Mga Batayang Estadistika
| Nilai Portofolio | $ 946,540,761 |
| Posisi Saat Ini | 553 |
Kepemilikan Terbaru, Kinerja, AUM (dari 13F, 13D)
Invesco Dynamic Credit Opportunities Fund telah mengungkapkan total kepemilikan 553 dalam pengajuan SEC terbaru mereka. Nilai portofolio terbaru dihitung sebesar $ 946,540,761 USD. Aset yang Dikelola (AUM) sebenarnya adalah nilai ini ditambah kas (yang tidak diungkapkan). Aset-aset utama Invesco Dynamic Credit Opportunities Fund adalah Nobina AB (SE:NOBINA) , Newday Bondco PLC (GB:XS1554448867) , Fieldwood Energy LLC, First Lien Term Loan (US:US31659HAQ48) , INDIGOCYAN Midco Ltd., Term Loan B (JE:INDICY) , and Intelsat Jackson Holdings S.A. 2017 Term Loan B3 (LU:XAL5137LAF21) . Posisi baru Invesco Dynamic Credit Opportunities Fund meliputi: Newday Bondco PLC (GB:XS1554448867) , Fieldwood Energy LLC, First Lien Term Loan (US:US31659HAQ48) , INDIGOCYAN Midco Ltd., Term Loan B (JE:INDICY) , Intelsat Jackson Holdings S.A. 2017 Term Loan B3 (LU:XAL5137LAF21) , and IWH UK Midco Ltd., Term Loan B (GB:IWHMID) .
Peningkatan Tertinggi Kuartal Ini
Kami menggunakan perubahan dalam alokasi portofolio karena ini adalah metrik yang paling bermakna. Perubahan dapat disebabkan oleh perdagangan atau perubahan harga saham.
| Keamanan | Saham (MM) |
Nilai (Juta Dolar AS) |
Portfolio % | ΔPorsyento ng Portfolio |
|---|---|---|---|---|
| 7.63 | 0.8797 | 0.8797 | ||
| 5.10 | 0.5877 | 0.5877 | ||
| 0.14 | 4.86 | 0.5603 | 0.5593 | |
| 4.33 | 0.4990 | 0.4990 | ||
| 4.22 | 0.4871 | 0.4871 | ||
| 3.90 | 0.4497 | 0.4497 | ||
| 3.53 | 0.4069 | 0.4069 | ||
| 3.49 | 0.4027 | 0.4027 | ||
| 3.44 | 0.3965 | 0.3965 | ||
| 3.54 | 0.4085 | 0.3916 |
Penurunan Tertinggi Kuartal Ini
Kami menggunakan perubahan dalam alokasi portofolio karena ini adalah metrik yang paling bermakna. Perubahan dapat disebabkan oleh perdagangan atau perubahan harga saham.
| Keamanan | Saham (MM) |
Nilai (Juta Dolar AS) |
Portfolio % | ΔPorsyento ng Portfolio |
|---|---|---|---|---|
| -0.49 | -0.0566 | -2.5723 | ||
| -0.47 | -0.0546 | -2.5703 | ||
| -0.41 | -0.0468 | -2.5625 | ||
| -0.24 | -0.0272 | -2.5429 | ||
| -0.18 | -0.0205 | -2.5362 | ||
| -0.18 | -0.0204 | -2.5362 | ||
| -0.17 | -0.0198 | -2.5356 | ||
| -0.09 | -0.0099 | -2.5257 | ||
| -0.02 | -0.0025 | -2.5182 | ||
| -0.02 | -0.0018 | -2.5175 |
Pengajuan 13F dan Dana
Formulir ini diajukan pada 2021-11-01 untuk periode pelaporan 2021-08-31. Klik ikon tautan untuk melihat riwayat transaksi selengkapnya.
Tingkatkan ke versi premium untuk membuka data premium dan ekspor ke Excel. 
.
2022-07-28: Catatan Penting - Kami telah mengubah cara perhitungan kolom Δ Portfolio % pada tabel ini. Sebelumnya, kami melaporkannya sebagai persentase perubahan dalam alokasi portofolio. Sekarang kami melaporkannya sebagai perubahan mentah dalam alokasi portofolio (tetap dilaporkan sebagai persentase). Dalam rumus, sebelumnya kami melaporkannya sebagai 100 * (alokasi saat ini - alokasi sebelumnya) / alokasi sebelumnya. Sekarang kami melaporkannya sebagai (alokasi saat ini - alokasi sebelumnya).
| Keamanan | Ketik | Harga Saham Rata-rata | Saham (MM) |
ΔSaham (%) |
ΔSaham (%) |
Nilai ($MM) |
Portpolyo (%) |
ΔPortofolio (%) |
|
|---|---|---|---|---|---|---|---|---|---|
| NOBINA / Nobina AB | 3.43 | 0.00 | 31.48 | -8.70 | 3.6315 | -0.4513 | |||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | 17.18 | -49.03 | 1.9816 | -0.5341 | |||||
| XS1554448867 / Newday Bondco PLC | 15.27 | -2.91 | 1.7616 | -0.1006 | |||||
| Zeus Bidco Ltd., Term Loan / LON (N/A) | 13.27 | -60.62 | 1.5311 | -0.9846 | |||||
| Parques Reunidos, Incremental Term Loan B-2 / LON (N/A) | 11.12 | -67.00 | 1.2832 | -1.2325 | |||||
| USF S&H Holdco LLC, Term Loan B / LON (N/A) | 11.05 | -67.23 | 1.2742 | -1.2416 | |||||
| US31659HAQ48 / Fieldwood Energy LLC, First Lien Term Loan | 10.75 | 23.23 | 1.2399 | 0.2071 | |||||
| INDICY / INDIGOCYAN Midco Ltd., Term Loan B | 10.59 | -2.05 | 1.2216 | -0.0586 | |||||
| XAL5137LAF21 / Intelsat Jackson Holdings S.A. 2017 Term Loan B3 | 10.37 | 16.63 | 1.1960 | 0.1433 | |||||
| NAS LLC, Term Loan / LON (N/A) | 9.08 | -73.07 | 1.0472 | -1.4685 | |||||
| Hilding Anders AB, Term Loan B / LON (N/A) | 8.90 | -73.60 | 1.0267 | -1.4891 | |||||
| IWHMID / IWH UK Midco Ltd., Term Loan B | 8.84 | -2.53 | 1.0203 | -0.0541 | |||||
| BLOCKERCO / EC (N/A) | 0.01 | -99.78 | 8.68 | -74.24 | 1.0018 | -1.5140 | |||
| Prophylaxis B.V., Term Loan A / LON (N/A) | 7.88 | -76.63 | 0.9087 | -1.6071 | |||||
| US60945HAB06 / MONITRONICS INTERNATIONAL INC | 7.76 | -0.72 | 0.8949 | -0.0303 | |||||
| XS2370619699 / Very Group Funding Plc/The | 7.63 | 0.8797 | 0.8797 | ||||||
| Keter Group B.V., Term Loan B-1 / LON (N/A) | 7.53 | -77.65 | 0.8689 | -1.6468 | |||||
| XS1649046957 / AnaCap Financial Europe S.A. SICAV-RAIF | 7.39 | 15.78 | 0.8530 | 0.0968 | |||||
| Duran Group, Term Loan B-3 / LON (N/A) | 6.94 | -79.42 | 0.8001 | -1.7156 | |||||
| US71659MAH97 / Petroleum GEO-Services ASA, Term Loan | 6.89 | 0.41 | 0.7944 | -0.0176 | |||||
| BALY / Bally's Corporation | 0.13 | 0.00 | 6.74 | -13.42 | 0.7775 | -0.1443 | |||
| B&B Hotels SAS, Term Loan B-3-A / LON (N/A) | 6.58 | -80.48 | 0.7591 | -1.7567 | |||||
| Kantar, Term Loan B / LON (N/A) | 6.43 | -80.92 | 0.7420 | -1.7737 | |||||
| US68404XAB29 / Optiv, Inc., Term Loan | 6.40 | 2.65 | 0.7381 | -0.0000 | |||||
| XS2021486035 / Travelodge Hotels Ltd. | 6.29 | -1.93 | 0.7254 | -0.0339 | |||||
| XS2326498289 / Douglas GmbH | 6.27 | -2.84 | 0.7234 | -0.0408 | |||||
| Perstorp Holding AB, Term Loan B / LON (N/A) | 6.26 | -81.42 | 0.7223 | -1.7934 | |||||
| US18452RAD70 / Clear Channel Outdoor Holdings, Inc. Term Loan B | 6.04 | 0.48 | 0.6964 | -0.0149 | |||||
| FORGTL / F-Brasile SpA / F-Brasile US LLC | 5.94 | 1.23 | 0.6850 | -0.0096 | |||||
| US60945LAS43 / Monitronics International Inc. Term Loan B2 | 5.90 | -82.49 | 0.6808 | -1.8349 | |||||
| US76857MAK18 / Riverbed Technology, Inc. TL | 5.82 | -6.40 | 0.6710 | -0.0649 | |||||
| US54142KAD37 / LOGMEIN INC TERM LOAN | 5.65 | -0.60 | 0.6523 | -0.0212 | |||||
| QuarterNorth Energy, Inc. / LON (N/A) | 0.01 | -99.79 | 5.55 | -83.53 | 0.6404 | -1.8753 | |||
| Colouroz Investment LLC, Term Loan / LON (N/A) | 5.47 | -83.77 | 0.6310 | -1.8848 | |||||
| US07014QAM33 / Great Outdoors Group, LLC 2021 Term Loan B | 5.36 | 2.21 | 0.6184 | -0.0027 | |||||
| XS2250154817 / Garfunkelux Holdco 3 S.A. | 5.15 | -3.27 | 0.5937 | -0.0363 | |||||
| eTraveli Group Holding AB, Term Loan B-1 / LON (N/A) | 5.11 | -84.83 | 0.5898 | -1.9259 | |||||
| US15134NAF33 / BANK LOAN NOTE | 5.10 | 0.5877 | 0.5877 | ||||||
| XAG9341JAP57 / Veritas US Inc 2021 EUR Term Loan B | 5.06 | 0.18 | 0.5840 | -0.0143 | |||||
| XS2250154148 / Garfunkelux Holdco 3 SA | 5.04 | -2.63 | 0.5815 | -0.0315 | |||||
| VST / Vistra Corp. | 0.26 | 0.00 | 5.02 | 18.06 | 0.5786 | 0.0756 | |||
