ETF constituents for HYGH

Below, a list of constituents for HYGH (iShares Interest Rate Hedged High Yield Bond ETF) is shown. In total, HYGH consists of 1343 securities.

Note: The data shown here is as of date Mar 30, 2023 (the latest that can be sourced directly from the fund provider).

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Ticker Name Sector Asset Class Market Value Weight (%) ISIN Duration Maturity Coupon (%)
HYG ISHARES IBOXX $ HIGH YIELD CORPORA Financial Other Fixed Income 130,163,206.25 95.40 US4642885135 3.72 nan 0.00
XJPM CASH COLLATERAL USD XJPM Cash and/or Derivatives Cash Collateral and Margins 3,648,000.00 2.67 nan 0.00 Dec 31, 2049 4.82
XTSLA BLK CSH FND TREASURY SL AGENCY Cash and/or Derivatives Money Market 2,930,000.00 2.15 US0669224778 0.01 nan 4.82
CME SWP: OIS 0.774500 01-APR-2030 Cash and/or Derivatives Swaps 1,638,897.64 1.20 nan 6.74 Apr 01, 2030 0.77
CME SWP: OIS 0.326500 15-SEP-2025 Cash and/or Derivatives Swaps 1,403,012.40 1.03 nan 2.41 Sep 15, 2025 0.33
CME SWP: OIS 1.417000 07-APR-2028 Cash and/or Derivatives Swaps 861,515.53 0.63 nan 4.80 Apr 07, 2028 1.42
CME SWP: OIS 1.130500 18-NOV-2026 Cash and/or Derivatives Swaps 711,659.73 0.52 nan 3.56 Nov 18, 2026 1.13
CME SWP: OIS 1.233000 08-JUN-2028 Cash and/or Derivatives Swaps 590,022.70 0.43 nan 4.98 Jun 08, 2028 1.23
LCH SWP: OIS 1.321000 05-JAN-2029 Cash and/or Derivatives Swaps 475,994.56 0.35 nan 5.53 Jan 05, 2029 1.32
LCH SWP: OIS 1.445500 27-JAN-2029 Cash and/or Derivatives Swaps 458,161.47 0.34 nan 5.56 Jan 27, 2029 1.45
CME SWP: OIS 1.588500 04-JUN-2031 Cash and/or Derivatives Swaps 331,723.05 0.24 nan 7.59 Jun 04, 2031 1.59
LCH SWP: OIS 1.321000 10-JAN-2027 Cash and/or Derivatives Swaps 318,053.06 0.23 nan 3.68 Jan 10, 2027 1.32
CME SWP: OIS 0.441000 17-JUN-2024 Cash and/or Derivatives Swaps 315,250.92 0.23 nan 1.19 Jun 17, 2024 0.44
CME SWP: OIS 1.143500 12-OCT-2028 Cash and/or Derivatives Swaps 308,460.22 0.23 nan 5.38 Oct 12, 2028 1.14
CME SWP: OIS 0.871500 29-SEP-2026 Cash and/or Derivatives Swaps 302,781.66 0.22 nan 3.46 Sep 29, 2026 0.87
LCH SWP: OIS 1.613500 12-JAN-2032 Cash and/or Derivatives Swaps 257,520.29 0.19 nan 8.15 Jan 12, 2032 1.61
CME SWP: OIS 1.214000 22-OCT-2028 Cash and/or Derivatives Swaps 250,604.13 0.18 nan 5.40 Oct 22, 2028 1.21
CME SWP: OIS 1.116000 03-SEP-2028 Cash and/or Derivatives Swaps 218,279.13 0.16 nan 5.22 Sep 03, 2028 1.12
LCH SWP: OIS 1.282000 30-NOV-2031 Cash and/or Derivatives Swaps 169,739.89 0.12 nan 8.18 Nov 30, 2031 1.28
LCH SWP: OIS 1.602000 09-FEB-2027 Cash and/or Derivatives Swaps 138,411.08 0.10 nan 3.72 Feb 09, 2027 1.60
CME SWP: OIS 1.358500 20-OCT-2031 Cash and/or Derivatives Swaps 124,522.92 0.09 nan 8.09 Oct 20, 2031 1.36
CME SWP: OIS 0.868500 17-JUN-2026 Cash and/or Derivatives Swaps 107,402.19 0.08 nan 3.13 Jun 17, 2026 0.87
LCH SWP: OIS 2.936000 04-AUG-2024 Cash and/or Derivatives Swaps 101,130.81 0.07 nan 1.32 Aug 04, 2024 2.94
LCH SWP: OIS 1.439500 22-FEB-2024 Cash and/or Derivatives Cash 84,182.91 0.06 nan 0.88 Feb 22, 2024 1.44
LCH SWP: OIS 1.696500 28-FEB-2027 Cash and/or Derivatives Swaps 79,279.30 0.06 nan 3.75 Feb 28, 2027 1.70
LCH SWP: OIS 1.697500 11-MAR-2029 Cash and/or Derivatives Swaps 73,121.53 0.05 nan 5.61 Mar 11, 2029 1.70
LCH SWP: OIS 0.770500 05-JAN-2024 Cash and/or Derivatives Cash 59,712.92 0.04 nan 0.76 Jan 05, 2024 0.77
LCH SWP: OIS 1.638500 14-MAR-2024 Cash and/or Derivatives Cash 45,365.76 0.03 nan 0.93 Mar 14, 2024 1.64
LCH SWP: OIS 1.523500 10-JAN-2032 Cash and/or Derivatives Swaps 43,851.65 0.03 nan 8.18 Jan 10, 2032 1.52
LCH SWP: OIS 3.139000 15-AUG-2024 Cash and/or Derivatives Swaps 43,246.26 0.03 nan 1.35 Aug 15, 2024 3.14
LCH SWP: OIS 1.319500 23-NOV-2026 Cash and/or Derivatives Swaps 38,813.33 0.03 nan 3.53 Nov 23, 2026 1.32
LCH SWP: OIS 1.733500 28-FEB-2029 Cash and/or Derivatives Swaps 30,389.97 0.02 nan 5.58 Feb 28, 2029 1.73
CME SWP: OIS 0.862500 30-MAR-2045 Cash and/or Derivatives Swaps 28,436.18 0.02 nan 19.22 Mar 30, 2045 0.86
LCH SWP: OIS 3.204000 09-AUG-2024 Cash and/or Derivatives Swaps 20,180.58 0.01 nan 1.33 Aug 09, 2024 3.20
CME SWP: OIS 0.332500 30-JUN-2023 Cash and/or Derivatives Cash 15,424.64 0.01 nan 0.24 Jun 30, 2023 0.33
LCH SWP: OIS 2.564500 15-AUG-2029 Cash and/or Derivatives Swaps 14,354.70 0.01 nan 5.90 Aug 15, 2029 2.56
LCH SWP: OIS 2.640000 15-AUG-2027 Cash and/or Derivatives Swaps 11,670.39 0.01 nan 4.15 Aug 15, 2027 2.64
LCH SWP: OIS 3.101500 12-SEP-2029 Cash and/or Derivatives Swaps 11,495.40 0.01 nan 5.88 Sep 12, 2029 3.10
LCH SWP: OIS 1.781500 28-FEB-2032 Cash and/or Derivatives Swaps 11,126.60 0.01 nan 8.16 Feb 28, 2032 1.78
LCH SWP: OIS 3.161000 03-FEB-2030 Cash and/or Derivatives Swaps 9,085.64 0.01 nan 6.18 Feb 03, 2030 3.16
LCH SWP: OIS 3.279000 03-FEB-2028 Cash and/or Derivatives Swaps 6,396.38 0.00 nan 4.49 Feb 03, 2028 3.28
LCH SWP: OIS 2.758000 23-AUG-2032 Cash and/or Derivatives Swaps 6,245.33 0.00 nan 8.31 Aug 23, 2032 2.76
CME SWP: OIS 1.060000 18-SEP-2050 Cash and/or Derivatives Swaps 5,387.70 0.00 nan 22.65 Sep 18, 2050 1.06
CME SWP: OIS 0.874000 30-MAR-2050 Cash and/or Derivatives Swaps 3,881.85 0.00 nan 22.82 Mar 30, 2050 0.87
LCH SWP: OIS 3.767000 13-JAN-2026 Cash and/or Derivatives Swaps 3,099.33 0.00 nan 2.66 Jan 13, 2026 3.77
LCH SWP: OIS 3.291000 10-JAN-2030 Cash and/or Derivatives Swaps 620.53 0.00 nan 6.11 Jan 10, 2030 3.29
LCH SWP: OIS 3.433000 10-JAN-2028 Cash and/or Derivatives Swaps 219.67 0.00 nan 4.43 Jan 10, 2028 3.43
MARGIN_USD FUTURES USD MARGIN BALANCE Cash and/or Derivatives Cash Collateral and Margins -16.75 0.00 nan 0.00 Apr 03, 2023 4.82
LCH SWP: OIS 3.833000 07-FEB-2026 Cash and/or Derivatives Swaps -1,402.41 0.00 nan 2.72 Feb 07, 2026 3.83
LCH SWP: OIS 3.369500 02-DEC-2029 Cash and/or Derivatives Swaps -1,426.20 0.00 nan 6.02 Dec 02, 2029 3.37
LCH SWP: OIS 3.904000 27-DEC-2025 Cash and/or Derivatives Swaps -1,705.91 0.00 nan 2.62 Dec 27, 2025 3.90
LCH SWP: OIS 3.904000 02-DEC-2025 Cash and/or Derivatives Swaps -2,679.22 0.00 nan 2.55 Dec 02, 2025 3.90
LCH SWP: OIS 3.568500 27-DEC-2027 Cash and/or Derivatives Swaps -3,207.20 0.00 nan 4.39 Dec 27, 2027 3.57
LCH SWP: OIS 3.368500 27-DEC-2032 Cash and/or Derivatives Swaps -3,455.74 0.00 nan 8.37 Dec 27, 2032 3.37
LCH SWP: OIS 3.443000 22-SEP-2029 Cash and/or Derivatives Swaps -3,502.20 0.00 nan 5.85 Sep 22, 2029 3.44
LCH SWP: OIS 3.441500 08-FEB-2030 Cash and/or Derivatives Swaps -4,051.82 0.00 nan 6.14 Feb 08, 2030 3.44
LCH SWP: OIS 3.561500 22-DEC-2027 Cash and/or Derivatives Swaps -4,829.07 0.00 nan 4.38 Dec 22, 2027 3.56
LCH SWP: OIS 3.336000 08-FEB-2033 Cash and/or Derivatives Swaps -5,101.02 0.00 nan 8.45 Feb 08, 2033 3.34
LCH SWP: OIS 3.449000 05-JAN-2033 Cash and/or Derivatives Swaps -5,610.80 0.00 nan 8.36 Jan 05, 2033 3.45
LCH SWP: OIS 4.015500 05-JAN-2026 Cash and/or Derivatives Swaps -7,768.28 -0.01 nan 2.63 Jan 05, 2026 4.02
LCH SWP: OIS 4.222500 01-NOV-2025 Cash and/or Derivatives Swaps -9,235.75 -0.01 nan 2.47 Nov 01, 2025 4.22
LCH SWP: OIS 3.440000 27-DEC-2029 Cash and/or Derivatives Swaps -10,860.54 -0.01 nan 6.06 Dec 27, 2029 3.44
LCH SWP: OIS 4.026000 10-FEB-2026 Cash and/or Derivatives Swaps -13,901.04 -0.01 nan 2.72 Feb 10, 2026 4.03
LCH SWP: OIS 4.466500 09-NOV-2025 Cash and/or Derivatives Swaps -24,483.14 -0.02 nan 2.48 Nov 09, 2025 4.47
USD USD CASH Cash and/or Derivatives Cash -200,816.82 -0.15 nan 0.00 nan 0.00
DERIV_USD DERIV USD BALANCE WITH R73215 LCH Cash and/or Derivatives Cash Collateral and Margins -2,448,983.01 -1.79 nan 0.00 Apr 03, 2023 4.82
DERIV_USD DERIV USD BALANCE WITH R73215 CME Cash and/or Derivatives Cash Collateral and Margins -7,276,719.51 -5.33 nan 0.00 Apr 03, 2023 4.82
iShares Interest Rate Hedged High Yield Bond ETF nan nan nan nan nan nan nan nan nan
Fund Holdings as of Mar 31, 2023 nan nan nan nan nan nan nan nan
Inception Date May 27, 2014 nan nan nan nan nan nan nan nan
Shares Outstanding 1,650,000.00 nan nan nan nan nan nan nan nan
Stock nan nan nan nan nan nan nan nan nan
Bond nan nan nan nan nan nan nan nan nan
Cash nan nan nan nan nan nan nan nan nan
Other nan nan nan nan nan nan nan nan nan
Name Sector Asset Class Market Value Weight (%) Notional Value SEDOL YTM (%) Coupon (%) Mod. Duration
BLK CSH FND TREASURY SL AGENCY Cash and/or Derivatives Money Market 4,232,790.52 3.10 4,232,790.52 6922477 4.31 4.82 0.02
CASH COLLATERAL USD XJPM Cash and/or Derivatives Cash Collateral and Margins 3,648,000.00 2.67 3,648,000.00 nan 4.86 4.82 0.00
SWP: OIS 0.774500 01-APR-2030 Cash and/or Derivatives Swaps 1,638,897.64 1.20 -8,861,102.36 nan -2.64 0.77 6.74
SWP: OIS 0.326500 15-SEP-2025 Cash and/or Derivatives Swaps 1,403,012.40 1.03 -14,996,987.60 nan -1.55 0.33 2.41
SWP: OIS 1.417000 07-APR-2028 Cash and/or Derivatives Swaps 861,515.53 0.63 -8,588,484.47 nan -2.09 1.42 4.80
SWP: OIS 1.130500 18-NOV-2026 Cash and/or Derivatives Swaps 711,659.73 0.52 -6,888,340.27 nan -1.94 1.13 3.56
TRANSDIGM INC 144A Capital Goods Fixed Income 612,274.71 0.45 612,274.71 BJJQH22 6.18 6.25 2.66
SWP: OIS 1.233000 08-JUN-2028 Cash and/or Derivatives Swaps 590,022.70 0.43 -5,189,977.30 nan -2.18 1.23 4.98
MOZART DEBT MERGER SUB INC 144A Consumer Non-Cyclical Fixed Income 545,969.57 0.40 545,969.57 nan 6.58 3.88 5.08
DISH NETWORK CORP 144A Communications Fixed Income 499,110.81 0.37 499,110.81 nan 12.84 11.75 3.30
AADVANTAGE LOYALTY IP LTD 144A Transportation Fixed Income 492,693.77 0.36 492,693.77 BM8H716 6.08 5.50 2.75
PICARD MIDCO INC 144A Technology Fixed Income 482,202.61 0.35 482,202.61 nan 9.35 6.50 4.76
CAESARS ENTERTAINMENT INC 144A Consumer Cyclical Fixed Income 480,185.08 0.35 480,185.08 BLFBXP0 6.23 6.25 2.04
SWP: OIS 1.321000 05-JAN-2029 Cash and/or Derivatives Swaps 475,994.56 0.35 -3,824,005.44 nan -2.29 1.32 5.53
DIRECTV FINANCING LLC 144A Communications Fixed Income 469,772.03 0.34 469,772.03 nan 8.54 5.88 3.70
SWP: OIS 1.445500 27-JAN-2029 Cash and/or Derivatives Swaps 458,161.47 0.34 -3,991,838.53 nan -2.24 1.45 5.56
AADVANTAGE LOYALTY IP LTD 144A Transportation Fixed Income 414,348.53 0.30 414,348.53 BM8H783 6.85 5.75 3.99
CCO HOLDINGS LLC 144A Communications Fixed Income 410,404.59 0.30 410,404.59 BYM4WW3 6.68 5.13 3.52
AMERICAN AIRLINES INC 144A Transportation Fixed Income 398,820.06 0.29 398,820.06 nan 7.24 11.75 1.97
TEVA PHARMACEUTICAL FINANCE NETHER Consumer Non-Cyclical Fixed Income 393,522.42 0.29 393,522.42 BYZ6VH4 6.21 3.15 3.18
MAUSER PACKAGING SOLUTIONS HOLDING 144A Capital Goods Fixed Income 386,363.45 0.28 386,363.45 nan 7.87 7.88 2.88
INTELSAT JACKSON HOLDINGS SA 144A Communications Fixed Income 381,872.81 0.28 381,872.81 nan 8.04 6.50 5.41
CARVANA CO 144A Consumer Cyclical Fixed Income 373,360.14 0.27 373,360.14 nan 22.74 10.25 3.78
1011778 BC UNLIMITED LIABILITY CO 144A Consumer Cyclical Fixed Income 367,854.24 0.27 367,854.24 nan 6.41 4.00 6.15
CCO HOLDINGS LLC 144A Communications Fixed Income 366,904.05 0.27 366,904.05 BK6WV51 7.22 4.75 5.66
UNITI GROUP LP 144A Communications Fixed Income 363,519.80 0.27 363,519.80 nan 11.31 10.50 3.66
TRANSDIGM INC Capital Goods Fixed Income 360,487.00 0.26 360,487.00 nan 6.97 5.50 3.90
NEPTUNE BIDCO US INC 144A Technology Fixed Income 357,987.87 0.26 357,987.87 nan 10.97 9.29 4.29
TENET HEALTHCARE CORPORATION Consumer Non-Cyclical Fixed Income 349,826.63 0.26 349,826.63 2HR6CC4 7.10 6.13 4.43
CCO HOLDINGS LLC Communications Fixed Income 345,869.67 0.25 345,869.67 nan 7.32 4.50 6.94
CCO HOLDINGS LLC 144A Communications Fixed Income 343,943.26 0.25 343,943.26 nan 7.23 4.25 6.32
CCO HOLDINGS LLC 144A Communications Fixed Income 334,636.59 0.25 334,636.59 BKZHNR3 7.17 4.50 5.99
DAVITA INC 144A Consumer Non-Cyclical Fixed Income 333,400.04 0.24 333,400.04 BMW7NB4 7.30 4.63 5.76
SWP: OIS 1.588500 04-JUN-2031 Cash and/or Derivatives Swaps 331,723.05 0.24 -2,482,276.95 nan -2.41 1.59 7.59
CARNIVAL HOLDINGS (BERMUDA) LTD 144A Consumer Cyclical Fixed Income 325,876.60 0.24 325,876.60 nan 8.54 10.38 3.79
SWP: OIS 1.321000 10-JAN-2027 Cash and/or Derivatives Swaps 318,053.06 0.23 -3,457,946.94 nan -1.91 1.32 3.68
CCO HOLDINGS LLC 144A Communications Fixed Income 316,504.85 0.23 316,504.85 BF2KJZ0 6.82 5.00 4.15
SWP: OIS 0.441000 17-JUN-2024 Cash and/or Derivatives Swaps 315,250.92 0.23 -5,804,749.08 nan -0.63 0.44 1.19
MOZART DEBT MERGER SUB INC 144A Consumer Non-Cyclical Fixed Income 314,773.68 0.23 314,773.68 nan 7.89 5.25 5.15
SPRINT CORP Communications Fixed Income 310,126.86 0.23 310,126.86 BSHYYV9 5.41 7.13 1.12
SWP: OIS 1.143500 12-OCT-2028 Cash and/or Derivatives Swaps 308,460.22 0.23 -2,191,539.78 nan -2.37 1.14 5.38
WESTERN DIGITAL CORPORATION Technology Fixed Income 308,200.44 0.23 308,200.44 BFZHJV4 6.32 4.75 2.62
TENET HEALTHCARE CORPORATION Consumer Non-Cyclical Fixed Income 304,568.89 0.22 304,568.89 2G07W61 5.65 4.88 2.50
SWP: OIS 0.871500 29-SEP-2026 Cash and/or Derivatives Swaps 302,781.66 0.22 -2,597,218.34 nan -1.99 0.87 3.46
DISH DBS CORP 144A Communications Fixed Income 300,820.19 0.22 300,820.19 BNRLYV5 12.38 5.25 3.08
TRANSDIGM INC 144A Capital Goods Fixed Income 297,787.38 0.22 297,787.38 nan 6.55 6.75 4.42
CONNECT FINCO SARL 144A Communications Fixed Income 297,201.65 0.22 297,201.65 BKPGWK6 8.62 6.75 2.93
TENET HEALTHCARE CORPORATION 144A Consumer Non-Cyclical Fixed Income 295,821.92 0.22 295,821.92 nan 6.37 6.13 5.64
CAESARS ENTERTAINMENT INC 144A Consumer Cyclical Fixed Income 292,242.43 0.21 292,242.43 nan 6.68 7.00 5.35
VODAFONE GROUP PLC Communications Fixed Income 289,951.56 0.21 289,951.56 BJWZHR1 8.09 7.00 4.59
ORGANON & CO 144A Consumer Non-Cyclical Fixed Income 284,497.72 0.21 284,497.72 nan 6.02 4.13 4.40
UNITED AIRLINES INC 144A Transportation Fixed Income 280,996.33 0.21 280,996.33 BMG8799 5.88 4.38 2.74
ALTICE FRANCE SA (FRANCE) 144A Communications Fixed Income 277,325.73 0.20 277,325.73 nan 10.53 5.13 4.89
NGL ENERGY OPERATING LLC 144A Energy Fixed Income 277,130.48 0.20 277,130.48 BL5C524 8.92 7.50 2.46
NEWELL BRANDS INC Consumer Non-Cyclical Fixed Income 277,104.45 0.20 277,104.45 BD3J3H2 5.82 4.70 2.70
CHS/COMMUNITY HEALTH SYSTEMS INC 144A Consumer Non-Cyclical Fixed Income 275,060.89 0.20 275,060.89 BHL3S91 9.33 8.00 2.56
BOMBARDIER INC 144A Capital Goods Fixed Income 274,397.06 0.20 274,397.06 BHL3S24 7.56 7.88 3.29
DISH DBS CORP 144A Communications Fixed Income 271,312.19 0.20 271,312.19 nan 12.08 5.75 4.39
CLARIOS GLOBAL LP 144A Consumer Cyclical Fixed Income 267,654.60 0.20 267,654.60 BJ0M440 8.39 8.50 3.32
MINERVA MERGER SUB INC 144A Technology Fixed Income 266,821.56 0.20 266,821.56 nan 10.42 6.50 5.17
ALLIED UNIVERSAL HOLDCO LLC 144A Consumer Cyclical Fixed Income 264,244.33 0.19 264,244.33 BJYCQ73 8.07 6.63 2.85
UNITED AIRLINES INC 144A Transportation Fixed Income 264,179.24 0.19 264,179.24 nan 6.50 4.63 5.01
ORGANON & CO 144A Consumer Non-Cyclical Fixed Income 263,333.18 0.19 263,333.18 nan 6.94 5.13 6.25
IMOLA MERGER CORP 144A Technology Fixed Income 260,118.15 0.19 260,118.15 nan 6.84 4.75 5.06
SWP: OIS 1.613500 12-JAN-2032 Cash and/or Derivatives Swaps 257,520.29 0.19 -1,775,479.71 nan -2.49 1.61 8.15
SS&C TECHNOLOGIES INC 144A Technology Fixed Income 255,913.88 0.19 255,913.88 BJQ1YJ6 6.29 5.50 3.92
CAESARS ENTERTAINMENT INC 144A Consumer Cyclical Fixed Income 254,846.54 0.19 254,846.54 BLFBXK5 7.56 8.13 3.48
FORD MOTOR COMPANY Consumer Cyclical Fixed Income 253,323.63 0.19 253,323.63 BPLHQR3 6.43 3.25 7.32
SWP: OIS 1.214000 22-OCT-2028 Cash and/or Derivatives Swaps 250,604.13 0.18 -1,849,395.87 nan -2.34 1.21 5.40
NFP CORP 144A Brokerage/Asset Managers/Exchanges Fixed Income 250,342.89 0.18 250,342.89 nan 10.43 6.88 4.24
STAPLES INC 144A Consumer Cyclical Fixed Income 250,238.76 0.18 250,238.76 BK0L4K0 12.56 7.50 2.49
FORD MOTOR CREDIT COMPANY LLC Consumer Cyclical Fixed Income 249,718.11 0.18 249,718.11 BMWS436 5.99 3.38 2.42
SIRIUS XM RADIO INC 144A Communications Fixed Income 243,327.10 0.18 243,327.10 nan 7.26 4.00 4.56
INTESA SANPAOLO SPA 144A Banking Fixed Income 242,441.99 0.18 242,441.99 BNH5752 7.58 5.02 1.16
WYNN LAS VEGAS LLC / WYNN LAS VEGA 144A Consumer Cyclical Fixed Income 240,580.65 0.18 240,580.65 BVXGVS6 6.70 5.50 1.78
HUB INTERNATIONAL LTD 144A Insurance Fixed Income 239,643.48 0.18 239,643.48 BFXTLW7 7.47 7.00 2.65
DISH DBS CORP Communications Fixed Income 238,732.34 0.17 238,732.34 BVRZ8M2 13.65 5.88 1.43
NEXSTAR ESCROW INC 144A Communications Fixed Income 235,243.96 0.17 235,243.96 BJXR8L7 7.67 5.63 3.66
WEATHERFORD INTERNATIONAL LTD 144A Energy Fixed Income 234,931.57 0.17 234,931.57 nan 8.19 8.63 5.11
CONDOR MERGER SUB INC 144A Technology Fixed Income 234,827.44 0.17 234,827.44 nan 10.87 7.38 5.03
CHS/COMMUNITY HEALTH SYSTEMS INC 144A Consumer Non-Cyclical Fixed Income 232,041.95 0.17 232,041.95 BNNTB78 9.74 5.63 3.39
UNITED RENTALS (NORTH AMERICA) INC Capital Goods Fixed Income 231,234.94 0.17 231,234.94 BDGSYG2 5.94 4.88 4.15
ALTICE FINANCING SA 144A Communications Fixed Income 231,195.89 0.17 231,195.89 nan 10.20 5.75 4.99
ARAMARK SERVICES INC 144A Consumer Non-Cyclical Fixed Income 229,842.19 0.17 229,842.19 nan 5.96 6.38 1.88
UBER TECHNOLOGIES INC 144A Consumer Cyclical Fixed Income 225,468.71 0.17 225,468.71 BG87FX2 7.19 8.00 2.98
