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 Strategic Intermediate Municipal Fund, which are based on the historical performance of class B shares). Performance for class A, C, R6, 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
Skip to
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 |
Yesterday’s close | 52-week high | 52-week low |
|---|---|---|---|
| Net asset value |
$6.31
0.00% | $0.00 |
$6.31
01/20/21 |
$4.92
03/23/20 |
Fund facts as of 12/31/20
Total net assets
$1,287.56M
$1,287.56M
Turnover (fiscal year end)
37%
37%
Dividend frequency (view rate)
Monthly
Monthly
Number of holdings
623
623
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 Corporate and Tax-exempt Credit
Portfolio Manager
Co-Head of Corporate and Tax-exempt Credit
Literature
Fund documents |
| Prospectuses/SAI |
| Fact Sheet (R6 share) (PDF) |
| Fact Sheet (Y share) (PDF) |
| Annual Fund Report (PDF) |
| Semiannual Fund Report (PDF) |
| Quarterly commentary (PDF) |
Performance
Consistency of positive performance over five years
Performance shown above 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 see below.
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)
7.60%
Average 5-year annualized return
Total return (%) as of 12/31/20
Annual performance as of 12/31/20
Annualized Total return (%) as of 12/31/20
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 5.91% | 5.28% | 7.63% | 5.99% |
| After sales charge | N/A | N/A | N/A | N/A |
| JPMorgan Developed High Yield Index | 5.34% | 5.63% | 8.48% | 6.95% |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 12/31/20 | 1.48% | - | |
| YTD as of 01/19/21 | 0.48% | - | |
Yield
| Distribution rate before sales charge as of 01/19/21 |
4.18% |
|---|---|
| Distribution rate after sales charge as of 01/19/21 |
4.18% |
| 30-day SEC yield as of 12/31/20 | 3.23% |
Risk-adjusted performance as of 12/31/20
| Sharpe ratio (3 yrs.) | 0.41 |
|---|---|
| Information ratio (3 yrs.) | -0.34 |
Volatility as of 12/31/20
| Standard deviation (3 yrs.) | 9.22% |
|---|---|
| Beta | 0.94 |
| R-squared | 0.99 |
Fixed income statistics as of 12/31/20
| Average effective duration | 2.69 yrs. |
|---|
Lipper rankings as of 12/31/20
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 202/508 | 40% |
| 3 yrs. | 197/463 | 43% |
| 5 yrs. | 102/399 | 26% |
| 10 yrs. | 86/282 | 31% |
Morningstar Ratings™ as of 12/31/20
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 627 | |
| 3 yrs. | 627 | |
| 5 yrs. | 554 | |
| 10 yrs. | 351 |
Distributions
| Record/Ex dividend date | 12/23/20 |
|---|---|
| Payable date | 12/28/20 |
| Income | $0.022 |
| 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.
Holdings
| Cco Holdings Llc P/P 144a 05.3750 06/01/2029 | 1.17% |
|---|---|
| Ally Financial 08.0000 11/01/2031 | 0.66% |
| Sprint Corp 07.8750 09/15/2023 | 0.60% |
| Pultegroup 07.8750 06/15/2032 | 0.56% |
| Tempo Acq Llc/Fi P/P 144a 06.7500 06/01/2025 | 0.55% |
| Sprint Capital Corporation 06.8750 11/15/2028 | 0.53% |
| Tenet Healthcare P/P 144a 04.8750 01/01/2026 | 0.50% |
| Staples P/P 144a 07.5000 04/15/2026 | 0.48% |
| Dish Dbs Corp 05.8750 11/15/2024 | 0.48% |
| Csc Holdings Llc 05.2500 06/01/2024 | 0.46% |
| Top 10 holdings, percent of portfolio | 5.99% |
| Top 10 holdings as of 12/31/20 | |
|---|---|
| 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 | |
| Pultegroup 07.8750 06/15/2032 | |
| Tempo Acq Llc/Fi P/P 144a 06.7500 06/01/2025 | |
| Sprint Capital Corporation 06.8750 11/15/2028 | |
| Tenet Healthcare P/P 144a 04.8750 01/01/2026 | |
| Staples P/P 144a 07.5000 04/15/2026 | |
| Dish Dbs Corp 05.8750 11/15/2024 | |
| Csc Holdings Llc 05.2500 06/01/2024 | |
| Holdings represent 5.99% of portfolio | |
| Top 10 holdings as of 11/30/20 | |
|---|---|
| Cco Holdings Llc P/P 144a 05.3750 06/01/2029 | |
| Chs/Community Health Sys 06.2500 03/31/2023 | |
| Ally Financial 08.0000 11/01/2031 | |
| Sprint Corp 07.8750 09/15/2023 | |
| Pultegroup 07.8750 06/15/2032 | |
| Tempo Acq Llc/Fi P/P 144a 06.7500 06/01/2025 | |
| Sprint Capital Corporation 06.8750 11/15/2028 | |
| Tenet Healthcare P/P 144a 04.8750 01/01/2026 | |
| Dish Dbs Corp 05.8750 11/15/2024 | |
| Csc Holdings Llc 05.2500 06/01/2024 | |
| Holdings represent 6.27% of portfolio | |
| Top 10 holdings as of 10/31/20 | |
|---|---|
| Cco Holdings Llc P/P 144a 05.3750 06/01/2029 | |
| Ally Financial 08.0000 11/01/2031 | |
| Chs/Community Health Sys 06.2500 03/31/2023 | |
| Sprint Corp 07.8750 09/15/2023 | |
| Diamond 1 Fin/Diam P/P 144a 06.0200 06/15/2026 | |
| Tempo Acq Llc/Fi P/P 144a 06.7500 06/01/2025 | |
| Pultegroup 07.8750 06/15/2032 | |
| Sprint Capital Corporation 06.8750 11/15/2028 | |
| Tenet Healthcare P/P 144a 04.8750 01/01/2026 | |
| Dish Dbs Corp 05.8750 11/15/2024 | |
| Holdings represent 6.59% of portfolio | |
| Top 10 holdings as of 09/30/20 | |
|---|---|
| Cco Holdings Llc P/P 144a 05.3750 06/01/2029 | |
| Ally Financial 08.0000 11/01/2031 | |
| Chs/Community Health Sys 06.2500 03/31/2023 | |
| Sprint Corp 07.8750 09/15/2023 | |
| Tempo Acq Llc/Fi P/P 144a 06.7500 06/01/2025 | |
| Diamond 1 Fin/Diam P/P 144a 06.0200 06/15/2026 | |
| Pultegroup 07.8750 06/15/2032 | |
| Sprint Capital Corporation 06.8750 11/15/2028 | |
| Tenet Healthcare P/P 144a 04.8750 01/01/2026 | |
| Dish Dbs Corp 05.8750 11/15/2024 | |
| Holdings represent 6.81% of portfolio | |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 1.16% |
|---|---|
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.65% |
| SPRINT CORP 07.8750 09/15/2023 | 0.59% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.55% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.55% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.53% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.49% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.48% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.47% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.46% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.45% |
| WATCO COS LLC/FI P/P 144A 06.5000 06/15/2027 | 0.44% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.43% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.42% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.42% |
| CENTENE CORP 04.6250 12/15/2029 | 0.42% |
| HCA INC. 05.3750 09/01/2026 | 0.42% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.41% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.41% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.41% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.41% |
| ALTICE FRANCE P/P 144A 07.3750 05/01/2026 | 0.40% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.40% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.39% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.39% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.38% |
| NAVISTAR INTL TLB L+350 03.6600 11/06/2024 | 0.38% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.37% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.36% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.36% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.36% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.36% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.35% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.35% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.35% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.35% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.34% |
| GLOBAL MEDICAL RESPONS L+475 05.7500 10/02/2025 | 0.34% |
| FORD MOTOR CREDIT CO LLC 04.0000 11/13/2030 | 0.33% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.33% |
| BRAND ENERGY TL L+425 05.2500 06/21/2024 | 0.32% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.32% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.32% |
| TOWNSQUARE MEDIA INC P/P 144A 06.8750 02/01/2026 | 0.31% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.31% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.31% |
| SOLENIS 1STL L+400 04.2330 06/26/2025 | 0.31% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.30% |
| ARCELORMITTAL USD 07.2500 10/15/2039 | 0.30% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.30% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.30% |
| CAESARS ENT P/P 144A 06.2500 07/01/2025 | 0.30% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.30% |
| ALTICE FRANCE P/P 144A 06.0000 02/15/2028 | 0.29% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.29% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.29% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.29% |
| PACIFIC GAS & ELECTRIC 02.5000 02/01/2031 | 0.29% |
| REFINITIV TLB L+325 03.3968 10/01/2025 | 0.29% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.29% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.29% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.28% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.28% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.28% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.28% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.28% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.28% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.28% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.28% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.28% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.28% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.28% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.27% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.27% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.27% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.27% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.27% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.27% |
| ALTICE FRANCE P/P 144A 10.5000 05/15/2027 | 0.27% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.27% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.27% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.27% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.26% |
| APACHE CORP 04.3750 10/15/2028 | 0.26% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.26% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.26% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.25% |
| ORTHO-CLINICAL TLB L+325 03.3940 06/30/2025 | 0.25% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.25% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.25% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.25% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.25% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.25% |
| ANCESTRY.COM 1L L+400 04.5000 11/24/2027 | 0.25% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.24% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.24% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.24% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.24% |
| SPRINT CORP 07.6250 03/01/2026 | 0.24% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.24% |
| CLEAR CHANNEL TLB L+350 03.7144 08/21/2026 | 0.24% |
| FRONTIER COMM 10.5000 09/15/2022 | 0.24% |
| ISTAR INC 04.7500 10/01/2024 | 0.24% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.24% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.24% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.23% |
| AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.23% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.23% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.23% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.23% |
| T-MOBILE US INC P/P 144A 05.2500 CV PFD | 0.23% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.22% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.22% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.22% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.22% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.22% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.22% |
| NETFLIX INC 04.8750 04/15/2028 | 0.22% |
| TENNANT CO 05.6250 05/01/2025 | 0.22% |
| CCO HOLDINGS LLC P/P 144A 05.0000 02/01/2028 | 0.22% |
| CHAMPIONX HLDG INC TLB L+500 06.0000 06/03/2027 | 0.22% |
| L BRANDS INC 07.5000 06/15/2029 | 0.22% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.22% |
| AMERICAN BATH 1L L+450 05.2500 11/23/2027 | 0.22% |
| SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.22% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.21% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.21% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.21% |
| HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 | 0.21% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.21% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.21% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.21% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.21% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.21% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.21% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.21% |
| MICROCHIP TEC CV 01.6250 02/15/2027 | 0.21% |
| AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.20% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.20% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.20% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.20% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.20% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.20% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.20% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.20% |
| COMMSCOPE INC P/P 144A 08.2500 03/01/2027 | 0.20% |
| SYNGENTA FINANCE NV P/P 144A 05.1820 04/24/2028 | 0.20% |
| DANAHER CORP 04.7500 CUM CV PFD | 0.20% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.20% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.20% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.20% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.20% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.20% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.20% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.20% |
| NOURYON HOLDING BV P/P 144A 08.0000 10/01/2026 | 0.20% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.20% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.20% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.20% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.19% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.19% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.19% |
| MICROCHIP TECH INC P/P 144A 04.2500 09/01/2025 | 0.19% |
| SPRINT CORP 07.2500 09/15/2021 | 0.19% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.19% |
| BROADCOM INC 08.0000 CV PFD | 0.19% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.19% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.19% |
| CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.19% |
| ULTIMATE SOFTWARE L+400 04.7500 05/03/2026 | 0.19% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.19% |
| DOUBLE EAGLE III MID P/P 144A 07.7500 12/15/2025 | 0.19% |
| ALTICE USA INC- A SEDOL BDRY7P9 | 0.19% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.19% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.19% |
| HUSKY TLB L+300 03.2666 03/28/2025 | 0.19% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.19% |
| SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.19% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.19% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.19% |
| JAMES HARDIE INT P/P 144A 05.0000 01/15/2028 | 0.19% |
| PG&E CORP 05.5000 CV PFD | 0.19% |
| ALLISON TRANSMISSION P/P 144A 03.7500 01/30/2031 | 0.18% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.18% |
| MASTEC INC P/P 144A 04.5000 08/15/2028 | 0.18% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.18% |
| ISTAR INC. 04.2500 08/01/2025 | 0.18% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 0.18% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.18% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.18% |
| ZIGGO BOND CO BV P/P 144A 06.0000 01/15/2027 | 0.18% |
| AXALTA COATING SYS P/P 144A 03.3750 02/15/2029 | 0.18% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.18% |
| VERTIV TLB L+300 03.1440 03/02/2027 | 0.18% |
| ATOTECH ALPHA 3 BV P/P 144A 06.2500 02/01/2025 | 0.18% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.18% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.18% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.18% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.18% |
| FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 0.18% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.18% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.18% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.18% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.18% |
| CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 0.18% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.17% |
| RITE AID CORP P/P 144A 08.0000 11/15/2026 | 0.17% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.17% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.17% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.17% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 0.17% |
| ON SEMICONDUC CV 01.6250 10/15/2023 | 0.17% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.17% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.17% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.17% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.17% |
| VERTICAL HOLDCO GMBH P/P 144A 07.6250 07/15/2028 | 0.17% |
| VIRGIN MEDIA FIN PLC P/P 144A 05.0000 07/15/2030 | 0.17% |
| ATOTECH ALPHA 2 BV P/P 144A 08.7500 06/01/2023 | 0.17% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.17% |
| NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.16% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.16% |
| VERTICAL US NEWCO IN P/P 144A 05.2500 07/15/2027 | 0.16% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.16% |
| BWAY CORP TLB L+325 03.4795 04/03/2024 | 0.16% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.16% |
