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Original filing (PDF)20251015224242NAL0002929923001
WESTERN ASSET MANAGEMENT COMPANY, LLC
Form 5500
FILING_RECEIVED
WESTERN ASSET SHORT-DATED HIGH YIELD PORTFOLIO, L.L.C.
Pooled investment trust — a fund that other plans invest in — not a participant plan
Signals · 1
~114 bps in Sched C fees
Active participants
—
Accounts w/ balance
—
Plan assets (EOY)
$20.3M
Net assets (EOY)
$19.9M
How this plan invests
2 plans
invest in this fund
This trust
pooled vehicle
181 securities
Schedule of Assets
This is a pooled fund: many plans invest in it, and it holds the underlying securities.
Master trust / DFE filing
Pooled investment vehicle
This filing is a Direct Filing Entity (DFE) — a master trust or collective investment trust that pools assets from multiple participating plans. It does not have plan participants of its own, and the Plan Health Score formula doesn’t apply. Individual participant-facing plans that invest in this trust are the appropriate target for fiduciary analysis.
Pooled assets (EOY)
$20.3M
Net assets (EOY)
$19.9M
Participating plans
2
latest filings citing this trust
Cited interest
$45.8M
across citing plans' latest filings
Cited interest vs pooled assets: cited interest sums what each participating plan reported holding in this trust, measured at that plan’s own year-end — and those filings span different years. Pooled assets is this single filing’s balance at one date. They’re independent measurements, so cited interest can land slightly above or below the pooled balance and won’t reconcile exactly.
Why no Schedule of Assets here? DFE holdings often live on the master trust’s own audited statement, not as a 4i schedule on the participating plans’ filings. We’re extending the parsing pipeline to cover DFE filings — see Methodology.
Decision-maker contacts
CFO / Head of HR / Benefits Manager — verified email + LinkedIn for WESTERN ASSET MANAGEMENT COMPANY, LLC.
Plan sponsor
Name
WESTERN ASSET MANAGEMENT COMPANY, LLC
EIN
45-3720333
Address
385 EAST COLORADO BOULEVARD · PASADENA, CA · 911011923
Phone
(626) 844-9400
Plan administrator
Same as plan sponsor.
Plan characteristics
Plan number
001
Plan year
2024
Plan year begin
2024-01-01
Tax period
2024-12-31
Filed
2025-10-15
Audit & trust (Schedule H)
Auditor
PRICEWATERHOUSECOOPERS LLP
Trustee / custodian
—
Trustee phone
—
Service providers (Schedule C)
3 rowsCustodian
1| Name | EIN | Location | Relation | Direct comp | Indirect comp |
|---|---|---|---|---|---|
| THE BANK OF NEW YORK MELLON | 13-5160382 | — | CUSTODIAN | $131K | — |
Other
2| Name | EIN | Location | Relation | Direct comp | Indirect comp |
|---|---|---|---|---|---|
| PRICEWATERHOUSECOOPERS LLP | 13-4008324 | — | NONE | $92K | — |
