Basic Stats
| Portfolio Value | $ 196,056,852 |
| Current Positions | 420 |
Latest Holdings, Performance, AUM (from 13F, 13D)
SMSAX - SIMT Multi-Strategy Alternative Fund Class F has disclosed 420 total holdings in their latest SEC filings. Most recent portfolio value is calculated to be $ 196,056,852 USD. Actual Assets Under Management (AUM) is this value plus cash (which is not disclosed). SMSAX - SIMT Multi-Strategy Alternative Fund Class F’s top holdings are Merger Fund - Merger Fd USD Cls A (US:MERFX) , SEI DAILY INCOME TRUST GOVERNMENT FUND (#36) (XX:US7839655930) , Under Armour Inc (US:US904311AA54) , EquipmentShare.com, Inc. (US:US29450YAA73) , and SEI DAILY INCOME TRUST GOVERNMENT FUND (#36) (XX:US7839655930) . SMSAX - SIMT Multi-Strategy Alternative Fund Class F’s new positions include Under Armour Inc (US:US904311AA54) , EquipmentShare.com, Inc. (US:US29450YAA73) , Carpenter Technology Corporation (US:CRS) , StandardAero, Inc. (US:SARO) , and Jefferies Financial Group Inc. (US:JEF) .
Top Increases This Quarter
We use the change in the portfolio allocation because this is the most meaningful metric. Changes can be due to trades or changes in share prices.
| Security | Shares (MM) |
Value (MM$) |
Portfolio % | ΔPortfolio % |
|---|---|---|---|---|
| 5.76 | 5.76 | 2.3655 | 1.7689 | |
| 3.97 | 1.6310 | 1.6310 | ||
| 3.33 | 1.3689 | 1.3689 | ||
| 2.49 | 1.0218 | 1.0218 | ||
| 0.03 | 2.17 | 0.8934 | 1.0028 | |
| 2.66 | 1.0928 | 0.9344 | ||
| 0.01 | 2.13 | 0.8768 | 0.8768 | |
| 0.01 | 2.12 | 0.8731 | 0.8731 | |
| 0.07 | 2.11 | 0.8672 | 0.8672 | |
| 0.04 | 1.96 | 0.8042 | 0.8042 |
Top Decreases This Quarter
We use the change in the portfolio allocation because this is the most meaningful metric. Changes can be due to trades or changes in share prices.
| Security | Shares (MM) |
Value (MM$) |
Portfolio % | ΔPortfolio % |
|---|---|---|---|---|
| 1.32 | 1.32 | 0.5418 | -3.0681 | |
| 2.39 | 2.39 | 0.9835 | -1.3820 | |
| -0.02 | -0.85 | -0.3494 | -1.1628 | |
| 0.00 | 0.22 | 0.0907 | -0.6107 | |
| -0.00 | -0.27 | -0.1108 | -0.5905 | |
| -0.01 | -1.36 | -0.5591 | -0.5591 | |
| 2.80 | 49.71 | 20.4268 | -0.5385 | |
| 0.05 | 1.11 | 0.4575 | -0.4242 | |
| -0.00 | -1.00 | -0.4126 | -0.4126 | |
| -0.00 | -0.99 | -0.4067 | -0.4067 |
13F and Fund Filings
This form was filed on 2025-08-28 for the reporting period 2025-06-30. Click the link icon to see the full transaction history.
Upgrade to unlock premium data and export to Excel 
.
2022-07-28: Important Note - We have changed the treatment of the Δ Portfolio % column in this table. Previously, we were reporting it as the percent change in the portfolio allocation. We are now reporting it as the raw change in the portfolio allocation (still reported as a percent). In formula terms, we were previously reporting it as 100 * (current allocation - prior allocation ) / prior allocation. We are now reporting it as (current allocation - prior allocation).
| Security | Type | Avg Share Price | Shares (MM) |
ΔShares (%) |
ΔShares (%) |
Value ($MM) |
Portfolio (%) |
ΔPortfolio (%) |
|
|---|---|---|---|---|---|---|---|---|---|
| MERFX / Merger Fund - Merger Fd USD Cls A | 2.80 | -3.90 | 49.71 | -1.40 | 20.4268 | -0.5385 | |||
| US7839655930 / SEI DAILY INCOME TRUST GOVERNMENT FUND (#36) | 5.76 | 296.47 | 5.76 | 296.42 | 2.3655 | 1.7689 | |||
| TREASURY BILL 0.000000% 09/04/2025 / DBT (US912797MH75) | 3.97 | 1.6310 | 1.6310 | ||||||
| US904311AA54 / Under Armour Inc | 3.33 | 1.3689 | 1.3689 | ||||||
| US29450YAA73 / EquipmentShare.com, Inc. | 2.69 | 27.78 | 1.1060 | 0.2302 | |||||
| ROCKET SOFTWARE INC 144A 9.000000% 11/28/2028 / DBT (US77314EAB48) | 2.66 | 502.95 | 1.0928 | 0.9344 | |||||
| TREASURY BILL 0.000000% 08/14/2025 / DBT (US912797PN17) | 2.49 | 1.0218 | 1.0218 | ||||||
| US7839655930 / SEI DAILY INCOME TRUST GOVERNMENT FUND (#36) | 2.39 | -58.42 | 2.39 | -58.43 | 0.9835 | -1.3820 | |||
| ANF / Abercrombie & Fitch Co. | 0.03 | -861.30 | 2.17 | -926.62 | 0.8934 | 1.0028 | |||
| WYNN / Wynn Resorts, Limited | 0.02 | -32.78 | 2.17 | -24.61 | 0.8916 | -0.3050 | |||
| CRS / Carpenter Technology Corporation | 0.01 | 2.13 | 0.8768 | 0.8768 | |||||
| EVR / Evercore Inc. | 0.01 | 2.12 | 0.8731 | 0.8731 | |||||
| PENN / PENN Entertainment, Inc. | 0.12 | -24.54 | 2.12 | -17.30 | 0.8720 | -0.1954 | |||
| ECG / Everus Construction Group, Inc. | 0.03 | -31.53 | 2.11 | 17.34 | 0.8674 | 0.1190 | |||
| SARO / StandardAero, Inc. | 0.07 | 2.11 | 0.8672 | 0.8672 | |||||
| ATI / ATI Inc. | 0.02 | -32.48 | 2.09 | 12.04 | 0.8601 | 0.0832 | |||
| HBM / Hudbay Minerals Inc. | 0.20 | -15.75 | 2.08 | 17.74 | 0.8538 | 0.1201 | |||
| CENX / Century Aluminum Company | 0.12 | 19.59 | 2.07 | 16.13 | 0.8519 | 0.1094 | |||
| AA / Alcoa Corporation | 0.07 | 25.85 | 2.05 | 21.73 | 0.8426 | 0.1423 | |||
| FCX / Freeport-McMoRan Inc. | 0.05 | 5.37 | 2.04 | 20.67 | 0.8396 | 0.1354 | |||
| VSH / Vishay Intertechnology, Inc. | 0.13 | 18.31 | 2.04 | 18.16 | 0.8371 | 0.1201 | |||
| ENTG / Entegris, Inc. | 0.02 | 29.82 | 2.00 | 19.68 | 0.8199 | 0.1266 | |||
| JEF / Jefferies Financial Group Inc. | 0.04 | 1.96 | 0.8042 | 0.8042 | |||||
| CSTM / Constellium SE | 0.15 | 2.80 | 1.95 | 35.47 | 0.8007 | 0.2027 | |||
| 27M / Melrose Industries PLC | 0.27 | 1.94 | 0.7987 | 0.7987 | |||||