| GENERAL MOTORS CO 06.1250 10/01/2025 | 0.16% |
| KKR & CO INC 06.0000 CUM CV PFD | 0.16% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.16% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.16% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.16% |
| CPG INTL TL L+375 04.7500 05/05/2024 | 0.16% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.16% |
| TALLGRASS NRG PRTNR P/P 144A 06.0000 12/31/2030 | 0.16% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.16% |
| CSC HOLDINGS LLC P/P 144A 05.7500 01/15/2030 | 0.16% |
| CCO HOLDINGS LLC P/P 144A 04.7500 03/01/2030 | 0.16% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.16% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.16% |
| HCA INC 05.8750 05/01/2023 | 0.16% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.16% |
| FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 | 0.16% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.16% |
| ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.16% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.16% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.16% |
| BOXER PARENT CO INC P/P 144A 09.1250 03/01/2026 | 0.15% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.15% |
| WPX ENERGY INC 05.8750 06/15/2028 | 0.15% |
| LEVEL 3 FINANCING INC. 05.2500 03/15/2026 | 0.15% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.15% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.15% |
| INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.15% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.15% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.15% |
| SIRIUS XM HOLDINGS INC SEDOL BGLDK10 | 0.15% |
| TERRIER MEDIA TLB L+425 04.3968 12/17/2026 | 0.15% |
| AMERICAN AXLE & MFG INC 06.8750 07/01/2028 | 0.15% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.15% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.15% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.15% |
| AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.14% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.14% |
| EPICOR SOFTWARE TLB L+425 05.2500 07/30/2027 | 0.14% |
| PPL CORP SEDOL 2680905 | 0.14% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.14% |
| ARDAGH PKG FIN/HLDGS P/P 144A 05.2500 08/15/2027 | 0.14% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.14% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.14% |
| ISTAR INC 05.5000 02/15/2026 | 0.14% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.14% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.14% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.14% |
| DIEBOLD NIXDORF INC 08.5000 04/15/2024 | 0.14% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.14% |
| BLACK KNIGHT INFOSER P/P 144A 03.6250 09/01/2028 | 0.14% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.14% |
| TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.14% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.14% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.14% |
| INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.14% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.14% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.14% |
| CEMEX SAB DE CV P/P 144A 05.4500 11/19/2029 | 0.14% |
| FORD MOTOR CREDIT CO LLC 04.2710 01/09/2027 | 0.14% |
| WMG ACQUISITION CORP P/P 144A 03.0000 02/15/2031 | 0.14% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.14% |
| PETSMART INC TLB L+350 04.5000 03/11/2022 | 0.14% |
| THE GAP INC. P/P 144A 08.3750 05/15/2023 | 0.14% |
| WR GRACE & CO-CONN P/P 144A 04.8750 06/15/2027 | 0.14% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.14% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.14% |
| WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.14% |
| CONSTELLIUM SE P/P 144A 06.6250 03/01/2025 | 0.13% |
| NOBLE ENERGY INC 06.0000 03/01/2041 | 0.13% |
| WHITE CAP BUYER LLC P/P 144A 06.8750 10/15/2028 | 0.13% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.13% |
| GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.13% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.13% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.13% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.13% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.13% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.13% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.13% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.13% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.13% |
| CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.13% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.13% |
| CHENIERE CORP CHRIST 07.0000 06/30/2024 | 0.13% |
| FORD MOTOR CREDIT CO LLC 05.1250 06/16/2025 | 0.13% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.13% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.12% |
| INTEL PKG HOLDCO P/P 144A 09.0000 01/15/2026 | 0.12% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.12% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.12% |
| OCCIDENTAL PETROLEUM COR 06.6250 09/01/2030 | 0.12% |
| CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.12% |
| GFL ENVIRON INC P/P 144A 03.5000 09/01/2028 | 0.12% |
| MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.12% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.12% |
| KRATON POLYMERS LLC/ P/P 144A 04.2500 12/15/2025 | 0.12% |
| ALTICE FINANCING SA P/P 144A 05.0000 01/15/2028 | 0.12% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.12% |
| ADIENT GLOBAL HLDG P/P 144A 04.8750 08/15/2026 | 0.12% |
| POWER SOLUTIONS TLB L+350 03.6468 04/30/2026 | 0.12% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.12% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.12% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.12% |
| EG GLOBAL FIN PLC P/P 144A 06.7500 02/07/2025 | 0.12% |
| IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.12% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.12% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.12% |
| LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.12% |
| OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.12% |
| SOLENIS 2NDL L+850 08.7330 06/26/2026 | 0.12% |
| 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.12% |
| OCCIDENTAL PETROLEUM COR 04.8500 03/15/2021 | 0.12% |
| ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.12% |
| WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.12% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.12% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.12% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/01/2029 | 0.11% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.11% |
| KRAFT HEINZ FOODS CO P/P 144A 03.7500 04/01/2030 | 0.11% |
| MSCI INC P/P 144A 03.6250 09/01/2030 | 0.11% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.11% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.11% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.11% |
| NABORS IND INC P/P 144A 09.0000 02/01/2025 | 0.11% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.11% |
| VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.11% |
| AXALTA COAT/BV P/P 144A 04.7500 06/15/2027 | 0.11% |
| COMSTOCK RESOURCES INC 09.7500 08/15/2026 | 0.11% |
| DIAMONDBACK ENERGY INC 04.7500 05/31/2025 | 0.11% |
| FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 | 0.11% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.11% |
| ONEMAIN FINANCE CORP 06.6250 01/15/2028 | 0.11% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.11% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.11% |
| CLEAR CHANNEL WORLD 09.2500 02/15/2024 | 0.11% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.11% |
| WPX ENERGY INC 04.5000 01/15/2030 | 0.11% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.11% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.11% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.11% |
| TRI POINTE GROUP INC 05.7000 06/15/2028 | 0.10% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.10% |
| BOXER PARENT CO INC P/P 144A 07.1250 10/02/2025 | 0.10% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.10% |
| L BRANDS INC 06.7500 07/01/2036 | 0.10% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.10% |
| SCRIPPS ESCROW II IN P/P 144A 03.8750 01/15/2029 | 0.10% |
| WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.10% |
| AKZONOBEL TLB L+300 03.1531 10/01/2025 | 0.10% |
| APACHE CORP 05.1000 09/01/2040 | 0.10% |
| OVINTIV EXPLORATION INC 05.6250 07/01/2024 | 0.10% |
| CSC HOLDINGS LLC P/P 144A 04.6250 12/01/2030 | 0.10% |
| FILTRATION GROUP TLB L+375 04.5000 03/29/2025 | 0.10% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.10% |
| IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.10% |
| ZIGGO BV P/P 144A 05.5000 01/15/2027 | 0.10% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.10% |
| HUB INTL TLB L+400 05.0000 04/25/2025 | 0.10% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.10% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.10% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.10% |
| CSC HOLDINGS LLC P/P 144A 05.3750 02/01/2028 | 0.10% |
| PLY GEM TLB L+375 03.9039 04/12/2025 | 0.10% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.10% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.10% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.10% |
| HANESBRANDS INC P/P 144A 04.8750 05/15/2026 | 0.10% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.10% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.10% |
| CEMEX P/P 144A 05.7000 01/11/2025 | 0.10% |
| CONSTELLIUM SE P/P 144A 05.6250 06/15/2028 | 0.10% |
| FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.10% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.10% |
| NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.10% |
| ROBERTSHAW US HOLDING L+350 04.5000 02/28/2025 | 0.10% |
| WERNER TLB L+400 05.0000 07/24/2024 | 0.10% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.09% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.09% |
| DIEBOLD NIXDORF INC P/P 144A 09.3750 07/15/2025 | 0.09% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.09% |
| ONEMAIN FINANCE CORP 04.0000 09/15/2030 | 0.09% |
| BOYD GAMING CORP P/P 144A 08.6250 06/01/2025 | 0.09% |
| EPICOR SOFTWARE 2NDL L+775 08.7500 07/30/2028 | 0.09% |
| HCA INC 03.5000 09/01/2030 | 0.09% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.09% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.09% |
| SPLUNK INC CV 01.1250 09/15/2025 | 0.09% |
| USA COM PART/USA COM 06.8750 09/01/2027 | 0.09% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.09% |
| ANTERO RESOURCES P/P 144A 08.3750 07/15/2026 | 0.09% |
| SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.09% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.09% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.09% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.09% |
| NEXSTAR BROADCASTING P/P 144A 04.7500 11/01/2028 | 0.09% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.09% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.09% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.09% |
| BOYD GAMING CORP 04.7500 12/01/2027 | 0.09% |
| HCA INC 05.2500 06/15/2026 | 0.09% |
| L BRANDS INC P/P 144A 06.6250 10/01/2030 | 0.09% |
| QORVO INC P/P 144A 03.3750 04/01/2031 | 0.09% |
| BOYD GAMING CORP 06.3750 04/01/2026 | 0.09% |
| CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.09% |
| CEMEX SAB DE CV P/P 144A 07.3750 06/05/2027 | 0.09% |
| CP ATLAS BUYER INC P/P 144A 07.0000 12/01/2028 | 0.09% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.09% |
| LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.09% |
| YUM! BRANDS INC 03.6250 03/15/2031 | 0.09% |
| CONSTELLIUM SE P/P 144A 05.7500 05/15/2024 | 0.09% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.09% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/15/2028 | 0.09% |
| GRAY TELEVISION INC P/P 144A 04.7500 10/15/2030 | 0.09% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.09% |
| THE AES CORPORATION P/P 144A 02.4500 01/15/2031 | 0.09% |
| ZAYO GROUP HLDG INC L+300 03.1468 03/09/2027 | 0.09% |
| ZAYO GROUP HLDG INC P/P 144A 06.1250 03/01/2028 | 0.09% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.09% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.09% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.09% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.09% |
| MPH ACQUISITION HLDG P/P 144A 05.7500 11/01/2028 | 0.09% |
| OCCIDENTAL PETROLEUM COR 03.5000 06/15/2025 | 0.09% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.09% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.08% |
| CENTENE CORP 03.0000 10/15/2030 | 0.08% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.08% |
| QUORUM HEALTH EXT TL L+825 09.2500 04/29/2025 | 0.08% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.08% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.08% |
| ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.08% |
| CLEARWATER PAPER COR P/P 144A 04.7500 08/15/2028 | 0.08% |
| DUN & BRADSTREET TLB L+375 03.8980 02/08/2026 | 0.08% |
| JPMORGAN CHASE & CO 06.0000 12/29/2049 | 0.08% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.08% |
| TEVA PHARMA NE USD 07.1250 01/31/2025 | 0.08% |
| AUTOMATION TOOLING S P/P 144A 04.1250 12/15/2028 | 0.08% |
| COMSTOCK RESOURCES 09.7500 08/15/2026 | 0.08% |
| CREDIT SUISSE GRP AG P/P 144A 06.3750 12/31/2049 | 0.08% |
| OWENS-BROCKWAY P/P 144A 06.6250 05/13/2027 | 0.08% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.08% |
| GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.08% |
| HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.08% |
| TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.08% |
| CHS/COMMUNITY HEALTH P/P 144A 05.6250 03/15/2027 | 0.08% |
| LEVI STRAUSS & CO. 05.0000 05/01/2025 | 0.08% |
| SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.08% |
| SPLUNK INC P/P 144A CV 01.1250 06/15/2027 | 0.08% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.07% |
| IHEARTMEDIA TLB L+300 03.1468 05/01/2026 | 0.07% |
| AMERICAN BATH 1L2 L+450 05.2500 11/23/2027 | 0.07% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 0.07% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.07% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.07% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.07% |
| ORTHO-CLINICAL P/P 144A 07.3750 06/01/2025 | 0.07% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.07% |
| GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.07% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.07% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.07% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.07% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.07% |
| US CONCRETE INC P/P 144A 05.1250 03/01/2029 | 0.07% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.07% |
| EMPIRE COMMUNITIES C P/P 144A 07.0000 12/15/2025 | 0.07% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.07% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.07% |
| ARDAGH PKG FIN/HLDGS P/P 144A 06.0000 02/15/2025 | 0.07% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.07% |
| LLOYDS BANKING GROUP PLC USD 07.5000 04/30/2049 | 0.07% |
| ARCHES BUYER INC P/P 144A 04.2500 06/01/2028 | 0.07% |
| DIVERSEY TL L+300 03.2144 09/06/2024 | 0.07% |
| BY CROWN/BY BOND P/P 144A 04.2500 01/31/2026 | 0.07% |
| UNITED RENTALS NORTH AM 03.8750 11/15/2027 | 0.07% |
| CANPACK SA EASTERN L P/P 144A 03.1250 11/01/2025 | 0.07% |
| DELL INT / EMC P/P 144A 05.8500 07/15/2025 | 0.07% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.07% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.07% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.06% |
| AES CORP/THE P/P 144A 03.3000 07/15/2025 | 0.06% |
| BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 0.06% |
| ENDO DAC/ENDO FI P/P 144A 06.0000 06/30/2028 | 0.06% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.06% |
| TRANSDIGM INC 06.5000 05/15/2025 | 0.06% |
| UNIVISION COMM INC. P/P 144A 05.1250 02/15/2025 | 0.06% |
| INSPIRE BRANDS TLB L+325 04.2500 11/19/2027 | 0.06% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.06% |
| ULTIMATE SOFTWARE 2L L+675 07.5000 05/03/2027 | 0.06% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.06% |
| WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 | 0.06% |
| ENDO DAC/ENDO FI P/P 144A 09.5000 07/31/2027 | 0.06% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.06% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.06% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.06% |
| JAGUAR HL / PPDI P/P 144A 05.0000 06/15/2028 | 0.06% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.06% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.06% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.06% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.06% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.06% |
| AVIENT CORP P/P 144A 05.7500 05/15/2025 | 0.06% |
| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.06% |
| APACHE CORPORATION 04.8750 11/15/2027 | 0.06% |
| GOLDEN NUGGET TL L+1200 13.0000 10/04/2023 | 0.06% |
| INTELSAT JACKSON P/P 144A 08.5000 10/15/2024 | 0.06% |
| NATIONSTAR MTG P/P 144A 05.1250 12/15/2030 | 0.06% |
| TARGA RES PRTNRS 05.5000 03/01/2030 | 0.06% |
| VALVOLINE INC 04.3750 08/15/2025 | 0.06% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.06% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.06% |
| EMERGENT BIOSOLUTION P/P 144A 03.8750 08/15/2028 | 0.06% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.05% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.05% |
| LBM ACQUISITION LLC P/P 144A 06.2500 01/15/2029 | 0.05% |
| SCRIPPS ESCROW P/P 144A 05.3750 01/15/2031 | 0.05% |
| DCP MIDSTREAM OPERATING 05.1250 05/15/2029 | 0.05% |
| OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.05% |
| OVINTIV INC 07.3750 11/01/2031 | 0.05% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.05% |
| JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.05% |
| MACY'S INC P/P 144A 08.3750 06/15/2025 | 0.05% |
| L BRANDS INC P/P 144A 06.8750 07/01/2025 | 0.05% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.05% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.05% |
| SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.05% |
| ATOTECH TLB1 L+300 04.0000 01/31/2024 | 0.05% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.05% |
| FORD MOTOR CREDIT CO LLC 05.1130 05/03/2029 | 0.05% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.05% |
| OCCIDENTAL PETROLEUM COR 06.1250 01/01/2031 | 0.05% |
| TALLGRASS NRG PRTNR/ P/P 144A 07.5000 10/01/2025 | 0.05% |
| TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.05% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.05% |
| GRAFTECH FINANCE INC P/P 144A 04.6250 12/15/2028 | 0.05% |
| HUDBAY MINERALS INC P/P 144A 06.1250 04/01/2029 | 0.05% |
| L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.05% |
| RACKSPACE HOSTING INC L+300 04.0000 11/03/2023 | 0.05% |
| ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.04% |
| AMERICAN AXLE & MFG INC 06.2500 04/01/2025 | 0.04% |
| CF INDUSTRIES INC 05.1500 03/15/2034 | 0.04% |
| OVINTIV INC 06.5000 08/15/2034 | 0.04% |
| AMERICAN AXLE & MANUF L+225 03.0000 04/06/2024 | 0.04% |
| CHS/COMMUNITY HEALTH P/P 144A 09.8750 06/30/2023 | 0.04% |
| OCCIDENTAL PETROLEUM COR 05.8750 09/01/2025 | 0.04% |
| CF INDUSTRIES INC 03.4500 06/01/2023 | 0.04% |
| TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.04% |
| GARTNER INC P/P 144A 04.5000 07/01/2028 | 0.04% |
| JAGUAR HL / PPDI P/P 144A 04.6250 06/15/2025 | 0.04% |
| TRANSDIGM INC P/P 144A 08.0000 12/15/2025 | 0.04% |
| MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.04% |
| ROYAL CARIBBEAN P/P 144A 09.1250 06/15/2023 | 0.04% |
| YUM! BRANDS INC. P/P 144A 07.7500 04/01/2025 | 0.04% |
| APACHE CORP 04.6250 11/15/2025 | 0.04% |
| CALPINE CORP P/P 144A 05.0000 02/01/2031 | 0.04% |
| CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.04% |
| WEEKLEY HM LLC/ P/P 144A 04.8750 09/15/2028 | 0.04% |
| CD&R WATERWORKS MERGER 144A 6.125000 08/15/2025 | 0.04% |
| PENSKE AUTOMOTIVE GROUP 03.5000 09/01/2025 | 0.04% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.04% |
| ARDAGH PKG FIN P/P 144A 05.2500 08/15/2027 | 0.03% |
| OVINTIV EXPLORATION INC 05.3750 01/01/2026 | 0.03% |
| TRONOX INC P/P 144A 06.5000 05/01/2025 | 0.03% |
| GLOBAL PART/GLP FIN P/P 144A 06.8750 01/15/2029 | 0.03% |
| KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.03% |
| ARCHES BUYER INC P/P 144A 06.1250 12/01/2028 | 0.03% |
| MERCER INTL INC USD 07.3750 01/15/2025 | 0.03% |
| BOMBARDIER INC P/P 144A 08.7500 12/01/2021 | 0.03% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.03% |
| PAR PHARMA INC P/P 144A 07.5000 04/01/2027 | 0.03% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.02% |
| RAYONIER AM PROD INC P/P 144A 07.6250 01/15/2026 | 0.02% |
| CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.02% |
| TENNECO INC P/P 144A 07.8750 01/15/2029 | 0.02% |
| CHS/COMMUNITY HEALTH P/P 144A 06.0000 01/15/2029 | 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% |
| CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.02% |
| EQT CORP 05.0000 01/15/2029 | 0.02% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.02% |
| ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.02% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.02% |
| RACKSPACE TECHNOLOGY P/P 144A 05.3750 12/01/2028 | 0.01% |
| STEARNS HLDG LLC CLASS B WTS | 0.01% |
| TXU TCEH RIGHTS | 0.01% |
| DCP MIDSTREAM OPERATING 05.3750 07/15/2025 | 0.01% |
| MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.01% |
| ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% |
| GBP/USD 03/17/2021 MSCIL | 0.00% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.00% |
| CAD/USD 01/20/2021 PSBS | 0.00% |
| IHEARTMEDIA INC - CLASS-CW39 SEDOL BK4W8M9 | 0.00% |
| TRIBUNE CLASS 1C LITIGAT | 0.00% |
| TERVITA CORP SEDOL BD1DCC4 | 0.00% |
| CHC GROUP LLC SEDOL BYXD3K4 | 0.00% |
| MWO HOLDINGS LLC | 0.00% |
| TEXAS COHLD TCEH ESCROW 11.5000 10/01/2021 | 0.00% |
| GBP/USD 03/17/2021 GSFX | -0.00% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 1.18% |
|---|---|
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.65% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.65% |
| SPRINT CORP 07.8750 09/15/2023 | 0.60% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.56% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.56% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.53% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.49% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.49% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.47% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.47% |
| WATCO COS LLC/FI P/P 144A 06.5000 06/15/2027 | 0.44% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.44% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.43% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.43% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.42% |
| CENTENE CORP 04.6250 12/15/2029 | 0.42% |
| HCA INC. 05.3750 09/01/2026 | 0.42% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.42% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.41% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.41% |
| ALTICE FRANCE P/P 144A 07.3750 05/01/2026 | 0.41% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.40% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.40% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.40% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.39% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.39% |
| NAVISTAR INTL TLB L+350 03.6500 11/06/2024 | 0.38% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.37% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.37% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.36% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.36% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.36% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.36% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.36% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.36% |
| GLOBAL MEDICAL RESPONS L+475 05.7500 10/02/2025 | 0.34% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.34% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.34% |
| AES CORP/THE 05.5000 04/15/2025 | 0.34% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.33% |
| BRAND ENERGY TL L+425 05.2500 06/21/2024 | 0.32% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.32% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.32% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.31% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.31% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.31% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.30% |
| CAESARS ENT P/P 144A 06.2500 07/01/2025 | 0.30% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.30% |
| ALTICE FRANCE P/P 144A 06.0000 02/15/2028 | 0.30% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.30% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.30% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.30% |
| PACIFIC GAS & ELECTRIC 02.5000 02/01/2031 | 0.30% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.30% |
| ARCELORMITTAL USD 07.2500 10/15/2039 | 0.29% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.29% |
| REFINITIV TLB L+325 03.3955 10/01/2025 | 0.29% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.29% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.29% |
| NOURYON HOLDING BV P/P 144A 08.0000 10/01/2026 | 0.29% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.28% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.28% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.28% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.28% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.28% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.28% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.28% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.28% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.28% |
| ALTICE FRANCE P/P 144A 10.5000 05/15/2027 | 0.28% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.28% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.27% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.27% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.27% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.27% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.27% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.27% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.27% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.27% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.26% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.26% |
| APACHE CORP 04.3750 10/15/2028 | 0.26% |
| ORTHO-CLINICAL TLB L+325 03.3903 06/30/2025 | 0.26% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.26% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.26% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.26% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.25% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.25% |
| ANCESTRY.COM 1L L+400 04.5000 11/24/2027 | 0.25% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.25% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.25% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.25% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.25% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.24% |
| SPRINT CORP 07.6250 03/01/2026 | 0.24% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.24% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.24% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.24% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.24% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.24% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.24% |
| ISTAR INC 04.7500 10/01/2024 | 0.24% |
| CLEAR CHANNEL TLB L+350 03.7143 08/21/2026 | 0.24% |
| SYNGENTA FINANCE NV P/P 144A 05.1820 04/24/2028 | 0.23% |
| AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.23% |
| T-MOBILE US INC P/P 144A 05.2500 CV PFD | 0.23% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.23% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.23% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.23% |
| NETFLIX INC 04.8750 04/15/2028 | 0.23% |
| FRONTIER COMM 10.5000 09/15/2022 | 0.23% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.23% |
| CHAMPIONX HLDG INC TLB L+500 06.0000 06/03/2027 | 0.23% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.23% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.22% |
| TENNANT CO 05.6250 05/01/2025 | 0.22% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.22% |
| CCO HOLDINGS LLC P/P 144A 05.0000 02/01/2028 | 0.22% |
| L BRANDS INC 07.5000 06/15/2029 | 0.22% |
| SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.22% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.22% |
| SOLENIS 1STL L+400 04.2328 06/26/2025 | 0.22% |
| HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 | 0.22% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.22% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.21% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.21% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.21% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.21% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.21% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.21% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.21% |
| DANAHER CORP 04.7500 CUM CV PFD | 0.21% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.21% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.21% |
| COMMSCOPE INC P/P 144A 08.2500 03/01/2027 | 0.21% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.21% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.21% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.21% |
| AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.21% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.21% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.21% |
| CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.20% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.20% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.20% |
| MICROCHIP TEC CV 01.6250 02/15/2027 | 0.20% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.20% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.20% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.20% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.20% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.20% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.20% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.20% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.20% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.20% |
| ATOTECH ALPHA 2 BV P/P 144A 08.7500 06/01/2023 | 0.20% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.20% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.20% |
| LLOYDS BANK PLC 13.0000 01/29/2049 | 0.20% |
| SPRINT CORP 07.2500 09/15/2021 | 0.20% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.20% |
| MICROCHIP TECH INC P/P 144A 04.2500 09/01/2025 | 0.20% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.19% |
| ULTIMATE SOFTWARE L+400 04.7500 05/03/2026 | 0.19% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.19% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.19% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.19% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.19% |
| PG&E CORP 05.5000 CV PFD | 0.19% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.19% |
| SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.19% |
| JAMES HARDIE INT P/P 144A 05.0000 01/15/2028 | 0.19% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.19% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.19% |
| HUSKY TLB L+300 03.3614 03/28/2025 | 0.19% |
| MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.19% |
| ALLISON TRANSMISSION P/P 144A 03.7500 01/30/2031 | 0.19% |
| AXALTA COATING SYS P/P 144A 03.3750 02/15/2029 | 0.19% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.19% |
| DOUBLE EAGLE III MID P/P 144A 07.7500 12/15/2025 | 0.19% |
| MASTEC INC P/P 144A 04.5000 08/15/2028 | 0.19% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.19% |
| AMERICAN BATH 1L L+450 05.2500 11/19/2027 | 0.18% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.18% |
| ISTAR INC. 04.2500 08/01/2025 | 0.18% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.18% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 0.18% |
| ZIGGO BOND CO BV P/P 144A 06.0000 01/15/2027 | 0.18% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.18% |
| ATOTECH ALPHA 3 BV P/P 144A 06.2500 02/01/2025 | 0.18% |
| BROADCOM INC 08.0000 CV PFD | 0.18% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.18% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.18% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.18% |
| VERTIV TLB L+300 03.1534 03/02/2027 | 0.18% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.18% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.18% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.18% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.18% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.18% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.18% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.18% |
| CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 0.18% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.18% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.18% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.18% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.17% |
| VIRGIN MEDIA FIN PLC P/P 144A 05.0000 07/15/2030 | 0.17% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.17% |
| ALTICE USA INC- A SEDOL BDRY7P9 | 0.17% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.17% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.17% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.17% |
| VERTICAL HOLDCO GMBH P/P 144A 07.6250 07/15/2028 | 0.17% |
| NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.17% |
| RITE AID CORP P/P 144A 08.0000 11/15/2026 | 0.17% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.17% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.16% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.16% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.16% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.16% |
| VERTICAL US NEWCO IN P/P 144A 05.2500 07/15/2027 | 0.16% |
| CPG INTL TL L+375 04.7500 05/05/2024 | 0.16% |
| GENERAL MOTORS CO 06.1250 10/01/2025 | 0.16% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.16% |
| BWAY CORP TLB L+325 03.4795 04/03/2024 | 0.16% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.16% |
| CSC HOLDINGS LLC P/P 144A 05.7500 01/15/2030 | 0.16% |
| ON SEMICONDUC CV 01.6250 10/15/2023 | 0.16% |
| CCO HOLDINGS LLC P/P 144A 04.7500 03/01/2030 | 0.16% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.16% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.16% |
| FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 | 0.16% |
| HCA INC 05.8750 05/01/2023 | 0.16% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.16% |
| INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.16% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.16% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.16% |
| KKR & CO INC 06.0000 CUM CV PFD | 0.16% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.16% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.16% |
| BOXER PARENT CO INC P/P 144A 09.1250 03/01/2026 | 0.16% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 0.16% |
| ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.16% |
| SIRIUS XM HOLDINGS INC SEDOL BGLDK10 | 0.16% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.15% |
