Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. Returns before sales charge do not reflect the current maximum sales charges as indicated below. Had the sales charge been reflected, returns would be lower. Returns at public offering price (after sales charge) for class A and class M shares reflect the current maximum initial sales charges of 5.75% and 3.50% for equity funds and 4.00% and 3.25% for income funds (2.25% for class A of Putnam Floating Rate Income Fund, Short-Term Municipal Income, Short Duration Bond Fund, and Fixed Income Absolute Return Fund), respectively. Class B share returns reflect the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declining to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Short Duration Bond Fund, Putnam Fixed Income Absolute Return Fund, and Putnam Short-Term Municipal Income Fund, which is 1% in the first year, declining to 0.5% in the second year, and is eliminated thereafter). Class C shares reflect a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, N, R, and Y shares prior to their inception is derived from the historical performance of class A shares, adjusted for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (with the exception of Putnam Tax-Free High Yield Fund and Putnam AMT-Free Municipal Fund, which are based on the historical performance of class B shares). Performance for class A, C, 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 |
$5.88
0.00% | $0.00 |
$6.28
02/20/20 |
$4.92
03/23/20 |
Fund facts as of 06/30/20
Total net assets
$1,207.79M
$1,207.79M
Turnover (fiscal year end)
37%
37%
Dividend frequency (view rate)
Monthly
Monthly
Number of holdings
594
594
Fiscal year-end
November
November
CUSIP / Fund code
74678J401 / 1819
74678J401 / 1819
Inception date
12/31/98
12/31/98
Category
Taxable Income
Taxable Income
Open to new investors
Ticker
PHAYX
PHAYX
Management team
Co-Head of Fixed Income
Portfolio Manager
Portfolio Manager
Literature
Fund documents |
| 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)
7.61%
Average 5-year annualized return
Total return (%) as of 06/30/20
Annual performance as of 06/30/20
Annualized Total return (%) as of 06/30/20
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | -0.64% | 2.83% | 3.81% | 5.91% |
| After sales charge | N/A | N/A | N/A | N/A |
| JPMorgan Developed High Yield Index | -2.02% | 2.69% | 4.49% | 6.74% |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 06/30/20 | 0.60% | - | |
| YTD as of 07/07/20 | -2.96% | - | |
Yield
| Distribution rate before sales charge as of 07/07/20 |
5.10% |
|---|---|
| Distribution rate after sales charge as of 07/07/20 |
5.10% |
| 30-day SEC yield as of 06/30/20 | 4.73% |
Risk-adjusted performance as of 05/31/20
| Sharpe ratio (3 yrs.) | 0.10 |
|---|---|
| Information ratio (3 yrs.) | 0.16 |
Volatility as of 05/31/20
| Standard deviation (3 yrs.) | 8.67% |
|---|---|
| Beta | 0.94 |
| R-squared | 0.99 |
Lipper rankings as of 05/31/20
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 181/512 | 36% |
| 3 yrs. | 132/458 | 29% |
| 5 yrs. | 123/391 | 32% |
| 10 yrs. | 75/281 | 27% |
Morningstar Ratings™ as of 05/31/20
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 641 | |
| 3 yrs. | 641 | |
| 5 yrs. | 544 | |
| 10 yrs. | 346 |
Distributions
| Record/Ex dividend date | 06/23/20 |
|---|---|
| Payable date | 06/25/20 |
| Income | $0.025 |
| Extra income | -- |
| Short-term cap. gain | -- |
| Long-term cap. gain | -- |
Lipper rankings are based on total return without sales charge relative to all share classes of funds with similar objectives as determined by Lipper. Past performance is not indicative of future results.
The Morningstar RatingTM for funds, or "star rating", is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange-traded funds, closed-end funds, and separate accounts) with at least a three-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three-, five-, and 10-year (if applicable) Morningstar Rating metrics. The weights are: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods.
The up-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has risen. The ratio is calculated by dividing the manager’s returns by the returns of the index during the up-market, and multiplying that factor by 100. The down-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has dropped. The ratio is calculated by dividing the manager’s returns by the returns of the index during the down-market and multiplying that factor by 100.
Holdings
| Cco Holdings Llc P/P 144a 05.3750 06/01/2029 | 1.26% |
|---|---|
| Ally Financial 08.0000 11/01/2031 | 0.81% |
| Sprint Corp 07.8750 09/15/2023 | 0.77% |
| Chs/Community Health Sys 06.2500 03/31/2023 | 0.61% |
| Diamond 1 Fin/Diam P/P 144a 06.0200 06/15/2026 | 0.54% |
| Dish Dbs Corp 05.8750 11/15/2024 | 0.54% |
| Sprint Capital Corporation 06.8750 11/15/2028 | 0.50% |
| Tenet Healthcare P/P 144a 04.8750 01/01/2026 | 0.49% |
| Tempo Acq Llc/Fi P/P 144a 06.7500 06/01/2025 | 0.48% |
| Energy Transfer Operatng 06.6250 02/15/2028 | 0.48% |
| Top 10 holdings, percent of portfolio | 6.48% |
| Top 10 holdings as of 05/31/20 | |
|---|---|
| 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 | |
| Chs/Community Health Sys 06.2500 03/31/2023 | |
| Diamond 1 Fin/Diam P/P 144a 06.0200 06/15/2026 | |
| Dish Dbs Corp 05.8750 11/15/2024 | |
| Sprint Capital Corporation 06.8750 11/15/2028 | |
| Tenet Healthcare P/P 144a 04.8750 01/01/2026 | |
| Tempo Acq Llc/Fi P/P 144a 06.7500 06/01/2025 | |
| Energy Transfer Operatng 06.6250 02/15/2028 | |
| Holdings represent 6.48% of portfolio | |
| Top 10 holdings as of 04/30/20 | |
|---|---|
| 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 | |
| Chs/Community Health Sys 06.2500 03/31/2023 | |
| Dish Dbs Corp 05.8750 11/15/2024 | |
| Diamond 1 Fin/Diam P/P 144a 06.0200 06/15/2026 | |
| Sprint Capital Corporation 06.8750 11/15/2028 | |
| Tempo Acq Llc/Fi P/P 144a 06.7500 06/01/2025 | |
| Tenet Healthcare P/P 144a 04.8750 01/01/2026 | |
| Transdigm P/P 144a 06.2500 03/15/2026 | |
| Holdings represent 6.83% of portfolio | |
| Top 10 holdings as of 03/31/20 | |
|---|---|
| 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 | |
| Chs/Community Health Sys 06.2500 03/31/2023 | |
| Tempo Acq Llc/Fi P/P 144a 06.7500 06/01/2025 | |
| Dish Dbs Corp 05.8750 11/15/2024 | |
| Match Group P/P 144a 05.0000 12/15/2027 | |
| Diamond 1 Fin/Diam P/P 144a 06.0200 06/15/2026 | |
| Sprint Capital Corporation 06.8750 11/15/2028 | |
| Tenet Healthcare P/P 144a 04.8750 01/01/2026 | |
| Holdings represent 7.26% of portfolio | |
| Top 10 holdings as of 02/29/20 | |
|---|---|
| Cco Holdings Llc P/P 144a 05.3750 06/01/2029 | |
| Ally Financial 08.0000 11/01/2031 | |
| Sprint Corp 07.8750 09/15/2023 | |
| Diamond 1 Fin/Diam P/P 144a 06.0200 06/15/2026 | |
| Gfl Environmental P/P 144a 07.0000 06/01/2026 | |
| Chs/Community Health Sys 06.2500 03/31/2023 | |
| Tempo Acq Llc/Fi P/P 144a 06.7500 06/01/2025 | |
| Energy Transfer Operatng 06.6250 02/15/2028 | |
| Dish Dbs Corp 05.8750 11/15/2024 | |
| Match Group P/P 144a 05.0000 12/15/2027 | |
| Holdings represent 6.87% of portfolio | |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 1.23% |
|---|---|
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.80% |
| SPRINT CORP 07.8750 09/15/2023 | 0.76% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.61% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.54% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.53% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.50% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.48% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.47% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.47% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.47% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.46% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.45% |
| TENET HEALTHCARE CORPORATION 08.1250 04/01/2022 | 0.44% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.44% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.43% |
| AES CORP/THE 05.5000 04/15/2025 | 0.42% |
| CENTENE CORP 04.6250 12/15/2029 | 0.41% |
| ALTICE FRANCE P/P 144A 07.3750 05/01/2026 | 0.40% |
| ROYAL BK SCOTLND GRP PLC USD 07.6480 08/29/2049 | 0.40% |
| HCA INC. 05.3750 09/01/2026 | 0.40% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.40% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.40% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.40% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.39% |
| LEVEL 3 FINANCING INC 05.2500 03/15/2026 | 0.39% |
| GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.39% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.38% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.38% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.38% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.38% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.38% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.38% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.37% |
| NAVISTAR INTL TLB L+350 03.6800 11/06/2024 | 0.37% |
| FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.36% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.36% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.36% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.35% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.34% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.34% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.34% |
| ELANCO ANIMAL HEALTH 05.6500 08/28/2028 | 0.33% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.33% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.33% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.32% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.32% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.32% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.32% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.32% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.32% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.31% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.31% |
| BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 | 0.31% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.31% |
| MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.31% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.31% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.30% |
| BRAND ENERGY TL L+425 05.4549 06/21/2024 | 0.30% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.30% |
| 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.30% |
| VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 | 0.29% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.29% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.29% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.29% |
| REFINITIV TLB L+325 03.4236 10/01/2025 | 0.29% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.28% |
| ALTICE FRANCE P/P 144A 06.0000 02/15/2028 | 0.28% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.28% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.28% |
| WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 | 0.28% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.28% |
| NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 | 0.28% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.27% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.27% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.27% |
| STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026 | 0.27% |
| CROWN CASTLE INTL CORP 06.8750 CUM CV PFD | 0.27% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.27% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.27% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.27% |
| ALTICE FRANCE P/P 144A 10.5000 05/15/2027 | 0.27% |
| CPG INTL TL L+375 05.9333 05/05/2024 | 0.27% |
| MICROCHIP TEC CV 01.6250 02/15/2027 | 0.27% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.26% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.26% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.26% |
| HCA INC 05.2500 06/15/2026 | 0.26% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.26% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.26% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.26% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.26% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.26% |
| ARCELORMITTAL USD 07.2500 10/15/2039 | 0.26% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.26% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.26% |
| VERTIV TLB L+300 04.6550 03/02/2027 | 0.26% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.26% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.26% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.26% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.26% |
| EG GLOBAL FIN PLC P/P 144A 06.7500 02/07/2025 | 0.25% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.25% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.25% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.25% |
| ORTHO-CLINICAL TLB L+325 03.5796 06/01/2025 | 0.25% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.25% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.25% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.25% |
| GARTNER INC P/P 144A 05.1250 04/01/2025 | 0.25% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.25% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.24% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.24% |
| WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.24% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.24% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.24% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.24% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.24% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.23% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.23% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.23% |
| PQ CORP P/P 144A 05.7500 12/15/2025 | 0.23% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.23% |
| CLEAR CHANNEL TLB L+350 05.5435 08/21/2026 | 0.23% |
| SPRINT CORP 07.6250 03/01/2026 | 0.23% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.23% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.23% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.23% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.22% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.22% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.22% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.22% |
| AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.22% |
| APACHE CORP 04.3750 10/15/2028 | 0.22% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 0.22% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.22% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.22% |
| SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 | 0.22% |
| SYNGENTA FINANCE NV P/P 144A 04.8920 04/24/2025 | 0.22% |
| CCO HOLDINGS LLC P/P 144A 05.0000 02/01/2028 | 0.22% |
| SYNGENTA FINANCE NV P/P 144A 05.1820 04/24/2028 | 0.22% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.22% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.22% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.22% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.22% |
| SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.21% |
| TENNANT CO 05.6250 05/01/2025 | 0.21% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.21% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.21% |
| APERGY CORP 06.3750 05/01/2026 | 0.21% |
| ISTAR INC 04.7500 10/01/2024 | 0.21% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.21% |
| EQUINIX INC 05.3750 05/15/2027 | 0.21% |
| ISTAR INC 04.2500 08/01/2025 | 0.21% |
| NETFLIX INC 04.8750 04/15/2028 | 0.21% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.21% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.21% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.21% |
| SOLENIS 1STL L+400 04.3620 06/26/2025 | 0.21% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.21% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.21% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.20% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.20% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.20% |
| WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 | 0.20% |
| T-MOBILE US INC SEDOL B94Q9V0 | 0.20% |
| ASURION 2NDL L+650 06.6736 08/04/2025 | 0.20% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.20% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.20% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.20% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.20% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.20% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.20% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.20% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.20% |
