Created
February 12, 2016 20:33
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Rough analysis JNK vs HYG energy holdings (really quick and dirty analysis).
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| # Analysis of JNK holdings. | |
| data <- read.csv('jnk-holdings.csv', skip=3) | |
| data <- data[!is.na(data$Coupon),] | |
| # Clean names. | |
| data$Name2 <- sub(' \\d.+', '', data$Name) | |
| # Find energy holdings. | |
| e <- grepl('ENERGY|WIND|OCEAN| OIL |DRILL |HALCON|OCEANICS| OFFSHORE |DRILLING|PETROLEUM| PETRO | COAL ', data$Name, ignore.case = TRUE) | |
| energy <- data[which(e),] | |
| # Percent energy. | |
| sum(energy$Weight) | |
| normal <- data[e == FALSE,] | |
| (nrow(energy) / nrow(normal)) * 100 | |
| data2 <- read.csv('hyg-holdings.csv', skip=10) | |
| data2 <- data2[1:(nrow(data2)-2),] | |
| # Find energy holdings. | |
| e <- grepl('ENERGY|WIND|OCEAN| OIL |DRILL |HALCON|OCEANICS| OFFSHORE |DRILLING|PETROLEUM| PETRO | COAL ', data2$Name, ignore.case = TRUE) | |
| energy <- data2[which(e),] | |
| # Percent energy. | |
| sum(energy$Weight) | |
| normal <- data2[e == FALSE,] | |
| (nrow(energy) / nrow(normal)) * 100 |
We can make this file beautiful and searchable if this error is corrected: It looks like row 2 should actually have 1 column, instead of 2 in line 1.
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| iShares iBoxx $ High Yield Corporate Bond ETF | |
| Inception Date,"Apr 4, 2007" | |
| Fund Holdings as of,"10-Feb-2016" | |
| Total Net Assets,"$12,557,394,114" | |
| Shares Outstanding,"167,000,000" | |
| Stock,"-" | |
| Bond,"-" | |
| Cash,"-" | |
| Other,"-" | |
| Ticker,Name,Weight (%),ISIN,SEDOL,Asset Class,Sector,Shares,Market Value,Price,Exchange,Coupon (%),Maturity,Duration,Notional Value,YTM (%),Yield to Call (%),Yield to Worst (%),Par Value | |
| "BLKFDS","BLK CSH FND TREASURY SL AGENCY","0.6690","US0669224778","-","Money Market","Cash and/or Derivatives","85,156,637","$85,156,637","1.00","-","0.43","-","0.00","85,156,637.31","0.00","-","0.00","85,156,637.00" | |
| "NUMFP","NUMERICABLE GROUP SA 144A","0.5039","US67054LAB36","BLWP4K7","Fixed Income","Communications","65,642,000","$64,141,244","94.80","-","6.00","May 15, 2022","4.80","64,141,244.46","7.04","-","7.04","65,642,000.00" | |
| "FTR","FRONTIER COMMUNICATIONS CORP 144A","0.4615","US35906AAX63","BYP60N3","Fixed Income","Communications","60,015,000","$58,740,506","93.75","-","11.00","Sep 15, 2025","5.68","58,740,506.25","12.12","-","12.12","60,015,000.00" | |
| "FDC","FIRST DATA CORPORATION 144A","0.4366","US319963BP82","BYV2S75","Fixed Income","Technology","57,385,000","$55,574,709","95.25","-","7.00","Dec 1, 2023","5.47","55,574,709.44","7.82","-","7.82","57,385,000.00" | |
| "REYNOL","REYNOLDS GROUP ISSUER LLC","0.4189","US761735AP42","B92ZDK6","Fixed Income","Capital Goods","53,145,000","$53,323,995","98.50","-","5.75","Oct 15, 2020","3.54","53,323,995.31","6.12","-","6.12","53,145,000.00" | |
| "HCA","HCA INC","0.4151","US404121AC95","B66GLR7","Fixed Income","Consumer Non-Cyclical","47,207,000","$52,829,223","108.75","-","6.50","Feb 15, 2020","3.50","52,829,222.57","4.11","-","4.11","47,207,000.00" | |
| "S","SPRINT CORP","0.4008","US85207UAF21","BSDRYY5","Fixed Income","Communications","74,555,000","$51,012,520","65.25","-","7.88","Sep 15, 2023","5.07","51,012,519.53","15.91","-","15.91","74,555,000.00" | |
| "S","SPRINT NEXTEL CORPORATION 144A","0.3968","US852061AK63","B4059B6","Fixed Income","Communications","49,497,000","$50,505,290","99.91","-","9.00","Nov 15, 2018","2.45","50,505,290.38","9.03","-","9.03","49,497,000.00" | |
| "VRXCN","VRX ESCROW CORP 144A","0.3926","US91831AAB70","BWD1Y23","Fixed Income","Consumer Non-Cyclical","55,872,000","$49,971,374","88.05","-","5.88","May 15, 2023","5.64","49,971,374.31","8.08","-","8.08","55,872,000.00" | |
| "VRXCN","VRX ESCROW CORP 144A","0.3912","US91831AAC53","BWD21S1","Fixed Income","Consumer Non-Cyclical","55,355,000","$49,795,474","88.00","-","6.13","Apr 15, 2025","6.57","49,795,474.39","7.99","-","7.99","55,355,000.00" | |
| "THC","TENET HEALTHCARE CORPORATION","0.3890","US88033GCE89","BGM16M6","Fixed Income","Consumer Non-Cyclical","49,069,000","$49,516,785","98.00","-","8.13","Apr 1, 2022","4.76","49,516,785.16","8.55","-","8.55","49,069,000.00" | |
| "ATCNA","ALTICE LUXEMBOURG SA 144A","0.3614","US02154VAA98","BLWF9X5","Fixed Income","Communications","49,325,000","$46,004,126","89.50","-","7.75","May 15, 2022","4.73","46,004,125.87","10.05","-","10.05","49,325,000.00" | |
| "HCA","HCA INC","0.3552","US404119BR91","BVD8LL5","Fixed Income","Consumer Non-Cyclical","45,490,000","$45,210,409","99.25","-","5.38","Feb 1, 2025","7.14","45,210,409.07","5.48","-","5.48","45,490,000.00" | |
| "DLTR","FAMILY TREE ESCROW LLC 144A","0.3523","US30706VAA35","BVWVSX6","Fixed Income","Consumer Cyclical","42,030,000","$44,839,970","104.15","-","5.75","Mar 1, 2023","4.23","44,839,970.04","5.04","-","4.82","42,030,000.00" | |
| "NAVI","NAVIENT CORP MTN","0.3402","US78442FEH73","B39XYY2","Fixed Income","Finance Companies","41,613,000","$43,294,570","102.75","-","8.45","Jun 15, 2018","2.14","43,294,569.77","7.15","-","7.15","41,613,000.00" | |
| "CYH","CHS/COMMUNITY HEALTH SYSTEMS INC","0.3347","US12543DAV29","BRJT5B2","Fixed Income","Consumer Non-Cyclical","49,400,000","$42,599,781","86.06","-","6.88","Feb 1, 2022","4.84","42,599,781.25","10.03","-","10.03","49,400,000.00" | |
| "CHTR","CCOH SAFARI LLC 144A","0.3323","US14987EAC12","BYNR4C5","Fixed Income","Communications","42,960,000","$42,300,683","97.19","-","5.75","Feb 15, 2026","6.80","42,300,683.33","6.13","-","6.13","42,960,000.00" | |
| "NUMFP","NUMERICABLE GROUP SA 144A","0.3165","US67054LAA52","BLWP4M9","Fixed Income","Communications","41,060,000","$40,282,513","95.74","-","4.88","May 15, 2019","2.91","40,282,513.16","6.33","-","6.33","41,060,000.00" | |
| "WINDIM","WIND ACQUISITION FINANCE SA 144A","0.3139","US97314XAK00","BLM8075","Fixed Income","Communications","44,300,000","$39,955,062","88.00","-","7.38","Apr 23, 2021","4.20","39,955,062.15","10.41","-","10.41","44,300,000.00" | |
| "RBS","ROYAL BANK OF SCOTLAND PLC (THE)","0.3108","US780099CE50","B9052M3","Fixed Income","Banking","38,033,000","$39,564,715","103.09","-","6.13","Dec 15, 2022","5.61","39,564,715.07","5.57","-","5.57","38,033,000.00" | |
| "SOFTBK","SOFTBANK CORP 144A","0.3049","US83404DAA72","B819FD9","Fixed Income","Communications","39,695,000","$38,804,038","96.32","-","4.50","Apr 15, 2020","3.77","38,804,037.88","5.50","-","5.50","39,695,000.00" | |
| "QSRCN","1011778 BC UNLIMITED LIABILITY CO 144A","0.2955","US68245XAA72","BR23ZS8","Fixed Income","Consumer Cyclical","36,052,000","$37,615,756","102.19","-","6.00","Apr 1, 2022","3.72","37,615,755.50","5.57","-","5.33","36,052,000.00" | |
| "NLSN","NIELSEN FINANCE LLC/NIELSEN FINANC 144A","0.2946","US65409QBB77","BNJ34X1","Fixed Income","Communications","37,338,000","$37,495,649","98.83","-","5.00","Apr 15, 2022","4.51","37,495,649.33","5.22","-","5.22","37,338,000.00" | |
| "HCA","HCA INC","0.2883","US404121AD78","B4MRFV2","Fixed Income","Consumer Non-Cyclical","32,716,000","$36,689,631","108.50","-","7.50","Feb 15, 2022","4.80","36,689,630.83","5.81","-","5.81","32,716,000.00" | |
| "RBS","ROYAL BANK OF SCOTLAND GROUP PLC","0.2814","US780099CH81","BMSSMC5","Fixed Income","Banking","37,438,000","$35,812,703","94.63","-","5.13","May 28, 2024","6.67","35,812,702.87","5.95","-","5.95","37,438,000.00" | |
| "FDC","FIRST DATA CORPORATION 144A","0.2788","US32008DAB29","BYNR4H0","Fixed Income","Technology","36,510,000","$35,486,959","96.00","-","5.75","Jan 15, 2024","5.67","35,486,959.38","6.40","-","6.40","36,510,000.00" | |
| "VRXCN","VALEANT PHARMACEUTICALS INTERNATIO 144A","0.2776","US91829KAA16","B8C2861","Fixed Income","Consumer Non-Cyclical","36,325,000","$35,339,306","95.25","-","6.38","Oct 15, 2020","3.80","35,339,305.99","7.60","-","7.60","36,325,000.00" | |
| "CVC","NEPTUNE FINCO CORP 144A","0.2773","US64072TAA34","BYNLWK1","Fixed Income","Communications","32,450,000","$35,299,178","105.13","-","10.88","Oct 15, 2025","5.32","35,299,177.60","10.02","-","9.89","32,450,000.00" | |
| "CYH","COMMUNITY HEALTH SYSTEMS INC","0.2737","US12543DAL47","B7T0KT8","Fixed Income","Consumer Non-Cyclical","35,051,000","$34,836,799","97.50","-","8.00","Nov 15, 2019","2.93","34,836,799.44","8.79","-","8.79","35,051,000.00" | |
| "DYN","DYNEGY INC","0.2709","US26817RAM07","BYXSPR0","Fixed Income","Electric","35,865,000","$34,483,211","94.29","-","6.75","Nov 1, 2019","3.24","34,483,211.21","8.57","-","8.57","35,865,000.00" | |
| "FTR","FRONTIER COMMUNICATIONS CORP 144A","0.2709","US35906AAU25","BYP60L1","Fixed Income","Communications","34,845,000","$34,475,559","95.00","-","10.50","Sep 15, 2022","4.61","34,475,559.37","11.60","-","11.60","34,845,000.00" | |
| "DISH","DISH DBS CORP","0.2642","US25470XAJ46","B8HNVJ3","Fixed Income","Communications","36,765,000","$33,629,308","91.06","-","5.88","Jul 15, 2022","5.32","33,629,308.04","7.66","-","7.66","36,765,000.00" | |
| "PETM","ARGOS MERGER SUB INC 144A","0.2633","US04021LAA89","BVYS534","Fixed Income","Consumer Cyclical","32,615,000","$33,510,214","99.88","-","7.13","Mar 15, 2023","4.85","33,510,213.80","7.15","-","7.15","32,615,000.00" | |
| "DISH","DISH DBS CORP","0.2603","US25470XAE58","B6SCGR8","Fixed Income","Communications","32,785,000","$33,127,193","99.75","-","6.75","Jun 1, 2021","4.46","33,127,193.44","6.80","-","6.80","32,785,000.00" | |
| "SLH","AUDATEX NORTH AMERICA INC 144A","0.2602","US05070GAE89","BBX4WC1","Fixed Income","Technology","32,661,000","$33,123,698","100.50","-","6.00","Jun 15, 2021","3.72","33,123,697.50","5.89","-","5.83","32,661,000.00" | |
| "RBS","ROYAL BANK OF SCOTLAND PLC","0.2592","US780097AZ42","BHB92X1","Fixed Income","Banking","32,832,000","$32,989,367","99.63","-","6.00","Dec 19, 2023","6.25","32,989,367.06","6.06","-","6.06","32,832,000.00" | |
| "TMUS","T-MOBILE USA INC","0.2567","US87264AAP03","BYZGB18","Fixed Income","Communications","33,525,000","$32,670,578","97.00","-","6.50","Jan 15, 2026","6.67","32,670,578.12","6.92","-","6.92","33,525,000.00" | |
| "FMGAU","FMG RESOURCES (AUGUST 2006) PTY LT 144A","0.2555","US30251GAS66","BX02TW1","Fixed Income","Basic Industry","36,060,000","$32,522,349","85.88","-","9.75","Mar 1, 2022","4.33","32,522,348.81","13.20","-","13.20","36,060,000.00" | |
| "HCA","HCA INC","0.2515","US404119BN87","BJZD8Y6","Fixed Income","Consumer Non-Cyclical","31,850,000","$32,013,674","98.50","-","5.00","Mar 15, 2024","6.54","32,013,673.61","5.23","-","5.23","31,850,000.00" | |
| "VRXCN","VRX ESCROW CORP 144A","0.2513","US91831AAA97","BWD1ZZ3","Fixed Income","Consumer Non-Cyclical","33,660,000","$31,990,441","92.88","-","5.38","Mar 15, 2020","3.58","31,990,440.62","7.42","-","7.42","33,660,000.00" | |
| "RAD","RITE AID CORPORATION 144A","0.2494","US767754CH50","BWFTB79","Fixed Income","Consumer Cyclical","30,470,000","$31,740,743","104.00","-","6.13","Apr 1, 2023","4.47","31,740,743.40","5.44","-","5.23","30,470,000.00" | |
| "TMUS","T-MOBILE USA INC","0.2425","US87264AAK16","BJT3FH4","Fixed Income","Communications","30,068,000","$30,867,214","100.42","-","6.25","Apr 1, 2021","3.55","30,867,214.46","6.15","-","6.10","30,068,000.00" | |
| "DISH","DISH DBS CORP","0.2417","US25470XAW56","BVRZ8M2","Fixed Income","Communications","35,504,000","$30,759,655","85.25","-","5.88","Nov 15, 2024","6.61","30,759,654.72","8.27","-","8.27","35,504,000.00" | |
| "CQP","SABINE PASS LIQUEFACTION LLC","0.2392","US785592AE61","BKWBYP3","Fixed Income","Energy","34,065,000","$30,450,916","89.25","-","5.63","Feb 1, 2021","4.33","30,450,916.41","8.31","-","8.31","34,065,000.00" | |
| "TMUS","T-MOBILE USA INC","0.2377","US87264AAN54","BQQP8Z1","Fixed Income","Communications","30,042,000","$30,249,478","97.88","-","6.38","Mar 1, 2025","5.91","30,249,477.56","6.69","-","6.69","30,042,000.00" | |
| "INTEL","INTELSAT JACKSON HOLDINGS SA","0.2375","US45824TAC99","B78NG34","Fixed Income","Communications","35,749,000","$30,232,033","82.25","-","7.25","Oct 15, 2020","3.84","30,232,033.15","12.35","-","12.35","35,749,000.00" | |
| "WINDIM","WIND ACQUISITION FINANCE SA 144A","0.2366","US97314XAM65","BNK08B7","Fixed Income","Communications","32,165,000","$30,112,185","93.29","-","4.75","Jul 15, 2020","3.89","30,112,185.03","6.52","-","6.52","32,165,000.00" | |
| "CIT","CIT GROUP INC 144A","0.2320","US125581GH56","B749YM1","Fixed Income","Finance Companies","28,974,000","$29,531,347","99.25","-","5.50","Feb 15, 2019","2.73","29,531,347.08","5.77","-","5.77","28,974,000.00" | |
| "TMUS","T-MOBILE USA INC","0.2320","US87264AAL98","BJT3FG3","Fixed Income","Communications","28,728,000","$29,529,404","100.42","-","6.63","Apr 1, 2023","4.64","29,529,404.43","6.55","-","6.53","28,728,000.00" | |
| "CQP","SABINE PASS LIQUEFACTION LLC","0.2317","US785592AJ58","BSPCCF5","Fixed Income","Energy","34,952,000","$29,484,682","83.00","-","5.75","May 15, 2024","6.32","29,484,681.94","8.67","-","8.67","34,952,000.00" | |
| "ATVI","ACTIVISION BLIZZARD INC 144A","0.2312","US00507VAC37","BDW7BK6","Fixed Income","Communications","27,350,000","$29,422,480","105.31","-","5.63","Sep 15, 2021","1.59","29,422,480.44","4.54","-","3.60","27,350,000.00" | |
| "CCO","CLEAR CHANNEL WORLDWIDE HOLDINGS I","0.2307","US18451QAM06","BCFQYH1","Fixed Income","Communications","31,481,000","$29,366,963","91.75","-","6.50","Nov 15, 2022","5.20","29,366,963.40","8.11","-","8.11","31,481,000.00" | |
| "ALTICE","ALTICE FINANCING SA 144A","0.2303","US02154CAD56","BVV6MZ2","Fixed Income","Communications","30,186,000","$29,317,838","94.75","-","6.63","Feb 15, 2023","5.20","29,317,838.06","7.60","-","7.60","30,186,000.00" | |
| "CVC","NEPTUNE FINCO CORP 144A","0.2299","US64072TAE55","BYNLWJ0","Fixed Income","Communications","27,280,000","$29,266,232","103.88","-","10.13","Jan 15, 2023","4.61","29,266,231.88","9.33","-","9.24","27,280,000.00" | |
| "THC","THC ESCROW CORP","0.2254","US87243QAB23","BMJJVD1","Fixed Income","Consumer Non-Cyclical","27,264,000","$28,693,092","103.09","-","6.00","Oct 1, 2020","4.02","28,693,091.78","5.24","-","5.24","27,264,000.00" | |
| "KCI","KINETIC CONCEPTS INC / KCI USA INC","0.2241","US49461BAB09","B6T2TH8","Fixed Income","Consumer Non-Cyclical","29,995,000","$28,528,994","92.22","-","10.50","Nov 1, 2018","2.34","28,528,994.38","14.01","-","14.01","29,995,000.00" | |
| "CIT","CIT GROUP INC","0.2235","US125581GP72","B8Q8Q16","Fixed Income","Finance Companies","28,005,000","$28,453,291","99.53","-","4.25","Aug 15, 2017","1.44","28,453,290.66","4.57","-","4.57","28,005,000.00" | |
| "SLH","AUDATEX NORTH AMERICA INC 144A","0.2213","US05070GAG38","BFTQ2N0","Fixed Income","Technology","27,583,000","$28,162,531","100.42","-","6.13","Nov 1, 2023","5.08","28,162,531.24","6.05","-","6.04","27,583,000.00" | |
| "CYH","CHS/COMMUNITY HEALTH SYSTEMS INC","0.2212","US12543DAR17","B84XH76","Fixed Income","Consumer Non-Cyclical","27,510,000","$28,148,394","99.83","-","5.13","Aug 15, 2018","1.92","28,148,394.16","5.20","-","5.20","27,510,000.00" | |
| "CCO","CLEAR CHANNEL WORLDWIDE HOLDINGS I","0.2205","US18451QAH11","B88NJ09","Fixed Income","Communications","33,380,000","$28,062,960","81.00","-","7.63","Mar 15, 2020","3.38","28,062,960.07","13.85","-","13.85","33,380,000.00" | |
| "HLT","HILTON WORLDWIDE FINANCE LLC / HIL","0.2203","US432891AD10","BTN1ZY1","Fixed Income","Consumer Cyclical","26,854,000","$28,038,094","102.61","-","5.63","Oct 15, 2021","2.61","28,038,093.56","5.09","-","4.58","26,854,000.00" | |
| "VRXCN","VALEANT PHARMACEUTICALS INTERNATIO 144A","0.2169","US92912EAC75","BBVJDP8","Fixed Income","Consumer Non-Cyclical","27,408,000","$27,607,444","97.50","-","6.75","Aug 15, 2018","2.18","27,607,443.76","7.86","-","7.86","27,408,000.00" | |
| "DVA","DAVITA HEALTHCARE PARTNERS INC","0.2160","US23918KAQ13","BN98PX3","Fixed Income","Consumer Non-Cyclical","27,950,000","$27,490,475","98.00","-","5.13","Jul 15, 2024","5.96","27,490,474.83","5.42","-","5.42","27,950,000.00" | |
| "MTNA","ARCELORMITTAL","0.2157","US03938LAF13","B3FG887","Fixed Income","Basic Industry","29,126,000","$27,457,237","93.10","-","6.13","Jun 1, 2018","2.15","27,457,236.99","9.52","-","9.52","29,126,000.00" | |
| "THC","TENET HEALTHCARE CORPORATION","0.2145","US88033GCN88","BYX7PW2","Fixed Income","Consumer Non-Cyclical","30,520,000","$27,305,863","88.44","-","6.75","Jun 15, 2023","5.68","27,305,862.50","8.93","-","8.93","30,520,000.00" | |
| "CQP","SABINE PASS LIQUEFACTION LLC","0.2140","US785592AM87","BYVXVW4","Fixed Income","Energy","32,050,000","$27,237,492","82.50","-","5.63","Mar 1, 2025","6.70","27,237,492.19","8.42","-","8.42","32,050,000.00" | |
| "S","SPRINT CORP","0.2131","US85207UAE55","BSNBGF2","Fixed Income","Communications","39,107,000","$27,120,200","66.43","-","7.25","Sep 15, 2021","4.23","27,120,199.59","16.71","-","16.71","39,107,000.00" | |
| "S","SPRINT CORP","0.2101","US85207UAH86","BSHYYV9","Fixed Income","Communications","41,525,000","$26,737,342","63.30","-","7.13","Jun 15, 2024","5.68","26,737,341.93","14.96","-","14.96","41,525,000.00" | |
| "HCA","HCA INC","0.2099","US404119BM05","BJZD921","Fixed Income","Consumer Non-Cyclical","26,295,000","$26,721,746","100.11","-","3.75","Mar 15, 2019","2.89","26,721,745.94","3.71","-","3.71","26,295,000.00" | |
| "ENDP","ENDO FINANCE LLC/ ENDO LTD/ ENDO F 144A","0.2089","US29273EAC21","BYTHPF9","Fixed Income","Consumer Non-Cyclical","26,845,000","$26,587,735","98.63","-","6.00","Jul 15, 2023","5.36","26,587,735.42","6.23","-","6.23","26,845,000.00" | |
| "WYNN","WYNN LAS VEGAS LLC / WYNN LAS VEGA 144A","0.2085","US983130AV78","BVXGVS6","Fixed Income","Consumer Cyclical","29,762,000","$26,541,916","86.75","-","5.50","Mar 1, 2025","6.80","26,541,916.08","7.54","-","7.54","29,762,000.00" | |
| "ENELIM","ENEL SPA 144A","0.2082","US29265WAA62","BF0H4Q9","Fixed Income","Electric","23,507,000","$26,496,890","109.41","-","8.75","Sep 24, 2073","5.58","26,496,889.55","1.34","-","7.13","23,507,000.00" | |
| "HCA","HCA INC","0.2069","US404119BS74","BYQ2966","Fixed Income","Consumer Non-Cyclical","25,949,000","$26,333,640","100.06","-","5.88","Feb 15, 2026","7.42","26,333,639.86","5.86","-","5.86","25,949,000.00" | |
| "AMGFIN","SPRINGLEAF FINANCE CORP MTN","0.2062","US85171RAA23","B8Q5K48","Fixed Income","Finance Companies","26,601,000","$26,250,163","97.63","-","6.90","Dec 15, 2017","1.74","26,250,162.63","8.30","-","8.30","26,601,000.00" | |
| "S","SPRINT NEXTEL CORPORATION","0.2047","US852061AS99","B8SFFP2","Fixed Income","Communications","40,360,000","$26,058,477","63.15","-","6.00","Nov 15, 2022","5.14","26,058,477.05","14.80","-","14.80","40,360,000.00" | |
| "CIT","CIT GROUP INC","0.2044","US125581GL68","B7R30T9","Fixed Income","Finance Companies","25,480,000","$26,018,796","100.00","-","5.25","Mar 15, 2018","1.96","26,018,795.83","5.25","-","5.25","25,480,000.00" | |
| "CHK","CHESAPEAKE ENERGY CORPORATION 144A","0.2036","US165167CQ81","BYWPFJ4","Fixed Income","Energy","77,706,000","$25,920,347","32.31","-","8.00","Dec 15, 2022","3.91","25,920,347.25","34.07","-","34.07","77,706,000.00" | |
| "UVN","UNIVISION COMMUNICATIONS INC 144A","0.2036","US914906AS13","BVGBM41","Fixed Income","Communications","27,000,000","$25,917,656","93.50","-","5.13","Feb 15, 2025","6.49","25,917,656.25","6.07","-","6.07","27,000,000.00" | |
| "HCA","HCA INC","0.2030","US404121AE51","B92MJN2","Fixed Income","Consumer Non-Cyclical","24,175,000","$25,834,933","104.50","-","5.88","Mar 15, 2022","5.07","25,834,932.73","5.01","-","5.01","24,175,000.00" | |
| "DISH","DISH DBS CORP","0.2021","US25470XAB10","B4T1HG6","Fixed Income","Communications","23,456,000","$25,723,755","106.19","-","7.88","Sep 1, 2019","3.07","25,723,755.40","5.92","-","5.92","23,456,000.00" | |
| "SGMS","SCIENTIFIC GAMES INTERNATIONAL INC","0.2013","US80874YAU47","BY7SLJ0","Fixed Income","Consumer Cyclical","37,925,000","$25,615,177","65.63","-","10.00","Dec 1, 2022","4.46","25,615,177.08","19.26","-","19.26","37,925,000.00" | |
| "IGT","INTERNATIONAL GAME TECH 144A","0.2009","US460599AB91","BWV0NH0","Fixed Income","Consumer Cyclical","26,425,000","$25,576,280","93.75","-","6.25","Feb 15, 2022","4.83","25,576,280.38","7.56","-","7.56","26,425,000.00" | |
| "ZAYOGR","ZAYO GROUP LLC/ZAYO CAPITAL INC","0.1997","US989194AM79","BDCBWF0","Fixed Income","Communications","25,900,000","$25,420,850","96.00","-","6.00","Apr 1, 2023","5.29","25,420,850.00","6.71","-","6.71","25,900,000.00" | |
| "MTNA","ARCELORMITTAL","0.1995","US03938LAM63","B4RKHM1","Fixed Income","Basic Industry","25,096,000","$25,398,302","99.13","-","10.85","Jun 1, 2019","2.80","25,398,302.23","11.16","-","11.16","25,096,000.00" | |
| "SIRI","SIRIUS XM RADIO INC 144A","0.1994","US82967NAS71","BMBMQ88","Fixed Income","Communications","24,750,000","$25,379,063","102.13","-","6.00","Jul 15, 2024","5.45","25,379,062.50","5.68","-","5.60","24,750,000.00" | |
| "ATCA","ALTICE LUXEMBOURG SA 144A","0.1988","US02154VAB71","BVV6MY1","Fixed Income","Communications","28,860,000","$25,304,209","84.95","-","7.63","Feb 15, 2025","6.10","25,304,208.94","10.22","-","10.22","28,860,000.00" | |
| "CNHI","CASE NEW HOLLAND INC","0.1982","US147446AR91","B43GVW1","Fixed Income","Capital Goods","24,050,000","$25,229,295","103.39","-","7.88","Dec 1, 2017","1.69","25,229,295.36","5.86","-","5.86","24,050,000.00" | |
| "CEQUEL","CEQUEL COMMUNICATIONS ESCROW 1 LLC 144A","0.1971","US15672JAA16","B8KRGK8","Fixed Income","Communications","25,707,000","$25,081,731","95.00","-","6.38","Sep 15, 2020","3.74","25,081,730.78","7.68","-","7.68","25,707,000.00" | |
| "INTEL","INTELSAT JACKSON HOLDINGS SA","0.1967","US45824TAP03","BN7SP46","Fixed Income","Communications","33,016,000","$25,038,463","75.70","-","5.50","Aug 1, 2023","5.93","25,038,462.57","10.23","-","10.23","33,016,000.00" | |
| "VRXCN","VPII ESCROW CORP 144A","0.1966","US92912EAA10","BBVJDR0","Fixed Income","Consumer Non-Cyclical","25,807,000","$25,022,682","96.44","-","7.50","Jul 15, 2021","4.18","25,022,682.26","8.33","-","8.33","25,807,000.00" | |
| "DVA","DAVITA HEALTHCARE PARTNERS INC","0.1944","US23918KAR95","BWWK2F0","Fixed Income","Consumer Non-Cyclical","25,279,000","$24,749,405","96.53","-","5.00","May 1, 2025","6.52","24,749,404.95","5.48","-","5.48","25,279,000.00" | |
| "FDC","FIRST DATA CORPORATION 144A","0.1941","US319963BE36","B7088X1","Fixed Income","Technology","23,152,000","$24,710,869","104.88","-","6.75","Nov 1, 2020","1.40","24,710,869.00","5.56","-","4.46","23,152,000.00" | |
| "POST","POST HOLDINGS INC","0.1937","US737446AB06","B97Q8Y3","Fixed Income","Consumer Non-Cyclical","22,760,000","$24,657,062","104.75","-","7.38","Feb 15, 2022","2.37","24,657,061.81","6.41","-","6.00","22,760,000.00" | |
| "CHTR","CCO HOLDINGS LLC/CAP CORP","0.1916","US1248EPAU74","B3Z5SF1","Fixed Income","Communications","23,167,000","$24,381,775","103.44","-","6.50","Apr 30, 2021","1.45","24,381,774.52","5.73","-","4.84","23,167,000.00" | |
| "DYN","DYNEGY INC","0.1914","US26817RAN89","BYW6Q50","Fixed Income","Electric","28,185,000","$24,364,615","84.42","-","7.38","Nov 1, 2022","5.10","24,364,614.65","10.68","-","10.68","28,185,000.00" | |
| "AER","INTERNATIONAL LEASE FINANCE CORP","0.1913","US459745GH29","B44JNQ7","Fixed Income","Finance Companies","23,558,000","$24,352,210","101.90","-","6.25","May 15, 2019","2.95","24,352,209.55","5.60","-","5.60","23,558,000.00" | |
| "IEP","ICAHN ENTERPRISES LP","0.1893","US451102AX52","BJ62H12","Fixed Income","Financial Other","27,925,000","$24,099,275","86.15","-","6.00","Aug 1, 2020","3.92","24,099,275.00","9.91","-","9.91","27,925,000.00" | |
| "NAVI","NAVIENT CORP MTN","0.1893","US78442FEJ30","B4XQ0K2","Fixed Income","Finance Companies","24,710,000","$24,092,250","94.50","-","8.00","Mar 25, 2020","3.44","24,092,250.00","9.64","-","9.64","24,710,000.00" | |
| "XPO","XPO LOGISTICS INC 144A","0.1887","US983793AD29","BYZV544","Fixed Income","Transportation","26,918,000","$24,022,933","88.25","-","6.50","Jun 15, 2022","5.06","24,022,933.19","8.96","-","8.96","26,918,000.00" | |
| "COMM","COMMSCOPE TECHNOLOGIES FINANCE LLC 144A","0.1875","US20337YAA55","BYQF2Y4","Fixed Income","Technology","25,140,000","$23,862,050","94.00","-","6.00","Jun 15, 2025","6.58","23,862,050.00","6.88","-","6.88","25,140,000.00" | |
| "HDSUPP","HD SUPPLY INC","0.1866","US40415RAP01","BGMTT76","Fixed Income","Capital Goods","22,382,000","$23,755,322","103.74","-","7.50","Jul 15, 2020","2.29","23,755,322.22","6.51","-","5.96","22,382,000.00" | |
| "CITHOL","CITGO HOLDING INC 144A","0.1862","US17302WAA62","BVWXT39","Fixed Income","Energy","24,852,000","$23,704,321","91.50","-","10.75","Feb 15, 2020","3.18","23,704,320.83","13.56","-","13.56","24,852,000.00" | |
| "TITIM","TELECOM ITALIA SPA 144A","0.1848","US87927YAA01","BMV1726","Fixed Income","Communications","25,150,000","$23,520,146","92.49","-","5.30","May 30, 2024","6.60","23,520,146.43","6.49","-","6.49","25,150,000.00" | |
| "HCA","HCA INC","0.1835","US404121AG00","B6RQPK7","Fixed Income","Consumer Non-Cyclical","22,450,000","$23,352,911","102.41","-","5.88","May 1, 2023","5.86","23,352,910.94","5.47","-","5.47","22,450,000.00" | |
| "LWSN","INFOR US INC 144A","0.1831","US45672NAD30","BVZ6QX4","Fixed Income","Technology","27,160,000","$23,299,239","84.25","-","6.50","May 15, 2022","4.99","23,299,238.89","9.93","-","9.93","27,160,000.00" | |
| "HCA","HCA INC","0.1822","US404121AF27","B8ML9Q5","Fixed Income","Consumer Non-Cyclical","23,165,000","$23,189,511","98.80","-","4.75","May 1, 2023","6.05","23,189,510.89","4.95","-","4.95","23,165,000.00" | |
| "INTEL","INTELSAT JACKSON HOLDINGS SA","0.1817","US45824TAE55","B7LR9S9","Fixed Income","Communications","25,253,000","$23,131,222","89.00","-","7.25","Apr 1, 2019","2.75","23,131,221.90","11.51","-","11.51","25,253,000.00" | |
| "NUMFP","NUMERICABLE GROUP SA 144A","0.1803","US67054LAC19","BLWFB06","Fixed Income","Communications","23,650,000","$22,949,533","94.00","-","6.25","May 15, 2024","5.86","22,949,532.99","7.23","-","7.23","23,650,000.00" | |
| "CXO","CONCHO RESOURCES INC","0.1795","US20605PAE16","B84WPV3","Fixed Income","Energy","26,231,000","$22,846,521","85.13","-","5.50","Apr 1, 2023","5.64","22,846,520.54","8.30","-","8.30","26,231,000.00" | |
| "HCA","HCA INC","0.1785","US404119BQ19","BRJ76D5","Fixed Income","Consumer Non-Cyclical","22,105,000","$22,724,401","101.13","-","5.25","Apr 15, 2025","7.20","22,724,400.52","5.09","-","5.09","22,105,000.00" | |
| "DVA","DAVITA INC","0.1775","US23918KAP30","B8316V8","Fixed Income","Consumer Non-Cyclical","21,350,000","$22,587,262","103.00","-","5.75","Aug 15, 2022","3.46","22,587,262.15","5.20","-","5.00","21,350,000.00" | |
| "AER","INTERNATIONAL LEASE FINANCE CORP","0.1773","US459745GG46","B64Z6M6","Fixed Income","Finance Companies","20,899,000","$22,560,325","104.43","-","8.75","Mar 15, 2017","1.03","22,560,325.37","4.56","-","4.56","20,899,000.00" | |
| "CQP","SABINE PASS LIQUEFACTION LLC","0.1768","US785592AD88","BKXGQS4","Fixed Income","Energy","26,071,000","$22,498,458","84.50","-","5.63","Apr 15, 2023","5.70","22,498,458.28","8.56","-","8.56","26,071,000.00" | |
| "CHTR","CCO HOLDINGS LLC/CAP CORP","0.1763","US1248EPAY96","B8G43S0","Fixed Income","Communications","22,276,000","$22,437,506","98.83","-","5.25","Sep 30, 2022","4.57","22,437,506.20","5.46","-","5.46","22,276,000.00" | |
| "MGM","MGM RESORTS INTERNATIONAL","0.1757","US552953CC35","BSR6J98","Fixed Income","Consumer Cyclical","22,385,000","$22,366,122","97.50","-","6.00","Mar 15, 2023","5.66","22,366,121.98","6.44","-","6.44","22,385,000.00" | |
| "MTNA","ARCELORMITTAL","0.1737","US03938LAU89","B5MLDP1","Fixed Income","Basic Industry","25,235,000","$22,111,117","84.75","-","6.50","Mar 1, 2021","4.15","22,111,117.29","10.46","-","10.46","25,235,000.00" | |
| "CIT","CIT GROUP INC","0.1727","US125581GQ55","B8Q8Q83","Fixed Income","Finance Companies","22,450,000","$21,985,410","95.50","-","5.00","Aug 15, 2022","5.43","21,985,409.72","5.84","-","5.84","22,450,000.00" | |
| "CPN","CALPINE CORP","0.1724","US131347CF14","BP45737","Fixed Income","Electric","25,060,000","$21,937,356","85.70","-","5.75","Jan 15, 2025","6.57","21,937,356.20","8.02","-","8.02","25,060,000.00" | |
| "HNDLIN","NOVELIS INC","0.1723","US67000XAM83","B4VSSW8","Fixed Income","Basic Industry","24,898,000","$21,931,853","86.75","-","8.75","Dec 15, 2020","3.89","21,931,852.85","12.47","-","12.47","24,898,000.00" | |
| "TMUS","T-MOBILE USA INC","0.1723","US87264AAD72","BFNY7Q8","Fixed Income","Communications","21,774,000","$21,931,012","100.50","-","6.63","Apr 28, 2021","3.68","21,931,012.31","6.51","-","6.46","21,774,000.00" | |
| "IEP","ICAHN ENTERPRISES LP","0.1716","US451102BA41","BN33W99","Fixed Income","Financial Other","21,805,000","$21,839,827","98.75","-","3.50","Mar 15, 2017","1.06","21,839,827.43","4.68","-","4.68","21,805,000.00" | |
| "FDC","FIRST DATA CORP 144A","0.1715","US319963BN35","BYQMM23","Fixed Income","Technology","21,190,000","$21,833,131","100.36","-","5.38","Aug 15, 2023","4.88","21,833,131.22","5.32","-","5.28","21,190,000.00" | |
| "QSRCN","1011778 BC UNLIMITED LIABILITY CO 144A","0.1703","US68245XAB55","BXT7BV0","Fixed Income","Consumer Cyclical","21,744,000","$21,677,938","99.38","-","4.63","Jan 15, 2022","4.26","21,677,937.50","4.75","-","4.75","21,744,000.00" | |
| "TMUS","T-MOBILE USA INC","0.1702","US87264AAF21","BFNY7W4","Fixed Income","Communications","21,384,000","$21,665,642","101.10","-","6.54","Apr 28, 2020","2.74","21,665,641.54","6.23","-","6.01","21,384,000.00" | |
| "CIT","CIT GROUP INC","0.1694","US125581GM42","B7YQM84","Fixed Income","Finance Companies","21,167,000","$21,560,019","100.68","-","5.00","May 15, 2017","1.22","21,560,019.45","4.44","-","4.44","21,167,000.00" | |
| "ENDP","ENDO FINANCE LLC / ENDO FINCO INC 144A","0.1690","US29273EAA64","BV0LDZ5","Fixed Income","Consumer Non-Cyclical","21,810,000","$21,515,565","98.50","-","6.00","Feb 1, 2025","6.17","21,515,565.00","6.22","-","6.22","21,810,000.00" | |
| "S","SPRINT NEXTEL CORPORATION","0.1683","US852061AF78","B44PLP0","Fixed Income","Communications","22,178,000","$21,417,556","92.50","-","8.38","Aug 15, 2017","1.38","21,417,556.42","14.04","-","14.04","22,178,000.00" | |
| "TMUS","T-MOBILE USA INC","0.1678","US87264AAG04","BFNY809","Fixed Income","Communications","21,229,000","$21,361,441","100.40","-","6.73","Apr 28, 2022","4.11","21,361,440.65","6.65","-","6.62","21,229,000.00" | |
