Putnam Allstate Advisor

Putnam High Yield Subaccount

The subaccount seeks high current income. Capital growth is a secondary goal when consistent with achieving high current income.

Putnam High Yield Subaccount

Fund description

The subaccount seeks high current income by investing principally in corporate bonds rated below investment grade. It offers the potential for higher income than investment-grade bond funds in exchange for the increased risk that accompanies high-yield bond investments. The subaccount is diversified across a range of industries and the management team conducts intensive research to select companies that appear capable of servicing their outstanding debt obligations.

Sales story

Seeking a high level of income for investorsIncome-focused: The portfolio managers strive for a higher level of income than most bonds offer by investing in higher-yielding, lower rated corporate bonds.Focus on performance: The managers can invest across a range of industries and companies, and can adjust the fund's holdings to capitalize on market opportunities.Leading research: The fund's managers, supported by Putnam's fixed-income research division, analyze a range of bonds to build a diversified portfolio.

Management team

Paul D. Scanlon, CFA (Investing since 1986)
Norman P. Boucher (Investing since 1985)
Robert L. Salvin (Investing since 1986)

Daily pricing as of 02/28/20

		with optional enhanced death benefits
Unit Value	$24.642707	$23.875646
Unit Value Change	-0.159075	-0.154223

Lipper ranking ‡ as of 01/31/20

Category: High Yield Funds

	Percentile ranking	Rank/Funds in category
10 yrs.	66%	47/71
1 yr.	41%	43/104
3 yrs.	61%	60/99
5 yrs.	64%	63/98

Maturity detail includes only cash bonds and cash equivalents.

Lower rated bonds may offer higher yields in return for more risk. Variable annuities are long-term investments designed for retirement purposes. Withdrawals prior to age 59 1/2 may be subject to a 10% IRS penalty.

Credit qualities are shown as a percentage of net assets. A bond rated Baa or higher (Prime-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor's, Moody's and Fitch. Short-term cash bonds rated A-1+ are included in the AAA-rating category. Ratings and portfolio credit quality will vary over time. Credit quality includes the fixed-income portion of the portfolio. Derivative instruments, including currency forwards, are only included to the extent of any unrealized gain or loss on such instruments and are shown in the not-rated category. Cash is also shown in the not-rated category. The fund itself has not been rated by an independent rating agency.

‡ Lipper is an industry research firm whose rankings are based on total return performance, vary over time, and do not reflect the effects of sales charges. Past performance is not indicative of future results.

Quick facts as of 01/31/20

Fiscal Year End	December
Asset Class	Putnam Allstate Advisor
Subaccount Status	Open to new investors
Number of issues	540
Turnover (fiscal year end)	31%
Net Assets	$179M
Inception Date	02/01/88

Performance

Performance as of 12/31/19

Annual

Cumulative

Annualized Performance	Last Quarter	Year to Date	1 yr.	3 yrs.	5 yrs.	10 yrs.	Life of subaccount
Restated performance
Unit Value	2.27%	12.97%	12.97%	4.18%	3.81%	5.26%	5.91%
Standardized	-6.63%	3.32%	3.32%	-0.62%	0.03%	2.67%	4.27%
With optional enhanced death benefit
Unit Value	2.23%	12.80%	12.80%	4.02%	3.66%	5.10%	5.75%
Standardized	-6.66%	3.16%	3.16%	-0.78%	-0.13%	2.49%	4.07%
Actual performance
Unit Value	2.27%	12.97%	12.97%	4.18%	3.81%	5.26%	4.54%
Standardized	-6.63%	3.32%	3.32%	-0.62%	0.03%	2.67%	1.85%
With optional enhanced death benefit
Unit Value	2.23%	12.80%	12.80%	4.02%	3.66%	5.10%	4.38%
Standardized	-6.66%	3.16%	3.16%	-0.78%	-0.13%	2.49%	1.65%

Cumulative Performance	Last Quarter	Year to Date	1 yr.	3 yrs.	5 yrs.	10 yrs.	Life of subaccount
Restated performance
Unit Value	2.27%	12.97%	12.97%	13.06%	20.58%	66.97%	525.51%
Standardized	-6.63%	3.32%	3.32%	-1.84%	0.17%	30.12%	279.61%
With optional enhanced death benefit
Unit Value	2.23%	12.80%	12.80%	12.55%	19.67%	64.46%	495.92%
Standardized	-6.66%	3.16%	3.16%	-2.31%	-0.65%	27.88%	257.43%
Actual performance
Unit Value	2.27%	12.97%	12.97%	13.06%	20.58%	66.97%	150.49%
Standardized	-6.63%	3.32%	3.32%	-1.84%	0.17%	30.12%	46.14%
With optional enhanced death benefit
Unit Value	2.23%	12.80%	12.80%	12.55%	19.67%	64.46%	142.76%
Standardized	-6.66%	3.16%	3.16%	-2.31%	-0.65%	27.88%	40.28%

Annual Performance at NAV

2010	2011	2012	2013	2014	2015	2016	2017	2018	2019
12.62%	0.49%	14.56%	6.51%	0.29%	-6.54%	14.11%	5.65%	-5.27%	12.97%
With optional enhanced death benefit
12.45%	0.33%	14.38%	6.35%	0.14%	-6.68%	13.94%	5.49%	-5.41%	12.80%

Restated performance

Monthly as of 01/31/20
Unit Value	0.05%
Standardized	-8.69%

YTD as of 02/27/20
Unit Value	-0.99%
Standardized	-9.66%

With optional enhanced death benefit

Monthly as of 01/31/20
Unit Value	0.04%
Standardized	-8.70%

YTD as of 02/27/20
Unit Value	-1.01%
Standardized	-9.68%

Unit values and performance information shown apply to the specific annuity product listed, not the underlying Putnam Variable Trust fund. This information should not be used by investors who hold an interest in Putnam Variable Trust funds through a different annuity or other variable product. The unit values and performance of other variable products that offer Putnam Variable Trust funds may be higher or lower due to product charges and expenses or other factors.

Data is historical. Past performance is no guarantee of future results. More recent returns may be less or more than those shown. Investment return and principal value will fluctuate, and you may have a gain or a loss when you sell your units.

Returns shown for the subaccounts for periods before their inception are derived from the historical performance of the underlying fund, adjusted to reflect the mortality, expense risk, and surrender charges applicable to this product and do not factor in the annual $30 contract maintenance fee. Additional riders and options for insurance-related charges will increase expenses and lower returns. Please see the prospectus for details. For a portion of the period, subaccounts may have limited expenses, without which returns would have been lower.

Variable annuities are long-term investments designed for retirement purposes. Putnam Capital Manager products are flexible-premium variable annuities held by Talcott Resolution Life, Inc., Simsbury, CT.

Putnam Allstate variable annuities are flexible-premium deferred variable annuities issued by Allstate Life Insurance Company (Allstate Life); underwritten by Allstate Distributors, L.L.C., both of Northbrook, IL; and sold through registered representatives or bank employees who are licensed insurance agents. Please check for availability in your specific state.

These policies have limitations and are sold by prospectus only. The prospectus contains details on the variable annuity, the subaccounts, contract features, fees, expenses, and other pertinent information.

Investors should carefully consider the investment objectives, risks, charges, and expenses of a fund before investing. For a prospectus containing this and other information for any variable annuity or variable life product that invests in Putnam Variable Trust funds, contact your financial advisor for a contract prospectus and prospectus for the underlying funds. You may also call Talcott Resolution at 1-800-521-0538 or Allstate at 1-800-390-1277. Read the prospectuses carefully before investing.

For the most recent month-end performance, please call Talcott Resolution at 1-800-521-0538 or Allstate at 1-800-390-1277.

Maturity detail includes only cash bonds and cash equivalents.

Lipper is an industry research firm whose rankings are based on total return performance, vary over time, and do not reflect the effects of sales charges. Past performance is not indicative of future results.

Risk Characteristics as of 01/31/20

Avg. Eff. Maturity	4.19
Avg. Eff. Duration	3.18
Avg. Coupon	6.07
Avg. Yield to Maturity	5.47

Alpha (%)	--
Beta	1.03
R Squared	0.98
Standard Deviation (3 yrs.)	4.24

Maturity Details

0 to 1 yr.	13.91%
1 to 5 yrs.	55.88%
5 to 10 yrs.	25.65%
10 to 15 yrs.	2.38%
Over 15 yrs.	2.18%

Quality Ratings

A	0.39%
BBB	12.28%
BB	42.02%
B	34.22%
CCC and Below	8.08%
Not Rated	1.74%
Net cash	1.27%

Holdings

Top 10 holdings as of 01/31/20

Charter Communications	1.93%
Sprint Communications	1.79%
Bausch Health	1.67%
Tenet Healthcare	1.49%
Ally Financial	1.37%
Altice USA	1.20%
Community Health Systems	1.08%
GFL Environmental	1.02%
Transdigm	0.97%
ARD Holdings	0.96%
Top 10 holdings, total:	13.48%

Prior top 10 holdings

Top 10 holdings as of 01/31/20
1: Charter Communications	1.93%
2: Sprint Communications	1.79%
3: Bausch Health	1.67%
4: Tenet Healthcare	1.49%
5: Ally Financial	1.37%
6: Altice USA	1.20%
7: Community Health Systems	1.08%
8: GFL Environmental	1.02%
9: Transdigm	0.97%
10: ARD Holdings	0.96%
Holdings represent 13.48% of portfolio

Top 10 holdings as of 12/31/19
1: Charter Communications	1.95%
2: Sprint Communications	1.90%
3: Bausch Health	1.80%
4: Tenet Healthcare	1.50%
5: Ally Financial	1.38%
6: Altice USA	1.17%
7: GFL Environmental	1.09%
8: Community Health	0.99%
9: T-Mobile	0.99%
10: Transdigm	0.97%
Holdings represent 13.74% of portfolio

Top 10 holdings as of 11/30/19
1: Bausch Health	2.06%
2: Charter Communications	1.94%
3: Sprint Communications	1.85%
4: Altice USA	1.54%
5: Tenet Healthcare	1.46%
6: Ally Financial	1.36%
7: T-Mobile	0.97%
8: Transdigm	0.95%
9: Community Health Systems	0.94%
10: DELL Technologies	0.90%
Holdings represent 13.97% of portfolio

Top 10 holdings as of 10/31/19
1: Bausch Health	2.09%
2: Charter Communications	1.97%
3: Sprint Communications	1.92%
4: Altice USA	1.61%
5: Tenet Healthcare	1.47%
6: Ally Financial	1.42%
7: Transdigm	1.02%
8: T-Mobile	1.00%
9: Community Health	0.94%
10: DELL Technologies	0.91%
Holdings represent 14.35% of portfolio

