Fidelity Advisor Limited Term Bond M2024-07-31
Security Name % Net Assets Number Of Shares Market Value (USD)
United States Treasury Notes 4.125% 3.17284 63,376,500 63,544,844
United States Treasury Notes 4.125% 3.01018 59,833,600 60,287,026
United States Treasury Notes 4.625% 2.35967 46,116,700 47,258,809
Barclays PLC 2.852% 0.92260 18,848,000 18,477,523
Fidelity Cash Central Fund 0.91979 18,417,680 18,421,363
Bank of America Corp. 1.319% 0.77145 16,000,000 15,450,421
United States Treasury Notes 4.5% 0.75189 15,000,000 15,058,594
Volkswagen Group of America Finance LLC 1.25% 0.71533 15,040,000 14,326,438
MPLX LP 1.75% 0.71395 15,044,000 14,298,780
JPMorgan Chase & Co. 1.045% 0.71028 15,000,000 14,225,310
B.A.T. International Finance PLC 1.668% 0.70998 15,000,000 14,219,234
Deutsche Bank AG New York Branch 2.129% 0.69250 14,479,000 13,869,193
Broadcom Inc 1.95% 0.68199 15,000,000 13,658,645
Equitable Financial Life Global Funding 1.4% 0.67613 15,000,000 13,541,406
Bank of America Corp. 1.197% 0.64965 13,673,000 13,011,008
Nomura Holdings Inc. 1.653% 0.58381 12,500,000 11,692,377
Petroleos Mexicanos 6.5% 0.57580 12,000,000 11,532,000
AT&T Inc 1.65% 0.56751 12,588,000 11,365,899
Vistra Operations Co LLC 5% 0.55978 11,450,000 11,211,161
CEDAR FUNDING CLO LTD 6.66298% 0.55005 11,007,000 11,016,345
DB Master Finance LLC 2.045% 0.54199 11,700,000 10,854,796
Bank of America Corp. 2.015% 0.53929 11,000,000 10,800,687
JPMorgan Chase & Co. 2.956% 0.53872 12,053,000 10,789,262
Bayer US Finance II LLC 4.25% 0.51634 10,500,000 10,341,149
Molson Coors Beverage Company 3% 0.51048 10,575,000 10,223,669
Slam 2021-1 Limited / Slam 2021-1 Llc 2.434% 0.50441 11,199,673 10,102,105
Niagara Park Clo Ltd / Llc 6.54738% 0.50108 10,020,000 10,035,501
Citigroup Inc. 3.106% 0.49134 10,000,000 9,840,442
Wells Fargo & Co. 2.164% 0.49075 10,000,000 9,828,530
Ares Capital Corp. 3.25% 0.48830 10,000,000 9,779,528
T-Mobile USA, Inc. 2.625% 0.48479 10,100,000 9,709,206
Duke Energy Corp 4.3% 0.48142 9,784,000 9,641,744
JDE Peets N.V 1.375% 0.47790 10,440,000 9,571,289
Goldman Sachs Group, Inc. 2.64% 0.47138 10,000,000 9,440,763
UBS Group AG 1.305% 0.46993 10,000,000 9,411,700
Mitsubishi UFJ Financial Group Inc. 1.538% 0.46796 10,000,000 9,372,105
Mizuho Financial Group Inc. 1.234% 0.46688 10,000,000 9,350,649
Enbridge Inc. 1.6% 0.46611 10,000,000 9,335,203
JPMorgan Chase & Co. 1.47% 0.46476 10,000,000 9,308,107
Eversource Energy 5.45% 0.45715 9,000,000 9,155,598
NTT Finance Corp 1.591% 0.44772 10,000,000 8,966,866
DnB Bank ASA 1.605% 0.43814 9,570,000 8,774,975
Dell International L.L.C. and EMC Corporation 5.25% 0.43557 8,564,000 8,723,520
BNP Paribas SA 2.219% 0.41916 8,627,000 8,394,754
Blackstone Private Credit Fund 4.7% 0.40824 8,250,000 8,176,190
Nutrien Ltd 4.9% 0.40057 8,000,000 8,022,573
CVS Health Corp 5% 0.39939 8,000,000 7,998,867
JDE Peets N.V 0.8% 0.39602 8,000,000 7,931,306
General Motors Financial Company Inc 1.25% 0.39515 8,359,000 7,913,979
Madison Park Xxxii 6.54362% 0.38950 7,800,826 7,800,826
Ford Motor Credit Company LLC 3.375% 0.38948 8,000,000 7,800,383
General Motors Financial Company Inc 5.8% 0.38444 7,500,000 7,699,487
SYMPHONY CLO XXI LTD 6.62298% 0.37888 7,582,000 7,588,149
ABN AMRO Bank N.V. 1.542% 0.37868 8,114,000 7,584,092
Dominion Energy Inc 1.45% 0.37667 8,000,000 7,543,828
7-Eleven Inc. 0.95% 0.37085 7,891,000 7,427,218
Guardian Life Global Funding 1.4% 0.36505 8,010,000 7,311,123
Citigroup Inc. 2.014% 0.36080 7,350,000 7,225,945
WarnerMedia Holdings Inc. 3.755% 0.35904 7,549,000 7,190,831
BPR Trust 2022-OANA 7.2268% 0.35688 7,152,000 7,147,530
Athene Global Funding 5.516% 0.35398 7,000,000 7,089,509
CSMC 2021-RPL9 TRUST 2.43639% 0.35339 7,162,262 7,077,682
COMM 2020-SBX MORTGAGE TRUST 1.67% 0.35321 8,241,000 7,074,001
Avolon Holdings Funding Ltd. 2.875% 0.35250 7,180,000 7,059,729
General Motors Financial Company Inc 2.35% 0.35172 7,500,000 7,044,186
Energy Transfer LP 2.9% 0.34997 7,150,000 7,009,161
BNP Paribas SA 1.323% 0.34990 7,417,000 7,007,658
Bank of America Corp. 5.08% 0.34973 7,000,000 7,004,256
Cooperatieve Rabobank U.A. 1.98% 0.34861 7,500,000 6,981,920
Bayer US Finance LLC 3.375% 0.34792 7,000,000 6,968,084
Phillips 66 3.85% 0.34590 7,000,000 6,927,634
Wells Fargo & Co. 4.3% 0.34501 7,000,000 6,909,790
Capital One, National Association 2.28% 0.34378 7,000,000 6,885,121
HCA Inc. 3.125% 0.33956 7,100,000 6,800,651
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 1.75% 0.33708 7,095,000 6,750,936
Bank of America Corp. 1.734% 0.33624 7,174,000 6,734,062
International Flavors & Fragrances Inc. 1.23% 0.33373 7,000,000 6,683,774
Ford Motor Credit Company LLC 6.95% 0.33333 6,500,000 6,675,931
AIG Global Funding 0.9% 0.33321 7,000,000 6,673,501
Amgen Inc. 5.15% 0.33293 6,578,000 6,667,794
First Citizens Bank & Trust Company 2.969% 0.33068 6,655,000 6,622,676
Advance Auto Parts Inc. 5.95% 0.32819 6,525,000 6,572,804
Deutsche Bank AG New York Branch 2.311% 0.32805 7,028,000 6,570,181
Morgan Stanley 5.042% 0.32681 6,500,000 6,545,245
The Boeing Company 3.2% 0.32615 7,200,000 6,532,069
Capital One Financial Corp. 1.878% 0.32509 7,000,000 6,510,726
JPMorgan Chase & Co. 4.995% 0.32193 6,400,000 6,447,534
Philip Morris International Inc. 4.875% 0.32145 6,400,000 6,437,951
BPCE SA 2.045% 0.31929 6,865,000 6,394,744
HSBC Holdings PLC 1.645% 0.31924 6,567,000 6,393,596
HSBC Holdings PLC 5.597% 0.31893 6,300,000 6,387,544
CF HIPPOLYTA ISSUER LLC 1.69% 0.31570 6,624,464 6,322,747
Wells Fargo & Co. 5.707% 0.31561 6,200,000 6,321,017
Societe Generale S.A. 1.792% 0.31491 6,750,000 6,306,900