| AETHON UNITED BR LP / AETHON UNITED FINANCE CORP 1 7.500000% 10/01/2029 / DBT (US00810GAD60) | 1.92 | 87.87 | 0.7892 | 0.3641 | |||||
| TREASURY BILL 0.000000% 08/21/2025 / DBT (US912797PP64) | 1.84 | 0.7555 | 0.7555 | ||||||
| GPOR / Gulfport Energy Corporation | 1.79 | 359.90 | 0.7353 | 0.5735 | |||||
| BLDR / Builders FirstSource, Inc. | 0.02 | 10.89 | 1.78 | 10.87 | 0.7296 | 0.0716 | |||
| US12543DBG43 / CHS/Community Health Systems Inc | 1.75 | 787.31 | 0.7184 | 0.6678 | |||||
| HR / Healthcare Realty Trust Incorporated | 0.11 | -14.58 | 1.71 | -19.86 | 0.7017 | -0.1841 | |||
| KEX / Kirby Corporation | 0.01 | -57.68 | 1.70 | -21.14 | 0.6976 | 0.1753 | |||
| RKT / Rocket Companies, Inc. | 0.12 | 1.67 | 0.6848 | 0.6848 | |||||
| WSM / Williams-Sonoma, Inc. | 0.01 | 1.66 | 0.6805 | 0.6805 | |||||
| BLDR / Builders FirstSource, Inc. | 0.01 | 25.17 | 1.60 | 16.95 | 0.6579 | 0.0884 | |||
| IFF / International Flavors & Fragrances Inc. | 0.02 | 1.60 | 0.6568 | 0.6568 | |||||
| AMBP / Ardagh Metal Packaging S.A. | 0.37 | 51.89 | 1.57 | 115.23 | 0.6451 | 0.3418 | |||
| VOYAGER PARENT LLC 144A 9.250000% 07/01/2032 / DBT (US92921EAA01) | 1.51 | 0.6203 | 0.6203 | ||||||
| TREASURY BILL 0.000000% 07/31/2025 / DBT (US912797PG65) | 1.49 | 0.6142 | 0.6142 | ||||||
| TREASURY BILL 0.000000% 08/28/2025 / DBT (US912797PQ48) | 1.49 | 0.6121 | 0.6121 | ||||||
| US7839655930 / SEI DAILY INCOME TRUST GOVERNMENT FUND (#36) | 1.45 | 10.13 | 1.45 | 10.17 | 0.5966 | 0.0549 | |||
| U / Unity Software Inc. | 0.06 | 261.66 | 1.34 | 439.36 | 0.5521 | 0.4625 | |||
| US7839655930 / SEI DAILY INCOME TRUST GOVERNMENT FUND (#36) | 1.32 | -84.81 | 1.32 | -84.82 | 0.5418 | -3.0681 | |||
| TREASURY BILL 0.000000% 09/11/2025 / DBT (US912797PW16) | 1.19 | 0.4889 | 0.4889 | ||||||
| BEACH ACQUISITION BIDCO LLC 144A 10.000000% 07/15/2033 / DBT (US07337JAC18) | 1.13 | 0.4651 | 0.4651 | ||||||
| BEN / Franklin Resources, Inc. | 0.05 | -57.62 | 1.11 | -47.50 | 0.4575 | -0.4242 | |||
| SIG / Signet Jewelers Limited | 0.01 | 1.10 | 0.4528 | 0.4528 | |||||
| 40467AAH2 / Help At Home, Inc. | 1.10 | 62.72 | 0.4522 | 0.1710 | |||||
| TREASURY BILL 0.000000% 08/07/2025 / DBT (US912797MG92) | 1.10 | 0.4500 | 0.4500 | ||||||
| US893830BL24 / Transocean Inc | 1.08 | -39.78 | 0.4420 | -0.3004 | |||||
| ZM / Zoom Communications Inc. | 0.01 | -303.84 | 1.06 | -315.45 | 0.4358 | 0.6404 | |||
| NEW FLYER HOLDINGS INC 144A 9.250000% 07/01/2030 / DBT (US64438WAA53) | 1.05 | 0.4305 | 0.4305 | ||||||
| US28470RAK86 / COLT MERGER SUB INC SR UNSECURED 144A 07/27 8.125 | 1.04 | 181.40 | 0.4291 | 0.3341 | |||||
| SJT / San Juan Basin Royalty Trust | 0.17 | 0.00 | 1.01 | 8.16 | 0.4139 | 0.0265 | |||
| TFX / Teleflex Incorporated | 0.01 | 1.01 | 0.4135 | 0.4135 | |||||
| TREASURY BILL 0.000000% 07/24/2025 / DBT (US912797PF82) | 1.00 | 0.4098 | 0.4098 | ||||||
| US61747C5250 / Morgan Stanley Institutional Liquidity Funds - Treasury Securities Portfolio | 0.95 | -37.54 | 0.95 | -37.55 | 0.3919 | -0.2431 | |||
| NXE / NexGen Energy Ltd. | 0.13 | 0.00 | 0.90 | 54.56 | 0.3692 | 0.1275 | |||
| LUV / Southwest Airlines Co. | 0.03 | -13.50 | 0.88 | -16.49 | 0.3624 | -0.0765 | |||
| ED / Consolidated Edison, Inc. | 0.01 | -9.34 | 0.88 | -17.76 | 0.3599 | -0.0828 | |||
| DUK / Duke Energy Corporation | 0.01 | -16.35 | 0.87 | -19.09 | 0.3573 | -0.0895 | |||
| PPL / PPL Corporation | 0.03 | 56.39 | 0.86 | 46.84 | 0.3532 | 0.1097 | |||
| NXPI / NXP Semiconductors N.V. | 0.00 | -10.62 | 0.86 | 2.75 | 0.3529 | 0.0053 | |||
| PEB / Pebblebrook Hotel Trust | 0.09 | 214.40 | 0.85 | 210.55 | 0.3511 | 0.2365 | |||
| US049362AA49 / Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl | 0.84 | 0.3435 | 0.3435 | ||||||
| COREWEAVE INC 144A 9.250000% 06/01/2030 / DBT (US21873SAB43) | 0.80 | 0.3281 | 0.3281 | ||||||
| US36485MAK53 / Garda World Security Corp | 0.79 | 500.76 | 0.3259 | 0.2987 | |||||
| US04364VAK98 / Ascent Resources Utica Holdings LLC / ARU Finance Corp | 0.77 | 26.56 | 0.3175 | 0.0638 | |||||
| US53227PAP53 / Lifescan Global Corporation 2023 Term Loan | 0.73 | -0.54 | 0.3005 | -0.0056 | |||||
| US21925AAF21 / Cornerstone Chemical Co | 0.70 | 1,163.64 | 0.2856 | 0.2624 | |||||
| LONG RIDGE ENERGY LLC 144A 8.750000% 02/15/2032 / DBT (US54288CAA18) | 0.69 | -32.32 | 0.2826 | -0.1396 | |||||
| US724479AP57 / Pitney Bowes Inc | 0.67 | -24.89 | 0.2741 | -0.0956 | |||||
| US87817JAG31 / Team Health Holdings Inc | 0.65 | -5.25 | 0.2674 | -0.0180 | |||||
| US36168QAQ73 / GFL Environmental Inc | 0.64 | 49.07 | 0.2636 | 0.0844 | |||||
| SYNIVERSE PREFERRED STOCK RESTRICTED * / EP (N/A) | 0.63 | 0.62 | 0.2558 | 0.2558 | |||||
| TRIVIUM PACKAGING FINANCE BV 144A 12.250000% 01/15/2031 / DBT (US89686QAC06) | 0.61 | 0.2524 | 0.2524 | ||||||
| US415864AM90 / Harsco Corp 5.75% 07/31/2027 144A | 0.59 | 128.40 | 0.2413 | 0.1341 | |||||
| PLUTO ACQUISITION I, INC. 9/20/2028 / LON (72941DAK8) | 0.58 | 6.23 | 0.2386 | 0.0112 | |||||
| GLOBAL MEDICAL RESPONSE INC 144A 9.500000% 10/31/2028 / DBT (US37960BAB18) | 0.57 | -32.47 | 0.2359 | -0.1178 | |||||
| US125137AC31 / CEC 6 3/4 05/01/26 | 0.57 | -62.89 | 0.2345 | -0.3665 | |||||
| GRAFTECH FINANCE INC 144A 4.625000% 12/23/2029 / DBT (US384311AC08) | 0.57 | 101.79 | 0.2325 | 0.1158 | |||||
| SLG / SL Green Realty Corp. | 0.01 | -32.70 | 0.56 | -38.66 | 0.2289 | -0.1263 | |||
