,160,000 |
0.18% |
-$1.10M |
| Venture Global Plaquemines LNG, LLC |
873,000 |
743,000 |
-130,000 |
0.17% |
-$156.58K |
| Fortescue Treasury Pty Ltd 6.13 04/15/2032 |
1,125,000 |
795,000 |
-330,000 |
0.17% |
-$345.98K |
| TRIVIUM PACK FIN |
1,020,000 |
773,000 |
-247,000 |
0.17% |
-$231.85K |
| Venture Global Plaquemines LNG, LLC |
872,000 |
742,000 |
-130,000 |
0.17% |
-$145.43K |
| STWD 6.5 10/15/30 144A |
915,000 |
780,000 |
-135,000 |
0.17% |
-$139.67K |
| NRG ENERGY INC REGD 144A P/P 6.00000000 |
925,000 |
790,000 |
-135,000 |
0.17% |
-$138.42K |
| Venture Global LNG Inc |
920,000 |
785,000 |
-135,000 |
0.17% |
-$141.60K |
| Nissan Motor Co., Ltd. |
1,000,000 |
850,000 |
-150,000 |
0.17% |
-$135.48K |
| USI INC/NY SR UNSECURED 144A 01/32 7.5 |
895,000 |
765,000 |
-130,000 |
0.17% |
-$125.79K |
| VSTJET 6.375% Sr Unsecured Nts due 2030 144A |
1,700,000 |
835,000 |
-865,000 |
0.17% |
-$849.64K |
| STWD 5.25 10/15/28 144A |
920,000 |
785,000 |
-135,000 |
0.17% |
-$134.21K |
| K HOVNANIAN ENTS. I 8.00% |
900,000 |
765,000 |
-135,000 |
0.16% |
-$135.82K |
| FMCN 7.25 02/15/34 144A |
870,000 |
740,000 |
-130,000 |
0.16% |
-$126.06K |
| Venture Global Plaquemines LNG, LLC |
870,000 |
740,000 |
-130,000 |
0.16% |
-$145.71K |
| NAVIENT CORP SR UNSECURED 06/32 7.875 |
1,055,000 |
760,000 |
-295,000 |
0.16% |
-$322.86K |
| BAUSCH HEALTH COS INC REGD 144A P/P 5.00000000 |
1,045,000 |
895,000 |
-150,000 |
0.16% |
-$148.87K |
| Cleveland-Cliffs Inc. |
875,000 |
745,000 |
-130,000 |
0.16% |
-$130.14K |
| Cleveland-Cliffs Inc. |
865,000 |
735,000 |
-130,000 |
0.16% |
-$124.45K |
| CQP HOLDCO LP/BIP-V CHIN REGD P/P 7.50000000 |
765,000 |
710,000 |
-55,000 |
0.16% |
-$64.45K |
| Venture Global Plaquemines LNG, LLC |
865,000 |
735,000 |
-130,000 |
0.16% |
-$143.27K |
| RAX TL B 1L USD |
772,106 |
770,147 |
-1,960 |
0.16% |
-$23.40K |
| Vistra Corp. |
875,000 |
745,000 |
-130,000 |
0.16% |
-$127.41K |
| CIACN 7.875 07/15/32 144A |
830,000 |
705,000 |
-125,000 |
0.16% |
-$116.05K |
| TransDigm, Inc. |
865,000 |
740,000 |
-125,000 |
0.16% |
-$128.39K |
| NCLH 5.875 01/15/31 144A |
1,050,000 |
750,000 |
-300,000 |
0.16% |
-$297.45K |
| WBI Operations LLC |
875,000 |
745,000 |
-130,000 |
0.16% |
-$122.85K |
| VF CORP |
960,000 |
820,000 |
-140,000 |
0.16% |
-$96.05K |
| Clear Channel Outdoor Holdings, Inc. |
825,000 |
700,000 |
-125,000 |
0.16% |
-$118.90K |
| JELD-WEN INC REGD 144A P/P 4.87500000 |
990,000 |
845,000 |
-145,000 |
0.16% |
-$220.32K |
| GOINSO 7.5 04/15/32 144A |
810,000 |
690,000 |