Hyundai Capital America 5.8% 0.31345 6,250,000 6,277,709
NiSource Inc. 5.25% 0.31088 6,140,000 6,226,126
Humana Inc. 5.75% 0.31013 6,000,000 6,211,111
Wells Fargo & Co. 6.303% 0.30491 5,800,000 6,106,697
L3 Harris Technologies Inc 5.4% 0.30388 6,000,000 6,085,931
Citibank, N.A. 4.929% 0.30029 6,000,000 6,014,067
ELP COMMERCIAL MORTGAGE TRUST 2021-ELP 6.14448% 0.29843 6,065,939 5,976,899
Nationwide Building Society 6.557% 0.29835 5,800,000 5,975,205
Ally Financial Inc. 6.848% 0.29753 5,700,000 5,958,756
Dollar Tree Inc 4% 0.29620 6,000,000 5,932,197
LYB International Finance III LLC 1.25% 0.29490 6,185,000 5,906,148
Micron Technology Inc. 4.185% 0.29437 6,000,000 5,895,553
The Mosaic Company 5.375% 0.29260 5,750,000 5,860,092
Petroleos Mexicanos 6.49% 0.29109 6,035,000 5,829,810
LEGACY MORTGAGE ASSET TRUST 2021-GS5 2.25% 0.28972 5,915,808 5,802,354
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.1% 0.28128 5,500,000 5,633,439
Santander Holdings USA Inc. 3.45% 0.27973 5,700,000 5,602,456
Rogers Communications Inc. 2.95% 0.27375 5,568,000 5,482,525
Delta Air Lines Inc. 2.9% 0.27245 5,500,000 5,456,566
EQT TRUST 2024-EXTR 5.3308% 0.27198 5,418,000 5,447,132
WHEELS FLEET LEASE FUNDING 1 LLC 6.46% 0.26607 5,260,000 5,328,748
Glencore Funding LLC 5.338% 0.26598 5,275,000 5,327,038
Gmf Floorplan Owner Revolving Trust 5.13% 0.26578 5,280,000 5,323,005
Danske Bank A/S 6.259% 0.26576 5,262,000 5,322,586
Voya Clo 2019-2 Ltd / Voya Clo 144A FRN 6.48201% 0.26463 5,300,000 5,300,032
FLATIRON CLO 28 LTD 6.5866% 0.26334 5,254,000 5,274,044
Intercontinental Exchange Inc 3.625% 0.26260 5,500,000 5,259,354
Diamondback Energy Inc 5.2% 0.26108 5,172,000 5,228,912
Capital One Financial Corp. 7.149% 0.26030 5,000,000 5,213,212
B.A.T. International Finance PLC 5.931% 0.25978 5,000,000 5,202,861
Realty Income Corporation 2.1% 0.25949 5,695,000 5,196,974
Jbs Usa Lux SA/Jbs Usa Food Company/Jbs Usa Finance Inc 2.5% 0.25843 5,515,000 5,175,738
General Motors Financial Company Inc 6% 0.25730 5,000,000 5,153,071
Imperial Brands Finance Plc 5.5% 0.25202 5,000,000 5,047,459
Intesa Sanpaolo S.p.A. 5.71% 0.25094 5,031,000 5,025,667
ENEL Finance International N.V. 5.125% 0.25083 5,000,000 5,023,474
Mercedes-Benz Finance North America LLC 4.8% 0.25067 5,000,000 5,020,359
JUNIPER VALLEY PARK CLO LTD 6.53201% 0.24974 5,000,000 5,001,705
Dominion Energy Inc 3.071% 0.24939 5,000,000 4,994,644
NEUBERGER BERMAN LOAN ADVISERS NBLA CLO 50 LTD 6.53299% 0.24895 4,986,000 4,986,000
TCI-FLATIRON CLO LTD 6.55094% 0.24881 4,979,582 4,983,033
B.A.T. International Finance PLC 3.95% 0.24656 5,000,000 4,937,979
Willis North America Inc. 4.5% 0.24573 5,000,000 4,921,398
CF HIPPOLYTA ISSUER LLC 1.53% 0.24538 5,329,541 4,914,442
Ford Motor Credit Company LLC 2.3% 0.24501 5,000,000 4,906,940
Blox Tr 2021-Blox 6.19348% 0.24475 5,047,000 4,901,724
Morgan Stanley 2.188% 0.24378 5,000,000 4,882,387
Wells Fargo & Co. 2.188% 0.24375 5,000,000 4,881,772
Aimco CLO 12 Ltd /Llc 6.45577% 0.24147 4,830,955 4,836,056
PRPM 2021-8 LLC 1.743% 0.24128 4,960,732 4,832,243
UBS Group AG 2.593% 0.23910 4,805,000 4,788,574
Empower Finance 2020 LP 1.357% 0.23890 5,321,000 4,784,645
BPCE SA 1.652% 0.23883 5,000,000 4,783,279
Ally Financial Inc. 5.125% 0.23736 4,760,000 4,753,714
ICON Investments Six DAC 5.809% 0.23715 4,656,000 4,749,626
Republic Services, Inc. 0.875% 0.23695 5,000,000 4,745,587
Barclays PLC 2.279% 0.23427 5,000,000 4,691,992
Daimler Trucks Finance North America LLC 2% 0.23398 5,000,000 4,686,113
Athene Global Funding 1.73% 0.23317 5,000,000 4,669,874
Mitsubishi UFJ Financial Group Inc. 1.64% 0.23292 5,000,000 4,664,923
Banco Santander, S.A. 1.722% 0.23193 5,000,000 4,645,124
Equitable Financial Life Global Funding 1.7% 0.23193 5,000,000 4,644,957
Societe Generale S.A. 1.488% 0.23021 4,870,000 4,610,523
Brunswick Corporation 5.85% 0.23019 4,539,000 4,610,276
5 Year Treasury Note Future Sept 24 0.22868 2,585 4,579,883
UBS Group AG 6.373% 0.22665 4,500,000 4,539,341
Federal National Mortgage Association 3% 0.22308 4,770,967 4,467,770
Hess Corporation 4.3% 0.22191 4,500,000 4,444,339
BX 2021-PAC MORTGAGE TRUST 6.13258% 0.22144 4,501,000 4,434,936
DnB Bank ASA 1.535% 0.21771 4,643,000 4,360,263
HSBC Holdings PLC 5.21% 0.21753 4,327,000 4,356,684
PRPM LLC 4.793% 0.21463 4,376,749 4,298,621
Ingersoll Rand Inc 5.176% 0.21353 4,200,000 4,276,617
Magnetite Xxii Ltd / Magnetite Xxii LLC 6.52575% 0.21256 4,257,000 4,257,000
Ingersoll Rand Inc 5.197% 0.21249 4,200,000 4,255,766
ANGEL OAK MORTGAGE TRUST 2021-8 1.82% 0.21163 4,882,159 4,238,380
Edison International 5.45% 0.20934 4,120,000 4,192,699
SAPPHIRE AVIATION FINANCE II LIMITED 3.228% 0.20853 4,550,741 4,176,351
Charter Communications Operating, LLC/Charter Communications Operating Capi 0.20710 4,070,000 4,147,829
ARI FLEET LEASE TRUST 2023-B 6.05% 0.20674 4,117,000 4,140,477
BX COMMERCIAL MORTGAGE TRUST 2022-LP2 6.3417% 0.20649 4,187,943 4,135,594
Goldman Sachs Group, Inc. 6.484% 0.20606 3,900,000 4,126,942
Morgan Stanley 6.407% 0.20597 3,900,000 4,125,132
AASET 2021-2 TRUST 2.798% 0.20426 4,574,487 4,090,819
Natwest Markets PLC 5.416% 0.20216 4,000,000 4,048,908
BX TRUST 6.29348% 0.20193 4,092,870 4,044,267
AES Corp. 3.3% 0.20192 4,133,000 4,044,038
Ford Motor Credit Company LLC 5.85% 0.20183 4,000,000 4,042,266
Banco Santander, S.A. 5.365% 0.20157 4,000,000 4,036,989
Citigroup Inc. 5.61% 0.20057 4,000,000 4,017,035
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.45% 0.19827 3,836,000 3,970,900
Dollar General Corporation 4.625% 0.19805 4,000,000 3,966,518
ING Groep N.V. 1.726% 0.19802 4,192,000 3,965,843