| "ZFFNGR","ZF NORTH AMERICA CAPITAL INC 144A","0.1676","US98877DAC92","BX41K43","Fixed Income","Consumer Cyclical","23,455,000","$21,327,704","89.60","-","4.75","Apr 29, 2025","7.26","21,327,703.68","6.25","-","6.25","23,455,000.00" | |
| "FCAIM","FIAT CHRYSLER AUTOMOBILES NV","0.1671","US31562QAF46","BYX8KZ3","Fixed Income","Consumer Cyclical","23,340,000","$21,266,144","89.44","-","5.25","Apr 15, 2023","5.83","21,266,143.75","7.15","-","7.15","23,340,000.00" | |
| "CMZB","COMMERZBANK AG 144A","0.1666","US20259BAA98","BDWGZR8","Fixed Income","Banking","19,850,000","$21,201,247","103.63","-","8.13","Sep 19, 2023","5.62","21,201,247.40","7.49","-","7.49","19,850,000.00" | |
| "REYNOL","REYNOLDS GROUP ISSUER LLC","0.1665","US761735AH26","B849SM6","Fixed Income","Capital Goods","21,061,000","$21,189,379","95.81","-","9.88","Aug 15, 2019","2.79","21,189,378.85","11.35","-","11.35","21,061,000.00" | |
| "TMUS","T-MOBILE USA INC","0.1663","US87264AAC99","BFNY7R9","Fixed Income","Communications","20,737,000","$21,171,537","101.88","-","6.46","Apr 28, 2019","0.98","21,171,536.92","5.80","-","4.87","20,737,000.00" | |
| "HXN","HEXION US FINANCE CORP","0.1663","US428302AA14","B6XQVS1","Fixed Income","Basic Industry","27,398,000","$21,161,549","75.12","-","6.63","Apr 15, 2020","3.51","21,161,549.28","14.81","-","14.81","27,398,000.00" | |
| "QUICKN","QUICKEN LOANS INC 144A","0.1662","US74840LAA08","BXB3Y84","Fixed Income","Finance Companies","22,610,000","$21,158,721","92.00","-","5.75","May 1, 2025","6.60","21,158,720.62","6.94","-","6.94","22,610,000.00" | |
| "URI","UNITED RENTALS (NORTH AMERICA) INC","0.1650","US911365AZ71","B833788","Fixed Income","Capital Goods","20,405,000","$21,004,614","100.50","-","7.63","Apr 15, 2022","4.00","21,004,614.49","7.52","-","7.48","20,405,000.00" | |
| "DISH","DISH DBS CORP","0.1636","US25470XAP06","BD64T10","Fixed Income","Communications","20,696,000","$20,823,358","99.09","-","4.25","Apr 1, 2018","2.03","20,823,358.35","4.70","-","4.70","20,696,000.00" | |
| "MGM","MGM RESORTS INTERNATIONAL","0.1633","US552953CA78","B94ZL44","Fixed Income","Consumer Cyclical","20,300,000","$20,784,592","101.38","-","6.63","Dec 15, 2021","4.86","20,784,592.01","6.34","-","6.34","20,300,000.00" | |
| "LPNT","LIFEPOINT HOSPITALS INC","0.1622","US53219LAM19","BRSG3Q5","Fixed Income","Consumer Non-Cyclical","20,300,000","$20,639,058","100.62","-","5.50","Dec 1, 2021","4.00","20,639,058.04","5.37","-","5.32","20,300,000.00" | |
| "TMUS","T-MOBILE USA INC","0.1617","US87264AAM71","BQQMCK5","Fixed Income","Communications","20,397,000","$20,580,573","98.25","-","6.00","Mar 1, 2023","4.96","20,580,573.00","6.31","-","6.31","20,397,000.00" | |
| "NAVI","NAVIENT CORP MTN","0.1601","US78442FER55","BDZTWW8","Fixed Income","Finance Companies","21,700,000","$20,372,382","93.50","-","5.50","Jan 15, 2019","2.72","20,372,381.94","8.03","-","8.03","21,700,000.00" | |
| "UPCB","UPCB FINANCE IV LTD 144A","0.1589","US90320MAA36","BWT1YQ1","Fixed Income","Communications","20,882,000","$20,229,075","96.50","-","5.38","Jan 15, 2025","6.35","20,229,074.97","5.88","-","5.88","20,882,000.00" | |
| "IEP","ICAHN ENTERPRISES LP","0.1585","US451102BB24","BN65T24","Fixed Income","Financial Other","22,275,000","$20,167,460","88.58","-","4.88","Mar 15, 2019","2.82","20,167,460.16","9.19","-","9.19","22,275,000.00" | |
| "AA","ALCOA INC","0.1580","US013817AV33","B3YXZX3","Fixed Income","Basic Industry","21,929,000","$20,114,375","90.00","-","5.40","Apr 15, 2021","4.42","20,114,375.25","7.78","-","7.78","21,929,000.00" | |
| "ALLY","ALLY FINANCIAL INC","0.1577","US02005NAE04","B58L452","Fixed Income","Banking","17,810,000","$20,075,828","109.50","-","8.00","Mar 15, 2020","3.48","20,075,827.78","5.38","-","5.38","17,810,000.00" | |
| "DISH","DISH DBS CORP","0.1574","US25470XAL91","B9WGB72","Fixed Income","Communications","23,425,000","$20,031,628","83.50","-","5.00","Mar 15, 2023","5.74","20,031,628.47","8.10","-","8.10","23,425,000.00" | |
| "HDSUPP","HD SUPPLY INC 144A","0.1573","US40415RAQ83","BSQ3WS0","Fixed Income","Capital Goods","19,565,000","$20,016,465","101.51","-","5.25","Dec 15, 2021","4.26","20,016,464.98","4.95","-","4.90","19,565,000.00" | |
| "PPDI","JAGUAR HL / PPDI 144A","0.1572","US47010DAA81","BYQH7Q7","Fixed Income","Consumer Non-Cyclical","20,369,000","$20,006,101","98.06","-","6.38","Aug 1, 2023","5.42","20,006,100.80","6.71","-","6.71","20,369,000.00" | |
| "WIN","WINDSTREAM CORP","0.1557","US97381WAJ36","B621BS7","Fixed Income","Communications","18,547,000","$19,818,142","104.69","-","7.88","Nov 1, 2017","1.61","19,818,141.83","5.00","-","5.00","18,547,000.00" | |
| "ALTFIC","ALTICE US FIN I CORP 144A","0.1554","US02155FAA30","BYRZZM2","Fixed Income","Communications","19,850,000","$19,775,218","99.25","-","5.38","Jul 15, 2023","5.34","19,775,217.88","5.50","-","5.50","19,850,000.00" | |
| "BMCAUS","BUILDING MATERIALS CORP OF AMERICA 144A","0.1535","US120111BN87","BYWDHJ2","Fixed Income","Capital Goods","19,375,000","$19,536,458","98.75","-","6.00","Oct 15, 2025","6.43","19,536,458.33","6.17","-","6.17","19,375,000.00" | |
| "UVN","UNIVISION COMMUNICATIONS INC 144A","0.1529","US914906AP73","B88CD48","Fixed Income","Communications","18,603,000","$19,465,973","101.92","-","6.75","Sep 15, 2022","3.94","19,465,972.71","6.39","-","6.26","18,603,000.00" | |
| "FCAIM","FIAT CHRYSLER AUTOMOBILES NV","0.1524","US31562QAC15","BYWZQM4","Fixed Income","Consumer Cyclical","20,225,000","$19,403,359","94.50","-","4.50","Apr 15, 2020","3.77","19,403,359.38","6.01","-","6.01","20,225,000.00" | |
| "AER","INTERNATIONAL LEASE FINANCE CORP","0.1523","US459745GF62","B4SR8P1","Fixed Income","Finance Companies","17,217,000","$19,379,250","111.30","-","8.25","Dec 15, 2020","4.06","19,379,249.74","5.56","-","5.56","17,217,000.00" | |
| "CTL","CENTURYLINK INC","0.1520","US156700AR77","B3LJ9T8","Fixed Income","Communications","20,525,000","$19,342,168","93.25","-","6.45","Jun 15, 2021","4.49","19,342,168.20","8.02","-","8.02","20,525,000.00" | |
| "CVC","CABLEVISION SYSTEMS CORPORATION","0.1518","US12686CAY57","B67GBH6","Fixed Income","Communications","18,120,000","$19,321,870","103.16","-","8.63","Sep 15, 2017","1.47","19,321,870.31","6.50","-","6.50","18,120,000.00" | |
| "BLL","BALL CORP","0.1515","US058498AT38","BYR7K23","Fixed Income","Capital Goods","18,850,000","$19,287,084","101.75","-","5.25","Jul 1, 2025","7.42","19,287,084.38","5.01","-","5.01","18,850,000.00" | |
| "CTL","CENTURYLINK INC","0.1508","US156700AS50","B7M5R33","Fixed Income","Communications","20,839,000","$19,190,260","89.75","-","5.80","Mar 15, 2022","4.99","19,190,259.69","7.95","-","7.95","20,839,000.00" | |
| "HCA","HCA HOLDINGS INC","0.1504","US40412CAC55","B9321F7","Fixed Income","Consumer Non-Cyclical","17,985,000","$19,144,535","103.41","-","6.25","Feb 15, 2021","4.24","19,144,535.11","5.46","-","5.46","17,985,000.00" | |
| "CYH","CHS/COMMUNITY HEALTH SYSTEMS INC","0.1504","US12543DAQ34","B7WP692","Fixed Income","Consumer Non-Cyclical","20,740,000","$19,144,532","91.81","-","7.13","Jul 15, 2020","3.76","19,144,532.29","9.43","-","9.43","20,740,000.00" | |
| "ASH","ASHLAND INC","0.1498","US044209AF18","BCRXP33","Fixed Income","Basic Industry","19,900,000","$19,065,997","93.50","-","4.75","Aug 15, 2022","5.43","19,065,996.53","5.97","-","5.97","19,900,000.00" | |
| "NUAN","NUANCE COMMUNICATIONS INC (NEW) 144A","0.1498","US67020YAD22","B7L6MS7","Fixed Income","Technology","18,715,000","$19,063,632","99.25","-","5.38","Aug 15, 2020","3.29","19,063,631.86","5.56","-","5.56","18,715,000.00" | |
| "THC","TENET HEALTHCARE CORPORATION","0.1492","US88033GBP46","B7WC8B9","Fixed Income","Consumer Non-Cyclical","17,760,000","$18,995,519","105.24","-","6.25","Nov 1, 2018","2.50","18,995,518.80","4.19","-","4.19","17,760,000.00" | |
| "IEP","ICAHN ENTERPRISES LP","0.1479","US451102BF38","BN33VZ8","Fixed Income","Financial Other","22,990,000","$18,828,092","81.75","-","5.88","Feb 1, 2022","4.96","18,828,091.56","10.01","-","10.01","22,990,000.00" | |
| "NGPLCO","NGPL PIPECO LLC 144A","0.1477","US62912XAB01","B2B32V6","Fixed Income","Energy","20,640,000","$18,800,486","90.00","-","7.12","Dec 15, 2017","1.73","18,800,485.80","13.39","-","13.39","20,640,000.00" | |
| "CVC","NEPTUNE FINCO CORP 144A","0.1467","US64072TAC99","BYNLWL2","Fixed Income","Communications","17,725,000","$18,673,595","103.13","-","6.63","Oct 15, 2025","5.52","18,673,595.23","6.18","-","5.84","17,725,000.00" | |
| "EQIX","EQUINIX INC","0.1467","US29444UAM80","B7GHLH7","Fixed Income","Technology","17,835,000","$18,668,972","102.75","-","5.38","Apr 1, 2023","4.21","18,668,972.03","4.91","-","4.76","17,835,000.00" | |
| "ALLY","ALLY FINANCIAL INC","0.1466","US02005NAD21","B6R31L1","Fixed Income","Banking","18,060,000","$18,660,119","102.13","-","6.25","Dec 1, 2017","1.71","18,660,118.75","5.00","-","5.00","18,060,000.00" | |
| "SATS","HUGHES SATELLITE SYSTEMS CORP","0.1465","US444454AB81","B7CL7J7","Fixed Income","Communications","17,012,000","$18,641,844","108.59","-","6.50","Jun 15, 2019","3.03","18,641,844.11","3.74","-","3.74","17,012,000.00" | |
| "ZBRA","ZEBRA TECHNOLOGIES CORPORATION","0.1464","US989207AC92","BYX48F7","Fixed Income","Technology","17,720,000","$18,635,671","102.85","-","7.25","Oct 15, 2022","4.26","18,635,670.76","6.71","-","6.53","17,720,000.00" | |
| "CPN","CALPINE CORP","0.1460","US131347CE49","BP45760","Fixed Income","Electric","20,660,000","$18,584,912","88.24","-","5.38","Jan 15, 2023","5.53","18,584,912.47","7.59","-","7.59","20,660,000.00" | |
| "NRG","NRG ENERGY INC","0.1452","US629377BN11","B713PM3","Fixed Income","Electric","18,430,000","$18,481,514","99.75","-","7.63","Jan 15, 2018","1.82","18,481,514.41","7.76","-","7.76","18,430,000.00" | |
| "KLXI","KLX INC 144A","0.1451","US482539AA16","BSSBYM0","Fixed Income","Capital Goods","19,890,000","$18,473,045","91.75","-","5.88","Dec 1, 2022","5.36","18,473,044.69","7.44","-","7.44","19,890,000.00" | |
| "TDG","TRANSDIGM INC","0.1451","US893647AX57","BRJ3C02","Fixed Income","Capital Goods","19,710,000","$18,468,544","93.25","-","6.50","Jul 15, 2024","6.04","18,468,543.75","7.60","-","7.60","19,710,000.00" | |
| "IHRT","CLEAR CHANNEL COMMUNICATIONS INC","0.1451","US184502BG63","B5MC2T1","Fixed Income","Communications","28,590,000","$18,469,140","60.63","-","9.00","Mar 1, 2021","3.61","18,469,140.00","22.38","-","22.38","28,590,000.00" | |
| "HDSUPP","HD SUPPLY INC","0.1442","US40415RAK14","B8XB2C1","Fixed Income","Capital Goods","16,195,000","$18,356,216","109.67","-","11.50","Jul 15, 2020","0.65","18,356,216.45","8.81","-","5.23","16,195,000.00" | |
| "AMSG","AMSURG CORP","0.1442","US03232PAD06","BVXY737","Fixed Income","Consumer Non-Cyclical","18,098,000","$18,349,675","101.00","-","5.63","Jul 15, 2022","4.39","18,349,675.31","5.44","-","5.37","18,098,000.00" | |
| "EQIX","EQUINIX INC","0.1437","US29444UAQ94","BYTY204","Fixed Income","Technology","17,740,000","$18,285,875","102.00","-","5.88","Jan 15, 2026","6.45","18,285,874.58","5.61","-","5.56","17,740,000.00" | |
| "AER","AERCAP IRELAND CAPITAL LTD / AERCA","0.1435","US00772BAD38","BYZ3HS8","Fixed Income","Finance Companies","19,050,000","$18,266,172","95.00","-","3.75","May 15, 2019","3.05","18,266,171.88","5.44","-","5.44","19,050,000.00" | |
| "GT","GOODYEAR TIRE & RUBBER COMPANY (TH","0.1435","US382550BE09","BYZGC59","Fixed Income","Consumer Cyclical","18,020,000","$18,263,708","100.00","-","5.13","Nov 15, 2023","5.19","18,263,707.99","5.12","-","5.12","18,020,000.00" | |
| "HOLX","HOLOGIC INC 144A","0.1430","US436440AH47","BYQ2JN3","Fixed Income","Consumer Non-Cyclical","17,618,000","$18,198,894","102.93","-","5.25","Jul 15, 2022","4.22","18,198,894.24","4.72","-","4.51","17,618,000.00" | |
| "MGM","MGM RESORTS INTERNATIONAL","0.1429","US552953BX80","B7MQJ41","Fixed Income","Consumer Cyclical","16,900,000","$18,193,226","104.53","-","7.75","Mar 15, 2022","4.81","18,193,226.49","6.83","-","6.83","16,900,000.00" | |
| "LB","LIMITED BRANDS INC","0.1428","US532716AU19","B65BTL3","Fixed Income","Consumer Cyclical","16,847,000","$18,178,866","105.17","-","5.63","Feb 15, 2022","5.04","18,178,865.70","4.63","-","4.63","16,847,000.00" | |
| "DYN","DYNEGY INC","0.1426","US26817RAP38","BYW6T84","Fixed Income","Electric","21,020,000","$18,150,113","84.25","-","7.63","Nov 1, 2024","6.02","18,150,113.12","10.41","-","10.41","21,020,000.00" | |
| "TDG","TRANSDIGM INC","0.1425","US893647AW74","BRJ3DH6","Fixed Income","Capital Goods","19,160,000","$18,138,583","94.25","-","6.00","Jul 15, 2022","5.06","18,138,583.33","7.13","-","7.13","19,160,000.00" | |
| "LB","L BRANDS INC","0.1424","US532716AT46","B3Z5N78","Fixed Income","Consumer Cyclical","16,202,000","$18,124,540","109.49","-","6.63","Apr 1, 2021","4.35","18,124,540.39","4.53","-","4.53","16,202,000.00" | |
| "REYNOL","REYNOLDS GROUP ISSUER LLC","0.1422","US761735AD12","B89P5C8","Fixed Income","Capital Goods","17,200,000","$18,095,534","101.86","-","6.88","Feb 15, 2021","2.76","18,095,534.15","6.43","-","6.19","17,200,000.00" | |
| "CSAL","COMMUNICATIONS SALES & LEASING INC","0.1418","US20341WAD74","BYRFVY6","Fixed Income","Communications","20,600,000","$18,052,896","85.00","-","8.25","Oct 15, 2023","5.39","18,052,895.83","11.21","-","11.21","20,600,000.00" | |
| "GRFSM","GRIFOLS WORLDWIDE OPERATIONS LIMIT","0.1415","US398435AC17","BYPCJ89","Fixed Income","Consumer Non-Cyclical","17,485,000","$18,010,643","101.13","-","5.25","Apr 1, 2022","4.07","18,010,642.81","5.03","-","4.94","17,485,000.00" | |
| "RBS","ROYAL BANK OF SCOTLAND PLC (THE)","0.1408","US780097AY76","BBDY0Z0","Fixed Income","Banking","17,662,000","$17,918,021","100.43","-","6.10","Jun 10, 2023","5.91","17,918,020.70","6.02","-","6.02","17,662,000.00" | |
| "HNDLIN","NOVELIS INC","0.1407","US67000XAL01","B4L3447","Fixed Income","Basic Industry","18,793,000","$17,905,879","94.00","-","8.38","Dec 15, 2017","1.72","17,905,879.05","12.08","-","12.08","18,793,000.00" | |
| "HBGCN","HUB INTERNATIONAL LIMITED 144A","0.1406","US43414TAA43","BDZTWX9","Fixed Income","Insurance","19,870,000","$17,897,282","87.25","-","7.88","Oct 1, 2021","4.39","17,897,281.56","10.96","-","10.96","19,870,000.00" | |
| "ACAFP","CREDIT AGRICOLE SA 144A","0.1405","US225313AB10","B4VK998","Fixed Income","Banking","16,829,000","$17,877,762","103.51","-","8.38","Dec 31, 2049","3.15","17,877,762.24","7.53","-","7.26","16,829,000.00" | |
| "CHTR","CCO HOLDINGS LLC/CAP CORP","0.1396","US1248EPBE24","B97FFX8","Fixed Income","Communications","17,792,000","$17,774,084","99.50","-","5.75","Jan 15, 2024","5.24","17,774,084.44","5.83","-","5.83","17,792,000.00" | |
| "CNX","CONSOL ENERGY INC","0.1393","US20854PAL31","BVCY3Z2","Fixed Income","Basic Industry","26,910,000","$17,731,956","64.02","-","5.88","Apr 15, 2022","4.81","17,731,955.95","15.00","-","15.00","26,910,000.00" | |
| "PUMAFN","PUMA INTERNATIONAL FINANCING SA 144A","0.1391","XS1022807256","BJH7VJ2","Fixed Income","Energy","19,300,000","$17,705,303","91.57","-","6.75","Feb 1, 2021","4.17","17,705,302.76","8.88","-","8.88","19,300,000.00" | |
| "TRCO","TRIBUNE MEDIA CO 144A","0.1391","US896047AG24","BYPCQN3","Fixed Income","Communications","18,180,000","$17,698,227","96.94","-","5.88","Jul 15, 2022","4.91","17,698,227.47","6.46","-","6.46","18,180,000.00" | |
| "NRG","NRG ENERGY INC","0.1379","US629377BJ09","B5MWGW2","Fixed Income","Electric","19,050,000","$17,553,384","88.50","-","8.25","Sep 1, 2020","3.66","17,553,384.38","11.56","-","11.56","19,050,000.00" | |
| "AA","ALCOA INC","0.1376","US013817AW16","BQWJT65","Fixed Income","Basic Industry","20,940,000","$17,516,227","81.81","-","5.13","Oct 1, 2024","6.66","17,516,227.06","8.09","-","8.09","20,940,000.00" | |
| "CHTR","CCO HOLDINGS LLC 144A","0.1372","US1248EPBF98","BWW7FC9","Fixed Income","Communications","17,725,000","$17,463,298","97.11","-","5.13","May 1, 2023","5.37","17,463,298.09","5.62","-","5.62","17,725,000.00" | |
| "UVN","UNIVISION COMMUNICATIONS INC 144A","0.1368","US914906AR30","B9X7S84","Fixed Income","Communications","18,330,000","$17,406,181","93.75","-","5.13","May 15, 2023","5.57","17,406,180.73","6.21","-","6.21","18,330,000.00" | |
| "SPB","SPECTRUM BRANDS INC 144A","0.1366","US84762LAT26","BXTH5H4","Fixed Income","Consumer Non-Cyclical","16,982,000","$17,389,450","102.00","-","5.75","Jul 15, 2025","6.18","17,389,450.07","5.48","-","5.42","16,982,000.00" | |
| "S","SPRINT CORP","0.1365","US85207UAJ43","BVZCLQ0","Fixed Income","Communications","26,345,000","$17,376,266","62.25","-","7.63","Feb 15, 2025","5.55","17,376,265.54","15.55","-","15.55","26,345,000.00" | |
| "BMCAUS","BUILDING MATERIALS CORP OF AMERICA 144A","0.1363","US120111BM05","BS7T2Y3","Fixed Income","Capital Goods","17,910,000","$17,353,733","95.63","-","5.38","Nov 15, 2024","6.23","17,353,732.81","6.02","-","6.02","17,910,000.00" | |
| "ZFFNGR","ZF NORTH AMERICA CAPITAL INC 144A","0.1363","US98877DAA37","BX41K54","Fixed Income","Consumer Cyclical","17,600,000","$17,346,511","97.44","-","4.00","Apr 29, 2020","3.85","17,346,511.11","4.67","-","4.67","17,600,000.00" | |
| "UNITY","UNITYMEDIA KABELBW GMBH 144A","0.1363","US91337DAB01","BRJ6RM8","Fixed Income","Communications","17,100,000","$17,343,734","101.00","-","6.13","Jan 15, 2025","5.89","17,343,734.38","5.98","-","5.95","17,100,000.00" | |
| "CYH","CHS/COMMUNITY HEALTH SYSTEMS INC","0.1362","US12543DAU46","BRJT5J0","Fixed Income","Consumer Non-Cyclical","17,729,000","$17,331,809","97.63","-","5.13","Aug 1, 2021","4.38","17,331,809.23","5.63","-","5.63","17,729,000.00" | |
| "CCK","CROWN AMERICAS LLC","0.1354","US228189AB23","BGY5X14","Fixed Income","Capital Goods","17,312,000","$17,230,893","99.22","-","4.50","Jan 15, 2023","5.96","17,230,893.28","4.63","-","4.63","17,312,000.00" | |
| "CVC","CSC HOLDINGS LLC","0.1353","US126307AF48","B813RS0","Fixed Income","Communications","17,595,000","$17,220,710","96.28","-","6.75","Nov 15, 2021","4.73","17,220,710.36","7.55","-","7.55","17,595,000.00" | |
| "FTR","FRONTIER COMMUNICATIONS CORP","0.1352","US35906AAH14","B42X929","Fixed Income","Communications","17,262,000","$17,210,623","96.99","-","8.50","Apr 15, 2020","3.48","17,210,622.73","9.38","-","9.38","17,262,000.00" | |
| "CHTR","CCO HOLDINGS LLC/CAP CORP","0.1350","US1248EPAZ61","B90VDV7","Fixed Income","Communications","17,245,000","$17,176,592","97.11","-","5.13","Feb 15, 2023","5.04","17,176,592.44","5.63","-","5.63","17,245,000.00" | |
| "IGT","INTERNATIONAL GAME TECHNOLOGY 144A","0.1349","US460599AC74","BWV0NJ2","Fixed Income","Consumer Cyclical","18,840,000","$17,174,492","88.00","-","6.50","Feb 15, 2025","6.46","17,174,491.67","8.43","-","8.43","18,840,000.00" | |
| "HTZ","HERTZ CORP","0.1347","US428040CJ69","B6YX631","Fixed Income","Transportation","17,590,000","$17,142,730","95.30","-","6.75","Apr 15, 2019","2.78","17,142,730.28","8.46","-","8.46","17,590,000.00" | |
| "MLTPLN","MPH ACQUISITION HOLDINGS LLC 144A","0.1344","US553331AA71","BKX0VB4","Fixed Income","Consumer Non-Cyclical","16,831,000","$17,104,328","99.25","-","6.63","Apr 1, 2022","4.38","17,104,328.43","6.77","-","6.77","16,831,000.00" | |
| "ADT","ADT CORP","0.1344","US00101JAK25","BMHDHV5","Fixed Income","Consumer Cyclical","17,260,000","$17,102,942","97.09","-","6.25","Oct 15, 2021","4.72","17,102,941.89","6.87","-","6.87","17,260,000.00" | |
| "AER","AERCAP IRELAND CAPITAL LTD / AERCA","0.1339","US00772BAQ41","BYNMJD6","Fixed Income","Finance Companies","17,540,000","$17,039,897","95.75","-","4.63","Oct 30, 2020","4.20","17,039,897.28","5.66","-","5.66","17,540,000.00" | |
| "S","SPRINT NEXTEL CORPORATION 144A","0.1338","US852061AQ34","B74C2G0","Fixed Income","Communications","17,618,000","$17,028,670","93.56","-","7.00","Mar 1, 2020","3.45","17,028,670.27","8.92","-","8.92","17,618,000.00" | |
| "CTL","CENTURYLINK INC","0.1338","US156700AW62","B9MT126","Fixed Income","Communications","17,705,000","$17,023,645","94.14","-","5.63","Apr 1, 2020","3.64","17,023,645.21","7.29","-","7.29","17,705,000.00" | |
| "MGM","MGM RESORTS INTERNATIONAL","0.1330","US552953BW08","B8G9ZQ7","Fixed Income","Consumer Cyclical","15,312,000","$16,933,637","110.38","-","8.63","Feb 1, 2019","2.69","16,933,636.50","4.84","-","4.84","15,312,000.00" | |
| "GLPI","GLP CAPITAL LP","0.1330","US361841AD12","BPRW735","Fixed Income","Consumer Cyclical","17,480,000","$16,927,741","95.50","-","4.88","Nov 1, 2020","4.16","16,927,741.25","5.98","-","5.98","17,480,000.00" | |
| "THC","TENET HEALTHCARE CORPORATION","0.1330","US88033GCG38","BYXYL81","Fixed Income","Consumer Non-Cyclical","17,589,000","$16,922,084","94.00","-","5.00","Mar 1, 2019","2.78","16,922,083.75","7.22","-","7.22","17,589,000.00" | |
| "ZFFNGR","ZF NORTH AMERICA CAPITAL INC 144A","0.1328","US98877DAB10","BX41K32","Fixed Income","Consumer Cyclical","17,950,000","$16,903,784","92.91","-","4.50","Apr 29, 2022","5.34","16,903,784.25","5.88","-","5.88","17,950,000.00" | |
| "ALLY","ALLY FINANCIAL INC","0.1322","US02005NBB55","BY2ZGX5","Fixed Income","Banking","17,300,000","$16,822,520","96.45","-","3.60","May 21, 2018","2.18","16,822,520.00","5.27","-","5.27","17,300,000.00" | |
| "INTEL","INTELSAT JACKSON HOLDINGS SA","0.1322","US45824TAG04","B6RXV44","Fixed Income","Communications","19,745,000","$16,820,272","82.50","-","7.50","Apr 1, 2021","4.10","16,820,271.88","12.17","-","12.17","19,745,000.00" | |
| "PNK","AMERISTAR CASINOS INC","0.1320","US03070QAN16","B78RQH0","Fixed Income","Consumer Cyclical","15,805,000","$16,800,753","103.90","-","7.50","Apr 15, 2021","1.32","16,800,753.46","6.59","-","5.57","15,805,000.00" | |
| "AER","AERCAP IRELAND CAPITAL LTD / AERCA","0.1320","US00772BAF85","BYRQDH6","Fixed Income","Finance Companies","17,670,000","$16,797,544","94.00","-","4.50","May 15, 2021","4.64","16,797,543.75","5.84","-","5.84","17,670,000.00" | |
| "AA","ALCOA INC","0.1314","US013817AU59","B531N61","Fixed Income","Basic Industry","17,013,000","$16,726,201","95.32","-","6.15","Aug 15, 2020","3.85","16,726,200.52","7.39","-","7.39","17,013,000.00" | |
| "AES","AES CORPORATION (THE)","0.1313","US00130HBS31","B8J7VH1","Fixed Income","Electric","16,400,000","$16,715,529","101.13","-","7.38","Jul 1, 2021","4.46","16,715,529.17","7.12","-","7.12","16,400,000.00" | |
| "TLN","TALEN ENERGY SUPPLY LLC 144A","0.1313","US74966NAA46","BNJZDL8","Fixed Income","Electric","21,275,000","$16,716,019","78.25","-","4.63","Jul 15, 2019","3.14","16,716,018.66","12.63","-","12.63","21,275,000.00" | |
| "IRM","IRON MOUNTAIN INC 144A","0.1312","US46284VAA98","BYVY718","Fixed Income","Technology","15,575,000","$16,693,804","105.00","-","6.00","Oct 1, 2020","2.68","16,693,804.17","4.78","-","4.49","15,575,000.00" | |
| "SFD","SMITHFIELD FOODS INC","0.1311","US832248AV01","B8K8G89","Fixed Income","Consumer Non-Cyclical","15,619,000","$16,687,319","103.62","-","6.63","Aug 15, 2022","3.37","16,687,318.69","5.95","-","5.70","15,619,000.00" | |
| "ALLY","ALLY FINANCIAL INC","0.1309","US02005NAL47","B7M6HT2","Fixed Income","Banking","16,217,000","$16,658,688","100.05","-","5.50","Feb 15, 2017","0.98","16,658,688.01","5.38","-","5.38","16,217,000.00" | |
| "AHTLN","ASHTEAD CAPITAL INC 144A","0.1306","US045054AB98","B8N54G1","Fixed Income","Capital Goods","16,430,000","$16,627,388","100.75","-","6.50","Jul 15, 2022","4.15","16,627,388.19","6.35","-","6.30","16,430,000.00" | |
| "MSCI","MSCI INC 144A","0.1305","US55354GAB68","BYT34P0","Fixed Income","Technology","15,435,000","$16,604,523","104.75","-","5.75","Aug 15, 2025","5.86","16,604,522.81","5.11","-","4.98","15,435,000.00" | |
| "LVLT","LEVEL 3 FINANCING INC","0.1304","US527298BD49","BVFB3J4","Fixed Income","Communications","16,369,000","$16,597,200","100.13","-","5.38","Aug 15, 2022","4.21","16,597,199.77","5.35","-","5.34","16,369,000.00" | |
| "CERPLC","CAESARS ENTERTAINMENT RESORT PROPE","0.1304","US12768XAB01","BVZHJG1","Fixed Income","Consumer Cyclical","19,085,000","$16,592,817","83.00","-","11.00","Oct 1, 2021","3.98","16,592,817.08","15.63","-","15.63","19,085,000.00" | |
| "ETE","ENERGY TRANSFER EQUITY LP","0.1303","US29273VAC46","B3LXVV6","Fixed Income","Energy","20,380,000","$16,588,471","79.00","-","7.50","Oct 15, 2020","3.80","16,588,470.83","13.72","-","13.72","20,380,000.00" | |
| "CIT","CIT GROUP INC","0.1300","US125581GS12","BJFGP77","Fixed Income","Finance Companies","17,000,000","$16,549,025","95.51","-","3.88","Feb 19, 2019","2.81","16,549,024.85","5.51","-","5.51","17,000,000.00" | |
| "IRM","IRON MOUNTAIN INC","0.1297","US46284PAP99","B8N2804","Fixed Income","Technology","16,549,000","$16,502,591","97.00","-","5.75","Aug 15, 2024","5.38","16,502,591.29","6.21","-","6.21","16,549,000.00" | |
| "XPO","XPO LOGISTICS INC 144A","0.1292","US983793AB62","BQ1VYW3","Fixed Income","Transportation","15,900,000","$16,443,164","99.94","-","7.88","Sep 1, 2019","2.76","16,443,163.88","7.89","-","7.89","15,900,000.00" | |
| "BLL","BALL CORP","0.1285","US058498AS54","B976RJ1","Fixed Income","Capital Goods","17,096,000","$16,359,922","94.75","-","4.00","Nov 15, 2023","6.59","16,359,922.22","4.82","-","4.82","17,096,000.00" | |
| "TMUS","T-MOBILE USA INC","0.1283","US87264AAJ43","BGMJFG7","Fixed Income","Communications","16,575,000","$16,330,749","98.08","-","6.50","Jan 15, 2024","5.50","16,330,748.96","6.82","-","6.82","16,575,000.00" | |
| "BBDBCN","BOMBARDIER INC 144A","0.1278","US097751BM26","BW55650","Fixed Income","Capital Goods","24,830,000","$16,268,823","62.50","-","7.50","Mar 15, 2025","5.67","16,268,822.92","15.25","-","15.25","24,830,000.00" | |
| "MGM","MGM RESORTS INTERNATIONAL","0.1276","US552953BY63","BBH8CG3","Fixed Income","Consumer Cyclical","15,460,000","$16,244,714","102.66","-","6.75","Oct 1, 2020","3.95","16,244,714.04","6.08","-","6.08","15,460,000.00" | |
| "S","SPRINT NEXTEL CORPORATION","0.1276","US852061AR17","B8GJJV0","Fixed Income","Communications","22,748,000","$16,241,498","67.99","-","7.00","Aug 15, 2020","3.60","16,241,498.24","17.56","-","17.56","22,748,000.00" | |
| "WYNN","WYNN LAS VEGAS LLC / WYNN LAS VEGA","0.1274","US983130AT23","B80CTV5","Fixed Income","Consumer Cyclical","16,650,000","$16,219,586","95.25","-","5.38","Mar 15, 2022","4.71","16,219,585.94","6.32","-","6.32","16,650,000.00" | |
| "ACAFP","CREDIT AGRICOLE SA 144A","0.1274","US225313AA37","B1Y1R59","Fixed Income","Banking","16,251,000","$16,212,083","98.47","-","6.64","Dec 31, 2049","1.25","16,212,083.37","2.19","-","7.88","16,251,000.00" | |
| "URI","UNITED RENTALS (NORTH AMERICA) INC","0.1272","US911365BC77","BWCN5Y9","Fixed Income","Capital Goods","17,045,000","$16,183,576","94.63","-","4.63","Jul 15, 2023","5.80","16,183,576.48","5.52","-","5.52","17,045,000.00" | |
| "IHRT","CLEAR CHANNEL COMMUNICATIONS INC","0.1270","US184502BL58","BCBVTZ3","Fixed Income","Communications","24,350,000","$16,162,313","65.00","-","9.00","Dec 15, 2019","3.11","16,162,312.50","23.23","-","23.23","24,350,000.00" | |
| "VMED","VIRGIN MEDIA SECURED FINANCE PLC 144A","0.1269","US92769XAL91","BWDPLQ8","Fixed Income","Communications","16,507,000","$16,154,507","97.50","-","5.25","Jan 15, 2026","6.61","16,154,506.77","5.58","-","5.58","16,507,000.00" | |
| "TMUS","T-MOBILE USA INC","0.1267","US591709AL49","B60P6W0","Fixed Income","Communications","15,620,000","$16,122,064","101.65","-","6.63","Nov 15, 2020","2.63","16,122,063.68","6.22","-","5.96","15,620,000.00" | |
| "THC","TENET HEALTHCARE CORPORATION","0.1262","US88033GCA67","BHB92M0","Fixed Income","Consumer Non-Cyclical","16,620,000","$16,059,199","96.15","-","4.38","Oct 1, 2021","4.98","16,059,199.37","5.17","-","5.17","16,620,000.00" | |
| "ARMK","ARAMARK CORP","0.1257","US038521AM20","BKRCXQ5","Fixed Income","Consumer Non-Cyclical","15,200,000","$16,004,106","102.97","-","5.75","Mar 15, 2020","0.94","16,004,106.18","4.94","-","4.24","15,200,000.00" | |
| "SATS","HUGHES SATELLITE SYSTEMS CORP","0.1257","US444454AA09","B7GWTB2","Fixed Income","Communications","14,865,000","$16,004,392","106.50","-","7.63","Jun 15, 2021","4.44","16,004,391.93","6.18","-","6.18","14,865,000.00" | |
| "ALTICE","ALTICE FINANCING SA 144A","0.1252","US02154CAC73","BH5GH11","Fixed Income","Communications","16,649,000","$15,938,753","95.28","-","6.50","Jan 15, 2022","4.65","15,938,753.48","7.50","-","7.50","16,649,000.00" | |
| "SIRI","SIRIUS XM RADIO INC 144A","0.1251","US82967NAU28","BW9RT97","Fixed Income","Communications","16,150,000","$15,926,648","96.90","-","5.38","Apr 15, 2025","6.39","15,926,647.74","5.81","-","5.81","16,150,000.00" | |
| "FDC","FIRST DATA CORPORATION 144A","0.1247","US32008DAA46","BYNR4F8","Fixed Income","Technology","15,980,000","$15,866,808","98.25","-","5.00","Jan 15, 2024","5.55","15,866,808.33","5.27","-","5.27","15,980,000.00" | |
| "ISATLN","INMARSAT FINANCE PLC 144A","0.1246","US45763PAE60","BMQXLR0","Fixed Income","Communications","16,075,000","$15,858,521","97.50","-","4.88","May 15, 2022","4.76","15,858,520.57","5.35","-","5.35","16,075,000.00" | |
| "SBH","SALLY HOLDINGS LLC/SALLY CAPITAL I","0.1245","US79546VAJ52","B45X1H5","Fixed Income","Consumer Cyclical","15,118,000","$15,851,538","103.75","-","5.75","Jun 1, 2022","2.98","15,851,537.96","5.05","-","4.77","15,118,000.00" | |
| "REYNOL","REYNOLDS GROUP ISSUER LLC","0.1245","US761735AF69","B81BTQ6","Fixed Income","Capital Goods","17,155,000","$15,848,718","88.38","-","8.25","Feb 15, 2021","3.93","15,848,718.23","11.35","-","11.35","17,155,000.00" | |
| "DISH","DISH DBS CORP","0.1244","US25470XAH89","B8844B8","Fixed Income","Communications","15,550,000","$15,833,194","101.50","-","4.63","Jul 15, 2017","1.39","15,833,193.58","3.54","-","3.54","15,550,000.00" | |
| "CQP","SABINE PASS LIQUEFACTION LLC","0.1244","US785592AH92","BSPPYG9","Fixed Income","Energy","17,300,000","$15,833,076","89.00","-","6.25","Mar 15, 2022","4.91","15,833,076.39","8.60","-","8.60","17,300,000.00" | |
| "CERPLC","CAESARS ENTERTAINMENT RESORT PROPE","0.1243","US12768XAA28","BWDH3K2","Fixed Income","Consumer Cyclical","16,750,000","$15,816,885","91.56","-","8.00","Oct 1, 2020","3.75","15,816,885.42","10.33","-","10.33","16,750,000.00" | |
| "DISH","DISH DBS CORP","0.1238","US25470XAQ88","BFPNM13","Fixed Income","Communications","16,200,000","$15,753,762","95.84","-","5.13","May 1, 2020","3.76","15,753,762.09","6.26","-","6.26","16,200,000.00" | |
| "NAVI","NAVIENT CORP MTN","0.1234","US78442FES39","BH7KDR9","Fixed Income","Finance Companies","17,410,000","$15,706,903","89.50","-","4.88","Jun 17, 2019","3.08","15,706,903.02","8.54","-","8.54","17,410,000.00" | |
