PIMCO High Yield Instl2024-06-30
Security Name % Net Assets Number Of Shares Market Value (USD)
United States Treasury Notes 4.25% 2.45861 200,000,000 198,148,438
2 Year Treasury Note Future Sept 24 2.31353 913 186,455,285
United States Treasury Notes 3.625% 2.11647 174,100,000 170,573,794
United States Treasury Notes 4.25% 2.05615 167,100,000 165,712,114
PIMCO Sr Ln Actv ETF 1.08342 1,706,900 87,316,470
Venture Global LNG Inc. 8.375% 0.93535 72,625,000 75,383,007
Ultra 10 Year US Treasury Note Future Sept 24 0.88277 628 71,145,531
Medline Borrower LP 3.875% 0.62841 54,950,000 50,645,475
United States Treasury Notes 4.5% 0.61671 50,000,000 49,703,125
Jane Street Group LLC / JSG Finance Inc. 7.125% 0.51891 40,750,000 41,820,878
Newmark Group Inc 7.5% 0.49276 38,600,000 39,712,992
1011778 B.C. Unlimited Liability Company / New Red Finance, Inc. 4% 0.47986 43,900,000 38,673,271
Valaris Ltd. 8.375% 0.43580 33,900,000 35,123,044
Imola Merger Corp. 4.75% 0.43362 37,350,000 34,947,151
Carnival Corporation 4% 0.43318 37,150,000 34,911,441
Allegiant Travel Company 7.25% 0.42618 36,050,000 34,347,056
Burford Capital Global Finance LLC 9.25% 0.40564 31,025,000 32,692,315
Tibco Software Inc 6.5% 0.39352 33,000,000 31,714,970
SOTERA HEALTH TL B 1L TSFR1M 0.38759 31,250,000 31,237,031
Equitrans Midstream Corporation 4.5% 0.38233 32,625,000 30,813,040
AAdvantage Loyalty IP Ltd/ American Airlines Inc 5.75% 0.38061 31,500,000 30,674,818
Olympus Water US Holding Corp. 4.25% 0.36656 32,431,000 29,542,072
Truist Insurance Holdings LLC & Panther Co-Issuer Inc. 7.125% 0.35292 28,100,000 28,442,932
Bausch Plus Lomb Corp. 8.375% 0.34816 27,375,000 28,059,375
LifePoint Health, Inc 11% 0.34038 24,870,000 27,432,058
Endeavor Energy Resources LP and EER Finance Inc. 5.75% 0.34025 27,150,000 27,422,070
CCO Holdings, LLC/ CCO Holdings Capital Corp. 4.75% 0.33878 31,500,000 27,303,149
Block Inc 6.5% 0.33740 26,800,000 27,192,353
CQP Holdco LP & Bip-V Chinook Holdco LLC 5.5% 0.33699 28,630,000 27,159,589
Sirius Xm Radio Inc 4% 0.33407 29,775,000 26,923,993
Noble Finance II LLC. 8% 0.33391 25,839,000 26,910,983
Davita Inc 4.625% 0.33331 29,700,000 26,862,741
Victorias Secret and Co 4.625% 0.33329 32,275,000 26,860,749
Newfold Digital Holdings Group Inc. 11.75% 0.32952 25,600,000 26,557,414
The Gap Inc 3.625% 0.32667 30,379,000 26,327,243
Organon & Co 5.125% 0.32465 29,100,000 26,165,036
HAT Holdings I LLC and HAT Holdings II LLC 8% 0.32191 24,925,000 25,944,133
Tenet Healthcare Corporation 6.125% 0.32083 26,000,000 25,856,937
Cargo Aircraft Management Inc 4.75% 0.31781 27,579,000 25,613,326
COHESITY BRIDGE LOAN TSFR3M 0.31392 25,300,000 25,300,000
Organon & Co 4.125% 0.31344 27,175,000 25,261,644
CCO Holdings, LLC/ CCO Holdings Capital Corp. 4.5% 0.30700 29,200,000 24,742,226
Intelsat Jackson Holdings SA 6.5% 0.30587 26,425,000 24,651,156
Calpine Corporation 3.75% 0.30486 27,775,000 24,569,418
OneMain Financial Corporation 9% 0.30103 22,975,000 24,260,842
Venture Global LNG Inc. 9.875% 0.29762 22,025,000 23,986,326
Bombardier Inc. 7.25% 0.29687 23,275,000 23,926,002
Telecom Italia S.p.A. 7.875% 0.28999 19,950,000 23,371,498
Service Properties Trust 8.375% 0.28932 23,700,000 23,317,509
Carnival Corporation 5.75% 0.28825 23,500,000 23,230,876
CCO Holdings, LLC/ CCO Holdings Capital Corp. 4.25% 0.28620 28,225,000 23,065,778
Intesa Sanpaolo S.p.A. 7.7% 0.28536 23,000,000 22,998,218
Embecta Corp. 5% 0.28492 27,850,000 22,962,325
GN Bondco LLC 9.5% 0.28219 24,375,000 22,742,670
Ultra US Treasury Bond Future Sept 24 0.27817 180 22,418,438
BCPE Empire Topco Inc 7.625% 0.27796 23,096,000 22,402,016
US Foods Inc 4.75% 0.27534 23,375,000 22,190,357
NCR Atleos Escrow Corp. 9.5% 0.27513 20,500,000 22,173,950
Intesa Sanpaolo S.p.A. 4.198% 0.27281 25,975,000 21,986,808
AAdvantage Loyalty IP Ltd/ American Airlines Inc 5.5% 0.26875 21,833,334 21,659,449
Rockcliff Energy II LLC 5.5% 0.26732 23,000,000 21,544,498
Mauser Packaging Solutions Holding Co. 7.875% 0.26610 21,000,000 21,446,066
Fortress Intermediate 3 Inc. 7.5% 0.26379 20,725,000 21,259,705
Encore Capital Group Inc. 8.5% 0.26337 20,825,000 21,225,777
Caesars Entertainment Inc New 6.5% 0.26152 20,960,000 21,076,517
Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer Inc 7% 0.25623 20,425,000 20,650,579
Vail Resorts, Inc. 6.5% 0.25348 20,175,000 20,428,862
Standard Buildings Solutions Inc. 3.375% 0.25227 24,100,000 20,331,247
UKG Inc. 6.875% 0.25144 20,000,000 20,264,800
LABL Inc 5.875% 0.25084 22,125,000 20,216,318
Bath & Body Works Inc 6.875% 0.25053 20,000,000 20,190,800
First Student Bidco Inc / First Transit Parent Inc. 4% 0.24901 22,250,000 20,068,254
Irb Holding Corp 7% 0.24843 20,000,000 20,021,560
Royal Caribbean Group 5.5% 0.24802 20,200,000 19,988,587
Freedom Mortgage Corporation 12.25% 0.24550 18,375,000 19,785,888
Neptune BidCo US Inc. 9.29% 0.24497 20,550,000 19,742,793
Triumph Group, Inc. 9% 0.24140 18,538,000 19,455,437
Civitas Resources Inc 8.75% 0.24047 18,075,000 19,380,015
Bombardier Inc. 8.75% 0.23931 17,825,000 19,287,238
Olympus Water US Holding Corp. 6.25% 0.23815 21,000,000 19,192,988
Directv Financing LLC/Directv Financing Co-Obligor Inc. 5.875% 0.23683 20,275,000 19,087,319
Directv Tl Tsfr1m 0.23587 19,069,495 19,009,903
Viking Cruises, Ltd. 9.125% 0.23535 17,500,000 18,967,806
HAT Holdings I LLC and HAT Holdings II LLC 3.375% 0.23386 19,968,000 18,847,934
Post Holdings Inc. 4.625% 0.23361 20,475,000 18,827,631
1011778 B.C. Unlimited Liability Company / New Red Finance, Inc. 3.875% 0.23264 20,000,000 18,749,198
PIMCO Preferred and Cp Sec Act Exc-Trd 0.23085 374,800 18,605,072
Clarivate Science Holdings Corp. 3.875% 0.23082 20,000,000 18,602,438
Royal Caribbean Group 5.375% 0.23076 18,875,000 18,597,951
Community Health Systems Incorporated 5.625% 0.22755 19,675,000 18,339,304
SBA Communications Corp. 3.125% 0.22698 20,500,000 18,293,431
United States Treasury Bills 0% 0.22693 18,300,000 18,289,288
Cable One Inc 4% 0.22691 24,475,000 18,287,218
Carnival Corporation 7.625% 0.22539 17,975,000 18,165,355
Churchill Downs Inc 4.75% 0.22503 18,975,000 18,135,705
Spirit IP Cayman Ltd / Spirit Loyalty Cayman Ltd 8% 0.22498 24,812,000 18,132,332
Equitrans Midstream Corporation 6.5% 0.22465 17,900,000 18,105,062
Cengage Learning Hldgs Ii Inc 9.5378% 0.22462 18,029,812 18,103,104
United Rentals (North America), Inc. 6.125% 0.22435 18,125,000 18,081,549
APi Group DE Inc 4.125% 0.22331 19,750,000 17,997,212
SS&C Technologies, Inc. 6.5% 0.22294 17,800,000 17,967,882
Arches Buyer Inc 4.25% 0.22186 20,000,000 17,880,790
The Gap Inc 3.875% 0.22168 21,375,000 17,865,888
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC / (Al 0.22132 18,449,000 17,836,643
VMED O2 UK Financing I PLC 7.75% 0.22056 18,200,000 17,775,778
