1 | 5 Year Treasury Note Future Dec 24 | N/A | 3.06% | 39,400,000 |
2 | U S Treasury Repo | N/A | 2.31% | 32,100,000 |
3 | Offset: Cash | N/A | 1.61% | 0 |
4 | Cdx Hy43 5y Ice | N/A | 1.28% | 16,600,000 |
5 | U S Treasury Repo | N/A | 0.72% | 10,000,000 |
6 | Directv Financing LLC/Directv Financing Co-Obligor Inc. 5.875% | N/A | 0.62% | 8,807,000 |
|
7 | Venture Global LNG Inc. 9.5% | N/A | 0.51% | 6,367,000 |
8 | AAdvantage Loyalty IP Ltd/ American Airlines Inc 5.75% | N/A | 0.50% | 6,934,000 |
9 | Cash Collateral Ice Wfs Usd | N/A | 0.46% | 6,451,000 |
10 | DISH Network Corporation 11.75% | N/A | 0.46% | 6,046,000 |
11 | Carnival Corporation 5.75% | N/A | 0.44% | 6,136,000 |
12 | Prime Healthcare Services Inc 9.375% | N/A | 0.42% | 5,748,000 |
13 | Medline Borrower LP 3.875% | N/A | 0.41% | 6,081,000 |
14 | Tibco Software Inc 6.5% | N/A | 0.41% | 5,875,000 |
15 | CCO Holdings, LLC/ CCO Holdings Capital Corp. 5.125% | N/A | 0.40% | 5,643,000 |
16 | Venture Global LNG Inc. 8.125% | N/A | 0.39% | 5,194,000 |
17 | 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc. 4.375% | N/A | 0.38% | 5,449,000 |
18 | DISH DBS Corporation 5.25% | N/A | 0.38% | 5,812,000 |
19 | MidCap Financial Issuer Trust 6.5% | N/A | 0.38% | 5,481,000 |
20 | Allegiant Travel Company 7.25% | N/A | 0.37% | 5,126,000 |
21 | Cdx Hy36 5y Ice | N/A | 0.37% | 4,800,000 |
22 | Uniti Group LP/Uniti Fiber Holdings Inc/Uniti Group Finance 2019 Inc/CSL Ca | N/A | 0.37% | 4,816,000 |
23 | Nationstar Mortgage LLC 6.5% | N/A | 0.36% | 4,943,000 |
24 | Neptune BidCo US Inc. 9.29% | N/A | 0.36% | 5,290,000 |
25 | TransDigm, Inc. 6.375% | N/A | 0.36% | 4,950,000 |
26 | Nesco Holdings II Incorporated 5.5% | N/A | 0.35% | 5,383,000 |
27 | Rocket Mortgage Llc / Rocket Mortgage Co-Issuer Incorporated 2.875% | N/A | 0.35% | 5,106,000 |
28 | CCO Holdings, LLC/ CCO Holdings Capital Corp. 5% | N/A | 0.34% | 4,859,000 |
29 | Mauser Packaging Solutions Holding Co. 7.875% | N/A | 0.34% | 4,561,000 |
30 | New Fortress Energy Sr Secured Priv | N/A | 0.34% | 4,789,608 |
31 | Rakuten Group Inc. 11.25% | N/A | 0.34% | 4,337,000 |
32 | TransDigm, Inc. 5.5% | N/A | 0.34% | 4,724,000 |
33 | Connect Finco SARL/Connect US Finco LLC 9% | N/A | 0.33% | 4,844,000 |
34 | Community Health Systems Incorporated 5.625% | N/A | 0.32% | 4,572,000 |
35 | Western Digital Corp. 4.75% | N/A | 0.32% | 4,540,000 |
36 | Ladder Capital Finance Holdings LLLP/ Ladder Capital Finance Corp. 4.25% | N/A | 0.31% | 4,421,000 |
37 | Mauser Packaging Solutions Holding Co. 9.25% | N/A | 0.31% | 4,193,000 |
38 | Viridien 8.75% | N/A | 0.31% | 4,387,000 |
39 | Altice France S.A 8.125% | N/A | 0.30% | 4,890,000 |
40 | Aston Martin Capital Holdings Ltd. 10% | N/A | 0.30% | 4,334,000 |
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41 | Bausch Plus Lomb Corp. 8.375% | N/A | 0.30% | 4,006,000 |
42 | DISH DBS Corporation 5.875% | N/A | 0.30% | 4,138,000 |
43 | Kraken Oil & Gas Partners LLC 7.625% | N/A | 0.30% | 4,195,000 |
44 | OneMain Financial Corporation 7.125% | N/A | 0.30% | 4,134,000 |
45 | Rakuten Group Inc. 9.75% | N/A | 0.30% | 3,891,000 |
46 | AHEAD DB Holdings LLC 6.625% | N/A | 0.29% | 4,210,000 |
47 | Cargo Aircraft Management Inc 4.75% | N/A | 0.29% | 4,255,000 |
48 | GoEasy Limited 9.25% | N/A | 0.29% | 3,760,000 |
49 | JetBlue Airways Corp. / JetBlue Loyalty LP 9.875% | N/A | 0.29% | 3,852,000 |
50 | TransDigm, Inc. 6.75% | N/A | 0.29% | 3,967,000 |