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. The "before sales charge" performance does not reflect the current maximum sales charges, which we explain below. If performance did reflect the charges, it would be lower. The "after sales charge" performance (or returns at public offering price) varies by share class and fund. For class A and class M shares, the current maximum initial sales charges are 5.75% and 3.50% for equity funds and 4.00% and 3.25% for income funds, respectively (with these exceptions: 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). Class B share performance reflects the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declines 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; for these funds, the CDSC is 1% in the first year, declines to 0.5% in the second year, and is eliminated thereafter). Class C share performance reflects 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 by adjusting for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (note, for two funds — Putnam Tax-Free High Yield Fund and Putnam Strategic Intermediate Municipal Fund performance prior to inception is 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 has been adjusted for the applicable sales charge (or CDSC) and the higher operating expenses for such shares. The "after sales charge" performance (at public offering price) for class N shares reflects the current maximum initial sales charge of 1.50%. Class R, R3, R4, R5, and R6 shares, which are 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 R3 and R4 shares prior to their inception is derived from the historical performance of class Y shares by adjusting for the higher operating expenses for such shares. Performance for class R5 shares before their inception is derived from the historical performance of class Y shares, which has not been adjusted for the lower expenses; had it been adjusted, performance would be higher (with the exception of the RetirementReady Maturity, 2025, 2030, 2035, and 2040 Funds, for which performance is derived from the historical performance of class R6 shares and has been adjusted for the higher operating expenses for such shares; and the RetirementReady 2045, 2050, 2055, and 2060 Funds, for which performance is derived from the historical performance of class R6 shares and has not been adjusted for the lower expenses; had it been adjusted, performance would be higher). Performance for class R6 shares before their inception is derived from the historical performance of class Y shares, which has not been adjusted for the lower operating expenses; had it been adjusted, performance would be higher. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses. Had these limits not been in place, performance would be lower.
Active Income
High Yield Fund (Class Y) (PHAYX)
Seeking a high level of income for investors since 1986
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Highlights
Objective
The fund seeks high current income. Capital growth is a secondary goal when consistent with achieving high current income.
Strategy and process
- Income-focused The portfolio managers strive for a higher level of income than most bonds offer by investing in higher-yielding, lower rated corporate bonds.
- Focus on performance The managers can invest across a range of industries and companies, and can adjust the fund's holdings to capitalize on market opportunities.
- Leading research The fund's managers, supported by Putnam's fixed-income research division, analyze a range of bonds to build a diversified portfolio.
Fund price |
Yesterday’s close | 52-week high | 52-week low |
|---|---|---|---|
| Net asset value |
$6.35
-0.16% | $-0.01 |
$6.36
06/14/21 |
$5.80
06/29/20 |
Fund facts as of 05/31/21
Total net assets
$1,241.76M
$1,241.76M
Turnover (fiscal year end)
46%
46%
Dividend frequency (view rate)
Monthly
Monthly
Number of holdings
682
682
Fiscal year-end
November
November
CUSIP / Fund code
74678J401 / 1819
74678J401 / 1819
Inception date
12/31/98
12/31/98
Category
Taxable Income
Taxable Income
Open to new investors
Ticker
PHAYX
PHAYX
Management team
Co-Head of Corporate and Tax-exempt Credit
Portfolio Manager
Co-Head of Corporate and Tax-exempt Credit
Literature
Fund documents |
| Prospectuses/SAI |
| Fact Sheet (R6 share) (PDF) |
| Fact Sheet (YA share) (PDF) |
| Annual Fund Report (PDF) |
| Semiannual Fund Report (PDF) |
| Quarterly commentary (PDF) |
Toys, cars, and the U.S. recovery
We believe growth in the United States remains strong, but expectations need to be revised lower.Fiscal impetus and the U.S. labor market
We examine the interplay between President Biden's multi-trillion-dollar stimulus plans, the labor market, and corporate profits.If taxes go higher, will munis be hurt?
The Administration's recent plan would increase the highest marginal income tax rate but would not likely impact muni yields.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)
7.59%
Average 5-year annualized return
Total return (%) as of 03/31/21
Annual performance as of 03/31/21
Annualized Total return (%) as of 03/31/21
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 22.20% | 5.86% | 7.08% | 5.68% |
| After sales charge | N/A | N/A | N/A | N/A |
| JPMorgan Developed High Yield Index | 24.45% | 6.41% | 8.12% | 6.65% |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 05/31/21 | 0.35% | - | |
| YTD as of 06/23/21 | 3.26% | - | |
Yield
| Distribution rate before sales charge as of 06/23/21 |
4.16% |
|---|---|
| Distribution rate after sales charge as of 06/23/21 |
4.16% |
| 30-day SEC yield as of 05/31/21 | 3.37% |
Risk-adjusted performance as of 05/31/21
| Sharpe ratio (3 yrs.) | 0.55 |
|---|---|
| Information ratio (3 yrs.) | -0.41 |
Volatility as of 05/31/21
| Standard deviation (3 yrs.) | 9.16% |
|---|---|
| Beta | 0.94 |
| R-squared | 0.99 |
Fixed income statistics as of 05/31/21
| Average effective duration | 3.22 yrs. |
|---|
Lipper rankings as of 05/31/21
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 299/510 | 59% |
| 3 yrs. | 214/469 | 46% |
| 5 yrs. | 166/400 | 42% |
| 10 yrs. | 87/282 | 31% |
Morningstar Ratings™ as of 05/31/21
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 633 | |
| 3 yrs. | 633 | |
| 5 yrs. | 556 | |
| 10 yrs. | 361 |
Distributions
| Record/Ex dividend date | 06/23/21 |
|---|---|
| Payable date | 06/25/21 |
| Income | $0.022 |
| Extra income | -- |
| Short-term cap. gain | -- |
| Long-term cap. gain | -- |
Lipper rankings are based on total return without sales charge relative to all share classes of funds with similar objectives as determined by Lipper. Past performance is not indicative of future results.
The Morningstar RatingTM for funds, or "star rating", is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange-traded funds, closed-end funds, and separate accounts) with at least a three-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three-, five-, and 10-year (if applicable) Morningstar Rating metrics. The weights are: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods.
The up-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has risen. The ratio is calculated by dividing the manager’s returns by the returns of the index during the up-market, and multiplying that factor by 100. The down-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has dropped. The ratio is calculated by dividing the manager’s returns by the returns of the index during the down-market and multiplying that factor by 100.
Holdings
| Cco Holdings Llc P/P 144a 05.3750 06/01/2029 | 0.83% |
|---|---|
| Tempo Acq Llc/Fi P/P 144a 06.7500 06/01/2025 | 0.58% |
| Ally Financial 08.0000 11/01/2031 | 0.57% |
| Watco Cos Llc/Fi P/P 144a 06.5000 06/15/2027 | 0.55% |
| Energy Transfer Lp 06.6250 02/15/2028 | 0.51% |
| Sprint Corp 07.8750 09/15/2023 | 0.51% |
| Staples P/P 144a 07.5000 04/15/2026 | 0.49% |
| Colorado Interstate Gas 06.8500 06/15/2037 | 0.49% |
| Csc Holdings Llc 05.2500 06/01/2024 | 0.49% |
| Majordrive Hldg Iv L P/P 144a 06.3750 06/01/2029 | 0.47% |
| Top 10 holdings, percent of portfolio | 5.49% |
| Top 10 holdings as of 05/31/21 | |
|---|---|
| Cco Holdings Llc P/P 144a 05.3750 06/01/2029 | |
| Tempo Acq Llc/Fi P/P 144a 06.7500 06/01/2025 | |
| Ally Financial 08.0000 11/01/2031 | |
| Watco Cos Llc/Fi P/P 144a 06.5000 06/15/2027 | |
| Energy Transfer Lp 06.6250 02/15/2028 | |
| Sprint Corp 07.8750 09/15/2023 | |
| Staples P/P 144a 07.5000 04/15/2026 | |
| Colorado Interstate Gas 06.8500 06/15/2037 | |
| Csc Holdings Llc 05.2500 06/01/2024 | |
| Majordrive Hldg Iv L P/P 144a 06.3750 06/01/2029 | |
| Holdings represent 5.49% of portfolio | |
| Top 10 holdings as of 04/30/21 | |
|---|---|
| Cco Holdings Llc P/P 144a 05.3750 06/01/2029 | |
| Ally Financial 08.0000 11/01/2031 | |
| Tempo Acq Llc/Fi P/P 144a 06.7500 06/01/2025 | |
| Watco Cos Llc/Fi P/P 144a 06.5000 06/15/2027 | |
| Tenet Healthcare P/P 144a 04.8750 01/01/2026 | |
| Sprint Corp 07.8750 09/15/2023 | |
| Energy Transfer Lp 06.6250 02/15/2028 | |
| Staples P/P 144a 07.5000 04/15/2026 | |
| Csc Holdings Llc 05.2500 06/01/2024 | |
| Colorado Interstate Gas 06.8500 06/15/2037 | |
| Holdings represent 5.71% of portfolio | |
| Top 10 holdings as of 03/31/21 | |
|---|---|
| Cco Holdings Llc P/P 144a 05.3750 06/01/2029 | |
| Tempo Acq Llc/Fi P/P 144a 06.7500 06/01/2025 | |
| Ally Financial 08.0000 11/01/2031 | |
| Watco Cos Llc/Fi P/P 144a 06.5000 06/15/2027 | |
| Staples P/P 144a 07.5000 04/15/2026 | |
| Tenet Healthcare P/P 144a 04.8750 01/01/2026 | |
| Sprint Corp 07.8750 09/15/2023 | |
| Csc Holdings Llc 05.2500 06/01/2024 | |
| Colorado Interstate Gas 06.8500 06/15/2037 | |
| Energy Transfer Operatng 06.6250 02/15/2028 | |
| Holdings represent 5.78% of portfolio | |
| Top 10 holdings as of 02/28/21 | |
|---|---|
| Cco Holdings Llc P/P 144a 05.3750 06/01/2029 | |
| Sprint Corp 07.8750 09/15/2023 | |
| Ally Financial 08.0000 11/01/2031 | |
| Tempo Acq Llc/Fi P/P 144a 06.7500 06/01/2025 | |
| Watco Cos Llc/Fi P/P 144a 06.5000 06/15/2027 | |
| Sprint Capital Corporation 06.8750 11/15/2028 | |
| Tenet Healthcare P/P 144a 04.8750 01/01/2026 | |
| Dish Dbs Corp 05.8750 11/15/2024 | |
| Staples P/P 144a 07.5000 04/15/2026 | |
| Csc Holdings Llc 05.2500 06/01/2024 | |
| Holdings represent 6.02% of portfolio | |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.82% |
|---|---|
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.56% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.56% |
| WATCO COS LLC/FI P/P 144A 06.5000 06/15/2027 | 0.53% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.50% |
| SPRINT CORP 07.8750 09/15/2023 | 0.50% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.49% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.48% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.48% |
| MAJORDRIVE HLDG IV L P/P 144A 06.3750 06/01/2029 | 0.47% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.43% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.43% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.43% |
| SENSATA TECH BV P/P 144A 04.0000 04/15/2029 | 0.43% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.42% |
| CENTENE CORP 04.6250 12/15/2029 | 0.42% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.42% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.42% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.39% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.39% |
| JAZZ PHARMA TLB L+350 04.0000 04/22/2028 | 0.39% |
| NAVISTAR INTERNATIONAL L+350 03.5925 11/06/2024 | 0.39% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.39% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.37% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.37% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.37% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.37% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.36% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.36% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.36% |
| GLOBAL MEDICAL RESPONS L+475 05.7500 10/05/2025 | 0.36% |
| ARCELORMITTAL USD 07.2500 10/15/2039 | 0.35% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.35% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.35% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.34% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.34% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.34% |
| FORD MOTOR CREDIT CO LLC 04.0000 11/13/2030 | 0.34% |
| T-MOBILE USA INC. 04.7500 02/01/2028 | 0.33% |
| JAZZ SECURITIES DAC P/P 144A 04.3750 01/15/2029 | 0.33% |
| TOWNSQUARE MEDIA INC P/P 144A 06.8750 02/01/2026 | 0.33% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.33% |
| INDIGO NATURAL RES L P/P 144A 05.3750 02/01/2029 | 0.32% |
| ROCKET SOFTWARE INC P/P 144A 06.5000 02/15/2029 | 0.32% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.32% |
| SOLENIS 1STL L+400 04.1350 06/26/2025 | 0.32% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.32% |
| CLUB CAR TL L+400 04.5000 05/12/2028 | 0.31% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.31% |
| CALLON PETROLEUM CO 06.2500 04/15/2023 | 0.31% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.31% |
| CAESARS ENT P/P 144A 06.2500 07/01/2025 | 0.31% |
| AMERICAN BATH GROUP TL L+375 04.2500 11/23/2027 | 0.30% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.30% |
| CCO HOLDINGS LLC P/P 144A 04.7500 03/01/2030 | 0.30% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.30% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.30% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.30% |
| PHH MORTGAGE CORP P/P 144A 07.8750 03/15/2026 | 0.30% |
| ALTICE FRANCE P/P 144A 06.0000 02/15/2028 | 0.29% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.29% |
| OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.29% |
| ZI TECH/ZI FIN P/P 144A 03.8750 02/01/2029 | 0.28% |
| BEASLEY MEZZANIN P/P 144A 08.6250 02/01/2026 | 0.28% |
| ORGANON FIN 1 LLC P/P 144A 04.1250 04/30/2028 | 0.28% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.28% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.28% |
| ALTICE FRANCE P/P 144A 10.5000 05/15/2027 | 0.28% |
| CHENIERE ENERGYP P/P 144A 04.0000 03/01/2031 | 0.28% |
| FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 0.28% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.28% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.28% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.27% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.27% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.27% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.27% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.27% |
| LIONS GATE CAP HOLD P/P 144A 05.5000 04/15/2029 | 0.26% |
| APACHE CORP 04.3750 10/15/2028 | 0.26% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.26% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.26% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.26% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.26% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.26% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.26% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.26% |
| MICROCHIP TEC CV 01.6250 02/15/2027 | 0.26% |
| BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 0.26% |
| QUORUM HEALTH EXT TL L+825 09.2500 04/29/2025 | 0.26% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.26% |
| ANCESTRY.COM 1L TL L+325 03.7500 12/06/2027 | 0.25% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.25% |
| ISTAR INC 04.7500 10/01/2024 | 0.25% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.25% |
| ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.25% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.25% |
| CLEAR CHANNEL OUTDOOR L+350 03.6854 08/21/2026 | 0.25% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.25% |
| SQUARE INC P/P 144A 03.5000 06/01/2031 | 0.25% |
| DISH DBS CORP 07.7500 07/01/2026 | 0.24% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.24% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.24% |
| SPRINT CORP 07.6250 03/01/2026 | 0.24% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.24% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.24% |
| FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 | 0.24% |
| DANAHER CORP 04.7500 CUM CV PFD | 0.24% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.24% |
| L BRANDS INC 07.5000 06/15/2029 | 0.24% |
| AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.24% |
| NEWS CORP P/P 144A 03.8750 05/15/2029 | 0.23% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.23% |
| NETFLIX INC 04.8750 04/15/2028 | 0.23% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.23% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.23% |
| PLANTRONICS INC P/P 144A 04.7500 03/01/2029 | 0.23% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.23% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.23% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.23% |
| CHAMPIONX HLDG INC TLB L+500 06.0000 06/03/2027 | 0.23% |
| ENCINO ACQ PARTN P/P 144A 08.5000 05/01/2028 | 0.23% |
| CCO HOLDINGS LLC P/P 144A 05.0000 02/01/2028 | 0.23% |
| TMS INTL CORP P/P 144A 06.2500 04/15/2029 | 0.23% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.22% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.22% |
| ARETEC ESCROW P/P 144A 07.5000 04/01/2029 | 0.22% |
| CENGAGE LEARNING INC P/P 144A 09.5000 06/15/2024 | 0.22% |
| SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.22% |
| TENET HEALTHCARE P/P 144A 04.2500 06/01/2029 | 0.22% |
| BROADCOM INC 08.0000 CV PFD | 0.22% |
| CQP HOLDCO TLB L+375 04.2500 05/27/2028 | 0.22% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.22% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.22% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.22% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.22% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.22% |
| LEVI STRAUSS & CO P/P 144A 03.5000 03/01/2031 | 0.22% |
| ONE CALL TLB L+550 06.2500 04/07/2027 | 0.21% |
| T-MOBILE USA INC 02.8750 02/15/2031 | 0.21% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.21% |
| SCIH SALT TLB L+400 04.7500 03/16/2027 | 0.21% |
| TRANSDIGM INC. 06.3750 06/15/2026 | 0.21% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.21% |
| HCA INC. 05.3750 09/01/2026 | 0.21% |
| KKR & CO INC 06.0000 CUM CV PFD | 0.21% |
| OWENS & MINOR INC P/P 144A 04.5000 03/31/2029 | 0.21% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.21% |
| ICAHN ENTERPRISES/FI P/P 144A 04.3750 02/01/2029 | 0.21% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.21% |
| TR OP / TR FIN P/P 144A 05.1250 04/01/2029 | 0.21% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.21% |
| AHEAD DB HLDG LLC P/P 144A 06.6250 05/01/2028 | 0.20% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.20% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.20% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.20% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.20% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.20% |