| PINS / Pinterest, Inc. | 0.02 | -319.21 | 0.56 | -278.21 | 0.2288 | 0.3409 | |||
| ZION / Zions Bancorporation, National Association | 0.01 | 0.55 | 0.2270 | 0.2270 | |||||
| FITB_* / Fifth Third Bancorp | 0.01 | -21.74 | 0.55 | -24.93 | 0.2268 | -0.0461 | |||
| US25525PAB31 / Diversified Healthcare Trust | 0.55 | 10.26 | 0.2256 | 0.0187 | |||||
| TOL / Toll Brothers, Inc. | 0.00 | 0.55 | 0.2247 | 0.2247 | |||||
| PHM / PulteGroup, Inc. | 0.01 | 0.54 | 0.2234 | 0.2234 | |||||
| US56085RAA86 / MAJORDRIVE HOLDINGS IV LLC 6.375% 06/01/2029 144A | 0.53 | 0.2192 | 0.2192 | ||||||
| EXC / Exelon Corporation | 0.01 | 0.53 | 0.2189 | 0.2189 | |||||
| Cornerstone Chemical 5/25 TL 5/7/2029 / LON (N/A) | 0.53 | 0.2186 | 0.2186 | ||||||
| RTO / Rentokil Initial plc - Depositary Receipt (Common Stock) | 0.02 | 0.52 | 0.2147 | 0.2147 | |||||
| KMX / CarMax, Inc. | 0.01 | 175.77 | 0.52 | 137.90 | 0.2141 | 0.1230 | |||
| US12543DBN93 / CHS/Community Health Systems Inc | 0.52 | -44.98 | 0.2117 | -0.1246 | |||||
| US55916AAA25 / Magic Mergeco Inc | 0.51 | 0.2096 | 0.2096 | ||||||
| CORNERSTONE CHEMICAL CO EQUITY * / EC (N/A) | 0.03 | 0.51 | 0.2090 | 0.2090 | |||||
| AKUMIN INC 144A 9.000000% 08/01/2027 / DBT (US01021XAB64) | 0.50 | 8.24 | 0.2053 | 0.0135 | |||||
| AESI / Atlas Energy Solutions Inc. | 0.04 | 206.61 | 0.50 | 130.09 | 0.2042 | 0.1143 | |||
| US04364VAA17 / Ascent Resources Utica Holdings, LLC/ARU Finance Corp. | 0.49 | 0.2026 | 0.2026 | ||||||
| US05349UBN19 / Avaya, Inc., Term Loan | 0.49 | -1.41 | 0.2018 | -0.0055 | |||||
| TRANSDIGM INC 144A 6.000000% 01/15/2033 / DBT (US893647BW65) | 0.49 | 2.09 | 0.2008 | 0.0019 | |||||
| EVKG / Ever-Glory International Group, Inc. | 0.49 | -56.83 | 0.2003 | -0.2688 | |||||
| US700677AR89 / Park-Ohio Industries Inc | 0.47 | -15.96 | 0.1950 | -0.0145 | |||||
| US70478JAA25 / Pearl Merger Sub Inc | 0.47 | 0.00 | 0.1936 | -0.0025 | |||||
| US36168QAM69 / GFL Environmental Inc | 0.46 | 31.88 | 0.1871 | 0.0518 | |||||
| US45344LAC72 / Crescent Energy Finance LLC | 0.45 | 71.32 | 0.1867 | 0.0829 | |||||
| ENVISION HEALTHCARE CORP EQUITY A/C # 0000010468 (SIIT-OPP) / EC (N/A) | 0.03 | 0.45 | 0.1864 | 0.1864 | |||||
| US98919XAB73 / ZAYO GROUP HOLDINGS INC USD TERM LOAN | 0.43 | 2.36 | 0.1784 | 0.0017 | |||||
| US40010PAA66 / GrubHub Holdings Inc | 0.43 | 5.64 | 0.1774 | 0.0075 | |||||
| US75079LAB71 / Rain Carbon, Inc. | 0.43 | 4.90 | 0.1763 | 0.0062 | |||||
| MT4648 / Baffinland Iron Mines Corp / Baffinland Iron Mines LP | 0.42 | -1.85 | 0.1744 | -0.0054 | |||||
| US46272EAA10 / IRIS HOLDINGS INC PIK | 0.42 | -1.17 | 0.1743 | -0.0044 | |||||
| 52989XAC7 / LIBBEY GLASS LLC 11/22/2027 | 0.42 | -0.94 | 0.1742 | -0.0035 | |||||
| INSW / International Seaways, Inc. | 0.01 | 16.76 | 0.41 | 28.48 | 0.1671 | 0.0353 | |||
| US40390DAC92 / HLF Financing Sarl LLC / Herbalife International Inc | 0.40 | 158.71 | 0.1648 | 0.1000 | |||||
| RADIOLOGY PARTNERS INC 144A 9.781000% 02/15/2030 / DBT (US75041VAC81) | 0.40 | 5.59 | 0.1633 | 0.0069 | |||||
| US846425AQ94 / SPANISH BROADCASTING SYSTEM INC 144A 9.750000% 03/01/2026 | 0.38 | 2.99 | 0.1559 | 0.0029 | |||||
| EVKG / Ever-Glory International Group, Inc. | 0.37 | 3.66 | 0.1515 | 0.0126 | |||||
| US91705JAC99 / Urban One Inc | 0.36 | -11.65 | 0.1496 | -0.0217 | |||||
| BCPE FLAVOR DEBT MERGER SUB LLC AND BCPE FLAVOR IS 9.500000% 07/01/2032 / DBT (US072933AA25) | 0.36 | 0.1463 | 0.1463 | ||||||
| US29089QAC96 / Emergent BioSolutions Inc | 0.36 | -25.42 | 0.1462 | -0.0521 | |||||
| US897051AC29 / Tronox Inc | 0.35 | 4.75 | 0.1454 | 0.0049 | |||||
| FINANCE OF AMERICA FUNDING LLC 144A 10.000000% 11/30/2029 / DBT (US317386AD23) | 0.35 | 9.32 | 0.1446 | 0.0105 | |||||
| FINANCE OF AMERICA FUNDING LLC 144A 7.875000% 11/30/2026 / DBT (US317386AC40) | 0.35 | -0.57 | 0.1437 | -0.0025 | |||||
| BEACON MOBILITY CORP 144A 7.250000% 08/01/2030 / DBT (US073644AA49) | 0.33 | 0.1347 | 0.1347 | ||||||
| US57767EAE23 / Mavenir Systems, Inc. 2021 Term Loan B | 0.32 | -46.70 | 0.1331 | -0.1192 | |||||
| WELLFUL INC. 10/19/2030 / LON (94950EAG7) | 0.32 | 0.1328 | 0.1328 | ||||||
| OBRA CAPITAL, INC. 6/21/2029 / LON (N/A) | 0.32 | 0.1309 | 0.1309 | ||||||
| NAKED JUICE LLC 1/24/2029 / LON (62984CAM5) | 0.32 | 0.1301 | 0.1301 | ||||||
| US92339LAA08 / VERDE PURCHASER LLC 10.5% 11/30/2030 144A | 0.31 | -4.60 | 0.1281 | 0.0005 | |||||
| SRUUF / Sprott Physical Uranium Trust Fund | 0.02 | 0.00 | 0.30 | 31.60 | 0.1251 | 0.0288 | |||
| 53219LAH2 / LifePoint Health, Inc. Bond | 0.30 | -73.59 | 0.1212 | -0.3433 | |||||
| US14173VAT08 / Carestream Health, Inc. 2022 Term Loan | 0.29 | -38.24 | 0.1211 | -0.0771 | |||||
| EUZ / Europa Metals Limited | 0.00 | 0.29 | 0.1209 | 0.1209 | |||||
| US86184WAA45 / StoneMor Inc | 0.29 | 0.34 | 0.1203 | -0.0009 | |||||
| IEP / Icahn Enterprises L.P. | 0.29 | -1.37 | 0.1191 | -0.0027 | |||||
| US16308NAA28 / Cheever Escrow Issuer LLC | 0.29 | 0.1184 | 0.1184 | ||||||
| CMG MEDIA CORP 144A 8.875000% 06/18/2029 / DBT (US125773AA99) | 0.29 | -0.35 | 0.1181 | -0.0020 | |||||
| CMG MEDIA CORPORATION 6/18/2029 / LON (88145LAF1) | 0.29 | 0.1179 | 0.1179 | ||||||
| WAYFAIR LLC 144A 7.750000% 09/15/2030 / DBT (US94419NAB38) | 0.28 | 0.1170 | 0.1170 | ||||||