Brixmor Operating Partnership LP 2.25% 0.19718 4,348,000 3,948,991
Citizens Bank National Association 2.25% 0.19694 4,046,000 3,944,362
LIFE 2021-BMR MORTGAGE TRUST 6.14348% 0.19662 3,997,740 3,937,774
PALMER SQUARE LOAN FUNDING 2022-1 LTD 6.35137% 0.19327 3,866,405 3,870,859
Alcon Finance Corp 2.75% 0.19274 4,038,000 3,860,204
SREIT COMMERCIAL MORTGAGE TRUST 2021-MFP 6.17408% 0.19160 3,881,036 3,837,374
Santander Holdings USA Inc. 3.244% 0.19148 4,000,000 3,834,996
Charter Communications Operating, LLC/Charter Communications Operating Capi 0.18899 4,000,000 3,785,019
MORGAN STANLEY CAPITAL I TRUST 3.17% 0.18470 3,837,000 3,699,193
Ventas Realty Limited Partnership 2.65% 0.18283 3,710,000 3,661,592
Ventas Realty Limited Partnership 3% 0.18121 4,013,000 3,629,167
GS Mortgage Securities Trust 3.86684% 0.17987 3,777,202 3,602,318
PRET 2022-RN1 LLC 3.721% 0.17980 3,643,893 3,600,975
Autozone, Inc. 6.25% 0.17948 3,398,000 3,594,623
Bank of Ireland Group PLC 5.601% 0.17887 3,531,000 3,582,325
Canadian Natural Resources Limited 2.05% 0.17749 3,668,000 3,554,721
Bank of America Corp. 5.819% 0.17578 3,400,000 3,520,526
Citigroup Inc. 4.075% 0.17513 3,600,000 3,507,486
Georgia Power Company 4.65% 0.17335 3,465,000 3,471,784
RGA Global Funding 2% 0.17171 3,680,000 3,439,058
Oracle Corp. 1.65% 0.17139 3,618,000 3,432,621
Federal National Mortgage Association 3% 0.16741 3,570,428 3,352,759
Air Lease Corporation 2.2% 0.16686 3,565,000 3,341,863
JPMorgan Chase & Co. 5.571% 0.16613 3,266,000 3,327,223
American Airlines, Inc. 3.85% 0.16283 3,456,539 3,261,081
Great-West Lifeco U S Finance 2020 LP 0.904% 0.16157 3,381,000 3,235,878
Volkswagen Group of America Finance LLC 3.95% 0.16124 3,270,000 3,229,271
7-Eleven Inc. 1.3% 0.16024 3,614,000 3,209,277
TransDigm, Inc. 5.5% 0.15984 3,250,000 3,201,250
Occidental Petroleum Corporation 5% 0.15978 3,189,000 3,199,971
FirstEnergy Corp. 2.05% 0.15948 3,271,000 3,193,968
Hyundai Capital America 5.45% 0.15838 3,147,000 3,171,963
Mexico (United Mexican States) 3.25% 0.15813 3,525,000 3,166,992
BLACKBIRD CAPITAL II AIRCRAFT LEASE LTD 2.443% 0.15757 3,522,966 3,155,790
Southern Co. 5.5% 0.15721 3,052,000 3,148,503
TransDigm, Inc. 6.375% 0.15512 3,050,000 3,106,732
DAIMLER TRUCKS RETAIL TRUST 2024-1 5.49% 0.15475 3,072,000 3,099,272
Regions Financial Corporation 2.25% 0.15252 3,135,000 3,054,580
Jackson National Life Global Funding 5.55% 0.15182 3,000,000 3,040,533
Santander Holdings USA Inc. 5.807% 0.15070 3,000,000 3,018,265
The Boeing Company 4.875% 0.14873 3,000,000 2,978,802
Boston Properties Limited Partnership 3.2% 0.14800 3,000,000 2,964,053
GS Mortgage Securities Trust 2011-GC5 5.15004% 0.14727 3,041,969 2,949,559
ING Groep N.V. 5.335% 0.14632 2,890,000 2,930,467
PALMER SQUARE LOAN FUNDING 2024-3 LTD 6.41661% 0.14610 2,925,000 2,925,994
Fnma Pass-Thru I 4.5% 0.14545 2,968,251 2,913,113
Deutsche Bank AG 4.5% 0.14381 2,904,000 2,880,123
BX COMMERCIAL MORTGAGE TRUST 6.09581% 0.14246 2,883,803 2,853,163
BX TRUST 2024-CNYN 6.77068% 0.14239 2,871,438 2,851,697
ENTERPRISE FLEET FINANCING 2024-3 LLC 4.98% 0.14133 2,821,000 2,830,573
Ford Credit Floorplan Master Owner Trust A 5.48% 0.14125 2,797,000 2,829,013
Cent CLO 21 Limited 6.49517% 0.14086 2,819,724 2,821,134
Cleco Corporate Holdings LLC 3.743% 0.14023 2,893,000 2,808,563
WEC Energy Group Inc. 5% 0.14017 2,810,000 2,807,270
DELL EQUIPMENT FINANCE TRUST 2023-3 5.93% 0.13931 2,760,000 2,790,161
BRAVO RESIDENTIAL FUNDING TRUST 2% 0.13842 3,035,230 2,772,288
SBA Tower Trust 2.836% 0.13768 2,797,000 2,757,517
NiSource Inc. 2.95% 0.13745 3,000,000 2,752,869
NiSource Inc. 0.95% 0.13744 2,873,000 2,752,627
Kite Realty Group, L.P. 4% 0.13718 2,778,000 2,747,423
RGA Global Funding 5.448% 0.13588 2,658,000 2,721,357
VMware Inc 1.4% 0.13422 2,882,000 2,688,058
Cedar Funding X Clo Ltd / Llc 6.64362% 0.13420 2,685,000 2,687,664
GS MORTGAGE SECURITIES CORPORATION TRUST 2021-IP 6.39348% 0.13224 2,682,000 2,648,475
Flatiron Clo 20 Ltd / Flatiron Clo 2 FRN 6.66127% 0.13218 2,644,000 2,647,337
TESLA ELECTRIC VEHICLE TRUST 2023-1 5.38% 0.13184 2,614,000 2,640,486
VCAT 2021-NPL3 LLC 4.743% 0.13000 2,648,201 2,603,679
UPSTART SECURITIZATION TRUST 2023-3 6.9% 0.12991 2,573,807 2,601,890
Lloyds Banking Group PLC 2.438% 0.12960 2,636,000 2,595,641
Santander Holdings USA Inc. 2.49% 0.12881 2,768,000 2,579,767
Synchrony Financial 4.25% 0.12729 2,551,000 2,549,275
RR 16 LTD 6.67298% 0.12639 2,529,000 2,531,342
Pennsylvania Electric Company 5.15% 0.12602 2,524,000 2,523,835
Sempra 3.4% 0.12460 2,613,000 2,495,469
J.P. Morgan Chase Commercial Mortgage Securities Trust 4.2475% 0.12379 2,708,000 2,479,194
UNIVISION TERM B 1LN 01/31/29 0.12106 2,497,226 2,424,657
Carnival Corporation 7.625% 0.12099 2,400,000 2,423,218
VCAT LLC 5.115% 0.12076 2,429,251 2,418,465
PORSCHE FINANCIAL AUTO SECURITIZATION TRUST 2023-2 5.79% 0.12008 2,386,000 2,404,910
Valero Energy Corp. 2.85% 0.11935 2,437,000 2,390,396
BX COMMERCIAL MORTGAGE TRUST 2024-MDHS 6.9701% 0.11776 2,365,836 2,358,442
Enbridge Inc. 5.9% 0.11732 2,300,000 2,349,683
C&W Senior Finance Ltd. 6.875% 0.11701 2,400,000 2,343,359
PALMER SQUARE LOAN FUNDING LTD 6.38735% 0.11675 2,338,178 2,338,252
CCO Holdings, LLC/ CCO Holdings Capital Corp. 5.125% 0.11639 2,400,000 2,331,035
American Tower Corporation 1.3% 0.11514 2,406,000 2,306,083
GCAT 2021-NQM7 TRUST 1.915% 0.11298 2,521,346 2,262,783
Tenet Healthcare Corporation 5.125% 0.11280 2,300,000 2,259,080
MHP COMMERCIAL MORTGAGE TRUST 6.14348% 0.11166 2,266,000 2,236,259
BENCHMARK MORTGAGE TRUST 1.41275% 0.10963 49,223,789 2,195,637