| DIEBOLD NIXDORF INC 08.5000 04/15/2024 | 0.20% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.20% |
| MICROCHIP TECH INC 04.2500 09/01/2025 | 0.20% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.20% |
| UNITED STATES STEEL CORP 06.8750 03/01/2029 | 0.20% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.20% |
| GRANITE US HLDG CORP P/P 144A 11.0000 10/01/2027 | 0.20% |
| KRATON POLYMERS LLC/ P/P 144A 04.2500 12/15/2025 | 0.20% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.20% |
| ULTIMATE SOFTWARE GROU L+325 04.0000 05/03/2026 | 0.20% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.20% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.20% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.20% |
| AMERICAN AIRLINE P/P 144A 05.7500 04/20/2029 | 0.20% |
| CENTENNIAL RESOURCE P/P 144A 05.3750 01/15/2026 | 0.20% |
| FORD MOTOR CREDIT CO LLC 05.1130 05/03/2029 | 0.20% |
| HUSKY INJECTION MOLDIN L+300 03.2666 03/28/2025 | 0.20% |
| ISTAR INC. 04.2500 08/01/2025 | 0.20% |
| SPRINT CORP 07.2500 09/15/2021 | 0.20% |
| SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.19% |
| CHS/COMMUNITY P/P 144A 06.8750 04/15/2029 | 0.19% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.19% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.19% |
| IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.19% |
| JAMES HARDIE INT P/P 144A 05.0000 01/15/2028 | 0.19% |
| VM CONSOLIDATED INC P/P 144A 05.5000 04/15/2029 | 0.19% |
| AMERICAN AIRLINE P/P 144A 05.5000 04/20/2026 | 0.19% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.19% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.19% |
| FMG RES AUG 2006 P/P 144A 04.3750 04/01/2031 | 0.19% |
| NESCO HLDG II INC P/P 144A 05.5000 04/15/2029 | 0.19% |
| FULL HOUSE RESOR P/P 144A 08.2500 02/15/2028 | 0.19% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.19% |
| VERTIV TLB L+275 02.8359 03/02/2027 | 0.19% |
| ZIGGO BOND CO BV P/P 144A 06.0000 01/15/2027 | 0.19% |
| BROOKFIELD RESID P/P 144A 05.0000 06/15/2029 | 0.19% |
| TRANSDIGM INC P/P 144A 04.8750 05/01/2029 | 0.19% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.18% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.18% |
| ENTERCOM MEDIA CORP P/P 144A 06.7500 03/31/2029 | 0.18% |
| TWILIO INC 03.6250 03/15/2029 | 0.18% |
| CHARLES RIVER LA P/P 144A 04.0000 03/15/2031 | 0.18% |
| OVINTIV INC 07.3750 11/01/2031 | 0.18% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.18% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.18% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.18% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.18% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.18% |
| AXALTA COATING SYS P/P 144A 03.3750 02/15/2029 | 0.18% |
| CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 0.18% |
| COEUR MINING INC P/P 144A 05.1250 02/15/2029 | 0.18% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.18% |
| UNITED CONTINENTAL HOL L+375 04.5000 04/14/2028 | 0.18% |
| ALLISON TRANSMISSION P/P 144A 03.7500 01/30/2031 | 0.18% |
| ALTICE FRANCE P/P 144A 07.3750 05/01/2026 | 0.18% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.18% |
| DISH DBS CORP P/P 144A 05.1250 06/01/2029 | 0.18% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.18% |
| NABORS IND CV 00.7500 01/15/2024 | 0.18% |
| PULTEGROUP INC SEDOL 2708841 | 0.18% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.18% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.18% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.17% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.17% |
| RITE AID CORP P/P 144A 08.0000 11/15/2026 | 0.17% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.17% |
| REALOGY GRP / CO P/P 144A 05.7500 01/15/2029 | 0.17% |
| VERTICAL HOLDCO GMBH P/P 144A 07.6250 07/15/2028 | 0.17% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.17% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.17% |
| SPECTRUM BRANDS INC P/P 144A 03.8750 03/15/2031 | 0.17% |
| BWAY CORP TLB L+325 03.3850 04/03/2024 | 0.17% |
| VIRGIN MEDIA FIN PLC P/P 144A 05.0000 07/15/2030 | 0.17% |
| CPG INTL TL L+250 03.2500 05/05/2024 | 0.17% |
| HCA INC 03.5000 09/01/2030 | 0.17% |
| CROWNROCK LP/CR P/P 144A 05.0000 05/01/2029 | 0.16% |
| TALLGRASS NRG PRTNR P/P 144A 06.0000 12/31/2030 | 0.16% |
| HERENS HOLDCO SARL P/P 144A 04.7500 05/15/2028 | 0.16% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.16% |
| FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 | 0.16% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.16% |
| ARDAGH METAL PAC P/P 144A 04.0000 09/01/2029 | 0.16% |
| PETSMART INC/PE P/P 144A 07.7500 02/15/2029 | 0.16% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.16% |
| AMC ENT INC TLB L+300 03.1073 04/22/2026 | 0.16% |
| ALTICE USA INC- A SEDOL BDRY7P9 | 0.16% |
| ORTHO-CLINICAL DIAGNOS L+300 03.1084 06/30/2025 | 0.16% |
| PG&E CORP 05.5000 CV PFD | 0.16% |
| CSC HOLDINGS LLC P/P 144A 05.7500 01/15/2030 | 0.16% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.16% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.16% |
| BOXER PARENT CO INC P/P 144A 09.1250 03/01/2026 | 0.15% |
| CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.15% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.15% |
| PBF HOLDING CO LLC P/P 144A 09.2500 05/15/2025 | 0.15% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.15% |
| SOCIETE GENERALE P/P 144A 04.7500 05/26/2026 | 0.15% |
| URBAN ONE INC P/P 144A 07.3750 02/01/2028 | 0.15% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.15% |
| TERRIER MEDIA BUYER IN L+350 03.5942 12/17/2026 | 0.15% |
| SIRIUS XM HOLDINGS INC SEDOL BGLDK10 | 0.15% |
| INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.15% |
| ISTAR INC 05.5000 02/15/2026 | 0.15% |
| ORTHO CLINICAL DIAGNOSTICS H SEDOL BMDNH97 | 0.15% |
| QORVO INC P/P 144A 03.3750 04/01/2031 | 0.15% |
| ALTICE FRANCE SA P/P 144A 05.1250 07/15/2029 | 0.15% |
| BAUSCH HLTH COS INC P/P 144A 04.8750 06/01/2028 | 0.15% |
| FUBOTV INC P/P 144A CV 03.2500 02/15/2026 | 0.15% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.15% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.15% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.15% |
| EPICOR SOFTWARE/EAGLE L+325 04.0000 07/30/2027 | 0.15% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.15% |
| ON SEMICONDUC P/P 144A CV 00.0000 05/01/2027 | 0.15% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.15% |
| DIVERSEY TL L+300 03.1854 09/06/2024 | 0.15% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.15% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.14% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.14% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.14% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.14% |
| AKZO NOBEL CHEMICALS T L+275 02.8475 10/01/2025 | 0.14% |
| CEMEX SAB DE CV P/P 144A 05.4500 11/19/2029 | 0.14% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.14% |
| CLEAR CHANNEL OU P/P 144A 07.7500 04/15/2028 | 0.14% |
| COMMSCOPE INC P/P 144A 08.2500 03/01/2027 | 0.14% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.14% |
| INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.14% |
| MATTEL INC P/P 144A 03.7500 04/01/2029 | 0.14% |
| TRONOX INC P/P 144A 04.6250 03/15/2029 | 0.14% |
| WR GRACE & CO-CONN P/P 144A 04.8750 06/15/2027 | 0.14% |
| BCPE ULYSSES P/P 144A 07.7500 04/01/2027 | 0.14% |
| BLACK KNIGHT INFOSER P/P 144A 03.6250 09/01/2028 | 0.14% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.14% |
| LBM ACQUISITION LLC P/P 144A 06.2500 01/15/2029 | 0.14% |
| NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.14% |
| WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.14% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.14% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.14% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 0.14% |
| WHITE CAP BUYER LLC P/P 144A 06.8750 10/15/2028 | 0.14% |
| GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.14% |
| MSCI INC P/P 144A 03.6250 09/01/2030 | 0.14% |
| TTM TECHNOLOGIES INC P/P 144A 04.0000 03/01/2029 | 0.14% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.14% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.14% |
| OCCIDENTAL PETROLEUM COR 06.6250 09/01/2030 | 0.14% |
| SCIH SALT HLDG INC P/P 144A 06.6250 05/01/2029 | 0.14% |
| T-MOBILE US INC P/P 144A 05.2500 CV PFD | 0.14% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.13% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.13% |
| EQT CORP 08.5000 02/01/2030 | 0.13% |
| BOYD GAMING CORP P/P 144A 04.7500 06/15/2031 | 0.13% |
| LOUISIANA-PACIFIC CO P/P 144A 03.6250 03/15/2029 | 0.13% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.13% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.13% |
| ROBERTSHAW CONTROLS CO L+800 09.0000 02/28/2026 | 0.13% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.13% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.13% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.13% |
| GARDA WORLD SECURITY P/P 144A 06.0000 06/01/2029 | 0.13% |
| CENTENNIAL RESOURCE P/P 144A 06.8750 04/01/2027 | 0.13% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.13% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.13% |
| CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 0.13% |
| TASEKO MINES LTD P/P 144A 07.0000 02/15/2026 | 0.13% |
| CCO HOLDINGS LLC 04.5000 05/01/2032 | 0.13% |
| TRANSDIGM INC P/P 144A 04.6250 01/15/2029 | 0.13% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.13% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.12% |
| IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.12% |
| LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.12% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.12% |
| SOLENIS 2NDL L+850 08.6350 06/26/2026 | 0.12% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.12% |
| JOHNSON CONTROLS POWER L+325 03.3425 04/30/2026 | 0.12% |
| ALTICE FINANCING SA P/P 144A 05.0000 01/15/2028 | 0.12% |
| GFL ENVIRON INC P/P 144A 03.5000 09/01/2028 | 0.12% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.12% |
| WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.12% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.12% |
| FORD MOTOR CREDIT CO LLC 02.9000 02/16/2028 | 0.12% |
| KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.12% |
| SCRIPPS ESCROW P/P 144A 05.3750 01/15/2031 | 0.12% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.12% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.12% |
| KRAFT HEINZ FOODS CO 03.7500 04/01/2030 | 0.12% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.12% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.12% |
| 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.12% |
| ANTERO MIDSTREAM P/P 144A 07.8750 05/15/2026 | 0.11% |
| COMSTOCK RESOURCES INC 09.7500 08/15/2026 | 0.11% |
| L BRANDS INC 06.7500 07/01/2036 | 0.11% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.11% |
| SPANISH BROADCAS P/P 144A 09.7500 03/01/2026 | 0.11% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.11% |
| TRANSOCEAN INC P/P 144A 11.5000 01/30/2027 | 0.11% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.11% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.11% |
| MERCER INTL INC P/P 144A 05.1250 02/01/2029 | 0.11% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.11% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.11% |
| AXALTA COAT/BV P/P 144A 04.7500 06/15/2027 | 0.11% |
| LPL HOLDINGS INC P/P 144A 04.0000 03/15/2029 | 0.11% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.11% |
| VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.11% |
| ANTERO RESOURCES P/P 144A 07.6250 02/01/2029 | 0.11% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.11% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.11% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.11% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.11% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.11% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.11% |
| ONEMAIN FINANCE CORP 06.6250 01/15/2028 | 0.11% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.11% |
| GOEASY LTD P/P 144A 04.3750 05/01/2026 | 0.11% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.11% |
| ATOTECH DEUTSCHLAND GM L+250 03.0000 03/18/2028 | 0.11% |
| BOXER PARENT CO INC P/P 144A 07.1250 10/02/2025 | 0.11% |
| CLEAR CHANNEL OU P/P 144A 07.5000 06/01/2029 | 0.10% |
| FILTRATION GROUP TLB L+375 04.5000 03/29/2025 | 0.10% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.10% |
| INTEL PKG HOLDCO P/P 144A 09.0000 01/15/2026 | 0.10% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.10% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.10% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.10% |
| VICTORS MERGER CORP P/P 144A 06.3750 05/15/2029 | 0.10% |
| APACHE CORP 05.1000 09/01/2040 | 0.10% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.10% |
| HUB INTERNATIONAL LTD L+325 04.0000 04/25/2025 | 0.10% |
| IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.10% |
| PLY GEM INDUSTRIES INC L+325 03.7500 04/12/2028 | 0.10% |
| CSC HOLDINGS LLC P/P 144A 05.3750 02/01/2028 | 0.10% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.10% |
| ROBERTSHAW US HOLDING L+350 04.5000 02/28/2025 | 0.10% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.10% |
| CONTINENTAL RESOURCES 04.9000 06/01/2044 | 0.10% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.10% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.10% |
| HANESBRANDS INC P/P 144A 04.8750 05/15/2026 | 0.10% |
| SCRIPPS ESCROW II IN P/P 144A 03.8750 01/15/2029 | 0.10% |
| WERNER HOLDING CO DE I L+400 05.0000 07/24/2024 | 0.10% |
| CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.10% |
| CONSTELLIUM SE P/P 144A 05.6250 06/15/2028 | 0.10% |
| CSC HOLDINGS LLC P/P 144A 04.6250 12/01/2030 | 0.10% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.10% |
| FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.10% |
| NIELSEN FIN LLC/CO P/P 144A 04.5000 07/15/2029 | 0.10% |
| NIELSEN FIN LLC/CO P/P 144A 04.7500 07/15/2031 | 0.10% |
| PETSMART INC/PE P/P 144A 04.7500 02/15/2028 | 0.10% |
| TWILIO INC 03.8750 03/15/2031 | 0.10% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.10% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.10% |
| MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.10% |
| APTIV PLC 05.5000 CV PFD | 0.10% |
| DIEBOLD NIXDORF INC P/P 144A 09.3750 07/15/2025 | 0.10% |
| EPICOR SOFTWARE/EAGLE L+775 08.7500 07/30/2028 | 0.10% |
| L BRANDS INC P/P 144A 06.6250 10/01/2030 | 0.10% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.10% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.10% |
| BOYD GAMING CORP P/P 144A 08.6250 06/01/2025 | 0.09% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.09% |
| OASIS PETROLEUM INC P/P 144A 06.3750 06/01/2026 | 0.09% |
| OVINTIV INC. 08.1250 09/15/2030 | 0.09% |
| SERVICE CORP INTL 04.0000 05/15/2031 | 0.09% |
| TEREX CORP P/P 144A 05.0000 05/15/2029 | 0.09% |
| UNIVISION COMM P/P 144A 04.5000 05/01/2029 | 0.09% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.09% |
| USA COM PART/USA COM 06.8750 09/01/2027 | 0.09% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.09% |
| ANTERO RESOURCES P/P 144A 05.3750 03/01/2030 | 0.09% |
| ZIGGO BV P/P 144A 05.5000 01/15/2027 | 0.09% |
| ANTERO RESOURCES P/P 144A 08.3750 07/15/2026 | 0.09% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.09% |
| BOYD GAMING CORP 04.7500 12/01/2027 | 0.09% |
| NEXSTAR BROADCASTING P/P 144A 04.7500 11/01/2028 | 0.09% |
| ROCKET SOFTWARE TL L+425 04.7500 11/28/2025 | 0.09% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.09% |
| CONSTELLIUM SE P/P 144A 05.7500 05/15/2024 | 0.09% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.09% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.09% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.09% |
| ON SEMICONDUCTOR P/P 144A 03.8750 09/01/2028 | 0.09% |
| ONEMAIN FINANCE CORP 04.0000 09/15/2030 | 0.09% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.09% |
| SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.09% |
| ZAYO GROUP HLDG INC L+300 03.0925 03/09/2027 | 0.09% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.09% |
| CINEMARK USA INC P/P 144A 05.8750 03/15/2026 | 0.09% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.09% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.09% |
| NOVA CHEMICALS CORP P/P 144A 04.2500 05/15/2029 | 0.09% |
| YUM! BRANDS INC 03.6250 03/15/2031 | 0.09% |
| AADVANTAGE 1L TL L+475 05.5000 03/24/2028 | 0.09% |
| CARRIAGE SVCS INC P/P 144A 04.2500 05/15/2029 | 0.09% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.09% |
| HOME POINT CAP INC P/P 144A 05.0000 02/01/2026 | 0.09% |
| LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.09% |
| T-MOBILE USA INC 02.6250 02/15/2029 | 0.09% |
| ABC SUPPLY CO INC P/P 144A 03.8750 11/15/2029 | 0.09% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.09% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.09% |
| VISTRA CORP SEDOL BZ8VJQ8 | 0.09% |
| BAUSCH HLTH COS INC. P/P 144A 07.0000 01/15/2028 | 0.09% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/15/2028 | 0.09% |
| ADIENT TLB L+350 03.5925 04/01/2028 | 0.08% |
| ATLAS LUXCO 4 / ALL P/P 144A 04.6250 06/01/2028 | 0.08% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.08% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.08% |
| JPMORGAN CHASE & CO 06.0000 12/29/2049 | 0.08% |
| SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.08% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.08% |
| TEVA PHARMA NE USD 07.1250 01/31/2025 | 0.08% |
| CENTENE CORP 03.0000 10/15/2030 | 0.08% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.08% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.08% |
| T-MOBILE USA INC 03.8750 04/15/2030 | 0.08% |
| CHARLES RIVER LA P/P 144A 03.7500 03/15/2029 | 0.08% |
| ORGANON FIN 1 LLC P/P 144A 05.1250 04/30/2031 | 0.08% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.08% |
| CONSTELLIUM SE P/P 144A 03.7500 04/15/2029 | 0.08% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.08% |
| TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.08% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.08% |
| CP ATLAS BUYER INC P/P 144A 07.0000 12/01/2028 | 0.08% |
| HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.08% |
| AMC ENT HLDGS P/P 144A 10.5000 04/15/2025 | 0.08% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.08% |
| IHEARTMEDIA TLB L+300 03.0925 05/01/2026 | 0.08% |
| CHS/COMMUNITY HEALTH P/P 144A 05.6250 03/15/2027 | 0.08% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.08% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.08% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.08% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.08% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.08% |
| DT MIDSTREAM INC P/P 144A 04.3750 06/15/2031 | 0.07% |
| EMPIRE COMMUNITIES C P/P 144A 07.0000 12/15/2025 | 0.07% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.07% |