Cleveland-Cliffs Inc 7% 0.22050 17,952,000 17,771,202
Sirius Xm Radio Inc 3.875% 0.21974 21,675,000 17,709,977
Equitrans Midstream Corporation 4.75% 0.21797 18,775,000 17,567,200
HUB International Ltd. 7.25% 0.21448 16,850,000 17,285,674
Uber Technologies Inc 4.5% 0.21292 17,975,000 17,160,098
Rand Parent LLC 8.5% 0.21063 16,750,000 16,975,304
Venture Global LNG Inc. 8.125% 0.20980 16,400,000 16,908,515
Clydesdale Acquisition Holdings Inc. 8.75% 0.20976 17,250,000 16,905,000
FTAI Aviation Ltd 7% 0.20957 16,515,000 16,889,857
CCO Holdings, LLC/ CCO Holdings Capital Corp. 5.125% 0.20956 17,575,000 16,888,802
U S Acute Care Solutions LLC 9.75% 0.20952 17,125,000 16,885,911
Univision Commmunications Inc. 4.5% 0.20882 20,000,000 16,829,704
GTCR W-2 Merger Sub LLC 7.5% 0.20844 16,100,000 16,798,775
Icahn Enterprises, L.P. / Icahn Enterprises Finance Corporation 6.25% 0.20822 16,900,000 16,781,100
Avantor Funding Inc 4.625% 0.20682 17,500,000 16,668,204
Albion Financing 1 S A R L & Aggreko Holdings Incorporated 8.75% 0.20614 16,470,000 16,613,750
TransDigm, Inc. 7.125% 0.20577 16,075,000 16,583,404
CCO Holdings, LLC/ CCO Holdings Capital Corp. 5% 0.20318 17,500,000 16,375,214
Northriver Midstream Finance LP 5.625% 0.20244 16,300,000 16,315,599
Brandywine Operating Partnership L.P. 8.875% 0.20183 15,600,000 16,266,292
Ziggo B.V. 4.875% 0.20113 18,200,000 16,209,526
Standard Buildings Solutions Inc. 4.375% 0.19918 17,750,000 16,052,248
ams-OSRAM AG 12.25% 0.19874 15,450,000 16,016,783
OneMain Financial Corporation 7.5% 0.19760 15,725,000 15,925,336
Sensata Technologies Inc 3.75% 0.19672 18,175,000 15,854,572
Graham Packaging Company Inc 7.125% 0.19567 16,675,000 15,769,913
Sotera Health Holdings LLC 7.375% 0.19534 15,700,000 15,742,940
Sirius Xm Radio Inc 4.125% 0.19492 18,375,000 15,709,546
Community Health Systems Incorporated 10.875% 0.19394 15,000,000 15,630,548
Wynn Las Vegas, LLC/Wynn Las Vegas Capital Corp. 5.25% 0.19378 16,000,000 15,617,211
Station Casinos LLC 6.625% 0.19337 15,650,000 15,584,475
Wand Newco 3 Inc 7.625% 0.19302 15,050,000 15,556,237
Harbour Energy PLC 5.5% 0.19235 15,800,000 15,502,458
Royal Caribbean Group 4.25% 0.19227 16,000,000 15,495,950
Vistra Operations Co LLC 7.75% 0.19106 14,775,000 15,398,150
Seadrill Finance Ltd. 8.375% 0.19079 14,700,000 15,376,347
Crowdstrike Holdings Inc 3% 0.19008 16,975,000 15,319,274
CITGO Petroleum Corporation 8.375% 0.18944 14,800,000 15,267,425
Axalta Coating Systems LLC 3.375% 0.18906 17,000,000 15,237,056
B&G Foods, Inc. 8% 0.18716 14,825,000 15,084,075
PRESIDIO TL B TSFR1M 0.18627 14,975,000 15,012,438
Venture Global Calcasieu Pass LLC 4.125% 0.18580 16,675,000 14,974,495
TransDigm, Inc. 6.875% 0.18540 14,625,000 14,942,289
CD&R Smokey Buyer Inc 6.75% 0.18448 14,950,000 14,867,531
Intelligent Packaging Limited Finco Inc / Intelligent Packaging Limited Co- 0.18403 15,300,000 14,831,330
Strathcona Resources Ltd. 6.875% 0.18327 14,915,000 14,770,680
TransDigm, Inc. 4.625% 0.18309 15,800,000 14,755,604
Vornado Realty Lp 2.15% 0.18298 15,982,000 14,746,865
Iqvia Inc 5% 0.18277 15,000,000 14,730,194
Acadia Healthcare Company, Inc. 5.5% 0.18225 15,000,000 14,687,974
Pennymac Financial Services Inc 7.125% 0.18135 14,650,000 14,615,265
CDI Escrow Issuer Inc. 5.75% 0.18093 15,000,000 14,581,497
Vistra Operations Co LLC 6.875% 0.18026 14,300,000 14,527,899
ZipRecruiter Inc 5% 0.17995 16,675,000 14,503,072
Ball Corporation 2.875% 0.17940 17,000,000 14,458,192
Nationstar Mortgage LLC 7.125% 0.17867 14,300,000 14,399,642
TRANS UNION TL B8 TSFR1M 0.17783 14,339,047 14,331,877
LABL Escrow Issuer LLC 6.75% 0.17660 14,400,000 14,233,077
Coty Inc / Hfc Prestige Prods Inc / Hfc Pretige Intl U S LLC 6.625% 0.17610 13,975,000 14,192,842
Teleflex Incorporated 4.25% 0.17564 15,000,000 14,155,342
CCO Holdings, LLC/ CCO Holdings Capital Corp. 4.5% 0.17553 17,550,000 14,146,992
Triton Water Holdings Inc. 6.25% 0.17539 14,643,000 14,135,632
Simmons Foods Inc / Simmons Prepared Foods Inc / Simmons Pet Food Inc / Sim 0.17475 16,000,000 14,084,002
Calpine Corporation 5% 0.17382 15,000,000 14,008,904
Midwest Gaming Borrower LLC 4.875% 0.17352 15,000,000 13,984,456
Caesars Entertainment Tl B1 1l Tsfr1m 0.17215 13,846,000 13,874,107
Clearway Energy Operating LLC 4.75% 0.17204 14,500,000 13,865,474
Genesis Energy L.P. 8% 0.17110 13,475,000 13,789,426
Option Care Health Inc 4.375% 0.17100 15,000,000 13,781,472
Euc Tl Tsfr1m 0.17069 14,075,000 13,756,131
LifePoint Health, Inc 10% 0.17026 13,405,000 13,722,203
ZF North America Capital, Inc. 6.75% 0.17012 13,450,000 13,710,674
New Fortress Energy Inc. 6.5% 0.16977 14,859,000 13,682,130
GoEasy Limited 7.625% 0.16973 13,400,000 13,679,524
Permian Resources Operating, LLC 5.375% 0.16972 13,810,000 13,678,712
PRA Group Inc. 7.375% 0.16872 13,567,000 13,597,349
Advantage Solutions Finco Llc 6.5% 0.16856 15,000,000 13,585,254
Post Holdings Inc. 5.5% 0.16772 14,000,000 13,517,528
VMED O2 UK Financing I PLC 4.75% 0.16770 16,000,000 13,515,848
Tallgrass Energy Partners, LP and Tallgrass Energy Finance Corp. 6% 0.16716 14,450,000 13,472,094
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC / (Al 0.16642 13,559,000 13,412,206
Reynolds Group Issuer Llc / Reynolds Group Issuer Inc 4% 0.16636 14,300,000 13,407,235
GFL Environmental Inc. 6.75% 0.16603 13,100,000 13,380,785
Carnival Corporation 6% 0.16557 13,500,000 13,344,005
Element Solutions Inc 3.875% 0.16551 14,500,000 13,338,840
VMED O2 UK Financing I PLC 4.25% 0.16506 16,000,000 13,302,919
Hilton Grand Vacations Borrower Escrow LLC/ Hilton Grand Vacations Borrower 0.16489 15,000,000 13,289,252
Cotiviti Tl 1l 0.16351 13,225,000 13,178,184
RHP Hotel Properties LP / RHP Finance Corporation 4.5% 0.16305 14,000,000 13,140,596
Pactiv Evergreen Group Issuer Incorporated / Pactiv Evergreen Group Issuer 0.16236 14,000,000 13,084,957
Tallgrass Energy Partners, LP and Tallgrass Energy Finance Corp. 7.375% 0.16165 12,955,000 13,028,092
Hologic Inc 3.25% 0.16128 14,475,000 12,998,395
MGM Resorts International 6.5% 0.16097 13,025,000 12,973,351
Wynn Resorts Finance Llc / Wynn Resorts Capital Corp 7.125% 0.16093 12,500,000 12,970,047
Delek Logistics Partners Lp 8.625% 0.15910 12,450,000 12,822,180
1011778 B.C. Unlimited Liability Company / New Red Finance, Inc. 3.5% 0.15729 13,950,000 12,676,486
Chobani LLC / Chobani Finance Corporation Inc 7.625% 0.15677 12,253,000 12,634,754
Equitrans Midstream Corporation 6.5% 0.15670 12,500,000 12,628,888
ZF North America Capital, Inc. 6.875% 0.15660 12,200,000 12,620,656
Albion Financing 1 S A R L & Aggreko Holdings Incorporated 6.125% 0.15543 12,675,000 12,526,301
Topbuild Corporation 4.125% 0.15533 14,200,000 12,518,220
Crescent Energy Finance LLC 7.375% 0.15491 12,450,000 12,484,624