CCO HOLDINGS LLC 144A Communications Fixed Income 224,974.09 0.16 224,974.09 nan 7.29 4.25 8.04
ALTICE FRANCE SA (FRANCE) 144A Communications Fixed Income 222,058.43 0.16 222,058.43 nan 10.44 5.50 4.99
ENTEGRIS ESCROW CORP 144A Technology Fixed Income 221,225.39 0.16 221,225.39 BPVCP60 5.87 4.75 5.03
ONEMAIN FINANCE CORP Finance Companies Fixed Income 219,702.48 0.16 219,702.48 BDTMS47 8.63 7.13 2.59
SWP: OIS 1.116000 03-SEP-2028 Cash and/or Derivatives Swaps 218,279.13 0.16 -1,741,720.87 nan -2.25 1.12 5.22
ALTICE FRANCE SA (FRANCE) 144A Communications Fixed Income 216,799.84 0.16 216,799.84 BYVW0D5 10.80 8.13 3.13
UNIVISION COMMUNICATIONS INC 144A Communications Fixed Income 216,695.71 0.16 216,695.71 nan 7.90 6.63 3.48
OCCIDENTAL PETROLEUM CORPORATION Energy Fixed Income 216,578.56 0.16 216,578.56 nan 5.70 6.63 5.83
AVANTOR FUNDING INC 144A Consumer Non-Cyclical Fixed Income 216,500.46 0.16 216,500.46 BMVVY70 5.78 4.63 4.56
SPRINT CORP Communications Fixed Income 216,057.91 0.16 216,057.91 BFZYL64 5.45 7.63 2.59
CHART INDUSTRIES INC 144A Capital Goods Fixed Income 216,031.87 0.16 216,031.87 nan 6.92 7.50 5.16
FORD MOTOR COMPANY Consumer Cyclical Fixed Income 214,183.56 0.16 214,183.56 nan 6.60 6.10 6.96
CSC HOLDINGS LLC 144A Communications Fixed Income 213,012.09 0.16 213,012.09 BJ555Z2 10.35 6.50 4.55
JAZZ SECURITIES DAC 144A Consumer Non-Cyclical Fixed Income 212,933.99 0.16 212,933.99 nan 6.03 4.38 4.95
FIRSTENERGY CORPORATION Electric Fixed Income 210,018.33 0.15 210,018.33 BDC3P91 5.57 4.15 3.80
SPRINT CORP Communications Fixed Income 209,718.96 0.15 209,718.96 BVZCLQ0 5.43 7.63 1.72
UNIVISION COMMUNICATIONS INC 144A Communications Fixed Income 207,675.40 0.15 207,675.40 BVGBM41 6.14 5.13 1.74
NOVELIS CORP 144A Basic Industry Fixed Income 207,193.79 0.15 207,193.79 BKLPSC1 6.23 4.75 5.64
TK ELEVATOR US NEWCO INC 144A Capital Goods Fixed Income 207,050.61 0.15 207,050.61 nan 6.91 5.25 3.71
SBA COMMUNICATIONS CORP Communications Fixed Income 205,970.26 0.15 205,970.26 nan 5.52 3.88 3.51
TENET HEALTHCARE CORPORATION Consumer Non-Cyclical Fixed Income 205,657.87 0.15 205,657.87 BPTJRF6 6.03 5.13 3.93
LAS VEGAS SANDS CORP Consumer Cyclical Fixed Income 205,436.59 0.15 205,436.59 BKPHQ63 5.77 3.20 1.29
TENET HEALTHCARE CORPORATION Consumer Non-Cyclical Fixed Income 203,575.25 0.15 203,575.25 2KQP5J1 6.67 6.25 3.32
SIRIUS XM RADIO INC 144A Communications Fixed Income 203,445.09 0.15 203,445.09 BDZVVB6 6.83 5.00 3.77
INTESA SANPAOLO SPA MTN 144A Banking Fixed Income 203,366.99 0.15 203,366.99 BDFYVB5 7.75 5.71 2.49
STANDARD INDUSTRIES INC 144A Capital Goods Fixed Income 203,210.80 0.15 203,210.80 BMYXXP4 6.69 4.38 5.97
FORD MOTOR CREDIT COMPANY LLC Consumer Cyclical Fixed Income 201,857.10 0.15 201,857.10 nan 6.13 5.13 2.02
CCO HOLDINGS LLC 144A Communications Fixed Income 201,818.05 0.15 201,818.05 nan 7.26 6.38 5.12
WESCO DISTRIBUTION INC 144A Capital Goods Fixed Income 200,620.55 0.15 200,620.55 nan 6.49 7.25 4.22
BAUSCH HEALTH COMPANIES INC 144A Consumer Non-Cyclical Fixed Income 200,217.04 0.15 200,217.04 BF032J6 13.32 5.50 2.22
COMMSCOPE INC 144A Technology Fixed Income 199,566.23 0.15 199,566.23 BGDS1B0 7.56 6.00 2.60
NEW FORTRESS ENERGY INC 144A Energy Fixed Income 199,501.15 0.15 199,501.15 BP0X973 9.23 6.50 3.03
WESCO DISTRIBUTION INC 144A Capital Goods Fixed Income 198,655.09 0.15 198,655.09 nan 6.32 7.13 1.98
ICAHN ENTERPRISES LP Financial Other Fixed Income 195,322.91 0.14 195,322.91 BJ11SH7 6.87 6.25 2.72
UBER TECHNOLOGIES INC 144A Consumer Cyclical Fixed Income 194,398.75 0.14 194,398.75 nan 6.17 4.50 5.37
CCO HOLDINGS LLC 144A Communications Fixed Income 193,045.05 0.14 193,045.05 nan 7.32 4.50 7.58
DISH DBS CORP Communications Fixed Income 192,797.74 0.14 192,797.74 BYVR0K7 23.19 7.75 2.48
FRONTIER COMMUNICATIONS HOLDINGS L 144A Communications Fixed Income 192,472.33 0.14 192,472.33 nan 8.27 5.00 4.22
ICAHN ENTERPRISES LP Financial Other Fixed Income 190,949.42 0.14 190,949.42 nan 7.05 5.25 3.54
VIRGIN MEDIA SECURED FINANCE PLC 144A Communications Fixed Income 190,012.25 0.14 190,012.25 BJDQX75 6.91 5.50 4.96
POST HOLDINGS INC 144A Consumer Non-Cyclical Fixed Income 189,895.10 0.14 189,895.10 BLCF601 6.48 4.63 5.70
FORD MOTOR CREDIT COMPANY LLC Consumer Cyclical Fixed Income 189,283.33 0.14 189,283.33 nan 6.52 7.35 3.76
TELECOM ITALIA SPA 144A Communications Fixed Income 187,760.43 0.14 187,760.43 BMV1726 7.06 5.30 1.09
TEVA PHARMACEUTICAL FINANCE NETHER Consumer Non-Cyclical Fixed Income 187,005.48 0.14 187,005.48 BF5MKP0 6.78 6.75 4.11
FMG RESOURCES (AUGUST 2006) PTY LT 144A Basic Industry Fixed Income 186,875.32 0.14 186,875.32 nan 6.40 4.38 6.37
ALBERTSONS COMPANIES INC 144A Consumer Non-Cyclical Fixed Income 184,792.70 0.14 184,792.70 BK0SQV6 5.60 4.63 3.39
FORD MOTOR CREDIT COMPANY LLC Consumer Cyclical Fixed Income 184,675.56 0.14 184,675.56 BJYMJ29 6.37 5.11 5.00
SBA COMMUNICATIONS CORP Communications Fixed Income 184,141.89 0.13 184,141.89 nan 5.78 3.13 5.16
BAUSCH HEALTH COMPANIES INC 144A Consumer Non-Cyclical Fixed Income 182,814.22 0.13 182,814.22 nan 18.94 11.00 3.69
COMMSCOPE TECHNOLOGIES LLC 144A Technology Fixed Income 181,759.90 0.13 181,759.90 BYQF2Y4 8.53 6.00 1.98
TENET HEALTHCARE CORPORATION Consumer Non-Cyclical Fixed Income 181,512.59 0.13 181,512.59 2KQP5H9 6.25 4.38 5.65
PRIME SECURITY SERVICES BORROWER L 144A Consumer Cyclical Fixed Income 181,030.99 0.13 181,030.99 BJTRRK3 6.03 5.75 2.74
CCO HOLDINGS LLC 144A Communications Fixed Income 180,718.60 0.13 180,718.60 BK8KJX7 7.10 5.38 5.01
1011778 BC UNLIMITED LIABILITY CO 144A Consumer Cyclical Fixed Income 180,445.25 0.13 180,445.25 BJJJT70 5.56 3.88 4.27
BIP-V CHINOOK HOLDCO LLC 144A Energy Fixed Income 180,367.15 0.13 180,367.15 BM8H4Y8 7.15 5.50 6.28
FORD MOTOR CREDIT COMPANY LLC Consumer Cyclical Fixed Income 179,859.52 0.13 179,859.52 BMYXYY0 6.25 4.95 3.62
CITGO HOLDING INC 144A Owned No Guarantee Fixed Income 179,573.16 0.13 179,573.16 nan 9.03 9.25 1.21
CROWNROCK LP / CROWNROCK FINANCE I 144A Energy Fixed Income 179,351.88 0.13 179,351.88 BF032G3 6.33 5.63 2.27
FORD MOTOR COMPANY Consumer Cyclical Fixed Income 179,299.82 0.13 179,299.82 BYPL1T1 5.27 4.35 3.31
VZ SECURED FINANCING BV 144A Communications Fixed Income 179,091.56 0.13 179,091.56 nan 7.98 5.00 6.66
TENET HEALTHCARE CORPORATION Consumer Non-Cyclical Fixed Income 178,727.10 0.13 178,727.10 2H7TDJ7 6.13 4.25 5.20
ALTICE FRANCE HOLDING SA 144A Communications Fixed Income 178,401.69 0.13 178,401.69 nan 18.95 10.50 2.91
FRONTIER COMMUNICATIONS HOLDINGS L 144A Communications Fixed Income 178,258.51 0.13 178,258.51 nan 8.82 8.75 5.05
VISTRA OPERATIONS COMPANY LLC 144A Electric Fixed Income 178,232.48 0.13 178,232.48 BHRH886 6.46 5.00 3.78
ALLIANT HOLDINGS INTERMEDIATE LLC 144A Insurance Fixed Income 178,180.41 0.13 178,180.41 BJK69N6 8.70 6.75 3.67
VERITAS US INC 144A Technology Fixed Income 178,102.32 0.13 178,102.32 nan 21.03 7.50 2.00
HERC HOLDINGS INC 144A Capital Goods Fixed Income 177,959.14 0.13 177,959.14 BHWTW85 6.44 5.50 3.71
HILTON DOMESTIC OPERATING COMPANY 144A Consumer Cyclical Fixed Income 175,030.46 0.13 175,030.46 nan 5.91 3.63 7.28
UNICREDIT SPA 144A Banking Fixed Income 174,080.27 0.13 174,080.27 BJ0CMN5 8.78 7.30 4.52
ASTON MARTIN CAPITAL HOLDINGS LTD 144A Consumer Cyclical Fixed Income 173,624.70 0.13 173,624.70 nan 10.98 10.50 2.17
CHS/COMMUNITY HEALTH SYSTEMS INC 144A Consumer Non-Cyclical Fixed Income 173,507.55 0.13 173,507.55 nan 9.47 5.25 5.46
UBER TECHNOLOGIES INC 144A Consumer Cyclical Fixed Income 173,364.37 0.13 173,364.37 BKPQNG9 6.68 7.50 3.74
CALPINE CORP 144A Electric Fixed Income 173,351.36 0.13 173,351.36 BKZMMC6 7.17 5.13 4.25
ALLIANT HOLDINGS INTERMEDIATE LLC 144A Insurance Fixed Income 173,247.23 0.13 173,247.23 nan 6.77 6.75 4.18
POST HOLDINGS INC 144A Consumer Non-Cyclical Fixed Income 172,726.57 0.13 172,726.57 BJ7HPV2 6.48 5.50 5.40
LIFEPOINT HEALTH INC 144A Consumer Non-Cyclical Fixed Income 171,190.65 0.13 171,190.65 BGYDGW0 17.01 9.75 2.75
PRIME SECURITY SERVICES BORROWER L 144A Consumer Cyclical Fixed Income 170,982.39 0.13 170,982.39 BKVKXB0 7.75 6.25 3.98
BOMBARDIER INC 144A Capital Goods Fixed Income 170,735.08 0.13 170,735.08 nan 6.91 7.13 2.77
SIRIUS XM RADIO INC 144A Communications Fixed Income 170,630.95 0.13 170,630.95 BLFGN11 7.42 4.13 5.93
VERICAST MERGER SUB INC 144A Industrial Other Fixed Income 170,006.16 0.12 170,006.16 nan 9.19 11.00 2.84
UNICREDIT SPA MTN 144A Banking Fixed Income 169,784.89 0.12 169,784.89 BM9QJS3 8.72 5.46 5.59
SWP: OIS 1.282000 30-NOV-2031 Cash and/or Derivatives Swaps 169,739.89 0.12 -930,260.11 nan -2.69 1.28 8.18
NEW FORTRESS ENERGY LLC 144A Energy Fixed Income 169,680.76 0.12 169,680.76 nan 8.48 6.75 2.20
POST HOLDINGS INC 144A Consumer Non-Cyclical Fixed Income 169,641.71 0.12 169,641.71 nan 6.36 4.50 6.79
VISTRA OPERATIONS COMPANY LLC 144A Electric Fixed Income 169,199.15 0.12 169,199.15 BHQTTK2 6.50 5.63 3.39
NCL CORPORATION LTD 144A Consumer Cyclical Fixed Income 168,626.43 0.12 168,626.43 nan 12.11 5.88 2.58
FORD MOTOR CREDIT COMPANY LLC Consumer Cyclical Fixed Income 168,379.12 0.12 168,379.12 nan 6.42 4.00 6.23
SPIRIT AEROSYSTEMS INC 144A Capital Goods Fixed Income 167,897.52 0.12 167,897.52 BMCQ6D4 7.50 7.50 1.80
SIRIUS XM RADIO INC 144A Communications Fixed Income 167,819.42 0.12 167,819.42 nan 7.48 3.88 6.79
TRANSOCEAN INC 144A Energy Fixed Income 167,507.03 0.12 167,507.03 nan 8.19 8.75 3.56
VMED O2 UK FINANCING I PLC 144A Communications Fixed Income 167,077.49 0.12 167,077.49 nan 7.07 4.75 6.51
ALBERTSONS COMPANIES INC 144A Consumer Non-Cyclical Fixed Income 167,064.48 0.12 167,064.48 BKPMPR2 6.04 3.50 5.22
VMED O2 UK FINANCING I PLC 144A Communications Fixed Income 166,908.28 0.12 166,908.28 nan 6.82 4.25 6.34
ILIAD HOLDING SAS 144A Communications Fixed Income 166,778.12 0.12 166,778.12 nan 7.89 6.50 3.00
HAWAIIANMILES LOYALTY LTD 144A Transportation Fixed Income 166,673.99 0.12 166,673.99 nan 7.99 5.75 2.52
CDI ESCROW ISSUER INC 144A Consumer Cyclical Fixed Income 166,296.51 0.12 166,296.51 nan 6.42 5.75 5.49
DAVITA INC 144A Consumer Non-Cyclical Fixed Income 166,153.33 0.12 166,153.33 BMFBJQ0 7.33 3.75 6.46
WINDSTREAM ESCROW LLC 144A Communications Fixed Income 165,723.79 0.12 165,723.79 nan 12.55 7.75 4.08
VERSCEND ESCROW CORP 144A Technology Fixed Income 165,645.70 0.12 165,645.70 BD0BPV9 9.59 9.75 2.79
VENTURE GLOBAL CALCASIEU PASS LLC 144A Energy Fixed Income 165,593.63 0.12 165,593.63 nan 5.79 3.88 5.47
CSC HOLDINGS LLC 144A Communications Fixed Income 165,268.22 0.12 165,268.22 BKFH0Y9 18.11 5.75 4.68
EMERA INC. Electric Fixed Income 165,268.22 0.12 165,268.22 BYYFGC2 10.32 6.75 2.50
IRON MOUNTAIN INC 144A Technology Fixed Income 165,046.95 0.12 165,046.95 BL57W73 6.91 5.25 5.81
MPT OPERATING PARTNERSHIP LP / MPT Reits Fixed Income 164,877.73 0.12 164,877.73 BF2PPR9 9.95 5.00 3.77
OCCIDENTAL PETROLEUM CORPORATION Energy Fixed Income 164,786.62 0.12 164,786.62 nan 6.06 8.88 5.41
OCCIDENTAL PETROLEUM CORPORATION Energy Fixed Income 164,682.49 0.12 164,682.49 nan 5.53 6.13 6.06
AIR CANADA 144A Transportation Fixed Income 163,615.15 0.12 163,615.15 nan 6.98 3.88 3.06
VISTRA OPERATIONS COMPANY LLC 144A Electric Fixed Income 163,576.10 0.12 163,576.10 nan 6.62 4.38 5.08
FORD MOTOR CREDIT COMPANY LLC Consumer Cyclical Fixed Income 162,313.52 0.12 162,313.52 nan 6.33 6.95 2.61
LCPR SENIOR SECURED FINANCING DAC 144A Communications Fixed Income 162,300.50 0.12 162,300.50 nan 8.30 6.75 3.69
CSC HOLDINGS LLC 144A Communications Fixed Income 162,248.44 0.12 162,248.44 BD9FV69 10.40 5.50 3.36
SELECT MEDICAL CORPORATION 144A Consumer Non-Cyclical Fixed Income 161,805.88 0.12 161,805.88 BKPHQM9 7.27 6.25 2.96
FORD MOTOR CREDIT COMPANY LLC Consumer Cyclical Fixed Income 161,649.69 0.12 161,649.69 nan 6.33 4.06 1.48
CITGO PETROLEUM CORPORATION 144A Owned No Guarantee Fixed Income 161,623.65 0.12 161,623.65 nan 7.66 7.00 1.97
LIVE NATION ENTERTAINMENT INC 144A Consumer Cyclical Fixed Income 161,285.23 0.12 161,285.23 nan 6.22 6.50 3.49
ROLLS-ROYCE PLC 144A Capital Goods Fixed Income 161,272.21 0.12 161,272.21 nan 5.81 5.75 3.84
FORD MOTOR CREDIT COMPANY LLC Consumer Cyclical Fixed Income 160,777.59 0.12 160,777.59 BYZ3FB7 6.00 4.13 2.17
PETSMART LLC 144A Consumer Cyclical Fixed Income 160,504.25 0.12 160,504.25 nan 8.14 7.75 4.58
IQVIA INC 144A Consumer Non-Cyclical Fixed Income 160,165.83 0.12 160,165.83 BK62T46 5.51 5.00 3.60
MAUSER PACKAGING SOLUTIONS HOLDING 144A Capital Goods Fixed Income 160,113.76 0.12 160,113.76 nan 11.71 9.25 3.20
DARLING INGREDIENTS INC 144A Consumer Non-Cyclical Fixed Income 160,048.68 0.12 160,048.68 nan 6.09 6.00 5.68
SIRIUS XM RADIO INC 144A Communications Fixed Income 158,825.14 0.12 158,825.14 BJYHK54 7.32 5.50 5.06
ARDAGH PACKAGING FINANCE PLC 144A Capital Goods Fixed Income 158,668.95 0.12 158,668.95 BK5HL35 6.35 4.13 3.03
CLEAR CHANNEL OUTDOOR HOLDINGS INC 144A Communications Fixed Income 157,927.02 0.12 157,927.02 BJ9NFT6 7.94 5.13 3.77
ARAMARK SERVICES INC 144A Consumer Non-Cyclical Fixed Income 157,341.28 0.12 157,341.28 BFWVB79 6.32 5.00 4.17
BUILDERS FIRSTSOURCE INC 144A Capital Goods Fixed Income 157,172.07 0.12 157,172.07 BMD9BZ9 6.13 4.25 7.06
SPIRIT AEROSYSTEMS INC 144A Capital Goods Fixed Income 157,120.01 0.12 157,120.01 nan 7.60 9.38 4.85
PETSMART LLC 144A Consumer Cyclical Fixed Income 156,703.48 0.11 156,703.48 nan 6.12 4.75 4.23
GEN DIGITAL INC 144A Technology Fixed Income 156,247.91 0.11 156,247.91 BYXT818 5.78 5.00 1.86
FORD MOTOR CREDIT COMPANY LLC Consumer Cyclical Fixed Income 156,104.73 0.11 156,104.73 nan 6.36 2.70 3.11
WYNN MACAU LTD 144A Consumer Cyclical Fixed Income 155,779.33 0.11 155,779.33 nan 9.07 5.63 4.44
MOHEGAN GAMING & ENTERTAINMENT 144A Consumer Cyclical Fixed Income 155,362.80 0.11 155,362.80 nan 11.59 8.00 2.40
SOUTHWESTERN ENERGY COMPANY Energy Fixed Income 155,219.62 0.11 155,219.62 nan 6.46 5.38 5.66
TRANSDIGM INC Capital Goods Fixed Income 154,620.87 0.11 154,620.87 nan 6.99 4.63 4.87
CCO HOLDINGS LLC 144A Communications Fixed Income 154,490.71 0.11 154,490.71 nan 7.58 7.38 5.84
COMSTOCK RESOURCES INC 144A Energy Fixed Income 154,321.50 0.11 154,321.50 BMW2W01 8.69 6.75 4.69
C&W SENIOR FINANCING DAC 144A Communications Fixed Income 154,308.48 0.11 154,308.48 BF5Q223 9.77 6.88 3.64
FORD MOTOR CREDIT COMPANY LLC Consumer Cyclical Fixed Income 153,748.78 0.11 153,748.78 nan 6.80 7.35 5.37
VENTURE GLOBAL CALCASIEU PASS LLC 144A Energy Fixed Income 153,384.32 0.11 153,384.32 BP9SCV4 5.89 3.88 8.18
CSC HOLDINGS LLC 144A Communications Fixed Income 152,694.46 0.11 152,694.46 BM9M1M9 16.63 4.63 5.31
NCR CORPORATION 144A Technology Fixed Income 152,473.18 0.11 152,473.18 BL6KR10 7.95 5.13 4.87
US FOODS INC 144A Consumer Non-Cyclical Fixed Income 152,343.02 0.11 152,343.02 BL6FPX3 5.79 6.25 1.84
CALPINE CORP 144A Electric Fixed Income 152,290.95 0.11 152,290.95 BJVS9S6 6.25 4.50 4.25
ONEMAIN FINANCE CORP Finance Companies Fixed Income 151,536.00 0.11 151,536.00 BF28TP4 8.53 6.88 1.78
NMG HOLDING COMPANY INC 144A Consumer Cyclical Fixed Income 151,236.63 0.11 151,236.63 nan 9.58 7.13 2.53
CAESARS ENTERTAINMENT INC 144A Consumer Cyclical Fixed Income 151,223.61 0.11 151,223.61 BP6VNC4 7.03 4.63 5.33
CHS/COMMUNITY HEALTH SYSTEMS INC 144A Consumer Non-Cyclical Fixed Income 151,184.56 0.11 151,184.56 BMDMJ98 17.37 6.88 4.12
H&E EQUIPMENT SERVICES INC 144A Capital Goods Fixed Income 150,755.03 0.11 150,755.03 nan 6.46 3.88 4.91
NISSAN MOTOR CO LTD 144A Consumer Cyclical Fixed Income 150,156.27 0.11 150,156.27 BM9C475 6.34 4.81 6.09
SMYRNA READY MIX CONCRETE LLC 144A Capital Goods Fixed Income 148,932.74 0.11 148,932.74 nan 7.36 6.00 4.51
CSC HOLDINGS LLC 144A Communications Fixed Income 148,893.69 0.11 148,893.69 nan 9.26 4.50 6.48
ZAYO GROUP HOLDINGS INC 144A Communications Fixed Income 148,047.63 0.11 148,047.63 BLBQFB9 11.83 4.00 3.40
VENTURE GLOBAL CALCASIEU PASS LLC 144A Energy Fixed Income 147,969.53 0.11 147,969.53 nan 6.07 6.25 5.41
PERFORMANCE FOOD GROUP INC 144A Consumer Non-Cyclical Fixed Income 147,891.43 0.11 147,891.43 BKWG6T6 5.96 5.50 3.86
HILTON DOMESTIC OPERATING COMPANY 144A Consumer Cyclical Fixed Income 147,175.54 0.11 147,175.54 BNDLGZ7 5.97 4.00 6.57
BALL CORPORATION Capital Goods Fixed Income 146,746.00 0.11 146,746.00 BKY44N8 5.62 2.88 6.41
ALLIED UNIVERSAL HOLDCO LLC 144A Consumer Cyclical Fixed Income 146,238.36 0.11 146,238.36 nan 8.34 4.63 4.34
VENTURE GLOBAL CALCASIEU PASS LLC 144A Energy Fixed Income 146,225.35 0.11 146,225.35 nan 5.99 4.13 6.82
UPC BROADBAND FINCO BV 144A Communications Fixed Income 146,069.15 0.11 146,069.15 nan 7.08 4.88 6.49
CLARIOS GLOBAL LP 144A Consumer Cyclical Fixed Income 146,017.08 0.11 146,017.08 BJ0M451 6.29 6.25 2.74
CEDAR FAIR LP 144A Consumer Cyclical Fixed Income 145,795.81 0.11 145,795.81 BMTRDY0 5.59 5.50 1.90
YUM! BRANDS INC. Consumer Cyclical Fixed Income 144,702.44 0.11 144,702.44 nan 5.63 4.63 6.92
ROCKET MORTGAGE LLC 144A Finance Companies Fixed Income 144,546.24 0.11 144,546.24 BN7RYH9 6.69 3.88 6.52
BATH & BODY WORKS INC 144A Consumer Cyclical Fixed Income 144,207.82 0.11 144,207.82 BMH1559 7.06 6.63 5.61
ZF NORTH AMERICA CAPITAL INC 144A Consumer Cyclical Fixed Income 144,181.78 0.11 144,181.78 BX41K43 5.87 4.75 1.91