| SPRINT CORP 07.2500 09/15/2021 | 0.20% |
| TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.20% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.19% |
| ATOTECH ALPHA 2 BV P/P 144A 08.7500 06/01/2023 | 0.19% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.19% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.19% |
| UNIVISION COMM P/P 144A 05.1250 02/15/2025 | 0.19% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.19% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.19% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.19% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.19% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.19% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.19% |
| HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 | 0.18% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.18% |
| RITE AID CORP P/P 144A 06.1250 04/01/2023 | 0.18% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.18% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.18% |
| JAMES HARDIE INT P/P 144A 05.0000 01/15/2028 | 0.18% |
| STANDARD IND INC P/P 144A 05.3750 11/15/2024 | 0.18% |
| ZIGGO BOND CO BV P/P 144A 06.0000 01/15/2027 | 0.18% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.18% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.18% |
| SPLUNK INC CV 01.1250 09/15/2025 | 0.18% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.18% |
| KRONOS 2NDL L+825 09.2500 11/01/2024 | 0.18% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.18% |
| TRANSDIGM INC P/P 144A 05.5000 11/15/2027 | 0.18% |
| ATOTECH ALPHA 3 BV P/P 144A 06.2500 02/01/2025 | 0.18% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.18% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.18% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.18% |
| AZEK CO LLC/THE P/P 144A 09.5000 05/15/2025 | 0.18% |
| HUSKY TLB L+300 04.4501 03/28/2025 | 0.18% |
| L BRANDS INC 07.5000 06/15/2029 | 0.18% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.18% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.17% |
| TREASURY BILL 00.0000 07/14/2020 | 0.17% |
| AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 | 0.17% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.17% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.17% |
| MATCH GROUP INC P/P 144A 04.6250 06/01/2028 | 0.17% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.17% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.17% |
| LLOYDS BANK PLC 13.0000 01/29/2049 | 0.17% |
| OUTFRONT MEDIA C P/P 144A 06.2500 06/15/2025 | 0.17% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.17% |
| CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 | 0.17% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.17% |
| STAPLES INC. P/P 144A 10.7500 04/15/2027 | 0.17% |
| AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.17% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.17% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.17% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 0.17% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.17% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.17% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.16% |
| NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 | 0.16% |
| CSC HOLDINGS LLC P/P 144A 10.8750 10/15/2025 | 0.16% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.16% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.16% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.16% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.16% |
| DANAHER CORP 04.7500 CUM CV PFD | 0.16% |
| SPRINGLEAF FINANCE CORP 05.3750 11/15/2029 | 0.16% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.16% |
| NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.16% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.16% |
| AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.16% |
| GARDA WORLD TLB L+475 06.6903 10/30/2026 | 0.16% |
| HCA INC 05.8750 05/01/2023 | 0.16% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.16% |
| BWAY CORP TLB L+325 04.5614 04/03/2024 | 0.15% |
| CCO HOLDINGS LLC P/P 144A 04.7500 03/01/2030 | 0.15% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.15% |
| CSC HOLDINGS LLC P/P 144A 05.7500 01/15/2030 | 0.15% |
| WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.15% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.15% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.15% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.15% |
| CENTENE CORP 04.7500 05/15/2022 | 0.15% |
| MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.15% |
| RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 | 0.15% |
| OCCIDENTAL PETROLEUM COR 04.8500 03/15/2021 | 0.15% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.15% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.15% |
| CSC HOLDINGS LLC P/P 144A 07.7500 07/15/2025 | 0.15% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.15% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.15% |
| BROADCOM INC 08.0000 CV PFD | 0.15% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.15% |
| GENERAL MOTORS CO 06.1250 10/01/2025 | 0.15% |
| QORVO INC 05.5000 07/15/2026 | 0.15% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.14% |
| TERRIER MEDIA TLB L+425 05.9898 12/17/2026 | 0.14% |
| TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.14% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.14% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.14% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.14% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.14% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.14% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.14% |
| STANDARD IND INC P/P 144A 06.0000 10/15/2025 | 0.14% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.14% |
| JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.14% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.14% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.14% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.14% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.14% |
| ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 | 0.14% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.14% |
| ALTICE FINCO S.A. P/P 144A 07.6250 02/15/2025 | 0.14% |
| CENTERPOINT ENERGY INC 07.0000 CV PFD | 0.14% |
| FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 | 0.14% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.14% |
| NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.14% |
| TRIVIUM PACK FIN P/P 144A 05.5000 08/15/2026 | 0.14% |
| ARDAGH PKG FIN/HLDGS P/P 144A 05.2500 08/15/2027 | 0.14% |
| ANTERO RESOURCES 05.3750 11/01/2021 | 0.13% |
| CONSTELLIUM SE P/P 144A 06.6250 03/01/2025 | 0.13% |
| CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 | 0.13% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.13% |
| LENNAR CORP 05.8750 11/15/2024 | 0.13% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.13% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.13% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.13% |
| TALBOTS TLB L+700 08.4501 11/28/2022 | 0.13% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.13% |
| CENTENE CORP P/P 144A 05.2500 04/01/2025 | 0.13% |
| DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 | 0.13% |
| NOBLE ENERGY INC. 03.9000 11/15/2024 | 0.13% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.13% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.13% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.13% |
| FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 | 0.13% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.13% |
| GAP INC/THE P/P 144A 08.3750 05/15/2023 | 0.13% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.13% |
| VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 | 0.13% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.13% |
| CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.13% |
| AES CORP/THE 05.1250 09/01/2027 | 0.12% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.12% |
| ELDORADO RESORTS INC 07.0000 08/01/2023 | 0.12% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.12% |
| CHENIERE CORP CHRIST 07.0000 06/30/2024 | 0.12% |
| CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.12% |
| STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.12% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.12% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.12% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.12% |
| ALTICE FINANCING SA P/P 144A 05.0000 01/15/2028 | 0.12% |
| MEG ENERGY CORP P/P 144A 07.1250 02/01/2027 | 0.12% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.12% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.12% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 0.12% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.12% |
| POWER SOLUTIONS TLB L+350 05.7344 04/30/2026 | 0.12% |
| CEMEX SAB DE CV P/P 144A 05.4500 11/19/2029 | 0.12% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.12% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.12% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.12% |
| VISTRA OPERATION P/P 144A 05.0000 07/31/2027 | 0.12% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.11% |
| WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.11% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.11% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.11% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.11% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.11% |
| FRONTIER COMM 10.5000 09/15/2022 | 0.11% |
| MSCI INC P/P 144A 03.6250 09/01/2030 | 0.11% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.11% |
| VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 | 0.11% |
| KRAFT HEINZ FOODS CO P/P 144A 03.7500 04/01/2030 | 0.11% |
| THE AES CORPORATION 04.8750 05/15/2023 | 0.11% |
| NAVISTAR INTL CORP P/P 144A 09.5000 05/01/2025 | 0.11% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.11% |
| ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 | 0.11% |
| OCCIDENTAL PETROLEUM COR 04.1000 02/01/2021 | 0.11% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.10% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.10% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.10% |
| LEVEL 3 FINANCING INC 05.6250 02/01/2023 | 0.10% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.10% |
| DIAMONDBACK ENERGY INC 04.7500 05/31/2025 | 0.10% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.10% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.10% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.10% |
| ZIGGO BV P/P 144A 05.5000 01/15/2027 | 0.10% |
| BOXER PARENT CO INC P/P 144A 07.1250 10/02/2025 | 0.10% |
| COMMSCOPE INC P/P 144A 08.2500 03/01/2027 | 0.10% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.10% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.10% |
| AKZONOBEL TLB L+300 04.6289 10/01/2025 | 0.10% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.10% |
| CSC HOLDINGS LLC P/P 144A 05.3750 02/01/2028 | 0.10% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.10% |
| JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 | 0.10% |
| SOLENIS 2NDL L+850 10.8314 06/26/2026 | 0.10% |
| CLEAR CHANNEL WORLD 09.2500 02/15/2024 | 0.10% |
| HUB INTL TLB L+400 05.9274 04/25/2025 | 0.10% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.10% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.10% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.10% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.10% |
| HOLOGIC INC P/P 144A 04.3750 10/15/2025 | 0.10% |
| ICAHN ENTER 04.7500 09/15/2024 | 0.10% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.10% |
| IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.10% |
| PLY GEM TLB L+375 03.9480 04/12/2025 | 0.10% |
| BOXER PARENT CO INC P/P 144A 09.1250 03/01/2026 | 0.10% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.10% |
| FRONT RANGE BIDCO INC L+300 04.6678 03/09/2027 | 0.10% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.10% |
| AES CORP/THE 04.5000 03/15/2023 | 0.09% |
| CEMEX P/P 144A 05.7000 01/11/2025 | 0.09% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.09% |
| EQUINIX INC 03.2000 11/18/2029 | 0.09% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.09% |
| WPX ENERGY INC 04.5000 01/15/2030 | 0.09% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.09% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.09% |
| ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 | 0.09% |
| HANESBRANDS INC P/P 144A 04.8750 05/15/2026 | 0.09% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.09% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.09% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.09% |
| BOYD GAMING CORP P/P 144A 08.6250 06/01/2025 | 0.09% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.09% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.09% |
| SPRINGLEAF FINANCE CORP 06.6250 01/15/2028 | 0.09% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.09% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.09% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.09% |
| CONSTELLIUM SE P/P 144A 05.7500 05/15/2024 | 0.09% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.09% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.09% |
| HCA INC 03.5000 09/01/2030 | 0.09% |
| BOYD GAMING CORP 06.3750 04/01/2026 | 0.08% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.08% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.08% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.08% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.08% |
| INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 | 0.08% |
| SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 | 0.08% |
| ROBERTSHAW US HOLDING L+325 04.2500 02/28/2025 | 0.08% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/15/2028 | 0.08% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.08% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.08% |
| USA COM PART/USA COM 06.8750 09/01/2027 | 0.08% |
| ZAYO GROUP HLDG INC P/P 144A 06.1250 03/01/2028 | 0.08% |
| APACHE CORPORATION 03.2500 04/15/2022 | 0.08% |
| CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.08% |
| DUN & BRADSTREET TLB L+400 07.2411 02/08/2026 | 0.08% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.08% |
| TEVA PHARMA NE P/P 144A 07.1250 01/31/2025 | 0.08% |
| AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 | 0.08% |
| BOYD GAMING CORP P/P 144A 04.7500 12/01/2027 | 0.08% |
| CF INDUSTRIES INC 03.4500 06/01/2023 | 0.08% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.08% |
| JPMORGAN CHASE & CO 06.0000 12/29/2049 | 0.08% |
| T-MOBILE USA INC TLB L+300 04/01/2027 | 0.08% |
| APACHE CORP 05.1000 09/01/2040 | 0.08% |
| L BRANDS INC 06.7500 07/01/2036 | 0.08% |
| OWENS-BROCKWAY P/P 144A 06.6250 05/13/2027 | 0.08% |
| SPRINGLEAF FINANCE CORP 08.8750 06/01/2025 | 0.08% |
| LEVI STRAUSS & CO P/P 144A 05.0000 05/01/2025 | 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% |
| HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.08% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.08% |
| ON SEMICONDUC CV 01.6250 10/15/2023 | 0.07% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.07% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.07% |
| GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.07% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.07% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.07% |
| IHEARTMEDIA TLB L+300 04.6595 04/29/2026 | 0.07% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.07% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.07% |
| ORTHO-CLINICAL P/P 144A 07.3750 06/01/2025 | 0.07% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.07% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.07% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.07% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.07% |
| OCCIDENTAL PETROLEUM COR 03.5000 06/15/2025 | 0.07% |
| T-MOBILE USA INC 05.1250 04/15/2025 | 0.07% |
| ARDAGH PKG FIN/HLDGS P/P 144A 06.0000 02/15/2025 | 0.07% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.07% |
| COMSTOCK RESOURCES 09.7500 08/15/2026 | 0.07% |
| ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.07% |
| BAUSCH HLTH COS INC P/P 144A 05.2500 01/30/2030 | 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% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 01/30/2028 | 0.07% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.07% |
| CEMEX SAB DE CV P/P 144A 06.1250 05/05/2025 | 0.07% |
| CREDIT SUISSE GRP AG P/P 144A 05.1000 12/31/2049 | 0.07% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.07% |
| ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 07/15/2023 | 0.07% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.07% |
| CIT GROUP INC SEDOL B4Z73G0 | 0.06% |
| DIVERSEY TL L+300 03.7586 09/06/2024 | 0.06% |
| UNITED RENTALS NORTH AM 03.8750 11/15/2027 | 0.06% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.06% |
| BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 0.06% |
| LLOYDS BANKING GROUP PLC USD 07.5000 04/30/2049 | 0.06% |
| DELL INT / EMC P/P 144A 05.8500 07/15/2025 | 0.06% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.06% |
| WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 | 0.06% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.06% |
| TRANSDIGM INC 06.5000 05/15/2025 | 0.06% |
| AES CORP/THE P/P 144A 03.3000 07/15/2025 | 0.06% |
| FORD MOTOR CREDIT CO LLC 04.2710 01/09/2027 | 0.06% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.06% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.06% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 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% |
| POLYONE 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% |
| HUNTSMAN INTERNATIONAL LLC 05.1250 11/15/2022 | 0.06% |
| MICROCHIP TECH INC P/P 144A 04.2500 09/01/2025 | 0.06% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.06% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.06% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.06% |
| VALVOLINE INC P/P 144A 04.3750 08/15/2025 | 0.06% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.06% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.05% |
| NEWFIELD EXPLORATION CO 05.6250 07/01/2024 | 0.05% |
| VIRGIN MEDIA FIN PLC P/P 144A 05.7500 01/15/2025 | 0.05% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.05% |
| MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.05% |
| NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 | 0.05% |
| OCCIDENTAL PETROLEUM COR 02.9000 08/15/2024 | 0.05% |
| GOLDEN NUGGET TL L+1200 13.0000 10/04/2023 | 0.05% |
| TARGA RES PRTNRS P/P 144A 05.5000 03/01/2030 | 0.05% |
| ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 02/01/2025 | 0.05% |
| JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.05% |
| NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.05% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.05% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.05% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.05% |
| ATOTECH TLB1 L+300 04.4501 01/31/2024 | 0.05% |
| CREDIT ACCEPTANC P/P 144A 05.1250 12/31/2024 | 0.05% |
| NABORS IND LTD P/P 144A 07.5000 01/15/2028 | 0.05% |
| OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.05% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.05% |
| MACY'S INC P/P 144A 08.3750 06/15/2025 | 0.05% |
| TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.05% |
| AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 | 0.05% |
| INTELSAT JACKSON P/P 144A 08.5000 10/15/2024 | 0.04% |
| RACKSPACE HOSTING INC L+300 04.0000 11/03/2023 | 0.04% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.04% |
| DCP MIDSTREAM OPERATING 05.1250 05/15/2029 | 0.04% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.04% |
| JAGUAR HL / PPDI P/P 144A 04.6250 06/15/2025 | 0.04% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.04% |
| SM ENERGY CO 06.6250 01/15/2027 | 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% |
| CHEMOURS CO 05.3750 05/15/2027 | 0.04% |
| CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.04% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.04% |
| ELDORADO RESORTS INC 06.0000 09/15/2026 | 0.03% |
| CREDIT ACCEPTANC 06.6250 03/15/2026 | 0.03% |
| ARDAGH PKG FIN P/P 144A 05.2500 08/15/2027 | 0.03% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 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% |
| OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 | 0.03% |
| MERCER INTL INC USD 07.3750 01/15/2025 | 0.02% |
| MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 | 0.02% |
| TRANSOCEAN INC 07.5000 04/15/2031 | 0.02% |
| CALIFORNIA RESOURC TL L+475 05.7500 12/31/2022 | 0.02% |
| CONTINENTAL RESOURCES 05.0000 09/15/2022 | 0.02% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.02% |
| NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 | 0.02% |
| NOBLE ENERGY INC 06.0000 03/01/2041 | 0.02% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.02% |
| ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.02% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.02% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.02% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.02% |
| PARTY CITY HLDG INC P/P 144A 06.1250 08/15/2023 | 0.02% |
| ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.01% |
| STEARNS HLDG LLC CLASS B WTS | 0.01% |
| CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.01% |
| TRIBUNE CLASS 1C LITIGAT | 0.01% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.01% |
| CHC GRP LLC P/P CV 00.0000 10/01/2020 | 0.01% |
| GBP/USD 06/17/2020 GSFX | 0.01% |
| VALARIS PLC USD 07.7500 02/01/2026 | 0.01% |
| TREASURY BILL 00.0000 06/11/2020 | 0.01% |
| TXU TCEH RIGHTS | 0.01% |
| OASIS PETROLEUM INC CV 02.6250 09/15/2023 | 0.01% |
| DCP MIDSTREAM OPERATING 05.3750 07/15/2025 | 0.00% |
| ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% |
| CASH MGMT BILL 00.0000 08/11/2020 | 0.00% |
| PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 0.00% |
| TREASURY BILL 00.0000 07/21/2020 | 0.00% |
| STEARNS HLD/CO P/P 144A 05.0000 11/05/2024 | 0.00% |
| CAD/USD 07/15/2020 SSBT | 0.00% |
| CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 | 0.00% |
| IHEARTMEDIA INC WT | 0.00% |
| NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 | 0.00% |
| CASH MGMT BILL 00.0000 08/25/2020 | 0.00% |
| CASH MGMT BILL 00.0000 09/08/2020 | 0.00% |
| TERVITA CORP SEDOL BD1DCC4 | 0.00% |
| CHC GROUP LLC P/P SEDOL BYXD3K4 | 0.00% |
| MWO HOLDINGS LLC | 0.00% |
| TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 | 0.00% |
| CDX CDX.NA.HY.34 500.0 06/20/2025 | -0.03% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 1.30% |
|---|---|
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.84% |
| SPRINT CORP 07.8750 09/15/2023 | 0.81% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.63% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.62% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.56% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.54% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.52% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.49% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.49% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.48% |
| MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.47% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.47% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.47% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.46% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.46% |
| TENET HEALTHCARE CORP 08.1250 04/01/2022 | 0.46% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.45% |
| AES CORP/THE 05.5000 04/15/2025 | 0.45% |
| CENTENE CORP P/P 144A 04.6250 12/15/2029 | 0.44% |
| ROYAL BK SCOTLND GRP PLC USD 07.6480 08/29/2049 | 0.44% |
| ALTICE FRANCE P/P 144A 07.3750 05/01/2026 | 0.43% |
| HCA INC. 05.3750 09/01/2026 | 0.42% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.42% |
| GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.41% |
| LEVEL 3 FINANCING INC 05.2500 03/15/2026 | 0.41% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.40% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.40% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.40% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.39% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.39% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.39% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.38% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.38% |
| BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 | 0.38% |
| FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.38% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.37% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.37% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.36% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.36% |
| STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026 | 0.36% |
| ELANCO ANIMAL HEALTH 05.6500 08/28/2028 | 0.36% |
| NAVISTAR INTL TLB L+350 04.2200 11/06/2024 | 0.35% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.35% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.35% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.35% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.35% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.34% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.34% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.34% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.33% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.32% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.32% |
| 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.32% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.31% |
| VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 | 0.31% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.31% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.31% |
| WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.31% |
| REFINITIV TLB L+325 03.6536 10/01/2025 | 0.31% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.31% |
| BRAND ENERGY TL L+425 05.4549 06/21/2024 | 0.30% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.30% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.30% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.30% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.29% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.29% |
| PETSMART INC TLB L+400 05.0000 03/11/2022 | 0.29% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.29% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.29% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.29% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.29% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.29% |
| ALTICE FRANCE P/P 144A 06.0000 02/15/2028 | 0.28% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.28% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.28% |
| NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 | 0.28% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.28% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.28% |
| ALTICE FRANCE P/P 144A 10.5000 05/15/2027 | 0.28% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.28% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.28% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.28% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.28% |
| HCA INC 05.2500 06/15/2026 | 0.28% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.28% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.28% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.28% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.27% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.27% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.27% |
| CROWN CASTLE INTL CORP 06.8750 CUM CV PFD | 0.27% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.27% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.27% |
| VERTIV TLB L+300 04.6550 03/02/2027 | 0.27% |
| GARTNER INC P/P 144A 05.1250 04/01/2025 | 0.27% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.27% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.27% |
| MICROCHIP TEC CV 01.6250 02/15/2027 | 0.27% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.26% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.26% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.26% |
| WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 | 0.26% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.26% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.25% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.25% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.25% |
| ORTHO-CLINICAL TLB L+325 03.5796 06/01/2025 | 0.25% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.25% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.25% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.25% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.25% |
| ARCELORMITTAL USD 07.0000 10/15/2039 | 0.25% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.25% |
| SPRINT CORP 07.6250 03/01/2026 | 0.25% |
| EG GLOBAL FIN PLC P/P 144A 06.7500 02/07/2025 | 0.24% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.24% |
| PQ CORP P/P 144A 05.7500 12/15/2025 | 0.24% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 0.24% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.24% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.24% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.24% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.24% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.24% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.24% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.24% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.24% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.24% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.23% |
| SYNGENTA FINANCE NV P/P 144A 04.8920 04/24/2025 | 0.23% |
| SYNGENTA FINANCE NV P/P 144A 05.1820 04/24/2028 | 0.23% |
| CCO HOLDINGS LLC P/P 144A 05.0000 02/01/2028 | 0.23% |
| CLEAR CHANNEL TLB L+350 05.5435 08/21/2026 | 0.23% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.23% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.23% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.23% |
| ATOTECH ALPHA 3 BV P/P 144A 06.2500 02/01/2025 | 0.23% |
| SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 | 0.23% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.22% |
| NETFLIX INC 04.8750 04/15/2028 | 0.22% |
| SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.22% |
| EQUINIX INC 05.3750 05/15/2027 | 0.22% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.22% |
| AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.22% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.22% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.22% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.22% |
| WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 | 0.22% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.22% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.22% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.22% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.21% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.21% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.21% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.21% |
| CPG INTL TL L+375 05.9333 05/05/2024 | 0.21% |
| INFOR US INC 06.5000 05/15/2022 | 0.21% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.21% |
| VIRGIN MEDIA FIN PLC P/P 144A 05.7500 01/15/2025 | 0.21% |
| ISTAR INC 04.7500 10/01/2024 | 0.21% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.21% |
| SPRINT CORP 07.2500 09/15/2021 | 0.21% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.21% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.21% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.21% |
| SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 | 0.21% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.21% |
| ASURION 2NDL L+650 06.9036 08/04/2025 | 0.20% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.20% |
| ISTAR INC 04.2500 08/01/2025 | 0.20% |
| SOLENIS 1STL L+400 05.6133 06/26/2025 | 0.20% |
| TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.20% |
| APERGY CORP 06.3750 05/01/2026 | 0.20% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.20% |
| TENNANT CO 05.6250 05/01/2025 | 0.20% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.20% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.20% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.20% |
| HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 | 0.20% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.20% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.20% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.20% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.20% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.20% |
| ATOTECH ALPHA 2 BV P/P 144A 08.7500 06/01/2023 | 0.20% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.20% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.19% |
| RITE AID CORP P/P 144A 06.1250 04/01/2023 | 0.19% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.19% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.19% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.19% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.19% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.19% |