| ROPES & GRAY, LLP | 04-2233412 | — | NONE | $10K | — |
Investments
170 direct securities· $18.3M(90% of reported assets)
| PI | Investment | Type | Shares / units | Cost | Current value | % of plan |
|---|---|---|---|---|---|---|
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 4.75% CORPORATE DEBT INSTRUMENTS | — | — | $355K | $355K | 1.7% | |
| VIKING CRUISES LTD. 144A 7% CORPORATE DEBT INSTRUMENTS | — | — | $296K | $315K | 1.5% | |
| FIRST QUANTUM MINERALS LTD. 9.375% CORPORATE DEBT INSTRUMENTS | — | — | $309K | $313K | 1.5% | |
| AMERICAN AIRLINES INC. 144A 7.25% CORPORATE DEBT INSTRUMENTS | — | — | $298K | $308K | 1.5% | |
| ALTICE FRANCE SA 5.125% CORPORATE DEBT INSTRUMENTS | — | — | $332K | $275K | 1.4% | |
| FORD MOTOR CREDIT CO. LLC 7.35% CORPORATE DEBT INSTRUMENTS | — | — | $259K | $270K | 1.3% | |
| BOMBARDIER INC. 8.75% CORPORATE DEBT INSTRUMENTS | — | — | $234K | $236K | 1.2% | |
| MICHAELS COS INC./THE 144A 5.25% CORPORATE DEBT INSTRUMENTS | — | — | $271K | $218K | 1.1% | |
| CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP. 4.5% CORPORATE DEBT INSTRUMENTS | — | — | $211K | $216K | 1.1% | |
| UNITED AIRLINES INC. 4.625% CORPORATE DEBT INSTRUMENTS | — | — | $212K | $211K | 1.0% | |
| CSC HOLDINGS LLC 5.375% CORPORATE DEBT INSTRUMENTS | — | — | $243K | $208K | 1.0% | |
| UNITED RENTALS NORTH AMERICA INC. 4.875% CORPORATE DEBT INSTRUMENTS | — | — | $215K | $207K | 1.0% | |
| LIFEPOINT HEALTH INC. 11% CORPORATE DEBT INSTRUMENTS | — | — | $196K | $206K | 1.0% | |
| CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP. 144A 4.5% CORPORATE DEBT INSTRUMENTS | — | — | $196K | $205K | 1.0% | |
| SPENCER SPIRIT IH LLC INITIAL TERM 10.024% LOANS | — | — | $202K | $204K | 1.0% | |
| VISTAJET MALTA FINANCE PLC/VISTA MANAGEMENT HOLDING INC. 144A 9.5%CORPORATE DEBT INSTRUMENTS | — | — | $196K | $199K | 1.0% | |
| CARNIVAL CORP. 144A 6% CORPORATE DEBT INSTRUMENTS | — | — | $174K | $194K | 1.0% | |
| CARNIVAL PLC 7.875% CORPORATE DEBT INSTRUMENTS | — | — | $197K | $190K | 0.9% | |
| SPIRIT LOYALTY CAYMAN LTD./SPIRIT IP CAYMAN LTD. 8% CORPORATE DEBT INSTRUMENTS | — | — | $235K | $183K | 0.9% | |
| As of December 31, 2024 Investment Description Investment Type Cost Market Value ROYAL CARIBBEAN CRUISES LTD. 5.5% CORPORATE DEBT INSTRUMENTS | — | — | $180K | $178K | 0.9% | |
| HF SINCLAIR CORP. 6.375% CORPORATE DEBT INSTRUMENTS | — | — | $173K | $175K | 0.9% | |
| AI AQUA MERGER SUB INC. 8.053% LOANS | — | — | $171K | $172K | 0.8% | |
| MITCHELL INTERNATIONAL INC. 7.823% LOANS | — | — | $168K | $169K | 0.8% | |
| UNITI GROUP LP/UNITI GROUP FINANCE 2019 INC./CSL CAPITAL LLC 10.5% CORPORATE DEBT INSTRUMENTS | — | — | $167K | $167K | 0.8% | |