| 979UVH901 / IAP Worldwide Services | 0.00 | 0.00 | 4.99 | -4.20 | 0.5762 | -0.0411 | |||
| IHRT / iHeartMedia, Inc. | 0.20 | 0.00 | 4.93 | 7.22 | 0.5690 | 0.0242 | |||
| CRC / California Resources Corporation | 0.14 | 10,349.48 | 4.86 | 60,612.50 | 0.5603 | 0.5593 | |||
| Brush, Term Loan / LON (N/A) | 4.85 | -85.60 | 0.5599 | -1.9558 | |||||
| Brush, Term Loan / LON (N/A) | 4.84 | -85.63 | 0.5589 | -1.9569 | |||||
| US84850XAK81 / Spin Holdco Inc., Term Loan | 4.82 | -15.93 | 0.5558 | -0.1228 | |||||
| US57777YAB20 / MAVIS TIRE TERM 1LN 05/04/2028 | 4.72 | 38.99 | 0.5440 | 0.1423 | |||||
| US04350TAC80 / Ascend Performance Materials Operations LLC 2021 Term Loan B | 4.68 | -0.32 | 0.5394 | -0.0160 | |||||
| US38750BAB36 / Granite Generation, LLC | 4.40 | -4.16 | 0.5070 | -0.0360 | |||||
| US58063DAC74 / McGraw-Hill Global Education Holdings, LLC 2021 Term Loan | 4.33 | 0.4990 | 0.4990 | ||||||
| US02376CBJ36 / AAdvantage Loyalty IP Ltd. 2021 Term Loan | 4.24 | -0.09 | 0.4890 | -0.0134 | |||||
| Acacium Group, Term Loan / LON (N/A) | 4.24 | -87.43 | 0.4888 | -2.0269 | |||||
| My Alarm Center LLC, Class A / EC (N/A) | 0.03 | -99.38 | 4.24 | -87.44 | 0.4886 | -2.0271 | |||
| US73108RAC25 / Polaris Newco LLC | 4.22 | 0.4871 | 0.4871 | ||||||
| BrightPet, Term Loan B / LON (N/A) | 4.21 | -87.52 | 0.4852 | -2.0305 | |||||
| US55910RAB96 / MCAFEE LLC 2021 USD TERM LOAN B | 4.20 | 33.61 | 0.4848 | 0.1124 | |||||
| XS1716821936 / Haya Finance 2017 S.A. | 4.16 | 2.04 | 0.4796 | -0.0028 | |||||
| Keter Group B.V., Term Loan B-3 / LON (N/A) | 4.12 | -87.77 | 0.4757 | -2.0401 | |||||
| BCA Marketplace, Second Lien Term Loan B / LON (N/A) | 4.02 | -88.08 | 0.4636 | -2.0521 | |||||
| US05875CAB00 / TWIN RIVER WORLDWIDE HLDGS INC | 3.90 | 0.4497 | 0.4497 | ||||||
| US03028BAB36 / American Trailer World Corp., Term Loan B | 3.89 | 320.06 | 0.4492 | 0.3394 | |||||
| XA87951YAU57 / Telesat Canada Term Loan B5 | 3.88 | -3.38 | 0.4481 | -0.0278 | |||||
| Valeo Foods (Jersey) Ltd., Term Loan B / LON (N/A) | 3.87 | -88.53 | 0.4461 | -2.0697 | |||||
| US74364NAE40 / Protect America, Revolver Loan | 3.86 | -2.11 | 0.4448 | -0.0217 | |||||
| HNVR Holdco Ltd., Term Loan B / LON (BL2554998) | 3.82 | 340.25 | 0.4403 | 0.3495 | |||||
| XS2340137426 / Herens Midco Sarl | 3.81 | -5.34 | 0.4394 | -0.0371 | |||||
| US97381JAE38 / Windstream Services, LLC 2020 Exit Term Loan B | 3.69 | 36.96 | 0.4254 | 0.1066 | |||||
| US27943UAK25 / EDELMAN FINANCIAL CENTER LLC 2021 TERM LOAN B | 3.68 | -11.97 | 0.4242 | -0.0704 | |||||
| US63229BAD01 / Natel Engineering Co., Inc., Term Loan | 3.66 | 0.77 | 0.4217 | -0.0079 | |||||
| Speedster Bidco GmbH, Second Lien Term Loan / LON (N/A) | 3.65 | -89.17 | 0.4212 | -2.0946 | |||||
| US43455JAT51 / Hoffmaster Group, Inc., Term Loan B-1 | 3.62 | -2.74 | 0.4174 | -0.0230 | |||||
| Lonza Solutions, Term Loan B / LON (N/A) | 3.56 | -89.44 | 0.4106 | -2.1051 | |||||
| Colouroz Investment LLC, First Lien Term Loan B-2 / LON (BL2361295) | 3.54 | 2,099.38 | 0.4085 | 0.3916 | |||||
| US57767XAA81 / Mav Acquisition Corp | 3.53 | 0.4069 | 0.4069 | ||||||
| Xella, Term Loan B-4 / LON (N/A) | 3.52 | -89.55 | 0.4063 | -2.1095 | |||||
| Valeo Foods (Jersey) Ltd., Term Loan B / LON (BL3644459) | 3.49 | 0.4027 | 0.4027 | ||||||
| US10620UAB89 / Brazos Delaware II, LLC, Term Loan | 3.44 | 21.62 | 0.3965 | 0.0620 | |||||
| Oberthur Technologies of America Corp., Term Loan B / LON (BL3580604) | 3.44 | 0.3965 | 0.3965 | ||||||
| XAL2968EAE22 / Endo Luxembourg Finance Co I Sarl | 3.43 | -0.78 | 0.3957 | -0.0136 | |||||
| Duran Group, Term Loan B-2 / LON (N/A) | 3.41 | -89.89 | 0.3929 | -2.1228 | |||||
| XS1577952283 / ALTICE FINCO SA ALTICE 4 3/4 01/15/28 | 3.38 | -3.93 | 0.3896 | -0.0267 | |||||
| US55292HAB96 / MLN US Holdco LLC, Term Loan B | 3.35 | 1.98 | 0.3861 | -0.0025 | |||||
| US26812CAE66 / Dynasty Acquisition Co Inc | 3.35 | 0.18 | 0.3859 | -0.0095 | |||||
| McDermott International Ltd., Term Loan / LON (N/A) | 3.26 | -90.34 | 0.3756 | -2.1401 | |||||
| US53226GAG64 / Lightstone Holdco LLC, Term Loan B | 3.23 | -6.57 | 0.3726 | -0.0367 | |||||
| G2903JAD7 / 2018 GBP TERM LOAN B | 3.19 | -25.61 | 0.3683 | 0.0083 | |||||
| Ethypharm, Term Loan B / LON (N/A) | 3.11 | -90.78 | 0.3586 | -2.1571 | |||||
| IRIS Bidco GMBH, Term Loan B / LON (N/A) | 3.08 | -90.87 | 0.3552 | -2.1605 | |||||
| US81753HAG65 / Serta Simmons Bedding, LLC 2020 Super Priority Second Out Term Loan | 3.07 | -0.52 | 0.3546 | -0.0113 | |||||
| B&B Hotels SAS, Incremental Term Loan / LON (N/A) | 3.07 | -90.89 | 0.3544 | -2.1614 | |||||
| Y0271K100 / Aqua Drill International LLC | 0.09 | 3.07 | 0.3543 | 0.3543 | |||||
| XAD9000BAB80 / Vertical Midco GmbH USD Term Loan B | 3.06 | -0.68 | 0.3534 | -0.0118 | |||||
| US87264NAB38 / Eastern Power, LLC, Term Loan | 3.06 | 22.77 | 0.3533 | 0.0580 | |||||
| Vue International Bidco PLC, Term Loan B-1 / LON (N/A) | 3.06 | -90.93 | 0.3528 | -2.1629 | |||||
| Tackle Group S.a.r.l., Term Loan B / LON (BL3613744) | 3.06 | 0.3524 | 0.3524 | ||||||
| Fieldwood Energy LLC, DIP Term Loan / LON (N/A) | 3.05 | -90.96 | 0.3516 | -2.1641 | |||||
| IMAMED / Invictus Media S.L.U., Term Loan B-1 | 3.04 | 5.80 | 0.3511 | 0.0104 | |||||
| XAX6000CAB08 / AMER SPORTS OYJ EUR TERM LOAN B | 3.02 | -2.89 | 0.3483 | -0.0198 | |||||
| Camelia Bidco Ltd., Term Loan B-1 / LON (N/A) | 3.00 | -91.10 | 0.3462 | -2.1695 | |||||
| TMF Group Holdco B.V., Incremental Second Lien Term Loan / LON (N/A) | 2.98 | -91.16 | 0.3437 | -2.1720 | |||||
| CEP IV Investment 16 S.a.r.l., Term Loan B / LON (N/A) | 2.98 | -91.17 | 0.3432 | -2.1725 | |||||
| US25277LAA44 / Diamond Sports Group LLC / Diamond Sports Finance Co | 2.94 | -53.07 | 0.3392 | -0.4025 | |||||
| US64127UAX54 / Neustar, Inc., Term Loan B-4 | 2.93 | 1.42 | 0.3376 | -0.0040 | |||||
| Prophylaxis B.V., Term Loan B / LON (N/A) | 2.90 | -91.41 | 0.3341 | -2.1816 | |||||
| US01881UAH86 / Alliant Holdings Intermediate LLC | 2.88 | -26.06 | 0.3323 | -0.1289 | |||||
| US45674PAD69 / NIELSEN CONSUMER INC 2021 EUR TERM LOAN B | 2.88 | -3.23 | 0.3323 | -0.0201 | |||||
| US74338UAE10 / Project Leopard Holdings, Inc., Term Loan | 2.88 | -0.14 | 0.3320 | -0.0093 | |||||
| US96289EAG44 / Wheel Pros, LLC 2021 Term Loan | 2.87 | 11.50 | 0.3310 | 0.0263 | |||||
| US21031HAC51 / Constant Contact, Inc. TL | 2.83 | -0.32 | 0.3260 | -0.0097 | |||||
| US43110HAC34 / Highline Aftermarket Acquisition LLC, First Lien Term Loan | 2.76 | -0.18 | 0.3188 | -0.0090 | |||||
| Imagina Media Audiovisual S.A., Term Loan A / LON (N/A) | 2.71 | -91.95 | 0.3131 | -2.2026 | |||||
| US00169QAF63 / GLOBAL MEDICAL RESPONSE INC 2020 TERM LOAN B | 2.71 | -0.29 | 0.3124 | -0.0092 | |||||
| US42727CAC10 / Heritage Power, LLC, Term Loan B | 2.66 | -12.64 | 0.3069 | -0.0536 | |||||
| CORDA / CVC CORDATUS LOAN FUND XIV DAC | 2.64 | -2.15 | 0.3046 | -0.0149 | |||||
| US05278HAB24 / Autokiniton US Holdings Inc | 2.62 | 2.26 | 0.3024 | -0.0011 | |||||