SCIH SALT HOLDINGS INC 144A Basic Industry Fixed Income 144,116.70 0.11 144,116.70 nan 7.48 4.88 4.27
CLYDESDALE ACQUISITION HOLDINGS IN 144A Capital Goods Fixed Income 144,025.59 0.11 144,025.59 nan 11.00 8.75 4.80
CCO HOLDINGS LLC 144A Communications Fixed Income 143,934.47 0.11 143,934.47 nan 7.23 4.75 6.84
FERTITTA ENTERTAINMENT LLC 144A Consumer Cyclical Fixed Income 143,921.46 0.11 143,921.46 nan 10.46 6.75 5.05
TRIUMPH GROUP INC 144A Capital Goods Fixed Income 143,127.46 0.10 143,127.46 nan 8.94 9.00 3.92
ROCKET MORTGAGE LLC 144A Finance Companies Fixed Income 142,684.91 0.10 142,684.91 BP815Z9 6.23 2.88 3.23
ROLLS-ROYCE PLC 144A Capital Goods Fixed Income 142,528.71 0.10 142,528.71 BZBWT91 5.82 3.63 2.34
TEVA PHARMACEUTICAL FINANCE NETHER Consumer Non-Cyclical Fixed Income 142,515.69 0.10 142,515.69 BM92G79 6.51 4.75 3.58
SOUTHWESTERN ENERGY COMPANY Energy Fixed Income 142,047.11 0.10 142,047.11 nan 6.55 4.75 6.91
YUM! BRANDS INC. Consumer Cyclical Fixed Income 141,773.76 0.10 141,773.76 BN7S9F5 5.56 3.63 6.70
WYNN MACAU LTD 144A Consumer Cyclical Fixed Income 141,630.58 0.10 141,630.58 nan 8.46 5.50 2.48
BLACK KNIGHT INFOSERV LLC 144A Technology Fixed Income 141,578.52 0.10 141,578.52 BKSH2X9 5.64 3.63 4.79
IQVIA INC 144A Consumer Non-Cyclical Fixed Income 141,487.41 0.10 141,487.41 BD91587 5.70 5.00 3.12
CHESAPEAKE ENERGY CORPORATION 144A Energy Fixed Income 141,370.26 0.10 141,370.26 BNTFHM7 6.90 6.75 4.74
ALLY FINANCIAL INC Banking Fixed Income 141,083.90 0.10 141,083.90 BDCBVG4 8.33 5.75 2.33
BOYD GAMING CORPORATION Consumer Cyclical Fixed Income 140,849.61 0.10 140,849.61 nan 5.74 4.75 4.05
CAESARS RESORT COLLECTION LLC 144A Consumer Cyclical Fixed Income 140,719.44 0.10 140,719.44 BLFBXR2 5.59 5.75 2.06
PG&E CORPORATION Electric Fixed Income 139,990.53 0.10 139,990.53 BLCC408 6.50 5.25 5.80
FRONTIER COMMUNICATIONS HOLDINGS L 144A Communications Fixed Income 139,313.68 0.10 139,313.68 BMHL2W5 8.19 5.88 3.75
TRIVIUM PACKAGING FINANCE BV 144A Capital Goods Fixed Income 139,274.63 0.10 139,274.63 BK0YKJ0 6.92 5.50 3.00
MPH ACQUISITION HOLDINGS LLC 144A Consumer Non-Cyclical Fixed Income 139,118.43 0.10 139,118.43 BN2B8J6 12.59 5.75 4.29
BALL CORPORATION Capital Goods Fixed Income 138,636.83 0.10 138,636.83 BYR7K23 5.26 5.25 2.07
SWP: OIS 1.602000 09-FEB-2027 Cash and/or Derivatives Swaps 138,411.08 0.10 -1,777,488.92 nan -1.85 1.60 3.72
DT MIDSTREAM INC 144A Energy Fixed Income 138,389.52 0.10 138,389.52 nan 6.46 4.13 5.24
MICHAELS COMPANIES INC 144A Consumer Cyclical Fixed Income 137,959.98 0.10 137,959.98 nan 15.70 7.88 4.15
LAS VEGAS SANDS CORP Consumer Cyclical Fixed Income 137,400.28 0.10 137,400.28 BKM8MD8 5.70 3.50 3.11
OCCIDENTAL PETROLEUM CORPORATION Energy Fixed Income 137,335.20 0.10 137,335.20 BKTC909 5.78 7.50 5.97
FORD MOTOR CREDIT COMPANY LLC MTN Consumer Cyclical Fixed Income 136,749.46 0.10 136,749.46 BD0SY80 6.44 4.39 2.53
ENDEAVOR ENERGY RESOURCES LP/ EER 144A Energy Fixed Income 136,645.33 0.10 136,645.33 BD2BVX1 5.93 5.75 4.12
UBER TECHNOLOGIES INC 144A Consumer Cyclical Fixed Income 136,267.86 0.10 136,267.86 BMFKWG8 6.98 7.50 1.88
GENESIS ENERGY LP Energy Fixed Income 135,968.49 0.10 135,968.49 BN717J4 8.41 8.00 3.15
ALLIED UNIVERSAL HOLDCO LLC 144A Consumer Cyclical Fixed Income 135,942.45 0.10 135,942.45 BJYCQ84 13.24 9.75 3.27
MIDAS OPCO HOLDINGS LLC 144A Communications Fixed Income 135,799.27 0.10 135,799.27 BMY8TS4 8.00 5.63 5.12
BAUSCH HEALTH COMPANIES INC 144A Consumer Non-Cyclical Fixed Income 135,564.98 0.10 135,564.98 nan 17.03 4.88 3.97
NOVA CHEMICALS CORP 144A Owned No Guarantee Fixed Income 135,473.87 0.10 135,473.87 BYZQ6K2 6.14 4.88 1.10
HILTON DOMESTIC OPERATING COMPANY Consumer Cyclical Fixed Income 135,239.57 0.10 135,239.57 BKRRN37 5.67 4.88 5.62
ITT HOLDINGS LLC 144A Energy Fixed Income 135,148.46 0.10 135,148.46 nan 9.89 6.50 4.88
ENTEGRIS ESCROW CORP 144A Technology Fixed Income 134,979.24 0.10 134,979.24 nan 6.51 5.95 5.65
TRANSDIGM INC 144A Capital Goods Fixed Income 134,927.18 0.10 134,927.18 nan 7.20 8.00 2.31
FORD MOTOR CREDIT COMPANY LLC Consumer Cyclical Fixed Income 134,914.16 0.10 134,914.16 nan 6.46 2.30 1.77
KINETIK HOLDINGS LP 144A Energy Fixed Income 134,888.13 0.10 134,888.13 nan 6.53 5.88 5.66
UNITED RENTALS (NORTH AMERICA) INC Capital Goods Fixed Income 134,875.11 0.10 134,875.11 BLFGYK7 5.74 3.88 6.56
NOVA CHEMICALS CORP 144A Owned No Guarantee Fixed Income 134,744.95 0.10 134,744.95 BYZQ6H9 7.82 5.25 3.57
POST HOLDINGS INC 144A Consumer Non-Cyclical Fixed Income 134,549.71 0.10 134,549.71 BD2BTD7 6.11 5.63 4.08
ICAHN ENTERPRISES LP Financial Other Fixed Income 133,846.82 0.10 133,846.82 nan 5.99 4.75 1.38
TEVA PHARMACEUTICAL FINANCE NETHER Consumer Non-Cyclical Fixed Income 133,807.78 0.10 133,807.78 nan 6.80 5.13 5.00
SENSATA TECHNOLOGIES BV 144A Technology Fixed Income 133,521.42 0.10 133,521.42 nan 5.96 4.00 5.13
IRON MOUNTAIN INC 144A Technology Fixed Income 133,469.35 0.10 133,469.35 nan 6.83 4.50 6.35
ALTICE FRANCE SA (FRANCE) 144A Communications Fixed Income 133,430.30 0.10 133,430.30 nan 10.36 5.50 3.88
GRIFFON CORPORATION Capital Goods Fixed Income 133,261.09 0.10 133,261.09 nan 7.55 5.75 4.15
ALBERTSONS COMPANIES INC 144A Consumer Non-Cyclical Fixed Income 132,297.88 0.10 132,297.88 nan 6.08 4.88 5.67
ZIGGO BV 144A Communications Fixed Income 132,284.87 0.10 132,284.87 nan 7.61 4.88 5.42
ILIAD HOLDING SAS 144A Communications Fixed Income 132,245.82 0.10 132,245.82 nan 8.16 7.00 4.33
RAKUTEN GROUP INC 144A Consumer Cyclical Fixed Income 132,206.77 0.10 132,206.77 nan 12.61 10.25 1.43
ALTICE FINANCING SA 144A Communications Fixed Income 132,024.54 0.10 132,024.54 BKP87R4 10.02 5.00 4.00
FORD MOTOR CREDIT COMPANY LLC Consumer Cyclical Fixed Income 131,829.30 0.10 131,829.30 BJ0M5H0 6.53 5.58 0.92
ALLISON TRANSMISSION INC 144A Consumer Cyclical Fixed Income 131,451.82 0.10 131,451.82 BMX50K5 6.22 3.75 6.51
COMMSCOPE INC 144A Technology Fixed Income 131,087.37 0.10 131,087.37 nan 8.24 4.75 5.27
BLOCK INC Technology Fixed Income 131,022.28 0.10 131,022.28 nan 5.85 2.75 2.93
PILGRIMS PRIDE CORP Consumer Non-Cyclical Fixed Income 130,814.02 0.10 130,814.02 nan 6.14 4.25 6.46
COMPASS DIVERSIFIED HOLDINGS 144A Brokerage/Asset Managers/Exchanges Fixed Income 130,774.97 0.10 130,774.97 BMDB423 7.60 5.25 4.87
EQM MIDSTREAM PARTNERS LP 144A Energy Fixed Income 130,722.91 0.10 130,722.91 nan 7.61 4.75 6.15
GEN DIGITAL INC 144A Technology Fixed Income 130,488.61 0.10 130,488.61 nan 6.61 6.75 3.83
TRANSDIGM INC Capital Goods Fixed Income 130,267.34 0.10 130,267.34 BF01TB1 6.94 6.38 2.80
ONEMAIN FINANCE CORP Finance Companies Fixed Income 129,954.95 0.10 129,954.95 BJJDP63 8.86 6.13 0.90
YUM! BRANDS INC. Consumer Cyclical Fixed Income 129,564.46 0.09 129,564.46 nan 5.85 5.38 6.82
LIFE TIME INC 144A Consumer Cyclical Fixed Income 129,408.26 0.09 129,408.26 nan 6.84 5.75 2.50
PRIME SECURITY SERVICES BORROWER L 144A Consumer Cyclical Fixed Income 128,913.64 0.09 128,913.64 BMFBJS2 6.09 3.38 3.96
ADT SECURITY CORP 144A Consumer Cyclical Fixed Income 128,861.57 0.09 128,861.57 nan 6.22 4.13 5.38
DELTA AIR LINES INC Transportation Fixed Income 128,835.54 0.09 128,835.54 nan 5.85 7.38 2.47
IRON MOUNTAIN INC 144A Technology Fixed Income 128,510.13 0.09 128,510.13 BJ9TC37 6.77 4.88 5.37
STANDARD INDUSTRIES INC 144A Capital Goods Fixed Income 128,497.12 0.09 128,497.12 BDZ79F4 6.32 4.75 4.15
PILGRIMS PRIDE CORP 144A Consumer Non-Cyclical Fixed Income 128,471.08 0.09 128,471.08 BF0KZ32 6.03 5.88 3.90
LIVE NATION ENTERTAINMENT INC 144A Consumer Cyclical Fixed Income 127,742.17 0.09 127,742.17 BJK69Q9 6.65 4.75 3.89
IRON MOUNTAIN INC 144A Technology Fixed Income 127,286.60 0.09 127,286.60 BD5WDB3 6.30 4.88 3.91
PG&E CORPORATION Electric Fixed Income 127,273.58 0.09 127,273.58 BLCC3Z6 6.41 5.00 4.46
FERTITTA ENTERTAINMENT LLC 144A Consumer Cyclical Fixed Income 127,156.44 0.09 127,156.44 nan 7.24 4.63 4.86
W R GRACE HOLDINGS LLC 144A Basic Industry Fixed Income 126,948.18 0.09 126,948.18 nan 8.84 5.63 5.08
FORD MOTOR CREDIT COMPANY LLC Consumer Cyclical Fixed Income 126,805.00 0.09 126,805.00 nan 6.33 4.13 3.89
JEFFERIES FINANCE LLC 144A Brokerage/Asset Managers/Exchanges Fixed Income 126,219.26 0.09 126,219.26 nan 8.65 5.00 4.49
NCL CORPORATION LTD 144A Consumer Cyclical Fixed Income 126,141.16 0.09 126,141.16 nan 7.93 5.88 3.35
FORTRESS TRANSPORTATION AND INFRAS 144A Finance Companies Fixed Income 125,945.92 0.09 125,945.92 nan 7.61 5.50 4.20
NRG ENERGY INC 144A Electric Fixed Income 125,945.92 0.09 125,945.92 nan 6.75 3.88 7.13
PERFORMANCE FOOD GROUP INC 144A Consumer Non-Cyclical Fixed Income 125,880.84 0.09 125,880.84 nan 6.11 4.25 5.37
PACTIV EVERGREEN GROUP ISSUER LLC 144A Capital Goods Fixed Income 125,789.72 0.09 125,789.72 BJLTTQ7 6.64 4.00 3.96
HOLOGIC INC 144A Consumer Non-Cyclical Fixed Income 125,633.53 0.09 125,633.53 BL6L5L9 5.45 3.25 5.19
VISTAJET MALTA FINANCE PLC 144A Transportation Fixed Income 125,425.27 0.09 125,425.27 nan 8.36 6.38 5.29
SEAGATE HDD CAYMAN 144A Technology Fixed Income 125,386.22 0.09 125,386.22 nan 7.74 9.63 6.27
MELCO RESORTS FINANCE LTD 144A Consumer Cyclical Fixed Income 125,347.17 0.09 125,347.17 nan 9.13 5.38 5.22
VISTRA OPERATIONS COMPANY LLC 144A Electric Fixed Income 125,217.00 0.09 125,217.00 BFXKZR3 6.58 5.50 3.04
UNIVISION COMMUNICATIONS INC 144A Communications Fixed Income 125,008.74 0.09 125,008.74 nan 8.44 7.38 5.36
SWP: OIS 1.358500 20-OCT-2031 Cash and/or Derivatives Swaps 124,522.92 0.09 -705,477.08 nan -2.66 1.36 8.09
CSC HOLDINGS LLC 144A Communications Fixed Income 124,370.94 0.09 124,370.94 BF2BQ30 10.04 5.38 4.01
COTY INC 144A Consumer Non-Cyclical Fixed Income 124,318.88 0.09 124,318.88 BMHVCG9 6.14 5.00 2.70
NEXSTAR BROADCASTING INC 144A Communications Fixed Income 124,084.58 0.09 124,084.58 BMFNGQ5 7.19 4.75 4.65
CROWN AMERICAS LLC Capital Goods Fixed Income 123,954.42 0.09 123,954.42 BG018X3 5.64 4.75 2.59
NEWS CORP 144A Communications Fixed Income 123,876.32 0.09 123,876.32 nan 6.08 3.88 5.22
UNICREDIT SPA MTN 144A Banking Fixed Income 123,290.59 0.09 123,290.59 BDFZC93 8.30 5.86 3.50
B&G FOODS INC Consumer Non-Cyclical Fixed Income 123,186.46 0.09 123,186.46 BYQ1WZ3 8.93 5.25 1.79
MPH ACQUISITION HOLDINGS LLC 144A Consumer Non-Cyclical Fixed Income 123,134.39 0.09 123,134.39 nan 10.25 5.50 4.41
ARCONIC ROLLED PRODUCTS CORP 144A Basic Industry Fixed Income 123,043.28 0.09 123,043.28 nan 6.44 6.13 4.12
ACRISURE LLC / ACRISURE FINANCE IN 144A Insurance Fixed Income 122,887.08 0.09 122,887.08 BD0G1S3 9.87 7.00 2.26
EQM MIDSTREAM PARTNERS LP 144A Energy Fixed Income 122,861.05 0.09 122,861.05 nan 7.35 6.50 3.58
MELCO RESORTS FINANCE LTD 144A Consumer Cyclical Fixed Income 122,782.95 0.09 122,782.95 BYZQ5Q1 8.18 4.88 1.98
LUMEN TECHNOLOGIES INC 144A Communications Fixed Income 122,730.89 0.09 122,730.89 BH3T5T6 16.14 4.00 3.27
HANESBRANDS INC 144A Consumer Cyclical Fixed Income 122,665.81 0.09 122,665.81 BZ30506 6.77 4.88 2.78
DT MIDSTREAM INC 144A Energy Fixed Income 122,561.68 0.09 122,561.68 nan 6.39 4.38 6.57
OCCIDENTAL PETROLEUM CORPORATION Energy Fixed Income 122,561.68 0.09 122,561.68 BK8VN94 5.27 5.55 2.69
STANDARD INDUSTRIES INC 144A Capital Goods Fixed Income 122,535.64 0.09 122,535.64 BMFNDV9 6.59 3.38 6.52
MPT OPERATING PARTNERSHIP LP Reits Fixed Income 121,884.83 0.09 121,884.83 nan 9.50 3.50 6.43
HAT HOLDINGS I LLC & HAT 144A Reits Fixed Income 121,819.74 0.09 121,819.74 nan 7.64 3.38 2.91
TRONOX INC 144A Basic Industry Fixed Income 121,468.30 0.09 121,468.30 BNQPRV9 8.12 4.63 4.98
ROBLOX CORP 144A Communications Fixed Income 121,403.22 0.09 121,403.22 nan 6.41 3.88 5.88
GRAY ESCROW II INC 144A Communications Fixed Income 121,234.01 0.09 121,234.01 nan 11.87 5.38 6.00
CLARIVATE SCIENCE HOLDINGS CORP 144A Technology Fixed Income 121,155.91 0.09 121,155.91 nan 6.77 4.88 5.17
FAIR ISAAC CORP 144A Technology Fixed Income 121,103.85 0.09 121,103.85 BKV3193 5.62 4.00 4.54
STUDIO CITY FINANCE LTD 144A Consumer Cyclical Fixed Income 121,077.81 0.09 121,077.81 nan 10.33 5.00 4.68
LAMB WESTON HOLDINGS INC 144A Consumer Non-Cyclical Fixed Income 120,856.54 0.09 120,856.54 nan 5.64 4.13 5.77
BALL CORPORATION Capital Goods Fixed Income 120,518.11 0.09 120,518.11 nan 6.05 6.88 4.10
TEGNA INC Communications Fixed Income 120,505.10 0.09 120,505.10 BMXC0P1 7.68 5.00 5.30
HERTZ CORPORATION (THE) 144A Transportation Fixed Income 120,361.92 0.09 120,361.92 nan 8.42 5.00 5.31
BROOKFIELD PROPERTY REIT INC 144A Reits Fixed Income 119,281.56 0.09 119,281.56 BJBL0T3 9.87 5.75 2.69
TELENET FINANCE LUX NOTE 144A Communications Fixed Income 119,008.22 0.09 119,008.22 BF955D8 7.11 5.50 4.15
WYNN LAS VEGAS LLC / WYNN LAS VEGA 144A Consumer Cyclical Fixed Income 118,084.06 0.09 118,084.06 BD3N0P1 6.80 5.25 3.55
VODAFONE GROUP PLC Communications Fixed Income 118,045.01 0.09 118,045.01 nan 7.03 4.13 6.46
CHS/COMMUNITY HEALTH SYSTEMS INC 144A Consumer Non-Cyclical Fixed Income 118,018.98 0.09 118,018.98 nan 15.67 6.13 4.74
UNIVISION COMMUNICATIONS INC 144A Communications Fixed Income 117,602.46 0.09 117,602.46 nan 7.76 4.50 5.00
ENLINK MIDSTREAM LLC 144A Energy Fixed Income 117,563.41 0.09 117,563.41 nan 6.30 6.50 5.80
ALBERTSONS COMPANIES INC MTN 144A Consumer Non-Cyclical Fixed Income 117,511.34 0.09 117,511.34 nan 6.05 5.88 4.15
CLEVELAND-CLIFFS INC 144A Basic Industry Fixed Income 117,433.24 0.09 117,433.24 nan 6.12 6.75 2.64
ARDAGH PACKAGING FINANCE PLC 144A Capital Goods Fixed Income 117,224.98 0.09 117,224.98 nan 5.90 5.25 1.90
FMG RESOURCES (AUGUST 2006) PTY LT 144A Basic Industry Fixed Income 117,198.95 0.09 117,198.95 nan 6.58 6.13 6.62
NRG ENERGY INC 144A Electric Fixed Income 116,990.69 0.09 116,990.69 nan 6.77 3.63 6.53
BLOCK INC Technology Fixed Income 116,743.38 0.09 116,743.38 nan 6.34 3.50 6.73
LCM INVESTMENTS HOLDINGS II LLC 144A Consumer Cyclical Fixed Income 116,691.31 0.09 116,691.31 nan 8.38 4.88 4.92
NRG ENERGY INC Electric Fixed Income 116,678.30 0.09 116,678.30 BF5J772 6.28 5.75 4.07
MIDCAP FINANCIAL ISSUER TRUST 144A Finance Companies Fixed Income 116,430.99 0.09 116,430.99 nan 10.44 6.50 4.00
SIRIUS XM RADIO INC 144A Communications Fixed Income 116,313.84 0.09 116,313.84 BM9SCZ7 6.36 3.13 3.15
FORD MOTOR CREDIT COMPANY LLC Consumer Cyclical Fixed Income 116,157.65 0.09 116,157.65 nan 6.42 3.63 6.74
LPL HOLDINGS INC 144A Brokerage/Asset Managers/Exchanges Fixed Income 116,105.58 0.09 116,105.58 nan 6.02 4.00 5.15
CLARIVATE SCIENCE HOLDINGS CORP 144A Technology Fixed Income 115,676.04 0.08 115,676.04 nan 6.29 3.88 4.58
PARAMOUNT GLOBAL Communications Fixed Income 115,663.03 0.08 115,663.03 nan 9.18 6.38 3.17
US FOODS INC 144A Consumer Non-Cyclical Fixed Income 115,610.96 0.08 115,610.96 nan 6.32 4.75 4.97
CLEARWAY ENERGY OPERATING LLC 144A Electric Fixed Income 115,363.65 0.08 115,363.65 nan 5.81 4.75 4.33
ARDAGH METAL PACKAGING FINANCE USA 144A Capital Goods Fixed Income 115,298.57 0.08 115,298.57 BNKLFF3 8.46 4.00 5.28
GOODYEAR TIRE & RUBBER COMPANY (TH Consumer Cyclical Fixed Income 115,298.57 0.08 115,298.57 BDGNMR4 6.16 5.00 2.83
GARTNER INC 144A Technology Fixed Income 115,181.42 0.08 115,181.42 nan 5.63 4.50 4.54
BOYD GAMING CORPORATION 144A Consumer Cyclical Fixed Income 114,556.64 0.08 114,556.64 nan 6.19 4.75 6.59
UNITED SHORE FINANCIAL SERVICES LL 144A Finance Companies Fixed Income 114,439.49 0.08 114,439.49 BN13354 7.68 5.50 2.33
SABRE GLBL INC 144A Technology Fixed Income 114,062.02 0.08 114,062.02 BMX2051 12.63 7.38 2.10
TEGNA INC Communications Fixed Income 114,009.95 0.08 114,009.95 nan 7.64 4.63 4.27
BUILDERS FIRSTSOURCE INC 144A Capital Goods Fixed Income 113,476.28 0.08 113,476.28 nan 6.32 6.38 6.77
HESS INFRASTRUCTURE PARTNERS LP 144A Energy Fixed Income 113,463.27 0.08 113,463.27 nan 6.07 5.63 2.59
IHEARTCOMMUNICATIONS INC Communications Fixed Income 113,463.27 0.08 113,463.27 BK0NK86 18.03 8.38 3.01
OPEN TEXT CORP 144A Technology Fixed Income 113,450.25 0.08 113,450.25 nan 6.49 3.88 4.30
EQM MIDSTREAM PARTNERS LP Energy Fixed Income 113,385.17 0.08 113,385.17 BFXXB07 7.57 5.50 4.40
COMSTOCK RESOURCES INC 144A Energy Fixed Income 113,346.12 0.08 113,346.12 nan 8.61 5.88 5.29
SEALED AIR CORPORATION 144A Capital Goods Fixed Income 113,241.99 0.08 113,241.99 nan 5.95 6.13 4.10
DISH DBS CORP Communications Fixed Income 112,682.29 0.08 112,682.29 nan 18.12 5.13 4.43
MADISON IAQ LLC 144A Capital Goods Fixed Income 112,565.14 0.08 112,565.14 nan 11.02 5.88 4.81
HOWMET AEROSPACE INC Capital Goods Fixed Income 112,552.12 0.08 112,552.12 BQWJT65 5.02 5.13 1.39
CMG MEDIA CORP 144A Communications Fixed Income 112,304.81 0.08 112,304.81 BK7CY84 16.52 8.88 3.41
SOTHEBYS 144A Consumer Cyclical Fixed Income 111,497.80 0.08 111,497.80 nan 9.01 7.38 3.65
VIRGIN MEDIA SECURED FINANCE PLC 144A Communications Fixed Income 111,406.69 0.08 111,406.69 nan 6.96 4.50 6.01
CSC HOLDINGS LLC 144A Communications Fixed Income 111,211.44 0.08 111,211.44 BM9LYP0 9.40 4.13 6.02
CALPINE CORP 144A Electric Fixed Income 111,120.33 0.08 111,120.33 BNKD5L5 6.23 3.75 6.59
FRONTIER COMMUNICATIONS CORP 144A Communications Fixed Income 110,912.07 0.08 110,912.07 BMF4PV6 11.60 6.75 4.51
GOODYEAR TIRE & RUBBER COMPANY (TH Consumer Cyclical Fixed Income 110,833.97 0.08 110,833.97 nan 7.16 5.00 5.17