| UNITED AIRLINES INC P/P 144A 04.3750 04/15/2026 | 0.07% |
| UNITED AIRLINES INC P/P 144A 04.6250 04/15/2029 | 0.07% |
| HUDBAY MINERALS INC P/P 144A 04.5000 04/01/2026 | 0.07% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.07% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.07% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.07% |
| ENDO LUX FIN CO I SA P/P 144A 06.1250 04/01/2029 | 0.07% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.07% |
| BY CROWN/BY BOND P/P 144A 04.2500 01/31/2026 | 0.07% |
| SCIH SALT HLDG INC P/P 144A 04.8750 05/01/2028 | 0.07% |
| BEACON ROOFING S P/P 144A 04.1250 05/15/2029 | 0.07% |
| JPMORGAN CHASE & CO 06.1000 10/01/2024 | 0.07% |
| MORGAN STANLEY 05.8750 09/15/2026 | 0.07% |
| PRECISION DRILL USD 05.2500 11/15/2024 | 0.07% |
| ARCHES BUYER INC P/P 144A 04.2500 06/01/2028 | 0.07% |
| DEUTSCHE BANK AG USD 06.0000 02/14/2050 | 0.07% |
| SPLUNK INC P/P 144A CV 01.1250 06/15/2027 | 0.07% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 0.07% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.07% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.07% |
| INSPIRE BRANDS TLB L+325 04.2500 12/15/2027 | 0.06% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.06% |
| ULTIMATE SOFTWARE GROU L+675 07.5000 05/03/2027 | 0.06% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.06% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.06% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.06% |
| ADIENT GLOBAL HLDG P/P 144A 04.8750 08/15/2026 | 0.06% |
| RENEWABLE ENERGY GRO P/P 144A 05.8750 06/01/2028 | 0.06% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.06% |
| NABORS IND INC P/P 144A 09.0000 02/01/2025 | 0.06% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 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% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.06% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.06% |
| CLEAR CHANNEL WORLD 09.2500 02/15/2024 | 0.06% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.06% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.06% |
| LEVEL 3 FINANCING INC. 05.2500 03/15/2026 | 0.06% |
| TARGA RES PRTNRS 05.5000 03/01/2030 | 0.06% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.06% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.06% |
| APACHE CORPORATION 04.8750 11/15/2027 | 0.06% |
| CITIGROUP INC 04.0000 12/10/2050 | 0.06% |
| ENDO DAC/ENDO FI P/P 144A 09.5000 07/31/2027 | 0.06% |
| GOLDEN NUGGET TL L+1200 13.0000 10/04/2023 | 0.06% |
| GREAT LAKES DREDGE&D P/P 144A 05.2500 06/01/2029 | 0.06% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.06% |
| DT MIDSTREAM INC P/P 144A 04.1250 06/15/2029 | 0.06% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.06% |
| INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 | 0.06% |
| LLOYDS BANKING GROUP PLC USD 07.5000 10/10/2048 | 0.06% |
| NATWEST GROUP PLC USD 08.0000 12/29/2049 | 0.06% |
| TMS INTERNATIONAL TLB L+275 03.7500 08/14/2024 | 0.06% |
| ENDO DAC/ENDO FI P/P 144A 06.0000 06/30/2028 | 0.05% |
| NATIONSTAR MTG P/P 144A 05.1250 12/15/2030 | 0.05% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.05% |
| BANCO SANTANDER SA REGS 07.5000 02/08/2049 | 0.05% |
| DCP MIDSTREAM OPERATING 05.1250 05/15/2029 | 0.05% |
| BANCO BILBAO VIZCAYA ARG USD 06.1250 11/16/2047 | 0.05% |
| COMMERZBANK AG REGS 07.0000 12/31/2099 | 0.05% |
| OCCIDENTAL PETROLEUM COR 06.1250 01/01/2031 | 0.05% |
| OVINTIV INC 06.6250 08/15/2037 | 0.05% |
| OVINTIV INC 06.5000 08/15/2034 | 0.05% |
| ALLY FINANCIAL INC 04.7000 04/22/2051 | 0.05% |
| GENERAL MOTORS FINL CO 05.7500 09/30/2027 | 0.05% |
| HSBC HOLDINGS PLC USD 06.5000 03/23/2028 | 0.05% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.05% |
| CREDIT SUISSE GRP AG P/P 144A 06.3750 12/31/2049 | 0.05% |
| L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.05% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.05% |
| TALLGRASS NRG PRTNR/ P/P 144A 07.5000 10/01/2025 | 0.05% |
| TRUIST FIN CORP 05.1250 12/15/2027 | 0.05% |
| GRAFTECH FINANCE INC P/P 144A 04.6250 12/15/2028 | 0.05% |
| ING GROEP NV USD 05.7500 11/16/2026 | 0.05% |
| INTELSAT JACKSON P/P 144A 08.5000 10/15/2024 | 0.05% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.05% |
| ALLIED UNIVERSAL P/P 144A 06.0000 06/01/2029 | 0.05% |
| HILCORP ENERGY I P/P 144A 05.7500 02/01/2029 | 0.05% |
| HILCORP ENERGY I P/P 144A 06.0000 02/01/2031 | 0.05% |
| TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.05% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.05% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.05% |
| HUDBAY MINERALS INC P/P 144A 06.1250 04/01/2029 | 0.05% |
| ORTHO-CLINICAL P/P 144A 07.3750 06/01/2025 | 0.05% |
| PENNYMAC FIN SVC P/P 144A 04.2500 02/15/2029 | 0.05% |
| CF INDUSTRIES INC 05.1500 03/15/2034 | 0.04% |
| JPMORGAN CHASE & CO 03.6500 06/01/2026 | 0.04% |
| PRUDENTIAL FINANCIAL INC 03.7000 10/01/2050 | 0.04% |
| VODAFONE GROUP PLC USD 07.0000 04/04/2079 | 0.04% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.04% |
| BARCLAYS PLC USD 08.0000 12/31/2049 | 0.04% |
| BP CAPITAL MARKETS PLC USD 04.8750 06/22/2030 | 0.04% |
| EMERA INC USD 06.7500 06/15/2076 | 0.04% |
| HARTFORD FINL P/P 144A 02.2809 02/12/2047 | 0.04% |
| METLIFE INC P/P 144A 09.2500 04/08/2038 | 0.04% |
| NEXTERA ENERGY CAPITAL 05.6500 05/01/2079 | 0.04% |
| NISOURCE INC 05.6500 03/05/2049 | 0.04% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.04% |
| SOUTHERN CO 03.7500 09/15/2051 | 0.04% |
| UNICREDIT SPA REGS 08.0000 04/03/2044 | 0.04% |
| ACPRODUCTS INC TLB L+425 04.7500 06/30/2028 | 0.04% |
| ICAHN ENTER/FIN P/P 144A 05.2500 05/15/2027 | 0.04% |
| TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.04% |
| MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.04% |
| MATTEL INC P/P 144A 03.3750 04/01/2026 | 0.04% |
| MGM RESORTS INTL 06.0000 03/15/2023 | 0.04% |
| CALPINE CORP P/P 144A 05.0000 02/01/2031 | 0.04% |
| SWISS RE FINANCE LUX P/P 144A 05.0000 04/02/2049 | 0.04% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.04% |
| GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.04% |
| INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.04% |
| VOLKSWAGEN INTL FIN NV REGS 04.6250 12/31/2049 | 0.03% |
| STEARNS HOLDINGS LLC CLASS B | 0.03% |
| COMSTOCK RE INC P/P 144A 06.7500 03/01/2029 | 0.03% |
| ENLINK MIDSTREAM PARTNER 06.0000 12/15/2022 | 0.03% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.03% |
| GLOBAL PART/GLP FIN 06.8750 01/15/2029 | 0.03% |
| ARCHES BUYER INC P/P 144A 06.1250 12/01/2028 | 0.03% |
| AXA SA P/P 144A 06.3790 12/14/2036 | 0.03% |
| BANCA MONTE DEI PASCHI S REGS 02.6250 04/28/2025 | 0.03% |
| BANCO BRASL (CI) P/P 144A 09.0000 06/29/2049 | 0.03% |
| BANK OF NOVA SCOTIA USD 04.9000 06/04/2025 | 0.03% |
| BNP PARIBAS P/P 144A 07.3750 08/19/2025 | 0.03% |
| CENTERPOINT ENERGY INC 06.1250 08/22/2048 | 0.03% |
| CHARLES SCHWAB CORP 05.3750 06/01/2025 | 0.03% |
| CITIZENS FINANCIAL GROUP 06.3750 10/25/2048 | 0.03% |
| CREDIT AGRICOLE SA P/P 144A 06.8750 09/23/2024 | 0.03% |
| DUKE ENERGY CORP 04.8750 09/12/2049 | 0.03% |
| ENBRIDGE INC USD 06.0000 01/15/2077 | 0.03% |
| STICHTING AK RABOBANK REGS 02.1878 01/24/2044 | 0.03% |
| TRANSCANADA TRUST USD 05.5000 09/15/2079 | 0.03% |
| DOMINION ENERGY INC 04.6500 12/15/2024 | 0.03% |
| MEG ENERGY CORP P/P 144A 05.8750 02/01/2029 | 0.02% |
| ENERGY TRANSFER LP 06.2500 02/15/2023 | 0.02% |
| ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.02% |
| HUNTINGTON BANCSHARES 04.4500 08/10/2050 | 0.02% |
| DISCOVER FINANCIAL SVS 06.1250 06/22/2050 | 0.02% |
| ELEC DE FRANCE P/P 144A 05.6250 01/22/2024 | 0.02% |
| GENERAL ELECTRIC CO 03.5139 12/29/2049 | 0.02% |
| MPLX LP 06.8750 07/31/2049 | 0.02% |
| EQT CORP 05.0000 01/15/2029 | 0.02% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.02% |
| CHS/COMMUNITY HEALTH P/P 144A 06.0000 01/15/2029 | 0.02% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.02% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.02% |
| CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.02% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.02% |
| DCP MIDSTREAM LP 07.3750 12/15/2022 | 0.02% |
| ALLY FINANCIAL INC 04.7000 06/02/2051 | 0.02% |
| TREASURY BILL 00.0000 06/01/2021 | 0.02% |
| DANAHER CORP 05.0000 CV PFD | 0.01% |
| HERENS HOLDCO TLB L+400 04.7500 04/30/2028 | 0.01% |
| PALO ALTO NET P/P 144A CV 00.3750 06/01/2025 | 0.01% |
| BECTON DICKINSON AND CO 06.0000 CV PFD | 0.01% |
| COUPA SOFTWAR P/P 144A CV 00.3750 06/15/2026 | 0.01% |
| OKTA INC P/P 144A CV 00.3750 06/15/2026 | 0.01% |
| BURL STORE CV 02.2500 04/15/2025 | 0.01% |
| DTE ENERGY CO 06.2500 CV PFD | 0.01% |
| EXPEDIA GRP P/P 144A CV 00.0000 02/15/2026 | 0.01% |
| SHIFT4 PAYMEN P/P 144A CV 00.0000 12/15/2025 | 0.01% |
| TXU TCEH RIGHTS | 0.01% |
| ZYNGA INC P/P 144A CV 00.0000 12/15/2026 | 0.01% |
| AKAMAI TECH CV 00.3750 09/01/2027 | 0.01% |
| ELANCO ANIMAL HEALTH INC 05.0000 CV PFD | 0.01% |
| MIDDLEBY CORP P/P 144A CV 01.0000 09/01/2025 | 0.01% |
| QTS REALTY TRUST INC 06.5000 CUM CV PFD | 0.01% |
| REDFIN CORP P/P 144A CV 00.5000 04/01/2027 | 0.01% |
| RINGCENTRAL P/P 144A CV 00.0000 03/15/2026 | 0.01% |
| ROYAL CARIBBE P/P 144A CV 04.2500 06/15/2023 | 0.01% |
| SOUTHERN CO 06.7500 CV PFD | 0.01% |
| SPLUNK INC CV 01.1250 09/15/2025 | 0.01% |
| SQUARE INC P/P 144A CV 00.2500 11/01/2027 | 0.01% |
| TELADOC HE CV 01.2500 06/01/2027 | 0.01% |
| ZENDESK INC P/P 144A CV 00.6250 06/15/2025 | 0.01% |
| ALLSTATE CORP 05.7500 08/15/2053 | 0.01% |
| CABLE ONE INC P/P 144A CV 01.1250 03/15/2028 | 0.01% |
| DCP MIDSTREAM OPERATING 05.3750 07/15/2025 | 0.01% |
| SHOPIFY INC USD 00.1250 11/01/2025 | 0.01% |
| TWITTER INC P/P 144A CV 00.0000 03/15/2026 | 0.01% |
| JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.00% |
| TRIBUNE CLASS 1C LITIGAT | 0.00% |
| WIX LTD P/P 144A 00.0000 08/15/2025 | 0.00% |
| EXACT SCIENCES CORP CV 00.3750 03/01/2028 | 0.00% |
| MWO HOLDINGS LLC | 0.00% |
| TEXAS COHLD TCEH ESCROW 11.5000 10/01/2021 | 0.00% |
| EUR/USD 06/16/2021 SSBT | -0.00% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 1.00% |
|---|---|
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.56% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.56% |
| WATCO COS LLC/FI P/P 144A 06.5000 06/15/2027 | 0.54% |
| SPRINT CORP 07.8750 09/15/2023 | 0.50% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.50% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.49% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.49% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.48% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.47% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.44% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.43% |
| SENSATA TECH BV P/P 144A 04.0000 04/15/2029 | 0.43% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.43% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.43% |
| CENTENE CORP 04.6250 12/15/2029 | 0.42% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.42% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.42% |
| ALTICE FRANCE P/P 144A 07.3750 05/01/2026 | 0.41% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.40% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.40% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.40% |
| JAZZ PHARMA TLB L+350 04.0000 04/22/2028 | 0.39% |
| NAVISTAR INTERNATIONAL L+350 03.6100 11/06/2024 | 0.39% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.39% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.37% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.37% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.37% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.37% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.36% |
| ARCELORMITTAL USD 07.2500 10/15/2039 | 0.36% |
| GLOBAL MEDICAL RESPONS L+475 05.7500 10/05/2025 | 0.36% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.35% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.35% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.34% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.34% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.34% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.34% |
| FORD MOTOR CREDIT CO LLC 04.0000 11/13/2030 | 0.34% |
| T-MOBILE USA INC. 04.7500 02/01/2028 | 0.33% |
| ROCKET SOFTWARE INC P/P 144A 06.5000 02/15/2029 | 0.33% |
| JAZZ SECURITIES DAC P/P 144A 04.3750 01/15/2029 | 0.33% |
| TOWNSQUARE MEDIA INC P/P 144A 06.8750 02/01/2026 | 0.32% |
| INDIGO NATURAL RES L P/P 144A 05.3750 02/01/2029 | 0.32% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.32% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.32% |
| SOLENIS 1STL L+400 04.1898 06/26/2025 | 0.32% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.31% |
| CALLON PETROLEUM CO 06.2500 04/15/2023 | 0.31% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.31% |
| CAESARS ENT P/P 144A 06.2500 07/01/2025 | 0.31% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.31% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.30% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.30% |
| AMERICAN BATH GROUP TL L+375 04.2500 11/23/2027 | 0.30% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.30% |
| ALTICE FRANCE P/P 144A 06.0000 02/15/2028 | 0.30% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.30% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.29% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.29% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.29% |
| PHH MORTGAGE CORP P/P 144A 07.8750 03/15/2026 | 0.29% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.29% |
| ORGANON FIN 1 LLC P/P 144A 04.1250 04/30/2028 | 0.29% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.28% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.28% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.28% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 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% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.28% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.28% |
| CHENIERE ENERGYP P/P 144A 04.0000 03/01/2031 | 0.27% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.27% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.27% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.27% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.27% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.27% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.27% |
| APACHE CORP 04.3750 10/15/2028 | 0.26% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.26% |
| BEASLEY MEZZANIN P/P 144A 08.6250 02/01/2026 | 0.26% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.26% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.26% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.26% |
| QUORUM HEALTH EXT TL L+825 09.2500 04/29/2025 | 0.26% |
| LIONS GATE CAP HOLD P/P 144A 05.5000 04/15/2029 | 0.26% |
| BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 0.26% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.26% |
| ZI TECH/ZI FIN P/P 144A 03.8750 02/01/2029 | 0.26% |
| OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.25% |
| PULTEGROUP INC SEDOL 2708841 | 0.25% |
| ANCESTRY.COM 1L TL L+325 03.7500 12/06/2027 | 0.25% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.25% |
| ISTAR INC 04.7500 10/01/2024 | 0.25% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.25% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.25% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.25% |
| FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 0.25% |
| CLEAR CHANNEL OUTDOOR L+350 03.6854 08/21/2026 | 0.25% |
| DISH DBS CORP 07.7500 07/01/2026 | 0.25% |
| ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.25% |
| SPRINT CORP 07.6250 03/01/2026 | 0.24% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.24% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.24% |
| FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 | 0.24% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.24% |
| L BRANDS INC 07.5000 06/15/2029 | 0.24% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.24% |
| PLANTRONICS INC P/P 144A 04.7500 03/01/2029 | 0.24% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.24% |
| DANAHER CORP 04.7500 CUM CV PFD | 0.24% |
| MICROCHIP TEC CV 01.6250 02/15/2027 | 0.24% |
| NEWS CORP P/P 144A 03.8750 05/15/2029 | 0.24% |
| AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.24% |
| NETFLIX INC 04.8750 04/15/2028 | 0.23% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.23% |
| DOUBLE EAGLE III MID P/P 144A 07.7500 12/15/2025 | 0.23% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.23% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.23% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.23% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.23% |
| T-MOBILE US INC P/P 144A 05.2500 CV PFD | 0.23% |
| CHAMPIONX HLDG INC TLB L+500 06.0000 06/03/2027 | 0.23% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.23% |
| TMS INTL CORP P/P 144A 06.2500 04/15/2029 | 0.23% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.22% |
| CCO HOLDINGS LLC P/P 144A 05.0000 02/01/2028 | 0.22% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.22% |
| ARETEC ESCROW P/P 144A 07.5000 04/01/2029 | 0.22% |
| CENGAGE LEARNING INC P/P 144A 09.5000 06/15/2024 | 0.22% |
| SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.22% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.22% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.22% |
| KKR & CO INC 06.0000 CUM CV PFD | 0.22% |
| LEVI STRAUSS & CO P/P 144A 03.5000 03/01/2031 | 0.22% |
| T-MOBILE USA INC 02.8750 02/15/2031 | 0.22% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.22% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.22% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.22% |
| ONE CALL TLB L+550 06.2500 04/07/2027 | 0.22% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.21% |
| SCIH SALT TLB L+400 04.1150 03/16/2027 | 0.21% |
| TRANSDIGM INC. 06.3750 06/15/2026 | 0.21% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.21% |
| HCA INC. 05.3750 09/01/2026 | 0.21% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.21% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.21% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.21% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.21% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.21% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.21% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.21% |
| ICAHN ENTERPRISES/FI P/P 144A 04.3750 02/01/2029 | 0.21% |
| ON SEMICONDUC CV 01.6250 10/15/2023 | 0.21% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.20% |
| ANTERO RESOURCES P/P 144A 07.6250 02/01/2029 | 0.20% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.20% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.20% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.20% |
