Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. Returns before sales charge do not reflect the current maximum sales charges as indicated below. Had the sales charge been reflected, returns would be lower. Returns at public offering price (after sales charge) for class A and class M shares reflect the current maximum initial sales charges of 5.75% and 3.50% for equity funds and 4.00% and 3.25% for income funds (2.25% for class A of Putnam Floating Rate Income Fund, Short-Term Municipal Income, Short Duration Bond Fund, and Fixed Income Absolute Return Fund), respectively. Class B share returns reflect the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declining to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Short Duration Bond Fund, Putnam Fixed Income Absolute Return Fund, and Putnam Short-Term Municipal Income Fund, which is 1% in the first year, declining to 0.5% in the second year, and is eliminated thereafter). Class C shares reflect a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, N, R, and Y shares prior to their inception is derived from the historical performance of class A shares, adjusted for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (with the exception of Putnam Tax-Free High Yield Fund and Putnam AMT-Free Municipal Fund, which are based on the historical performance of class B shares). Performance for class A, C, and Y shares of Putnam Mortgage Opportunities Fund before their inception is derived from the historical performance of class I shares, which have been adjusted for the applicable sales charge (or CDSC) and the higher operating expenses for such shares. Returns at public offering price (after sales charge) for class N shares reflect the current maximum initial sales charge of 1.50%. Class R5/R6 shares, available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for class R5/R6 shares before their inception are derived from the historical performance of class Y shares, which have not been adjusted for the lower expenses; had they, returns would have been higher. Class A shares of Putnam money market funds have no initial sales charge. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses, without which returns would be lower.
Active Income
High Yield Fund (Class Y) (PHAYX)
Seeking a high level of income for investors since 1986
Highlights
Objective
The fund seeks high current income. Capital growth is a secondary goal when consistent with achieving high current income.
Strategy and process
- Income-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.
Fund price
| Net asset value (yesterday’s close) |
$5.29 -1.31% | $-0.07 |
| 52-week high | $6.28 (02/20/20) |
| 52-week low | $4.92 (03/23/20) |
Yield
| Distribution rate before sales charge as of 04/01/20 |
5.67% |
|---|---|
| Distribution rate after sales charge as of 04/01/20 |
5.67% |
| 30-day SEC yield as of 03/31/20 | 6.50% |
Consistency of positive performance over five years
Performance shown does not reflect the effects of any sales charges. Click on the dots to see specific returns in each five-year period as of the date revealed. Note that returns of 0.00% are counted as positive periods. For complete fund performance, please click on the performance tab.
18.71%
Best 5-year annualized return
(for period ending 12/31/95)
-2.56%
Worst 5-year annualized return
(for period ending 09/30/02)
7.64%
Average 5-year annualized return
Fund facts as of 02/29/20
Total net assets
$1,349.87M
$1,349.87M
Turnover (fiscal year end)
37%
37%
Dividend frequency (view rate)
Monthly
Monthly
Number of holdings
561
561
Fiscal year-end
November
November
CUSIP / Fund code
74678J401 / 1819
74678J401 / 1819
Inception date
12/31/98
12/31/98
Category
Taxable Income
Taxable Income
Open to new investors
Ticker
PHAYX
PHAYX
Management team
Co-Head of Fixed Income
Portfolio Manager
Portfolio Manager
Literature
Fund documents |
|
| Fact Sheet (R6 share) (PDF) |
|
| Fact Sheet (Y share) (PDF) | |
| Summary Prospectus (PDF) |
|
| Statutory Prospectus (PDF) |
|
| Statement of Additional Information (SAI) (PDF) | |
| Annual Report (PDF) |
|
| Semiannual Report (PDF) |
|
| Proxy voting results (Form N-PX) (PDF) | |
| Quarterly commentary (PDF) | |
| Comparing Putnam's taxable income funds (PDF) | |
| Alternating bond market leadership (PDF) | |
Performance
Total return (%) as of 03/31/20
Annual performance as of 03/31/20
Annualized Total return (%) as of 03/31/20
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | -6.89% | 0.34% | 1.96% | 4.90% |
| After sales charge | N/A | N/A | N/A | N/A |
| JPMorgan Developed High Yield Index | -8.35% | 0.30% | 2.65% | 5.77% |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 03/31/20 | -11.54% | - | |
| YTD as of 04/01/20 | -13.83% | - | |
Yield
| Distribution rate before sales charge as of 04/01/20 |
5.67% |
|---|---|
| Distribution rate after sales charge as of 04/01/20 |
5.67% |
| 30-day SEC yield as of 03/31/20 | 6.50% |
Risk-adjusted performance as of 02/29/20
| Sharpe ratio (3 yrs.) | 0.65 |
|---|---|
| Information ratio (3 yrs.) | -0.66 |
Volatility as of 02/29/20
| Standard deviation (3 yrs.) | 4.20% |
|---|---|
| Beta | 0.98 |
| R-squared | 0.97 |
Lipper rankings as of 02/29/20
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 144/503 | 29% |
| 3 yrs. | 122/429 | 29% |
| 5 yrs. | 141/381 | 37% |
| 10 yrs. | 95/273 | 35% |
Morningstar Ratings™ as of 02/29/20
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 621 | |
| 3 yrs. | 621 | |
| 5 yrs. | 540 | |
| 10 yrs. | 338 |
Distributions
| Record/Ex dividend date | 03/23/20 |
|---|---|
| Payable date | 03/25/20 |
| Income | $0.025 |
| Extra income | -- |
| Short-term cap. gain | -- |
| Long-term cap. gain | -- |
Lipper rankings are based on total return without sales charge relative to all share classes of funds with similar objectives as determined by Lipper. Past performance is not indicative of future results.
The Morningstar RatingTM for funds, or "star rating", is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange-traded funds, closed-end funds, and separate accounts) with at least a three-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three-, five-, and 10-year (if applicable) Morningstar Rating metrics. The weights are: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods.
The up-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has risen. The ratio is calculated by dividing the manager’s returns by the returns of the index during the up-market, and multiplying that factor by 100. The down-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has dropped. The ratio is calculated by dividing the manager’s returns by the returns of the index during the down-market and multiplying that factor by 100.
Compare
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** FundVisualizer comparison based on Putnam fund versus the largest fund in its Morningstar category.
Holdings
| Cco Holdings Llc P/P 144a 05.3750 06/01/2029 | 1.17% |
|---|---|
| Ally Financial 08.0000 11/01/2031 | 0.90% |
| Sprint Corp 07.8750 09/15/2023 | 0.75% |
| Diamond 1 Fin/Diam P/P 144a 06.0200 06/15/2026 | 0.65% |
| Gfl Environmental P/P 144a 07.0000 06/01/2026 | 0.62% |
| Chs/Community Health Sys 06.2500 03/31/2023 | 0.60% |
| Tempo Acq Llc/Fi P/P 144a 06.7500 06/01/2025 | 0.58% |
| Energy Transfer Operatng 06.6250 02/15/2028 | 0.54% |
| Dish Dbs Corp 05.8750 11/15/2024 | 0.54% |
| Match Group P/P 144a 05.0000 12/15/2027 | 0.52% |
| Top 10 holdings, percent of portfolio | 6.87% |
| Top 10 holdings as of 02/29/20 | |
|---|---|
| Cco Holdings Llc P/P 144a 05.3750 06/01/2029 | |
| Ally Financial 08.0000 11/01/2031 | |
| Sprint Corp 07.8750 09/15/2023 | |
| Diamond 1 Fin/Diam P/P 144a 06.0200 06/15/2026 | |
| Gfl Environmental P/P 144a 07.0000 06/01/2026 | |
| Chs/Community Health Sys 06.2500 03/31/2023 | |
| Tempo Acq Llc/Fi P/P 144a 06.7500 06/01/2025 | |
| Energy Transfer Operatng 06.6250 02/15/2028 | |
| Dish Dbs Corp 05.8750 11/15/2024 | |
| Match Group P/P 144a 05.0000 12/15/2027 | |
| Holdings represent 6.87% of portfolio | |
| Top 10 holdings as of 01/31/20 | |
|---|---|
| Cco Holdings Llc P/P 144a 05.3750 06/01/2029 | |
| Ally Financial 08.0000 11/01/2031 | |
| Sprint Corp 07.8750 09/15/2023 | |
| Diamond 1 Fin/Diam P/P 144a 06.0200 06/15/2026 | |
| Chs/Community Health Sys 06.2500 03/31/2023 | |
| Gfl Environmental P/P 144a 07.0000 06/01/2026 | |
| Tempo Acq Llc/Fi P/P 144a 06.7500 06/01/2025 | |
| Energy Transfer Operatng 06.6250 02/15/2028 | |
| Match Group P/P 144a 05.0000 12/15/2027 | |
| Dish Dbs Corp 05.8750 11/15/2024 | |
| Holdings represent 6.74% of portfolio | |
| Top 10 holdings as of 12/31/19 | |
|---|---|
| Cco Holdings Llc P/P 144a 05.3750 06/01/2029 | |
| Ally Financial 08.0000 11/01/2031 | |
| Sprint Corp 07.8750 09/15/2023 | |
| Chs/Community Health Sys 06.2500 03/31/2023 | |
| Diamond 1 Fin/Diam P/P 144a 06.0200 06/15/2026 | |
| Gfl Environmental P/P 144a 07.0000 06/01/2026 | |
| Tempo Acq Llc/Fi P/P 144a 06.7500 06/01/2025 | |
| Dish Dbs Corp 05.8750 11/15/2024 | |
| Match Group P/P 144a 05.0000 12/15/2027 | |
| Smurfit Kappa Treasury Usd 07.5000 11/20/2025 | |
| Holdings represent 6.80% of portfolio | |
| Top 10 holdings as of 11/30/19 | |
|---|---|
| Cco Holdings Llc P/P 144a 05.3750 06/01/2029 | |
| Ally Financial 08.0000 11/01/2031 | |
| Sprint Corp 07.8750 09/15/2023 | |
| Chs/Community Health Sys 06.2500 03/31/2023 | |
| Diamond 1 Fin/Diam P/P 144a 06.0200 06/15/2026 | |
| Gfl Environmental P/P 144a 07.0000 06/01/2026 | |
| Dish Dbs Corp 05.8750 11/15/2024 | |
| Tempo Acq Llc/Fi P/P 144a 06.7500 06/01/2025 | |
| Smurfit Kappa Treasury Usd 07.5000 11/20/2025 | |
| Match Group P/P 144a 05.0000 12/15/2027 | |
| Holdings represent 6.80% of portfolio | |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 1.16% |
|---|---|
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.89% |
| SPRINT CORP 07.8750 09/15/2023 | 0.72% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.65% |
| GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.61% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.59% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.57% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.54% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.53% |
| MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.52% |
| VERTIV TLB L+300 04.6550 03/02/2027 | 0.50% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.48% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.46% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.45% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.44% |
| TENET HEALTHCARE CORP 08.1250 04/01/2022 | 0.44% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.44% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.43% |
| NAVISTAR INTL TLB L+350 05.1600 11/06/2024 | 0.43% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.43% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.42% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.41% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.41% |
| ROYAL BK SCOTLND GRP PLC USD 07.6480 08/29/2049 | 0.40% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.40% |
| AES CORP/THE 05.5000 04/15/2025 | 0.39% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.39% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.39% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.38% |
| CENTENE CORP P/P 144A 04.6250 12/15/2029 | 0.38% |
| HCA INC 05.3750 09/01/2026 | 0.38% |
| ALTICE FRANCE P/P 144A 07.3750 05/01/2026 | 0.38% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.38% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.37% |
| LEVEL 3 FINANCING INC 05.2500 03/15/2026 | 0.37% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.37% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.37% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.36% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.36% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.36% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.36% |
| BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 | 0.36% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.35% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.34% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.34% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.34% |
| STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026 | 0.34% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.33% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.33% |
| ELANCO ANIMAL HEALTH 05.6500 08/28/2028 | 0.33% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.33% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.32% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.32% |
| BRAND ENERGY TL L+425 06.0880 06/21/2024 | 0.31% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.31% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.31% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.31% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.31% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.31% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.31% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.30% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.30% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.30% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.30% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.30% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.30% |
| SPRINT CORP 07.2500 09/15/2021 | 0.30% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.29% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.29% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.29% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.29% |
| WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.28% |
| 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.28% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.28% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.28% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.28% |
| REFINITIV TLB L+325 04.8534 10/01/2025 | 0.28% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.28% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.27% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.27% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.27% |
| VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 | 0.27% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.26% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.26% |
| NEWELL BRANDS INC 04.2000 04/01/2026 | 0.26% |
| YPSO FINANCE BIS P/P 144A 06.0000 02/15/2028 | 0.26% |
| PETSMART INC TLB L+400 05.6600 03/11/2022 | 0.26% |
| ARCELORMITTAL USD 07.0000 10/15/2039 | 0.26% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.26% |
| NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 | 0.26% |
| YPSO FINANCE BIS P/P 144A 10.5000 05/15/2027 | 0.26% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.26% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.26% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.26% |
| AMC ENTERTAINMENT HLDGS 05.7500 06/15/2025 | 0.26% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.26% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 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% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.26% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.26% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.26% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.26% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.26% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.26% |
| SABRE GLBL INC P/P 144A 05.3750 04/15/2023 | 0.26% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.25% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.25% |
| HCA INC 05.2500 06/15/2026 | 0.25% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.25% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.25% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.25% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.25% |
| TRANSDIGM INC P/P 144A 05.5000 11/15/2027 | 0.25% |
| SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 | 0.25% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.25% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.25% |
| AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 | 0.25% |
| CEC ENTERTAINMENT INC L+650 08.1034 08/30/2026 | 0.25% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.24% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.24% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.24% |
| MICROCHIP TEC CV 01.6250 02/15/2027 | 0.24% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.24% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.24% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.24% |
| WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 | 0.24% |
| GARTNER INC P/P 144A 05.1250 04/01/2025 | 0.24% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.24% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.24% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.24% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.24% |
| CLEAR CHANNEL TLB L+350 05.5435 08/21/2026 | 0.23% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.23% |
| SYNGENTA FINANCE NV P/P 144A 05.1820 04/24/2028 | 0.23% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.23% |
| SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 | 0.23% |
| EG GLOBAL FIN PLC P/P 144A 06.7500 02/07/2025 | 0.23% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.23% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.23% |
| ISTAR INC 04.7500 10/01/2024 | 0.23% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.23% |
| WIDEOPENWEST TLB L+325 04.8894 08/19/2023 | 0.23% |
| AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 | 0.23% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.23% |
| ISTAR INC 04.2500 08/01/2025 | 0.22% |
| STAPLES INC. P/P 144A 10.7500 04/15/2027 | 0.22% |
| SYNGENTA FINANCE NV P/P 144A 04.8920 04/24/2025 | 0.22% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.22% |
| PQ CORP P/P 144A 05.7500 12/15/2025 | 0.22% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.22% |
| TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.22% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.22% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.22% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.22% |
| AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.22% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.22% |
| ATOTECH ALPHA 3 BV P/P 144A 06.2500 02/01/2025 | 0.22% |
| CROWN CASTLE INTL CORP 06.8750 CUM CV PFD | 0.22% |
| SPRINT CORP 07.6250 03/01/2026 | 0.22% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.21% |
| SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.21% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.21% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.21% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.21% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.21% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.21% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.21% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.21% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.21% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.0000 02/01/2028 | 0.21% |
| CPG INTL TL L+375 05.9333 05/05/2024 | 0.21% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.21% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 0.21% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.21% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.20% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.20% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.20% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.20% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.20% |
| SPRINT CORP P/P 144A 07.2500 02/01/2028 | 0.20% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.20% |
| EQUINIX INC 05.3750 05/15/2027 | 0.20% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.20% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.20% |
| NETFLIX INC 04.8750 04/15/2028 | 0.20% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.20% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.20% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.20% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.20% |
| APERGY CORP 06.3750 05/01/2026 | 0.19% |
| WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 | 0.19% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.19% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.19% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.19% |
| VIRGIN MEDIA FIN PLC P/P 144A 05.7500 01/15/2025 | 0.19% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.19% |
| ASURION 2NDL L+650 08.1034 08/04/2025 | 0.19% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.19% |
| HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 | 0.19% |
| INFOR US INC 06.5000 05/15/2022 | 0.19% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.19% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.19% |
| MOLINA HEALTHCARE IN 05.3750 11/15/2022 | 0.18% |
| TENNANT CO 05.6250 05/01/2025 | 0.18% |
| ATOTECH ALPHA 2 BV P/P 144A 08.7500 06/01/2023 | 0.18% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.18% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.18% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.18% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.18% |
| AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.18% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.18% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.18% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.18% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.18% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.18% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.18% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.18% |
| LLOYDS BANK PLC 13.0000 01/29/2049 | 0.18% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.18% |
| HUSKY TLB L+300 04.6034 03/28/2025 | 0.18% |
| JAMES HARDIE INT P/P 144A 05.0000 01/15/2028 | 0.18% |
| FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.17% |
| SPRINGLEAF FINANCE CORP 05.3750 11/15/2029 | 0.17% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.17% |
| ARDAGH PKG FIN/HLDGS P/P 144A 05.2500 08/15/2027 | 0.17% |
| ZIGGO BOND CO BV P/P 144A 06.0000 01/15/2027 | 0.17% |
| RITE AID CORP P/P 144A 06.1250 04/01/2023 | 0.17% |
| STANDARD IND INC P/P 144A 05.3750 11/15/2024 | 0.17% |
| T-MOBILE US INC SEDOL B94Q9V0 | 0.17% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.17% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.17% |
| KRONOS 2NDL L+825 10.0133 11/01/2024 | 0.17% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.17% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.17% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.17% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.17% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.17% |
| SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 | 0.17% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.17% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.16% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.16% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.16% |
| L BRANDS INC 07.5000 06/15/2029 | 0.16% |
| CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 | 0.16% |
| TALBOTS TLB L+700 08.6034 11/28/2022 | 0.16% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.16% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.16% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.16% |
| TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.16% |
| KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 | 0.16% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.16% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.16% |
| NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 | 0.16% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.16% |
| WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.16% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.16% |
| CSC HOLDINGS LLC P/P 144A 10.8750 10/15/2025 | 0.16% |
| FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 | 0.16% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.16% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.15% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.15% |
| BWAY CORP TLB L+325 05.0840 04/03/2024 | 0.15% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.15% |
| ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 | 0.15% |
| GARDA WORLD TLB L+475 06.6903 10/23/2026 | 0.15% |
| HCA INC 05.8750 05/01/2023 | 0.15% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.15% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.15% |
| SPLUNK INC CV 01.1250 09/15/2025 | 0.15% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.15% |
| CSC HOLDINGS LLC P/P 144A 05.7500 01/15/2030 | 0.15% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.14% |
| CCO HOLDINGS LLC P/P 144A 04.7500 03/01/2030 | 0.14% |
| CENTENE CORP 04.7500 05/15/2022 | 0.14% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 0.14% |
| CSC HOLDINGS LLC P/P 144A 07.7500 07/15/2025 | 0.14% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.14% |
| JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.14% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.14% |
| TERRIER MEDIA TLB L+425 05.9898 12/17/2026 | 0.14% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.14% |
| DANAHER CORP 04.7500 CUM CV PFD | 0.14% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.14% |
| FRONTIER COMM 10.5000 09/15/2022 | 0.14% |
| QORVO INC 05.5000 07/15/2026 | 0.14% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.14% |
| FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 | 0.14% |
| STANDARD IND INC P/P 144A 06.0000 10/15/2025 | 0.14% |
| ALTICE FINCO S.A. P/P 144A 07.6250 02/15/2025 | 0.14% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.14% |
| CIT GROUP INC SEDOL B4Z73G0 | 0.14% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.14% |
| ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 | 0.14% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.13% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.13% |
| TRANSOCEAN SENTR P/P 144A 05.3750 05/15/2023 | 0.13% |
| BROADCOM INC 08.0000 CV PFD | 0.13% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.13% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.13% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.13% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.13% |
| STANLEY BLACK & DECKER I 05.2500 CV PFD | 0.13% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.13% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.13% |
| CONSTELLIUM SE P/P 144A 06.6250 03/01/2025 | 0.13% |
| ORYX TLB L+400 06.0536 05/22/2026 | 0.13% |
| CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 | 0.13% |
| CREDIT ACCEPTANC 07.3750 03/15/2023 | 0.13% |
| LENNAR CORP 05.8750 11/15/2024 | 0.13% |
| ROBERTSHAW US HOLDING L+325 04.8750 02/28/2025 | 0.13% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.13% |
| TRIVIUM PACK FIN P/P 144A 05.5000 08/15/2026 | 0.13% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.13% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.13% |
| EPR PROPERTIES 05.7500 CUM CV PFD | 0.12% |
| VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 | 0.12% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.12% |
| CENTENE CORP P/P 144A 05.2500 04/01/2025 | 0.12% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.12% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.12% |
| UNIVISION COMM P/P 144A 05.1250 02/15/2025 | 0.12% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.12% |
| CEMEX SAB DE CV P/P 144A 05.4500 11/19/2029 | 0.12% |
| ELDORADO RESORTS INC 07.0000 08/01/2023 | 0.12% |
| TRANSOCEAN INC 07.5000 04/15/2031 | 0.12% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.12% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.12% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.12% |
| VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022 | 0.12% |
| ANTERO RESOURCES 05.3750 11/01/2021 | 0.12% |
| CHENIERE CORP CHRIST 07.0000 06/30/2024 | 0.12% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.12% |
| CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.12% |
| MEG ENERGY CORP P/P 144A 07.1250 02/01/2027 | 0.12% |
| AES CORP/THE 05.1250 09/01/2027 | 0.12% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.12% |
| POWER SOLUTIONS TLB L+350 05.7344 04/30/2026 | 0.12% |
| STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.12% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.12% |
| TRIVIUM PACKAGING P/P 144A 08.5000 08/15/2027 | 0.12% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.11% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.11% |
| ROBERTSHAW TL 2L L+800 09.6250 02/28/2026 | 0.11% |
| RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 | 0.11% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.11% |
| ALTICE FINANCING SA P/P 144A 05.0000 01/15/2028 | 0.11% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.11% |
| SOLENIS ADD-ON TL 1STL L+400 05.6550 06/26/2025 | 0.11% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.11% |
| CLEAR CHANNEL WORLD P/P 144A 09.2500 02/15/2024 | 0.11% |
| SOLENIS 2NDL L+850 10.8314 06/26/2026 | 0.11% |
| TRANSOCEAN INC P/P 144A 08.0000 02/01/2027 | 0.11% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.11% |
| VISTRA OPERATION P/P 144A 05.0000 07/31/2027 | 0.11% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.11% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.10% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.10% |
| VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 | 0.10% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.10% |
| KRAFT HEINZ FOODS CO P/P 144A 03.7500 04/01/2030 | 0.10% |
| MSCI INC P/P 144A 03.6250 09/01/2030 | 0.10% |
| THE AES CORPORATION 04.8750 05/15/2023 | 0.10% |
| VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 | 0.10% |
| CHEMOURS CO 07.0000 05/15/2025 | 0.10% |
| HILTON DOMESTIC 04.8750 01/15/2030 | 0.10% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.10% |
| JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 | 0.10% |
| ICAHN ENTER/FIN P/P 144A 05.2500 05/15/2027 | 0.10% |
| LEVEL 3 FINANCING INC 05.6250 02/01/2023 | 0.10% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.10% |
| ICAHN ENTER P/P 144A 04.7500 09/15/2024 | 0.10% |
| HUB INTL TLB L+400 05.9274 04/25/2025 | 0.10% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.10% |
| SOLENIS 1STL L+400 05.6132 06/26/2025 | 0.10% |
| SPRINGLEAF FINANCE CORP 06.6250 01/15/2028 | 0.10% |
| VERTIV TLB L+300 07.7500 11/15/2023 | 0.10% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.10% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.10% |
| ZIGGO BV P/P 144A 05.5000 01/15/2027 | 0.10% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.09% |
| COMMSCOPE INC P/P 144A 08.2500 03/01/2027 | 0.09% |
| PLY GEM TLB L+375 05.4079 04/12/2025 | 0.09% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.09% |
| CSC HOLDINGS LLC P/P 144A 05.3750 02/01/2028 | 0.09% |
| FRONT RANGE BIDCO INC L+300 04.6678 02/21/2027 | 0.09% |
| HOLOGIC INC P/P 144A 04.3750 10/15/2025 | 0.09% |
| ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 | 0.09% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.09% |
| CEMEX P/P 144A 05.7000 01/11/2025 | 0.09% |
| HCA INC. 07.5000 02/15/2022 | 0.09% |
| HANESBRANDS INC P/P 144A 04.8750 05/15/2026 | 0.09% |
| SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 | 0.09% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.09% |
| L BRANDS INC 06.7500 07/01/2036 | 0.09% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.09% |
| OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 | 0.09% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.09% |
| REVLON CONS TLB L+350 05.1132 09/07/2023 | 0.09% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.09% |
| AES CORP/THE 04.5000 03/15/2023 | 0.09% |
| CREDIT ACCEPTANC P/P 144A 06.6250 03/15/2026 | 0.09% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.09% |
| EQUINIX INC 03.2000 11/18/2029 | 0.09% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.09% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.09% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.09% |
| BOYD GAMING CORP 06.3750 04/01/2026 | 0.08% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.08% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.08% |
| CREDIT ACCEPTANC P/P 144A 05.1250 12/31/2024 | 0.08% |
| MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 | 0.08% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.08% |
| MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 | 0.08% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.08% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.08% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.08% |
| CONSTELLIUM SE P/P 144A 05.7500 05/15/2024 | 0.08% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.08% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.08% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.08% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.08% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.08% |
| BOYD GAMING CORP P/P 144A 04.7500 12/01/2027 | 0.08% |
| HCA INC 03.5000 09/01/2030 | 0.08% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.08% |
| JO-ANN STORES 2NDL L+925 10.8789 05/21/2024 | 0.08% |
| AMC ENT HOLDIN 05.8750 11/15/2026 | 0.08% |
| DUN & BRADSTREET TLB L+400 07.2411 02/08/2026 | 0.08% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/15/2028 | 0.08% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.08% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.08% |
| FRONT RANGE BIDC P/P 144A 06.1250 03/01/2028 | 0.08% |
| TRAVELPORT TLB L+500 07.5413 05/30/2026 | 0.08% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.08% |
| JPMORGAN CHASE & CO 06.0000 12/29/2049 | 0.08% |
| NABORS IND LTD P/P 144A 07.5000 01/15/2028 | 0.08% |
| AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 | 0.08% |
| NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.08% |
| ON SEMICONDUC CV 01.6250 10/15/2023 | 0.08% |
| ORTHO-CLINICAL P/P 144A 07.2500 02/01/2028 | 0.08% |
| CF INDUSTRIES INC 03.4500 06/01/2023 | 0.08% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.08% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.07% |
| CALIFORNIA RESOURC TL L+475 06.3633 12/31/2022 | 0.07% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.07% |
| TEVA PHARMA NE P/P 144A 07.1250 01/31/2025 | 0.07% |
| VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.07% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.07% |
| INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 | 0.07% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.07% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.07% |
| IHEARTMEDIA TLB L+300 04.6595 04/29/2026 | 0.07% |
| JO-ANN STORES TL L+500 06.6289 10/16/2023 | 0.07% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.07% |
| PARTY CITY HLDG INC P/P 144A 06.1250 08/15/2023 | 0.07% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.07% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.07% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.07% |
| OCI NV P/P 144A 05.2500 11/01/2024 | 0.07% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.07% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.07% |
| MOOG INC P/P 144A 04.2500 12/15/2027 | 0.07% |
| CREDIT SUISSE GRP AG P/P 144A 05.1000 12/31/2049 | 0.07% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.07% |
| NEW GOLD INC P/P 144A 06.2500 11/15/2022 | 0.07% |
| T-MOBILE USA INC 05.1250 04/15/2025 | 0.07% |
| ARDAGH PKG FIN/HLDGS P/P 144A 06.0000 02/15/2025 | 0.07% |
| BUILDERS FIRSTSO P/P 144A 05.0000 03/01/2030 | 0.07% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.07% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 01/30/2028 | 0.06% |
| BAUSCH HLTH COS INC P/P 144A 05.2500 01/30/2030 | 0.06% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.06% |
| ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 07/15/2023 | 0.06% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.06% |
| CEMEX SAB DE CV P/P 144A 06.1250 05/05/2025 | 0.06% |
| DIVERSEY TL L+300 04.7767 09/06/2024 | 0.06% |
| INTELSAT JACKSON P/P 144A 08.5000 10/15/2024 | 0.06% |
| LLOYDS BANKING GROUP PLC USD 07.5000 04/30/2049 | 0.06% |
| NINE ENERGY SERVICE P/P 144A 08.7500 11/01/2023 | 0.06% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.06% |
| WPX ENERGY INC 04.5000 01/15/2030 | 0.06% |
| ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 | 0.06% |
| ENTERPRISE MERG P/P 144A 08.7500 10/15/2026 | 0.06% |
| TRANSDIGM INC 06.5000 05/15/2025 | 0.06% |
| UNITED RENTALS NORTH AM 03.8750 11/15/2027 | 0.06% |
| NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 | 0.06% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 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% |
| COMSTOCK RESOURCES 09.7500 08/15/2026 | 0.06% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.06% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.06% |
| HUNTSMAN INTERNATIONAL LLC 05.1250 11/15/2022 | 0.06% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.06% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.06% |
| TRONOX INC P/P 144A 06.5000 04/15/2026 | 0.06% |
| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.06% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.06% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.06% |
| NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 | 0.05% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.05% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.05% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.05% |
| ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 02/01/2025 | 0.05% |
| LIVE NATION ENT P/P 144A 04.7500 10/15/2027 | 0.05% |
| MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.05% |
| OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.05% |
| REALOGY GRP / CO P/P 144A 09.3750 04/01/2027 | 0.05% |
| AKZONOBEL TLB L+300 04.6289 10/01/2025 | 0.05% |
| BROOKFIELD RESID P/P 144A 04.8750 02/15/2030 | 0.05% |
| TARGA RES PRTNRS P/P 144A 05.5000 03/01/2030 | 0.05% |
| CHEMOURS CO 05.3750 05/15/2027 | 0.05% |
| ATOTECH TLB1 L+300 04.9446 01/31/2024 | 0.05% |
| FRAC TECH INTL TLB L+475 06.3534 04/16/2021 | 0.05% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.04% |
| DCP MIDSTREAM OPERATING 05.1250 05/15/2029 | 0.04% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.04% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.04% |
| RACKSPACE HOSTING INC L+300 04.7632 11/03/2023 | 0.04% |
| BUCKEYE PARTNERS LP P/P 144A 04.1250 03/01/2025 | 0.04% |
| STARFRUIT US/STAR F P/P 144A 06.5000 10/01/2026 | 0.04% |
| MERCER INTL INC USD 07.3750 01/15/2025 | 0.04% |
| INSTALLED BUILDI P/P 144A 05.7500 02/01/2028 | 0.04% |
| OASIS PETROLEUM INC CV 02.6250 09/15/2023 | 0.04% |
| PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 0.03% |
| FRONT RANGE BIDC P/P 144A 04.0000 03/01/2027 | 0.03% |
| GARDA WORLD SECURITY P/P 144A 04.6250 02/15/2027 | 0.03% |
| ELDORADO RESORTS INC 06.0000 09/15/2026 | 0.03% |
| NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 | 0.03% |
| VALARIS PLC USD 07.7500 02/01/2026 | 0.03% |
| CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.03% |
| MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 | 0.02% |
| CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 | 0.02% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.02% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.02% |
| VALARIS PLC USD 08.0000 01/31/2024 | 0.02% |
| ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.02% |
| ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.02% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.02% |
| STEARNS HLDG LLC CLASS B WTS | 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% |
| TRIBUNE CLASS 1C LITIGAT | 0.01% |
| TXU TCEH RIGHTS | 0.01% |
| NINE POINT ENERGY CNV PRF | 0.01% |
| TREASURY BILL 00.0000 06/11/2020 | 0.01% |
| NINE POINT ENERGY COM | 0.01% |
| ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% |
| DCP MIDSTREAM OPERATING 05.3750 07/15/2025 | 0.00% |
| IHEARTMEDIA INC WT | 0.00% |
| STEARNS HLD/CO P/P 144A 05.0000 11/05/2024 | 0.00% |
| GBP/USD 03/18/2020 GSFX | 0.00% |
| MWO HOLDINGS LLC | 0.00% |
| EUR/USD 03/18/2020 BANKAM | 0.00% |
| TERVITA CORP SEDOL BD1DCC4 | 0.00% |
| TREASURY BILL 00.0000 05/07/2020 | 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 04/15/2020 SSBT | -0.00% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 1.13% |
|---|---|
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.88% |
| SPRINT CORP 07.8750 09/15/2023 | 0.66% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.63% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.59% |
| GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.59% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.57% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.56% |
| MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.51% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.51% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.49% |
| REFINITIV TLB L+325 04.8953 10/01/2025 | 0.47% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.46% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.45% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.43% |
| TENET HEALTHCARE CORP 08.1250 04/01/2022 | 0.43% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.43% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.43% |
| NAVISTAR INTL TLB L+350 05.1700 11/06/2024 | 0.43% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.41% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.41% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.41% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.39% |
| ROYAL BK SCOTLND GRP PLC USD 07.6480 08/29/2049 | 0.39% |
| AES CORP/THE 05.5000 04/15/2025 | 0.39% |
| CENTENE CORP P/P 144A 04.6250 12/15/2029 | 0.39% |
| SPRINT CORP 07.2500 09/15/2021 | 0.39% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.39% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.39% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.38% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.38% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.38% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.38% |
| ALTICE FRANCE P/P 144A 07.3750 05/01/2026 | 0.38% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.37% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.36% |
| BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 | 0.36% |
| LEVEL 3 FINANCING INC 05.2500 03/15/2026 | 0.36% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.36% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.36% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.35% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.35% |
| STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026 | 0.35% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.34% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.34% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.34% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.34% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.33% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.33% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.33% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.33% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.32% |
| HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 | 0.32% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.32% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.32% |
| BRAND ENERGY TL L+425 06.0880 06/21/2024 | 0.31% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.31% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.31% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.31% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.31% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.30% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.30% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.30% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.30% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.30% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.29% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.29% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.29% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.29% |
| SCOTTS MIRACLE-GRO P/P 144A 04.5000 10/15/2029 | 0.28% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.28% |
| 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.28% |
| AMC ENTERTAINMENT HLDGS 05.7500 06/15/2025 | 0.28% |
| JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 | 0.28% |
| WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.28% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.28% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.28% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.27% |
| LEGRAND FRANCE USD 08.5000 02/15/2025 | 0.27% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.27% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.27% |
| DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 | 0.27% |
| VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 | 0.27% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.27% |
| YPSO FINANCE BIS P/P 144A 06.0000 02/15/2028 | 0.27% |
| PETSMART INC TLB L+400 05.6700 03/11/2022 | 0.26% |
| RITE AID CORP P/P 144A 06.1250 04/01/2023 | 0.26% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.26% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.26% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.26% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.26% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.26% |
| NEWELL BRANDS INC 04.2000 04/01/2026 | 0.26% |
| NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 | 0.26% |
| ALTICE LUXEMBOURG SA P/P 144A 10.5000 05/15/2027 | 0.26% |
| ARCELORMITTAL USD 07.0000 10/15/2039 | 0.26% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.26% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.26% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.26% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.26% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.26% |
| SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 | 0.26% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.26% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.25% |
| SABRE GLBL INC P/P 144A 05.3750 04/15/2023 | 0.25% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.25% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.25% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.25% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.25% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.25% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.25% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.25% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.25% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.25% |
| MICROCHIP TEC CV 01.6250 02/15/2027 | 0.25% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.25% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.25% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.25% |
| VERTIV TLB L+400 05.6453 11/15/2023 | 0.25% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.25% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.24% |
| HCA INC 05.2500 06/15/2026 | 0.24% |
| TRANSDIGM INC P/P 144A 05.5000 11/15/2027 | 0.24% |
| AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 | 0.24% |
| CEC ENTERTAINMENT INC L+650 08.1453 08/30/2026 | 0.24% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.24% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.24% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.24% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.24% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.24% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.24% |
| EG GLOBAL FIN PLC P/P 144A 06.7500 02/07/2025 | 0.23% |
| STAPLES INC. P/P 144A 10.7500 04/15/2027 | 0.23% |
| CLEAR CHANNEL TLB L+350 05.5435 08/21/2026 | 0.23% |
| GARTNER INC P/P 144A 05.1250 04/01/2025 | 0.23% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.23% |
| WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 | 0.23% |
| SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 | 0.23% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.23% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.23% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.23% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.23% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.23% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.23% |
| WIDEOPENWEST TLB L+325 04.9044 08/19/2023 | 0.23% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.23% |
| ISTAR INC 04.7500 10/01/2024 | 0.23% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.22% |
| ISTAR INC 04.2500 08/01/2025 | 0.22% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.22% |
| SYNGENTA FINANCE NV P/P 144A 05.1820 04/24/2028 | 0.22% |
| AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 | 0.22% |
| CROWN CASTLE INTL CORP 06.8750 CUM CV PFD | 0.22% |
| PQ CORP P/P 144A 05.7500 12/15/2025 | 0.22% |
| TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.22% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.22% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.22% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.22% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.22% |
| SYNGENTA FINANCE NV P/P 144A 04.8920 04/24/2025 | 0.22% |
| AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.22% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.21% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.21% |
| ATOTECH ALPHA 3 BV P/P 144A 06.2500 02/01/2025 | 0.21% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.21% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.21% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.21% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.21% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.21% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.21% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 0.21% |
| SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.21% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.20% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.20% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.0000 02/01/2028 | 0.20% |
| CPG INTL TL L+375 05.9333 05/05/2024 | 0.20% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.20% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.20% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.20% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.20% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.20% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.20% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.20% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.20% |
| EQUINIX INC 05.3750 05/15/2027 | 0.20% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.20% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.20% |
| NETFLIX INC 04.8750 04/15/2028 | 0.20% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.19% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.19% |
| SPRINT CORP P/P 144A 07.2500 02/01/2028 | 0.19% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.19% |
| HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 | 0.19% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.19% |
| APERGY CORP 06.3750 05/01/2026 | 0.19% |
| HCA INC 05.3750 09/01/2026 | 0.19% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.19% |
| WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 | 0.19% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.19% |
| ASURION 2NDL L+650 08.1453 08/04/2025 | 0.19% |