COMMSCOPE INC 144A Technology Fixed Income 110,833.97 0.08 110,833.97 BJLN9Y7 14.64 8.25 3.11
PBF HOLDING COMPANY LLC Energy Fixed Income 110,690.79 0.08 110,690.79 nan 7.11 6.00 4.10
STANDARD INDUSTRIES INC (DELAWARE) 144A Capital Goods Fixed Income 110,521.58 0.08 110,521.58 BDVPXC7 6.40 5.00 3.43
ARCHES BUYER INC 144A Consumer Cyclical Fixed Income 110,482.53 0.08 110,482.53 nan 8.21 4.25 4.38
OPEN TEXT HOLDINGS INC 144A Technology Fixed Income 110,430.46 0.08 110,430.46 nan 6.75 4.13 5.74
STAPLES INC 144A Consumer Cyclical Fixed Income 110,274.27 0.08 110,274.27 BK0L4Q6 21.17 10.75 2.75
GOODYEAR TIRE & RUBBER COMPANY (TH Consumer Cyclical Fixed Income 110,196.17 0.08 110,196.17 nan 7.95 9.50 1.88
INTERNATIONAL GAME TECHNOLOGY PLC 144A Consumer Cyclical Fixed Income 110,092.04 0.08 110,092.04 nan 6.13 5.25 4.85
SUMMIT MIDSTREAM HOLDINGS LLC 144A Energy Fixed Income 110,026.96 0.08 110,026.96 BMVRF42 9.86 8.50 2.86
MERCER INTERNATIONAL INC. Basic Industry Fixed Income 109,961.88 0.08 109,961.88 nan 8.28 5.13 4.80
CHS/COMMUNITY HEALTH SYSTEMS INC 144A Consumer Non-Cyclical Fixed Income 109,805.68 0.08 109,805.68 nan 9.70 6.00 4.59
BOMBARDIER INC 144A Capital Goods Fixed Income 109,662.50 0.08 109,662.50 nan 6.62 6.00 4.12
CLEARWAY ENERGY OPERATING LLC 144A Electric Fixed Income 109,597.42 0.08 109,597.42 nan 5.96 3.75 6.56
MGM RESORTS INTERNATIONAL Consumer Cyclical Fixed Income 109,454.24 0.08 109,454.24 BFNJ451 5.87 5.75 2.01
RESORTS WORLD LAS VEGAS LLC 144A Consumer Cyclical Fixed Income 109,154.86 0.08 109,154.86 BJJHXD8 9.85 4.63 4.84
MOLINA HEALTHCARE INC 144A Insurance Fixed Income 109,024.70 0.08 109,024.70 nan 5.99 4.38 4.49
1011778 BC UNLIMITED LIABILITY CO 144A Consumer Cyclical Fixed Income 108,751.36 0.08 108,751.36 nan 6.28 4.38 4.14
SENSATA TECHNOLOGIES BV 144A Technology Fixed Income 108,478.02 0.08 108,478.02 BWFV670 5.11 5.00 2.27
UNITED RENTALS (NORTH AMERICA) INC Capital Goods Fixed Income 108,425.95 0.08 108,425.95 nan 5.80 4.00 6.10
ARDAGH PACKAGING FINANCE PLC 144A Capital Goods Fixed Income 108,230.71 0.08 108,230.71 nan 11.51 5.25 3.60
SABRE GLBL INC 144A Technology Fixed Income 108,074.51 0.08 108,074.51 BLF9945 12.91 9.25 1.71
UNITED RENTALS (NORTH AMERICA) INC Capital Goods Fixed Income 108,061.49 0.08 108,061.49 nan 5.49 3.88 4.09
ANYWHERE REAL ESTATE GROUP LLC 144A Consumer Cyclical Fixed Income 107,879.27 0.08 107,879.27 BP82M40 10.86 5.25 5.28
ENCOMPASS HEALTH CORP Consumer Non-Cyclical Fixed Income 107,710.05 0.08 107,710.05 BK73CG1 6.13 4.50 4.22
ALBERTSONS COMPANIES INC 144A Consumer Non-Cyclical Fixed Income 107,684.02 0.08 107,684.02 nan 6.27 6.50 4.09
HILTON GRAND VACATIONS BORROWER LL 144A Consumer Cyclical Fixed Income 107,527.82 0.08 107,527.82 nan 7.30 5.00 5.04
BRAND INDUSTRIAL SERVICES INC 144A Industrial Other Fixed Income 107,475.76 0.08 107,475.76 BZ3FZS9 14.27 8.50 1.94
CLEAR CHANNEL OUTDOOR HOLDINGS INC 144A Communications Fixed Income 107,423.69 0.08 107,423.69 BM9NG16 14.99 7.75 3.66
SWP: OIS 0.868500 17-JUN-2026 Cash and/or Derivatives Swaps 107,402.19 0.08 -1,142,597.81 nan -1.78 0.87 3.13
BOMBARDIER INC 144A Capital Goods Fixed Income 107,332.58 0.08 107,332.58 nan 7.12 7.50 4.61
SERVICE PROPERTIES TRUST Reits Fixed Income 107,293.53 0.08 107,293.53 BMBM6P5 8.04 7.50 2.19
VIRGIN MEDIA FINANCE PLC 144A Communications Fixed Income 107,228.45 0.08 107,228.45 nan 8.26 5.00 5.75
BAUSCH HEALTH COMPANIES INC 144A Consumer Non-Cyclical Fixed Income 107,215.43 0.08 107,215.43 BZ3ZWN3 18.24 9.00 2.16
PBF HOLDING CO LLC / PBF FINANCE C MTN Energy Fixed Income 107,163.37 0.08 107,163.37 BF2VZB1 7.23 7.25 1.97
OPEN TEXT CORP 144A Technology Fixed Income 107,124.32 0.08 107,124.32 nan 6.88 3.88 5.58
VECTOR GROUP LTD 144A Consumer Non-Cyclical Fixed Income 106,968.12 0.08 106,968.12 BMQ7TP6 8.16 5.75 4.74
SUNOCO LP / SUNOCO FINANCE CORP Energy Fixed Income 106,955.11 0.08 106,955.11 BL545C0 6.37 4.50 5.12
HUGHES SATELLITE SYSTEMS CORP Communications Fixed Income 106,707.80 0.08 106,707.80 BZ12322 7.00 5.25 2.96
ARCHROCK PARTNERS LP 144A Energy Fixed Income 106,512.55 0.08 106,512.55 BL717V2 7.21 6.25 4.07
CLEAR CHANNEL OUTDOOR HOLDINGS INC 144A Communications Fixed Income 106,486.52 0.08 106,486.52 BNHS096 14.91 7.50 4.32
ICAHN ENTERPRISES LP Financial Other Fixed Income 106,382.39 0.08 106,382.39 BF0VDZ3 6.91 6.38 2.40
SIX FLAGS ENTERTAINMENT CORP 144A Consumer Cyclical Fixed Income 106,330.32 0.08 106,330.32 BYYYTY2 5.40 4.88 1.26
YUM! BRANDS INC. 144A Consumer Cyclical Fixed Income 106,174.13 0.08 106,174.13 BJDSXL5 5.60 4.75 5.64
ONEMAIN FINANCE CORP Finance Companies Fixed Income 105,900.78 0.08 105,900.78 BK62TX5 8.76 6.63 3.92
MCGRAW-HILL EDUCATION INC 144A Communications Fixed Income 105,731.57 0.08 105,731.57 nan 8.86 5.75 4.37
EDGEWELL PERSONAL CARE CO 144A Consumer Non-Cyclical Fixed Income 105,627.44 0.08 105,627.44 nan 6.47 5.50 4.33
W R GRACE HOLDINGS LLC 144A Basic Industry Fixed Income 105,549.34 0.08 105,549.34 BMCV9F2 5.85 4.88 3.68
SUNOCO LP Energy Fixed Income 105,484.26 0.08 105,484.26 nan 6.21 4.50 5.78
FORTRESS TRANSPORTATION AND INFRAS 144A Finance Companies Fixed Income 105,393.15 0.08 105,393.15 BFD2RL7 6.10 6.50 2.21
MGM RESORTS INTERNATIONAL Consumer Cyclical Fixed Income 105,236.95 0.08 105,236.95 BL55FM3 6.26 6.75 1.87
PARKLAND CORP 144A Energy Fixed Income 105,067.74 0.08 105,067.74 nan 6.65 4.63 5.73
SERVICE PROPERTIES TRUST Reits Fixed Income 105,054.72 0.08 105,054.72 BKVJX95 7.34 4.35 1.39
WYNN MACAU LTD 144A Consumer Cyclical Fixed Income 104,963.61 0.08 104,963.61 nan 8.82 5.13 5.30
RANGE RESOURCES CORPORATION Energy Fixed Income 104,742.33 0.08 104,742.33 BDHC311 5.61 4.88 1.95
ENCOMPASS HEALTH CORP Consumer Non-Cyclical Fixed Income 104,690.27 0.08 104,690.27 nan 6.41 4.75 5.63
FORD MOTOR CREDIT COMPANY LLC Consumer Cyclical Fixed Income 104,690.27 0.08 104,690.27 BKM3QM0 6.35 4.27 3.37
CHS/COMMUNITY HEALTH SYSTEMS INC 144A Consumer Non-Cyclical Fixed Income 104,677.25 0.08 104,677.25 nan 9.69 4.75 6.06
PILGRIMS PRIDE CORP Consumer Non-Cyclical Fixed Income 104,638.20 0.08 104,638.20 nan 6.26 3.50 7.32
VIKING CRUISES LTD 144A Consumer Cyclical Fixed Income 104,364.86 0.08 104,364.86 BFB5M46 9.76 5.88 3.75
FRONTIER COMMUNICATIONS HOLDINGS L 144A Communications Fixed Income 104,351.84 0.08 104,351.84 nan 8.90 8.63 5.62
USA COMPRESSION PARTNERS LP Energy Fixed Income 104,312.79 0.08 104,312.79 BHPG3B3 7.42 6.88 2.57
DELTA AIR LINES INC Transportation Fixed Income 104,286.76 0.08 104,286.76 nan 5.74 2.90 1.49
AVIENT CORP 144A Basic Industry Fixed Income 104,182.63 0.08 104,182.63 nan 6.58 7.13 5.61
OCCIDENTAL PETROLEUM CORPORATION Energy Fixed Income 104,182.63 0.08 104,182.63 nan 5.37 5.88 2.22
FERRELLGAS ESCROW LLC 144A Energy Fixed Income 104,091.52 0.08 104,091.52 nan 9.09 5.88 4.68
VIKING CRUISES LTD 144A Consumer Cyclical Fixed Income 104,000.40 0.08 104,000.40 nan 9.98 13.00 1.76
MINERAL RESOURCES LTD 144A Basic Industry Fixed Income 103,987.39 0.08 103,987.39 BJXP2N1 7.73 8.13 3.32
USA COMPRESSION PARTNERS LP Energy Fixed Income 103,909.29 0.08 103,909.29 BKWC8B0 8.09 6.88 3.70
MGM RESORTS INTERNATIONAL Consumer Cyclical Fixed Income 103,857.22 0.08 103,857.22 BMXWF12 6.22 4.75 4.65
UNITED RENTALS (NORTH AMERICA) INC Capital Goods Fixed Income 103,805.16 0.08 103,805.16 BJX8NT3 5.93 5.25 5.55
LIGHT AND WONDER INTERNATIONAL INC 144A Consumer Cyclical Fixed Income 103,688.01 0.08 103,688.01 BL0KTF4 7.22 7.00 4.13
AMERICAN AIRLINES INC 144A Transportation Fixed Income 103,505.78 0.08 103,505.78 nan 7.94 7.25 3.98
GFL ENVIRONMENTAL INC (ALBERTA) 144A Capital Goods Fixed Income 103,349.59 0.08 103,349.59 nan 5.55 3.75 2.18
IRON MOUNTAIN INC 144A Technology Fixed Income 103,336.57 0.08 103,336.57 BD3MND7 6.56 5.25 4.26
SERVICE CORPORATION INTERNATIONAL Consumer Cyclical Fixed Income 103,336.57 0.08 103,336.57 BK62T02 5.86 5.13 5.10
COVANTA HOLDING CORP 144A Capital Goods Fixed Income 103,310.54 0.08 103,310.54 BMYT7R2 7.09 4.88 5.41
ALBERTSONS COMPANIES INC 144A Consumer Non-Cyclical Fixed Income 103,037.19 0.08 103,037.19 nan 5.51 3.25 2.76
FRONTIER COMMUNICATIONS HOLDINGS L 144A Communications Fixed Income 102,776.87 0.08 102,776.87 nan 11.16 6.00 5.10
CALPINE CORP 144A Electric Fixed Income 102,737.82 0.08 102,737.82 nan 7.57 5.00 6.15
HUGHES SATELLITE SYSTEMS CORP Communications Fixed Income 102,529.56 0.08 102,529.56 BYQN8F1 8.59 6.63 2.88
NABORS INDUSTRIES INC 144A Energy Fixed Income 102,399.39 0.08 102,399.39 nan 8.01 7.38 3.39
PARKLAND CORP 144A Energy Fixed Income 102,308.28 0.07 102,308.28 nan 6.61 4.50 5.34
METHANEX CORPORATION Basic Industry Fixed Income 102,139.07 0.07 102,139.07 BN13TV2 6.34 5.13 3.87
MELCO RESORTS FINANCE LTD 144A Consumer Cyclical Fixed Income 102,100.02 0.07 102,100.02 nan 9.11 5.75 4.33
MINERAL RESOURCES LTD 144A Basic Industry Fixed Income 101,878.74 0.07 101,878.74 nan 7.36 8.00 3.68
SRS DISTRIBUTION INC 144A Capital Goods Fixed Income 101,787.63 0.07 101,787.63 nan 9.48 6.00 5.11
ANTERO MIDSTREAM PARTNERS LP 144A Energy Fixed Income 101,579.37 0.07 101,579.37 nan 6.56 5.38 5.07
MGM CHINA HOLDINGS LTD 144A Consumer Cyclical Fixed Income 101,306.02 0.07 101,306.02 BFY97B7 7.85 5.88 2.72
FMG RESOURCES (AUGUST 2006) PTY LT 144A Basic Industry Fixed Income 101,201.89 0.07 101,201.89 nan 6.54 5.88 5.50
SWP: OIS 2.936000 04-AUG-2024 Cash and/or Derivatives Swaps 101,130.81 0.07 -3,898,869.19 nan -0.60 2.94 1.32
NATIONSTAR MORTGAGE HOLDINGS INC 144A Financial Other Fixed Income 101,006.65 0.07 101,006.65 BMD7LH5 8.89 5.50 4.43
SERVICE CORPORATION INTERNATIONAL Consumer Cyclical Fixed Income 101,006.65 0.07 101,006.65 nan 5.87 3.38 6.29
HILTON DOMESTIC OPERATING COMPANY 144A Consumer Cyclical Fixed Income 100,642.19 0.07 100,642.19 nan 5.82 3.75 5.21
HOWMET AEROSPACE INC Capital Goods Fixed Income 100,616.16 0.07 100,616.16 nan 5.04 6.88 1.88
CRESCENT ENERGY FINANCE LLC 144A Energy Fixed Income 100,538.06 0.07 100,538.06 nan 9.54 7.25 2.60
OWENS-BROCKWAY GLASS CONTAINER INC 144A Capital Goods Fixed Income 100,472.98 0.07 100,472.98 nan 6.62 6.63 3.47
WYNN RESORTS FINANCE LLC 144A Consumer Cyclical Fixed Income 100,433.93 0.07 100,433.93 BKPQND6 6.92 5.13 5.22
AVANTOR FUNDING INC 144A Consumer Non-Cyclical Fixed Income 100,355.83 0.07 100,355.83 nan 5.82 3.88 5.56
ASBURY AUTOMOTIVE GROUP INC 144A Consumer Cyclical Fixed Income 100,277.73 0.07 100,277.73 nan 6.61 4.63 5.43
SERVICE CORPORATION INTERNATIONAL Consumer Cyclical Fixed Income 100,134.55 0.07 100,134.55 nan 5.90 4.00 6.61
ARCONIC CORP 144A Basic Industry Fixed Income 99,952.33 0.07 99,952.33 BKX7YM7 5.94 6.00 1.92
BALL CORPORATION Capital Goods Fixed Income 99,887.24 0.07 99,887.24 BF4JKQ3 5.15 4.88 2.71
CHEMOURS COMPANY 144A Basic Industry Fixed Income 99,874.23 0.07 99,874.23 nan 7.94 5.75 4.57
INTERNATIONAL GAME TECHNOLOGY PLC 144A Consumer Cyclical Fixed Income 99,809.15 0.07 99,809.15 BGQVRL8 5.89 6.25 3.30
APX GROUP INC 144A Consumer Cyclical Fixed Income 99,639.93 0.07 99,639.93 nan 7.90 5.75 5.03
TEVA PHARMACEUTICAL FINANCE NETHER Consumer Non-Cyclical Fixed Income 99,574.85 0.07 99,574.85 BFNC450 5.90 6.00 0.97
GARTNER INC 144A Technology Fixed Income 99,405.64 0.07 99,405.64 nan 5.46 3.75 6.24
INTERNATIONAL GAME TECHNOLOGY PLC 144A Consumer Cyclical Fixed Income 99,262.46 0.07 99,262.46 nan 5.40 4.13 2.76
GO DADDY OPERATING COMPANY LLC 144A Consumer Cyclical Fixed Income 99,093.25 0.07 99,093.25 BL6LVP5 6.25 3.50 5.17
XEROX HOLDINGS CORP 144A Technology Fixed Income 99,093.25 0.07 99,093.25 BMDZF00 7.59 5.00 2.17
SPIRIT IP CAYMAN LTD 144A Transportation Fixed Income 99,067.22 0.07 99,067.22 nan 8.04 8.00 2.19
ALTICE FRANCE HOLDING SA 144A Communications Fixed Income 99,054.20 0.07 99,054.20 nan 17.38 6.00 3.75
PRIME SECURITY SERVICES BORROWER L 144A Consumer Cyclical Fixed Income 98,819.91 0.07 98,819.91 BJTRRJ2 5.87 5.25 0.99
TEMPUR SEALY INTERNATIONAL INC 144A Consumer Non-Cyclical Fixed Income 98,806.89 0.07 98,806.89 BNNLLH4 6.42 4.00 5.10
GOODYEAR TIRE & RUBBER COMPANY (TH Consumer Cyclical Fixed Income 98,715.78 0.07 98,715.78 BF08246 6.48 4.88 3.51
CINEMARK USA INC 144A Consumer Cyclical Fixed Income 98,403.38 0.07 98,403.38 nan 8.43 5.25 4.39
ANTERO MIDSTREAM PARTNERS LP / ANT 144A Energy Fixed Income 98,169.09 0.07 98,169.09 BJKRP31 6.41 5.75 3.43
EQM MIDSTREAM PARTNERS LP 144A Energy Fixed Income 98,090.99 0.07 98,090.99 nan 7.76 4.50 4.85
ENERGIZER HOLDINGS INC 144A Consumer Non-Cyclical Fixed Income 98,090.99 0.07 98,090.99 BMD3QC3 6.83 4.38 5.11
EG GLOBAL FINANCE PLC 144A Consumer Cyclical Fixed Income 97,869.71 0.07 97,869.71 BJK4HL4 11.35 6.75 1.63
GFL ENVIRONMENTAL INC 144A Capital Goods Fixed Income 97,856.70 0.07 97,856.70 nan 6.09 4.00 4.67
GFL ENVIRONMENTAL INC 144A Capital Goods Fixed Income 97,817.65 0.07 97,817.65 nan 6.21 4.75 5.17
LAMB WESTON HOLDINGS INC 144A Consumer Non-Cyclical Fixed Income 97,583.36 0.07 97,583.36 nan 5.64 4.38 7.08
BALL CORPORATION Capital Goods Fixed Income 97,518.27 0.07 97,518.27 nan 5.73 3.13 7.16
TALLGRASS ENERGY PARTNERS LP 144A Energy Fixed Income 97,466.21 0.07 97,466.21 BYWJVR6 7.52 5.50 4.05
AERCAP HOLDINGS NV Finance Companies Fixed Income 97,453.19 0.07 97,453.19 nan 8.55 5.88 1.07
OLIN CORP Basic Industry Fixed Income 97,297.00 0.07 97,297.00 BKFH1M4 5.94 5.63 5.20
AMERICAN BUILDERS & CONTRACTORS SU 144A Capital Goods Fixed Income 97,179.85 0.07 97,179.85 BKML055 6.15 4.00 4.22
RHP HOTEL PROPERTIES LP Reits Fixed Income 97,101.75 0.07 97,101.75 BMX0NL2 6.33 4.75 3.90
RADIATE HOLDCO LLC 144A Communications Fixed Income 97,049.69 0.07 97,049.69 BM9LQB0 12.43 4.50 3.01
LITHIA MOTORS INC 144A Consumer Cyclical Fixed Income 97,036.67 0.07 97,036.67 nan 6.57 3.88 5.24
AVIENT CORP 144A Basic Industry Fixed Income 97,023.65 0.07 97,023.65 nan 5.98 5.75 1.93
TEMPUR SEALY INTERNATIONAL INC 144A Consumer Non-Cyclical Fixed Income 96,932.54 0.07 96,932.54 BNQN3J3 6.40 3.88 6.84
GO DADDY OPERATING COMPANY LLC 144A Consumer Cyclical Fixed Income 96,776.34 0.07 96,776.34 BJLPZ45 5.83 5.25 4.00
1011778 BC UNLIMITED LIABILITY CO 144A Consumer Cyclical Fixed Income 96,685.23 0.07 96,685.23 nan 5.68 3.50 5.15
GFL ENVIRONMENTAL INC 144A Capital Goods Fixed Income 96,659.20 0.07 96,659.20 nan 5.62 3.50 4.80
GENESIS ENERGY LP Energy Fixed Income 96,659.20 0.07 96,659.20 nan 8.38 7.75 3.90
TERRAFORM POWER OPERATING LLC 144A Electric Fixed Income 96,516.02 0.07 96,516.02 BD2BVC0 5.92 5.00 4.18
PERRIGO FINANCE UNLIMITED CO Consumer Non-Cyclical Fixed Income 96,450.94 0.07 96,450.94 nan 6.21 4.40 5.92
HOWARD HUGHES CORP 144A Financial Other Fixed Income 96,164.58 0.07 96,164.58 nan 7.33 5.38 4.47
XEROX HOLDINGS CORP 144A Technology Fixed Income 96,099.50 0.07 96,099.50 nan 8.79 5.50 4.43
PERRIGO FINANCE PLC Consumer Non-Cyclical Fixed Income 95,891.23 0.07 95,891.23 BDB49P9 5.90 4.38 2.72
FERRELLGAS ESCROW LLC 144A Energy Fixed Income 95,852.19 0.07 95,852.19 nan 7.89 5.38 2.62
WMG ACQUISITION CORP 144A Communications Fixed Income 95,800.12 0.07 95,800.12 nan 5.62 3.00 6.75
CCO HOLDINGS LLC 144A Communications Fixed Income 95,656.94 0.07 95,656.94 BY9C190 6.50 5.50 2.72
MGM CHINA HOLDINGS LTD 144A Consumer Cyclical Fixed Income 95,617.89 0.07 95,617.89 BFY9795 7.00 5.38 1.05
ZAYO GROUP HOLDINGS INC 144A Communications Fixed Income 95,565.83 0.07 95,565.83 nan 18.60 6.13 3.73
AMC NETWORKS INC Communications Fixed Income 95,435.66 0.07 95,435.66 BZ9P8N9 10.52 4.75 2.10
NOVELIS CORP 144A Basic Industry Fixed Income 95,409.63 0.07 95,409.63 nan 5.92 3.25 3.29
FOXTROT ESCROW ISSUER LLC 144A Capital Goods Fixed Income 95,253.43 0.07 95,253.43 BKRKNH0 16.46 12.25 2.63
HESS MIDSTREAM OPERATIONS LP 144A Energy Fixed Income 94,498.49 0.07 94,498.49 nan 6.18 4.25 5.76
ALLIED UNIVERSAL HOLDCO LLC 144A Consumer Cyclical Fixed Income 94,407.37 0.07 94,407.37 nan 12.03 6.00 4.65
SYNCHRONY FINANCIAL Banking Fixed Income 94,407.37 0.07 94,407.37 nan 9.09 7.25 6.61
AMERIGAS PARTNERS LP/AMERIGAS FINA Energy Fixed Income 94,316.26 0.07 94,316.26 BDTKD24 7.27 5.50 1.93
GRAY TELEVISION INC 144A Communications Fixed Income 94,303.24 0.07 94,303.24 BYYYV02 10.68 5.88 2.83
UNIFRAX ESCROW ISSUER CORP 144A Basic Industry Fixed Income 94,251.18 0.07 94,251.18 nan 10.21 5.25 4.52
MICHAELS COMPANIES INC 144A Consumer Cyclical Fixed Income 93,847.67 0.07 93,847.67 nan 9.46 5.25 4.15
MPT OPERATING PARTNERSHIP LP Reits Fixed Income 93,730.52 0.07 93,730.52 BJVN8K6 10.35 4.63 5.09
TRANSDIGM INC Capital Goods Fixed Income 93,717.51 0.07 93,717.51 nan 7.12 4.88 4.99
TALLGRASS ENERGY PARTNERS LP 144A Energy Fixed Income 93,678.46 0.07 93,678.46 nan 7.87 6.00 5.88
NOVELIS CORP 144A Basic Industry Fixed Income 93,561.31 0.07 93,561.31 nan 6.33 3.88 6.85
TRANSOCEAN INC 144A Energy Fixed Income 93,548.30 0.07 93,548.30 nan 10.43 11.50 3.01
CSC HOLDINGS LLC 144A Communications Fixed Income 93,457.18 0.07 93,457.18 nan 9.08 3.38 6.41
RANGE RESOURCES CORPORATION Energy Fixed Income 93,353.05 0.07 93,353.05 nan 7.18 8.25 4.51
COLGATE ENERGY PARTNERS III LLC 144A Energy Fixed Income 93,144.79 0.07 93,144.79 nan 7.00 5.88 5.03
MGM RESORTS INTERNATIONAL Consumer Cyclical Fixed Income 93,092.73 0.07 93,092.73 BJJZZW5 6.31 5.50 3.47