Federal Home Loan Mortgage Corp. 3% 0.10892 2,360,648 2,181,451
BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2022-DKLX 6.479% 0.10736 2,178,000 2,150,094
Centene Corp. 2.45% 0.10616 2,360,000 2,126,198
Avolon Holdings Funding Ltd. 5.5% 0.10427 2,089,000 2,088,356
United Airlines Pass Through Trust 2019-2AA 3.5% 0.10417 2,193,942 2,086,386
AASET 2021-1 TRUST 2.95% 0.10416 2,263,680 2,086,139
Venture Global LNG Inc. 7% 0.10393 2,060,000 2,081,513
Bank Amer Merrill Lynch Commercial Mortgage Trust 2015-Ubs7 3.429% 0.10141 2,055,550 2,030,932
Capital One Financial Corp. 5.468% 0.09998 1,983,000 2,002,411
NYMT LOAN TRUST 1.6696% 0.09980 2,079,265 1,998,688
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 2.45% 0.09915 2,102,000 1,985,736
SS&C Technologies, Inc. 5.5% 0.09892 2,000,000 1,981,180
Canadian Pacific Railway Company 1.75% 0.09802 2,099,000 1,963,019
Protective Life Global Funding 3.218% 0.09736 1,979,000 1,949,835
Sealed Air Corp. 5% 0.09645 2,000,000 1,931,630
Sirius Xm Radio Inc 3.125% 0.09487 2,000,000 1,900,123
EXTENDED STAY AMERICA TRUST 2021-ESH 6.52348% 0.09437 1,897,130 1,890,017
Community Health Systems Incorporated 5.625% 0.09323 1,950,000 1,867,231
Barclays PLC 5.69% 0.09286 1,821,000 1,859,812
Dominos Pizza Inc. 4.474% 0.09121 1,855,000 1,826,643
FINANCE OF AMERICA HECM BUYOUT 2022-HB1 2.6948% 0.09115 1,863,327 1,825,549
New Fortress Energy Inc. 6.5% 0.09053 1,950,000 1,813,198
Howmet Aerospace Inc 6.875% 0.08816 1,750,000 1,765,564
CASTLELAKE AIRCRAFT STRUCTURED TRUST 3.474% 0.08813 1,877,209 1,765,118
Ares Liv Clo Ltd / Llc 6.57137% 0.08720 1,746,000 1,746,489
OCEANVIEW MORTGAGE LOAN TRUST 2020-1 1.73291% 0.08697 1,913,809 1,741,784
O'Reilly Automotive Inc. 5.75% 0.08640 1,697,000 1,730,362
ENTERPRISE FLEET FINANCING 2023-3 LLC 6.4% 0.08625 1,702,897 1,727,296
EG Global Finance PLC 12% 0.08554 1,600,000 1,713,221
Icahn Enterprises, L.P. / Icahn Enterprises Finance Corporation 5.25% 0.08367 1,750,000 1,675,625
BAE Systems PLC 5% 0.08364 1,667,000 1,675,146
Nissan Master Owner Trust Receivables 5.05% 0.08274 1,648,000 1,657,131
BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 3.112% 0.08208 1,767,000 1,643,923
CLOUD SOFTWARE TM B 1LN 03/29 0.08106 1,625,000 1,623,521
Iqvia Inc 5% 0.08087 1,650,000 1,619,578
Westpac Banking Corp. 4.11% 0.08060 1,710,000 1,614,212
BX TRUST 2022-GPA 7.4938% 0.07978 1,593,904 1,597,889
BX TRUST 2021-MFM1 6.14348% 0.07954 1,609,150 1,593,058
Open Text Corp 3.875% 0.07924 1,700,000 1,586,970
BAE Systems PLC 5.125% 0.07846 1,551,000 1,571,293
ALLIED UNIVE TM B 1LN 5/14/28 0.07819 1,566,944 1,565,894
WELLS FARGO COMMERCIAL MORTGAGE TRUST 3.453% 0.07755 1,582,005 1,553,077
Societe Generale S.A. 2.625% 0.07586 1,530,000 1,519,239
Apx Group, Inc. 6.75% 0.07481 1,500,000 1,498,261
SBA Communications Corp. 3.875% 0.07451 1,550,000 1,492,337
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 1.65% 0.07450 1,507,000 1,491,979
Aaset 2019-2 Trust 3.376% 0.07444 1,567,252 1,490,926
Starwood Property Trust, Inc. 4.75% 0.07426 1,500,000 1,487,242
Federal National Mortgage Association 2.5% 0.07414 1,636,306 1,484,782
Discovery Communications, LLC 3.625% 0.07332 1,664,000 1,468,383
Daimler Trucks Finance North America LLC 5.125% 0.07240 1,437,000 1,449,937
DTE Energy Co. 4.95% 0.07237 1,444,000 1,449,332
MEDLINE TERM B 1LN 10/23/2028 0.07181 1,433,888 1,438,104
Morgan Stanley BAML Trust 3.272% 0.07159 1,470,759 1,433,882
Enbridge Inc. 2.5% 0.07077 1,440,000 1,417,264
Jackson Financial Inc 5.17% 0.07025 1,397,000 1,406,891
Live Nation Entertainment, Inc. 4.75% 0.07020 1,450,000 1,405,963
Federal Home Loan Mortgage Corp. 4% 0.06761 1,389,133 1,354,100
The Williams Companies, Inc. 5.4% 0.06706 1,334,000 1,343,093
Occidental Petroleum Corporation 5.2% 0.06656 1,325,000 1,333,056
Imperial Brands Finance Plc 4.25% 0.06601 1,339,000 1,322,104
Buckeye Partners LP 4.125% 0.06572 1,400,000 1,316,137
OPEN TRUST 2023-AIR 8.41789% 0.06550 1,301,161 1,311,733
Corebridge Financial Inc. 3.65% 0.06510 1,345,000 1,303,828
GFL Environmental Inc. 4% 0.06430 1,370,000 1,287,789
Ggam Finance Ltd. 7.75% 0.06391 1,250,000 1,279,984
TK Elevator Us Newco Inc. 5.25% 0.06365 1,300,000 1,274,723
United Air Lines, Inc. 4.375% 0.06329 1,300,000 1,267,484
RTX Corp. 5.75% 0.06283 1,205,000 1,258,387
BX COMMERCIAL MORTGAGE TRUST 2023-XL3 7.09022% 0.06269 1,254,839 1,255,618
NOVOLEX TERM 1LN 04/13/29 0.06250 1,251,512 1,251,825
OneMain Financial Corporation 7.5% 0.06237 1,215,000 1,249,222
Amphenol Corporation 5.05% 0.06189 1,216,000 1,239,516
Clarios Global LP / Clarios US Finance Company Inc 6.75% 0.06152 1,210,000 1,232,165
WASH Multifamily Acquisition Inc 5.75% 0.06142 1,250,000 1,230,138
The Western Union Company 2.85% 0.06125 1,242,000 1,226,771
Federal National Mortgage Association 2.5% 0.06100 1,322,441 1,221,787
AAdvantage Loyalty IP Ltd/ American Airlines Inc 5.5% 0.06076 1,225,000 1,216,798
GREAT OUTDOORS TM B2 1LN 03/28 0.06073 1,218,734 1,216,345
Wells Fargo Commercial Mortgage Trust 2015-Lc22 3.571% 0.05968 1,208,006 1,195,262
J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-Brook 6.94348% 0.05966 1,268,309 1,194,839
Genesis Energy L.P. 8% 0.05871 1,150,000 1,175,906
SBA Tower Trust 1.884% 0.05719 1,204,000 1,145,424
CSMC 2020-NET 2.2569% 0.05714 1,201,470 1,144,368
Entegris Escrow Corp. 4.75% 0.05660 1,175,000 1,133,639
MPT Operating Partnership LP / MPT Finance Corporation 5.25% 0.05606 1,250,000 1,122,784
Transocean Aquila Ltd. 8% 0.05596 1,100,000 1,120,828
Altice Financing S.A. 5% 0.05582 1,400,000 1,117,959
Acuris Finance US Inc / Acuris Finance S.a r.l. 5% 0.05563 1,250,000 1,114,056