| "POST","POST HOLDINGS INC 144A","0.1231","US737446AE45","BGKDMX7","Fixed Income","Consumer Non-Cyclical","14,925,000","$15,666,661","103.68","-","6.75","Dec 1, 2021","3.52","15,666,660.56","5.99","-","5.66","14,925,000.00" | |
| "MTNA","ARCELORMITTAL","0.1228","US03938LAX29","B7MPB86","Fixed Income","Basic Industry","18,175,000","$15,629,249","82.67","-","7.25","Feb 25, 2022","4.65","15,629,248.95","11.28","-","11.28","18,175,000.00" | |
| "NRG","NRG ENERGY INC","0.1219","US629377BW10","BSJJ757","Fixed Income","Electric","19,904,000","$15,509,318","77.49","-","6.25","Jul 15, 2022","5.14","15,509,317.77","11.26","-","11.26","19,904,000.00" | |
| "FECRC","FLORIDA EAST COAST HOLDINGS CORP 144A","0.1213","US340630AA06","BLS12F0","Fixed Income","Transportation","16,231,000","$15,440,753","93.28","-","6.75","May 1, 2019","2.86","15,440,753.19","9.20","-","9.20","16,231,000.00" | |
| "NGLS","TARGA RESOURCES PARTNERS LP","0.1213","US87612BAT98","BYQNLR4","Fixed Income","Energy","18,691,000","$15,438,247","82.25","-","5.00","Jan 15, 2018","1.84","15,438,246.81","16.05","-","16.05","18,691,000.00" | |
| "S","SPRINT NEXTEL CORPORATION","0.1212","US852061AP50","B7PV7L6","Fixed Income","Communications","14,973,000","$15,428,207","99.01","-","9.13","Mar 1, 2017","0.98","15,428,207.40","10.12","-","10.12","14,973,000.00" | |
| "NOKIA","NOKIA CORP","0.1211","US654902AB18","B40SLZ3","Fixed Income","Technology","14,500,000","$15,409,019","105.00","-","5.38","May 15, 2019","2.99","15,409,019.10","3.73","-","3.73","14,500,000.00" | |
| "BMC","BMC SOFTWARE FINANCE INC 144A","0.1206","US05578MAA09","BCZQW55","Fixed Income","Technology","27,745,000","$15,346,935","54.75","-","8.13","Jul 15, 2021","4.03","15,346,934.81","23.19","-","23.19","27,745,000.00" | |
| "SHAEFF","SCHAEFFLER FINANCE BV 144A","0.1202","US806261AE32","B7YHPN3","Fixed Income","Consumer Cyclical","15,350,000","$15,297,584","98.54","-","4.75","May 15, 2021","3.98","15,297,584.01","5.07","-","5.07","15,350,000.00" | |
| "SGMS","SCIENTIFIC GAMES INTERNATIONAL INC 144A","0.1201","US80874YAR18","BSTKBK3","Fixed Income","Consumer Cyclical","16,660,000","$15,287,463","91.00","-","7.00","Jan 1, 2022","4.75","15,287,463.33","9.00","-","9.00","16,660,000.00" | |
| "RAD","RITE AID CORP","0.1200","US767754CG77","BFRTQW8","Fixed Income","Consumer Cyclical","14,366,000","$15,268,364","105.25","-","6.75","Jun 15, 2021","1.92","15,268,364.38","5.60","-","5.02","14,366,000.00" | |
| "FTR","FRONTIER COMMUNICATIONS CORP 144A","0.1196","US35906AAR95","BYP60M2","Fixed Income","Communications","14,954,000","$15,227,378","98.50","-","8.88","Sep 15, 2020","3.68","15,227,377.81","9.28","-","9.28","14,954,000.00" | |
| "AA","ALCOA INC","0.1195","US013817AS04","B3BPWX1","Fixed Income","Basic Industry","14,735,000","$15,203,261","102.71","-","6.75","Jul 15, 2018","2.26","15,203,260.62","5.54","-","5.54","14,735,000.00" | |
| "STZ","CONSTELLATION BRANDS INC","0.1189","US21036PAL22","B8W6GZ8","Fixed Income","Consumer Non-Cyclical","14,745,000","$15,138,826","101.50","-","4.25","May 1, 2023","6.17","15,138,825.93","4.01","-","4.01","14,745,000.00" | |
| "APXSEC","APX GROUP INC","0.1189","US00213MAB00","BFZD3B0","Fixed Income","Consumer Cyclical","16,150,000","$15,136,083","92.50","-","6.38","Dec 1, 2019","3.35","15,136,082.81","8.73","-","8.73","16,150,000.00" | |
| "APU","AMERIGAS FINANCE CORP","0.1186","US03077JAB61","B73Z6F7","Fixed Income","Energy","15,617,000","$15,096,731","95.11","-","7.00","May 20, 2022","4.72","15,096,731.44","8.00","-","8.00","15,617,000.00" | |
| "UNITY","UNITYMEDIA HESSEN GMBH & CO KG / U 144A","0.1180","US913364AB19","B9B9CH9","Fixed Income","Communications","14,575,000","$15,013,262","102.63","-","5.50","Jan 15, 2023","4.09","15,013,262.15","5.05","-","4.89","14,575,000.00" | |
| "MCGHLL","MCGRAW-HILL GLOBAL EDUCATION HOLDI","0.1170","US580638AB08","BN7Q573","Fixed Income","Communications","13,509,000","$14,892,828","106.75","-","9.75","Apr 1, 2021","2.15","14,892,828.19","8.11","-","7.30","13,509,000.00" | |
| "THC","TENET HEALTHCARE CORPORATION","0.1167","US88033GBY52","BH4XWG3","Fixed Income","Consumer Non-Cyclical","15,030,000","$14,859,034","97.25","-","4.50","Apr 1, 2021","4.53","14,859,033.75","5.11","-","5.11","15,030,000.00" | |
| "URI","UNITED RENTALS (NORTH AMERICA) INC","0.1166","US911365AX24","B6SSWY5","Fixed Income","Capital Goods","15,414,000","$14,839,638","95.34","-","6.13","Jun 15, 2023","5.33","14,839,637.97","6.94","-","6.94","15,414,000.00" | |
| "ACM","AECOM","0.1164","US00766TAD28","BYZG5T4","Fixed Income","Industrial Other","14,724,000","$14,816,281","98.75","-","5.88","Oct 15, 2024","6.66","14,816,280.62","6.06","-","6.06","14,724,000.00" | |
| "ORTCLI","CRIMSON MERGER SUB INC 144A","0.1164","US22663AAA79","BMJ71Q8","Fixed Income","Consumer Non-Cyclical","20,840,000","$14,810,284","69.50","-","6.63","May 15, 2022","4.83","14,810,283.68","14.11","-","14.11","20,840,000.00" | |
| "SOCGEN","SOCIETE GENERALE 144A","0.1164","US83367TAA79","B1VX316","Fixed Income","Banking","14,723,000","$14,809,068","98.53","-","5.92","Dec 31, 2049","1.10","14,809,067.71","2.64","-","7.40","14,723,000.00" | |
| "ATVI","ACTIVISION BLIZZARD INC 144A","0.1159","US00507VAE92","BDW7BM8","Fixed Income","Communications","13,475,000","$14,750,680","107.00","-","6.13","Sep 15, 2023","3.84","14,750,680.12","5.01","-","4.37","13,475,000.00" | |
| "TMUS","T-MOBILE USA INC","0.1159","US87264AAH86","BGMJFJ0","Fixed Income","Communications","15,000,000","$14,745,871","97.88","-","6.13","Jan 15, 2022","4.50","14,745,871.25","6.56","-","6.56","15,000,000.00" | |
| "NRG","NRG ENERGY INC","0.1158","US629377BS08","B73TC73","Fixed Income","Electric","17,468,000","$14,735,896","82.50","-","7.88","May 15, 2021","4.18","14,735,895.62","12.50","-","12.50","17,468,000.00" | |
| "ALGSCO","ALGECO SCOTSMAN GLOBAL FINANCE PLC 144A","0.1157","US01551UAA25","B8KJ4G6","Fixed Income","Industrial Other","19,150,000","$14,720,587","74.15","-","8.50","Oct 15, 2018","2.32","14,720,587.34","21.69","-","21.69","19,150,000.00" | |
| "ACM","AECOM","0.1156","US00766TAB61","BYZG248","Fixed Income","Industrial Other","14,450,000","$14,716,430","100.01","-","5.75","Oct 15, 2022","4.66","14,716,429.90","5.75","-","5.75","14,450,000.00" | |
| "VRXCN","VALEANT PHARMACEUTICALS INTERNATIO 144A","0.1153","US91911KAE29","BVFJNT8","Fixed Income","Consumer Non-Cyclical","16,910,000","$14,678,585","84.38","-","5.50","Mar 1, 2023","5.56","14,678,584.58","8.49","-","8.49","16,910,000.00" | |
| "SBAC","SBA TELECOMMUNICATIONS INC","0.1153","US78401FAG28","BBNBTJ8","Fixed Income","Communications","14,157,000","$14,673,632","103.25","-","5.75","Jul 15, 2020","1.67","14,673,632.19","4.92","-","4.33","14,157,000.00" | |
| "ENMC","DJO FINCO INC 144A","0.1150","US23291AAA51","BX3JRY7","Fixed Income","Consumer Non-Cyclical","17,465,000","$14,642,823","82.60","-","8.13","Jun 15, 2021","4.24","14,642,823.42","12.70","-","12.70","17,465,000.00" | |
| "UVN","UNIVISION COMMUNICATIONS INC 144A","0.1150","US914906AK86","B3P3B90","Fixed Income","Communications","14,673,000","$14,637,336","97.75","-","8.50","May 15, 2021","3.72","14,637,336.46","9.04","-","9.04","14,673,000.00" | |
| "VRXCN","VALEANT PHARMACEUTICALS INTERNATIO 144A","0.1149","US91911KAD46","BGLVXJ3","Fixed Income","Consumer Non-Cyclical","16,050,000","$14,618,039","90.00","-","5.63","Dec 1, 2021","4.78","14,618,039.06","7.80","-","7.80","16,050,000.00" | |
| "SCI","SERVICE CORP INTERNATIONAL","0.1148","US817565CB82","BR17G99","Fixed Income","Consumer Cyclical","13,720,000","$14,614,420","105.25","-","5.38","May 15, 2024","4.88","14,614,420.14","4.60","-","4.40","13,720,000.00" | |
| "QBRCN","VIDEOTRON LTD","0.1145","US92658TAQ13","B7GKDQ9","Fixed Income","Communications","14,450,000","$14,572,424","100.50","-","5.00","Jul 15, 2022","5.51","14,572,423.61","4.91","-","4.91","14,450,000.00" | |
| "BLL","BALL CORPORATION","0.1142","US058498AU01","BYWC3D5","Fixed Income","Capital Goods","13,998,000","$14,531,030","103.13","-","4.38","Dec 15, 2020","4.37","14,531,029.79","3.66","-","3.66","13,998,000.00" | |
| "S","SPRINT NEXTEL CORPORATION","0.1138","US852061AM20","B8L08Z5","Fixed Income","Communications","17,839,000","$14,487,993","78.50","-","11.50","Nov 15, 2021","4.00","14,487,993.40","17.56","-","17.56","17,839,000.00" | |
| "POST","POST HOLDINGS INC 144A","0.1134","US737446AH75","BYTVGV4","Fixed Income","Consumer Non-Cyclical","13,100,000","$14,436,564","106.50","-","7.75","Mar 15, 2024","4.50","14,436,563.89","6.69","-","6.35","13,100,000.00" | |
| "CHTR","CCO HOLDINGS LLC/CAP CORP","0.1133","US1248EPAX14","B6S98T5","Fixed Income","Communications","13,789,000","$14,422,675","104.41","-","6.63","Jan 31, 2022","2.34","14,422,674.57","5.74","-","5.27","13,789,000.00" | |
| "GATSP","GLOBAL A&T ELECTRONICS LTD 144A","0.1132","US379390AF41","B7G75F3","Fixed Income","Technology","19,950,000","$14,413,875","72.00","-","10.00","Feb 1, 2019","2.56","14,413,875.00","23.62","-","23.62","19,950,000.00" | |
| "VER","ARC PROPERTIES OPERATING PARTNERSH","0.1124","US03879QAB05","BRTNTK1","Fixed Income","Reits","14,600,000","$14,311,244","98.00","-","2.00","Feb 6, 2017","0.98","14,311,244.44","4.08","-","4.08","14,600,000.00" | |
| "LVLT","LEVEL 3 FINANCING INC 144A","0.1124","US527298BJ19","BYV2L98","Fixed Income","Communications","14,250,000","$14,303,190","100.00","-","5.38","Jan 15, 2024","5.35","14,303,190.10","5.37","-","5.37","14,250,000.00" | |
| "NRG","NRG ENERGY INC","0.1122","US629377BY75","BV0LBV7","Fixed Income","Electric","18,250,000","$14,274,922","76.50","-","6.25","May 1, 2024","6.05","14,274,921.88","10.60","-","10.60","18,250,000.00" | |
| "INTEL","INTELSAT LUXEMBOURG SA","0.1118","US458204AP96","BLM74Q9","Fixed Income","Communications","36,975,000","$14,229,983","37.00","-","7.75","Jun 1, 2021","3.60","14,229,982.81","34.25","-","34.25","36,975,000.00" | |
| "GT","GOODYEAR TIRE & RUBBER CO","0.1117","US382550BC43","B76YXJ4","Fixed Income","Consumer Cyclical","13,245,000","$14,218,805","105.70","-","7.00","May 15, 2022","2.32","14,218,805.22","5.90","-","5.00","13,245,000.00" | |
| "DLTR","FAMILY TREE ESCROW LLC 144A","0.1114","US30706VAC90","BVWVSY7","Fixed Income","Consumer Cyclical","13,357,000","$14,179,676","103.84","-","5.25","Mar 1, 2020","2.05","14,179,676.33","4.21","-","3.90","13,357,000.00" | |
| "CONVAT","CONVATEC HEALTHCARE E SA 144A","0.1114","US21244WAA99","B5180X0","Fixed Income","Consumer Non-Cyclical","13,647,000","$14,172,978","102.25","-","10.50","Dec 15, 2018","0.82","14,172,978.12","9.57","-","7.68","13,647,000.00" | |
| "CC","CHEMOURS COMPANY 144A","0.1113","US163851AA61","BWG09Q6","Fixed Income","Basic Industry","22,640,000","$14,164,543","61.00","-","6.63","May 15, 2023","5.22","14,164,543.06","15.85","-","15.85","22,640,000.00" | |
| "AAL","AMERICAN AIRLINES GROUP INC 144A","0.1112","US02376RAA05","BQXTWP4","Fixed Income","Transportation","14,090,000","$14,156,340","98.50","-","5.50","Oct 1, 2019","3.26","14,156,340.42","5.96","-","5.96","14,090,000.00" | |
| "RAD","RITE AID CORPORATION","0.1111","US767754CD47","B83G390","Fixed Income","Consumer Cyclical","12,958,000","$14,137,268","105.38","-","9.25","Mar 15, 2020","0.09","14,137,267.99","7.69","-","1.41","12,958,000.00" | |
| "HLS","HEALTHSOUTH CORP","0.1110","US421924BK63","B7X3YR9","Fixed Income","Consumer Non-Cyclical","14,365,000","$14,125,284","96.75","-","5.75","Nov 1, 2024","5.60","14,125,284.06","6.24","-","6.24","14,365,000.00" | |
| "URI","UNITED RENTALS (NORTH AMERICA) INC","0.1109","US911365BA12","B896V56","Fixed Income","Capital Goods","13,554,000","$14,120,397","102.44","-","7.38","May 15, 2020","2.39","14,120,397.19","6.70","-","6.20","13,554,000.00" | |
| "AR","ANTERO RESOURCES CORP","0.1109","US03674XAC02","BW39G98","Fixed Income","Energy","18,482,000","$14,112,355","75.38","-","5.13","Dec 1, 2022","5.53","14,112,354.65","10.23","-","10.23","18,482,000.00" | |
| "ALLY","ALLY FINANCIAL INC","0.1106","US02005NAW02","BSN4QC8","Fixed Income","Banking","14,700,000","$14,072,188","94.88","-","3.75","Nov 18, 2019","3.49","14,072,187.50","5.26","-","5.26","14,700,000.00" | |
| "WSTC","WEST CORP 144A","0.1094","US952355AN55","BNGNFY2","Fixed Income","Consumer Cyclical","16,797,000","$13,920,222","82.50","-","5.38","Jul 15, 2022","5.32","13,920,222.14","9.02","-","9.02","16,797,000.00" | |
| "AR","ANTERO RESOURCES CORP","0.1093","US03674PAL76","BMMV231","Fixed Income","Energy","17,150,000","$13,909,186","79.63","-","5.38","Nov 1, 2021","4.77","13,909,185.94","10.15","-","10.15","17,150,000.00" | |
| "CHTR","CCO HOLDINGS LLC/CCO HOLDINGS CAPI 144A","0.1092","US1248EPBK83","BWX1WV8","Fixed Income","Communications","14,300,000","$13,901,834","95.60","-","5.88","May 1, 2027","7.23","13,901,834.38","6.43","-","6.43","14,300,000.00" | |
| "QBRCN","QUEBECOR MEDIA INC","0.1091","US74819RAP10","BBDJK11","Fixed Income","Communications","13,842,000","$13,887,871","99.45","-","5.75","Jan 15, 2023","5.71","13,887,871.31","5.85","-","5.85","13,842,000.00" | |
| "ALLY","ALLY FINANCIAL INC","0.1089","US02005NAR17","BDF2799","Fixed Income","Banking","13,875,000","$13,861,703","97.92","-","4.75","Sep 10, 2018","2.40","13,861,703.12","5.62","-","5.62","13,875,000.00" | |
| "GT","GOODYEAR TIRE & RUBBER CO","0.1088","US382550BD26","B99CVM8","Fixed Income","Consumer Cyclical","12,905,000","$13,852,104","104.47","-","6.50","Mar 1, 2021","2.01","13,852,103.54","5.48","-","4.91","12,905,000.00" | |
| "NXPI","NXP BV/NXP FUNDING LLC 144A","0.1088","US62947QAQ10","B8DJJN5","Fixed Income","Technology","13,716,000","$13,848,874","100.25","-","3.75","Jun 1, 2018","2.21","13,848,873.75","3.63","-","3.63","13,716,000.00" | |
| "PAH","PLATFORM SPECIALTY PRODUCTS CORP 144A","0.1088","US72766QAA31","BWCHKC4","Fixed Income","Basic Industry","19,125,000","$13,848,891","72.25","-","6.50","Feb 1, 2022","4.80","13,848,890.62","13.39","-","13.39","19,125,000.00" | |
| "MTNA","ARCELORMITTAL","0.1085","US03938LAQ77","B56P0F8","Fixed Income","Basic Industry","15,728,000","$13,814,973","87.75","-","6.25","Aug 5, 2020","3.91","13,814,972.78","9.68","-","9.68","15,728,000.00" | |
| "ALLY","ALLY FINANCIAL INC","0.1085","US02005NBE94","BYZKNP8","Fixed Income","Banking","14,450,000","$13,815,304","94.75","-","3.25","Nov 5, 2018","2.60","13,815,303.82","5.34","-","5.34","14,450,000.00" | |
| "ADT","ADT CORP","0.1084","US00101JAF30","B8DRVX3","Fixed Income","Consumer Cyclical","16,946,000","$13,800,742","81.20","-","3.50","Jul 15, 2022","5.66","13,800,742.00","7.20","-","7.20","16,946,000.00" | |
| "THC","TENET HEALTHCARE CORPORATION","0.1084","US88033GBM15","B3ZW539","Fixed Income","Consumer Non-Cyclical","14,010,000","$13,792,845","98.25","-","8.00","Aug 1, 2020","3.37","13,792,845.00","8.48","-","8.48","14,010,000.00" | |
| "REYNOL","REYNOLDS GROUP ISSUER LLC","0.1077","US761735AG43","B8H5G61","Fixed Income","Capital Goods","12,770,000","$13,705,802","103.50","-","7.88","Aug 15, 2019","0.58","13,705,801.56","6.74","-","4.73","12,770,000.00" | |
| "MNK","MALLINCKRODT INTERNATIONAL FINANCE 144A","0.1075","US561233AA57","BPT24G5","Fixed Income","Consumer Non-Cyclical","14,300,000","$13,677,056","95.50","-","5.75","Aug 1, 2022","5.05","13,677,056.25","6.62","-","6.62","14,300,000.00" | |
| "PNK","PINNACLE ENTERTAINMENT INC","0.1073","US723456AS87","BN89PQ0","Fixed Income","Consumer Cyclical","12,940,000","$13,654,628","105.36","-","6.38","Aug 1, 2021","1.85","13,654,627.68","5.24","-","4.67","12,940,000.00" | |
| "QVCN","QVC INC","0.1073","US747262AK96","BD1NKQ4","Fixed Income","Consumer Cyclical","14,151,000","$13,654,063","94.73","-","4.38","Mar 15, 2023","5.98","13,654,062.56","5.27","-","5.27","14,151,000.00" | |
| "GATGLO","GATES GLOBAL LLC / GATES GLOBAL CO 144A","0.1072","US36740PAA12","BNBRD56","Fixed Income","Consumer Cyclical","18,860,000","$13,648,138","71.95","-","6.00","Jul 15, 2022","5.13","13,648,138.33","12.47","-","12.47","18,860,000.00" | |
| "NFX","NEWFIELD EXPLORATION CO","0.1069","US651290AQ17","B8HLLX1","Fixed Income","Energy","17,030,000","$13,600,052","79.25","-","5.63","Jul 1, 2024","6.44","13,600,051.56","9.23","-","9.23","17,030,000.00" | |
| "FMEGR","FRESENIUS MEDICAL CARE US FINANCE 144A","0.1066","US35802XAD57","B6SWBS4","Fixed Income","Consumer Non-Cyclical","12,625,000","$13,569,283","107.32","-","5.63","Jul 31, 2019","3.19","13,569,283.09","3.37","-","3.37","12,625,000.00" | |
| "MU","MICRON TECHNOLOGY INC 144A","0.1066","US595112BD40","BVCVMX4","Fixed Income","Technology","17,420,000","$13,566,914","77.75","-","5.25","Aug 1, 2023","6.00","13,566,913.75","9.47","-","9.47","17,420,000.00" | |
| "HBI","HANESBRANDS INC","0.1065","US410345AG72","B3WBPT5","Fixed Income","Consumer Cyclical","13,030,000","$13,559,626","103.09","-","6.38","Dec 15, 2020","1.45","13,559,626.28","5.64","-","5.08","13,030,000.00" | |
| "AA","ALCOA INC","0.1064","US013817AP64","B1X8T44","Fixed Income","Basic Industry","13,390,000","$13,540,330","98.47","-","5.72","Feb 23, 2019","2.75","13,540,330.13","6.28","-","6.28","13,390,000.00" | |
| "ST","SENSATA TECHNOLOGIES UK FINANCING 144A","0.1056","US81727TAA60","BD5WCG1","Fixed Income","Technology","13,050,000","$13,443,766","101.75","-","6.25","Feb 15, 2026","6.44","13,443,765.62","6.01","-","5.97","13,050,000.00" | |
| "WOWFIN","WIDEOPENWEST FINANCE LLC","0.1056","US96758GAB23","BB2D014","Fixed Income","Communications","14,575,000","$13,439,871","91.50","-","10.25","Jul 15, 2019","2.91","13,439,870.66","13.41","-","13.41","14,575,000.00" | |
| "CPN","CALPINE CORP 144A","0.1055","US131347CA27","BFTQ2K7","Fixed Income","Electric","13,016,000","$13,428,173","102.75","-","6.00","Jan 15, 2022","3.53","13,428,173.33","5.45","-","5.18","13,016,000.00" | |
| "BBDBCN","BOMBARDIER INC 144A","0.1053","US097751BF74","B6TN669","Fixed Income","Capital Goods","21,450,000","$13,406,170","62.07","-","6.13","Jan 15, 2023","5.28","13,406,170.39","15.15","-","15.15","21,450,000.00" | |
| "INTEL","INTELSAT JACKSON HOLDINGS SA","0.1053","US45824TAM71","BFNXSL7","Fixed Income","Communications","20,856,000","$13,402,515","63.25","-","6.63","Dec 15, 2022","5.10","13,402,514.58","15.52","-","15.52","20,856,000.00" | |
| "AER","AERCAP IRELAND CAPITAL LTD / AERCA","0.1046","US00772BAM37","BZ56698","Fixed Income","Finance Companies","13,640,000","$13,309,716","95.79","-","5.00","Oct 1, 2021","4.84","13,309,716.49","5.89","-","5.89","13,640,000.00" | |
| "ONEMFH","ONEMAIN FINANCIAL HOLDINGS INC 144A","0.1045","US68268DAB10","BTF3136","Fixed Income","Finance Companies","13,802,000","$13,297,125","95.23","-","7.25","Dec 15, 2021","4.50","13,297,125.45","8.29","-","8.29","13,802,000.00" | |
| "URI","UNITED RENTALS (NORTH AMERICA) INC","0.1044","US911365BB94","BKS8BM4","Fixed Income","Capital Goods","14,677,000","$13,288,209","89.18","-","5.75","Nov 15, 2024","6.44","13,288,209.26","7.45","-","7.45","14,677,000.00" | |
| "OLN","BLUE CUBE SPINCO INC 144A","0.1042","US095370AA00","BYNLWN4","Fixed Income","Basic Industry","12,050,000","$13,258,656","106.54","-","9.75","Oct 15, 2023","5.06","13,258,655.97","8.57","-","8.44","12,050,000.00" | |
| "EQIX","EQUINIX INC","0.1038","US29444UAN63","BSP7F95","Fixed Income","Technology","12,800,000","$13,210,533","102.63","-","5.38","Jan 1, 2022","4.15","13,210,533.33","4.86","-","4.77","12,800,000.00" | |
| "ETE","ENERGY TRANSFER EQUITY LP","0.1033","US29273VAD29","BGLKML5","Fixed Income","Energy","18,575,000","$13,147,754","70.37","-","5.88","Jan 15, 2024","6.01","13,147,753.92","11.71","-","11.71","18,575,000.00" | |
| "NRG","NRG ENERGY INC","0.1031","US629377BU53","BCDFGD0","Fixed Income","Electric","16,315,000","$13,120,262","77.75","-","6.63","Mar 15, 2023","5.32","13,120,262.41","11.26","-","11.26","16,315,000.00" | |
| "RGC","REGAL ENTERTAINMENT GROUP","0.1028","US758766AH24","BK3F4X2","Fixed Income","Consumer Cyclical","12,850,000","$13,083,352","99.50","-","5.75","Mar 15, 2022","4.33","13,083,352.43","5.85","-","5.85","12,850,000.00" | |
| "CTL","CENTURYLINK INC","0.1027","US156700AX46","BGLKLT6","Fixed Income","Communications","14,100,000","$13,066,294","91.38","-","6.75","Dec 1, 2023","5.96","13,066,293.75","8.27","-","8.27","14,100,000.00" | |
| "NLSN","NIELSEN FINANCE LLC/NIELSEN FINANC","0.1025","US65409QBA94","BF7QW43","Fixed Income","Communications","12,850,000","$13,046,465","99.92","-","4.50","Oct 1, 2020","3.24","13,046,464.94","4.52","-","4.52","12,850,000.00" | |
| "NAVI","NAVIENT CORP","0.1024","US78442FEQ72","B93LNF8","Fixed Income","Finance Companies","16,665,000","$13,036,891","78.00","-","5.50","Jan 25, 2023","5.63","13,036,890.62","9.96","-","9.96","16,665,000.00" | |
| "CIT","CIT GROUP INC","0.1020","US125581GN25","B7YQY00","Fixed Income","Finance Companies","13,010,000","$12,979,960","98.50","-","5.38","May 15, 2020","3.79","12,979,959.55","5.77","-","5.77","13,010,000.00" | |
| "ALLY","ALLY FINANCIAL INC","0.1019","US02005NAZ33","BWKNJH2","Fixed Income","Banking","13,490,000","$12,965,099","94.62","-","4.13","Mar 30, 2020","3.75","12,965,099.15","5.60","-","5.60","13,490,000.00" | |
| "LVLT","LEVEL 3 FINANCING INC","0.1017","US527298AY94","BSKDL90","Fixed Income","Communications","12,290,000","$12,945,253","103.38","-","6.13","Jan 15, 2021","2.29","12,945,253.30","5.34","-","4.80","12,290,000.00" | |
| "TERP","TERRAFORM POWER OPERATING LLC 144A","0.1017","US88104LAA17","BVM7Q29","Fixed Income","Electric","16,660,000","$12,944,894","77.55","-","5.88","Feb 1, 2023","5.57","12,944,894.14","10.49","-","10.49","16,660,000.00" | |
| "VRSN","VERISIGN INC","0.1015","US92343EAF97","BFP9L92","Fixed Income","Technology","13,184,000","$12,923,204","96.75","-","4.63","May 1, 2023","5.31","12,923,204.00","5.17","-","5.17","13,184,000.00" | |
| "STZ","CONSTELLATION BRANDS INC","0.1014","US21036PAH10","B6TYDT4","Fixed Income","Consumer Non-Cyclical","11,550,000","$12,904,368","110.08","-","6.00","May 1, 2022","5.22","12,904,368.02","4.15","-","4.15","11,550,000.00" | |
| "AES","DPL INC","0.1013","US256882AD30","B8BX0B4","Fixed Income","Electric","13,287,000","$12,895,528","94.74","-","7.25","Oct 15, 2021","4.56","12,895,528.07","8.43","-","8.43","13,287,000.00" | |
| "NFLX","NETFLIX INC","0.1012","US64110LAJ52","BZ6C9Q3","Fixed Income","Communications","12,400,000","$12,881,361","102.13","-","5.50","Feb 15, 2022","5.08","12,881,361.11","5.08","-","5.08","12,400,000.00" | |
| "CLH","CLEAN HARBORS INC","0.1012","US184496AJ69","B93QH28","Fixed Income","Capital Goods","12,929,000","$12,880,096","99.49","-","5.25","Aug 1, 2020","3.29","12,880,096.06","5.38","-","5.38","12,929,000.00" | |
| "UPCB","UPCB FINANCE V LTD 144A","0.1012","US90320TAA88","B4QBSX3","Fixed Income","Communications","12,029,400","$12,875,873","105.32","-","7.25","Nov 15, 2021","1.43","12,875,873.46","6.14","-","4.77","12,029,400.00" | |
| "TOY","TOYS R US PROPERTY CO II LLC","0.1011","US89236MAB63","B56HZT3","Fixed Income","Consumer Cyclical","13,375,000","$12,863,295","94.55","-","8.50","Dec 1, 2017","1.68","12,863,294.79","11.92","-","11.92","13,375,000.00" | |
| "INEGRP","INEOS GROUP HOLDINGS SA 144A","0.1010","US44986UAA79","B98W8F1","Fixed Income","Basic Industry","12,825,000","$12,860,173","97.30","-","6.13","Aug 15, 2018","2.20","12,860,172.63","7.32","-","7.32","12,825,000.00" | |
| "FTR","FRONTIER COMMUNICATIONS CORP","0.1008","US35906AAM09","B7TZWQ4","Fixed Income","Communications","15,890,000","$12,830,347","80.25","-","7.13","Jan 15, 2023","5.32","12,830,347.40","11.31","-","11.31","15,890,000.00" | |
| "AER","INTERNATIONAL LEASE FINANCE CORP","0.1002","US459745GP45","B9DHSL7","Fixed Income","Finance Companies","12,965,000","$12,757,744","97.16","-","3.88","Apr 15, 2018","2.08","12,757,743.74","5.27","-","5.27","12,965,000.00" | |
| "ENDP","ENDO FINANCE CO 144A","0.0998","US29271LAA26","BH7R7T0","Fixed Income","Consumer Non-Cyclical","12,975,000","$12,702,435","97.50","-","5.75","Jan 15, 2022","4.55","12,702,434.90","6.26","-","6.26","12,975,000.00" | |
| "LVLT","LEVEL 3 FINANCING INC","0.0997","US527298BF96","BDD1NK1","Fixed Income","Communications","12,590,000","$12,693,936","98.56","-","5.13","May 1, 2023","4.95","12,693,935.70","5.37","-","5.37","12,590,000.00" | |
| "SHAEFF","SCHAEFFLER FINANCE BV 144A","0.0996","US806261AJ29","BMJ7168","Fixed Income","Consumer Cyclical","12,900,000","$12,679,659","97.29","-","4.25","May 15, 2021","4.16","12,679,659.26","4.84","-","4.84","12,900,000.00" | |
| "LVLT","LEVEL 3 FINANCING INC","0.0996","US527298AW39","B9XQGT8","Fixed Income","Communications","11,950,000","$12,677,954","104.75","-","7.00","Jun 1, 2020","0.31","12,677,954.17","5.74","-","2.78","11,950,000.00" | |
| "CHTR","CCO HOLDINGS LLC/CAP CORP","0.0996","US1248EPAW31","B7051K0","Fixed Income","Communications","12,020,000","$12,670,708","104.00","-","7.38","Jun 1, 2020","0.10","12,670,707.71","6.30","-","3.56","12,020,000.00" | |
| "MNK","MALLINCKRODT INTERNATIONAL FINANCE 144A","0.0995","US561233AB31","BWD7PY0","Fixed Income","Consumer Non-Cyclical","13,045,000","$12,661,124","95.50","-","4.88","Apr 15, 2020","3.63","12,661,123.70","6.11","-","6.11","13,045,000.00" | |
| "CWCLN","SABLE INTERNATIONAL FINANCE LTD 144A","0.0991","US785712AE09","BYQ3WZ9","Fixed Income","Communications","13,580,000","$12,608,606","92.67","-","6.88","Aug 1, 2022","5.13","12,608,605.62","8.36","-","8.36","13,580,000.00" | |
| "WINDIM","WIND ACQUISITION FINANCE SA 144A","0.0990","US97314XAJ37","B9JKMC9","Fixed Income","Communications","12,242,000","$12,605,426","101.16","-","6.50","Apr 30, 2020","3.17","12,605,426.49","6.18","-","6.09","12,242,000.00" | |
| "CXRCN","CONCORDIA HEALTHCARE CORP 144A","0.0988","US206519AB61","BYQ60L0","Fixed Income","Consumer Non-Cyclical","12,850,000","$12,577,116","95.00","-","9.50","Oct 21, 2022","4.78","12,577,115.97","10.56","-","10.56","12,850,000.00" | |
| "NFLX","NETFLIX INC 144A","0.0987","US64110LAL09","2CZ0V48","Fixed Income","Communications","12,094,000","$12,562,852","102.00","-","5.88","Feb 15, 2025","6.94","12,562,852.47","5.59","-","5.59","12,094,000.00" | |
| "TITIM","TELECOM ITALIA CAPITAL","0.0985","US872456AA66","B5MPCS9","Fixed Income","Communications","11,385,000","$12,531,921","109.04","-","7.17","Jun 18, 2019","3.01","12,531,921.36","4.25","-","4.25","11,385,000.00" | |
| "BYD","BOYD GAMING CORP","0.0985","US103304BK67","BXCJ135","Fixed Income","Consumer Cyclical","12,485,000","$12,531,602","98.75","-","6.88","May 15, 2023","5.12","12,531,602.00","7.10","-","7.10","12,485,000.00" | |
| "TITIM","TELECOM ITALIA CAPITAL","0.0983","US87927VAU26","B39NTH0","Fixed Income","Communications","11,540,000","$12,507,300","107.10","-","7.00","Jun 4, 2018","2.15","12,507,300.11","3.77","-","3.77","11,540,000.00" | |
| "IGT","INTERNATIONAL GAME TECHNOLOGY PLC 144A","0.0982","US460599AA19","BWV0NF8","Fixed Income","Consumer Cyclical","12,380,000","$12,501,866","98.25","-","5.63","Feb 15, 2020","3.49","12,501,865.62","6.12","-","6.12","12,380,000.00" | |
| "TTMTIN","JAGUAR LAND ROVER AUTOMOTIVE PLC 144A","0.0980","US47010BAB09","BH75ZF6","Fixed Income","Consumer Cyclical","12,400,000","$12,478,146","100.00","-","4.13","Dec 15, 2018","2.69","12,478,145.83","4.12","-","4.12","12,400,000.00" | |
| "SIRI","SIRIUS XM RADIO INC 144A","0.0980","US82967NAQ16","BF2DRB1","Fixed Income","Communications","11,800,000","$12,475,703","103.62","-","5.88","Oct 1, 2020","1.81","12,475,703.20","4.99","-","4.41","11,800,000.00" | |
| "SBH","SALLY HOLDINGS LLC/SALLY CAPITAL I","0.0980","US79546VAL09","BYY39P0","Fixed Income","Consumer Cyclical","12,145,000","$12,469,864","101.63","-","5.63","Dec 1, 2025","6.43","12,469,863.57","5.41","-","5.37","12,145,000.00" | |
| "URI","UNITED RENTALS (NORTH AMERICA) INC","0.0979","US911365BD50","BYXJMZ0","Fixed Income","Capital Goods","14,020,000","$12,461,249","88.50","-","5.50","Jul 15, 2025","6.96","12,461,248.61","7.20","-","7.20","14,020,000.00" | |
| "AER","INTERNATIONAL LEASE FINANCE CORP","0.0979","US459745GK57","B62CC43","Fixed Income","Finance Companies","10,971,000","$12,459,580","112.97","-","8.63","Jan 15, 2022","4.78","12,459,580.20","5.99","-","5.99","10,971,000.00" | |
| "BLL","BALL CORP","0.0976","US058498AR71","B7KS2S4","Fixed Income","Capital Goods","11,946,000","$12,425,499","102.00","-","5.00","Mar 15, 2022","5.19","12,425,499.17","4.62","-","4.62","11,946,000.00" | |
| "HXN","HEXION US FINANCE CORP/HEXION NOVA","0.0976","US428303AJ06","B3MWP10","Fixed Income","Basic Industry","18,470,000","$12,415,880","67.00","-","8.88","Feb 1, 2018","1.81","12,415,880.31","32.88","-","32.88","18,470,000.00" | |
| "NTY","NBTY INC","0.0975","US628782AH78","B6R5883","Fixed Income","Consumer Non-Cyclical","11,875,000","$12,404,031","101.23","-","9.00","Oct 1, 2018","0.64","12,404,031.25","8.46","-","6.98","11,875,000.00" | |
| "AMCX","AMC NETWORKS INC","0.0974","US00164VAB99","B6Z7825","Fixed Income","Communications","11,724,000","$12,401,794","105.24","-","7.75","Jul 15, 2021","0.59","12,401,794.27","6.58","-","4.32","11,724,000.00" | |
| "INEGRP","INEOS GROUP HOLDING SA 144A","0.0971","US44986UAC36","BJVNW71","Fixed Income","Basic Industry","12,475,000","$12,363,461","96.25","-","5.88","Feb 15, 2019","2.65","12,363,461.37","7.28","-","7.28","12,475,000.00" | |
| "BBDBCN","BOMBARDIER INC 144A","0.0971","US097751BJ96","BL9FKQ8","Fixed Income","Capital Goods","19,303,000","$12,361,963","62.13","-","6.00","Oct 15, 2022","5.04","12,361,962.92","15.22","-","15.22","19,303,000.00" | |
| "WIN","WINDSTREAM CORP","0.0971","US97381WAT18","B4JN2L2","Fixed Income","Communications","15,850,000","$12,357,149","75.19","-","7.75","Oct 1, 2021","4.31","12,357,148.71","14.30","-","14.30","15,850,000.00" | |
| "NAVI","NAVIENT CORP MTN","0.0970","US78442FET12","BKY7YH1","Fixed Income","Finance Companies","15,191,000","$12,349,808","79.00","-","6.13","Mar 25, 2024","6.03","12,349,808.28","9.95","-","9.95","15,191,000.00" | |
| "TEX","TEREX CORP","0.0970","US880779AY95","B8N05Q3","Fixed Income","Capital Goods","13,700,000","$12,348,552","88.72","-","6.00","May 15, 2021","4.41","12,348,552.08","8.71","-","8.71","13,700,000.00" | |
| "SBAC","SBA COMMUNICATIONS CORPORATION","0.0969","US78388JAT34","BYR08T5","Fixed Income","Communications","12,292,000","$12,333,614","100.00","-","4.88","Jul 15, 2022","4.53","12,333,613.54","4.87","-","4.87","12,292,000.00" | |