AMERIGAS PARTNERS LP/AMERIGAS FINA Energy Fixed Income 93,053.68 0.07 93,053.68 BYMXB45 7.41 5.88 2.98
ANYWHERE REAL ESTATE GROUP LLC 144A Consumer Cyclical Fixed Income 93,027.64 0.07 93,027.64 nan 11.78 5.75 4.52
CORNERSTONE BUILDING BRANDS INC 144A Capital Goods Fixed Income 92,858.43 0.07 92,858.43 nan 10.58 8.75 4.04
NRG ENERGY INC 144A Electric Fixed Income 92,832.40 0.07 92,832.40 BK5NCB8 6.67 5.25 5.08
MOSS CREEK RESOURCES HOLDINGS INC 144A Energy Fixed Income 92,663.19 0.07 92,663.19 BF2BQ63 10.50 7.50 2.39
LABL ESCROW ISSUER LLC 144A Capital Goods Fixed Income 92,559.06 0.07 92,559.06 BJQXGR4 12.36 10.50 3.26
PERRIGO FINANCE PLC Consumer Non-Cyclical Fixed Income 92,441.91 0.07 92,441.91 BST7803 5.28 3.90 1.61
CRESTWOOD MIDSTREAM PARTNERS LP 144A Energy Fixed Income 92,389.84 0.07 92,389.84 nan 7.01 6.00 4.77
LAS VEGAS SANDS CORP Consumer Cyclical Fixed Income 92,350.79 0.07 92,350.79 BKPHQ07 5.80 3.90 5.45
GRAY ESCROW INC 144A Communications Fixed Income 92,207.62 0.07 92,207.62 BGS1HG1 12.16 7.00 3.29
SERVICE CORPORATION INTERNATIONAL Consumer Cyclical Fixed Income 92,077.45 0.07 92,077.45 BD0RZM8 5.52 4.63 4.10
ANTERO MIDSTREAM PARTNERS LP 144A Energy Fixed Income 91,973.32 0.07 91,973.32 BK60MT6 6.69 5.75 4.05
APX GROUP INC 144A Consumer Cyclical Fixed Income 91,960.31 0.07 91,960.31 nan 6.90 6.75 3.33
METHANEX CORPORATION Basic Industry Fixed Income 91,817.13 0.07 91,817.13 nan 6.41 5.25 5.44
WYNN MACAU LTD 144A Consumer Cyclical Fixed Income 91,804.11 0.07 91,804.11 BFB5MD5 8.87 5.50 3.73
SUNOCO LP Energy Fixed Income 91,726.01 0.07 91,726.01 BKLNVX7 6.26 6.00 3.44
CHURCHILL DOWNS INCORPORATED 144A Consumer Cyclical Fixed Income 91,634.90 0.07 91,634.90 BD3MMN0 6.23 4.75 4.15
SUMMIT MATERIALS LLC 144A Capital Goods Fixed Income 91,439.65 0.07 91,439.65 BN2Y9Q9 6.33 5.25 4.83
CSC HOLDINGS LLC 144A Communications Fixed Income 91,257.42 0.07 91,257.42 BGSQL08 18.78 7.50 3.68
TRAVEL + LEISURE CO 144A Consumer Cyclical Fixed Income 91,244.41 0.07 91,244.41 BMWZQD1 6.43 6.63 2.92
TENET HEALTHCARE CORPORATION Consumer Non-Cyclical Fixed Income 91,192.34 0.07 91,192.34 BD492B8 5.78 4.63 1.22
JAGUAR LAND ROVER AUTOMOTIVE PLC 144A Consumer Cyclical Fixed Income 91,127.26 0.07 91,127.26 nan 8.75 7.75 2.18
UNITI GROUP LP 144A Communications Fixed Income 91,114.24 0.07 91,114.24 nan 17.34 6.50 4.24
IRON MOUNTAIN INFORMATION MANAGEME 144A Technology Fixed Income 91,075.20 0.07 91,075.20 nan 7.01 5.00 6.98
CLEVELAND-CLIFFS INC Basic Industry Fixed Income 91,023.13 0.07 91,023.13 BMF04M8 6.15 5.88 3.57
CALLON PETROLEUM COMPANY 144A Energy Fixed Income 90,919.00 0.07 90,919.00 nan 8.29 8.00 4.21
LEVEL 3 FINANCING INC 144A Communications Fixed Income 90,827.89 0.07 90,827.89 nan 17.19 4.25 4.12
ATLAS LUXCO 4 SARL 144A Consumer Cyclical Fixed Income 90,736.77 0.07 90,736.77 nan 8.35 4.63 4.34
PARK INTERMEDIATE HOLDINGS LLC 144A Reits Fixed Income 90,736.77 0.07 90,736.77 BMGWP75 7.66 5.88 4.43
KFC HOLDING CO/PIZZA HUT HOLDINGS 144A Consumer Cyclical Fixed Income 90,710.74 0.07 90,710.74 BDFZC60 5.40 4.75 3.67
TERRAFORM POWER OPERATING LLC 144A Electric Fixed Income 90,567.56 0.07 90,567.56 nan 6.48 4.75 5.58
RP ESCROW ISSUER LLC 144A Consumer Non-Cyclical Fixed Income 90,502.48 0.07 90,502.48 nan 16.79 5.25 2.29
AMC ENTERTAINMENT HOLDINGS INC 144A Consumer Cyclical Fixed Income 90,372.31 0.07 90,372.31 BMZPWN0 15.72 7.50 4.22
ROCKET MORTGAGE LLC 144A Finance Companies Fixed Income 90,359.30 0.07 90,359.30 BP6QRV6 6.77 4.00 7.97
ARDAGH PACKAGING FINANCE PLC 144A Capital Goods Fixed Income 90,268.18 0.07 90,268.18 BK5HL24 11.51 5.25 3.60
BAUSCH HEALTH COMPANIES INC 144A Consumer Non-Cyclical Fixed Income 90,216.12 0.07 90,216.12 nan 19.64 6.13 3.02
LABL ESCROW ISSUER LLC 144A Capital Goods Fixed Income 90,059.92 0.07 90,059.92 BJQXGS5 7.85 6.75 2.85
CHS/COMMUNITY HEALTH SYSTEMS INC 144A Consumer Non-Cyclical Fixed Income 89,838.64 0.07 89,838.64 nan 8.91 8.00 3.74
CITGO PETROLEUM CORPORATION 144A Owned No Guarantee Fixed Income 89,825.63 0.07 89,825.63 nan 7.01 6.38 2.80
SENSATA TECHNOLOGIES INC 144A Technology Fixed Income 89,812.61 0.07 89,812.61 nan 5.79 3.75 6.58
HILTON DOMESTIC OPERATING COMPANY Consumer Cyclical Fixed Income 89,773.56 0.07 89,773.56 BZ5ZRW5 5.29 4.88 3.50
NAVIENT CORP MTN Finance Companies Fixed Income 89,773.56 0.07 89,773.56 BKY7YH1 7.42 6.13 0.93
COINBASE GLOBAL INC 144A Brokerage/Asset Managers/Exchanges Fixed Income 89,552.29 0.07 89,552.29 nan 13.43 3.38 4.48
VIASAT INC 144A Communications Fixed Income 89,448.16 0.07 89,448.16 BDG75N3 7.89 5.63 2.23
LBM ACQUISITION LLC 144A Capital Goods Fixed Income 89,383.07 0.07 89,383.07 nan 11.74 6.25 4.47
PARK INTERMEDIATE HOLDINGS LLC 144A Reits Fixed Income 89,331.01 0.07 89,331.01 BM9SJS9 7.79 4.88 4.99
IHEARTCOMMUNICATIONS INC Communications Fixed Income 89,278.94 0.07 89,278.94 BK0NK53 10.97 6.38 2.65
PUMA INTERNATIONAL FINANCING SA 144A Energy Fixed Income 89,239.89 0.07 89,239.89 BFWJRJ7 9.41 5.00 2.51
CSC HOLDINGS LLC Communications Fixed Income 89,200.85 0.07 89,200.85 BYZ5N19 8.45 5.25 1.08
MINERAL RESOURCES LTD 144A Basic Industry Fixed Income 89,096.71 0.07 89,096.71 nan 8.08 8.50 5.10
ONEMAIN FINANCE CORP Finance Companies Fixed Income 88,914.49 0.07 88,914.49 nan 8.40 3.50 3.39
ONEMAIN FINANCE CORP Finance Companies Fixed Income 88,693.21 0.07 88,693.21 nan 8.46 4.00 6.07
ICAHN ENTERPRISES LP Financial Other Fixed Income 88,602.09 0.06 88,602.09 nan 7.37 4.38 4.93
AMC NETWORKS INC Communications Fixed Income 88,576.06 0.06 88,576.06 nan 14.11 4.25 4.67
MOLINA HEALTHCARE INC 144A Insurance Fixed Income 88,445.90 0.06 88,445.90 nan 6.11 3.88 7.27
BERRY PLASTICS ESCROW CORP 144A Capital Goods Fixed Income 88,250.65 0.06 88,250.65 BJKFFK2 5.87 5.63 3.72
ROCKET MORTGAGE LLC 144A Finance Companies Fixed Income 88,250.65 0.06 88,250.65 BN7NDB4 6.63 3.63 5.14
STATION CASINOS LLC 144A Consumer Cyclical Fixed Income 88,159.54 0.06 88,159.54 nan 6.88 4.50 4.23
AMERIGAS PARTNERS LP/AMERIGAS FINA Energy Fixed Income 88,029.38 0.06 88,029.38 BYMXBC3 6.03 5.63 1.06
PENNYMAC FINANCIAL SERVICES INC 144A Finance Companies Fixed Income 87,899.21 0.06 87,899.21 BN7JDY5 8.31 5.38 2.25
CVR ENERGY INC 144A Energy Fixed Income 87,847.15 0.06 87,847.15 nan 7.30 5.25 1.73
ARDAGH METAL PACKAGING FINANCE USA 144A Capital Goods Fixed Income 87,664.92 0.06 87,664.92 nan 6.35 6.00 3.60
LCPR SENIOR SECURED FINANCING DAC 144A Communications Fixed Income 87,599.84 0.06 87,599.84 nan 8.33 5.13 5.09
TRIVIUM PACKAGING FINANCE BV 144A Capital Goods Fixed Income 87,326.50 0.06 87,326.50 BK0YL64 10.63 8.50 3.49
ONEMAIN FINANCE CORP Finance Companies Fixed Income 87,313.48 0.06 87,313.48 BKTMHD8 8.61 5.38 5.20
MGM CHINA HOLDINGS LTD 144A Consumer Cyclical Fixed Income 87,300.46 0.06 87,300.46 nan 7.95 4.75 3.37
BROOKFIELD PROPERTY REIT INC 144A Reits Fixed Income 87,261.41 0.06 87,261.41 nan 10.69 4.50 3.38
CALLON PETROLEUM COMPANY 144A Energy Fixed Income 87,235.38 0.06 87,235.38 nan 8.63 7.50 5.29
MATTEL INC 144A Consumer Non-Cyclical Fixed Income 87,170.30 0.06 87,170.30 nan 5.42 3.38 2.75
UNITED RENTALS (NORTH AMERICA) INC Capital Goods Fixed Income 87,027.12 0.06 87,027.12 nan 5.79 3.75 7.18
CHURCHILL DOWNS INCORPORATED 144A Consumer Cyclical Fixed Income 86,962.04 0.06 86,962.04 BJ5S5W8 6.07 5.50 3.44
NAVIENT CORP Finance Companies Fixed Income 86,818.86 0.06 86,818.86 nan 8.91 5.50 4.84
CATALENT PHARMA SOLUTIONS INC 144A Consumer Non-Cyclical Fixed Income 86,779.81 0.06 86,779.81 nan 5.59 3.50 5.93
ASCENT RESOURCES UTICA HOLDINGS LL 144A Energy Fixed Income 86,649.65 0.06 86,649.65 BGPZ5X9 8.09 7.00 3.01
OLYMPUS WATER US HOLDING CORP 144A Basic Industry Fixed Income 86,441.39 0.06 86,441.39 nan 8.40 4.25 4.58
MEG ENERGY CORP 144A Energy Fixed Income 86,402.34 0.06 86,402.34 nan 6.67 5.88 4.80
LEVEL 3 FINANCING INC 144A Communications Fixed Income 86,350.27 0.06 86,350.27 BKB0R30 18.11 4.63 3.60
HANESBRANDS INC 144A Consumer Cyclical Fixed Income 86,337.25 0.06 86,337.25 nan 8.59 9.00 5.53
SPIRIT IP CAYMAN LTD 144A Transportation Fixed Income 86,337.25 0.06 86,337.25 nan 7.93 8.00 2.19
NCL CORPORATION LTD 144A Consumer Cyclical Fixed Income 86,311.22 0.06 86,311.22 nan 8.24 8.38 3.87
FORD MOTOR CREDIT COMPANY LLC Consumer Cyclical Fixed Income 86,246.14 0.06 86,246.14 BF00101 6.46 3.81 4.03
ARAMARK SERVICES INC 144A Consumer Non-Cyclical Fixed Income 85,946.77 0.06 85,946.77 BDH6XR9 5.63 5.00 1.83
HERBALIFE NUTRITION LTD 144A Consumer Non-Cyclical Fixed Income 85,686.44 0.06 85,686.44 nan 10.39 7.88 2.12
AXALTA COATING SYSTEMS LLC 144A Basic Industry Fixed Income 85,478.18 0.06 85,478.18 BMWS414 6.09 3.38 5.15
OCCIDENTAL PETROLEUM CORPORATION Energy Fixed Income 85,465.16 0.06 85,465.16 nan 5.54 6.38 4.53
HUSKY INJECTION MOLDING SYSTEMS LT 144A Capital Goods Fixed Income 85,217.85 0.06 85,217.85 BD4B0T8 14.78 7.75 2.44
PARK INTERMEDIATE HOLDINGS LLC 144A Reits Fixed Income 85,048.64 0.06 85,048.64 BMTCZG1 7.18 7.50 1.92
IHEARTCOMMUNICATIONS INC 144A Communications Fixed Income 85,022.61 0.06 85,022.61 BJQ1ZZ9 10.48 5.25 3.69
MOLINA HEALTHCARE INC 144A Insurance Fixed Income 85,009.59 0.06 85,009.59 BMYKTN5 5.95 3.88 6.30
NUSTAR LOGISTICS LP Energy Fixed Income 84,684.18 0.06 84,684.18 nan 6.44 6.38 6.31
ACRISURE LLC 144A Insurance Fixed Income 84,619.10 0.06 84,619.10 nan 7.39 4.25 4.98
CRESTWOOD MIDSTREAM PARTNERS LP 144A Energy Fixed Income 84,371.79 0.06 84,371.79 BJV0CV6 6.66 5.63 3.49
CONSOLIDATED COMMUNICATIONS INC 144A Communications Fixed Income 84,280.68 0.06 84,280.68 nan 13.68 6.50 4.08
SWP: OIS 1.439500 22-FEB-2024 Cash and/or Derivatives Cash 84,182.91 0.06 -2,515,817.09 nan -0.34 1.44 0.88
ALLIANT HOLDINGS INTERMEDIATE LLC 144A Insurance Fixed Income 84,085.43 0.06 84,085.43 BMXWDZ2 7.04 4.25 3.92
LAMAR MEDIA CORP Communications Fixed Income 84,085.43 0.06 84,085.43 nan 5.52 3.75 4.32
SOUTHWESTERN ENERGY COMPANY Energy Fixed Income 84,020.35 0.06 84,020.35 nan 6.55 5.38 4.85
TALLGRASS ENERGY PARTNERS LP 144A Energy Fixed Income 83,942.25 0.06 83,942.25 nan 7.39 7.50 2.16
HOWMET AEROSPACE INC Capital Goods Fixed Income 83,707.96 0.06 83,707.96 nan 5.29 3.00 5.15
BAUSCH HEALTH AMERICAS INC 144A Consumer Non-Cyclical Fixed Income 83,681.93 0.06 83,681.93 BG487H7 20.82 9.25 2.25
HILCORP ENERGY I LP 144A Energy Fixed Income 83,447.63 0.06 83,447.63 nan 7.26 6.00 6.01
OUTFRONT MEDIA CAPITAL LLC 144A Communications Fixed Income 83,369.53 0.06 83,369.53 BK6WVJ5 7.35 5.00 3.79
SCIH SALT HOLDINGS INC 144A Basic Industry Fixed Income 83,356.52 0.06 83,356.52 nan 10.62 6.63 4.58
GEN DIGITAL INC 144A Technology Fixed Income 83,343.50 0.06 83,343.50 nan 7.21 7.13 5.73
MCGRAW-HILL EDUCATION INC 144A Communications Fixed Income 83,278.42 0.06 83,278.42 BN72CG9 12.53 8.00 4.56
MEG ENERGY CORP 144A Energy Fixed Income 82,926.98 0.06 82,926.98 nan 6.38 7.13 3.29
GLOBAL ATLANTIC (FIN) CO 144A Insurance Fixed Income 82,783.80 0.06 82,783.80 BLNB3L8 8.37 4.70 2.86
VOC ESCROW LTD 144A Consumer Cyclical Fixed Income 82,692.68 0.06 82,692.68 BFYV7L3 7.86 5.00 4.16
SINCLAIR TELEVISION GROUP INC 144A Communications Fixed Income 82,575.54 0.06 82,575.54 nan 7.49 4.13 6.17
LIFEPOINT HEALTH INC 144A Consumer Non-Cyclical Fixed Income 82,458.39 0.06 82,458.39 BKPSFY7 9.57 6.75 1.79
MALLINCKRODT INTERNATIONAL FINANCE 144A Consumer Non-Cyclical Fixed Income 82,458.39 0.06 82,458.39 nan 16.48 11.50 3.71
LEVEL 3 FINANCING INC 144A Communications Fixed Income 82,406.33 0.06 82,406.33 nan 9.97 3.40 3.48
NAVIENT CORP Finance Companies Fixed Income 82,302.20 0.06 82,302.20 BF0P2W5 7.60 6.75 2.00
HILCORP ENERGY I LP 144A Energy Fixed Income 82,198.06 0.06 82,198.06 nan 7.30 5.75 4.78
UNITED WHOLESALE MTGE LLC 144A Finance Companies Fixed Income 82,054.89 0.06 82,054.89 BNG46T7 9.09 5.50 4.76
EG GLOBAL FINANCE PLC 144A Consumer Cyclical Fixed Income 81,976.79 0.06 81,976.79 BJ0LR48 11.53 8.50 2.16
SPIRIT AEROSYSTEMS INC Capital Goods Fixed Income 81,898.69 0.06 81,898.69 BDR7P87 8.26 4.60 4.38
ANTERO MIDSTREAM PARTNERS LP 144A Energy Fixed Income 81,846.62 0.06 81,846.62 nan 6.65 7.88 2.67
FRONTIER COMMUNICATIONS CORP Communications Fixed Income 81,664.40 0.06 81,664.40 nan 11.04 5.88 4.93
VIASAT INC 144A Communications Fixed Income 81,547.25 0.06 81,547.25 BJ2X3M2 7.41 5.63 3.43
TELEFLEX INCORPORATED 144A Consumer Non-Cyclical Fixed Income 81,521.22 0.06 81,521.22 nan 5.44 4.25 4.49
MATTEL INC 144A Consumer Non-Cyclical Fixed Income 81,482.17 0.06 81,482.17 nan 5.83 3.75 5.13
NUSTAR LOGISTICS LP Energy Fixed Income 81,325.97 0.06 81,325.97 BN7KG61 6.78 5.75 2.22
BATH & BODY WORKS INC Consumer Cyclical Fixed Income 81,156.76 0.06 81,156.76 BKDK954 7.07 7.50 4.81
TRIUMPH GROUP INC Capital Goods Fixed Income 80,974.53 0.06 80,974.53 BD49296 11.89 7.75 2.06
TEGNA INC 144A Communications Fixed Income 80,935.48 0.06 80,935.48 nan 6.48 4.75 2.69
OCCIDENTAL PETROLEUM CORPORATION Energy Fixed Income 80,883.42 0.06 80,883.42 nan 6.04 7.88 6.26
WYNN RESORTS FINANCE LLC 144A Consumer Cyclical Fixed Income 80,766.27 0.06 80,766.27 BMZMHS1 6.88 7.13 5.92
COINBASE GLOBAL INC 144A Brokerage/Asset Managers/Exchanges Fixed Income 80,701.19 0.06 80,701.19 nan 11.96 3.63 6.33
LIGHT AND WONDER INTERNATIONAL INC 144A Consumer Cyclical Fixed Income 80,623.09 0.06 80,623.09 BJLPYT3 7.32 7.25 5.05
OFFICE PROPERTIES INCOME TRUST Reits Fixed Income 80,623.09 0.06 80,623.09 BVV2G25 13.18 4.50 1.65
AVIS BUDGET CAR RENTAL LLC 144A Transportation Fixed Income 80,558.01 0.06 80,558.01 nan 6.92 5.38 4.92
DELTA AIR LINES INC Transportation Fixed Income 80,388.80 0.06 80,388.80 nan 6.01 3.75 5.56
GARDA WORLD SECURITY CORP 144A Consumer Cyclical Fixed Income 80,362.76 0.06 80,362.76 nan 10.90 9.50 3.46
FORD MOTOR CREDIT COMPANY LLC Consumer Cyclical Fixed Income 80,284.67 0.06 80,284.67 BQRRZ11 6.24 3.66 1.37
SUBURBAN PROPANE PARTNERS L.P/SUBU 144A Energy Fixed Income 80,258.63 0.06 80,258.63 nan 7.06 5.00 6.34
CRESTWOOD MIDSTREAM PARTNERS LP 144A Energy Fixed Income 80,232.60 0.06 80,232.60 nan 7.37 7.38 5.79
NEXTERA ENERGY OPERATING PARTNERS 144A Electric Fixed Income 80,115.45 0.06 80,115.45 BZ6CT29 5.71 4.50 3.95
MURPHY OIL CORPORATION Energy Fixed Income 80,011.32 0.06 80,011.32 BJV9C80 6.41 5.88 3.94
RHP HOTEL PROPERTIES LP 144A Reits Fixed Income 79,855.13 0.06 79,855.13 nan 6.53 4.50 4.99
OCCIDENTAL PETROLEUM CORPORATION Energy Fixed Income 79,777.03 0.06 79,777.03 nan 5.89 8.50 3.55
FORD MOTOR CREDIT COMPANY LLC Consumer Cyclical Fixed Income 79,751.00 0.06 79,751.00 BKPHQ30 6.37 4.54 3.00
PREMIER ENTERTAINMENT SUB LLC 144A Consumer Cyclical Fixed Income 79,698.93 0.06 79,698.93 nan 11.48 5.63 4.97
JAGUAR LAND ROVER AUTOMOTIVE PLC 144A Consumer Cyclical Fixed Income 79,542.74 0.06 79,542.74 nan 9.79 5.88 3.94
DISH DBS CORP Communications Fixed Income 79,490.67 0.06 79,490.67 nan 21.50 7.38 3.61
LEVEL 3 FINANCING INC 144A Communications Fixed Income 79,399.56 0.06 79,399.56 nan 9.64 3.88 5.37
SILGAN HOLDINGS INC Capital Goods Fixed Income 79,334.47 0.06 79,334.47 BN2XL71 5.56 4.13 4.21
CNX RESOURCES CORP 144A Energy Fixed Income 79,295.43 0.06 79,295.43 nan 7.62 7.38 5.62
SWP: OIS 1.696500 28-FEB-2027 Cash and/or Derivatives Swaps 79,279.30 0.06 -1,092,720.70 nan -1.82 1.70 3.75
IRON MOUNTAIN INC 144A Technology Fixed Income 79,191.29 0.06 79,191.29 nan 6.96 5.63 6.92
NEXTERA ENERGY OPERATING PARTNERS 144A Electric Fixed Income 79,126.21 0.06 79,126.21 BJ7HPT0 5.20 4.25 1.23
UBER TECHNOLOGIES INC 144A Consumer Cyclical Fixed Income 79,126.21 0.06 79,126.21 BLN8YB6 6.26 6.25 4.03
GAP INC 144A Consumer Cyclical Fixed Income 79,113.20 0.06 79,113.20 nan 9.70 3.63 5.30
ALBERTSONS COS LLC/SAFEWAY INC/NEW 144A Consumer Non-Cyclical Fixed Income 79,022.08 0.06 79,022.08 BHX0XV7 6.08 7.50 2.62
TENET HEALTHCARE CORPORATION Consumer Non-Cyclical Fixed Income 78,709.69 0.06 78,709.69 2G1BHY5 5.84 4.63 1.34
NAVIENT CORP Finance Companies Fixed Income 78,462.38 0.06 78,462.38 nan 8.44 5.00 3.46
CATALENT PHARMA SOLUTIONS INC 144A Consumer Non-Cyclical Fixed Income 78,306.18 0.06 78,306.18 nan 5.49 3.13 5.21
NCR CORPORATION 144A Technology Fixed Income 77,980.78 0.06 77,980.78 nan 7.67 5.00 4.52
GARDA WORLD SECURITY CORP (MONTREA 144A Consumer Cyclical Fixed Income 77,902.68 0.06 77,902.68 nan 7.34 4.63 3.43
HILCORP ENERGY I LP/HILCORP FINANC 144A Energy Fixed Income 77,902.68 0.06 77,902.68 BG4THM5 7.19 6.25 4.49
GARTNER INC 144A Technology Fixed Income 77,850.61 0.06 77,850.61 nan 5.71 3.63 5.35
TRAVEL + LEISURE CO 144A Consumer Cyclical Fixed Income 77,824.58 0.06 77,824.58 nan 6.82 4.50 5.48
CALUMET SPECIALTY PRODUCTS PARTNER 144A Energy Fixed Income 77,707.43 0.06 77,707.43 BK4WPT5 9.31 11.00 1.72
SONIC AUTOMOTIVE INC 144A Consumer Cyclical Fixed Income 77,707.43 0.06 77,707.43 nan 7.74 4.63 5.36
ANTERO RESOURCES CORP 144A Energy Fixed Income 77,642.35 0.06 77,642.35 nan 6.63 5.38 5.61
CLEAN HARBORS INC 144A Capital Goods Fixed Income 77,616.32 0.06 77,616.32 nan 6.07 6.38 6.05
TRANSOCEAN INC 144A Energy Fixed Income 77,564.25 0.06 77,564.25 BL2FJW4 11.63 8.00 3.12
SRS DISTRIBUTION INC 144A Capital Goods Fixed Income 77,551.24 0.06 77,551.24 BMXXL95 7.31 4.63 4.46
CENTURY COMMUNITIES INC Consumer Cyclical Fixed Income 77,408.06 0.06 77,408.06 nan 6.75 6.75 3.50