| LEVEL 3 FINANCING INC. 05.2500 03/15/2026 | 0.15% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.15% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.15% |
| FORD MOTOR CREDIT CO LLC 04.0000 11/13/2030 | 0.15% |
| WPX ENERGY INC 05.8750 06/15/2028 | 0.15% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.15% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.15% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.15% |
| TERRIER MEDIA TLB L+425 04.3955 12/17/2026 | 0.15% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.15% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.15% |
| AMERICAN AXLE & MFG INC 06.8750 07/01/2028 | 0.15% |
| NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.15% |
| PPL CORP SEDOL 2680905 | 0.15% |
| EPICOR SOFTWARE TLB L+425 05.2500 07/30/2027 | 0.15% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.15% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.15% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.15% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.14% |
| ARDAGH PKG FIN/HLDGS P/P 144A 05.2500 08/15/2027 | 0.14% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.14% |
| INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.14% |
| ISTAR INC 05.5000 02/15/2026 | 0.14% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.14% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.14% |
| AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.14% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.14% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.14% |
| BLACK KNIGHT INFOSER P/P 144A 03.6250 09/01/2028 | 0.14% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.14% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.14% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.14% |
| CEMEX SAB DE CV P/P 144A 05.4500 11/19/2029 | 0.14% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.14% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.14% |
| FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.14% |
| PETSMART INC TLB L+300 04.5000 03/11/2022 | 0.14% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.14% |
| THE GAP INC. P/P 144A 08.3750 05/15/2023 | 0.14% |
| TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.14% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.14% |
| CONSTELLIUM SE P/P 144A 06.6250 03/01/2025 | 0.14% |
| FORD MOTOR CREDIT CO LLC 04.2710 01/09/2027 | 0.14% |
| WR GRACE & CO-CONN P/P 144A 04.8750 06/15/2027 | 0.14% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.14% |
| WHITE CAP BUYER LLC P/P 144A 06.8750 10/15/2028 | 0.14% |
| WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.14% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.14% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.13% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.13% |
| GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.13% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.13% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.13% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.13% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.13% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.13% |
| THE AES CORPORATION 05.1250 09/01/2027 | 0.13% |
| NOBLE ENERGY INC 06.0000 03/01/2041 | 0.13% |
| CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.13% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.13% |
| CHENIERE CORP CHRIST 07.0000 06/30/2024 | 0.13% |
| FORD MOTOR CREDIT CO LLC 05.1250 06/16/2025 | 0.13% |
| CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.13% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.13% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.12% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.12% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.12% |
| ALTICE FINANCING SA P/P 144A 05.0000 01/15/2028 | 0.12% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.12% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.12% |
| IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.12% |
| POWER SOLUTIONS TLB L+350 03.6455 04/30/2026 | 0.12% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.12% |
| OCCIDENTAL PETROLEUM COR 06.6250 09/01/2030 | 0.12% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.12% |
| EG GLOBAL FIN PLC P/P 144A 06.7500 02/07/2025 | 0.12% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.12% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.12% |
| OCCIDENTAL PETROLEUM COR 04.8500 03/15/2021 | 0.12% |
| SOLENIS 2NDL L+850 08.7330 06/26/2026 | 0.12% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.12% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.12% |
| WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.12% |
| 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.12% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/01/2029 | 0.12% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.12% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.12% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.12% |
| KRAFT HEINZ FOODS CO P/P 144A 03.7500 04/01/2030 | 0.12% |
| LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.12% |
| ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.11% |
| MSCI INC P/P 144A 03.6250 09/01/2030 | 0.11% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.11% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.11% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.11% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.11% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.11% |
| AXALTA COAT/BV P/P 144A 04.7500 06/15/2027 | 0.11% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.11% |
| VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.11% |
| DIAMONDBACK ENERGY INC 04.7500 05/31/2025 | 0.11% |
| FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 | 0.11% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.11% |
| OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.11% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.11% |
| CLEAR CHANNEL WORLD 09.2500 02/15/2024 | 0.11% |
| COMSTOCK RESOURCES INC 09.7500 08/15/2026 | 0.11% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.11% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.11% |
| WPX ENERGY INC 04.5000 01/15/2030 | 0.11% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.11% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.11% |
| ONEMAIN FINANCE CORP 06.6250 01/15/2028 | 0.11% |
| TRI POINTE GROUP INC 05.7000 06/15/2028 | 0.11% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.11% |
| BOXER PARENT CO INC P/P 144A 07.1250 10/02/2025 | 0.10% |
| SPLUNK INC CV 01.1250 09/15/2025 | 0.10% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.10% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.10% |
| WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.10% |
| WMG ACQUISITION CORP P/P 144A 03.0000 02/15/2031 | 0.10% |
| AKZONOBEL TLB L+300 03.1409 10/01/2025 | 0.10% |
| FILTRATION GROUP TLB L+375 04.5000 03/29/2025 | 0.10% |
| NEWFIELD EXPLORATION CO 05.6250 07/01/2024 | 0.10% |
| ZIGGO BV P/P 144A 05.5000 01/15/2027 | 0.10% |
| HUB INTL TLB L+400 05.0000 04/25/2025 | 0.10% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.10% |
| IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.10% |
| L BRANDS INC 06.7500 07/01/2036 | 0.10% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.10% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.10% |
| APACHE CORP 05.1000 09/01/2040 | 0.10% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.10% |
| CSC HOLDINGS LLC P/P 144A 04.6250 12/01/2030 | 0.10% |
| CSC HOLDINGS LLC P/P 144A 05.3750 02/01/2028 | 0.10% |
| PLY GEM TLB L+375 03.8799 04/12/2025 | 0.10% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.10% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.10% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.10% |
| CEMEX P/P 144A 05.7000 01/11/2025 | 0.10% |
| CONSTELLIUM SE P/P 144A 05.6250 06/15/2028 | 0.10% |
| EQUINIX INC 03.2000 11/18/2029 | 0.10% |
| HANESBRANDS INC P/P 144A 04.8750 05/15/2026 | 0.10% |
| ZAYO GROUP HLDG INC L+300 03.1455 03/09/2027 | 0.10% |
| ROBERTSHAW US HOLDING L+325 04.5000 02/28/2025 | 0.10% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.10% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.10% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.10% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.10% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.10% |
| NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.10% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.10% |
| BOYD GAMING CORP P/P 144A 08.6250 06/01/2025 | 0.09% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.09% |
| EPICOR SOFTWARE 2NDL L+775 08.7500 07/30/2028 | 0.09% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.09% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.09% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.09% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.09% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.09% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.09% |
| USA COM PART/USA COM 06.8750 09/01/2027 | 0.09% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.09% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.09% |
| HCA INC 03.5000 09/01/2030 | 0.09% |
| HCA INC 05.2500 06/15/2026 | 0.09% |
| SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.09% |
| BOYD GAMING CORP 06.3750 04/01/2026 | 0.09% |
| LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.09% |
| NEXSTAR BROADCASTING P/P 144A 04.7500 11/01/2028 | 0.09% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.09% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.09% |
| BOYD GAMING CORP 04.7500 12/01/2027 | 0.09% |
| CEMEX SAB DE CV P/P 144A 07.3750 06/05/2027 | 0.09% |
| CONSTELLIUM SE P/P 144A 05.7500 05/15/2024 | 0.09% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.09% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/15/2028 | 0.09% |
| L BRANDS INC P/P 144A 06.6250 10/01/2030 | 0.09% |
| QORVO INC P/P 144A 03.3750 04/01/2031 | 0.09% |
| YUM! BRANDS INC 03.6250 03/15/2031 | 0.09% |
| CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.09% |
| GRAY TELEVISION INC P/P 144A 04.7500 10/15/2030 | 0.09% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.09% |
| ZAYO GROUP HLDG INC P/P 144A 06.1250 03/01/2028 | 0.09% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.09% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.09% |
| MPH ACQUISITION HLDG P/P 144A 05.7500 11/01/2028 | 0.09% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.09% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.09% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.09% |
| CENTENE CORP 03.0000 10/15/2030 | 0.08% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.08% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.08% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.08% |
| OCCIDENTAL PETROLEUM COR 03.5000 06/15/2025 | 0.08% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.08% |
| CLEARWATER PAPER COR P/P 144A 04.7500 08/15/2028 | 0.08% |
| ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.08% |
| DUN & BRADSTREET TLB L+375 03.8930 02/08/2026 | 0.08% |
| FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 0.08% |
| JPMORGAN CHASE & CO 06.0000 12/29/2049 | 0.08% |
| TEVA PHARMA NE USD 07.1250 01/31/2025 | 0.08% |
| SPLUNK INC P/P 144A CV 01.1250 06/15/2027 | 0.08% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.08% |
| CREDIT SUISSE GRP AG P/P 144A 06.3750 12/31/2049 | 0.08% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.08% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.08% |
| OWENS-BROCKWAY P/P 144A 06.6250 05/13/2027 | 0.08% |
| COMSTOCK RESOURCES 09.7500 08/15/2026 | 0.08% |
| HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.08% |
| TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.08% |
| GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.08% |
| LEVI STRAUSS & CO. 05.0000 05/01/2025 | 0.08% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.08% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.08% |
| IHEARTMEDIA TLB L+300 03.1455 05/01/2026 | 0.08% |
| ORTHO-CLINICAL P/P 144A 07.3750 06/01/2025 | 0.08% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.07% |
| SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.07% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 0.07% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.07% |
| US CONCRETE INC P/P 144A 05.1250 03/01/2029 | 0.07% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.07% |
| GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.07% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.07% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.07% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.07% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.07% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.07% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.07% |
| ARDAGH PKG FIN/HLDGS P/P 144A 06.0000 02/15/2025 | 0.07% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.07% |
| ARCHES BUYER INC P/P 144A 04.2500 06/01/2028 | 0.07% |
| DIVERSEY TL L+300 03.2142 09/06/2024 | 0.07% |
| LLOYDS BANKING GROUP PLC USD 07.5000 04/30/2049 | 0.07% |
| BY CROWN/BY BOND P/P 144A 04.2500 01/31/2026 | 0.07% |
| CANPACK SA EASTERN L P/P 144A 03.1250 11/01/2025 | 0.07% |
| UNITED RENTALS NORTH AM 03.8750 11/15/2027 | 0.07% |
| DELL INT / EMC P/P 144A 05.8500 07/15/2025 | 0.07% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.07% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.07% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.07% |
| WERNER TLB L+400 05.0000 07/24/2024 | 0.07% |
| AES CORP/THE P/P 144A 03.3000 07/15/2025 | 0.06% |
| BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 0.06% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.06% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.06% |
| TRANSDIGM INC 06.5000 05/15/2025 | 0.06% |
| UNIVISION COMM INC. P/P 144A 05.1250 02/15/2025 | 0.06% |
| INSPIRE BRANDS TLB L+325 04.2500 11/19/2027 | 0.06% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.06% |
| WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 | 0.06% |
| ULTIMATE SOFTWARE 2L L+675 07.5000 05/03/2027 | 0.06% |
| AMERICAN BATH 1L2 L+450 05.2500 11/19/2027 | 0.06% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.06% |
| ENDO DAC/ENDO FI P/P 144A 09.5000 07/31/2027 | 0.06% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.06% |
| JAGUAR HL / PPDI P/P 144A 05.0000 06/15/2028 | 0.06% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.06% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.06% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.06% |
| AVIENT CORP P/P 144A 05.7500 05/15/2025 | 0.06% |
| ENDO DAC/ENDO FI P/P 144A 06.0000 06/30/2028 | 0.06% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 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% |
| HUNTSMAN INTERNATIONAL LLC 05.1250 11/15/2022 | 0.06% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.06% |
| TARGA RES PRTNRS 05.5000 03/01/2030 | 0.06% |
| VALVOLINE INC 04.3750 08/15/2025 | 0.06% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.06% |
| APACHE CORPORATION 04.8750 11/15/2027 | 0.06% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.06% |
| GOLDEN NUGGET TL L+1200 13.0000 10/04/2023 | 0.06% |
| INTELSAT JACKSON P/P 144A 08.5000 10/15/2024 | 0.06% |
| NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 | 0.06% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.06% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.06% |
| EMERGENT BIOSOLUTION P/P 144A 03.8750 08/15/2028 | 0.05% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.05% |
| JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.05% |
| OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.05% |
| MACY'S INC P/P 144A 08.3750 06/15/2025 | 0.05% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.05% |
| DCP MIDSTREAM OPERATING 05.1250 05/15/2029 | 0.05% |
| L BRANDS INC P/P 144A 06.8750 07/01/2025 | 0.05% |
| ATOTECH TLB1 L+300 04.0000 01/31/2024 | 0.05% |
| NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.05% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.05% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.05% |
| SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.05% |
| TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.05% |
| AMERICAN AXLE & MANUF L+225 03.0000 04/06/2024 | 0.05% |
| HUDBAY MINERALS INC P/P 144A 06.1250 04/01/2029 | 0.05% |
| RACKSPACE HOSTING INC L+300 04.0000 11/03/2023 | 0.05% |
| L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.05% |
| TALLGRASS NRG PRTNR/ P/P 144A 07.5000 10/01/2025 | 0.05% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.04% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.04% |
| CF INDUSTRIES INC 05.1500 03/15/2034 | 0.04% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.04% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.04% |
| CF INDUSTRIES INC 03.4500 06/01/2023 | 0.04% |
| CP ATLAS BUYER INC P/P 144A 07.0000 12/01/2028 | 0.04% |
| OCCIDENTAL PETROLEUM COR 05.8750 09/01/2025 | 0.04% |
| JAGUAR HL / PPDI P/P 144A 04.6250 06/15/2025 | 0.04% |
| TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.04% |
| GARTNER INC P/P 144A 04.5000 07/01/2028 | 0.04% |
| MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.04% |
| ROYAL CARIBBEAN P/P 144A 09.1250 06/15/2023 | 0.04% |
| TRANSDIGM INC P/P 144A 08.0000 12/15/2025 | 0.04% |
| YUM! BRANDS INC. P/P 144A 07.7500 04/01/2025 | 0.04% |
| CALPINE CORP P/P 144A 05.0000 02/01/2031 | 0.04% |
| CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.04% |
| MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.04% |
| NABORS IND LTD P/P 144A 07.5000 01/15/2028 | 0.04% |
| APACHE CORP 04.6250 11/15/2025 | 0.04% |
| CD&R WATERWORKS MERGER 144A 6.125000 08/15/2025 | 0.04% |