YUM Brands Inc 3.625% 0.15454 14,100,000 12,454,599
PRA Group Inc. 8.875% 0.15435 12,450,000 12,439,434
Garda World Security Corporation 4.625% 0.15433 13,000,000 12,438,405
TransDigm, Inc. 6.625% 0.15309 12,200,000 12,337,975
Builders Firstsource, Inc. 5% 0.15278 13,000,000 12,313,464
CCO Holdings, LLC/ CCO Holdings Capital Corp. 4.5% 0.15275 15,625,000 12,310,762
Oxford Finance Llc / Oxford Finance Co-Issuer Ii Inc 6.375% 0.15149 12,664,000 12,208,768
Univision Commmunications Inc. 8% 0.15109 12,475,000 12,177,259
Clarios Global LP / Clarios US Finance Company Inc 6.75% 0.15082 12,000,000 12,155,316
Hilton Domestic Operating Co Inc. 3.625% 0.15047 14,000,000 12,127,108
EMRLD Borrower LP / Emerald Co-Issuer Inc. 6.625% 0.15024 12,000,000 12,108,624
Camelot Finance SA 4.5% 0.15013 12,500,000 12,099,154
Block Inc 3.5% 0.14998 14,000,000 12,087,816
Southwestern Energy Company 5.375% 0.14993 12,500,000 12,083,788
DT Midstream Inc 4.375% 0.14985 13,250,000 12,077,223
Bath & Body Works Inc 6.625% 0.14949 12,000,000 12,048,204
ON Semiconductor Corp. 3.875% 0.14899 13,000,000 12,007,238
Adt/Prime Security Tl B1 Tsfr1m 0.14869 11,975,000 11,983,382
Sunoco LP / Sunoco Finance Corp 7.25% 0.14866 11,575,000 11,981,271
Ggam Finance Ltd. 6.875% 0.14839 11,725,000 11,959,500
Ingevity Corporation 3.875% 0.14827 13,150,000 11,949,519
Speedway Motorsports LLC / Speedway Funding II Inc 4.875% 0.14824 12,500,000 11,946,809
LifePoint Health, Inc 4.375% 0.14710 12,400,000 11,855,425
Pennymac Financial Services Inc 4.25% 0.14684 13,000,000 11,834,024
Royal Caribbean Group 9.25% 0.14547 10,975,000 11,724,307
Virgin Media Sec Finance PLC 5.5% 0.14531 12,800,000 11,711,434
SCIH Salt Holdings Inc. 4.875% 0.14445 12,500,000 11,642,020
Antero Midstream Partners LP / Antero Midstream Finance Corp 5.375% 0.14444 12,000,000 11,640,565
Sunoco LP / Sunoco Finance Corp 7% 0.14284 11,225,000 11,512,283
YUM Brands Inc 4.625% 0.14279 12,500,000 11,507,964
Perrigo Finance Unlimited Company 5.15% 0.14273 12,500,000 11,503,395
Community Health Systems Incorporated 4.75% 0.14260 14,600,000 11,492,837
Travel Plus Leisure Co 4.5% 0.14185 12,400,000 11,432,227
GoEasy Limited 9.25% 0.14171 10,750,000 11,420,564
Seagate HDD Cayman 9.625% 0.14164 9,999,750 11,414,915
Royal Caribbean Group 7.25% 0.14141 11,000,000 11,396,550
CCO Holdings, LLC/ CCO Holdings Capital Corp. 5.375% 0.14125 12,500,000 11,383,619
Novelis Corporation 3.875% 0.13980 13,000,000 11,267,270
Royal Caribbean Group 5.5% 0.13913 11,350,000 11,212,934
Freedom Mortgage Corporation 12% 0.13903 10,425,000 11,204,873
Rakuten Group Inc. 9.75% 0.13865 10,825,000 11,174,106
OneMain Financial Corporation 7.125% 0.13848 10,975,000 11,160,949
Rockies Express Pipeline LLC 4.95% 0.13737 11,750,000 11,070,757
Virgin Media Sec Finance PLC 4.5% 0.13692 13,000,000 11,034,869
Vital Energy Inc 7.875% 0.13683 10,840,000 11,027,749
Altice Financing S.A. 5.75% 0.13544 15,000,000 10,915,230
Freedom Mortgage Holdings LLC 9.125% 0.13540 11,200,000 10,912,720
CNX Resources Corporation 7.25% 0.13519 10,675,000 10,895,802
Live Nation Entertainment, Inc. 6.5% 0.13427 10,750,000 10,821,122
Installed Building Products Inc 5.75% 0.13363 11,000,000 10,769,667
Kinetik Holdings LP 5.875% 0.13336 10,900,000 10,747,789
GLOBAL MEDICAL RESPONSE PIK TL B TSFR3M 0.13336 11,075,000 10,748,288
Frontier Communications Parent Inc 5.875% 0.13308 10,975,000 10,725,691
Fortrea Holdings Inc. 7.5% 0.13301 10,775,000 10,719,365
Altice France S.A 5.125% 0.13250 16,200,000 10,678,489
Altice France S.A 5.125% 0.13218 16,300,000 10,652,964
Adient Global Holdings Ltd 4.875% 0.13165 10,900,000 10,609,882
Nationstar Mortgage LLC 5.5% 0.13128 11,000,000 10,580,215
Syniverse Tl Tsfr3m 0.13111 10,782,668 10,567,014
OneMain Financial Corporation 4% 0.13006 12,200,000 10,482,018
Tenneco Inc. 8% 0.13002 11,500,000 10,478,800
Electricite de France SA 9.125% 0.12985 9,600,000 10,464,950
NCL Corporation Ltd. 8.375% 0.12976 10,000,000 10,457,510
Nexstar Escrow Inc 5.625% 0.12947 10,975,000 10,434,672
Hilton Grand Vacations Borrower Escrow LLC/ Hilton Grand Vacations Borrower 0.12940 11,175,000 10,428,555
Altice France S.A 5.5% 0.12938 15,200,000 10,427,535
CCO Holdings, LLC/ CCO Holdings Capital Corp. 4.25% 0.12917 13,700,000 10,410,324
American Airlines, Inc. 8.5% 0.12899 10,000,000 10,395,920
Vallourec SA 7.5% 0.12832 9,975,000 10,341,709
Topbuild Corporation 3.625% 0.12802 11,479,000 10,317,837
AMC Networks Inc 10.25% 0.12787 10,450,000 10,305,111
NextEra Energy Operating Partners LP 7.25% 0.12733 10,000,000 10,262,300
Amwins Group Inc 4.875% 0.12716 11,000,000 10,248,316
Light & Wonder International Inc. 7.5% 0.12702 9,900,000 10,236,946
Tenet Healthcare Corporation 4.375% 0.12663 11,000,000 10,205,212
Owens Brockway Glass Container Inc. 7.25% 0.12650 10,200,000 10,195,045
Elanco Animal Health Inc 6.65% 0.12609 10,000,000 10,161,690
Aston Martin Capital Holdings Ltd. 10% 0.12606 10,300,000 10,159,559
Parkland Corporation 4.5% 0.12504 11,000,000 10,077,546
Select Medical Corporation 6.25% 0.12479 10,000,000 10,057,460
ATS Corporation 4.125% 0.12462 11,000,000 10,043,208
HAT Holdings I LLC and HAT Holdings II LLC 3.75% 0.12459 11,500,000 10,041,250
CrownRock LP 5.625% 0.12387 10,000,000 9,982,851
180 Medical Incorporated 3.875% 0.12367 11,000,000 9,967,177
Cotiviti Tl B 1l Tsfr1m 0.12346 9,975,000 9,950,062
Travel Plus Leisure Co 4.625% 0.12320 10,900,000 9,929,306
Colgate Energy Partners III LLC 5.875% 0.12226 10,000,000 9,853,130
Clydesdale Acquisition Holdings Inc. 6.625% 0.12208 10,000,000 9,839,038
United Air Lines, Inc. 4.375% 0.12121 10,100,000 9,768,390
MGM Resorts International 4.625% 0.12120 10,000,000 9,768,087
Nexstar Media Inc. 4.75% 0.12120 10,975,000 9,767,723
Prime Securities Services Borrower, LLC and Prime Finance, Inc. 3.375% 0.12066 10,500,000 9,724,107
Carnival Corporation 7% 0.12065 9,375,000 9,723,919
USA Compression Partners LP / USA Compression Finance Corp 7.125% 0.12037 9,620,000 9,701,125
Magic MergeCo Inc 5.25% 0.12003 12,075,000 9,673,729
Lindblad Expeditions Holdings Inc. 9% 0.12000 9,400,000 9,671,491
Connect Finco SARL/Connect US Finco LLC 6.75% 0.11986 10,000,000 9,660,111
Allied Universal Holdco LLC / Allied Universal Finance Corporation 7.875% 0.11984 9,625,000 9,658,707
Crown Americas LLC / Crown Americas Capital Corp. V 4.25% 0.11968 10,000,000 9,645,382
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC / (Al 0.11963 10,028,000 9,641,620
Capstone Borrower Inc. 8% 0.11928 9,300,000 9,612,889
NCR Voyix Corporation 5.25% 0.11919 10,500,000 9,606,123
Univision Commmunications Inc. 6.625% 0.11891 10,000,000 9,583,165
Tallgrass Energy Partners, LP and Tallgrass Energy Finance Corp. 5.5% 0.11881 10,000,000 9,575,632