| WAYFAIR LLC 144A 7.250000% 10/31/2029 / DBT (US94419NAA54) | 0.28 | 0.1163 | 0.1163 | ||||||
| 93427EAB5 / WARHORSE GAMING, LLC 6/30/2028 | 0.28 | -0.36 | 0.1136 | -0.0016 | |||||
| US521088AC89 / LD Holdings Group LLC | 0.27 | 3.50 | 0.1095 | 0.0024 | |||||
| BCP V EVERISE ACQUISITION LLC 12/14/2029 / LON (05614DAG3) | 0.25 | -8.79 | 0.1026 | -0.0110 | |||||
| USU12272AE78 / BX COMMERCIAL MORTGAGE TRUST 2022 CSMO | 0.25 | 1.22 | 0.1020 | -0.0001 | |||||
| WELLFUL INC. 4/19/2030 / LON (94950EAF9) | 0.24 | 0.1002 | 0.1002 | ||||||
| US98919VAB18 / Front Range BidCo Inc | 0.24 | 3.88 | 0.0993 | 0.0024 | |||||
| OPAL BIDCO SAS 28-Apr-2032 / LON (F7000QAB7) | 0.24 | 0.0990 | 0.0990 | ||||||
| US57778YAB11 / Alphia, Term Loan | 0.24 | 0.86 | 0.0967 | -0.0004 | |||||
| GLOBAL MEDICAL RESPONSE, INC. 10/31/2028 / LON (00169QAG4) | 0.23 | -67.69 | 0.0952 | -0.2022 | |||||
| US70932MAC10 / PennyMac Financial Services Inc | 0.23 | 3.14 | 0.0947 | 0.0019 | |||||
| 21686PAG6 / COOPER?S HAWK INTERMEDIATE HOLDING, LLC 10/31/2026 | 0.23 | -0.88 | 0.0933 | -0.0016 | |||||
| SPENCER SPIRIT IH LLC 7/15/2031 / LON (84823UAE2) | 0.23 | -2.17 | 0.0929 | -0.0031 | |||||
| US389375AL09 / Gray Television Inc | 0.22 | 10.45 | 0.0915 | 0.0077 | |||||
| US013104AH74 / Albertsons Inc 8.700% Senior Debentures 05/01/30 | 0.22 | 1.84 | 0.0909 | 0.0004 | |||||
| OID-OL Intermediate I 5/25 TL2 2/1/2029 / LON (67089SAD3) | 0.22 | 0.0908 | 0.0908 | ||||||
| CABO / Cable One, Inc. | 0.00 | -67.19 | 0.22 | -87.73 | 0.0907 | -0.6107 | |||
| US85571BAU98 / Starwood Property Trust Inc | 0.22 | 1.41 | 0.0889 | 0.0002 | |||||
| REORGANIZED MOBILEUM ACQUISITIONCO LLC 9/11/2029 / LON (N/A) | 0.22 | 0.0884 | 0.0884 | ||||||
| 62450LAB4 / T/L MOUNTAINEER MERGER CORPORATION REGD 0.00000000 | 0.21 | -35.26 | 0.0878 | -0.0492 | |||||
| 1261229 B.C. LTD. 10/8/2030 / LON (C6903HAB0) | 0.21 | 0.0878 | 0.0878 | ||||||
| US87168TAB70 / Syniverse Holdings, Inc. 2022 Term Loan | 0.21 | -4.07 | 0.0874 | -0.0046 | |||||
| HPP / Hudson Pacific Properties, Inc. | 0.08 | 1,867.64 | 0.21 | 707.69 | 0.0867 | 0.0800 | |||
| VPG / Vishay Precision Group, Inc. | 0.01 | 36.35 | 0.21 | 58.78 | 0.0857 | 0.0312 | |||
| APPLOGIC NETWORKS OPCO I LLC 3/1/2030 / LON (N/A) | 0.21 | 0.0849 | 0.0849 | ||||||
| US62426EAB11 / MOUNTAIN PROVINCE DIAMONDS INC 9% SNR NTS USD-144A 12/15/2025 | 0.20 | -4.29 | 0.0828 | -0.0045 | |||||
| MAGENTA SECURITY HOLDINGS LLC 7/27/2028 / LON (55909UAF6) | 0.20 | -7.44 | 0.0819 | -0.0079 | |||||
| Sizzling Platter TL S+500 6/25/32 6/25/2032 / LON (N/A) | 0.20 | 0.0817 | 0.0817 | ||||||
| US86389QAG73 / Studio City Finance Ltd | 0.20 | 2.07 | 0.0811 | 0.0006 | |||||
| GUITAR CENTER NEW COMMON SHARES * / EC (N/A) | 0.00 | 0.20 | 0.0806 | 0.0806 | |||||
| US82967NBM92 / Sirius XM Radio Inc | 0.20 | -15.58 | 0.0804 | -0.0159 | |||||
| DLX / Deluxe Corporation | 0.19 | 2.15 | 0.0785 | 0.0011 | |||||
| ACRISURE, LLC 11/6/2030 / LON (00488PAV7) | 0.19 | 0.0775 | 0.0775 | ||||||
| ENR / Energizer Holdings, Inc. | 0.01 | -194.03 | 0.19 | -137.75 | 0.0774 | 0.1814 | |||
| US724479AQ31 / Pitney Bowes Inc | 0.19 | 1.63 | 0.0772 | 0.0006 | |||||
| MAGENTA SECURITY HOLDINGS LLC 7/27/2028 / LON (55909UAE9) | 0.19 | -26.77 | 0.0767 | -0.0291 | |||||
| HLF / Herbalife Ltd. | 0.18 | 4.14 | 0.0725 | 0.0019 | |||||
| ROUTE 66 DEVELOPMENT AUTHORITY 10/10/2030 / LON (77929HAB4) | 0.17 | 0.0711 | 0.0711 | ||||||
| US156700AT34 / Centurylink Inc Ctl 7.65% 03/15/42 | 0.17 | 6.83 | 0.0708 | 0.0035 | |||||
| US60855RAJ95 / Molina Healthcare Inc | 0.17 | 3.01 | 0.0703 | 0.0010 | |||||
| ARCTIC CANADIAN DIAMOND COMPANY LTD. 6/30/2026 / LON (N/A) | 0.17 | 0.0698 | 0.0698 | ||||||
| METHANEX US OPERATIONS INC 144A 6.250000% 03/15/2032 / DBT (US59151LAA44) | 0.17 | 2.42 | 0.0696 | 0.0008 | |||||
| US04649VAY65 / ASURION LLC | 0.17 | 0.60 | 0.0693 | -0.0005 | |||||
| MCGRAW-HILL EDUCATION INC 144A 7.375000% 09/01/2031 / DBT (US58064LAA26) | 0.17 | 3.75 | 0.0686 | 0.0017 | |||||
| US143658BR27 / Carnival Corp | 0.17 | 1.84 | 0.0685 | 0.0004 | |||||
| CATNAT GAME TL 12/16/2031 / LON (N/A) | 0.17 | 0.0685 | 0.0685 | ||||||
| US88033GDR83 / Tenet Healthcare Corp | 0.16 | 3.14 | 0.0676 | 0.0013 | |||||
| US55616UAB98 / Mad Engine Global, LLC Term Loan | 0.16 | -1.20 | 0.0675 | -0.0016 | |||||
| CPI CG INC 144A 10.000000% 07/15/2029 / DBT (US12598FAC32) | 0.16 | -0.61 | 0.0671 | -0.0015 | |||||
| US926400AA00 / 4.625% 15 Jul 2029 | 0.16 | 6.54 | 0.0671 | 0.0035 | |||||
| US84762UAB17 / Spectrum Group Buyer, Inc. | 0.16 | -53.85 | 0.0670 | -0.0790 | |||||
| US292052AF45 / Empire Resorts Inc | 0.16 | 2.53 | 0.0667 | 0.0008 | |||||
| XAL9308UAU42 / Travelport Finance (Luxembourg) S.a.r.l. 2020 Super Priority Term Loan | 0.16 | -10.56 | 0.0662 | -0.0090 | |||||
| US35640YAJ64 / Freedom Mortgage Corp. | 0.16 | 0.63 | 0.0659 | -0.0003 | |||||
| US988498AR20 / Yum! Brands, Inc. | 0.16 | 3.23 | 0.0658 | 0.0009 | |||||
| US983133AC37 / Wynn Resorts Finance LLC / Wynn Resorts Capital Corp | 0.16 | 2.58 | 0.0657 | 0.0012 | |||||
| US432833AL52 / HILTON DOMESTIC OPERATING CO INC 4% 05/01/2031 144A | 0.16 | 30.33 | 0.0657 | 0.0148 | |||||
| US44106MAY84 / Service Properties Trust | 0.16 | 80.68 | 0.0656 | 0.0287 | |||||
| US469815AK08 / Jacobs Entertainment Inc | 0.16 | 0.00 | 0.0653 | -0.0006 | |||||