CEDAR FAIR LP Consumer Cyclical Fixed Income 77,369.01 0.06 77,369.01 BFWG0X3 6.45 5.38 3.47
BROOKFIELD RESIDENTIAL PROPERTIES 144A Consumer Cyclical Fixed Income 77,316.94 0.06 77,316.94 BKVJXG2 9.44 6.25 3.73
GENESIS ENERGY LP/ GENESIS ENERGY Energy Fixed Income 77,264.88 0.06 77,264.88 BDF0M10 7.70 6.50 2.19
PREMIER ENTERTAINMENT SUB LLC 144A Consumer Cyclical Fixed Income 77,251.86 0.06 77,251.86 nan 11.14 5.88 6.02
MATTEL INC 144A Consumer Non-Cyclical Fixed Income 77,238.85 0.06 77,238.85 nan 5.99 5.88 3.99
WEATHERFORD INTERNATIONAL LTD 144A Energy Fixed Income 77,238.85 0.06 77,238.85 nan 6.46 6.50 4.52
CHART INDUSTRIES INC 144A Capital Goods Fixed Income 77,199.80 0.06 77,199.80 nan 8.50 9.50 5.36
APACHE CORPORATION Energy Fixed Income 77,121.70 0.06 77,121.70 BK1M2B9 5.83 4.25 5.70
VIDEOTRON LTD 144A Communications Fixed Income 77,030.59 0.06 77,030.59 BDRT6B3 6.11 5.13 3.50
TRANSOCEAN TITAN FINANCING LTD 144A Energy Fixed Income 77,004.55 0.06 77,004.55 nan 7.50 8.38 3.05
ENERGIZER HOLDINGS INC 144A Consumer Non-Cyclical Fixed Income 76,978.52 0.06 76,978.52 BLB2XY6 6.91 4.75 4.42
ARDAGH METAL PACKAGING FINANCE USA 144A Capital Goods Fixed Income 76,965.50 0.06 76,965.50 nan 6.22 3.25 4.76
NCR CORPORATION 144A Technology Fixed Income 76,926.45 0.06 76,926.45 BK20CK1 6.27 5.75 3.82
NCL CORPORATION LTD 144A Consumer Cyclical Fixed Income 76,887.41 0.06 76,887.41 nan 7.49 3.63 1.59
HOWARD HUGHES CORP 144A Financial Other Fixed Income 76,783.28 0.06 76,783.28 nan 7.63 4.38 6.27
LIGHT AND WONDER INTERNATIONAL INC 144A Consumer Cyclical Fixed Income 76,783.28 0.06 76,783.28 nan 7.45 8.63 1.98
STERICYCLE INC 144A Capital Goods Fixed Income 76,744.23 0.06 76,744.23 BKBVW94 5.75 5.38 1.21
ARCHROCK PARTNERS LP 144A Energy Fixed Income 76,601.05 0.06 76,601.05 BJSDZR5 7.42 6.88 3.32
SABRE GLBL INC 144A Technology Fixed Income 76,562.00 0.06 76,562.00 nan 13.23 11.25 3.38
COMMSCOPE TECHNOLOGIES LLC 144A Technology Fixed Income 76,405.80 0.06 76,405.80 BF08257 14.29 5.00 3.32
NUSTAR LOGISTICS LP Energy Fixed Income 76,197.54 0.06 76,197.54 BK6J2V5 6.65 6.00 2.78
VECTOR GROUP LTD 144A Consumer Non-Cyclical Fixed Income 76,158.49 0.06 76,158.49 BGKX9B4 10.32 10.50 2.81
FMG RESOURCES (AUGUST 2006) PTY LT 144A Basic Industry Fixed Income 76,080.39 0.06 76,080.39 BK5GTT4 5.62 4.50 3.96
PENNYMAC FINANCIAL SERVICES INC 144A Finance Companies Fixed Income 76,080.39 0.06 76,080.39 nan 8.66 4.25 4.92
INTESA SANPAOLO SPA 144A Banking Fixed Income 75,937.21 0.06 75,937.21 nan 8.48 4.20 6.96
GAP INC 144A Consumer Cyclical Fixed Income 75,859.12 0.06 75,859.12 nan 8.97 3.88 6.56
NUSTAR LOGISTICS LP Energy Fixed Income 75,754.99 0.06 75,754.99 BF0L7Z1 7.00 5.63 3.48
WYNN MACAU LTD 144A Consumer Cyclical Fixed Income 75,715.94 0.06 75,715.94 BFB5MF7 7.08 4.88 1.38
COMMSCOPE INC 144A Technology Fixed Income 75,624.82 0.06 75,624.82 BM8MKY5 14.36 7.13 3.94
HOWARD HUGHES CORP 144A Financial Other Fixed Income 75,598.79 0.06 75,598.79 BMDJ427 7.46 4.13 4.95
CALPINE CORP 144A Electric Fixed Income 75,468.63 0.06 75,468.63 nan 7.45 4.63 4.89
SEAGATE HDD CAYMAN Technology Fixed Income 75,351.48 0.06 75,351.48 BY7RLD1 5.81 4.88 3.65
GFL ENVIRONMENTAL INC 144A Capital Goods Fixed Income 75,338.46 0.06 75,338.46 nan 6.38 4.38 5.37
ZIGGO BOND COMPANY BV 144A Communications Fixed Income 75,299.41 0.06 75,299.41 BZCR8L0 7.96 6.00 3.26
FREEDOM MORTGAGE CORP 144A Finance Companies Fixed Income 75,286.40 0.06 75,286.40 BF0YND0 12.60 8.25 1.73
NCL CORPORATION LTD 144A Consumer Cyclical Fixed Income 75,169.25 0.06 75,169.25 nan 11.17 7.75 4.43
FORD MOTOR CREDIT COMPANY LLC Consumer Cyclical Fixed Income 75,104.17 0.06 75,104.17 nan 6.36 2.90 5.19
PENSKE AUTOMOTIVE GROUP INC Consumer Cyclical Fixed Income 75,078.14 0.06 75,078.14 nan 5.95 3.50 2.26
NABORS INDUSTRIES LTD 144A Energy Fixed Income 75,065.12 0.06 75,065.12 BL3BQ20 9.16 7.25 2.42
BUCKEYE PARTNERS LP Energy Fixed Income 75,052.10 0.06 75,052.10 BZ1JM93 6.93 3.95 3.27
CLEAN HARBORS INC 144A Capital Goods Fixed Income 75,000.04 0.05 75,000.04 BJR6WN0 5.74 4.88 3.77
WMG ACQUISITION CORP 144A Communications Fixed Income 74,947.97 0.05 74,947.97 nan 5.84 3.75 5.66
FIRSTCASH INC 144A Finance Companies Fixed Income 74,869.88 0.05 74,869.88 nan 7.09 5.63 5.38
MADISON IAQ LLC 144A Capital Goods Fixed Income 74,869.88 0.05 74,869.88 BM9PWZ8 7.19 4.13 4.51
GENESIS ENERGY LP Energy Fixed Income 74,583.52 0.05 74,583.52 nan 8.54 8.88 5.11
LADDER CAPITAL FINANCE HOLDINGS LL 144A Reits Fixed Income 74,583.52 0.05 74,583.52 nan 11.12 4.25 3.32
DIVERSIFIED HEALTHCARE TRUST Reits Fixed Income 74,570.50 0.05 74,570.50 nan 11.44 9.75 1.87
SIX FLAGS ENTERTAINMENT CORP 144A Consumer Cyclical Fixed Income 74,544.47 0.05 74,544.47 BDRT6C4 6.45 5.50 3.46
COTY INC 144A Consumer Non-Cyclical Fixed Income 74,453.35 0.05 74,453.35 BFMXYC1 6.51 6.50 2.64
IRON MOUNTAIN INC 144A Technology Fixed Income 74,127.95 0.05 74,127.95 nan 6.57 5.00 4.49
BRINKS CO 144A Consumer Cyclical Fixed Income 74,088.90 0.05 74,088.90 BF2F3Z3 6.07 4.63 3.92
GOODYEAR TIRE & RUBBER COMPANY (TH Consumer Cyclical Fixed Income 74,049.85 0.05 74,049.85 nan 7.32 5.25 6.19
ASSUREDPARTNERS INC 144A Insurance Fixed Income 73,373.00 0.05 73,373.00 BDFGDP9 8.13 7.00 2.12
PUMA INTERNATIONAL FINANCING SA 144A Energy Fixed Income 73,359.98 0.05 73,359.98 BYWYZ02 8.55 5.13 1.38
SWP: OIS 1.697500 11-MAR-2029 Cash and/or Derivatives Swaps 73,121.53 0.05 -768,878.47 nan -2.13 1.70 5.61
AG TTMT ESCROW ISSUER LLC 144A Brokerage/Asset Managers/Exchanges Fixed Income 73,008.54 0.05 73,008.54 nan 8.45 8.63 3.67
ENLINK MIDSTREAM LLC Energy Fixed Income 73,008.54 0.05 73,008.54 BJP0FJ1 6.04 5.38 5.06
ADAPTHEALTH LLC 144A Consumer Non-Cyclical Fixed Income 72,995.53 0.05 72,995.53 nan 7.99 5.13 5.56
LAS VEGAS SANDS CORP Consumer Cyclical Fixed Income 72,904.41 0.05 72,904.41 BKV8626 5.34 2.90 2.10
NEWELL BRANDS INC Consumer Non-Cyclical Fixed Income 72,565.99 0.05 72,565.99 nan 5.88 4.88 1.99
GRAY TELEVISION INC 144A Communications Fixed Income 72,552.97 0.05 72,552.97 BMXWF01 11.66 4.75 5.58
RAKUTEN GROUP INC 144A Consumer Cyclical Fixed Income 72,552.97 0.05 72,552.97 BP2FD31 13.23 6.25 5.15
NEXTERA ENERGY OPERATING PARTNERS 144A Electric Fixed Income 72,409.79 0.05 72,409.79 BKZCC59 5.92 3.88 3.18
OCCIDENTAL PETROLEUM CORPORATION Energy Fixed Income 72,370.74 0.05 72,370.74 nan 5.32 5.50 2.41
FREEDOM MORTGAGE CORP 144A Finance Companies Fixed Income 72,266.61 0.05 72,266.61 nan 14.89 6.63 3.06
NEWELL BRANDS INC Consumer Non-Cyclical Fixed Income 72,201.53 0.05 72,201.53 nan 6.45 6.63 5.18
XHR LP 144A Reits Fixed Income 72,188.51 0.05 72,188.51 BKPVMF6 7.26 6.38 2.14
GFL ENVIRONMENTAL INC (ALBERTA) 144A Capital Goods Fixed Income 71,928.19 0.05 71,928.19 BJBYK25 5.70 5.13 3.28
NATIONSTAR MORTGAGE HOLDINGS INC 144A Financial Other Fixed Income 71,928.19 0.05 71,928.19 nan 8.68 6.00 3.24
ENERGEAN ISRAEL FINANCE LTD Energy Fixed Income 71,915.17 0.05 71,915.17 nan 6.77 4.50 0.96
BUCKEYE PARTNERS LP 144A Energy Fixed Income 71,798.02 0.05 71,798.02 BL4P8R0 6.88 4.13 1.79
EQM MIDSTREAM PARTNERS LP 144A Energy Fixed Income 71,719.93 0.05 71,719.93 nan 7.68 7.50 3.43
OPEN TEXT HOLDINGS INC 144A Technology Fixed Income 71,719.93 0.05 71,719.93 nan 6.83 4.13 6.86
ASBURY AUTOMOTIVE GROUP INC 144A Consumer Cyclical Fixed Income 71,641.83 0.05 71,641.83 nan 6.88 5.00 6.76
MATTAMY GROUP CORP 144A Consumer Cyclical Fixed Income 71,576.75 0.05 71,576.75 BLBQF97 6.83 4.63 5.70
EQM MIDSTREAM PARTNERS LP 144A Energy Fixed Income 71,563.73 0.05 71,563.73 nan 7.97 7.50 5.30
GFL ENVIRONMENTAL INC (ALBERTA) 144A Capital Goods Fixed Income 71,485.63 0.05 71,485.63 nan 5.61 4.25 2.01
PRESTIGE BRANDS INC 144A Consumer Non-Cyclical Fixed Income 71,394.52 0.05 71,394.52 nan 5.98 3.75 6.55
CRESTWOOD MIDSTREAM PARTNERS LP Energy Fixed Income 71,329.44 0.05 71,329.44 BDSHKJ2 6.75 5.75 1.80
NATIONSTAR MORTGAGE HOLDINGS INC 144A Financial Other Fixed Income 71,329.44 0.05 71,329.44 BNBRDV2 9.38 5.13 5.86
LIVE NATION ENTERTAINMEN 144A Consumer Cyclical Fixed Income 71,186.26 0.05 71,186.26 BD8NW94 6.22 4.88 1.47
FMG RESOURCES (AUGUST 2006) PTY LT 144A Basic Industry Fixed Income 71,173.24 0.05 71,173.24 BDFVF70 5.81 5.13 1.06
NEWELL BRANDS INC Consumer Non-Cyclical Fixed Income 70,847.83 0.05 70,847.83 nan 6.14 6.38 3.82
MELCO RESORTS FINANCE LTD 144A Consumer Cyclical Fixed Income 70,782.75 0.05 70,782.75 nan 9.05 5.63 3.63
NFP CORP 144A Brokerage/Asset Managers/Exchanges Fixed Income 70,730.69 0.05 70,730.69 nan 6.94 4.88 4.57
LIFE TIME INC 144A Consumer Cyclical Fixed Income 70,678.62 0.05 70,678.62 BMGS0T0 9.78 8.00 2.52
PARAMOUNT GLOBAL Communications Fixed Income 70,665.60 0.05 70,665.60 BD6V825 10.92 6.25 9.80
SENSATA TECHNOLOGIES BV 144A Technology Fixed Income 70,561.47 0.05 70,561.47 nan 6.02 5.88 5.91
FORD MOTOR CREDIT COMPANY LLC Consumer Cyclical Fixed Income 70,548.46 0.05 70,548.46 BMT9FQ2 6.33 2.90 4.39
PICASSO FINANCE SUB INC 144A Industrial Other Fixed Income 70,522.43 0.05 70,522.43 BM8BF47 6.30 6.13 2.00
DELTA AIR LINES INC Transportation Fixed Income 70,509.41 0.05 70,509.41 BFZP587 6.02 4.38 4.34
TELEFLEX INCORPORATED Consumer Non-Cyclical Fixed Income 70,353.21 0.05 70,353.21 BDG2CF9 5.22 4.63 4.03
KENNEDY-WILSON INC Financial Other Fixed Income 70,327.18 0.05 70,327.18 nan 9.34 4.75 4.87
CHESAPEAKE ENERGY CORPORATION 144A Energy Fixed Income 70,275.12 0.05 70,275.12 BMD83B6 6.12 5.50 2.56
ASSUREDPARTNERS INC 144A Insurance Fixed Income 70,223.05 0.05 70,223.05 nan 8.72 5.63 4.68
ENLINK MIDSTREAM LLC 144A Energy Fixed Income 70,223.05 0.05 70,223.05 nan 6.07 5.63 4.09
TRANSDIGM INC Capital Goods Fixed Income 70,092.89 0.05 70,092.89 BJV3SS4 7.28 7.50 3.36
AMERICAN AXLE & MANUFACTURING INC Consumer Cyclical Fixed Income 70,053.84 0.05 70,053.84 nan 8.19 5.00 5.16
1011778 BC UNLIMITED LIABILITY CO 144A Consumer Cyclical Fixed Income 70,053.84 0.05 70,053.84 nan 5.70 5.75 1.85
LEVIATHAN BOND LTD Energy Fixed Income 70,053.84 0.05 70,053.84 nan 7.58 6.50 3.57
AERCAP GLOBAL AVIATION TRUST 144A Finance Companies Fixed Income 70,014.79 0.05 70,014.79 BYP0JP0 9.43 6.50 1.81
MOSS CREEK RESOURCES HOLDINGS INC 144A Energy Fixed Income 69,988.76 0.05 69,988.76 BGV1LB1 11.82 10.50 3.12
LAMAR MEDIA CORP Communications Fixed Income 69,936.69 0.05 69,936.69 BNLXVW7 5.89 3.63 6.45
LAMAR MEDIA CORP Communications Fixed Income 69,897.64 0.05 69,897.64 BNG4385 5.99 4.00 5.77
LEVIATHAN BOND LTD Energy Fixed Income 69,858.59 0.05 69,858.59 nan 7.53 6.13 2.03
HILCORP ENERGY I LP 144A Energy Fixed Income 69,819.54 0.05 69,819.54 nan 7.36 6.25 6.50
NABORS INDUSTRIES INC Energy Fixed Income 69,780.49 0.05 69,780.49 BGLN7W0 7.50 5.75 1.69
CRESTWOOD MIDSTREAM PARTNERS LP 144A Energy Fixed Income 69,741.45 0.05 69,741.45 nan 7.57 8.00 4.54
MACYS RETAIL HOLDINGS LLC 144A Consumer Cyclical Fixed Income 69,728.43 0.05 69,728.43 nan 7.47 5.88 4.77
MODIVCARE INC 144A Consumer Non-Cyclical Fixed Income 69,728.43 0.05 69,728.43 nan 7.12 5.88 2.33
PARKLAND FUEL CORP 144A Energy Fixed Income 69,715.41 0.05 69,715.41 BK60HG8 6.69 5.88 3.68
VIDEOTRON LTD 144A Communications Fixed Income 69,715.41 0.05 69,715.41 BL2FPN7 4.72 5.38 1.14
CEDAR FAIR LP Consumer Cyclical Fixed Income 69,624.30 0.05 69,624.30 BL9Y7L9 6.58 5.25 5.17
TENET HEALTHCARE CORPORATION Consumer Non-Cyclical Fixed Income 69,611.28 0.05 69,611.28 2HLH7T5 6.27 4.63 4.46
MGM CHINA HOLDINGS LTD 144A Consumer Cyclical Fixed Income 69,520.17 0.05 69,520.17 nan 7.56 5.25 2.01
DARLING INGREDIENTS INC 144A Consumer Non-Cyclical Fixed Income 69,494.14 0.05 69,494.14 BJT7CM0 5.89 5.25 3.50
MATCH GROUP HOLDINGS II LLC 144A Consumer Cyclical Fixed Income 69,468.10 0.05 69,468.10 nan 6.29 4.63 4.42
HUB INTERNATIONAL LTD 144A Insurance Fixed Income 69,455.09 0.05 69,455.09 nan 8.20 5.63 5.23
OWENS & MINOR INC 144A Consumer Non-Cyclical Fixed Income 69,455.09 0.05 69,455.09 nan 9.42 6.63 5.14
BATH & BODY WORKS INC Consumer Cyclical Fixed Income 69,442.07 0.05 69,442.07 BF5MV91 6.18 5.25 4.15
TRANSOCEAN INC 144A Energy Fixed Income 69,376.99 0.05 69,376.99 BF22YH3 11.57 7.50 2.38
SPECTRUM BRANDS INC Consumer Non-Cyclical Fixed Income 69,298.89 0.05 69,298.89 BD9N099 6.16 5.75 2.09
BUILDERS FIRSTSOURCE INC 144A Capital Goods Fixed Income 69,233.81 0.05 69,233.81 nan 6.28 5.00 5.68
ENERGEAN ISRAEL FINANCE LTD Energy Fixed Income 69,233.81 0.05 69,233.81 nan 7.74 4.88 2.71
CATALENT PHARMA SOLUTIONS INC 144A Consumer Non-Cyclical Fixed Income 69,129.68 0.05 69,129.68 BHWTW30 5.66 5.00 3.76
FIRSTENERGY CORPORATION Electric Fixed Income 69,090.63 0.05 69,090.63 BKMGCD2 5.19 2.65 6.13
KRONOS ACQUISITION HOLDINGS INC 144A Consumer Non-Cyclical Fixed Income 68,908.40 0.05 68,908.40 BM9LXZ3 10.47 7.00 3.79
AMERIGAS PARTNERS LP/AMERIGAS FINA Energy Fixed Income 68,726.17 0.05 68,726.17 BYNHPQ6 7.50 5.75 3.51
MODIVCARE ESCROW ISSUER INC 144A Consumer Non-Cyclical Fixed Income 68,674.11 0.05 68,674.11 nan 7.86 5.00 5.19
PRESIDIO HOLDINGS INC 144A Technology Fixed Income 68,635.06 0.05 68,635.06 nan 6.22 4.88 3.40
ROCKIES EXPRESS PIPELINE LLC 144A Energy Fixed Income 68,622.04 0.05 68,622.04 BH3TYZ5 6.99 4.95 5.18
SENSATA TECHNOLOGIES INC 144A Technology Fixed Income 68,556.96 0.05 68,556.96 BKV8YH7 5.85 4.38 5.76
NAVIENT CORP Finance Companies Fixed Income 68,517.91 0.05 68,517.91 BF5C4B4 7.70 6.75 2.77
TWILIO INC Technology Fixed Income 68,517.91 0.05 68,517.91 nan 6.12 3.63 5.20
ALLISON TRANSMISSION INC 144A Consumer Cyclical Fixed Income 68,504.90 0.05 68,504.90 BHRH8R5 6.44 5.88 4.98
CHESAPEAKE ENERGY CORPORATION 144A Energy Fixed Income 68,387.75 0.05 68,387.75 BMCPTN2 6.79 5.88 4.79
MURPHY OIL USA INC Consumer Cyclical Fixed Income 68,361.72 0.05 68,361.72 BKTC8R9 6.25 4.75 5.41
GOODYEAR TIRE & RUBBER COMPANY (TH Consumer Cyclical Fixed Income 68,348.70 0.05 68,348.70 nan 7.49 5.25 6.37
PRESIDIO HOLDINGS INC 144A Technology Fixed Income 68,348.70 0.05 68,348.70 nan 9.56 8.25 3.82
CHEMOURS COMPANY Basic Industry Fixed Income 68,270.60 0.05 68,270.60 BDFVFH0 7.48 5.38 3.52
NEWS CORP 144A Communications Fixed Income 68,166.47 0.05 68,166.47 nan 6.10 5.13 6.91
B&G FOODS INC Consumer Non-Cyclical Fixed Income 68,153.45 0.05 68,153.45 BKKF792 9.06 5.25 3.81
VISTAJET MALTA FINANCE PLC 144A Transportation Fixed Income 68,062.34 0.05 68,062.34 nan 8.94 7.88 3.30
LIFEPOINT HEALTH INC 144A Consumer Non-Cyclical Fixed Income 68,049.32 0.05 68,049.32 nan 9.98 4.38 3.38
KAISER ALUMINUM CORPORATION 144A Basic Industry Fixed Income 67,971.23 0.05 67,971.23 nan 7.46 4.50 6.41
OLIN CORP Basic Industry Fixed Income 67,958.21 0.05 67,958.21 BFNJ804 6.09 5.00 5.61
CNX RESOURCES CORP 144A Energy Fixed Income 67,906.14 0.05 67,906.14 nan 7.32 6.00 4.71
TAYLOR MORRISON COMMUNITIES INC 144A Consumer Cyclical Fixed Income 67,854.08 0.05 67,854.08 BJR4FL3 6.22 5.88 3.61
ALBION FINANCING 1 SARL 144A Industrial Other Fixed Income 67,528.67 0.05 67,528.67 nan 9.71 6.13 2.97
CHEMOURS COMPANY 144A Basic Industry Fixed Income 67,333.43 0.05 67,333.43 nan 7.97 4.63 5.35
CHARLES RIVER LABORATORIES INTERNA 144A Consumer Non-Cyclical Fixed Income 67,255.33 0.05 67,255.33 BK59DC4 5.79 4.25 4.39
MATTAMY GROUP CORP 144A Consumer Cyclical Fixed Income 67,229.30 0.05 67,229.30 BJR45J1 6.74 5.25 4.01
HILTON GRAND VACATIONS BORROWER ES 144A Consumer Cyclical Fixed Income 67,034.05 0.05 67,034.05 nan 7.16 4.88 6.44
MELCO RESORTS FINANCE LTD 144A Consumer Cyclical Fixed Income 66,995.00 0.05 66,995.00 nan 8.51 5.25 2.68
LADDER CAPITAL FINANCE HOLDINGS LL 144A Reits Fixed Income 66,981.99 0.05 66,981.99 nan 11.01 4.75 4.91
OCCIDENTAL PETROLEUM CORPORATION Energy Fixed Income 66,916.90 0.05 66,916.90 BKKGQD2 5.16 2.90 1.32
VITAL ENERGY INC Energy Fixed Income 66,890.87 0.05 66,890.87 nan 9.09 9.50 1.59
OLIN CORP Basic Industry Fixed Income 66,851.82 0.05 66,851.82 BDFC7J9 5.85 5.13 3.91
MATCH GROUP INC 144A Consumer Cyclical Fixed Income 66,825.79 0.05 66,825.79 BDSHS54 6.31 5.00 4.05
ENERGEAN ISRAEL FINANCE LTD Energy Fixed Income 66,695.63 0.05 66,695.63 nan 7.89 5.38 4.25
STARWOOD PROPERTY TRUST INC Reits Fixed Income 66,656.58 0.05 66,656.58 BYW54F3 8.08 4.75 1.81
GTCR (AP) FINANCE INC 144A Insurance Fixed Income 66,617.53 0.05 66,617.53 BJK3Y21 9.07 8.00 3.32
CLYDESDALE ACQUISITION HOLDINGS IN 144A Capital Goods Fixed Income 66,565.46 0.05 66,565.46 nan 7.41 6.63 4.72
VIKING CRUISES LTD 144A Consumer Cyclical Fixed Income 66,201.01 0.05 66,201.01 nan 10.23 7.00 4.55
CHS/COMMUNITY HEALTH SYSTEMS INC 144A Consumer Non-Cyclical Fixed Income 66,187.99 0.05 66,187.99 BKT3F93 18.96 6.88 3.54
WILLIAMS SCOTSMAN INTERNATIONAL IN 144A Industrial Other Fixed Income 66,018.78 0.05 66,018.78 nan 6.33 4.63 4.62
CROWN AMERICAS LLC Capital Goods Fixed Income 66,005.76 0.05 66,005.76 nan 5.90 5.25 5.60
TAYLOR MORRISON COMMUNITIES INC 144A Consumer Cyclical Fixed Income 65,979.73 0.05 65,979.73 nan 6.42 5.13 5.91
NATIONSTAR MORTGAGE HOLDINGS INC 144A Financial Other Fixed Income 65,823.53 0.05 65,823.53 nan 9.54 5.75 6.18
PTC INC 144A Technology Fixed Income 65,732.42 0.05 65,732.42 BLBL7B8 5.47 3.63 1.77
FREEDOM MORTGAGE CORP 144A Finance Companies Fixed Income 65,706.39 0.05 65,706.39 nan 15.48 7.63 2.48
HESS MIDSTREAM OPERATIONS LP 144A Energy Fixed Income 65,667.34 0.05 65,667.34 BKVHZF9 6.24 5.13 4.41