TerraForm Power Operating, LLC 5% 0.11864 10,000,000 9,561,588
Alta Equipment Group Inc 9% 0.11842 10,275,000 9,544,123
Antero Midstream Partners LP / Antero Midstream Finance Corp 5.75% 0.11823 9,600,000 9,528,459
Tenet Healthcare Corporation 4.625% 0.11811 10,000,000 9,518,732
Comstock Resources, Inc. 5.875% 0.11786 10,200,000 9,498,391
NextEra Energy Operating Partners LP 4.5% 0.11754 10,000,000 9,473,010
Caesars Entertainment Inc New 7% 0.11733 9,250,000 9,456,330
Resorts World Las Vegas LLC / RWLV Capital Inc. 8.45% 0.11693 8,900,000 9,423,996
Novelis Corporation 3.25% 0.11688 10,000,000 9,419,892
Station Casinos LLC 4.5% 0.11687 10,000,000 9,418,855
Pennymac Financial Services Inc 5.75% 0.11630 10,000,000 9,373,041
American Builders & Contractors Supply Co., Inc. 4% 0.11601 10,000,000 9,349,399
Vertiv Group Corp. 4.125% 0.11598 10,000,000 9,347,218
Williams Scotsman International Inc 4.625% 0.11597 9,875,000 9,346,419
Bausch Health Companies Inc. 5.5% 0.11570 10,000,000 9,324,550
Amsted Industries Incorporated 4.625% 0.11543 10,125,000 9,302,597
GFL Environmental Inc. 4% 0.11542 10,000,000 9,301,891
Vistra Operations Co LLC 4.375% 0.11533 9,975,000 9,294,727
Community Health Systems Incorporated 6% 0.11528 10,517,000 9,290,685
Novelis Corporation 4.75% 0.11523 10,000,000 9,286,749
Rocket Mortgage Llc / Rocket Mortgage Co-Issuer Incorporated 4% 0.11512 11,000,000 9,278,269
Sabre GLBL Inc. 8.625% 0.11479 10,032,000 9,251,667
GFL Environmental Inc. 3.5% 0.11450 10,000,000 9,228,096
CTR Partnership LP/ Caretrust Cap Corp 3.875% 0.11424 10,000,000 9,207,034
Southwestern Energy Company 4.75% 0.11422 10,000,000 9,205,498
Merlin Entertainments Group U.S. Holdings Inc. 7.375% 0.11386 9,000,000 9,176,661
Clarivate Science Holdings Corp. 4.875% 0.11326 9,825,000 9,127,791
Beacon Roofing Supply, Inc. 4.125% 0.11320 10,000,000 9,122,829
TransDigm, Inc. 6.75% 0.11318 9,000,000 9,121,266
Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc. 4.625% 0.11309 10,000,000 9,114,409
Genesee & Wyoming Inc 6.25% 0.11294 9,125,000 9,102,219
United Rentals (North America), Inc. 4% 0.11238 10,000,000 9,056,850
Ritchie Bros. Holdings Inc 7.75% 0.11222 8,650,000 9,044,492
Sealed Air Corp. 6.875% 0.11140 8,710,000 8,978,120
Community Health Systems Incorporated 5.25% 0.11138 10,875,000 8,976,357
CoreLogic, Inc. 4.5% 0.11112 9,857,000 8,955,509
American Builders & Contractors Supply Co., Inc. 3.875% 0.11111 10,000,000 8,954,510
Graphic Packaging International LLC 3.75% 0.11105 10,000,000 8,949,848
Post Holdings Inc. 5.625% 0.11095 9,075,000 8,942,105
Intesa Sanpaolo S.p.A. 5.71% 0.11066 9,000,000 8,918,660
Roblox Corporation 3.875% 0.11034 10,000,000 8,892,751
OneMain Financial Corporation 3.5% 0.11025 9,475,000 8,885,627
DT Midstream Inc 4.125% 0.10928 9,525,000 8,807,301
Parkland Corporation 4.625% 0.10901 9,625,000 8,785,642
Aramark Services, Inc. 5% 0.10813 9,000,000 8,714,275
Enlyte Tl B Tsfr1m 0.10778 8,750,000 8,686,475
WMG Acquisition Corp. 3% 0.10710 10,000,000 8,631,309
Hilton Domestic Operating Co Inc. 3.75% 0.10706 9,400,000 8,628,305
Howard Hughes Holdings Inc. 4.375% 0.10695 10,000,000 8,619,836
Navient Corporation 5% 0.10642 8,975,000 8,576,780
United Air Lines, Inc. 4.625% 0.10640 9,200,000 8,575,551
Surgery Center Holdings, Inc. 7.25% 0.10635 8,475,000 8,571,488
Sabre GLBL Inc. 11.25% 0.10591 8,775,000 8,535,489
Marriott Ownership Resorts Inc 4.75% 0.10548 9,000,000 8,501,098
1011778 B.C. Unlimited Liability Company / New Red Finance, Inc. 4.375% 0.10542 9,000,000 8,495,990
ams-OSRAM AG 2.125% 0.10539 10,000,000 8,493,623
Amwins Group Inc 6.375% 0.10520 8,450,000 8,478,324
Nationstar Mortgage LLC 5.75% 0.10506 9,000,000 8,466,986
Churchill Downs Inc 6.75% 0.10492 8,400,000 8,455,978
Herc Holdings Inc 6.625% 0.10482 8,325,000 8,447,775
OneMain Financial Corporation 5.375% 0.10482 9,000,000 8,447,628
Fiesta Purchaser Inc. 7.875% 0.10458 8,150,000 8,428,543
Northriver Midstream Finance LP 6.75% 0.10416 8,375,000 8,394,891
US Foods Inc 4.625% 0.10382 9,000,000 8,367,189
Cinemark USA Inc. 5.25% 0.10330 8,700,000 8,324,983
Performance Food Group Co. 5.5% 0.10325 8,500,000 8,321,111
Allison Transmission Inc. 3.75% 0.10318 9,475,000 8,315,705
Hawaiian Brand Intellectual Property Limited / Hawaiianmiles Loyalty Limite 0.10282 8,700,000 8,286,711
Olympus Water US Holding Corp. 7.25% 0.10276 8,325,000 8,282,085
Zoominfo Technologies Llc /Zoominfo Financial Corporation 3.875% 0.10265 9,100,000 8,272,817
Virgin Media Finance PLC 5% 0.10249 10,000,000 8,259,908
Healthequity Inc 4.5% 0.10219 8,800,000 8,236,187
Molina Healthcare, Inc. 4.375% 0.10199 8,725,000 8,220,047
BNP Paribas SA 8.5% 0.10192 8,000,000 8,213,728
XPO Inc 7.125% 0.10151 8,000,000 8,180,936
Performance Food Group Inc 4.25% 0.10145 8,975,000 8,176,525
Suburban Propane Partners LP / Suburban Energy Finance Corporation 5% 0.10066 9,000,000 8,112,594
FTAI Aviation Ltd 5.5% 0.10055 8,350,000 8,103,974
Hilton Domestic Operating Co Inc. 4% 0.10006 9,000,000 8,064,415
Frontier Communications Parent Inc 5% 0.09947 8,500,000 8,016,516
Blue Racer Midstream, LLC / Blue Racer Finance Corp 6.625% 0.09939 8,000,000 8,010,198
Kohler Energy Tl B 1l Tsfr3m 0.09918 7,950,000 7,993,486
Prime Securities Services Borrower, LLC and Prime Finance, Inc. 5.75% 0.09859 8,000,000 7,945,897
Twilio Inc 3.875% 0.09833 9,000,000 7,924,676
Pennymac Financial Services Inc 7.875% 0.09795 7,650,000 7,894,440
Nabors Industries, Inc. 7.375% 0.09789 7,750,000 7,889,275
Spirit IP Cayman Ltd / Spirit Loyalty Cayman Ltd 8% 0.09770 10,775,000 7,874,250
Clear Channel Outdoor Holdings Inc New 7.875% 0.09749 7,800,000 7,857,338
Axalta Coating Sys LLC/Axalta Coating Sys Dutch Hldg B B V 4.75% 0.09661 8,000,000 7,785,962
MITER Brands Acquisition Holdco Inc & PGT Innovations LLC. 6.75% 0.09659 7,725,000 7,784,768
Alcoa Nederland Holding B.V. 4.125% 0.09649 8,375,000 7,776,417
TerraForm Power Operating, LLC 4.75% 0.09623 8,500,000 7,755,494
Lamb Weston Holdings Inc 4.875% 0.09622 8,000,000 7,755,002
Trinet Group Inc 7.125% 0.09589 7,600,000 7,728,204
STUBHUB TL B 1L TSFR1M 0.09580 7,709,159 7,721,224
Air Canada 3.875% 0.09571 8,100,000 7,713,727
Tegna Inc 4.625% 0.09543 8,500,000 7,690,831
Nustar Logistics, L.P. 6.375% 0.09469 7,500,000 7,631,152
ADT Security Corp. 4.875% 0.09465 8,300,000 7,628,499
Boyd Gaming Corporation 4.75% 0.09453 8,400,000 7,618,802
Wynn Resorts Finance Llc / Wynn Resorts Capital Corp 5.125% 0.09447 8,000,000 7,613,510
Transocean Inc. 8.75% 0.09387 7,200,000 7,564,951
Nordstrom, Inc. 5% 0.09381 9,350,000 7,560,709
Jefferson Capital Holdings LLC 9.5% 0.09250 7,225,000 7,454,827
TransDigm, Inc. 6.375% 0.09240 7,400,000 7,446,568
VFH Parent LLC & Valor Co-Issuer Inc. 7.5% 0.09234 7,400,000 7,441,662