| STANDARD IND INC P/P 144A 05.3750 11/15/2024 | 0.19% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.19% |
| T-MOBILE US INC SEDOL B94Q9V0 | 0.19% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.19% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.19% |
| ARDAGH PKG FIN/HLDGS P/P 144A 05.2500 08/15/2027 | 0.19% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.19% |
| LLOYDS BANK PLC 13.0000 01/29/2049 | 0.19% |
| ZIGGO BOND CO BV P/P 144A 06.0000 01/15/2027 | 0.19% |
| CASH MGMT BILL 00.0000 07/14/2020 | 0.19% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.18% |
| AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 | 0.18% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.18% |
| KRONOS 2NDL L+825 09.2500 11/01/2024 | 0.18% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.18% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.18% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.18% |
| HUSKY TLB L+300 04.4501 03/28/2025 | 0.18% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.18% |
| JAMES HARDIE INT P/P 144A 05.0000 01/15/2028 | 0.18% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.18% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.18% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.18% |
| TRANSDIGM INC P/P 144A 05.5000 11/15/2027 | 0.18% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.18% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.18% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.18% |
| CSC HOLDINGS LLC P/P 144A 10.8750 10/15/2025 | 0.18% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.17% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.17% |
| DANAHER CORP 04.7500 CUM CV PFD | 0.17% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.17% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.17% |
| NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.17% |
| CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 | 0.17% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.17% |
| AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.17% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.17% |
| HCA INC 05.8750 05/01/2023 | 0.17% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.17% |
| NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 | 0.17% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.17% |
| GARDA WORLD TLB L+475 06.6903 10/30/2026 | 0.16% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.16% |
| CSC HOLDINGS LLC P/P 144A 05.7500 01/15/2030 | 0.16% |
| CENTENE CORP 04.7500 05/15/2022 | 0.16% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.16% |
| CCO HOLDINGS LLC P/P 144A 04.7500 03/01/2030 | 0.16% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.16% |
| SPLUNK INC CV 01.1250 09/15/2025 | 0.16% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.16% |
| CSC HOLDINGS LLC P/P 144A 07.7500 07/15/2025 | 0.16% |
| SPRINGLEAF FINANCE CORP 05.3750 11/15/2029 | 0.16% |
| L BRANDS INC 07.5000 06/15/2029 | 0.16% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.16% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.16% |
| WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.16% |
| QORVO INC 05.5000 07/15/2026 | 0.16% |
| AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.16% |
| BWAY CORP TLB L+325 04.5614 04/03/2024 | 0.16% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.16% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.16% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.15% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.15% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.15% |
| JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.15% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.15% |
| STANDARD IND INC P/P 144A 06.0000 10/15/2025 | 0.15% |
| STAPLES INC. P/P 144A 10.7500 04/15/2027 | 0.15% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.15% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.15% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.15% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.15% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.15% |
| TERRIER MEDIA TLB L+425 05.9898 12/17/2026 | 0.15% |
| BROADCOM INC 08.0000 CV PFD | 0.15% |
| TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.15% |
| ALTICE FINCO S.A. P/P 144A 07.6250 02/15/2025 | 0.15% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.15% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.15% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.15% |
| ANTERO RESOURCES 05.3750 11/01/2021 | 0.14% |
| CEC ENTERTAINMENT INC L+650 07.5720 08/30/2026 | 0.14% |
| ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 | 0.14% |
| TRIVIUM PACK FIN P/P 144A 05.5000 08/15/2026 | 0.14% |
| FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 | 0.14% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.14% |
| CENTENE CORP P/P 144A 05.2500 04/01/2025 | 0.14% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.14% |
| CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 | 0.14% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.14% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.14% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.14% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.14% |
| LENNAR CORP 05.8750 11/15/2024 | 0.14% |
| VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 | 0.14% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.14% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.14% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.14% |
| CONSTELLIUM SE P/P 144A 06.6250 03/01/2025 | 0.14% |
| FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 | 0.14% |
| GAP INC/THE P/P 144A 08.3750 05/15/2023 | 0.14% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.14% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.13% |
| KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 | 0.13% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.13% |
| AES CORP/THE 05.1250 09/01/2027 | 0.13% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.13% |
| CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.13% |
| TALBOTS TLB L+700 08.4501 11/28/2022 | 0.13% |
| CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.13% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.13% |
| STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.13% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.13% |
| TRIVIUM PACKAGING P/P 144A 08.5000 08/15/2027 | 0.13% |
| UNIVISION COMM P/P 144A 05.1250 02/15/2025 | 0.13% |
| ELDORADO RESORTS INC 07.0000 08/01/2023 | 0.13% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.13% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.13% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.13% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.13% |
| CHENIERE CORP CHRIST 07.0000 06/30/2024 | 0.13% |
| ALTICE FINANCING SA P/P 144A 05.0000 01/15/2028 | 0.12% |
| STANLEY BLACK & DECKER I 05.2500 CV PFD | 0.12% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.12% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.12% |
| VISTRA OPERATION P/P 144A 05.0000 07/31/2027 | 0.12% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.12% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 0.12% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.12% |
| POWER SOLUTIONS TLB L+350 05.7344 04/30/2026 | 0.12% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 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% |
| VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 | 0.12% |
| MSCI INC P/P 144A 03.6250 09/01/2030 | 0.12% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.12% |
| KRAFT HEINZ FOODS CO P/P 144A 03.7500 04/01/2030 | 0.12% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.12% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.12% |
| THE AES CORPORATION 04.8750 05/15/2023 | 0.12% |
| CHEMOURS CO 07.0000 05/15/2025 | 0.11% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.11% |
| ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 | 0.11% |
| RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 | 0.11% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.11% |
| CEMEX SAB DE CV P/P 144A 05.4500 11/19/2029 | 0.11% |
| LEVEL 3 FINANCING INC 05.6250 02/01/2023 | 0.11% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.11% |
| OCCIDENTAL PETROLEUM COR 04.1000 02/01/2021 | 0.11% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.11% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.11% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.11% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.11% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.11% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.11% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.11% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.11% |
| ZIGGO BV P/P 144A 05.5000 01/15/2027 | 0.11% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.10% |
| FRONTIER COMM 10.5000 09/15/2022 | 0.10% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.10% |
| CSC HOLDINGS LLC P/P 144A 05.3750 02/01/2028 | 0.10% |
| HUB INTL TLB L+400 05.9274 04/25/2025 | 0.10% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.10% |
| JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 | 0.10% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.10% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.10% |
| HOLOGIC INC P/P 144A 04.3750 10/15/2025 | 0.10% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.10% |
| ICAHN ENTER 04.7500 09/15/2024 | 0.10% |
| COMMSCOPE INC P/P 144A 08.2500 03/01/2027 | 0.10% |
| FRONT RANGE BIDCO INC L+300 04.6678 03/09/2027 | 0.10% |
| AES CORP/THE 04.5000 03/15/2023 | 0.10% |
| EQUINIX INC 03.2000 11/18/2029 | 0.10% |
| SOLENIS 2NDL L+850 10.8314 06/26/2026 | 0.10% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.10% |
| ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 | 0.10% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.10% |
| HANESBRANDS INC P/P 144A 04.8750 05/15/2026 | 0.10% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.10% |
| MEG ENERGY CORP P/P 144A 07.1250 02/01/2027 | 0.10% |
| CLEAR CHANNEL WORLD P/P 144A 09.2500 02/15/2024 | 0.10% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.10% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.09% |
| NAVISTAR INTL CORP P/P 144A 09.5000 05/01/2025 | 0.09% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.09% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.09% |
| CEMEX P/P 144A 05.7000 01/11/2025 | 0.09% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.09% |
| PLY GEM TLB L+375 04.5789 04/12/2025 | 0.09% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.09% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.09% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.09% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.09% |
| 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% |
| HCA INC 03.5000 09/01/2030 | 0.09% |
| SPRINGLEAF FINANCE CORP 06.6250 01/15/2028 | 0.09% |
| MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 | 0.09% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.09% |
| CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.09% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.09% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/15/2028 | 0.09% |
| INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 | 0.09% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.09% |
| SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 | 0.09% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.08% |
| CF INDUSTRIES INC 03.4500 06/01/2023 | 0.08% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.08% |
| JPMORGAN CHASE & CO 06.0000 12/29/2049 | 0.08% |
| ORYX TLB L+400 06.0536 05/22/2026 | 0.08% |
| AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 | 0.08% |
| CREDIT ACCEPTANC 06.6250 03/15/2026 | 0.08% |
| DUN & BRADSTREET TLB L+400 07.2411 02/08/2026 | 0.08% |
| OCCIDENTAL PETROLEUM COR 04.8500 03/15/2021 | 0.08% |
| ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.08% |
| T-MOBILE USA INC TLB L+300 04/01/2027 | 0.08% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.08% |
| ZAYO GROUP HLDG INC P/P 144A 06.1250 03/01/2028 | 0.08% |
| BOYD GAMING CORP 06.3750 04/01/2026 | 0.08% |
| TEVA PHARMA NE P/P 144A 07.1250 01/31/2025 | 0.08% |
| APACHE CORPORATION 03.2500 04/15/2022 | 0.08% |
| CREDIT ACCEPTANC P/P 144A 05.1250 12/31/2024 | 0.08% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.08% |
| BOYD GAMING CORP P/P 144A 04.7500 12/01/2027 | 0.08% |
| LEVI STRAUSS & CO P/P 144A 05.0000 05/01/2025 | 0.08% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.08% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.08% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.08% |
| ON SEMICONDUC CV 01.6250 10/15/2023 | 0.08% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.08% |
| ROBERTSHAW US HOLDING L+325 04.2500 02/28/2025 | 0.08% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.08% |
| GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.08% |
| NEW GOLD INC P/P 144A 06.2500 11/15/2022 | 0.08% |
| OCI NV P/P 144A 05.2500 11/01/2024 | 0.08% |
| T-MOBILE USA INC 05.1250 04/15/2025 | 0.08% |
| BAUSCH HLTH COS INC P/P 144A 05.2500 01/30/2030 | 0.07% |
| IHEARTMEDIA TLB L+300 04.6595 04/29/2026 | 0.07% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.07% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.07% |
| CIT GROUP INC SEDOL B4Z73G0 | 0.07% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.07% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.07% |
| ARDAGH PKG FIN/HLDGS P/P 144A 06.0000 02/15/2025 | 0.07% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 01/30/2028 | 0.07% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.07% |
| L BRANDS INC 06.7500 07/01/2036 | 0.07% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.07% |
| MOOG INC P/P 144A 04.2500 12/15/2027 | 0.07% |
| APACHE CORP 05.1000 09/01/2040 | 0.07% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.07% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.07% |
| COMSTOCK RESOURCES 09.7500 08/15/2026 | 0.07% |
| CREDIT SUISSE GRP AG P/P 144A 05.1000 12/31/2049 | 0.07% |
| ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 07/15/2023 | 0.07% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.07% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.07% |
| UNITED RENTALS NORTH AM 03.8750 11/15/2027 | 0.07% |
| BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 0.07% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.07% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.07% |
| WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 | 0.07% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.07% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.07% |
| DELL INT / EMC P/P 144A 05.8500 07/15/2025 | 0.06% |
| DIVERSEY TL L+300 03.7592 09/06/2024 | 0.06% |
| LLOYDS BANKING GROUP PLC USD 07.5000 04/30/2049 | 0.06% |
| CEMEX SAB DE CV P/P 144A 06.1250 05/05/2025 | 0.06% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.06% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.06% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.06% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.06% |
| WPX ENERGY INC 04.5000 01/15/2030 | 0.06% |
| TRANSDIGM INC 06.5000 05/15/2025 | 0.06% |
| DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 | 0.06% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.06% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.06% |
| POLYONE 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% |
| HUNTSMAN INTERNATIONAL LLC 05.1250 11/15/2022 | 0.06% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.06% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.06% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.06% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.06% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.06% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.06% |
| MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.06% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.06% |
| NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 | 0.05% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.05% |
| ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 02/01/2025 | 0.05% |
| JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 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% |
| AKZONOBEL TLB L+300 04.6289 10/01/2025 | 0.05% |
| APACHE CORP 04.3750 10/15/2028 | 0.05% |
| CHEMOURS CO 05.3750 05/15/2027 | 0.05% |
| ATOTECH TLB1 L+300 04.4501 01/31/2024 | 0.05% |
| TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.05% |
| AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 | 0.05% |
| INTELSAT JACKSON P/P 144A 08.5000 10/15/2024 | 0.05% |
| TARGA RES PRTNRS P/P 144A 05.5000 03/01/2030 | 0.05% |
| RACKSPACE HOSTING INC L+300 04.0000 11/03/2023 | 0.05% |
| BROOKFIELD RESID P/P 144A 04.8750 02/15/2030 | 0.05% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.04% |
| STARFRUIT US/STAR F P/P 144A 06.5000 10/01/2026 | 0.04% |
| VAIL RESORTS INC P/P 144A 06.2500 05/15/2025 | 0.04% |
| YUM! BRANDS INC P/P 144A 07.7500 04/01/2025 | 0.04% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.04% |
| REALOGY GRP / CO P/P 144A 09.3750 04/01/2027 | 0.04% |
| TRANSDIGM INC P/P 144A 08.0000 12/15/2025 | 0.04% |
| CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.04% |
| DCP MIDSTREAM OPERATING 05.1250 05/15/2029 | 0.04% |
| NABORS IND LTD P/P 144A 07.5000 01/15/2028 | 0.04% |
| INSTALLED BUILDI P/P 144A 05.7500 02/01/2028 | 0.04% |
| PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 0.04% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.04% |
| NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.04% |
| JO-ANN STORES 2NDL L+925 10.2500 05/21/2024 | 0.04% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.03% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.03% |
| ELDORADO RESORTS INC 06.0000 09/15/2026 | 0.03% |
| JO-ANN STORES TL L+500 06.0000 10/16/2023 | 0.03% |
| TRONOX INC P/P 144A 06.5000 05/01/2025 | 0.03% |
| MERCER INTL INC USD 07.3750 01/15/2025 | 0.03% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.02% |
| CALIFORNIA RESOURC TL L+475 06.3633 12/31/2022 | 0.02% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.02% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.02% |
| OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 | 0.02% |
| TRANSOCEAN INC 07.5000 04/15/2031 | 0.02% |
| NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 | 0.02% |
| MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 | 0.02% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.02% |
| ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.02% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.02% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.02% |
| ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.02% |
| STEARNS HLDG LLC CLASS B WTS | 0.02% |
| CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.01% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.01% |
| TRIBUNE CLASS 1C LITIGAT | 0.01% |
| VALARIS PLC USD 07.7500 02/01/2026 | 0.01% |
| CHC GRP LLC P/P CV 00.0000 10/01/2020 | 0.01% |
| PARTY CITY HLDG INC P/P 144A 06.1250 08/15/2023 | 0.01% |
| TREASURY BILL 00.0000 06/11/2020 | 0.01% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.01% |
| OASIS PETROLEUM INC CV 02.6250 09/15/2023 | 0.01% |
| TXU TCEH RIGHTS | 0.01% |
| CASH MGMT BILL 00.0000 07/21/2020 | 0.00% |
| DCP MIDSTREAM OPERATING 05.3750 07/15/2025 | 0.00% |
| GBP/USD 06/17/2020 GSFX | 0.00% |
| NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 | 0.00% |
| ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% |
| CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 | 0.00% |
| STEARNS HLD/CO P/P 144A 05.0000 11/05/2024 | 0.00% |
| IHEARTMEDIA INC WT | 0.00% |
| TREASURY BILL 00.0000 05/07/2020 | 0.00% |
| CAD/USD 07/15/2020 SSBT | 0.00% |
| CHC GROUP LLC P/P SEDOL BYXD3K4 | 0.00% |
| EUR/USD 06/17/2020 BANKAM | 0.00% |
| TERVITA CORP SEDOL BD1DCC4 | 0.00% |
| MWO HOLDINGS LLC | 0.00% |
| TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 | 0.00% |
| CDX CDX.NA.HY.34 500.0 06/20/2025 | -0.09% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 1.34% |
|---|---|
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.89% |
| SPRINT CORP 07.8750 09/15/2023 | 0.84% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.68% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.62% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.60% |
| MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.58% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.55% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.53% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.51% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.50% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.49% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.48% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.47% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.47% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.46% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.46% |
| TENET HEALTHCARE CORP 08.1250 04/01/2022 | 0.46% |
| AES CORP/THE 05.5000 04/15/2025 | 0.45% |
| NAVISTAR INTL TLB L+350 04.2800 11/06/2024 | 0.45% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.44% |
| ALTICE FRANCE P/P 144A 07.3750 05/01/2026 | 0.43% |
| CENTENE CORP P/P 144A 04.6250 12/15/2029 | 0.43% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.43% |
| LEVEL 3 FINANCING INC 05.2500 03/15/2026 | 0.43% |
| HCA INC 05.3750 09/01/2026 | 0.43% |
| ROYAL BK SCOTLND GRP PLC USD 07.6480 08/29/2049 | 0.43% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.41% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.41% |
| GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.41% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.40% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.40% |
| BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 | 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 | 0.37% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.37% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.37% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.37% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.37% |
| ELANCO ANIMAL HEALTH 05.6500 08/28/2028 | 0.36% |
| STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026 | 0.36% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.36% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.35% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.35% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.34% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.34% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.34% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.34% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.34% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.34% |
| VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 | 0.33% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.33% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.33% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.33% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.32% |
| 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.32% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.32% |
| WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.32% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.32% |
| REFINITIV TLB L+325 04.2394 10/01/2025 | 0.32% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.32% |
| PETSMART INC TLB L+400 05.0000 03/11/2022 | 0.31% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.31% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.31% |
| BRAND ENERGY TL L+425 06.0847 06/21/2024 | 0.31% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.31% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.30% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.30% |
| NEWELL BRANDS INC 04.4500 04/01/2026 | 0.30% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.30% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.30% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.30% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.30% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.29% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.29% |
| ALTICE FRANCE P/P 144A 06.0000 02/15/2028 | 0.29% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.29% |
| ALTICE FRANCE P/P 144A 10.5000 05/15/2027 | 0.29% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.29% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.29% |
| NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 | 0.29% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.29% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.29% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.29% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.29% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.28% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.28% |
| AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 | 0.28% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.28% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.28% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.28% |
| HCA INC 05.2500 06/15/2026 | 0.28% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.28% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.28% |
| WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 | 0.28% |
| VERTIV TLB L+300 04.6550 03/02/2027 | 0.28% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.27% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.27% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.27% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.27% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.27% |
| GARTNER INC P/P 144A 05.1250 04/01/2025 | 0.27% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.27% |
| CROWN CASTLE INTL CORP 06.8750 CUM CV PFD | 0.26% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.26% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.26% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.26% |
| TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.26% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.26% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.26% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.26% |
| SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 | 0.26% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.26% |
| ARCELORMITTAL USD 07.0000 10/15/2039 | 0.25% |
| CLEAR CHANNEL TLB L+350 05.5435 08/21/2026 | 0.25% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.25% |
| WIDEOPENWEST TLB L+325 04.2500 08/19/2023 | 0.25% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.25% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.25% |
| SPRINT CORP 07.6250 03/01/2026 | 0.25% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.25% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.25% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.25% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.25% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.24% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.24% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.24% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.24% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.24% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.24% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 0.24% |
| SPRINT CORP P/P 144A 07.2500 02/01/2028 | 0.24% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.24% |
| CCO HOLDINGS LLC P/P 144A 05.0000 02/01/2028 | 0.24% |
| SYNGENTA FINANCE NV P/P 144A 04.8920 04/24/2025 | 0.24% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.24% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.24% |
| ATOTECH ALPHA 3 BV P/P 144A 06.2500 02/01/2025 | 0.24% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.24% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.24% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.24% |
| PQ CORP P/P 144A 05.7500 12/15/2025 | 0.24% |
| SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.24% |
| EG GLOBAL FIN PLC P/P 144A 06.7500 02/07/2025 | 0.23% |
| MICROCHIP TEC CV 01.6250 02/15/2027 | 0.23% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.23% |
| NETFLIX INC 04.8750 04/15/2028 | 0.23% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.23% |
| WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 | 0.23% |
| ISTAR INC 04.2500 08/01/2025 | 0.22% |
| ISTAR INC 04.7500 10/01/2024 | 0.22% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.22% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.22% |
| AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.22% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.22% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.22% |
| INFOR US INC 06.5000 05/15/2022 | 0.22% |
| EQUINIX INC 05.3750 05/15/2027 | 0.22% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.22% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.22% |
| SPRINT CORP 07.2500 09/15/2021 | 0.22% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.22% |
| STAPLES INC. P/P 144A 10.7500 04/15/2027 | 0.22% |
| VIRGIN MEDIA FIN PLC P/P 144A 05.7500 01/15/2025 | 0.22% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.22% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.21% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.21% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.21% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.21% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.21% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.21% |
| ARDAGH PKG FIN/HLDGS P/P 144A 05.2500 08/15/2027 | 0.21% |
| ASURION 2NDL L+650 07.4894 08/04/2025 | 0.21% |
| MOLINA HEALTHCARE IN 05.3750 11/15/2022 | 0.21% |
| SYNGENTA FINANCE NV P/P 144A 05.1820 04/24/2028 | 0.21% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.21% |
| CPG INTL TL L+375 05.9333 05/05/2024 | 0.21% |
| TENNANT CO 05.6250 05/01/2025 | 0.20% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.20% |
| HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 | 0.20% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.20% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.20% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.20% |
| TRANSDIGM INC P/P 144A 05.5000 11/15/2027 | 0.20% |
| ATOTECH ALPHA 2 BV P/P 144A 08.7500 06/01/2023 | 0.20% |
| SOLENIS 1STL L+400 05.6133 06/26/2025 | 0.20% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.20% |
| LLOYDS BANK PLC 13.0000 01/29/2049 | 0.20% |
| STANDARD IND INC P/P 144A 05.3750 11/15/2024 | 0.20% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.20% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.19% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.19% |
| RITE AID CORP P/P 144A 06.1250 04/01/2023 | 0.19% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.19% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.19% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.19% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.19% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.19% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.19% |
| T-MOBILE US INC SEDOL B94Q9V0 | 0.19% |
| ZIGGO BOND CO BV P/P 144A 06.0000 01/15/2027 | 0.19% |
| JAMES HARDIE INT P/P 144A 05.0000 01/15/2028 | 0.19% |
| FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.19% |
| KRONOS 2NDL L+825 10.0133 11/01/2024 | 0.19% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.19% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.19% |
| SPRINGLEAF FINANCE CORP 05.3750 11/15/2029 | 0.19% |
| SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 | 0.19% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.18% |
| CSC HOLDINGS LLC P/P 144A 10.8750 10/15/2025 | 0.18% |
| HUSKY TLB L+300 04.4501 03/28/2025 | 0.18% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.18% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.18% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.18% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.18% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.18% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.18% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.18% |
| KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 | 0.18% |
| L BRANDS INC 07.5000 06/15/2029 | 0.18% |
| NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 | 0.18% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.18% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.18% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.18% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.18% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.17% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.17% |
| GARDA WORLD TLB L+475 06.6903 10/23/2026 | 0.17% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.17% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.17% |
| APERGY CORP 06.3750 05/01/2026 | 0.17% |
| CENTENE CORP 04.7500 05/15/2022 | 0.17% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.17% |
| HCA INC 05.8750 05/01/2023 | 0.17% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.17% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.17% |