Campbell Soup Co. 5.3% 0.05556 1,106,000 1,112,752
Macquarie Airfinance Holdings Ltd 8.125% 0.05547 1,050,000 1,110,923
CARMAX AUTO OWNER TRUST 2023-4 6% 0.05460 1,075,000 1,093,483
Viking Cruises, Ltd. 9.125% 0.05445 1,000,000 1,090,447
NOVA Chemicals Corp. 5% 0.05443 1,100,000 1,090,186
Coty Inc. 5% 0.05433 1,100,000 1,088,104
Bausch Health Companies Inc. 5.5% 0.05378 1,150,000 1,077,090
CITIZENS AUTO RECEIVABLES TRUST 2024-2 5.33% 0.05326 1,059,000 1,066,634
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC / (Al 0.05310 1,100,000 1,063,523
Clear Channel Outdoor Holdings Inc New 9% 0.05302 1,000,000 1,061,818
Benchmark Mortgage Trust 3.6623% 0.05263 1,071,812 1,054,021
Sitio Royalties Operating Partnership LP/Sitio Fin Corp 7.875% 0.05224 1,000,000 1,046,337
Royal Caribbean Group 5.5% 0.05223 1,050,000 1,046,007
NextEra Energy Operating Partners LP 7.25% 0.05186 1,000,000 1,038,730
Brookfield Property Reit Inc/Bpr Cumulus Llc/Bpr Nimbus Llc/Ggsi Sellco Llc 0.05185 1,050,000 1,038,394
WarnerMedia Holdings Inc. 3.638% 0.05159 1,048,000 1,033,286
Equitrans Midstream Corporation 7.5% 0.05130 1,000,000 1,027,364
Central Parent LLC / CDK Global II LLC / CDK Financing Co. 8% 0.05122 1,000,000 1,025,789
TKC Holdings Inc. 10.5% 0.05099 1,050,000 1,021,125
PRPM 2021-RPL2 LLC 1.455% 0.05077 1,132,936 1,016,721
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC / (Al 0.05065 1,000,000 1,014,463
Nuveen LLC 5.55% 0.05039 984,000 1,009,185
The Chemours Company LLC 5.375% 0.05036 1,050,000 1,008,692
Light & Wonder International Inc. 7% 0.05030 1,000,000 1,007,359
BMP COMMERCIAL MORTGAGE TRUST 2024-MF23 6.70074% 0.05000 1,009,000 1,001,432
Sunoco LP / Sunoco Finance Corp 6% 0.04983 1,000,000 997,965
Aramark Services, Inc. 5% 0.04981 1,000,000 997,571
BANK 2021-BNK33 1.05035% 0.04954 20,492,132 992,082
Mineral Resources Ltd. 9.25% 0.04938 930,000 989,021
Chesapeake Funding II Llc 5.52% 0.04914 980,019 984,063
Altria Group, Inc. 2.35% 0.04893 1,003,000 979,986
Vornado Realty Lp 2.15% 0.04766 1,017,000 954,454
Tallgrass Energy Partners, LP and Tallgrass Energy Finance Corp. 6% 0.04709 950,000 943,160
ASCEND LEARNING TM B 1LN 12/28 0.04647 930,230 930,667
Corebridge Financial Inc. 3.5% 0.04641 943,000 929,473
ATHENAHEALTH TM B 1LN 02/15/29 0.04633 930,254 927,928
Camelot Finance SA 4.5% 0.04624 950,000 926,133
Tapestry Inc 7% 0.04600 891,000 921,208
Uber Technologies Inc 7.5% 0.04578 900,000 916,938
MGM Resorts International 4.625% 0.04553 930,000 911,811
Novelis Corporation 3.25% 0.04513 950,000 903,820
NCL Corporation Ltd. 5.875% 0.04474 900,000 895,977
Hess Midstream Operations LP 5.625% 0.04469 900,000 895,037
NEW RESIDENTIAL MORTGAGE LOAN TRUST 3.5% 0.04463 963,861 893,814
AECOM 5.125% 0.04440 900,000 889,195
Western Midstream Operating LP 6.35% 0.04415 846,000 884,218
Hanesbrands Inc. 4.875% 0.04401 900,000 881,484
Frontier Communications Parent Inc 5% 0.04376 910,000 876,386
Methanex Corporation 5.125% 0.04375 900,000 876,302
Affinity Gaming 6.875% 0.04354 1,000,000 871,917
HIGHTOWER TERM B 1LN 4/21/28 0.04348 870,524 870,742
Federal National Mortgage Association 3% 0.04267 898,168 854,660
Prime Securities Services Borrower, LLC and Prime Finance, Inc. 5.75% 0.04241 850,000 849,339
CrownRock LP 5.625% 0.04239 850,000 848,914
Bausch Health Companies Inc. 11% 0.04204 900,000 841,950
Royal Caribbean Group 7.25% 0.04187 800,000 838,468
MERCHANTS FLEET FUNDING LLC 5.82% 0.04161 827,000 833,411
HudBay Minerals Inc 4.5% 0.04150 850,000 831,233
Brand Industrial Services Inc. 10.375% 0.04112 750,000 823,594
VM Consolidated Inc. 5.5% 0.04112 850,000 823,455
City Football Tm B 1ln 07/30 0.04069 815,000 815,000
SCIH Salt Holdings Inc. 6.625% 0.04001 850,000 801,297
International Game Technology PLC 4.125% 0.03916 800,000 784,370
Tempur Sealy International Inc 4% 0.03877 850,000 776,395
CSC SERVICEWORKS TM B 1LN 2/28 0.03805 930,193 761,986
CSMC 2020-RPL4 2% 0.03772 856,149 755,453
PRPM LLC 1.319% 0.03752 835,395 751,535
Owens Brockway Glass Container Inc. 7.25% 0.03705 750,000 742,083
Western Digital Corp. 4.75% 0.03655 745,000 732,056
LSB Industries Inc 6.25% 0.03642 750,000 729,426
Calpine Corporation 5.125% 0.03627 750,000 726,389
KUBOTA CREDIT OWNER TRUST 2024-2 5.26% 0.03623 719,000 725,545
Navient Corporation 6.75% 0.03608 715,000 722,645
Artera Services LLC 8.5% 0.03583 700,000 717,686
HTA Group Limited (Mauritius) 7.5% 0.03583 715,000 717,681
HORIZON AIRCRAFT FINANCE II LTD 3.721% 0.03581 784,461 717,275
Pci Pharma Term 1ln 11/30/2027 0.03556 710,000 712,265
Lakeshore Rec Tm B 1ln 6/28/28 0.03530 756,122 706,974
Solenis Term B 1ln 06/23/2031 0.03510 701,207 702,960
Ardagh Packaging Finance plc / Ardagh Holdings USA Inc. 4.125% 0.03463 820,000 693,467
ENTERPRISE FLEET FINANCING 2022-3 LLC 4.38% 0.03399 686,074 680,805
Citigroup Commercial Mortgage Trust 3.368% 0.03311 673,222 663,117
Sunnova Energy Corp. 5.875% 0.03303 800,000 661,601
Cogent Communications Group Inc. 7% 0.03274 650,000 655,699
HCA Inc. 5.875% 0.03266 650,000 654,060
Madison IAQ LLC 4.125% 0.03264 700,000 653,730
OneMain Financial Corporation 3.5% 0.03256 690,000 652,064
Newell Brands Inc. 5.7% 0.03238 650,000 648,447
Exelon Corporation 2.75% 0.03235 681,000 647,862
Chesapeake Funding II Llc 6.16% 0.03222 638,937 645,254
WESTINGHOUSE TM B 1LN 1/20/31 0.03202 640,000 641,216
TORY BURCH TERM B 1LN 04/14/28 0.03180 636,718 636,915
CFMT 2024-HB13 LLC 3% 0.03169 658,897 634,714
Axalta Coating Systems Dutch Holding B B.V 7.25% 0.03142 600,000 629,242
California Resources Corporation 8.25% 0.03119 610,000 624,661