| BROADCOM INC 08.0000 CV PFD | 0.20% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.20% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.20% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.20% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.20% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.20% |
| DIEBOLD NIXDORF INC 08.5000 04/15/2024 | 0.20% |
| KRATON POLYMERS LLC/ P/P 144A 04.2500 12/15/2025 | 0.20% |
| MICROCHIP TECH INC P/P 144A 04.2500 09/01/2025 | 0.20% |
| CHS/COMMUNITY P/P 144A 06.8750 04/15/2029 | 0.20% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.20% |
| GRANITE US HLDG CORP P/P 144A 11.0000 10/01/2027 | 0.20% |
| IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.20% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.20% |
| ULTIMATE SOFTWARE GROU L+325 04.0000 05/03/2026 | 0.20% |
| UNITED STATES STEEL CORP 06.8750 03/01/2029 | 0.20% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.20% |
| SPRINT CORP 07.2500 09/15/2021 | 0.20% |
| AMERICAN AIRLINE P/P 144A 05.7500 04/20/2029 | 0.20% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.20% |
| ISTAR INC. 04.2500 08/01/2025 | 0.20% |
| FORD MOTOR CREDIT CO LLC 05.1130 05/03/2029 | 0.19% |
| HUSKY INJECTION MOLDIN L+300 03.2666 03/28/2025 | 0.19% |
| SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.19% |
| JAMES HARDIE INT P/P 144A 05.0000 01/15/2028 | 0.19% |
| VM CONSOLIDATED INC P/P 144A 05.5000 04/15/2029 | 0.19% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.19% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.19% |
| AMERICAN AIRLINE P/P 144A 05.5000 04/20/2026 | 0.19% |
| OWENS & MINOR INC P/P 144A 04.5000 03/31/2029 | 0.19% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.19% |
| CENTENNIAL RESOURCE P/P 144A 05.3750 01/15/2026 | 0.19% |
| FMG RES AUG 2006 P/P 144A 04.3750 04/01/2031 | 0.19% |
| AUDACY CAPITAL CORP P/P 144A 06.7500 03/31/2029 | 0.19% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.19% |
| NESCO HLDG II INC P/P 144A 05.5000 04/15/2029 | 0.19% |
| VERTIV TLB L+275 02.8601 03/02/2027 | 0.19% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.19% |
| TWILIO INC 03.6250 03/15/2029 | 0.19% |
| ZIGGO BOND CO BV P/P 144A 06.0000 01/15/2027 | 0.19% |
| CHARLES RIVER LA P/P 144A 04.0000 03/15/2031 | 0.18% |
| FULL HOUSE RESOR P/P 144A 08.2500 02/15/2028 | 0.18% |
| TRANSDIGM INC P/P 144A 04.8750 05/01/2029 | 0.18% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.18% |
| TR OP / TR FIN P/P 144A 05.1250 04/01/2029 | 0.18% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.18% |
| AXALTA COATING SYS P/P 144A 03.3750 02/15/2029 | 0.18% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.18% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.18% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.18% |
| LOUISIANA-PACIFIC CO P/P 144A 03.6250 03/15/2029 | 0.18% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.18% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.18% |
| UNITED AIRLINES TLB L+375 04.5000 04/14/2028 | 0.18% |
| ALLISON TRANSMISSION P/P 144A 03.7500 01/30/2031 | 0.18% |
| OVINTIV INC 07.3750 11/01/2031 | 0.18% |
| INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.18% |
| AHEAD DB HLDG LLC P/P 144A 06.6250 05/01/2028 | 0.18% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.18% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 0.18% |
| COEUR MINING INC P/P 144A 05.1250 02/15/2029 | 0.18% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.18% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.18% |
| CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 0.18% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.18% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.18% |
| VERTICAL HOLDCO GMBH P/P 144A 07.6250 07/15/2028 | 0.18% |
| ENCINO ACQ PARTN P/P 144A 08.5000 05/01/2028 | 0.17% |
| RITE AID CORP P/P 144A 08.0000 11/15/2026 | 0.17% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.17% |
| PG&E CORP 05.5000 CV PFD | 0.17% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.17% |
| SPECTRUM BRANDS INC P/P 144A 03.8750 03/15/2031 | 0.17% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.17% |
| REALOGY GRP / CO P/P 144A 05.7500 01/15/2029 | 0.17% |
| BWAY CORP TLB L+325 03.4426 04/03/2024 | 0.17% |
| COMSTOCK RE INC P/P 144A 06.7500 03/01/2029 | 0.17% |
| VIRGIN MEDIA FIN PLC P/P 144A 05.0000 07/15/2030 | 0.17% |
| CPG INTL TL L+250 03.2500 05/05/2024 | 0.17% |
| HCA INC 03.5000 09/01/2030 | 0.17% |
| VERTICAL US NEWCO IN P/P 144A 05.2500 07/15/2027 | 0.17% |
| CROWNROCK LP/CR P/P 144A 05.0000 05/01/2029 | 0.16% |
| ARDAGH METAL PAC P/P 144A 04.0000 09/01/2029 | 0.16% |
| FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 | 0.16% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.16% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.16% |
| TALLGRASS NRG PRTNR P/P 144A 06.0000 12/31/2030 | 0.16% |
| CSC HOLDINGS LLC P/P 144A 05.7500 01/15/2030 | 0.16% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.16% |
| ALTICE USA INC- A SEDOL BDRY7P9 | 0.16% |
| CCO HOLDINGS LLC P/P 144A 04.7500 03/01/2030 | 0.16% |
| PETSMART INC/PE P/P 144A 07.7500 02/15/2029 | 0.16% |
| ORTHO-CLINICAL DIAGNOS L+325 03.3611 06/30/2025 | 0.16% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.16% |
| NABORS IND CV 00.7500 01/15/2024 | 0.16% |
| PBF HOLDING CO LLC P/P 144A 09.2500 05/15/2025 | 0.16% |
| BOXER PARENT CO INC P/P 144A 09.1250 03/01/2026 | 0.16% |
| CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.16% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.16% |
| AUDACY CAPITAL CORP P/P 144A 06.5000 05/01/2027 | 0.15% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.15% |
| AMC ENT INC TLB L+300 03.1951 04/22/2026 | 0.15% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.15% |
| TERRIER MEDIA BUYER IN L+350 03.6133 12/17/2026 | 0.15% |
| ALTICE FRANCE SA P/P 144A 05.1250 07/15/2029 | 0.15% |
| ISTAR INC 05.5000 02/15/2026 | 0.15% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.15% |
| URBAN ONE INC P/P 144A 07.3750 02/01/2028 | 0.15% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.15% |
| QORVO INC P/P 144A 03.3750 04/01/2031 | 0.15% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.15% |
| EPICOR SOFTWARE/EAGLE L+325 04.0000 07/30/2027 | 0.15% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.15% |
| SIRIUS XM HOLDINGS INC SEDOL BGLDK10 | 0.15% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.15% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.15% |
| DIVERSEY TL L+300 03.1854 09/06/2024 | 0.15% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.15% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.14% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.14% |
| INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.14% |
| ORTHO CLINICAL DIAGNOSTICS H SEDOL BMDNH97 | 0.14% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.14% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.14% |
| CLEAR CHANNEL OU P/P 144A 07.7500 04/15/2028 | 0.14% |
| COMMSCOPE INC P/P 144A 08.2500 03/01/2027 | 0.14% |
| FUBOTV INC P/P 144A CV 03.2500 02/15/2026 | 0.14% |
| AKZO NOBEL CHEMICALS T L+275 02.8650 10/01/2025 | 0.14% |
| CEMEX SAB DE CV P/P 144A 05.4500 11/19/2029 | 0.14% |
| FORD MOTOR CREDIT CO LLC 04.2710 01/09/2027 | 0.14% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.14% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.14% |
| TENNECO INC P/P 144A 05.1250 04/15/2029 | 0.14% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.14% |
| MATTEL INC P/P 144A 03.7500 04/01/2029 | 0.14% |
| NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.14% |
| BLACK KNIGHT INFOSER P/P 144A 03.6250 09/01/2028 | 0.14% |
| LBM ACQUISITION LLC P/P 144A 06.2500 01/15/2029 | 0.14% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.14% |
| TRONOX INC P/P 144A 04.6250 03/15/2029 | 0.14% |
| WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.14% |
| BCPE ULYSSES P/P 144A 07.7500 04/01/2027 | 0.14% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 0.14% |
| WHITE CAP BUYER LLC P/P 144A 06.8750 10/15/2028 | 0.14% |
| WR GRACE & CO-CONN P/P 144A 04.8750 06/15/2027 | 0.14% |
| MSCI INC P/P 144A 03.6250 09/01/2030 | 0.14% |
| TTM TECHNOLOGIES INC P/P 144A 04.0000 03/01/2029 | 0.14% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.14% |
| GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.14% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.14% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.14% |
| CP ATLAS BUYER INC P/P 144A 07.0000 12/01/2028 | 0.13% |
| INTEL PKG HOLDCO P/P 144A 09.0000 01/15/2026 | 0.13% |
| OCCIDENTAL PETROLEUM COR 06.6250 09/01/2030 | 0.13% |
| SCIH SALT HLDG INC P/P 144A 06.6250 05/01/2029 | 0.13% |
| ROBERTSHAW CONTROLS CO L+800 09.0000 02/28/2026 | 0.13% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.13% |
| EQT CORP 08.5000 02/01/2030 | 0.13% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.13% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.13% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.13% |
| TASEKO MINES LTD P/P 144A 07.0000 02/15/2026 | 0.13% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.13% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.13% |
| CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.13% |
| CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 0.13% |
| TRANSDIGM INC P/P 144A 04.6250 01/15/2029 | 0.13% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.13% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.12% |
| IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.12% |
| CENTENNIAL RESOURCE P/P 144A 06.8750 04/01/2027 | 0.12% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.12% |
| JOHNSON CONTROLS POWER L+325 03.3633 04/30/2026 | 0.12% |
| LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.12% |
| SOLENIS 2NDL L+850 08.6898 06/26/2026 | 0.12% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.12% |
| GFL ENVIRON INC P/P 144A 03.5000 09/01/2028 | 0.12% |
| ALTICE FINANCING SA P/P 144A 05.0000 01/15/2028 | 0.12% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.12% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.12% |
| WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.12% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.12% |
| FORD MOTOR CREDIT CO LLC 02.9000 02/16/2028 | 0.12% |
| KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.12% |
| SCRIPPS ESCROW P/P 144A 05.3750 01/15/2031 | 0.12% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.12% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.12% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.12% |
| 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.12% |
| KRAFT HEINZ FOODS CO 03.7500 04/01/2030 | 0.12% |
| L BRANDS INC 06.7500 07/01/2036 | 0.12% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.12% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.12% |
| COMSTOCK RESOURCES INC 09.7500 08/15/2026 | 0.11% |
| MERCER INTL INC P/P 144A 05.1250 02/01/2029 | 0.11% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.11% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.11% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.11% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.11% |
| ANTERO MIDSTREAM P/P 144A 07.8750 05/15/2026 | 0.11% |
| AXALTA COAT/BV P/P 144A 04.7500 06/15/2027 | 0.11% |
| LPL HOLDINGS INC P/P 144A 04.0000 03/15/2029 | 0.11% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.11% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.11% |
| TRANSOCEAN INC P/P 144A 11.5000 01/30/2027 | 0.11% |
| VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.11% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.11% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.11% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.11% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.11% |
| ONEMAIN FINANCE CORP 06.6250 01/15/2028 | 0.11% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.11% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.11% |
| GOEASY LTD P/P 144A 04.3750 05/01/2026 | 0.11% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.11% |
| TRI POINTE HOMES INC 05.7000 06/15/2028 | 0.11% |
| ATOTECH DEUTSCHLAND GM L+250 03.0000 03/18/2028 | 0.11% |
| BOXER PARENT CO INC P/P 144A 07.1250 10/02/2025 | 0.11% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.11% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.10% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.10% |
| FILTRATION GROUP TLB L+375 04.5000 03/29/2025 | 0.10% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.10% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.10% |
| HUB INTERNATIONAL LTD L+325 04.0000 04/25/2025 | 0.10% |
| IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.10% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.10% |
| APACHE CORP 05.1000 09/01/2040 | 0.10% |
| CORNERSTONE TLB L+325 03.4490 04/12/2028 | 0.10% |
| CSC HOLDINGS LLC P/P 144A 05.3750 02/01/2028 | 0.10% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.10% |
| ROBERTSHAW US HOLDING L+350 04.5000 02/28/2025 | 0.10% |
| SCRIPPS ESCROW II IN P/P 144A 03.8750 01/15/2029 | 0.10% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.10% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.10% |
| HANESBRANDS INC P/P 144A 04.8750 05/15/2026 | 0.10% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.10% |
| TWILIO INC 03.8750 03/15/2031 | 0.10% |
| CONSTELLIUM SE P/P 144A 05.6250 06/15/2028 | 0.10% |
| CSC HOLDINGS LLC P/P 144A 04.6250 12/01/2030 | 0.10% |
| FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.10% |
| PETSMART INC/PE P/P 144A 04.7500 02/15/2028 | 0.10% |
| WERNER HOLDING CO DE I L+400 05.0000 07/24/2024 | 0.10% |
| CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.10% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.10% |
| CONTINENTAL RESOURCES 04.9000 06/01/2044 | 0.10% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.10% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.10% |
| L BRANDS INC P/P 144A 06.6250 10/01/2030 | 0.10% |
| MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.10% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.10% |
| DIEBOLD NIXDORF INC P/P 144A 09.3750 07/15/2025 | 0.10% |
| BOYD GAMING CORP P/P 144A 08.6250 06/01/2025 | 0.09% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.09% |
| EPICOR SOFTWARE/EAGLE L+775 08.7500 07/30/2028 | 0.09% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.09% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.09% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.09% |
| TEREX CORP P/P 144A 05.0000 05/15/2029 | 0.09% |
| USA COM PART/USA COM 06.8750 09/01/2027 | 0.09% |
| OVINTIV INC. 08.1250 09/15/2030 | 0.09% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.09% |
| ZIGGO BV P/P 144A 05.5000 01/15/2027 | 0.09% |
| APTIV PLC 05.5000 CV PFD | 0.09% |
| BAUSCH HLTH COS INC. P/P 144A 07.0000 01/15/2028 | 0.09% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.09% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.09% |
| BOYD GAMING CORP 04.7500 12/01/2027 | 0.09% |
| BOYD GAMING CORP 06.3750 04/01/2026 | 0.09% |
| HOME POINT CAP INC P/P 144A 05.0000 02/01/2026 | 0.09% |
| NEXSTAR BROADCASTING P/P 144A 04.7500 11/01/2028 | 0.09% |
| ON SEMICONDUCTOR P/P 144A 03.8750 09/01/2028 | 0.09% |
| VISTRA CORP SEDOL BZ8VJQ8 | 0.09% |
| ANTERO RESOURCES P/P 144A 08.3750 07/15/2026 | 0.09% |
| CONSTELLIUM SE P/P 144A 05.7500 05/15/2024 | 0.09% |
| ONEMAIN FINANCE CORP 04.0000 09/15/2030 | 0.09% |
| SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.09% |
| ZAYO GROUP HLDG INC L+300 03.1133 03/09/2027 | 0.09% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.09% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.09% |
| CINEMARK USA INC P/P 144A 05.8750 03/15/2026 | 0.09% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.09% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.09% |
| LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.09% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.09% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.09% |
| T-MOBILE USA INC 02.6250 02/15/2029 | 0.09% |
| YUM! BRANDS INC 03.6250 03/15/2031 | 0.09% |
| ABC SUPPLY CO INC P/P 144A 03.8750 11/15/2029 | 0.09% |
| CARRIAGE SVCS INC P/P 144A 04.2500 05/15/2029 | 0.09% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.09% |
| NOVA CHEMICALS CORP P/P 144A 04.2500 05/15/2029 | 0.09% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.09% |
| AADVANTAGE 1L TL L+475 05.5000 03/24/2028 | 0.09% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.09% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.09% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/15/2028 | 0.09% |
| JPMORGAN CHASE & CO 06.0000 12/29/2049 | 0.09% |
| ADIENT TLB L+350 03.6085 04/08/2028 | 0.08% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.08% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.08% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.08% |
| SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.08% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.08% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.08% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.08% |
| TEVA PHARMA NE USD 07.1250 01/31/2025 | 0.08% |
| CHARLES RIVER LA P/P 144A 03.7500 03/15/2029 | 0.08% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.08% |
| CENTENE CORP 03.0000 10/15/2030 | 0.08% |
| ORGANON FIN 1 LLC P/P 144A 05.1250 04/30/2031 | 0.08% |
| CONSTELLIUM SE P/P 144A 03.7500 04/15/2029 | 0.08% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.08% |
| CREDIT SUISSE GRP AG P/P 144A 06.3750 12/31/2049 | 0.08% |
| 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% |
| SPLUNK INC CV 01.1250 09/15/2025 | 0.08% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.08% |
| AMC ENT HLDGS P/P 144A 10.5000 04/15/2025 | 0.08% |
| CHS/COMMUNITY HEALTH P/P 144A 05.6250 03/15/2027 | 0.08% |
| IHEARTMEDIA TLB L+300 03.1133 05/01/2026 | 0.08% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.08% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.08% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.08% |
| EMPIRE COMMUNITIES C P/P 144A 07.0000 12/15/2025 | 0.08% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.08% |
| HUDBAY MINERALS INC P/P 144A 04.5000 04/01/2026 | 0.08% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.08% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.07% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.07% |
| UNITED AIRLINES INC P/P 144A 04.3750 04/15/2026 | 0.07% |
| UNITED AIRLINES INC P/P 144A 04.6250 04/15/2029 | 0.07% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 0.07% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.07% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.07% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.07% |
| ENDO LUX FIN CO I SA P/P 144A 06.1250 04/01/2029 | 0.07% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.07% |
| LLOYDS BANKING GROUP PLC USD 07.5000 04/30/2049 | 0.07% |
| BEACON ROOFING S P/P 144A 04.1250 05/15/2029 | 0.07% |
| BY CROWN/BY BOND P/P 144A 04.2500 01/31/2026 | 0.07% |