| ECHOSTAR CORP. 10.75% CORPORATE DEBT INSTRUMENTS | — | — | $165K | $165K | 0.8% | |
| VENTURE GLOBAL LNG INC. 144A 8.125% CORPORATE DEBT INSTRUMENTS | — | — | $157K | $163K | 0.8% | |
| As of December 31, 2024 Investment Description Investment Type Cost Market Value DCERT BUYER INC. 11.573% LOANS | — | — | $197K | $161K | 0.8% | |
| TITAN INTERNATIONAL INC. 7% CORPORATE DEBT INSTRUMENTS | — | — | $158K | $160K | 0.8% | |
| As of December 31, 2024 Investment Description Investment Type Cost Market Value EARTHSTONE ENERGY HOLDINGS LLC 144A 8% CORPORATE DEBT INSTRUMENTS | — | — | $155K | $160K | 0.8% | |
| FIVE POINT OPERATING CO. LP/FIVE POINT CAPITAL CORP. 11% CORPORATE DEBT INSTRUMENTS | — | — | $158K | $159K | 0.8% | |
| EXPAND ENERGY CORP. 6.75% CORPORATE DEBT INSTRUMENTS | — | — | $158K | $158K | 0.8% | |
| FIRSTCASH INC. 4.625% CORPORATE DEBT INSTRUMENTS | — | — | $162K | $157K | 0.8% | |
| VERICAST CORP 12.354% LOANS | — | — | $161K | $157K | 0.8% | |
| GEO GROUP INC. 10.25% CORPORATE DEBT INSTRUMENTS | — | — | $153K | $157K | 0.8% | |
| FOOT LOCKER INC. 4% CORPORATE DEBT INSTRUMENTS | — | — | $157K | $157K | 0.8% | |
| LADDER CAPITAL FINANCE HOLDINGS LLLP/LADDER CAPITAL FINANCE CORP. 4.75%CORPORATE DEBT INSTRUMENTS | — | — | $158K | $157K | 0.8% | |
| FULL HOUSE RESORTS INC. 8.25% CORPORATE DEBT INSTRUMENTS | — | — | $160K | $156K | 0.8% | |
| TENET HEALTHCARE CORP. 4.625% CORPORATE DEBT INSTRUMENTS | — | — | $164K | $156K | 0.8% | |
| RANGE RESOURCES CORP. 8.25% CORPORATE DEBT INSTRUMENTS | — | — | $154K | $155K | 0.8% | |
| LEIA FINCO US LLC 7.887% LOANS | — | — | $153K | $153K | 0.8% | |
| ASURION LLC 8.823% LOANS | — | — | $149K | $150K | 0.7% | |
| PM GENERAL PURCHASER LLC 9.5% CORPORATE DEBT INSTRUMENTS | — | — | $152K | $149K | 0.7% | |
| RYAN LLC 8.073% LOANS | — | — | $144K | $147K | 0.7% | |
| LAS VEGAS SANDS CORP. 3.9% CORPORATE DEBT INSTRUMENTS | — | — | $145K | $146K | 0.7% | |
| MEDLINE BORROWER LP 3.875% CORPORATE DEBT INSTRUMENTS | — | — | $144K | $145K | 0.7% | |
| COMMSCOPE INC. 144A 4.75% CORPORATE DEBT INSTRUMENTS | — | — | $133K | $140K | 0.7% | |
| CENTURY DE BUYE 10/30/30 7.897% LOANS | — | — | $136K | $138K | 0.7% | |
| DIVERSIFIED HEALTHCARE TRUST 9.75% CORPORATE DEBT INSTRUMENTS | — | — | $135K | $137K | 0.7% | |
| ROYAL CARIBBEAN CRUISES LTD. 4.25% CORPORATE DEBT INSTRUMENTS | — | — | $137K | $135K | 0.7% | |
| GLOBAL AUTO HOLDINGS LTD./AAG FH UK LTD. 8.375% CORPORATE DEBT INSTRUMENTS | — | — | $142K | $134K | 0.7% | |
| GAINWELL ACQUISITION CORP. TERM B-1 8.704% LOANS | — | — | $135K | $131K | 0.6% | |
| ANTERO RESOURCES CORP. 144A 8.375% CORPORATE DEBT INSTRUMENTS | — | — | $128K | $128K | 0.6% | |
| NEXUS BUYER LLC 8.573% LOANS | — | — | $125K | $128K | 0.6% | |