Delek Logistics Partners Lp 8.625% 0.03112 600,000 623,333
Ally Financial Inc. 4.7% 0.03108 750,000 622,452
RMF BUYOUT ISSUANCE TRUST 2021-HB1 1.2586% 0.03089 626,706 618,602
1011778 B.C. Unlimited Liability Company / New Red Finance, Inc. 3.875% 0.03051 650,000 611,142
CVR Energy Inc. 8.5% 0.03047 600,000 610,217
Healthcare Realty Holdings L.P 3.5% 0.03002 621,000 601,237
CoreLogic, Inc. 4.5% 0.02994 650,000 599,592
ENTERPRISE FLEET FINANCING 2024-2 LLC 5.61% 0.02987 588,000 598,164
Cheniere Energy Inc 4.625% 0.02938 600,000 588,379
Seaspan Corporation 5.5% 0.02924 650,000 585,650
WR GRACE TERM B 1LN 09/22/2028 0.02918 582,015 584,343
Authentic Bran Tm B1 1ln 12/28 0.02916 582,030 584,068
FirstEnergy Corp. 1.6% 0.02873 606,000 575,327
PBF Holding Company LLC and PBF Finance Corp. 7.875% 0.02844 550,000 569,632
BENCHMARK MORTGAGE TRUST 0.76724% 0.02818 24,393,612 564,346
Freedom Mortgage Corporation 7.625% 0.02799 560,000 560,618
CFMT 2023-HB12 LLC 4.25% 0.02762 561,881 553,114
Uniti Group LP/Uniti Fiber Holdings Inc/Uniti Group Finance 2019 Inc/CSL Ca 0.02755 730,000 551,757
Six Flags Entertainment Corp. 5.5% 0.02731 550,000 546,914
Goodyear Tire & Rubber Co. The 4.875% 0.02727 560,000 546,205
Crown Castle Inc. 1.35% 0.02722 566,000 545,243
ViaSat, Inc. 5.625% 0.02717 550,000 544,068
Autozone, Inc. 3.625% 0.02690 545,000 538,765
Connect Finco SARL/Connect US Finco LLC 6.75% 0.02650 540,000 530,713
United Rentals (North America), Inc. 3.875% 0.02619 550,000 524,577
Veritas US Inc / Veritas Bermuda Ltd 7.5% 0.02606 600,000 522,000
1375209 B C Ltd. 9% 0.02604 550,000 521,432
Energy Transfer LP 5.25% 0.02599 515,000 520,588
OLDCASTLE BUILD TM B 1LN 04/29 0.02586 522,342 518,017
Organon & Co 4.125% 0.02580 550,000 516,736
Mauser Packaging Solutions Holding Co. 7.875% 0.02577 500,000 516,016
Trinet Group Inc 7.125% 0.02570 500,000 514,738
Churchill Downs Inc 6.75% 0.02535 500,000 507,784
Us Lbm Term B 1ln 06/06/31 0.02517 523,653 504,147
United Rentals (North America), Inc. 6.125% 0.02508 500,000 502,357
CITGO Petroleum Corporation 6.375% 0.02497 500,000 500,020
AASET TRUST 3.351% 0.02481 524,402 496,880
Enlink Midstream Partners LP 4.85% 0.02466 500,000 493,966
Fnma Pass-Thru I 4.5% 0.02385 480,565 477,645
Vistra Operations Co LLC 7.75% 0.02374 450,000 475,540
Seadrill Finance Ltd. 8.375% 0.02368 450,000 474,312
Sotheby's Inc 7.375% 0.02328 560,000 466,258
Myeyedr Term B 1ln 04/07/31 0.02318 463,786 464,273
Viatris Inc 1.65% 0.02318 480,000 464,245
Kinetik Holdings LP 6.625% 0.02291 450,000 458,872
Tronox Incorporated 4.625% 0.02274 500,000 455,408
JPMBB Commercial Mortgage Securities Trust 3.8012% 0.02274 456,755 455,435
Rolls-Royce PLC 5.75% 0.02273 450,000 455,312
XPO Inc 6.25% 0.02271 450,000 454,901
Mattel, Inc. 5.875% 0.02260 450,000 452,719
SM Energy Co. 6.625% 0.02249 450,000 450,523
Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp 6% 0.02235 450,000 447,627
Western Alliance Bancorporation 3% 0.02234 500,000 447,515
WEC Energy Group Inc. 7.69649% 0.02233 454,000 447,259
Range Resources Corp. 4.875% 0.02232 450,000 447,074
CAMPING WORLD TM B 1LN 06/28 0.02210 462,609 442,629
Trivium Packaging Finance BV 8.5% 0.02206 450,000 441,765
Iron Mountain Inc. 4.875% 0.02194 450,000 439,405
NOVA Chemicals Corp. 5.25% 0.02193 450,000 439,153
PG&E Corporation 5% 0.02192 450,000 438,933
Boyd Gaming Corporation 4.75% 0.02184 450,000 437,339
Jazz Securities Designated Activity Company 4.375% 0.02181 465,000 436,709
NIELSEN HLDINGS TM B 1LN 04/29 0.02171 462,657 434,898
GEO Group Inc 10.25% 0.02141 400,000 428,781
The Boeing Company 6.259% 0.02133 418,000 427,127
FTAI Aviation Ltd 7.875% 0.02117 400,000 424,002
Medline Borrower LLP / Medline Co-Issuer Inc. 6.25% 0.02114 415,000 423,441
VistaJet Malta Finance PLC /XO Management Holding Inc. 7.875% 0.02102 465,000 420,910
Staples, Inc. 10.75% 0.02080 430,000 416,525
Realty Income Corporation 2.2% 0.02074 456,000 415,304
Constellium SE 6.375% 0.02069 415,000 414,442
Bombardier Inc. 7% 0.02068 405,000 414,099
ARI FLEET LEASE TRUST 2024-B 5.26% 0.02064 408,000 413,470
Federal Home Loan Mortgage Corp. 3% 0.02058 436,984 412,173
Block Inc 6.5% 0.02055 405,000 411,562
UNITED PLANET FIT TM 1LN 12/26 0.02050 455,000 410,638
Graphic Packaging International LLC 6.375% 0.02045 405,000 409,621
ALLIANT HOLD TM B6 1LN 11/30 0.02045 407,945 409,593
Usi Inc 1 Term B 11/29 0.02040 407,950 408,603
HAYWARD TM B 1LN 05/28/28 0.02038 407,897 408,101
ANGUS CHEMICAL TM B 1LN 11/27 0.02033 407,903 407,222
ARCLIN TERM B 1LN 09/30/28 0.02033 407,911 407,148
ENVU TERM 1LN 10/04/2029 0.02033 407,953 407,104
Olympus Water US Holding Corp. 7.25% 0.02024 405,000 405,292
Darktrace Term 1ln 07/02/2031 0.02019 410,000 404,362
HEXION TM 1LN 03/15/29 0.02019 407,919 404,349
ASURION TM B10 1LN 8/17/28 0.02017 407,924 404,037
American Airlines, Inc. 7.25% 0.01996 400,000 399,660
Life Time Fitness 5.75% 0.01990 400,000 398,477
Southwestern Energy Company 5.7% 0.01989 400,000 398,365
Performance Food Group Co. 5.5% 0.01971 400,000 394,660
Harvest Midstream I LP 7.5% 0.01952 380,000 390,971
CONSOLIDATED EN TM B 1LN 11/30 0.01943 408,975 389,123
EMPIRE TODAY TM B 1LN 04/01/28 0.01936 522,308 387,652
Las Vegas Sands Corp 3.5% 0.01925 400,000 385,565
Zayo Group Holdings Inc 4% 0.01911 450,000 382,665
Hughes Satellite Systems Corporation 5.25% 0.01903 500,000 381,095
GN Bondco LLC 9.5% 0.01880 400,000 376,543
Citigroup Inc. 7.125% 0.01875 375,000 375,530
Ameritex Holdco Inter LLC 10.25% 0.01858 350,000 372,120
Spcm SA 3.125% 0.01847 400,000 369,906
Advantage Solutions Finco Llc 6.5% 0.01831 400,000 366,718