Full portfolio

CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029	1.18%
ALLY FINANCIAL INC 08.0000 11/01/2031	1.12%
DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026	0.72%
CSC HOLDINGS LLC 05.2500 06/01/2024	0.66%
SPRINT CORP 07.8750 09/15/2023	0.65%
TENET HEALTHCARE P/P 144A 04.8750 01/01/2026	0.59%
REFINITIV TLB L+325 04.8953 10/01/2025	0.56%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025	0.55%
ROYAL BK SCOTLND GRP PLC USD 07.6480 08/29/2049	0.54%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023	0.54%
DISH DBS CORP 05.8750 11/15/2024	0.53%
GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026	0.51%
ENERGY TRANSFER OPERATNG 06.6250 02/15/2028	0.51%
PULTEGROUP INC. 07.8750 06/15/2032	0.47%
NAVISTAR INTL TLB L+350 05.1700 11/06/2024	0.47%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028	0.45%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025	0.45%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025	0.44%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027	0.44%
MATCH GROUP INC P/P 144A 05.0000 12/15/2027	0.43%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026	0.42%
PLANTRONICS INC P/P 144A 05.5000 05/31/2023	0.42%
HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026	0.42%
LEVEL 3 FINANCING INC 05.2500 03/15/2026	0.42%
CENTENE CORP P/P 144A 04.6250 12/15/2029	0.41%
STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026	0.40%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024	0.40%
ARD FINANCE SA P/P 144A 06.5000 06/30/2027	0.40%
BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026	0.39%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028	0.39%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025	0.39%
NOVELIS CORP P/P 144A 05.8750 09/30/2026	0.38%
GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027	0.38%
SS&C TECH INC P/P 144A 05.5000 09/30/2027	0.38%
DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027	0.38%
STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026	0.37%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024	0.37%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025	0.37%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025	0.37%
STAPLES INC P/P 144A 07.5000 04/15/2026	0.37%
CF INDUSTRIES INC 04.9500 06/01/2043	0.36%
TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027	0.36%
TENET HEALTHCARE CORP 08.1250 04/01/2022	0.36%
TRANSDIGM INC. P/P 144A 06.2500 03/15/2026	0.36%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025	0.36%
T-MOBILE USA INC 04.7500 02/01/2028	0.35%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025	0.35%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024	0.34%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022	0.34%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027	0.34%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027	0.34%
BRAND ENERGY TL L+425 06.0880 06/21/2024	0.33%
SPRINT CORP 07.2500 09/15/2021	0.33%
TRANSDIGM INC 06.3750 06/15/2026	0.33%
UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027	0.32%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027	0.32%
VIRGIN MEDIA FIN PLC P/P 144A 05.7500 01/15/2025	0.31%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027	0.31%
AMC ENTERTAINMENT HLDGS 05.7500 06/15/2025	0.31%
CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024	0.31%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025	0.31%
TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024	0.31%
GREAT LAKES D&D 08.0000 05/15/2022	0.31%
NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027	0.31%
ALTICE FRANCE P/P 144A 07.3750 05/01/2026	0.30%
MEREDITH CORP 06.8750 02/01/2026	0.30%
AES CORP/THE 05.5000 04/15/2025	0.30%
HCA INC 05.2500 06/15/2026	0.30%
SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029	0.30%
WEEKLEY HOMES LLC 06.0000 02/01/2023	0.30%
COLORADO INTERSTATE GAS CO 06.8500 06/15/2037	0.30%
BMC EAST LLC P/P 144A 05.5000 10/01/2024	0.30%
T-MOBILE USA INC 06.3750 03/01/2025	0.30%
RITE AID CORP P/P 144A 06.1250 04/01/2023	0.29%
BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024	0.29%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026	0.29%
CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026	0.29%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021	0.29%
PETSMART INC TLB L+400 05.6700 03/11/2022	0.29%
BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025	0.28%
YPSO FINANCE BIS P/P 144A 06.0000 02/15/2028	0.28%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023	0.28%
AMERICAN INTL GROUP 08.1750 05/15/2058	0.28%
ARCELORMITTAL USD 07.0000 10/15/2039	0.28%
COMPASS MIN INTL P/P 144A 06.7500 12/01/2027	0.28%
PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025	0.28%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025	0.28%
ITRON INC P/P 144A 05.0000 01/15/2026	0.28%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027	0.28%
NETFLIX INC. 05.8750 11/15/2028	0.28%
NRG P/P 144A 03.7500 06/15/2024	0.28%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025	0.27%
SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026	0.27%
IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027	0.27%
MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027	0.27%
TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025	0.27%
TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027	0.27%
TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028	0.27%
WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025	0.27%
TRANSDIGM INC P/P 144A 05.5000 11/15/2027	0.27%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025	0.27%
COMSTOCK RE INC P/P 144A 07.5000 05/15/2025	0.27%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025	0.27%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028	0.27%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025	0.27%
VERTIV TLB L+400 05.6453 11/15/2023	0.26%
CEC ENTERTAINMENT INC L+650 08.1453 08/30/2026	0.26%
PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027	0.26%
SCOTTS MIRACLE-GRO P/P 144A 04.5000 10/15/2029	0.26%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023	0.26%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023	0.26%
SERVICE CORP INTL 05.1250 06/01/2029	0.26%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024	0.26%
BOMBARDIER INC P/P 144A 07.8750 04/15/2027	0.26%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026	0.26%
INGEVITY CORP P/P 144A 04.5000 02/01/2026	0.26%
CALPINE CORP P/P 144A 04.5000 02/15/2028	0.26%
PQ CORP P/P 144A 05.7500 12/15/2025	0.25%
DCP MIDSTREAM P/P 144A 06.7500 09/15/2037	0.25%
CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026	0.25%
CLEAR CHANNEL TLB L+350 05.5435 08/21/2026	0.25%
CROWN CORK & SEAL CO INC 07.3750 12/15/2026	0.25%
GARTNER INC P/P 144A 05.1250 04/01/2025	0.25%
STAPLES INC. P/P 144A 10.7500 04/15/2027	0.25%
BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027	0.25%
CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025	0.25%
TRI POINTE GROUP / HOMES 05.8750 06/15/2024	0.25%
USI INC/NY P/P 144A 06.8750 05/01/2025	0.25%
STARWOOD PROP TR 04.7500 03/15/2025	0.24%
SYNGENTA FINANCE NV P/P 144A 05.1820 04/24/2028	0.24%
TOPBUILD CORP P/P 144A 05.6250 05/01/2026	0.24%
ISTAR INC 04.7500 10/01/2024	0.24%
NABORS INDUSTRIES INC. 05.7500 02/01/2025	0.24%
ISTAR INC 04.2500 08/01/2025	0.24%
PRECISION DRILL P/P 144A 07.1250 01/15/2026	0.24%
SYNGENTA FINANCE NV P/P 144A 04.8920 04/24/2025	0.24%
WESTERN DIGITAL CORPORATION 04.7500 02/15/2026	0.24%
GREIF INC P/P 144A 06.5000 03/01/2027	0.24%
HUB INTL LTD P/P 144A 07.0000 05/01/2026	0.24%
KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026	0.24%
CROWN CASTLE INTL CORP 06.8750 CUM CV PFD	0.24%
MATTEL INC P/P 144A 05.8750 12/15/2027	0.24%
ZIGGO BOND CO BV P/P 144A 06.0000 01/15/2027	0.24%
CHS/COMMUNITY P/P 144A 06.6250 02/15/2025	0.23%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025	0.23%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025	0.23%
EPR PROPERTIES 05.7500 CUM CV PFD	0.23%
EG GLOBAL FIN PLC P/P 144A 06.7500 02/07/2025	0.23%
SERVICE CORP INTL 05.3750 05/15/2024	0.23%
CHENIERE CORP CHRIST 05.1250 06/30/2027	0.23%
LEGRAND FRANCE USD 08.5000 02/15/2025	0.23%
ATOTECH ALPHA 3 BV P/P 144A 06.2500 02/01/2025	0.23%
WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029	0.23%
ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028	0.23%
CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024	0.23%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024	0.23%
AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023	0.23%
ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026	0.23%
BWAY CORP TLB L+325 05.0840 04/03/2024	0.23%
GW B-CR SECURITY P/P 144A 09.5000 11/01/2027	0.23%
NRG ENERGY INC P/P 144A 05.2500 06/15/2029	0.23%
ALTICE LUXEMBOURG SA P/P 144A 10.5000 05/15/2027	0.22%
DIAMOND SPORTS P/P 144A 05.3750 08/15/2026	0.22%
PENSKE AUTO GRP INC 05.7500 10/01/2022	0.22%
ALLY FINANCIAL INC SEDOL B72XK05	0.22%
CCO HLDGS LLC/CAP CO P/P 144A 05.0000 02/01/2028	0.22%
CHENIERE CORP CHRIST 05.8750 03/31/2025	0.22%
US CONCRETE INC 06.3750 06/01/2024	0.22%
WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023	0.22%
CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026	0.22%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025	0.22%
BOMBARDIER INC P/P 144A 07.5000 12/01/2024	0.22%
ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024	0.22%
CIT GROUP INC 05.0000 08/01/2023	0.22%
SM ENERGY CO 05.0000 01/15/2024	0.22%
ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027	0.22%
BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025	0.21%
ICAHN ENTER/FIN 06.2500 05/15/2026	0.21%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024	0.21%
UNIVISION COMM P/P 144A 05.1250 02/15/2025	0.21%
HCA INC 05.3750 09/01/2026	0.21%
MICROCHIP TEC CV 01.6250 02/15/2027	0.21%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025	0.21%
AKER BP ASA P/P 144A 05.8750 03/31/2025	0.21%
ASURION 2NDL L+650 08.1453 08/04/2025	0.21%
IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028	0.21%
MOLINA HEALTHCARE IN 05.3750 11/15/2022	0.21%
SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025	0.21%
WASTE PRO USA INC P/P 144A 05.5000 02/15/2026	0.21%
APERGY CORP 06.3750 05/01/2026	0.21%
EQUINIX INC 05.3750 05/15/2027	0.21%
LLOYDS BANKING GROUP PLC USD 07.5000 04/30/2049	0.21%
1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028	0.20%
LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024	0.20%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024	0.20%
TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023	0.20%
HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025	0.20%
INFOR US INC 06.5000 05/15/2022	0.20%
PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027	0.20%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025	0.20%
LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024	0.20%
SPRINT CORP P/P 144A 07.2500 02/01/2028	0.20%
GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027	0.20%
HCA INC 05.0000 03/15/2024	0.20%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025	0.20%
ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023	0.20%
NATIONSTAR MTG P/P 144A 09.1250 07/15/2026	0.20%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022	0.19%
BROOKFIELD RESID P/P 144A 06.2500 09/15/2027	0.19%
FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026	0.19%
SPRINGLEAF FINANCE CORP 05.3750 11/15/2029	0.19%
STANDARD IND INC P/P 144A 05.3750 11/15/2024	0.19%
ARDAGH PKG FIN/HLDGS P/P 144A 05.2500 08/15/2027	0.19%
HUSKY TLB L+300 04.6453 03/28/2025	0.19%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024	0.19%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027	0.19%
WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026	0.19%
ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026	0.19%
CENOVUS ENERGY INC USD 06.7500 11/15/2039	0.19%
FRONTIER COMM P/P 144A 08.5000 04/01/2026	0.19%
PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027	0.19%
JELD-WEN INC P/P 144A 04.8750 12/15/2027	0.18%
AKER BP ASA P/P 144A 03.7500 01/15/2030	0.18%
BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029	0.18%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024	0.18%
CONSTELLIUM SE P/P 144A 05.7500 05/15/2024	0.18%
SINCLAIR TELE P/P 144A 05.5000 03/01/2030	0.18%
ANTERO RESOURCES FIN 05.1250 12/01/2022	0.18%
TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023	0.18%
GOEASY LTD P/P 144A 05.3750 12/01/2024	0.18%
KRONOS 2NDL L+825 10.0133 11/01/2024	0.18%
ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027	0.18%
ATOTECH ALPHA 2 BV P/P 144A 08.7500 06/01/2023	0.18%
GFL ENVIRON INC P/P 144A 05.1250 12/15/2026	0.18%
LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024	0.17%
AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030	0.17%
BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023	0.17%
NEWELL BRANDS INC 04.2000 04/01/2026	0.17%
TENNANT CO 05.6250 05/01/2025	0.17%
WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026	0.17%
BANK OF AMERICA CORP 06.5000 10/29/2049	0.17%
KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025	0.17%
L BRANDS INC 07.5000 06/15/2029	0.17%
PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028	0.17%
LADDER CAP FINAN P/P 144A 04.2500 02/01/2027	0.17%
STATION CASINOS LLC P/P 144A 04.5000 02/15/2028	0.17%
TALBOTS TLB L+700 08.6453 11/28/2022	0.17%
ARDAGH PKG FIN/HLDGS P/P 144A 06.0000 02/15/2025	0.17%
HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028	0.17%
SPRINGLEAF FINANCE CORP 06.8750 03/15/2025	0.17%
CPG INTL TL L+375 05.9333 05/05/2024	0.16%
WPX ENERGY INC 08.2500 08/01/2023	0.16%
ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025	0.16%
FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025	0.16%
GARDA WORLD TLB L+475 06.6903 10/23/2026	0.16%
ANTERO RESOURCES 05.3750 11/01/2021	0.16%
NETFLIX INC. 06.3750 05/15/2029	0.16%
CIT GROUP INC SEDOL B4Z73G0	0.16%
MEG ENERGY CORP P/P 144A 06.3750 01/30/2023	0.16%
WPX ENERGY INC 05.2500 10/15/2027	0.16%
DANAHER CORP 04.7500 CUM CV PFD	0.16%