| SCIH SALT HLDG INC P/P 144A 04.8750 05/01/2028 | 0.07% |
| ARCHES BUYER INC P/P 144A 04.2500 06/01/2028 | 0.07% |
| PRECISION DRILL USD 05.2500 11/15/2024 | 0.07% |
| SPLUNK INC P/P 144A CV 01.1250 06/15/2027 | 0.07% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.07% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.07% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.07% |
| INSPIRE BRANDS TLB L+325 04.2500 12/15/2027 | 0.06% |
| ULTIMATE SOFTWARE GROU L+675 07.5000 05/03/2027 | 0.06% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.06% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.06% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.06% |
| ADIENT GLOBAL HLDG P/P 144A 04.8750 08/15/2026 | 0.06% |
| NABORS IND INC P/P 144A 09.0000 02/01/2025 | 0.06% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.06% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.06% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.06% |
| ENDO DAC/ENDO FI P/P 144A 09.5000 07/31/2027 | 0.06% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.06% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.06% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.06% |
| ENDO DAC/ENDO FI P/P 144A 06.0000 06/30/2028 | 0.06% |
| APACHE CORPORATION 04.8750 11/15/2027 | 0.06% |
| CLEAR CHANNEL WORLD 09.2500 02/15/2024 | 0.06% |
| GOLDEN NUGGET TL L+1200 13.0000 10/04/2023 | 0.06% |
| LEVEL 3 FINANCING INC. 05.2500 03/15/2026 | 0.06% |
| TARGA RES PRTNRS 05.5000 03/01/2030 | 0.06% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.06% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.06% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.06% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.06% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.06% |
| NATIONSTAR MTG P/P 144A 05.1250 12/15/2030 | 0.06% |
| TUBE CITY IMS CORP TLB L+275 03.7500 08/14/2024 | 0.06% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.05% |
| DCP MIDSTREAM OPERATING 05.1250 05/15/2029 | 0.05% |
| OCCIDENTAL PETROLEUM COR 06.1250 01/01/2031 | 0.05% |
| INTELSAT JACKSON P/P 144A 08.5000 10/15/2024 | 0.05% |
| OVINTIV INC 06.6250 08/15/2037 | 0.05% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.05% |
| TALLGRASS NRG PRTNR/ P/P 144A 07.5000 10/01/2025 | 0.05% |
| L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.05% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.05% |
| OVINTIV INC 06.5000 08/15/2034 | 0.05% |
| GRAFTECH FINANCE INC P/P 144A 04.6250 12/15/2028 | 0.05% |
| HUDBAY MINERALS INC P/P 144A 06.1250 04/01/2029 | 0.05% |
| TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.05% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.05% |
| HILCORP ENERGY I P/P 144A 05.7500 02/01/2029 | 0.05% |
| HILCORP ENERGY I P/P 144A 06.0000 02/01/2031 | 0.05% |
| ORTHO-CLINICAL P/P 144A 07.3750 06/01/2025 | 0.05% |
| PENNYMAC FIN SVC P/P 144A 04.2500 02/15/2029 | 0.04% |
| CF INDUSTRIES INC 05.1500 03/15/2034 | 0.04% |
| ICAHN ENTER/FIN P/P 144A 05.2500 05/15/2027 | 0.04% |
| TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.04% |
| YUM! BRANDS INC. P/P 144A 07.7500 04/01/2025 | 0.04% |
| MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.04% |
| MATTEL INC P/P 144A 03.3750 04/01/2026 | 0.04% |
| MGM RESORTS INTL 06.0000 03/15/2023 | 0.04% |
| CALPINE CORP P/P 144A 05.0000 02/01/2031 | 0.04% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.04% |
| GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.04% |
| STEARNS HOLDINGS LLC CLASS B | 0.03% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.03% |
| GLOBAL PART/GLP FIN 06.8750 01/15/2029 | 0.03% |
| ARCHES BUYER INC P/P 144A 06.1250 12/01/2028 | 0.03% |
| MEG ENERGY CORP P/P 144A 05.8750 02/01/2029 | 0.02% |
| ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.02% |
| TENNECO INC P/P 144A 07.8750 01/15/2029 | 0.02% |
| EQT CORP 05.0000 01/15/2029 | 0.02% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.02% |
| CHS/COMMUNITY HEALTH P/P 144A 06.0000 01/15/2029 | 0.02% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.02% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.02% |
| CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.02% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.02% |
| TREASURY BILL 00.0000 06/01/2021 | 0.02% |
| TXU TCEH RIGHTS | 0.01% |
| DCP MIDSTREAM OPERATING 05.3750 07/15/2025 | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% |
| TRIBUNE CLASS 1C LITIGAT | 0.00% |
| CHC GROUP LLC SEDOL BYXD3K4 | 0.00% |
| MWO HOLDINGS LLC | 0.00% |
| TEXAS COHLD TCEH ESCROW 11.5000 10/01/2021 | 0.00% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 1.01% |
|---|---|
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.58% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.57% |
| WATCO COS LLC/FI P/P 144A 06.5000 06/15/2027 | 0.54% |
| SPRINT CORP 07.8750 09/15/2023 | 0.52% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.51% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.51% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.49% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.48% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.47% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.45% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.44% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.44% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.44% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.43% |
| CENTENE CORP 04.6250 12/15/2029 | 0.43% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.43% |
| ALTICE FRANCE P/P 144A 07.3750 05/01/2026 | 0.42% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.42% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.40% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.40% |
| NAVISTAR INTL TLB L+350 03.6200 11/06/2024 | 0.40% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.38% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.38% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.38% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.38% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.38% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.37% |
| GLOBAL MEDICAL RESPONS L+475 05.7500 10/02/2025 | 0.36% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.36% |
| ARCELORMITTAL USD 07.2500 10/15/2039 | 0.35% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.35% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.35% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.35% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.35% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.34% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.34% |
| TOWNSQUARE MEDIA INC P/P 144A 06.8750 02/01/2026 | 0.34% |
| FORD MOTOR CREDIT CO LLC 04.0000 11/13/2030 | 0.33% |
| FRONTIER COMM 10.5000 09/15/2022 | 0.33% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.33% |
| INDIGO NATURAL RES L P/P 144A 05.3750 02/01/2029 | 0.33% |
| SOLENIS 1STL L+400 04.1898 06/26/2025 | 0.32% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.32% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.32% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.32% |
| CAESARS ENT P/P 144A 06.2500 07/01/2025 | 0.32% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.32% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.31% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.31% |
| AMBATH TLB1 L+375 04.2500 12/27/2027 | 0.31% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.31% |
| SENSATA TECH BV P/P 144A 04.0000 04/15/2029 | 0.31% |
| ALTICE FRANCE P/P 144A 06.0000 02/15/2028 | 0.30% |
| CALLON PETROLEUM CO 06.2500 04/15/2023 | 0.30% |
| PHH MORTGAGE CORP P/P 144A 07.8750 03/15/2026 | 0.30% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.30% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.29% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.29% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.29% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.29% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.29% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.29% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.29% |
| ALTICE FRANCE P/P 144A 10.5000 05/15/2027 | 0.29% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.29% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.28% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.28% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.28% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.28% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.28% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.28% |
| CHENIERE ENERGYP P/P 144A 04.0000 03/01/2031 | 0.28% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.28% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.28% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.28% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.28% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.28% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.27% |
| COMMSCOPE INC P/P 144A 08.2500 03/01/2027 | 0.27% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.27% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.27% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.26% |
| BRAND ENERGY TL L+425 05.2500 06/21/2024 | 0.26% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.26% |
| APACHE CORP 04.3750 10/15/2028 | 0.26% |
| QUORUM HEALTH EXT TL L+825 09.2500 04/29/2025 | 0.26% |
| LIONS GATE CAP HOLD P/P 144A 05.5000 04/15/2029 | 0.26% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.26% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.26% |
| ANCESTRY.COM 1L TL L+325 03.7500 12/06/2027 | 0.26% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.26% |
| ISTAR INC 04.7500 10/01/2024 | 0.26% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.26% |
| ROCKET SOFTWARE INC P/P 144A 06.5000 02/15/2029 | 0.26% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.26% |
| ZI TECH/ZI FIN P/P 144A 03.8750 02/01/2029 | 0.26% |
| CLEAR CHANNEL TLB L+350 03.7115 08/21/2026 | 0.25% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.25% |
| SPRINT CORP 07.6250 03/01/2026 | 0.25% |
| MICROCHIP TEC CV 01.6250 02/15/2027 | 0.25% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.25% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.25% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.25% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.24% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.24% |
| FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 | 0.24% |
| PLANTRONICS INC P/P 144A 04.7500 03/01/2029 | 0.24% |
| AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.24% |
| DISH DBS CORP 07.7500 07/01/2026 | 0.24% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.24% |
| L BRANDS INC 07.5000 06/15/2029 | 0.24% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.24% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.24% |
| NETFLIX INC 04.8750 04/15/2028 | 0.24% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.24% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.24% |
| CHAMPIONX HLDG INC TLB L+500 06.0000 06/03/2027 | 0.24% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.24% |
| CCO HOLDINGS LLC P/P 144A 05.0000 02/01/2028 | 0.23% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.23% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.23% |
| PULTEGROUP INC SEDOL 2708841 | 0.23% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.23% |
| SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.23% |
| DOUBLE EAGLE III MID P/P 144A 07.7500 12/15/2025 | 0.22% |
| T-MOBILE US INC P/P 144A 05.2500 CV PFD | 0.22% |
| AMERICAN AXLE & MFG INC 06.8750 07/01/2028 | 0.22% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.22% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.22% |
| ON SEMICONDUC CV 01.6250 10/15/2023 | 0.22% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.22% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.22% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.22% |
| T-MOBILE USA INC 02.8750 02/15/2031 | 0.22% |
| CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.22% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.22% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.22% |
| TRANSDIGM INC. 06.3750 06/15/2026 | 0.22% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.22% |
| DANAHER CORP 04.7500 CUM CV PFD | 0.22% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.22% |
| HCA INC. 05.3750 09/01/2026 | 0.22% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.22% |
| TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.22% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.22% |
| ICAHN ENTERPRISES/FI P/P 144A 04.3750 02/01/2029 | 0.21% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.21% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.21% |
| BROADCOM INC 08.0000 CV PFD | 0.21% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.21% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.21% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.21% |
| ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.21% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.21% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.21% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.21% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.21% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.20% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.20% |
| ANTERO RESOURCES P/P 144A 07.6250 02/01/2029 | 0.20% |
| DIEBOLD NIXDORF INC 08.5000 04/15/2024 | 0.20% |
| GRANITE US HLDG CORP P/P 144A 11.0000 10/01/2027 | 0.20% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.20% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.20% |
| CHS/COMMUNITY P/P 144A 06.8750 04/15/2029 | 0.20% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.20% |
| MICROCHIP TECH INC P/P 144A 04.2500 09/01/2025 | 0.20% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.20% |
| SPRINT CORP 07.2500 09/15/2021 | 0.20% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.20% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.20% |
| ULTIMATE SOFTWARE 1L L+325 04.0000 05/03/2026 | 0.20% |
| CENGAGE LEARNING INC P/P 144A 09.5000 06/15/2024 | 0.20% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.20% |
| HUSKY TLB L+300 03.2666 03/28/2025 | 0.20% |
| KRATON POLYMERS LLC/ P/P 144A 04.2500 12/15/2025 | 0.20% |
| OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.20% |
| VM CONSOLIDATED INC P/P 144A 05.5000 04/15/2029 | 0.20% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.20% |
| AMERICAN AIRLINE P/P 144A 05.7500 04/20/2029 | 0.20% |
| ISTAR INC. 04.2500 08/01/2025 | 0.20% |
| SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.20% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.20% |
| JAMES HARDIE INT P/P 144A 05.0000 01/15/2028 | 0.20% |
| KKR & CO INC 06.0000 CUM CV PFD | 0.20% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.20% |
| FORD MOTOR CREDIT CO LLC 05.1130 05/03/2029 | 0.20% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.20% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.20% |
| AMERICAN AIRLINE P/P 144A 05.5000 04/20/2026 | 0.19% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.19% |
| ENTERCOM MEDIA CORP P/P 144A 06.7500 03/31/2029 | 0.19% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.19% |
| TR OP / TR FIN P/P 144A 05.1250 04/01/2029 | 0.19% |
| VERTIV TLB L+275 02.8685 03/02/2027 | 0.19% |
| ZIGGO BOND CO BV P/P 144A 06.0000 01/15/2027 | 0.19% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.19% |
| TWILIO INC 03.6250 03/15/2029 | 0.19% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 0.19% |
| FMG RES AUG 2006 P/P 144A 04.3750 04/01/2031 | 0.19% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.19% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.19% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.19% |
| AXALTA COATING SYS P/P 144A 03.3750 02/15/2029 | 0.19% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.19% |
| FULL HOUSE RESOR P/P 144A 08.2500 02/15/2028 | 0.19% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.19% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.19% |
| CHARLES RIVER LA P/P 144A 04.0000 03/15/2031 | 0.19% |
| ALLISON TRANSMISSION P/P 144A 03.7500 01/30/2031 | 0.19% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.18% |
| INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.18% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.18% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.18% |
| FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 0.18% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.18% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.18% |
| PG&E CORP 05.5000 CV PFD | 0.18% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 0.18% |
| LOUISIANA-PACIFIC CO P/P 144A 03.6250 03/15/2029 | 0.18% |
| RITE AID CORP P/P 144A 08.0000 11/15/2026 | 0.18% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.18% |
| BEASLEY MEZZANIN P/P 144A 08.6250 02/01/2026 | 0.18% |
| CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 0.18% |
| COEUR MINING INC P/P 144A 05.1250 02/15/2029 | 0.18% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.18% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.18% |
| OVINTIV INC 07.3750 11/01/2031 | 0.18% |
| NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.18% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.18% |
| VERTICAL HOLDCO GMBH P/P 144A 07.6250 07/15/2028 | 0.18% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.18% |
| SPECTRUM BRANDS INC P/P 144A 03.8750 03/15/2031 | 0.18% |
| BWAY CORP TLB L+325 03.4426 04/03/2024 | 0.17% |
| COMSTOCK RE INC P/P 144A 06.7500 03/01/2029 | 0.17% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.17% |
| VERTICAL US NEWCO IN P/P 144A 05.2500 07/15/2027 | 0.17% |
| VIRGIN MEDIA FIN PLC P/P 144A 05.0000 07/15/2030 | 0.17% |
| CPG INTL TL L+250 03.2500 05/05/2024 | 0.17% |
| ARDAGH METAL PAC P/P 144A 04.0000 09/01/2029 | 0.17% |
| HCA INC 03.5000 09/01/2030 | 0.17% |
| REALOGY GRP / CO P/P 144A 05.7500 01/15/2029 | 0.17% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.17% |
| FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 | 0.16% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.16% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.16% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.16% |
| CSC HOLDINGS LLC P/P 144A 05.7500 01/15/2030 | 0.16% |
| PETSMART INC/PE P/P 144A 07.7500 02/15/2029 | 0.16% |
| TALLGRASS NRG PRTNR P/P 144A 06.0000 12/31/2030 | 0.16% |
| CCO HOLDINGS LLC P/P 144A 04.7500 03/01/2030 | 0.16% |
| ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.16% |
| ORTHO-CLINICAL TLB L+325 03.3593 06/30/2025 | 0.16% |
| BOXER PARENT CO INC P/P 144A 09.1250 03/01/2026 | 0.16% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.16% |
| UNITED STATES STEEL CORP 06.8750 03/01/2029 | 0.16% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.16% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.16% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.16% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.16% |