Altice France S.A 5.5% 0.09219 11,250,000 7,430,258
NCL Corporation Ltd. 5.875% 0.09191 7,500,000 7,407,757
Calpine Corporation 4.5% 0.09144 7,750,000 7,369,608
Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-I 0.09114 7,825,000 7,345,223
Tapestry Inc 7.7% 0.09079 7,000,000 7,316,794
Covanta Holding Corporation 4.875% 0.09070 8,000,000 7,310,102
APA Corp. 4.875% 0.09059 7,500,000 7,300,678
Credit Acceptance Corporation of Michigan 9.25% 0.09027 6,875,000 7,274,850
VZ Secured Financing BV 5% 0.08995 8,491,000 7,249,538
Venture Global Calcasieu Pass LLC 3.875% 0.08990 7,950,000 7,245,470
Twilio Inc 3.625% 0.08937 8,000,000 7,202,864
LFS TopCo LLC 5.875% 0.08937 7,800,000 7,202,915
Six Flags Entertainment Corp. 5.25% 0.08935 7,500,000 7,201,028
Station Casinos LLC 4.625% 0.08855 8,000,000 7,136,305
Organon & Co. / Organon Foreign Debt Co-Issuer BV 7.875% 0.08840 6,925,000 7,124,118
Sensata Technologies BV 5% 0.08763 7,000,000 7,062,612
OneMain Financial Corporation 6.625% 0.08725 7,000,000 7,031,752
Tripadvisor Inc 7% 0.08717 7,000,000 7,025,354
Genesis Energy L.P. 7.875% 0.08712 6,950,000 7,021,105
LCM Investments Holdings II LLC 8.25% 0.08682 6,700,000 6,997,339
Gray Television, Inc. 10.5% 0.08678 6,950,000 6,994,200
Howard Hughes Holdings Inc. 4.125% 0.08665 7,800,000 6,983,717
Univision Commmunications Inc. 7.375% 0.08664 7,500,000 6,982,265
Quicken Lns Llc/Quicken Lns Co-Issuer Inc 3.875% 0.08659 8,000,000 6,978,263
Calpine Corporation 4.625% 0.08642 7,500,000 6,964,960
Nustar Logistics, L.P. 5.75% 0.08637 7,000,000 6,960,643
Calpine Corporation 5.25% 0.08610 7,011,000 6,939,366
Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-I 0.08608 6,850,000 6,937,372
RHP Hotel Properties LP / RHP Finance Corporation 6.5% 0.08600 6,925,000 6,931,179
Owens & Minor Inc 6.625% 0.08583 7,600,000 6,917,011
Tenet Healthcare Corporation 5.125% 0.08508 7,000,000 6,856,526
Viking Ocean Cruises Ship Vii Limited 5.625% 0.08503 7,000,000 6,852,488
Ascent Resources Utica Holdings LLC / ARU Finance Corp 5.875% 0.08495 7,000,000 6,846,090
Molina Healthcare, Inc. 3.875% 0.08476 7,875,000 6,830,939
KFC Holding Co., Pizza Hut Holdings, LLC Taco Bell of America LLC 4.75% 0.08474 7,000,000 6,829,826
Ladder Capital Finance Holdings LLLP/ Ladder Capital Finance Corp. 4.25% 0.08470 7,200,000 6,826,586
YUM Brands Inc 6.875% 0.08463 6,250,000 6,820,644
Civitas Resources Inc 8.375% 0.08461 6,500,000 6,819,014
Provident Funding Associates LP / PFG Finance Corp 6.375% 0.08446 7,000,000 6,807,206
Williams Scotsman Inc. 7.375% 0.08433 6,600,000 6,796,238
AAR Corp. 6.75% 0.08419 6,650,000 6,784,922
Boyd Gaming Corporation 4.75% 0.08376 7,000,000 6,750,421
Amer Sports Co. 6.75% 0.08359 6,750,000 6,737,029
Coherent Corp 5% 0.08346 7,100,000 6,726,644
Nesco Holdings II Incorporated 5.5% 0.08342 7,250,000 6,723,232
Global Partners LP / GLP Finance Corp. 8.25% 0.08296 6,500,000 6,685,848
YUM Brands Inc 4.75% 0.08279 7,000,000 6,672,233
Freedom Mortgage Corporation 6.625% 0.08277 6,900,000 6,670,525
NCR Voyix Corporation 5% 0.08208 7,000,000 6,615,287
Open Text Holdings Inc 4.125% 0.08198 7,500,000 6,607,156
Encore Capital Group Inc. 9.25% 0.08188 6,325,000 6,599,005
NCR Voyix Corporation 5.125% 0.08187 7,000,000 6,598,560
Spirit AeroSystems Inc 9.75% 0.08171 5,963,000 6,585,334
Howard Midstream Energy Partners Llc 8.875% 0.08147 6,200,000 6,566,160
TRANSDIGM TL J 1L TSFR3M 0.08142 6,540,375 6,561,631
Telecom Italia Capital S.A. 6.375% 0.08103 6,975,000 6,530,588
Ladder Capital Finance Holdings LLLP/ Ladder Capital Finance Corp. 7% 0.08079 6,450,000 6,510,888
Open Text Corp 3.875% 0.08072 7,250,000 6,505,835
Gray Television, Inc. 7% 0.08005 7,000,000 6,451,260
Thor Industries Inc. 4% 0.07989 7,325,000 6,438,924
Howard Midstream Energy Partners Llc 7.375% 0.07943 6,300,000 6,401,933
Freedom Mortgage Holdings LLC 9.25% 0.07943 6,400,000 6,401,404
Star Parent Inc. 9% 0.07923 6,075,000 6,385,715
JELD-WEN, Inc. 4.875% 0.07920 6,750,000 6,382,675
Jazz Securities Designated Activity Company 4.375% 0.07840 6,800,000 6,318,789
Kaiser Aluminium Corporation 4.625% 0.07817 6,725,000 6,300,174
Avient Corporation 5.75% 0.07741 6,250,000 6,238,574
Bombardier Inc. 7.5% 0.07723 6,000,000 6,223,944
Rakuten Group Inc. 11.25% 0.07699 5,800,000 6,205,174
Builders Firstsource, Inc. 4.25% 0.07685 7,000,000 6,193,757
Kodiak Gas Services LLC 7.25% 0.07669 6,025,000 6,180,873
Ardagh Metal Packaging Finance PLC / Ardagh Metal Packaging Finance USA LLC 0.07641 7,000,000 6,158,174
Equitrans Midstream Corporation 7.5% 0.07618 5,750,000 6,139,919
Garda World Security Corporation 7.75% 0.07594 6,000,000 6,120,162
Clean Harbors, Inc. 6.375% 0.07471 6,000,000 6,020,940
Wesco Distribution, Inc. 6.375% 0.07450 5,975,000 6,004,056
Lifepoint Health Tl B Tsfr3m 0.07415 5,935,975 5,975,687
Petsmart Inc / Petsmart Financial Corporation 4.75% 0.07414 6,425,000 5,975,485
Range Resources Corp. 4.875% 0.07404 6,000,000 5,966,941
Chesapeake Energy Corporation 5.5% 0.07383 6,000,000 5,950,275
Bellring Brands Inc. 7% 0.07382 5,800,000 5,949,570
Newell Brands Inc. 6.375% 0.07375 6,631,000 5,943,381
Truist Insurance Tl B Tsfr1m 0.07345 5,900,000 5,920,001
Merlin Entertainments PLC 5.75% 0.07343 6,000,000 5,917,649
Churchill Downs Inc 5.5% 0.07330 6,000,000 5,907,179
Venture Global Calcasieu Pass LLC 3.875% 0.07329 6,925,000 5,907,071
Greystar Real Estate Partners LLC 7.75% 0.07323 5,600,000 5,901,717
WMG Acquisition Corp. 3.875% 0.07319 6,600,000 5,898,321
Gartner Inc. 3.625% 0.07279 6,400,000 5,866,787
Iqvia Inc 5% 0.07270 6,000,000 5,859,295
PTC Inc 4% 0.07256 6,205,000 5,848,233
Beacon Roofing Supply, Inc. 4.5% 0.07246 6,000,000 5,839,487
Southwestern Energy Company 5.375% 0.07241 6,000,000 5,835,949
GoEasy Limited 4.375% 0.07228 6,000,000 5,825,047
Wesco Distribution, Inc. 6.625% 0.07219 5,750,000 5,817,712
Vistra Operations Co LLC 5% 0.07207 6,000,000 5,808,224
Chromalloy Tl B Tsfr3m 0.07165 5,750,000 5,774,438
Tegna Inc 5% 0.07130 6,500,000 5,746,118
Sealed Air Corp. / Sealed Air Corp. US 6.125% 0.07124 5,750,000 5,741,711
Rockies Express Pipeline LLC 6.875% 0.07122 6,000,000 5,739,738
Perenti Finance Pty Ltd. 7.5% 0.07121 5,625,000 5,738,839
MGM Resorts International 5.75% 0.07087 5,727,000 5,711,909
Howard Hughes Holdings Inc. 5.375% 0.07083 6,000,000 5,708,387
Organon & Co. / Organon Foreign Debt Co-Issuer BV 6.75% 0.07072 5,700,000 5,699,234
Baldwin Insurance Group Holdings LLC / Baldwin Insurance Group Holdings Fin 0.07066 5,625,000 5,694,771
Chesapeake Energy Corporation 6.75% 0.07061 5,675,000 5,690,788
Global Atlantic Finance Co. 4.7% 0.07032 6,100,000 5,667,364
Frontier Communications Holdings Llc 8.75% 0.07008 5,475,000 5,647,614
Sensata Technologies Inc 6.625% 0.06972 5,575,000 5,618,725