SPRINGLEAF FINANCE CORP 06.6250 01/15/2028	0.16%
VIPER ENERGY P/P 144A 05.3750 11/01/2027	0.16%
CSC HOLDINGS LLC P/P 144A 05.7500 01/15/2030	0.16%
WIDEOPENWEST TLB L+325 04.9044 08/19/2023	0.16%
LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026	0.16%
SPLUNK INC CV 01.1250 09/15/2025	0.16%
LENNAR CORP 05.8750 11/15/2024	0.16%
VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026	0.16%
JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023	0.16%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025	0.16%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026	0.16%
T-MOBILE US INC SEDOL B94Q9V0	0.16%
ALTICE FINCO S.A. P/P 144A 07.6250 02/15/2025	0.15%
BROADCOM INC 08.0000 CV PFD	0.15%
LLOYDS BANK PLC 13.0000 01/29/2049	0.15%
TRANSOCEAN INC 07.5000 04/15/2031	0.15%
STEEL DYNAMICS INC 05.5000 10/01/2024	0.15%
TERRIER MEDIA TLB L+425 05.9898 12/17/2026	0.15%
TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025	0.15%
CREDIT ACCEPTANC 07.3750 03/15/2023	0.15%
QORVO INC 05.5000 07/15/2026	0.15%
CSC HOLDINGS LLC P/P 144A 07.7500 07/15/2025	0.15%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024	0.15%
STANLEY BLACK & DECKER I 05.2500 CV PFD	0.15%
CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024	0.15%
ON SEMICONDUC CV 01.6250 10/15/2023	0.15%
STANDARD IND INC P/P 144A 06.0000 10/15/2025	0.15%
DISH NETWORK CV 03.3750 08/15/2026	0.15%
BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026	0.15%
MERCER INTL INC USD 06.5000 02/01/2024	0.15%
PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026	0.15%
CONSTELLIUM SE P/P 144A 05.8750 02/15/2026	0.14%
BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027	0.14%
CALPINE CORP P/P 144A 05.2500 06/01/2026	0.14%
CONSTELLIUM SE P/P 144A 06.6250 03/01/2025	0.14%
FRONTIER COMM 10.5000 09/15/2022	0.14%
LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2	0.14%
CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026	0.14%
CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021	0.14%
ORYX TLB L+400 06.0536 05/22/2026	0.14%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024	0.14%
TRANSOCEAN SENTR P/P 144A 05.3750 05/15/2023	0.14%
YUM! BRANDS INC P/P 144A 04.7500 01/15/2030	0.14%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027	0.14%
BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027	0.14%
ROBERTSHAW US HOLDING L+325 04.9375 02/28/2025	0.14%
SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029	0.14%
ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 07/15/2023	0.14%
TRIVIUM PACK FIN P/P 144A 05.5000 08/15/2026	0.14%
AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027	0.14%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025	0.14%
TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027	0.14%
BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025	0.14%
AXALTA COATING SYS P/P 144A 04.8750 08/15/2024	0.14%
BANK OF AMERICA CORP 06.1000 12/29/2049	0.14%
CIT GROUP INC. 05.2500 03/07/2025	0.14%
ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029	0.13%
CEMEX SAB DE CV P/P 144A 05.4500 11/19/2029	0.13%
VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026	0.13%
TITAN ACQ LTD P/P 144A 07.7500 04/15/2026	0.13%
CNO FINANCIAL GROUP INC 05.2500 05/30/2029	0.13%
KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024	0.13%
OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026	0.13%
VIDEOTRON LTD USD 05.0000 07/15/2022	0.13%
TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025	0.13%
GFL ENVIRONMENTAL TLB L+300 04.6453 05/31/2025	0.13%
FAIRFAX FINL HLDGS USD 04.8500 04/17/2028	0.13%
TRIVIUM PACKAGING P/P 144A 08.5000 08/15/2027	0.13%
CENTENE CORP P/P 144A 05.2500 04/01/2025	0.13%
CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027	0.13%
CROWN AMER/CAP 04.7500 02/01/2026	0.13%
MEG ENERGY CORP P/P 144A 07.1250 02/01/2027	0.13%
NATIONSTAR MTG P/P 144A 08.1250 07/15/2023	0.13%
NRG ENERGY INC P/P 144A 04.4500 06/15/2029	0.13%
VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022	0.13%
IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9	0.13%
RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026	0.13%
T-MOBILE USA INC 05.3750 04/15/2027	0.12%
TRANSOCEAN INC P/P 144A 08.0000 02/01/2027	0.12%
CSC HOLDINGS LLC P/P 144A 10.8750 10/15/2025	0.12%
ELDORADO RESORTS INC 07.0000 08/01/2023	0.12%
SPECTRUM BRANDS INC 06.1250 12/15/2024	0.12%
THE AES CORPORATION 04.8750 05/15/2023	0.12%
1011778 BC ULC / P/P 144A 04.3750 01/15/2028	0.12%
CENTURYLINK TLB L+275 05.2724 01/31/2025	0.12%
CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027	0.12%
NOVELIS CORP P/P 144A 04.7500 01/30/2030	0.12%
ROBERTSHAW TL 2L L+800 09.6875 02/28/2026	0.12%
SPRINT CORP 07.6250 03/01/2026	0.12%
FREEPORT-MCMORAN INC 05.4500 03/15/2043	0.12%
JAMES HARDIE INT P/P 144A 05.0000 01/15/2028	0.12%
OSHKOSH CORP 05.3750 03/01/2025	0.12%
ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027	0.12%
CLEAR CHANNEL WORLD P/P 144A 09.2500 02/15/2024	0.12%
IHEARTMEDIA TL L+400 05.6550 05/01/2026	0.12%
SESI LLC 07.1250 12/15/2021	0.12%
ZIGGO BV P/P 144A 05.5000 01/15/2027	0.12%
ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027	0.12%
CEMEX P/P 144A 05.7000 01/11/2025	0.12%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024	0.12%
DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031	0.12%
VISTRA OPERATION P/P 144A 05.0000 07/31/2027	0.12%
ALTICE FINANCING SA P/P 144A 05.0000 01/15/2028	0.11%
ANTERO MIDSTREAM P/P 144A 05.7500 01/15/2028	0.11%
TARGA RESOURCES PART 06.8750 01/15/2029	0.11%
FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025	0.11%
REVLON CONS TLB L+350 05.4086 09/07/2023	0.11%
SOLENIS 2NDL L+850 10.8314 06/26/2026	0.11%
CSC HOLDINGS LLC 06.7500 11/15/2021	0.11%
VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024	0.11%
VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027	0.11%
AES CORP/THE 05.1250 09/01/2027	0.11%
AMC ENT HOLDIN 05.8750 11/15/2026	0.11%
IHS MARKIT LTD USD 04.7500 08/01/2028	0.11%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022	0.11%
MERCER INTL INC USD 05.5000 01/15/2026	0.10%
HUB INTL TLB L+400 05.9274 04/25/2025	0.10%
ICAHN ENTER/FIN P/P 144A 05.2500 05/15/2027	0.10%
AKZONOBEL TLB L+300 04.6990 10/01/2025	0.10%
ICAHN ENTER P/P 144A 04.7500 09/15/2024	0.10%
LEVEL 3 FINANCING INC 05.6250 02/01/2023	0.10%
PLY GEM TLB L+375 05.4336 04/12/2025	0.10%
SPRINGLEAF FINANCE CORP 07.1250 03/15/2026	0.10%
BUCKEYE PARTNERS LP 03.9500 12/01/2026	0.10%
IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026	0.10%
NETFLIX INC 04.8750 04/15/2028	0.10%
POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023	0.10%
SOLENIS 1STL L+400 05.9086 06/26/2025	0.10%
BOYD GAMING CORP 06.3750 04/01/2026	0.10%
MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024	0.10%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026	0.10%
INDIGO NATURAL P/P 144A 06.8750 02/15/2026	0.10%
NETFLIX INC P/P 144A 05.3750 11/15/2029	0.10%
TECK RESOURCES LIMITED USD 03.7500 02/01/2023	0.10%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023	0.10%
HOLOGIC INC P/P 144A 04.3750 10/15/2025	0.10%
TRAVELPORT TLB L+500 07.5413 05/30/2026	0.10%
BOYD GAMING CORPORATION 06.0000 08/15/2026	0.10%
CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026	0.10%
DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026	0.10%
NEW GOLD INC P/P 144A 06.2500 11/15/2022	0.10%
TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028	0.10%
AES CORP/THE 04.5000 03/15/2023	0.09%
BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022	0.09%
TARGA RESOURCES PART 06.5000 07/15/2027	0.09%
AKER BP ASA P/P 144A 04.7500 06/15/2024	0.09%
CREDIT ACCEPTANC P/P 144A 06.6250 03/15/2026	0.09%
NRG ENERGY INC 05.7500 01/15/2028	0.09%
L BRANDS INC 06.7500 07/01/2036	0.09%
TENET HEALTHCARE P/P 144A 06.2500 02/01/2027	0.09%
CINEMARK USA INC 04.8750 06/01/2023	0.09%
CREDIT ACCEPTANC P/P 144A 05.1250 12/31/2024	0.09%
ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028	0.09%
BOYD GAMING CORP P/P 144A 04.7500 12/01/2027	0.09%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024	0.09%
BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028	0.09%
CHEMOURS CO 07.0000 05/15/2025	0.09%
GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027	0.09%
REFINITIV US HLDG P/P 144A 06.2500 05/15/2026	0.09%
MGM GROWTH/MGM FINANCE 04.5000 01/15/2028	0.09%
NABORS IND LTD P/P 144A 07.2500 01/15/2026	0.09%
LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027	0.09%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025	0.09%
NABORS IND LTD P/P 144A 07.5000 01/15/2028	0.09%
SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028	0.09%
BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024	0.08%
GLP CAPITAL LP / FIN II 05.2500 06/01/2025	0.08%
HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028	0.08%
NATIONSTAR MTG P/P 144A 06.0000 01/15/2027	0.08%
PARTY CITY HLDG INC P/P 144A 06.1250 08/15/2023	0.08%
ORTHO-CLINICAL P/P 144A 07.2500 02/01/2028	0.08%
COMMSCOPE INC P/P 144A 06.0000 03/01/2026	0.08%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024	0.08%
DUN & BRADSTREET TLB L+500 07.2411 02/08/2026	0.08%
CBS OUT AMER CAP LLC 05.6250 02/15/2024	0.08%
JO-ANN STORES 2NDL L+925 10.9095 05/21/2024	0.08%
JO-ANN STORES TL L+500 06.6595 10/16/2023	0.08%
NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026	0.08%
TARGA RESOURCES PART 05.0000 01/15/2028	0.08%
ICAHN ENTER/FIN 06.7500 02/01/2024	0.08%
VISTRA OPERATION P/P 144A 04.3000 07/15/2029	0.08%
CENTENE CORP P/P 144A 05.3750 08/15/2026	0.08%
JELD-WEN INC P/P 144A 04.6250 12/15/2025	0.08%
NINE ENERGY SERVICE P/P 144A 08.7500 11/01/2023	0.08%
NRG ENERGY INC. 07.2500 05/15/2026	0.08%
CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029	0.07%
MASONITE INTL C P/P 144A 05.3750 02/01/2028	0.07%
STAPLES TL L+500 06.6550 04/12/2026	0.07%
IHEARTMEDIA TLB L+300 04.6595 04/29/2026	0.07%
SERVICE CORPORATION INTL 04.6250 12/15/2027	0.07%
ENTERPRISE MERG P/P 144A 08.7500 10/15/2026	0.07%
MOOG INC P/P 144A 04.2500 12/15/2027	0.07%
ORTHO-CLINICAL TLB L+325 04.9050 06/01/2025	0.07%
AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023	0.07%
BAUSCH HLTH COS INC P/P 144A 05.0000 01/30/2028	0.07%
BAUSCH HLTH COS INC P/P 144A 05.2500 01/30/2030	0.07%
CHEMOURS CO 05.3750 05/15/2027	0.07%
WPX ENERGY INC 04.5000 01/15/2030	0.07%
SM ENERGY CO 06.7500 09/15/2026	0.07%
ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026	0.07%
STANDARD IND INC P/P 144A 05.0000 02/15/2027	0.07%
QUEBECOR MEDIA INC USD 05.7500 01/15/2023	0.07%
MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025	0.06%
WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026	0.06%
COMSTOCK RESOURCES 09.7500 08/15/2026	0.06%
TENET HEALTHCARE 04.6250 07/15/2024	0.06%
BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026	0.06%
TRONOX INC P/P 144A 06.5000 04/15/2026	0.06%
CALIFORNIA RESOURC TL L+475 06.4000 12/31/2022	0.06%
ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026	0.06%
IHS MARKIT LTD P/P 144A 04.0000 03/01/2026	0.06%
COMMSCOPE INC P/P 144A 05.5000 03/01/2024	0.06%
LIVE NATION ENT P/P 144A 04.7500 10/15/2027	0.06%
NETFLIX INC. P/P 144A 04.8750 06/15/2030	0.06%
OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030	0.06%
TARGA RES PRTNRS P/P 144A 05.5000 03/01/2030	0.06%
ALBERTSONS COS P/P 144A 04.8750 02/15/2030	0.05%
REALOGY GRP / CO P/P 144A 09.3750 04/01/2027	0.05%
CENTENE CORP 04.7500 05/15/2022	0.05%
EAGLE HLDG CO II LLC P/P 144A 07.7500 05/15/2022	0.05%
MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025	0.05%
RACKSPACE HOSTING INC L+300 04.7632 11/03/2023	0.05%
WPX ENERGY INC 05.7500 06/01/2026	0.05%
CINEMARK USA INC 05.1250 12/15/2022	0.05%
NRG ENERGY INC 06.6250 01/15/2027	0.05%
BUCKEYE PARTNERS LP 05.8500 11/15/2043	0.05%
CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9	0.05%
VISTRA OPERATION P/P 144A 03.5500 07/15/2024	0.05%
FRAC TECH INTL TLB L+475 06.3953 04/16/2021	0.04%
MERCER INTL INC USD 07.3750 01/15/2025	0.04%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024	0.04%
VALARIS PLC USD 07.7500 02/01/2026	0.04%
LENNAR CORPORATION 04.7500 04/01/2021	0.04%
OASIS PETROLEUM INC 06.8750 03/15/2022	0.04%
SM ENERGY CO 06.6250 01/15/2027	0.04%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021	0.04%
DIVERSEY TL L+300 04.7768 09/06/2024	0.04%
OASIS PETROLEUM INC CV 02.6250 09/15/2023	0.04%
PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028	0.04%
ELDORADO RESORTS INC 06.0000 09/15/2026	0.04%
ESC CB144A STEARNS P/P 144A 09.3750 08/15/2020	0.04%
INSTALLED BUILDI P/P 144A 05.7500 02/01/2028	0.04%
ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026	0.03%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022	0.03%
CIT GROUP INC. 05.0000 08/15/2022	0.03%
GARDA WORLD SECURITY P/P 144A 04.6250 02/15/2027	0.03%
TRIBUNE CLASS 1C LITIGAT	0.03%
MEG ENERGY CORP P/P 144A 07.0000 03/31/2024	0.03%
VALARIS PLC USD 08.0000 01/31/2024	0.02%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024	0.02%
LIVE NATION ENT P/P 144A 04.8750 11/01/2024	0.02%
TXU TCEH RIGHTS	0.02%
ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027	0.02%
ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027	0.02%
STANDARD IND INC P/P 144A 04.7500 01/15/2028	0.02%
NINE POINT ENERGY CNV PRF	0.02%
ALLY FINANCIAL INC 05.7500 11/20/2025	0.01%
CHC GRP LLC P/P CV 00.0000 10/01/2020	0.01%
DENBURY RESOURCES P/P 144A 09.2500 03/31/2022	0.01%
NINE POINT ENERGY COM	0.01%
TRANSOCEAN INC P/P 144A 09.0000 07/15/2023	0.01%
ADVANZ PHARMA CORP LTD SEDOL BG0RYR7	0.01%
SM ENERGY CO 06.1250 11/15/2022	0.01%
STEARNS HLD/CO P/P 144A 05.0000 11/05/2024	0.01%
MWO HOLDINGS LLC	0.00%
HCA INC 05.6250 09/01/2028	0.00%
NEWFIELD EXPLORATION CO 05.7500 01/30/2022	0.00%
CAD/USD 04/15/2020 JPMCB	0.00%
IHEARTMEDIA INC WT	0.00%
TERVITA CORP SEDOL BD1DCC4	0.00%
EUR/USD 03/18/2020 BANKAM	0.00%
CHC GROUP LLC P/P SEDOL BYXD3K4	0.00%
ESC CHESAPEAKEOILFIELD 06.6250 11/15/2020	0.00%
ESC SEVENTYSEVENERG 06.5000 07/15/2022	0.00%
TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020	0.00%
GBP/USD 03/18/2020 UBS	-0.00%

CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029	1.13%
ALLY FINANCIAL INC 08.0000 11/01/2031	1.06%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028	0.77%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023	0.71%
DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026	0.68%
CSC HOLDINGS LLC 05.2500 06/01/2024	0.63%
SPRINT CORP 07.8750 09/15/2023	0.62%
GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026	0.59%
TENET HEALTHCARE P/P 144A 04.8750 01/01/2026	0.57%
DISH DBS CORP 05.8750 11/15/2024	0.56%
REFINITIV TLB L+325 05.0494 10/01/2025	0.53%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025	0.52%
ROYAL BK SCOTLND GRP PLC USD 07.6480 08/29/2049	0.51%
SPRINT CORP 07.2500 09/15/2021	0.48%
NOVELIS CORP P/P 144A 05.8750 09/30/2026	0.47%
BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025	0.46%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025	0.46%
NAVISTAR INTL TLB L+350 05.2400 11/06/2024	0.45%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027	0.44%
PULTEGROUP INC. 07.8750 06/15/2032	0.44%
DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027	0.43%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025	0.43%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027	0.42%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022	0.42%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028	0.42%
SS&C TECH INC P/P 144A 05.5000 09/30/2027	0.42%
MATCH GROUP INC P/P 144A 05.0000 12/15/2027	0.41%
PLANTRONICS INC P/P 144A 05.5000 05/31/2023	0.41%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026	0.41%
STAPLES INC P/P 144A 07.5000 04/15/2026	0.40%
LEVEL 3 FINANCING INC 05.2500 03/15/2026	0.40%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025	0.39%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024	0.39%
STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026	0.39%
CENTENE CORP P/P 144A 04.6250 12/15/2029	0.38%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025	0.38%
GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027	0.38%
BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026	0.37%
EQUINIX INC 05.3750 05/15/2027	0.37%
STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026	0.36%
IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027	0.36%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024	0.36%
HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026	0.36%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025	0.35%
TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027	0.35%
TENET HEALTHCARE CORP 08.1250 04/01/2022	0.35%
ENERGY TRANSFER OPERATNG 06.6250 02/15/2028	0.35%
TRANSDIGM INC P/P 144A 06.2500 03/15/2026	0.35%
AKER BP ASA P/P 144A 05.8750 03/31/2025	0.34%
CF INDUSTRIES INC 04.9500 06/01/2043	0.34%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025	0.34%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025	0.34%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027	0.34%
CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026	0.34%
T-MOBILE USA INC 04.7500 02/01/2028	0.34%
ALTICE FINCO S.A. P/P 144A 07.6250 02/15/2025	0.33%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024	0.33%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022	0.33%
SERVICE CORP INTL 05.3750 05/15/2024	0.32%
TRANSDIGM INC 06.3750 06/15/2026	0.32%
BRAND ENERGY TL L+425 06.2353 06/21/2024	0.32%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025	0.31%
UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027	0.31%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027	0.30%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027	0.30%
GREAT LAKES D&D 08.0000 05/15/2022	0.30%
VIRGIN MEDIA FIN PLC P/P 144A 05.7500 01/15/2025	0.30%
TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024	0.30%
ALTICE FRANCE P/P 144A 07.3750 05/01/2026	0.29%
NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027	0.29%
MEREDITH CORP 06.8750 02/01/2026	0.29%
CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024	0.29%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025	0.29%
SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029	0.29%
PETSMART INC TLB L+400 05.7400 03/11/2022	0.29%
AES CORP/THE 05.5000 04/15/2025	0.29%
BMC EAST LLC P/P 144A 05.5000 10/01/2024	0.29%
WEEKLEY HOMES LLC 06.0000 02/01/2023	0.29%
T-MOBILE USA INC 06.3750 03/01/2025	0.29%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025	0.28%
HCA INC 05.2500 06/15/2026	0.28%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025	0.28%
RITE AID CORP P/P 144A 06.1250 04/01/2023	0.28%
ON SEMICONDUC CV 01.6250 10/15/2023	0.28%
BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024	0.28%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026	0.28%
NABORS INDUSTRIES INC. 05.7500 02/01/2025	0.28%
COLORADO INTERSTATE GAS CO 06.8500 06/15/2037	0.28%
CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026	0.28%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025	0.27%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023	0.27%
VIDEOTRON LTD USD 05.0000 07/15/2022	0.27%
BOMBARDIER INC P/P 144A 07.8750 04/15/2027	0.27%
COMPASS MIN INTL P/P 144A 06.7500 12/01/2027	0.27%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027	0.27%
CHENIERE CORP CHRIST 05.1250 06/30/2027	0.27%
ITRON INC P/P 144A 05.0000 01/15/2026	0.27%
PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025	0.27%
SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026	0.27%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025	0.26%
NETFLIX INC. 05.8750 11/15/2028	0.26%
AMERICAN INTL GROUP 08.1750 05/15/2058	0.26%
TRANSDIGM INC P/P 144A 05.5000 11/15/2027	0.26%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025	0.26%
MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027	0.26%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025	0.26%
ARCELORMITTAL USD 07.0000 10/15/2039	0.26%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025	0.26%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021	0.26%
CIT GROUP INC 05.0000 08/01/2023	0.26%
CEC ENTERTAINMENT INC L+650 08.2994 08/30/2026	0.25%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025	0.25%
TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028	0.25%
VERTIV TLB L+400 05.9271 11/15/2023	0.25%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023	0.25%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023	0.25%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024	0.25%
SCOTTS MIRACLE-GRO P/P 144A 04.5000 10/15/2029	0.25%
TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025	0.25%
CALPINE CORP P/P 144A 04.5000 02/15/2028	0.25%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026	0.25%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024	0.25%
INGEVITY CORP P/P 144A 04.5000 02/01/2026	0.25%
SERVICE CORP INTL 05.1250 06/01/2029	0.25%
VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026	0.25%
WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025	0.25%
UNIVISION COMM P/P 144A 05.1250 02/15/2025	0.25%
IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028	0.25%
PQ CORP P/P 144A 05.7500 12/15/2025	0.25%
ARD FINANCE SA P/P 144A 06.5000 06/30/2027	0.24%
BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027	0.24%
CLEAR CHANNEL TLB L+350 05.5435 08/21/2026	0.24%
CROWN CORK & SEAL CO INC 07.3750 12/15/2026	0.24%
GARTNER INC P/P 144A 05.1250 04/01/2025	0.24%
STAPLES INC. P/P 144A 10.7500 04/15/2027	0.24%
STARWOOD PROP TR 04.7500 03/15/2025	0.24%
TRI POINTE GROUP / HOMES 05.8750 06/15/2024	0.24%
TOPBUILD CORP P/P 144A 05.6250 05/01/2026	0.24%
USI INC/NY P/P 144A 06.8750 05/01/2025	0.24%
PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027	0.24%
ISTAR INC 04.7500 10/01/2024	0.23%
HUB INTL LTD P/P 144A 07.0000 05/01/2026	0.23%
ISTAR INC 04.2500 08/01/2025	0.23%
PRECISION DRILL P/P 144A 07.1250 01/15/2026	0.23%
GARDA WORLD TLB L+475 06.6903 10/23/2026	0.23%
GREIF INC P/P 144A 06.5000 03/01/2027	0.23%
KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026	0.23%
WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029	0.23%
CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025	0.23%
ZIGGO BOND CO BV P/P 144A 06.0000 01/15/2027	0.23%
BOMBARDIER INC P/P 144A 07.5000 12/01/2024	0.23%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025	0.23%
SYNGENTA FINANCE NV P/P 144A 05.1820 04/24/2028	0.23%
KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024	0.22%
EG GLOBAL FIN PLC P/P 144A 06.7500 02/07/2025	0.22%
EPR PROPERTIES 05.7500 CUM CV PFD	0.22%
SYNGENTA FINANCE NV P/P 144A 04.8920 04/24/2025	0.22%
WESTERN DIGITAL CORPORATION 04.7500 02/15/2026	0.22%
ASCEND LEARNING TLB L+300 04.7994 07/12/2024	0.22%
ATOTECH ALPHA 3 BV P/P 144A 06.2500 02/01/2025	0.22%
ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026	0.22%
ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028	0.22%
CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024	0.22%
AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023	0.22%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024	0.22%
BWAY CORP TLB L+325 05.2343 04/03/2024	0.22%
CROWN CASTLE INTL CORP 06.8750 CUM CV PFD	0.22%
LEGRAND FRANCE USD 08.5000 02/15/2025	0.22%
NRG ENERGY INC P/P 144A 05.2500 06/15/2029	0.22%
DCP MIDSTREAM P/P 144A 06.7500 09/15/2037	0.22%
DIAMOND SPORTS P/P 144A 05.3750 08/15/2026	0.22%
GW B-CR SECURITY P/P 144A 09.5000 11/01/2027	0.22%
SM ENERGY CO 05.0000 01/15/2024	0.22%
PENSKE AUTO GRP INC 05.7500 10/01/2022	0.22%
US CONCRETE INC 06.3750 06/01/2024	0.22%
CCO HLDGS LLC/CAP CO P/P 144A 05.0000 02/01/2028	0.21%
MICROCHIP TEC CV 01.6250 02/15/2027	0.21%
WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023	0.21%
ALTICE LUXEMBOURG SA P/P 144A 10.5000 05/15/2027	0.21%
CHENIERE CORP CHRIST 05.8750 03/31/2025	0.21%
CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026	0.21%
AMC ENTERTAINMENT HLDGS 05.7500 06/15/2025	0.21%
ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024	0.21%
ICAHN ENTER/FIN 06.2500 05/15/2026	0.21%
BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025	0.21%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024	0.21%
ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027	0.21%
NOVELIS CORP P/P 144A 06.2500 08/15/2024	0.21%
ALLY FINANCIAL INC SEDOL B72XK05	0.20%
LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024	0.20%
WASTE PRO USA INC P/P 144A 05.5000 02/15/2026	0.20%
HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025	0.20%
HCA INC 05.3750 09/01/2026	0.20%
MOLINA HEALTHCARE IN 05.3750 11/15/2022	0.20%
NRG P/P 144A 03.7500 06/15/2024	0.20%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025	0.20%
SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025	0.20%
APERGY CORP 06.3750 05/01/2026	0.20%
ASURION 2NDL L+650 08.2994 08/04/2025	0.20%
1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028	0.20%
FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026	0.20%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024	0.20%
LLOYDS BANKING GROUP PLC USD 07.5000 04/30/2049	0.20%
INFOR US INC 06.5000 05/15/2022	0.19%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025	0.19%
TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023	0.19%
ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023	0.19%
PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027	0.19%
GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027	0.19%
LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024	0.19%
NETFLIX INC 04.8750 04/15/2028	0.19%
TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027	0.19%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022	0.19%
HCA INC 05.0000 03/15/2024	0.19%
CALPINE CORP P/P 144A 05.2500 06/01/2026	0.19%
NATIONSTAR MTG P/P 144A 09.1250 07/15/2026	0.19%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027	0.19%
SPRINGLEAF FINANCE CORP 05.3750 11/15/2029	0.18%
STANDARD IND INC P/P 144A 05.3750 11/15/2024	0.18%
ARDAGH PKG FIN/HLDGS P/P 144A 05.2500 08/15/2027	0.18%
BROOKFIELD RESID P/P 144A 06.2500 09/15/2027	0.18%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024	0.18%
HUSKY TLB L+300 04.7994 03/28/2025	0.18%
CENOVUS ENERGY INC USD 06.7500 11/15/2039	0.18%
ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026	0.18%
STANDARD IND INC P/P 144A 05.0000 02/15/2027	0.18%
BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029	0.18%
ANTERO RESOURCES FIN 05.1250 12/01/2022	0.18%
FRONTIER COMM P/P 144A 08.5000 04/01/2026	0.18%
PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027	0.18%
WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026	0.18%
JELD-WEN INC P/P 144A 04.8750 12/15/2027	0.18%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024	0.18%
ENERGY TRANSFER OPERA 05.8750 01/15/2024	0.18%
CONSTELLIUM SE P/P 144A 05.7500 05/15/2024	0.17%
LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024	0.17%
GLP CAPITAL LP / FIN II 05.2500 06/01/2025	0.17%
SINCLAIR TELE P/P 144A 05.5000 03/01/2030	0.17%
GFL ENVIRON INC P/P 144A 05.1250 12/15/2026	0.17%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028	0.17%
ATOTECH ALPHA 2 BV P/P 144A 08.7500 06/01/2023	0.17%
GOEASY LTD P/P 144A 05.3750 12/01/2024	0.17%
KRONOS 2NDL L+825 10.1591 11/01/2024	0.17%
NATIONSTAR MTG P/P 144A 08.1250 07/15/2023	0.17%
BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023	0.17%
ICAHN ENTER/FIN 06.7500 02/01/2024	0.17%
TALBOTS TLB L+700 08.7994 11/28/2022	0.17%
WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026	0.17%
ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027	0.17%
KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025	0.17%
SPECTRUM BRANDS INC 06.1250 12/15/2024	0.17%
TENNANT CO 05.6250 05/01/2025	0.17%
AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030	0.16%
BANK OF AMERICA CORP 06.5000 10/29/2049	0.16%
NEWELL BRANDS INC 04.2000 04/01/2026	0.16%
TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023	0.16%
SPRINGLEAF FINANCE CORP 06.8750 03/15/2025	0.16%
ARDAGH PKG FIN/HLDGS P/P 144A 06.0000 02/15/2025	0.16%
LIVE NATION ENT P/P 144A 04.8750 11/01/2024	0.16%
CPG INTL TL L+375 05.9333 05/05/2024	0.16%
AIR METHODS TLB L+350 05.4446 04/21/2024	0.16%
WPX ENERGY INC 08.2500 08/01/2023	0.16%
ANTERO RESOURCES 05.3750 11/01/2021	0.16%
CIT GROUP INC SEDOL B4Z73G0	0.16%
MATTEL INC P/P 144A 05.8750 12/15/2027	0.16%
WPX ENERGY INC 05.2500 10/15/2027	0.16%
ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025	0.16%
FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025	0.16%
SPRINGLEAF FINANCE CORP 06.6250 01/15/2028	0.16%
VIPER ENERGY P/P 144A 05.3750 11/01/2027	0.15%
MEG ENERGY CORP P/P 144A 06.3750 01/30/2023	0.15%
NETFLIX INC. 06.3750 05/15/2029	0.15%
WIDEOPENWEST TLB L+325 05.0299 08/19/2023	0.15%
CSC HOLDINGS LLC P/P 144A 05.7500 01/15/2030	0.15%
LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026	0.15%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025	0.15%
LENNAR CORP 05.8750 11/15/2024	0.15%
NRG ENERGY INC. 07.2500 05/15/2026	0.15%
TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025	0.15%
FRONTIER COMM 10.5000 09/15/2022	0.15%
LLOYDS BANK PLC 13.0000 01/29/2049	0.15%
CENTURYLINK TLB L+275 05.2724 01/31/2025	0.15%
STEEL DYNAMICS INC 05.5000 10/01/2024	0.15%
T-MOBILE US INC SEDOL B94Q9V0	0.15%
CREDIT ACCEPTANC 07.3750 03/15/2023	0.15%
CSC HOLDINGS LLC P/P 144A 07.7500 07/15/2025	0.15%
QORVO INC 05.5000 07/15/2026	0.15%
TERRIER MEDIA TLB L+425 05.9898 12/12/2026	0.15%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026	0.14%
LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2	0.14%
STANDARD IND INC P/P 144A 06.0000 10/15/2025	0.14%
CONSTELLIUM SE P/P 144A 05.8750 02/15/2026	0.14%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024	0.14%
MERCER INTL INC USD 06.5000 02/01/2024	0.14%
PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026	0.14%
BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026	0.14%
CONSTELLIUM SE P/P 144A 06.6250 03/01/2025	0.14%
ORYX TLB L+400 06.0536 05/22/2026	0.14%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024	0.14%
TRANSOCEAN SENTR P/P 144A 05.3750 05/15/2023	0.14%
BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027	0.14%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025	0.14%
CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021	0.14%
CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026	0.14%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027	0.14%
BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027	0.14%
YUM! BRANDS INC P/P 144A 04.7500 01/15/2030	0.14%
SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029	0.13%
TRIVIUM PACK FIN P/P 144A 05.5000 08/15/2026	0.13%
BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025	0.13%
AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027	0.13%
AXALTA COATING SYS P/P 144A 04.8750 08/15/2024	0.13%
ROBERTSHAW US HOLDING L+325 05.0625 02/28/2025	0.13%
CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024	0.13%
CIT GROUP INC. 05.2500 03/07/2025	0.13%
TITAN ACQ LTD P/P 144A 07.7500 04/15/2026	0.13%
VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026	0.13%
BANK OF AMERICA CORP 06.1000 12/29/2049	0.13%
ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 07/15/2023	0.13%
ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029	0.13%
CEMEX SAB DE CV P/P 144A 05.4500 11/19/2029	0.13%
CNO FINANCIAL GROUP INC 05.2500 05/30/2029	0.13%
CROWN AMER/CAP 04.7500 02/01/2026	0.12%
GFL ENVIRONMENTAL TLB L+300 04.7994 05/31/2025	0.12%
HCA INC. 07.5000 02/15/2022	0.12%
TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025	0.12%
TRIVIUM PACKAGING P/P 144A 08.5000 08/15/2027	0.12%
RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026	0.12%
VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022	0.12%
WELLCARE HEALTH PLANS 05.2500 04/01/2025	0.12%
WPX ENERGY INC 05.7500 06/01/2026	0.12%
CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027	0.12%
CSC HOLDINGS LLC P/P 144A 10.8750 10/15/2025	0.12%
ELDORADO RESORTS INC 07.0000 08/01/2023	0.12%
FAIRFAX FINL HLDGS USD 04.8500 04/17/2028	0.12%
T-MOBILE USA INC 05.3750 04/15/2027	0.12%
THE AES CORPORATION 04.8750 05/15/2023	0.12%
ANTERO MIDSTREAM P/P 144A 05.7500 01/15/2028	0.12%
NRG ENERGY INC P/P 144A 04.4500 06/15/2029	0.12%
CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027	0.12%
1011778 BC ULC / P/P 144A 04.3750 01/15/2028	0.12%
IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9	0.12%
ROBERTSHAW TL 2L L+800 09.8125 02/28/2026	0.12%
CLEAR CHANNEL WORLD P/P 144A 09.2500 02/15/2024	0.11%
FREEPORT-MCMORAN INC 05.4500 03/15/2043	0.11%
OSHKOSH CORP 05.3750 03/01/2025	0.11%
JAMES HARDIE INT P/P 144A 05.0000 01/15/2028	0.11%
ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027	0.11%
IHEARTMEDIA TL L+400 05.7809 05/01/2026	0.11%
VISTRA OPERATION P/P 144A 05.0000 07/31/2027	0.11%
ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027	0.11%
ZIGGO BV P/P 144A 05.5000 01/15/2027	0.11%
CEMEX P/P 144A 05.7000 01/11/2025	0.11%
TRANSOCEAN INC 07.5000 04/15/2031	0.11%
ALLY FINANCIAL INC 05.7500 11/20/2025	0.11%
DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031	0.11%
SESI LLC 07.1250 12/15/2021	0.11%
TARGA RESOURCES PART P/P 144A 06.8750 01/15/2029	0.11%
TENET HEALTHCARE 04.6250 07/15/2024	0.11%
AMC ENT HOLDIN 05.8750 11/15/2026	0.11%
VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027	0.10%
CSC HOLDINGS LLC 06.7500 11/15/2021	0.10%
REVLON CONS TLB L+350 05.4086 09/07/2023	0.10%
VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024	0.10%
AES CORP/THE 05.1250 09/01/2027	0.10%
ICAHN ENTER/FIN P/P 144A 05.2500 05/15/2027	0.10%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022	0.10%
MERCER INTL INC USD 05.5000 01/15/2026	0.10%
POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023	0.10%
HUB INTL TLB L+400 05.9274 04/25/2025	0.10%
LEVEL 3 FINANCING INC 05.6250 02/01/2023	0.10%
AKZONOBEL TLB L+325 04.9601 10/01/2025	0.10%
ICAHN ENTER P/P 144A 04.7500 09/15/2024	0.10%
IHS MARKIT LTD USD 04.7500 08/01/2028	0.10%
PLY GEM TLB L+375 05.4856 04/12/2025	0.10%
SPRINGLEAF FINANCE CORP 07.1250 03/15/2026	0.10%
AMC ENTERTAINMENT HLDGS 06.1250 05/15/2027	0.10%
BOYD GAMING CORP 06.3750 04/01/2026	0.10%
IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026	0.10%
INDIGO NATURAL P/P 144A 06.8750 02/15/2026	0.10%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026	0.10%
SOLENIS 1STL L+400 05.9086 06/26/2025	0.10%
CINEWORLD TLB L+225 04.0494 02/28/2025	0.10%
MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024	0.10%
TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027	0.10%
CENTENE CORP 04.7500 05/15/2022	0.10%
TRAVELPORT TLB L+500 07.5413 05/30/2026	0.10%
HOLOGIC INC P/P 144A 04.3750 10/15/2025	0.09%
NETFLIX INC P/P 144A 05.3750 11/15/2029	0.09%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023	0.09%
TECK RESOURCES LIMITED USD 03.7500 02/01/2023	0.09%
BOYD GAMING CORPORATION 06.0000 08/15/2026	0.09%
DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026	0.09%
AES CORP/THE 04.5000 03/15/2023	0.09%
BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022	0.09%
CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026	0.09%
NEW GOLD INC P/P 144A 06.2500 11/15/2022	0.09%
TARGA RESOURCES PART P/P 144A 06.5000 07/15/2027	0.09%
TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028	0.09%
CREDIT ACCEPTANC P/P 144A 06.6250 03/15/2026	0.09%
NRG ENERGY INC 05.7500 01/15/2028	0.09%
TENET HEALTHCARE P/P 144A 06.2500 02/01/2027	0.09%
AKER BP ASA P/P 144A 04.7500 06/15/2024	0.09%
CHEMOURS CO 07.0000 05/15/2025	0.09%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021	0.09%
T-MOBILE USA INC 04.5000 02/01/2026	0.09%
ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028	0.09%
CINEMARK USA INC 04.8750 06/01/2023	0.09%
DISH NETWORK CV 03.3750 08/15/2026	0.09%
HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028	0.09%
BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028	0.09%
BOYD GAMING CORP P/P 144A 04.7500 12/01/2027	0.09%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024	0.09%
CREDIT ACCEPTANC P/P 144A 05.1250 12/31/2024	0.09%
GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027	0.08%
REFINITIV US HLDG P/P 144A 06.2500 05/15/2026	0.08%
MGM GROWTH/MGM FINANCE 04.5000 01/15/2028	0.08%
SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028	0.08%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025	0.08%
STEEL DYNAMICS INC 05.0000 12/15/2026	0.08%
LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027	0.08%
PARTY CITY HLDG INC P/P 144A 06.1250 08/15/2023	0.08%
BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024	0.08%
CALPINE CORP P/P 144A 05.8750 01/15/2024	0.08%
COMMSCOPE INC P/P 144A 06.0000 03/01/2026	0.08%
DUN & BRADSTREET TLB L+500 07.2411 02/08/2026	0.08%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024	0.08%
NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026	0.08%
CBS OUT AMER CAP LLC 05.6250 02/15/2024	0.08%
TARGA RESOURCES PART 05.0000 01/15/2028	0.08%
JELD-WEN INC P/P 144A 04.6250 12/15/2025	0.08%
JO-ANN STORES 2NDL L+925 11.0420 05/21/2024	0.07%
VISTRA OPERATION P/P 144A 04.3000 07/15/2029	0.07%
WELLCARE HLTH PLANS P/P 144A 05.3750 08/15/2026	0.07%
JO-ANN STORES TL L+500 06.9340 10/16/2023	0.07%
CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029	0.07%
ENTERPRISE MERG P/P 144A 08.7500 10/15/2026	0.07%
MASONITE INTL C P/P 144A 05.3750 02/01/2028	0.07%
STAPLES TL L+500 06.7809 04/12/2026	0.07%
BAUSCH HLTH COS INC P/P 144A 05.2500 01/30/2030	0.07%
NINE ENERGY SERVICE P/P 144A 08.7500 11/01/2023	0.07%
SERVICE CORPORATION INTL 04.6250 12/15/2027	0.07%
BAUSCH HLTH COS INC P/P 144A 05.0000 01/30/2028	0.07%
CHEMOURS CO 05.3750 05/15/2027	0.07%
ORTHO-CLINICAL TLB L+325 05.1584 06/01/2025	0.07%
COMSTOCK RESOURCES 09.7500 08/15/2026	0.07%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024	0.07%
MOOG INC P/P 144A 04.2500 12/15/2027	0.07%
ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026	0.07%
SM ENERGY CO 06.7500 09/15/2026	0.07%
QUEBECOR MEDIA INC USD 05.7500 01/15/2023	0.06%
AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023	0.06%
MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025	0.06%
WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026	0.06%
BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026	0.06%
ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026	0.06%
CALIFORNIA RESOURC TL L+475 06.5548 12/31/2022	0.06%
ACADEMY SPORTS TLB L+400 05.7746 07/02/2022	0.05%
IHS MARKIT LTD P/P 144A 04.0000 03/01/2026	0.05%
COMMSCOPE INC P/P 144A 05.5000 03/01/2024	0.05%
LIVE NATION ENT P/P 144A 04.7500 10/15/2027	0.05%
NETFLIX INC. P/P 144A 04.8750 06/15/2030	0.05%
OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030	0.05%
TARGA RES PRTNRS P/P 144A 05.5000 03/01/2030	0.05%
MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025	0.05%
REALOGY GRP / CO P/P 144A 09.3750 04/01/2027	0.05%
EAGLE HLDG CO II LLC P/P 144A 07.7500 05/15/2022	0.05%
RACKSPACE HOSTING INC L+300 04.9023 11/03/2023	0.05%
CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9	0.05%
NRG ENERGY INC 06.6250 01/15/2027	0.05%
CINEMARK USA INC 05.1250 12/15/2022	0.05%
VALARIS PLC USD 07.7500 02/01/2026	0.05%
OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026	0.04%
VISTRA OPERATION P/P 144A 03.5500 07/15/2024	0.04%
MEG ENERGY CORP P/P 144A 07.0000 03/31/2024	0.04%
MERCER INTL INC USD 07.3750 01/15/2025	0.04%
FRAC TECH INTL TLB L+475 06.5494 04/16/2021	0.04%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024	0.04%
OASIS PETROLEUM INC 06.8750 03/15/2022	0.04%
TRANSDIGM INC 06.5000 05/15/2025	0.04%
LENNAR CORPORATION 04.7500 04/01/2021	0.04%
PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028	0.04%
ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026	0.04%
DIVERSEY TL L+300 04.9271 09/06/2024	0.04%
ELDORADO RESORTS INC 06.0000 09/15/2026	0.04%
ESC CB144A STEARNS P/P 144A 09.3750 08/15/2020	0.04%
INSTALLED BUILDI P/P 144A 05.7500 02/01/2028	0.03%
SM ENERGY CO 06.6250 01/15/2027	0.03%
STEEL DYNAMICS INC 04.1250 09/15/2025	0.03%
CIT GROUP INC. 05.0000 08/15/2022	0.03%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022	0.03%
TRIBUNE CLASS 1C LITIGAT	0.03%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021	0.03%
NABORS INDUSTRIES INC. 05.5000 01/15/2023	0.03%
ISTAR INC. 05.2500 09/15/2022	0.02%
VALARIS PLC USD 08.0000 01/31/2024	0.02%
TXU TCEH RIGHTS	0.02%
ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027	0.02%
ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027	0.02%
STANDARD IND INC P/P 144A 04.7500 01/15/2028	0.02%
NINE POINT ENERGY CNV PRF	0.02%
CHC GRP LLC P/P CV 00.0000 10/01/2020	0.01%
NINE POINT ENERGY COM	0.01%
SM ENERGY CO 06.1250 11/15/2022	0.01%
TRANSOCEAN INC P/P 144A 09.0000 07/15/2023	0.01%
STEARNS HLD/CO P/P 144A 05.0000 11/05/2024	0.01%
MWO HOLDINGS LLC	0.00%
ADVANZ PHARMA CORP SEDOL BH4P601	0.00%
HCA INC 05.6250 09/01/2028	0.00%
NEWFIELD EXPLORATION CO 05.7500 01/30/2022	0.00%
IHEARTMEDIA INC WT	0.00%
TERVITA CORP SEDOL BD1DCC4	0.00%
CHC GROUP LLC P/P SEDOL BYXD3K4	0.00%
ESC CHESAPEAKEOILFIELD 06.6250 11/15/2020	0.00%
ESC SEVENTYSEVENERG 06.5000 07/15/2022	0.00%
TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020	0.00%
GBP/USD 03/18/2020 UBS	-0.00%
CAD/USD 01/15/2020 JPMCB	-0.00%
EUR/USD 03/18/2020 BANKAM	-0.00%

CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029	1.11%
ALLY FINANCIAL INC 08.0000 11/01/2031	1.04%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028	0.75%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023	0.68%
DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026	0.67%
CSC HOLDINGS LLC 05.2500 06/01/2024	0.62%
SPRINT CORP 07.8750 09/15/2023	0.61%
GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026	0.56%
TENET HEALTHCARE P/P 144A 04.8750 01/01/2026	0.56%
DISH DBS CORP 05.8750 11/15/2024	0.54%
REFINITIV TLB L+375 05.4516 10/01/2025	0.53%
ROYAL BK SCOTLND GRP PLC USD 07.6480 08/29/2049	0.51%
SPRINT CORP 07.2500 09/15/2021	0.47%
BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025	0.46%
NOVELIS CORP P/P 144A 05.8750 09/30/2026	0.45%
NAVISTAR INTL TLB L+350 05.2700 11/06/2024	0.44%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027	0.43%
PULTEGROUP INC. 07.8750 06/15/2032	0.43%
DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027	0.42%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025	0.42%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022	0.42%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027	0.42%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025	0.42%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028	0.41%
SS&C TECH INC P/P 144A 05.5000 09/30/2027	0.41%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025	0.41%
MATCH GROUP INC P/P 144A 05.0000 12/15/2027	0.40%
STAPLES INC P/P 144A 07.5000 04/15/2026	0.40%
LEVEL 3 FINANCING INC 05.2500 03/15/2026	0.39%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026	0.39%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025	0.39%
PLANTRONICS INC P/P 144A 05.5000 05/31/2023	0.39%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024	0.38%
CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028	0.38%
STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026	0.38%
CENTENE CORP P/P 144A 04.6250 12/15/2029	0.38%
GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027	0.37%
CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025	0.37%
EQUINIX INC 05.3750 05/15/2027	0.36%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025	0.36%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025	0.35%
STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026	0.35%
IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027	0.35%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026	0.35%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024	0.35%
TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027	0.34%
TENET HEALTHCARE CORP 08.1250 04/01/2022	0.34%
BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026	0.34%
AKER BP ASA P/P 144A 05.8750 03/31/2025	0.34%
TRANSDIGM INC P/P 144A 06.2500 03/15/2026	0.34%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025	0.34%
CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024	0.34%
ENERGY TRANSFER OPERATNG 06.6250 02/15/2028	0.33%
CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026	0.33%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025	0.33%
T-MOBILE USA INC 04.7500 02/01/2028	0.33%
CF INDUSTRIES INC 04.9500 06/01/2043	0.33%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024	0.33%
ALTICE FINCO S.A. P/P 144A 07.6250 02/15/2025	0.33%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027	0.33%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022	0.32%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021	0.32%
SERVICE CORP INTL 05.3750 05/15/2024	0.31%
TRANSDIGM INC 06.3750 06/15/2026	0.31%
BRAND ENERGY TL L+425 06.2356 06/21/2024	0.31%
ROSE ROCK MIDSTREAM/ 05.6250 07/15/2022	0.30%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027	0.30%
GREAT LAKES D&D 08.0000 05/15/2022	0.30%
VIRGIN MEDIA FIN PLC P/P 144A 05.7500 01/15/2025	0.29%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027	0.29%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025	0.29%
NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027	0.29%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025	0.29%
ALTICE FRANCE P/P 144A 07.3750 05/01/2026	0.29%
MEREDITH CORP 06.8750 02/01/2026	0.29%
AES CORP/THE 05.5000 04/15/2025	0.28%
CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024	0.28%
TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024	0.28%
WEEKLEY HOMES LLC 06.0000 02/01/2023	0.28%
BMC EAST LLC P/P 144A 05.5000 10/01/2024	0.28%
T-MOBILE USA INC 06.3750 03/01/2025	0.28%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025	0.28%
UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027	0.28%
COLORADO INTERSTATE GAS CO 06.8500 06/15/2037	0.28%
HCA INC 05.2500 06/15/2026	0.28%
BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024	0.28%
SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029	0.28%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026	0.27%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023	0.27%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025	0.27%
VIDEOTRON LTD USD 05.0000 07/15/2022	0.27%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027	0.26%
ITRON INC P/P 144A 05.0000 01/15/2026	0.26%
PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025	0.26%
CHENIERE CORP CHRIST 05.1250 06/30/2027	0.26%
AMERICAN INTL GROUP 08.1750 05/15/2058	0.26%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025	0.26%
SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026	0.26%
COMPASS MIN INTL P/P 144A 06.7500 12/01/2027	0.26%
ON SEMICONDUC CV 01.6250 10/15/2023	0.26%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025	0.26%
NETFLIX INC. 05.8750 11/15/2028	0.25%
TRANSDIGM INC P/P 144A 05.5000 11/15/2027	0.25%
ARCELORMITTAL USD 07.0000 10/15/2039	0.25%
MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027	0.25%
CIT GROUP INC 05.0000 08/01/2023	0.25%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025	0.25%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025	0.25%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025	0.25%
RITE AID CORP P/P 144A 06.1250 04/01/2023	0.25%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023	0.25%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023	0.25%
CEC ENTERTAINMENT INC L+650 08.2016 08/30/2026	0.25%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025	0.25%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024	0.25%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026	0.25%
SERVICE CORP INTL 05.1250 06/01/2029	0.25%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024	0.24%
VERTIV TLB L+400 05.9271 11/15/2023	0.24%
INGEVITY CORP P/P 144A 04.5000 02/01/2026	0.24%
IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028	0.24%
TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028	0.24%
VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026	0.24%
PQ CORP P/P 144A 05.7500 12/15/2025	0.24%
STAPLES INC. P/P 144A 10.7500 04/15/2027	0.24%
CLEAR CHANNEL TLB L+350 05.5435 08/21/2026	0.24%
CROWN CORK & SEAL CO INC 07.3750 12/15/2026	0.24%
GARTNER INC P/P 144A 05.1250 04/01/2025	0.24%
BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027	0.24%
NABORS INDUSTRIES INC. 05.7500 02/01/2025	0.24%
UNIVISION COMM P/P 144A 05.1250 02/15/2025	0.24%
ARD FINANCE SA P/P 144A 06.5000 06/30/2027	0.23%
TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025	0.23%
TOPBUILD CORP P/P 144A 05.6250 05/01/2026	0.23%
STARWOOD PROP TR 04.7500 03/15/2025	0.23%
TRI POINTE GROUP / HOMES 05.8750 06/15/2024	0.23%
WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025	0.23%
USI INC/NY P/P 144A 06.8750 05/01/2025	0.23%
ISTAR INC 04.7500 10/01/2024	0.23%
KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026	0.23%
EPR PROPERTIES 05.7500 CUM CV PFD	0.22%
BAUSCH HLTH AMERICAS P/P 144A 09.2500 04/01/2026	0.22%
GARDA WORLD TLB L+475 06.6903 10/23/2026	0.22%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025	0.22%
GREIF INC P/P 144A 06.5000 03/01/2027	0.22%
HUB INTL LTD P/P 144A 07.0000 05/01/2026	0.22%
KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024	0.22%
ZIGGO BOND CO BV P/P 144A 06.0000 01/15/2027	0.22%
SYNGENTA FINANCE NV P/P 144A 04.8920 04/24/2025	0.22%
WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029	0.22%
SYNGENTA FINANCE NV P/P 144A 05.1820 04/24/2028	0.22%
ASCEND LEARNING TLB L+300 04.7016 07/12/2024	0.22%
MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023	0.22%
WESTERN DIGITAL CORPORATION 04.7500 02/15/2026	0.22%
BOMBARDIER INC P/P 144A 07.5000 12/01/2024	0.22%
AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023	0.22%
LEGRAND FRANCE USD 08.5000 02/15/2025	0.22%
ATOTECH ALPHA 3 BV P/P 144A 06.2500 02/01/2025	0.22%
DIAMOND SPORTS P/P 144A 05.3750 08/15/2026	0.22%
ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026	0.21%
ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028	0.21%
EG GLOBAL FIN PLC P/P 144A 06.7500 02/07/2025	0.21%
NRG ENERGY INC P/P 144A 05.2500 06/15/2029	0.21%
BWAY CORP TLB L+325 05.2343 04/03/2024	0.21%
CCO HLDGS LLC/CAP CO P/P 144A 05.0000 02/01/2028	0.21%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024	0.21%
PENSKE AUTO GRP INC 05.7500 10/01/2022	0.21%
US CONCRETE INC 06.3750 06/01/2024	0.21%
WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023	0.21%
DCP MIDSTREAM P/P 144A 06.7500 09/15/2037	0.21%
ALLY FINANCIAL INC SEDOL B72XK05	0.21%
PRECISION DRILL P/P 144A 07.1250 01/15/2026	0.21%
SCOTTS MIRACLE-GRO P/P 144A 04.5000 10/15/2029	0.21%
ALTICE LUXEMBOURG SA P/P 144A 10.5000 05/15/2027	0.21%
AMC ENTERTAINMENT HLDGS 05.7500 06/15/2025	0.21%
CHENIERE CORP CHRIST 05.8750 03/31/2025	0.21%
ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024	0.21%
ICAHN ENTER/FIN 06.2500 05/15/2026	0.21%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024	0.20%
NOVELIS CORP P/P 144A 06.2500 08/15/2024	0.20%
CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026	0.20%
CROWN CASTLE INTL CORP 06.8750 CUM CV PFD	0.20%
BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025	0.20%
WASTE PRO USA INC P/P 144A 05.5000 02/15/2026	0.20%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025	0.20%
HCA INC 05.3750 09/01/2026	0.20%
MOLINA HEALTHCARE IN 05.3750 11/15/2022	0.20%
1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028	0.19%
ASURION 2NDL L+650 08.2016 08/04/2025	0.19%
MICROCHIP TEC CV 01.6250 02/15/2027	0.19%
SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025	0.19%
BOMBARDIER INC P/P 144A 07.8750 04/15/2027	0.19%
LLOYDS BANKING GROUP PLC USD 07.5000 04/30/2049	0.19%
BAUSCH HLTH COS INC P/P 144A 09.0000 12/15/2025	0.19%
INFOR US INC 06.5000 05/15/2022	0.19%
LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024	0.19%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025	0.19%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024	0.19%
LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024	0.19%
TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023	0.19%
ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023	0.19%
HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025	0.19%
PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027	0.19%
CALPINE CORP P/P 144A 05.2500 06/01/2026	0.18%
FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026	0.18%
NATIONSTAR MTG P/P 144A 09.1250 07/15/2026	0.18%
ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027	0.18%
HCA INC 05.0000 03/15/2024	0.18%
NETFLIX INC 04.8750 04/15/2028	0.18%
APERGY CORP 06.3750 05/01/2026	0.18%
GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027	0.18%
NRG ENERGY INC 06.6250 01/15/2027	0.18%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027	0.18%
STANDARD IND INC P/P 144A 05.3750 11/15/2024	0.18%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024	0.18%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022	0.18%
BROOKFIELD RESID P/P 144A 06.2500 09/15/2027	0.18%
CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026	0.18%
SPRINGLEAF FINANCE CORP 05.3750 11/15/2029	0.18%
ARDAGH PKG FIN/HLDGS P/P 144A 05.2500 08/15/2027	0.18%
PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027	0.18%
STANDARD IND INC P/P 144A 05.0000 02/15/2027	0.18%
WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026	0.18%
ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026	0.18%
CENOVUS ENERGY INC USD 06.7500 11/15/2039	0.18%
SM ENERGY CO 05.0000 01/15/2024	0.18%
CONSTELLIUM SE P/P 144A 05.7500 05/15/2024	0.17%
BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029	0.17%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024	0.17%
ENERGY TRANSFER OPERA 05.8750 01/15/2024	0.17%
GLP CAPITAL LP / FIN II 05.2500 06/01/2025	0.17%
FRONTIER COMM P/P 144A 08.5000 04/01/2026	0.17%
JELD-WEN INC P/P 144A 04.8750 12/15/2027	0.17%
NATIONSTAR MTG P/P 144A 08.1250 07/15/2023	0.17%
CHEMOURS CO 07.0000 05/15/2025	0.17%
PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027	0.17%
SINCLAIR TELE P/P 144A 05.5000 03/01/2030	0.17%
TALBOTS TLB L+700 08.7016 11/28/2022	0.17%
GOEASY LTD P/P 144A 05.3750 12/01/2024	0.16%
ICAHN ENTER/FIN 06.7500 02/01/2024	0.16%
KRONOS 2NDL L+825 10.1591 11/01/2024	0.16%
WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026	0.16%
SPECTRUM BRANDS INC 06.1250 12/15/2024	0.16%
TENNANT CO 05.6250 05/01/2025	0.16%
ATOTECH ALPHA 2 BV P/P 144A 08.7500 06/01/2023	0.16%
BANK OF AMERICA CORP 06.5000 10/29/2049	0.16%
BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023	0.16%
KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025	0.16%
TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023	0.16%
NEWELL BRANDS INC 04.2000 04/01/2026	0.16%
LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024	0.16%
SPRINGLEAF FINANCE CORP 06.8750 03/15/2025	0.16%
HUSKY TLB L+300 04.7016 03/28/2025	0.16%
LIVE NATION ENT P/P 144A 04.8750 11/01/2024	0.16%
ARDAGH PKG FIN/HLDGS P/P 144A 06.0000 02/15/2025	0.16%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022	0.16%
CPG INTL TL L+375 05.9333 05/05/2024	0.16%
FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025	0.16%
CIT GROUP INC SEDOL B4Z73G0	0.15%
ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025	0.15%
WPX ENERGY INC 08.2500 08/01/2023	0.15%
VIPER ENERGY P/P 144A 05.3750 11/01/2027	0.15%
ANTERO RESOURCES 05.3750 11/01/2021	0.15%
LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026	0.15%
SPRINGLEAF FINANCE CORP 06.6250 01/15/2028	0.15%
AIR METHODS TLB L+350 05.6044 04/21/2024	0.15%
CSC HOLDINGS LLC P/P 144A 05.7500 01/15/2030	0.15%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025	0.15%
GW B-CR SECURITY P/P 144A 09.5000 11/01/2027	0.15%
LENNAR CORP 05.8750 11/15/2024	0.15%
MEG ENERGY CORP P/P 144A 06.3750 01/30/2023	0.15%
NETFLIX INC. 06.3750 05/15/2029	0.15%
NRG ENERGY INC. 07.2500 05/15/2026	0.15%
WIDEOPENWEST TLB L+325 04.9528 08/19/2023	0.15%
WPX ENERGY INC 05.2500 10/15/2027	0.15%
CENTURYLINK TLB L+275 05.2724 01/31/2025	0.14%
CSC HOLDINGS LLC P/P 144A 07.7500 07/15/2025	0.14%
STEEL DYNAMICS INC 05.5000 10/01/2024	0.14%
T-MOBILE US INC SEDOL B94Q9V0	0.14%
CREDIT ACCEPTANC 07.3750 03/15/2023	0.14%
PETSMART INC TLB L+300 05.7700 03/11/2022	0.14%
QORVO INC 05.5000 07/15/2026	0.14%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026	0.14%
LLOYDS BANK PLC 13.0000 01/29/2049	0.14%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024	0.14%
STANDARD IND INC P/P 144A 06.0000 10/15/2025	0.14%
LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2	0.14%
MERCER INTL INC USD 06.5000 02/01/2024	0.14%
CONSTELLIUM SE P/P 144A 05.8750 02/15/2026	0.14%
CONSTELLIUM SE P/P 144A 06.6250 03/01/2025	0.14%
FRONTIER COMM 11.0000 09/15/2025	0.14%
PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026	0.14%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024	0.14%
BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026	0.14%
CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021	0.14%
TRANSOCEAN SENTR P/P 144A 05.3750 05/15/2023	0.14%
BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027	0.13%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021	0.13%
BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027	0.13%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027	0.13%
ANTERO RESOURCES FIN 05.1250 12/01/2022	0.13%
ORYX TLB L+400 06.0536 05/22/2026	0.13%
TRIVIUM PACK FIN P/P 144A 05.5000 08/15/2026	0.13%
YUM! BRANDS INC P/P 144A 04.7500 01/15/2030	0.13%
BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025	0.13%
CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026	0.13%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025	0.13%
SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029	0.13%
AXALTA COATING SYS P/P 144A 04.8750 08/15/2024	0.13%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023	0.13%
ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027	0.13%
AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027	0.13%
CIT GROUP INC. 05.2500 03/07/2025	0.13%
VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026	0.13%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028	0.13%
BANK OF AMERICA CORP 06.1000 12/29/2049	0.13%
ROBERTSHAW US HOLDING L+325 05.0000 02/28/2025	0.12%
ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029	0.12%
CNO FINANCIAL GROUP INC 05.2500 05/30/2029	0.12%
HCA INC. 07.5000 02/15/2022	0.12%
CEMEX SAB DE CV P/P 144A 05.4500 11/19/2029	0.12%
CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024	0.12%
CROWN AMER/CAP 04.7500 02/01/2026	0.12%
GFL ENVIRONMENTAL TLB L+300 04.7016 05/31/2025	0.12%
WELLCARE HEALTH PLANS 05.2500 04/01/2025	0.12%
TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025	0.12%
TRIVIUM PACKAGING P/P 144A 08.5000 08/15/2027	0.12%
CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027	0.12%
CSC HOLDINGS LLC P/P 144A 10.8750 10/15/2025	0.12%
ELDORADO RESORTS INC 07.0000 08/01/2023	0.12%
T-MOBILE USA INC 05.3750 04/15/2027	0.12%
ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021	0.12%
FAIRFAX FINL HLDGS USD 04.8500 04/17/2028	0.12%
THE AES CORPORATION 04.8750 05/15/2023	0.12%
NRG ENERGY INC P/P 144A 04.4500 06/15/2029	0.12%
RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026	0.12%
WPX ENERGY INC 05.7500 06/01/2026	0.12%
CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027	0.12%
1011778 BC ULC / P/P 144A 04.3750 01/15/2028	0.11%
ROBERTSHAW TL 2L L+800 09.7500 02/28/2026	0.11%
ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 07/15/2023	0.11%
TRAVERSE TLB L+400 05.7100 09/27/2024	0.11%
OSHKOSH CORP 05.3750 03/01/2025	0.11%
CLEAR CHANNEL WORLD P/P 144A 09.2500 02/15/2024	0.11%
JAMES HARDIE INT P/P 144A 05.0000 01/15/2028	0.11%
POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023	0.11%
IHEARTMEDIA TL L+400 05.6911 05/01/2026	0.11%
VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022	0.11%
VISTRA OPERATION P/P 144A 05.0000 07/31/2027	0.11%
ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027	0.11%
ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027	0.11%
CEMEX P/P 144A 05.7000 01/11/2025	0.11%
ZIGGO BV P/P 144A 05.5000 01/15/2027	0.11%
TENET HEALTHCARE 04.6250 07/15/2024	0.11%
DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031	0.11%
ALLY FINANCIAL INC 05.7500 11/20/2025	0.10%
AMC ENT HOLDIN 05.8750 11/15/2026	0.10%
COMMSCOPE INC P/P 144A 08.2500 03/01/2027	0.10%
FREEPORT-MCMORAN INC 05.4500 03/15/2043	0.10%
IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9	0.10%
TARGA RESOURCES PART P/P 144A 06.8750 01/15/2029	0.10%
VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027	0.10%
AES CORP/THE 05.1250 09/01/2027	0.10%
CSC HOLDINGS LLC 06.7500 11/15/2021	0.10%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022	0.10%
TITAN ACQ LTD P/P 144A 07.7500 04/15/2026	0.10%
HUB INTL TLB L+400 05.9274 04/25/2025	0.10%
IHS MARKIT LTD USD 04.7500 08/01/2028	0.10%
LEVEL 3 FINANCING INC 05.6250 02/01/2023	0.10%
MERCER INTL INC USD 05.5000 01/15/2026	0.10%
REVLON CONS TLB L+350 05.4091 09/07/2023	0.10%
SPRINGLEAF FINANCE CORP 07.1250 03/15/2026	0.10%
AKZONOBEL TLB L+325 05.0050 10/01/2025	0.10%
ICAHN ENTER P/P 144A 04.7500 09/15/2024	0.10%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026	0.10%
PLY GEM TLB L+375 05.5090 04/12/2025	0.10%
BOYD GAMING CORP 06.3750 04/01/2026	0.10%
CINEWORLD TLB L+225 03.9516 02/28/2025	0.10%
IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026	0.10%
AMC ENTERTAINMENT HLDGS 06.1250 05/15/2027	0.10%
MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024	0.10%
CENTENE CORP 04.7500 05/15/2022	0.09%
INDIGO NATURAL P/P 144A 06.8750 02/15/2026	0.09%
VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024	0.09%
HOLOGIC INC P/P 144A 04.3750 10/15/2025	0.09%
SESI LLC 07.1250 12/15/2021	0.09%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023	0.09%
NETFLIX INC P/P 144A 05.3750 11/15/2029	0.09%
TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027	0.09%
TRAVELPORT TLB L+500 07.5413 05/30/2026	0.09%
TECK RESOURCES LIMITED USD 03.7500 02/01/2023	0.09%
AES CORP/THE 04.5000 03/15/2023	0.09%
BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022	0.09%
BOYD GAMING CORPORATION 06.0000 08/15/2026	0.09%
CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026	0.09%
NEW GOLD INC P/P 144A 06.2500 11/15/2022	0.09%
DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026	0.09%
NRG ENERGY INC 05.7500 01/15/2028	0.09%
AKER BP ASA P/P 144A 04.7500 06/15/2024	0.09%
TARGA RESOURCES PART P/P 144A 06.5000 07/15/2027	0.09%
TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028	0.09%
TENET HEALTHCARE P/P 144A 06.2500 02/01/2027	0.09%
CREDIT ACCEPTANC P/P 144A 06.6250 03/15/2026	0.09%
T-MOBILE USA INC 04.5000 02/01/2026	0.09%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021	0.09%
CINEMARK USA INC 04.8750 06/01/2023	0.09%
HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028	0.09%
TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025	0.09%
ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028	0.08%
BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028	0.08%
DISH NETWORK CV 03.3750 08/15/2026	0.08%
REFINITIV US HLDG P/P 144A 06.2500 05/15/2026	0.08%
BOYD GAMING CORP P/P 144A 04.7500 12/01/2027	0.08%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024	0.08%
GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027	0.08%
MGM GROWTH/MGM FINANCE 04.5000 01/15/2028	0.08%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025	0.08%
LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027	0.08%
STEEL DYNAMICS INC 05.0000 12/15/2026	0.08%
SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028	0.08%
CBS OUT AMER CAP LLC 05.8750 03/15/2025	0.08%
ANTERO MIDSTREAM P/P 144A 05.7500 01/15/2028	0.08%
BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024	0.08%
CALPINE CORP P/P 144A 05.8750 01/15/2024	0.08%
COMMSCOPE INC P/P 144A 06.0000 03/01/2026	0.08%
DUN & BRADSTREET TLB L+500 07.2411 02/08/2026	0.08%
JO-ANN STORES TL L+500 06.9340 10/16/2023	0.08%
CBS OUT AMER CAP LLC 05.6250 02/15/2024	0.08%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024	0.08%
JO-ANN STORES 2NDL L+925 10.9580 05/21/2024	0.08%
NRG P/P 144A 03.7500 06/15/2024	0.07%
TARGA RESOURCES PART 05.0000 01/15/2028	0.07%
VISTRA OPERATION P/P 144A 04.3000 07/15/2029	0.07%
WELLCARE HLTH PLANS P/P 144A 05.3750 08/15/2026	0.07%
JELD-WEN INC P/P 144A 04.6250 12/15/2025	0.07%
PARTY CITY HLDG INC P/P 144A 06.1250 08/15/2023	0.07%
CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029	0.07%
MASONITE INTL C P/P 144A 05.3750 02/01/2028	0.07%
STAPLES TL L+500 06.6911 04/12/2026	0.07%
SERVICE CORPORATION INTL 04.6250 12/15/2027	0.07%
ORTHO-CLINICAL TLB L+325 05.3064 06/01/2025	0.07%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024	0.07%
NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026	0.07%
ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026	0.06%
CHEMOURS CO 05.3750 05/15/2027	0.06%
AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023	0.06%
NINE ENERGY SERVICE P/P 144A 08.7500 11/01/2023	0.06%
QUEBECOR MEDIA INC USD 05.7500 01/15/2023	0.06%
COMSTOCK RESOURCES 09.7500 08/15/2026	0.06%
WEWORK COS INC P/P 144A 07.8750 05/01/2025	0.06%
WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026	0.06%
TRANSOCEAN INC 07.5000 04/15/2031	0.06%
BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026	0.06%
ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026	0.06%
CALIFORNIA RESOURC TL L+475 06.4516 12/31/2022	0.05%
IHS MARKIT LTD P/P 144A 04.0000 03/01/2026	0.05%
MALLINCKRODT FIN/SB P/P 144A 05.5000 04/15/2025	0.05%
COMMSCOPE INC P/P 144A 05.5000 03/01/2024	0.05%
LIVE NATION ENT P/P 144A 04.7500 10/15/2027	0.05%
NETFLIX INC. P/P 144A 04.8750 06/15/2030	0.05%
TARGA RES PRTNRS P/P 144A 05.5000 03/01/2030	0.05%
ACADEMY SPORTS TLB L+400 05.7233 07/02/2022	0.05%
MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025	0.05%
ARCELORMITTAL USD 06.1250 06/01/2025	0.05%
EAGLE HLDG CO II LLC P/P 144A 07.7500 05/15/2022	0.05%
REALOGY GRP / CO P/P 144A 09.3750 04/01/2027	0.05%
FRAC TECH INTL TLB L+475 06.4516 04/16/2021	0.05%
GENON 939CER907	0.05%
RACKSPACE HOSTING INC L+300 04.9021 11/03/2023	0.05%
CINEMARK USA INC 05.1250 12/15/2022	0.04%
VISTRA OPERATION P/P 144A 03.5500 07/15/2024	0.04%
MEG ENERGY CORP P/P 144A 07.0000 03/31/2024	0.04%
MERCER INTL INC USD 07.3750 01/15/2025	0.04%
CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9	0.04%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024	0.04%
LENNAR CORPORATION 04.7500 04/01/2021	0.04%
OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026	0.04%
TRANSDIGM INC 06.5000 05/15/2025	0.04%
OASIS PETROLEUM INC 06.8750 03/15/2022	0.04%
VALARIS PLC USD 07.7500 02/01/2026	0.04%
ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026	0.04%
DIVERSEY TL L+300 04.9270 09/06/2024	0.04%
ELDORADO RESORTS INC 06.0000 09/15/2026	0.04%
OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030	0.04%
PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028	0.04%
ESC CB144A STEARNS P/P 144A 09.3750 08/15/2020	0.03%
INSTALLED BUILDI P/P 144A 05.7500 02/01/2028	0.03%
MATTEL INC P/P 144A 05.8750 12/15/2027	0.03%
STEEL DYNAMICS INC 04.1250 09/15/2025	0.03%
CIT GROUP INC. 05.0000 08/15/2022	0.03%
TRIBUNE CLASS 1C LITIGAT	0.03%
ISTAR INC. 05.2500 09/15/2022	0.02%
NABORS INDUSTRIES INC. 05.5000 01/15/2023	0.02%
VALARIS PLC USD 08.0000 01/31/2024	0.02%
ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027	0.02%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022	0.02%
ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027	0.02%
STANDARD IND INC P/P 144A 04.7500 01/15/2028	0.02%
TXU TCEH RIGHTS	0.02%
CHC GRP LLC P/P CV 00.0000 10/01/2020	0.02%
NINE POINT ENERGY CNV PRF	0.02%
ADVANZ PHARMA CORP SEDOL BH4P601	0.01%
NINE POINT ENERGY COM	0.01%
TRANSOCEAN INC P/P 144A 09.0000 07/15/2023	0.01%
SM ENERGY CO 06.1250 11/15/2022	0.01%
STEARNS HLD/CO P/P 144A 05.0000 11/05/2024	0.01%
MWO HOLDINGS LLC	0.00%
HCA INC 05.6250 09/01/2028	0.00%
NEWFIELD EXPLORATION CO 05.7500 01/30/2022	0.00%
TERVITA CORP SEDOL BD1DCC4	0.00%
IHEARTMEDIA INC WT	0.00%
AVAYA HOLDINGS CORP SEDOL BD9G9B3	0.00%
CAD/USD 01/15/2020 JPMCB	0.00%
CHC GROUP LLC P/P SEDOL BYXD3K4	0.00%
DISH NETWORK CORP-RTS SEDOL BL0L9Q8	0.00%
ESC CHESAPEAKEOILFIELD 06.6250 11/15/2020	0.00%
ESC SEVENTYSEVENERG 06.5000 07/15/2022	0.00%
EUR/USD 12/18/2019 BANKAM	0.00%
TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020	0.00%
GBP/USD 12/18/2019 UBS	-0.00%

CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029	1.13%
ALLY FINANCIAL INC 08.0000 11/01/2031	1.07%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028	0.78%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023	0.68%
DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026	0.68%
CSC HOLDINGS LLC 05.2500 06/01/2024	0.63%
SPRINT CORP 07.8750 09/15/2023	0.62%
TENET HEALTHCARE P/P 144A 04.8750 01/01/2026	0.57%
DISH DBS CORP 05.8750 11/15/2024	0.55%
REFINITIV TLB L+375 05.5359 10/01/2025	0.54%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025	0.52%
ROYAL BK SCOTLND GRP PLC USD 07.6480 08/29/2049	0.52%
SPRINT CORP 07.2500 09/15/2021	0.49%
BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025	0.47%
NOVELIS CORP P/P 144A 05.8750 09/30/2026	0.46%
TRANSDIGM INC 06.3750 06/15/2026	0.45%
DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027	0.45%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026	0.44%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027	0.44%
PULTEGROUP INC. 07.8750 06/15/2032	0.43%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022	0.43%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027	0.42%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025	0.42%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025	0.42%
SS&C TECH INC P/P 144A 05.5000 09/30/2027	0.42%
MATCH GROUP INC P/P 144A 05.0000 12/15/2027	0.42%
NAVISTAR INTL TLB L+350 05.4200 11/06/2024	0.42%
STAPLES INC P/P 144A 07.5000 04/15/2026	0.41%
LEVEL 3 FINANCING INC 05.2500 03/15/2026	0.40%
GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026	0.40%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025	0.40%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024	0.39%
CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028	0.39%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028	0.38%
STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026	0.38%
EQUINIX INC 05.3750 05/15/2027	0.37%
GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027	0.37%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025	0.37%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024	0.36%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026	0.36%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024	0.36%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024	0.35%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025	0.35%
ENERGY TRANSFER OPERATNG 06.6250 02/15/2028	0.35%
TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027	0.35%
STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026	0.35%
AKER BP ASA P/P 144A 05.8750 03/31/2025	0.34%
BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026	0.34%
TENET HEALTHCARE CORP 08.1250 04/01/2022	0.34%
TRANSDIGM INC P/P 144A 06.2500 03/15/2026	0.34%
CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024	0.34%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025	0.34%
CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026	0.34%
T-MOBILE USA INC 04.7500 02/01/2028	0.34%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025	0.34%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024	0.33%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027	0.33%
ALTICE FINCO S.A. P/P 144A 07.6250 02/15/2025	0.33%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022	0.33%
CF INDUSTRIES INC 04.9500 06/01/2043	0.33%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021	0.32%
SERVICE CORP INTL 05.3750 05/15/2024	0.32%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025	0.32%
CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025	0.32%
ROSE ROCK MIDSTREAM/ 05.6250 07/15/2022	0.31%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027	0.30%
SCIENTIFIC GAMES INT 10.0000 12/01/2022	0.30%
GREAT LAKES D&D 08.0000 05/15/2022	0.30%
VIRGIN MEDIA FIN PLC P/P 144A 05.7500 01/15/2025	0.30%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025	0.30%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025	0.30%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027	0.30%
ALTICE FRANCE P/P 144A 07.3750 05/01/2026	0.30%
AES CORP/THE 05.5000 04/15/2025	0.29%
MEREDITH CORP 06.8750 02/01/2026	0.29%
BMC EAST LLC P/P 144A 05.5000 10/01/2024	0.29%
WEEKLEY HOMES LLC 06.0000 02/01/2023	0.29%
T-MOBILE USA INC 06.3750 03/01/2025	0.29%
CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024	0.29%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025	0.28%
COLORADO INTERSTATE GAS CO 06.8500 06/15/2037	0.28%
HCA INC 05.2500 06/15/2026	0.28%
BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024	0.28%
CENTENE CORP 06.1250 02/15/2024	0.28%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026	0.28%
TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024	0.28%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023	0.27%
PLANTRONICS INC P/P 144A 05.5000 05/31/2023	0.27%
VIDEOTRON LTD USD 05.0000 07/15/2022	0.27%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025	0.27%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027	0.27%
USA COMPRESSION PART 06.8750 04/01/2026	0.27%
ITRON INC P/P 144A 05.0000 01/15/2026	0.27%
PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025	0.26%
CHENIERE CORP CHRIST 05.1250 06/30/2027	0.26%
RITE AID CORP P/P 144A 06.1250 04/01/2023	0.26%
ARCELORMITTAL USD 07.0000 10/15/2039	0.26%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025	0.26%
NETFLIX INC. 05.8750 11/15/2028	0.26%
AMERICAN INTL GROUP 08.1750 05/15/2058	0.26%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025	0.26%
BRAND ENERGY TL L+425 06.2356 06/21/2024	0.26%
SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026	0.26%
CIT GROUP INC 05.0000 08/01/2023	0.26%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025	0.26%
ON SEMICONDUC CV 01.6250 10/15/2023	0.26%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023	0.26%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023	0.26%
CEC ENTERTAINMENT INC L+650 08.2859 08/30/2026	0.25%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025	0.25%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025	0.25%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026	0.25%
SERVICE CORP INTL 05.1250 06/01/2029	0.25%
IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028	0.25%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024	0.25%
INGEVITY CORP P/P 144A 04.5000 02/01/2026	0.25%
VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026	0.25%
STAPLES INC. P/P 144A 10.7500 04/15/2027	0.25%
CROWN CORK & SEAL CO INC 07.3750 12/15/2026	0.25%
UNIVISION COMM P/P 144A 05.1250 02/15/2025	0.24%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025	0.24%
CLEAR CHANNEL TLB L+350 05.5435 08/21/2026	0.24%
GARTNER INC P/P 144A 05.1250 04/01/2025	0.24%
PQ CORP P/P 144A 05.7500 12/15/2025	0.24%
BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027	0.24%
EPR PROPERTIES 05.7500 CUM CV PFD	0.24%
TOPBUILD CORP P/P 144A 05.6250 05/01/2026	0.24%
USI INC/NY P/P 144A 06.8750 05/01/2025	0.24%
STARWOOD PROP TR 04.7500 03/15/2025	0.24%
TRI POINTE GROUP / HOMES 05.8750 06/15/2024	0.24%
WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025	0.23%
CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026	0.23%
KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026	0.23%
NABORS INDUSTRIES INC. 05.7500 02/01/2025	0.23%
TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025	0.23%
GREIF INC P/P 144A 06.5000 03/01/2027	0.23%
HUB INTL LTD P/P 144A 07.0000 05/01/2026	0.23%
KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024	0.23%
BAUSCH HLTH AMERICAS P/P 144A 09.2500 04/01/2026	0.23%
DIAMOND SPORTS P/P 144A 05.3750 08/15/2026	0.23%
ZIGGO BOND CO BV P/P 144A 06.0000 01/15/2027	0.23%
TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028	0.22%
MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023	0.22%
SYNGENTA FINANCE NV P/P 144A 04.8920 04/24/2025	0.22%
SYNGENTA FINANCE NV P/P 144A 05.1820 04/24/2028	0.22%
WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029	0.22%
ASCEND LEARNING TLB L+300 04.7859 07/12/2024	0.22%
AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023	0.22%
EG GLOBAL FIN PLC P/P 144A 06.7500 02/07/2025	0.22%
LEGRAND FRANCE USD 08.5000 02/15/2025	0.22%
WESTERN DIGITAL CORPORATION 04.7500 02/15/2026	0.22%
ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028	0.22%
ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026	0.22%
ATOTECH ALPHA 3 BV P/P 144A 06.2500 02/01/2025	0.22%
DCP MIDSTREAM P/P 144A 06.7500 09/15/2037	0.22%
ISTAR INC 04.7500 10/01/2024	0.22%
NRG ENERGY INC P/P 144A 05.2500 06/15/2029	0.22%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024	0.22%
PENSKE AUTO GRP INC 05.7500 10/01/2022	0.22%
US CONCRETE INC 06.3750 06/01/2024	0.22%
WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023	0.22%
AMC ENTERTAINMENT HLDGS 05.7500 06/15/2025	0.22%
BWAY CORP TLB L+325 05.2343 04/03/2024	0.22%
CCO HLDGS LLC/CAP CO P/P 144A 05.0000 02/01/2028	0.21%
CROWN CASTLE INTL CORP 06.8750 CUM CV PFD	0.21%
ALTICE LUXEMBOURG SA P/P 144A 10.5000 05/15/2027	0.21%
PRECISION DRILL P/P 144A 07.1250 01/15/2026	0.21%
BOMBARDIER INC P/P 144A 07.5000 12/01/2024	0.21%
CHENIERE CORP CHRIST 05.8750 03/31/2025	0.21%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024	0.21%
ICAHN ENTER/FIN 06.2500 05/15/2026	0.21%
ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024	0.21%
NOVELIS CORP P/P 144A 06.2500 08/15/2024	0.21%
ALLY FINANCIAL INC SEDOL B72XK05	0.20%
BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025	0.20%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020	0.20%
GFL ENVIRONMENTAL TLB L+300 04.7859 05/31/2025	0.20%
SPRINGLEAF FINANCE CORP 06.8750 03/15/2025	0.20%
MOLINA HEALTHCARE IN 05.3750 11/15/2022	0.20%
1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028	0.20%
ASURION 2NDL L+650 08.2859 08/04/2025	0.20%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025	0.20%
MICROCHIP TEC CV 01.6250 02/15/2027	0.20%
SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025	0.20%
TALBOTS TLB L+700 08.7859 11/28/2022	0.20%
HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025	0.20%
IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027	0.20%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025	0.20%
VERTIV TLB L+400 05.9271 11/15/2023	0.20%
BAUSCH HLTH COS INC P/P 144A 09.0000 12/15/2025	0.19%
INFOR US INC 06.5000 05/15/2022	0.19%
LLOYDS BANKING GROUP PLC USD 07.5000 04/30/2049	0.19%
GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027	0.19%
LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024	0.19%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024	0.19%
GW B-CR SECURITY P/P 144A 09.5000 11/01/2027	0.19%
LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024	0.19%
FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026	0.19%
NETFLIX INC 04.8750 04/15/2028	0.19%
TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023	0.19%
PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027	0.19%
ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023	0.19%
CALPINE CORP P/P 144A 05.2500 06/01/2026	0.19%
HCA INC 05.0000 03/15/2024	0.19%
NRG ENERGY INC 06.6250 01/15/2027	0.19%
ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027	0.19%
NATIONSTAR MTG P/P 144A 09.1250 07/15/2026	0.19%
STANDARD IND INC P/P 144A 05.3750 11/15/2024	0.19%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027	0.19%
APERGY CORP 06.3750 05/01/2026	0.18%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024	0.18%
BOMBARDIER INC P/P 144A 07.8750 04/15/2027	0.18%
CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026	0.18%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022	0.18%
ARDAGH PKG FIN/HLDGS P/P 144A 05.2500 08/15/2027	0.18%
CHEMOURS CO 07.0000 05/15/2025	0.18%
STANDARD IND INC P/P 144A 05.0000 02/15/2027	0.18%
BROOKFIELD RESID P/P 144A 06.2500 09/15/2027	0.18%
GARDA WORLD TLB L+475 06.6903 10/23/2026	0.18%
WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026	0.18%
ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026	0.18%
CENOVUS ENERGY INC USD 06.7500 11/15/2039	0.18%
ENERGY TRANSFER OPERA 05.8750 01/15/2024	0.18%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024	0.18%
FRONTIER COMM P/P 144A 08.5000 04/01/2026	0.18%
CONSTELLIUM SE P/P 144A 05.7500 05/15/2024	0.18%
GLP CAPITAL LP / FIN II 05.2500 06/01/2025	0.18%
BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029	0.17%
SM ENERGY CO 05.0000 01/15/2024	0.17%
NATIONSTAR MTG P/P 144A 08.1250 07/15/2023	0.17%
TRAVELPORT TLB L+500 07.5413 05/30/2026	0.17%
INTELSAT CONNECT FIN P/P 144A 09.5000 02/15/2023	0.17%
ICAHN ENTER/FIN 06.7500 02/01/2024	0.17%
JELD-WEN INC P/P 144A 04.8750 12/15/2027	0.17%
TRANSDIGM INC P/P 144A 05.5000 11/15/2027	0.17%
KRONOS 2NDL L+825 10.1591 11/01/2024	0.17%
PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027	0.17%
WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026	0.17%
BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023	0.17%
SPECTRUM BRANDS INC 06.1250 12/15/2024	0.17%
NEWELL BRANDS INC 04.2000 04/01/2026	0.17%
BANK OF AMERICA CORP 06.5000 10/29/2049	0.16%
KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025	0.16%
TENNANT CO 05.6250 05/01/2025	0.16%
TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023	0.16%
ATOTECH ALPHA 2 BV P/P 144A 08.7500 06/01/2023	0.16%
LIVE NATION ENT P/P 144A 04.8750 11/01/2024	0.16%
ARDAGH PKG FIN/HLDGS P/P 144A 06.0000 02/15/2025	0.16%
HUSKY TLB L+300 04.7859 03/28/2025	0.16%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022	0.16%
LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024	0.16%
CPG INTL TL L+375 05.9333 05/05/2024	0.16%
GOEASY LTD P/P 144A 07.8750 11/01/2022	0.16%
T-MOBILE US INC SEDOL B94Q9V0	0.16%
WPX ENERGY INC 08.2500 08/01/2023	0.15%
LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026	0.15%
SPRINGLEAF FINANCE CORP 06.6250 01/15/2028	0.15%
NETFLIX INC. 06.3750 05/15/2029	0.15%
NRG ENERGY INC. 07.2500 05/15/2026	0.15%
CSC HOLDINGS LLC P/P 144A 05.7500 01/15/2030	0.15%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025	0.15%
FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025	0.15%
LENNAR CORP 05.8750 11/15/2024	0.15%
VIPER ENERGY P/P 144A 05.3750 11/01/2027	0.15%
WIDEOPENWEST TLB L+325 05.0543 08/19/2023	0.15%
CREDIT ACCEPTANC 07.3750 03/15/2023	0.15%
CSC HOLDINGS LLC P/P 144A 07.7500 07/15/2025	0.15%
CENTURYLINK TLB L+275 05.2724 01/31/2025	0.15%
CIT GROUP INC SEDOL B4Z73G0	0.15%
PETSMART INC TLB L+300 05.9300 03/11/2022	0.15%
QORVO INC 05.5000 07/15/2026	0.15%
STEEL DYNAMICS INC 05.5000 10/01/2024	0.15%
ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025	0.15%
AIR METHODS TLB L+350 05.6044 04/21/2024	0.14%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026	0.14%
LLOYDS BANK PLC 13.0000 01/29/2049	0.14%
MEG ENERGY CORP P/P 144A 06.3750 01/30/2023	0.14%
LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2	0.14%
STANDARD IND INC P/P 144A 06.0000 10/15/2025	0.14%
WPX ENERGY INC 05.2500 10/15/2027	0.14%
FRONTIER COMM 11.0000 09/15/2025	0.14%
MERCER INTL INC USD 06.5000 02/01/2024	0.14%
STEARNS HOLDINGS LLC P/P 144A 09.3750 08/15/2020	0.14%
CONSTELLIUM SE P/P 144A 05.8750 02/15/2026	0.14%
CONSTELLIUM SE P/P 144A 06.6250 03/01/2025	0.14%
BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026	0.14%
PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026	0.14%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024	0.14%
BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027	0.14%
CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021	0.14%
SCOTTS MIRACLE-GRO P/P 144A 04.5000 10/15/2029	0.14%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024	0.14%
IHEARTMEDIA TL L+400 05.7814 05/01/2026	0.14%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021	0.14%
TRANSOCEAN SENTR P/P 144A 05.3750 05/15/2023	0.14%
YUM! BRANDS INC P/P 144A 04.7500 01/15/2030	0.14%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027	0.14%
BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027	0.13%
SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029	0.13%
TRIVIUM PACK FIN P/P 144A 05.5000 08/15/2026	0.13%
BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025	0.13%
ORYX TLB L+400 06.0536 05/22/2026	0.13%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028	0.13%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023	0.13%
AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027	0.13%
AXALTA COATING SYS P/P 144A 04.8750 08/15/2024	0.13%
CIT GROUP INC. 05.2500 03/07/2025	0.13%
MASTEC INC 04.8750 03/15/2023	0.13%
ROBERTSHAW US HOLDING L+325 05.0625 02/28/2025	0.13%
VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026	0.13%
CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026	0.13%
ARD SECURITIES FIN P/P 144A 08.7500 01/31/2023	0.13%
BANK OF AMERICA CORP 06.1000 12/29/2049	0.13%
HCA INC. 07.5000 02/15/2022	0.13%
ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029	0.12%
CNO FINANCIAL GROUP INC 05.2500 05/30/2029	0.12%
CROWN AMER/CAP 04.7500 02/01/2026	0.12%
RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026	0.12%
WELLCARE HEALTH PLANS 05.2500 04/01/2025	0.12%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025	0.12%
CSC HOLDINGS LLC P/P 144A 10.8750 10/15/2025	0.12%
MGP ESCROW ISSUER/CO 05.6250 05/01/2024	0.12%
T-MOBILE USA INC 05.3750 04/15/2027	0.12%
TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025	0.12%
CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024	0.12%
CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027	0.12%
ELDORADO RESORTS INC 07.0000 08/01/2023	0.12%
TRIVIUM PACKAGING P/P 144A 08.5000 08/15/2027	0.12%
FAIRFAX FINL HLDGS USD 04.8500 04/17/2028	0.12%
NRG ENERGY INC P/P 144A 04.4500 06/15/2029	0.12%
THE AES CORPORATION 04.8750 05/15/2023	0.12%
ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021	0.12%
NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027	0.12%
ROBERTSHAW TL 2L L+800 09.8125 02/28/2026	0.12%
CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027	0.12%
ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 07/15/2023	0.12%
POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023	0.12%
TRAVERSE TLB L+400 05.8000 09/27/2024	0.12%
WPX ENERGY INC 05.7500 06/01/2026	0.12%
TARGA RESOURCES PART 05.0000 01/15/2028	0.12%
OSHKOSH CORP 05.3750 03/01/2025	0.11%
PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027	0.11%
CLEAR CHANNEL WORLD P/P 144A 09.2500 02/15/2024	0.11%
JAMES HARDIE INT P/P 144A 05.0000 01/15/2028	0.11%
ANTERO RESOURCES FIN 05.1250 12/01/2022	0.11%
ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027	0.11%
CEMEX P/P 144A 05.7000 01/11/2025	0.11%
VISTRA OPERATION P/P 144A 05.0000 07/31/2027	0.11%
ZIGGO BV P/P 144A 05.5000 01/15/2027	0.11%
ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027	0.11%
CHESAPEAKE ENERGY CORPORATION 08.0000 01/15/2025	0.11%
ALLY FINANCIAL INC 05.7500 11/20/2025	0.11%
AMC ENT HOLDIN 05.8750 11/15/2026	0.11%
DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031	0.11%
TENET HEALTHCARE 04.6250 07/15/2024	0.11%
REVLON CONS TLB L+350 05.6241 09/07/2023	0.11%
VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027	0.11%
CSC HOLDINGS LLC 06.7500 11/15/2021	0.10%
TARGA RESOURCES PART P/P 144A 06.8750 01/15/2029	0.10%
AES CORP/THE 05.1250 09/01/2027	0.10%
CHEMOURS CO 05.3750 05/15/2027	0.10%
FREEPORT-MCMORAN INC 05.4500 03/15/2043	0.10%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022	0.10%
1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024	0.10%
CALIFORNIA RESOURCES L+1038 12.1746 12/31/2021	0.10%
LEVEL 3 FINANCING INC 05.6250 02/01/2023	0.10%
TITAN ACQ LTD P/P 144A 07.7500 04/15/2026	0.10%
HUB INTL TLB L+400 05.9274 04/25/2025	0.10%
IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9	0.10%
IHS MARKIT LTD USD 04.7500 08/01/2028	0.10%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026	0.10%
AMC ENTERTAINMENT HLDGS 06.1250 05/15/2027	0.10%
ICAHN ENTER P/P 144A 04.7500 09/15/2024	0.10%
SPRINGLEAF FINANCE CORP 07.1250 03/15/2026	0.10%
VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022	0.10%
AKZONOBEL TLB L+325 05.1903 10/01/2025	0.10%
BOYD GAMING CORP 06.3750 04/01/2026	0.10%
CINEWORLD TLB L+225 04.0359 02/28/2025	0.10%
IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026	0.10%
MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024	0.10%
MERCER INTL INC USD 05.5000 01/15/2026	0.10%
CENTENE CORP 04.7500 05/15/2022	0.10%
INDIGO NATURAL P/P 144A 06.8750 02/15/2026	0.10%
SESI LLC 07.1250 12/15/2021	0.10%
HOLOGIC INC P/P 144A 04.3750 10/15/2025	0.09%
NETFLIX INC P/P 144A 05.3750 11/15/2029	0.09%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024	0.09%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023	0.09%
TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028	0.09%
TECK RESOURCES LIMITED USD 03.7500 02/01/2023	0.09%
BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022	0.09%
NEW GOLD INC P/P 144A 06.2500 11/15/2022	0.09%
TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027	0.09%
VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024	0.09%
AES CORP/THE 04.5000 03/15/2023	0.09%
BOYD GAMING CORPORATION 06.0000 08/15/2026	0.09%
CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026	0.09%
DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026	0.09%
NRG ENERGY INC 05.7500 01/15/2028	0.09%
AKER BP ASA P/P 144A 04.7500 06/15/2024	0.09%
CREDIT ACCEPTANC P/P 144A 06.6250 03/15/2026	0.09%
T-MOBILE USA INC 04.5000 02/01/2026	0.09%
TARGA RESOURCES PART P/P 144A 06.5000 07/15/2027	0.09%
TENET HEALTHCARE P/P 144A 06.2500 02/01/2027	0.09%
CALIFORNIA RESOURC TL L+475 06.5496 12/31/2022	0.09%
CINEMARK USA INC 04.8750 06/01/2023	0.09%
ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028	0.09%
GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027	0.09%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021	0.08%
DISH NETWORK CV 03.3750 08/15/2026	0.08%
MGM GROWTH/MGM FINANCE 04.5000 01/15/2028	0.08%
REFINITIV US HLDG P/P 144A 06.2500 05/15/2026	0.08%
BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028	0.08%
TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025	0.08%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025	0.08%
STEEL DYNAMICS INC 05.0000 12/15/2026	0.08%
LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027	0.08%
CBS OUT AMER CAP LLC 05.8750 03/15/2025	0.08%
JO-ANN STORES TL L+500 06.9340 10/16/2023	0.08%
CALPINE CORP P/P 144A 05.8750 01/15/2024	0.08%
BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024	0.08%
CHESAPEAKE ENERGY CORP 05.7500 03/15/2023	0.08%
CBS OUT AMER CAP LLC 05.6250 02/15/2024	0.08%
COMMSCOPE INC P/P 144A 06.0000 03/01/2026	0.08%
DUN & BRADSTREET TLB L+500 07.2411 02/08/2026	0.08%
ANTERO MIDSTREAM P/P 144A 05.7500 01/15/2028	0.08%
NRG P/P 144A 03.7500 06/15/2024	0.08%
VISTRA OPERATION P/P 144A 04.3000 07/15/2029	0.08%
JO-ANN STORES 2NDL L+925 11.0730 05/21/2024	0.08%
WELLCARE HLTH PLANS P/P 144A 05.3750 08/15/2026	0.08%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024	0.07%
WEWORK COS INC P/P 144A 07.8750 05/01/2025	0.07%
CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029	0.07%
JELD-WEN INC P/P 144A 04.6250 12/15/2025	0.07%
STAPLES TL L+500 06.7814 04/12/2026	0.07%
MASONITE INTL C P/P 144A 05.3750 02/01/2028	0.07%
NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026	0.07%
SERVICE CORPORATION INTL 04.6250 12/15/2027	0.07%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024	0.07%
ORTHO-CLINICAL TLB L+325 05.3064 06/01/2025	0.07%
ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026	0.07%
NINE ENERGY SERVICE P/P 144A 08.7500 11/01/2023	0.06%
QUEBECOR MEDIA INC USD 05.7500 01/15/2023	0.06%
ANTERO RESOURCES 05.3750 11/01/2021	0.06%
AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023	0.06%
WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026	0.06%
MALLINCKRODT FIN/SB P/P 144A 05.5000 04/15/2025	0.06%
TRANSOCEAN INC 07.5000 04/15/2031	0.06%
BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026	0.06%
COMSTOCK RESOURCES 09.7500 08/15/2026	0.06%
ANTERO RESOURCES COR 05.6250 06/01/2023	0.06%
ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026	0.06%
IHS MARKIT LTD P/P 144A 04.0000 03/01/2026	0.05%
GENON 939CER907	0.05%
LIVE NATION ENT P/P 144A 04.7500 10/15/2027	0.05%
CHESAPEAKE ENERGY CORP 08.0000 06/15/2027	0.05%
COMMSCOPE INC P/P 144A 05.5000 03/01/2024	0.05%
NETFLIX INC P/P 144A 04.8750 06/15/2030	0.05%
USA COM PART/USA COM P/P 144A 06.8750 09/01/2027	0.05%
OASIS PETROLEUM INC 06.8750 03/15/2022	0.05%
ARCELORMITTAL USD 06.1250 06/01/2025	0.05%
EAGLE HLDG CO II LLC P/P 144A 07.7500 05/15/2022	0.05%
MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025	0.05%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024	0.05%
REALOGY GRP / CO P/P 144A 09.3750 04/01/2027	0.05%
FRAC TECH INTL TLB L+475 06.5359 04/16/2021	0.05%
CINEMARK USA INC 05.1250 12/15/2022	0.05%
ACADEMY SPORTS TLB L+400 05.7826 07/02/2022	0.04%
RACKSPACE HOSTING INC L+300 04.9021 11/03/2023	0.04%
VISTRA OPERATION P/P 144A 03.5500 07/15/2024	0.04%
MERCER INTL INC USD 07.3750 01/15/2025	0.04%
VALARIS PLC USD 07.7500 02/01/2026	0.04%
CABLEVISION SYS CORP 08.0000 04/15/2020	0.04%
MEG ENERGY CORP P/P 144A 07.0000 03/31/2024	0.04%
LENNAR CORPORATION 04.7500 04/01/2021	0.04%
TRANSDIGM INC 06.5000 05/15/2025	0.04%
CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9	0.04%
OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026	0.04%
ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026	0.04%
DIVERSEY TL L+300 04.9270 09/06/2024	0.04%
ELDORADO RESORTS INC 06.0000 09/15/2026	0.04%
INSTALLED BUILDI P/P 144A 05.7500 02/01/2028	0.03%
STEEL DYNAMICS INC 04.1250 09/15/2025	0.03%
WASTE PRO USA INC P/P 144A 05.5000 02/15/2026	0.03%
CIT GROUP INC. 05.0000 08/15/2022	0.03%
TRIBUNE CLASS 1C LITIGAT	0.03%
ISTAR INC. 05.2500 09/15/2022	0.02%
VALARIS PLC USD 08.0000 01/31/2024	0.02%
NABORS INDUSTRIES INC. 05.5000 01/15/2023	0.02%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022	0.02%
ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027	0.02%
STANDARD IND INC P/P 144A 04.7500 01/15/2028	0.02%
TXU TCEH RIGHTS	0.02%
NINE POINT ENERGY CNV PRF	0.02%
CHC GRP LLC P/P CV 00.0000 10/01/2020	0.02%
ADVANZ PHARMA CORP SEDOL BH4P601	0.01%
NINE POINT ENERGY COM	0.01%
TRANSOCEAN INC P/P 144A 09.0000 07/15/2023	0.01%
SM ENERGY CO 06.1250 11/15/2022	0.01%
MWO HOLDINGS LLC	0.00%
HCA INC 05.6250 09/01/2028	0.00%
NEWFIELD EXPLORATION CO 05.7500 01/30/2022	0.00%
TERVITA CORP SEDOL BD1DCC4	0.00%
IHEARTMEDIA INC WT	0.00%
AVAYA INC ESCROW P/P 144A 07.0000 04/01/2020	0.00%
CHC GROUP LLC P/P SEDOL BYXD3K4	0.00%
ESC CHESAPEAKEOILFIELD 06.6250 11/15/2020	0.00%
ESC SEVENTYSEVENERG 06.5000 07/15/2022	0.00%
TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020	0.00%
CAD/USD 01/15/2020 JPMCB	-0.00%
EUR/USD 12/18/2019 BANKAM	-0.00%
GBP/USD 12/18/2019 UBS	-0.00%