| 34634FAB5 / Form Technologies LLC | 2.60 | -0.19 | 0.2998 | -0.0086 | |||||
| XAR7809EAB47 / Silk Bidco AS EUR Term Loan B | 2.60 | -4.34 | 0.2998 | -0.0218 | |||||
| US90470RAC60 / Unified Physician Management, LLC 2020 Term Loan | 2.59 | 54.07 | 0.2989 | 0.0998 | |||||
| US25277BAB45 / Diamond Sports Group, LLC Term Loan | 2.54 | 2,722.22 | 0.2930 | 0.2835 | |||||
| NAC Aviation 8 Ltd., Term Loan / LON (N/A) | 2.53 | -92.48 | 0.2924 | -2.2233 | |||||
| XAQ5642FAE15 / Ventia Deco LLC, Term Loan B | 2.48 | -0.08 | 0.2862 | -0.0078 | |||||
| Kantar, Revolver Loan / LON (N/A) | 2.48 | -92.65 | 0.2860 | -2.2298 | |||||
| B&B Hotels SAS, Second Lien Term Loan / LON (N/A) | 2.47 | -92.66 | 0.2854 | -2.2303 | |||||
| US19633FAF80 / Colorado Buyer, Inc., Incremental Term Loan | 2.46 | 1.15 | 0.2834 | -0.0042 | |||||
| US49865NAU46 / Klockner Pentaplast of America, Inc., Term Loan B | 2.45 | -2.28 | 0.2822 | -0.0142 | |||||
| Invictus Media S.L.U., Second Lien Term Loan / LON (N/A) | 2.43 | -92.78 | 0.2807 | -2.2351 | |||||
| XS2308746119 / Jubilee CDO B.V., Series 2018-21A, Class ER | 2.40 | -2.72 | 0.2766 | -0.0152 | |||||
| US76150KAB98 / Revint Intermediate II, LLC 2020 Term Loan B | 2.38 | -0.34 | 0.2741 | -0.0082 | |||||
| US57723CAP41 / Mattress Firm Inc 2020 Term Loan B | 2.34 | -2.41 | 0.2705 | -0.0139 | |||||
| Sisaho international, Term Loan B / LON (BL3676642) | 2.34 | 0.2697 | 0.2697 | ||||||
| XS2300341091 / BOSPHORUS CLO VI DAC BOPHO 6A E | 2.29 | -2.67 | 0.2645 | -0.0145 | |||||
| US59909TAC80 / Milano Acqusition/DXC State & Local HHS First-lien Term Loan 400 2027-08-03 | 2.29 | -46.78 | 0.2645 | -0.2455 | |||||
| US00769EAY68 / ADVANTAGE SALES and MARKETING TERM B 1LN 10/28/2027 | 2.28 | -0.31 | 0.2628 | -0.0078 | |||||
| XS2126168264 / Avoca CLO | 2.26 | -2.54 | 0.2610 | -0.0138 | |||||
| Perstorp Holding AB, Term Loan B / LON (N/A) | 2.26 | -93.29 | 0.2610 | -2.2547 | |||||
| US63909UAB98 / Nautilus Power, Term Loan | 2.25 | -11.17 | 0.2596 | -0.0403 | |||||
| US00488PAL94 / Acrisure LLC | 2.24 | -0.80 | 0.2582 | -0.0089 | |||||
| US57767EAE23 / Mavenir Systems, Inc. 2021 Term Loan B | 2.23 | 0.2576 | 0.2576 | ||||||
| XAL5137LAH86 / Intelsat Jackson Holdings SA | 2.23 | 0.04 | 0.2568 | -0.0066 | |||||
| CRH Europe Distribution, Term Loan B / LON (N/A) | 2.15 | -93.62 | 0.2482 | -2.2675 | |||||
| US45567YAL92 / MH Sub I, LLC 2020 Incremental Term Loan | 2.14 | -13.48 | 0.2472 | -0.0461 | |||||
| XS2369021022 / Ideal Standard International S.A. | 2.11 | 0.2429 | 0.2429 | ||||||
| WowMidco S.A.S., Term Loan / LON (N/A) | 2.10 | -93.76 | 0.2427 | -2.2731 | |||||
| US74339RAC16 / Project Accelerate Parent, LLC 1st Lien Term Loan | 2.07 | -0.38 | 0.2390 | -0.0073 | |||||
| US71360HAG20 / PERATON HOLDING CORP 2ND LIEN TERM LOAN B1 | 2.06 | -0.96 | 0.2381 | -0.0087 | |||||
| XS2366277213 / APCOA Parking Holdings GmbH | 2.02 | 0.2333 | 0.2333 | ||||||
| XAD8354KAE64 / AI PLEX AcquiCo GmbH, Term Loan | 2.02 | -3.21 | 0.2330 | -0.0141 | |||||
| US78638JAB08 / Safe Fleet Holdings LLC, First Lien Term Loan | 1.99 | -0.40 | 0.2299 | -0.0071 | |||||
| Eagle Midco Ltd., Term Loan / LON (N/A) | 1.99 | -94.09 | 0.2299 | -2.2858 | |||||
| US95075EAC30 / Werner FinCo L.P., Term Loan | 1.98 | -0.50 | 0.2283 | -0.0072 | |||||
| US053499AL36 / Avaya Inc | 1.98 | -10.58 | 0.2282 | -0.0337 | |||||
| US74274XAC56 / Sandvine Corporation 2018 1st Lien Term Loan | 1.94 | 0.10 | 0.2236 | -0.0057 | |||||
| US73108RAD08 / Solera, LLC, Term Loan B | 1.93 | 0.2226 | 0.2226 | ||||||
| US22834KAD37 / Crown Finance US, Inc. 2019 Incremental Term Loan | 1.92 | -10.46 | 0.2212 | -0.0323 | |||||
| US84857HAW07 / Spirit Aerosystems, Inc. 2020 Term Loan B | 1.84 | -0.33 | 0.2120 | -0.0063 | |||||
| US83066YAB83 / SKILLSOFT (US NE 06/30/28 | 1.83 | 0.2116 | 0.2116 | ||||||
| Dedalus Finance GmbH / LON (BL3638667) | 1.83 | 0.2112 | 0.2112 | ||||||
| Invictus Media S.L.U., Term Loan B-2 / LON (N/A) | 1.82 | -94.59 | 0.2103 | -2.3054 | |||||
| US76857MAM73 / RIVERBED TECHNOLOGY INC TL 6.5 | 1.82 | -0.22 | 0.2099 | -0.0060 | |||||
| US97382WAA18 / Windstream Escrow LLC / Windstream Escrow Finance Corp | 1.82 | 1.11 | 0.2098 | -0.0032 | |||||
| US00900YAE68 / Aimbridge Acquisition Co Inc | 1.82 | 6.89 | 0.2095 | 0.0083 | |||||
| US26812CAF32 / Standard Aero Ltd | 1.80 | 0.11 | 0.2073 | -0.0051 | |||||
| ATGE / Adtalem Global Education Inc. | 1.79 | 0.73 | 0.2062 | -0.0039 | |||||
| US12650JAR77 / CT Technologies Intermediate Holdings, Inc. 2021 Term Loan B | 1.78 | 0.2050 | 0.2050 | ||||||
| XAL5582BAV98 / ION Trading Finance Limited 2021 USD Term Loan | 1.77 | 32.34 | 0.2045 | 0.0459 | |||||
| W.R. Grace & Co. / LON (N/A) | 1.73 | -94.86 | 0.1998 | -2.3159 | |||||
| XS2351481028 / Deuce Finco Plc | 1.73 | 0.1993 | 0.1993 | ||||||
| US12656UAB17 / NIC Acquisition Corp., Term Loan | 1.70 | -0.18 | 0.1956 | -0.0055 | |||||
| Biscuit International, Term Loan / LON (N/A) | 1.69 | -94.97 | 0.1954 | -2.3203 | |||||
| US65251XAU00 / NewStar Berkeley Fund CLO LLC, Series 2016-1A, Class DR | 1.69 | 0.12 | 0.1945 | -0.0050 | |||||
| US22860EAE23 / SUBCOM TERM B 1LN 04/20/2027 | 1.68 | -6.27 | 0.1932 | -0.0183 | |||||
| USF S&H Holdco LLC, Term Loan A / LON (N/A) | 1.67 | -95.05 | 0.1923 | -2.3234 | |||||
| US16125TAJ16 / Charter NEX US, Inc. 2021 Term Loan | 1.66 | 0.1920 | 0.1920 | ||||||
| US90343TAS24 / U.S. TelePacific Corp., Term Loan | 1.64 | -1.85 | 0.1893 | -0.0087 | |||||
| US28228PAA93 / eG Global Finance PLC | 1.64 | 0.37 | 0.1889 | -0.0042 | |||||
| D6001BAJ6 / Nidda Healthcare Holding AG, Term Loan F | 1.63 | -3.32 | 0.1880 | -0.0115 | |||||
| Parques Reunidos, Term Loan B-1 / LON (N/A) | 1.63 | -95.18 | 0.1876 | -2.3281 | |||||
| US45321NAB29 / Imperva, Inc., Second Lien Term Loan | 1.62 | 40.78 | 0.1869 | 0.0506 | |||||
| WebPros, Term Loan / LON (BL3364090) | 1.60 | -4.94 | 0.1842 | 0.0083 | |||||
| Oberthur Technologies of America Corp., Term Loan B / LON (N/A) | 1.59 | -95.28 | 0.1835 | -2.3323 | |||||
| US44920JAM53 / IAP Worldwide Services, Second Lien Term Loan | 1.59 | -0.31 | 0.1829 | -0.0054 | |||||
| US48114NAB73 / BANK LOAN NOTE | 1.58 | -0.06 | 0.1819 | -0.0049 | |||||
| US40435YAB20 / Patriot Container Corp., First Lien Term Loan | 1.57 | 0.00 | 0.1814 | -0.0048 | |||||
| N0914PAB0 / BCPE Max Dutch Bidco B.V. (3-Month EURIBOR plus 475 bps) | 1.57 | -3.39 | 0.1807 | -0.0112 | |||||
| US71911KAC80 / PAREXEL INTERNATIONAL CORP | 1.56 | 0.1796 | 0.1796 | ||||||
| US69866UAB70 / Panther Commercial Holdings L.P Term Loan | 1.55 | 19.46 | 0.1792 | 0.0252 | |||||
| US89787RAK86 / Trugreen Ltd. Partnership, 2nd Lien Term Loan | 1.55 | -0.26 | 0.1784 | -0.0052 | |||||
| US00900YAD85 / Aimbridge Acquisition Co., Inc., Term Loan | 1.54 | -0.64 | 0.1781 | -0.0060 | |||||
| US78397GAF81 / BANK LOAN NOTE | 1.54 | -41.86 | 0.1781 | -0.1362 | |||||