Goodyear Tire & Rubber Co. The 4.875% 0.06961 5,800,000 5,610,480
Brandywine Operating Partnership L.P. 4.55% 0.06894 6,375,000 5,556,337
Rockies Express Pipeline LLC 4.8% 0.06880 6,000,000 5,544,669
Viavi Solutions Inc 3.75% 0.06876 6,550,000 5,541,435
ESAB Corp. 6.25% 0.06874 5,500,000 5,539,858
MPH Acquisition Holdings LLC 5.5% 0.06872 7,325,000 5,538,531
Ally Financial Inc. 8% 0.06856 5,000,000 5,525,155
Ball Corporation 3.125% 0.06829 6,500,000 5,503,683
Legends Hospitality Holding Company LLC / Legends Hospitality Co-Issuer Inc 0.06768 5,500,000 5,454,652
Lamb Weston Holdings Inc 4.125% 0.06765 6,000,000 5,452,394
WMG Acquisition Corp. 3.75% 0.06756 6,000,000 5,445,276
MidCap Financial Issuer Trust 6.5% 0.06755 5,750,000 5,443,990
Avis Budget Car Rental LLC/Avis Budget Finance Inc. 8% 0.06734 5,475,000 5,427,439
Post Holdings Inc. 4.5% 0.06678 6,000,000 5,381,831
Freedom Mortgage Corporation 7.625% 0.06659 5,400,000 5,366,629
New Fortress Energy Inc. 8.75% 0.06587 5,810,000 5,308,613
Cheplapharm Arzneimittel GmbH 5.5% 0.06556 5,700,000 5,283,852
Avis Budget Car Rental LLC/Avis Budget Finance Inc. 4.75% 0.06514 5,715,000 5,249,794
Permian Resources Operating, LLC 7% 0.06505 5,100,000 5,242,601
Hilton Domestic Operating Co Inc. 5.75% 0.06486 5,250,000 5,227,333
Seagate HDD Cayman 8.5% 0.06486 4,850,000 5,227,665
Lamar Media Corp. 3.75% 0.06464 5,565,000 5,209,794
Allied Universal Holdco LLC / Allied Universal Finance Corp / Atlas Luxco 4 0.06431 5,675,000 5,182,832
Nordstrom, Inc. 4.375% 0.06410 5,675,000 5,166,113
Sealed Air Corp. / Sealed Air Corp. US 7.25% 0.06395 5,000,000 5,154,230
Marriott Ownership Resorts Inc 4.5% 0.06390 5,600,000 5,150,324
Crocs Inc 4.125% 0.06382 5,900,000 5,143,768
TRAEGER GRILLS TL 1L TSFR3M 0.06366 5,394,962 5,130,987
Service Properties Trust 5.5% 0.06330 5,486,000 5,101,236
Air Canada 4.625% 0.06302 7,150,000 5,079,397
Edgewell Personal Care Co 4.125% 0.06288 5,500,000 5,067,576
Life Time Fitness 5.75% 0.06270 5,072,000 5,053,100
Antero Midstream Partners LP / Antero Midstream Finance Corp 6.625% 0.06264 5,000,000 5,048,165
Olympus Water US Holding Corp. 3.875% 0.06243 5,000,000 5,031,218
Levi Strauss & Co. 3.5% 0.06233 5,800,000 5,023,557
Corelogic Inc Tl B 1l Tsfr1m 0.06228 5,086,923 5,019,699
Alcoa Nederland Holding B.V. 7.125% 0.06223 4,875,000 5,015,090
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC / (Al 0.06219 5,300,000 5,012,426
Ascent Resources Utica Holdings LLC / ARU Finance Corp 7% 0.06215 5,000,000 5,008,725
Avantor Funding Inc 3.875% 0.06211 5,500,000 5,005,921
Panama Infrastructure Receivable Purchaser PLC 0% 0.06205 7,650,000 5,001,111
Graphic Packaging International LLC 4.125% 0.06201 5,000,000 4,997,542
Hilton Domestic Operating Co Inc. 5.375% 0.06199 5,000,000 4,995,772
Live Nation Entertainment, Inc. 4.75% 0.06188 5,200,000 4,987,218
1011778 B.C. Unlimited Liability Company / New Red Finance, Inc. 5.75% 0.06186 5,000,000 4,985,769
PBF Holding Company LLC and PBF Finance Corp. 7.875% 0.06166 4,850,000 4,969,072
Cushman & Wakefield U S Borrower LLC 6.75% 0.06164 5,000,000 4,967,812
Outfront Media Capital LLC / Outfront Media Capital Corp 4.625% 0.06155 5,500,000 4,960,628
Bombardier Inc. 7.875% 0.06148 4,939,000 4,954,657
Vornado Realty Lp 3.4% 0.06116 6,270,000 4,929,329
Equitrans Midstream Corporation 5.5% 0.06114 5,000,000 4,927,095
Hilton Worldwide Finance LLC 4.875% 0.06110 5,000,000 4,924,588
Crown Amers Llc / Crown Amers Cap Corp Vi 4.75% 0.06103 5,000,000 4,918,567
Gyp Holdings III Corporation 4.625% 0.06095 5,301,000 4,912,288
Buckeye Partners LP 4.5% 0.06068 5,200,000 4,890,734
Zayo Group Holdings Inc 4% 0.06063 6,100,000 4,886,074
MEG Energy Corporation 5.875% 0.06040 5,000,000 4,867,836
Nexi S.p.A. 2.125% 0.06022 5,000,000 4,853,543
Transdigm Tl K Tsfr3m 0.06021 4,837,875 4,852,510
Voc Escrow Ltd 5% 0.06018 5,000,000 4,850,055
Clean Harbors, Inc. 4.875% 0.06013 5,000,000 4,845,839
International Game Technology PLC 5.25% 0.06007 5,000,000 4,841,128
Allison Transmission Inc. 4.75% 0.06000 5,000,000 4,835,874
MCAFEE TL B TSFR1M 0.05988 4,825,000 4,826,134
PG&E Corporation 5% 0.05975 5,000,000 4,815,764
Lamar Media Corp. 4.875% 0.05969 5,000,000 4,810,342
Sirius Xm Radio Inc 5% 0.05945 5,000,000 4,791,006
Ritchie Bros. Holdings Inc 6.75% 0.05944 4,700,000 4,790,672
Avis Budget Car Rental LLC/Avis Budget Finance Inc. 5.375% 0.05939 5,225,000 4,786,346
PG&E Corporation 5.25% 0.05930 5,000,000 4,778,928
Seagate HDD Cayman 8.25% 0.05926 4,450,000 4,776,207
Sealed Air Corp. 5% 0.05910 5,000,000 4,762,952
Madison IAQ LLC 4.125% 0.05907 5,100,000 4,760,762
Sirius Xm Radio Inc 3.125% 0.05843 5,000,000 4,708,686
Telecom Italia Capital S.A. 7.2% 0.05841 4,900,000 4,707,528
Range Resources Corp. 4.75% 0.05825 5,000,000 4,694,874
Axalta Coating Systems Dutch Holding B B.V 7.25% 0.05805 4,500,000 4,678,623
Service Properties Trust 8.875% 0.05792 5,000,000 4,667,675
Coty Inc. 5% 0.05762 4,702,000 4,643,603
Hudson Pacific Properties LP 5.95% 0.05730 5,425,000 4,618,131
Graphic Packaging International LLC 3.5% 0.05729 5,000,000 4,617,290
Chesapeake Energy Corporation 5.875% 0.05715 4,650,000 4,606,307
Sensata Technologies Inc 4.375% 0.05704 5,000,000 4,597,158
Colgate Energy Partners III LLC 7.75% 0.05696 4,550,000 4,590,964
Nationstar Mortgage LLC 5.125% 0.05694 5,000,000 4,589,330
Raising Canes Restaurants LLC 9.375% 0.05668 4,225,000 4,568,438
Garda World Security Corporation 6% 0.05666 5,000,000 4,566,610
Outfront Media Capital LLC / Outfront Media Capital Corp 4.25% 0.05663 5,000,000 4,564,398
Covanta Holding Corporation 5% 0.05621 5,000,000 4,529,954
ZF North America Capital, Inc. 7.125% 0.05594 4,350,000 4,508,223
Graphic Packaging International LLC 3.5% 0.05590 5,000,000 4,504,944
Kaiser Aluminium Corporation 4.5% 0.05583 5,075,000 4,499,790
Murphy Oil USA Inc 3.75% 0.05579 5,100,000 4,496,458
Blue Racer Midstream, LLC / Blue Racer Finance Corp 7% 0.05563 4,400,000 4,483,666
Central Garden & Pet Company 4.125% 0.05536 5,000,000 4,461,389
Papa John's International Inc. 3.875% 0.05495 5,000,000 4,428,895
Diamond Foreign Asset Co. / Diamond Finance LLC 8.5% 0.05475 4,200,000 4,412,331
Lamar Media Corp. 3.625% 0.05470 5,000,000 4,408,850
Edgewell Personal Care Co 5.5% 0.05452 4,500,000 4,394,248
W. R. Grace Holdings Llc 7.375% 0.05413 4,300,000 4,362,926
MidCap Financial Issuer Trust 5.625% 0.05379 5,000,000 4,335,172
Brandywine Operating Partnership L.P. 3.95% 0.05376 4,775,000 4,332,579
Viking Cruises, Ltd. 7% 0.05368 4,300,000 4,326,156
USA Compression Partners LP / USA Compression Finance Corp 6.875% 0.05320 4,275,000 4,287,564
GRAY TELEVISION TL B TSFR1M 0.05320 4,500,000 4,287,195
RLJ Lodging Trust LP 4% 0.05267 4,800,000 4,244,834