ESAB Corp. 6.25% 0.01823 360,000 365,089
Realogy Group LLC/Realogy Co-Issuer Corp 0.25% 0.01799 433,000 360,256
Kodiak Gas Services LLC 7.25% 0.01798 350,000 360,042
KeHE Distributors, LLC / keHE Finance Corp. 9% 0.01793 350,000 359,195
MORGAN STANLEY CAPITAL I TRUST 1.20059% 0.01789 6,975,123 358,376
Allied Universal Holdco LLC / Allied Universal Finance Corporation 7.875% 0.01778 350,000 356,093
NGL Energy Operating LLC/ NGL Energy Finance Corp 8.125% 0.01771 350,000 354,709
Univision Communications Inc. 8% 0.01756 350,000 351,732
1011778 B.C. Unlimited Liability Company / New Red Finance, Inc. 5.75% 0.01745 350,000 349,487
WINDSTREA TM B-EXT 1LN 9/21/27 0.01745 348,155 349,461
Consolidated Communications, Inc. 5% 0.01729 400,000 346,221
Neptune BidCo US Inc. 9.29% 0.01708 350,000 342,125
Matador Resources Company 6.5% 0.01706 340,000 341,739
Ero Copper Corp 6.5% 0.01702 350,000 340,812
Fnma Pass-Thru I 4.5% 0.01701 343,125 340,611
Truist Insurance Holdings LLC & Panther Co-Issuer Inc. 7.125% 0.01691 330,000 338,616
LifePoint Health, Inc 11% 0.01681 300,000 336,706
Buckeye Partners LP 4.125% 0.01655 336,000 331,558
Wells Fargo & Co. 7.625% 0.01593 300,000 319,101
Northern Oil And Gas, Inc. 8.75% 0.01579 300,000 316,188
Resideo Funding Inc. 6.5% 0.01573 315,000 314,984
Valaris Ltd. 8.375% 0.01568 300,000 314,119
HAT Holdings I LLC and HAT Holdings II LLC 8% 0.01567 300,000 313,829
Wand Newco 3 Inc 7.625% 0.01563 300,000 313,133
Gates Corp. 6.875% 0.01551 305,000 310,570
Nationstar Mortgage LLC 6.5% 0.01546 310,000 309,543
iHeartCommunications Inc 4.75% 0.01541 500,000 308,601
UKG Inc. 6.875% 0.01540 300,000 308,350
1011778 B.C. Unlimited Liability Company / New Red Finance, Inc. 6.125% 0.01538 305,000 308,115
DEL MONTE FOODS TM B 1LN 05/29 0.01528 407,924 305,943
Surgery Center Holdings, Inc. 7.25% 0.01521 295,000 304,660
PK ALIFT Loan Funding 3 LP 5.842% 0.01517 301,000 303,816
Genesee & Wyoming Inc 6.25% 0.01516 300,000 303,578
Station Casinos LLC 6.625% 0.01512 300,000 302,801
Intrafi Term B 1ln 07/31/31 0.01504 305,000 301,188
Cleveland-Cliffs Inc 7% 0.01503 300,000 301,084
State Street Corporation 2.901% 0.01497 305,000 299,793
Wynn Las Vegas, LLC/Wynn Las Vegas Capital Corp. 5.25% 0.01468 300,000 293,934
Churchill Downs Inc 4.75% 0.01446 300,000 289,648
Mitratech Term B 1ln 4/29/2028 0.01433 288,516 287,074
MARLETTE FUNDING TRUST 2024-1 5.95% 0.01433 286,775 287,046
BX TRUST 6.3753% 0.01427 289,181 285,747
DLLAD 2024-1 LLC 5.3% 0.01415 279,000 283,458
CONSOLIDATED TERM B 1LN 10/27 0.01378 290,000 275,978
Wells Fargo Commercial Mortgage Trust 2015-Nxs3 3.371% 0.01350 274,423 270,332
Pike Corporation 8.625% 0.01342 250,000 268,833
Baytex Energy Corp. 7.375% 0.01326 260,000 265,515
Nabors Industries, Inc. 8.875% 0.01324 260,000 265,252
Greystar Real Estate Partners LLC 7.75% 0.01324 250,000 265,096
Brass No 10 PLC 0.669% 0.01302 264,634 260,751
Chobani LLC / Chobani Finance Corporation Inc 7.625% 0.01294 250,000 259,115
Ontario Gaming GTA LP / OTG Co Issuer Inc. 8% 0.01292 250,000 258,668
Venture Global Calcasieu Pass LLC 6.25% 0.01282 250,000 256,750
Hilton Grand Vacations Borrower LLC/ Hilton Grand Vacations Borrower Inc. 6 0.01261 250,000 252,451
California Resources Corporation 7.125% 0.01251 250,000 250,551
Amentum Escrow Corp. 7.25% 0.01249 245,000 250,220
2 Year Treasury Note Future Sept 24 0.01245 169 249,248
VFH Parent LLC & Valor Co-Issuer Inc. 7.5% 0.01234 240,000 247,200
SOFI CONSUMER LOAN PROGRAM 2023-1S 5.81% 0.01232 246,822 246,752
Advanced Drainage System Inc 5% 0.01222 250,000 244,839
USA Compression Partners LP / USA Compression Finance Corp 7.125% 0.01220 240,000 244,243
Eco Material Technologies Inc. 7.875% 0.01219 240,000 244,206
Metlife Sec Trust 3.75% 0.01204 247,647 241,190
McLaren Finance PLC 7.5% 0.01200 275,000 240,350
Staples, Inc. 12.75% 0.01183 305,000 236,850
Jpmcc 2016-Jp4 2.9838% 0.01179 240,098 236,201
CFMT 2021-Ebo1 Llc 0.9849% 0.01176 241,141 235,519
MORTON TERM B 1LN 03/16/27 0.01169 233,530 234,207
Sensata Technologies Inc 6.625% 0.01138 225,000 227,939
Wells Fargo Coml Mtg Tr 2015-C27 3.278% 0.01128 227,352 225,929
VCAT LLC 5.2891% 0.01108 222,188 221,926
Acuris Finance US Inc / Acuris Finance S.a r.l. 9% 0.01104 220,000 221,100
Trapeza Cdo Xii Ltd / Inc 6.13587% 0.01077 304,000 215,731
ARKO Corp. 5.125% 0.01067 245,000 213,732
FTAI Aviation Ltd 7% 0.01056 205,000 211,420
Howard Midstream Energy Partners Llc 7.375% 0.01054 205,000 211,134
Encore Capital Group Inc. 9.25% 0.01052 200,000 210,740
Corecivic Inc 8.25% 0.01051 200,000 210,493
Acrisure Llc / Acrisure Fin Inc 8.25% 0.01041 205,000 208,491
Kronos Acquisition Holdings Inc 8.25% 0.01032 205,000 206,780
Wrangler Holdco Corp. 6.625% 0.01027 205,000 205,771
W. R. Grace Holdings Llc 7.375% 0.01025 200,000 205,364
Garda World Security Corporation 8.25% 0.01025 205,000 205,292
McAfee Corp 7.375% 0.01025 220,000 205,218
Sally Holdings LLC 6.75% 0.01020 205,000 204,275
Sotera Health Holdings LLC 7.375% 0.01019 200,000 204,010
Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer Inc 7% 0.01017 200,000 203,607
Canacol Energy Ltd. 5.75% 0.01009 400,000 202,124
Star Holdings LLC 8.75% 0.01008 205,000 201,929
Aston Martin Capital Holdings Ltd. 10% 0.01002 200,000 200,651
Chesapeake Energy Corporation 5.5% 0.00993 200,000 198,857
Post Holdings Inc. 5.625% 0.00989 200,000 198,021
AMERICAN ROCK SAL TM 1LN 06/28 0.00987 238,769 197,751
Group 1 Automotive, Inc. 6.375% 0.00982 195,000 196,676
Landsea Homes Corp. 8.875% 0.00981 195,000 196,541
Melco Resorts Finance Limited 5.25% 0.00966 200,000 193,525