| Financiere Pax SAS, Term Loan B / LON (N/A) | 1.52 | -95.48 | 0.1758 | -2.3399 | |||||
| US253657AA82 / Diebold Nixdorf, Inc. | 1.52 | -0.98 | 0.1751 | -0.0065 | |||||
| US21031HAE18 / Constant Contact Inc Second Lien Term Loan | 1.50 | 0.00 | 0.1728 | -0.0046 | |||||
| McDermott International, Ltd., LOC / LON (N/A) | 1.49 | -95.59 | 0.1714 | -2.3443 | |||||
| Kantar (Summer BC Bidco), Term Loan B / LON (N/A) | 1.48 | -95.61 | 0.1708 | -2.3449 | |||||
| US22305CAB54 / COVIA HLDS TLB EXIT FIN 4.0 | 1.48 | 1.09 | 0.1706 | -0.0027 | |||||
| US04317JAF57 / Aruba Investments Holdings LLC | 1.47 | 0.00 | 0.1700 | -0.0046 | |||||
| US90480TAD81 / Covia Holdings Corp., Term Loan | 0.15 | -97.02 | 1.47 | -95.63 | 0.1699 | -2.3459 | |||
| XS2351480723 / Deuce Finco Plc | 1.47 | 0.1696 | 0.1696 | ||||||
| XAL5137LAK16 / Intelsat Jackson Holdings SA | 1.47 | 0.07 | 0.1696 | -0.0044 | |||||
| Centuri Group, Inc. / LON (N/A) | 1.45 | -95.69 | 0.1678 | -2.3479 | |||||
| BCA Marketplace, Term Loan B / LON (N/A) | 1.45 | -95.70 | 0.1673 | -2.3484 | |||||
| US86816XAG51 / Superior Industries International, Inc., Term Loan | 1.45 | 0.21 | 0.1672 | -0.0041 | |||||
| US44928PAB76 / IAP Worldwide Services, First Lien Term Loan | 1.44 | 0.00 | 0.1666 | -0.0044 | |||||
| XS2199597886 / Thyssenkrupp Elevators | 1.42 | -3.20 | 0.1639 | -0.0098 | |||||
| Kersia International SAS, Term Loan B / LON (N/A) | 1.42 | -95.79 | 0.1637 | -2.3520 | |||||
| US05988HAF47 / Banff Merger Sub Inc 2021 EUR Term Loan | 1.42 | -3.34 | 0.1636 | -0.0102 | |||||
| US78433BAA61 / CORP. NOTE | 1.40 | 9.62 | 0.1617 | 0.0103 | |||||
| 59048*AA8 / Mesa Airlines, Inc., Class B | 1.39 | -17.19 | 0.1606 | -0.0384 | |||||
| Generation Bridge LLC / LON (N/A) | 1.39 | -95.89 | 0.1599 | -2.3558 | |||||
| International SOS L.P. / LON (N/A) | 1.38 | -95.90 | 0.1596 | -2.3561 | |||||
| Kantar, Term Loan B-2 / LON (N/A) | 1.38 | -95.90 | 0.1596 | -2.3561 | |||||
| OPTFIN / EG Finco Ltd., Term Loan B-1 | 1.38 | -2.13 | 0.1591 | -0.0078 | |||||
| US30015FAG19 / EVERGREEN ACQCO 1 LP 2021 USD TERM LOAN | 1.37 | 0.44 | 0.1584 | -0.0035 | |||||
| US00085Q6052 / ACBL HLDG CORP PREFERRED STOCK | 0.04 | 0.00 | 1.36 | -17.32 | 0.1565 | -0.0377 | |||
| XS1716821340 / Haya Finance 2017 S.A. | 1.35 | 2.42 | 0.1561 | -0.0004 | |||||
| US37987UAC62 / Protective Industrial Products Inc | 1.35 | 29.88 | 0.1560 | 0.0326 | |||||
| US74274NAG88 / Proampac PG Borrower LLC 2020 Term Loan | 1.35 | -0.30 | 0.1552 | -0.0046 | |||||
| US67114AAB52 / System One Holdings, LLC Term Loan B | 1.34 | 8.94 | 0.1547 | 0.0089 | |||||
| US88636CAB63 / APLP Holdings Limited Partnership 2021 Term Loan B | 1.33 | -1.41 | 0.1534 | -0.0063 | |||||
| US52989XAB91 / Libbey Glass Inc. 2020 Exit Term Loan | 1.32 | 6.44 | 0.1526 | 0.0055 | |||||
| Devoteam, Term Loan B / LON (N/A) | 1.32 | -96.08 | 0.1525 | -2.3632 | |||||
| XAL2210TAE54 / Curium BidCo S.a.r.l., Term Loan | 1.32 | -0.30 | 0.1520 | -0.0044 | |||||
| US94155XAC74 / WATERLOGIC HOLDINGS LIMITED | 1.31 | 0.1516 | 0.1516 | ||||||
| US81753HAF82 / Serta Simmons Bedding, LLC 2020 Super Priority First Out Term Loan | 1.30 | -0.38 | 0.1504 | -0.0045 | |||||
| US24440EAG26 / Deerfield Holdings Corp., 2nd Lien Term Loan | 1.28 | 0.00 | 0.1481 | -0.0039 | |||||
| Nemera (Financiere N BidCo), Term Loan B / LON (N/A) | 1.28 | -96.20 | 0.1479 | -2.3678 | |||||
| FlexSys, Inc. / LON (N/A) | 1.28 | -96.21 | 0.1476 | -2.3681 | |||||
| US55292HAE36 / MLN US HoldCo LLC, Second Lien Term Loan | 1.28 | 19.98 | 0.1476 | 0.0213 | |||||
| US69329HAB78 / PAE Holding Corp | 1.26 | -7.35 | 0.1455 | -0.0157 | |||||
| XS2366276835 / APCOA Parking Holdings GmbH | 1.25 | 0.1442 | 0.1442 | ||||||
| US29481PAH47 / Explorer Holdings, Inc., Term Loan | 1.23 | -0.40 | 0.1422 | -0.0044 | |||||
| CCO / Clear Channel Outdoor Holdings, Inc. | 0.47 | 0.00 | 1.23 | 10.04 | 0.1417 | 0.0095 | |||
| QuarterNorth Energy, Inc. / EC (N/A) | 0.01 | -99.79 | 1.23 | -96.36 | 0.1416 | -2.3742 | |||
| US23338DAP15 / DXP Enterprises, Inc. 2020 Term Loan | 1.22 | -0.57 | 0.1409 | -0.0045 | |||||
| 91204HAB1 / US FT Holdco, Inc., Term Loan | 1.22 | 0.1403 | 0.1403 | ||||||
| US00488PAN50 / ACRISURE TERM B-2 INCR 1LN 02/15/2027 | 1.21 | 0.1401 | 0.1401 | ||||||
| XAG9341JAN00 / Veritas US Inc 2021 USD Term Loan B | 1.21 | 236.29 | 0.1401 | 0.0973 | |||||
| Invictus Media S.L.U., Revolver Loan / LON (N/A) | 1.21 | -96.41 | 0.1396 | -2.3761 | |||||
| BrightPet, Delayed Draw Term Loan / LON (N/A) | 1.21 | -96.42 | 0.1393 | -2.3764 | |||||
| XS2322245411 / Babson Euro CLO B.V., Series 2021-1A, Class E | 1.21 | -2.58 | 0.1392 | -0.0075 | |||||
| XAL5137LAG04 / Intelsat Jackson Holdings S.A. 2017 Term Loan B4 | 1.20 | 35.40 | 0.1386 | 0.0335 | |||||
| 34634FAC3 / Dynacast International LLC, Term Loan - First Lien | 1.18 | -1.42 | 0.1357 | -0.0056 | |||||
| US60935QAP19 / MONEYGRAM INTERNATIONAL INC | 1.15 | 0.1328 | 0.1328 | ||||||
| CDK Int (Concorde Lux), Term Loan B / LON (N/A) | 1.15 | -96.60 | 0.1324 | -2.3833 | |||||
| US46184JAD19 / Invictus U.S., LLC 2nd Lien Term Loan | 1.14 | 7.27 | 0.1311 | 0.0057 | |||||
| US55910RAE36 / MCAFEE LLC 2021 USD 2ND LIEN TL | 1.14 | 105.80 | 0.1311 | 0.0657 | |||||
| US67611YAF25 / Odyssey Logistics & Technology Corp., First Lien Term Loan | 1.13 | 70.27 | 0.1309 | 0.0520 | |||||
| US04921TAB08 / CUBIC CORPORATION TLB 4.25 | 1.13 | -38.75 | 0.1304 | -0.0881 | |||||
| XS2326508186 / Kirk Beauty SUN GmbH | 1.13 | 0.1300 | 0.1300 | ||||||
| R1CL34 / Royal Caribbean Cruises Ltd. - Depositary Receipt (Common Stock) | 1.13 | -96.66 | 0.1298 | -2.3859 | |||||
| Webhelp / LON (N/A) | 1.12 | -96.67 | 0.1296 | -2.3861 | |||||
| Kirk Beauty One GmbH, Term Loan B-4 / LON (N/A) | 1.11 | -96.71 | 0.1279 | -2.3878 | |||||
| Mayfair Mall LLC / LON (N/A) | 1.11 | -96.71 | 0.1279 | -2.3879 | |||||
| US02932JAP21 / American Rock Salt Company LLC 2021 Term Loan | 1.11 | 0.1278 | 0.1278 | ||||||
| US40419BAM81 / HGIM Corp., Term Loan | 1.10 | 8.45 | 0.1274 | 0.0069 | |||||
| XA78015EAM05 / ROYAL CARIBBEAN CRUISES LTD 2019 TERM LOAN A | 1.10 | 0.27 | 0.1269 | -0.0030 | |||||
| US92828KAJ16 / Virtusa Corporation Term Loan B | 1.10 | 4.08 | 0.1266 | 0.0018 | |||||
| US87261UAB08 / TNT CRANE TERM 1LN EXIT 10/14/2023 | 1.09 | -0.09 | 0.1262 | -0.0035 | |||||
| North American Lifting Holdings, Inc. / EC (N/A) | 0.06 | -98.85 | 1.09 | -96.78 | 0.1252 | -2.3906 | |||
| My Alarm Center LLC, Revolver Loan / LON (N/A) | 1.08 | -96.78 | 0.1251 | -2.3907 | |||||
| WSTC / West Corp. | 1.06 | -11.74 | 0.1224 | -0.0199 | |||||
| US78571YBF60 / Sabre Holdings Corp., 1st Lien Term Loan B | 1.05 | 0.1216 | 0.1216 | ||||||
| US29276MAL19 / EnergySolutions, LLC, Term Loan | 1.04 | -0.10 | 0.1205 | -0.0032 | |||||
| XA78015EAD06 / Royal Caribbean Cruises, Revolver Loan | 1.04 | 0.1203 | 0.1203 | ||||||