Macquarie Airfinance Holdings Ltd 6.5% 0.05235 4,100,000 4,218,937
Brinks Company 6.5% 0.05176 4,125,000 4,171,709
Outfront Media Capital LLC / Outfront Media Capital Corp 7.375% 0.05171 4,000,000 4,167,736
Iron Mountain Inc. 7% 0.05114 4,046,000 4,121,260
Cheever Escrow Issuer LLC 7.125% 0.05095 4,086,000 4,106,279
Altice Financing S.A. 4.25% 0.05040 5,000,000 4,061,573
Medline Borrower LLP / Medline Co-Issuer Inc. 6.25% 0.04994 3,975,000 4,024,958
COREWEAVE DD TSFR3M 0.04963 4,000,000 4,000,000
Yahoo (Verizon Media) Tl B2 1l Tsfr1m 0.04960 4,562,862 3,997,272
Prime Securities Services Borrower, LLC and Prime Finance, Inc. 6.25% 0.04896 4,000,000 3,945,671
US Foods Inc 7.25% 0.04867 3,775,000 3,922,384
Seagate HDD Cayman 5.75% 0.04822 4,000,000 3,886,440
Equitrans Midstream Corporation 4.125% 0.04787 4,000,000 3,858,269
US Foods Inc 6.875% 0.04763 3,750,000 3,838,755
Endo Finance Holdings Inc. 8.5% 0.04711 3,675,000 3,797,109
Nordstrom, Inc. 4.25% 0.04701 4,250,000 3,788,391
Cloud Software Group Inc. 8.25% 0.04651 3,675,000 3,748,026
Live Nation Entertainment, Inc. 3.75% 0.04623 4,000,000 3,725,524
Quicken Lns Llc/Quicken Lns Co-Issuer Inc 3.625% 0.04619 4,100,000 3,722,515
Cnx Midstream Partners Lp 4.75% 0.04617 4,125,000 3,720,662
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC / (Al 0.04608 4,125,000 3,713,911
PBF Holding Company LLC and PBF Finance Corp. 6% 0.04601 3,800,000 3,708,343
ADT Security Corp. 4.125% 0.04581 4,000,000 3,691,935
Macquarie Airfinance Holdings Ltd 6.4% 0.04577 3,625,000 3,688,912
Sensata Technologies BV 4% 0.04561 4,000,000 3,675,761
FAGE International S.A./FAGE USA Dairy Industry Inc. 5.625% 0.04559 3,705,000 3,674,370
Insight Enterprises Inc. 6.625% 0.04476 3,550,000 3,607,542
UniCredit S.p.A. 5.459% 0.04420 3,800,000 3,562,154
UBS Group AG 9.25% 0.04416 3,300,000 3,558,730
Open Text Holdings Inc 4.125% 0.04412 3,940,000 3,556,185
Midas Opco Holdings LLC 5.625% 0.04359 3,800,000 3,512,865
W. R. Grace Holdings Llc 4.875% 0.04313 3,600,000 3,476,094
Lifepoint Health Tl B 1l Tsfr1m 0.04292 3,450,000 3,459,177
INEOS Quattro Finance 2 PLC 2.5% 0.04198 3,250,000 3,382,960
Blue Racer Midstream, LLC / Blue Racer Finance Corp 7.25% 0.04181 3,275,000 3,369,315
Wyndham Hotels & Resorts Inc 4.375% 0.04167 3,600,000 3,358,580
Level 3 Financing, Inc. 11% 0.04161 3,273,418 3,353,790
Williams Scotsman Inc. 6.625% 0.04131 3,300,000 3,329,000
Altice Financing S.A. 3% 0.04130 4,000,000 3,328,428
Consolidated Communications, Inc. 5% 0.04110 4,000,000 3,312,737
Resorts World Las Vegas LLC / RWLV Capital Inc. 4.625% 0.04094 3,675,000 3,299,491
Frontier Communications Holdings Llc 8.625% 0.04094 3,200,000 3,299,814
Cushman & Wakefield U S Borrower LLC 8.875% 0.04083 3,125,000 3,290,734
Brookfield Property Reit Inc/Bpr Cumulus Llc/Bpr Nimbus Llc/Ggsi Sellco Llc 0.04014 3,300,000 3,235,063
Brandywine Operating Partnership L.P. 8.05% 0.03971 3,075,000 3,200,611
Scripps Escrow Inc 5.875% 0.03905 5,200,000 3,147,275
Rockies Express Pipeline LLC 3.6% 0.03880 3,200,000 3,127,014
Weatherford International Ltd Bermuda 8.625% 0.03860 3,000,000 3,111,231
White Cap Buyer LLC 6.875% 0.03835 3,200,000 3,090,692
Lamb Weston Holdings Inc 4.375% 0.03821 3,450,000 3,079,124
Ascent Resources Utica Holdings LLC / ARU Finance Corp 8.25% 0.03817 3,000,000 3,076,341
Taseko Mines Limited 8.25% 0.03813 3,000,000 3,072,807
Global Medical Response Incorporated 10% 0.03765 3,107,070 3,034,209
International Game Technology PLC 6.25% 0.03737 3,000,000 3,011,679
SBA Senior Finance II LLC 7.35% 0.03722 2,992,500 2,999,293
Champions Financing Inc. 8.75% 0.03693 2,900,000 2,976,137
ZF North America Capital, Inc. 6.875% 0.03671 2,900,000 2,958,597
United Airlines Tl B 1l Tsfr1m 0.03665 2,942,625 2,953,660
Hilcorp Energy I L.P/Hilcorp Finance Co 8.375% 0.03580 2,705,000 2,884,861
Hilcorp Energy I L.P/Hilcorp Finance Co 6.25% 0.03557 2,900,000 2,866,359
Sirius Xm Radio Inc 5.5% 0.03499 3,000,000 2,820,354
The Dun & Bradstreet Corporation 5% 0.03460 3,000,000 2,788,678
Clearwater Paper Corporation 4.75% 0.03445 3,000,000 2,776,727
GFL Environmental Inc. 4.375% 0.03434 3,000,000 2,767,426
Atlas Luxco 4 S A R L / Allied Universal Holdco Llc / Allied Universal Fina 0.03395 3,000,000 2,736,465
Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-I 0.03366 2,750,000 2,712,476
American Airlines, Inc. 3.375% 0.03354 2,859,619 2,703,315
Hudson Pacific Properties LP 3.25% 0.03327 3,875,000 2,680,980
COHESITY RCF COMMITMENT TSFR3M 0.03318 2,674,311 2,674,311
Icahn Enterprises, L.P. / Icahn Enterprises Finance Corporation 5.25% 0.03293 2,825,000 2,654,152
New Fortress Energy Inc. 6.75% 0.03285 2,725,000 2,647,378
Beacon Roofing Supply, Inc. 6.5% 0.03258 2,600,000 2,625,631
PACTIV EVERGREEN TL B3 TSFR1M 0.03234 2,600,000 2,606,071
Petsmart Inc / Petsmart Financial Corporation 7.75% 0.03145 2,600,000 2,534,541
Concentra Escrow Issuer Corp. 6.875% 0.03115 2,475,000 2,510,665
MasterBrand Inc 7% 0.03108 2,475,000 2,504,640
Bluetriton Brands Tl B Tsfr3m 0.03100 2,487,500 2,498,644
Hilcorp Energy I L.P/Hilcorp Finance Co 6% 0.03091 2,600,000 2,491,280
Iron Mountain Inc. 5% 0.03078 2,587,000 2,480,270
GFL Environmental Inc. 5.125% 0.03075 2,500,000 2,478,063
Epic Y-Grade Services Tl B Tsfr1m Tsfr3m 0.03042 2,450,000 2,451,911
Tegna Inc 4.75% 0.03036 2,500,000 2,446,734
RLJ Lodging Trust LP 3.75% 0.02952 2,500,000 2,379,358
Iron Mountain Inc. 5.625% 0.02941 2,494,000 2,370,408
GATES INDUSTRIAL TL B TSFR1M 0.02940 2,362,853 2,369,362
Block Inc 2.75% 0.02933 2,500,000 2,363,556
Kinetik Holdings LP 6.625% 0.02838 2,250,000 2,287,447
Hilcorp Energy I L.P/Hilcorp Finance Co 5.75% 0.02815 2,343,000 2,268,992
Buckeye Partners LP 5.85% 0.02800 2,625,000 2,256,919
Navient Corporation 6.75% 0.02779 2,224,000 2,239,306
Transocean Titan Financing Ltd. 8.375% 0.02756 2,150,000 2,221,137
California Resources Corporation 8.25% 0.02725 2,150,000 2,196,163
Hudson Pacific Properties LP 3.95% 0.02676 2,575,000 2,156,420
Alamo Re Ltd 11.25% 0.02577 2,100,000 2,076,795
Alamo Re Ltd 7.75% 0.02569 2,100,000 2,070,390
Adapthealth Llc 5.125% 0.02499 2,300,000 2,014,079
CrownRock LP 5% 0.02463 2,000,000 1,985,128
Ladder Capital Finance Holdings LLLP/ Ladder Capital Finance Corp. 5.25% 0.02462 2,000,000 1,984,153
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC / (Al 0.02433 1,950,000 1,960,893
Scientific Games Holdings LP / Scientific Games US Finco Inc 6.625% 0.02421 2,000,000 1,950,973
Hilcorp Energy I L.P/Hilcorp Finance Co 6.25% 0.02406 2,015,000 1,939,304
Hilcorp Energy I L.P/Hilcorp Finance Co 6% 0.02399 2,000,000 1,933,247
Calpine Corporation 5.125% 0.02389 2,000,000 1,924,997
Ladder Capital Finance Holdings LLLP/ Ladder Capital Finance Corp. 4.75% 0.02380 2,075,000 1,918,402