| US98313RAE62 / Wynn Macau Ltd | 0.16 | 14.49 | 0.0651 | 0.0075 | |||||
| US501797AM65 / L Brands Inc | 0.16 | 1.95 | 0.0647 | 0.0005 | |||||
| LONG RIDGE ENERGY 2/7/2032 / LON (N/A) | 0.16 | 0.0647 | 0.0647 | ||||||
| US92328MAB90 / Venture Global Calcasieu Pass LLC | 0.16 | 1.95 | 0.0647 | 0.0004 | |||||
| GTN / Gray Media, Inc. | 0.16 | 2.65 | 0.0640 | 0.0012 | |||||
| US92858RAA86 / Vmed O2 UK Financing I PLC | 0.16 | 6.16 | 0.0640 | 0.0030 | |||||
| US335934AU96 / First Quantum Minerals Ltd. | 0.16 | 1.31 | 0.0639 | 0.0001 | |||||
| US281020AS67 / Edison International | 0.16 | 80.23 | 0.0638 | 0.0280 | |||||
| US1248EPCE15 / CCO Holdings LLC / CCO Holdings Capital Corp | 0.15 | -35.59 | 0.0627 | -0.0357 | |||||
| XPLORE INC. 10/24/2031 / LON (C9875EAC3) | 0.15 | -5.62 | 0.0623 | -0.0044 | |||||
| CLF / Cleveland-Cliffs Inc. | 0.15 | -25.37 | 0.0620 | -0.0218 | |||||
| RIVERS ENTERPRISE BORROWER LLC / RIVERS ENTERPRISE 6.625000% 02/01/2033 / DBT (US76883NAA90) | 0.15 | 2.04 | 0.0617 | 0.0004 | |||||
| US29082KAB17 / Embecta Corp. | 0.15 | 0.68 | 0.0611 | -0.0002 | |||||
| US71601HAB24 / Petco Health and Wellness Company, Inc., 1st Lien Term Loan | 0.15 | 0.68 | 0.0608 | -0.0000 | |||||
| AKUMIN INC 144A 8.000000% 08/01/2028 / DBT (US01021XAA81) | 0.15 | 7.30 | 0.0607 | 0.0035 | |||||
| US12543DBM11 / CHS/Community Health Systems Inc | 0.15 | -24.74 | 0.0601 | 0.0066 | |||||
| SABRE GLBL INC. 11/15/2029 / LON (78571YBK5) | 0.14 | 2.13 | 0.0593 | 0.0003 | |||||
| US59590AAA79 / Midcap Financial Issuer Trust | 0.14 | 2.14 | 0.0588 | 0.0005 | |||||
| US911365BN33 / United Rentals North America Inc | 0.14 | 3.62 | 0.0588 | 0.0013 | |||||
| US25470XBF15 / DISH DBS Corp. | 0.14 | 2.16 | 0.0587 | 0.0008 | |||||
| US05453GAC96 / AXALTA COATING SYSTEMS LLC 3.375% 02/15/2029 144A | 0.14 | 3.65 | 0.0584 | 0.0013 | |||||
| HILCORP ENERGY I LP / HILCORP FINANCE CO 144A 7.250000% 02/15/2035 / DBT (US431318BG88) | 0.14 | 2.17 | 0.0583 | 0.0007 | |||||
| US27571VAD55 / East Valley Tourist Development Authority Term Loan B | 0.14 | -1.41 | 0.0578 | -0.0013 | |||||
| US17888HAC79 / Civitas Resources Inc | 0.14 | -1.44 | 0.0563 | -0.0016 | |||||
| XPLORE INC/STONEPEAK FALCON EQUITY CAD SET UP / EC (N/A) | 0.01 | 0.14 | 0.0563 | 0.0563 | |||||
| US23918KAT51 / DaVita Inc | 0.14 | 4.62 | 0.0561 | 0.0018 | |||||
| US513075BW03 / Lamar Media Corp | 0.14 | 12.50 | 0.0558 | 0.0059 | |||||
| US12769GAB68 / Caesars Entertainment, Inc. | 0.13 | 2.29 | 0.0553 | 0.0005 | |||||
| CMPR / Cimpress plc | 0.13 | -78.76 | 0.0553 | -0.1918 | |||||
| DELIVERY HERO SE 12/12/2029 / LON (XAD2007ZAE79) | 0.13 | 0.75 | 0.0552 | -0.0004 | |||||
| BTE / Baytex Energy Corp. | 0.13 | -0.75 | 0.0549 | -0.0011 | |||||
| HUBBARD RADIO, LLC 9/30/2027 / LON (44344HAK1) | 0.13 | -16.98 | 0.0543 | -0.0122 | |||||
| US00488YAB20 / ACProducts, Inc. 2021 Term Loan B | 0.13 | -18.52 | 0.0543 | 0.0103 | |||||
| HOWARD MIDSTREAM ENERGY PARTNERS LLC 144A 7.375000% 07/15/2032 / DBT (US442722AC80) | 0.13 | 2.34 | 0.0540 | 0.0008 | |||||
| US55916AAB08 / Magic Mergeco Inc | 0.13 | -16.03 | 0.0538 | 0.0203 | |||||
| GENTING NEW YORK LLC / GENNY CAPITAL INC 144A 7.250000% 10/01/2029 / DBT (US37255JAB89) | 0.13 | 1.57 | 0.0533 | 0.0003 | |||||
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 6.550000% 06/01/2034 / DBT (US161175CR30) | 0.13 | -39.05 | 0.0526 | -0.0351 | |||||
| US203372AV94 / CommScope Inc | 0.13 | 10.43 | 0.0525 | 0.0047 | |||||
| GEL / Genesis Energy, L.P. - Limited Partnership | 0.13 | 4.17 | 0.0516 | 0.0013 | |||||
| US62482BAA08 / Mozart Debt Merger Sub Inc | 0.12 | 2.48 | 0.0512 | 0.0007 | |||||
| US78442FAZ18 / NAVIENT CORP SR UNSECURED 08/33 5.625 | 0.12 | 7.21 | 0.0491 | 0.0026 | |||||
| NIDDA HEALTHCARE HOLDING GMBH 144A VARIABLE RATE 10/23/2030 / DBT (XS2920590358) | 0.12 | 8.33 | 0.0484 | 0.0032 | |||||
| US1248EPCK74 / CCO Holdings LLC / CCO Holdings Capital Corp | 0.12 | 5.45 | 0.0480 | 0.0019 | |||||
| L1MN34 / Lumen Technologies, Inc. - Depositary Receipt (Common Stock) | 0.12 | 4.55 | 0.0475 | 0.0015 | |||||
| GEL / Genesis Energy, L.P. - Limited Partnership | 0.11 | 3.64 | 0.0470 | 0.0009 | |||||
| US81761LAB80 / SERVICE PPTYS TR 5.5% 12/15/2027 | 0.11 | -34.68 | 0.0468 | -0.0254 | |||||
| US644393AB64 / New Fortress Energy Inc | 0.11 | 593.75 | 0.0456 | 0.0386 | |||||
| BEASLEY MEZZANINE HOLDINGS LLC 144A 9.200000% 08/01/2028 / DBT (US07403VAB53) | 0.11 | -61.29 | 0.0447 | -0.0717 | |||||
| US389286AA34 / Gray Escrow II Inc | 0.11 | -42.25 | 0.0447 | -0.0332 | |||||
| US02156LAH42 / Altice France SA/France | 0.11 | 3.88 | 0.0443 | 0.0014 | |||||
| RIGG34 / Transocean Ltd. - Depositary Receipt (Common Stock) | 0.11 | -79.50 | 0.0440 | -0.1734 | |||||
| HLF / Herbalife Ltd. | 0.01 | 73.63 | 0.11 | 73.77 | 0.0436 | 0.0181 | |||
| MATRIX PARENT INC * / EC (N/A) | 0.01 | 0.11 | 0.0433 | 0.0433 | |||||
| US527298BT90 / LEVEL 3 FINANCING INC 3.75% 07/15/2029 144A | 0.11 | 16.67 | 0.0432 | 0.0054 | |||||
| US85172FAQ28 / Springleaf Finance Corp 6.625% 01/15/2028 | 0.10 | 4.00 | 0.0428 | 0.0009 | |||||
| US91327TAA97 / Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC | 0.10 | -19.05 | 0.0423 | -0.0103 | |||||
| US603051AE37 / Mineral Resources Ltd | 0.10 | 0.0421 | 0.0421 | ||||||