-120,000 |
0.15% |
-$109.13K |
| Cloud Software Group Inc |
1,310,000 |
730,000 |
-580,000 |
0.15% |
-$617.85K |
| MHED 7 3/8 09/01/31 |
825,000 |
700,000 |
-125,000 |
0.15% |
-$110.74K |
| TRANSOCEAN LTD |
845,000 |
720,000 |
-125,000 |
0.15% |
-$116.36K |
| TRANSOCEAN LTD |
845,000 |
720,000 |
-125,000 |
0.15% |
-$106.05K |
| Genesis Energy L.P./ Genesis Energy Finance Corp. |
822,000 |
702,000 |
-120,000 |
0.15% |
-$114.10K |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer |
830,000 |
705,000 |
-125,000 |
0.15% |
-$128.76K |
| Clear Channel Outdoor Holdings, Inc. |
825,000 |
700,000 |
-125,000 |
0.15% |
-$120.83K |
| CSC HOLDINGS LLC REGD 144A P/P 5.50000000 |
960,000 |
825,000 |
-135,000 |
0.15% |
-$162.59K |
| PFSI 7.125 11/15/30 144A |
830,000 |
705,000 |
-125,000 |
0.15% |
-$141.15K |
| TRAVEL + LEISURE CO SR SECURED 144A 09/33 6.125 |
845,000 |
720,000 |
-125,000 |
0.15% |
-$126.57K |
| IQVIA INC REGD 144A P/P 6.25000000 |
810,000 |
690,000 |
-120,000 |
0.15% |
-$127.36K |
| ACRISURE LLC / FIN INC SR SECURED 144A 07/32 6.75 |
815,000 |
695,000 |
-120,000 |
0.15% |
-$123.32K |
| Global Partners L.P./ GLP Finance Corp. |
1,960,000 |
695,000 |
-1,265,000 |
0.15% |
-$1.28M |
| United Parks And Resorts Inc. |
1,150,000 |
725,000 |
-425,000 |
0.15% |
-$419.17K |
| DORNOCH DEBT MERGER SUB REGD 144A P/P 6.62500000 |
865,000 |
795,000 |
-70,000 |
0.15% |
-$28.97K |
| TIHLLC 7 1/8 06/01/31 |
800,000 |
685,000 |
-115,000 |
0.15% |
-$121.28K |
| Maya |
815,000 |
695,000 |
-120,000 |
0.15% |
-$124.17K |
| VMED O2 UK FINC. I 4.75% |
900,000 |
765,000 |
-135,000 |
0.15% |
-$133.92K |
| PETSMART LLC/PETSMART FI REGD 144A P/P 10.00000000 |
895,000 |
670,000 |
-225,000 |
0.15% |
-$201.61K |
| Tallgrass Energy Partners L.P./ Tallgrass Energy Finance Corp. |
775,000 |
660,000 |
-115,000 |
0.14% |
-$113.66K |
| WLSC 6.625 06/15/29 144A |
775,000 |
660,000 |
-115,000 |
0.14% |
-$115.57K |
| MIK 7.875 05/01/29 144A |
760,000 |
700,000 |
-60,000 |
0.14% |
$15.12K |
| METIS MERGER SUB |
790,000 |
675,000 |
-115,000 |
0.14% |
-$107.80K |
| HWDGRP 7.25 02/15/31 144A |
765,000 |
650,000 |
-115,000 |
0.14% |
-$116.20K |
| US FOODS INC SR UNSECURED 144A 04/33 5.75 |
775,000 |
660,000 |
-115,000 |
0.14% |
-$113.79K |
| SHEA HOMES LTD PARTNERSHP/CORP 4.75% 02/15/2028 |
785,000 |
670,000 |
-115,000 |
0.14% |
-$108.58K |
| Jane Street Group / JSG Finance Inc. |
745,000 |
635,000 |
-110,000 |
0.14% |
-$114.13K |
| CSC HOLDINGS LLC REGD 144A P/P 11.25000000 |
890,000 |
830,000 |
-60,000 |
0.14% |
-$115.64K |