| HCA INC 05.0000 03/15/2024 | 0.19% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.19% |
| VIRGIN MEDIA FIN PLC P/P 144A 05.7500 01/15/2025 | 0.19% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.19% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.18% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.18% |
| INFOR US INC 06.5000 05/15/2022 | 0.18% |
| MOLINA HEALTHCARE IN 05.3750 11/15/2022 | 0.18% |
| ATOTECH ALPHA 2 BV P/P 144A 08.7500 06/01/2023 | 0.18% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.18% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.18% |
| TENNANT CO 05.6250 05/01/2025 | 0.18% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.18% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.18% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.18% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.18% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.18% |
| LLOYDS BANK PLC 13.0000 01/29/2049 | 0.18% |
| HUSKY TLB L+300 04.6453 03/28/2025 | 0.18% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.18% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.18% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.18% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.18% |
| ARDAGH PKG FIN/HLDGS P/P 144A 05.2500 08/15/2027 | 0.17% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.17% |
| AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.17% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.17% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.17% |
| SPRINGLEAF FINANCE CORP 05.3750 11/15/2029 | 0.17% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.17% |
| FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.17% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.17% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.17% |
| JAMES HARDIE INT P/P 144A 05.0000 01/15/2028 | 0.17% |
| KRONOS 2NDL L+825 10.0133 11/01/2024 | 0.17% |
| SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 | 0.17% |
| STANDARD IND INC P/P 144A 05.3750 11/15/2024 | 0.17% |
| ZIGGO BOND CO BV P/P 144A 06.0000 01/15/2027 | 0.17% |
| KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 | 0.17% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.16% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.16% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.16% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.16% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.16% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.16% |
| L BRANDS INC 07.5000 06/15/2029 | 0.16% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.16% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.16% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.16% |
| CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 | 0.16% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.16% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.16% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.16% |
| TALBOTS TLB L+700 08.6453 11/28/2022 | 0.16% |
| TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.16% |
| FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 | 0.16% |
| NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 | 0.16% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.16% |
| BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 | 0.16% |
| BWAY CORP TLB L+325 05.0840 04/03/2024 | 0.16% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.16% |
| WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.16% |
| CSC HOLDINGS LLC P/P 144A 10.8750 10/15/2025 | 0.15% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.15% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.15% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.15% |
| ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 | 0.15% |
| CIT GROUP INC SEDOL B4Z73G0 | 0.15% |
| DANAHER CORP 04.7500 CUM CV PFD | 0.15% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.15% |
| GARDA WORLD TLB L+475 06.6903 10/23/2026 | 0.15% |
| SPLUNK INC CV 01.1250 09/15/2025 | 0.15% |
| ANTERO RESOURCES 05.3750 11/01/2021 | 0.15% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.15% |
| T-MOBILE US INC SEDOL B94Q9V0 | 0.15% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.15% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.15% |
| HCA INC 05.8750 05/01/2023 | 0.15% |
| JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.15% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.15% |
| CSC HOLDINGS LLC P/P 144A 05.7500 01/15/2030 | 0.14% |
| MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 | 0.14% |
| BROADCOM INC 08.0000 CV PFD | 0.14% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.14% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.14% |
| TRANSOCEAN INC 07.5000 04/15/2031 | 0.14% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.14% |
| ON SEMICONDUC CV 01.6250 10/15/2023 | 0.14% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.14% |
| STANLEY BLACK & DECKER I 05.2500 CV PFD | 0.14% |
| TERRIER MEDIA TLB L+425 05.9898 12/17/2026 | 0.14% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.14% |
| CCO HOLDINGS LLC P/P 144A 04.7500 03/01/2030 | 0.14% |
| CENTENE CORP 04.7500 05/15/2022 | 0.14% |
| CSC HOLDINGS LLC P/P 144A 07.7500 07/15/2025 | 0.14% |
| FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 | 0.14% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 0.14% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.14% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.14% |
| QORVO INC 05.5000 07/15/2026 | 0.14% |
| TRANSOCEAN SENTR P/P 144A 05.3750 05/15/2023 | 0.14% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.13% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.13% |
| EPR PROPERTIES 05.7500 CUM CV PFD | 0.13% |
| FRONTIER COMM 10.5000 09/15/2022 | 0.13% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.13% |
| ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 | 0.13% |
| STANDARD IND INC P/P 144A 06.0000 10/15/2025 | 0.13% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.13% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.13% |
| ALTICE FINCO S.A. P/P 144A 07.6250 02/15/2025 | 0.13% |
| ORYX TLB L+400 06.0536 05/22/2026 | 0.13% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.13% |
| LENNAR CORP 05.8750 11/15/2024 | 0.13% |
| ROBERTSHAW US HOLDING L+325 04.9375 02/28/2025 | 0.13% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.13% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.13% |
| CONSTELLIUM SE P/P 144A 06.6250 03/01/2025 | 0.13% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.13% |
| TRIVIUM PACK FIN P/P 144A 05.5000 08/15/2026 | 0.13% |
| UNIVISION COMM P/P 144A 05.1250 02/15/2025 | 0.13% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.12% |
| CEMEX SAB DE CV P/P 144A 05.4500 11/19/2029 | 0.12% |
| CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 | 0.12% |
| CREDIT ACCEPTANC 07.3750 03/15/2023 | 0.12% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.12% |
| CENTENE CORP P/P 144A 05.2500 04/01/2025 | 0.12% |
| OSHKOSH CORP 05.3750 03/01/2025 | 0.12% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.12% |
| VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 | 0.12% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.12% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.12% |
| MEG ENERGY CORP P/P 144A 07.1250 02/01/2027 | 0.12% |
| ELDORADO RESORTS INC 07.0000 08/01/2023 | 0.12% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.12% |
| CHENIERE CORP CHRIST 07.0000 06/30/2024 | 0.12% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.12% |
| TRANSOCEAN INC P/P 144A 08.0000 02/01/2027 | 0.12% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.12% |
| VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022 | 0.12% |
| POWER SOLUTIONS TLB L+350 05.7344 04/30/2026 | 0.12% |
| TRIVIUM PACKAGING P/P 144A 08.5000 08/15/2027 | 0.12% |
| AES CORP/THE 05.1250 09/01/2027 | 0.12% |
| CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.12% |
| SPRINT CORP 07.6250 03/01/2026 | 0.12% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.11% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.11% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.11% |
| STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.11% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.11% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.11% |
| CENTURYLINK TLB L+275 05.2724 01/31/2025 | 0.11% |
| ROBERTSHAW TL 2L L+800 09.6875 02/28/2026 | 0.11% |
| RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 | 0.11% |
| CLEAR CHANNEL WORLD P/P 144A 09.2500 02/15/2024 | 0.11% |
| SESI LLC 07.1250 12/15/2021 | 0.11% |
| ALTICE FINANCING SA P/P 144A 05.0000 01/15/2028 | 0.11% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.11% |
| SOLENIS 2NDL L+850 10.8314 06/26/2026 | 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% |
| OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 | 0.10% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.10% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.10% |
| THE AES CORPORATION 04.8750 05/15/2023 | 0.10% |
| VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 | 0.10% |
| CHEMOURS CO 07.0000 05/15/2025 | 0.10% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.10% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.10% |
| VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 | 0.10% |
| HILTON DOMESTIC 04.8750 01/15/2030 | 0.10% |
| NEWFIELD EXPLORATION CO 05.6250 07/01/2024 | 0.10% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.10% |
| JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 | 0.10% |
| REVLON CONS TLB L+350 05.4086 09/07/2023 | 0.10% |
| ICAHN ENTER/FIN P/P 144A 05.2500 05/15/2027 | 0.10% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.10% |
| SPRINGLEAF FINANCE CORP 06.6250 01/15/2028 | 0.10% |
| HUB INTL TLB L+400 05.9274 04/25/2025 | 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% |
| LEVEL 3 FINANCING INC 05.6250 02/01/2023 | 0.10% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.10% |
| SOLENIS 1STL L+400 05.9086 06/26/2025 | 0.10% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.09% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.09% |
| PLY GEM TLB L+375 05.4336 04/12/2025 | 0.09% |
| COMMSCOPE INC P/P 144A 08.2500 03/01/2027 | 0.09% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.09% |
| CEMEX P/P 144A 05.7000 01/11/2025 | 0.09% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.09% |
| SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 | 0.09% |
| TRAVELPORT TLB L+500 07.5413 05/30/2026 | 0.09% |
| ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 | 0.09% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.09% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.09% |
| HCA INC. 07.5000 02/15/2022 | 0.09% |
| HOLOGIC INC P/P 144A 04.3750 10/15/2025 | 0.09% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.09% |
| HANESBRANDS INC P/P 144A 04.8750 05/15/2026 | 0.09% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.09% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.09% |
| AES CORP/THE 04.5000 03/15/2023 | 0.09% |
| CREDIT ACCEPTANC P/P 144A 06.6250 03/15/2026 | 0.09% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.09% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.09% |
| BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 | 0.08% |
| L BRANDS INC 06.7500 07/01/2036 | 0.08% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.08% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.08% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.08% |
| AMC ENT HOLDIN 05.8750 11/15/2026 | 0.08% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.08% |
| BOYD GAMING CORP 06.3750 04/01/2026 | 0.08% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.08% |
| CREDIT ACCEPTANC P/P 144A 05.1250 12/31/2024 | 0.08% |
| EQUINIX INC 03.2000 11/18/2029 | 0.08% |
| GFL ENVIRONMENTAL TLB L+300 04.6453 05/31/2025 | 0.08% |
| IHEARTMEDIA TL L+400 05.6550 05/01/2026 | 0.08% |
| AKER BP ASA P/P 144A 04.7500 06/15/2024 | 0.08% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.08% |
| MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 | 0.08% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.08% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.08% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.08% |
| BOYD GAMING CORP P/P 144A 04.7500 12/01/2027 | 0.08% |
| CONSTELLIUM SE P/P 144A 05.7500 05/15/2024 | 0.08% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.08% |
| MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 | 0.08% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.08% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.08% |
| ELANCO ANIMAL HEALTH 04.2720 08/28/2023 | 0.08% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.08% |
| NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.08% |
| NABORS IND LTD P/P 144A 07.5000 01/15/2028 | 0.08% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.08% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.08% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.08% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.08% |
| JPMORGAN CHASE & CO 06.0000 12/29/2049 | 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% |
| ORTHO-CLINICAL P/P 144A 07.2500 02/01/2028 | 0.08% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.08% |
| PARTY CITY HLDG INC P/P 144A 06.1250 08/15/2023 | 0.08% |
| CALIFORNIA RESOURC TL L+475 06.4000 12/31/2022 | 0.08% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.07% |
| CF INDUSTRIES INC 03.4500 06/01/2023 | 0.07% |
| INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 | 0.07% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.07% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.07% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.07% |
| TEVA PHARMA NE P/P 144A 07.1250 01/31/2025 | 0.07% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.07% |
| VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.07% |
| AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 | 0.07% |
| JO-ANN STORES 2NDL L+925 10.9095 05/21/2024 | 0.07% |
| JO-ANN STORES TL L+500 06.6595 10/16/2023 | 0.07% |
| IHEARTMEDIA TLB L+300 04.6595 04/29/2026 | 0.07% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.07% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.07% |
| NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 | 0.07% |
| ENTERPRISE MERG P/P 144A 08.7500 10/15/2026 | 0.07% |
| OCI NV P/P 144A 05.2500 11/01/2024 | 0.07% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.07% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.07% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.07% |
| CREDIT SUISSE GRP AG P/P 144A 05.1000 12/31/2049 | 0.07% |
| MOOG INC P/P 144A 04.2500 12/15/2027 | 0.07% |
| BAUSCH HLTH COS INC P/P 144A 05.2500 01/30/2030 | 0.07% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.07% |
| NINE ENERGY SERVICE P/P 144A 08.7500 11/01/2023 | 0.07% |
| T-MOBILE USA INC 05.1250 04/15/2025 | 0.07% |
| ARDAGH PKG FIN/HLDGS P/P 144A 06.0000 02/15/2025 | 0.06% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 01/30/2028 | 0.06% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.06% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.06% |
| NEW GOLD INC P/P 144A 06.2500 11/15/2022 | 0.06% |
| ORTHO-CLINICAL TLB L+325 04.9050 06/01/2025 | 0.06% |
| WPX ENERGY INC 04.5000 01/15/2030 | 0.06% |
| LLOYDS BANKING GROUP PLC USD 07.5000 04/30/2049 | 0.06% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.06% |
| CEMEX SAB DE CV P/P 144A 06.1250 05/05/2025 | 0.06% |
| DIVERSEY TL L+300 04.7768 09/06/2024 | 0.06% |
| ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 | 0.06% |
| STEEL DYNAMICS INC 05.0000 12/15/2026 | 0.06% |
| INTELSAT JACKSON P/P 144A 08.5000 10/15/2024 | 0.06% |
| TRANSDIGM INC 06.5000 05/15/2025 | 0.06% |
| ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 07/15/2023 | 0.06% |
| UNITED RENTALS NORTH AM 03.8750 11/15/2027 | 0.06% |
| BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 0.06% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.06% |
| WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 | 0.06% |
| COMSTOCK RESOURCES 09.7500 08/15/2026 | 0.06% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.06% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.06% |
| TRONOX INC P/P 144A 06.5000 04/15/2026 | 0.06% |
| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.05% |
| HUNTSMAN INTERNATIONAL LLC 05.1250 11/15/2022 | 0.05% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.05% |
| NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 | 0.05% |
| NATIONSTAR MORT/ 06.5000 07/01/2021 | 0.05% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 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% |
| REALOGY GRP / CO P/P 144A 09.3750 04/01/2027 | 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% |
| AKZONOBEL TLB L+300 04.6990 10/01/2025 | 0.05% |
| ATOTECH TLB1 L+300 04.9446 01/31/2024 | 0.05% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.05% |
| DCP MIDSTREAM OPERATING 05.1250 05/15/2029 | 0.05% |
| CHEMOURS CO 05.3750 05/15/2027 | 0.05% |
| EAGLE HLDG CO II LLC P/P 144A 07.7500 05/15/2022 | 0.05% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.04% |
| ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 02/01/2025 | 0.04% |