| Nexuraxpharm Holdco S.a.r.l., Term Loan B / LON (N/A) | 1.03 | -96.95 | 0.1186 | -2.3971 | |||||
| US73937UAK43 / POWBUY TL 1L USD | 1.02 | 0.1171 | 0.1171 | ||||||
| US97815UAH77 / Women's Care Holdings, Inc., LLC, First Lien Term Loan | 1.01 | -0.30 | 0.1160 | -0.0034 | |||||
| HNVR Holdco Ltd., Term Loan C / LON (N/A) | 1.00 | -97.05 | 0.1149 | -2.4009 | |||||
| 931GSK906 / Samson Investment Co., Class A | 0.16 | 0.00 | 0.98 | 0.00 | 0.1133 | -0.0030 | |||
| Crossmark Holdings, Inc., Wts., expiring July 26, 2024 / EC (N/A) | 0.01 | -99.90 | 0.98 | -97.09 | 0.1133 | -2.4025 | |||
| BCPE Mac Dutch Bidco B.V., Term Loan B / LON (N/A) | 0.98 | -97.09 | 0.1132 | -2.4025 | |||||
| US64127UAY38 / Neustar, Inc., Term Loan B-5 | 0.97 | 1.05 | 0.1113 | -0.0018 | |||||
| UnitedLex Corp., Term Loan / LON (88830YAC0) | 0.96 | 0.74 | 0.1106 | 0.0119 | |||||
| US00085Q1673 / ACBL HLDG CORP | 0.03 | 0.00 | 0.95 | -17.29 | 0.1099 | -0.0265 | |||
| US78431EAB02 / JAGGAER | 0.94 | -0.74 | 0.1081 | -0.0037 | |||||
| US00085Q1343 / ACBL HLDG CORP | 0.04 | 0.93 | 0.1078 | 0.1078 | |||||
| Corialis Group, Ltd., Term Loan B / LON (N/A) | 0.93 | -97.23 | 0.1077 | -2.4081 | |||||
| US00771PAJ03 / AEGION CORPORATION TERM LOAN | 0.93 | 0.32 | 0.1077 | -0.0025 | |||||
| NAS LLC, Revolver Loan / LON (N/A) | 0.92 | -97.26 | 0.1066 | -2.4091 | |||||
| US00775PAA57 / Advantage Sales & Marketing Inc | 0.92 | -1.40 | 0.1058 | -0.0044 | |||||
| CRH Europe Distribution, Term Loan A / LON (N/A) | 0.91 | -97.29 | 0.1054 | -2.4104 | |||||
| US42804VBB62 / HERTZ CORPORATION 2021 TERM LOAN B | 0.91 | 0.1053 | 0.1053 | ||||||
| US74338UAD37 / Project Leopard Holdings, Inc., Term Loan | 0.89 | -0.22 | 0.1028 | -0.0030 | |||||
| Commercial Barge Line Co., Series A, Pfd. / EP (N/A) | 0.03 | -99.33 | 0.89 | -97.37 | 0.1025 | -2.4132 | |||
| Dorna Sports S.L., Term Loan B-2 / LON (N/A) | 0.88 | -97.39 | 0.1015 | -2.4142 | |||||
| Tackle Group S.a.r.l., Revolver Loan / LON (N/A) | 0.87 | -97.43 | 0.1001 | -2.4156 | |||||
| US57767KAC27 / Maverick Bidco Inc 2021 Term Loan | 0.85 | -0.12 | 0.0982 | -0.0026 | |||||
| Reedy Industries, Inc. / LON (N/A) | 0.84 | -97.50 | 0.0974 | -2.4183 | |||||
| US33774UAC27 / Fiserv Investment Solutions Inc | 0.84 | -0.48 | 0.0966 | -0.0030 | |||||
| RIG / Transocean Ltd. | 0.23 | 0.00 | 0.83 | -5.80 | 0.0957 | -0.0086 | |||
| XAC4953EAF25 / KDC/One, Term Loan | 0.83 | -3.39 | 0.0953 | -0.0059 | |||||
| US74834YAL65 / Quest Software US Holdings Inc. 2018 2nd Lien Term Loan | 0.82 | 0.0950 | 0.0950 | ||||||
| Aernnova Aerospace S.A.U., Term Loan B / LON (N/A) | 0.82 | -97.57 | 0.0946 | -2.4211 | |||||
| CZR / Caesars Entertainment, Inc. | 0.01 | 0.00 | 0.80 | -5.42 | 0.0926 | -0.0079 | |||
| US26658NAP42 / Engineered Machinery Holdings Inc | 0.79 | 0.0912 | 0.0912 | ||||||
| US34721HAB50 / Fort Dearborn Holding Co., Inc., First Lien Term Loan | 0.79 | -0.51 | 0.0908 | -0.0029 | |||||
| US42804VAR24 / Hertz R/C | 0.78 | -0.38 | 0.0903 | -0.0027 | |||||
| US73813HAB24 / Potters Borrower LP, Term Loan B | 0.78 | -0.64 | 0.0896 | -0.0029 | |||||
| US89778PAG28 / TRUK TL 1L USD | 0.78 | -7.51 | 0.0896 | -0.0098 | |||||
| FR0000130411 / Vivarte S.A.S. | 1.18 | 0.00 | 0.77 | -12.05 | 0.0894 | -0.0148 | |||
| L4780EAC8 / Lonza Solutions, Term Loan B | 0.77 | 0.0892 | 0.0892 | ||||||
| 85856CAB5 / TTF Holdings LLC | 0.77 | -6.58 | 0.0885 | -0.0088 | |||||
| US21031HAF82 / Constant Contact, Inc. Delayed TL | 0.76 | -0.26 | 0.0876 | -0.0026 | |||||
| US00165CAN48 / AMC Entertainment Holdings Inc | 0.75 | -1.18 | 0.0871 | -0.0033 | |||||
| US22739PAH91 / Crosby US Acquisition Corp., Term Loan B | 0.75 | 0.40 | 0.0869 | -0.0020 | |||||
| US12670UAE73 / Camping World Term Loan B 250 2028-05-10 | 0.75 | 0.0869 | 0.0869 | ||||||
| US12769LAD10 / CAESARS RESORT COLLECTION LLC 2020 TERM LOAN | 0.75 | -0.40 | 0.0868 | -0.0026 | |||||
| US45249TAJ16 / ImageFirst, Term Loan B | 0.75 | -0.13 | 0.0866 | -0.0024 | |||||
| US74142KAB52 / Pretium PKG Holdings, Inc. 2020 Term Loan | 0.74 | -32.30 | 0.0854 | -0.0441 | |||||
| Domus Vi, Term Loan / LON (N/A) | 0.74 | -97.80 | 0.0854 | -2.4303 | |||||
| US02034DAC11 / Finastra USA, Inc. USD 1st Lien Term Loan | 0.73 | 18.20 | 0.0847 | 0.0110 | |||||
| US02376CBB00 / American Airlines, Inc., Term Loan | 0.73 | 6,500.00 | 0.0838 | 0.0826 | |||||
| US12656AAE91 / CNT Holding I Corp., Second Lien Term Loan | 0.73 | 0.42 | 0.0837 | -0.0018 | |||||
| US09522UAD54 / Blucora, Inc., Term Loan | 0.72 | -0.14 | 0.0833 | -0.0024 | |||||
| US75605VAD47 / REALPAGE INC | 0.72 | 0.0831 | 0.0831 | ||||||
| US04035LAB09 / Aria Energy Operating LLC, Term Loan | 0.72 | 0.00 | 0.0830 | -0.0022 | |||||
| Holding Socotec, Term Loan B / LON (BL3615939) | 0.72 | 0.0825 | 0.0825 | ||||||
| MCDIF / Mcdermott International Ltd. | 1.58 | 0.00 | 0.71 | -8.15 | 0.0819 | -0.0096 | |||
| US76857MAJ45 / Riverbed Technology, Inc., Term Loan | 0.71 | 59.46 | 0.0818 | 0.0291 | |||||
| US76148CAC01 / Revere Power, LLC, Term Loan B | 0.70 | -1.55 | 0.0805 | -0.0035 | |||||
| US22834KAH41 / Crown Finance US, Inc. 2020 Term Loan B1 | 0.69 | -2.39 | 0.0802 | -0.0041 | |||||
| US68558RAB96 / ORBCOMM Inc | 0.69 | 0.0793 | 0.0793 | ||||||
| US04685YAM12 / ATHENAHEALTH TERM B LN 02/11/2026 | 0.68 | -14.38 | 0.0783 | -0.0157 | |||||
| US92537VAA89 / Vertical Holdco GmbH | 0.67 | -9.65 | 0.0778 | -0.0106 | |||||
| Imagina Media Audiovisual S.A., Term Loan A-2 / LON (N/A) | 0.66 | -98.04 | 0.0764 | -2.4394 | |||||
| US78571YBG44 / Sabre Holdings Corp., 1st Lien Term Loan B | 0.66 | 0.0763 | 0.0763 | ||||||
| McDermott International, Ltd. / EC (N/A) | 1.02 | -79.53 | 0.66 | -98.04 | 0.0763 | -2.4395 | |||
| PERHOL / Perstorp Holding AB, Term Loan B | 0.66 | 35.80 | 0.0762 | 0.0186 | |||||
| ISATLN / Connect Finco SARL / Connect US Finco LLC | 0.65 | 0.46 | 0.0750 | -0.0017 | |||||
| BASF Construction Chemicals, Term Loan B / LON (BL3571058) | 0.65 | -0.77 | 0.0746 | -0.0025 | |||||
| US24780DAE76 / Delta TopCo, Inc. 2020 2nd Lien Term Loan | 0.65 | -0.62 | 0.0745 | -0.0024 | |||||
| US75972JAE47 / Renaissance Holding Corp., Second Lien Term Loan | 0.64 | 0.16 | 0.0733 | -0.0018 | |||||
| US12510EAC12 / CCI Buyer, Inc. Term Loan | 0.63 | -75.62 | 0.0732 | -0.2347 | |||||
| Kirk Beauty One GmbH, Term Loan B-1 / LON (N/A) | 0.63 | -98.14 | 0.0725 | -2.4432 | |||||
| US45174UAG31 / IHEARTCOMMUNICATIONS INC | 0.63 | 0.0723 | 0.0723 | ||||||
| US68404XAD84 / Optiv, Inc., Second Lien Term Loan | 0.62 | 0.65 | 0.0718 | -0.0015 | |||||
| US64911CAB37 / New VAC US LLC, Term Loan B | 0.61 | 2.00 | 0.0705 | -0.0005 | |||||
| BrightPet, Revolver Loan / LON (N/A) | 0.60 | -98.21 | 0.0697 | -2.4461 | |||||
| Neuraxpharm, Term Loan B-2 / LON (N/A) | 0.59 | -98.24 | 0.0685 | -2.4472 | |||||
| US203372AX50 / CommScope Inc | 0.59 | 0.0676 | 0.0676 | ||||||
| XAN2820EAD03 / EG GROUP TERM B 1LN 03/10/2026 | 0.58 | -0.17 | 0.0673 | -0.0019 | |||||