| NFE FINANCING LLC MTN 12.000000% 11/15/2029 / DBT (US62909BAA52) | 0.10 | 36.00 | 0.0420 | 0.0104 | |||||
| US469815AL80 / Jacobs Entertainment Inc | 0.10 | 0.00 | 0.0413 | -0.0006 | |||||
| US87276WAL72 / TPG Real Estate Finance Issuer LTD | 0.10 | 0.00 | 0.0409 | -0.0005 | |||||
| US87276WAJ27 / TPG REAL ESTATE FINANCE ISSUER LTD TRTX 2021-FL4 D | 0.10 | 0.00 | 0.0409 | -0.0005 | |||||
| US78486BAJ35 / STWD 2021-FL2 Ltd | 0.10 | 0.00 | 0.0402 | -0.0004 | |||||
| US35640YAK38 / Freedom Mortgage Corp | 0.10 | 0.00 | 0.0398 | -0.0004 | |||||
| US78486BAL80 / STWD 2021-FL2 LTD STWD 2021-FL2 E | 0.10 | 1.05 | 0.0396 | -0.0003 | |||||
| US822538AH74 / Shelf Drilling Holdings Ltd | 0.10 | -6.80 | 0.0395 | -0.0036 | |||||
| NFE / New Fortress Energy Inc. | 0.10 | -49.74 | 0.0393 | -0.0396 | |||||
| AVAYA INC (1145 SHARES) * / EC (N/A) | 0.01 | 0.09 | 0.0389 | 0.0389 | |||||
| US603051AD53 / Mineral Resources Ltd. | 0.09 | -8.74 | 0.0388 | 0.0109 | |||||
| CARESTREAM HEALTH HOLDINGS INC * / EC (N/A) | 0.01 | 0.09 | 0.0373 | 0.0373 | |||||
| BLUE RACER MIDSTREAM LLC / BLUE RACER FINANCE CORP 7.250000% 07/15/2032 / DBT (US095796AK46) | 0.09 | 3.45 | 0.0370 | 0.0004 | |||||
| US126307AZ02 / CSC Holdings, LLC | 0.09 | -49.72 | 0.0368 | -0.0372 | |||||
| BLUE RACER MIDSTREAM LLC / BLUE RACER FINANCE CORP 7.000000% 07/15/2029 / DBT (US095796AJ72) | 0.09 | 2.33 | 0.0365 | 0.0003 | |||||
| CASTLE US HOLDING CORPORATION 5/31/2030 / LON (14852DAK7) | 0.09 | 0.0361 | 0.0361 | ||||||
| CASTLE US HOLDING CORPORATION 5/31/2030 / LON (14852DAJ0) | 0.09 | 0.0356 | 0.0356 | ||||||
| MAVENIR SYSTEMS, INC. 1/31/2025 / LON (N/A) | 0.09 | 0.0352 | 0.0352 | ||||||
| LILAPR / LCPR Senior Secured Financing DAC | 0.08 | 0.0346 | 0.0346 | ||||||
| US02154CAH60 / Altice Financing SA | 0.08 | -1.19 | 0.0345 | -0.0005 | |||||
| US505742AM88 / LADDER CAP FIN LLLP/CORP SR UNSECURED 144A 02/27 4.25 | 0.08 | 1.22 | 0.0344 | 0.0000 | |||||
| US505742AP10 / Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp | 0.08 | 2.50 | 0.0340 | 0.0003 | |||||
| LANNETT COMPANY, INC. 6/16/2030 / LON (51602EAG9) | 0.08 | -12.77 | 0.0339 | -0.0055 | |||||
| INEOS FINANCE PLC 144A 7.500000% 04/15/2029 / DBT (US44984WAJ62) | 0.08 | -35.48 | 0.0329 | -0.0188 | |||||
| US071734AN72 / Bausch Health Cos Inc | 0.08 | 5.26 | 0.0329 | 0.0010 | |||||
| US682691AC47 / OneMain Finance Corp | 0.08 | -54.22 | 0.0315 | -0.0377 | |||||
| US91327AAB89 / Uniti Group LP | 0.07 | 7.25 | 0.0308 | 0.0020 | |||||
| WW / WW International, Inc. | 0.00 | 0.07 | 0.0301 | 0.0301 | |||||
| US44106MBB72 / Hospitality Properties Trust Note M/w Clbl Bond | 0.07 | 4.55 | 0.0287 | 0.0012 | |||||
| MAVENIR SYSTEMS, INC. 1/31/2025 / LON (N/A) | 0.07 | 0.0285 | 0.0285 | ||||||
| US85172FAQ28 / Springleaf Finance Corp 6.625% 01/15/2028 | 0.07 | 1.52 | 0.0279 | 0.0004 | |||||
| BLMN / Bloomin' Brands, Inc. | 0.01 | -87.79 | 0.07 | -94.99 | 0.0276 | -0.2676 | |||
| MAVENIR SYSTEMS, INC. 5/16/2025 / LON (N/A) | 0.06 | 0.0264 | 0.0264 | ||||||
| US29082KAA34 / Embecta Corp | 0.06 | 1.61 | 0.0260 | -0.0001 | |||||
| US126307AQ03 / CSC HOLDINGS LLC 5.50% 04/15/2027 144A | 0.06 | 3.33 | 0.0255 | 0.0005 | |||||
| WOOF / Petco Health and Wellness Company, Inc. | 0.02 | 0.06 | 0.0250 | 0.0250 | |||||
| US25470XBE40 / DISH DBS Corp | 0.06 | -1.69 | 0.0242 | -0.0006 | |||||
| US63938CAM01 / Navient Corp | 0.06 | 3.57 | 0.0241 | 0.0005 | |||||
| XPLORE INC. 10/24/2029 / LON (C9875EAB5) | 0.06 | 0.0239 | 0.0239 | ||||||
| US91327BAA89 / UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 6.5% 02/15/2029 144A | 0.06 | 7.55 | 0.0238 | 0.0014 | |||||
| FREEDOM MORTGAGE HOLDINGS LLC 144A 9.250000% 02/01/2029 / DBT (US35641AAA60) | 0.06 | 3.64 | 0.0235 | 0.0002 | |||||
| XAL9339LAK97 / Trinseo Materials Operating SCA | 0.06 | -8.20 | 0.0233 | -0.0023 | |||||
| US60855RAK68 / Molina Healthcare Inc | 0.06 | 3.77 | 0.0229 | 0.0006 | |||||
| RIGG34 / Transocean Ltd. - Depositary Receipt (Common Stock) | 0.06 | -76.79 | 0.0228 | -0.0625 | |||||
| US156700AM80 / Centurytel Inc Senior Notes-p 7.6% 09/15/39 | 0.06 | 7.84 | 0.0228 | 0.0015 | |||||
| SANDVINE_NEWCO COMMON STOCK * / EC (N/A) | 0.02 | 0.05 | 0.0216 | 0.0216 | |||||
| US530715AJ01 / Liberty Interactive Bond | 0.05 | -71.60 | 0.0199 | -0.0504 | |||||
| ASURION LLC 09/19/2030 / LON (04649VBD1) | 0.05 | -2.08 | 0.0197 | -0.0005 | |||||
| BHCCN / Bausch Health Cos Inc | 0.05 | 12.50 | 0.0186 | 0.0019 | |||||
| MOUNTAINEER MERGER CORP 10/26/2028 / LON (N/A) | 0.04 | 0.0176 | 0.0176 | ||||||
| US013104AL86 / Albertsons Inc 8.000% Senior Notes 05/01/31 | 0.04 | 0.00 | 0.0175 | -0.0002 | |||||
| L1MN34 / Lumen Technologies, Inc. - Depositary Receipt (Common Stock) | 0.04 | 5.00 | 0.0174 | 0.0004 | |||||
| US81721MAM10 / Senior Housing Properties Trust | 0.04 | 7.89 | 0.0171 | 0.0010 | |||||
| US530715AL56 / Liberty Media, Bond 3.75%, Due 2/15/2030 | 0.04 | -59.00 | 0.0170 | -0.0248 | |||||
| US126307AY37 / CSC Holdings LLC | 0.04 | -48.05 | 0.0168 | -0.0156 | |||||
| US57767XAA81 / Mav Acquisition Corp | 0.04 | 2.56 | 0.0165 | 0.0003 | |||||
| Mountaineer Merger Corp 26-Oct-2028 / LON (N/A) | 0.04 | 0.0164 | 0.0164 | ||||||
| US59567LAA26 / Midcap Financial Issuer Trust | 0.04 | 2.63 | 0.0163 | 0.0002 | |||||
| US44106MAX02 / Service Properties Trust | 0.04 | 0.00 | 0.0152 | 0.0001 | |||||