| "LUK","LEUCADIA NATIONAL CORPORATION","0.0969","US527288BE32","BFRTQQ2","Fixed Income","Brokerage/Asset Managers/Exchanges","12,900,000","$12,329,700","93.87","-","5.50","Oct 18, 2023","6.05","12,329,700.17","6.53","-","6.53","12,900,000.00" | |
| "CCK","CROWN AMERICAS LLC","0.0967","US22818VAB36","B522KV9","Fixed Income","Capital Goods","11,880,000","$12,304,621","103.42","-","6.25","Feb 1, 2021","0.08","12,304,620.90","5.46","-","2.75","11,880,000.00" | |
| "GRA","W R GRACE & CO - CONN 144A","0.0958","US383909AE89","BQT49S5","Fixed Income","Basic Industry","11,925,000","$12,192,691","100.41","-","5.13","Oct 1, 2021","4.85","12,192,691.01","5.04","-","5.04","11,925,000.00" | |
| "FMEGR","FRESENIUS MEDICAL CARE US FINANCE 144A","0.0958","US35802XAF06","B6ZJ467","Fixed Income","Consumer Non-Cyclical","11,324,000","$12,191,976","107.50","-","5.88","Jan 31, 2022","5.11","12,191,975.97","4.43","-","4.43","11,324,000.00" | |
| "FE","FIRSTENERGY CORPORATION","0.0954","US337932AF44","B9DM5H7","Fixed Income","Electric","11,550,000","$12,143,872","103.43","-","4.25","Mar 15, 2023","5.98","12,143,871.61","3.70","-","3.68","11,550,000.00" | |
| "OI","OWENS-BROCKWAY GLASS CONTAINER INC 144A","0.0951","US69073TAR41","BZ56Z57","Fixed Income","Capital Goods","12,250,000","$12,107,168","96.13","-","5.88","Aug 15, 2023","5.92","12,107,168.40","6.54","-","6.54","12,250,000.00" | |
| "PBFENE","PBF HOLDING CO LLC / PBF FINANCE C","0.0951","US69318FAB40","B6Z6770","Fixed Income","Energy","11,700,000","$12,103,406","99.44","-","8.25","Feb 15, 2020","2.78","12,103,406.25","8.42","-","8.42","11,700,000.00" | |
| "FMEGR","FRESENIUS MEDICAL CARE US FINANCE 144A","0.0950","US35803QAA58","B671TY4","Fixed Income","Consumer Non-Cyclical","11,000,000","$12,088,924","107.10","-","5.75","Feb 15, 2021","4.31","12,088,923.98","4.17","-","4.17","11,000,000.00" | |
| "MU","MICRON TECHNOLOGY INC","0.0948","US595112BC66","BYQXXP6","Fixed Income","Technology","15,720,000","$12,060,514","76.58","-","5.50","Feb 1, 2025","6.78","12,060,514.48","9.42","-","9.42","15,720,000.00" | |
| "IHRT","IHEARTCOMMUNICATIONS INC","0.0944","US45174HAA59","BV9G5P5","Fixed Income","Communications","18,700,000","$12,013,192","60.62","-","9.00","Sep 15, 2022","4.32","12,013,192.29","20.00","-","20.00","18,700,000.00" | |
| "VER","ARC PROPERTIES OPERATING PARTNERSH","0.0942","US03879QAD60","BRTNTD4","Fixed Income","Reits","12,750,000","$11,989,250","94.00","-","3.00","Feb 6, 2019","2.86","11,989,250.00","5.19","-","5.19","12,750,000.00" | |
| "FTR","FRONTIER COMMUNICATIONS CORP","0.0942","US35906AAP30","BQQLW24","Fixed Income","Communications","14,022,000","$11,983,232","82.94","-","6.25","Sep 15, 2021","4.54","11,983,232.20","10.34","-","10.34","14,022,000.00" | |
| "IRM","IRON MOUNTAIN INC","0.0941","US46284PAQ72","BCZTLG8","Fixed Income","Technology","11,215,000","$11,974,114","103.85","-","6.00","Aug 15, 2023","4.33","11,974,113.82","5.37","-","5.19","11,215,000.00" | |
| "REYNOL","REYNOLDS GROUP ISSUER LLC","0.0939","US761735AL38","B8DGTZ8","Fixed Income","Capital Goods","12,400,000","$11,955,667","93.54","-","9.00","Apr 15, 2019","2.72","11,955,667.08","11.47","-","11.47","12,400,000.00" | |
| "NAV","NAVISTAR INTERNATIONAL CORP","0.0939","US63934EAM03","B55XVK5","Fixed Income","Consumer Cyclical","19,531,000","$11,954,290","58.94","-","8.25","Nov 1, 2021","4.11","11,954,290.34","20.85","-","20.85","19,531,000.00" | |
| "TLLP","TESORO LOGISTICS LP/TESORO LOGISTI 144A","0.0936","US88160QAH65","BRXNDM7","Fixed Income","Energy","13,230,000","$11,910,685","88.03","-","6.25","Oct 15, 2022","5.24","11,910,684.67","8.64","-","8.64","13,230,000.00" | |
| "LB","LIMITED BRANDS INC","0.0935","US532716AR89","B5LLH49","Fixed Income","Consumer Cyclical","10,150,000","$11,905,809","116.00","-","8.50","Jun 15, 2019","2.97","11,905,809.03","3.40","-","3.40","10,150,000.00" | |
| "ALLY","ALLY FINANCIAL INC","0.0934","US02005NAT72","BJ7P561","Fixed Income","Banking","12,500,000","$11,890,712","95.00","-","3.50","Jan 27, 2019","2.82","11,890,712.36","5.35","-","5.35","12,500,000.00" | |
| "NMG","NEIMAN MARCUS GROUP LTD 144A","0.0934","US570254AA03","BFD2X31","Fixed Income","Consumer Cyclical","16,500,000","$11,889,167","69.50","-","8.00","Oct 15, 2021","4.24","11,889,166.67","16.46","-","16.46","16,500,000.00" | |
| "CXRCN","CONCORDIA HEALTHCARE CORP 144A","0.0932","US206519AA88","BWW7F63","Fixed Income","Consumer Non-Cyclical","13,800,000","$11,866,083","83.75","-","7.00","Apr 15, 2023","5.39","11,866,083.33","10.25","-","10.25","13,800,000.00" | |
| "VOYA","ING US INC","0.0931","US45685EAG17","BHZXTP0","Fixed Income","Insurance","12,625,000","$11,846,546","92.50","-","5.65","May 15, 2053","5.86","11,846,546.01","5.18","-","6.98","12,625,000.00" | |
| "APXSEC","APX GROUP INC","0.0931","US00213MAD65","BFZDC46","Fixed Income","Consumer Cyclical","14,791,000","$11,846,667","78.42","-","8.75","Dec 1, 2020","3.80","11,846,667.06","15.23","-","15.23","14,791,000.00" | |
| "VRXCN","VALEANT PHARMACEUTICALS INTERNATIO 144A","0.0930","US91911XAQ79","B60L758","Fixed Income","Consumer Non-Cyclical","12,070,000","$11,834,182","94.77","-","6.75","Aug 15, 2021","4.20","11,834,182.38","7.94","-","7.94","12,070,000.00" | |
| "HII","HUNTINGTON INGALLS INDUSTRIES INC 144A","0.0929","US446413AH98","BYZ00T1","Fixed Income","Capital Goods","11,380,000","$11,824,136","102.75","-","5.00","Nov 15, 2025","6.39","11,824,136.11","4.65","-","4.57","11,380,000.00" | |
| "ROCKIE","ROCKIES EXPRESS PIPELINE LLC 144A","0.0927","US77340RAK32","B4QRCP1","Fixed Income","Energy","13,596,000","$11,800,903","85.00","-","5.63","Apr 15, 2020","3.64","11,800,903.12","10.11","-","10.11","13,596,000.00" | |
| "REYNOL","REYNOLDS GROUP ISSUER LLC","0.0925","US761735AB55","B84X3V2","Fixed Income","Capital Goods","12,160,000","$11,778,312","94.85","-","8.50","May 15, 2018","2.05","11,778,311.52","11.12","-","11.12","12,160,000.00" | |
| "AER","INTERNATIONAL LEASE FINANCE CORP","0.0925","US459745GN96","B8NWVB6","Fixed Income","Finance Companies","11,575,000","$11,771,880","98.84","-","5.88","Aug 15, 2022","5.30","11,771,879.50","6.09","-","6.09","11,575,000.00" | |
| "CAA","STANDARD PACIFIC CORP","0.0924","US85375CAX92","B6783R6","Fixed Income","Consumer Cyclical","10,577,000","$11,764,525","109.25","-","8.38","May 15, 2018","2.07","11,764,525.33","4.05","-","4.05","10,577,000.00" | |
| "KPN","KONINKLIJKE KPN NV 144A","0.0923","US50048VAA89","B9M9Y16","Fixed Income","Communications","11,410,000","$11,751,849","100.43","-","7.00","Mar 28, 2073","5.54","11,751,848.92","1.13","-","6.92","11,410,000.00" | |
| "NLSN","NIELSEN CO (LUXEMBOURG) SARL 144A","0.0922","US65410CAA80","BF2HT06","Fixed Income","Communications","11,415,000","$11,736,290","100.84","-","5.50","Oct 1, 2021","3.80","11,736,290.39","5.32","-","5.24","11,415,000.00" | |
| "CIT","CIT GROUP INC 144A","0.0920","US125577BC94","B5NTM13","Fixed Income","Finance Companies","11,201,000","$11,714,795","102.21","-","6.63","Apr 1, 2018","1.98","11,714,795.28","5.51","-","5.51","11,201,000.00" | |
| "VRXCN","VALEANT PHARMACEUTICALS INTERNATIO 144A","0.0920","US91911XAM65","B4L3MP4","Fixed Income","Consumer Non-Cyclical","11,798,000","$11,710,498","96.75","-","7.00","Oct 1, 2020","3.59","11,710,498.17","7.85","-","7.85","11,798,000.00" | |
| "SUN","SUNOCO LP / SUNOCO FINANCE CORP 144A","0.0917","US86765LAA52","BWNZS01","Fixed Income","Energy","12,600,000","$11,670,369","90.34","-","6.38","Apr 1, 2023","5.44","11,670,368.85","8.19","-","8.19","12,600,000.00" | |
| "ONEMFH","ONEMAIN FINANCIAL HOLDINGS INC 144A","0.0912","US68268DAA37","BTF3147","Fixed Income","Finance Companies","11,981,000","$11,602,434","95.81","-","6.75","Dec 15, 2019","3.38","11,602,433.95","8.03","-","8.03","11,981,000.00" | |
| "TGNA","TEGNA INC","0.0911","US364725BE07","BSJWXL4","Fixed Income","Communications","10,837,000","$11,599,541","105.00","-","6.38","Oct 15, 2023","4.34","11,599,540.99","5.56","-","5.34","10,837,000.00" | |
| "UPCB","UPCB FINANCE VI LTD 144A","0.0909","US90320XAA90","B7MTN82","Fixed Income","Communications","11,047,500","$11,569,763","104.25","-","6.88","Jan 15, 2022","2.43","11,569,762.89","6.01","-","5.64","11,047,500.00" | |
| "BLDR","BUILDERS FIRSTSOURCE INC 144A","0.0907","US12008RAG20","B9W6HS5","Fixed Income","Capital Goods","11,267,000","$11,549,105","101.00","-","7.63","Jun 1, 2021","3.61","11,549,105.34","7.39","-","7.27","11,267,000.00" | |
| "FTR","FRONTIER COMMUNICATIONS CORP","0.0903","US35906AAN81","B8Y6DN3","Fixed Income","Communications","13,650,000","$11,491,357","81.75","-","7.63","Apr 15, 2024","5.75","11,491,356.77","11.07","-","11.07","13,650,000.00" | |
| "STAR","ISTAR FINANCIAL INC","0.0903","US45031UBU43","BNB7QZ7","Fixed Income","Finance Companies","12,725,000","$11,489,615","89.75","-","5.00","Jul 1, 2019","3.14","11,489,614.58","8.45","-","8.45","12,725,000.00" | |
| "CPN","CALPINE CORP 144A","0.0901","US131347BY12","B3RF4Q2","Fixed Income","Electric","10,833,000","$11,461,772","105.26","-","7.88","Jan 15, 2023","2.27","11,461,771.69","6.91","-","6.14","10,833,000.00" | |
| "STZ","CONSTELLATION BRANDS INC","0.0899","US21036PAF53","B2NGG44","Fixed Income","Consumer Non-Cyclical","10,674,000","$11,440,453","105.47","-","7.25","May 15, 2017","1.20","11,440,452.50","2.81","-","2.81","10,674,000.00" | |
| "NAVI","NAVIENT CORP MTN","0.0898","US78442FEL85","B7FSZT1","Fixed Income","Finance Companies","13,279,000","$11,426,856","85.75","-","7.25","Jan 25, 2022","4.79","11,426,856.15","10.53","-","10.53","13,279,000.00" | |
| "CCO","CLEAR CHANNEL WORLDWIDE HOLDINGS I","0.0895","US18451QAL23","BCGD9K9","Fixed Income","Communications","12,870,000","$11,394,419","87.00","-","6.50","Nov 15, 2022","5.28","11,394,418.75","9.11","-","9.11","12,870,000.00" | |
| "ST","SENSATA TECHNOLOGIES BV 144A","0.0894","US81725WAJ27","BWFV670","Fixed Income","Technology","11,700,000","$11,383,125","95.50","-","5.00","Oct 1, 2025","7.48","11,383,125.00","5.61","-","5.61","11,700,000.00" | |
| "TMUS","T-MOBILE USA INC","0.0892","US87264AAE55","BFNWVF9","Fixed Income","Communications","11,355,000","$11,352,487","99.75","-","6.84","Apr 28, 2023","4.88","11,352,486.76","6.88","-","6.88","11,355,000.00" | |
| "COMM","COMMSCOPE INC 144A","0.0891","US203372AM95","BMNS9Y1","Fixed Income","Technology","11,960,000","$11,342,897","94.00","-","5.50","Jun 15, 2024","6.14","11,342,897.22","6.44","-","6.44","11,960,000.00" | |
| "LVLT","LEVEL 3 COMMUNICATIONS INC","0.0891","US52729NBX75","BVVJ392","Fixed Income","Communications","10,950,000","$11,338,562","101.01","-","5.75","Dec 1, 2022","4.23","11,338,562.21","5.57","-","5.46","10,950,000.00" | |
| "HRG","HARBINGER GROUP INC","0.0891","US40434JAC45","BZ2J9W4","Fixed Income","Consumer Non-Cyclical","12,024,000","$11,337,213","93.75","-","7.75","Jan 15, 2022","4.60","11,337,212.50","9.14","-","9.14","12,024,000.00" | |
| "VTIV","INVENTIV HEALTH INC 144A","0.0889","US46122EAF25","B94NTY4","Fixed Income","Consumer Non-Cyclical","10,800,000","$11,313,000","101.88","-","9.00","Jan 15, 2018","0.89","11,313,000.00","7.93","-","6.90","10,800,000.00" | |
| "NCLH","NCL CORPORATION LTD 144A","0.0888","US62886HAL50","BSKLJD4","Fixed Income","Consumer Cyclical","11,250,000","$11,305,078","99.25","-","5.25","Nov 15, 2019","2.76","11,305,078.12","5.47","-","5.47","11,250,000.00" | |
| "CLMT","CALUMET SPECIALTY PRODUCTS PARTNER","0.0887","US131477AN18","BXB0LH3","Fixed Income","Energy","15,387,000","$11,295,553","71.33","-","6.50","Apr 15, 2021","4.17","11,295,553.45","14.56","-","14.56","15,387,000.00" | |
| "ALLY","ALLY FINANCIAL INC","0.0886","US02005NBF69","BDCBVG4","Fixed Income","Banking","11,775,000","$11,278,322","94.50","-","5.75","Nov 20, 2025","7.34","11,278,322.09","6.52","-","6.52","11,775,000.00" | |
| "SHAEFF","SCHAEFFLER FINANCE BV 144A","0.0885","US806261AM57","BWNQZ70","Fixed Income","Consumer Cyclical","11,600,000","$11,258,847","94.75","-","4.75","May 15, 2023","5.42","11,258,847.22","5.64","-","5.64","11,600,000.00" | |
| "SBGI","SINCLAIR TELEVISION GROUP INC","0.0882","US829259AM20","BC29H18","Fixed Income","Communications","10,950,000","$11,229,339","100.63","-","5.38","Apr 1, 2021","3.48","11,229,339.06","5.23","-","5.15","10,950,000.00" | |
| "AVYA","AVAYA INC 144A","0.0882","US053499AG41","B3YDB79","Fixed Income","Technology","17,416,000","$11,226,063","61.95","-","7.00","Apr 1, 2019","2.67","11,226,063.33","25.23","-","25.23","17,416,000.00" | |
| "CVC","CSC HOLDINGS LLC","0.0880","US126307AC17","B4VS204","Fixed Income","Communications","10,314,000","$11,197,673","104.38","-","8.63","Feb 15, 2019","2.61","11,197,673.44","6.99","-","6.99","10,314,000.00" | |
| "FTR","FRONTIER COMMUNICATIONS CORP","0.0879","US35906AAB44","B4P8ZY5","Fixed Income","Communications","10,825,000","$11,190,234","100.46","-","8.13","Oct 1, 2018","2.35","11,190,234.24","7.92","-","7.92","10,825,000.00" | |
| "NCR","NCR CORP","0.0873","US62886EAS72","BPCX7T9","Fixed Income","Technology","11,395,000","$11,107,710","96.50","-","6.38","Dec 15, 2023","5.57","11,107,710.05","6.96","-","6.96","11,395,000.00" | |
| "MSCI","MSCI INC 144A","0.0872","US55354GAA85","BSK4Y50","Fixed Income","Technology","10,725,000","$11,099,258","102.25","-","5.25","Nov 15, 2024","5.69","11,099,257.81","4.93","-","4.85","10,725,000.00" | |
| "ASH","ASHLAND INC","0.0870","US044209AK03","BFNH4Z5","Fixed Income","Basic Industry","10,700,000","$11,073,490","102.25","-","3.88","Apr 15, 2018","2.02","11,073,490.28","2.80","-","2.77","10,700,000.00" | |
| "RIG","TRANSOCEAN INC","0.0869","US893830BB42","B78SFF4","Fixed Income","Energy","20,000,000","$11,066,069","54.28","-","7.13","Dec 15, 2021","4.38","11,066,069.44","20.70","-","20.70","20,000,000.00" | |
| "ALLY","ALLY FINANCIAL INC","0.0868","US02005NAV29","BR23ZV1","Fixed Income","Banking","11,425,000","$11,050,911","94.88","-","5.13","Sep 30, 2024","6.82","11,050,910.59","5.89","-","5.89","11,425,000.00" | |
| "CDWC","CDW LLC / CDW FINANCE CORP","0.0867","US12513GBA67","BST7858","Fixed Income","Technology","10,760,000","$11,034,828","101.50","-","5.50","Dec 1, 2024","6.84","11,034,828.33","5.28","-","5.27","10,760,000.00" | |
| "CNHI","CNH CAPITAL LLC","0.0867","US12623EAF88","BCZP2D0","Fixed Income","Capital Goods","11,400,000","$11,030,730","95.60","-","3.63","Apr 15, 2018","2.08","11,030,729.62","5.80","-","5.80","11,400,000.00" | |
| "HCA","HCA INC","0.0865","US404119BP36","BRJ6VG0","Fixed Income","Consumer Non-Cyclical","10,700,000","$11,012,691","101.56","-","4.25","Oct 15, 2019","3.38","11,012,691.33","3.79","-","3.79","10,700,000.00" | |
| "IHRT","IHEARTCOMMUNICATIONS INC","0.0865","US45174HAC16","BYSF4Q8","Fixed Income","Communications","16,970,000","$11,011,265","60.61","-","10.63","Mar 15, 2023","4.19","11,011,265.16","21.76","-","21.76","16,970,000.00" | |
| "SPB","SPECTRUM BRANDS INC","0.0861","US84762LAQ86","BJ3Q665","Fixed Income","Consumer Non-Cyclical","10,160,000","$10,953,926","106.25","-","6.63","Nov 15, 2022","2.93","10,953,926.39","5.50","-","4.71","10,160,000.00" | |
| "LB","LIMITED BRANDS INC","0.0861","US532716AM92","B23CDK7","Fixed Income","Consumer Cyclical","10,262,000","$10,952,547","106.25","-","6.90","Jul 15, 2017","1.38","10,952,547.08","2.43","-","2.43","10,262,000.00" | |
| "CEQUEL","CEQUEL COMMUNICATIONS ESCROW 1 LLC 144A","0.0860","US15672WAE49","B98D2R4","Fixed Income","Communications","12,300,000","$10,951,057","88.25","-","5.13","Dec 15, 2021","4.93","10,951,057.29","7.65","-","7.65","12,300,000.00" | |
| "RCL","ROYAL CARIBBEAN CRUISES LTD","0.0860","US780153AU63","B80VXH6","Fixed Income","Consumer Cyclical","10,820,000","$10,940,598","99.88","-","5.25","Nov 15, 2022","5.66","10,940,597.92","5.27","-","5.27","10,820,000.00" | |
| "CAR","AVIS BUDGET CAR RENTAL LLC","0.0857","US053773AV98","BD7W441","Fixed Income","Transportation","11,800,000","$10,911,558","90.50","-","5.50","Apr 1, 2023","5.57","10,911,558.33","7.22","-","7.22","11,800,000.00" | |
| "STLD","STEEL DYNAMICS INC","0.0857","US858119BC38","BWX6224","Fixed Income","Basic Industry","11,436,000","$10,902,677","93.50","-","5.13","Oct 1, 2021","4.61","10,902,677.38","6.52","-","6.52","11,436,000.00" | |
| "NCLH","NCL CORP LTD 144A","0.0857","US62886HAM34","BYNR4B4","Fixed Income","Consumer Cyclical","11,150,000","$10,902,609","96.63","-","4.63","Nov 15, 2020","4.03","10,902,609.38","5.44","-","5.44","11,150,000.00" | |
| "MNK","MALLINCKRODT INTERNATIONAL FINANCE 144A","0.0856","US561233AD96","BYMTB43","Fixed Income","Consumer Non-Cyclical","11,340,000","$10,900,575","94.00","-","5.63","Oct 15, 2023","5.75","10,900,575.00","6.63","-","6.63","11,340,000.00" | |
| "AMGFIN","SPRINGLEAF FINANCE CORP","0.0856","US85172FAD15","BH89CB2","Fixed Income","Finance Companies","12,100,000","$10,893,277","87.25","-","7.75","Oct 1, 2021","4.42","10,893,277.08","10.82","-","10.82","12,100,000.00" | |
| "VMC","VULCAN MATERIALS CO","0.0854","US929160AR05","B3QGLJ8","Fixed Income","Capital Goods","9,500,000","$10,870,676","113.28","-","7.50","Jun 15, 2021","4.48","10,870,675.52","4.66","-","4.66","9,500,000.00" | |
| "WMG","WMG ACQUISITION CORP 144A","0.0851","US92933BAH78","BL10N95","Fixed Income","Communications","11,900,000","$10,826,983","88.83","-","6.75","Apr 15, 2022","4.86","10,826,982.95","9.15","-","9.15","11,900,000.00" | |
| "BCBCN","COTT BEVERAGES INC","0.0847","US221643AK50","BYXXFN1","Fixed Income","Consumer Non-Cyclical","10,455,000","$10,774,531","102.33","-","6.75","Jan 1, 2020","2.74","10,774,530.94","6.07","-","5.86","10,455,000.00" | |
| "RIG","TRANSOCEAN INC","0.0844","US893830AS85","B29V438","Fixed Income","Energy","14,158,000","$10,748,282","73.50","-","6.00","Mar 15, 2018","1.91","10,748,281.67","22.53","-","22.53","14,158,000.00" | |
| "HRG","HARBINGER GROUP INC","0.0843","US40434JAD28","BYW36P1","Fixed Income","Consumer Non-Cyclical","10,265,000","$10,731,737","104.00","-","7.88","Jul 15, 2019","1.93","10,731,736.72","6.55","-","5.66","10,265,000.00" | |
| "RRC","RANGE RESOURCES CORP 144A","0.0842","US75281AAR05","BXCJ1B3","Fixed Income","Energy","13,100,000","$10,720,849","80.69","-","4.88","May 15, 2025","7.13","10,720,848.96","7.85","-","7.85","13,100,000.00" | |
| "ADT","ADT CORP","0.0842","US00101JAH95","B9XQGS7","Fixed Income","Consumer Cyclical","12,825,000","$10,712,717","82.90","-","4.13","Jun 15, 2023","6.19","10,712,717.16","7.16","-","7.16","12,825,000.00" | |
| "BBDBCN","BOMBARDIER INC 144A","0.0838","US097751BK69","BW55672","Fixed Income","Capital Goods","13,000,000","$10,662,116","79.80","-","5.50","Sep 15, 2018","2.36","10,662,116.11","15.19","-","15.19","13,000,000.00" | |
| "AA","ALCOA INC","0.0837","US013817AQ48","B1X8NJ7","Fixed Income","Basic Industry","11,655,000","$10,653,897","88.69","-","5.87","Feb 23, 2022","4.91","10,653,897.01","8.29","-","8.29","11,655,000.00" | |
| "BERY","BERRY PLASTICS CORP","0.0837","US085790AY96","BY8L4Y4","Fixed Income","Capital Goods","11,025,000","$10,650,801","96.25","-","5.13","Jul 15, 2023","5.63","10,650,800.78","5.75","-","5.75","11,025,000.00" | |
| "NXPI","NXP BV/NXP FUNDING LLC 144A","0.0834","US62947QAM06","B83ZL37","Fixed Income","Technology","10,075,000","$10,608,485","102.50","-","5.75","Feb 15, 2021","2.85","10,608,485.24","5.18","-","4.85","10,075,000.00" | |
| "LVLT","LEVEL 3 FINANCING INC","0.0830","US527298BH52","-","Fixed Income","Communications","10,525,000","$10,564,359","98.00","-","5.38","May 1, 2025","6.29","10,564,359.11","5.66","-","5.66","10,525,000.00" | |
| "KND","KINDRED HEALTHCARE INC","0.0826","US494580AE31","BZ026M4","Fixed Income","Consumer Non-Cyclical","12,100,000","$10,518,597","86.38","-","8.00","Jan 15, 2020","3.37","10,518,597.22","12.49","-","12.49","12,100,000.00" | |
| "ALTICE","ALTICE FINANCING SA 144A","0.0826","US02154CAA18","B9541G2","Fixed Income","Communications","10,000,000","$10,508,904","103.89","-","7.88","Dec 15, 2019","1.17","10,508,903.50","6.71","-","5.41","10,000,000.00" | |
| "AES","AES CORPORATION (THE)","0.0825","US00130HBT14","B91VWQ4","Fixed Income","Electric","11,980,000","$10,500,595","86.50","-","4.88","May 15, 2023","5.88","10,500,594.79","7.30","-","7.30","11,980,000.00" | |
| "LAUR","LAUREATE EDUCATION INC 144A","0.0825","US518613AD62","B89QTY1","Fixed Income","Industrial Other","21,800,000","$10,500,333","43.75","-","10.00","Sep 1, 2019","2.52","10,500,333.33","41.63","-","41.63","21,800,000.00" | |
| "VMED","VIRGIN MEDIA SECURED FINANCE PLC 144A","0.0824","US55181WAA27","B7R6816","Fixed Income","Communications","10,144,800","$10,490,056","101.69","-","5.38","Apr 15, 2021","3.25","10,490,056.34","5.00","-","4.79","10,144,800.00" | |
| "ENDP","ENDO FINANCE LLC / ENDO FINCO INC 144A","0.0824","US29271LAE48","BNM42J3","Fixed Income","Consumer Non-Cyclical","10,735,000","$10,487,531","97.29","-","5.88","Jan 15, 2023","5.05","10,487,531.00","6.36","-","6.36","10,735,000.00" | |
| "ETE","ENERGY TRANSFER EQUITY LP","0.0823","US29273VAF76","BWVFTR7","Fixed Income","Energy","16,490,000","$10,480,082","62.50","-","5.50","Jun 1, 2027","7.45","10,480,082.08","11.51","-","11.51","16,490,000.00" | |
| "COMM","COMMSCOPE INC 144A","0.0823","US203372AL13","BMNSB01","Fixed Income","Technology","10,775,000","$10,480,184","96.50","-","5.00","Jun 15, 2021","4.28","10,480,184.03","5.77","-","5.77","10,775,000.00" | |
| "HTZ","HERTZ CORP","0.0822","US428040CP20","B88B5J4","Fixed Income","Transportation","11,079,000","$10,455,999","92.50","-","5.88","Oct 15, 2020","3.95","10,455,998.59","7.82","-","7.82","11,079,000.00" | |
| "CDWC","CDW LLC / CDW FINANCE CORP","0.0821","US12513GAZ28","BPTVBW7","Fixed Income","Technology","9,800,000","$10,453,333","103.75","-","6.00","Aug 15, 2022","3.80","10,453,333.33","5.31","-","5.06","9,800,000.00" | |
| "LAMR","LAMAR MEDIA CORP.","0.0817","US513075BH36","BRJ93W9","Fixed Income","Communications","10,275,000","$10,395,436","100.80","-","5.38","Jan 15, 2024","5.23","10,395,435.73","5.25","-","5.19","10,275,000.00" | |
| "AER","INTERNATIONAL LEASE FINANCE CORP","0.0816","US459745GL31","B7HJK97","Fixed Income","Finance Companies","10,100,000","$10,386,813","100.73","-","5.88","Apr 1, 2019","2.84","10,386,812.56","5.61","-","5.61","10,100,000.00" | |
| "HII","HUNTINGTON INGALLS INDUSTRIES INC 144A","0.0815","US446413AG16","BSP7CW7","Fixed Income","Capital Goods","9,966,000","$10,378,482","103.38","-","5.00","Dec 15, 2021","3.48","10,378,481.67","4.34","-","4.04","9,966,000.00" | |
| "AMCX","AMC NETWORKS INC","0.0815","US00164VAC72","B952W74","Fixed Income","Communications","10,375,000","$10,372,478","99.25","-","4.75","Dec 15, 2022","4.70","10,372,478.30","4.88","-","4.88","10,375,000.00" | |
| "MNK","MALLINCKRODT INTERNATIONAL FINANCE 144A","0.0811","US561233AC14","BVYP8D6","Fixed Income","Consumer Non-Cyclical","11,430,000","$10,316,369","88.50","-","5.50","Apr 15, 2025","6.72","10,316,368.75","7.23","-","7.23","11,430,000.00" | |
| "REYNOL","BEVERAGE PACKAGING HLDG LUX II SA/ 144A","0.0810","US08783AAC71","BH4XWH4","Fixed Income","Capital Goods","10,750,000","$10,312,618","95.01","-","6.00","Jun 15, 2017","1.29","10,312,617.62","10.04","-","10.04","10,750,000.00" | |
| "NFX","NEWFIELD EXPLORATION CO","0.0808","US651290AP34","B5203Q9","Fixed Income","Energy","12,370,000","$10,286,858","83.00","-","5.75","Jan 30, 2022","4.99","10,286,857.64","9.55","-","9.55","12,370,000.00" | |
| "TTMTIN","JAGUAR LAND ROVER AUTOMOTIVE PLC 144A","0.0807","US47010BAE48","BVVQKB4","Fixed Income","Consumer Cyclical","10,600,000","$10,272,431","95.50","-","3.50","Mar 15, 2020","3.74","10,272,430.56","4.72","-","4.72","10,600,000.00" | |
| "FITB","FIFTH THIRD BANCORP DEPOSITARY SHA","0.0806","US316773CM07","B98D1W2","Fixed Income","Banking","11,525,000","$10,260,131","88.46","-","5.10","Dec 31, 2049","6.06","10,260,130.87","4.89","-","7.14","11,525,000.00" | |
| "AES","AES CORPORATION (THE)","0.0806","US00130HBN44","B4XV557","Fixed Income","Electric","9,365,000","$10,257,797","108.00","-","8.00","Jun 1, 2020","3.68","10,257,796.67","5.87","-","5.87","9,365,000.00" | |
| "TTMTIN","JAGUAR LAND ROVER AUTOMOTIVE PLC 144A","0.0805","US47010BAD64","BS9NCH6","Fixed Income","Consumer Cyclical","10,240,000","$10,240,356","99.00","-","4.25","Nov 15, 2019","3.46","10,240,355.56","4.54","-","4.54","10,240,000.00" | |
| "LAMR","LAMAR MEDIA CORP","0.0804","US513075BE05","B8QB5M9","Fixed Income","Communications","10,147,000","$10,235,786","99.50","-","5.00","May 1, 2023","4.91","10,235,786.25","5.08","-","5.08","10,147,000.00" | |
| "AHTLN","ASHTEAD CAPITAL INC 144A","0.0803","US045054AC71","BQSNV32","Fixed Income","Capital Goods","10,535,000","$10,218,402","94.98","-","5.63","Oct 1, 2024","6.15","10,218,401.65","6.39","-","6.39","10,535,000.00" | |
| "SIRI","SIRIUS XM RADIO INC 144A","0.0802","US82967NAN84","BCRYS60","Fixed Income","Communications","10,025,000","$10,212,570","101.73","-","5.75","Aug 1, 2021","3.56","10,212,569.76","5.38","-","5.20","10,025,000.00" | |
| "QBRCN","VIDEOTRON LTD 144A","0.0802","US92660FAG90","-","Fixed Income","Communications","10,100,000","$10,208,189","100.25","-","5.38","Jun 15, 2024","6.66","10,208,189.24","5.34","-","5.34","10,100,000.00" | |
| "CXO","CONCHO RESOURCES INC","0.0802","US20605PAB76","B4RCLX6","Fixed Income","Energy","11,017,000","$10,202,966","92.13","-","7.00","Jan 15, 2021","4.10","10,202,966.11","9.01","-","9.01","11,017,000.00" | |
| "FTR","FRONTIER COMMUNICATIONS CORP","0.0800","US35906AAF57","B437DG2","Fixed Income","Communications","9,570,000","$10,176,977","103.71","-","8.25","Apr 15, 2017","1.12","10,176,976.93","4.97","-","4.97","9,570,000.00" | |
| "NXPI","NXP BV/NXP FUNDING LLC 144A","0.0799","US62947QAN88","B9DJTS7","Fixed Income","Technology","9,750,000","$10,170,807","102.00","-","5.75","Mar 15, 2023","4.32","10,170,807.29","5.41","-","5.30","9,750,000.00" | |
| "WLL","WHITING PETROLEUM CORP","0.0799","US966387AG72","BDS54J4","Fixed Income","Energy","19,550,000","$10,168,715","50.00","-","5.00","Mar 15, 2019","2.69","10,168,715.28","31.37","-","31.37","19,550,000.00" | |
| "WLL","WHITING PETROLEUM CORP","0.0798","US966387AH55","BDS54H2","Fixed Income","Energy","20,378,000","$10,151,499","47.50","-","5.75","Mar 15, 2021","3.92","10,151,498.82","24.22","-","24.22","20,378,000.00" | |
| "UNITY","UNITYMEDIA HESSEN GMBH & CO KG / U 144A","0.0797","US913364AD74","BT9QFD9","Fixed Income","Communications","10,260,000","$10,141,725","98.50","-","5.00","Jan 15, 2025","6.25","10,141,725.00","5.21","-","5.21","10,260,000.00" | |
| "MAS","MASCO CORPORATION","0.0797","US574599BG02","B61XRP3","Fixed Income","Capital Goods","8,645,000","$10,138,514","114.41","-","7.13","Mar 15, 2020","3.55","10,138,513.80","3.33","-","3.33","8,645,000.00" | |
| "KCI","KINETIC CONCEPTS INC / KCI USA INC","0.0796","US49461BAE48","B9G5Q47","Fixed Income","Consumer Non-Cyclical","11,090,000","$10,133,488","87.94","-","12.50","Nov 1, 2019","2.91","10,133,487.50","16.98","-","16.98","11,090,000.00" | |
| "CLH","CLEAN HARBORS INC","0.0795","US184496AL16","BB2D070","Fixed Income","Capital Goods","10,175,000","$10,122,323","98.50","-","5.13","Jun 1, 2021","3.88","10,122,323.18","5.45","-","5.45","10,175,000.00" | |
| "ACHC","ACADIA HEALTHCARE CO INC","0.0794","US00404AAJ88","BYQD0K0","Fixed Income","Consumer Non-Cyclical","10,224,000","$10,103,549","96.09","-","5.63","Feb 15, 2023","5.21","10,103,548.50","6.32","-","6.32","10,224,000.00" | |
| "BBDBCN","BOMBARDIER INC 144A","0.0794","US097751AV34","B4RMWQ6","Fixed Income","Capital Goods","13,720,000","$10,100,874","70.50","-","7.75","Mar 15, 2020","3.30","10,100,873.61","18.28","-","18.28","13,720,000.00" | |
| "NGLS","TARGA RESOURCES PARTNERS LP","0.0792","US87612BAR33","BYSRV30","Fixed Income","Energy","13,400,000","$10,080,010","74.25","-","4.13","Nov 15, 2019","3.41","10,080,010.42","12.98","-","12.98","13,400,000.00" | |
| "QRVO","QORVO INC 144A","0.0790","US74736KAC53","-","Fixed Income","Technology","10,100,000","$10,057,075","98.00","-","7.00","Dec 1, 2025","6.39","10,057,075.00","7.29","-","7.29","10,100,000.00" | |
| "HUN","HUNTSMAN INTERNATIONAL LLC","0.0790","US44701QAZ54","B7F0DX7","Fixed Income","Basic Industry","11,475,000","$10,054,515","86.47","-","4.88","Nov 15, 2020","4.18","10,054,514.53","8.37","-","8.37","11,475,000.00" | |
| "CNHI","CNH INDUSTRIAL CAPITAL LLC","0.0789","US12592BAD64","BZ6CFL0","Fixed Income","Capital Goods","10,575,000","$10,048,270","94.75","-","3.88","Jul 16, 2018","2.32","10,048,269.53","6.23","-","6.23","10,575,000.00" | |
| "NXPI","NXP BV 144A","0.0788","US62947QAS75","BYZ0XP8","Fixed Income","Technology","9,970,000","$10,032,832","100.00","-","4.13","Jun 15, 2020","3.97","10,032,831.77","4.12","-","4.12","9,970,000.00" | |
| "TGNA","TEGNA INC","0.0785","US364725BD24","BRWQDY9","Fixed Income","Communications","9,479,000","$9,989,648","103.75","-","5.13","Oct 15, 2019","1.31","9,989,648.21","4.02","-","3.26","9,479,000.00" | |
| "CLE","CLAIRES STORES INC 144A","0.0784","US179584AM91","B7JZHQ9","Fixed Income","Consumer Cyclical","16,125,000","$9,977,344","58.25","-","9.00","Mar 15, 2019","2.48","9,977,343.75","30.85","-","30.85","16,125,000.00" | |
| "ALLY","ALLY FINANCIAL INC","0.0782","US02005NAY67","BVGBM30","Fixed Income","Banking","10,495,000","$9,950,174","92.87","-","4.13","Feb 13, 2022","5.20","9,950,173.89","5.54","-","5.54","10,495,000.00" | |
| "NCR","NCR CORPORATION","0.0781","US62886EAJ73","BBDJK22","Fixed Income","Technology","10,564,000","$9,940,431","93.75","-","5.00","Jul 15, 2022","5.14","9,940,430.56","6.19","-","6.19","10,564,000.00" | |
| "LEA","LEAR CORP","0.0781","US521865AX34","BSPPR04","Fixed Income","Consumer Cyclical","9,805,000","$9,938,797","101.00","-","5.25","Jan 15, 2025","5.99","9,938,797.40","5.11","-","5.08","9,805,000.00" | |
| "TDG","TRANSDIGM INC","0.0779","US893647AR89","BFHCR57","Fixed Income","Capital Goods","10,100,000","$9,911,748","96.38","-","5.50","Oct 15, 2020","3.78","9,911,747.56","6.41","-","6.41","10,100,000.00" | |
| "CHTR","CCO HOLDINGS LLC 144A","0.0778","US1248EPBG71","BWW7FD0","Fixed Income","Communications","10,275,000","$9,906,528","94.94","-","5.38","May 1, 2025","6.55","9,906,527.71","6.10","-","6.10","10,275,000.00" | |
| "LEVI","LEVI STRAUSS & CO","0.0778","US52736RBD35","B4KBT81","Fixed Income","Consumer Cyclical","9,246,000","$9,901,050","105.19","-","6.88","May 1, 2022","2.44","9,901,049.98","5.86","-","5.19","9,246,000.00" | |
| "LEN","LENNAR CORP","0.0778","US526057BU74","BSPW0J5","Fixed Income","Consumer Cyclical","9,565,000","$9,898,101","102.42","-","4.50","Nov 15, 2019","3.36","9,898,101.12","3.79","-","3.75","9,565,000.00" | |
