| State Street Navigator Securities Lending Portfolio II |
32,410 |
13,864,469 |
13,832,059 |
2.75% |
$13.83M |
| Energy Transfer LP |
9,229,000 |
9,989,000 |
760,000 |
1.96% |
$670.46K |
| Matador Resources Co |
9,024,000 |
9,784,000 |
760,000 |
1.94% |
$757.20K |
| Jazz Securities DAC |
7,094,000 |
7,694,000 |
600,000 |
1.49% |
$506.91K |
| OLYMPUS WTR US HLDG CORP SR UNSECURED 144A 10/29 6.25 |
7,185,000 |
7,785,000 |
600,000 |
1.46% |
$365.55K |
| Freedom Mortgage Holdings LLC |
6,615,000 |
7,175,000 |
560,000 |
1.45% |
$188.50K |
| Global Aircraft Leasing Co., Ltd. |
6,665,000 |
7,169,000 |
504,000 |
1.44% |
$361.31K |
| California Buyer Ltd. / Atlantica Sustainable Infrastructure PLC |
6,866,000 |
7,426,000 |
560,000 |
1.44% |
$378.43K |
| Smyrna Ready Mix Concrete LLC |
6,676,000 |
7,236,000 |
560,000 |
1.42% |
$474.57K |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp |
7,773,000 |
8,413,000 |
640,000 |
1.42% |
$472.85K |
| Carvana Co |
6,374,000 |
6,894,000 |
520,000 |
1.42% |
$490.69K |
| Lightning Power LLC |
6,336,000 |
6,856,000 |
520,000 |
1.41% |
$389.27K |
| Credit Acceptance Corp |
6,174,000 |
6,694,000 |
520,000 |
1.37% |
$483.41K |
| Venture Global LNG, Inc. |
5,830,000 |
6,310,000 |
480,000 |
1.35% |
$780.31K |
| UBS Group AG |
6,364,000 |
6,884,000 |
520,000 |
1.35% |
$314.34K |
| First Quantum Minerals Ltd |
5,948,000 |
6,428,000 |
480,000 |
1.33% |
$348.10K |
| McAfee Corp |
7,227,000 |
7,827,000 |
600,000 |
1.28% |
$164.09K |
| Ellington Financial Operating Partnership LLC |
6,067,000 |
6,587,000 |
520,000 |
1.26% |
$228.69K |
| EquipmentShare.com Inc |
5,645,000 |
6,125,000 |
480,000 |
1.25% |
$402.34K |
| Chobani LLC / Chobani Finance Corp Inc |
5,623,000 |
6,103,000 |
480,000 |
1.24% |
$370.92K |
| Sunoco LP |
5,776,000 |
6,256,000 |
480,000 |
1.23% |
$411.41K |
| Digicel International Finance Ltd / Difl US LLC |
5,597,000 |
6,077,000 |
480,000 |
1.23% |
$375.12K |
| Arbor Realty SR Inc |
6,135,000 |
6,655,000 |
520,000 |
1.22% |
$292.17K |
| Kioxia Holdings Corp. |
5,450,000 |
5,890,000 |
440,000 |
1.20% |
$386.57K |
| Caesars Entertainment Inc |
5,641,000 |
6,121,000 |
480,000 |
1.20% |
$270.96K |
| OneMain Finance Corp. |
6,115,000 |
6,635,000 |
520,000 |
1.19% |
$260.00K |
| Endo Finance Holdings, Inc. |
5,264,000 |
5,704,000 |
440,000 |
1.18% |
$408.77K |
| Sinclair Television Group, Inc. |
5,401,000 |
5,841,000 |
440,000 |
1.18% |
$296.79K |
| Maxim Crane Works Holdings Capital LLC |
5,258,000 |
5,698,000 |
440,000 |
1.18% |
$344.24K |
| Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC |
5,745,000 |
6,225,000 |
480,000 |
1.16% |
$512.02K |
| CONCENTRA HEALTH SERVICES INC COMPANY GUAR 144A 07/32 6.875 |
4,935,000 |
5,335,000 |