MGM Resorts International 4.75% 0.02364 2,000,000 1,905,371
Standard Buildings Solutions Inc. 4.75% 0.02364 2,000,000 1,904,905
Highwoods Realty Limited Partnership 3.05% 0.02316 2,200,000 1,866,895
ASSETMARK FINANCIAL HOLDINGS TL TSFR1M 0.02113 1,700,000 1,703,188
Tempo Acquisition LLC / Tempo Acquisition Fin Corp 5.75% 0.02108 1,700,000 1,699,187
Acushnet Co 7.375% 0.02091 1,625,000 1,685,296
SLM Corporation 3.125% 0.02083 1,800,000 1,678,789
Viper Energy Inc. 5.375% 0.02073 1,700,000 1,670,859
Go Daddy Operating Company LLC / GD Finance Co Inc 3.5% 0.02019 1,800,000 1,627,007
Lithia Motors Incorporated 3.875% 0.02008 1,800,000 1,618,406
Wrangler Holdco Corp. 6.625% 0.01947 1,575,000 1,569,296
Adapthealth Llc 4.625% 0.01938 1,800,000 1,561,645
Crown Cork & Seal Company, Inc. 7.375% 0.01925 1,500,000 1,551,672
Phinia Inc. 6.75% 0.01891 1,500,000 1,524,136
Central Garden & Pet Company 5.125% 0.01814 1,500,000 1,461,674
Scripps Escrow II Inc 3.875% 0.01731 2,000,000 1,395,259
Walgreens Boots Alliance, Inc. 4.1% 0.01707 2,000,000 1,376,046
Civitas Resources Inc 8.625% 0.01666 1,251,000 1,342,360
Yinson Production Financial Services Pte Ltd. 9.625% 0.01609 1,300,000 1,296,757
Purple RE Ltd. 9% 0.01605 1,300,000 1,293,728
Allison Transmission Inc. 5.875% 0.01592 1,300,000 1,283,170
Brinks Company 6.75% 0.01533 1,225,000 1,235,106
Adapthealth Llc 6.125% 0.01423 1,200,000 1,146,893
Longleaf Pine Re Ltd. 17.5% 0.01417 1,150,000 1,142,295
Seagate HDD Cayman 4.091% 0.01383 1,200,000 1,114,333
Scripps Escrow II Inc 5.375% 0.01379 2,500,000 1,111,366
Everglades Re II Ltd 11.5% 0.01360 1,100,000 1,095,875
Everglades Re II Ltd 10.5% 0.01360 1,100,000 1,095,875
Bausch Health Companies Inc. 6.125% 0.01345 1,300,000 1,083,712
Gartner Inc. 3.75% 0.01337 1,200,000 1,077,264
Tutor Perini Corporation 11.875% 0.01336 1,000,000 1,076,509
Tenet Healthcare Corporation 6.875% 0.01311 1,000,000 1,056,221
NCL Corporation Ltd. 8.125% 0.01301 1,000,000 1,048,517
Edison International 8.125% 0.01290 1,000,000 1,039,565
Cougar JV Subsidiary LLC 8% 0.01284 1,000,000 1,034,877
Transocean Aquila Ltd. 8% 0.01262 1,000,000 1,016,789
GULFSIDE SUPPLY TL B TSFR1M 0.01243 1,000,000 1,001,875
AMC Networks Inc 4.25% 0.01237 1,475,000 996,707
Synchrony Financial 7.25% 0.01235 1,000,000 994,958
Ally Financial Inc. 6.7% 0.01234 1,000,000 994,791
MGM Resorts International 5.5% 0.01225 1,000,000 987,303
Crown Americas LLC 5.25% 0.01201 1,000,000 968,303
Acadia Healthcare Company, Inc. 5% 0.01181 1,000,000 951,465
CCO Holdings, LLC/ CCO Holdings Capital Corp. 6.375% 0.01180 1,000,000 951,250
Tenet Healthcare Corporation 4.25% 0.01157 1,000,000 932,079
Jefferies Finance LLC/JFIN Co-Issuer Corp 5% 0.01146 1,000,000 923,515
Ferrellgas Escrow LLC / FG Operating Finance Escrow Corp. 5.875% 0.01143 1,000,000 920,784
Navient Corporation 5.5% 0.01134 1,000,000 913,954
Asbury Automotive Group, Inc. 5% 0.01125 1,000,000 906,633
Bausch Health Companies Inc. 11% 0.01107 1,000,000 892,500
Lithia Motors Incorporated 4.375% 0.01106 1,000,000 891,386
Bombardier Inc. 7% 0.01102 875,000 888,248
Clearway Energy Operating LLC 3.75% 0.01084 1,000,000 873,260
Ardagh Metal Packaging Finance PLC / Ardagh Metal Packaging Finance USA LLC 0.01051 1,000,000 847,370
Credit Acceptance Corporation of Michigan 6.625% 0.00992 800,000 799,599
Fair Isaac Corporation 5.25% 0.00983 800,000 791,996
Shift4 Payments Llc / Shift4 Payments Finance Subordinated Incorporated 4.6 0.00962 800,000 775,299
Taylor Morrison Communities Inc 5.125% 0.00952 800,000 767,031
Viridien 8.75% 0.00947 800,000 763,275
Topaz Solar Farms LLC 5.75% 0.00943 784,635 759,797
ATP Tower Holdings LLC Andean Tower Partners Colombia Sas Andean Telecom Pa 0.00941 800,000 758,329
Telecom Italia Capital S.A. 7.721% 0.00939 775,000 756,989
Chobani LLC / Chobani Finance Corporation Inc 4.625% 0.00939 800,000 756,531
LCPR Senior Secured Financing Designated Activity Company 6.75% 0.00931 800,000 750,096
Armor Re Ltd. 15.62013% 0.00926 750,000 746,269
Brookfield Property Reit Inc/Bpr Cumulus Llc/Bpr Nimbus Llc/Ggsi Sellco Llc 0.00925 800,000 745,265
Boise Cascade Co 4.875% 0.00921 800,000 742,061
Roller Bearing Company of America Inc. 4.375% 0.00915 800,000 737,190
Trinet Group Inc 3.5% 0.00884 800,000 712,847
Prestige Brands, Inc. 3.75% 0.00865 800,000 696,890
Five Point Operating Company LP Five Point Capital Corp 10.5% 0.00855 671,669 689,193
Alcoa Nederland Holding B.V. 5.5% 0.00826 675,000 665,302
Marks and Spencer plc 7.125% 0.00797 600,000 642,311
Everglades Re II Ltd 12.75% 0.00779 630,000 628,204
Rockies Express Pipeline LLC 7.5% 0.00765 600,000 616,633
Vodafone Group PLC 5.125% 0.00733 800,000 590,477
Coty Inc. 4.75% 0.00708 600,000 570,703
Genesis Energy L.P. 8.25% 0.00705 550,000 568,240
Usi Inc 7.5% 0.00631 500,000 508,447
SS&C Technologies, Inc. 5.5% 0.00611 500,000 492,688
Burford Capital Global Finance LLC 6.25% 0.00480 400,000 387,091
Moog Inc. 4.25% 0.00466 396,000 375,700
Torrey Pines Re Limited 0.5% 0.00374 300,000 301,035
Kilroy Realty L.P. 4.75% 0.00352 300,000 283,909
IHO Verwaltungs GmbH 6.375% 0.00344 280,000 277,024
Windmill III Re Designated Activity Co. 8.967% 0.00333 250,000 268,259
STATE STREET STIF FUND (EUR) 0.00313 235,028 251,892
Torrey Pines Re Limited 5.87456% 0.00312 250,000 251,138
Torrey Pines Re Limited 0.5% 0.00312 250,000 251,388
Charles River Re Ltd. 6.75% 0.00309 250,000 249,119
Palm RE Ltd. 14.85526% 0.00307 250,000 247,138
Bayou Re Ltd. 18.5% 0.00306 250,000 246,375
Hudson Pacific Properties LP 4.65% 0.00287 300,000 231,374
Genesis Energy L.P. 8.875% 0.00261 200,000 210,564
Allied Universal Holdco LLC / Allied Universal Finance Corporation 6.625% 0.00162 131,000 130,725
Pimco Fds 0.00113 9,367 91,131
Builders Firstsource, Inc. 6.375% 0.00031 25,000 24,782
STATE STREET STIF FUND (GBP) 0.00001 678 857
STIF FUND (CAD) 0.00001 577 422
STIF FUND (JPY) (SSKC) 0.00000 14,488 90
STIF FUND (CHF) 0.00000 1 1
CDX HY42 5Y ICE 1.91279 145,100,000 154,158,649
EUROPEAN MONETARY UNION EURO Purchased 0.67657 50,819,000 54,527,517
NEWELL BRANDS INC SNR S* ICE 0.12129 10,450,000 9,775,587
JAGUAR LAND ROVER AUTOMOTIVE SNR SE ICE 0.10835 7,300,000 8,732,691
FIXED INC CLEARING CORP REPO (FICC) 0.10510 8,470,068 8,470,068
CDX HY41 5Y ICE 0.09785 7,415,100 7,885,967
VM CASH CCP ICE BOS USD 0.06808 5,486,555 5,486,555
VM CASH FUT DOM JPS USD 0.05935 4,783,338 4,783,338
CANADIAN DOLLAR Purchased 0.05686 6,269,712 4,582,328
BRITISH POUND STERLING Purchased 0.01885 1,209,000 1,518,901
CASH COLLATERAL FUT JPS USD 0.01576 1,270,000 1,270,000
VM CASH CCP ICE BOS EUR 0.01449 1,089,971 1,168,177
VM CASH FUT FOR JPS EUR 0.01219 916,792 982,572
CANADIAN DOLLAR Purchased 0.00021 3,928 17,150
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