| "AES","AES CORP","0.0776","US00130HBU86","BK1KRW9","Fixed Income","Electric","10,950,000","$9,872,323","87.94","-","5.50","Mar 15, 2024","6.14","9,872,322.66","7.51","-","7.51","10,950,000.00" | |
| "GEL","GENESIS ENERGY LP","0.0775","US37185LAH50","BYSGLH1","Fixed Income","Energy","12,820,000","$9,860,984","76.75","-","6.75","Aug 1, 2022","5.10","9,860,983.75","12.02","-","12.02","12,820,000.00" | |
| "CRC","CALIFORNIA RESOURCES CORP 144A","0.0774","US13057QAG29","BD0DPY8","Fixed Income","Energy","44,229,000","$9,856,310","21.06","-","8.00","Dec 15, 2022","3.16","9,856,309.80","47.82","-","47.82","44,229,000.00" | |
| "DELL","DELL INC","0.0772","US24702RAJ05","B59M001","Fixed Income","Technology","9,450,000","$9,831,078","103.14","-","5.88","Jun 15, 2019","3.05","9,831,077.81","4.85","-","4.85","9,450,000.00" | |
| "RRC","RANGE RESOURCES CORP","0.0771","US75281AAQ22","BCFQYJ3","Fixed Income","Energy","12,500,000","$9,814,236","76.50","-","5.00","Mar 15, 2023","5.67","9,814,236.11","9.65","-","9.65","12,500,000.00" | |
| "LEN","LENNAR CORP","0.0771","US526057BT02","BJT16M0","Fixed Income","Consumer Cyclical","9,550,000","$9,813,478","102.07","-","4.50","Jun 15, 2019","3.04","9,813,477.82","3.83","-","3.81","9,550,000.00" | |
| "RIG","TRANSOCEAN INC","0.0770","US893830AY53","B3YNGY1","Fixed Income","Energy","17,250,000","$9,798,142","55.27","-","6.50","Nov 15, 2020","3.79","9,798,141.83","22.15","-","22.15","17,250,000.00" | |
| "AXLL","EAGLE SPINCO INC","0.0769","US269871AB53","BP857P5","Fixed Income","Basic Industry","10,075,000","$9,789,367","94.92","-","4.63","Feb 15, 2021","4.24","9,789,367.09","5.81","-","5.81","10,075,000.00" | |
| "RIG","TRANSOCEAN INC","0.0766","US893830BD08","B87HP37","Fixed Income","Energy","11,550,000","$9,754,938","83.50","-","3.00","Oct 15, 2017","1.62","9,754,937.50","14.39","-","14.39","11,550,000.00" | |
| "HCA","HCA INC","0.0766","US404119BL22","B6VM8T1","Fixed Income","Consumer Non-Cyclical","8,600,000","$9,752,846","110.54","-","8.00","Oct 1, 2018","2.37","9,752,846.05","3.77","-","3.77","8,600,000.00" | |
| "POST","POST HOLDINGS INC 144A","0.0766","US737446AG92","BMV16R4","Fixed Income","Consumer Non-Cyclical","9,800,000","$9,752,633","98.60","-","6.00","Dec 15, 2022","4.88","9,752,633.33","6.25","-","6.25","9,800,000.00" | |
| "AER","AERCAP IRELAND CAPITAL LTD / AERCA","0.0765","US00772BAP67","BYRY4T9","Fixed Income","Finance Companies","10,455,000","$9,736,328","92.63","-","4.63","Jul 1, 2022","5.49","9,736,327.66","6.03","-","6.03","10,455,000.00" | |
| "FTR","FRONTIER COMMUNICATIONS CORP","0.0764","US35906AAQ13","BQQLMH9","Fixed Income","Communications","12,545,000","$9,728,156","77.07","-","6.88","Jan 15, 2025","6.35","9,728,155.81","10.96","-","10.96","12,545,000.00" | |
| "WIN","WINDSTREAM CORP","0.0764","US97381WAN48","B5KNPP3","Fixed Income","Communications","11,965,000","$9,718,654","78.75","-","7.75","Oct 15, 2020","3.77","9,718,654.34","14.09","-","14.09","11,965,000.00" | |
| "CPN","CALPINE CORP","0.0763","US131347CJ36","BVCVMY5","Fixed Income","Electric","11,247,000","$9,716,002","86.25","-","5.50","Feb 1, 2024","6.22","9,716,002.12","7.85","-","7.85","11,247,000.00" | |
| "CVC","CABLEVISION SYSTEMS CORPORATION","0.0763","US12686CBB46","B6ZY4Y0","Fixed Income","Communications","12,050,000","$9,714,266","78.25","-","5.88","Sep 15, 2022","5.19","9,714,266.49","10.53","-","10.53","12,050,000.00" | |
| "BBVASM","BBVA INTERNATIONAL GUARANTEED PRF","0.0762","US05530RAB42","B2QY924","Fixed Income","Banking","9,641,000","$9,698,023","98.75","-","5.92","Dec 31, 2049","1.14","9,698,023.30","6.02","-","7.02","9,641,000.00" | |
| "CIT","CIT GROUP INC","0.0762","US125581GR39","BCL2NF4","Fixed Income","Finance Companies","10,230,000","$9,692,925","94.63","-","5.00","Aug 1, 2023","6.22","9,692,925.00","5.90","-","5.90","10,230,000.00" | |
| "MU","MICRON TECHNOLOGY INC","0.0760","US595112BA01","-","Fixed Income","Technology","10,950,000","$9,674,971","85.50","-","5.88","Feb 15, 2022","4.85","9,674,971.35","9.05","-","9.05","10,950,000.00" | |
| "VRXCN","VALEANT PHARMACEUTICALS INTERNATIO 144A","0.0759","US91911XAS36","B58Q929","Fixed Income","Consumer Non-Cyclical","9,950,000","$9,658,064","96.56","-","7.25","Jul 15, 2022","4.57","9,658,064.24","7.94","-","7.94","9,950,000.00" | |
| "TGNA","TEGNA INC","0.0757","US364725BA84","BSP5RW6","Fixed Income","Communications","9,300,000","$9,635,349","103.25","-","5.13","Jul 15, 2020","2.54","9,635,348.96","4.31","-","4.10","9,300,000.00" | |
| "GENONE","GENON ENERGY INC","0.0755","US74971XAC11","B1YQ527","Fixed Income","Electric","12,323,000","$9,606,754","76.75","-","7.88","Jun 15, 2017","1.27","9,606,754.22","30.06","-","30.06","12,323,000.00" | |
| "ALLY","ALLY FINANCIAL INC","0.0754","US36186CCA99","B5NHJF0","Fixed Income","Banking","8,975,000","$9,593,278","106.00","-","8.00","Dec 31, 2018","2.61","9,593,277.78","5.71","-","5.71","8,975,000.00" | |
| "JEFFIN","JEFFERIES FINANCE LLC 144A","0.0754","US47232MAA09","B97JK68","Fixed Income","Brokerage/Asset Managers/Exchanges","11,500,000","$9,590,161","80.75","-","7.38","Apr 1, 2020","3.44","9,590,161.46","13.60","-","13.60","11,500,000.00" | |
| "SUN","SUNOCO LP / SUNOCO FINANCE CORP 144A","0.0753","US86765LAB36","BYQXN12","Fixed Income","Energy","10,650,000","$9,589,659","89.91","-","5.50","Aug 1, 2020","3.96","9,589,659.38","8.24","-","8.24","10,650,000.00" | |
| "AMGFIN","SPRINGLEAF FINANCE CORP","0.0753","US85172FAG46","BSWW3G6","Fixed Income","Finance Companies","10,950,000","$9,586,953","86.75","-","5.25","Dec 15, 2019","3.46","9,586,953.12","9.43","-","9.43","10,950,000.00" | |
| "LB","L BRANDS INC","0.0753","US501797AJ37","BFPCY70","Fixed Income","Consumer Cyclical","9,000,000","$9,582,878","104.68","-","5.63","Oct 15, 2023","6.21","9,582,878.25","4.89","-","4.89","9,000,000.00" | |
| "VMED","VIRGIN MEDIA FINANCE PLC 144A","0.0753","US92769VAF67","BR17TQ7","Fixed Income","Communications","9,400,000","$9,583,104","100.03","-","6.00","Oct 15, 2024","5.75","9,583,104.17","5.99","-","5.99","9,400,000.00" | |
| "EQIX","EQUINIX INC","0.0752","US29444UAP12","BSP7FB7","Fixed Income","Technology","9,330,000","$9,574,718","102.00","-","5.75","Jan 1, 2025","5.81","9,574,718.12","5.46","-","5.40","9,330,000.00" | |
| "HTZ","HERTZ CORP","0.0752","US428040CD99","B6YWS98","Fixed Income","Transportation","9,400,000","$9,568,646","99.40","-","7.50","Oct 15, 2018","1.78","9,568,645.71","7.75","-","7.75","9,400,000.00" | |
| "CNHI","CNH INDUSTRIAL CAPITAL LLC","0.0751","US12592BAE48","BYZY4S0","Fixed Income","Capital Goods","10,415,000","$9,564,028","90.69","-","4.38","Nov 6, 2020","4.23","9,564,027.96","6.70","-","6.70","10,415,000.00" | |
| "HTZ","HERTZ CORP","0.0751","US428040CG21","B6YX4H1","Fixed Income","Transportation","9,898,000","$9,557,821","96.05","-","7.38","Jan 15, 2021","3.89","9,557,820.86","8.37","-","8.37","9,898,000.00" | |
| "ALTICE","ALTICE FINCO SA 144A","0.0750","US02154EAA73","B8Y29G6","Fixed Income","Communications","8,950,000","$9,540,918","105.09","-","9.88","Dec 15, 2020","2.46","9,540,917.53","8.56","-","7.84","8,950,000.00" | |
| "STAR","ISTAR FINANCIAL INC","0.0749","US45031UBX81","BNB7R21","Fixed Income","Finance Companies","10,300,000","$9,537,800","91.50","-","4.00","Nov 1, 2017","1.66","9,537,800.00","9.45","-","9.45","10,300,000.00" | |
| "TMUS","T-MOBILE USA INC","0.0749","US87264AAB17","BJGZZR3","Fixed Income","Communications","9,150,000","$9,533,728","101.88","-","5.25","Sep 1, 2018","1.24","9,533,728.12","4.47","-","4.00","9,150,000.00" | |
| "FE","FIRSTENERGY CORPORATION","0.0749","US337932AE78","B95X2W2","Fixed Income","Electric","9,400,000","$9,531,160","100.29","-","2.75","Mar 15, 2018","1.98","9,531,159.98","2.61","-","2.60","9,400,000.00" | |
| "TAYMON","TAYLOR MORRISON COMMUNITIES INC/MO 144A","0.0748","US877249AC65","B9NWR93","Fixed Income","Consumer Cyclical","10,150,000","$9,515,144","92.07","-","5.25","Apr 15, 2021","4.36","9,515,144.23","7.10","-","7.10","10,150,000.00" | |
| "BPCEGP","GROUPE BPCE 144A","0.0747","US05571AAA34","B4KZ3Y7","Fixed Income","Banking","7,400,000","$9,510,028","124.00","-","12.50","Dec 31, 2049","2.98","9,510,027.78","10.62","-","5.17","7,400,000.00" | |
| "BRP","BROOKFIELD RESIDENTIAL PROPERTIES 144A","0.0745","US11283WAA27","B8HTYH0","Fixed Income","Consumer Cyclical","10,625,000","$9,482,075","88.25","-","6.50","Dec 15, 2020","4.10","9,482,074.65","9.58","-","9.58","10,625,000.00" | |
| "FE","FIRSTENERGY TRANSMISSION LLC 144A","0.0745","US33767BAB53","BMNDKF4","Fixed Income","Electric","9,100,000","$9,478,625","103.86","-","4.35","Jan 15, 2025","7.35","9,478,624.91","3.84","-","3.82","9,100,000.00" | |
| "APU","AMERIGAS FINANCE CORP","0.0744","US03077JAA88","B6Y36Z3","Fixed Income","Energy","9,875,000","$9,467,656","94.38","-","6.75","May 20, 2020","3.58","9,467,656.25","8.34","-","8.34","9,875,000.00" | |
| "AXL","AMERICAN AXLE & MANUFACTURING INC","0.0742","US02406PAL40","B78Q1F0","Fixed Income","Consumer Cyclical","9,525,000","$9,440,829","97.00","-","6.63","Oct 15, 2022","4.80","9,440,829.43","7.20","-","7.20","9,525,000.00" | |
| "AR","ANTERO RESOURCES CORP 144A","0.0741","US03674XAD84","BW9RTP3","Fixed Income","Energy","12,350,000","$9,426,952","75.25","-","5.63","Jun 1, 2023","5.72","9,426,951.98","10.57","-","10.57","12,350,000.00" | |
| "CHTR","CCO HLDGS LLC/CAP CORP","0.0739","US1248EPBB84","BKRCKN1","Fixed Income","Communications","9,050,000","$9,405,401","101.81","-","5.25","Mar 15, 2021","3.10","9,405,401.04","4.84","-","4.61","9,050,000.00" | |
| "BLULNE","BLUELINE RENTAL FINANCE CORP 144A","0.0738","US09627HAA41","BJ4QQ08","Fixed Income","Capital Goods","13,625,000","$9,391,031","68.75","-","7.00","Feb 1, 2019","2.66","9,391,031.25","21.82","-","21.82","13,625,000.00" | |
| "BCBCN","COTT BEVERAGES INC","0.0738","US221643AH22","BYR4Z29","Fixed Income","Consumer Non-Cyclical","9,675,000","$9,387,761","96.45","-","5.38","Jul 1, 2022","4.94","9,387,761.02","6.05","-","6.05","9,675,000.00" | |
| "WPX","WPX ENERGY INC","0.0737","US98212BAD55","B8F4N14","Fixed Income","Energy","19,117,000","$9,375,745","48.63","-","6.00","Jan 15, 2022","4.54","9,375,745.42","21.86","-","21.86","19,117,000.00" | |
| "CPN","CALPINE CORP 144A","0.0736","US131347CC82","BG4BK33","Fixed Income","Electric","9,250,000","$9,364,822","100.83","-","5.88","Jan 15, 2024","5.17","9,364,821.74","5.74","-","5.70","9,250,000.00" | |
| "BBDBCN","BOMBARDIER INC 144A","0.0735","US097751AS05","B4LGWJ7","Fixed Income","Capital Goods","10,450,000","$9,355,490","86.50","-","7.50","Mar 15, 2018","1.89","9,355,489.58","15.25","-","15.25","10,450,000.00" | |
| "NSM","NATIONSTAR MORTGAGE LLC","0.0735","US63860UAK60","BBPV952","Fixed Income","Financial Other","10,850,000","$9,353,152","85.50","-","6.50","Jul 1, 2021","4.48","9,353,152.08","10.05","-","10.05","10,850,000.00" | |
| "SBGI","SINCLAIR TELEVISION GROUP INC 144A","0.0735","US829259AR17","BP4GRG3","Fixed Income","Communications","9,650,000","$9,349,945","96.75","-","5.63","Aug 1, 2024","6.05","9,349,945.31","6.12","-","6.12","9,650,000.00" | |
| "ALBLLC","ALBERTSONS HOLDINGS LLC / MERGER S 144A","0.0734","US013094AA57","BRJ9TK9","Fixed Income","Consumer Non-Cyclical","8,825,000","$9,338,960","103.35","-","7.75","Oct 15, 2022","4.20","9,338,959.57","7.11","-","6.90","8,825,000.00" | |
| "TLWLN","TULLOW OIL PLC 144A","0.0733","US899415AA10","BG80144","Fixed Income","Energy","14,420,000","$9,330,461","63.06","-","6.00","Nov 1, 2020","3.89","9,330,461.00","17.90","-","17.90","14,420,000.00" | |
| "CVC","CSC HOLDINGS LLC","0.0733","US126307AH04","BYMW5J5","Fixed Income","Communications","11,000,000","$9,323,188","83.75","-","5.25","Jun 1, 2024","6.53","9,323,187.50","7.96","-","7.96","11,000,000.00" | |
| "NFX","NEWFIELD EXPLORATION COMPANY","0.0733","US651290AR99","BWB8YK4","Fixed Income","Energy","12,225,000","$9,323,982","75.69","-","5.38","Jan 1, 2026","7.27","9,323,982.03","9.16","-","9.16","12,225,000.00" | |
| "ALLY","ALLY FINANCIAL INC","0.0732","US02005NAJ90","B4QDVQ3","Fixed Income","Banking","8,400,000","$9,322,250","107.96","-","7.50","Sep 15, 2020","3.87","9,322,249.72","5.51","-","5.51","8,400,000.00" | |
| "MGM","MGM RESORTS INTERNATIONAL","0.0730","US552953CB51","BHB9316","Fixed Income","Consumer Cyclical","9,200,000","$9,296,861","99.16","-","5.25","Mar 31, 2020","3.68","9,296,860.67","5.48","-","5.48","9,200,000.00" | |
| "LWSN","INFOR US INC 144A","0.0729","US45672NAF87","BYTGPC3","Fixed Income","Technology","9,040,000","$9,278,242","100.00","-","5.75","Aug 15, 2020","3.49","9,278,241.67","5.75","-","5.75","9,040,000.00" | |
| "SABR","SABRE GLBL INC 144A","0.0729","US78573NAB82","BZBZL38","Fixed Income","Technology","9,335,000","$9,272,183","98.00","-","5.25","Nov 15, 2023","5.62","9,272,183.23","5.57","-","5.57","9,335,000.00" | |
| "QVCN","QVC INC","0.0725","US747262AH67","B8P3TR9","Fixed Income","Consumer Cyclical","9,015,000","$9,223,049","101.77","-","5.13","Jul 2, 2022","5.47","9,223,049.27","4.80","-","4.80","9,015,000.00" | |
| "MFW","HARLAND CLARKE HOLDINGS CORP 144A","0.0724","US412690AE97","BK0HZN8","Fixed Income","Industrial Other","12,956,000","$9,220,623","67.08","-","9.25","Mar 1, 2021","3.66","9,220,622.82","19.85","-","19.85","12,956,000.00" | |
| "MNK","MALLINCKRODT INTERNATIONAL FINANCE","0.0723","US561234AE52","BLD2XV1","Fixed Income","Consumer Non-Cyclical","10,500,000","$9,199,823","86.10","-","4.75","Apr 15, 2023","5.91","9,199,822.92","7.27","-","7.27","10,500,000.00" | |
| "AYR","AIRCASTLE LTD","0.0722","US00928QAK76","B85NKL0","Fixed Income","Finance Companies","8,900,000","$9,187,374","102.03","-","6.25","Dec 1, 2019","3.40","9,187,373.58","5.65","-","5.65","8,900,000.00" | |
| "VMED","VIRGIN MEDIA FINANCE PLC 144A","0.0722","US55181XAA00","B9JDT83","Fixed Income","Communications","8,850,000","$9,183,027","101.73","-","6.38","Apr 15, 2023","4.48","9,183,027.12","6.07","-","5.98","8,850,000.00" | |
| "FMEGR","FRESENIUS MEDICAL CARE US FINANCE 144A","0.0720","US35802XAH61","BS0SFB5","Fixed Income","Consumer Non-Cyclical","8,950,000","$9,157,435","101.00","-","4.13","Oct 15, 2020","4.15","9,157,434.90","3.89","-","3.88","8,950,000.00" | |
| "FCH","FELCOR LODGING LIMITED PARTNERSHIP","0.0717","US31430QBG10","BZ2Z1M6","Fixed Income","Reits","8,990,000","$9,130,961","100.42","-","6.00","Jun 1, 2025","6.16","9,130,960.50","5.94","-","5.93","8,990,000.00" | |
| "NFLX","NETFLIX INC","0.0715","US64110LAE65","BJSVL59","Fixed Income","Communications","8,650,000","$9,102,557","105.10","-","5.38","Feb 1, 2021","4.41","9,102,557.19","4.23","-","4.23","8,650,000.00" | |
| "LEN","LENNAR CORP","0.0715","US526057BN32","BDV82C9","Fixed Income","Consumer Cyclical","9,320,000","$9,098,326","96.50","-","4.75","Nov 15, 2022","5.69","9,098,326.39","5.37","-","5.37","9,320,000.00" | |
| "NCX","NOVA CHEMICALS CORP 144A","0.0714","US66977WAP41","BRL5BX2","Fixed Income","Owned No Guarantee","9,605,000","$9,088,731","93.25","-","5.00","May 1, 2025","7.20","9,088,731.25","5.96","-","5.96","9,605,000.00" | |
| "QVCN","QVC INC","0.0713","US747262AS23","BRGCND2","Fixed Income","Consumer Cyclical","9,140,000","$9,078,641","97.59","-","4.85","Apr 1, 2024","6.61","9,078,641.05","5.22","-","5.22","9,140,000.00" | |
| "THC","TENET HEALTHCARE CORPORATION","0.0712","US88033GBU31","BBPR358","Fixed Income","Consumer Non-Cyclical","8,949,000","$9,057,374","100.30","-","4.75","Jun 1, 2020","3.89","9,057,373.88","4.67","-","4.67","8,949,000.00" | |
| "CDWC","CDW LLC / CDW FINANCE CORP","0.0711","US12513GBB41","BW3K0V1","Fixed Income","Technology","8,935,000","$9,047,184","99.05","-","5.00","Sep 1, 2023","5.20","9,047,183.69","5.15","-","5.15","8,935,000.00" | |
| "CXO","CONCHO RESOURCES INC","0.0710","US20605PAC59","B3XG6C9","Fixed Income","Energy","10,125,000","$9,030,410","88.74","-","6.50","Jan 15, 2022","4.84","9,030,410.44","8.99","-","8.99","10,125,000.00" | |
| "MGM","MGM RESORTS INTERNATIONAL","0.0709","US55303QAA85","B3WTSY5","Fixed Income","Consumer Cyclical","7,570,000","$9,029,039","114.25","-","11.38","Mar 1, 2018","1.81","9,029,038.65","4.08","-","4.08","7,570,000.00" | |
| "ARGID","ARDAGH PACKAGING FINANCE PLC/ARDAG 144A","0.0709","US03969AAE01","BJ3SJL7","Fixed Income","Capital Goods","9,700,000","$9,027,063","92.88","-","6.75","Jan 31, 2021","4.14","9,027,062.50","8.54","-","8.54","9,700,000.00" | |
| "USG","USG CORP","0.0707","US903293AS74","B282799","Fixed Income","Capital Goods","8,148,000","$8,997,599","109.75","-","9.75","Jan 15, 2018","1.80","8,997,598.75","4.42","-","4.42","8,148,000.00" | |
| "CHTR","CCO HOLDINGS LLC/CCO HOLDINGS CAPI 144A","0.0707","US1248EPBP70","BYYRX16","Fixed Income","Communications","9,075,000","$8,995,594","99.13","-","5.88","Apr 1, 2024","5.74","8,995,593.75","5.99","-","5.99","9,075,000.00" | |
| "TTMTIN","JAGUAR LAND ROVER PLC 144A","0.0706","US47010BAA26","B89WGH1","Fixed Income","Consumer Cyclical","9,200,000","$8,988,734","97.56","-","5.63","Feb 1, 2023","5.06","8,988,733.50","6.06","-","6.06","9,200,000.00" | |
| "ALTICE","ALTICE FINANCING SA 144A","0.0706","US02154EAB56","BH5GGW5","Fixed Income","Communications","9,550,000","$8,981,770","93.49","-","8.13","Jan 15, 2024","5.56","8,981,769.85","9.30","-","9.30","9,550,000.00" | |
| "DHI","D.R. HORTON INC","0.0705","US23331ABJ79","BJZXTB0","Fixed Income","Consumer Cyclical","8,750,000","$8,978,047","100.95","-","3.75","Mar 1, 2019","2.76","8,978,046.88","3.42","-","3.40","8,750,000.00" | |
| "ALLY","ALLY FINANCIAL INC","0.0705","US02005NAX84","BVGBLZ5","Fixed Income","Banking","9,160,000","$8,968,483","96.31","-","3.25","Feb 13, 2018","1.92","8,968,483.33","5.21","-","5.21","9,160,000.00" | |
| "LVLT","LEVEL 3 FINANCING INC","0.0703","US527298BC65","BYXSPS1","Fixed Income","Communications","8,780,000","$8,943,253","101.00","-","5.63","Feb 1, 2023","4.44","8,943,253.12","5.45","-","5.34","8,780,000.00" | |
| "ARGID","ARDAGH PACKAGING FINANCE PLC 144A","0.0703","US039686AB63","B4JYH32","Fixed Income","Capital Goods","8,796,000","$8,942,447","98.75","-","9.13","Oct 15, 2020","3.30","8,942,447.29","9.46","-","9.46","8,796,000.00" | |
| "OLN","BLUE CUBE SPINCO INC 144A","0.0703","US095370AC65","BYNLWM3","Fixed Income","Basic Industry","8,100,000","$8,942,135","106.81","-","10.00","Oct 15, 2025","5.33","8,942,135.40","8.93","-","8.76","8,100,000.00" | |
| "GLPI","GLP CAPITAL LP","0.0702","US361841AB55","BRV4KB0","Fixed Income","Consumer Cyclical","8,900,000","$8,934,810","99.19","-","4.38","Nov 1, 2018","2.50","8,934,810.12","4.69","-","4.69","8,900,000.00" | |
| "SIRI","SIRIUS XM RADIO INC 144A","0.0702","US82967NAL29","B6TRP86","Fixed Income","Communications","9,132,000","$8,931,127","96.71","-","4.63","May 15, 2023","5.36","8,931,127.40","5.17","-","5.17","9,132,000.00" | |
| "OAS","OASIS PETROLEUM INC","0.0700","US674215AG39","BQ8NZY1","Fixed Income","Energy","16,875,000","$8,904,785","50.00","-","6.88","Mar 15, 2022","4.28","8,904,785.16","22.23","-","22.23","16,875,000.00" | |
| "MIK","MICHAELS STORES INC 144A","0.0697","US594087AT54","BHB9305","Fixed Income","Consumer Cyclical","8,575,000","$8,866,342","102.50","-","5.88","Dec 15, 2020","2.75","8,866,341.58","5.28","-","4.92","8,575,000.00" | |
| "CVC","CABLEVISION SYSTEMS CORPORATION","0.0695","US12686CBA62","B5BK3W6","Fixed Income","Communications","9,400,000","$8,841,222","91.50","-","8.00","Apr 15, 2020","3.49","8,841,222.22","10.56","-","10.56","9,400,000.00" | |
| "CXO","CONCHO RESOURCES INC","0.0693","US20605PAD33","B6ZJT17","Fixed Income","Energy","10,150,000","$8,825,002","84.97","-","5.50","Oct 1, 2022","5.36","8,825,002.08","8.49","-","8.49","10,150,000.00" | |
| "HTZ","HDTFS INC","0.0691","US428040CN71","B9K5QS7","Fixed Income","Transportation","9,400,000","$8,796,946","91.59","-","6.25","Oct 15, 2022","5.17","8,796,945.61","7.89","-","7.89","9,400,000.00" | |
| "AAL","AMERICAN AIRLINES GROUP INC 144A","0.0691","US02376RAB87","BW40Q56","Fixed Income","Transportation","9,015,000","$8,793,475","95.50","-","4.63","Mar 1, 2020","3.64","8,793,475.16","5.89","-","5.89","9,015,000.00" | |
| "CNK","CINEMARK USA INC","0.0690","US172441AZ03","BCZTKT4","Fixed Income","Consumer Cyclical","9,050,000","$8,787,786","96.17","-","4.88","Jun 1, 2023","5.42","8,787,785.75","5.52","-","5.52","9,050,000.00" | |
| "SPB","SPECTRUM BRANDS INC","0.0690","US84762LAN55","BJFLS40","Fixed Income","Consumer Non-Cyclical","8,260,000","$8,776,680","104.75","-","6.38","Nov 15, 2020","1.46","8,776,680.21","5.23","-","4.13","8,260,000.00" | |
| "ALLY","ALLY FINANCIAL INC","0.0689","US02005NBA72","BWKNJG1","Fixed Income","Banking","9,300,000","$8,768,324","92.61","-","4.63","Mar 30, 2025","7.26","8,768,324.48","5.67","-","5.67","9,300,000.00" | |
| "EPC","EDGEWELL PERSONAL CARE","0.0689","US29266RAC25","B71J7V4","Fixed Income","Consumer Non-Cyclical","8,625,000","$8,765,816","100.64","-","4.70","May 24, 2022","5.42","8,765,816.25","4.58","-","4.58","8,625,000.00" | |
| "RLGY","REALOGY GROUP LLC / REALOGY CO ISS 144A","0.0687","US75606DAA90","BLG2ZF6","Fixed Income","Consumer Cyclical","8,450,000","$8,740,469","102.00","-","4.50","Apr 15, 2019","2.94","8,740,468.75","3.82","-","3.82","8,450,000.00" | |
| "GLPI","GLP CAPITAL LP","0.0686","US361841AF69","BPBF4M8","Fixed Income","Consumer Cyclical","9,200,000","$8,736,761","93.49","-","5.38","Nov 1, 2023","6.18","8,736,761.14","6.46","-","6.46","9,200,000.00" | |
| "ALR","ALERE INC","0.0685","US01449JAL98","BFLQH44","Fixed Income","Consumer Non-Cyclical","8,275,000","$8,719,207","104.38","-","6.50","Jun 15, 2020","0.40","8,719,206.60","5.36","-","3.09","8,275,000.00" | |
| "NGPLCO","NGPL PIPECO LLC 144A","0.0683","US62912XAD66","B5LR3R2","Fixed Income","Energy","9,575,000","$8,692,404","88.94","-","9.63","Jun 1, 2019","2.81","8,692,404.43","13.89","-","13.89","9,575,000.00" | |
| "CVA","COVANTA HOLDING CORP","0.0683","US22282EAD40","B463M26","Fixed Income","Electric","8,548,000","$8,688,152","100.25","-","7.25","Dec 1, 2020","3.20","8,688,151.58","7.18","-","7.14","8,548,000.00" | |
| "THC","TENET HEALTHCARE CORPORATION","0.0682","US88033GCJ76","BYXHJZ3","Fixed Income","Consumer Non-Cyclical","8,900,000","$8,675,371","95.05","-","5.50","Mar 1, 2019","2.76","8,675,370.82","7.34","-","7.34","8,900,000.00" | |
| "BBDBCN","BOMBARDIER INC 144A","0.0681","US097751BH31","BL9FKP7","Fixed Income","Capital Goods","11,555,000","$8,661,323","73.44","-","4.75","Apr 15, 2019","2.88","8,661,323.08","15.66","-","15.66","11,555,000.00" | |
| "TLLP","TESORO LOGISTICS LP","0.0680","US88160QAD51","BHC8Q24","Fixed Income","Energy","9,600,000","$8,659,833","88.25","-","6.13","Oct 15, 2021","4.64","8,659,833.33","8.79","-","8.79","9,600,000.00" | |
| "TROX","TRONOX FINANCE LLC","0.0680","US897050AB62","BDZDSP5","Fixed Income","Basic Industry","14,100,000","$8,656,379","58.29","-","6.38","Aug 15, 2020","3.58","8,656,378.93","21.17","-","21.17","14,100,000.00" | |
| "IAC","IAC/INTERACTIVECORP","0.0680","US44919PAC68","BK12DK5","Fixed Income","Communications","9,950,000","$8,654,082","86.25","-","4.75","Dec 15, 2022","5.67","8,654,081.60","7.34","-","7.34","9,950,000.00" | |
| "FTR","FRONTIER COMMUNICATIONS CORP","0.0679","US35906AAK43","B40VDN4","Fixed Income","Communications","9,520,000","$8,643,697","88.00","-","8.75","Apr 15, 2022","4.62","8,643,697.22","11.51","-","11.51","9,520,000.00" | |
| "BERY","BERRY PLASTICS CORP","0.0678","US085790AX14","BMH4PN6","Fixed Income","Capital Goods","8,580,000","$8,632,686","99.32","-","5.50","May 15, 2022","4.51","8,632,686.44","5.63","-","5.63","8,580,000.00" | |
| "KND","KINDRED HEALTHCARE INC","0.0678","US494580AF06","BYZX4L0","Fixed Income","Consumer Non-Cyclical","10,015,000","$8,623,680","85.50","-","8.75","Jan 15, 2023","5.08","8,623,680.03","11.87","-","11.87","10,015,000.00" | |
| "RRC","RANGE RESOURCES CORP","0.0677","US75281AAN90","B754V24","Fixed Income","Energy","10,787,000","$8,622,109","77.50","-","5.00","Aug 15, 2022","5.28","8,622,109.03","9.75","-","9.75","10,787,000.00" | |
| "MTNA","ARCELORMITTAL","0.0676","US03938LAY02","BYNHY14","Fixed Income","Basic Industry","10,190,000","$8,605,531","83.47","-","5.13","Jun 1, 2020","3.81","8,605,530.58","9.93","-","9.93","10,190,000.00" | |
| "TDG","TRANSDIGM INC","0.0674","US893647AT46","BFF33J8","Fixed Income","Capital Goods","8,454,000","$8,582,571","101.00","-","7.50","Jul 15, 2021","3.74","8,582,571.25","7.27","-","7.16","8,454,000.00" | |
| "SBAC","SBA COMMUNICATIONS CORP","0.0674","US78388JAQ94","BBWX6F0","Fixed Income","Communications","8,150,000","$8,582,205","103.29","-","5.63","Oct 1, 2019","1.81","8,582,204.69","4.63","-","4.29","8,150,000.00" | |
| "LEN","LENNAR CORPORATION","0.0674","US526057BV57","BWYJQX1","Fixed Income","Consumer Cyclical","9,075,000","$8,579,226","93.61","-","4.75","May 30, 2025","7.36","8,579,225.59","5.64","-","5.64","9,075,000.00" | |
| "DHI","D.R. HORTON INC","0.0674","US23331ABK43","BVW0PV0","Fixed Income","Consumer Cyclical","8,408,000","$8,576,429","100.06","-","4.00","Feb 15, 2020","3.66","8,576,428.59","3.98","-","3.98","8,408,000.00" | |
| "MAS","MASCO CORP","0.0673","US574599BJ41","BWF4SN9","Fixed Income","Capital Goods","8,500,000","$8,571,790","99.25","-","4.45","Apr 1, 2025","7.34","8,571,789.58","4.55","-","4.55","8,500,000.00" | |
| "ALR","ALERE INC","0.0673","US01449JAH86","BKWBTT2","Fixed Income","Consumer Non-Cyclical","8,100,000","$8,569,406","104.69","-","7.25","Jul 1, 2018","0.08","8,569,406.25","5.14","-","-4.81","8,100,000.00" | |
| "AER","INTERNATIONAL LEASE FINANCE CORP","0.0673","US459745GE97","B587159","Fixed Income","Finance Companies","7,790,000","$8,563,141","106.01","-","8.88","Sep 1, 2017","1.43","8,563,141.27","4.82","-","4.82","7,790,000.00" | |
| "CRZO","CARRIZO OIL & GAS INC","0.0671","US144577AF02","B8CRY46","Fixed Income","Energy","12,150,000","$8,537,906","67.25","-","7.50","Sep 15, 2020","3.66","8,537,906.25","18.14","-","18.14","12,150,000.00" | |
| "ARGID","ARDAGH PACKAGING FINANCE PLC 144A","0.0671","US03969AAG58","BNH7YT1","Fixed Income","Capital Goods","9,550,000","$8,536,733","88.72","-","6.00","Jun 30, 2021","4.53","8,536,733.22","8.66","-","8.66","9,550,000.00" | |
| "ST","SENSATA TECHNOLOGIES BV 144A","0.0668","US81725WAG87","B8C2W58","Fixed Income","Technology","8,588,000","$8,507,040","97.50","-","4.88","Oct 15, 2023","6.32","8,507,040.21","5.27","-","5.27","8,588,000.00" | |
| "OI","OWENS-BROCKWAY GLASS CONTAINER INC 144A","0.0668","US690872AA43","BSPHGK3","Fixed Income","Capital Goods","8,800,000","$8,500,556","95.00","-","5.00","Jan 15, 2022","5.06","8,500,555.56","6.01","-","6.01","8,800,000.00" | |
| "LEVI","LEVI STRAUSS & CO","0.0667","US52736RBG65","BYN7599","Fixed Income","Consumer Cyclical","8,715,000","$8,486,231","96.00","-","5.00","May 1, 2025","6.55","8,486,231.25","5.56","-","5.56","8,715,000.00" | |
| "LAMR","LAMAR MEDIA CORP","0.0666","US513075BB65","B8N5041","Fixed Income","Communications","8,200,000","$8,478,544","103.25","-","5.88","Feb 1, 2022","2.77","8,478,543.75","5.23","-","4.96","8,200,000.00" | |
| "AER","INTERNATIONAL LEASE FINANCE CORP","0.0665","US459745GQ28","B92XC14","Fixed Income","Finance Companies","8,800,000","$8,468,107","94.75","-","4.63","Apr 15, 2021","4.54","8,468,107.17","5.81","-","5.81","8,800,000.00" | |
| "FMGAU","FMG RESOURCES (AUGUST 2006) PTY LT 144A","0.0664","US30251GAH02","B764RR0","Fixed Income","Basic Industry","10,143,000","$8,452,724","81.07","-","8.25","Nov 1, 2019","3.12","8,452,723.82","15.06","-","15.06","10,143,000.00" | |
| "CMLP","CRESTWOOD MIDSTREAM PARTNERS LP/CR 144A","0.0663","US226373AK48","BWBVVK2","Fixed Income","Energy","13,300,000","$8,437,781","61.20","-","6.25","Apr 1, 2023","5.19","8,437,781.12","15.38","-","15.38","13,300,000.00" | |
| "QVCN","QVC INC","0.0662","US747262AU78","BTDYJN7","Fixed Income","Consumer Cyclical","8,786,000","$8,423,720","93.82","-","4.45","Feb 15, 2025","7.18","8,423,720.13","5.32","-","5.32","8,786,000.00" | |
| "CHTR","CCO HOLDINGS LLC","0.0661","US1248EPBD41","BKT2NC9","Fixed Income","Communications","8,250,000","$8,406,922","99.36","-","5.75","Sep 1, 2023","4.90","8,406,921.88","5.85","-","5.85","8,250,000.00" | |
| "NCR","NCR CORPORATION","0.0660","US62886EAH18","BBDJK00","Fixed Income","Technology","8,779,000","$8,405,740","93.50","-","4.63","Feb 15, 2021","4.22","8,405,740.09","6.15","-","6.15","8,779,000.00" | |
| "ADT","ADT CORP","0.0660","US00101JAE64","B8DRVV1","Fixed Income","Consumer Cyclical","8,573,000","$8,404,219","97.88","-","2.25","Jul 15, 2017","1.41","8,404,219.06","3.79","-","3.79","8,573,000.00" | |
| "EPC","EDGEWELL PERSONAL CARE","0.0658","US29266RAB42","B5T9C95","Fixed Income","Consumer Non-Cyclical","8,150,000","$8,378,811","101.75","-","4.70","May 19, 2021","4.65","8,378,811.25","4.32","-","4.32","8,150,000.00" | |
| "ADT","ADT CORP","0.0658","US00101JAL08","BKJV4L2","Fixed Income","Consumer Cyclical","8,325,000","$8,373,005","99.26","-","4.13","Apr 15, 2019","2.96","8,373,005.14","4.38","-","4.38","8,325,000.00" | |
| "TSO","TESORO CORP","0.0657","US881609AY73","B8J4TQ7","Fixed Income","Energy","8,198,000","$8,357,007","100.42","-","4.25","Oct 1, 2017","1.53","8,357,007.31","3.98","-","3.98","8,198,000.00" | |
| "AYR","AIRCASTLE LTD","0.0656","US00928QAF81","B83YY57","Fixed Income","Finance Companies","7,900,000","$8,346,844","103.50","-","6.75","Apr 15, 2017","1.13","8,346,843.75","3.69","-","3.69","7,900,000.00" | |
| "EPENEG","EP ENERGY LLC/EVEREST ACQUISITION","0.0655","US29977HAB69","B905NS6","Fixed Income","Energy","34,446,000","$8,337,008","21.63","-","9.38","May 1, 2020","2.40","8,337,008.44","66.27","-","66.27","34,446,000.00" | |
| "MU","MICRON TECHNOLOGY INC 144A","0.0655","US595112BF97","BWSSMC5","Fixed Income","Technology","10,700,000","$8,331,510","77.50","-","5.25","Jan 15, 2024","6.26","8,331,510.42","9.33","-","9.33","10,700,000.00" | |
| "AXLL","AXIALL CORP","0.0653","US05463DAA81","BNXZ8W0","Fixed Income","Basic Industry","8,830,000","$8,313,537","93.00","-","4.88","May 15, 2023","5.65","8,313,536.98","6.08","-","6.08","8,830,000.00" | |
| "DHI","D R HORTON INC","0.0653","US23331ABH14","BCTQTX8","Fixed Income","Consumer Cyclical","7,700,000","$8,309,851","105.13","-","5.75","Aug 15, 2023","5.95","8,309,850.69","4.93","-","4.90","7,700,000.00" | |
| "THS","TREEHOUSE FOODS INC 144A","0.0651","US89469AAC80","BYQQQJ0","Fixed Income","Consumer Non-Cyclical","8,105,000","$8,281,959","102.00","-","6.00","Feb 15, 2024","5.42","8,281,959.17","5.68","-","5.60","8,105,000.00" | |