| DVAI34 / DaVita Inc. - Depositary Receipt (Common Stock) | 0.04 | 2.86 | 0.0149 | 0.0003 | |||||
| NEW FORTRESS ENERGY INC 10/30/2028 / LON (64439HAC3) | 0.03 | 0.0144 | 0.0144 | ||||||
| EAF / GrafTech International Ltd. | 0.03 | 19.37 | 0.03 | 32.00 | 0.0138 | 0.0033 | |||
| LANNETT COMMON STOCK * / EC (N/A) | 0.02 | 0.03 | 0.0136 | 0.0136 | |||||
| MAVENIR SYSTEMS, INC. 06/30/2025 / LON (N/A) | 0.03 | 0.0130 | 0.0130 | ||||||
| US25470XAY13 / DISH DBS CORP 7.75% 07/01/2026 | 0.03 | -73.28 | 0.0128 | -0.0357 | |||||
| US78500AAA60 / SWF Escrow Issuer Corp | 0.03 | -14.29 | 0.0126 | -0.0022 | |||||
| 57767EAJ1 / MAVENIR SYSTEMS, INC. 8/18/2028 | 0.03 | -47.17 | 0.0117 | -0.0105 | |||||
| NBR / Nabors Industries Ltd. | 0.00 | 6.41 | 0.02 | -29.03 | 0.0092 | -0.0038 | |||
| MAVENIR SYSTEMS, INC. 1/31/2025 / LON (N/A) | 0.02 | 0.0092 | 0.0092 | ||||||
| US513075BW03 / Lamar Media Corp | 0.02 | 16.67 | 0.0089 | 0.0011 | |||||
| US78571YBH27 / Sabre GLBL Inc. 2022 Term Loan B | 0.02 | 0.00 | 0.0089 | 0.0001 | |||||
| XS2080321198 / Ardshinbank CJSC Via Dilijan Finance BV | 0.02 | -43.75 | 0.0074 | -0.0063 | |||||
| GUITAR CENTER TRANCHE I WARRANTS 22-DEC-2070 / DE (N/A) | 0.02 | 0.0071 | 0.0071 | ||||||
| US78571YBG44 / Sabre Holdings Corp., 1st Lien Term Loan B | 0.02 | 0.00 | 0.0066 | 0.0001 | |||||
| THC / Tenet Healthcare Corporation | 0.02 | 0.00 | 0.0064 | 0.0001 | |||||
| ARCTIC CANADIAN DIAMOND COMPANY * / EC (N/A) | 0.00 | 0.02 | 0.0063 | 0.0063 | |||||
| WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CO 6.250000% 03/15/2033 / DBT (US983133AD10) | 0.02 | 7.14 | 0.0062 | 0.0001 | |||||
| AVAYA INC (144A SHARES) * / EC (N/A) | 0.00 | 0.01 | 0.0058 | 0.0058 | |||||
| US25470XBD66 / CORP. NOTE | 0.01 | -71.11 | 0.0055 | -0.0135 | |||||
| US53227PAR10 / LIFESCAN GLOBAL CORP | 0.01 | 50.00 | 0.0052 | 0.0017 | |||||
| TACORA RESTRUCTURE - TAKEBACK NOTE PURCHASE 09/19/2031 / DBT (N/A) | 0.01 | 0.0051 | 0.0051 | ||||||
| QVCD / QVC, Inc. - Corporate Bond/Note | 0.01 | -90.70 | 0.0050 | -0.0489 | |||||
| SABRE GLBL INC 144A 10.750000% 11/15/2029 / DBT (US78573NAL64) | 0.01 | 0.0042 | 0.0042 | ||||||
| AUDACY CLASS A COMMON * / EC (N/A) | 0.00 | 0.01 | 0.0041 | 0.0041 | |||||
| US98313RAH93 / Wynn Macau Ltd | 0.01 | 200.00 | 0.0040 | 0.0032 | |||||
| NORTH SEA NATURAL RESOURCES CONVERTIBLE BOND * / DBT (N/A) | 0.01 | 0.0038 | 0.0038 | ||||||
| GUITAR CENTER TRANCHE II WARRANTS 22-DEC-2070 / DE (N/A) | 0.01 | 0.0031 | 0.0031 | ||||||
| US530715AG61 / Liberty Media, Bond 4%, Due 11/15/2029 | 0.01 | -64.29 | 0.0022 | -0.0037 | |||||
| SCTY / Monitronics International Inc | 0.00 | 0.00 | 0.00 | 0.00 | 0.0018 | -0.0000 | |||
| XS2080321198 / Ardshinbank CJSC Via Dilijan Finance BV | 0.00 | -33.33 | 0.0018 | -0.0007 | |||||
| US527298BS18 / Level 3 Financing Inc | 0.00 | 33.33 | 0.0018 | 0.0002 | |||||
| US78571YBF60 / Sabre Holdings Corp., 1st Lien Term Loan B | 0.00 | 0.00 | 0.0016 | 0.0000 | |||||
| GUITAR CENTER INC. NEW JUNIOR PREFERRED EQUITY * / EP (N/A) | 0.00 | 0.00 | 0.0015 | 0.0015 | |||||
| QVCGA / QVC Group Inc. | 0.00 | -97.41 | 0.00 | -66.67 | 0.0014 | -0.0026 | |||
| TACORA - TAKEBACK WARRANT PURCHASE * / DE (N/A) | 0.00 | 0.0014 | 0.0014 | ||||||
| BBGI / Beasley Broadcast Group, Inc. | 0.00 | 0.00 | 0.00 | 0.00 | 0.0009 | -0.0003 | |||
| NSNR 0 01/22/2028 BM3 * / DBT (N/A) | 0.00 | 0.0006 | 0.0006 | ||||||
| XS2080321198 / Ardshinbank CJSC Via Dilijan Finance BV | 0.00 | -97.83 | 0.0005 | -0.0189 | |||||
| MAGENTA SECURITY HOLDINGS LLC 7/27/2028 / LON (55909UAG4) | 0.00 | 0.0003 | 0.0002 | ||||||
| GUITAR CENTER TRANCHE III WARRANTS 22-DEC-2070 / DE (N/A) | 0.00 | 0.0003 | 0.0003 | ||||||
| AQUITY HOLDINGS INC SERVCO EQUITY (ESCROW) * / EC (N/A) | 0.00 | 0.00 | 0.0002 | 0.0002 | |||||
| NORTH SEA NATURAL RESOURCES CONVERTIBLE BOND PHYSI * / DBT (N/A) | 0.00 | 0.0002 | 0.0002 | ||||||
| RUSSELL INVESTMENTS US INSTITUTIONAL HOLDCO, INC. 5/30/2027 / LON (78249LAE0) | 0.00 | 0.0002 | -0.0000 | ||||||
| US165167DA21 / Chesapeake Energy Corp | 0.00 | 0.0001 | 0.0001 | ||||||
| US91678HAF91 / Upstream Newco Inc | 0.00 | 0.0000 | 0.0000 | ||||||
| AUDACY SECOND LIEN WARRANT SUBJECT TO BLACK-SCHOLES PROTECTION / DE (05070N129) | 0.00 | 0.0000 | 0.0000 | ||||||
| NORACQ / Northwest Acquisitions ULC / Dominion Finco Inc | 0.00 | 0.0000 | -0.0000 | ||||||
| RITE AID - NOTEHOLDER TRUST RECEIVED FOR NEW MONEY 12/31/2049 / DBT (N/A) | 0.00 | 0.0000 | 0.0000 | ||||||
| RITE AID - TAKEBACK EQUITY RECEIVED FOR 7.5% 2025 * / EC (N/A) | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| AUDACY SECOND LIEN WARRANT NON BLACK SCHOLES NOT SUBJECT TO BLACK-SCHOLES PROTECTION / DE (05070N137) | 0.00 | 0.0000 | 0.0000 | ||||||
| CORZ / Core Scientific, Inc. | 0.00 | -100.00 | 0.00 | -100.00 | -0.0403 | ||||
| US402635AL06 / Gulfport Energy Corp | 0.00 | 0.0000 | -0.0000 | ||||||
| US402635AL06 / Gulfport Energy Corp | 0.00 | 0.0000 | 0.0000 | ||||||
| US402635AL06 / Gulfport Energy Corp | 0.00 | 0.0000 | 0.0000 | ||||||
| US402635AL06 / Gulfport Energy Corp | 0.00 | 0.0000 | 0.0000 | ||||||
| US402635AL06 / Gulfport Energy Corp | 0.00 | 0.0000 | 0.0000 | ||||||
| US402635AL06 / Gulfport Energy Corp | 0.00 | 0.0000 | 0.0000 | ||||||