| CSC HOLDINGS LLC P/P 144A 07.7500 07/15/2025 | 0.17% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.17% |
| CSC HOLDINGS LLC P/P 144A 05.7500 01/15/2030 | 0.17% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.17% |
| CCO HOLDINGS LLC P/P 144A 04.7500 03/01/2030 | 0.17% |
| CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 | 0.17% |
| QORVO INC 05.5000 07/15/2026 | 0.17% |
| CEC ENTERTAINMENT INC L+650 07.5720 08/30/2026 | 0.16% |
| ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 | 0.16% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.16% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.16% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.16% |
| SPLUNK INC CV 01.1250 09/15/2025 | 0.16% |
| FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 | 0.16% |
| DANAHER CORP 04.7500 CUM CV PFD | 0.16% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.16% |
| WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.16% |
| AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.16% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.16% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.16% |
| BWAY CORP TLB L+325 05.0840 04/03/2024 | 0.16% |
| TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.16% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.16% |
| JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.16% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.16% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.16% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.16% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.15% |
| STANDARD IND INC P/P 144A 06.0000 10/15/2025 | 0.15% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.15% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.15% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.15% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.15% |
| TALBOTS TLB L+700 08.4501 11/28/2022 | 0.15% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.15% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.15% |
| CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 | 0.15% |
| ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 | 0.15% |
| TRIVIUM PACK FIN P/P 144A 05.5000 08/15/2026 | 0.15% |
| TERRIER MEDIA TLB L+425 05.9898 12/17/2026 | 0.15% |
| VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 | 0.14% |
| ALTICE FINCO S.A. P/P 144A 07.6250 02/15/2025 | 0.14% |
| BROADCOM INC 08.0000 CV PFD | 0.14% |
| CENTENE CORP P/P 144A 05.2500 04/01/2025 | 0.14% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.14% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.14% |
| FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 | 0.14% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.14% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.14% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.14% |
| LENNAR CORP 05.8750 11/15/2024 | 0.14% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.14% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.14% |
| AES CORP/THE 05.1250 09/01/2027 | 0.14% |
| CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.14% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.14% |
| CONSTELLIUM SE P/P 144A 06.6250 03/01/2025 | 0.13% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.13% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.13% |
| UNIVISION COMM P/P 144A 05.1250 02/15/2025 | 0.13% |
| CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.13% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.13% |
| STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.13% |
| TRIVIUM PACKAGING P/P 144A 08.5000 08/15/2027 | 0.13% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 0.13% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.13% |
| POWER SOLUTIONS TLB L+350 05.7344 04/30/2026 | 0.13% |
| VISTRA OPERATION P/P 144A 05.0000 07/31/2027 | 0.13% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.13% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.13% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.13% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.13% |
| ELDORADO RESORTS INC 07.0000 08/01/2023 | 0.13% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.13% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.12% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.12% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.12% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.12% |
| ANTERO RESOURCES 05.3750 11/01/2021 | 0.12% |
| CINEMARK USA INC 04.8750 06/01/2023 | 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% |
| VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 | 0.12% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.12% |
| RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 | 0.12% |
| ALTICE FINANCING SA P/P 144A 05.0000 01/15/2028 | 0.12% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.12% |
| THE AES CORPORATION 04.8750 05/15/2023 | 0.12% |
| CEMEX SAB DE CV P/P 144A 05.4500 11/19/2029 | 0.12% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.12% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.12% |
| LEVEL 3 FINANCING INC 05.6250 02/01/2023 | 0.12% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.12% |
| MSCI INC P/P 144A 03.6250 09/01/2030 | 0.12% |
| STANLEY BLACK & DECKER I 05.2500 CV PFD | 0.12% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.11% |
| KRAFT HEINZ FOODS CO P/P 144A 03.7500 04/01/2030 | 0.11% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.11% |
| ZIGGO BV P/P 144A 05.5000 01/15/2027 | 0.11% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.11% |
| CHENIERE CORP CHRIST 07.0000 06/30/2024 | 0.11% |
| CSC HOLDINGS LLC P/P 144A 05.3750 02/01/2028 | 0.11% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.11% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.11% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.11% |
| CHEMOURS CO 07.0000 05/15/2025 | 0.11% |
| COMMSCOPE INC P/P 144A 08.2500 03/01/2027 | 0.11% |
| HOLOGIC INC P/P 144A 04.3750 10/15/2025 | 0.11% |
| HUB INTL TLB L+400 05.9274 04/25/2025 | 0.11% |
| JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 | 0.11% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.11% |
| CLEAR CHANNEL WORLD P/P 144A 09.2500 02/15/2024 | 0.10% |
| FRONT RANGE BIDCO INC L+300 04.6678 03/09/2027 | 0.10% |
| ICAHN ENTER 04.7500 09/15/2024 | 0.10% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.10% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.10% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.10% |
| AES CORP/THE 04.5000 03/15/2023 | 0.10% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.10% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.10% |
| DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 | 0.10% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.10% |
| ROBERTSHAW US HOLDING L+325 04.2500 02/28/2025 | 0.10% |
| ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 | 0.10% |
| HANESBRANDS INC P/P 144A 04.8750 05/15/2026 | 0.10% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.10% |
| SPRINGLEAF FINANCE CORP 06.6250 01/15/2028 | 0.10% |
| PLY GEM TLB L+375 04.5614 04/12/2025 | 0.10% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.10% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.10% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.10% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.10% |
| SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 | 0.10% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.10% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.10% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.10% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.10% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.10% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.09% |
| CREDIT ACCEPTANC 06.6250 03/15/2026 | 0.09% |
| FRONTIER COMM 10.5000 09/15/2022 | 0.09% |
| ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.09% |
| EQUINIX INC 03.2000 11/18/2029 | 0.09% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.09% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.09% |
| CEMEX P/P 144A 05.7000 01/11/2025 | 0.09% |
| CREDIT ACCEPTANC P/P 144A 05.1250 12/31/2024 | 0.09% |
| FRONT RANGE BIDC P/P 144A 06.1250 03/01/2028 | 0.09% |
| HCA INC 03.5000 09/01/2030 | 0.09% |
| ORYX TLB L+400 06.0536 05/22/2026 | 0.09% |
| SOLENIS 2NDL L+850 10.8314 06/26/2026 | 0.09% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.09% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.09% |
| JPMORGAN CHASE & CO 06.0000 12/29/2049 | 0.09% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.09% |
| CF INDUSTRIES INC 03.4500 06/01/2023 | 0.09% |
| CONSTELLIUM SE P/P 144A 05.7500 05/15/2024 | 0.09% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.09% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.09% |
| DUN & BRADSTREET TLB L+400 07.2411 02/08/2026 | 0.09% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/15/2028 | 0.09% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.08% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.08% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.08% |
| BOYD GAMING CORP 06.3750 04/01/2026 | 0.08% |
| TEVA PHARMA NE P/P 144A 07.1250 01/31/2025 | 0.08% |
| INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 | 0.08% |
| MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 | 0.08% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.08% |
| BOYD GAMING CORP P/P 144A 04.7500 12/01/2027 | 0.08% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.08% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.08% |
| ORTHO-CLINICAL P/P 144A 07.2500 02/01/2028 | 0.08% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.08% |
| T-MOBILE USA INC 05.1250 04/15/2025 | 0.08% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.08% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.08% |
| NEW GOLD INC P/P 144A 06.2500 11/15/2022 | 0.08% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.08% |
| OCI NV P/P 144A 05.2500 11/01/2024 | 0.08% |
| ARDAGH PKG FIN/HLDGS P/P 144A 06.0000 02/15/2025 | 0.08% |
| L BRANDS INC 06.7500 07/01/2036 | 0.08% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.08% |
| ON SEMICONDUC CV 01.6250 10/15/2023 | 0.08% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 01/30/2028 | 0.08% |
| BAUSCH HLTH COS INC P/P 144A 05.2500 01/30/2030 | 0.08% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.08% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.08% |
| IHEARTMEDIA TLB L+300 04.6595 04/29/2026 | 0.07% |
| MEG ENERGY CORP P/P 144A 07.1250 02/01/2027 | 0.07% |
| ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 | 0.07% |
| MOOG INC P/P 144A 04.2500 12/15/2027 | 0.07% |
| AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 | 0.07% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.07% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.07% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.07% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.07% |
| CIT GROUP INC SEDOL B4Z73G0 | 0.07% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.07% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.07% |
| BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 0.07% |
| ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 07/15/2023 | 0.07% |
| UNITED RENTALS NORTH AM 03.8750 11/15/2027 | 0.07% |
| TRANSDIGM INC 06.5000 05/15/2025 | 0.07% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.07% |
| CEMEX SAB DE CV P/P 144A 06.1250 05/05/2025 | 0.07% |
| WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 | 0.07% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.06% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.06% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.06% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.06% |
| HUNTSMAN INTERNATIONAL LLC 05.1250 11/15/2022 | 0.06% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.06% |
| CREDIT SUISSE GRP AG P/P 144A 05.1000 12/31/2049 | 0.06% |
| EPR PROPERTIES 05.7500 CUM CV PFD | 0.06% |
| TRONOX INC P/P 144A 06.5000 04/15/2026 | 0.06% |
| AMC ENTERTAINMENT HLDGS 05.7500 06/15/2025 | 0.06% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.06% |
| LLOYDS BANKING GROUP PLC USD 07.5000 04/30/2049 | 0.06% |
| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.06% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.06% |
| COMSTOCK RESOURCES 09.7500 08/15/2026 | 0.06% |
| DIVERSEY TL L+300 04.7771 09/06/2024 | 0.06% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.06% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.06% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.06% |
| MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.06% |
| REVLON CONS TLB L+350 05.1128 09/07/2023 | 0.06% |
| INTELSAT JACKSON P/P 144A 08.5000 10/15/2024 | 0.06% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.06% |
| NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 | 0.05% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.05% |
| AKZONOBEL TLB L+300 04.6289 10/01/2025 | 0.05% |
| ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 02/01/2025 | 0.05% |
| OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.05% |
| ATOTECH TLB1 L+300 04.4501 01/31/2024 | 0.05% |
| AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 | 0.05% |
| CHEMOURS CO 05.3750 05/15/2027 | 0.05% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.05% |
| REALOGY GRP / CO P/P 144A 09.3750 04/01/2027 | 0.05% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.05% |
| RACKSPACE HOSTING INC L+300 04.7633 11/03/2023 | 0.05% |
| JO-ANN STORES TL L+500 06.0000 10/16/2023 | 0.05% |
| TARGA RES PRTNRS P/P 144A 05.5000 03/01/2030 | 0.05% |
| BROOKFIELD RESID P/P 144A 04.8750 02/15/2030 | 0.04% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.04% |
| WPX ENERGY INC 04.5000 01/15/2030 | 0.04% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.04% |
| YUM! BRANDS INC P/P 144A 07.7500 04/01/2025 | 0.04% |
| PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 0.04% |
| STARFRUIT US/STAR F P/P 144A 06.5000 10/01/2026 | 0.04% |
| FRONT RANGE BIDC P/P 144A 04.0000 03/01/2027 | 0.04% |
| INSTALLED BUILDI P/P 144A 05.7500 02/01/2028 | 0.04% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.04% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.04% |
| DCP MIDSTREAM OPERATING 05.1250 05/15/2029 | 0.03% |
| ENTERPRISE MERG P/P 144A 08.7500 10/15/2026 | 0.03% |
| NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.03% |
| ELDORADO RESORTS INC 06.0000 09/15/2026 | 0.03% |
| NABORS IND LTD P/P 144A 07.5000 01/15/2028 | 0.03% |
| JO-ANN STORES 2NDL L+925 10.2500 05/21/2024 | 0.03% |
| CALIFORNIA RESOURC TL L+475 06.3633 12/31/2022 | 0.03% |
| OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 | 0.03% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.03% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.03% |
| MERCER INTL INC USD 07.3750 01/15/2025 | 0.02% |
| PARTY CITY HLDG INC P/P 144A 06.1250 08/15/2023 | 0.02% |
| NINE ENERGY SERVICE P/P 144A 08.7500 11/01/2023 | 0.02% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.02% |
| TRANSOCEAN INC 07.5000 04/15/2031 | 0.02% |
| NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 | 0.02% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.02% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.02% |
| ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.02% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.02% |
| ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.02% |
| STEARNS HLDG LLC CLASS B WTS | 0.02% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.02% |
| TRIBUNE CLASS 1C LITIGAT | 0.02% |
| CHC GRP LLC P/P CV 00.0000 10/01/2020 | 0.01% |
| MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 | 0.01% |
| CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.01% |
| TXU TCEH RIGHTS | 0.01% |
| GBP/USD 06/17/2020 GSFX | 0.01% |
| NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 | 0.01% |
| OASIS PETROLEUM INC CV 02.6250 09/15/2023 | 0.01% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.01% |
| TREASURY BILL 00.0000 06/11/2020 | 0.01% |
| VALARIS PLC USD 07.7500 02/01/2026 | 0.01% |
| ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% |
| DCP MIDSTREAM OPERATING 05.3750 07/15/2025 | 0.00% |
| DENBURY RESOURCES P/P 144A 09.2500 03/31/2022 | 0.00% |
| STEARNS HLD/CO P/P 144A 05.0000 11/05/2024 | 0.00% |
| VALARIS PLC USD 08.0000 01/31/2024 | 0.00% |
| CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 | 0.00% |
| IHEARTMEDIA INC WT | 0.00% |
| TREASURY BILL 00.0000 05/07/2020 | 0.00% |
| EUR/USD 06/17/2020 BANKAM | 0.00% |
| TERVITA CORP SEDOL BD1DCC4 | 0.00% |
| CHC GROUP LLC P/P SEDOL BYXD3K4 | 0.00% |
| MWO HOLDINGS LLC | 0.00% |
| NINE POINT ENERGY CNV PRF | 0.00% |