| WEEKLEY HM LLC/ P/P 144A 04.8750 09/15/2028 | 0.04% |
| PENSKE AUTOMOTIVE GROUP 03.5000 09/01/2025 | 0.04% |
| WMG ACQUISITION CORP P/P 144A 03.0000 02/15/2031 | 0.04% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.04% |
| ARDAGH PKG FIN P/P 144A 05.2500 08/15/2027 | 0.03% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.03% |
| NEWFIELD EXPLORATION CO 05.3750 01/01/2026 | 0.03% |
| TRONOX INC P/P 144A 06.5000 05/01/2025 | 0.03% |
| KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.03% |
| GLOBAL PART/GLP FIN P/P 144A 06.8750 01/15/2029 | 0.03% |
| ARCHES BUYER INC P/P 144A 06.1250 12/01/2028 | 0.03% |
| MERCER INTL INC USD 07.3750 01/15/2025 | 0.03% |
| PAR PHARMA INC P/P 144A 07.5000 04/01/2027 | 0.03% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.03% |
| BOMBARDIER INC P/P 144A 08.7500 12/01/2021 | 0.03% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.03% |
| CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.02% |
| TENNECO INC P/P 144A 07.8750 01/15/2029 | 0.02% |
| EQT CORP 05.0000 01/15/2029 | 0.02% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.02% |
| ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.02% |
| CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.02% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.02% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.02% |
| ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.02% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.02% |
| RACKSPACE TECHNOLOGY P/P 144A 05.3750 12/01/2028 | 0.01% |
| STEARNS HLDG LLC CLASS B WTS | 0.01% |
| TREASURY BILL 00.0000 12/15/2020 | 0.01% |
| TXU TCEH RIGHTS | 0.01% |
| CHC GROUP LLC SEDOL BYXD3K4 | 0.01% |
| ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.01% |
| AES CORP/THE P/P 144A 02.4500 01/15/2031 | 0.01% |
| DCP MIDSTREAM OPERATING 05.3750 07/15/2025 | 0.01% |
| MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.00% |
| IHEARTMEDIA INC - CLASS-CW39 SEDOL BK4W8M9 | 0.00% |
| CAD/USD 01/20/2021 PSBS | 0.00% |
| TRIBUNE CLASS 1C LITIGAT | 0.00% |
| GBP/USD 12/16/2020 GSFX | 0.00% |
| MWO HOLDINGS LLC | 0.00% |
| TERVITA CORP SEDOL BD1DCC4 | 0.00% |
| TEXAS COHLD TCEH ESCROW 11.5000 10/01/2021 | 0.00% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 1.24% |
|---|---|
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.66% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.66% |
| SPRINT CORP 07.8750 09/15/2023 | 0.63% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.59% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.58% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.56% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.55% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.51% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.49% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.49% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.46% |
| WATCO COS LLC/FI P/P 144A 06.5000 06/15/2027 | 0.46% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.45% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.44% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.44% |
| CENTENE CORP 04.6250 12/15/2029 | 0.44% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.44% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.44% |
| HCA INC. 05.3750 09/01/2026 | 0.44% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.43% |
| ALTICE FRANCE P/P 144A 07.3750 05/01/2026 | 0.43% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.42% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.42% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.41% |
| GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.41% |
| NAVISTAR INTL TLB L+350 03.6500 11/06/2024 | 0.41% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.40% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.39% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.39% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.39% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.38% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.38% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.38% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.38% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.37% |
| GLOBAL MEDICAL RESPONS L+475 05.5000 10/05/2025 | 0.36% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.36% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.36% |
| AES CORP/THE 05.5000 04/15/2025 | 0.35% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.35% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.35% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.34% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.34% |
| BRAND ENERGY TL L+425 05.2500 06/21/2024 | 0.33% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.32% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.32% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.32% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.31% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.31% |
| REFINITIV TLB L+325 03.3978 10/01/2025 | 0.31% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.31% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.30% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.30% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.30% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.30% |
| ALTICE FRANCE P/P 144A 06.0000 02/15/2028 | 0.30% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.30% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.30% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.30% |
| NOURYON HOLDING BV P/P 144A 08.0000 10/01/2026 | 0.30% |
| PACIFIC GAS & ELECTRIC 02.5000 02/01/2031 | 0.30% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.30% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.29% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.29% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.29% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.29% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.29% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.29% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.29% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.29% |
| ARCELORMITTAL USD 07.2500 10/15/2039 | 0.29% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.29% |
| ALTICE FRANCE P/P 144A 10.5000 05/15/2027 | 0.28% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.28% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.28% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.28% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.28% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.28% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.28% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.28% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.27% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.27% |
| ORTHO-CLINICAL TLB L+325 03.3903 06/30/2025 | 0.27% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.27% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.27% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.27% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.26% |
| FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.26% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.26% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.26% |
| SPRINT CORP 07.6250 03/01/2026 | 0.25% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.25% |
| SYNGENTA FINANCE NV P/P 144A 05.1820 04/24/2028 | 0.25% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.25% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.25% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.25% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.25% |
| AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.24% |
| APACHE CORP 04.3750 10/15/2028 | 0.24% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.24% |
| CLEAR CHANNEL TLB L+350 05.5435 08/21/2026 | 0.24% |
| ISTAR INC 04.7500 10/01/2024 | 0.24% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.24% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.24% |
| TENNANT CO 05.6250 05/01/2025 | 0.24% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.24% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.24% |
| NETFLIX INC 04.8750 04/15/2028 | 0.24% |
| CCO HOLDINGS LLC P/P 144A 05.0000 02/01/2028 | 0.24% |
| CHAMPIONX HLDG INC TLB L+500 06.0000 06/03/2027 | 0.24% |
| SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.24% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.23% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.23% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.23% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.23% |
| SOLENIS 1STL L+400 04.2559 06/26/2025 | 0.23% |
| L BRANDS INC 07.5000 06/15/2029 | 0.23% |
| HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 | 0.23% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.22% |
| DANAHER CORP 04.7500 CUM CV PFD | 0.22% |
| MICROCHIP TEC CV 01.6250 02/15/2027 | 0.22% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.22% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.22% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.22% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.22% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.22% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.22% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.22% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.22% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.22% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.22% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.22% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.22% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.22% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.21% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.21% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.21% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.21% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.21% |
| T-MOBILE US INC P/P 144A 05.2500 CV PFD | 0.21% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.21% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.21% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.21% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.21% |
| ATOTECH ALPHA 2 BV P/P 144A 08.7500 06/01/2023 | 0.21% |
| SPRINT CORP 07.2500 09/15/2021 | 0.21% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.21% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.21% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.20% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.20% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.20% |
| MICROCHIP TECH INC P/P 144A 04.2500 09/01/2025 | 0.20% |
| ULTIMATE SOFTWARE L+400 04.7500 05/03/2026 | 0.20% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.20% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.20% |
| CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.20% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.20% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.20% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.20% |
| JAMES HARDIE INT P/P 144A 05.0000 01/15/2028 | 0.20% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.20% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.20% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.20% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.20% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.20% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.20% |
| HUSKY TLB L+300 03.3614 03/28/2025 | 0.20% |
| LLOYDS BANK PLC 13.0000 01/29/2049 | 0.20% |
| SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.20% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.20% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.19% |
| MASTEC INC P/P 144A 04.5000 08/15/2028 | 0.19% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.19% |
| ZIGGO BOND CO BV P/P 144A 06.0000 01/15/2027 | 0.19% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.19% |
| AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.19% |
| ATOTECH ALPHA 3 BV P/P 144A 06.2500 02/01/2025 | 0.19% |
| MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.19% |
| VERTIV TLB L+300 04.6550 03/02/2027 | 0.19% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.19% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.19% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.19% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.19% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.19% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.19% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.19% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.19% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 0.19% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.18% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.18% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.18% |
| ISTAR INC. 04.2500 08/01/2025 | 0.18% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.18% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.18% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.18% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.18% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.18% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.18% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.18% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.18% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.18% |
| RITE AID CORP P/P 144A 08.0000 11/15/2026 | 0.18% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.17% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.17% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.17% |
| NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.17% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.17% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.17% |
| VERTICAL HOLDCO GMBH P/P 144A 07.6250 07/15/2028 | 0.17% |
| VIRGIN MEDIA FIN PLC P/P 144A 05.0000 07/15/2030 | 0.17% |
| BROADCOM INC 08.0000 CV PFD | 0.17% |
| CPG INTL TL L+375 04.7500 05/05/2024 | 0.17% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.17% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.17% |
| CENTERPOINT ENERGY INC 07.0000 CV PFD | 0.17% |
| VERTICAL US NEWCO IN P/P 144A 05.2500 07/15/2027 | 0.17% |
| BWAY CORP TLB L+325 03.4795 04/03/2024 | 0.17% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.17% |
| GENERAL MOTORS CO 06.1250 10/01/2025 | 0.17% |
| HCA INC 05.8750 05/01/2023 | 0.17% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.17% |
| CCO HOLDINGS LLC P/P 144A 04.7500 03/01/2030 | 0.17% |
| CSC HOLDINGS LLC P/P 144A 05.7500 01/15/2030 | 0.17% |
| 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.17% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.17% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.16% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.16% |
| FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 | 0.16% |
| LEVEL 3 FINANCING INC. 05.2500 03/15/2026 | 0.16% |
| BOXER PARENT CO INC P/P 144A 09.1250 03/01/2026 | 0.16% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.16% |
| ANTERO RESOURCES 05.3750 11/01/2021 | 0.16% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.16% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.16% |
| OCCIDENTAL PETROLEUM COR 04.8500 03/15/2021 | 0.16% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.16% |
| INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.16% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.16% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.16% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.16% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.16% |
| ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.16% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.16% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.16% |
| TERRIER MEDIA TLB L+425 05.9898 12/17/2026 | 0.16% |
| KKR & CO INC 06.0000 CUM CV PFD | 0.16% |
| ON SEMICONDUC CV 01.6250 10/15/2023 | 0.16% |
| EPICOR SOFTWARE TLB L+425 05.2500 07/30/2027 | 0.16% |
| WPX ENERGY INC 05.8750 06/15/2028 | 0.15% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.15% |
| INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.15% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.15% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.15% |
| NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.15% |
| AMERICAN AXLE & MFG INC 06.8750 07/01/2028 | 0.15% |
| ARDAGH PKG FIN/HLDGS P/P 144A 05.2500 08/15/2027 | 0.15% |
| AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 | 0.15% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.15% |
| PPL CORP SEDOL 2680905 | 0.15% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.15% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.15% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.15% |
| BLACK KNIGHT INFOSER P/P 144A 03.6250 09/01/2028 | 0.15% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.15% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.15% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.15% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.15% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.15% |
| SIRIUS XM HOLDINGS INC SEDOL BGLDK10 | 0.14% |
| AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.14% |
| ALTICE USA INC- A SEDOL BDRY7P9 | 0.14% |
| ISTAR INC 05.5000 02/15/2026 | 0.14% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.14% |
| THE GAP INC. P/P 144A 08.3750 05/15/2023 | 0.14% |
| WR GRACE & CO-CONN P/P 144A 04.8750 06/15/2027 | 0.14% |
| CONSTELLIUM SE P/P 144A 06.6250 03/01/2025 | 0.14% |
| FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.14% |
| WHITE CAP TLB L+400 04.5000 10/08/2027 | 0.14% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.14% |
| CEMEX SAB DE CV P/P 144A 05.4500 11/19/2029 | 0.14% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.14% |
| TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.14% |
| FORD MOTOR CREDIT CO LLC 04.2710 01/09/2027 | 0.14% |
| FRONTIER COMM 10.5000 09/15/2022 | 0.14% |
| GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.14% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.14% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.14% |
| WHITE CAP BUYER LLC P/P 144A 06.8750 10/15/2028 | 0.14% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.14% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.14% |
| NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.14% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.14% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 0.14% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.14% |
| THE AES CORPORATION 05.1250 09/01/2027 | 0.14% |
| CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.14% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.14% |
| CHENIERE CORP CHRIST 07.0000 06/30/2024 | 0.13% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.13% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.13% |
| CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.13% |
| NOBLE ENERGY INC 06.0000 03/01/2041 | 0.13% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.13% |
| FORD MOTOR CREDIT CO LLC 05.1250 06/16/2025 | 0.13% |
| TALBOTS TLB L+700 07.2204 11/28/2022 | 0.13% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.13% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.13% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.13% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.13% |
| IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.13% |
| POWER SOLUTIONS TLB L+350 05.7344 04/30/2026 | 0.13% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.12% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.12% |
| WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.12% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.12% |
| 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.12% |
| ALTICE FINANCING SA P/P 144A 05.0000 01/15/2028 | 0.12% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.12% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.12% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.12% |
| SOLENIS 2NDL L+850 10.8314 06/26/2026 | 0.12% |
| EG GLOBAL FIN PLC P/P 144A 06.7500 02/07/2025 | 0.12% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/01/2029 | 0.12% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.12% |
| KRAFT HEINZ FOODS CO P/P 144A 03.7500 04/01/2030 | 0.12% |
| PQ CORP P/P 144A 05.7500 12/15/2025 | 0.12% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.12% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.12% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.12% |
| MSCI INC P/P 144A 03.6250 09/01/2030 | 0.12% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.12% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.12% |
| AXALTA COAT/BV P/P 144A 04.7500 06/15/2027 | 0.12% |
| LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.12% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.12% |
| VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.12% |
| COMSTOCK RESOURCES INC 09.7500 08/15/2026 | 0.12% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.12% |
| UNIVISION COMM INC. P/P 144A 05.1250 02/15/2025 | 0.12% |
| DIAMONDBACK ENERGY INC 04.7500 05/31/2025 | 0.11% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.11% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.11% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.11% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.11% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.11% |
| FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 | 0.11% |
| TRI POINTE GROUP INC 05.7000 06/15/2028 | 0.11% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.11% |
| BOXER PARENT CO INC P/P 144A 07.1250 10/02/2025 | 0.11% |
| ONEMAIN FINANCE CORP 06.6250 01/15/2028 | 0.11% |
| SPLUNK INC CV 01.1250 09/15/2025 | 0.11% |
| WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.11% |
| AKZONOBEL TLB L+300 03.1453 10/01/2025 | 0.11% |
| COMMSCOPE INC P/P 144A 08.2500 03/01/2027 | 0.11% |
| FILTRATION GROUP TLB L+375 03.9680 03/29/2025 | 0.11% |
| HUB INTL TLB L+400 05.9274 04/25/2025 | 0.11% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.11% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.11% |
| OCCIDENTAL PETROLEUM COR 05.8750 09/01/2025 | 0.11% |
| OCCIDENTAL PETROLEUM COR 06.6250 09/01/2030 | 0.11% |
| ZIGGO BV P/P 144A 05.5000 01/15/2027 | 0.11% |
| CSC HOLDINGS LLC P/P 144A 05.3750 02/01/2028 | 0.11% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.11% |
| WMG ACQUISITION CORP P/P 144A 03.0000 02/15/2031 | 0.11% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.11% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.11% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.11% |
| IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.11% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.11% |
| PLY GEM TLB L+375 03.8953 04/12/2025 | 0.11% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.11% |
| WPX ENERGY INC 04.5000 01/15/2030 | 0.11% |
| CSC HOLDINGS LLC P/P 144A 04.6250 12/01/2030 | 0.10% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.10% |
| CEMEX P/P 144A 05.7000 01/11/2025 | 0.10% |
| HANESBRANDS INC P/P 144A 04.8750 05/15/2026 | 0.10% |
| EQUINIX INC 03.2000 11/18/2029 | 0.10% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.10% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.10% |
| ZAYO GROUP HLDG INC L+300 04.6678 03/09/2027 | 0.10% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.10% |
| ROBERTSHAW US HOLDING L+350 04.5000 02/28/2025 | 0.10% |
| CLEAR CHANNEL WORLD 09.2500 02/15/2024 | 0.10% |
| CONSTELLIUM SE P/P 144A 05.6250 06/15/2028 | 0.10% |
| L BRANDS INC 06.7500 07/01/2036 | 0.10% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.10% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.10% |
| NEWFIELD EXPLORATION CO 05.6250 07/01/2024 | 0.10% |
| ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.10% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.10% |
| BOYD GAMING CORP P/P 144A 08.6250 06/01/2025 | 0.10% |
| EPICOR SOFTWARE 2NDL L+775 08.7500 07/30/2028 | 0.10% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.10% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.10% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.10% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.10% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.10% |
| HCA INC 03.5000 09/01/2030 | 0.10% |
| APACHE CORP 05.1000 09/01/2040 | 0.10% |
| BOYD GAMING CORP 06.3750 04/01/2026 | 0.10% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.10% |
| HCA INC 05.2500 06/15/2026 | 0.10% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.10% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.10% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.09% |
| CONSTELLIUM SE P/P 144A 05.7500 05/15/2024 | 0.09% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.09% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.09% |
| NEXSTAR BROADCASTING P/P 144A 04.7500 11/01/2028 | 0.09% |
| QORVO INC P/P 144A 03.3750 04/01/2031 | 0.09% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.09% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.09% |
| MPH ACQUISITION HLDG P/P 144A 05.7500 11/01/2028 | 0.09% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.09% |
| USA COM PART/USA COM 06.8750 09/01/2027 | 0.09% |
| CEMEX SAB DE CV P/P 144A 07.3750 06/05/2027 | 0.09% |
| LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.09% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.09% |
| YUM! BRANDS INC 03.6250 03/15/2031 | 0.09% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.09% |
| L BRANDS INC P/P 144A 06.6250 10/01/2030 | 0.09% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.09% |
| BOYD GAMING CORP 04.7500 12/01/2027 | 0.09% |
| CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.09% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/15/2028 | 0.09% |
| GRAY TELEVISION INC P/P 144A 04.7500 10/15/2030 | 0.09% |
| ZAYO GROUP HLDG INC P/P 144A 06.1250 03/01/2028 | 0.09% |
| CENTENE CORP 03.0000 10/15/2030 | 0.09% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.09% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.09% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.09% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.09% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.09% |
| ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.09% |
| CLEARWATER PAPER COR P/P 144A 04.7500 08/15/2028 | 0.09% |
| DUN & BRADSTREET TLB L+400 07.2411 02/08/2026 | 0.09% |
| CF INDUSTRIES INC 03.4500 06/01/2023 | 0.09% |
| JPMORGAN CHASE & CO 06.0000 12/29/2049 | 0.09% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.09% |
| SPLUNK INC P/P 144A CV 01.1250 06/15/2027 | 0.08% |
| COMSTOCK RESOURCES 09.7500 08/15/2026 | 0.08% |
| OWENS-BROCKWAY P/P 144A 06.6250 05/13/2027 | 0.08% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.08% |
| TEVA PHARMA NE USD 07.1250 01/31/2025 | 0.08% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.08% |
| CREDIT SUISSE GRP AG P/P 144A 06.3750 12/31/2049 | 0.08% |
| HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.08% |
| LEVI STRAUSS & CO. 05.0000 05/01/2025 | 0.08% |
| TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.08% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.08% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.08% |
| GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.08% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.08% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.08% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.08% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.08% |
| OCCIDENTAL PETROLEUM COR 03.5000 06/15/2025 | 0.08% |
| ORTHO-CLINICAL P/P 144A 07.3750 06/01/2025 | 0.08% |
| CONTINENTAL RESOURCES 05.0000 09/15/2022 | 0.08% |
| IHEARTMEDIA TLB L+300 04.6595 05/01/2026 | 0.08% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.08% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.08% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.08% |
| US CONCRETE INC P/P 144A 05.1250 03/01/2029 | 0.08% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.08% |
| ARDAGH PKG FIN/HLDGS P/P 144A 06.0000 02/15/2025 | 0.07% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.07% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.07% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.07% |
| SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.07% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.07% |
| CANPACK SA EASTERN L P/P 144A 03.1250 11/01/2025 | 0.07% |
| DIVERSEY TL L+300 03.2142 09/06/2024 | 0.07% |
| UNITED RENTALS NORTH AM 03.8750 11/15/2027 | 0.07% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.07% |
| BY CROWN/BY BOND P/P 144A 04.2500 01/31/2026 | 0.07% |
| DELL INT / EMC P/P 144A 05.8500 07/15/2025 | 0.07% |
| LLOYDS BANKING GROUP PLC USD 07.5000 04/30/2049 | 0.07% |
| AES CORP/THE P/P 144A 03.3000 07/15/2025 | 0.07% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.07% |
| BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 0.07% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.07% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.07% |
| TRANSDIGM INC 06.5000 05/15/2025 | 0.07% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.07% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.07% |
| ULTIMATE SOFTWARE 2L L+675 07.5000 05/03/2027 | 0.07% |
| WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 | 0.07% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.06% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.06% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.06% |
| ENDO DAC/ENDO FI P/P 144A 09.5000 07/31/2027 | 0.06% |
| HUNTSMAN INTERNATIONAL LLC 05.1250 11/15/2022 | 0.06% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.06% |
| JAGUAR HL / PPDI P/P 144A 05.0000 06/15/2028 | 0.06% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 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% |
| AVIENT CORP P/P 144A 05.7500 05/15/2025 | 0.06% |
| ENDO DAC/ENDO FI P/P 144A 06.0000 06/30/2028 | 0.06% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.06% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.06% |
| GOLDEN NUGGET INC TL L+1225 12.4858 10/04/2023 | 0.06% |
| NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 | 0.06% |
| VALVOLINE INC 04.3750 08/15/2025 | 0.06% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.06% |
| OCCIDENTAL PETROLEUM COR 02.9000 08/15/2024 | 0.06% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.06% |
| CCM MERGER INC P/P 144A 06.3750 05/01/2026 | 0.06% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.06% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.06% |
| EMERGENT BIOSOLUTION P/P 144A 03.8750 08/15/2028 | 0.06% |
| JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.06% |
| TARGA RES PRTNRS P/P 144A 05.5000 03/01/2030 | 0.06% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.06% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.06% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.05% |
| L BRANDS INC P/P 144A 06.8750 07/01/2025 | 0.05% |
| APACHE CORPORATION 04.8750 11/15/2027 | 0.05% |
| ATOTECH TLB1 L+300 04.0000 01/31/2024 | 0.05% |
| INTELSAT JACKSON P/P 144A 08.5000 10/15/2024 | 0.05% |
| MACY'S INC P/P 144A 08.3750 06/15/2025 | 0.05% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.05% |
| OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.05% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.05% |
| DCP MIDSTREAM OPERATING 05.1250 05/15/2029 | 0.05% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.05% |
| TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.05% |
| AMERICAN AXLE & MANUF L+273 03.4062 04/06/2024 | 0.05% |
| RACKSPACE HOSTING INC L+300 04.0000 11/03/2023 | 0.05% |
| HUDBAY MINERALS INC P/P 144A 06.1250 04/01/2029 | 0.05% |
| TALLGRASS NRG PRTNR/ P/P 144A 07.5000 10/01/2025 | 0.05% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.05% |
| L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.05% |
| SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.05% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.04% |
| GARTNER INC P/P 144A 04.5000 07/01/2028 | 0.04% |
| JAGUAR HL / PPDI P/P 144A 04.6250 06/15/2025 | 0.04% |
| MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.04% |
| MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.04% |
| TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.04% |
| TRANSDIGM INC P/P 144A 08.0000 12/15/2025 | 0.04% |
| YUM! BRANDS INC. P/P 144A 07.7500 04/01/2025 | 0.04% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.04% |
| CALPINE CORP P/P 144A 05.0000 02/01/2031 | 0.04% |
| ROYAL CARIBBEAN P/P 144A 09.1250 06/15/2023 | 0.04% |
| CD&R WATERWORKS MERGER 144A 6.125000 08/15/2025 | 0.04% |
| CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.04% |
| NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.04% |
| PENSKE AUTOMOTIVE GROUP 03.5000 09/01/2025 | 0.04% |
| WEEKLEY HM LLC/ P/P 144A 04.8750 09/15/2028 | 0.04% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.04% |
| APACHE CORP 04.6250 11/15/2025 | 0.04% |
| WMG ACQUISITION CORP P/P 144A 03.0000 02/15/2031 | 0.04% |
| OASIS PETROLEUM INC 06.8750 01/15/2023 | 0.04% |
| ARDAGH PKG FIN P/P 144A 05.2500 08/15/2027 | 0.03% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.03% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.03% |
| TRONOX INC P/P 144A 06.5000 05/01/2025 | 0.03% |
| KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.03% |
| NABORS IND LTD P/P 144A 07.5000 01/15/2028 | 0.03% |
| CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 0.03% |
| GLOBAL PART/GLP FIN P/P 144A 06.8750 01/15/2029 | 0.03% |
| NEWFIELD EXPLORATION CO 05.3750 01/01/2026 | 0.03% |
| MERCER INTL INC USD 07.3750 01/15/2025 | 0.03% |
| PAR PHARMA INC P/P 144A 07.5000 04/01/2027 | 0.03% |
| BOMBARDIER INC P/P 144A 08.7500 12/01/2021 | 0.03% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.03% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.03% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.02% |
| CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.02% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.02% |
| ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.02% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.02% |
| ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.02% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.02% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.02% |
| STEARNS HLDG LLC CLASS B WTS | 0.02% |
| CALIFORNIA RESOURCES CORP SEDOL BMBK002 | 0.01% |
| CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.01% |
| OASIS PETROLEUM INC CV 02.6250 09/15/2023 | 0.01% |
| CHC GRP LLC P/P CV 00.0000 10/01/2021 | 0.01% |
| TXU TCEH RIGHTS | 0.01% |
| TREASURY BILL 00.0000 12/15/2020 | 0.01% |
| ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.01% |
| DCP MIDSTREAM OPERATING 05.3750 07/15/2025 | 0.01% |
| GBP/USD 12/16/2020 GSFX | 0.01% |
| MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% |
| IHEARTMEDIA INC - CLASS-CW39 SEDOL BK4W8M9 | 0.00% |
| TRIBUNE CLASS 1C LITIGAT | 0.00% |
| CAD/USD 01/20/2021 SSBT | 0.00% |
| CHC GROUP LLC P/P SEDOL BYXD3K4 | 0.00% |
| MWO HOLDINGS LLC | 0.00% |
| TERVITA CORP SEDOL BD1DCC4 | 0.00% |
| TEXAS COHLD TCEH ESCROW 11.5000 10/01/2021 | 0.00% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 1.28% |
|---|---|
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.68% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.68% |