| "ROCKIE","ROCKIES EXPRESS PIPELINE LLC 144A","0.0649","US77340RAC16","B3B8WL8","Fixed Income","Energy","8,695,000","$8,258,137","94.50","-","6.85","Jul 15, 2018","2.25","8,258,136.63","9.43","-","9.43","8,695,000.00" | |
| "STZ","CONSTELLATION BRANDS INC","0.0648","US21036PAK49","B8W6324","Fixed Income","Consumer Non-Cyclical","8,170,000","$8,251,530","99.97","-","3.75","May 1, 2021","4.71","8,251,530.06","3.76","-","3.76","8,170,000.00" | |
| "VRSN","VERISIGN INC","0.0648","US92343EAH53","BYPL5H7","Fixed Income","Technology","8,349,000","$8,246,464","96.89","-","5.25","Apr 1, 2025","7.07","8,246,464.26","5.69","-","5.69","8,349,000.00" | |
| "NSM","NATIONSTAR MORTGAGE LLC","0.0646","US63860UAM27","BCDWCW2","Fixed Income","Financial Other","8,800,000","$8,220,740","93.25","-","6.50","Aug 1, 2018","2.30","8,220,740.00","9.63","-","9.63","8,800,000.00" | |
| "AR","ANTERO RESOURCES FINANCE CORP","0.0646","US03674PAJ21","B8HTMC1","Fixed Income","Energy","9,800,000","$8,219,750","82.72","-","6.00","Dec 1, 2020","4.10","8,219,750.00","10.68","-","10.68","9,800,000.00" | |
| "AES","AES CORP","0.0646","US00130HBW43","BWTNY34","Fixed Income","Electric","9,309,000","$8,215,839","86.50","-","5.50","Apr 15, 2025","6.76","8,215,838.96","7.56","-","7.56","9,309,000.00" | |
| "PAH","PLATFORM SPECIALTY PRODUCTS CORP 144A","0.0645","US72766QAC96","BD96C70","Fixed Income","Basic Industry","9,265,000","$8,208,211","86.00","-","10.38","May 1, 2021","3.92","8,208,210.94","14.26","-","14.26","9,265,000.00" | |
| "POST","POST HOLDINGS INC 144A","0.0645","US737446AJ32","BYTVGY7","Fixed Income","Consumer Non-Cyclical","7,620,000","$8,205,780","107.13","-","8.00","Jul 15, 2025","5.50","8,205,779.54","6.96","-","6.76","7,620,000.00" | |
| "SEE","SEALED AIR CORPORATION 144A","0.0643","US81211KAV26","BSLMTN6","Fixed Income","Capital Goods","8,125,000","$8,189,692","99.86","-","4.88","Dec 1, 2022","5.71","8,189,692.47","4.90","-","4.90","8,125,000.00" | |
| "FTR","FRONTIER COMMUNICATIONS CORP","0.0642","US17453BAW19","B1XL2W2","Fixed Income","Communications","8,200,000","$8,168,823","96.75","-","7.13","Mar 15, 2019","2.73","8,168,822.92","8.33","-","8.33","8,200,000.00" | |
| "BRP","BROOKFIELD RESIDENTIAL PROPERTIES 144A","0.0641","US11283YAA82","BBNC8V6","Fixed Income","Consumer Cyclical","9,500,000","$8,164,426","85.28","-","6.13","Jul 1, 2022","5.17","8,164,425.56","9.22","-","9.22","9,500,000.00" | |
| "AYR","AIRCASTLE LTD","0.0641","US00928QAL59","BH3XG28","Fixed Income","Finance Companies","8,200,000","$8,153,801","98.73","-","4.63","Dec 15, 2018","2.67","8,153,800.97","5.11","-","5.11","8,200,000.00" | |
| "CBSOAM","OUTFRONT MEDIA CAPITAL LLC/OUTFRON","0.0640","US12505FAF80","BVVT5H4","Fixed Income","Communications","7,900,000","$8,151,127","100.81","-","5.88","Mar 15, 2025","5.75","8,151,126.74","5.76","-","5.72","7,900,000.00" | |
| "CNHI","CNH INDUSTRIAL CAPITAL LLC","0.0639","US12592BAB09","BYYTSY0","Fixed Income","Capital Goods","9,000,000","$8,132,344","90.13","-","3.38","Jul 15, 2019","3.23","8,132,343.75","6.64","-","6.64","9,000,000.00" | |
| "SCI","SERVICE CORPORATION INTERNATIONAL","0.0638","US817565BZ69","BLRVSP3","Fixed Income","Consumer Cyclical","7,750,000","$8,117,990","104.38","-","5.38","Jan 15, 2022","2.78","8,117,990.45","4.52","-","4.00","7,750,000.00" | |
| "STLD","STEEL DYNAMICS INC","0.0637","US858119BD11","BXC8745","Fixed Income","Basic Industry","8,800,000","$8,109,977","90.19","-","5.50","Oct 1, 2024","6.39","8,109,977.33","7.03","-","7.03","8,800,000.00" | |
| "ARMK","ARAMARK SERVICES INC 144A","0.0636","US038522AH18","BYMRMD3","Fixed Income","Consumer Non-Cyclical","7,845,000","$8,092,864","102.41","-","5.13","Jan 15, 2024","5.30","8,092,863.86","4.76","-","4.65","7,845,000.00" | |
| "FNCIM","MECCANICA HOLDINGS USA INC 144A","0.0634","US583491AA33","B3PLCD5","Fixed Income","Capital Goods","7,550,000","$8,067,479","106.42","-","6.25","Jul 15, 2019","3.12","8,067,479.10","4.22","-","4.22","7,550,000.00" | |
| "HOV","K HOVNANIAN ENTERPRISES INC 144A","0.0632","US442488BR29","B8GM920","Fixed Income","Consumer Cyclical","9,950,000","$8,041,189","78.50","-","7.25","Oct 15, 2020","3.82","8,041,189.24","13.60","-","13.60","9,950,000.00" | |
| "SBGI","SINCLAIR TELEVISION GROUP INC","0.0631","US829259AN03","BC1QQQ8","Fixed Income","Communications","7,775,000","$8,033,114","101.13","-","6.13","Oct 1, 2022","4.14","8,033,113.80","5.92","-","5.84","7,775,000.00" | |
| "FMEGR","FRESENIUS MEDICAL CARE US FINANCE 144A","0.0630","US35802XAJ28","BS7K9Y5","Fixed Income","Consumer Non-Cyclical","7,940,000","$8,017,161","99.45","-","4.75","Oct 15, 2024","6.97","8,017,161.01","4.83","-","4.83","7,940,000.00" | |
| "CTL","CENTURYLINK INC","0.0627","US156700AZ93","BYV8DY5","Fixed Income","Communications","9,500,000","$7,981,484","82.00","-","5.63","Apr 1, 2025","6.77","7,981,484.38","8.49","-","8.49","9,500,000.00" | |
| "RBS","ROYAL BK OF SCOTLAND NV","0.0627","US00080QAB14","B00GQW1","Fixed Income","Banking","7,850,000","$7,975,796","100.75","-","4.65","Jun 4, 2018","2.19","7,975,796.25","4.30","-","4.30","7,850,000.00" | |
| "STZ","CONSTELLATION BRANDS INC","0.0621","US21036PAM05","BRSG3L0","Fixed Income","Consumer Non-Cyclical","7,625,000","$7,907,640","102.79","-","3.88","Nov 15, 2019","3.49","7,907,640.49","3.08","-","3.08","7,625,000.00" | |
| "CEQUEL","CEQUEL COMMUNICATIONS HOLDINGS I L 144A","0.0621","US15672WAF14","BQR7XZ1","Fixed Income","Communications","8,900,000","$7,901,686","88.00","-","5.13","Dec 15, 2021","4.93","7,901,685.76","7.71","-","7.71","8,900,000.00" | |
| "DAN","DANA HOLDING CORP","0.0621","US235825AC01","BCSMSG3","Fixed Income","Consumer Cyclical","8,150,000","$7,898,567","94.75","-","5.38","Sep 15, 2021","4.48","7,898,566.84","6.51","-","6.51","8,150,000.00" | |
| "AMEPER","AMERICAN ENERGY - PERMIAN BASIN LL 144A","0.0621","US02563LAE83","BZ2YF98","Fixed Income","Energy","7,675,000","$7,898,829","100.21","-","13.00","Nov 30, 2020","3.39","7,898,828.58","12.92","-","12.91","7,675,000.00" | |
| "EQIX","EQUINIX INC","0.0620","US29444UAL08","B922437","Fixed Income","Technology","7,500,000","$7,893,516","103.50","-","4.88","Apr 1, 2020","2.23","7,893,515.62","3.95","-","3.68","7,500,000.00" | |
| "LPNT","LIFEPOINT HEALTH INC","0.0620","US53219LAN91","-","Fixed Income","Consumer Non-Cyclical","7,645,000","$7,889,799","102.13","-","5.88","Dec 1, 2023","5.22","7,889,799.27","5.53","-","5.44","7,645,000.00" | |
| "CC","CHEMOURS COMPANY LLC 144A","0.0619","US163851AC28","BXC2TW9","Fixed Income","Basic Industry","12,420,000","$7,874,625","61.75","-","7.00","May 15, 2025","5.99","7,874,625.00","14.68","-","14.68","12,420,000.00" | |
| "AYR","AIRCASTLE LTD","0.0619","US00928QAM33","BKRW1Z0","Fixed Income","Finance Companies","8,100,000","$7,872,328","95.13","-","5.13","Mar 15, 2021","4.40","7,872,328.12","6.26","-","6.26","8,100,000.00" | |
| "SPH","SUBURBAN PROPANE PARTNERS L.P/SUBU","0.0619","US864486AH86","BMMB3L6","Fixed Income","Energy","9,600,000","$7,872,400","80.95","-","5.50","Jun 1, 2024","6.38","7,872,400.00","8.77","-","8.77","9,600,000.00" | |
| "FCH","FELCOR LODGING LP","0.0618","US31430QBE61","B8W5P25","Fixed Income","Reits","7,700,000","$7,867,427","99.69","-","5.63","Mar 1, 2023","4.70","7,867,426.88","5.68","-","5.68","7,700,000.00" | |
| "NAVI","NAVIENT CORP MTN","0.0616","US78442FEN42","B8DWMT1","Fixed Income","Finance Companies","7,921,000","$7,840,552","97.25","-","4.63","Sep 25, 2017","1.55","7,840,552.34","6.43","-","6.43","7,921,000.00" | |
| "LEA","LEAR CORPORATION","0.0616","US521865AU94","BMSKS34","Fixed Income","Consumer Cyclical","7,808,000","$7,838,636","100.06","-","4.75","Jan 15, 2023","4.63","7,838,635.56","4.74","-","4.73","7,808,000.00" | |
| "TOL","TOLL BROTHERS FINANCE CORP","0.0616","US88947EAK64","B7MTHX5","Fixed Income","Consumer Cyclical","7,391,000","$7,837,216","103.18","-","5.88","Feb 15, 2022","4.91","7,837,215.57","5.25","-","5.23","7,391,000.00" | |
| "SFD","SMITHFIELD FOODS INC","0.0615","US832248AQ16","B1Z4XJ3","Fixed Income","Consumer Non-Cyclical","7,329,000","$7,829,375","105.99","-","7.75","Jul 1, 2017","1.33","7,829,375.26","3.31","-","3.31","7,329,000.00" | |
| "VER","ARC PROPERTIES OPERATING PARTNERSH","0.0615","US03879QAF19","BRS65Z8","Fixed Income","Reits","8,300,000","$7,827,337","94.25","-","4.60","Feb 6, 2024","6.62","7,827,337.22","5.50","-","5.50","8,300,000.00" | |
| "NFLX","NETFLIX INC","0.0610","US64110LAG14","BVZ6RH5","Fixed Income","Communications","7,450,000","$7,768,330","101.73","-","5.75","Mar 1, 2024","6.35","7,768,329.81","5.48","-","5.48","7,450,000.00" | |
| "WIN","WINDSTREAM CORP","0.0610","US97381WAU80","B54PQL8","Fixed Income","Communications","10,300,000","$7,764,340","72.69","-","7.50","Apr 1, 2023","5.11","7,764,339.82","13.59","-","13.59","10,300,000.00" | |
| "GENONE","GENON ENERGY INC","0.0608","US37244DAC39","B45Q204","Fixed Income","Electric","11,630,000","$7,737,988","63.50","-","9.50","Oct 15, 2018","2.24","7,737,988.19","30.30","-","30.30","11,630,000.00" | |
| "ROCKIE","ROCKIES EXPRESS PIPELINE LLC 144A","0.0606","US77340RAP29","B8MZPJ2","Fixed Income","Energy","8,575,000","$7,709,325","89.49","-","6.00","Jan 15, 2019","2.69","7,709,325.17","10.24","-","10.24","8,575,000.00" | |
| "CHTR","CCO HOLDINGS LLC/CAP CORP","0.0605","US1248EPAS29","B63D2T0","Fixed Income","Communications","7,511,000","$7,702,051","102.06","-","7.00","Jan 15, 2019","0.08","7,702,050.63","6.22","-","3.34","7,511,000.00" | |
| "CVC","CABLEVISION SYSTEMS CORPORATION","0.0603","US12686CAZ23","B5TNF32","Fixed Income","Communications","7,520,000","$7,679,202","99.64","-","7.75","Apr 15, 2018","1.99","7,679,202.49","7.92","-","7.92","7,520,000.00" | |
| "ARGID","ARDAGH PACKAGING FINANCE PLC/ARDAG 144A","0.0603","US03969AAD28","BJ36WF6","Fixed Income","Capital Goods","8,075,000","$7,673,708","94.86","-","6.25","Jan 31, 2019","2.72","7,673,708.12","8.23","-","8.23","8,075,000.00" | |
| "FTR","FRONTIER COMMUNICATIONS CORP","0.0602","US35906AAL26","B7R9ZR0","Fixed Income","Communications","8,200,000","$7,664,174","92.46","-","9.25","Jul 1, 2021","4.24","7,664,173.73","11.14","-","11.14","8,200,000.00" | |
| "ALLY","ALLY FINANCIAL INC","0.0601","US02005NBC39","BY2ZGZ7","Fixed Income","Banking","8,000,000","$7,654,679","94.64","-","4.63","May 19, 2022","5.39","7,654,678.80","5.65","-","5.65","8,000,000.00" | |
| "WIN","WINDSTREAM CORP","0.0600","US97381WAZ77","B84FZG7","Fixed Income","Communications","11,200,000","$7,633,850","68.00","-","6.38","Aug 1, 2023","5.62","7,633,850.00","13.25","-","13.25","11,200,000.00" | |
| "TLLP","TESORO LOGISTICS LP/TESORO LOGISTI 144A","0.0599","US88160QAG82","BRXNDL6","Fixed Income","Energy","8,197,000","$7,628,902","91.31","-","5.50","Oct 15, 2019","3.28","7,628,902.36","8.28","-","8.28","8,197,000.00" | |
| "DELL","DELL INC","0.0598","US24702RAE18","B3KC3D0","Fixed Income","Technology","7,209,000","$7,609,450","103.75","-","5.65","Apr 15, 2018","2.04","7,609,449.94","3.84","-","3.84","7,209,000.00" | |
| "TDG","TRANSDIGM INC 144A","0.0597","US893647AY31","BXC5WC9","Fixed Income","Capital Goods","8,100,000","$7,603,312","92.33","-","6.50","May 15, 2025","6.42","7,603,312.23","7.67","-","7.67","8,100,000.00" | |
| "NXPI","NXP BV/NXP FUNDING LLC 144A","0.0597","US62947QAT58","BYZ0XN6","Fixed Income","Technology","7,800,000","$7,601,615","96.75","-","4.63","Jun 15, 2022","5.47","7,601,614.58","5.23","-","5.23","7,800,000.00" | |
| "QRVO","QORVO INC 144A","0.0597","US74736KAA97","BD3DSN5","Fixed Income","Technology","7,650,000","$7,594,059","97.75","-","6.75","Dec 1, 2023","5.52","7,594,059.38","7.13","-","7.13","7,650,000.00" | |
| "CAA","STANDARD PACIFIC CORP","0.0595","US85375CBB63","B644QT0","Fixed Income","Consumer Cyclical","6,670,000","$7,575,893","113.00","-","8.38","Jan 15, 2021","4.14","7,575,892.53","5.34","-","5.34","6,670,000.00" | |
| "CMC","COMMERCIAL METALS CO","0.0594","US201723AJ25","B3CCJZ2","Fixed Income","Basic Industry","7,250,000","$7,563,411","100.75","-","7.35","Aug 15, 2018","2.25","7,563,411.46","7.02","-","7.02","7,250,000.00" | |
| "SEE","SEALED AIR CORPORATION 144A","0.0594","US81211KAU43","B91M773","Fixed Income","Capital Goods","7,350,000","$7,561,772","101.00","-","5.25","Apr 1, 2023","5.83","7,561,771.88","5.08","-","5.08","7,350,000.00" | |
| "TSO","TESORO CORP","0.0593","US881609AZ49","B7MKVY7","Fixed Income","Energy","8,225,000","$7,550,636","89.88","-","5.38","Oct 1, 2022","5.31","7,550,635.68","7.33","-","7.33","8,225,000.00" | |
| "NAVI","NAVIENT CORP","0.0593","US63938CAA62","BSJRSL4","Fixed Income","Finance Companies","8,862,000","$7,549,932","83.75","-","5.00","Oct 26, 2020","4.11","7,549,931.67","9.34","-","9.34","8,862,000.00" | |
| "SFD","SMITHFIELD FOODS INC 144A","0.0592","US86680WAA36","BCF5RW4","Fixed Income","Consumer Non-Cyclical","7,425,000","$7,540,619","101.43","-","5.25","Aug 1, 2018","1.14","7,540,619.13","4.63","-","4.24","7,425,000.00" | |
| "STZ","CONSTELLATION BRANDS INC","0.0592","US21036PAN87","BRSG3M1","Fixed Income","Consumer Non-Cyclical","7,231,000","$7,536,259","103.10","-","4.75","Nov 15, 2024","7.14","7,536,258.67","4.32","-","4.32","7,231,000.00" | |
| "PTICN","JLL/DELTA DUTCH NEWCO BV 144A","0.0592","US46590GAA13","BJ7C0M3","Fixed Income","Consumer Non-Cyclical","8,000,000","$7,535,000","94.00","-","7.50","Feb 1, 2022","4.65","7,535,000.00","8.81","-","8.81","8,000,000.00" | |
| "SIRI","SIRIUS XM RADIO INC 144A","0.0591","US82967NAJ72","B9NCZJ9","Fixed Income","Communications","7,400,000","$7,522,960","100.66","-","4.25","May 15, 2020","2.72","7,522,960.04","4.08","-","3.94","7,400,000.00" | |
| "VMED","VIRGIN MEDIA SECURED FINANCE PLC","0.0591","US92769XAF24","B4658M4","Fixed Income","Communications","7,200,000","$7,517,062","104.04","-","5.25","Jan 15, 2021","4.38","7,517,062.32","4.33","-","4.33","7,200,000.00" | |
| "LUNCN","LUNDIN MINING CORP 144A","0.0589","US550372AA44","BRJN3P4","Fixed Income","Basic Industry","8,910,000","$7,494,424","82.05","-","7.50","Nov 1, 2020","3.86","7,494,423.75","12.65","-","12.65","8,910,000.00" | |
| "STLD","STEEL DYNAMICS INC","0.0589","US858119AT71","BCZTKQ1","Fixed Income","Basic Industry","7,400,000","$7,492,510","98.27","-","6.13","Aug 15, 2019","2.91","7,492,510.40","6.68","-","6.68","7,400,000.00" | |
| "VMED","VIRGIN MEDIA FINANCE PLC MTN 144A","0.0589","US92769VAG41","BVCXW74","Fixed Income","Communications","7,605,000","$7,492,773","98.13","-","5.75","Jan 15, 2025","6.19","7,492,773.44","6.02","-","6.02","7,605,000.00" | |
| "TLWLN","TULLOW OIL PLC 144A","0.0588","US899415AC75","BLF76J3","Fixed Income","Energy","11,700,000","$7,487,594","62.00","-","6.25","Apr 15, 2022","4.71","7,487,593.75","16.20","-","16.20","11,700,000.00" | |
| "HKUS","HALCON RESOURCES CORP 144A","0.0587","US40537QAH39","BWYBMN9","Fixed Income","Energy","14,790,000","$7,473,110","50.31","-","8.63","Feb 1, 2020","3.16","7,473,109.69","31.32","-","31.32","14,790,000.00" | |
| "AXE","ANIXTER INC","0.0586","US035287AE12","BQXTWW1","Fixed Income","Industrial Other","7,645,000","$7,457,427","95.71","-","5.13","Oct 1, 2021","4.82","7,457,426.74","6.03","-","6.03","7,645,000.00" | |
| "VMED","VIRGIN MEDIA SECURED FINANCE PLC 144A","0.0585","US92769XAJ46","BKT0JD6","Fixed Income","Communications","7,450,000","$7,441,205","99.50","-","5.50","Jan 15, 2025","5.71","7,441,204.86","5.57","-","5.57","7,450,000.00" | |
| "CTL","CENTURYLINK INC","0.0585","US156700AL08","B1VS5P9","Fixed Income","Communications","7,100,000","$7,439,380","102.63","-","6.00","Apr 1, 2017","1.10","7,439,380.00","3.62","-","3.62","7,100,000.00" | |
| "MAS","MASCO CORPORATION","0.0584","US574599BH84","B6W2V46","Fixed Income","Capital Goods","6,677,000","$7,429,600","108.88","-","5.95","Mar 15, 2022","5.09","7,429,599.91","4.28","-","4.28","6,677,000.00" | |
| "BERY","BERRY PLASTICS ESCROW CORP 144A","0.0584","US085790AZ61","BYVY3H6","Fixed Income","Capital Goods","7,185,000","$7,429,290","101.25","-","6.00","Oct 15, 2022","4.59","7,429,290.00","5.77","-","5.69","7,185,000.00" | |
| "APU","AMERIGAS PARTNERS LP","0.0583","US030981AG93","B627HH6","Fixed Income","Energy","7,480,000","$7,424,004","96.30","-","6.25","Aug 20, 2019","2.94","7,424,003.89","7.46","-","7.46","7,480,000.00" | |
| "CBSOAM","OUTFRONT MEDIA CAPITAL LLC/OUTFRON","0.0582","US12505FAB76","BVVT6N7","Fixed Income","Communications","7,375,000","$7,411,107","99.25","-","5.25","Feb 15, 2022","4.36","7,411,106.77","5.40","-","5.40","7,375,000.00" | |
| "TLLP","TESORO LOGISTICS LP","0.0581","US88160QAA13","BF5SFS6","Fixed Income","Energy","8,015,000","$7,392,251","90.13","-","5.88","Oct 1, 2020","3.95","7,392,251.20","8.49","-","8.49","8,015,000.00" | |
| "STZ","CONSTELLATION BRANDS INC","0.0580","US21036PAP36","-","Fixed Income","Consumer Non-Cyclical","7,125,000","$7,385,698","102.79","-","4.75","Dec 1, 2025","7.82","7,385,697.58","4.40","-","4.40","7,125,000.00" | |
| "PDCN","PRECISION DRILLING CORP","0.0579","US740212AC92","B462SV4","Fixed Income","Energy","11,420,000","$7,373,236","63.00","-","6.63","Nov 15, 2020","3.85","7,373,235.76","18.68","-","18.68","11,420,000.00" | |
| "COMM","COMMSCOPE INC 144A","0.0579","US203372AN78","BYQF2X3","Fixed Income","Technology","7,286,000","$7,371,130","100.50","-","4.38","Jun 15, 2020","3.29","7,371,129.83","4.25","-","4.21","7,286,000.00" | |
| "TOL","TOLL BROTHERS FINANCE CORP","0.0579","US88947EAN04","B9GWFM9","Fixed Income","Consumer Cyclical","7,650,000","$7,365,643","94.89","-","4.38","Apr 15, 2023","6.03","7,365,642.57","5.24","-","5.24","7,650,000.00" | |
| "AMD","ADVANCED MICRO DEVICES INC","0.0578","US007903AZ02","BQXXH06","Fixed Income","Technology","10,600,000","$7,353,538","66.39","-","6.75","Mar 1, 2019","2.61","7,353,538.00","22.53","-","22.53","10,600,000.00" | |
| "AER","AERCAP IRELAND CAPITAL LTD / AERCA","0.0576","US00772BAB71","-","Fixed Income","Finance Companies","7,500,000","$7,336,510","97.17","-","2.75","May 15, 2017","1.23","7,336,510.17","5.09","-","5.09","7,500,000.00" | |
| "DYN","DYNEGY INC","0.0575","US26817RAB42","BLP68S3","Fixed Income","Electric","9,300,000","$7,312,222","77.50","-","5.88","Jun 1, 2023","5.69","7,312,221.88","10.33","-","10.33","9,300,000.00" | |
| "AAL","US AIRWAYS GROUP INC","0.0574","US91731VAA44","B9ZKD31","Fixed Income","Transportation","7,010,000","$7,311,357","103.13","-","6.13","Jun 1, 2018","2.15","7,311,356.98","4.68","-","4.68","7,010,000.00" | |
| "ALR","ALERE INC 144A","0.0574","US01449JAM71","BZ15ZP8","Fixed Income","Consumer Non-Cyclical","6,645,000","$7,305,555","109.25","-","6.38","Jul 1, 2023","3.71","7,305,554.53","4.87","-","4.19","6,645,000.00" | |
| "ACACN","AIR CANADA 144A","0.0573","US008911AX77","BF26301","Fixed Income","Transportation","7,025,000","$7,291,511","101.38","-","6.75","Oct 1, 2019","2.68","7,291,510.94","6.32","-","6.17","7,025,000.00" | |
| "TLN","PPL ENERGY SUPPLY LLC","0.0572","US69352JAN72","B7FBF67","Fixed Income","Electric","12,045,000","$7,281,537","59.75","-","4.60","Dec 15, 2021","4.85","7,281,537.08","15.24","-","15.24","12,045,000.00" | |
| "KND","KINDRED HEALTHCARE INC","0.0572","US494580AD57","BVV29P9","Fixed Income","Consumer Non-Cyclical","9,075,000","$7,280,796","78.19","-","6.38","Apr 15, 2022","4.88","7,280,796.12","11.38","-","11.38","9,075,000.00" | |
| "DPM","DCP MIDSTREAM OPERATING LP","0.0572","US23311VAC19","B83Z7Y0","Fixed Income","Energy","8,100,000","$7,275,656","89.34","-","2.50","Dec 1, 2017","1.76","7,275,656.25","9.01","-","9.01","8,100,000.00" | |
| "RRD","RR DONNELLEY & SONS CO","0.0571","US74978DAA28","B91XTJ2","Fixed Income","Communications","7,475,000","$7,263,598","94.00","-","7.88","Mar 15, 2021","4.09","7,263,597.66","9.38","-","9.38","7,475,000.00" | |
| "QEP","QEP RESOURCES INC","0.0569","US74733VAA89","B54SJ96","Fixed Income","Energy","10,200,000","$7,245,719","68.00","-","6.88","Mar 1, 2021","3.97","7,245,718.75","16.43","-","16.43","10,200,000.00" | |
| "NCX","NOVA CHEMICALS CORP 144A","0.0569","US66977WAN92","BCDL3Z9","Fixed Income","Owned No Guarantee","7,650,000","$7,239,291","94.50","-","5.25","Aug 1, 2023","5.68","7,239,290.62","6.18","-","6.18","7,650,000.00" | |
| "PBFENE","PBF HOLDINGS CO LLC 144A","0.0568","US69318FAD06","-","Fixed Income","Energy","8,335,000","$7,235,210","85.33","-","7.00","Nov 15, 2023","5.79","7,235,209.90","9.73","-","9.73","8,335,000.00" | |
| "FMEGR","FRESENIUS MEDICAL CARE US FINANCE","0.0568","US35803QAD97","B3XC9Y0","Fixed Income","Consumer Non-Cyclical","6,750,000","$7,229,841","106.63","-","6.88","Jul 15, 2017","1.38","7,229,840.66","2.14","-","2.14","6,750,000.00" | |
| "AYR","AIRCASTLE LTD","0.0566","US00928QAN16","BVCJN35","Fixed Income","Finance Companies","7,412,000","$7,202,147","94.51","-","5.50","Feb 15, 2022","4.99","7,202,146.90","6.62","-","6.62","7,412,000.00" | |
| "NAVI","NAVIENT CORP","0.0566","US63938CAC29","BWKNGT3","Fixed Income","Finance Companies","8,325,000","$7,197,223","84.25","-","5.88","Mar 25, 2021","4.28","7,197,222.66","9.86","-","9.86","8,325,000.00" | |
| "ACACN","AIR CANADA 144A","0.0565","US008911AZ26","BLNPBH2","Fixed Income","Transportation","7,180,000","$7,186,818","97.62","-","7.75","Apr 15, 2021","4.21","7,186,818.45","8.32","-","8.32","7,180,000.00" | |
| "IHRT","CLEAR CHANNEL COMMUNICATIONS INC","0.0564","US184502BN15","BCBJGC3","Fixed Income","Communications","10,725,000","$7,182,398","62.00","-","11.25","Mar 1, 2021","3.36","7,182,398.44","24.84","-","24.84","10,725,000.00" | |
| "SEE","SEALED AIR CORPORATION 144A","0.0564","US81211KAW09","BSLVD86","Fixed Income","Capital Goods","7,075,000","$7,179,872","100.50","-","5.13","Dec 1, 2024","7.00","7,179,872.14","5.05","-","5.05","7,075,000.00" | |
| "QVCN","QVC INC","0.0563","US747262AQ66","BRJ6R17","Fixed Income","Consumer Cyclical","7,080,000","$7,166,567","100.10","-","3.13","Apr 1, 2019","2.97","7,166,566.57","3.09","-","3.09","7,080,000.00" | |
| "CBSOAM","OUTFRONT MEDIA CAPITAL LLC/OUTFRON","0.0563","US12505FAD33","BVVT0Q8","Fixed Income","Communications","7,000,000","$7,162,969","101.00","-","5.63","Feb 15, 2024","5.25","7,162,968.75","5.47","-","5.43","7,000,000.00" | |
| "HILCRP","HILCORP ENERGY I LP/HILCORP FINANC 144A","0.0563","US431318AQ79","BY6Z921","Fixed Income","Energy","9,525,000","$7,159,030","73.10","-","5.75","Oct 1, 2025","6.81","7,159,029.69","10.20","-","10.20","9,525,000.00" | |
| "CMC","COMMERCIAL METALS CO","0.0561","US201723AH68","B23DRX1","Fixed Income","Basic Industry","6,928,000","$7,138,949","102.59","-","6.50","Jul 15, 2017","1.38","7,138,949.21","4.60","-","4.60","6,928,000.00" | |
| "CLF","CLIFFS NATURAL RESOURCES INC 144A","0.0559","US18683KAH41","BWKB4D7","Fixed Income","Basic Industry","9,955,000","$7,115,751","68.50","-","8.25","Mar 31, 2020","3.29","7,115,751.04","19.72","-","19.72","9,955,000.00" | |
| "DELL","DELL INC","0.0559","US24702RAQ48","B3MY7T8","Fixed Income","Technology","7,660,000","$7,110,954","91.17","-","4.63","Apr 1, 2021","4.49","7,110,953.54","6.68","-","6.68","7,660,000.00" | |
| "ST","SENSATA TECHNOLOGIES BV 144A","0.0558","US81725WAH60","BRJ6VF9","Fixed Income","Technology","6,930,000","$7,106,498","101.00","-","5.63","Nov 1, 2024","6.84","7,106,498.44","5.48","-","5.48","6,930,000.00" | |
| "NGLS","TARGA RESOURCES PARTNERS LP/TARGA","0.0558","US87612BAM46","BS7JMC1","Fixed Income","Energy","9,975,000","$7,104,613","69.78","-","5.25","May 1, 2023","5.66","7,104,612.95","11.52","-","11.52","9,975,000.00" | |
| "TLN","TALEN ENERGY SUPPLY LLC","0.0558","US87422VAA61","BYN6831","Fixed Income","Electric","10,285,000","$7,096,221","67.75","-","6.50","Jun 1, 2025","6.37","7,096,221.46","12.44","-","12.44","10,285,000.00" | |
| "QEP","QEP RESOURCES INC","0.0557","US74733VAC46","B8P5L79","Fixed Income","Energy","11,052,000","$7,095,087","62.75","-","5.25","May 1, 2023","5.56","7,095,087.00","13.47","-","13.47","11,052,000.00" | |
| "RRC","RANGE RESOURCES CORP","0.0557","US75281AAM18","B51M1D9","Fixed Income","Energy","8,622,000","$7,093,930","81.17","-","5.75","Jun 1, 2021","4.47","7,093,930.12","10.46","-","10.46","8,622,000.00" | |
| "IGT","INTL GAME TECHNOLOGY","0.0557","US459902AR30","B59M023","Fixed Income","Consumer Cyclical","6,650,000","$7,091,948","105.50","-","7.50","Jun 15, 2019","2.99","7,091,947.92","5.67","-","5.67","6,650,000.00" | |
| "FMEGR","FRESENIUS MEDICAL CARE US FINANCE 144A","0.0556","US35802XAA19","B4WR8Z7","Fixed Income","Consumer Non-Cyclical","6,241,000","$7,079,981","110.83","-","6.50","Sep 15, 2018","2.38","7,079,981.10","2.19","-","2.19","6,241,000.00" | |
| "UAL","CONTINENTAL AIRLINES 2012-3 CLASS","0.0555","US210795QD50","B964901","Fixed Income","Transportation","6,750,000","$7,068,492","103.00","-","6.13","Apr 29, 2018","2.07","7,068,492.19","4.68","-","4.68","6,750,000.00" | |
| "KBH","KB HOME","0.0553","US48666KAU34","BKZH1M4","Fixed Income","Consumer Cyclical","7,374,000","$7,032,696","94.25","-","4.75","May 15, 2019","2.99","7,032,696.46","6.74","-","6.74","7,374,000.00" | |
| "LB","LIMITED BRANDS INC","0.0551","US532716AS62","B66YQX2","Fixed Income","Consumer Cyclical","6,160,000","$7,010,720","111.89","-","7.00","May 1, 2020","3.68","7,010,720.02","3.92","-","3.92","6,160,000.00" | |
| "MTNA","ARCELORMITTAL","0.0548","US03938LAZ76","BYNHY25","Fixed Income","Basic Industry","8,545,000","$6,979,040","80.50","-","6.13","Jun 1, 2025","6.76","6,979,039.74","9.30","-","9.30","8,545,000.00" | |
| "TOY","TOYS R US INC","0.0548","US892335AN09","B92R7X3","Fixed Income","Consumer Cyclical","7,740,000","$6,972,533","85.04","-","10.38","Aug 15, 2017","1.34","6,972,532.78","22.58","-","22.58","7,740,000.00" | |
| "WMG","WMG ACQUISITION CORP 144A","0.0547","US92933BAE48","B8W69J3","Fixed Income","Communications","6,889,000","$6,956,420","100.56","-","6.00","Jan 15, 2021","3.42","6,956,420.35","5.87","-","5.79","6,889,000.00" | |
| "SN","SANCHEZ ENERGY CORP","0.0546","US79970YAD76","BVSSGK4","Fixed Income","Energy","20,635,000","$6,953,035","33.27","-","6.13","Jan 15, 2023","4.55","6,953,034.90","28.93","-","28.93","20,635,000.00" | |
| "NGLS","TARGA RESOURCES PARTNERS LP/TARGA 144A","0.0546","US87612BAX01","BYMYNS6","Fixed Income","Energy","9,850,000","$6,943,694","67.75","-","6.75","Mar 15, 2024","5.63","6,943,693.75","13.39","-","13.39","9,850,000.00" | |
| "JEFFIN","JEFFERIES FINANCE LLC / JFIN CO-I 144A","0.0545","US47232MAC64","BRJKYX0","Fixed Income","Brokerage/Asset Managers/Exchanges","8,550,000","$6,937,969","78.75","-","7.50","Apr 15, 2021","4.11","6,937,968.75","13.30","-","13.30","8,550,000.00" | |
| "JCP","JC PENNEY CO INC","0.0545","US708130AD14","B4QNH09","Fixed Income","Consumer Cyclical","8,077,000","$6,933,478","84.76","-","5.65","Jun 1, 2020","3.77","6,933,478.26","10.09","-","10.09","8,077,000.00" | |
| "CRZO","CARRIZO OIL & GAS INC.","0.0542","US144577AH67","BWWK2G1","Fixed Income","Energy","11,085,000","$6,900,028","60.25","-","6.25","Apr 15, 2023","5.22","6,900,027.60","15.66","-","15.66","11,085,000.00" | |
| "VMC","VULCAN MATERIALS CO","0.0542","US929160AS87","BWDRY32","Fixed Income","Capital Goods","6,875,000","$6,899,922","98.75","-","4.50","Apr 1, 2025","7.32","6,899,921.88","4.67","-","4.67","6,875,000.00" | |
| "AXL","AMERICAN AXLE & MANUFACTURING INC","0.0542","US02406PAM23","B9K7C18","Fixed Income","Consumer Cyclical","6,806,000","$6,892,257","98.75","-","6.25","Mar 15, 2021","3.75","6,892,256.60","6.54","-","6.54","6,806,000.00" | |
| "MEGCN","MEG ENERGY CORP 144A","0.0540","US552704AC21","BF7ZP74","Fixed Income","Energy","18,075,000","$6,873,521","35.50","-","7.00","Mar 31, 2024","4.49","6,873,520.83","26.88","-","26.88","18,075,000.00" | |
| "NCR","NCR CORP","0.0539","US62886EAR99","BP9P516","Fixed Income","Technology","6,975,000","$6,863,230","97.50","-","5.88","Dec 15, 2021","4.46","6,863,230.47","6.39","-","6.39","6,975,000.00" | |
| "NSM","NATIONSTAR MORTGAGE LLC","0.0539","US63860UAH32","BBR68N6","Fixed Income","Financial Other","7,200,000","$6,863,175","92.50","-","7.88","Oct 1, 2020","3.74","6,863,175.00","9.93","-","9.93","7,200,000.00" | |
| "CQP","SABINE PASS LNG LP","0.0539","US785583AK15","BFPMV46","Fixed Income","Energy","6,550,000","$6,859,569","102.94","-","6.50","Nov 1, 2020","2.53","6,859,569.38","5.78","-","5.32","6,550,000.00" | |
| "SEE","SEALED AIR CORPORATION 144A","0.0537","US81211KAS96","B91NR98","Fixed Income","Capital Goods","6,150,000","$6,829,076","109.80","-","6.50","Dec 1, 2020","4.04","6,829,075.83","4.23","-","4.13","6,150,000.00" | |
| "CVA","COVANTA HOLDING CORP","0.0534","US22282EAE23","B7RRN03","Fixed Income","Electric","7,225,000","$6,793,984","91.75","-","6.38","Oct 1, 2022","5.08","6,793,983.59","8.00","-","8.00","7,225,000.00" | |
| "KBH","KB HOME","0.0531","US48666KAT60","BFRTQL7","Fixed Income","Consumer Cyclical","7,263,000","$6,760,394","92.01","-","7.00","Dec 15, 2021","4.74","6,760,394.19","8.77","-","8.77","7,263,000.00" | |
| "WYNN","WYNN LAS VEGAS LLC / WYNN LAS VEGA 144A","0.0528","US983130AU95","B9DPF21","Fixed Income","Consumer Cyclical","7,950,000","$6,719,207","83.69","-","4.25","May 30, 2023","6.12","6,719,207.15","7.15","-","7.15","7,950,000.00" | |
| "LEN","LENNAR CORPORATION","0.0527","US526057BW31","BYV2RT0","Fixed Income","Consumer Cyclical","6,880,000","$6,704,447","96.16","-","4.88","Dec 15, 2023","6.39","6,704,447.05","5.48","-","5.48","6,880,000.00" | |
| "CNK","CINEMARK USA INC","0.0524","US172441AX54","BB36W27","Fixed Income","Consumer Cyclical","6,700,000","$6,673,811","98.83","-","5.13","Dec 15, 2022","4.77","6,673,811.45","5.33","-","5.33","6,700,000.00" | |
| "GNW","GENWORTH HOLDINGS INC MTN","0.0524","US37247DAK28","B39GVQ2","Fixed Income","Insurance","8,252,000","$6,670,189","79.42","-","6.51","May 22, 2018","2.09","6,670,189.25","17.86","-","17.86","8,252,000.00" | |
| "AER","AERCAP IRELAND CAPITAL LTD / AERCA","0.0523","US00772BAN10","BYRY4R7","Fixed Income","Finance Companies","7,000,000","$6,655,367","94.62","-","4.25","Jul 1, 2020","4.00","6,655,366.67","5.65","-","5.65","7,000,000.00" | |
| "AVP","AVON PRODUCTS INC","0.0522","US054303AX02","B9DKVP1","Fixed Income","Consumer Non-Cyclical","8,850,000","$6,648,132","72.56","-","6.35","Mar 15, 2020","3.44","6,648,132.29","15.67","-","15.67","8,850,000.00" | |
| "RRD","RR DONNELLEY & SONS CO","0.0522","US257867AZ49","BCZYK88","Fixed Income","Communications","7,350,000","$6,644,604","87.00","-","7.00","Feb 15, 2022","4.70","6,644,604.17","9.92","-","9.92","7,350,000.00" | |
| "INTEL","INTELSAT LUXEMBOURG SA","0.0522","US458204AN49","BLLJ4T9","Fixed Income","Communications","9,350,000","$6,642,591","69.75","-","6.75","Jun 1, 2018","2.10","6,642,590.62","24.69","-","24.69","9,350,000.00" | |