| Tempo Acquisition LLC / LON (N/A) | 0.58 | -98.27 | 0.0673 | -2.4484 | |||||
| Logoplaste, Term Loan B / LON (N/A) | 0.58 | -98.28 | 0.0669 | -2.4488 | |||||
| US427169AA59 / Herens Holdco Sarl | 0.58 | 0.00 | 0.0669 | -0.0017 | |||||
| VC GB Holdings, Inc., Second Lien Term Loan / LON (BL3645902) | 0.57 | 0.0658 | 0.0658 | ||||||
| US00216EAE95 / Tekni-Plex, Inc., 1st Lien Term Loan | 0.57 | 0.0655 | 0.0655 | ||||||
| US45674KAF21 / Infinite Bidco LLC 2nd Lien Term Loan | 0.56 | 0.00 | 0.0643 | -0.0016 | |||||
| Colouroz Investment LLC, Term Loan C / LON (N/A) | 0.56 | -98.35 | 0.0643 | -2.4515 | |||||
| VST.WSA / Vistra Corp. - Equity Warrant | 0.42 | -0.01 | 0.56 | 13.27 | 0.0641 | 0.0060 | |||
| US31659HAN17 / Fieldwood Energy LLC, Second Lien Term Loan | 0.55 | 94.70 | 0.0636 | 0.0300 | |||||
| US37960BAA35 / Global Medical Response Inc | 0.55 | -4.70 | 0.0632 | -0.0048 | |||||
| US00164DAQ60 / AMC Entertainment, Inc., Term Loan B | 0.54 | 513.64 | 0.0623 | 0.0530 | |||||
| US77051UAH23 / Robertshaw US Holding Corp., Second Lien Term Loan | 0.54 | 0.38 | 0.0618 | -0.0014 | |||||
| US20903XAF06 / Consolidated Communications Inc | 0.53 | 1.14 | 0.0614 | -0.0010 | |||||
| XAP2121YAN84 / Carnival Corporation USD Term Loan B | 0.53 | 0.0607 | 0.0607 | ||||||
| XAF6628DAL82 / Altice France S.A. USD Term Loan B12 | 0.53 | -0.57 | 0.0606 | -0.0019 | |||||
| US04044PAH73 / Aristocrat Leisure Ltd., Term Loan | 0.52 | -66.19 | 0.0595 | -0.1209 | |||||
| US23752RAJ14 / T/L DASEKE COMPANIES INC REGD 0.00000000 | 0.51 | -0.20 | 0.0587 | -0.0016 | |||||
| US73939VAA26 / POWERTEAM SERVICES LLC REGD 144A P/P 9.03300000 | 0.51 | 0.0585 | 0.0585 | ||||||
| US84673EAB56 / Sparta U.S. HoldCo LLC, First Lien Term Loan | 0.50 | 0.0580 | 0.0580 | ||||||
| XAL7428PAD23 / Alter Domus (Participations S.a.r.l.), Term Loan B | 0.50 | 0.00 | 0.0575 | -0.0015 | |||||
| US03970JAD00 / Arctic Glacier U.S.A., Inc., Term Loan | 0.49 | -0.40 | 0.0570 | -0.0018 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.49 | -98.54 | 0.0567 | -2.4590 | |||||
| US04317JAB44 / Aruba Investments, Inc. 2020 USD Term Loan | 0.49 | -37.50 | 0.0565 | -0.0364 | |||||
| US05349UBD37 / Avaya Inc 2021 Term Loan B2 | 0.49 | -0.20 | 0.0563 | -0.0016 | |||||
| Kirk Beauty One GmbH, Term Loan B-3 / LON (N/A) | 0.48 | -98.58 | 0.0550 | -2.4607 | |||||
| US14235UAB70 / Carlisle FoodService Products, Inc., Term Loan | 0.48 | -34.25 | 0.0550 | -0.0307 | |||||
| US87261UAD63 / TNT Crane & Rigging, Inc. Exit Takeback PIK Term Loan | 0.48 | 0.21 | 0.0550 | -0.0013 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.47 | -98.59 | 0.0547 | -2.4610 | |||||
| US03275UAB17 / Anastasia Parent, LLC, Term Loan | 0.46 | 14.32 | 0.0535 | 0.0055 | |||||
| US02083JAD63 / ASCEND LEARNING TERM B 1LN 07/12/2024 | 0.46 | -0.22 | 0.0530 | -0.0016 | |||||
| US14886MAM38 / Checkout Holding Corp., Term Loan | 0.45 | 0.90 | 0.0518 | -0.0009 | |||||
| Colouroz Investment LLC, First Lien Term Loan B-5 / LON (N/A) | 0.44 | -98.70 | 0.0505 | -2.4652 | |||||
| US37713KAB17 / Glass Mountain Pipeline Holdings, LLC, Term Loan | 0.44 | 53.33 | 0.0504 | 0.0166 | |||||
| US97815UAE47 / Women's Care Holdings, Inc., LLC, Second Lien Term Loan | 0.43 | -0.46 | 0.0498 | -0.0015 | |||||
| 78638JAJ3 / Safe Fleet Holdings LLC, First Lien Term Loan | 0.43 | -0.23 | 0.0493 | -0.0014 | |||||
| US49865NAT72 / KLOECKNER PENTAPLAST TERM B 1LN 02/04/2026 | 0.42 | -0.24 | 0.0480 | -0.0013 | |||||
| XAN5200EAB73 / Lealand Finance Company BV, Term Loan | 0.41 | 0.98 | 0.0477 | -0.0007 | |||||
| US22834KAB70 / Crown Finance US, Inc., First Lien Term Loan | 0.41 | -10.26 | 0.0474 | -0.0068 | |||||
| Financiere CEP, Term Loan B / LON (F4810PAD2) | 0.41 | -3.07 | 0.0473 | -0.0029 | |||||
| Libbey Glass, Inc. / EC (N/A) | 0.00 | -99.92 | 0.41 | -98.79 | 0.0470 | -2.4687 | |||
| Forward Foreign Currency Contract / DFE (N/A) | 0.41 | -98.80 | 0.0469 | -2.4688 | |||||
| US63939WAG87 / Navicure, Inc. 2019 Term Loan B | 0.40 | 0.0467 | 0.0467 | ||||||
| US22834KAJ07 / Crown Finance US, Inc. 2021 Incremental Term Loan B1 | 0.40 | 0.0466 | 0.0466 | ||||||
| US05549YAB83 / Blackhawk Network Holdings, Inc 2018 2nd Lien Term Loan | 0.38 | 0.00 | 0.0442 | -0.0012 | |||||
| US44908XAV01 / Hyland Software, Inc. | 0.38 | 0.53 | 0.0435 | -0.0010 | |||||
| US50048PAD50 / Kontoor Brands, Inc., Term Loan B | 0.37 | -0.53 | 0.0430 | -0.0013 | |||||
| US14886MAN11 / Checkout Holding Corp | 0.37 | 8.48 | 0.0429 | 0.0023 | |||||
| BL3639129 / CORPORATE TERM LOAN | 0.37 | 0.0426 | 0.0426 | ||||||
| R1CL34 / Royal Caribbean Cruises Ltd. - Depositary Receipt (Common Stock) | 0.36 | -98.92 | 0.0419 | -2.4738 | |||||
| Kirk Beauty One GmbH, Term Loan B-2 / LON (N/A) | 0.36 | -98.93 | 0.0418 | -2.4739 | |||||
| US02154CAF05 / Altice Financing SA | 0.36 | 0.84 | 0.0416 | -0.0008 | |||||
| Tribune Resources, Inc. / EC (N/A) | 0.38 | -92.43 | 0.35 | -98.97 | 0.0401 | -2.4756 | |||
| XAL6526BAD63 / Motion Finco Sarl | 0.34 | -1.47 | 0.0388 | -0.0016 | |||||
| US46049BAB71 / International Textile Group, Inc., First Lien Term Loan | 0.34 | 0.30 | 0.0387 | -0.0009 | |||||
| US90290HAR30 / USIC HOLDINGS INC 2021 2ND LIEN TERM LOAN | 0.33 | -0.61 | 0.0379 | -0.0013 | |||||
| Sandvine Corp., Term Loan / LON (N/A) | 0.32 | -99.06 | 0.0367 | -2.4790 | |||||
| US17958DAL10 / Claire's Stores Inc., Term Loan B | 0.31 | 0.97 | 0.0359 | -0.0006 | |||||
| US44931VAH69 / NIC Acquisition Corp | 0.31 | 13.70 | 0.0355 | 0.0034 | |||||
| US55377KAD63 / MTN Infrastructure TopCo, Inc. | 0.31 | -0.65 | 0.0354 | -0.0011 | |||||
| XS1879607627 / Adagio V CLO DAC, Series V-X, Class E | 0.31 | -3.17 | 0.0352 | -0.0021 | |||||
| XAD9000BAD47 / TK Elevator US Newco Inc | 0.30 | 0.0351 | 0.0351 | ||||||
| US40422KAE10 / H-Food Holdings LLC | 0.30 | 0.00 | 0.0341 | -0.0009 | |||||
| US94155XAD57 / Waterlogic Finance Ltd. | 0.29 | 0.0339 | 0.0339 | ||||||
| US78638JAG94 / Safe Fleet Holdings LLC, Second Lien Term Loan | 0.29 | 1.04 | 0.0337 | -0.0006 | |||||
| XAC4000KAD63 / Garda World Security Corporation 2021 Term Loan B | 0.29 | -0.35 | 0.0329 | -0.0010 | |||||
| US36172KAC53 / Global Healthcare Exchange, LLC, Term Loan | 0.28 | -0.36 | 0.0318 | -0.0010 | |||||
| Kirk Beauty One GmbH, Term Loan B-5 / LON (N/A) | 0.25 | -99.27 | 0.0285 | -2.4872 | |||||
| US84763NAB64 / KPEX Holdings, Inc., Term Loan | 0.24 | -0.41 | 0.0277 | -0.0008 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.24 | -99.30 | 0.0274 | -2.4883 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.24 | -99.30 | 0.0274 | -2.4883 | |||||
| Commercial Barge Line Co., Wts., expiring April 27, 2045 / DE (N/A) | 0.01 | -99.81 | 0.24 | -99.30 | 0.0271 | -2.4886 | |||
| US34721HAE99 / Fort Dearborn Holding Co., Inc., Second Lien Term Loan | 0.23 | 0.43 | 0.0267 | -0.0006 | |||||
| US914908BC18 / Univision Communications, Inc. | 0.23 | 0.0265 | 0.0265 | ||||||