AMERICAN AXLE AND MANUFACTURING IN Consumer Cyclical Fixed Income 65,485.11 0.05 65,485.11 BDZVHM9 8.66 6.50 3.31
RAKUTEN GROUP INC 144A Consumer Cyclical Fixed Income 65,420.03 0.05 65,420.03 BKVKPF8 11.91 5.13 2.19
LIBERTY MUTUAL GROUP INC 144A Insurance Fixed Income 65,354.95 0.05 65,354.95 BMFZ713 7.61 4.30 13.26
JAGUAR LAND ROVER AUTOMOTIVE PLC 144A Consumer Cyclical Fixed Income 65,341.93 0.05 65,341.93 BF22YG2 9.30 4.50 3.80
NOVA CHEMICALS CORP 144A Owned No Guarantee Fixed Income 65,341.93 0.05 65,341.93 nan 8.09 4.25 5.06
PTC INC 144A Technology Fixed Income 65,237.80 0.05 65,237.80 BLBL7C9 5.30 4.00 4.32
HLF FINANCING SARL LLC 144A Consumer Non-Cyclical Fixed Income 65,198.75 0.05 65,198.75 nan 9.93 4.88 4.92
FORD MOTOR CREDIT COMPANY LLC Consumer Cyclical Fixed Income 65,159.70 0.05 65,159.70 BG84447 6.41 4.69 2.01
LIVE NATION ENTERTAINMENT INC 144A Consumer Cyclical Fixed Income 65,159.70 0.05 65,159.70 nan 6.32 3.75 4.23
ENLINK MIDSTREAM PARTNERS LP Energy Fixed Income 65,042.55 0.05 65,042.55 BD86G80 6.03 4.85 2.96
NISSAN MOTOR ACCEPTANCE CORP 144A Consumer Cyclical Fixed Income 65,016.52 0.05 65,016.52 nan 6.28 2.00 2.77
MURPHY OIL CORPORATION Energy Fixed Income 64,938.42 0.05 64,938.42 nan 6.60 6.38 4.36
CENTRAL GARDEN & PET COMPANY Consumer Non-Cyclical Fixed Income 64,899.37 0.05 64,899.37 BMHY6S8 6.06 4.13 6.16
FORTRESS TRANSPORTATION AND INFRAS 144A Finance Companies Fixed Income 64,873.34 0.05 64,873.34 nan 8.24 9.75 3.46
UNITED RENTALS NORTH AM Capital Goods Fixed Income 64,821.28 0.05 64,821.28 BYX1YP0 5.74 5.50 3.61
AXALTA COATING SYSTEMS LLC 144A Basic Industry Fixed Income 64,691.11 0.05 64,691.11 nan 6.11 4.75 3.69
AVIS BUDGET CAR RENTAL LLC 144A Transportation Fixed Income 64,678.10 0.05 64,678.10 nan 6.90 4.75 4.22
RLJ LODGING TRUST LP 144A Reits Fixed Income 64,678.10 0.05 64,678.10 nan 6.45 3.75 2.96
NOVA CHEMICALS CORP 144A Owned No Guarantee Fixed Income 64,586.98 0.05 64,586.98 BRL5BX2 7.24 5.00 1.89
CHARLES RIVER LABORATORIES INTERNA 144A Consumer Non-Cyclical Fixed Income 64,547.93 0.05 64,547.93 nan 5.86 3.75 5.19
COTY INC/HFC PRESTIGE PRODUCTS INC 144A Consumer Non-Cyclical Fixed Income 64,547.93 0.05 64,547.93 nan 5.93 4.75 4.91
Grand Canyon University Industrial Other Fixed Income 64,404.75 0.05 64,404.75 nan 8.08 4.13 1.38
HOLOGIC INC 144A Consumer Non-Cyclical Fixed Income 64,352.69 0.05 64,352.69 BFNJ923 5.35 4.63 4.23
UNITED WHOLESALE MORTGAGE LLC 144A Finance Companies Fixed Income 64,300.62 0.05 64,300.62 nan 8.47 5.75 3.55
LITHIA MOTORS INC 144A Consumer Cyclical Fixed Income 64,066.33 0.05 64,066.33 nan 6.69 4.38 6.30
HERTZ CORPORATION (THE) 144A Transportation Fixed Income 64,040.30 0.05 64,040.30 nan 7.62 4.63 3.22
TRANSDIGM UK HOLDINGS PLC Capital Goods Fixed Income 64,014.26 0.05 64,014.26 BJ02967 7.06 6.88 2.70
LEVEL 3 FINANCING INC 144A Communications Fixed Income 64,001.25 0.05 64,001.25 BMBKDF8 15.73 3.75 4.90
STUDIO CITY FINANCE LTD 144A Consumer Cyclical Fixed Income 64,001.25 0.05 64,001.25 nan 9.87 6.00 2.04
QVC INC Consumer Cyclical Fixed Income 63,858.07 0.05 63,858.07 BRGCND2 29.26 4.85 0.84
US FOODS INC 144A Consumer Non-Cyclical Fixed Income 63,766.95 0.05 63,766.95 BMYT9D2 6.28 4.63 5.84
CARVANA CO 144A Consumer Cyclical Fixed Income 63,753.94 0.05 63,753.94 nan 21.75 5.63 2.03
KENNEDY-WILSON INC Financial Other Fixed Income 63,740.92 0.05 63,740.92 BMVHFK8 9.85 5.00 6.04
PENSKE AUTOMOTIVE GROUP INC 144A Consumer Cyclical Fixed Income 63,636.79 0.05 63,636.79 nan 6.46 3.75 5.30
ENERGEAN ISRAEL FINANCE LTD Energy Fixed Income 63,636.79 0.05 63,636.79 BKP8KT7 7.97 5.88 6.13
ADIENT GLOBAL HOLDINGS LTD 144A Consumer Cyclical Fixed Income 63,571.71 0.05 63,571.71 nan 7.67 8.25 5.83
UNITI GROUP LP 144A Communications Fixed Income 63,493.61 0.05 63,493.61 BNSM3M1 10.69 4.75 4.11
RANGE RESOURCES CORPORATION 144A Energy Fixed Income 63,415.51 0.05 63,415.51 nan 6.35 4.75 5.67
KENNEDY-WILSON INC Financial Other Fixed Income 63,350.43 0.05 63,350.43 nan 10.16 4.75 5.42
LEVIATHAN BOND LTD Energy Fixed Income 63,272.33 0.05 63,272.33 nan 7.99 6.75 5.47
TWILIO INC Technology Fixed Income 63,129.16 0.05 63,129.16 nan 6.27 3.88 6.60
LUMEN TECHNOLOGIES INC 144A Communications Fixed Income 63,090.11 0.05 63,090.11 BJ170W4 17.99 5.13 3.04
STERICYCLE INC 144A Capital Goods Fixed Income 62,855.81 0.05 62,855.81 BMX5072 6.35 3.88 4.99
NAVIENT CORP Finance Companies Fixed Income 62,842.80 0.05 62,842.80 BSHZY90 7.51 5.88 1.43
NCR CORPORATION 144A Technology Fixed Income 62,764.70 0.05 62,764.70 BK20CJ0 6.41 6.13 5.20
DANA INC Consumer Cyclical Fixed Income 62,725.65 0.05 62,725.65 nan 7.15 5.63 4.33
ENLINK MIDSTREAM PARTNERS LP Energy Fixed Income 62,504.37 0.05 62,504.37 BXNT1C3 5.70 4.15 2.01
WMG ACQUISITION CORP 144A Communications Fixed Income 62,465.32 0.05 62,465.32 BMYXY06 5.95 3.88 6.11
ODEON FINCO PLC 144A Consumer Cyclical Fixed Income 62,426.27 0.05 62,426.27 nan 15.11 12.75 3.13
TAYLOR MORRISON COMMUNITIES INC 144A Consumer Cyclical Fixed Income 62,178.96 0.05 62,178.96 BJX75H2 6.15 5.75 4.07
CENTURY COMMUNITIES INC 144A Consumer Cyclical Fixed Income 62,061.82 0.05 62,061.82 nan 6.54 3.88 5.44
NORDSTROM INC Consumer Cyclical Fixed Income 61,736.41 0.05 61,736.41 nan 8.75 4.38 5.55
FIRSTCASH INC 144A Finance Companies Fixed Income 61,684.34 0.05 61,684.34 nan 6.81 4.63 4.64
HILCORP ENERGY I LP 144A Energy Fixed Income 61,606.25 0.05 61,606.25 nan 7.32 6.00 5.42
CLARIOS GLOBAL LP 144A Consumer Cyclical Fixed Income 61,293.85 0.04 61,293.85 nan 6.20 6.75 1.91
MATCH GROUP HOLDINGS II LLC 144A Consumer Cyclical Fixed Income 61,163.69 0.04 61,163.69 nan 6.56 3.63 6.86
FXI HOLDINGS INC 144A Capital Goods Fixed Income 61,085.59 0.04 61,085.59 nan 12.70 7.88 1.38
CARVANA CO 144A Consumer Cyclical Fixed Income 61,059.56 0.04 61,059.56 nan 22.61 4.88 4.44
AMC NETWORKS INC Communications Fixed Income 61,033.53 0.04 61,033.53 BYZVZ33 6.71 5.00 0.93
BUCKEYE PARTNERS LP 144A Energy Fixed Income 60,955.43 0.04 60,955.43 nan 6.87 4.50 4.27
SEAGATE HDD CAYMAN Technology Fixed Income 60,942.41 0.04 60,942.41 BYQF211 5.97 4.75 1.63
ALLY FINANCIAL INC Banking Fixed Income 60,916.38 0.04 60,916.38 nan 8.34 6.70 6.85
BRITISH TELECOMMUNICATIONS PLC N10 144A Communications Fixed Income 60,669.07 0.04 60,669.07 nan 7.62 4.88 6.58
MERITAGE HOMES CORP Consumer Cyclical Fixed Income 60,603.99 0.04 60,603.99 BYR88Z5 5.65 6.00 1.97
LEVEL 3 FINANCING INC 144A Communications Fixed Income 60,590.97 0.04 60,590.97 BMFNF35 15.66 3.63 4.59
LABL INC 144A Capital Goods Fixed Income 60,473.83 0.04 60,473.83 nan 11.53 8.25 4.61
INTERNATIONAL GAME TECHNOLOGY 144A Consumer Cyclical Fixed Income 60,434.78 0.04 60,434.78 BWV0NJ2 5.92 6.50 1.73
STATION CASINOS LLC 144A Consumer Cyclical Fixed Income 60,356.68 0.04 60,356.68 nan 7.05 4.63 6.72
MURPHY OIL USA INC 144A Consumer Cyclical Fixed Income 60,330.65 0.04 60,330.65 nan 6.28 3.75 6.54
VALVOLINE INC 144A Consumer Non-Cyclical Fixed Income 60,304.61 0.04 60,304.61 nan 5.99 3.63 6.80
SLM CORP Finance Companies Fixed Income 60,291.60 0.04 60,291.60 nan 8.50 4.20 2.32
TALLGRASS ENERGY PARTNERS LP 144A Energy Fixed Income 60,291.60 0.04 60,291.60 nan 7.86 6.00 6.32
VODAFONE GROUP PLC Communications Fixed Income 60,226.52 0.04 60,226.52 nan 6.74 3.25 2.90
ONEMAIN FINANCE CORP Finance Companies Fixed Income 60,187.47 0.04 60,187.47 nan 8.71 3.88 4.68
PRESTIGE BRANDS INC 144A Consumer Non-Cyclical Fixed Income 60,174.45 0.04 60,174.45 nan 5.77 5.13 4.13
AMERICAN AIRLINES GROUP INC 144A Transportation Fixed Income 60,161.43 0.04 60,161.43 nan 8.45 3.75 1.78
MPT OPERATING PARTNERSHIP LP / MPT Reits Fixed Income 60,096.35 0.04 60,096.35 BDG10L8 8.77 5.25 2.93
VIDEOTRON LTD 144A Communications Fixed Income 60,057.30 0.04 60,057.30 nan 6.31 3.63 5.32
XHR LP 144A Reits Fixed Income 59,901.11 0.04 59,901.11 BMXXLB7 7.88 4.88 5.03
TRI POINTE GROUP INC/TRI POINTE HO Consumer Cyclical Fixed Income 59,862.06 0.04 59,862.06 BYNBVY8 6.13 5.88 1.13
SWP: OIS 0.770500 05-JAN-2024 Cash and/or Derivatives Cash 59,712.92 0.04 -1,460,287.08 nan -0.30 0.77 0.76
CHARLES RIVER LABORATORIES INTERNA 144A Consumer Non-Cyclical Fixed Income 59,679.83 0.04 59,679.83 nan 5.88 4.00 6.60
UNITI GROUP LP 144A Communications Fixed Income 59,679.83 0.04 59,679.83 nan 16.33 6.00 4.76
TRAVEL + LEISURE CO Consumer Cyclical Fixed Income 59,679.83 0.04 59,679.83 BF083Z4 6.20 6.00 3.40
SEALED AIR CORPORATION 144A Capital Goods Fixed Income 59,614.75 0.04 59,614.75 BPX3RJ8 6.01 5.00 4.99
PRA GROUP INC 144A Financial Other Fixed Income 59,354.42 0.04 59,354.42 nan 8.44 8.38 3.86
ENCOMPASS HEALTH CORP Consumer Non-Cyclical Fixed Income 59,315.37 0.04 59,315.37 nan 6.66 4.63 6.30
MALLINCKRODT INTERNATIONAL FINANCE 144A Consumer Non-Cyclical Fixed Income 59,263.31 0.04 59,263.31 nan 19.33 10.00 1.63
EDGEWELL PERSONAL CARE CO 144A Consumer Non-Cyclical Fixed Income 59,250.29 0.04 59,250.29 nan 6.42 4.13 5.05
PACTIV EVERGREEN GROUP ISSUER INC 144A Capital Goods Fixed Income 59,211.24 0.04 59,211.24 BMV1ZP5 7.13 4.38 4.65
SM ENERGY CO Energy Fixed Income 59,159.18 0.04 59,159.18 BDJ0GW5 7.50 6.75 3.01
POST HOLDINGS INC 144A Consumer Non-Cyclical Fixed Income 59,042.03 0.04 59,042.03 BYNHPV1 6.25 5.75 3.44
SPECTRUM BRANDS INC 144A Consumer Non-Cyclical Fixed Income 59,029.01 0.04 59,029.01 nan 6.93 3.88 6.54
TKC HOLDINGS 144A Consumer Cyclical Fixed Income 59,029.01 0.04 59,029.01 nan 21.89 10.50 3.59
CROWN AMERICAS LLC Capital Goods Fixed Income 59,016.00 0.04 59,016.00 BF6Q4S2 5.54 4.25 3.20
ZIGGO BOND COMPANY BV 144A Communications Fixed Income 58,950.92 0.04 58,950.92 nan 8.97 5.13 5.45
LAMB WESTON HOLDINGS INC 144A Consumer Non-Cyclical Fixed Income 58,820.75 0.04 58,820.75 BLB4P57 5.49 4.88 4.38
CONSTELLIUM SE (FRANCE) 144A Basic Industry Fixed Income 58,794.72 0.04 58,794.72 nan 6.49 3.75 5.14
HILTON DOMESTIC OPERATING COMPANY 144A Consumer Cyclical Fixed Income 58,716.62 0.04 58,716.62 nan 5.84 5.75 4.25
SEALED AIR CORPORATION 144A Capital Goods Fixed Income 58,677.57 0.04 58,677.57 BZ1FSZ9 5.76 5.50 2.26
AG ISSUER LLC 144A Brokerage/Asset Managers/Exchanges Fixed Income 58,664.56 0.04 58,664.56 BKY60D6 8.59 6.25 4.07
ACRISURE LLC 144A Insurance Fixed Income 58,664.56 0.04 58,664.56 nan 9.98 10.13 2.73
LABL INC 144A Capital Goods Fixed Income 58,586.46 0.04 58,586.46 BPGMYK2 8.30 5.88 4.48
EQM MIDSTREAM PARTNERS LP Energy Fixed Income 58,560.43 0.04 58,560.43 BZ1BSC4 7.01 4.13 3.26
KAISER ALUMINUM CORPORATION 144A Basic Industry Fixed Income 58,560.43 0.04 58,560.43 BKQQ380 7.10 4.63 4.25
SEAGATE HDD CAYMAN Technology Fixed Income 58,378.20 0.04 58,378.20 nan 6.08 4.09 5.23
SM ENERGY CO Energy Fixed Income 58,287.08 0.04 58,287.08 BG43WV1 7.62 6.63 3.24
RLJ LODGING TRUST LP 144A Reits Fixed Income 58,195.97 0.04 58,195.97 nan 7.11 4.00 5.47
AVIS BUDGET CAR RENTAL LLC 144A Transportation Fixed Income 58,065.81 0.04 58,065.81 BJXXZG9 7.06 5.75 3.67
STUDIO CITY FINANCE LTD 144A Consumer Cyclical Fixed Income 58,065.81 0.04 58,065.81 nan 10.79 6.50 3.86
FORD MOTOR COMPANY Consumer Cyclical Fixed Income 57,987.71 0.04 57,987.71 BMWWS81 6.76 9.63 5.06
SINCLAIR TELEVISION GROUP INC 144A Communications Fixed Income 57,987.71 0.04 57,987.71 nan 9.37 5.50 5.32
EQM MIDSTREAM PARTNERS LP 144A Energy Fixed Income 57,974.69 0.04 57,974.69 nan 6.71 6.00 2.04
OUTFRONT MEDIA CAPITAL LLC 144A Communications Fixed Income 57,974.69 0.04 57,974.69 BJLPYM6 7.62 4.63 5.69
HAT HOLDINGS I LLC 144A Reits Fixed Income 57,935.64 0.04 57,935.64 BMDSC53 7.77 6.00 1.82
ADAPTHEALTH LLC 144A Consumer Non-Cyclical Fixed Income 57,818.50 0.04 57,818.50 nan 7.94 4.63 5.22
UPC HOLDING BV 144A Communications Fixed Income 57,818.50 0.04 57,818.50 BF7PBD2 8.25 5.50 4.02
FAIR ISAAC CORP 144A Technology Fixed Income 57,714.37 0.04 57,714.37 BD2NL82 5.27 5.25 2.79
SEALED AIR CORPORATION 144A Capital Goods Fixed Income 57,688.33 0.04 57,688.33 BSLVD86 5.36 5.13 1.55
BRINKS CO 144A Consumer Cyclical Fixed Income 57,662.30 0.04 57,662.30 nan 5.93 5.50 2.10
SLM CORP Finance Companies Fixed Income 57,545.15 0.04 57,545.15 nan 7.96 3.13 3.22
BRITISH TELECOMMUNICATIONS PLC NC5 144A Communications Fixed Income 57,506.10 0.04 57,506.10 nan 7.20 4.25 3.24
MERITAGE HOMES CORP 144A Consumer Cyclical Fixed Income 57,401.97 0.04 57,401.97 BNNKNW0 6.16 3.88 5.13
SCRIPPS ESCROW II INC 144A Communications Fixed Income 57,336.89 0.04 57,336.89 nan 8.82 3.88 4.88
LPL HOLDINGS INC 144A Brokerage/Asset Managers/Exchanges Fixed Income 57,115.61 0.04 57,115.61 BK8J5W5 6.00 4.63 4.00
SONIC AUTOMOTIVE INC 144A Consumer Cyclical Fixed Income 57,089.58 0.04 57,089.58 nan 7.73 4.88 6.55
OUTFRONT MEDIA CAPITAL LLC 144A Communications Fixed Income 57,050.53 0.04 57,050.53 BLD4JZ3 6.33 6.25 2.00
SRS DISTRIBUTION INC 144A Capital Goods Fixed Income 56,933.39 0.04 56,933.39 nan 9.49 6.13 4.86
KRONOS ACQUISITION HOLDINGS INC 144A Consumer Non-Cyclical Fixed Income 56,764.17 0.04 56,764.17 BM9KXC7 7.49 5.00 3.28
BROOKFIELD RESIDENTIAL PROPERTIES 144A Consumer Cyclical Fixed Income 56,607.98 0.04 56,607.98 nan 9.87 4.88 5.43
SCOTTS MIRACLE-GRO CO/THE Consumer Non-Cyclical Fixed Income 56,542.90 0.04 56,542.90 nan 7.32 4.00 6.37
ARCHES BUYER INC 144A Consumer Cyclical Fixed Income 56,503.85 0.04 56,503.85 nan 10.00 6.13 4.45
TKC HOLDINGS 144A Consumer Cyclical Fixed Income 56,477.82 0.04 56,477.82 nan 10.83 6.88 3.99
LUMEN TECHNOLOGIES INC 144A Communications Fixed Income 56,451.78 0.04 56,451.78 nan 21.71 4.50 4.21
VIRGIN MEDIA VENDOR FINANCING NOTE 144A Communications Fixed Income 56,295.59 0.04 56,295.59 nan 7.59 5.00 4.45
MATCH GROUP INC 144A Consumer Cyclical Fixed Income 56,282.57 0.04 56,282.57 nan 6.53 4.13 6.07
GOODYEAR TIRE & RUBBER COMPANY (TH Consumer Cyclical Fixed Income 56,139.39 0.04 56,139.39 nan 7.64 5.63 7.15
MACYS RETAIL HOLDINGS LLC 144A Consumer Cyclical Fixed Income 55,879.06 0.04 55,879.06 nan 8.02 6.13 6.59
ACRISURE LLC 144A Insurance Fixed Income 55,840.02 0.04 55,840.02 nan 9.51 6.00 4.96
SCOTTS MIRACLE-GRO CO/THE Consumer Non-Cyclical Fixed Income 55,827.00 0.04 55,827.00 BKV8615 7.17 4.50 5.34
ASBURY AUTOMOTIVE GROUP INC. Consumer Cyclical Fixed Income 55,696.84 0.04 55,696.84 BMCVTF2 6.28 4.50 4.29
STARWOOD PROPERTY TRUST INC 144A Reits Fixed Income 55,696.84 0.04 55,696.84 BP2CW35 9.95 4.38 3.30
ALLIANT HOLDINGS INTERMEDIATE LLC 144A Insurance Fixed Income 55,527.62 0.04 55,527.62 nan 9.04 5.88 5.06
HILTON DOMESTIC OPERATING COMPANY 144A Consumer Cyclical Fixed Income 55,501.59 0.04 55,501.59 nan 5.47 5.38 1.90
TRANSOCEAN POSEIDON LTD 144A Energy Fixed Income 55,436.51 0.04 55,436.51 BGC21S0 7.66 6.88 2.26
LAMAR MEDIA CORP Communications Fixed Income 55,410.48 0.04 55,410.48 BLR6WM3 5.86 4.88 4.94
CVR ENERGY INC 144A Energy Fixed Income 55,384.44 0.04 55,384.44 nan 7.82 5.75 4.10
TALLGRASS ENERGY PARTNERS LP 144A Energy Fixed Income 55,306.35 0.04 55,306.35 nan 7.45 6.00 3.39
SUNOCO LP / SUNOCO FINANCE CORP Energy Fixed Income 55,189.20 0.04 55,189.20 BJ12BQ0 6.42 5.88 4.22
HESS MIDSTREAM OPERATIONS LP 144A Energy Fixed Income 55,111.10 0.04 55,111.10 nan 6.57 5.50 5.87
ALBION FINANCING 2 SARL 144A Industrial Other Fixed Income 54,759.66 0.04 54,759.66 nan 13.13 8.75 3.14
ANTERO RESOURCES CORP 144A Energy Fixed Income 54,655.53 0.04 54,655.53 nan 7.14 7.63 4.61
NAVIENT CORP Finance Companies Fixed Income 54,616.48 0.04 54,616.48 nan 8.70 4.88 4.22
RADIOLOGY PARTNERS INC 144A Consumer Non-Cyclical Fixed Income 54,577.43 0.04 54,577.43 nan 26.02 9.25 3.16
SERVICE PROPERTIES TRUST Reits Fixed Income 54,564.42 0.04 54,564.42 nan 8.23 5.50 3.94
WESTERN DIGITAL CORPORATION Technology Fixed Income 54,564.42 0.04 54,564.42 nan 6.68 2.85 5.16
LITHIA MOTORS INC 144A Consumer Cyclical Fixed Income 54,512.35 0.04 54,512.35 nan 6.25 4.63 4.08
OWENS & MINOR INC 144A Consumer Non-Cyclical Fixed Income 54,486.32 0.04 54,486.32 nan 8.96 4.50 5.00
NCR CORPORATION 144A Technology Fixed Income 54,421.24 0.04 54,421.24 nan 8.26 5.25 5.73
DPL INC Electric Fixed Income 54,408.22 0.04 54,408.22 nan 6.28 4.13 2.08
MGM RESORTS INTERNATIONAL Consumer Cyclical Fixed Income 54,356.15 0.04 54,356.15 BDHBPQ7 6.23 4.63 3.08
JELD-WEN INC 144A Capital Goods Fixed Income 54,239.01 0.04 54,239.01 BF4PG96 7.28 4.63 2.44
LIBERTY MUTUAL GROUP INC 144A Insurance Fixed Income 54,239.01 0.04 54,239.01 nan 7.94 4.13 3.07
HILLENBRAND INC Industrial Other Fixed Income 54,082.81 0.04 54,082.81 nan 5.97 5.75 2.01
PENNYMAC FINANCIAL SERVICES INC 144A Finance Companies Fixed Income 53,835.50 0.04 53,835.50 nan 9.10 5.75 6.28
ALTICE FRANCE SA (FRANCE) 144A Communications Fixed Income 53,796.45 0.04 53,796.45 nan 10.63 5.13 4.70
ROCKIES EXPRESS PIPELINE LLC 144A Energy Fixed Income 53,679.31 0.04 53,679.31 nan 6.76 3.60 1.97
ASBURY AUTOMOTIVE GROUP INC. Consumer Cyclical Fixed Income 53,536.13 0.04 53,536.13 nan 6.67 4.75 5.70
CROWNROCK LP / CROWNROCK FINANCE I 144A Energy Fixed Income 53,510.09 0.04 53,510.09 nan 6.45 5.00 5.01
SEALED AIR CORPORATION 144A Capital Goods Fixed Income 53,484.06 0.04 53,484.06 BJLPZ89 5.73 4.00 4.11
NRG ENERGY INC 144A Electric Fixed Income 53,184.69 0.04 53,184.69 nan 6.88 3.38 5.11
NCL FINANCE LTD 144A Consumer Cyclical Fixed Income 53,093.57 0.04 53,093.57 nan 11.19 6.13 4.03