| SPRINT CORP 07.8750 09/15/2023 | 0.66% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.61% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.61% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.57% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.56% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.53% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.52% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.51% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.48% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.47% |
| WATCO COS LLC/FI P/P 144A 06.5000 06/15/2027 | 0.47% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.47% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.46% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.45% |
| CENTENE CORP 04.6250 12/15/2029 | 0.45% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.45% |
| HCA INC. 05.3750 09/01/2026 | 0.45% |
| ALTICE FRANCE P/P 144A 07.3750 05/01/2026 | 0.45% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.44% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.44% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.43% |
| GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.43% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.43% |
| NAVISTAR INTL TLB L+350 03.6600 11/06/2024 | 0.42% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.42% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.41% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.40% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.40% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.40% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.39% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.39% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.38% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.38% |
| GLOBAL MEDICAL RESPONS L+475 05.5000 10/05/2025 | 0.38% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.37% |
| AES CORP/THE 05.5000 04/15/2025 | 0.37% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.37% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.35% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.35% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.35% |
| BRAND ENERGY TL L+425 05.2500 06/21/2024 | 0.34% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.34% |
| 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.33% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.33% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.33% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.33% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.32% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.32% |
| REFINITIV TLB L+325 03.3966 10/01/2025 | 0.32% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.32% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.32% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.31% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.31% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.31% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.31% |
| NOURYON HOLDING BV P/P 144A 08.0000 10/01/2026 | 0.31% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.31% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.31% |
| ALTICE FRANCE P/P 144A 06.0000 02/15/2028 | 0.31% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.31% |
| ARCELORMITTAL USD 07.2500 10/15/2039 | 0.31% |
| PACIFIC GAS & ELECTRIC 02.5000 02/01/2031 | 0.31% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.31% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.31% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.31% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.30% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.30% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.30% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.30% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.30% |
| ALTICE FRANCE P/P 144A 10.5000 05/15/2027 | 0.30% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.30% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.30% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.30% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.30% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.29% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.29% |
| EG GLOBAL FIN PLC P/P 144A 06.7500 02/07/2025 | 0.28% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.28% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.28% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.28% |
| ORTHO-CLINICAL TLB L+325 03.4056 06/30/2025 | 0.28% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.28% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.28% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.27% |
| FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.27% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.27% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.26% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.26% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.26% |
| PQ CORP P/P 144A 05.7500 12/15/2025 | 0.26% |
| SYNGENTA FINANCE NV P/P 144A 05.1820 04/24/2028 | 0.26% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.26% |
| SPRINT CORP 07.6250 03/01/2026 | 0.26% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.26% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.26% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.26% |
| AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.26% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.26% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.26% |
| APACHE CORP 04.3750 10/15/2028 | 0.25% |
| ISTAR INC 04.7500 10/01/2024 | 0.25% |
| CLEAR CHANNEL TLB L+350 05.5435 08/21/2026 | 0.25% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.25% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.25% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.25% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.25% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.25% |
| CHAMPIONX HLDG INC TLB L+500 06.0000 06/03/2027 | 0.25% |
| TENNANT CO 05.6250 05/01/2025 | 0.25% |
| SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.24% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.24% |
| CCO HOLDINGS LLC P/P 144A 05.0000 02/01/2028 | 0.24% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.24% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.24% |
| NETFLIX INC 04.8750 04/15/2028 | 0.24% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.24% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.24% |
| SOLENIS 1STL L+400 04.2559 06/26/2025 | 0.24% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.24% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.23% |
| L BRANDS INC 07.5000 06/15/2029 | 0.23% |
| HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 | 0.23% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.23% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.23% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.23% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.23% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.23% |
| MICROCHIP TEC CV 01.6250 02/15/2027 | 0.23% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.23% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.23% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.23% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.23% |
| T-MOBILE US INC P/P 144A 05.2500 CV PFD | 0.23% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.22% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.22% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.22% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.22% |
| CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.22% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.22% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.22% |
| DANAHER CORP 04.7500 CUM CV PFD | 0.22% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.22% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.22% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.22% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.22% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.22% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.22% |
| SPRINT CORP 07.2500 09/15/2021 | 0.22% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.22% |
| ATOTECH ALPHA 2 BV P/P 144A 08.7500 06/01/2023 | 0.22% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.22% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.22% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.22% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.21% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.21% |
| AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.21% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.21% |
| ULTIMATE SOFTWARE L+400 04.7500 05/03/2026 | 0.21% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.21% |
| MICROCHIP TECH INC P/P 144A 04.2500 09/01/2025 | 0.21% |
| UNIVISION COMM INC. P/P 144A 05.1250 02/15/2025 | 0.21% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.21% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.21% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.21% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.21% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.21% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.20% |
| JAMES HARDIE INT P/P 144A 05.0000 01/15/2028 | 0.20% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.20% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.20% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.20% |
| HUSKY TLB L+300 03.3614 03/28/2025 | 0.20% |
| AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.20% |
| VERTIV TLB L+300 04.6550 03/02/2027 | 0.20% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.20% |
| LLOYDS BANK PLC 13.0000 01/29/2049 | 0.20% |
| ZIGGO BOND CO BV P/P 144A 06.0000 01/15/2027 | 0.20% |
| ATOTECH ALPHA 3 BV P/P 144A 06.2500 02/01/2025 | 0.20% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.20% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.20% |
| MASTEC INC P/P 144A 04.5000 08/15/2028 | 0.20% |
| MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.20% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.20% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.20% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.20% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.20% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.20% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.20% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.20% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.19% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 0.19% |
| ISTAR INC. 04.2500 08/01/2025 | 0.19% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.19% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.19% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.19% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.19% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.19% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.19% |
| BROADCOM INC 08.0000 CV PFD | 0.19% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.19% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.18% |
| VERTICAL HOLDCO GMBH P/P 144A 07.6250 07/15/2028 | 0.18% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.18% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.18% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.18% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.18% |
| RITE AID CORP P/P 144A 08.0000 11/15/2026 | 0.18% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.18% |
| NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.18% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.18% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.18% |
| VIRGIN MEDIA FIN PLC P/P 144A 05.0000 07/15/2030 | 0.18% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.18% |
| CPG INTL TL L+375 04.7500 05/05/2024 | 0.18% |
| VERTICAL US NEWCO IN P/P 144A 05.2500 07/15/2027 | 0.18% |
| BWAY CORP TLB L+325 03.5229 04/03/2024 | 0.18% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.18% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.18% |
| CCO HOLDINGS LLC P/P 144A 04.7500 03/01/2030 | 0.17% |
| HCA INC 05.8750 05/01/2023 | 0.17% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.17% |
| CSC HOLDINGS LLC P/P 144A 05.7500 01/15/2030 | 0.17% |
| GENERAL MOTORS CO 06.1250 10/01/2025 | 0.17% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.17% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.17% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.17% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.17% |
| LEVEL 3 FINANCING INC. 05.2500 03/15/2026 | 0.17% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.17% |
| OCCIDENTAL PETROLEUM COR 04.8500 03/15/2021 | 0.17% |
| BOXER PARENT CO INC P/P 144A 09.1250 03/01/2026 | 0.17% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.17% |
| FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 | 0.17% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.17% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.17% |
| ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.17% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.16% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.16% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.16% |
| WPX ENERGY INC 05.8750 06/15/2028 | 0.16% |
| TERRIER MEDIA TLB L+425 05.9898 12/17/2026 | 0.16% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.16% |
| CENTERPOINT ENERGY INC 07.0000 CV PFD | 0.16% |
| KKR & CO INC 06.0000 CUM CV PFD | 0.16% |
| NOBLE ENERGY INC. 03.9000 11/15/2024 | 0.16% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.16% |
| EPICOR SOFTWARE TLB L+425 05.2500 07/30/2027 | 0.16% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.16% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.16% |
| ANTERO RESOURCES 05.3750 11/01/2021 | 0.16% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.16% |
| AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 | 0.16% |
| NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.16% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.16% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.16% |
| ARDAGH PKG FIN/HLDGS P/P 144A 05.2500 08/15/2027 | 0.16% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.16% |
| PPL CORP SEDOL 2680905 | 0.16% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.16% |
| BLACK KNIGHT INFOSER P/P 144A 03.6250 09/01/2028 | 0.15% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.15% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.15% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.15% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.15% |
| ON SEMICONDUC CV 01.6250 10/15/2023 | 0.15% |
| AMERICAN AXLE & MFG INC 06.8750 07/01/2028 | 0.15% |
| CONSTELLIUM SE P/P 144A 06.6250 03/01/2025 | 0.15% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.15% |
| THE GAP INC. P/P 144A 08.3750 05/15/2023 | 0.15% |
| WR GRACE & CO-CONN P/P 144A 04.8750 06/15/2027 | 0.15% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.15% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.15% |
| FRONTIER COMM 10.5000 09/15/2022 | 0.15% |
| ISTAR INC 05.5000 02/15/2026 | 0.15% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.15% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.15% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.15% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.14% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.14% |
| FORD MOTOR CREDIT CO LLC 04.2710 01/09/2027 | 0.14% |
| TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.14% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.14% |
| CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.14% |
| CEMEX SAB DE CV P/P 144A 05.4500 11/19/2029 | 0.14% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.14% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.14% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.14% |
| CHENIERE CORP CHRIST 07.0000 06/30/2024 | 0.14% |
| THE AES CORPORATION 05.1250 09/01/2027 | 0.14% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.14% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.14% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.14% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.14% |
| CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.14% |
| NOBLE ENERGY INC 06.0000 03/01/2041 | 0.14% |
| WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.14% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 0.13% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.13% |
| FORD MOTOR CREDIT CO LLC 05.1250 06/16/2025 | 0.13% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.13% |
| POWER SOLUTIONS TLB L+350 05.7344 04/30/2026 | 0.13% |
| TALBOTS TLB L+700 07.2204 11/28/2022 | 0.13% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.13% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.13% |
| IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.13% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.13% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.13% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.13% |
| ALTICE FINANCING SA P/P 144A 05.0000 01/15/2028 | 0.13% |
| WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.13% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.13% |
| INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.13% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.12% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/01/2029 | 0.12% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.12% |
| KRAFT HEINZ FOODS CO P/P 144A 03.7500 04/01/2030 | 0.12% |
| SOLENIS 2NDL L+850 10.8314 06/26/2026 | 0.12% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.12% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.12% |
| MSCI INC P/P 144A 03.6250 09/01/2030 | 0.12% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.12% |
| VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.12% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.12% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.12% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.12% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.12% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.12% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.12% |
| AXALTA COAT/BV P/P 144A 04.7500 06/15/2027 | 0.12% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.12% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.12% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.12% |
| DIAMONDBACK ENERGY INC 04.7500 05/31/2025 | 0.12% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.12% |
| OCCIDENTAL PETROLEUM COR 05.8750 09/01/2025 | 0.12% |
| OCCIDENTAL PETROLEUM COR 06.6250 09/01/2030 | 0.12% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.12% |
| CLEAR CHANNEL WORLD 09.2500 02/15/2024 | 0.12% |
| COMSTOCK RESOURCES INC 09.7500 08/15/2026 | 0.12% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.12% |
| BOXER PARENT CO INC P/P 144A 07.1250 10/02/2025 | 0.11% |
| ONEMAIN FINANCE CORP 06.6250 01/15/2028 | 0.11% |
| TRI POINTE GROUP INC 05.7000 06/15/2028 | 0.11% |
| WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.11% |
| FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 | 0.11% |
| ZIGGO BV P/P 144A 05.5000 01/15/2027 | 0.11% |
| AKZONOBEL TLB L+300 03.1511 10/01/2025 | 0.11% |
| COMMSCOPE INC P/P 144A 08.2500 03/01/2027 | 0.11% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.11% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.11% |
| WPX ENERGY INC 04.5000 01/15/2030 | 0.11% |
| HUB INTL TLB L+400 05.9274 04/25/2025 | 0.11% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.11% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.11% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.11% |
| CSC HOLDINGS LLC P/P 144A 05.3750 02/01/2028 | 0.11% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.11% |
| IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.11% |
| PLY GEM TLB L+375 03.9011 04/12/2025 | 0.11% |
| SPLUNK INC CV 01.1250 09/15/2025 | 0.11% |
| CSC HOLDINGS LLC P/P 144A 04.6250 12/01/2030 | 0.11% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.11% |
| CEMEX P/P 144A 05.7000 01/11/2025 | 0.11% |
| EQUINIX INC 03.2000 11/18/2029 | 0.11% |
| HOLOGIC INC P/P 144A 04.3750 10/15/2025 | 0.11% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.11% |
| HANESBRANDS INC P/P 144A 04.8750 05/15/2026 | 0.11% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.11% |
| ZAYO GROUP HLDG INC L+300 04.6678 03/09/2027 | 0.11% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.10% |
| NEWFIELD EXPLORATION CO 05.6250 07/01/2024 | 0.10% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.10% |
| CONSTELLIUM SE P/P 144A 05.6250 06/15/2028 | 0.10% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.10% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.10% |
| BOYD GAMING CORP P/P 144A 08.6250 06/01/2025 | 0.10% |
| EPICOR SOFTWARE 2NDL L+775 08.7500 07/30/2028 | 0.10% |
| L BRANDS INC 06.7500 07/01/2036 | 0.10% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.10% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.10% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.10% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.10% |
| ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.10% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.10% |
| BOYD GAMING CORP 06.3750 04/01/2026 | 0.10% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.10% |
| HCA INC 03.5000 09/01/2030 | 0.10% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.10% |
| NAVISTAR INTL CORP P/P 144A 09.5000 05/01/2025 | 0.10% |
| HCA INC 05.2500 06/15/2026 | 0.10% |
| NEXSTAR BROADCASTING P/P 144A 04.7500 11/01/2028 | 0.10% |
| ROBERTSHAW US HOLDING L+325 04.2478 02/28/2025 | 0.10% |
| YUM! BRANDS INC 03.6250 03/15/2031 | 0.10% |
| CONSTELLIUM SE P/P 144A 05.7500 05/15/2024 | 0.10% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.10% |
| LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.10% |
| QORVO INC P/P 144A 03.3750 04/01/2031 | 0.10% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.10% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.10% |
| APACHE CORP 05.1000 09/01/2040 | 0.10% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.10% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.10% |
| CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.10% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.10% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.10% |
| USA COM PART/USA COM 06.8750 09/01/2027 | 0.10% |
| ZAYO GROUP HLDG INC P/P 144A 06.1250 03/01/2028 | 0.10% |
| BOYD GAMING CORP 04.7500 12/01/2027 | 0.09% |
| CEMEX SAB DE CV P/P 144A 07.3750 06/05/2027 | 0.09% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.09% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.09% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/15/2028 | 0.09% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.09% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.09% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.09% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.09% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.09% |
| CENTENE CORP 03.0000 10/15/2030 | 0.09% |
| DUN & BRADSTREET TLB L+400 07.2411 02/08/2026 | 0.09% |
| L BRANDS INC P/P 144A 06.6250 10/01/2030 | 0.09% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.09% |
| ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.09% |
| 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.09% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.09% |
| CF INDUSTRIES INC 03.4500 06/01/2023 | 0.09% |
| CLEARWATER PAPER COR P/P 144A 04.7500 08/15/2028 | 0.09% |
| JPMORGAN CHASE & CO 06.0000 12/29/2049 | 0.09% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.09% |
| OWENS-BROCKWAY P/P 144A 06.6250 05/13/2027 | 0.09% |
| TEVA PHARMA NE USD 07.1250 01/31/2025 | 0.09% |
| HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.09% |
| SPLUNK INC P/P 144A CV 01.1250 06/15/2027 | 0.09% |
| COMSTOCK RESOURCES 09.7500 08/15/2026 | 0.08% |
| CREDIT SUISSE GRP AG P/P 144A 06.3750 12/31/2049 | 0.08% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.08% |
| TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.08% |
| GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.08% |
| LEVI STRAUSS & CO. 05.0000 05/01/2025 | 0.08% |
| OCCIDENTAL PETROLEUM COR 03.5000 06/15/2025 | 0.08% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.08% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.08% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.08% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.08% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.08% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.08% |
| CONTINENTAL RESOURCES 05.0000 09/15/2022 | 0.08% |
| IHEARTMEDIA TLB L+300 04.6595 05/01/2026 | 0.08% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.08% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.08% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.08% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.08% |
| ORTHO-CLINICAL P/P 144A 07.3750 06/01/2025 | 0.08% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.08% |
| US CONCRETE INC P/P 144A 05.1250 03/01/2029 | 0.08% |
| ARDAGH PKG FIN/HLDGS P/P 144A 06.0000 02/15/2025 | 0.08% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.08% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.08% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.08% |
| SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.08% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.08% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.08% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.07% |
| BY CROWN/BY BOND P/P 144A 04.2500 01/31/2026 | 0.07% |
| UNITED RENTALS NORTH AM 03.8750 11/15/2027 | 0.07% |
| DIVERSEY TL L+300 03.2606 09/06/2024 | 0.07% |
| DELL INT / EMC P/P 144A 05.8500 07/15/2025 | 0.07% |
| LLOYDS BANKING GROUP PLC USD 07.5000 04/30/2049 | 0.07% |
| BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 0.07% |
| AES CORP/THE P/P 144A 03.3000 07/15/2025 | 0.07% |
| CIT GROUP INC SEDOL B4Z73G0 | 0.07% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.07% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.07% |
| TRANSDIGM INC 06.5000 05/15/2025 | 0.07% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.07% |
| WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 | 0.07% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.07% |
| ULTIMATE SOFTWARE 2L L+675 07.5000 05/03/2027 | 0.07% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.07% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.07% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.07% |
| AVIENT CORP P/P 144A 05.7500 05/15/2025 | 0.06% |
| HUNTSMAN INTERNATIONAL LLC 05.1250 11/15/2022 | 0.06% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.06% |
| JAGUAR HL / PPDI P/P 144A 05.0000 06/15/2028 | 0.06% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.06% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 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% |
| ENDO DAC/ENDO FI P/P 144A 09.5000 07/31/2027 | 0.06% |
| OCCIDENTAL PETROLEUM COR 02.9000 08/15/2024 | 0.06% |
| VALVOLINE INC 04.3750 08/15/2025 | 0.06% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.06% |
| GOLDEN NUGGET INC TL L+1225 12.4858 10/04/2023 | 0.06% |
| NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 | 0.06% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.06% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.06% |
| ENDO DAC/ENDO FI P/P 144A 06.0000 06/30/2028 | 0.06% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.06% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.06% |
| EMERGENT BIOSOLUTION P/P 144A 03.8750 08/15/2028 | 0.06% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.06% |
| TARGA RES PRTNRS P/P 144A 05.5000 03/01/2030 | 0.06% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.06% |
| JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.06% |
| APACHE CORPORATION 04.8750 11/15/2027 | 0.06% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.06% |
| INTELSAT JACKSON P/P 144A 08.5000 10/15/2024 | 0.06% |
| L BRANDS INC P/P 144A 06.8750 07/01/2025 | 0.06% |
| OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.06% |
| ATOTECH TLB1 L+300 04.0000 01/31/2024 | 0.06% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.05% |
| MACY'S INC P/P 144A 08.3750 06/15/2025 | 0.05% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.05% |
| DCP MIDSTREAM OPERATING 05.1250 05/15/2029 | 0.05% |
| RACKSPACE HOSTING INC L+300 04.0000 11/03/2023 | 0.05% |
| TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.05% |
| SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.05% |
| TALLGRASS NRG PRTNR/ P/P 144A 07.5000 10/01/2025 | 0.05% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.05% |
| HUDBAY MINERALS INC P/P 144A 06.1250 04/01/2029 | 0.05% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.05% |
| L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.05% |
| NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.05% |
| GARTNER INC P/P 144A 04.5000 07/01/2028 | 0.04% |
| JAGUAR HL / PPDI P/P 144A 04.6250 06/15/2025 | 0.04% |
| YUM! BRANDS INC. P/P 144A 07.7500 04/01/2025 | 0.04% |
| MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.04% |
| MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.04% |
| TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.04% |
| TRANSDIGM INC P/P 144A 08.0000 12/15/2025 | 0.04% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.04% |
| CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.04% |
| ROYAL CARIBBEAN P/P 144A 09.1250 06/15/2023 | 0.04% |
| CALPINE CORP P/P 144A 05.0000 02/01/2031 | 0.04% |
| OASIS PETROLEUM INC 06.8750 01/15/2023 | 0.04% |
| PENSKE AUTOMOTIVE GROUP 03.5000 09/01/2025 | 0.04% |
| WEEKLEY HM LLC/ P/P 144A 04.8750 09/15/2028 | 0.04% |
| APACHE CORP 04.6250 11/15/2025 | 0.04% |
| NABORS IND LTD P/P 144A 07.5000 01/15/2028 | 0.04% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.04% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.04% |
| WMG ACQUISITION CORP P/P 144A 03.0000 02/15/2031 | 0.04% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.04% |
| CALIFORNIA RESOURC TL L+475 05.7500 12/31/2022 | 0.04% |
| ARDAGH PKG FIN P/P 144A 05.2500 08/15/2027 | 0.04% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.03% |
| TRONOX INC P/P 144A 06.5000 05/01/2025 | 0.03% |
| KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.03% |
| NEWFIELD EXPLORATION CO 05.3750 01/01/2026 | 0.03% |
| BOMBARDIER INC P/P 144A 08.7500 12/01/2021 | 0.03% |
| GLOBAL PART/GLP FIN P/P 144A 06.8750 01/15/2029 | 0.03% |
| MERCER INTL INC USD 07.3750 01/15/2025 | 0.03% |
| PAR PHARMA INC P/P 144A 07.5000 04/01/2027 | 0.03% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.02% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.02% |
| CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.02% |
| ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.02% |
| ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.02% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.02% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.02% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.02% |
| STEARNS HLDG LLC CLASS B WTS | 0.02% |
| CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.02% |
| OASIS PETROLEUM INC CV 02.6250 09/15/2023 | 0.01% |
| TRANSOCEAN INC P/P 144A 11.5000 01/30/2027 | 0.01% |
| CHC GRP LLC P/P CV 00.0000 10/01/2021 | 0.01% |
| TXU TCEH RIGHTS | 0.01% |
| CASH MGMT BILL 00.0000 12/15/2020 | 0.01% |
| TREASURY BILL 00.0000 10/27/2020 | 0.01% |
| ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.01% |
| GBP/USD 12/16/2020 GSFX | 0.01% |
| DCP MIDSTREAM OPERATING 05.3750 07/15/2025 | 0.01% |
| MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% |
| TRIBUNE CLASS 1C LITIGAT | 0.00% |
| CAD/USD 10/21/2020 SSBT | 0.00% |
| IHEARTMEDIA INC WT | 0.00% |
| CHC GROUP LLC P/P SEDOL BYXD3K4 | 0.00% |
| MWO HOLDINGS LLC | 0.00% |
| TERVITA CORP SEDOL BD1DCC4 | 0.00% |
| TEXAS COHLD TCEH ESCROW 11.5000 10/01/2021 | 0.00% |
Fixed income statistics as of 12/31/20
| Average effective maturity | 3.72 yrs. |
|---|---|
| Average effective duration | 2.69 yrs. |
| Average yield to maturity | 4.44% |
| Average coupon | 5.57% |
Sector weightings as of 12/31/20
| Cash investments | Non-cash investments | Total portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread duration | Weight | Spread duration | Weight | Spread duration | |
| High-yield corporate bonds | 72.75% | 2.08 | 0.00% | 0.00 | 72.75% | 2.08 |
| Investment-grade corporate bonds | 11.51% | 0.65 | 0.00% | 0.00 | 11.51% | 0.65 |
| Bank loans | 6.36% | 0.27 | 0.00% | 0.00 | 6.36% | 0.27 |
| Convertible securities | 1.71% | 0.01 | 0.00% | 0.00 | 1.71% | 0.01 |
| Emerging-market bonds | 1.50% | 0.07 | 0.00% | 0.00 | 1.50% | 0.07 |
| Equity investments | 0.91% | 0.00 | 0.00% | 0.00 | 0.91% | 0.00 |
| International Treasury/agency | 0.20% | 0.01 | 0.00% | 0.00 | 0.20% | 0.01 |
| Net cash | 5.05% | 0.00 | 0.00% | 0.00 | 5.05% | 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 12/31/20
| 0 - 1 yr. | 19.88% |
|---|---|
| 1 - 5 yrs. | 53.85% |
| 5 - 10 yrs. | 22.01% |
| 10 - 15 yrs. | 2.10% |
| Over 15 yrs. | 2.16% |
Quality rating as of 12/31/20
| AA | 0.14% |
|---|---|
| BBB | 12.00% |
| BB | 42.42% |
| B | 28.05% |
| CCC and Below | 10.25% |
| Not Rated | 2.09% |
| Net cash | 5.05% |
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. Our investment techniques, analyses, and judgments may not produce the outcome we intend. The investments we select for the fund may not perform as well as other securities that we do not select for the fund. We, or the fund's other service providers, may experience disruptions or operating errors that could have a negative effect on the fund. 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 12/31/20
| Consumer cyclicals | 22.29% |
|---|---|
| Communication services | 10.37% |
| Energy | 10.30% |
| Basic materials | 10.18% |
| Capital goods | 8.72% |
| Financials | 8.04% |
| Consumer staples | 7.44% |
| Health care | 7.41% |
| Technology | 6.10% |
| Other | 9.15% |
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 12/31/20
| United States | 86.31% |
|---|---|
| Canada | 5.09% |
| Luxembourg | 1.75% |
| France | 1.39% |
| Ireland | 1.02% |
| United Kingdom | 0.98% |
| Netherlands | 0.84% |
| Israel | 0.74% |
| Switzerland | 0.49% |
| Other | 1.39% |
0
Expenses
Expense ratio |
Class A | Class B | Class C | Class M | Class R | Class R6 | Class Y |
|---|---|---|---|---|---|---|---|
| Total expense ratio | 1.02% | 1.77% | 1.77% | 1.27% | 1.27% | 0.66% | 0.77% |
| What you pay | 1.02% | 1.77% | 1.77% | 1.27% | 1.27% | 0.66% | 0.77% |
Sales charge
| Investment Breakpoint | Class A | Class B | Class C | Class M | Class R | Class R6 | Class Y |
|---|---|---|---|---|---|---|---|
| $0-$49,999 | 4.00% | 0.00% | 0.00% | 3.25% | -- | -- | -- |
| $50,000-$99,999 | 4.00% | 0.00% | 0.00% | 2.25% | -- | -- | -- |
| $100,000-$249,999 | 3.25% | -- | 0.00% | 1.25% | -- | -- | -- |
| $250,000-$499,999 | 2.50% | -- | 0.00% | 1.00% | -- | -- | -- |
| $500,000-$999,999 | 0.00% | -- | -- | -- | -- | -- | -- |
| $1M-$4M | 0.00% | -- | -- | -- | -- | -- | -- |
| $4M-$50M | 0.00% | -- | -- | -- | -- | -- | -- |
| $50M+ | 0.00% | -- | -- | -- | -- | -- | -- |
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% | -- | -- | -- | -- |
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. Our investment techniques, analyses, and judgments may not produce the outcome we intend. The investments we select for the fund may not perform as well as other securities that we do not select for the fund. We, or the fund's other service providers, may experience disruptions or operating errors that could have a negative effect on the fund. 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.