| US04921TAC80 / CUBIC CORPORATION TLC 4.25 | 0.23 | -38.93 | 0.0265 | -0.0179 | |||||
| XAG9445HAB50 / Stiphout Finance LLC, Term Loan | 0.22 | 0.00 | 0.0258 | -0.0007 | |||||
| Commercial Barge Line Co. / EC (N/A) | 0.01 | -99.82 | 0.22 | -99.34 | 0.0258 | -2.4899 | |||
| Shearer's Foods LLC, Second Lien Term Loan / LON (N/A) | 0.22 | -99.34 | 0.0257 | -2.4900 | |||||
| US81527CAL19 / Sedgwick Claims Management Services, Inc. 2018 Term Loan B | 0.21 | 10.42 | 0.0245 | 0.0017 | |||||
| US84763NAF78 / KPEX Holdings, Inc., Second Lien Term Loan | 0.21 | 0.00 | 0.0244 | -0.0006 | |||||
| US26658NAQ25 / Engineered Machinery Holdings Inc | 0.21 | 0.0241 | 0.0241 | ||||||
| US27943TAB52 / Edelman Financial Center, LLC 2018 2nd Lien Term Loan | 0.21 | 0.00 | 0.0241 | -0.0006 | |||||
| Aernnova Aerospace S.A.U., Delayed Draw Term Loan / LON (N/A) | 0.21 | -99.39 | 0.0239 | -2.4918 | |||||
| US06832EAG52 / Barracuda Networks, Inc. 2020 2nd Lien Term Loan | 0.20 | 0.00 | 0.0234 | -0.0007 | |||||
| Reedy Industries, Inc. / LON (N/A) | 0.20 | -99.42 | 0.0228 | -2.4930 | |||||
| US92243BAC37 / Vectra Co., First Lien Term Loan | 0.19 | 0.00 | 0.0224 | -0.0006 | |||||
| US53226GAH48 / Lightstone Holdco LLC, Term Loan C | 0.18 | -6.19 | 0.0210 | -0.0021 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.18 | -99.46 | 0.0209 | -2.4948 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.18 | -99.47 | 0.0207 | -2.4950 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.18 | -99.47 | 0.0205 | -2.4952 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.18 | -99.47 | 0.0205 | -2.4952 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.18 | -99.48 | 0.0203 | -2.4954 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.17 | -99.48 | 0.0202 | -2.4956 | |||||
| US42804VBC46 / HERTZ CORPORATION 2021 TERM LOAN C | 0.17 | 0.0199 | 0.0199 | ||||||
| US45249TAK88 / ImageFirst, Delayed Draw Term Loan | 0.17 | -0.58 | 0.0197 | -0.0006 | |||||
| NEX / NexTier Oilfield Solutions Inc | 0.05 | 0.00 | 0.17 | -15.23 | 0.0193 | -0.0041 | |||
| US48254EAE14 / KKR Apple Bidco LLC, 2nd Lien Term Loan | 0.17 | 0.0191 | 0.0191 | ||||||
| US30034UAC45 / EVERI PAYMENTS INC | 0.16 | 0.0187 | 0.0187 | ||||||
| US40435YAE68 / Patriot Container Corp., Second Lien Term Loan | 0.16 | 1.31 | 0.0179 | -0.0003 | |||||
| Southcross Energy Partners L.P., Series A, Pfd. / EC (N/A) | 0.29 | -94.20 | 0.15 | -99.54 | 0.0178 | -2.4979 | |||
| Southcross Energy Partners L.P., Series B, Pfd. / EC (N/A) | 0.08 | -98.47 | 0.15 | -99.54 | 0.0178 | -2.4980 | |||
| Envigo RMS Holding Corp. / EC (N/A) | 0.01 | -99.76 | 0.15 | -99.55 | 0.0175 | -2.4982 | |||
| US54805BAB53 / Oryx Midstream Services LLC, Term Loan B | 0.15 | 0.69 | 0.0169 | -0.0003 | |||||
| US02156LAC54 / Altice France SA/France | 0.15 | 0.69 | 0.0168 | -0.0004 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.14 | -99.58 | 0.0165 | -2.4993 | |||||
| Colouroz Investment LLC, First Lien Term Loan B-7 / LON (N/A) | 0.14 | -99.60 | 0.0157 | -2.5000 | |||||
| Colouroz Investment LLC, Term Loan B-4 / LON (N/A) | 0.13 | -99.62 | 0.0148 | -2.5009 | |||||
| US90385KAF84 / BANK LOAN NOTE | 0.12 | -0.83 | 0.0138 | -0.0005 | |||||
| XAL6257FAG53 / MARCEL LUX IV SARL 2020 USD TERM LOAN B | 0.12 | 0.00 | 0.0137 | -0.0004 | |||||
| XAN5200EAC56 / McDermott Technology Americas Inc 2020 Make Whole Term Loan | 0.12 | -7.14 | 0.0135 | -0.0014 | |||||
| US44908XAT54 / Hyland Software, Inc., First Lien Term Loan | 0.12 | 0.0135 | 0.0135 | ||||||
| ULTI / Ultimate Software Group, Inc. (The) | 0.12 | -86.33 | 0.0135 | -0.0762 | |||||
| US24780DAC11 / Delta TopCo, Inc. 2020 Term Loan B | 0.12 | 0.0135 | 0.0135 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.11 | -99.67 | 0.0130 | -2.5028 | |||||
| US89364MBQ69 / TransDigm Inc | 0.11 | -33.13 | 0.0126 | -0.0068 | |||||
| US37252KAP75 / GEO Group, Inc. (The), Term Loan | 0.10 | 9.78 | 0.0117 | 0.0007 | |||||
| 179ESCAP3 / Claire's Stores Inc. | 0.10 | 2.13 | 0.0111 | 0.0013 | |||||
| US02932JAS69 / American Rock Salt Co. LLC, Second Lien Term Loan | 0.10 | 0.0111 | 0.0111 | ||||||
| US26658NAH26 / Engineered Machinery Holdings, Inc., First Lien Incremental Term Loan | 0.10 | 0.00 | 0.0110 | -0.0003 | |||||
| US57767KAF57 / Maverick Bidco Inc 2021 2nd Lien Term Loan | 0.09 | 0.00 | 0.0107 | -0.0003 | |||||
| Crown Finance US, Inc. / EC (N/A) | 0.17 | -96.50 | 0.09 | -99.74 | 0.0099 | -2.5058 | |||
| US12688EAE32 / CRCI Longhorn Holdings, Inc., Second Lien Term Loan | 0.09 | 1.19 | 0.0099 | -0.0001 | |||||
| US00216EAF60 / TRIDENT TPI HOLDINGS INC | 0.08 | 0.0093 | 0.0093 | ||||||
| Southcross Energy Partners L.P. / LON (N/A) | 0.08 | -99.77 | 0.0088 | -2.5069 | |||||
| US76148CAD83 / Revere Power, LLC, Term Loan C | 0.08 | -1.30 | 0.0088 | -0.0004 | |||||
| US98919XAB73 / ZAYO GROUP HOLDINGS INC USD TERM LOAN | 0.08 | 0.00 | 0.0087 | -0.0003 | |||||
| HGIM Corp., Wts. expiring 07/02/2043 / DE (N/A) | 0.02 | -99.68 | 0.07 | -99.78 | 0.0085 | -2.5072 | |||
| US71677HAL96 / PetSmart, Inc., Term Loan B | 0.07 | -99.10 | 0.0081 | -0.7966 | |||||
| L2000AAD2 / Camelot U.S. Acquisition 1 Co. | 0.07 | 0.0081 | 0.0081 | ||||||
| XAN2014AAE28 / CIMPRESS USA INC | 0.07 | 0.0081 | 0.0081 | ||||||
| US26928BAM19 / E W SCRIPPS COMPANY THE 2020 TERM LOAN B3 | 0.07 | -96.63 | 0.0081 | -0.2070 | |||||
| US10566UAC27 / Brave Parent Holdings, Inc., First Lien Term Loan | 0.07 | -94.56 | 0.0081 | -0.1266 | |||||
| US12687HAB33 / CABLEVISION LIGHTPATH TERM B 1LN 09/15/2027 | 0.07 | 200.00 | 0.0081 | 0.0053 | |||||
| Hilding Anders AB, PIK Term Loan, 12.00% PIK Rate / LON (N/A) | 0.06 | -99.81 | 0.0074 | -2.5083 | |||||
| US00085Q1830 / American Commercial Lines Inc Preferred B - Anti-Dilution Warrants | 0.15 | 25.00 | 0.06 | 24.00 | 0.0072 | 0.0013 | |||
| NO0010920697 / PGS ASA, Conv. | 0.06 | -4.62 | 0.0072 | -0.0005 | |||||
| US94767KAN19 / WEBER-STEPHEN PRODUCTS TERM B 1LN 10/30/2027 | 0.06 | 0.0067 | 0.0067 | ||||||
| Colouroz Investment LLC, First Lien Term Loan B-6 / LON (N/A) | 0.06 | -99.84 | 0.0064 | -2.5093 | |||||
| US22834KAC53 / Crown Finance US, Inc. 2018 EUR Term Loan | 0.06 | -11.29 | 0.0064 | -0.0010 | |||||
| US00085Q1426 / American Commercial Lines Inc Preferred A - Anti-Dilution Warrants | 0.18 | 25.00 | 0.06 | 25.00 | 0.0064 | 0.0011 | |||
| Libbey Glass, Inc. / EC (N/A) | 0.01 | -99.73 | 0.05 | -99.84 | 0.0063 | -2.5094 | |||
| US00215NAK63 / VM Consolidated Inc | 0.05 | 0.0054 | 0.0054 | ||||||
| Merlin Entertainments PLC, Delayed Draw Term Loan / LON (N/A) | 0.04 | -99.87 | 0.0051 | -2.5106 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.04 | -99.88 | 0.0047 | -2.5110 | |||||
| US26826YAB83 / E2open (10/20) T/L | 0.04 | 0.00 | 0.0043 | -0.0001 | |||||
| 00B65Z9D7 / Noble Corporation plc | 0.00 | 0.04 | 0.0043 | 0.0043 | |||||
| Toys 'R' Us-Delaware, Inc. / EC (N/A) | 0.00 | -100.00 | 0.03 | -99.90 | 0.0040 | -2.5118 | |||