| COX MEDIA TL L+350 03.6085 12/17/2026 | 0.16% |
| PPL CORP SEDOL 2680905 | 0.16% |
| URBAN ONE INC P/P 144A 07.3750 02/01/2028 | 0.15% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.15% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.15% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.15% |
| EPICOR SOFTWARE TLB L+325 04.0000 07/30/2027 | 0.15% |
| ISTAR INC 05.5000 02/15/2026 | 0.15% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.15% |
| SIRIUS XM HOLDINGS INC SEDOL BGLDK10 | 0.15% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.15% |
| DIVERSEY TL L+300 03.1085 09/06/2024 | 0.15% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.15% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.15% |
| QORVO INC P/P 144A 03.3750 04/01/2031 | 0.15% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.15% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.15% |
| ALTICE USA INC- A SEDOL BDRY7P9 | 0.15% |
| CEMEX SAB DE CV P/P 144A 05.4500 11/19/2029 | 0.14% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.14% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.14% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.14% |
| TENNECO INC P/P 144A 05.1250 04/15/2029 | 0.14% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.14% |
| FORD MOTOR CREDIT CO LLC 04.2710 01/09/2027 | 0.14% |
| ORTHO CLINICAL DIAGNOSTICS H SEDOL BMDNH97 | 0.14% |
| BCPE ULYSSES P/P 144A 07.7500 04/01/2027 | 0.14% |
| INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.14% |
| BLACK KNIGHT INFOSER P/P 144A 03.6250 09/01/2028 | 0.14% |
| MATTEL INC P/P 144A 03.7500 04/01/2029 | 0.14% |
| NESCO HLDG II INC P/P 144A 05.5000 04/15/2029 | 0.14% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.14% |
| WHITE CAP BUYER LLC P/P 144A 06.8750 10/15/2028 | 0.14% |
| WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.14% |
| CLEAR CHANNEL OU P/P 144A 07.7500 04/15/2028 | 0.14% |
| MSCI INC P/P 144A 03.6250 09/01/2030 | 0.14% |
| WR GRACE & CO-CONN P/P 144A 04.8750 06/15/2027 | 0.14% |
| GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.14% |
| TRONOX INC P/P 144A 04.6250 03/15/2029 | 0.14% |
| CP ATLAS BUYER INC P/P 144A 07.0000 12/01/2028 | 0.14% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.14% |
| TTM TECHNOLOGIES INC P/P 144A 04.0000 03/01/2029 | 0.14% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.14% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.14% |
| INTEL PKG HOLDCO P/P 144A 09.0000 01/15/2026 | 0.14% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.14% |
| OCCIDENTAL PETROLEUM COR 06.6250 09/01/2030 | 0.14% |
| ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.14% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.14% |
| EQT CORP 08.5000 02/01/2030 | 0.14% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.13% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.13% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.13% |
| CENTENNIAL RESOURCE P/P 144A 05.3750 01/15/2026 | 0.13% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.13% |
| ANTERO RESOURCES P/P 144A 08.3750 07/15/2026 | 0.13% |
| CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.13% |
| TRANSDIGM INC P/P 144A 04.6250 01/15/2029 | 0.13% |
| TASEKO MINES LTD P/P 144A 07.0000 02/15/2026 | 0.13% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.13% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.13% |
| CLARIOS TLB 1L L+325 03.3585 04/30/2026 | 0.13% |
| IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.13% |
| NABORS IND CV 00.7500 01/15/2024 | 0.13% |
| SOLENIS 2NDL L+850 08.6898 06/26/2026 | 0.13% |
| CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 0.13% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.12% |
| LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.12% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.12% |
| ALTICE FINANCING SA P/P 144A 05.0000 01/15/2028 | 0.12% |
| EG GLOBAL FIN PLC P/P 144A 06.7500 02/07/2025 | 0.12% |
| GFL ENVIRON INC P/P 144A 03.5000 09/01/2028 | 0.12% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.12% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.12% |
| WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.12% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.12% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.12% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.12% |
| SCRIPPS ESCROW P/P 144A 05.3750 01/15/2031 | 0.12% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.12% |
| CENTENNIAL RESOURCE P/P 144A 06.8750 04/01/2027 | 0.12% |
| FORD MOTOR CREDIT CO LLC 02.9000 02/16/2028 | 0.12% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.12% |
| KRAFT HEINZ FOODS CO 03.7500 04/01/2030 | 0.12% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.12% |
| 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.12% |
| COMSTOCK RESOURCES INC 09.7500 08/15/2026 | 0.12% |
| MERCER INTL INC P/P 144A 05.1250 02/01/2029 | 0.12% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.12% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.12% |
| L BRANDS INC 06.7500 07/01/2036 | 0.12% |
| LPL HOLDINGS INC P/P 144A 04.0000 03/15/2029 | 0.12% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.12% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.12% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.12% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.12% |
| AXALTA COAT/BV P/P 144A 04.7500 06/15/2027 | 0.11% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.11% |
| VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.11% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.11% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.11% |
| NOURYON HOLDING BV P/P 144A 08.0000 10/01/2026 | 0.11% |
| WMG ACQUISITION CORP P/P 144A 03.0000 02/15/2031 | 0.11% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.11% |
| ONEMAIN FINANCE CORP 06.6250 01/15/2028 | 0.11% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.11% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.11% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.11% |
| ATOTECH TLB L+250 03.0000 03/05/2028 | 0.11% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.11% |
| TRI POINTE HOMES INC 05.7000 06/15/2028 | 0.11% |
| AKZONOBEL TLB L+275 02.8603 10/01/2025 | 0.11% |
| BOXER PARENT CO INC P/P 144A 07.1250 10/02/2025 | 0.11% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.11% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.11% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.11% |
| FILTRATION GROUP TLB L+375 04.5000 03/29/2025 | 0.11% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.11% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.11% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.11% |
| HUB INTERNATIONAL TLB L+325 04.0000 04/25/2025 | 0.11% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.11% |
| PLY GEM TLB L+375 03.8559 04/12/2025 | 0.11% |
| WPX ENERGY INC 05.8750 06/15/2028 | 0.11% |
| IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.10% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.10% |
| CSC HOLDINGS LLC P/P 144A 05.3750 02/01/2028 | 0.10% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.10% |
| CENTENNIAL RESOURCE P/P 144A 08.0000 06/01/2025 | 0.10% |
| SCRIPPS ESCROW II IN P/P 144A 03.8750 01/15/2029 | 0.10% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.10% |
| HANESBRANDS INC P/P 144A 04.8750 05/15/2026 | 0.10% |
| CSC HOLDINGS LLC P/P 144A 04.6250 12/01/2030 | 0.10% |
| NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.10% |
| ROBERTSHAW US HOLDING L+350 04.5000 02/28/2025 | 0.10% |
| TRANSOCEAN INC P/P 144A 11.5000 01/30/2027 | 0.10% |
| TWILIO INC 03.8750 03/15/2031 | 0.10% |
| APACHE CORP 05.1000 09/01/2040 | 0.10% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.10% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.10% |
| CONSTELLIUM SE P/P 144A 05.6250 06/15/2028 | 0.10% |
| FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.10% |
| PETSMART INC/PE P/P 144A 04.7500 02/15/2028 | 0.10% |
| WERNER TLB L+400 05.0000 07/24/2024 | 0.10% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.10% |
| DIEBOLD NIXDORF INC P/P 144A 09.3750 07/15/2025 | 0.10% |
| MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.10% |
| BOYD GAMING CORP P/P 144A 08.6250 06/01/2025 | 0.10% |
| EPICOR SOFTWARE 2NDL L+775 08.7500 07/30/2028 | 0.10% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.10% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.10% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.10% |
| VISTRA CORP SEDOL BZ8VJQ8 | 0.10% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.10% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.10% |
| L BRANDS INC P/P 144A 06.6250 10/01/2030 | 0.10% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.10% |
| TEREX CORP P/P 144A 05.0000 05/15/2029 | 0.10% |
| ZIGGO BV P/P 144A 05.5000 01/15/2027 | 0.10% |
| BAUSCH HLTH COS INC. P/P 144A 07.0000 01/15/2028 | 0.09% |
| HOME POINT CAP INC P/P 144A 05.0000 02/01/2026 | 0.09% |
| OWENS & MINOR INC P/P 144A 04.5000 03/31/2029 | 0.09% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.09% |
| USA COM PART/USA COM 06.8750 09/01/2027 | 0.09% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.09% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.09% |
| BOYD GAMING CORP 04.7500 12/01/2027 | 0.09% |
| BOYD GAMING CORP 06.3750 04/01/2026 | 0.09% |
| ON SEMICONDUCTOR P/P 144A 03.8750 09/01/2028 | 0.09% |
| ONEMAIN FINANCE CORP 04.0000 09/15/2030 | 0.09% |
| ZAYO GROUP HLDG INC L+300 03.1085 03/09/2027 | 0.09% |
| CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.09% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.09% |
| CONSTELLIUM SE P/P 144A 05.7500 05/15/2024 | 0.09% |
| CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.09% |
| NEXSTAR BROADCASTING P/P 144A 04.7500 11/01/2028 | 0.09% |
| APTIV PLC 05.5000 CV PFD | 0.09% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.09% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.09% |
| LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.09% |
| MPH ACQUISITION HLDG P/P 144A 05.7500 11/01/2028 | 0.09% |
| OVINTIV INC. 08.1250 09/15/2030 | 0.09% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.09% |
| SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.09% |
| T-MOBILE USA INC 02.6250 02/15/2029 | 0.09% |
| GRAY TELEVISION INC P/P 144A 04.7500 10/15/2030 | 0.09% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.09% |
| LEVI STRAUSS & CO P/P 144A 03.5000 03/01/2031 | 0.09% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.09% |
| ZAYO GROUP HLDG INC P/P 144A 06.1250 03/01/2028 | 0.09% |
| AADVANTAGE 1L TL L+475 05.5000 03/10/2028 | 0.09% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.09% |
| YUM! BRANDS INC 03.6250 03/15/2031 | 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% |
| ANTERO MIDSTREAM P/P 144A 07.8750 05/15/2026 | 0.09% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.09% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.09% |
| JPMORGAN CHASE & CO 06.0000 12/29/2049 | 0.09% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.09% |
| TEVA PHARMA NE USD 07.1250 01/31/2025 | 0.09% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.09% |
| DUN & BRADSTREET TLB L+325 03.3591 02/01/2026 | 0.09% |
| SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.09% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.09% |
| COMSTOCK RESOURCES 09.7500 08/15/2026 | 0.08% |
| NMG HLD/NEIMAN P/P 144A 07.1250 04/01/2026 | 0.08% |
| SPLUNK INC CV 01.1250 09/15/2025 | 0.08% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.08% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.08% |
| AMC ENT INC TLB L+300 05.5599 04/22/2026 | 0.08% |
| CENTENE CORP 03.0000 10/15/2030 | 0.08% |
| CHARLES RIVER LA P/P 144A 03.7500 03/15/2029 | 0.08% |
| OWENS-BROCKWAY P/P 144A 06.6250 05/13/2027 | 0.08% |
| OVINTIV EXPLORATION INC 05.6250 07/01/2024 | 0.08% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.08% |
| GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.08% |
| HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.08% |
| TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.08% |
| CONSTELLIUM SE P/P 144A 03.7500 04/15/2029 | 0.08% |
| CREDIT SUISSE GRP AG P/P 144A 06.3750 12/31/2049 | 0.08% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.08% |
| IHEARTMEDIA TLB L+300 03.1085 05/01/2026 | 0.08% |
| AMC ENT HLDGS P/P 144A 10.5000 04/15/2025 | 0.08% |
| CHS/COMMUNITY HEALTH P/P 144A 05.6250 03/15/2027 | 0.08% |
| HUDBAY MINERALS INC P/P 144A 04.5000 04/01/2026 | 0.08% |
| SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.08% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.08% |
| EMPIRE COMMUNITIES C P/P 144A 07.0000 12/15/2025 | 0.08% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.08% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.08% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.08% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.08% |
| US CONCRETE INC P/P 144A 05.1250 03/01/2029 | 0.08% |
| WPX ENERGY INC 04.5000 01/15/2030 | 0.08% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.08% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.08% |
| ENDO LUX FIN CO I SA P/P 144A 06.1250 04/01/2029 | 0.08% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.08% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 0.07% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.07% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.07% |
| KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.07% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.07% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.07% |
| GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.07% |
| LLOYDS BANKING GROUP PLC USD 07.5000 04/30/2049 | 0.07% |
| BY CROWN/BY BOND P/P 144A 04.2500 01/31/2026 | 0.07% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.07% |
| SPLUNK INC P/P 144A CV 01.1250 06/15/2027 | 0.07% |
| ARCHES BUYER INC P/P 144A 04.2500 06/01/2028 | 0.07% |
| UNITED RENTALS NORTH AM 03.8750 11/15/2027 | 0.07% |
| AMERICAN AXLE & MFG INC 06.2500 04/01/2025 | 0.07% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.07% |
| PRESTIGE BRANDS INC P/P 144A 03.7500 04/01/2031 | 0.07% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.07% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.07% |
| UNIVISION COMM INC. P/P 144A 05.1250 02/15/2025 | 0.07% |
| INSPIRE BRANDS TLB L+325 04.2500 12/15/2027 | 0.07% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.07% |
| AES CORP/THE P/P 144A 03.3000 07/15/2025 | 0.07% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.07% |
| ULTIMATE SOFTWARE 2L L+675 07.5000 05/03/2027 | 0.07% |
| ADIENT GLOBAL HLDG P/P 144A 04.8750 08/15/2026 | 0.06% |
| ENDO DAC/ENDO FI P/P 144A 06.0000 06/30/2028 | 0.06% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.06% |
| ENDO DAC/ENDO FI P/P 144A 09.5000 07/31/2027 | 0.06% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.06% |
| NABORS IND INC P/P 144A 09.0000 02/01/2025 | 0.06% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.06% |
| AVIENT CORP P/P 144A 05.7500 05/15/2025 | 0.06% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 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% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.06% |
| CLEAR CHANNEL WORLD 09.2500 02/15/2024 | 0.06% |
| LEVEL 3 FINANCING INC. 05.2500 03/15/2026 | 0.06% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.06% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.06% |
| GOLDEN NUGGET TL L+1200 13.0000 10/04/2023 | 0.06% |
| APACHE CORPORATION 04.8750 11/15/2027 | 0.06% |
| TARGA RES PRTNRS 05.5000 03/01/2030 | 0.06% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.06% |
| CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.06% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.06% |
| LBM ACQUISITION LLC P/P 144A 06.2500 01/15/2029 | 0.06% |
| NATIONSTAR MTG P/P 144A 05.1250 12/15/2030 | 0.06% |
| TMS INTERNATIONAL TLB L+275 03.7500 08/14/2024 | 0.06% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.06% |
| L BRANDS INC P/P 144A 06.8750 07/01/2025 | 0.06% |
| DCP MIDSTREAM OPERATING 05.1250 05/15/2029 | 0.05% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.05% |
| OCCIDENTAL PETROLEUM COR 06.1250 01/01/2031 | 0.05% |
| ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.05% |
| OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.05% |
| INTELSAT JACKSON P/P 144A 08.5000 10/15/2024 | 0.05% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.05% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.05% |
| TALLGRASS NRG PRTNR/ P/P 144A 07.5000 10/01/2025 | 0.05% |
| THE AES CORPORATION P/P 144A 02.4500 01/15/2031 | 0.05% |
| CONTINENTAL RESOURCES 04.9000 06/01/2044 | 0.05% |
| HUDBAY MINERALS INC P/P 144A 06.1250 04/01/2029 | 0.05% |
| L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.05% |
| OVINTIV INC 06.6250 08/15/2037 | 0.05% |
| PRECISION DRILL USD 05.2500 11/15/2024 | 0.05% |
| TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.05% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.05% |
| GRAFTECH FINANCE INC P/P 144A 04.6250 12/15/2028 | 0.05% |
| HILCORP ENERGY I P/P 144A 06.0000 02/01/2031 | 0.05% |
| HILCORP ENERGY I P/P 144A 05.7500 02/01/2029 | 0.05% |
| ORTHO-CLINICAL P/P 144A 07.3750 06/01/2025 | 0.05% |
| OVINTIV INC 06.5000 08/15/2034 | 0.05% |
| PENNYMAC FIN SVC P/P 144A 04.2500 02/15/2029 | 0.05% |
| CF INDUSTRIES INC 03.4500 06/01/2023 | 0.04% |
| CF INDUSTRIES INC 05.1500 03/15/2034 | 0.04% |
| ROYAL CARIBBEAN P/P 144A 09.1250 06/15/2023 | 0.04% |
| CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.04% |
| GARTNER INC P/P 144A 04.5000 07/01/2028 | 0.04% |
| TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.04% |
| YUM! BRANDS INC. P/P 144A 07.7500 04/01/2025 | 0.04% |
| MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.04% |
| MATTEL INC P/P 144A 03.3750 04/01/2026 | 0.04% |
| CD&R WATERWORKS MERGER 144A 6.125000 08/15/2025 | 0.04% |
| MGM RESORTS INTL 06.0000 03/15/2023 | 0.04% |
| WEEKLEY HM LLC/ P/P 144A 04.8750 09/15/2028 | 0.04% |
| CALPINE CORP P/P 144A 05.0000 02/01/2031 | 0.04% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.04% |
| STEARNS HOLDINGS LLC CLASS B | 0.04% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.03% |
| TRONOX INC P/P 144A 06.5000 05/01/2025 | 0.03% |
| CEMEX P/P 144A 05.7000 01/11/2025 | 0.03% |
| GLOBAL PART/GLP FIN 06.8750 01/15/2029 | 0.03% |
| KRAFT HEINZ FOODS CO 03.8750 05/15/2027 | 0.03% |
| ARCHES BUYER INC P/P 144A 06.1250 12/01/2028 | 0.03% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.02% |
| CHESAPEAKE ENERGY CO P/P 144A 05.5000 02/01/2026 | 0.02% |
| RAYONIER AM PROD INC P/P 144A 07.6250 01/15/2026 | 0.02% |
| MEG ENERGY CORP P/P 144A 05.8750 02/01/2029 | 0.02% |
| ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.02% |
| TENNECO INC P/P 144A 07.8750 01/15/2029 | 0.02% |