| "GNW","GENWORTH FINANCIAL INC","0.0522","US37247DAP15","B5VVDB8","Fixed Income","Insurance","10,475,000","$6,639,113","60.50","-","7.63","Sep 24, 2021","4.12","6,639,113.19","19.48","-","19.48","10,475,000.00" | |
| "HELI","CHC HELICOPTER SA","0.0521","US12545DAB47","B7M0DQ3","Fixed Income","Energy","14,210,100","$6,636,807","43.75","-","9.25","Oct 15, 2020","3.19","6,636,807.47","34.09","-","34.09","14,210,100.00" | |
| "AES","IPALCO ENTERPRISES INC","0.0521","US462613AG52","B6SXC39","Fixed Income","Electric","6,250,000","$6,625,000","104.63","-","5.00","May 1, 2018","2.03","6,625,000.00","2.84","-","2.76","6,250,000.00" | |
| "DPM","DCP MIDSTREAM OPERATING LP","0.0520","US23311VAD91","B92XBZ1","Fixed Income","Energy","9,800,000","$6,620,955","66.00","-","3.88","Mar 15, 2023","5.83","6,620,954.86","10.87","-","10.87","9,800,000.00" | |
| "LUNCN","LUNDIN MINING CORP 144A","0.0520","US550372AB27","BRJN3N2","Fixed Income","Basic Industry","8,200,000","$6,618,681","78.55","-","7.88","Nov 1, 2022","4.95","6,618,681.25","12.71","-","12.71","8,200,000.00" | |
| "TOL","TOLL BROTHERS FINANCE CORP","0.0517","US88947EAH36","B3YTK03","Fixed Income","Consumer Cyclical","5,800,000","$6,574,083","110.50","-","8.91","Oct 15, 2017","1.56","6,574,082.50","2.49","-","2.49","5,800,000.00" | |
| "WLL","WHITING PETROLEUM CORP","0.0516","US966387AP71","BYX21P2","Fixed Income","Energy","13,070,000","$6,566,314","48.00","-","6.25","Apr 1, 2023","4.90","6,566,313.54","20.33","-","20.33","13,070,000.00" | |
| "VIICN","SEVEN GENERATIONS ENERGY LTD 144A","0.0515","US81783QAB14","-","Fixed Income","Energy","7,915,000","$6,558,072","81.00","-","6.75","May 1, 2023","5.46","6,558,072.19","10.57","-","10.57","7,915,000.00" | |
| "OKE","ONEOK INC","0.0514","US682680AQ69","B76WZH0","Fixed Income","Energy","9,328,000","$6,540,129","70.01","-","4.25","Feb 1, 2022","5.14","6,540,128.51","11.29","-","11.29","9,328,000.00" | |
| "CSAL","COMMUNICATIONS SALES & LEASING INC 144A","0.0508","US20341WAA36","BWX8CD1","Fixed Income","Communications","6,761,000","$6,470,277","93.78","-","6.00","Apr 15, 2023","5.44","6,470,276.77","7.12","-","7.12","6,761,000.00" | |
| "MU","MICRON TECHNOLOGY INC 144A","0.0508","US595112BG70","BWSSMD6","Fixed Income","Technology","8,550,000","$6,467,273","75.25","-","5.63","Jan 15, 2026","7.18","6,467,273.44","9.53","-","9.53","8,550,000.00" | |
| "LPNT","LIFEPOINT HOSPITALS INC","0.0507","US53219LAK52","B414XQ5","Fixed Income","Consumer Non-Cyclical","6,100,000","$6,457,432","103.49","-","6.63","Oct 1, 2020","0.64","6,457,431.84","5.76","-","4.37","6,100,000.00" | |
| "WIN","WINDSTREAM CORP","0.0505","US97381WAX20","B6279Y7","Fixed Income","Communications","8,600,000","$6,429,019","73.32","-","7.50","Jun 1, 2022","4.77","6,429,019.44","14.00","-","14.00","8,600,000.00" | |
| "TCKBCN","TECK RESOURCES LTD","0.0505","US878742AX37","B83D960","Fixed Income","Basic Industry","7,950,000","$6,426,104","80.77","-","2.50","Feb 1, 2018","1.93","6,426,104.25","13.98","-","13.98","7,950,000.00" | |
| "INTEL","INTELSAT LUXEMBOURG SA","0.0505","US458204AQ79","BLLJ4P5","Fixed Income","Communications","16,655,000","$6,421,717","37.00","-","8.13","Jun 1, 2023","4.17","6,421,716.93","29.62","-","29.62","16,655,000.00" | |
| "FGP","FERRELLGAS LP / FERRELLGAS FINANCE 144A","0.0504","US315292AQ58","BYZ3915","Fixed Income","Energy","8,910,000","$6,416,982","70.99","-","6.75","Jun 15, 2023","5.45","6,416,982.00","12.99","-","12.99","8,910,000.00" | |
| "NGLS","TARGA RESOURCES PARTNERS LP","0.0503","US87612BAP76","BMP8TY9","Fixed Income","Energy","10,500,000","$6,405,365","60.00","-","4.25","Nov 15, 2023","6.13","6,405,364.58","12.42","-","12.42","10,500,000.00" | |
| "DAN","DANA HOLDING CORP","0.0501","US235825AE66","BTCKPB6","Fixed Income","Consumer Cyclical","7,150,000","$6,378,223","88.37","-","5.50","Dec 15, 2024","6.63","6,378,223.12","7.31","-","7.31","7,150,000.00" | |
| "FGP","FERRELLGAS LP","0.0499","US315292AM45","B449PL6","Fixed Income","Energy","8,300,000","$6,356,071","74.79","-","6.50","May 1, 2021","4.25","6,356,071.11","13.35","-","13.35","8,300,000.00" | |
| "CMLP","CRESTWOOD MIDSTREAM PARTNERS LP/CR","0.0498","US226373AH19","BQN1CJ4","Fixed Income","Energy","9,879,000","$6,342,833","61.50","-","6.13","Mar 1, 2022","4.60","6,342,832.53","16.38","-","16.38","9,879,000.00" | |
| "LPI","LAREDO PETROLEUM INC","0.0498","US516806AB24","BJFLDT0","Fixed Income","Energy","9,450,000","$6,334,158","65.00","-","7.38","May 1, 2022","4.59","6,334,157.81","16.59","-","16.59","9,450,000.00" | |
| "STLD","STEEL DYNAMICS INC","0.0497","US858119AZ32","BG48F84","Fixed Income","Basic Industry","6,875,000","$6,319,987","90.25","-","5.25","Apr 15, 2023","5.65","6,319,986.98","7.00","-","7.00","6,875,000.00" | |
| "NGLS","TARGA RESOURCES PARTNERS LP","0.0496","US87612BAH50","B751CQ6","Fixed Income","Energy","8,261,000","$6,306,327","76.17","-","6.88","Feb 1, 2021","4.14","6,306,327.20","13.63","-","13.63","8,261,000.00" | |
| "JPRSRC","JUPITER RESOURCES INC 144A","0.0493","US48207LAA17","BQV0ST5","Fixed Income","Energy","17,400,000","$6,271,975","33.00","-","8.50","Oct 1, 2022","3.58","6,271,975.00","35.09","-","35.09","17,400,000.00" | |
| "X","UNITED STATES STEEL CORP","0.0491","US912656AG05","B29VTR7","Fixed Income","Basic Industry","9,250,000","$6,254,484","67.44","-","7.00","Feb 1, 2018","1.84","6,254,483.70","30.02","-","30.02","9,250,000.00" | |
| "MPW","MPT OPERATING PARTNERSHIP LP","0.0489","US55342UAC80","B77D129","Fixed Income","Reits","5,925,000","$6,229,582","103.25","-","6.88","May 1, 2021","1.95","6,229,582.03","6.14","-","5.75","5,925,000.00" | |
| "KOROIL","HARVEST OPERATIONS CORP","0.0489","US41754WAN11","B8K3Q06","Fixed Income","Energy","9,294,000","$6,226,612","64.53","-","6.88","Oct 1, 2017","1.50","6,226,612.11","37.72","-","37.72","9,294,000.00" | |
| "ATI","ALLEGHENY TECHNOLOGIES INC","0.0487","US01741RAF91","BC9XYM3","Fixed Income","Basic Industry","9,050,000","$6,202,595","64.83","-","7.63","Aug 15, 2023","5.03","6,202,594.63","15.78","-","15.78","9,050,000.00" | |
| "HUN","HUNTSMAN INTERNATIONAL LLC 144A","0.0485","US44701QBB77","BSC2N99","Fixed Income","Basic Industry","7,350,000","$6,177,747","82.84","-","5.13","Nov 15, 2022","5.55","6,177,746.99","8.51","-","8.51","7,350,000.00" | |
| "NSUS","NUSTAR LOGISTICS LP","0.0485","US67059TAB17","B52YVK1","Fixed Income","Energy","7,518,000","$6,173,782","80.00","-","4.80","Sep 1, 2020","3.96","6,173,781.60","10.42","-","10.42","7,518,000.00" | |
| "HILCRP","HILCORP ENERGY I LP 144A","0.0478","US431318AN49","BNK7B08","Fixed Income","Energy","8,245,000","$6,080,688","72.79","-","5.00","Dec 1, 2024","6.72","6,080,687.77","9.65","-","9.65","8,245,000.00" | |
| "LEN","LENNAR CORPORATION","0.0475","US526057BA11","B4VRT33","Fixed Income","Consumer Cyclical","5,325,000","$6,050,927","111.28","-","12.25","Jun 1, 2017","1.22","6,050,927.25","3.35","-","3.35","5,325,000.00" | |
| "FGP","FERRELLGAS LP/FERRELLGAS FINANCE C","0.0474","US315292AP75","BQN1CC7","Fixed Income","Energy","8,050,000","$6,034,984","74.50","-","6.75","Jan 15, 2022","4.74","6,034,984.38","13.06","-","13.06","8,050,000.00" | |
| "SEE","SEALED AIR CORPORATION 144A","0.0474","US81211KAX81","BZ1FSZ9","Fixed Income","Capital Goods","5,785,000","$6,027,040","101.97","-","5.50","Sep 15, 2025","7.29","6,027,039.64","5.24","-","5.23","5,785,000.00" | |
| "LDOS","SAIC INC","0.0472","US78390XAA90","B7162R6","Fixed Income","Technology","6,200,000","$6,002,682","95.96","-","4.45","Dec 1, 2020","4.27","6,002,681.69","5.41","-","5.41","6,200,000.00" | |
| "AVYA","AVAYA INC 144A","0.0465","US053499AJ89","B9095T3","Fixed Income","Technology","21,695,000","$5,914,599","22.63","-","10.50","Mar 1, 2021","2.26","5,914,599.38","61.24","-","61.24","21,695,000.00" | |
| "GENONE","GENON ENERGY INC","0.0463","US37244DAF69","B3TS0Q1","Fixed Income","Electric","9,450,000","$5,897,227","59.25","-","9.88","Oct 15, 2020","3.37","5,897,226.56","25.14","-","25.14","9,450,000.00" | |
| "CNX","CONSOL ENERGY INC.","0.0462","US20854PAN96","-","Fixed Income","Basic Industry","8,500,000","$5,874,917","66.25","-","8.00","Apr 1, 2023","4.89","5,874,916.67","16.12","-","16.12","8,500,000.00" | |
| "DHI","D R HORTON INC","0.0460","US23331ABF57","B8FZZ33","Fixed Income","Consumer Cyclical","5,700,000","$5,851,009","100.89","-","3.63","Feb 15, 2018","1.77","5,851,009.12","3.17","-","3.11","5,700,000.00" | |
| "AMD","ADVANCED MICRO DEVICES INC","0.0460","US007903AX53","BBFKKG7","Fixed Income","Technology","9,050,000","$5,850,448","61.00","-","7.50","Aug 15, 2022","4.53","5,850,447.92","17.87","-","17.87","9,050,000.00" | |
| "CCRUCN","TERVITA CORP 144A","0.0458","US88156LAC46","B9G7Q43","Fixed Income","Energy","9,350,000","$5,833,361","60.50","-","8.00","Nov 15, 2018","2.37","5,833,361.11","29.97","-","29.97","9,350,000.00" | |
| "JEFFIN","JEFFERIES FIN LLC / JFIN 144A","0.0456","US47232MAB81","BL0RV60","Fixed Income","Brokerage/Asset Managers/Exchanges","7,520,000","$5,805,153","75.00","-","6.88","Apr 15, 2022","4.76","5,805,152.78","12.85","-","12.85","7,520,000.00" | |
| "X","UNITED STATES STEEL CORPORATION","0.0455","US912909AC20","B1XKBJ9","Fixed Income","Basic Industry","7,184,000","$5,794,584","79.50","-","6.05","Jun 1, 2017","1.25","5,794,584.47","25.39","-","25.39","7,184,000.00" | |
| "X","UNITED STATES STEEL CORP","0.0455","US912909AF50","B4QXW82","Fixed Income","Basic Industry","11,000,000","$5,790,698","50.00","-","7.38","Apr 1, 2020","3.20","5,790,697.92","28.78","-","28.78","11,000,000.00" | |
| "CMLP","CRESTWOOD MIDSTREAM PARTNERS LP","0.0454","US226373AJ74","BH666Y6","Fixed Income","Energy","9,065,000","$5,778,937","62.83","-","6.00","Dec 15, 2020","4.01","5,778,937.20","17.74","-","17.74","9,065,000.00" | |
| "RRD","RR DONNELLEY & SONS CO","0.0453","US257867BB61","BKL5683","Fixed Income","Communications","7,025,000","$5,771,038","80.00","-","6.00","Apr 1, 2024","6.10","5,771,037.50","9.59","-","9.59","7,025,000.00" | |
| "TROX","EVOLUTION ESCROW ISSUER LLC 144A","0.0453","US30049XAA54","BWC0GN6","Fixed Income","Basic Industry","9,653,000","$5,759,623","56.65","-","7.50","Mar 15, 2022","4.30","5,759,623.01","20.16","-","20.16","9,653,000.00" | |
| "BBDBCN","BOMBARDIER INC 144A","0.0442","US097751AY72","B7FLBY7","Fixed Income","Capital Goods","8,700,000","$5,627,390","62.37","-","5.75","Mar 15, 2022","4.72","5,627,389.87","15.51","-","15.51","8,700,000.00" | |
| "DCPMID","DCP MIDSTREAM LLC 144A","0.0435","US23311RAH93","B9WGBC7","Fixed Income","Energy","10,011,000","$5,534,456","54.00","-","5.85","May 21, 2043","5.29","5,534,456.21","10.30","-","17.14","10,011,000.00" | |
| "RIG","TRANSOCEAN INC","0.0432","US893830BC25","B8J6KF9","Fixed Income","Energy","12,015,000","$5,496,716","44.38","-","4.30","Oct 15, 2022","5.09","5,496,716.05","19.97","-","19.97","12,015,000.00" | |
| "GEL","GENESIS ENERGY LP/ GENESIS ENERGY","0.0432","US37185LAG77","BXT7CD9","Fixed Income","Energy","7,385,000","$5,495,671","73.00","-","6.00","May 15, 2023","5.56","5,495,670.83","11.60","-","11.60","7,385,000.00" | |
| "JCP","JC PENNEY CORPORATION INC","0.0429","US708160CA26","BQSMFL5","Fixed Income","Consumer Cyclical","5,675,000","$5,457,163","93.25","-","8.13","Oct 1, 2019","3.09","5,457,162.76","10.39","-","10.39","5,675,000.00" | |
| "OKE","ONEOK INC","0.0428","US682680AR43","BZ3CCM3","Fixed Income","Energy","6,575,000","$5,442,182","79.25","-","7.50","Sep 1, 2023","5.36","5,442,182.29","11.71","-","11.71","6,575,000.00" | |
| "MEGCN","MEG ENERGY CORP 144A","0.0427","US552704AA64","B669M73","Fixed Income","Energy","13,475,000","$5,439,595","37.75","-","6.50","Mar 15, 2021","3.60","5,439,595.49","32.06","-","32.06","13,475,000.00" | |
| "CAR","AVIS BUDGET CAR RENTAL LLC 144A","0.0424","US053773AY38","BMNDKV0","Fixed Income","Transportation","5,965,000","$5,397,269","89.50","-","5.13","Jun 1, 2022","5.21","5,397,268.70","7.22","-","7.22","5,965,000.00" | |
| "CVA","COVANTA HOLDING CORP","0.0423","US22282EAF97","BK085D1","Fixed Income","Electric","6,150,000","$5,387,695","85.01","-","5.88","Mar 1, 2024","6.05","5,387,694.69","8.48","-","8.48","6,150,000.00" | |
| "FMGAU","FMG RESOURCES (AUGUST 2006) PTY LT 144A","0.0420","US30251GAN79","B7N8D55","Fixed Income","Basic Industry","8,545,000","$5,347,796","60.12","-","6.88","Apr 1, 2022","4.52","5,347,796.11","17.80","-","17.80","8,545,000.00" | |
| "QEP","QEP RESOURCES INC","0.0417","US74733VAB62","B7JVMK6","Fixed Income","Energy","8,160,000","$5,308,165","63.13","-","5.38","Oct 1, 2022","5.17","5,308,165.00","14.08","-","14.08","8,160,000.00" | |
| "NGL","NGL ENERGY PARTNERS LP / NGL ENERG","0.0413","US62913TAC62","BW0FQG6","Fixed Income","Energy","8,175,000","$5,250,082","62.02","-","6.88","Oct 15, 2021","4.32","5,250,081.51","17.75","-","17.75","8,175,000.00" | |
| "MEGCN","MEG ENERGY CORP 144A","0.0403","US552704AB48","B87QP90","Fixed Income","Energy","13,972,000","$5,124,522","36.50","-","6.38","Jan 30, 2023","4.65","5,124,522.08","27.11","-","27.11","13,972,000.00" | |
| "SM","SM ENERGY CO","0.0401","US78454LAK61","BYN78K1","Fixed Income","Energy","9,700,000","$5,099,405","51.13","-","6.13","Nov 15, 2022","4.90","5,099,404.51","19.39","-","19.39","9,700,000.00" | |
| "ATI","ALLEGHENY TECHNOLOGIES INC","0.0392","US01741RAE27","B62CKX8","Fixed Income","Basic Industry","7,630,000","$4,992,338","65.02","-","5.95","Jan 15, 2021","4.12","4,992,338.33","16.62","-","16.62","7,630,000.00" | |
| "CNC","CENTENE ESCROW CORP 144A","0.0392","US15135BAE11","BYPZSF8","Fixed Income","Insurance","4,910,000","$4,983,650","101.50","-","5.63","Feb 15, 2021","3.78","4,983,650.00","5.28","-","5.20","4,910,000.00" | |
| "WPX","WPX ENERGY INC","0.0390","US98212BAF04","BYSVYY4","Fixed Income","Energy","9,150,000","$4,969,594","54.13","-","7.50","Aug 1, 2020","3.59","4,969,593.75","25.15","-","25.15","9,150,000.00" | |
| "NAVI","NAVIENT CORP","0.0390","US63938CAB46","BSHZY90","Fixed Income","Finance Companies","6,350,000","$4,966,560","76.50","-","5.88","Oct 25, 2024","6.41","4,966,559.90","9.97","-","9.97","6,350,000.00" | |
| "NGL","NGL ENERGY PARTNERS LP / NGL ENERG","0.0386","US62913TAE29","-","Fixed Income","Energy","7,450,000","$4,915,577","65.63","-","5.13","Jul 15, 2019","3.08","4,915,577.26","19.27","-","19.27","7,450,000.00" | |
| "WPX","WPX ENERGY INC","0.0383","US98212BAE39","BQQLMK2","Fixed Income","Energy","9,620,000","$4,869,123","48.50","-","5.25","Sep 15, 2024","5.84","4,869,122.92","16.77","-","16.77","9,620,000.00" | |
| "TLN","PPL ENERGY SUPPLY LLC","0.0383","US69352JAL17","B2Q97T2","Fixed Income","Electric","5,150,000","$4,868,681","92.75","-","6.50","May 1, 2018","2.05","4,868,681.25","10.21","-","10.21","5,150,000.00" | |
| "AMD","ADVANCED MICRO DEVICES INC","0.0375","US007903BC08","BQSMCP8","Fixed Income","Technology","7,831,000","$4,770,221","60.16","-","7.00","Jul 1, 2024","5.69","4,770,221.02","15.70","-","15.70","7,831,000.00" | |
| "EXXI","ENERGY XXI GULF COAST INC 144A","0.0372","US29276KAV35","BWB63V2","Fixed Income","Energy","21,850,000","$4,737,201","17.25","-","11.00","Mar 15, 2020","1.79","4,737,201.39","86.12","-","86.12","21,850,000.00" | |
| "LPI","LAREDO PETROLEUM INC","0.0366","US516806AD89","BMW3X67","Fixed Income","Energy","7,375,000","$4,656,621","62.75","-","5.63","Jan 15, 2022","4.80","4,656,621.09","15.43","-","15.43","7,375,000.00" | |
| "LAMR","LAMAR MEDIA CORP. 144A","0.0365","US513075BJ91","BYX9LC0","Fixed Income","Communications","4,555,000","$4,643,759","101.76","-","5.75","Feb 1, 2026","6.57","4,643,759.03","5.52","-","5.47","4,555,000.00" | |
| "IHRT","CLEAR CHANNEL COMMUNICATIONS INC","0.0357","US184502BT84","BP455C2","Fixed Income","Communications","12,200,000","$4,537,722","36.50","-","10.00","Jan 15, 2018","1.68","4,537,722.22","79.48","-","79.48","12,200,000.00" | |
| "AVP","AVON PRODUCTS INC","0.0353","US054303BA99","B86TRJ4","Fixed Income","Consumer Non-Cyclical","7,168,000","$4,495,680","60.00","-","6.75","Mar 15, 2023","5.00","4,495,680.00","16.52","-","16.52","7,168,000.00" | |
| "SD","SANDRIDGE ENERGY INC 144A","0.0353","US80007PAU30","BYQF307","Fixed Income","Energy","20,250,000","$4,490,859","20.50","-","8.75","Jun 1, 2020","2.53","4,490,859.38","66.10","-","66.10","20,250,000.00" | |
| "GNW","GENWORTH FINANCIAL INC.","0.0352","US37247DAN66","B3YY7B8","Fixed Income","Insurance","6,950,000","$4,482,750","61.00","-","7.20","Feb 15, 2021","3.81","4,482,750.00","19.82","-","19.82","6,950,000.00" | |
| "TCKBCN","TECK RESOURCES LTD","0.0348","US878742AT25","B3Q2QT1","Fixed Income","Basic Industry","7,875,000","$4,434,734","56.00","-","4.50","Jan 15, 2021","4.23","4,434,734.38","18.47","-","18.47","7,875,000.00" | |
| "CRK","COMSTOCK RESOURCES INC. 144A","0.0346","US205768AK03","BVW22K4","Fixed Income","Energy","11,825,000","$4,408,097","33.25","-","10.00","Mar 15, 2020","2.57","4,408,097.22","49.36","-","49.36","11,825,000.00" | |
| "ALGSCO","ALGECO SCOTSMAN GLOBAL FINANCE PLC 144A","0.0344","US01551UAB08","B8FLMV8","Fixed Income","Industrial Other","12,550,000","$4,384,220","31.50","-","10.75","Oct 15, 2019","2.37","4,384,220.49","57.02","-","57.02","12,550,000.00" | |
| "URI","RSC EQUIPMENT RENTAL INC/RSC HOLDI","0.0342","US78108AAE47","B639975","Fixed Income","Capital Goods","4,156,000","$4,346,397","104.38","-","8.25","Feb 1, 2021","0.34","4,346,396.75","7.19","-","5.11","4,156,000.00" | |
| "DNR","DENBURY RESOURCES INC","0.0335","US24823UAH14","B944MD7","Fixed Income","Energy","22,039,000","$4,258,195","19.00","-","4.63","Jul 15, 2023","4.39","4,258,194.98","37.68","-","37.68","22,039,000.00" | |
| "GNW","GENWORTH HOLDINGS INC","0.0326","US372491AB63","BH5GGT2","Fixed Income","Insurance","7,600,000","$4,154,033","52.33","-","4.80","Feb 15, 2024","5.81","4,154,033.33","15.33","-","15.33","7,600,000.00" | |
| "MTNA","ARCELORMITTAL","0.0325","US03938LAW46","B6ZPHD3","Fixed Income","Basic Industry","4,101,000","$4,137,943","98.38","-","5.50","Feb 25, 2017","1.00","4,137,943.18","7.14","-","7.14","4,101,000.00" | |
| "WPX","WPX ENERGY INC","0.0325","US98212BAG86","BYSVZ07","Fixed Income","Energy","7,500,000","$4,131,094","54.88","-","8.25","Aug 1, 2023","4.93","4,131,093.75","20.20","-","20.20","7,500,000.00" | |
| "MIICF","MILLICOM INTERNATIONAL CELLULAR SA 144A","0.0323","US600814AL16","BFP7D23","Fixed Income","Communications","4,460,000","$4,111,956","90.08","-","6.63","Oct 15, 2021","4.56","4,111,955.85","8.88","-","8.88","4,460,000.00" | |
| "NM","NAVIOS MARITIME HOLDINGS INC 144A","0.0320","US639365AG06","BGLKMJ3","Fixed Income","Transportation","11,850,000","$4,077,840","33.90","-","7.38","Jan 15, 2022","3.91","4,077,840.10","33.93","-","33.93","11,850,000.00" | |
| "AMD","ADVANCED MICRO DEVICES INC","0.0319","US007903AU15","B4X9SC9","Fixed Income","Technology","6,735,000","$4,062,299","60.12","-","7.75","Aug 1, 2020","3.62","4,062,299.44","22.28","-","22.28","6,735,000.00" | |
| "DNR","DENBURY RESOURCES INC","0.0318","US247916AD13","BLSYYG4","Fixed Income","Energy","19,725,000","$4,046,091","19.00","-","5.50","May 1, 2022","3.54","4,046,090.62","45.28","-","45.28","19,725,000.00" | |
| "SM","SM ENERGY CO","0.0313","US78454LAL45","BXCJ180","Fixed Income","Energy","8,824,000","$3,977,694","44.00","-","5.63","Jun 1, 2025","5.93","3,977,693.75","18.41","-","18.41","8,824,000.00" | |
| "TCKBCN","TECK RESOURCES LTD","0.0305","US878742AV70","B54S4X5","Fixed Income","Basic Industry","7,000,000","$3,881,840","55.13","-","4.75","Jan 15, 2022","4.87","3,881,840.28","17.07","-","17.07","7,000,000.00" | |
| "PDCN","PRECISION DRILLING CORP 144A","0.0305","US74022DAJ90","BWWYWK7","Fixed Income","Energy","6,895,000","$3,877,719","55.00","-","5.25","Nov 15, 2024","6.22","3,877,719.27","14.47","-","14.47","6,895,000.00" | |
| "OAS","OASIS PETROLEUM INC","0.0299","US674215AD08","B70Y925","Fixed Income","Energy","7,350,000","$3,806,381","50.00","-","6.50","Nov 1, 2021","4.25","3,806,381.25","22.41","-","22.41","7,350,000.00" | |
| "CGGFP","COMPAGNIE GENERALE DE GEOPHYSIQUE-","0.0292","US204384AB76","B764RC5","Fixed Income","Energy","11,360,000","$3,719,927","31.50","-","6.50","Jun 1, 2021","3.67","3,719,926.67","36.61","-","36.61","11,360,000.00" | |
| "GNW","GENWORTH FINANCIAL INC","0.0288","US37247DAM83","B66STK2","Fixed Income","Insurance","5,600,000","$3,663,878","64.25","-","7.70","Jun 15, 2020","3.52","3,663,877.78","20.50","-","20.50","5,600,000.00" | |
| "CNHI","CNH CAPITAL LLC","0.0285","US12623EAH45","BJBQ4Y1","Fixed Income","Capital Goods","3,650,000","$3,624,183","99.21","-","3.25","Feb 1, 2017","0.96","3,624,182.82","4.08","-","4.08","3,650,000.00" | |
| "HXN","HEXION US FINANCE CORP/HEXION NOVA","0.0283","US428303AM35","B4LLLY0","Fixed Income","Basic Industry","9,400,000","$3,595,500","36.13","-","9.00","Nov 15, 2020","3.14","3,595,500.00","39.92","-","39.92","9,400,000.00" | |
| "AKS","AK STEEL CORPORATION","0.0282","US001546AL46","B3Y6435","Fixed Income","Basic Industry","9,475,000","$3,591,721","36.11","-","7.63","May 15, 2020","3.10","3,591,721.15","39.97","-","39.97","9,475,000.00" | |
| "X","UNITED STATES STEEL CORP","0.0280","US912909AG34","B7N7352","Fixed Income","Basic Industry","7,175,000","$3,565,739","46.68","-","7.50","Mar 15, 2022","4.08","3,565,739.18","24.96","-","24.96","7,175,000.00" | |
| "SM","SM ENERGY CO","0.0279","US78454LAH33","BP4KBV8","Fixed Income","Energy","8,105,000","$3,553,817","43.50","-","5.00","Jan 15, 2024","5.69","3,553,817.36","19.12","-","19.12","8,105,000.00" | |
| "MEMP","MEMORIAL PRODUCTION PARTNERS LP","0.0279","US586049AB40","BCVYGS4","Fixed Income","Energy","12,850,000","$3,546,198","25.50","-","7.63","May 1, 2021","3.12","3,546,198.44","46.79","-","46.79","12,850,000.00" | |
| "CGGFP","CGG SA","0.0278","US12531TAB52","BSNMBY9","Fixed Income","Energy","9,975,000","$3,533,886","34.95","-","6.88","Jan 15, 2022","4.05","3,533,886.20","32.01","-","32.01","9,975,000.00" | |
| "OAS","OASIS PETROLEUM INC","0.0277","US674215AC25","B3TTQT9","Fixed Income","Energy","6,815,000","$3,522,077","51.50","-","7.25","Feb 1, 2019","2.59","3,522,077.19","34.63","-","34.63","6,815,000.00" | |
| "AES","IPALCO ENTERPRISES INC","0.0275","US462613AK64","BYZYKD7","Fixed Income","Electric","3,525,000","$3,494,675","98.90","-","3.45","Jul 15, 2020","4.09","3,494,675.25","3.72","-","3.72","3,525,000.00" | |
| "GNW","GENWORTH HOLDINGS INC","0.0274","US372491AA80","BCZM4Q8","Fixed Income","Insurance","6,275,000","$3,490,905","53.25","-","4.90","Aug 15, 2023","5.53","3,490,904.51","15.72","-","15.72","6,275,000.00" | |
| "SM","SM ENERGY CO","0.0266","US78454LAF76","B7FDDW5","Fixed Income","Energy","6,927,000","$3,388,581","48.21","-","6.50","Jan 1, 2023","4.88","3,388,581.49","21.07","-","21.07","6,927,000.00" | |
| "AA","ALCOA INC","0.0264","US013817AL50","B1P7488","Fixed Income","Basic Industry","3,300,000","$3,358,590","101.64","-","5.55","Feb 1, 2017","0.96","3,358,589.85","3.82","-","3.82","3,300,000.00" | |
| "MPO","MIDSTATE PETROLEUM CO INC/MIDSTATE","0.0252","US59804VAG05","-","Fixed Income","Energy","11,550,000","$3,209,938","25.88","-","10.00","Jun 1, 2020","2.59","3,209,937.50","58.78","-","58.78","11,550,000.00" | |
| "SN","SANCHEZ ENERGY CORP","0.0241","US79970YAB11","BP8G1Q7","Fixed Income","Energy","8,520,000","$3,072,229","34.88","-","7.75","Jun 15, 2021","3.58","3,072,229.17","35.96","-","35.96","8,520,000.00" | |
| "HKUS","HALCON RESOURCES CORPORATION 144A","0.0237","US40537QAK67","BYQD7M1","Fixed Income","Energy","15,150,000","$3,017,375","14.50","-","13.00","Feb 15, 2022","1.29","3,017,375.00","94.79","-","94.79","15,150,000.00" | |
| "OAS","OASIS PETROLEUM INC","0.0236","US674215AE80","B7QFG09","Fixed Income","Energy","5,967,000","$2,997,071","49.75","-","6.88","Jan 15, 2023","4.87","2,997,070.78","20.92","-","20.92","5,967,000.00" | |
| "CNC","CENTENE ESCROW CORP 144A","0.0234","US15135BAG68","BYQG452","Fixed Income","Insurance","2,900,000","$2,979,750","102.75","-","6.13","Feb 15, 2024","5.34","2,979,750.00","5.69","-","5.58","2,900,000.00" | |
| "MIICF","MILLICOM INTERNATIONAL CELLULAR SA 144A","0.0234","US600814AK33","B9X7S95","Fixed Income","Communications","3,378,000","$2,973,625","87.00","-","4.75","May 22, 2020","3.82","2,973,625.25","8.42","-","8.42","3,378,000.00" | |
| "EPENEG","EP ENER/EVEREST","0.0233","US268787AD07","BYQJVB6","Fixed Income","Energy","13,395,000","$2,968,527","21.19","-","6.38","Jun 15, 2023","3.75","2,968,527.34","40.64","-","40.64","13,395,000.00" | |
| "MURREN","MURRAY ENERGY CORP 144A","0.0229","US62704PAF09","BWVC666","Fixed Income","Basic Industry","20,000,000","$2,918,750","11.00","-","11.25","Apr 15, 2021","1.35","2,918,750.00","109.18","-","109.18","20,000,000.00" | |
| "AMEPER","AMERICAN ENERGY - PERMIAN BASIN LL 144A","0.0226","US02563LAB45","BP8Q1T0","Fixed Income","Energy","10,600,000","$2,878,894","25.20","-","7.13","Nov 1, 2020","3.04","2,878,893.75","49.03","-","49.03","10,600,000.00" | |
| "NXPI","NXP BV/NXP FUNDING LLC 144A","0.0220","US62947QAR92","BDV0KG5","Fixed Income","Technology","2,750,000","$2,795,642","100.25","-","3.50","Sep 15, 2016","0.59","2,795,642.36","3.07","-","3.07","2,750,000.00" | |
| "PACD","PACIFIC DRILLING V LTD 144A","0.0218","US694184AA06","B93QHN9","Fixed Income","Energy","9,075,000","$2,772,980","29.17","-","7.25","Dec 1, 2017","1.58","2,772,979.99","97.86","-","97.86","9,075,000.00" | |
| "USFOOD","US FOODS INC","0.0215","US90290MAA99","B6VHRK0","Fixed Income","Consumer Non-Cyclical","2,700,000","$2,732,250","100.25","-","8.50","Jun 30, 2019","2.08","2,732,250.00","8.41","-","8.29","2,700,000.00" | |
| "MEMP","MEMORIAL PRODUCTION PARTNERS LP","0.0193","US586049AE88","BY7SBJ0","Fixed Income","Energy","9,950,000","$2,454,852","24.50","-","6.88","Aug 1, 2022","3.79","2,454,851.56","40.61","-","40.61","9,950,000.00" | |
| "AKS","AK STEEL CORPORATION","0.0187","US001546AS98","BQSTTD6","Fixed Income","Basic Industry","6,400,000","$2,374,140","34.36","-","7.63","Oct 1, 2021","3.55","2,374,139.63","35.03","-","35.03","6,400,000.00" | |
| "AMEPER","AMERICAN ENERGY-PERMIAN BASIN LLC 144A","0.0180","US02563LAC28","BP8Q1R8","Fixed Income","Energy","9,155,000","$2,291,325","23.00","-","7.38","Nov 1, 2021","3.17","2,291,324.84","47.18","-","47.18","9,155,000.00" | |
| "PACD","PACIFIC DRILLING SA 144A","0.0172","US69419BAA35","B9X7QJ1","Fixed Income","Energy","9,775,000","$2,194,182","21.42","-","5.38","Jun 1, 2020","3.11","2,194,182.36","53.90","-","53.90","9,775,000.00" | |
| "CCI","CROWN CASTLE INTERNATIONAL CORP","0.0168","US228227BD57","B9444C0","Fixed Income","Communications","2,019,000","$2,133,620","105.31","-","5.25","Jan 15, 2023","5.86","2,133,620.31","4.35","-","4.35","2,019,000.00" | |
| "UPL","ULTRA PETROLEUM CORP 144A","0.0157","US903914AC30","BQR7XX9","Fixed Income","Energy","13,795,000","$1,992,659","12.25","-","6.13","Oct 1, 2024","2.47","1,992,659.01","55.50","-","55.50","13,795,000.00" | |
| "HRG","HRG GROUP INC 144A","0.0152","US40434JAB61","-","Fixed Income","Consumer Non-Cyclical","2,050,000","$1,932,908","93.75","-","7.75","Jan 15, 2022","4.60","1,932,907.99","9.14","-","9.14","2,050,000.00" | |
| "BTU","PEABODY ENERGY CORP 144A","0.0148","US704549AQ70","BWB9463","Fixed Income","Basic Industry","14,055,000","$1,888,680","9.41","-","10.00","Mar 15, 2022","1.15","1,888,679.67","109.37","-","109.37","14,055,000.00" | |
| "BBEP","BREITBURN ENERGY PARTNERS LP","0.0148","US106777AD76","B83C0L9","Fixed Income","Energy","13,100,000","$1,879,713","11.83","-","7.88","Apr 15, 2022","1.98","1,879,713.10","76.25","-","76.25","13,100,000.00" | |
| "ZAYOGR","ZAYO GROUP LLC/ZAYO CAPITAL INC","0.0145","US989194AH84","B7TNB27","Fixed Income","Communications","1,702,000","$1,844,064","107.25","-","10.13","Jul 1, 2020","0.39","1,844,063.81","8.12","-","4.19","1,702,000.00" | |
| "BTU","PEABODY ENERGY CORP","0.0141","US704549AK01","B3PZ3P6","Fixed Income","Basic Industry","21,240,000","$1,787,700","7.00","-","6.00","Nov 15, 2018","1.64","1,787,700.00","163.41","-","163.41","21,240,000.00" | |
| "GNW","GENWORTH FINANCIAL INCES","0.0140","US37247DAG16","B1GVH57","Fixed Income","Insurance","7,300,000","$1,785,002","23.00","-","6.15","Nov 15, 2066","-14.87","1,785,002.08","12.85","-","12.85","7,300,000.00" | |
| "CCI","CROWN CASTLE INTERNATIONAL CORPORA","0.0140","US228227BE31","BLBWJ71","Fixed Income","Communications","1,690,000","$1,778,983","103.71","-","4.88","Apr 15, 2022","5.30","1,778,983.43","4.19","-","4.19","1,690,000.00" | |
| "LINE","LINN ENERGY LLC/LINN ENERGY FINANC 144A","0.0135","US536022AM84","BDCBVN1","Fixed Income","Energy","19,595,000","$1,718,645","6.10","-","12.00","Dec 15, 2020","0.93","1,718,645.44","181.35","-","181.35","19,595,000.00" | |
| "DNR","DENBURY RESOURCES INC","0.0130","US247916AC30","B3M2S11","Fixed Income","Energy","6,055,000","$1,655,979","24.25","-","6.38","Aug 15, 2021","3.24","1,655,979.43","43.69","-","43.69","6,055,000.00" | |
| "PVAH","PENN VIRGINIA CORPORATION","0.0127","US707882AE64","BCZLXW4","Fixed Income","Energy","11,500,000","$1,616,469","11.72","-","8.50","May 1, 2020","1.88","1,616,468.75","97.36","-","97.36","11,500,000.00" | |
| "TCKBCN","TECK RESOURCES LTD","0.0125","US878744AA99","B6WD7P2","Fixed Income","Basic Industry","2,402,000","$1,587,272","64.75","-","3.00","Mar 1, 2019","2.83","1,587,271.83","18.63","-","18.63","2,402,000.00" | |
| "CLE","CLAIRES STORES INC","0.0124","US179584AL19","B5808F7","Fixed Income","Consumer Cyclical","6,930,000","$1,579,274","19.21","-","8.88","Mar 15, 2019","1.90","1,579,273.73","88.44","-","88.44","6,930,000.00" | |
| "BTU","PEABODY ENERGY CORP","0.0118","US704549AM66","B54WFB2","Fixed Income","Basic Industry","21,528,000","$1,497,194","5.48","-","6.25","Nov 15, 2021","1.36","1,497,193.70","119.47","-","119.47","21,528,000.00" | |
| "ETFC","E*TRADE FINANCIAL CORP","0.0112","US269246BL74","BSMWJW4","Fixed Income","Brokerage/Asset Managers/Exchanges","1,380,000","$1,428,564","102.25","-","5.38","Nov 15, 2022","4.36","1,428,563.54","4.97","-","4.84","1,380,000.00" | |
| "MAS","MASCO CORPORATION","0.0111","US574599BD70","B1FQFZ9","Fixed Income","Capital Goods","1,353,000","$1,414,098","102.36","-","6.13","Oct 3, 2016","0.63","1,414,098.29","2.43","-","2.43","1,353,000.00" | |
| "CLF","CLIFFS NATURAL RESOURCES INC 144A","0.0109","US18683KAG67","BWC1LD4","Fixed Income","Basic Industry","8,897,000","$1,388,335","12.81","-","7.75","Mar 31, 2020","1.99","1,388,335.13","89.42","-","89.42","8,897,000.00" | |