400,000 |
1.09% |
$354.62K |
| TMS International Corp/DE |
5,168,000 |
5,608,000 |
440,000 |
1.07% |
$417.46K |
| AmeriTex HoldCo Intermediate LLC |
4,726,000 |
5,126,000 |
400,000 |
1.05% |
$311.73K |
| TrueNoord Capital DAC |
4,674,000 |
5,074,000 |
400,000 |
1.03% |
$244.10K |
| Cinemark USA Inc |
4,811,000 |
5,211,000 |
400,000 |
1.02% |
$355.98K |
| VOLTAGRID LLC SECURED 144A 11/30 7.375 |
4,539,000 |
4,899,000 |
360,000 |
1.00% |
$562.74K |
| B&G Foods Inc |
4,735,000 |
5,135,000 |
400,000 |
1.00% |
$397.84K |
| EchoStar Corp |
4,226,962 |
4,576,282 |
349,320 |
0.98% |
$269.35K |
| TransDigm Inc |
4,441,000 |
4,801,000 |
360,000 |
0.96% |
$237.80K |
| Adams Homes Inc |
4,324,000 |
4,684,000 |
360,000 |
0.96% |
$314.87K |
| Victra Holdings LLC / Victra Finance Corp |
4,270,000 |
4,630,000 |
360,000 |
0.95% |
$300.40K |
| Veritiv Operating Co |
4,254,000 |
4,614,000 |
360,000 |
0.95% |
$221.13K |
| ALTICE SA SR SECURED 144A 11/29 9.5 |
4,361,530 |
4,673,524 |
311,994 |
0.94% |
$236.22K |
| Watco Cos LLC / Watco Finance Corp |
4,226,000 |
4,586,000 |
360,000 |
0.93% |
$283.97K |
| DISH Network Corp |
4,086,000 |
4,406,000 |
320,000 |
0.90% |
$286.63K |
| NCR Atleos Corp |
3,869,000 |
4,189,000 |
320,000 |
0.89% |
$284.76K |
| HA SUST INF CAP |
2,605,000 |
4,249,000 |
1,644,000 |
0.87% |
$1.67M |
| BARCLAYS PLC REGD V/R /PERP/ 8.00000000 |
3,888,000 |
4,208,000 |
320,000 |
0.86% |
$205.88K |
| Directv Financing LLC / Directv Financing Co-Obligor Inc. |
3,032,000 |
4,185,000 |
1,153,000 |
0.85% |
$1.17M |
| Garda World Security Corp |
3,913,000 |
4,233,000 |
320,000 |
0.84% |
$250.04K |
| LifePoint Health Inc |
3,540,000 |
3,820,000 |
280,000 |
0.81% |
$236.92K |
| K Hovnanian Enterprises Inc |
3,586,000 |
3,866,000 |
280,000 |
0.76% |
$178.64K |
| Park River Holdings Inc |
3,406,000 |
3,686,000 |
280,000 |
0.73% |
$157.41K |
| Specialty Building Products Holdings LLC / SBP Finance Corp |
3,283,000 |
4,216,000 |
933,000 |
0.73% |
$457.14K |
| NRG Energy Inc |
3,401,000 |
3,681,000 |
280,000 |
0.72% |
$201.49K |
| NRG Energy Inc |
3,401,000 |
3,681,000 |
280,000 |
0.72% |
$195.44K |
| LVLT 8.5 01/15/36 144A |
2,610,000 |
3,253,360 |
643,360 |
0.67% |
$722.00K |
| Garda World Security Corp |
3,204,000 |
3,484,000 |
280,000 |
0.66% |
$174.02K |
| Wynn Macau Ltd |
2,903,000 |
3,143,000 |
240,000 |
0.61% |
$185.17K |
| Vistra Corp. |
2,767,000 |
3,007,000 |
240,000 |
0.60% |
$195.53K |
| Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc |
2,777,000 |
3,017,000 |
240,000 |
0.57% |
$186.31K |
| Clydesdale Acquisition Holdings Inc |
2,516,000 |
2,716,000 |
200,000 |
0.51% |
-$17.41K |
| Discovery Communications LLC |
2,458,000 |
2,658,000 |
200,000 |
0.51% |
$183.86K |