| CHS/COMMUNITY HEALTH P/P 144A 06.0000 01/15/2029 | 0.02% |
| EQT CORP 05.0000 01/15/2029 | 0.02% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.02% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.02% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.02% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.02% |
| CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.02% |
| TREASURY BILL 00.0000 06/01/2021 | 0.02% |
| MASTEC INC P/P 144A 04.5000 08/15/2028 | 0.01% |
| TXU TCEH RIGHTS | 0.01% |
| CHESAPEAKE ENERGY CO P/P 144A 05.8750 02/01/2029 | 0.01% |
| DCP MIDSTREAM OPERATING 05.3750 07/15/2025 | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% |
| TRIBUNE CLASS 1C LITIGAT | 0.00% |
| CHC GROUP LLC SEDOL BYXD3K4 | 0.00% |
| MWO HOLDINGS LLC | 0.00% |
| TEXAS COHLD TCEH ESCROW 11.5000 10/01/2021 | 0.00% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 1.18% |
|---|---|
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.66% |
| SPRINT CORP 07.8750 09/15/2023 | 0.60% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.57% |
| WATCO COS LLC/FI P/P 144A 06.5000 06/15/2027 | 0.54% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.53% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.50% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.49% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.47% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.47% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.47% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.46% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.44% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.43% |
| HCA INC. 05.3750 09/01/2026 | 0.43% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.43% |
| ARCELORMITTAL USD 07.2500 10/15/2039 | 0.42% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.42% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.42% |
| CENTENE CORP 04.6250 12/15/2029 | 0.42% |
| ALTICE FRANCE P/P 144A 07.3750 05/01/2026 | 0.41% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.40% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.40% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.39% |
| NAVISTAR INTL TLB L+350 03.6200 11/06/2024 | 0.39% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.39% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.38% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.37% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.37% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.37% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.37% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.36% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.36% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.36% |
| GLOBAL MEDICAL RESPONS L+475 05.7500 10/02/2025 | 0.36% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.35% |
| BRAND ENERGY TL L+425 05.2500 06/21/2024 | 0.34% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.34% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.34% |
| FORD MOTOR CREDIT CO LLC 04.0000 11/13/2030 | 0.34% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.33% |
| TOWNSQUARE MEDIA INC P/P 144A 06.8750 02/01/2026 | 0.32% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.32% |
| INDIGO NATURAL RES L P/P 144A 05.3750 02/01/2029 | 0.32% |
| SOLENIS 1STL L+400 04.2272 06/26/2025 | 0.32% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.31% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.31% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.31% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.31% |
| CAESARS ENT P/P 144A 06.2500 07/01/2025 | 0.31% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.31% |
| CALLON PETROLEUM CO 06.2500 04/15/2023 | 0.30% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.30% |
| AMBATH TLB1 L+375 04.2500 12/27/2027 | 0.30% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.30% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.30% |
| ALTICE FRANCE P/P 144A 06.0000 02/15/2028 | 0.29% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.29% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.29% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.29% |
| PACIFIC GAS & ELECTRIC 02.5000 02/01/2031 | 0.29% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.29% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.29% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.28% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.28% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.28% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.28% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.28% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.28% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.28% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.28% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.28% |
| ALTICE FRANCE P/P 144A 10.5000 05/15/2027 | 0.28% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 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% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.28% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.28% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.28% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.28% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.27% |
| FRONTIER COMM 10.5000 09/15/2022 | 0.27% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.27% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.26% |
| APACHE CORP 04.3750 10/15/2028 | 0.26% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.26% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.26% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.26% |
| QUORUM HEALTH EXT TL L+825 09.2500 04/29/2025 | 0.26% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.26% |
| ANCESTRY.COM 1L L+325 04.2500 11/24/2027 | 0.26% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.25% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.25% |
| ROCKET SOFTWARE INC P/P 144A 06.5000 02/15/2029 | 0.25% |
| CLEAR CHANNEL TLB L+350 03.7114 08/21/2026 | 0.25% |
| ISTAR INC 04.7500 10/01/2024 | 0.25% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.25% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.25% |
| SPRINT CORP 07.6250 03/01/2026 | 0.24% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.24% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.24% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.24% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.24% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.24% |
| MICROCHIP TEC CV 01.6250 02/15/2027 | 0.24% |
| AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.24% |
| AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.24% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.24% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.24% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.23% |
| L BRANDS INC 07.5000 06/15/2029 | 0.23% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.23% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.23% |
| NETFLIX INC 04.8750 04/15/2028 | 0.23% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.23% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.23% |
| CHAMPIONX HLDG INC TLB L+500 06.0000 06/03/2027 | 0.23% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.23% |
| CCO HOLDINGS LLC P/P 144A 05.0000 02/01/2028 | 0.23% |
| SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.22% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.22% |
| AMERICAN AXLE & MFG INC 06.8750 07/01/2028 | 0.22% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.22% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.22% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.22% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.22% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.22% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.22% |
| ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.21% |
| ON SEMICONDUC CV 01.6250 10/15/2023 | 0.21% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.21% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.21% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.21% |
| T-MOBILE US INC P/P 144A 05.2500 CV PFD | 0.21% |
| ICAHN ENTERPRISES/FI P/P 144A 04.3750 02/01/2029 | 0.21% |
| TRANSDIGM INC. 06.3750 06/15/2026 | 0.21% |
| BROADCOM INC 08.0000 CV PFD | 0.21% |
| DANAHER CORP 04.7500 CUM CV PFD | 0.21% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.21% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.21% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.21% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.21% |
| COMMSCOPE INC P/P 144A 08.2500 03/01/2027 | 0.21% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.21% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.21% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.21% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.21% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.20% |
| NOURYON HOLDING BV P/P 144A 08.0000 10/01/2026 | 0.20% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.20% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.20% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.20% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.20% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.20% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.20% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.20% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.20% |
| ANTERO RESOURCES P/P 144A 07.6250 02/01/2029 | 0.20% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.20% |
| T-MOBILE USA INC 02.8750 02/15/2031 | 0.20% |
| MICROCHIP TECH INC P/P 144A 04.2500 09/01/2025 | 0.20% |
| ULTIMATE SOFTWARE 1L L+325 04.0000 05/03/2026 | 0.20% |
| DIEBOLD NIXDORF INC 08.5000 04/15/2024 | 0.20% |
| GRANITE US HLDG CORP P/P 144A 11.0000 10/01/2027 | 0.20% |
| KRATON POLYMERS LLC/ P/P 144A 04.2500 12/15/2025 | 0.20% |
| SPRINT CORP 07.2500 09/15/2021 | 0.20% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.20% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.20% |
| DOUBLE EAGLE III MID P/P 144A 07.7500 12/15/2025 | 0.20% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.20% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.20% |
| FORD MOTOR CREDIT CO LLC 05.1130 05/03/2029 | 0.20% |
| HUSKY TLB L+300 03.2666 03/28/2025 | 0.20% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.20% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.19% |
| CHS/COMMUNITY P/P 144A 06.8750 04/15/2029 | 0.19% |
| SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.19% |
| CHENIERE ENERGYP P/P 144A 04.0000 03/01/2031 | 0.19% |
| CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.19% |
| PULTEGROUP INC SEDOL 2708841 | 0.19% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.19% |
| ISTAR INC. 04.2500 08/01/2025 | 0.19% |
| JAMES HARDIE INT P/P 144A 05.0000 01/15/2028 | 0.19% |
| CENGAGE LEARNING INC P/P 144A 09.5000 06/15/2024 | 0.19% |
| MASTEC INC P/P 144A 04.5000 08/15/2028 | 0.19% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.19% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.19% |
| VERTIV TLB L+300 03.1185 03/02/2027 | 0.19% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.19% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.19% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 0.19% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.19% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.19% |
| OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.19% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.19% |
| ZIGGO BOND CO BV P/P 144A 06.0000 01/15/2027 | 0.19% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.18% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.18% |
| AXALTA COATING SYS P/P 144A 03.3750 02/15/2029 | 0.18% |
| FULL HOUSE RESOR P/P 144A 08.2500 02/15/2028 | 0.18% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.18% |
| INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.18% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.18% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.18% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.18% |
| LOUISIANA-PACIFI P/P 144A 03.6250 03/15/2029 | 0.18% |
| PLANTRONICS INC P/P 144A 04.7500 03/01/2029 | 0.18% |
| KKR & CO INC 06.0000 CUM CV PFD | 0.18% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.18% |
| ALLISON TRANSMISSION P/P 144A 03.7500 01/30/2031 | 0.18% |
| COEUR MINING INC P/P 144A 05.1250 02/15/2029 | 0.18% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 0.18% |
| FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 0.18% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.18% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.18% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.18% |
| RITE AID CORP P/P 144A 08.0000 11/15/2026 | 0.18% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.18% |
| CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 0.18% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.18% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.17% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.17% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.17% |
| SPECTRUM BRANDS INC P/P 144A 03.8750 03/15/2031 | 0.17% |
| VERTICAL HOLDCO GMBH P/P 144A 07.6250 07/15/2028 | 0.17% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.17% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.17% |
| BWAY CORP TLB L+325 03.4425 04/03/2024 | 0.17% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.17% |
| VIRGIN MEDIA FIN PLC P/P 144A 05.0000 07/15/2030 | 0.17% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.17% |
| NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.17% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.17% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.17% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.17% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.17% |
| CPG INTL TL L+250 03.2500 05/05/2024 | 0.17% |
| VERTICAL US NEWCO IN P/P 144A 05.2500 07/15/2027 | 0.17% |
| REALOGY GRP / CO P/P 144A 05.7500 01/15/2029 | 0.16% |
| PG&E CORP 05.5000 CV PFD | 0.16% |
| HCA INC 05.8750 05/01/2023 | 0.16% |
| CSC HOLDINGS LLC P/P 144A 05.7500 01/15/2030 | 0.16% |
| FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 | 0.16% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.16% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.16% |
| TALLGRASS NRG PRTNR P/P 144A 06.0000 12/31/2030 | 0.16% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.16% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.16% |
| CCO HOLDINGS LLC P/P 144A 04.7500 03/01/2030 | 0.16% |
| ORTHO-CLINICAL TLB L+325 03.3626 06/30/2025 | 0.16% |
| WPX ENERGY INC 05.8750 06/15/2028 | 0.16% |
| PETSMART INC/PE P/P 144A 07.7500 02/15/2029 | 0.16% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.16% |
| ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.16% |
| BOXER PARENT CO INC P/P 144A 09.1250 03/01/2026 | 0.16% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.16% |
| COX MEDIA TL L+350 03.6145 12/17/2026 | 0.15% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.15% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.15% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.15% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.15% |
| AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.15% |
| EPICOR SOFTWARE TLB L+325 04.0000 07/30/2027 | 0.15% |
| UNITED STATES STEEL CORP 06.8750 03/01/2029 | 0.15% |
| ISTAR INC 05.5000 02/15/2026 | 0.15% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.15% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.15% |
| ALTICE USA INC- A SEDOL BDRY7P9 | 0.15% |
| QORVO INC P/P 144A 03.3750 04/01/2031 | 0.15% |
| URBAN ONE INC P/P 144A 07.3750 02/01/2028 | 0.15% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.15% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.15% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.15% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.15% |
| DIVERSEY TL L+300 03.1145 09/06/2024 | 0.15% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.15% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.15% |
| TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.14% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.14% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.14% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.14% |
| FORD MOTOR CREDIT CO LLC 04.2710 01/09/2027 | 0.14% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.14% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.14% |
| INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.14% |
| SIRIUS XM HOLDINGS INC SEDOL BGLDK10 | 0.14% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.14% |
| CEMEX SAB DE CV P/P 144A 05.4500 11/19/2029 | 0.14% |
| BLACK KNIGHT INFOSER P/P 144A 03.6250 09/01/2028 | 0.14% |
| CLEAR CHANNEL OU P/P 144A 07.7500 04/15/2028 | 0.14% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.14% |
| WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.14% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.14% |
| WMG ACQUISITION CORP P/P 144A 03.0000 02/15/2031 | 0.14% |
| PPL CORP SEDOL 2680905 | 0.14% |
| TTM TECHNOLOGIES INC P/P 144A 04.0000 03/01/2029 | 0.14% |
| WHITE CAP BUYER LLC P/P 144A 06.8750 10/15/2028 | 0.14% |
| WR GRACE & CO-CONN P/P 144A 04.8750 06/15/2027 | 0.14% |
| GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.14% |
| BCPE ULYSSES P/P 144A 07.7500 04/01/2027 | 0.14% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.14% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.14% |
| EQT CORP 08.5000 02/01/2030 | 0.14% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.14% |
| CP ATLAS BUYER INC P/P 144A 07.0000 12/01/2028 | 0.13% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.13% |
| OCCIDENTAL PETROLEUM COR 06.6250 09/01/2030 | 0.13% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.13% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.13% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.13% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.13% |
| INTEL PKG HOLDCO P/P 144A 09.0000 01/15/2026 | 0.13% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.13% |
| ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.13% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.13% |
| CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.13% |
| CHEVRON USA INC 06.0000 03/01/2041 | 0.13% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.13% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.13% |
| CENTENNIAL RESOURCE P/P 144A 05.3750 01/15/2026 | 0.13% |
| NABORS IND CV 00.7500 01/15/2024 | 0.13% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.13% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.13% |
| IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.13% |
| ORTHO CLINICAL DIAGNOSTICS H SEDOL BMDNH97 | 0.13% |
| TASEKO MINES LTD P/P 144A 07.0000 02/15/2026 | 0.13% |