| FRAC TECH INTL TLB L+475 06.3953 04/16/2021 | 0.04% |
| RACKSPACE HOSTING INC L+300 04.7632 11/03/2023 | 0.04% |
| STARFRUIT US/STAR F P/P 144A 06.5000 10/01/2026 | 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% |
| NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 | 0.04% |
| VALARIS PLC USD 07.7500 02/01/2026 | 0.04% |
| OASIS PETROLEUM INC CV 02.6250 09/15/2023 | 0.04% |
| INSTALLED BUILDI P/P 144A 05.7500 02/01/2028 | 0.04% |
| CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.03% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.03% |
| BOMBARDIER INC P/P 144A 08.7500 12/01/2021 | 0.03% |
| PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 0.03% |
| TECK RESOURCES LIMITED USD 03.7500 02/01/2023 | 0.03% |
| CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 | 0.03% |
| ELDORADO RESORTS INC 06.0000 09/15/2026 | 0.03% |
| GARDA WORLD SECURITY P/P 144A 04.6250 02/15/2027 | 0.03% |
| CYRUSONE LP/CYRUSONE FIN 03.4500 11/15/2029 | 0.03% |
| ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026 | 0.03% |
| ANTERO MIDSTREAM P/P 144A 05.7500 01/15/2028 | 0.03% |
| MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 | 0.02% |
| VALARIS PLC USD 08.0000 01/31/2024 | 0.02% |
| ESC CB144A STEARNS P/P 144A 09.3750 08/15/2020 | 0.02% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.02% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.02% |
| ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.02% |
| ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.02% |
| 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% |
| TRIBUNE CLASS 1C LITIGAT | 0.01% |
| STEEL DYNAMICS INC 05.2500 04/15/2023 | 0.01% |
| NINE POINT ENERGY CNV PRF | 0.01% |
| TREASURY BILL 00.0000 06/11/2020 | 0.01% |
| TXU TCEH RIGHTS | 0.01% |
| ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.01% |
| TRANSOCEAN INC P/P 144A 09.0000 07/15/2023 | 0.01% |
| DCP MIDSTREAM OPERATING 05.3750 07/15/2025 | 0.01% |
| NINE POINT ENERGY COM | 0.01% |
| IHEARTMEDIA INC WT | 0.00% |
| STEARNS HLD/CO P/P 144A 05.0000 11/05/2024 | 0.00% |
| MWO HOLDINGS LLC | 0.00% |
| TERVITA CORP SEDOL BD1DCC4 | 0.00% |
| TREASURY BILL 00.0000 05/07/2020 | 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% |
| EUR/USD 03/18/2020 BANKAM | 0.00% |
| TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 | 0.00% |
| CAD/USD 04/15/2020 SSBT | -0.00% |
| GBP/USD 03/18/2020 GSFX | -0.00% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 1.12% |
|---|---|
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.86% |
| SPRINT CORP 07.8750 09/15/2023 | 0.84% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.68% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.61% |
| GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.59% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.57% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.51% |
| MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.50% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.48% |
| REFINITIV TLB L+325 05.0494 10/01/2025 | 0.46% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.45% |
| SPRINT CORP 07.2500 09/15/2021 | 0.45% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.44% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.43% |
| TENET HEALTHCARE CORP 08.1250 04/01/2022 | 0.43% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.42% |
| NAVISTAR INTL TLB L+350 05.2400 11/06/2024 | 0.42% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.41% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.41% |
| TRANSDIGM INC P/P 144A 06.2500 03/15/2026 | 0.40% |
| JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 | 0.39% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.39% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.38% |
| AES CORP/THE 05.5000 04/15/2025 | 0.38% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.38% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.38% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.38% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.38% |
| ALTICE FRANCE P/P 144A 07.3750 05/01/2026 | 0.38% |
| CENTENE CORP P/P 144A 04.6250 12/15/2029 | 0.38% |
| ROYAL BK SCOTLND GRP PLC USD 07.6480 08/29/2049 | 0.38% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.37% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.37% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.36% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.36% |
| BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 | 0.36% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.36% |
| LEVEL 3 FINANCING INC 05.2500 03/15/2026 | 0.36% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.36% |
| EQUINIX INC 05.3750 05/15/2027 | 0.36% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.35% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.35% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.35% |
| STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026 | 0.35% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.35% |
| AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.34% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.34% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.34% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.33% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.33% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.33% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.33% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.32% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.32% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.32% |
| HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 | 0.32% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.31% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.31% |
| BRAND ENERGY TL L+425 06.2353 06/21/2024 | 0.31% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.31% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.30% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.30% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.30% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.30% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.30% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.29% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.29% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.29% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.29% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.29% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.29% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.28% |
| 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.28% |
| PETSMART INC TLB L+400 05.7400 03/11/2022 | 0.28% |
| SCOTTS MIRACLE-GRO P/P 144A 04.5000 10/15/2029 | 0.28% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.28% |
| JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 | 0.28% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.28% |
| WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.27% |
| COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 | 0.27% |
| VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 | 0.27% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.27% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.27% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.27% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.27% |
| LEGRAND FRANCE USD 08.5000 02/15/2025 | 0.27% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.27% |
| ON SEMICONDUC CV 01.6250 10/15/2023 | 0.27% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.26% |
| NOVELIS CORP P/P 144A 06.2500 08/15/2024 | 0.26% |
| RITE AID CORP P/P 144A 06.1250 04/01/2023 | 0.26% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.26% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.26% |
| MICROCHIP TEC CV 01.6250 02/15/2027 | 0.26% |
| NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 | 0.26% |
| SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 | 0.26% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.26% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.26% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.26% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.26% |
| NEWELL BRANDS INC 04.2000 04/01/2026 | 0.26% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.25% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.25% |
| ALTICE LUXEMBOURG SA P/P 144A 10.5000 05/15/2027 | 0.25% |
| SABRE GLBL INC P/P 144A 05.3750 04/15/2023 | 0.25% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.25% |
| DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 | 0.25% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.25% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.25% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.25% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.25% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.25% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.25% |
| ARCELORMITTAL USD 07.0000 10/15/2039 | 0.24% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.24% |
| VERTIV TLB L+400 05.9271 11/15/2023 | 0.24% |
| TRANSDIGM INC P/P 144A 05.5000 11/15/2027 | 0.24% |
| AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 | 0.24% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.24% |
| CEC ENTERTAINMENT INC L+650 08.2994 08/30/2026 | 0.24% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.24% |
| HCA INC 05.2500 06/15/2026 | 0.24% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.24% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.24% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.24% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.24% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.24% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.24% |
| EG GLOBAL FIN PLC P/P 144A 06.7500 02/07/2025 | 0.23% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.23% |
| SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 | 0.23% |
| WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 | 0.23% |
| CLEAR CHANNEL TLB L+350 05.5435 08/21/2026 | 0.23% |
| GARTNER INC P/P 144A 05.1250 04/01/2025 | 0.23% |
| STAPLES INC. P/P 144A 10.7500 04/15/2027 | 0.23% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.23% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.23% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.23% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.23% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.23% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.23% |
| WIDEOPENWEST TLB L+325 05.0299 08/19/2023 | 0.22% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.22% |
| ISTAR INC 04.2500 08/01/2025 | 0.22% |
| ISTAR INC 04.7500 10/01/2024 | 0.22% |
| AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 | 0.22% |
| PQ CORP P/P 144A 05.7500 12/15/2025 | 0.22% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.22% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.22% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.22% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.22% |
| GARDA WORLD TLB L+475 06.6903 10/23/2026 | 0.22% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.22% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.21% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.21% |
| SYNGENTA FINANCE NV P/P 144A 05.1820 04/24/2028 | 0.21% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.21% |
| ATOTECH ALPHA 3 BV P/P 144A 06.2500 02/01/2025 | 0.21% |
| CROWN CASTLE INTL CORP 06.8750 CUM CV PFD | 0.21% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.21% |
| SYNGENTA FINANCE NV P/P 144A 04.8920 04/24/2025 | 0.21% |
| TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.21% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.21% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.21% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.21% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.21% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 0.20% |
| SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.20% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.20% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.20% |
| CPG INTL TL L+375 05.9333 05/05/2024 | 0.20% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.20% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.20% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.0000 02/01/2028 | 0.20% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.20% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.20% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.20% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.20% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.20% |
| HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 | 0.20% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.20% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.20% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.20% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.19% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.19% |
| AMC ENTERTAINMENT HLDGS 05.7500 06/15/2025 | 0.19% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.19% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.19% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.19% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.19% |
| APERGY CORP 06.3750 05/01/2026 | 0.19% |
| NETFLIX INC 04.8750 04/15/2028 | 0.19% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.19% |
| WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 | 0.19% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.19% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.19% |
| HCA INC 05.3750 09/01/2026 | 0.18% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.18% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.18% |
| ASURION 2NDL L+650 08.2994 08/04/2025 | 0.18% |
| VIRGIN MEDIA FIN PLC P/P 144A 05.7500 01/15/2025 | 0.18% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.18% |
| INFOR US INC 06.5000 05/15/2022 | 0.18% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.18% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.18% |
| HCA INC 05.0000 03/15/2024 | 0.18% |
| MOLINA HEALTHCARE IN 05.3750 11/15/2022 | 0.18% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.18% |
| ATOTECH ALPHA 2 BV P/P 144A 08.7500 06/01/2023 | 0.18% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.18% |
| TENNANT CO 05.6250 05/01/2025 | 0.18% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.18% |
| LLOYDS BANK PLC 13.0000 01/29/2049 | 0.18% |
| HUSKY TLB L+300 04.7994 03/28/2025 | 0.18% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.18% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.17% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.17% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.17% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.17% |
| ALTICE LUXEMBOURG SA P/P 144A 07.6250 02/15/2025 | 0.17% |
| ARDAGH PKG FIN/HLDGS P/P 144A 05.2500 08/15/2027 | 0.17% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.17% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.17% |
| SPRINGLEAF FINANCE CORP 05.3750 11/15/2029 | 0.17% |
| SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 | 0.17% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.17% |
| JAMES HARDIE INT P/P 144A 05.0000 01/15/2028 | 0.17% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.17% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.17% |
| FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.17% |
| KRONOS 2NDL L+825 10.1591 11/01/2024 | 0.17% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.17% |
| KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 | 0.17% |
| STANDARD IND INC P/P 144A 05.3750 11/15/2024 | 0.17% |
| ZIGGO BOND CO BV P/P 144A 06.0000 01/15/2027 | 0.17% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.17% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.17% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.17% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.16% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.16% |
| TALBOTS TLB L+700 08.7994 11/28/2022 | 0.16% |
| FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 | 0.16% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.16% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.16% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.16% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.16% |
| CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 | 0.16% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.16% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.16% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.16% |
| BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 | 0.16% |
| NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 | 0.16% |
| WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.16% |
| BWAY CORP TLB L+325 05.2343 04/03/2024 | 0.15% |
| CSC HOLDINGS LLC P/P 144A 10.8750 10/15/2025 | 0.15% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.15% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.15% |
| ASCEND LEARNING TLB L+300 04.7994 07/12/2024 | 0.15% |
| TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.15% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.15% |
| AIR METHODS TLB L+350 05.4446 04/21/2024 | 0.15% |
| CIT GROUP INC SEDOL B4Z73G0 | 0.15% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.15% |
| ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 | 0.15% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.15% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.15% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.15% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.15% |
| ANTERO RESOURCES 05.3750 11/01/2021 | 0.14% |
| HCA INC 05.8750 05/01/2023 | 0.14% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.14% |
| T-MOBILE US INC SEDOL B94Q9V0 | 0.14% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.14% |
| CSC HOLDINGS LLC P/P 144A 05.7500 01/15/2030 | 0.14% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.14% |
| FRONTIER COMM 10.5000 09/15/2022 | 0.14% |
| MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 | 0.14% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.14% |
| CENTENE CORP 04.7500 05/15/2022 | 0.14% |
| CENTURYLINK TLB L+275 05.2724 01/31/2025 | 0.14% |
| CSC HOLDINGS LLC P/P 144A 07.7500 07/15/2025 | 0.14% |
| TERRIER MEDIA TLB L+425 05.9898 12/12/2026 | 0.14% |
| CCO HOLDINGS LLC P/P 144A 04.7500 03/01/2030 | 0.14% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.14% |
| QORVO INC 05.5000 07/15/2026 | 0.14% |
| TRANSOCEAN SENTR P/P 144A 05.3750 05/15/2023 | 0.14% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.13% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.13% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.13% |
| EPR PROPERTIES 05.7500 CUM CV PFD | 0.13% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.13% |
| ORYX TLB L+400 06.0536 05/22/2026 | 0.13% |
| STANDARD IND INC P/P 144A 06.0000 10/15/2025 | 0.13% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.13% |
| ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 | 0.13% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.13% |
| ALTICE FINCO S.A. P/P 144A 07.6250 02/15/2025 | 0.13% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.13% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.13% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.13% |
| CONSTELLIUM SE P/P 144A 06.6250 03/01/2025 | 0.12% |
| LENNAR CORP 05.8750 11/15/2024 | 0.12% |
| TRIVIUM PACK FIN P/P 144A 05.5000 08/15/2026 | 0.12% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 0.12% |
| UNIVISION COMM P/P 144A 05.1250 02/15/2025 | 0.12% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.12% |
| CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 | 0.12% |
| CREDIT ACCEPTANC 07.3750 03/15/2023 | 0.12% |
| ROBERTSHAW US HOLDING L+325 05.0625 02/28/2025 | 0.12% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.12% |
| OSHKOSH CORP 05.3750 03/01/2025 | 0.12% |
| CEMEX SAB DE CV P/P 144A 05.4500 11/19/2029 | 0.12% |
| VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 | 0.12% |
| WELLCARE HEALTH PLANS 05.2500 04/01/2025 | 0.12% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.12% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.12% |
| ELDORADO RESORTS INC 07.0000 08/01/2023 | 0.12% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.12% |
| VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022 | 0.12% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.12% |
| TRIVIUM PACKAGING P/P 144A 08.5000 08/15/2027 | 0.12% |
| AES CORP/THE 05.1250 09/01/2027 | 0.12% |
| CHENIERE CORP CHRIST 07.0000 06/30/2024 | 0.12% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.12% |
| CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.11% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.11% |
| POWER SOLUTIONS TLB L+350 05.7344 04/30/2026 | 0.11% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.11% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.11% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.11% |
| STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.11% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.11% |
| RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 | 0.11% |
| CLEAR CHANNEL WORLD P/P 144A 09.2500 02/15/2024 | 0.11% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.11% |
| ROBERTSHAW TL 2L L+800 09.8125 02/28/2026 | 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% |
| ZIGGO BV P/P 144A 05.5000 01/15/2027 | 0.10% |
| CHEMOURS CO 07.0000 05/15/2025 | 0.10% |
| SESI LLC 07.1250 12/15/2021 | 0.10% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.10% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.10% |
| TRANSOCEAN INC 07.5000 04/15/2031 | 0.10% |
| THE AES CORPORATION 04.8750 05/15/2023 | 0.10% |
| VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 | 0.10% |
| VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 | 0.10% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.10% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.10% |
| HILTON DOMESTIC 04.8750 01/15/2030 | 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% |
| NEWFIELD EXPLORATION CO 05.6250 07/01/2024 | 0.10% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.10% |
| SPRINGLEAF FINANCE CORP 06.6250 01/15/2028 | 0.10% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.10% |
| CINEWORLD TLB L+225 04.0494 02/28/2025 | 0.09% |
| HUB INTL TLB L+400 05.9274 04/25/2025 | 0.09% |
| ICAHN ENTER P/P 144A 04.7500 09/15/2024 | 0.09% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.09% |
| LEVEL 3 FINANCING INC 05.6250 02/01/2023 | 0.09% |
| REVLON CONS TLB L+350 05.4086 09/07/2023 | 0.09% |
| SOLENIS 1STL L+400 05.9086 06/26/2025 | 0.09% |
| COMMSCOPE INC P/P 144A 08.2500 03/01/2027 | 0.09% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.09% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.09% |
| AMC ENTERTAINMENT HLDGS 06.1250 05/15/2027 | 0.09% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.09% |
| PLY GEM TLB L+375 05.4856 04/12/2025 | 0.09% |
| STEEL DYNAMICS INC 05.0000 12/15/2026 | 0.09% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.09% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.09% |
| TRAVELPORT TLB L+500 07.5413 05/30/2026 | 0.09% |
| HOLOGIC INC P/P 144A 04.3750 10/15/2025 | 0.09% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.09% |
| SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 | 0.09% |
| CEMEX P/P 144A 05.7000 01/11/2025 | 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% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.09% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.09% |
| HCA INC. 07.5000 02/15/2022 | 0.09% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.09% |
| HANESBRANDS INC P/P 144A 04.8750 05/15/2026 | 0.09% |
| TARGA RESOURCES PART P/P 144A 06.5000 07/15/2027 | 0.09% |
| AES CORP/THE 04.5000 03/15/2023 | 0.09% |
| AMC ENT HOLDIN 05.8750 11/15/2026 | 0.09% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.09% |
| CREDIT ACCEPTANC P/P 144A 06.6250 03/15/2026 | 0.09% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.08% |
| BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 | 0.08% |
| BOYD GAMING CORP 06.3750 04/01/2026 | 0.08% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.08% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.08% |
| GFL ENVIRONMENTAL TLB L+300 04.7994 05/31/2025 | 0.08% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.08% |
| IHEARTMEDIA TL L+400 05.7809 05/01/2026 | 0.08% |
| MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 | 0.08% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.08% |
| AKER BP ASA P/P 144A 04.7500 06/15/2024 | 0.08% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.08% |
| BOYD GAMING CORP P/P 144A 04.7500 12/01/2027 | 0.08% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.08% |
| CREDIT ACCEPTANC P/P 144A 05.1250 12/31/2024 | 0.08% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.08% |
| MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 | 0.08% |
| CONSTELLIUM SE P/P 144A 05.7500 05/15/2024 | 0.08% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.08% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.08% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.08% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.08% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.08% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.08% |
| ELANCO ANIMAL HEALTH 04.2720 08/28/2023 | 0.08% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.08% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.08% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.08% |
| BOMBARDIER INC P/P 144A 08.7500 12/01/2021 | 0.08% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 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% |
| JPMORGAN CHASE & CO 06.0000 12/29/2049 | 0.08% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.08% |
| PARTY CITY HLDG INC P/P 144A 06.1250 08/15/2023 | 0.08% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.08% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.07% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.07% |
| CF INDUSTRIES INC 03.4500 06/01/2023 | 0.07% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.07% |
| CALIFORNIA RESOURC TL L+475 06.5548 12/31/2022 | 0.07% |
| INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 | 0.07% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.07% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.07% |
| VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.07% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.07% |
| ENTERPRISE MERG P/P 144A 08.7500 10/15/2026 | 0.07% |
| TEVA PHARMA NE P/P 144A 07.1250 01/31/2025 | 0.07% |
| NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 | 0.07% |
| EQUINIX INC 05.8750 01/15/2026 | 0.07% |
| JO-ANN STORES 2NDL L+925 11.0420 05/21/2024 | 0.07% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.07% |
| AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 | 0.07% |
| CALPINE CORP P/P 144A 05.8750 01/15/2024 | 0.07% |
| JO-ANN STORES TL L+500 06.9340 10/16/2023 | 0.07% |
| OCI NV P/P 144A 05.2500 11/01/2024 | 0.07% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.07% |
| BAUSCH HLTH COS INC P/P 144A 05.2500 01/30/2030 | 0.07% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.07% |
| MOOG INC P/P 144A 04.2500 12/15/2027 | 0.07% |
| WELLCARE HLTH PLANS P/P 144A 05.3750 08/15/2026 | 0.07% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 01/30/2028 | 0.06% |
| INTELSAT JACKSON P/P 144A 08.5000 10/15/2024 | 0.06% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.06% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.06% |
| NATIONSTAR MORT/ 06.5000 07/01/2021 | 0.06% |
| NEW GOLD INC P/P 144A 06.2500 11/15/2022 | 0.06% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.06% |
| T-MOBILE USA INC 05.1250 04/15/2025 | 0.06% |
| ARDAGH PKG FIN/HLDGS P/P 144A 06.0000 02/15/2025 | 0.06% |
| ORTHO-CLINICAL TLB L+325 05.1584 06/01/2025 | 0.06% |
| CAPITAL AUTO 2NDL L+600 07.8000 03/24/2025 | 0.06% |
| CEMEX SAB DE CV P/P 144A 06.1250 05/05/2025 | 0.06% |
| DIVERSEY TL L+300 04.9271 09/06/2024 | 0.06% |
| LLOYDS BANKING GROUP PLC USD 07.5000 04/30/2049 | 0.06% |
| NINE ENERGY SERVICE P/P 144A 08.7500 11/01/2023 | 0.06% |
| ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 | 0.06% |
| COMSTOCK RESOURCES 09.7500 08/15/2026 | 0.06% |
| TRANSDIGM INC 06.5000 05/15/2025 | 0.06% |
| UNITED RENTALS NORTH AM 03.8750 11/15/2027 | 0.06% |
| BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 0.06% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.06% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.06% |
| WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 | 0.06% |
| ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 07/15/2023 | 0.06% |
| TARGA RESOURCES PART P/P 144A 06.8750 01/15/2029 | 0.06% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.06% |
| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.05% |
| HUNTSMAN INTERNATIONAL LLC 05.1250 11/15/2022 | 0.05% |
| NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 | 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% |
| REALOGY GRP / CO P/P 144A 09.3750 04/01/2027 | 0.05% |
| MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 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% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.05% |
| ACADEMY SPORTS TLB L+400 05.7746 07/02/2022 | 0.05% |
| AKZONOBEL TLB L+325 04.9601 10/01/2025 | 0.05% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.05% |
| CHEMOURS CO 05.3750 05/15/2027 | 0.05% |
| ATOTECH TLB1 L+300 04.9446 01/31/2024 | 0.05% |
| EAGLE HLDG CO II LLC P/P 144A 07.7500 05/15/2022 | 0.05% |
| DCP MIDSTREAM OPERATING 05.1250 05/15/2029 | 0.04% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.04% |
| VALARIS PLC USD 07.7500 02/01/2026 | 0.04% |
| STARFRUIT US/STAR F P/P 144A 06.5000 10/01/2026 | 0.04% |
| ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 02/01/2025 | 0.04% |
| FRAC TECH INTL TLB L+475 06.5494 04/16/2021 | 0.04% |
| OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 | 0.04% |
| RACKSPACE HOSTING INC L+300 04.9023 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% |
| MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 | 0.04% |
| NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 | 0.04% |
| FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 | 0.04% |
| CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.04% |
| INSTALLED BUILDI P/P 144A 05.7500 02/01/2028 | 0.04% |
| STEEL DYNAMICS INC 04.1250 09/15/2025 | 0.04% |
| PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 0.03% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.03% |
| TECK RESOURCES LIMITED USD 03.7500 02/01/2023 | 0.03% |
| ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026 | 0.03% |
| ELDORADO RESORTS INC 06.0000 09/15/2026 | 0.03% |
| ANTERO MIDSTREAM P/P 144A 05.7500 01/15/2028 | 0.03% |
| CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 | 0.03% |
| CYRUSONE LP/CYRUSONE FIN 03.4500 11/15/2029 | 0.03% |
| SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 | 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 | 0.02% |
| VALARIS PLC USD 08.0000 01/31/2024 | 0.02% |
| ESC CB144A STEARNS P/P 144A 09.3750 08/15/2020 | 0.02% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.02% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.02% |
| STEEL DYNAMICS INC 05.2500 04/15/2023 | 0.02% |
| ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.02% |
| ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.02% |
| CHC GRP LLC P/P CV 00.0000 10/01/2020 | 0.01% |
| TRIBUNE CLASS 1C LITIGAT | 0.01% |
| NINE POINT ENERGY CNV PRF | 0.01% |
| TREASURY BILL 00.0000 06/11/2020 | 0.01% |
| TXU TCEH RIGHTS | 0.01% |
| NINE POINT ENERGY COM | 0.01% |
| TRANSOCEAN INC P/P 144A 09.0000 07/15/2023 | 0.01% |
| DCP MIDSTREAM OPERATING 05.3750 07/15/2025 | 0.00% |
| IHEARTMEDIA INC WT | 0.00% |
| STEARNS HLD/CO P/P 144A 05.0000 11/05/2024 | 0.00% |
| ADVANZ PHARMA CORP SEDOL BH4P601 | 0.00% |
| CAD/USD 01/15/2020 SSBT | 0.00% |
| MWO HOLDINGS LLC | 0.00% |
| TERVITA CORP SEDOL BD1DCC4 | 0.00% |
| TREASURY BILL 00.0000 05/07/2020 | 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% |
| EUR/USD 03/18/2020 BANKAM | -0.00% |
| GBP/USD 03/18/2020 GSFX | -0.00% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 1.09% |
|---|---|
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.88% |
| SPRINT CORP 07.8750 09/15/2023 | 0.86% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.68% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.62% |
| GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.58% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.51% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.49% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.48% |
| REFINITIV TLB L+375 05.4516 10/01/2025 | 0.48% |
| MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.47% |
| SPRINT CORP 07.2500 09/15/2021 | 0.46% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.46% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.45% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.45% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.45% |
| TENET HEALTHCARE CORP 08.1250 04/01/2022 | 0.44% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.43% |
| NAVISTAR INTL TLB L+350 05.2700 11/06/2024 | 0.43% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.42% |
| TRANSDIGM INC P/P 144A 06.2500 03/15/2026 | 0.41% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.41% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.41% |
| JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 | 0.40% |
| AES CORP/THE 05.5000 04/15/2025 | 0.40% |
| ROYAL BK SCOTLND GRP PLC USD 07.6480 08/29/2049 | 0.39% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.39% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.39% |
| CENTENE CORP P/P 144A 04.6250 12/15/2029 | 0.39% |
| ALTICE FRANCE P/P 144A 07.3750 05/01/2026 | 0.38% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.38% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.38% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.38% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.38% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.37% |
| LEVEL 3 FINANCING INC 05.2500 03/15/2026 | 0.37% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.37% |
| EQUINIX INC 05.3750 05/15/2027 | 0.36% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.36% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.36% |
| BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 | 0.36% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.36% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.36% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.36% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.36% |
| AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.35% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.35% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.34% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.34% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.34% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.34% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.33% |
| HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 | 0.33% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.33% |
| HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 | 0.33% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.32% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.32% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.31% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.31% |
| BRAND ENERGY TL L+425 06.2356 06/21/2024 | 0.31% |
| JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 | 0.31% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.31% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.31% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.30% |
| STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026 | 0.30% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.30% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.30% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.30% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.30% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.30% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.29% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.29% |
| 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.29% |
| JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 | 0.28% |
| WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.28% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.28% |
| VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 | 0.28% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.28% |
| LEGRAND FRANCE USD 08.5000 02/15/2025 | 0.28% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.27% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.27% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.27% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.27% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.27% |
| NOVELIS CORP P/P 144A 06.2500 08/15/2024 | 0.27% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.27% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.27% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.27% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.26% |
| NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 | 0.26% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.26% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.26% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.26% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.26% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.26% |
| SABRE GLBL INC P/P 144A 05.3750 04/15/2023 | 0.26% |
| SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 | 0.26% |
| ALTICE LUXEMBOURG SA P/P 144A 10.5000 05/15/2027 | 0.26% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.26% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.26% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.26% |
| ON SEMICONDUC CV 01.6250 10/15/2023 | 0.25% |
| CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 | 0.25% |
| COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 | 0.25% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.25% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.25% |
| ARCELORMITTAL USD 07.0000 10/15/2039 | 0.25% |
| AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 | 0.25% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.25% |
| TRANSDIGM INC P/P 144A 05.5000 11/15/2027 | 0.25% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.25% |
| VERTIV TLB L+400 05.9271 11/15/2023 | 0.25% |
| CEC ENTERTAINMENT INC L+650 08.2016 08/30/2026 | 0.24% |
| MICROCHIP TEC CV 01.6250 02/15/2027 | 0.24% |
| HCA INC 05.2500 06/15/2026 | 0.24% |
| RITE AID CORP P/P 144A 06.1250 04/01/2023 | 0.24% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.24% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.24% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.24% |
| STAPLES INC. P/P 144A 10.7500 04/15/2027 | 0.24% |
| SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 | 0.24% |
| GARTNER INC P/P 144A 05.1250 04/01/2025 | 0.24% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.24% |
| CLEAR CHANNEL TLB L+350 05.5435 08/21/2026 | 0.24% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.24% |
| WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 | 0.24% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.24% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.24% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.23% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.23% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.23% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.23% |
| EG GLOBAL FIN PLC P/P 144A 06.7500 02/07/2025 | 0.23% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.23% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.23% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.23% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.23% |
| AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 | 0.23% |
| ISTAR INC 04.7500 10/01/2024 | 0.23% |
| WIDEOPENWEST TLB L+325 04.9528 08/19/2023 | 0.23% |
| PQ CORP P/P 144A 05.7500 12/15/2025 | 0.22% |
| BAUSCH HLTH AMERICAS P/P 144A 09.2500 04/01/2026 | 0.22% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.22% |
| GARDA WORLD TLB L+475 06.6903 10/23/2026 | 0.22% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.22% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.22% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.22% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.22% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.22% |
| SYNGENTA FINANCE NV P/P 144A 04.8920 04/24/2025 | 0.22% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 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% |
| ATOTECH ALPHA 3 BV P/P 144A 06.2500 02/01/2025 | 0.21% |
| MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 | 0.21% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 0.21% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.21% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.21% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.21% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.21% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.21% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.0000 02/01/2028 | 0.21% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.21% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.21% |
| SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.21% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.21% |
| CROWN CASTLE INTL CORP 06.8750 CUM CV PFD | 0.20% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.20% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.20% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.20% |
| SCOTTS MIRACLE-GRO P/P 144A 04.5000 10/15/2029 | 0.20% |
| TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.20% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.20% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.20% |
| AMC ENTERTAINMENT HLDGS 05.7500 06/15/2025 | 0.20% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.20% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.20% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.20% |
| BAUSCH HLTH COS INC P/P 144A 09.0000 12/15/2025 | 0.20% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.19% |
| HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 | 0.19% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.19% |
| WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 | 0.19% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.19% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.19% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.19% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.19% |
| HCA INC 05.3750 09/01/2026 | 0.19% |
| NETFLIX INC 04.8750 04/15/2028 | 0.19% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.19% |
| VIRGIN MEDIA FIN PLC P/P 144A 05.7500 01/15/2025 | 0.19% |
| ASURION 2NDL L+650 08.2016 08/04/2025 | 0.19% |
| INFOR US INC 06.5000 05/15/2022 | 0.19% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.19% |
| HCA INC 05.0000 03/15/2024 | 0.19% |
| MOLINA HEALTHCARE IN 05.3750 11/15/2022 | 0.19% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.19% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.18% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.18% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.18% |
| TENNANT CO 05.6250 05/01/2025 | 0.18% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.18% |
| APERGY CORP 06.3750 05/01/2026 | 0.18% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.18% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.18% |
| HOUSTON FUEL TLB L+175 07.0000 06/26/2025 | 0.18% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.18% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.18% |
| ALTICE LUXEMBOURG SA P/P 144A 07.6250 02/15/2025 | 0.18% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.18% |
| LLOYDS BANK PLC 13.0000 01/29/2049 | 0.18% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.18% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.18% |
| PETSMART INC TLB L+300 05.7700 03/11/2022 | 0.18% |
| SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 | 0.18% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.17% |
| ARDAGH PKG FIN/HLDGS P/P 144A 05.2500 08/15/2027 | 0.17% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.17% |
| JAMES HARDIE INT P/P 144A 05.0000 01/15/2028 | 0.17% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.17% |
| SPRINGLEAF FINANCE CORP 05.3750 11/15/2029 | 0.17% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.17% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.17% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.17% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.17% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.17% |
| STANDARD IND INC P/P 144A 05.3750 11/15/2024 | 0.17% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.17% |
| KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 | 0.17% |
| ZIGGO BOND CO BV P/P 144A 06.0000 01/15/2027 | 0.17% |
| KRONOS 2NDL L+825 10.1591 11/01/2024 | 0.17% |
| TALBOTS TLB L+700 08.7016 11/28/2022 | 0.17% |
| FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.17% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.17% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.17% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.17% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.16% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.16% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.16% |
| NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 | 0.16% |
| NEWELL BRANDS INC 04.2000 04/01/2026 | 0.16% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.16% |
| FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 | 0.16% |
| BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 | 0.16% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.16% |
| WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.16% |
| CSC HOLDINGS LLC P/P 144A 10.8750 10/15/2025 | 0.16% |
| HUSKY TLB L+300 04.7016 03/28/2025 | 0.16% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.16% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.16% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.16% |
| BWAY CORP TLB L+325 05.2343 04/03/2024 | 0.16% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.16% |
| ASCEND LEARNING TLB L+300 04.7016 07/12/2024 | 0.16% |
| TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.16% |
| CIT GROUP INC SEDOL B4Z73G0 | 0.15% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.15% |
| ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 | 0.15% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.15% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.15% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.15% |
| HCA INC 05.8750 05/01/2023 | 0.15% |
| ICAHN ENTERPRISES/FI 06.2500 02/01/2022 | 0.15% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.15% |
| T-MOBILE US INC SEDOL B94Q9V0 | 0.15% |
| AIR METHODS TLB L+350 05.6044 04/21/2024 | 0.15% |
| ROSE ROCK MIDSTREAM/ 05.6250 07/15/2022 | 0.15% |
| ANTERO RESOURCES 05.3750 11/01/2021 | 0.15% |
| CPG INTL TL L+375 05.9333 05/05/2024 | 0.15% |
| CSC HOLDINGS LLC P/P 144A 05.7500 01/15/2030 | 0.14% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.14% |
| CSC HOLDINGS LLC P/P 144A 07.7500 07/15/2025 | 0.14% |
| CCO HOLDINGS LLC P/P 144A 04.7500 03/01/2030 | 0.14% |
| CENTENE CORP 04.7500 05/15/2022 | 0.14% |
| CENTURYLINK TLB L+275 05.2724 01/31/2025 | 0.14% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.14% |
| MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 | 0.14% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.14% |
| ATOTECH ALPHA 2 BV P/P 144A 08.7500 06/01/2023 | 0.14% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.14% |
| EPR PROPERTIES 05.7500 CUM CV PFD | 0.14% |
| QORVO INC 05.5000 07/15/2026 | 0.14% |
| FRONTIER COMM 11.0000 09/15/2025 | 0.14% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.14% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.14% |
| TRANSOCEAN SENTR P/P 144A 05.3750 05/15/2023 | 0.14% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.14% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.14% |
| ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 | 0.14% |
| STANDARD IND INC P/P 144A 06.0000 10/15/2025 | 0.14% |
| ALTICE FINCO S.A. P/P 144A 07.6250 02/15/2025 | 0.13% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.13% |
| 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% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.13% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.13% |
| ORYX TLB L+400 06.0536 05/22/2026 | 0.13% |
| CONSTELLIUM SE P/P 144A 06.6250 03/01/2025 | 0.13% |
| LENNAR CORP 05.8750 11/15/2024 | 0.13% |
| CREDIT ACCEPTANC 07.3750 03/15/2023 | 0.13% |
| TRIVIUM PACK FIN P/P 144A 05.5000 08/15/2026 | 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% |
| CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 | 0.13% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.12% |
| OSHKOSH CORP 05.3750 03/01/2025 | 0.12% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.12% |
| UNIVISION COMM P/P 144A 05.1250 02/15/2025 | 0.12% |
| VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 | 0.12% |
| WELLCARE HEALTH PLANS 05.2500 04/01/2025 | 0.12% |
| ROBERTSHAW US HOLDING L+325 05.0000 02/28/2025 | 0.12% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.12% |
| ELDORADO RESORTS INC 07.0000 08/01/2023 | 0.12% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.12% |
| CEMEX SAB DE CV P/P 144A 05.4500 11/19/2029 | 0.12% |
| CHEMOURS CO 07.0000 05/15/2025 | 0.12% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 0.12% |
| AES CORP/THE 05.1250 09/01/2027 | 0.12% |
| CHENIERE CORP CHRIST 07.0000 06/30/2024 | 0.12% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.12% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.12% |
| CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.12% |
| POWER SOLUTIONS TLB L+350 05.7344 04/30/2026 | 0.12% |
| TRIVIUM PACKAGING P/P 144A 08.5000 08/15/2027 | 0.12% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.12% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.12% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.12% |
| ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 | 0.12% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.12% |
| STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.12% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.11% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.11% |
| TRAVERSE TLB L+400 05.7100 09/27/2024 | 0.11% |
| ROBERTSHAW TL 2L L+800 09.7500 02/28/2026 | 0.11% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.11% |
| CLEAR CHANNEL WORLD P/P 144A 09.2500 02/15/2024 | 0.11% |
| VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022 | 0.11% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.11% |
| RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 | 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% |
| ZIGGO BV P/P 144A 05.5000 01/15/2027 | 0.11% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.11% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.10% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.10% |
| THE AES CORPORATION 04.8750 05/15/2023 | 0.10% |
| VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 | 0.10% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.10% |
| COMMSCOPE INC P/P 144A 08.2500 03/01/2027 | 0.10% |
| HILTON DOMESTIC 04.8750 01/15/2030 | 0.10% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.10% |
| JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 | 0.10% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.10% |
| NEWFIELD EXPLORATION CO 05.6250 07/01/2024 | 0.10% |
| CINEWORLD TLB L+225 03.9516 02/28/2025 | 0.10% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.10% |
| LEVEL 3 FINANCING INC 05.6250 02/01/2023 | 0.10% |
| HUB INTL TLB L+400 05.9274 04/25/2025 | 0.10% |
| ICAHN ENTER P/P 144A 04.7500 09/15/2024 | 0.10% |
| SPRINGLEAF FINANCE CORP 06.6250 01/15/2028 | 0.10% |
| STEEL DYNAMICS INC 05.0000 12/15/2026 | 0.10% |
| AMC ENTERTAINMENT HLDGS 06.1250 05/15/2027 | 0.09% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.09% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.09% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.09% |
| PLY GEM TLB L+375 05.5090 04/12/2025 | 0.09% |
| VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 | 0.09% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.09% |
| REVLON CONS TLB L+350 05.4091 09/07/2023 | 0.09% |
| SESI LLC 07.1250 12/15/2021 | 0.09% |
| CEMEX P/P 144A 05.7000 01/11/2025 | 0.09% |
| HOLOGIC INC P/P 144A 04.3750 10/15/2025 | 0.09% |
| SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 | 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% |
| ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 | 0.09% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.09% |
| HCA INC. 07.5000 02/15/2022 | 0.09% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.09% |
| HANESBRANDS INC P/P 144A 04.8750 05/15/2026 | 0.09% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.09% |
| AES CORP/THE 04.5000 03/15/2023 | 0.09% |
| AMC ENT HOLDIN 05.8750 11/15/2026 | 0.09% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.09% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.09% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.09% |
| TARGA RESOURCES PART P/P 144A 06.5000 07/15/2027 | 0.09% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.09% |
| BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 | 0.09% |
| CREDIT ACCEPTANC P/P 144A 06.6250 03/15/2026 | 0.09% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.09% |
| BOYD GAMING CORP 06.3750 04/01/2026 | 0.09% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.09% |
| AKER BP ASA P/P 144A 04.7500 06/15/2024 | 0.08% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.08% |
| GFL ENVIRONMENTAL TLB L+300 04.7016 05/31/2025 | 0.08% |
| IHEARTMEDIA TL L+400 05.6911 05/01/2026 | 0.08% |
| MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 | 0.08% |
| MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 | 0.08% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.08% |
| CONSTELLIUM SE P/P 144A 05.7500 05/15/2024 | 0.08% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.08% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.08% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.08% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.08% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.08% |
| BOYD GAMING CORP P/P 144A 04.7500 12/01/2027 | 0.08% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.08% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.08% |
| ELANCO ANIMAL HEALTH 04.2720 08/28/2023 | 0.08% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.08% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.08% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.08% |
| BOMBARDIER INC P/P 144A 08.7500 12/01/2021 | 0.08% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 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% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.08% |
| JPMORGAN CHASE & CO 06.0000 12/29/2049 | 0.08% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.08% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.08% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.08% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.08% |
| CF INDUSTRIES INC 03.4500 06/01/2023 | 0.08% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.08% |
| INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 | 0.07% |
| JO-ANN STORES TL L+500 06.9340 10/16/2023 | 0.07% |
| VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.07% |
| JO-ANN STORES 2NDL L+925 10.9580 05/21/2024 | 0.07% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.07% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.07% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.07% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.07% |
| TEVA PHARMA NE P/P 144A 07.1250 01/31/2025 | 0.07% |
| CALIFORNIA RESOURC TL L+475 06.4516 12/31/2022 | 0.07% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.07% |
| EQUINIX INC 05.8750 01/15/2026 | 0.07% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.07% |
| AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 | 0.07% |
| CALPINE CORP P/P 144A 05.8750 01/15/2024 | 0.07% |
| MALLINCKRODT FIN/SB P/P 144A 05.5000 04/15/2025 | 0.07% |
| OCI NV P/P 144A 05.2500 11/01/2024 | 0.07% |
| PARTY CITY HLDG INC P/P 144A 06.1250 08/15/2023 | 0.07% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.07% |
| WELLCARE HLTH PLANS P/P 144A 05.3750 08/15/2026 | 0.07% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.07% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.07% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.07% |
| NATIONSTAR MORT/ 06.5000 07/01/2021 | 0.07% |
| T-MOBILE USA INC 05.1250 04/15/2025 | 0.07% |
| ARDAGH PKG FIN/HLDGS P/P 144A 06.0000 02/15/2025 | 0.07% |
| NEW GOLD INC P/P 144A 06.2500 11/15/2022 | 0.07% |
| ORTHO-CLINICAL TLB L+325 05.3064 06/01/2025 | 0.07% |
| CAPITAL AUTO 2NDL L+600 07.7100 03/24/2025 | 0.06% |
| CEMEX SAB DE CV P/P 144A 06.1250 05/05/2025 | 0.06% |
| ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 | 0.06% |
| LLOYDS BANKING GROUP PLC USD 07.5000 04/30/2049 | 0.06% |
| DIVERSEY TL L+300 04.9270 09/06/2024 | 0.06% |
| NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 | 0.06% |
| TRANSDIGM INC 06.5000 05/15/2025 | 0.06% |
| INTELSAT JACKSON P/P 144A 08.5000 10/15/2024 | 0.06% |
| UNITED RENTALS NORTH AM 03.8750 11/15/2027 | 0.06% |
| WEWORK COS INC P/P 144A 07.8750 05/01/2025 | 0.06% |
| BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 0.06% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.06% |
| NINE ENERGY SERVICE P/P 144A 08.7500 11/01/2023 | 0.06% |
| WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 | 0.06% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.06% |
| CBS OUT AMER CAP LLC 05.8750 03/15/2025 | 0.06% |
| COMSTOCK RESOURCES 09.7500 08/15/2026 | 0.06% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.06% |
| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.06% |
| TARGA RESOURCES PART P/P 144A 06.8750 01/15/2029 | 0.06% |
| TRANSOCEAN INC 07.5000 04/15/2031 | 0.06% |
| HUNTSMAN INTERNATIONAL LLC 05.1250 11/15/2022 | 0.06% |
| NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 | 0.05% |
| ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 07/15/2023 | 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% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.05% |
| MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.05% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.05% |
| REALOGY GRP / CO P/P 144A 09.3750 04/01/2027 | 0.05% |
| TARGA RES PRTNRS P/P 144A 05.5000 03/01/2030 | 0.05% |
| EAGLE HLDG CO II LLC P/P 144A 07.7500 05/15/2022 | 0.05% |
| FRAC TECH INTL TLB L+475 06.4516 04/16/2021 | 0.05% |
| ACADEMY SPORTS TLB L+400 05.7233 07/02/2022 | 0.05% |
| CHEMOURS CO 05.3750 05/15/2027 | 0.05% |
| DCP MIDSTREAM OPERATING 05.1250 05/15/2029 | 0.05% |
| GENON 939CER907 | 0.04% |
| STARFRUIT US/STAR F P/P 144A 06.5000 10/01/2026 | 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% |
| RACKSPACE HOSTING INC L+300 04.9021 11/03/2023 | 0.04% |
| ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 02/01/2025 | 0.04% |
| NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 | 0.04% |
| MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 | 0.04% |
| OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 | 0.04% |
| STEEL DYNAMICS INC 04.1250 09/15/2025 | 0.04% |
| VALARIS PLC USD 07.7500 02/01/2026 | 0.04% |
| FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 | 0.04% |
| INSTALLED BUILDI P/P 144A 05.7500 02/01/2028 | 0.04% |
| TECK RESOURCES LIMITED USD 03.7500 02/01/2023 | 0.03% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.03% |
| OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.03% |
| PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 0.03% |
| ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026 | 0.03% |
| ELDORADO RESORTS INC 06.0000 09/15/2026 | 0.03% |
| ARCELORMITTAL USD 06.1250 06/01/2025 | 0.03% |
| CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.03% |
| CYRUSONE LP/CYRUSONE FIN 03.4500 11/15/2029 | 0.03% |
| SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 | 0.03% |
| ESC CB144A STEARNS P/P 144A 09.3750 08/15/2020 | 0.02% |
| NABORS INDUSTRIES INC. 05.5000 01/15/2023 | 0.02% |
| VALARIS PLC USD 08.0000 01/31/2024 | 0.02% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.02% |
| STEEL DYNAMICS INC 05.2500 04/15/2023 | 0.02% |
| ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.02% |
| CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 | 0.02% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.02% |
| ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.02% |
| CHC GRP LLC P/P CV 00.0000 10/01/2020 | 0.02% |
| TRIBUNE CLASS 1C LITIGAT | 0.01% |
| ADVANZ PHARMA CORP SEDOL BH4P601 | 0.01% |
| NINE POINT ENERGY CNV PRF | 0.01% |
| TREASURY BILL 00.0000 12/12/2019 | 0.01% |
| TXU TCEH RIGHTS | 0.01% |
| NINE POINT ENERGY COM | 0.01% |
| TRANSOCEAN INC P/P 144A 09.0000 07/15/2023 | 0.01% |
| DCP MIDSTREAM OPERATING 05.3750 07/15/2025 | 0.00% |
| IHEARTMEDIA INC WT | 0.00% |
| STEARNS HLD/CO P/P 144A 05.0000 11/05/2024 | 0.00% |
| MWO HOLDINGS LLC | 0.00% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.00% |
| TERVITA CORP SEDOL BD1DCC4 | 0.00% |
| TREASURY BILL 00.0000 05/07/2020 | 0.00% |
| AVAYA HOLDINGS CORP SEDOL BD9G9B3 | 0.00% |
| CAD/USD 01/15/2020 SSBT | 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 GSFX | -0.01% |
Fixed income statistics as of 02/29/20
| Average effective maturity | 4.43 yrs. |
|---|---|
| Average effective duration | 3.58 yrs. |
| Average yield to maturity | 5.54% |
| Average coupon | 5.86% |
Sector weightings as of 02/29/20
| Cash investments | Non-cash investments | Total portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread duration | Weight | Spread duration | Weight | Spread duration | |
| High-yield corporate bonds | 73.90% | 2.52 | 0.00% | 0.00 | 73.90% | 2.52 |
| Investment-grade corporate bonds | 12.13% | 0.67 | 0.00% | 0.00 | 12.13% | 0.67 |
| Bank loans | 5.76% | 0.24 | 0.00% | 0.00 | 5.76% | 0.24 |
| Convertible securities | 1.56% | 0.02 | 0.00% | 0.00 | 1.56% | 0.02 |
| Emerging-market bonds | 1.10% | 0.05 | 0.00% | 0.00 | 1.10% | 0.05 |
| Equity investments | 0.69% | 0.00 | 0.00% | 0.00 | 0.69% | 0.00 |
| International Treasury/agency | 0.47% | 0.03 | 0.00% | 0.00 | 0.47% | 0.03 |
| Net cash | 4.39% | 0.00 | 0.00% | 0.00 | 4.39% | 0.00 |
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.
Maturity detail as of 02/29/20
| 0 - 1 yr. | 10.95% |
|---|---|
| 1 - 5 yrs. | 54.02% |
| 5 - 10 yrs. | 30.72% |
| 10 - 15 yrs. | 2.06% |
| Over 15 yrs. | 2.25% |
Quality rating as of 02/29/20
| A | 0.14% |
|---|---|
| BBB | 12.63% |
| BB | 41.42% |
| B | 31.75% |
| CCC and Below | 8.23% |
| Not Rated | 1.44% |
| Net cash | 4.39% |
Fund characteristics will vary over time.
Due to rounding, percentages may not equal 100%.
Consider these risks before investing: The value of investments in the fund's portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political or financial market conditions, investor sentiment and market perceptions, government actions, geopolitical events or changes, and factors related to a specific issuer, geography, industry or sector. These and other factors may lead to increased volatility and reduced liquidity in the fund's portfolio holdings. Lower-rated bonds may offer higher yields in return for more risk. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds (a significant part of the fund's investments). Risks associated with derivatives include increased investment exposure (which may be considered leverage) and, in the case of over-the-counter instruments, the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Unlike bonds, funds that invest in bonds have fees and expenses. You can lose money by investing in the fund.
Credit qualities are shown as a percentage of the fund's net assets. A bond rated BBB or higher (A-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. Ratings and portfolio credit quality will vary over time. Net cash, if any, represent the market value weights of cash, derivatives, and short-term securities in the portfolio. The fund itself has not been rated by an independent rating agency.
Top industry sectors as of 02/29/20
| Consumer cyclicals | 20.86% |
|---|---|
| Basic materials | 12.04% |
| Communication services | 11.97% |
| Financials | 9.67% |
| Capital goods | 9.29% |
| Energy | 8.08% |
| Health care | 7.86% |
| Consumer staples | 7.02% |
| Technology | 4.99% |
| Other | 8.22% |
0
Allocations may not total 100% of net assets because the table includes the notional value of certain derivatives (the economic value for purposes of calculating periodic payment obligations), in addition to the market value of securities.
Sectors will vary over time.
Country allocation as of 02/29/20
| United States | 84.09% |
|---|---|
| Canada | 6.02% |
| United Kingdom | 1.88% |
| Luxembourg | 1.50% |
| Netherlands | 1.38% |
| Ireland | 1.15% |
| France | 1.06% |
| Switzerland | 0.73% |
| Israel | 0.57% |
| Other | 1.62% |
0
Expenses
Expense ratio |
Class A | Class B | Class C | Class M | Class R | Class R6 | Class Y |
|---|---|---|---|---|---|---|---|
| Total expense ratio | 1.03% | 1.78% | 1.78% | 1.28% | 1.28% | 0.67% | 0.78% |
| What you pay | 1.03% | 1.78% | 1.78% | 1.28% | 1.28% | 0.67% | 0.78% |
Sales charge
| Breakpoint | Class A | Class B | Class C | Class M | Class R | Class R6 | Class Y |
|---|---|---|---|---|---|---|---|
| $0-$49,999 | 4.00% / 3.50% | 0.00% / 4.00% | 0.00% / 1.00% | 3.25% / 3.00% | -- | -- | -- |
| $50,000-$99,999 | 4.00% / 3.50% | 0.00% / 4.00% | 0.00% / 1.00% | 2.25% / 2.00% | -- | -- | -- |
| $100,000-$249,999 | 3.25% / 2.75% | -- | 0.00% / 1.00% | 1.25% / 1.00% | -- | -- | -- |
| $250,000-$499,999 | 2.50% / 2.00% | -- | 0.00% / 1.00% | 1.00% / 1.00% | -- | -- | -- |
| $500,000-$999,999 | 0.00% / 1.00% | -- | -- | -- | -- | -- | -- |
| $1M-$4M | 0.00% / 1.00% | -- | -- | -- | -- | -- | -- |
| $4M-$50M | 0.00% / 0.50% | -- | -- | -- | -- | -- | -- |
| $50M+ | 0.00% / 0.25% | -- | -- | -- | -- | -- | -- |
CDSC
| Class A (sales for $500,000+) | Class B | Class C | Class M | Class R | Class R6 | Class Y | |
|---|---|---|---|---|---|---|---|
| 0 to 9 mts. | 1.00% | 5.00% | 1.00% | -- | -- | -- | -- |
| 9 to 12 mts. | 1.00% | 5.00% | 1.00% | -- | -- | -- | -- |
| 2 yrs. | 0.00% | 4.00% | 0.00% | -- | -- | -- | -- |
| 3 yrs. | 0.00% | 3.00% | 0.00% | -- | -- | -- | -- |
| 4 yrs. | 0.00% | 3.00% | 0.00% | -- | -- | -- | -- |
| 5 yrs. | 0.00% | 2.00% | 0.00% | -- | -- | -- | -- |
| 6 yrs. | 0.00% | 1.00% | 0.00% | -- | -- | -- | -- |
| 7+ yrs. | 0.00% | 0.00% | 0.00% | -- | -- | -- | -- |
Trail commissions
| Class A | Class B | Class C | Class M | Class R | Class R6 | Class Y | |
|---|---|---|---|---|---|---|---|
| 0.25% | 0.25% | 1.00% | 0.40% | 0.50% | 0.00% | 0.00% | |
| NA | NA | NA | NA | NA | NA | NA | |
| NA | NA | NA | NA | NA | NA | NA |
For sales and trail commission information on purchases over $500,000 and participant-directed qualified retirement plans, see a Putnam fund prospectus and the statement of additional information.
The JPMorgan Developed High Yield Index is an unmanaged index of high-yield fixed-income securities issued in developed countries. You cannot invest directly in an index.
Consider these risks before investing: The value of investments in the fund's portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political or financial market conditions, investor sentiment and market perceptions, government actions, geopolitical events or changes, and factors related to a specific issuer, geography, industry or sector. These and other factors may lead to increased volatility and reduced liquidity in the fund's portfolio holdings. Lower-rated bonds may offer higher yields in return for more risk. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds (a significant part of the fund's investments). Risks associated with derivatives include increased investment exposure (which may be considered leverage) and, in the case of over-the-counter instruments, the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Unlike bonds, funds that invest in bonds have fees and expenses. You can lose money by investing in the fund.
Credit qualities are shown as a percentage of the fund's net assets. A bond rated BBB or higher (A-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. Ratings and portfolio credit quality will vary over time. Net cash, if any, represent the market value weights of cash, derivatives, and short-term securities in the portfolio. The fund itself has not been rated by an independent rating agency.