Sector Weightings as of 01/31/20

	Cash Investment		Non-Cash Investment		Total Portfolio
	Weight	Spread Duration	Weight	Spread Duration	Weight	Spread Duration
High-yield corporate bonds	76.50%	2.31	0.00%	0.00	76.50%	2.31
Investment-grade corporate bonds	11.65%	0.62	0.00%	0.00	11.65%	0.62
Bank loans	6.13%	0.25	0.00%	0.00	6.13%	0.25
Convertible securities	1.83%	0.02	0.00%	0.00	1.83%	0.02
Net cash	1.27%	0.00	0.00%	0.00	1.27%	0.00
Emerging-market bonds	1.20%	0.05	0.00%	0.00	1.20%	0.05
Equity investments	0.93%	0.00	0.00%	0.00	0.93%	0.00
International Treasury/agency	0.49%	0.03	0.00%	0.00	0.49%	0.03

Spread duration is displayed in years and reflects the contribution by sector to the portfolio's total spread duration with the exception of the Treasury and Interest-rate swap sectors where effective duration is displayed. Spread duration estimates the price sensitivity of a specific sector or asset class to a 100 basis-point movement, 1%, (either widening or narrowing) in its yield spread relative to Treasuries. Effective duration provides a measure of a portfolio's interest-rate sensitivity. The longer a portfolio's duration, the more sensitive the portfolio is to shifts in the interest rates. Allocations may not total 100% of net assets because the table includes the notional value of derivatives (the economic value for purposes of calculating periodic payment obligations), in addition to the market value of securities.

Portfolio allocations will vary over time. The unclassified sector (where applicable) includes exchange traded funds and other securities not able to be classified by sector.

Maturity detail includes only cash bonds and cash equivalents.

Top Industry Sectors as of 01/31/20

Consumer cyclicals	22.16%
Basic materials	12.47%
Communication services	11.41%
Financials	10.25%
Energy	9.82%
Capital goods	9.51%
Health care	8.27%
Consumer staples	6.36%
Technology	5.04%
Other	4.71%

Utilities	3.01%
Net Cash	1.27%
Transportation	0.27%
Conglomerates	0.16%

Country Allocation as of 01/31/20

United States	83.11%
Canada	5.92%
United Kingdom	2.17%
France	1.54%
Luxembourg	1.52%
Netherlands	1.42%
Ireland	1.26%
Switzerland	0.80%
Israel	0.59%
Other	1.67%

Norway	0.49%
Mexico	0.48%
Bermuda	0.44%
Cayman Islands	0.27%
Indonesia	0.12%
European Community	-0.13%

Expenses

Sales Charges/Fees

Breakpoint	Sales Charge	Dealer Allowance	CDSC Liab
$0 - $0	0.00%	0.00%	N

Maturity detail includes only cash bonds and cash equivalents.

CDSC

Year	Percent
1	7.00%
2	7.00%
3	6.00%
4	5.00%
5	4.00%
6	3.00%
7	2.00%
8+	0.00%

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Putnam Allstate Advisor

Putnam High Yield Subaccount

Putnam High Yield Subaccount

Fund description

Sales story

Management team

Daily pricing as of 02/28/20

Lipper ranking ‡ as of 01/31/20

Category: High Yield Funds

Quick facts as of 01/31/20

Performance

Performance as of 12/31/19

Annual Performance at NAV

Restated performance

Monthly as of 01/31/20

YTD as of 02/27/20

With optional enhanced death benefit

Monthly as of 01/31/20

YTD as of 02/27/20

Risk Characteristics as of 01/31/20

Maturity Details

Quality Ratings

Holdings

Top 10 holdings as of 01/31/20

Sector Weightings as of 01/31/20

Top Industry Sectors as of 01/31/20

Country Allocation as of 01/31/20

Expenses

Sales Charges/Fees

CDSC