| TRANSDIGM INC P/P 144A 04.6250 01/15/2029 | 0.13% |
| POWER SOLUTIONS TLB L+350 03.6145 04/30/2026 | 0.12% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.12% |
| SOLENIS 2NDL L+850 08.6898 06/26/2026 | 0.12% |
| ALTICE FINANCING SA P/P 144A 05.0000 01/15/2028 | 0.12% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.12% |
| GFL ENVIRON INC P/P 144A 03.5000 09/01/2028 | 0.12% |
| ADIENT GLOBAL HLDG P/P 144A 04.8750 08/15/2026 | 0.12% |
| EG GLOBAL FIN PLC P/P 144A 06.7500 02/07/2025 | 0.12% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.12% |
| CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 0.12% |
| LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.12% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.12% |
| FORD MOTOR CREDIT CO LLC 02.9000 02/16/2028 | 0.12% |
| OCCIDENTAL PETROLEUM COR 04.8500 03/15/2021 | 0.12% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.12% |
| WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.12% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.12% |
| KRAFT HEINZ FOODS CO 03.7500 04/01/2030 | 0.12% |
| SCRIPPS ESCROW P/P 144A 05.3750 01/15/2031 | 0.12% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.12% |
| BEASLEY MEZZANIN P/P 144A 08.6250 02/01/2026 | 0.12% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.12% |
| 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.12% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/01/2029 | 0.12% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.12% |
| L BRANDS INC 06.7500 07/01/2036 | 0.12% |
| MSCI INC P/P 144A 03.6250 09/01/2030 | 0.12% |
| COMSTOCK RESOURCES INC 09.7500 08/15/2026 | 0.11% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.11% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.11% |
| FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 | 0.11% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.11% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.11% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.11% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.11% |
| MERCER INTL INC P/P 144A 05.1250 02/01/2029 | 0.11% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.11% |
| VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.11% |
| WPX ENERGY INC 04.5000 01/15/2030 | 0.11% |
| AXALTA COAT/BV P/P 144A 04.7500 06/15/2027 | 0.11% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.11% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.11% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.11% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.11% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.11% |
| ONEMAIN FINANCE CORP 06.6250 01/15/2028 | 0.11% |
| OVINTIV EXPLORATION INC 05.6250 07/01/2024 | 0.11% |
| AKZONOBEL TLB L+300 03.1110 10/01/2025 | 0.11% |
| BOXER PARENT CO INC P/P 144A 07.1250 10/02/2025 | 0.11% |
| TRI POINTE HOMES INC 05.7000 06/15/2028 | 0.11% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.11% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.11% |
| FILTRATION GROUP TLB L+375 04.5000 03/29/2025 | 0.10% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.10% |
| WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.10% |
| HUB INTERNATIONAL TLB L+325 04.0000 04/25/2025 | 0.10% |
| ZIGGO BV P/P 144A 05.5000 01/15/2027 | 0.10% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.10% |
| IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.10% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.10% |
| PLY GEM TLB L+375 03.8595 04/12/2025 | 0.10% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.10% |
| CSC HOLDINGS LLC P/P 144A 05.3750 02/01/2028 | 0.10% |
| ANTERO RESOURCES P/P 144A 08.3750 07/15/2026 | 0.10% |
| APACHE CORP 05.1000 09/01/2040 | 0.10% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.10% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.10% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.10% |
| SCRIPPS ESCROW II IN P/P 144A 03.8750 01/15/2029 | 0.10% |
| CSC HOLDINGS LLC P/P 144A 04.6250 12/01/2030 | 0.10% |
| HANESBRANDS INC P/P 144A 04.8750 05/15/2026 | 0.10% |
| ROBERTSHAW US HOLDING L+350 04.5000 02/28/2025 | 0.10% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.10% |
| FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.10% |
| NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.10% |
| CONSTELLIUM SE P/P 144A 05.6250 06/15/2028 | 0.10% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.10% |
| PETSMART INC/PE P/P 144A 04.7500 02/15/2028 | 0.10% |
| WERNER TLB L+400 05.0000 07/24/2024 | 0.10% |
| CENTENNIAL RESOURCE P/P 144A 08.0000 06/01/2025 | 0.10% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.10% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.10% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.10% |
| DIEBOLD NIXDORF INC P/P 144A 09.3750 07/15/2025 | 0.10% |
| EPICOR SOFTWARE 2NDL L+775 08.7500 07/30/2028 | 0.10% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.10% |
| CENTENNIAL RESOURCE P/P 144A 06.8750 04/01/2027 | 0.10% |
| MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.10% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.10% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.10% |
| BOYD GAMING CORP P/P 144A 08.6250 06/01/2025 | 0.09% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.09% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.09% |
| HCA INC 03.5000 09/01/2030 | 0.09% |
| L BRANDS INC P/P 144A 06.6250 10/01/2030 | 0.09% |
| USA COM PART/USA COM 06.8750 09/01/2027 | 0.09% |
| CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.09% |
| HOME POINT CAP INC P/P 144A 05.0000 02/01/2026 | 0.09% |
| LEVI STRAUSS & CO P/P 144A 03.5000 03/01/2031 | 0.09% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.09% |
| BAUSCH HLTH COS INC. P/P 144A 07.0000 01/15/2028 | 0.09% |
| BOYD GAMING CORP 06.3750 04/01/2026 | 0.09% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.09% |
| HCA INC 05.2500 06/15/2026 | 0.09% |
| NEXSTAR BROADCASTING P/P 144A 04.7500 11/01/2028 | 0.09% |
| OCCIDENTAL PETROLEUM COR 03.5000 06/15/2025 | 0.09% |
| ONEMAIN FINANCE CORP 04.0000 09/15/2030 | 0.09% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.09% |
| ZAYO GROUP HLDG INC L+300 03.1145 03/09/2027 | 0.09% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.09% |
| BOYD GAMING CORP 04.7500 12/01/2027 | 0.09% |
| CEMEX SAB DE CV P/P 144A 07.3750 06/05/2027 | 0.09% |
| CONSTELLIUM SE P/P 144A 05.7500 05/15/2024 | 0.09% |
| LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.09% |
| MPH ACQUISITION HLDG P/P 144A 05.7500 11/01/2028 | 0.09% |
| SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.09% |
| CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.09% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.09% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.09% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/15/2028 | 0.09% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.09% |
| T-MOBILE USA INC 02.6250 02/15/2029 | 0.09% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.09% |
| GRAY TELEVISION INC P/P 144A 04.7500 10/15/2030 | 0.09% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.09% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.09% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.09% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.09% |
| ZAYO GROUP HLDG INC P/P 144A 06.1250 03/01/2028 | 0.09% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.09% |
| YUM! BRANDS INC 03.6250 03/15/2031 | 0.09% |
| ANTERO MIDSTREAM P/P 144A 07.8750 05/15/2026 | 0.09% |
| CLEARWATER PAPER COR P/P 144A 04.7500 08/15/2028 | 0.09% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.09% |
| SPLUNK INC CV 01.1250 09/15/2025 | 0.09% |
| THE AES CORPORATION P/P 144A 02.4500 01/15/2031 | 0.09% |
| CHENIERE CORP CHRIST 07.0000 06/30/2024 | 0.08% |
| DUN & BRADSTREET TLB L+325 03.3645 02/01/2026 | 0.08% |
| JPMORGAN CHASE & CO 06.0000 12/29/2049 | 0.08% |
| CENTENE CORP 03.0000 10/15/2030 | 0.08% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.08% |
| ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.08% |
| SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.08% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.08% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.08% |
| COMSTOCK RESOURCES 09.7500 08/15/2026 | 0.08% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.08% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.08% |
| TEVA PHARMA NE USD 07.1250 01/31/2025 | 0.08% |
| AUTOMATION TOOLING S P/P 144A 04.1250 12/15/2028 | 0.08% |
| CONSTELLIUM SE P/P 144A 03.7500 04/15/2029 | 0.08% |
| CREDIT SUISSE GRP AG P/P 144A 06.3750 12/31/2049 | 0.08% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.08% |
| AMC ENT INC TLB L+300 05.5599 04/22/2026 | 0.08% |
| OWENS-BROCKWAY P/P 144A 06.6250 05/13/2027 | 0.08% |
| HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.08% |
| TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.08% |
| GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.08% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.08% |
| IHEARTMEDIA TLB L+300 03.1145 05/01/2026 | 0.08% |
| CHS/COMMUNITY HEALTH P/P 144A 05.6250 03/15/2027 | 0.08% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.08% |
| SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.08% |
| AMC ENT HLDGS P/P 144A 10.5000 04/15/2025 | 0.08% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.08% |
| HUDBAY MINERALS INC P/P 144A 04.5000 04/01/2026 | 0.08% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.08% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.08% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 0.07% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.07% |
| EMPIRE COMMUNITIES C P/P 144A 07.0000 12/15/2025 | 0.07% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.07% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.07% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.07% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.07% |
| SPLUNK INC P/P 144A CV 01.1250 06/15/2027 | 0.07% |
| US CONCRETE INC P/P 144A 05.1250 03/01/2029 | 0.07% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.07% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.07% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.07% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.07% |
| GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.07% |
| KLOECKNER PENTAPLAST L+475 05.2500 02/04/2026 | 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% |
| ARDAGH PKG FIN/HLDGS P/P 144A 06.0000 02/15/2025 | 0.07% |
| LLOYDS BANKING GROUP PLC USD 07.5000 04/30/2049 | 0.07% |
| ARCHES BUYER INC P/P 144A 04.2500 06/01/2028 | 0.07% |
| BY CROWN/BY BOND P/P 144A 04.2500 01/31/2026 | 0.07% |
| UNITED RENTALS NORTH AM 03.8750 11/15/2027 | 0.07% |
| AMERICAN AXLE & MFG INC 06.2500 04/01/2025 | 0.07% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.07% |
| ENDO DAC/ENDO FI P/P 144A 06.0000 06/30/2028 | 0.07% |
| PRESTIGE BRANDS INC P/P 144A 03.7500 04/01/2031 | 0.07% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.07% |
| DELL INT / EMC P/P 144A 05.8500 07/15/2025 | 0.07% |
| INSPIRE BRANDS TLB L+325 04.2500 11/19/2027 | 0.07% |
| AES CORP/THE P/P 144A 03.3000 07/15/2025 | 0.06% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.06% |
| ULTIMATE SOFTWARE 2L L+675 07.5000 05/03/2027 | 0.06% |
| UNIVISION COMM INC. P/P 144A 05.1250 02/15/2025 | 0.06% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.06% |
| WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 | 0.06% |
| ENDO DAC/ENDO FI P/P 144A 09.5000 07/31/2027 | 0.06% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.06% |
| NABORS IND INC P/P 144A 09.0000 02/01/2025 | 0.06% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.06% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.06% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.06% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.06% |
| AVIENT CORP P/P 144A 05.7500 05/15/2025 | 0.06% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.06% |
| OVINTIV INC 07.3750 11/01/2031 | 0.06% |
| CLEAR CHANNEL WORLD 09.2500 02/15/2024 | 0.06% |
| GOLDEN NUGGET TL L+1200 13.0000 10/04/2023 | 0.06% |
| LEVEL 3 FINANCING INC. 05.2500 03/15/2026 | 0.06% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.06% |
| APACHE CORPORATION 04.8750 11/15/2027 | 0.06% |
| NATIONSTAR MTG P/P 144A 05.1250 12/15/2030 | 0.06% |
| TARGA RES PRTNRS 05.5000 03/01/2030 | 0.06% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.06% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.06% |
| EMERGENT BIOSOLUTION P/P 144A 03.8750 08/15/2028 | 0.06% |
| LBM ACQUISITION LLC P/P 144A 06.2500 01/15/2029 | 0.06% |
| TMS INTERNATIONAL TLB L+275 03.7500 08/14/2024 | 0.06% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.05% |
| JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.05% |
| L BRANDS INC P/P 144A 06.8750 07/01/2025 | 0.05% |
| OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.05% |
| DCP MIDSTREAM OPERATING 05.1250 05/15/2029 | 0.05% |
| INTELSAT JACKSON P/P 144A 08.5000 10/15/2024 | 0.05% |
| OCCIDENTAL PETROLEUM COR 06.1250 01/01/2031 | 0.05% |
| ATOTECH TLB1 L+300 04.0000 01/31/2024 | 0.05% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.05% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.05% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.05% |
| CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.05% |
| GRAFTECH FINANCE INC P/P 144A 04.6250 12/15/2028 | 0.05% |
| HUDBAY MINERALS INC P/P 144A 06.1250 04/01/2029 | 0.05% |
| L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.05% |
| PRECISION DRILL USD 05.2500 11/15/2024 | 0.05% |
| TALLGRASS NRG PRTNR/ P/P 144A 07.5000 10/01/2025 | 0.05% |
| TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.05% |
| HILCORP ENERGY I P/P 144A 05.7500 02/01/2029 | 0.05% |
| HILCORP ENERGY I P/P 144A 06.0000 02/01/2031 | 0.05% |
| OVINTIV INC 06.5000 08/15/2034 | 0.05% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.05% |
| ORTHO-CLINICAL P/P 144A 07.3750 06/01/2025 | 0.05% |
| PENNYMAC FIN SVC P/P 144A 04.2500 02/15/2029 | 0.05% |
| OCCIDENTAL PETROLEUM COR 05.8750 09/01/2025 | 0.04% |
| CF INDUSTRIES INC 05.1500 03/15/2034 | 0.04% |
| CF INDUSTRIES INC 03.4500 06/01/2023 | 0.04% |
| AMERICAN AXLE & MANUF L+225 03.0000 04/06/2024 | 0.04% |
| GARTNER INC P/P 144A 04.5000 07/01/2028 | 0.04% |
| MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.04% |
| ROYAL CARIBBEAN P/P 144A 09.1250 06/15/2023 | 0.04% |
| STEARNS HLDG LLC CLASS B WTS | 0.04% |
| CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.04% |
| TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.04% |
| YUM! BRANDS INC. P/P 144A 07.7500 04/01/2025 | 0.04% |
| APACHE CORP 04.6250 11/15/2025 | 0.04% |
| WEEKLEY HM LLC/ P/P 144A 04.8750 09/15/2028 | 0.04% |
| CD&R WATERWORKS MERGER 144A 6.125000 08/15/2025 | 0.04% |
| CALPINE CORP P/P 144A 05.0000 02/01/2031 | 0.04% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.04% |
| TRONOX INC P/P 144A 06.5000 05/01/2025 | 0.03% |
| CEMEX P/P 144A 05.7000 01/11/2025 | 0.03% |
| GLOBAL PART/GLP FIN 06.8750 01/15/2029 | 0.03% |
| KRAFT HEINZ FOODS CO 03.8750 05/15/2027 | 0.03% |
| ARCHES BUYER INC P/P 144A 06.1250 12/01/2028 | 0.03% |
| BOMBARDIER INC P/P 144A 08.7500 12/01/2021 | 0.03% |
| PAR PHARMA INC P/P 144A 07.5000 04/01/2027 | 0.03% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.03% |
| COMSTOCK RE INC P/P 144A 06.7500 03/01/2029 | 0.02% |
| CHESAPEAKE ENERGY CO P/P 144A 05.5000 02/01/2026 | 0.02% |
| CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.02% |
| RAYONIER AM PROD INC P/P 144A 07.6250 01/15/2026 | 0.02% |
| MEG ENERGY CORP P/P 144A 05.8750 02/01/2029 | 0.02% |
| ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.02% |
| TENNECO INC P/P 144A 07.8750 01/15/2029 | 0.02% |
| EQT CORP 05.0000 01/15/2029 | 0.02% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.02% |
| ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.02% |
| CHS/COMMUNITY HEALTH P/P 144A 06.0000 01/15/2029 | 0.02% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.02% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.02% |
| CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.02% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.02% |
| CASH MGMT BILL 00.0000 06/01/2021 | 0.02% |
| TXU TCEH RIGHTS | 0.01% |
| CHESAPEAKE ENERGY CO P/P 144A 05.8750 02/01/2029 | 0.01% |
| DCP MIDSTREAM OPERATING 05.3750 07/15/2025 | 0.01% |
| MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% |
| IHEARTMEDIA INC - CLASS-CW39 SEDOL BK4W8M9 | 0.00% |
| CHC GROUP LLC SEDOL BYXD3K4 | 0.00% |
| TRIBUNE CLASS 1C LITIGAT | 0.00% |
| TERVITA CORP SEDOL BD1DCC4 | 0.00% |
| CAD/USD 04/21/2021 SSBT | 0.00% |
| MWO HOLDINGS LLC | 0.00% |
| TEXAS COHLD TCEH ESCROW 11.5000 10/01/2021 | 0.00% |
Fixed income statistics as of 05/31/21
| Average effective maturity | 4.69 yrs. |
|---|---|
| Average effective duration | 3.22 yrs. |
| Average yield to maturity | 4.81% |
| Average coupon | 5.63% |
Sector weightings as of 05/31/21
| Cash investments | Non-cash investments | Total portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread duration | Weight | Spread duration | Weight | Spread duration | |
| High-yield corporate bonds | 76.43% | 2.85 | 0.00% | 0.00 | 76.43% | 2.85 |
| Investment-grade corporate bonds | 9.17% | 0.57 | 0.00% | 0.00 | 9.17% | 0.57 |
| Bank loans | 8.33% | 0.36 | 0.00% | 0.00 | 8.33% | 0.36 |
| Convertible securities | 2.20% | 0.02 | 0.00% | 0.00 | 2.20% | 0.02 |
| Equity investments | 1.33% | 0.00 | 0.00% | 0.00 | 1.33% | 0.00 |
| Emerging-market bonds | 1.23% | 0.06 | 0.00% | 0.00 | 1.23% | 0.06 |
| Net cash | 1.31% | 0.00 | 0.00% | 0.00 | 1.31% | 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 05/31/21
| 0 - 1 yr. | 13.46% |
|---|---|
| 1 - 5 yrs. | 44.91% |
| 5 - 10 yrs. | 36.96% |
| 10 - 15 yrs. | 1.79% |
| Over 15 yrs. | 2.88% |
Quality rating as of 05/31/21
| A | 0.04% |
|---|---|
| BBB | 9.42% |
| BB | 43.11% |
| B | 30.19% |
| CCC and Below | 12.83% |
| Not Rated | 3.10% |
| Net cash | 1.31% |
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 05/31/21
| Consumer cyclicals | 22.44% |
|---|---|
| Energy | 12.26% |
| Health care | 9.59% |
| Basic materials | 9.38% |
| Communication services | 9.16% |
| Financials | 9.05% |
| Capital goods | 7.53% |
| Consumer staples | 7.26% |
| Technology | 7.02% |
| Other | 6.31% |
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 05/31/21
| United States | 86.33% |
|---|---|
| Canada | 5.13% |
| Luxembourg | 2.72% |
| France | 1.48% |
| United Kingdom | 0.78% |
| Ireland | 0.65% |
| Israel | 0.59% |
| Indonesia | 0.46% |
| Germany | 0.44% |
| Other | 1.42% |
0
Expenses
Expense ratio |
Class A | Class B | Class C | Class M | Class R | Class R6 | Class Y |
|---|---|---|---|---|---|---|---|
| Total expense ratio | 1.04% | 1.79% | 1.79% | 1.29% | 1.29% | 0.67% | 0.79% |
| What you pay | 1.04% | 1.79% | 1.79% | 1.29% | 1.29% | 0.67% | 0.79% |
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.