| NINE POINT ENERGY COM | 0.00% |
| TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 | 0.00% |
| CAD/USD 04/15/2020 SSBT | -0.01% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 1.16% |
|---|---|
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.89% |
| SPRINT CORP 07.8750 09/15/2023 | 0.72% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.65% |
| GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.61% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.59% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.57% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.54% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.53% |
| MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.52% |
| VERTIV TLB L+300 04.6550 03/02/2027 | 0.50% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.48% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.46% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.45% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.44% |
| TENET HEALTHCARE CORP 08.1250 04/01/2022 | 0.44% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.44% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.43% |
| NAVISTAR INTL TLB L+350 05.1600 11/06/2024 | 0.43% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.43% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.42% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.41% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.41% |
| ROYAL BK SCOTLND GRP PLC USD 07.6480 08/29/2049 | 0.40% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.40% |
| AES CORP/THE 05.5000 04/15/2025 | 0.39% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.39% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.39% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.38% |
| CENTENE CORP P/P 144A 04.6250 12/15/2029 | 0.38% |
| HCA INC 05.3750 09/01/2026 | 0.38% |
| ALTICE FRANCE P/P 144A 07.3750 05/01/2026 | 0.38% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.38% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.37% |
| LEVEL 3 FINANCING INC 05.2500 03/15/2026 | 0.37% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.37% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.37% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.36% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.36% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.36% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.36% |
| BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 | 0.36% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.35% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.34% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.34% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.34% |
| STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026 | 0.34% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.33% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.33% |
| ELANCO ANIMAL HEALTH 05.6500 08/28/2028 | 0.33% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.33% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.32% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.32% |
| BRAND ENERGY TL L+425 06.0880 06/21/2024 | 0.31% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.31% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.31% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.31% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.31% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.31% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.31% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.30% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.30% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.30% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.30% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.30% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.30% |
| SPRINT CORP 07.2500 09/15/2021 | 0.30% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.29% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.29% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.29% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.29% |
| WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.28% |
| 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.28% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.28% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.28% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.28% |
| REFINITIV TLB L+325 04.8534 10/01/2025 | 0.28% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.28% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.27% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.27% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.27% |
| VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 | 0.27% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.26% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.26% |
| NEWELL BRANDS INC 04.2000 04/01/2026 | 0.26% |
| YPSO FINANCE BIS P/P 144A 06.0000 02/15/2028 | 0.26% |
| PETSMART INC TLB L+400 05.6600 03/11/2022 | 0.26% |
| ARCELORMITTAL USD 07.0000 10/15/2039 | 0.26% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.26% |
| NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 | 0.26% |
| YPSO FINANCE BIS P/P 144A 10.5000 05/15/2027 | 0.26% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.26% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.26% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.26% |
| AMC ENTERTAINMENT HLDGS 05.7500 06/15/2025 | 0.26% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.26% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.26% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.26% |
| DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 | 0.26% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.26% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.26% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.26% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.26% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.26% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.26% |
| SABRE GLBL INC P/P 144A 05.3750 04/15/2023 | 0.26% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.25% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.25% |
| HCA INC 05.2500 06/15/2026 | 0.25% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.25% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.25% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.25% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.25% |
| TRANSDIGM INC P/P 144A 05.5000 11/15/2027 | 0.25% |
| SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 | 0.25% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.25% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.25% |
| AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 | 0.25% |
| CEC ENTERTAINMENT INC L+650 08.1034 08/30/2026 | 0.25% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.24% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.24% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.24% |
| MICROCHIP TEC CV 01.6250 02/15/2027 | 0.24% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.24% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.24% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.24% |
| WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 | 0.24% |
| GARTNER INC P/P 144A 05.1250 04/01/2025 | 0.24% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.24% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.24% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.24% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.24% |
| CLEAR CHANNEL TLB L+350 05.5435 08/21/2026 | 0.23% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.23% |
| SYNGENTA FINANCE NV P/P 144A 05.1820 04/24/2028 | 0.23% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.23% |
| SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 | 0.23% |
| EG GLOBAL FIN PLC P/P 144A 06.7500 02/07/2025 | 0.23% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.23% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.23% |
| ISTAR INC 04.7500 10/01/2024 | 0.23% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.23% |
| WIDEOPENWEST TLB L+325 04.8894 08/19/2023 | 0.23% |
| AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 | 0.23% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.23% |
| ISTAR INC 04.2500 08/01/2025 | 0.22% |
| STAPLES INC. P/P 144A 10.7500 04/15/2027 | 0.22% |
| SYNGENTA FINANCE NV P/P 144A 04.8920 04/24/2025 | 0.22% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.22% |
| PQ CORP P/P 144A 05.7500 12/15/2025 | 0.22% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.22% |
| TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.22% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.22% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.22% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.22% |
| AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.22% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.22% |
| ATOTECH ALPHA 3 BV P/P 144A 06.2500 02/01/2025 | 0.22% |
| CROWN CASTLE INTL CORP 06.8750 CUM CV PFD | 0.22% |
| SPRINT CORP 07.6250 03/01/2026 | 0.22% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.21% |
| SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.21% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.21% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.21% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.21% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.21% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.21% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.21% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.21% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.21% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.0000 02/01/2028 | 0.21% |
| CPG INTL TL L+375 05.9333 05/05/2024 | 0.21% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.21% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 0.21% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.21% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.20% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.20% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.20% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.20% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.20% |
| SPRINT CORP P/P 144A 07.2500 02/01/2028 | 0.20% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.20% |
| EQUINIX INC 05.3750 05/15/2027 | 0.20% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.20% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.20% |
| NETFLIX INC 04.8750 04/15/2028 | 0.20% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.20% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.20% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.20% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.20% |
| APERGY CORP 06.3750 05/01/2026 | 0.19% |
| WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 | 0.19% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.19% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.19% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.19% |
| VIRGIN MEDIA FIN PLC P/P 144A 05.7500 01/15/2025 | 0.19% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.19% |
| ASURION 2NDL L+650 08.1034 08/04/2025 | 0.19% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.19% |
| HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 | 0.19% |
| INFOR US INC 06.5000 05/15/2022 | 0.19% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.19% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.19% |
| MOLINA HEALTHCARE IN 05.3750 11/15/2022 | 0.18% |
| TENNANT CO 05.6250 05/01/2025 | 0.18% |
| ATOTECH ALPHA 2 BV P/P 144A 08.7500 06/01/2023 | 0.18% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.18% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.18% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.18% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.18% |
| AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.18% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.18% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.18% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.18% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.18% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.18% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.18% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.18% |
| LLOYDS BANK PLC 13.0000 01/29/2049 | 0.18% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.18% |
| HUSKY TLB L+300 04.6034 03/28/2025 | 0.18% |
| JAMES HARDIE INT P/P 144A 05.0000 01/15/2028 | 0.18% |
| FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.17% |
| SPRINGLEAF FINANCE CORP 05.3750 11/15/2029 | 0.17% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.17% |
| ARDAGH PKG FIN/HLDGS P/P 144A 05.2500 08/15/2027 | 0.17% |
| ZIGGO BOND CO BV P/P 144A 06.0000 01/15/2027 | 0.17% |
| RITE AID CORP P/P 144A 06.1250 04/01/2023 | 0.17% |
| STANDARD IND INC P/P 144A 05.3750 11/15/2024 | 0.17% |
| T-MOBILE US INC SEDOL B94Q9V0 | 0.17% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.17% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.17% |
| KRONOS 2NDL L+825 10.0133 11/01/2024 | 0.17% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.17% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.17% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.17% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.17% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.17% |
| SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 | 0.17% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.17% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.16% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.16% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.16% |
| L BRANDS INC 07.5000 06/15/2029 | 0.16% |
| CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 | 0.16% |
| TALBOTS TLB L+700 08.6034 11/28/2022 | 0.16% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.16% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.16% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.16% |
| TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.16% |
| KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 | 0.16% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.16% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.16% |
| NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 | 0.16% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.16% |
| WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.16% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.16% |
| CSC HOLDINGS LLC P/P 144A 10.8750 10/15/2025 | 0.16% |
| FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 | 0.16% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.16% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.15% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.15% |
| BWAY CORP TLB L+325 05.0840 04/03/2024 | 0.15% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.15% |
| ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 | 0.15% |
| GARDA WORLD TLB L+475 06.6903 10/23/2026 | 0.15% |
| HCA INC 05.8750 05/01/2023 | 0.15% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.15% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.15% |
| SPLUNK INC CV 01.1250 09/15/2025 | 0.15% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.15% |
| CSC HOLDINGS LLC P/P 144A 05.7500 01/15/2030 | 0.15% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.14% |
| CCO HOLDINGS LLC P/P 144A 04.7500 03/01/2030 | 0.14% |
| CENTENE CORP 04.7500 05/15/2022 | 0.14% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 0.14% |
| CSC HOLDINGS LLC P/P 144A 07.7500 07/15/2025 | 0.14% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.14% |
| JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.14% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.14% |
| TERRIER MEDIA TLB L+425 05.9898 12/17/2026 | 0.14% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.14% |
| DANAHER CORP 04.7500 CUM CV PFD | 0.14% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.14% |
| FRONTIER COMM 10.5000 09/15/2022 | 0.14% |
| QORVO INC 05.5000 07/15/2026 | 0.14% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.14% |
| FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 | 0.14% |
| STANDARD IND INC P/P 144A 06.0000 10/15/2025 | 0.14% |
| ALTICE FINCO S.A. P/P 144A 07.6250 02/15/2025 | 0.14% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.14% |
| CIT GROUP INC SEDOL B4Z73G0 | 0.14% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.14% |
| ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 | 0.14% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.13% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.13% |