| US609453AG02 / MONITRONICS ESCROW | 0.00 | 0.0000 | -0.0000 | ||||||
| MAVENIR WARRANTS * / DE (N/A) | 0.00 | 0.0000 | 0.0000 | ||||||
| SILVER AIRWAYS LLC 31-Dec-2027 / DBT (N/A) | 0.00 | 0.0000 | 0.0000 | ||||||
| SILVER AIRWAYS WARRANTS * / DE (N/A) | 0.00 | 0.0000 | 0.0000 | ||||||
| MOUNTAINEER MERGER/GABES 10/26/2028 / LON (N/A) | 0.00 | 0.0000 | 0.0000 | ||||||
| US46611NAJ28 / J.C. Penney Corporation, Inc. 2016 Term Loan B | 0.00 | 0.0000 | -0.0000 | ||||||
| US165167DB04 / Chesapeake Energy Corp 7.5% 10/01/2026 | 0.00 | 0.0000 | -0.0000 | ||||||
| XPLORE INC/STONEPEAK FALCON CVR * / EC (N/A) | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| CORZ / Core Scientific, Inc. | 0.00 | -100.00 | 0.00 | -100.00 | -0.0403 | ||||
| OBRA CAPITAL, INC. 6/21/2029 / LON (N/A) | -0.00 | -0.0000 | -0.0000 | ||||||
| FX Forward Contract: USD/CAD SETTLE 2025-09-18 / DFE (N/A) | -0.00 | -0.0001 | -0.0001 | ||||||
| FX Forward Contract: USD/EUR SETTLE 2025-07-17 / DFE (N/A) | -0.00 | -0.0013 | -0.0013 | ||||||
| Credit Default Swap / DCR (N/A) | -0.01 | -0.0031 | -0.0031 | ||||||
| Credit Default Swap / DCR (N/A) | -0.01 | -0.0045 | -0.0045 | ||||||
| Credit Default Swap / DCR (N/A) | -0.01 | -0.0045 | -0.0045 | ||||||
| Credit Default Swap / DCR (N/A) | -0.01 | -0.0046 | -0.0046 | ||||||
| Credit Default Swap / DCR (N/A) | -0.02 | -0.0070 | -0.0070 | ||||||
| Credit Default Swap / DCR (N/A) | -0.02 | -0.0071 | -0.0071 | ||||||
| BRK: JP MORGAN REF: IBOXX USD LIQUID HY INDEX / DE (TRS841604) | -0.02 | -0.0082 | -0.0085 | ||||||
| Credit Default Swap / DCR (N/A) | -0.02 | -0.0098 | -0.0098 | ||||||
| Credit Default Swap / DCR (N/A) | -0.03 | -0.0104 | -0.0104 | ||||||
| Credit Default Swap / DCR (N/A) | -0.03 | -0.0114 | -0.0114 | ||||||
| Credit Default Swap / DCR (N/A) | -0.03 | -0.0117 | -0.0117 | ||||||
| Credit Default Swap / DCR (N/A) | -0.03 | -0.0133 | -0.0133 | ||||||
| Credit Default Swap / DCR (N/A) | -0.03 | -0.0135 | -0.0135 | ||||||
| Credit Default Swap / DCR (N/A) | -0.04 | -0.0166 | -0.0166 | ||||||
| Credit Default Swap / DCR (N/A) | -0.04 | -0.0166 | -0.0166 | ||||||
| Credit Default Swap / DCR (N/A) | -0.05 | -0.0216 | -0.0216 | ||||||
| Credit Default Swap / DCR (N/A) | -0.07 | -0.0277 | -0.0277 | ||||||
| Credit Default Swap / DCR (N/A) | -0.08 | -0.0348 | -0.0348 | ||||||
| Credit Default Swap / DCR (N/A) | -0.16 | -0.0650 | -0.0650 | ||||||
| MLR / Miller Industries, Inc. | Short | -0.00 | 21.18 | -0.18 | 27.14 | -0.0734 | -0.0150 | ||
| TPVG / TriplePoint Venture Growth BDC Corp. | Short | -0.03 | 59.35 | -0.24 | 60.54 | -0.0973 | -0.0358 | ||
| ROL / Rollins, Inc. | Short | -0.00 | -0.27 | -0.1091 | -0.1091 | ||||
| CRUS / Cirrus Logic, Inc. | Short | -0.00 | -110.81 | -0.27 | -115.21 | -0.1108 | -0.5905 | ||
| HOOD / Robinhood Markets, Inc. | Short | -0.00 | -60.54 | -0.32 | 83.33 | -0.1312 | -0.0715 | ||
| YELP / Yelp Inc. | Short | -0.01 | -53.92 | -0.37 | -57.42 | -0.1511 | 0.2075 | ||
| MRNA / Moderna, Inc. | Short | -0.02 | -0.44 | -0.1798 | -0.1798 | ||||
| HGV / Hilton Grand Vacations Inc. | Short | -0.01 | -30.98 | -0.45 | -21.20 | -0.1836 | 0.0267 | ||
| RWAY / Runway Growth Finance Corp. | Short | -0.05 | -0.00 | -0.52 | 3.59 | -0.2139 | -0.0051 | ||
| BMI / Badger Meter, Inc. | Short | -0.00 | -46.75 | -0.53 | -31.44 | -0.2187 | 0.1041 | ||
| NYT / The New York Times Company | Short | -0.01 | 108.48 | -0.54 | 141.70 | -0.2216 | -0.1724 | ||
| CALM / Cal-Maine Foods, Inc. | Short | -0.01 | -0.56 | -0.2292 | -0.2292 | ||||
| ALGM / Allegro MicroSystems, Inc. | Short | -0.02 | -666.51 | -0.56 | -876.39 | -0.2298 | -0.2599 | ||
| URBN / Urban Outfitters, Inc. | Short | -0.01 | -0.65 | -0.2668 | -0.2668 | ||||
| ONON / On Holding AG | Short | -0.01 | 63.45 | -0.67 | 119.47 | -0.2733 | -0.1644 | ||
| JBGS / JBG SMITH Properties | Short | -0.05 | -0.81 | -0.3344 | -0.3344 | ||||
| NFLX / Netflix, Inc. | Short | -0.00 | -0.83 | -0.3395 | -0.3395 | ||||
| KMI / Kinder Morgan, Inc. | Short | -0.03 | 15.30 | -0.83 | 18.79 | -0.3403 | -0.0504 | ||
| LVS / Las Vegas Sands Corp. | Short | -0.02 | -144.94 | -0.85 | -138.83 | -0.3494 | -1.1628 | ||
| LAMR / Lamar Advertising Company | Short | -0.01 | -0.00 | -0.87 | 6.62 | -0.3577 | -0.0183 | ||
| EXPD / Expeditors International of Washington, Inc. | Short | -0.01 | 15.04 | -0.87 | 9.39 | -0.3591 | -0.0266 | ||
| PHIN / PHINIA Inc. | Short | -0.02 | -0.00 | -0.91 | 4.83 | -0.3744 | -0.0130 | ||
| MCD / McDonald's Corporation | Short | -0.00 | 16.85 | -0.95 | 16.85 | -0.3905 | -0.3905 | ||
| TPR / Tapestry, Inc. | Short | -0.01 | 1,142.55 | -0.95 | 1,598.21 | -0.3909 | -0.3687 | ||
| ADP / Automatic Data Processing, Inc. | Short | -0.00 | -0.96 | -0.3959 | -0.3959 | ||||
| NVR / NVR, Inc. | Short | -0.00 | -0.99 | -0.4067 | -0.4067 | ||||
| WILLF / Demant A/S | Short | -0.02 | -0.00 | -1.00 | 25.06 | -0.4122 | -0.0784 | ||
| SNA / Snap-on Incorporated | Short | -0.00 | -1.00 | -0.4126 | -0.4126 | ||||
| ALV / Autoliv, Inc. | Short | -0.01 | -0.00 | -1.09 | 26.50 | -0.4494 | -0.0899 | ||
| RMD / ResMed Inc. | Short | -0.00 | 250.91 | -1.10 | 304.80 | -0.4509 | -0.3380 | ||
| TXN / Texas Instruments Incorporated | Short | -0.01 | -1.36 | -0.5591 | -0.5591 | ||||
| SPY / SPDR S&P 500 ETF | Short | -0.00 | -7.06 | -2.72 | 2.65 | -1.1163 | -0.0158 |