| UNSEAM 6.875 06/15/30 144A |
755,000 |
640,000 |
-115,000 |
0.14% |
-$109.91K |
| Energy Transfer LP |
775,000 |
660,000 |
-115,000 |
0.14% |
-$107.95K |
| Venture Global LNG Inc |
760,000 |
645,000 |
-115,000 |
0.14% |
-$120.11K |
| POWBUY 8.5 02/15/31 144A |
925,000 |
790,000 |
-135,000 |
0.13% |
-$156.12K |
| CELANESE US HLDS |
650,000 |
605,000 |
-45,000 |
0.13% |
-$21.40K |
| CRGYFN 7 3/8 01/15/33 |
770,000 |
655,000 |
-115,000 |
0.13% |
-$93.36K |
| OneMain Finance Corp. |
725,000 |
620,000 |
-105,000 |
0.13% |
-$102.08K |
| DISH DBS CORP REGD 5.12500000 |
765,000 |
710,000 |
-55,000 |
0.13% |
-$32.04K |
| Rocket Cos., Inc. |
710,000 |
605,000 |
-105,000 |
0.13% |
-$111.96K |
| SM ENERGY CO SR UNSECURED 144A 08/32 7 |
730,000 |
625,000 |
-105,000 |
0.13% |
-$87.53K |
| Jane Street Group / JSG Finance Inc. |
660,000 |
615,000 |
-45,000 |
0.13% |
-$45.22K |
| OneMain Finance Corp |
645,000 |
600,000 |
-45,000 |
0.13% |
-$46.63K |
| ALBERTSONS COS/SAFEWAY REGD 144A P/P 5.50000000 |
665,000 |
620,000 |
-45,000 |
0.13% |
-$49.16K |
| MIK 5.25 05/01/28 144A |
670,000 |
625,000 |
-45,000 |
0.13% |
-$7.45K |
| SM Energy Company |
665,000 |
565,000 |
-100,000 |
0.13% |
-$95.50K |
| ZF NORTH AMERICA CAPITAL INC COMPANY GUAR 144A 04/30 6.75 |
715,000 |
610,000 |
-105,000 |
0.13% |
-$69.01K |
| JH North America Holdings Inc. |
645,000 |
600,000 |
-45,000 |
0.13% |
-$50.16K |
| Discovery Communications LLC |
665,000 |
620,000 |
-45,000 |
0.13% |
-$41.03K |
| CSC HOLDINGS LLC REGD 144A P/P 5.37500000 |
865,000 |
805,000 |
-60,000 |
0.13% |
-$116.51K |
| Level 3 Financing, Inc. |
675,000 |
575,000 |
-100,000 |
0.12% |
-$98.86K |
| CRGYFN 8 3/8 01/15/34 |
685,000 |
585,000 |
-100,000 |
0.12% |
-$79.44K |
| Genesis Energy L.P./ Genesis Energy Finance Corp. |
610,000 |
565,000 |
-45,000 |
0.12% |
-$40.35K |
| NCLH 6.25 09/15/33 144A |
630,000 |
585,000 |
-45,000 |
0.12% |
-$48.96K |
| SM ENERGY CO 144A LIFE SR UNSEC 8.625% 11-01-30 |
595,000 |
555,000 |
-40,000 |
0.12% |
-$28.15K |
| ASHLAND INC SR UNSECURED 05/43 6.875 |
595,000 |
555,000 |
-40,000 |
0.12% |
-$31.55K |
| ROCKIES EXPRESS PIPELINE SR UNSECURED 144A 07/38 7.5 |
570,000 |
530,000 |
-40,000 |
0.12% |
-$37.99K |
| Rocket Cos., Inc. |
660,000 |
565,000 |
-95,000 |
0.12% |
-$102.34K |
| PFGC 6.125 09/15/32 144A |
600,000 |
560,000 |
-40,000 |
0.12% |
-$40.87K |
| US FOODS INC REGD 144A P/P 7.25000000 |
580,000 |
540,000 |
-40,000 |
0.12% |
-$41.94K |
| CHS/Community Health Systems, Inc. |
645,000 |
600,000 |
-45,000 |
0.12% |
-$38.86K |