FREEDOM MORTGAGE CORP 144A Finance Companies Fixed Income 52,794.20 0.04 52,794.20 BF57XM3 10.69 8.13 1.43
FIRSTENERGY CORPORATION Electric Fixed Income 52,755.15 0.04 52,755.15 nan 5.12 2.25 6.62
RADIATE HOLDCO LLC / RADIATE FINAN 144A Communications Fixed Income 52,690.07 0.04 52,690.07 nan 28.22 6.50 3.60
JAGUAR LAND ROVER AUTOMOTIVE PLC 144A Consumer Cyclical Fixed Income 52,585.94 0.04 52,585.94 nan 10.21 5.50 4.94
GARDA WORLD SECURITY CORP 144A Consumer Cyclical Fixed Income 52,390.69 0.04 52,390.69 nan 7.88 7.75 3.94
VALVOLINE INC 144A Consumer Non-Cyclical Fixed Income 52,156.40 0.04 52,156.40 BLK7847 4.58 4.25 5.77
GRAPHIC PACKAGING INTERNATIONAL LL 144A Basic Industry Fixed Income 52,117.35 0.04 52,117.35 nan 6.02 3.75 5.81
NISSAN MOTOR ACCEPTANCE COMPANY LL MTN 144A Consumer Cyclical Fixed Income 52,078.30 0.04 52,078.30 nan 6.15 1.85 3.25
Grand Canyon University Industrial Other Fixed Income 52,000.20 0.04 52,000.20 nan 6.99 5.13 4.54
SERVICE PROPERTIES TRUST Reits Fixed Income 51,922.10 0.04 51,922.10 BKVJX73 10.08 4.75 3.00
LPL HOLDINGS INC 144A Brokerage/Asset Managers/Exchanges Fixed Income 51,440.50 0.04 51,440.50 nan 6.26 4.38 6.50
MACYS RETAIL HOLDINGS LLC 144A Consumer Cyclical Fixed Income 51,375.42 0.04 51,375.42 nan 8.00 5.88 5.49
IHEARTCOMMUNICATIONS INC 144A Communications Fixed Income 51,323.35 0.04 51,323.35 BKM81Q4 10.43 4.75 4.01
OUTFRONT MEDIA CAPITAL LLC 144A Communications Fixed Income 51,310.34 0.04 51,310.34 nan 7.64 4.25 4.89
GARDA WORLD SECURITY CORP 144A Consumer Cyclical Fixed Income 51,193.19 0.04 51,193.19 nan 10.66 6.00 4.73
CALPINE CORP 144A Electric Fixed Income 50,932.86 0.04 50,932.86 BYZ97P3 6.11 5.25 2.82
SM ENERGY CO Energy Fixed Income 50,828.73 0.04 50,828.73 nan 7.42 6.50 4.32
WESTERN DIGITAL CORPORATION Technology Fixed Income 50,646.50 0.04 50,646.50 nan 6.81 3.10 7.30
KOHLS CORP Consumer Cyclical Fixed Income 50,568.41 0.04 50,568.41 nan 9.57 3.63 6.35
JELD-WEN INC 144A Capital Goods Fixed Income 50,477.29 0.04 50,477.29 BF4PGP2 8.78 4.88 3.97
ALLISON TRANSMISSION INC 144A Consumer Cyclical Fixed Income 50,073.79 0.04 50,073.79 BD6NJY0 5.90 4.75 3.88
DIVERSIFIED HEALTHCARE TRUST Reits Fixed Income 50,060.77 0.04 50,060.77 BFMGS84 14.21 4.75 3.96
CRESCENT ENERGY FINANCE LLC 144A Energy Fixed Income 49,995.69 0.04 49,995.69 nan 10.34 9.25 3.76
BAUSCH HEALTH COMPANIES INC 144A Consumer Non-Cyclical Fixed Income 49,969.65 0.04 49,969.65 nan 28.05 6.25 3.74
NISSAN MOTOR CO LTD 144A Consumer Cyclical Fixed Income 49,878.54 0.04 49,878.54 BM8TGL5 5.79 4.34 3.97
ENSTAR FINANCE LLC Insurance Fixed Income 49,488.05 0.04 49,488.05 nan 10.12 5.50 3.01
STARWOOD PROPERTY TRUST INC 144A Reits Fixed Income 49,331.86 0.04 49,331.86 nan 9.78 3.63 2.94
DANA FINANCING LUXEMBOURG SARL 144A Consumer Cyclical Fixed Income 49,149.63 0.04 49,149.63 BYPBX73 6.18 5.75 1.85
RITE AID CORPORATION 144A Consumer Cyclical Fixed Income 49,110.58 0.04 49,110.58 nan 34.10 8.00 2.48
CURO GROUP HOLDINGS CORP 144A Finance Companies Fixed Income 49,019.46 0.04 49,019.46 nan 30.62 7.50 3.30
SERVICE PROPERTIES TRUST Reits Fixed Income 48,967.40 0.04 48,967.40 nan 10.19 4.95 5.05
GRAPHIC PACKAGING INTERNATIONAL LL 144A Basic Industry Fixed Income 48,954.38 0.04 48,954.38 nan 5.48 3.50 4.44
ASHTON WOODS USA LLC 144A Consumer Cyclical Fixed Income 48,941.37 0.04 48,941.37 BNSLTZ3 7.98 4.63 5.56
CARVANA CO 144A Consumer Cyclical Fixed Income 48,915.33 0.04 48,915.33 BKSCP80 30.07 5.50 2.84
ADIENT GLOBAL HOLDINGS LTD 144A Consumer Cyclical Fixed Income 48,602.94 0.04 48,602.94 nan 6.29 7.00 4.20
OI EUROPEAN GROUP BV 144A Capital Goods Fixed Income 48,537.86 0.04 48,537.86 nan 6.29 4.75 5.68
SENSATA TECHNOLOGIES BV 144A Technology Fixed Income 48,342.61 0.04 48,342.61 BRJ6VF9 5.28 5.63 1.47
STARWOOD PROPERTY TRUST INC 144A Reits Fixed Income 48,264.52 0.04 48,264.52 nan 8.48 3.75 1.62
DPL INC Electric Fixed Income 48,134.35 0.04 48,134.35 nan 6.64 4.35 5.04
ADIENT GLOBAL HOLDINGS LTD 144A Consumer Cyclical Fixed Income 48,108.32 0.04 48,108.32 BDCSFD0 5.95 4.88 3.04
ENTEGRIS INC 144A Technology Fixed Income 47,626.72 0.03 47,626.72 nan 6.37 3.63 5.20
DIVERSIFIED HEALTHCARE TRUST Reits Fixed Income 47,600.68 0.03 47,600.68 nan 9.58 4.38 6.19
ASCENT RESOURCES UTICA HOLDINGS LL 144A Energy Fixed Income 47,340.36 0.03 47,340.36 nan 8.33 5.88 5.01
AMERICAN AXLE & MANUFACTURING INC Consumer Cyclical Fixed Income 47,210.19 0.03 47,210.19 nan 9.18 6.88 4.18
AMERICAN BUILDERS & CONTRACTORS SU 144A Capital Goods Fixed Income 46,780.66 0.03 46,780.66 nan 6.69 3.88 5.55
CENTRAL GARDEN & PET COMPANY 144A Consumer Non-Cyclical Fixed Income 46,299.05 0.03 46,299.05 nan 6.38 4.13 6.51
DANA INC Consumer Cyclical Fixed Income 46,207.94 0.03 46,207.94 nan 6.85 5.38 3.92
QVC INC Consumer Cyclical Fixed Income 45,986.66 0.03 45,986.66 BTDYJN7 37.66 4.45 1.50
CINEMARK USA INC 144A Consumer Cyclical Fixed Income 45,752.37 0.03 45,752.37 nan 8.07 5.88 2.64
LIFEPOINT HEALTH INC 144A Consumer Non-Cyclical Fixed Income 45,661.25 0.03 45,661.25 nan 15.93 5.38 4.36
TK ELEVATOR HOLDCO GMBH 144A Capital Goods Fixed Income 45,492.04 0.03 45,492.04 nan 11.13 7.63 4.07
LD HOLDINGS GROUP LLC 144A Finance Companies Fixed Income 45,479.02 0.03 45,479.02 nan 26.87 6.50 2.01
SWP: OIS 1.638500 14-MAR-2024 Cash and/or Derivatives Cash 45,365.76 0.03 -1,454,634.24 nan -0.36 1.64 0.93
MIDCAP FINANCIAL ISSUER TRUST 144A Finance Companies Fixed Income 45,361.88 0.03 45,361.88 nan 10.01 5.63 5.23
SHUTTERFLY LLC 144A Consumer Cyclical Fixed Income 45,023.45 0.03 45,023.45 nan 38.60 8.50 2.19
SCOTTS MIRACLE-GRO CO/THE Consumer Non-Cyclical Fixed Income 44,893.29 0.03 44,893.29 BPNXDY5 7.41 4.38 6.90
BAUSCH HEALTH COMPANIES INC 144A Consumer Non-Cyclical Fixed Income 44,685.03 0.03 44,685.03 BKPNQC7 24.59 5.25 4.37
DIEBOLD NIXDORF INC 144A Technology Fixed Income 44,164.38 0.03 44,164.38 nan 45.71 9.38 1.60
BUCKEYE PARTNERS LP Energy Fixed Income 43,904.05 0.03 43,904.05 BYQKXV3 7.07 4.13 4.06
SWP: OIS 1.523500 10-JAN-2032 Cash and/or Derivatives Swaps 43,851.65 0.03 -283,748.35 nan -2.54 1.52 8.18
COVANTA HOLDING CORP Capital Goods Fixed Income 43,409.43 0.03 43,409.43 nan 7.49 5.00 5.93
SERVICE PROPERTIES TRUST Reits Fixed Income 43,409.43 0.03 43,409.43 BYW0MN2 9.91 4.95 3.35
CARVANA CO 144A Consumer Cyclical Fixed Income 43,396.41 0.03 43,396.41 nan 26.00 5.88 3.56
SWP: OIS 3.139000 15-AUG-2024 Cash and/or Derivatives Swaps 43,246.26 0.03 -1,956,753.74 nan -0.60 3.14 1.35
ENTEGRIS INC 144A Technology Fixed Income 43,005.92 0.03 43,005.92 BL6FQ29 6.55 4.38 4.31
DANA INC Consumer Cyclical Fixed Income 42,511.30 0.03 42,511.30 nan 7.44 4.25 6.06
SERVICE PROPERTIES TRUST Reits Fixed Income 42,368.12 0.03 42,368.12 BFZHJZ8 9.54 4.38 5.53
E W SCRIPPS CO 144A Communications Fixed Income 42,185.90 0.03 42,185.90 BJ9NGK4 14.18 5.88 3.46
BAUSCH HEALTH COMPANIES INC 144A Consumer Non-Cyclical Fixed Income 42,172.88 0.03 42,172.88 BHTG9P5 18.78 5.75 3.42
SERVICE PROPERTIES TRUST Reits Fixed Income 41,300.79 0.03 41,300.79 BZ3CYL6 9.84 3.95 4.10
BAUSCH HEALTH COMPANIES INC (DELAW 144A Consumer Non-Cyclical Fixed Income 40,845.21 0.03 40,845.21 BFY2Z12 34.57 8.50 2.55
RACKSPACE TECHNOLOGY GLOBAL INC 144A Technology Fixed Income 40,806.17 0.03 40,806.17 nan 19.17 3.50 3.93
VIASAT INC 144A Communications Fixed Income 39,829.94 0.03 39,829.94 nan 13.86 6.50 4.05
OLYMPUS WATER US HOLDING CORP 144A Basic Industry Fixed Income 39,166.11 0.03 39,166.11 nan 11.94 6.25 4.75
SEAGATE HDD CAYMAN Technology Fixed Income 39,140.08 0.03 39,140.08 BYWV2V3 6.29 4.88 0.88
NORDSTROM INC Consumer Cyclical Fixed Income 39,048.96 0.03 39,048.96 nan 9.22 4.25 6.46
CSC HOLDINGS LLC 144A Communications Fixed Income 38,931.81 0.03 38,931.81 nan 15.83 5.00 5.65
SWP: OIS 1.319500 23-NOV-2026 Cash and/or Derivatives Swaps 38,813.33 0.03 -461,186.67 nan -1.83 1.32 3.53
CONSOLIDATED COMMUNICATIONS INC 144A Communications Fixed Income 38,528.31 0.03 38,528.31 nan 13.32 5.00 4.26
TEVA PHARMACEUTICAL FINANCE NETHER Consumer Non-Cyclical Fixed Income 37,877.49 0.03 37,877.49 nan 6.92 7.88 5.02
UNIFRAX ESCROW ISSUER CORP 144A Basic Industry Fixed Income 37,239.69 0.03 37,239.69 nan 15.27 7.50 4.60
WESTERN MIDSTREAM OPERATING LP Energy Fixed Income 37,213.66 0.03 37,213.66 nan 5.86 4.30 5.73
TELESAT CANADA 144A Communications Fixed Income 36,497.76 0.03 36,497.76 nan 26.60 5.63 2.76
BOMBARDIER INC 144A Capital Goods Fixed Income 34,493.25 0.03 34,493.25 BW55650 7.43 7.50 1.78
LUMEN TECHNOLOGIES INC 144A Communications Fixed Income 33,204.63 0.02 33,204.63 BP0WN89 20.22 5.38 4.31
OFFICE PROPERTIES INCOME TRUST Reits Fixed Income 31,968.08 0.02 31,968.08 nan 11.78 3.45 6.43
NISSAN MOTOR ACCEPTANCE CORP 144A Consumer Cyclical Fixed Income 31,395.37 0.02 31,395.37 BL656M9 6.39 2.75 4.47
WESTERN GAS PARTNERS LP Energy Fixed Income 31,148.06 0.02 31,148.06 BFXKXC4 5.85 4.75 4.62
WESTERN GAS PARTNERS LP Energy Fixed Income 30,588.35 0.02 30,588.35 nan 5.82 4.50 4.31
SWP: OIS 1.733500 28-FEB-2029 Cash and/or Derivatives Swaps 30,389.97 0.02 -324,610.03 nan -2.13 1.73 5.58
RITCHIE BROS HOLDINGS INC 144A Capital Goods Fixed Income 30,093.73 0.02 30,093.73 nan 6.91 7.75 5.91
LD HOLDINGS GROUP LLC 144A Finance Companies Fixed Income 29,794.36 0.02 29,794.36 nan 25.77 6.13 3.34
QVC INC Consumer Cyclical Fixed Income 29,677.21 0.02 29,677.21 nan 32.03 4.75 2.87
TEVA PHARMACEUTICAL FINANCE NETHER Consumer Non-Cyclical Fixed Income 29,130.53 0.02 29,130.53 nan 7.13 8.13 6.11
SWP: OIS 0.862500 30-MAR-2045 Cash and/or Derivatives Swaps 28,436.18 0.02 -51,563.82 nan -4.58 0.86 19.22
BAUSCH HEALTH COMPANIES INC 144A Consumer Non-Cyclical Fixed Income 28,258.43 0.02 28,258.43 nan 22.16 5.25 4.88
QVC INC Consumer Cyclical Fixed Income 27,815.88 0.02 27,815.88 nan 25.01 4.38 3.95
WEWORK CO INC 144A Financial Other Fixed Income 27,698.73 0.02 27,698.73 BFN22B2 42.19 7.88 1.49
WESTERN GAS PARTNERS LP Energy Fixed Income 27,034.90 0.02 27,034.90 BD2NKX0 5.73 4.65 2.93
TELESAT CANADA 144A Communications Fixed Income 26,761.56 0.02 26,761.56 nan 23.72 4.88 3.17
RACKSPACE TECHNOLOGY GLOBAL INC 144A Technology Fixed Income 26,683.46 0.02 26,683.46 nan 26.98 5.38 3.72
BAUSCH HEALTH COMPANIES INC 144A Consumer Non-Cyclical Fixed Income 22,453.15 0.02 22,453.15 BKPNQ94 29.26 5.00 3.40
BAUSCH HEALTH COMPANIES INC 144A Consumer Non-Cyclical Fixed Income 21,255.65 0.02 21,255.65 nan 25.75 5.00 4.01
SWP: OIS 3.204000 09-AUG-2024 Cash and/or Derivatives Swaps 20,180.58 0.01 -979,819.42 nan -0.58 3.20 1.33
MOHEGAN TRIBAL GAMING AUTHORITY 144A Consumer Cyclical Fixed Income 17,194.56 0.01 17,194.56 BDGL8Z8 8.26 7.88 1.37
WOLVERINE ESCROW LLC 144A Capital Goods Fixed Income 16,725.97 0.01 16,725.97 BJXCLY6 50.00 9.00 0.82
SWP: OIS 0.332500 30-JUN-2023 Cash and/or Derivatives Cash 15,424.64 0.01 -1,054,575.36 nan -0.02 0.33 0.24
SWP: OIS 2.564500 15-AUG-2029 Cash and/or Derivatives Swaps 14,354.70 0.01 -285,645.30 nan -1.96 2.56 5.90
SWP: OIS 2.640000 15-AUG-2027 Cash and/or Derivatives Swaps 11,670.39 0.01 -288,329.61 nan -1.75 2.64 4.15
SWP: OIS 3.101500 12-SEP-2029 Cash and/or Derivatives Swaps 11,495.40 0.01 -788,504.60 nan -1.78 3.10 5.88
EDISON INTERNATIONAL Electric Fixed Income 11,389.28 0.01 11,389.28 nan 7.55 8.13 4.11
RITCHIE BROS AUCTIONEERS INC 144A Capital Goods Fixed Income 11,376.26 0.01 11,376.26 nan 6.01 6.75 4.17
SWP: OIS 1.781500 28-FEB-2032 Cash and/or Derivatives Swaps 11,126.60 0.01 -88,873.40 nan -2.38 1.78 8.16
WESTERN MIDSTREAM OPERATING LP Energy Fixed Income 10,972.76 0.01 10,972.76 nan 5.83 3.35 1.73
WOLVERINE ESCROW LLC 144A Capital Goods Fixed Income 9,801.29 0.01 9,801.29 nan 50.00 8.50 0.38
SWP: OIS 3.161000 03-FEB-2030 Cash and/or Derivatives Swaps 9,085.64 0.01 -1,190,914.36 nan -1.74 3.16 6.18
MSCI INC 144A Technology Fixed Income 7,874.87 0.01 7,874.87 nan 5.61 3.88 6.51
CNX RESOURCES CORP 144A Energy Fixed Income 7,132.94 0.01 7,132.94 BJQTWF2 7.02 7.25 3.38
MSCI INC 144A Technology Fixed Income 7,080.88 0.01 7,080.88 nan 5.71 3.63 6.30
MARRIOTT OWNERSHIP RESORTS INC 144A Consumer Cyclical Fixed Income 7,015.80 0.01 7,015.80 nan 7.54 4.50 5.13
FORD MOTOR CREDIT COMPANY LLC Consumer Cyclical Fixed Income 6,430.06 0.00 6,430.06 BDDXTB0 5.38 3.81 0.74
SWP: OIS 3.279000 03-FEB-2028 Cash and/or Derivatives Swaps 6,396.38 0.00 -993,603.62 nan -1.61 3.28 4.49
ELECTRICITE DE FRANCE SA 144A Owned No Guarantee Fixed Income 6,273.87 0.00 6,273.87 BJ39SZ7 6.87 5.63 0.54
SWP: OIS 2.758000 23-AUG-2032 Cash and/or Derivatives Swaps 6,245.33 0.00 -143,754.67 nan -2.00 2.76 8.31
SWP: OIS 1.060000 18-SEP-2050 Cash and/or Derivatives Swaps 5,387.70 0.00 -9,612.30 nan -4.77 1.06 22.65
NISSAN MOTOR CO LTD 144A Consumer Cyclical Fixed Income 5,310.66 0.00 5,310.66 nan 5.83 3.52 2.31
MSCI INC 144A Technology Fixed Income 5,232.56 0.00 5,232.56 nan 5.77 3.63 7.01
EQM MIDSTREAM PARTNERS LP Energy Fixed Income 4,516.66 0.00 4,516.66 BPQDQ54 6.69 4.00 1.26
AUDACY CAPITAL CORP 144A Communications Fixed Income 4,334.43 0.00 4,334.43 BK97MV6 50.00 6.50 0.91
MSCI INC 144A Technology Fixed Income 4,256.34 0.00 4,256.34 BJVBH14 5.58 4.00 5.59
CORNERSTONE BUILDING BRANDS INC 144A Capital Goods Fixed Income 3,996.01 0.00 3,996.01 nan 13.16 6.13 4.41
AUDACY CAPITAL CORP 144A Communications Fixed Income 3,943.95 0.00 3,943.95 BNG5B40 50.00 6.75 1.17
SWP: OIS 0.874000 30-MAR-2050 Cash and/or Derivatives Swaps 3,881.85 0.00 -6,118.15 nan -5.00 0.87 22.82
SCRIPPS ESCROW II INC 144A Communications Fixed Income 3,631.55 0.00 3,631.55 nan 11.42 5.38 5.72
SWP: OIS 3.767000 13-JAN-2026 Cash and/or Derivatives Swaps 3,099.33 0.00 -1,996,900.67 nan -1.20 3.77 2.66
NEXTERA ENERGY OPERATING PARTNERS 144A Electric Fixed Income 2,395.00 0.00 2,395.00 BZ6CLN4 6.31 4.25 1.38
CHENIERE ENERGY INC Energy Fixed Income 2,355.95 0.00 2,355.95 BNMB2S3 5.71 4.63 4.69
RITE AID CORPORATION 144A Consumer Cyclical Fixed Income 2,329.92 0.00 2,329.92 nan 36.31 7.50 1.70
MSCI INC 144A Technology Fixed Income 2,238.81 0.00 2,238.81 nan 5.51 3.25 8.42
WEATHERFORD INTERNATIONAL LTD 144A Energy Fixed Income 2,173.73 0.00 2,173.73 BL2F8X8 9.00 11.00 1.46
BOOZ ALLEN HAMILTON INC 144A Industrial Other Fixed Income 1,405.76 0.00 1,405.76 BKSH2Y0 5.82 3.88 4.75
DIEBOLD NIXDORF INC 144A Technology Fixed Income 1,080.35 0.00 1,080.35 nan 50.00 8.50 1.74
SIX FLAGS THEME PARKS INC 144A Consumer Cyclical Fixed Income 1,080.35 0.00 1,080.35 BMF04Y0 6.45 7.00 2.02
BOOZ ALLEN HAMILTON INC 144A Industrial Other Fixed Income 1,041.31 0.00 1,041.31 nan 5.89 4.00 5.33
TELESAT CANADA 144A Communications Fixed Income 702.88 0.00 702.88 BKDN9P3 40.36 6.50 2.64
SWP: OIS 3.291000 10-JAN-2030 Cash and/or Derivatives Swaps 620.53 0.00 -1,499,379.47 nan -1.71 3.29 6.11
EUR CASH Cash and/or Derivatives Cash 234.29 0.00 234.29 nan 2.92 0.00 0.00
SWP: OIS 3.433000 10-JAN-2028 Cash and/or Derivatives Swaps 219.67 0.00 -699,780.33 nan -1.57 3.43 4.43
BAUSCH HEALTH COMPANIES INC 144A Consumer Non-Cyclical Fixed Income 26.03 0.00 26.03 nan 27.66 14.00 3.15
FUTURES USD MARGIN BALANCE Cash and/or Derivatives Cash Collateral and Margins -16.75 0.00 -16.75 nan 4.82 4.82 0.00
SWP: OIS 3.833000 07-FEB-2026 Cash and/or Derivatives Swaps -1,402.41 0.00 -1,001,402.41 nan -1.21 3.83 2.72
SWP: OIS 3.369500 02-DEC-2029 Cash and/or Derivatives Swaps -1,426.20 0.00 -451,426.20 nan -1.69 3.37 6.02
SWP: OIS 3.904000 27-DEC-2025 Cash and/or Derivatives Swaps -1,705.91 0.00 -1,001,705.91 nan -1.17 3.90 2.62
SWP: OIS 3.904000 02-DEC-2025 Cash and/or Derivatives Swaps -2,679.22 0.00 -3,202,679.22 nan -1.15 3.90 2.55
SWP: OIS 3.568500 27-DEC-2027 Cash and/or Derivatives Swaps -3,207.20 0.00 -603,207.20 nan -1.54 3.57 4.39
SWP: OIS 3.368500 27-DEC-2032 Cash and/or Derivatives Swaps -3,455.74 0.00 -303,455.74 nan -1.71 3.37 8.37
SWP: OIS 3.443000 22-SEP-2029 Cash and/or Derivatives Swaps -3,502.20 0.00 -503,502.20 nan -1.67 3.44 5.85
SWP: OIS 3.441500 08-FEB-2030 Cash and/or Derivatives Swaps -4,051.82 0.00 -404,051.82 nan -1.65 3.44 6.14
SWP: OIS 3.561500 22-DEC-2027 Cash and/or Derivatives Swaps -4,829.07 0.00 -1,004,829.07 nan -1.54 3.56 4.38
SWP: OIS 3.336000 08-FEB-2033 Cash and/or Derivatives Swaps -5,101.02 0.00 -505,101.02 nan -1.71 3.34 8.45
SWP: OIS 3.449000 05-JAN-2033 Cash and/or Derivatives Swaps -5,610.80 0.00 -305,610.80 nan -1.67 3.45 8.36
SWP: OIS 4.015500 05-JAN-2026 Cash and/or Derivatives Swaps -7,768.28 -0.01 -1,507,768.28 nan -1.16 4.02 2.63
SWP: OIS 4.222500 01-NOV-2025 Cash and/or Derivatives Swaps -9,235.75 -0.01 -1,009,235.75 nan -1.09 4.22 2.47
SWP: OIS 3.440000 27-DEC-2029 Cash and/or Derivatives Swaps -10,860.54 -0.01 -1,310,860.54 nan -1.66 3.44 6.06
SWP: OIS 4.026000 10-FEB-2026 Cash and/or Derivatives Swaps -13,901.04 -0.01 -2,013,901.04 nan -1.18 4.03 2.72
SWP: OIS 4.466500 09-NOV-2025 Cash and/or Derivatives Swaps -24,483.14 -0.02 -1,524,483.14 nan -1.06 4.47 2.48
USD CASH Cash and/or Derivatives Cash -441,709.87 -0.32 -441,709.87 nan 4.82 0.00 0.00
DERIV USD BALANCE WITH R73215 LCH Cash and/or Derivatives Cash Collateral and Margins -2,448,983.01 -1.79 -2,448,983.01 nan 4.82 4.82 0.00
DERIV USD BALANCE WITH R73215 CME Cash and/or Derivatives Cash Collateral and Margins -7,276,719.51 -5.33 -7,276,719.51 nan 4.82 4.82 0.00
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