| Forward Foreign Currency Contract / DFE (N/A) | 0.03 | -99.90 | 0.0039 | -2.5118 | |||||
| US01862LAW81 / Alliance Laundry Systems LLC Term Loan B | 0.03 | -16.22 | 0.0036 | -0.0009 | |||||
| ThermaSys Corp. / EC (N/A) | 0.98 | -80.27 | 0.03 | -99.91 | 0.0034 | -2.5123 | |||
| Generation Bridge LLC / LON (N/A) | 0.03 | -99.92 | 0.0033 | -2.5124 | |||||
| Checkout Holding Corp. / EC (N/A) | 0.01 | -99.83 | 0.03 | -99.92 | 0.0031 | -2.5126 | |||
| US29359DAB38 / ENSONO TL B 1L USD | 0.03 | 0.0030 | 0.0030 | ||||||
| Colouroz Investment LLC, Second Lien Term Loan B-2 / LON (N/A) | 0.03 | -99.92 | 0.0030 | -2.5127 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.02 | -99.93 | 0.0026 | -2.5131 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.02 | -99.94 | 0.0023 | -2.5135 | |||||
| US389376AY03 / Gray Television Inc 6.5% 01/02/2026 Term C Loan Bond | 0.02 | 0.00 | 0.0020 | -0.0001 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.02 | -99.95 | 0.0020 | -2.5138 | |||||
| HGIM Corp. / EC (N/A) | 0.00 | -99.93 | 0.02 | -99.95 | 0.0019 | -2.5138 | |||
| US92940KAH86 / WP CityMD Bidco LLC | 0.02 | 0.00 | 0.0019 | -0.0001 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.02 | -99.95 | 0.0019 | -2.5138 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.02 | -99.96 | 0.0018 | -2.5139 | |||||
| US71360HAB33 / PERATON CORP | 0.01 | -99.87 | 0.0013 | -1.0018 | |||||
| US13057Q1233 / CALIFORNIA RES CORP EXP CALL 23OCT24 | 0.00 | 0.00 | 0.01 | 25.00 | 0.0012 | 0.0002 | |||
| Paragon Offshore Finance Co., Class B / EC (N/A) | 0.00 | -99.97 | 0.01 | -99.97 | 0.0012 | -2.5146 | |||
| Forward Foreign Currency Contract / DFE (N/A) | 0.01 | -99.97 | 0.0010 | -2.5147 | |||||
| US19633FAD33 / Colorado Buyer, Inc., Term Loan | 0.01 | 0.00 | 0.0008 | -0.0000 | |||||
| ThermaSys Corp., Series A / EP (N/A) | 0.21 | -95.80 | 0.01 | -99.98 | 0.0007 | -2.5150 | |||
| Forward Foreign Currency Contract / DFE (N/A) | 0.01 | -99.99 | 0.0006 | -2.5151 | |||||
| US62936DAS99 / NPC International, Inc., Second Lien Term Loan | 0.01 | -16.67 | 0.0006 | -0.0001 | |||||
| US39843PAG81 / Grifols Worldwide Operations USA, Inc. USD 2019 Term Loan B | 0.01 | 0.00 | 0.0006 | -0.0000 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.01 | -99.99 | 0.0006 | -2.5152 | |||||
| RJO Holdings Corp., Series A-2 / EC (N/A) | 0.00 | -99.99 | 0.00 | -99.99 | 0.0004 | -2.5154 | |||
| US64072UAE29 / CSC Holdings, LLC, Term Loan | 0.00 | 0.00 | 0.0003 | -0.0000 | |||||
| Southcross Energy Partners L.P. / EC (N/A) | 0.07 | -98.54 | 0.00 | -99.99 | 0.0003 | -2.5154 | |||
| 933WMF906 / Tribune Resources, Inc., Wts., expiring April 3, 2023 | 0.10 | 0.00 | 0.00 | 0.00 | 0.0003 | -0.0000 | |||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | -99.99 | 0.0003 | -2.5155 | |||||
| RJO Holdings Corp. / EC (N/A) | 0.00 | -99.96 | 0.00 | -99.99 | 0.0002 | -2.5155 | |||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | -99.99 | 0.0002 | -2.5155 | |||||
| Colouroz Investment LLC, Term Loan B-3 / LON (N/A) | 0.00 | -99.99 | 0.0002 | -2.5155 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | -100.00 | 0.0002 | -2.5155 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | -100.00 | 0.0002 | -2.5156 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | -100.00 | 0.0001 | -2.5156 | |||||
| RJO Holdings Corp., Class A / EC (N/A) | 0.00 | -99.98 | 0.00 | -100.00 | 0.0001 | -2.5156 | |||
| / iHeartMedia, Inc., Class B | 0.00 | 0.00 | 0.00 | 0.0001 | 0.0000 | ||||
| AF Global, Inc. / EC (N/A) | 0.00 | -99.99 | 0.00 | -100.00 | 0.0001 | -2.5156 | |||
| US65336RAW88 / Nexstar Broadcasting, Inc. 2019 Term Loan B4 | 0.00 | -100.00 | 0.0001 | -0.0001 | |||||
| US31660T1025 / FIELDWOOD ENERGY LLC | 0.04 | 0.00 | 0.00 | -100.00 | 0.0000 | -0.0005 | |||
| US31660T2015 / Fieldwood Energy LLC | 0.01 | 0.00 | 0.00 | -100.00 | 0.0000 | -0.0001 | |||
| US00189AAC45 / ThermaSys Corp., Term Loan | 0.00 | 0.0000 | -0.0000 | ||||||
| RJO Holdings Corp., Class B / EC (N/A) | 0.00 | -99.93 | 0.00 | -100.00 | 0.0000 | -2.5157 | |||
| US89686QAA40 / Trivium Packaging Finance BV | 0.00 | 0.0000 | -0.0000 | ||||||
| Prophylaxis B.V., Term Loan / EC (N/A) | 0.00 | -99.97 | 0.00 | -100.00 | 0.0000 | -2.5157 | |||
| Lake at Las Vegas Joint Venture LLC, Class A / EC (N/A) | 0.00 | -99.95 | 0.00 | -100.00 | 0.0000 | -2.5157 | |||
| CM Acquisition Co., Wts., expiring July 26, 2024 / DE (N/A) | 0.00 | -99.99 | 0.00 | -100.00 | 0.0000 | -2.5157 | |||
| Bicent Power, LLC, Series B, Wts. expiring 08/21/2022 / EC (N/A) | 0.00 | -99.93 | 0.00 | -100.00 | 0.0000 | -2.5157 | |||
| Bicent Power, LLC, Series A, Wts. expiring 08/21/2022 / EC (N/A) | 0.00 | -99.96 | 0.00 | -100.00 | 0.0000 | -2.5157 | |||
| US38239H1059 / Goodman Networks, Inc. | 0.10 | 0.00 | 0.00 | 0.0000 | 0.0000 | ||||
| Paragon Offshore Finance Co., Class A / EC (N/A) | 0.00 | -99.95 | 0.00 | -100.00 | 0.0000 | -2.5157 | |||
| Lake at Las Vegas Joint Venture LLC, Class B / EC (N/A) | 0.00 | -100.00 | 0.00 | -100.00 | 0.0000 | -2.5157 | |||
| XAG6903KAB98 / Paragon Offshore Finance Co | 0.00 | 0.0000 | 0.0000 | ||||||
| US38239H2040 / Goodman Networks, Inc., Series A-1, Pfd. | 0.12 | 0.00 | 0.00 | 0.0000 | 0.0000 | ||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0001 | -2.5158 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0001 | -2.5158 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0001 | -2.5158 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0001 | -2.5159 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0002 | -2.5160 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.01 | -0.0002 | -2.5160 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.01 | -100.01 | -0.0006 | -2.5163 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.01 | -100.01 | -0.0006 | -2.5163 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.01 | -100.02 | -0.0008 | -2.5165 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.01 | -100.02 | -0.0008 | -2.5166 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.02 | -100.04 | -0.0018 | -2.5175 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.02 | -100.06 | -0.0025 | -2.5182 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.09 | -100.26 | -0.0099 | -2.5257 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.17 | -100.51 | -0.0198 | -2.5356 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.18 | -100.53 | -0.0204 | -2.5362 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.18 | -100.53 | -0.0205 | -2.5362 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.24 | -100.70 | -0.0272 | -2.5429 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.41 | -101.20 | -0.0468 | -2.5625 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.47 | -101.40 | -0.0546 | -2.5703 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.49 | -101.45 | -0.0566 | -2.5723 |