| TRITON WATER HOLDINGS INC. 2024 INCREMENTAL TERM 8.604% LOANS | — | — | $125K | $128K | 0.6% | |
| ZF NORTH AMERICA CAPITAL INC. 144A 6.875% CORPORATE DEBT INSTRUMENTS | — | — | $128K | $128K | 0.6% | |
| DS PARENT INC. 10.104% LOANS | — | — | $128K | $128K | 0.6% | |
| VIRGIN MEDIA BRISTOL LLC 7.724% LOANS | — | — | $127K | $127K | 0.6% | |
| UNITED AIRLINES 2020-1 CLASS B PASS THROUGH TRUST 4.875% CORPORATE DEBT INSTRUMENTS | — | — | $128K | $126K | 0.6% | |
| As of December 31, 2024 Investment Description Investment Type Cost Market Value DREYFUS GOVERNMENT CASH MANAGEMENT INTEREST BEARING CASH | — | — | $125K | $125K | 0.6% | |
| FIRST BRANDS GROUP LLC 9.847% LOANS | — | — | $132K | $125K | 0.6% | |
| CLOUDERA INC. SECOND LIEN INITIAL TERM 8.423% LOANS | — | — | $124K | $125K | 0.6% | |
| SPX FLOW INC. 7.477% LOANS | — | — | $117K | $123K | 0.6% | |
| VENTURE GLOBAL LNG INC. 8.375% CORPORATE DEBT INSTRUMENTS | — | — | $115K | $114K | 0.6% | |
| MODENA BUYER LLC INITIAL TERM 9.104% LOANS | — | — | $114K | $112K | 0.6% | |
| ARCTIC CANADIAN DIAMONDS 10% LOANS | — | — | $117K | $110K | 0.5% | |
| SPIRIT AIRLINES INC. 0% LOANS | — | — | $104K | $108K | 0.5% | |
| ALLEN MEDIA LLC/ALLEN MEDIA CO-ISSUER INC. 10.5% CORPORATE DEBT INSTRUMENTS | — | — | $233K | $108K | 0.5% | |
| CTR PARTNERSHIP LP/CARETRUST CAPITAL CORP. 144A 3.875% CORPORATE DEBT INSTRUMENTS | — | — | $109K | $107K | 0.5% | |
| VIAPATH TECHNOLOGIES 9.247% LOANS | — | — | $105K | $107K | 0.5% | |
| CA MAGNUM HOLDINGS 144A 5.375% CORPORATE DEBT INSTRUMENTS | — | — | $102K | $107K | 0.5% | |
| UPBOUND GROUP INC. 6.375% CORPORATE DEBT INSTRUMENTS | — | — | $107K | $107K | 0.5% | |
| JANE STREET GROUP/JSG FINANCE INC. 7.125% CORPORATE DEBT INSTRUMENTS | — | — | $108K | $106K | 0.5% | |
| JANE STREET GROUP/JSG FINANCE INC. 144A 4.5% CORPORATE DEBT INSTRUMENTS | — | — | $100K | $106K | 0.5% | |
| NORTHERN OIL AND GAS INC. 144A 8.125% CORPORATE DEBT INSTRUMENTS | — | — | $101K | $105K | 0.5% | |
| DREAM FINDERS HOMES INC. 144A 8.25% CORPORATE DEBT INSTRUMENTS | — | — | $100K | $105K | 0.5% | |
| L BRANDS INC 6.625 10/30 6.625% CORPORATE DEBT INSTRUMENTS | — | — | $99K | $104K | 0.5% | |
| COINBASE GLOBAL INC. 144A 3.375% CORPORATE DEBT INSTRUMENTS | — | — | $116K | $104K | 0.5% | |
| MEG ENERGY CORP. 5.875% CORPORATE DEBT INSTRUMENTS | — | — | $103K | $104K | 0.5% | |
| HUDBAY MINERALS INC. 6.125% CORPORATE DEBT INSTRUMENTS | — | — | $104K | $104K | 0.5% | |
| SOTERA HEALTH HOLDINGS LLC 2024 REFINANCING TERM 7.835% LOANS | — | — | $103K | $103K | 0.5% | |
| CHS/COMMUNITY HEALTH SYSTEMS INC. 10.875% CORPORATE DEBT INSTRUMENTS | — | — | $102K | $103K | 0.5% | |
| MINERALS TECHNOLOGIES INC. 144A 5% CORPORATE DEBT INSTRUMENTS | — | — | $107K | $103K | 0.5% | |
| ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 144A 6%CORPORATE DEBT INSTRUMENTS | — | — | $104K | $103K | 0.5% | |
| DISH DBS CORP. 144A 5.25% CORPORATE DEBT INSTRUMENTS | — | — | $110K | $100K | 0.5% | |
| CHS/COMMUNITY HEALTH SYSTEMS INC. 5.625% CORPORATE DEBT INSTRUMENTS | — | — | $99K | $99K | 0.5% | |
| ASURION LLC NEW B-10 TERM 8.673% LOANS | — | — | $95K | $98K | 0.5% | |
| QTS 8.156% LOANS | — | — | $96K | $98K | 0.5% | |
| MPT OPERATING PARTNERSHIP LP/MPT FINANCE CORP. 5% CORPORATE DEBT INSTRUMENTS | — | — | $117K | $98K | 0.5% | |
| AMC ENTERTAINMENT HOLDINGS INC. 5.75% CORPORATE DEBT INSTRUMENTS | — | — | $95K | $97K | 0.5% | |
| COMMSCOPE LLC 4.75% CORPORATE DEBT INSTRUMENTS | — | — | $97K | $95K | 0.5% | |
| GEO GROUP INC. TERM 9.823% LOANS | — | — | $88K | $91K | 0.4% | |
| SERVICE PROPERTIES TRUST 8.375% CORPORATE DEBT INSTRUMENTS | — | — | $93K | $91K | 0.4% | |
| LEARFIELD COMMUNICATIONS LLC 9.573% LOANS | — | — | $88K | $91K | 0.4% | |
| PROJECT ALPHA INTERMEDIATE HOLDING INC. 7.771% LOANS | — | — | $88K | $91K | 0.4% | |
| AMERIGAS PARTNERS LP/AMERIGAS FINANCE CORP. 5.875% CORPORATE DEBT INSTRUMENTS | — | — | $91K | $91K | 0.4% | |
| OPEN TEXT CORP. 144A 6.9% CORPORATE DEBT INSTRUMENTS | — | — | $85K | $87K | 0.4% | |
| ACRISURE LLC 7.356% LOANS | — | — | $87K | $87K | 0.4% | |
| MELCO RESORTS FINANCE LTD. 5.375% CORPORATE DEBT INSTRUMENTS | — | — | $85K | $86K | 0.4% | |
| CITIGROUP INC. 7.2% CORPORATE DEBT INSTRUMENTS | — | — | $81K | $85K | 0.4% | |
| CLOUD SOFTWARE GROUP INC. 9% CORPORATE DEBT INSTRUMENTS | — | — | $82K | $83K | 0.4% | |
| ROCKET MORTGAGE LLC/ROCKET MORTGAGE CO-ISSUER INC. 2.875% CORPORATE DEBT INSTRUMENTS | — | — | $83K | $80K | 0.4% | |
| TRANSDIGM INC. 6.875% CORPORATE DEBT INSTRUMENTS | — | — | $80K | $79K | 0.4% | |
| SUMMIT MATERIALS LLC/SUMMIT MATERIALS FINANCE CORP. 5.25% CORPORATE DEBT INSTRUMENTS | — | — | $76K | $79K | 0.4% | |
| BAUSCH HEALTH COS INC. 144A 6.25% CORPORATE DEBT INSTRUMENTS | — | — | $87K | $78K | 0.4% | |
| ACCESSION RISK MGMT GROUP 9.305% LOANS | — | — | $77K | $78K | 0.4% | |
| TRITON WATER HOLDINGS INC. FIRST LIEN INITIAL TERM 8.115% LOANS | — | — | $75K | $78K | 0.4% | |
| PETSMART INC./PETSMART FINANCE CORP. 7.75% CORPORATE DEBT INSTRUMENTS | — | — | $78K | $76K | 0.4% | |
| CATAWBA NATION GAMING AUTHORITY 4.75% LOANS | — | — | $75K | $75K | 0.4% | |
| RITCHIE BROS HOLDINGS INC. 144A 7.75% CORPORATE DEBT INSTRUMENTS | — | — | $75K | $75K | 0.4% | |
| DEERFIELD DAKOTA HOLDING LLC FIRST LIEN INITIAL DOLLAR TERM 8.354% LOANS | — | — | $75K | $75K | 0.4% | |
| CSC HOLDINGS LLC 144A 11.25% CORPORATE DEBT INSTRUMENTS | — | — | $75K | $74K | 0.4% | |
| CLOUD SOFTWARE GROUP INC. 6.5% CORPORATE DEBT INSTRUMENTS | — | — | $72K | $74K | 0.4% | |