| TRANSOCEAN SENTR P/P 144A 05.3750 05/15/2023 | 0.13% |
| BROADCOM INC 08.0000 CV PFD | 0.13% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.13% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.13% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.13% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.13% |
| STANLEY BLACK & DECKER I 05.2500 CV PFD | 0.13% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.13% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.13% |
| CONSTELLIUM SE P/P 144A 06.6250 03/01/2025 | 0.13% |
| ORYX TLB L+400 06.0536 05/22/2026 | 0.13% |
| CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 | 0.13% |
| CREDIT ACCEPTANC 07.3750 03/15/2023 | 0.13% |
| LENNAR CORP 05.8750 11/15/2024 | 0.13% |
| ROBERTSHAW US HOLDING L+325 04.8750 02/28/2025 | 0.13% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.13% |
| TRIVIUM PACK FIN P/P 144A 05.5000 08/15/2026 | 0.13% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.13% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.13% |
| EPR PROPERTIES 05.7500 CUM CV PFD | 0.12% |
| VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 | 0.12% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.12% |
| CENTENE CORP P/P 144A 05.2500 04/01/2025 | 0.12% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.12% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.12% |
| UNIVISION COMM P/P 144A 05.1250 02/15/2025 | 0.12% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.12% |
| CEMEX SAB DE CV P/P 144A 05.4500 11/19/2029 | 0.12% |
| ELDORADO RESORTS INC 07.0000 08/01/2023 | 0.12% |
| TRANSOCEAN INC 07.5000 04/15/2031 | 0.12% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.12% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.12% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.12% |
| VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022 | 0.12% |
| ANTERO RESOURCES 05.3750 11/01/2021 | 0.12% |
| CHENIERE CORP CHRIST 07.0000 06/30/2024 | 0.12% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.12% |
| CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.12% |
| MEG ENERGY CORP P/P 144A 07.1250 02/01/2027 | 0.12% |
| AES CORP/THE 05.1250 09/01/2027 | 0.12% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.12% |
| POWER SOLUTIONS TLB L+350 05.7344 04/30/2026 | 0.12% |
| STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.12% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.12% |
| TRIVIUM PACKAGING P/P 144A 08.5000 08/15/2027 | 0.12% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.11% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.11% |
| ROBERTSHAW TL 2L L+800 09.6250 02/28/2026 | 0.11% |
| RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 | 0.11% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.11% |
| ALTICE FINANCING SA P/P 144A 05.0000 01/15/2028 | 0.11% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.11% |
| SOLENIS ADD-ON TL 1STL L+400 05.6550 06/26/2025 | 0.11% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.11% |
| CLEAR CHANNEL WORLD P/P 144A 09.2500 02/15/2024 | 0.11% |
| SOLENIS 2NDL L+850 10.8314 06/26/2026 | 0.11% |
| TRANSOCEAN INC P/P 144A 08.0000 02/01/2027 | 0.11% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.11% |
| VISTRA OPERATION P/P 144A 05.0000 07/31/2027 | 0.11% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.11% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.10% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.10% |
| VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 | 0.10% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.10% |
| KRAFT HEINZ FOODS CO P/P 144A 03.7500 04/01/2030 | 0.10% |
| MSCI INC P/P 144A 03.6250 09/01/2030 | 0.10% |
| THE AES CORPORATION 04.8750 05/15/2023 | 0.10% |
| VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 | 0.10% |
| CHEMOURS CO 07.0000 05/15/2025 | 0.10% |
| HILTON DOMESTIC 04.8750 01/15/2030 | 0.10% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.10% |
| JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 | 0.10% |
| ICAHN ENTER/FIN P/P 144A 05.2500 05/15/2027 | 0.10% |
| LEVEL 3 FINANCING INC 05.6250 02/01/2023 | 0.10% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.10% |
| ICAHN ENTER P/P 144A 04.7500 09/15/2024 | 0.10% |
| HUB INTL TLB L+400 05.9274 04/25/2025 | 0.10% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.10% |
| SOLENIS 1STL L+400 05.6132 06/26/2025 | 0.10% |
| SPRINGLEAF FINANCE CORP 06.6250 01/15/2028 | 0.10% |
| VERTIV TLB L+300 07.7500 11/15/2023 | 0.10% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.10% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.10% |
| ZIGGO BV P/P 144A 05.5000 01/15/2027 | 0.10% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.09% |
| COMMSCOPE INC P/P 144A 08.2500 03/01/2027 | 0.09% |
| PLY GEM TLB L+375 05.4079 04/12/2025 | 0.09% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.09% |
| CSC HOLDINGS LLC P/P 144A 05.3750 02/01/2028 | 0.09% |
| FRONT RANGE BIDCO INC L+300 04.6678 02/21/2027 | 0.09% |
| HOLOGIC INC P/P 144A 04.3750 10/15/2025 | 0.09% |
| ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 | 0.09% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.09% |
| CEMEX P/P 144A 05.7000 01/11/2025 | 0.09% |
| HCA INC. 07.5000 02/15/2022 | 0.09% |
| HANESBRANDS INC P/P 144A 04.8750 05/15/2026 | 0.09% |
| SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 | 0.09% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.09% |
| L BRANDS INC 06.7500 07/01/2036 | 0.09% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.09% |
| OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 | 0.09% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.09% |
| REVLON CONS TLB L+350 05.1132 09/07/2023 | 0.09% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.09% |
| AES CORP/THE 04.5000 03/15/2023 | 0.09% |
| CREDIT ACCEPTANC P/P 144A 06.6250 03/15/2026 | 0.09% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.09% |
| EQUINIX INC 03.2000 11/18/2029 | 0.09% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.09% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.09% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.09% |
| BOYD GAMING CORP 06.3750 04/01/2026 | 0.08% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.08% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.08% |
| CREDIT ACCEPTANC P/P 144A 05.1250 12/31/2024 | 0.08% |
| MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 | 0.08% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.08% |
| MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 | 0.08% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.08% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.08% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.08% |
| CONSTELLIUM SE P/P 144A 05.7500 05/15/2024 | 0.08% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.08% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.08% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.08% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.08% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.08% |
| BOYD GAMING CORP P/P 144A 04.7500 12/01/2027 | 0.08% |
| HCA INC 03.5000 09/01/2030 | 0.08% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.08% |
| JO-ANN STORES 2NDL L+925 10.8789 05/21/2024 | 0.08% |
| AMC ENT HOLDIN 05.8750 11/15/2026 | 0.08% |
| DUN & BRADSTREET TLB L+400 07.2411 02/08/2026 | 0.08% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/15/2028 | 0.08% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.08% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.08% |
| FRONT RANGE BIDC P/P 144A 06.1250 03/01/2028 | 0.08% |
| TRAVELPORT TLB L+500 07.5413 05/30/2026 | 0.08% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.08% |
| JPMORGAN CHASE & CO 06.0000 12/29/2049 | 0.08% |
| NABORS IND LTD P/P 144A 07.5000 01/15/2028 | 0.08% |
| AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 | 0.08% |
| NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.08% |
| ON SEMICONDUC CV 01.6250 10/15/2023 | 0.08% |
| ORTHO-CLINICAL P/P 144A 07.2500 02/01/2028 | 0.08% |
| CF INDUSTRIES INC 03.4500 06/01/2023 | 0.08% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.08% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.07% |
| CALIFORNIA RESOURC TL L+475 06.3633 12/31/2022 | 0.07% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.07% |
| TEVA PHARMA NE P/P 144A 07.1250 01/31/2025 | 0.07% |
| VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.07% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.07% |
| INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 | 0.07% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.07% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.07% |
| IHEARTMEDIA TLB L+300 04.6595 04/29/2026 | 0.07% |
| JO-ANN STORES TL L+500 06.6289 10/16/2023 | 0.07% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.07% |
| PARTY CITY HLDG INC P/P 144A 06.1250 08/15/2023 | 0.07% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.07% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.07% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.07% |
| OCI NV P/P 144A 05.2500 11/01/2024 | 0.07% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.07% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.07% |
| MOOG INC P/P 144A 04.2500 12/15/2027 | 0.07% |
| CREDIT SUISSE GRP AG P/P 144A 05.1000 12/31/2049 | 0.07% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.07% |
| NEW GOLD INC P/P 144A 06.2500 11/15/2022 | 0.07% |
| T-MOBILE USA INC 05.1250 04/15/2025 | 0.07% |
| ARDAGH PKG FIN/HLDGS P/P 144A 06.0000 02/15/2025 | 0.07% |
| BUILDERS FIRSTSO P/P 144A 05.0000 03/01/2030 | 0.07% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.07% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 01/30/2028 | 0.06% |
| BAUSCH HLTH COS INC P/P 144A 05.2500 01/30/2030 | 0.06% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.06% |
| ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 07/15/2023 | 0.06% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.06% |
| CEMEX SAB DE CV P/P 144A 06.1250 05/05/2025 | 0.06% |
| DIVERSEY TL L+300 04.7767 09/06/2024 | 0.06% |
| INTELSAT JACKSON P/P 144A 08.5000 10/15/2024 | 0.06% |
| LLOYDS BANKING GROUP PLC USD 07.5000 04/30/2049 | 0.06% |
| NINE ENERGY SERVICE P/P 144A 08.7500 11/01/2023 | 0.06% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.06% |
| WPX ENERGY INC 04.5000 01/15/2030 | 0.06% |
| ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 | 0.06% |
| ENTERPRISE MERG P/P 144A 08.7500 10/15/2026 | 0.06% |
| TRANSDIGM INC 06.5000 05/15/2025 | 0.06% |
| UNITED RENTALS NORTH AM 03.8750 11/15/2027 | 0.06% |
| NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 | 0.06% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.06% |
| WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 | 0.06% |
| BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 0.06% |
| COMSTOCK RESOURCES 09.7500 08/15/2026 | 0.06% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.06% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.06% |
| HUNTSMAN INTERNATIONAL LLC 05.1250 11/15/2022 | 0.06% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.06% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.06% |
| TRONOX INC P/P 144A 06.5000 04/15/2026 | 0.06% |
| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.06% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.06% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.06% |
| NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 | 0.05% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.05% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.05% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.05% |
| ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 02/01/2025 | 0.05% |
| LIVE NATION ENT P/P 144A 04.7500 10/15/2027 | 0.05% |
| MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.05% |
| OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.05% |
| REALOGY GRP / CO P/P 144A 09.3750 04/01/2027 | 0.05% |
| AKZONOBEL TLB L+300 04.6289 10/01/2025 | 0.05% |
| BROOKFIELD RESID P/P 144A 04.8750 02/15/2030 | 0.05% |
| TARGA RES PRTNRS P/P 144A 05.5000 03/01/2030 | 0.05% |
| CHEMOURS CO 05.3750 05/15/2027 | 0.05% |
| ATOTECH TLB1 L+300 04.9446 01/31/2024 | 0.05% |
| FRAC TECH INTL TLB L+475 06.3534 04/16/2021 | 0.05% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.04% |
| DCP MIDSTREAM OPERATING 05.1250 05/15/2029 | 0.04% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.04% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.04% |
| RACKSPACE HOSTING INC L+300 04.7632 11/03/2023 | 0.04% |
| BUCKEYE PARTNERS LP P/P 144A 04.1250 03/01/2025 | 0.04% |
| STARFRUIT US/STAR F P/P 144A 06.5000 10/01/2026 | 0.04% |
| MERCER INTL INC USD 07.3750 01/15/2025 | 0.04% |
| INSTALLED BUILDI P/P 144A 05.7500 02/01/2028 | 0.04% |
| OASIS PETROLEUM INC CV 02.6250 09/15/2023 | 0.04% |
| PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 0.03% |
| FRONT RANGE BIDC P/P 144A 04.0000 03/01/2027 | 0.03% |
| GARDA WORLD SECURITY P/P 144A 04.6250 02/15/2027 | 0.03% |
| ELDORADO RESORTS INC 06.0000 09/15/2026 | 0.03% |
| NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 | 0.03% |
| VALARIS PLC USD 07.7500 02/01/2026 | 0.03% |
| CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.03% |
| MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 | 0.02% |
| CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 | 0.02% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.02% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.02% |
| VALARIS PLC USD 08.0000 01/31/2024 | 0.02% |
| ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.02% |
| ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.02% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.02% |
| STEARNS HLDG LLC CLASS B WTS | 0.01% |
| CHC GRP LLC P/P CV 00.0000 10/01/2020 | 0.01% |
| DENBURY RESOURCES P/P 144A 09.2500 03/31/2022 | 0.01% |
| TRIBUNE CLASS 1C LITIGAT | 0.01% |
| TXU TCEH RIGHTS | 0.01% |
| NINE POINT ENERGY CNV PRF | 0.01% |
| TREASURY BILL 00.0000 06/11/2020 | 0.01% |
| NINE POINT ENERGY COM | 0.01% |
| ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% |
| DCP MIDSTREAM OPERATING 05.3750 07/15/2025 | 0.00% |
| IHEARTMEDIA INC WT | 0.00% |
| STEARNS HLD/CO P/P 144A 05.0000 11/05/2024 | 0.00% |
| GBP/USD 03/18/2020 GSFX | 0.00% |
| MWO HOLDINGS LLC | 0.00% |
| EUR/USD 03/18/2020 BANKAM | 0.00% |
| TERVITA CORP SEDOL BD1DCC4 | 0.00% |
| TREASURY BILL 00.0000 05/07/2020 | 0.00% |
| CHC GROUP LLC P/P SEDOL BYXD3K4 | 0.00% |
| ESC CHESAPEAKEOILFIELD 06.6250 11/15/2020 | 0.00% |
| ESC SEVENTYSEVENERG 06.5000 07/15/2022 | 0.00% |
| TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 | 0.00% |
| CAD/USD 04/15/2020 SSBT | -0.00% |
Fixed income statistics as of 05/31/20
| Average effective maturity | 4.74 yrs. |
|---|---|
| Average effective duration | 3.49 yrs. |
| Average yield to maturity | 6.04% |
| Average coupon | 5.77% |
Sector weightings as of 05/31/20
| Cash investments | Non-cash investments | Total portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread duration | Weight | Spread duration | Weight | Spread duration | |
| High-yield corporate bonds | 71.99% | 2.71 | 1.50% | 0.07 | 73.49% | 2.78 |
| Investment-grade corporate bonds | 14.17% | 0.73 | 0.00% | 0.00 | 14.17% | 0.73 |
| Bank loans | 4.78% | 0.21 | 0.00% | 0.00 | 4.78% | 0.21 |
| Convertible securities | 1.53% | 0.01 | 0.00% | 0.00 | 1.53% | 0.01 |
| Emerging-market bonds | 1.24% | 0.06 | 0.00% | 0.00 | 1.24% | 0.06 |
| Equity investments | 0.48% | 0.00 | 0.00% | 0.00 | 0.48% | 0.00 |
| International Treasury/agency | 0.44% | 0.02 | 0.00% | 0.00 | 0.44% | 0.02 |
| Net cash | 5.37% | 0.00 | 0.00% | 0.00 | 5.37% | 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 05/31/20
| 0 - 1 yr. | 9.41% |
|---|---|
| 1 - 5 yrs. | 49.14% |
| 5 - 10 yrs. | 37.37% |
| 10 - 15 yrs. | 2.22% |
| Over 15 yrs. | 1.86% |
Quality rating as of 05/31/20
| A | 0.14% |
|---|---|
| BBB | 14.37% |
| BB | 42.74% |
| B | 27.51% |
| CCC and Below | 8.42% |
| Not Rated | 1.45% |
| Net cash | 5.37% |
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 05/31/20
| Consumer cyclicals | 20.81% |
|---|---|
| Communication services | 12.34% |
| Basic materials | 10.69% |
| Financials | 9.21% |
| Energy | 8.85% |
| Health care | 8.50% |
| Capital goods | 8.05% |
| Consumer staples | 7.26% |
| Net Cash | 5.37% |
| Other | 10.42% |
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 05/31/20
| United States | 86.03% |
|---|---|
| Canada | 4.79% |
| Luxembourg | 1.77% |
| United Kingdom | 1.65% |
| Ireland | 1.15% |
| France | 1.10% |
| Netherlands | 1.09% |
| Israel | 0.71% |
| Switzerland | 0.71% |
| Other | 1.00% |
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.