| BARCLAYS PLC REGD V/R /PERP/ 7.62500000 |
2,310,000 |
2,510,000 |
200,000 |
0.50% |
$69.64K |
| American Airlines Inc/AAdvantage Loyalty IP Ltd |
2,346,446 |
2,540,366 |
193,920 |
0.50% |
$136.99K |
| Venture Global LNG, Inc. |
2,287,000 |
2,487,000 |
200,000 |
0.49% |
$671.05K |
| WYNN RESORTS FIN LLC / CAP CORP 6.25% 03/15/2033 144A |
2,265,000 |
2,465,000 |
200,000 |
0.48% |
$123.45K |
| Grupo Aeromexico SAB de CV |
2,271,000 |
2,471,000 |
200,000 |
0.47% |
$53.63K |
| Global Medical Response Inc |
2,075,000 |
2,235,000 |
160,000 |
0.46% |
$164.21K |
| MAUSER PACKAGING SOLUT SR SECURED 144A 04/30 7.875 |
1,996,000 |
2,156,000 |
160,000 |
0.43% |
$175.75K |
| Cinemark USA Inc |
1,909,000 |
2,069,000 |
160,000 |
0.42% |
$144.90K |
| Fiesta Purchaser Inc |
1,858,000 |
2,018,000 |
160,000 |
0.41% |
$116.74K |
| WarnerMedia Holdings, Inc. |
2,735,000 |
2,975,000 |
240,000 |
0.39% |
$35.19K |
| Clydesdale Acquisition Holdings Inc |
1,909,000 |
2,069,000 |
160,000 |
0.38% |
-$10.31K |
| Directv Financing LLC / Directv Financing Co-Obligor Inc. |
1,537,000 |
1,657,000 |
120,000 |
0.33% |
$109.23K |
| Rfna LP |
1,566,000 |
1,686,000 |
120,000 |
0.32% |
$18.60K |
| PRIMBP 8 3/4 12/31/30 |
1,602,163 |
1,734,563 |
132,400 |
0.32% |
$21.46K |
| FRTITA 6.75 01/15/30 144A |
1,446,000 |
1,566,000 |
120,000 |
0.29% |
$87.91K |
| SHEARE 9.625 09/15/32 144A |
1,290,000 |
1,410,000 |
120,000 |
0.28% |
$84.10K |
| ZAYO TL 1L USD |
1,390,252 |
1,390,535 |
283 |
0.27% |
$47.53K |
| iHeartCommunications Inc |
1,230,000 |
1,350,000 |
120,000 |
0.24% |
$88.81K |
| Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC |
1,107,000 |
1,187,000 |
80,000 |
0.24% |
$118.50K |
| IHRT 7.75 08/15/30 144A |
1,320,827 |
1,429,987 |
109,160 |
0.23% |
-$17.24K |
| Directv Financing LLC |
953,000 |
1,033,000 |
80,000 |
0.20% |
$62.38K |
| OneMain Finance Corp |
938,000 |
1,018,000 |
80,000 |
0.20% |
$61.81K |
| Freedom Mortgage Holdings LLC |
965,000 |
1,045,000 |
80,000 |
0.19% |
-$19.55K |
| Kioxia Holdings Corp. |
868,000 |
948,000 |
80,000 |
0.19% |
$70.26K |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp |
841,000 |
921,000 |
80,000 |
0.18% |
$66.91K |
| Mercer International Inc |
1,454,000 |
1,574,000 |
120,000 |
0.16% |
-$108.84K |
| ARBOR REALTY SR INC REGD 144A P/P 8.50000000 |
557,000 |
597,000 |
40,000 |
0.12% |
$31.95K |
| Windstream Services LLC |
483,000 |
523,000 |
40,000 |
0.11% |
$48.61K |
| Olympus Water US Holding Corporation |
516,000 |
556,000 |
40,000 |
0.10% |
$15.49K |
| OneMain Finance Corp |
477,000 |
517,000 |
40,000 |
0.10% |
$34.89K |
| Venture Global LNG Inc |
440,000 |
480,000 |
40,000 |
0.10% |
$61.64K |
| Zayo Group Holdings Inc |
231,771 |
250,931 |
19,160 |
0.05% |
$29.28K |