| COMMSCOPE TECHNOLOGIES LLC 144A 5% CORPORATE DEBT INSTRUMENTS | — | — | $63K | $73K | 0.4% | |
| SUMMIT MATERIALS LLC/SUMMIT MATERIALS FINANCE CORP. 144A 5.25% CORPORATE DEBT INSTRUMENTS | — | — | $69K | $73K | 0.4% | |
| BOOST NEWCO BORROWER LLC 7.5% CORPORATE DEBT INSTRUMENTS | — | — | $72K | $72K | 0.4% | |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 8.125% CORPORATE DEBT INSTRUMENTS | — | — | $70K | $70K | 0.3% | |
| CB POLY US HOLDINGS INC. INITIAL TERM 10.104% LOANS | — | — | $69K | $69K | 0.3% | |
| HOWDEN GROUP HOLDINGS LTD. 8.073% LOANS | — | — | $65K | $68K | 0.3% | |
| LEVEL 3 FINANCING INC. 11% CORPORATE DEBT INSTRUMENTS | — | — | $66K | $67K | 0.3% | |
| NCL CORP. LTD. 8.125% CORPORATE DEBT INSTRUMENTS | — | — | $66K | $66K | 0.3% | |
| CONNECT FINCO SARL/CONNECT US FINCO LLC 9% CORPORATE DEBT INSTRUMENTS | — | — | $70K | $66K | 0.3% | |
| HILCORP ENERGY I LP/HILCORP FINANCE CO. 6% CORPORATE DEBT INSTRUMENTS | — | — | $67K | $65K | 0.3% | |
| BOMBARDIER INC. 7.25% CORPORATE DEBT INSTRUMENTS | — | — | $64K | $65K | 0.3% | |
| SANDS CHINA LTD. 3.8% CORPORATE DEBT INSTRUMENTS | — | — | $66K | $65K | 0.3% | |
| CARNIVAL CORP. 6% CORPORATE DEBT INSTRUMENTS | — | — | $62K | $63K | 0.3% | |
| FERTITTA ENTERTAINMENT LLC 8.073% LOANS | — | — | $62K | $62K | 0.3% | |
| GRAY TELEVISION INC. TERM F 9.803% LOANS | — | — | $63K | $62K | 0.3% | |
| FORD MOTOR CREDIT CO. LLC 4.542% CORPORATE DEBT INSTRUMENTS | — | — | $63K | $62K | 0.3% | |
| ZF NORTH AMERICA CAPITAL INC. 144A 7.125% CORPORATE DEBT INSTRUMENTS | — | — | $63K | $62K | 0.3% | |
| DCERT BUYER INC. FIRST LIEN INITIAL TERM 8.573% LOANS | — | — | $64K | $61K | 0.3% | |
| CARNIVAL CORP. 5.75% CORPORATE DEBT INSTRUMENTS | — | — | $61K | $59K | 0.3% | |
| SERVICE PROPERTIES TRUST 5.5% CORPORATE DEBT INSTRUMENTS | — | — | $57K | $59K | 0.3% | |
| BLACKHAWK NETWORK HOLDINGS INC. TERM B 9.573% LOANS | — | — | $55K | $57K | 0.3% | |
| ALLEN MEDIA LLC TERM B 10.254% LOANS | — | — | $84K | $56K | 0.3% | |
| NEWELL BRANDS INC. 6.625% CORPORATE DEBT INSTRUMENTS | — | — | $53K | $54K | 0.3% | |
| ACADEMY LTD. 6% CORPORATE DEBT INSTRUMENTS | — | — | $53K | $53K | 0.3% | |
| HOWARD MIDSTREAM ENERGY PARTNERS LLC 144A 8.875% CORPORATE DEBT INSTRUMENTS | — | — | $50K | $53K | 0.3% | |
| FERTITTA ENTERTAINMENT LLC/FERTITTA ENTERTAINMENT FINANCE CO. INC. 4.625%CORPORATE DEBT INSTRUMENTS | — | — | $52K | $52K | 0.3% | |
| CRESCENT ENERGY FINANCE LLC 144A 9.25% CORPORATE DEBT INSTRUMENTS | — | — | $49K | $52K | 0.3% | |
| AIR CANADA 144A 3.875% CORPORATE DEBT INSTRUMENTS | — | — | $51K | $52K | 0.3% | |
| TOPBUILD CORP. 3.625% CORPORATE DEBT INSTRUMENTS | — | — | $52K | $52K | 0.3% | |