CABINETWORKS TERM B 1LN 5/28 0.00963 242,733 192,823
OCWEN LOAN INVESTMENT TRUST 2023-HB1 3% 0.00933 192,739 186,942
Berry Global Inc 4.875% 0.00921 187,000 184,514
Kronos Acquisition Holdings Inc 10.75% 0.00896 185,000 179,482
Studio City Finance Limited 5% 0.00888 200,000 177,750
Fnma Pass-Thru I 4.5% 0.00871 175,688 174,401
Insight Enterprises Inc. 6.625% 0.00848 165,000 169,746
Summit Midstream Holdings, LLC / Summit Midstream Finance Corp. 8.625% 0.00842 165,000 168,690
Kraken Oil & Gas Partners LLC 7.625% 0.00832 165,000 166,582
Beazer Homes USA Inc. 7.5% 0.00811 160,000 162,360
Phinia Inc. 6.75% 0.00789 155,000 158,101
Del Mont Tm B Filo 1ln 08/28 0.00788 177,892 157,808
Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-I 0.00712 140,000 142,515
Hertz Corp. 4.625% 0.00659 175,000 132,034
Sunnova Energy International Inc. 0.25% 0.00655 228,000 131,156
Cougar JV Subsidiary LLC 8% 0.00653 125,000 130,793
Rithm Capital Corp. 8% 0.00594 120,000 118,954
Del Monte Escr Tm B 1ln 08/28 0.00593 133,839 118,728
CPI CG Inc. 10% 0.00573 110,000 114,675
Capstone Borrower Inc. 8% 0.00569 110,000 113,948
PRA Group Inc. 8.875% 0.00534 105,000 106,851
POWER STOP TM 1LN 01/24/29 0.00531 109,716 106,424
Genesis Energy L.P. 7.875% 0.00509 100,000 101,996
U S Acute Care Solutions LLC 9.75% 0.00446 90,000 89,233
Alcoa Nederland Holding B.V. 7.125% 0.00412 80,000 82,578
Bear Stearns Asset Backed Securities I Trust 6.58906% 0.00367 74,106 73,412
Jones Deslauriers Insurance Management Inc. 10.5% 0.00321 60,000 64,357
RMF BUYOUT ISSUANCE TRUST 2022-HB1 4.272% 0.00199 39,977 39,847
Federal Home Loan Mortgage Corp. 4.5% 0.00176 35,712 35,288
CARVANA AUTO RECEIVABLES TRUST 0.49% 0.00171 34,286 34,236
Peloton Interactive Inc 5.5% 0.00154 30,000 30,936
Blackline Inc 1% 0.00144 30,000 28,917
ENSEMBLE HEALTH TM B 1LN 08/29 0.00125 25,000 25,091
Federal National Mortgage Association 6.5% 0.00121 23,438 24,295
Federal National Mortgage Association 6.5% 0.00107 20,608 21,360
Federal National Mortgage Association 6.5% 0.00084 16,179 16,762
Tripadvisor Tm B 1ln 07/08/31 0.00075 15,000 14,975
BRANDSAFWAY TM B 1LN 08/01/30 0.00075 14,925 14,923
Park Place Securities Inc. 6.70906% 0.00072 14,676 14,499
Altice France S.A 5.125% 0.00070 20,000 14,026
Federal National Mortgage Association 7% 0.00068 13,015 13,658
Meritage Homes Corp 1.75% 0.00055 10,000 11,028
Federal National Mortgage Association 7% 0.00051 9,837 10,247
Coinbase Global Inc 0.25% 0.00049 10,000 9,865
Government National Mortgage Association 7% 0.00049 9,591 9,725
Federal National Mortgage Association 7% 0.00042 8,007 8,420
Federal National Mortgage Association 6.5% 0.00036 6,906 7,143
Federal National Mortgage Association 4.5% 0.00028 5,617 5,558
Federal Home Loan Mortgage Corp. 8.5% 0.00024 4,678 4,767
Federal National Mortgage Association 7% 0.00024 4,483 4,713
Federal National Mortgage Association 6.5% 0.00020 3,872 4,012
Federal National Mortgage Association 7% 0.00019 3,698 3,822
Federal National Mortgage Association 7.5% 0.00017 3,358 3,430
Federal National Mortgage Association 6.5% 0.00016 3,007 3,123
Federal National Mortgage Association 7% 0.00014 2,762 2,886
Federal National Mortgage Association 7% 0.00014 2,642 2,730
Federal National Mortgage Association 7% 0.00013 2,445 2,575
Federal National Mortgage Association 6.5% 0.00012 2,404 2,486
Federal National Mortgage Association 6.5% 0.00012 2,368 2,448
Federal National Mortgage Association 4.5% 0.00011 2,248 2,225
Federal National Mortgage Association 7% 0.00011 2,027 2,126
Terwin Mtg Tst 6.32406% 0.00008 1,647 1,664
Federal National Mortgage Association 7.5% 0.00007 1,423 1,453
Government National Mortgage Association 7.5% 0.00007 1,399 1,432
Federal National Mortgage Association 7% 0.00007 1,260 1,311
Federal National Mortgage Association 7% 0.00005 958 999
Federal National Mortgage Association 7% 0.00005 946 998
Federal National Mortgage Association 7.5% 0.00004 871 886
Federal National Mortgage Association 7.5% 0.00004 798 814
Federal National Mortgage Association 7.5% 0.00004 789 802
Federal National Mortgage Association 7.5% 0.00003 619 632
Federal National Mortgage Association 7.5% 0.00003 612 622
Federal National Mortgage Association 7.5% 0.00002 468 478
Government National Mortgage Association 7% 0.00002 466 472
Federal National Mortgage Association 7% 0.00002 426 447
Sequoia Mtg Trust 6.57718% 0.00002 415 379
Federal Home Loan Mortgage Corp. 8.5% 0.00001 287 293
Federal National Mortgage Association 7% 0.00001 198 207
Federal National Mortgage Association 7% 0.00001 182 191
Federal National Mortgage Association 7% 0.00001 176 184
Federal National Mortgage Association 7% 0.00001 141 145
Federal National Mortgage Association 7.5% 0.00001 134 136
Federal National Mortgage Association 7% 0.00001 131 136
Federal National Mortgage Association 7.5% 0.00001 130 132
Federal National Mortgage Association 8.5% 0.00001 103 103
Federal National Mortgage Association 7.5% 0.00000 77 79
Federal National Mortgage Association 7.5% 0.00000 73 75
Federal National Mortgage Association 7.5% 0.00000 55 56
Federal National Mortgage Association 7.5% 0.00000 53 54
Federal National Mortgage Association 7.5% 0.00000 30 31
Federal National Mortgage Association 7.5% 0.00000 13 14
Federal National Mortgage Association 7.5% 0.00000 8 8
©2024 Morningstar, Inc. All Right Reserved. The information contained herein: (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied or distributed; and (3) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information. Past performance is no guarantee of future results.