| AMERICAN AXLE & MANUFACTURING INC. 5% CORPORATE DEBT INSTRUMENTS | — | — | $52K | $52K | 0.3% | |
| UNIVISION COMMUNICATIONS INC. 144A 8% CORPORATE DEBT INSTRUMENTS | — | — | $50K | $51K | 0.3% | |
| CUSHMAN & WAKEFIELD US 7.823% LOANS | — | — | $49K | $51K | 0.2% | |
| NEWELL BRANDS INC. 6.375% CORPORATE DEBT INSTRUMENTS | — | — | $50K | $50K | 0.2% | |
| EYECARE PARTNERS LLC TRANCHE B TERM 5.717% LOANS | — | — | $64K | $50K | 0.2% | |
| OASIS PETROLEUM INC. 144A 6.375% CORPORATE DEBT INSTRUMENTS | — | — | $50K | $50K | 0.2% | |
| US RENAL CARE INC. 144A 10.625% CORPORATE DEBT INSTRUMENTS | — | — | $47K | $50K | 0.2% | |
| LADDER CAPITAL FINANCE HOLDINGS LLLP/LADDER CAPITAL FINANCE CORP. 7%CORPORATE DEBT INSTRUMENTS | — | — | $49K | $48K | 0.2% | |
| PERMIAN RESOURCES OPERATING LLC 9.875% CORPORATE DEBT INSTRUMENTS | — | — | $48K | $48K | 0.2% | |
| DIRECTV HOLDINGS LLC/DIRECTV FINANCING CO. INC. 144A 5.875% CORPORATE DEBT INSTRUMENTS | — | — | $44K | $46K | 0.2% | |
| SUNNOVA ENERGY CORP. 5.875% CORPORATE DEBT INSTRUMENTS | — | — | $52K | $44K | 0.2% | |
| NCL CORP. LTD. 6.25% CORPORATE DEBT INSTRUMENTS | — | — | $41K | $40K | 0.2% | |
| NEPTUNE BIDCO US INC. TERM B 9.758% LOANS | — | — | $38K | $36K | 0.2% | |
| DIVERSIFIED HEALTHCARE TRUST 4.75% CORPORATE DEBT INSTRUMENTS | — | — | $40K | $35K | 0.2% | |
| DISH DBS CORP. 7.75% CORPORATE DEBT INSTRUMENTS | — | — | $37K | $34K | 0.2% | |
| SPIRIT LOYALTY CAYMAN LTD./SPIRIT IP CAYMAN LTD. 144A 8% CORPORATE DEBT INSTRUMENTS | — | — | $43K | $34K | 0.2% | |
| RENT-A-CENTER INC./TX 144A 6.375% CORPORATE DEBT INSTRUMENTS | — | — | $32K | $34K | 0.2% | |
| ARD FINANCE SA PIK 144A 6.5% CORPORATE DEBT INSTRUMENTS | — | — | $194K | $33K | 0.2% | |
| MIDCAP FINANCIAL ISSUER TRUST 144A 6.5% CORPORATE DEBT INSTRUMENTS | — | — | $28K | $28K | 0.1% | |
| ROCKET MORTGAGE LLC/ROCKET MORTGAGE CO-ISSUER INC. 144A 2.875%CORPORATE DEBT INSTRUMENTS | — | — | $28K | $27K | 0.1% | |
| GANNETT HOLDINGS LLC 6.5% LOANS | — | — | $25K | $25K | 0.1% | |
| TRANSDIGM INC. 144A 6.75% CORPORATE DEBT INSTRUMENTS | — | — | $22K | $22K | 0.1% | |
| BNY CASH RESERVE INTEREST BEARING CASH | — | — | $18K | $18K | <0.1% | |
| BAUSCH HEALTH COS INC. 144A 5.25% CORPORATE DEBT INSTRUMENTS | — | — | $20K | $17K | <0.1% | |
| AMC ENTERTAINMENT HOLDINGS INC. 144A 7.5% CORPORATE DEBT INSTRUMENTS | — | — | $14K | $17K | <0.1% | |
| LRS HOLDINGS LLC TERM B 8.937% LOANS | — | — | $9K | $9K | <0.1% | |
| ARCTIC CANADIAN DIAMONDS COMMON STOCK - | — | — | — | $8K | <0.1% | |
| VISTAJET MALTA FINANCE PLC/VISTA MANAGEMENT HOLDING INC. 144A 7.875%CORPORATE DEBT INSTRUMENTS | — | — | $6K | $6K | <0.1% | |
| AMERICAN AIRLINES INC./AADVANTAGE LOYALTY IP LTD. 144A 5.75% CORPORATE DEBT INSTRUMENTS | — | — | $5K | $5K | <0.1% |