| "UPL","ULTRA PETROLEUM CORP 144A","0.0109","US903914AA73","BH5QGQ9","Fixed Income","Energy","10,320,000","$1,380,658","12.50","-","5.75","Dec 15, 2018","2.09","1,380,658.33","112.24","-","112.24","10,320,000.00" | |
| "HRG","HRG GROUP INC 144A","0.0099","US40434JAA88","BWVC6D3","Fixed Income","Consumer Non-Cyclical","1,215,000","$1,261,132","103.25","-","7.88","Jul 15, 2019","2.00","1,261,132.03","6.79","-","6.06","1,215,000.00" | |
| "NAVI","NAVIENT CORP MTN","0.0089","US78442FEM68","B5MKHP6","Fixed Income","Finance Companies","1,146,000","$1,137,405","99.00","-","6.00","Jan 25, 2017","0.94","1,137,405.00","7.09","-","7.09","1,146,000.00" | |
| "LGFP","LAFARGE SA","0.0089","US505861AB03","B197WN5","Fixed Income","Capital Goods","1,100,000","$1,126,939","102.00","-","6.50","Jul 15, 2016","0.43","1,126,938.88","1.82","-","1.82","1,100,000.00" | |
| "SSE","SEVENTY SEVEN ENERGY INC","0.0088","US165258AB07","BFNVWV9","Fixed Income","Energy","8,260,000","$1,120,406","12.00","-","6.63","Nov 15, 2019","2.18","1,120,405.90","94.02","-","94.02","8,260,000.00" | |
| "CRC","CALIFORNIA RESOURCES CORPORATION","0.0087","US13057QAF46","BX3SR22","Fixed Income","Energy","9,556,000","$1,102,922","10.13","-","6.00","Nov 15, 2024","2.22","1,102,921.67","63.21","-","63.21","9,556,000.00" | |
| "KMI","EL PASO CORPORATION","0.0086","US28336LBT52","B4WXBP6","Fixed Income","Energy","1,050,000","$1,092,109","100.00","-","8.25","Feb 15, 2016","0.02","1,092,109.38","7.93","-","7.93","1,050,000.00" | |
| "MPLX","MPLX LP 144A","0.0081","US55336VAB62","BYVBHY2","Fixed Income","Energy","1,225,000","$1,032,806","81.64","-","5.50","Feb 15, 2023","5.52","1,032,806.21","9.10","-","9.10","1,225,000.00" | |
| "KCI","KINETIC CONCEPTS INC / KCI USA INC 144A","0.0080","US49461BAF13","BYXC550","Fixed Income","Consumer Non-Cyclical","1,000,000","$1,016,469","101.63","-","7.88","Feb 15, 2021","3.78","1,016,468.75","7.48","-","7.40","1,000,000.00" | |
| "MGM","MGM RESORTS INTERNATIONAL","0.0078","US552953BB60","B1L7KJ5","Fixed Income","Consumer Cyclical","950,000","$987,990","103.47","-","7.63","Jan 15, 2017","0.91","987,990.16","3.79","-","3.79","950,000.00" | |
| "CHAPAR","CHAPARRAL ENERGY INC","0.0074","US15942RAD17","B71SWX8","Fixed Income","Energy","9,200,000","$939,966","8.42","-","7.63","Nov 15, 2022","1.56","939,965.58","94.13","-","94.13","9,200,000.00" | |
| "CRC","CALIFORNIA RESOURCES CORPORATION","0.0073","US13057QAD97","BWT3WW9","Fixed Income","Energy","8,052,000","$923,184","9.25","-","5.50","Sep 15, 2021","2.16","923,184.17","78.32","-","78.32","8,052,000.00" | |
| "ALLY","ALLY FINANCIAL INC","0.0070","US02005NAS99","BH3XGC8","Fixed Income","Banking","915,000","$895,111","97.75","-","2.75","Jan 30, 2017","0.96","895,111.46","5.15","-","5.15","915,000.00" | |
| "PETC","PETCO ANIMAL SUPPLIES INC 144A","0.0070","US716016AC41","B505MY7","Fixed Income","Consumer Cyclical","850,000","$887,382","102.63","-","9.25","Dec 1, 2018","0.36","887,382.29","8.18","-","5.39","850,000.00" | |
| "CNHI","CNH CAPITAL LLC","0.0068","US12623EAB74","B9085G7","Fixed Income","Capital Goods","845,000","$870,086","101.25","-","6.25","Nov 1, 2016","0.71","870,085.94","4.47","-","4.47","845,000.00" | |
| "LINE","BERRY PETROLEUM COMPANY","0.0068","US085789AF27","B7JCBR9","Fixed Income","Energy","9,600,000","$870,500","6.50","-","6.38","Sep 15, 2022","1.28","870,500.00","102.64","-","102.64","9,600,000.00" | |
| "LINE","LINN ENERGY LLC/LINN ENERGY FINANC","0.0068","US536022AC03","B5VJHQ5","Fixed Income","Energy","18,245,000","$867,588","2.00","-","8.63","Apr 15, 2020","0.48","867,587.76","346.24","-","346.24","18,245,000.00" | |
| "S","SPRINT NEXTEL CORPORATION","0.0067","US852061AD21","B1HMD73","Fixed Income","Communications","850,000","$849,320","98.77","-","6.00","Dec 1, 2016","0.79","849,320.00","7.58","-","7.58","850,000.00" | |
| "CHAPAR","CHAPARRAL ENERGY INC","0.0065","US15942RAB50","B3VF4N5","Fixed Income","Energy","6,520,000","$824,373","9.00","-","8.25","Sep 1, 2021","1.35","824,372.50","101.46","-","101.46","6,520,000.00" | |
| "STZ","CONSTELLATION BRANDS INC","0.0064","US21036PAD06","B1BRZF6","Fixed Income","Consumer Non-Cyclical","775,000","$816,285","102.13","-","7.25","Sep 1, 2016","0.54","816,284.90","3.37","-","3.37","775,000.00" | |
| "ARS","ALERIS INTERNATIONAL INC","0.0062","US014477AQ62","B97KNZ1","Fixed Income","Basic Industry","1,010,000","$788,307","75.88","-","7.88","Nov 1, 2020","3.78","788,307.47","15.20","-","15.20","1,010,000.00" | |
| "BTU","PEABODY ENERGY CORP","0.0058","US704549AH71","B55MHG0","Fixed Income","Basic Industry","9,145,000","$742,396","5.50","-","6.50","Sep 15, 2020","1.19","742,396.18","135.11","-","135.11","9,145,000.00" | |
| "LINE","LINN ENERGY LLC/LINN ENERGY FINANC","0.0051","US536022AF34","B5MVPZ5","Fixed Income","Energy","14,053,000","$649,463","1.50","-","7.75","Feb 1, 2021","0.33","649,463.30","414.13","-","414.13","14,053,000.00" | |
| "AES","DPL INC","0.0048","US256882AB73","B7Z0B66","Fixed Income","Electric","589,000","$610,065","101.50","-","6.50","Oct 15, 2016","0.58","610,064.93","4.23","-","3.93","589,000.00" | |
| "MPLX","MARATHON PETROLEUM CORP 144A","0.0048","US55336VAH33","BZ4T5K2","Fixed Income","Energy","791,000","$606,636","75.76","-","4.88","Jun 1, 2025","7.09","606,635.90","8.83","-","8.83","791,000.00" | |
| "TCKBCN","TECK RESOURCES LTD","0.0045","US878742AY10","B8GPZ76","Fixed Income","Basic Industry","1,090,000","$573,272","52.50","-","3.75","Feb 1, 2023","5.76","573,271.88","14.95","-","14.95","1,090,000.00" | |
| "CRC","CALIFORNIA RESOURCES CORPORATION","0.0038","US13057QAB32","BX90GM5","Fixed Income","Energy","4,671,000","$483,319","10.00","-","5.00","Jan 15, 2020","2.54","483,318.75","93.14","-","93.14","4,671,000.00" | |
| "SVU","SUPERVALU INC","0.0035","US868536AV55","BJ051S2","Fixed Income","Consumer Non-Cyclical","550,000","$449,866","80.50","-","6.75","Jun 1, 2021","4.34","449,865.62","11.79","-","11.79","550,000.00" | |
| "MPLX","MARATHON PETROLEUM CORP 144A","0.0035","US55336VAD29","-","Fixed Income","Energy","575,000","$441,883","76.54","-","4.50","Jul 15, 2023","6.12","441,883.48","9.00","-","9.00","575,000.00" | |
| "LINE","LINN ENERGY LLC","0.0032","US536022AL02","BQR7Y03","Fixed Income","Energy","9,875,000","$406,658","1.50","-","6.50","Sep 15, 2021","0.36","406,657.99","363.85","-","363.85","9,875,000.00" | |
| "CCO","CLEAR CHANNEL WORLDWIDE HOLDINGS I","0.0032","US18451QAG38","B7QP1R1","Fixed Income","Communications","500,000","$405,356","78.00","-","7.63","Mar 15, 2020","3.36","405,355.90","15.00","-","15.00","500,000.00" | |
| "EXXI","ENERGY PARTNERS LTD","0.0031","US29270UAN54","B545P88","Fixed Income","Energy","7,400,000","$389,271","1.25","-","8.25","Feb 15, 2018","0.23","389,270.83","721.26","-","721.26","7,400,000.00" | |
| "SSE","SEVENTY SEVEN ENERGY INC","0.0030","US818097AB30","BTL1KX7","Fixed Income","Energy","8,365,000","$377,569","4.06","-","6.50","Jul 15, 2022","1.11","377,569.24","158.01","-","158.01","8,365,000.00" | |
| "MPLX","MARATHON PETROLEUM CORP 144A","0.0030","US55336VAF76","BYVBJ02","Fixed Income","Energy","489,000","$377,375","76.24","-","4.88","Dec 1, 2024","6.82","377,374.87","8.90","-","8.90","489,000.00" | |
| "EXXI","ENERGY XXI GULF COAST INC","0.0028","US29276KAP66","B5LGHX3","Fixed Income","Energy","10,950,000","$352,940","1.81","-","9.25","Dec 15, 2017","0.81","352,939.79","555.64","-","555.64","10,950,000.00" | |
| "EXXI","ENERGY XXI GULF COAST INC","0.0026","US29276KAU51","BYZSD85","Fixed Income","Energy","10,200,000","$333,448","0.50","-","6.88","Mar 15, 2024","0.23","333,447.92","717.32","-","717.32","10,200,000.00" | |
| "EXXI","ENERGY XXI GULF COAST INC","0.0021","US29276KAS06","BMW3XC3","Fixed Income","Energy","7,190,000","$272,920","2.65","-","7.50","Dec 15, 2021","0.74","272,920.42","254.33","-","254.33","7,190,000.00" | |
| "CLF","CLIFFS NATURAL RESOURCES INC","0.0019","US18683KAD37","B44S9L1","Fixed Income","Basic Industry","2,425,000","$239,975","8.15","-","4.88","Apr 1, 2021","2.23","239,975.45","84.78","-","84.78","2,425,000.00" | |
| "USG","USG CORP","0.0014","US903293AR91","B1YKD36","Fixed Income","Capital Goods","169,000","$175,232","102.20","-","6.30","Nov 15, 2016","0.75","175,231.88","3.35","-","3.35","169,000.00" | |
| "CQP","SABINE PASS LNG LP","0.0008","US785583AF20","B23S5C1","Fixed Income","Energy","100,000","$104,473","103.02","-","7.50","Nov 30, 2016","0.78","104,473.33","3.66","-","3.66","100,000.00" | |
| "USD","USD CASH","-0.0344","-","-","Cash","Cash and/or Derivatives","-4,379,408","-$4,379,408","100.00","-","0.43","Feb 11, 2016","0.00","-4,379,407.84","0.43","-","0.43","-4,379,408.00" | |
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| Fund Name: | SPDR® Barclays High Yield Bond ETF | ||||||||
|---|---|---|---|---|---|---|---|---|---|
| Ticker Symbol: | JNK | ||||||||
| Holdings: | As of 02/10/2016 | ||||||||
| Name | Identifier | Weight | Coupon | Market Value | Maturity | ||||
| FRONTIER COMMUNICATIONS 11 09/15/2025 | US35906AAX63 | 0.605998 | 11.000 | 55394925.000000 | 9/15/2025 | ||||
| NUMERICABLE-SFR SAS 6 05/15/2022 | US67054LAB36 | 0.597682 | 6.000 | 54634733.333333 | 5/15/2022 | ||||
| REYNOLDS GRP ISS/REYNOLD 5.75 10/15/2020 | US761735AP42 | 0.595582 | 5.750 | 54442750.694444 | 10/15/2020 | ||||
| Cash_USD | 0.588456 | 0 | 53791354.730024 | ||||||
| FIRST DATA CORPORATION 7 12/01/2023 | US319963BP82 | 0.561026 | 7.000 | 51283975.555556 | 12/1/2023 | ||||
| HCA INC 6.5 02/15/2020 | US404121AC95 | 0.531957 | 6.500 | 48626692.430556 | 2/15/2020 | ||||
| VALEANT PHARMACEUTICALS 6.125 04/15/2025 | US91831AAC53 | 0.523876 | 6.125 | 47888072.795139 | 4/15/2025 | ||||
| SPRINT COMMUNICATIONS 9 11/15/2018 | US852061AK63 | 0.507860 | 9.000 | 46423982.500000 | 11/15/2018 | ||||
| TENET HEALTHCARE CORP 8.125 04/01/2022 | US88033GCE89 | 0.487750 | 8.125 | 44585709.635417 | 4/1/2022 | ||||
| SPRINT CORP 7.875 09/15/2023 | US85207UAF21 | 0.480419 | 7.875 | 43915573.593750 | 9/15/2023 | ||||
| VALEANT PHARMACEUTICALS 5.875 05/15/2023 | US91831AAB70 | 0.479168 | 5.875 | 43801194.704861 | 5/15/2023 | ||||
| CHS/COMMUNITY HEALTH SYS IN 6.875 02/01/2022 | US12543DAV29 | 0.462029 | 6.875 | 42234559.375000 | 2/1/2022 | ||||
| HCA INC 5.375 02/01/2025 | US404119BR91 | 0.457108 | 5.375 | 41784664.187500 | 2/1/2025 | ||||
| FAMILY TREE ESCROW LLC 5.75 03/01/2023 | US30706VAA35 | 0.449222 | 5.750 | 41063798.479167 | 3/1/2023 | ||||
| WIND ACQUISITION FIN SA 7.375 04/23/2021 | US97314XAK00 | 0.443128 | 7.375 | 40506738.826389 | 4/23/2021 | ||||
| NIELSEN FINANCE LLC/CO 5 04/15/2022 | US65409QBB77 | 0.432659 | 5.000 | 39549797.916667 | 4/15/2022 | ||||
| NUMERICABLE-SFR SAS 4.875 05/15/2019 | US67054LAA52 | 0.422778 | 4.875 | 38646540.052083 | 5/15/2019 | ||||
| CCOH SAFARI LLC 5.75 02/15/2026 | US14987EAC12 | 0.407020 | 5.750 | 37206090.277778 | 2/15/2026 | ||||
| SOFTBANK GROUP CORP 4.5 04/15/2020 | US83404DAA72 | 0.401165 | 4.500 | 36670910.625000 | 4/15/2020 | ||||
| AUDATEX NORTH AMERICA IN 6 06/15/2021 | US05070GAE89 | 0.399837 | 6.000 | 36549552.500000 | 6/15/2021 | ||||
| VALEANT PHARMACEUTICALS 6.375 10/15/2020 | US91829KAA16 | 0.396496 | 6.375 | 36244070.052083 | 10/15/2020 | ||||
| 1011778 BC / NEW RED FIN 6 04/01/2022 | US68245XAA72 | 0.387628 | 6.000 | 35433443.500000 | 4/1/2022 | ||||
| ALTICE LUXEMBOURG SA 7.75 05/15/2022 | US02154VAA98 | 0.380289 | 7.750 | 34762610.833333 | 5/15/2022 | ||||
| ROYAL BK SCOTLND GRP PLC 6.125 12/15/2022 | US780099CE50 | 0.377774 | 6.125 | 34532742.731667 | 12/15/2022 | ||||
| FIRST DATA CORPORATION 5.75 01/15/2024 | US32008DAB29 | 0.370982 | 5.750 | 33911875.000000 | 1/15/2024 | ||||
| INTESA SANPAOLO SPA 5.017 06/26/2024 | US46115HAT41 | 0.360943 | 5.017 | 32994195.238667 | 6/26/2024 | ||||
| DISH DBS CORP 6.75 06/01/2021 | US25470XAE58 | 0.358375 | 6.750 | 32759394.187500 | 6/1/2021 | ||||
| ROYAL BK SCOTLND GRP PLC 5.125 05/28/2024 | US780099CH81 | 0.353267 | 5.125 | 32292462.000000 | 5/28/2024 | ||||
| NEPTUNE FINCO CORP 10.875 10/15/2025 | US64072TAA34 | 0.348361 | 10.875 | 31844029.947917 | 10/15/2025 | ||||
| ROYAL BK SCOTLND GRP PLC 6 12/19/2023 | US780097AZ42 | 0.345062 | 6.000 | 31542428.960000 | 12/19/2023 | ||||
| FRONTIER COMMUNICATIONS 10.5 09/15/2022 | US35906AAU25 | 0.343478 | 10.500 | 31397671.875000 | 9/15/2022 | ||||
| HCA INC 7.5 02/15/2022 | US404121AD78 | 0.337743 | 7.500 | 30873421.041667 | 2/15/2022 | ||||
| T-MOBILE USA INC 6.25 04/01/2021 | US87264AAK16 | 0.331414 | 6.250 | 30294895.937500 | 4/1/2021 | ||||
| ARGOS MERGER SUB INC 7.125 03/15/2023 | US04021LAA89 | 0.330295 | 7.125 | 30192584.479167 | 3/15/2023 | ||||
| AUDATEX NORTH AMERICA IN 6.125 11/01/2023 | US05070GAG38 | 0.329656 | 6.125 | 30134172.187500 | 11/1/2023 | ||||
| T-MOBILE USA INC 6.5 01/15/2026 | US87264AAP03 | 0.328139 | 6.500 | 29995537.500000 | 1/15/2026 | ||||
| SABINE PASS LIQUEFACTION 5.625 03/01/2025 | US785592AM87 | 0.327104 | 5.625 | 29900902.500000 | 3/1/2025 | ||||
| T-MOBILE USA INC 6.625 04/01/2023 | US87264AAL98 | 0.326089 | 6.625 | 29808154.937500 | 4/1/2023 | ||||
| DYNEGY INC 6.75 11/01/2019 | US26817RAM07 | 0.325610 | 6.750 | 29764304.182500 | 11/1/2019 | ||||
| ALTICE FINANCING SA 6.625 02/15/2023 | US02154CAD56 | 0.325474 | 6.625 | 29751877.541667 | 2/15/2023 | ||||
| DISH DBS CORP 5.875 07/15/2022 | US25470XAJ46 | 0.325029 | 5.875 | 29711195.442500 | 7/15/2022 | ||||
| NEPTUNE FINCO CORP 10.125 01/15/2023 | US64072TAE55 | 0.324468 | 10.125 | 29659985.000000 | 1/15/2023 | ||||
| CCO HLDGS LLC/CAP CORP 5.875 04/01/2024 | US1248EPBP70 | 0.317628 | 5.875 | 29034703.750000 | 4/1/2024 | ||||
| FMG RESOURCES AUG 2006 9.75 03/01/2022 | US30251GAS66 | 0.313129 | 9.750 | 28623469.000000 | 3/1/2022 | ||||
| DISH DBS CORP 5.875 11/15/2024 | US25470XAW56 | 0.308008 | 5.875 | 28155341.909722 | 11/15/2024 | ||||
| CLEAR CHANNEL WORLDWIDE 6.5 11/15/2022 | US18451QAM06 | 0.306135 | 6.500 | 27984158.125000 | 11/15/2022 | ||||
| CHS/COMMUNITY HEALTH SYS IN 8 11/15/2019 | US12543DAL47 | 0.301665 | 8.000 | 27575481.944444 | 11/15/2019 | ||||
| ENEL SPA 8.75 09/24/2073 | US29265WAA62 | 0.300270 | 8.750 | 27448008.333333 | 9/24/2073 | ||||
| WIND ACQUISITION FIN SA 4.75 07/15/2020 | US97314XAM65 | 0.290897 | 4.750 | 26591217.270000 | 7/15/2020 | ||||
| CIT GROUP INC 4.25 08/15/2017 | US125581GP72 | 0.286521 | 4.250 | 26191191.979167 | 8/15/2017 | ||||
| DAVITA HEALTHCARE PARTNE 5 05/01/2025 | US23918KAR95 | 0.286148 | 5.000 | 26157093.750000 | 5/1/2025 | ||||
| TENET HEALTHCARE CORP 6.75 06/15/2023 | US88033GCN88 | 0.285310 | 6.750 | 26080447.500000 | 6/15/2023 | ||||
| TELECOM ITALIA SPA 5.303 05/30/2024 | US87927YAA01 | 0.285028 | 5.303 | 26054672.500556 | 5/30/2024 | ||||
| TENET HEALTHCARE CORP 6 10/01/2020 | US87243QAB23 | 0.284798 | 6.000 | 26033694.240000 | 10/1/2020 | ||||
| DAVITA HEALTHCARE PARTNE 5.125 07/15/2024 | US23918KAQ13 | 0.279893 | 5.125 | 25585320.989583 | 7/15/2024 | ||||
| CIT GROUP INC 5.5 02/15/2019 | US125581GH56 | 0.279390 | 5.500 | 25539315.833333 | 2/15/2019 | ||||
| ENDO LTD/FIN LLC/FINCO 6 07/15/2023 | US29273EAC21 | 0.278204 | 6.000 | 25430946.666667 | 7/15/2023 | ||||
| KINETIC CONCEPT/KCI USA 10.5 11/01/2018 | US49461BAB09 | 0.275589 | 10.500 | 25191873.875000 | 11/1/2018 | ||||
| SPRINT CORP 7.125 06/15/2024 | US85207UAH86 | 0.273017 | 7.125 | 24956719.010417 | 6/15/2024 | ||||
| SABINE PASS LIQUEFACTION 5.75 05/15/2024 | US785592AJ58 | 0.271444 | 5.750 | 24812955.902778 | 5/15/2024 | ||||
| WYNN LAS VEGAS LLC/CORP 5.5 03/01/2025 | US983130AV78 | 0.271212 | 5.500 | 24791808.333333 | 3/1/2025 | ||||
| DEUTSCHE BANK AG 4.296 05/24/2028 | US251525AM33 | 0.270428 | 4.296 | 24720078.133333 | 5/24/2028 | ||||
| CLEAR CHANNEL WORLDWIDE 7.625 03/15/2020 | US18451QAH11 | 0.269543 | 7.625 | 24639166.024306 | 3/15/2020 | ||||
| CIT GROUP INC 5.25 03/15/2018 | US125581GL68 | 0.266350 | 5.250 | 24347334.375000 | 3/15/2018 | ||||
| SIRIUS XM RADIO INC 6 07/15/2024 | US82967NAS71 | 0.266283 | 6.000 | 24341240.000000 | 7/15/2024 | ||||
| RITE AID CORP 6.125 04/01/2023 | US767754CH50 | 0.263817 | 6.125 | 24115762.569444 | 4/1/2023 | ||||
| SCIENTIFIC GAMES INTERNA 10 12/01/2022 | US80874YAU47 | 0.257509 | 10.000 | 23539203.333333 | 12/1/2022 | ||||
| DEUTSCHE BANK AG 4.5 04/01/2025 | US251525AP63 | 0.256350 | 4.500 | 23433209.100000 | 4/1/2025 | ||||
| ALLY FINANCIAL INC 5.5 02/15/2017 | US02005NAL47 | 0.249755 | 5.500 | 22830322.569444 | 2/15/2017 | ||||
| CENTURYLINK INC 5.8 03/15/2022 | US156700AS50 | 0.249497 | 5.800 | 22806784.352222 | 3/15/2022 | ||||
| NRG ENERGY INC 7.875 05/15/2021 | US629377BS08 | 0.248957 | 7.875 | 22757383.593750 | 5/15/2021 | ||||
| INFOR US INC 6.5 05/15/2022 | US45672NAD30 | 0.247742 | 6.500 | 22646308.819444 | 5/15/2022 | ||||
| ACTIVISION BLIZZARD 5.625 09/15/2021 | US00507VAC37 | 0.247399 | 5.625 | 22614968.327500 | 9/15/2021 | ||||
| CEQUEL COM HLDG I/CAP CP 6.375 09/15/2020 | US15672JAA16 | 0.246857 | 6.375 | 22565459.583333 | 9/15/2020 | ||||
| HERTZ CORP 6.75 04/15/2019 | US428040CJ69 | 0.246704 | 6.750 | 22551495.000000 | 4/15/2019 | ||||
| DYNEGY INC 7.375 11/01/2022 | US26817RAN89 | 0.243726 | 7.375 | 22279200.000000 | 11/1/2022 | ||||
| UNIVISION COMMUNICATIONS 5.125 02/15/2025 | US914906AS13 | 0.242438 | 5.125 | 22161515.920139 | 2/15/2025 | ||||
| TELESAT CANADA/TELESAT L 6 05/15/2017 | US87952VAJ52 | 0.240386 | 6.000 | 21973949.166667 | 5/15/2017 | ||||
| NUMERICABLE-SFR SAS 6.25 05/15/2024 | US67054LAC19 | 0.240284 | 6.250 | 21964595.312500 | 5/15/2024 | ||||
| CASE NEW HOLLAND INDUSTR 7.875 12/01/2017 | US147446AR91 | 0.238648 | 7.875 | 21815092.250000 | 12/1/2017 | ||||
| SCHAEFFLER HLDG FIN BV 6.875 08/15/2018 | US80626PAA84 | 0.238366 | 6.875 | 21789307.062500 | 8/15/2018 | ||||
| ICAHN ENTERPRISES/FIN 6 08/01/2020 | US451102AX52 | 0.237665 | 6.000 | 21725162.000000 | 8/1/2020 | ||||
| SABINE PASS LIQUEFACTION 5.625 02/01/2021 | US785592AE61 | 0.236789 | 5.625 | 21645126.562500 | 2/1/2021 | ||||
| NAVIENT CORP 6 01/25/2017 | US78442FEM68 | 0.234805 | 6.000 | 21463805.000000 | 1/25/2017 | ||||
| L BRANDS INC 6.625 04/01/2021 | US532716AT46 | 0.234625 | 6.625 | 21447356.552083 | 4/1/2021 | ||||
| ARCELORMITTAL 5.5 02/25/2017 | US03938LAW46 | 0.234331 | 5.500 | 21420457.500000 | 2/25/2017 | ||||
| ALTICE US FINANCE I CORP 5.375 07/15/2023 | US02155FAA30 | 0.232477 | 5.375 | 21250972.482639 | 7/15/2023 | ||||
| HUB INTERNATIONAL LTD 7.875 10/01/2021 | US43414TAA43 | 0.230207 | 7.875 | 21043492.156250 | 10/1/2021 | ||||
| ZF NA CAPITAL 4.75 04/29/2025 | US98877DAC92 | 0.229173 | 4.750 | 20948896.077778 | 4/29/2025 | ||||
| COMMSCOPE TECH FINANCE L 6 06/15/2025 | US20337YAA55 | 0.228614 | 6.000 | 20897802.500000 | 6/15/2025 | ||||
| CONCHO RESOURCES INC 5.5 04/01/2023 | US20605PAE16 | 0.227572 | 5.500 | 20802553.625000 | 4/1/2023 | ||||
| INTESA SANPAOLO SPA 5.71 01/15/2026 | US46115HAW79 | 0.226353 | 5.710 | 20691149.055556 | 1/15/2026 | ||||
| U.S. FOODSERVICE 8.5 06/30/2019 | US90290MAA99 | 0.225701 | 8.500 | 20631523.333333 | 6/30/2019 | ||||
| EQUINIX INC 5.875 01/15/2026 | US29444UAQ94 | 0.224376 | 5.875 | 20510426.041667 | 1/15/2026 | ||||
| DAVITA HEALTHCARE PARTNE 5.75 08/15/2022 | US23918KAP30 | 0.224215 | 5.750 | 20495692.256944 | 8/15/2022 | ||||
| INTL LEASE FINANCE CORP 6.25 05/15/2019 | US459745GH29 | 0.224144 | 6.250 | 20489222.256944 | 5/15/2019 | ||||
| UNITED RENTALS NORTH AM 7.625 04/15/2022 | US911365AZ71 | 0.223421 | 7.625 | 20423171.579861 | 4/15/2022 | ||||
| HD SUPPLY INC 11.5 07/15/2020 | US40415RAK14 | 0.221488 | 11.500 | 20246406.875000 | 7/15/2020 | ||||
| XPO LOGISTICS INC 6.5 06/15/2022 | US983793AD29 | 0.219688 | 6.500 | 20081895.763889 | 6/15/2022 | ||||
| FIAT CHRYSLER AUTOMOBILE 4.5 04/15/2020 | US31562QAC15 | 0.217579 | 4.500 | 19889086.140000 | 4/15/2020 | ||||
| ALTICE LUXEMBOURG SA 7.625 02/15/2025 | US02154VAB71 | 0.217396 | 7.625 | 19872388.364583 | 2/15/2025 | ||||
| FIAT CHRYSLER AUTOMOBILE 5.25 04/15/2023 | US31562QAF46 | 0.216391 | 5.250 | 19780540.541667 | 4/15/2023 | ||||
| MGM RESORTS INTL 6.625 12/15/2021 | US552953CA78 | 0.215312 | 6.625 | 19681882.378472 | 12/15/2021 | ||||
| CENTENE ESCROW CORP 5.625 02/15/2021 | US15135BAE11 | 0.214601 | 5.625 | 19616905.000000 | 2/15/2021 | ||||
| POST HOLDINGS INC 7.375 02/15/2022 | US737446AB06 | 0.210849 | 7.375 | 19273892.204861 | 2/15/2022 | ||||
| NRG ENERGY INC 6.25 07/15/2022 | US629377BW10 | 0.210815 | 6.250 | 19270799.166667 | 7/15/2022 | ||||
| MGM RESORTS INTL 6 03/15/2023 | US552953CC35 | 0.208653 | 6.000 | 19073181.250000 | 3/15/2023 | ||||
| TRANSDIGM INC 6.5 07/15/2024 | US893647AX57 | 0.207892 | 6.500 | 19003578.680556 | 7/15/2024 | ||||
| CALPINE CORP 5.75 01/15/2025 | US131347CF14 | 0.204796 | 5.750 | 18720644.270833 | 1/15/2025 | ||||
| INTERNATIONAL GAME TECH 6.25 02/15/2022 | US460599AB91 | 0.204251 | 6.250 | 18670785.381944 | 2/15/2022 | ||||
| HD SUPPLY INC 7.5 07/15/2020 | US40415RAP01 | 0.204002 | 7.500 | 18648065.916667 | 7/15/2020 | ||||
| REYNOLDS GRP ISS/REYNOLD 9.875 08/15/2019 | US761735AH26 | 0.202880 | 9.875 | 18545506.041667 | 8/15/2019 | ||||
| 1011778 BC / NEW RED FIN 4.625 01/15/2022 | US68245XAB55 | 0.201879 | 4.625 | 18453941.649306 | 1/15/2022 | ||||
| HD SUPPLY INC 5.25 12/15/2021 | US40415RAQ83 | 0.200675 | 5.250 | 18343861.979167 | 12/15/2021 | ||||
| HILTON WORLDWIDE FIN LLC 5.625 10/15/2021 | US432891AD10 | 0.197849 | 5.625 | 18085619.651250 | 10/15/2021 | ||||
| CCO HLDGS LLC/CAP CORP 5.25 09/30/2022 | US1248EPAY96 | 0.197254 | 5.250 | 18031221.041667 | 9/30/2022 | ||||
| CHS/COMMUNITY HEALTH SYS IN 5.125 08/15/2018 | US12543DAR17 | 0.194861 | 5.125 | 17812486.054306 | 8/15/2018 | ||||
| INTELSAT JACKSON HLDG 5.5 08/01/2023 | US45824TAP03 | 0.191181 | 5.500 | 17476044.375000 | 8/1/2023 | ||||
| BUILDING MATERIALS CORP 6 10/15/2025 | US120111BN87 | 0.190998 | 6.000 | 17459291.666667 | 10/15/2025 | ||||
| CRIMSON MERGER SUB INC 6.625 05/15/2022 | US22663AAA79 | 0.190544 | 6.625 | 17417844.270833 | 5/15/2022 | ||||
| REYNOLDS GRP ISS/REYNOLD 8.25 02/15/2021 | US761735AF69 | 0.189760 | 8.250 | 17346182.291667 | 2/15/2021 | ||||
| INTERNATIONAL GAME TECH 6.5 02/15/2025 | US460599AC74 | 0.186752 | 6.500 | 17071225.694444 | 2/15/2025 | ||||
| UNIVISION COMMUNICATIONS 6.75 09/15/2022 | US914906AP73 | 0.186455 | 6.750 | 17044076.562500 | 9/15/2022 | ||||
| AECOM 5.875 10/15/2024 | US00766TAD28 | 0.185745 | 5.875 | 16979178.993056 | 10/15/2024 | ||||
| ASHLAND INC 4.75 08/15/2022 | US044209AF18 | 0.185642 | 4.750 | 16969748.020833 | 8/15/2022 | ||||
| CONSTELLATION BRANDS INC 4.25 05/01/2023 | US21036PAL22 | 0.185163 | 4.250 | 16925970.125000 | 5/1/2023 | ||||
| L BRANDS INC 6.875 11/01/2035 | US501797AK00 | 0.184832 | 6.875 | 16895720.833333 | 11/1/2035 | ||||
| FRONTIER COMMUNICATIONS 8.875 09/15/2020 | US35906AAR95 | 0.184360 | 8.875 | 16852554.687500 | 9/15/2020 | ||||
| AERCAP IRELAND CAP LTD/A 3.75 05/15/2019 | US00772BAD38 | 0.184269 | 3.750 | 16844257.291667 | 5/15/2019 | ||||
| DYNEGY INC 7.625 11/01/2024 | US26817RAP38 | 0.183753 | 7.625 | 16797057.593750 | 11/1/2024 | ||||
| NORTEK INC 8.5 04/15/2021 | US656559BQ37 | 0.183539 | 8.500 | 16777482.430556 | 4/15/2021 | ||||
| ICAHN ENTERPRISES/FIN 4.875 03/15/2019 | US451102BB24 | 0.182170 | 4.875 | 16652366.104167 | 3/15/2019 | ||||
| IHEARTCOMMUNICATIONS INC 9 12/15/2019 | US184502BL58 | 0.182158 | 9.000 | 16651223.750000 | 12/15/2019 | ||||
| ARAMARK SERVICES INC 5.75 03/15/2020 | US038521AM20 | 0.180824 | 5.750 | 16529341.840278 | 3/15/2020 | ||||
| ARDAGH FINANCE HOLDINGS 8.625 06/15/2019 | US03969LAA44 | 0.180209 | 8.625 | 16473054.206354 | 6/15/2019 | ||||
| NAVIOS MARITIME ACQ CORP 8.125 11/15/2021 | US63938MAD83 | 0.179185 | 8.125 | 16379514.496528 | 11/15/2021 | ||||
| TIME INC 5.75 04/15/2022 | US887228AA20 | 0.179039 | 5.750 | 16366159.965278 | 4/15/2022 | ||||
| ARCELORMITTAL 6.25 03/01/2021 | US03938LAU89 | 0.178480 | 6.250 | 16315080.104167 | 3/1/2021 | ||||
| CENTURYLINK INC 6.45 06/15/2021 | US156700AR77 | 0.178088 | 6.450 | 16279168.229167 | 6/15/2021 | ||||
| GRIFOLS WORLDWIDE OP LTD 5.25 04/01/2022 | US398435AC17 | 0.177691 | 5.250 | 16242954.000000 | 4/1/2022 | ||||
| MPH ACQUISITION HOLDINGS 6.625 04/01/2022 | US553331AA71 | 0.175844 | 6.625 | 16074071.981667 | 4/1/2022 | ||||
| RITE AID CORP 9.25 03/15/2020 | US767754CD47 | 0.175089 | 9.250 | 16005071.875000 | 3/15/2020 | ||||
| SMITHFIELD FOODS INC 6.625 08/15/2022 | US832248AV01 | 0.174557 | 6.625 | 15956441.423611 | 8/15/2022 | ||||
| ICAHN ENTERPRISES/FIN 5.875 02/01/2022 | US451102BF38 | 0.173531 | 5.875 | 15862605.718750 | 2/1/2022 | ||||
| INTELSAT JACKSON HLDG 7.25 04/01/2019 | US45824TAE55 | 0.173087 | 7.250 | 15822042.316667 | 4/1/2019 | ||||
| HUGHES SATELLITE SYSTEMS 6.5 06/15/2019 | US444454AB81 | 0.172134 | 6.500 | 15734959.305556 | 6/15/2019 | ||||
| VEREIT OPERATING PARTNER 2 02/06/2017 | US03879QAB05 | 0.172113 | 2.000 | 15733062.583333 | 2/6/2017 | ||||
| CENTENE ESCROW CORP 6.125 02/15/2024 | US15135BAG68 | 0.172001 | 6.125 | 15722805.000000 | 2/15/2024 | ||||
| SERVICE CORP INTL 5.375 05/15/2024 | US817565CB82 | 0.171820 | 5.375 | 15706240.885417 | 5/15/2024 | ||||
| MGM RESORTS INTL 7.75 03/15/2022 | US552953BX80 | 0.171700 | 7.750 | 15695307.291667 | 3/15/2022 | ||||
| ALLY FINANCIAL INC 3.6 05/21/2018 | US02005NBB55 | 0.171118 | 3.600 | 15642026.400000 | 5/21/2018 | ||||
| AMERICAN TIRE DISTRIBUTORS 10.25 03/01/2022 | US00214TAA60 | 0.170833 | 10.250 | 15616004.583333 | 3/1/2022 | ||||
| STEEL DYNAMICS INC 5.125 10/01/2021 | US858119BC38 | 0.170156 | 5.125 | 15554143.177083 | 10/1/2021 | ||||
| CSC HOLDINGS LLC 6.75 11/15/2021 | US126307AF48 | 0.169725 | 6.750 | 15514712.500000 | 11/15/2021 | ||||
| IHEARTCOMMUNICATIONS INC 9 03/01/2021 | US184502BG63 | 0.169155 | 9.000 | 15462656.000000 | 3/1/2021 | ||||
| APX GROUP INC 6.375 12/01/2019 | US00213MAB00 | 0.168517 | 6.375 | 15404334.343750 | 12/1/2019 | ||||
| GIBSON ENERGY INC 6.75 07/15/2021 | US374825AA59 | 0.168366 | 6.750 | 15390498.750000 | 7/15/2021 | ||||
| ZF NA CAPITAL 4.5 04/29/2022 | US98877DAB10 | 0.168217 | 4.500 | 15376895.750000 | 4/29/2022 | ||||
| ALLY FINANCIAL INC 2.75 01/30/2017 | US02005NAS99 | 0.167781 | 2.750 | 15337056.805556 | 1/30/2017 | ||||
| FIRSTENERGY CORP 4.25 03/15/2023 | US337932AF44 | 0.166981 | 4.250 | 15263939.047500 | 3/15/2023 | ||||
| SIRIUS XM RADIO INC 5.375 04/15/2025 | US82967NAU28 | 0.166978 | 5.375 | 15263624.687500 | 4/15/2025 | ||||
| BALL CORP 5.25 07/01/2025 | US058498AT38 | 0.166735 | 5.250 | 15241378.717500 | 7/1/2025 | ||||
| GOODYEAR TIRE & RUBBER 6.5 03/01/2021 | US382550BD26 | 0.166416 | 6.500 | 15212229.541667 | 3/1/2021 | ||||
| ALCOA INC 5.125 10/01/2024 | US013817AW16 | 0.166037 | 5.125 | 15177629.104167 | 10/1/2024 | ||||
| ALCOA INC 5.4 04/15/2021 | US013817AV33 | 0.165798 | 5.400 | 15155721.750000 | 4/15/2021 | ||||
| ZAYO GROUP LLC/ZAYO CAP 6 04/01/2023 | US989194AM79 | 0.165482 | 6.000 | 15126878.000000 | 4/1/2023 | ||||
| LEVEL 3 FINANCING INC 5.375 08/15/2022 | US527298BD49 | 0.165391 | 5.375 | 15118543.020833 | 8/15/2022 | ||||
| ARCELORMITTAL 7.25 02/25/2022 | US03938LAX29 | 0.164647 | 7.250 | 15050553.645833 | 2/25/2022 | ||||
| AERCAP IRELAND CAP LTD/A 4.5 05/15/2021 | US00772BAF85 | 0.163791 | 4.500 | 14972343.750000 | 5/15/2021 | ||||
| TALEN ENERGY SUPPLY LLC 4.625 07/15/2019 | US74966NAA46 | 0.163761 | 4.625 | 14969527.239583 | 7/15/2019 | ||||
| HUGHES SATELLITE SYSTEMS 7.625 06/15/2021 | US444454AA09 | 0.162361 | 7.625 | 14841610.677083 | 6/15/2021 | ||||
| HARBINGER GROUP INC 7.75 | US41146AAH95 | 0.162313 | 7.750 | 14837190.277778 | |||||
| WELLCARE HEALTH PLANS IN 5.75 11/15/2020 | US94946TAB26 | 0.162166 | 5.750 | 14823725.590278 | 11/15/2020 | ||||
| CAESARS ENT RESORT PROP 11 10/01/2021 | US12768XAB01 | 0.161460 | 11.000 | 14759249.916667 | 10/1/2021 | ||||
| JAGUAR HL / PPDI 6.375 08/01/2023 | US47010DAA81 | 0.160837 | 6.375 | 14702308.553750 | 8/1/2023 | ||||
| PINNACLE ENTERTAINMENT I 7.5 04/15/2021 | US03070QAN16 | 0.160593 | 7.500 | 14679968.750000 | 4/15/2021 | ||||
| CAPSUGEL SA 7 05/15/2019 | US14070HAA68 | 0.159871 | 7.000 | 14613945.037778 | 5/15/2019 | ||||
| UNITYMEDIA HESSEN / NRW 5.5 01/15/2023 | US913364AB19 | 0.159564 | 5.500 | 14585950.902778 | 1/15/2023 | ||||
| GOODYEAR TIRE & RUBBER 5.125 11/15/2023 | US382550BE09 | 0.158460 | 5.125 | 14484945.225694 | 11/15/2023 | ||||
| L BRANDS INC 5.625 02/15/2022 | US532716AU19 | 0.158294 | 5.625 | 14469853.593750 | 2/15/2022 | ||||
| MDC PARTNERS INC 6.75 04/01/2020 | US552697AN43 | 0.158208 | 6.750 | 14461920.125000 | 4/1/2020 | ||||
| HEXION INC 6.625 04/15/2020 | US428302AA14 | 0.157786 | 6.625 | 14423402.934028 | 4/15/2020 | ||||
| UNIVISION COMMUNICATIONS 5.125 05/15/2023 | US914906AR30 | 0.156196 | 5.125 | 14278028.159722 | 5/15/2023 | ||||
| SABLE INTL FINANCE LTD 6.875 08/01/2022 | USG77636AB74 | 0.155820 | 6.875 | 14243667.187500 | 8/1/2022 | ||||
| CAESARS ENT RESORT PROP 8 10/01/2020 | US12768XAA28 | 0.155768 | 8.000 | 14238910.500000 | 10/1/2020 | ||||
| UNITED RENTALS NORTH AM 4.625 07/15/2023 | US911365BC77 | 0.155113 | 4.625 | 14179025.607639 | 7/15/2023 | ||||
| ENDO LTD/FIN LLC/FINCO 6 02/01/2025 | US29273EAA64 | 0.155100 | 6.000 | 14177814.600000 | 2/1/2025 | ||||
| ALTICE FINANCING SA 6.5 01/15/2022 | US02154CAC73 | 0.155030 | 6.500 | 14171426.597222 | 1/15/2022 | ||||
| MICRON TECHNOLOGY INC 5.5 02/01/2025 | US595112BC66 | 0.154820 | 5.500 | 14152259.875000 | 2/1/2025 | ||||
| PUMA INTL FINANCING 6.75 02/01/2021 | XS1022807256 | 0.154124 | 6.750 | 14088674.625000 | 2/1/2021 | ||||
| QUINTILES TRANSNATIONAL 4.875 05/15/2023 | US748767AF75 | 0.153980 | 4.875 | 14075510.833333 | 5/15/2023 | ||||
| JLL/DELTA DUTCH PLEDGECO 8.75 05/01/2020 | US46621GAA40 | 0.153351 | 8.750 | 14018005.937500 | 5/1/2020 | ||||
| VIRGIN MEDIA SECURED FIN 5.25 01/15/2026 | US92769XAL91 | 0.153096 | 5.250 | 13994635.416667 | 1/15/2026 | ||||
| IRON MOUNTAIN INC 5.75 08/15/2024 | US46284PAP99 | 0.151858 | 5.750 | 13881503.819444 | 8/15/2024 | ||||
| CLEAN HARBORS INC 5.25 08/01/2020 | US184496AJ69 | 0.151811 | 5.250 | 13877189.937500 | 8/1/2020 | ||||
| CONSOL ENERGY INC 5.875 04/15/2022 | US20854PAL31 | 0.151704 | 5.875 | 13867437.829861 | 4/15/2022 | ||||
| TREEHOUSE FOODS INC 6 02/15/2024 | US89469AAC80 | 0.151704 | 6.000 | 13867384.166667 | 2/15/2024 | ||||
| FRESENIUS MED CARE II 5.625 07/31/2019 | US35802XAD57 | 0.151502 | 5.625 | 13848961.875000 | 7/31/2019 | ||||
| OUTFRONT MEDIA CAP LLC/C 5.25 02/15/2022 | US12505FAB76 | 0.151234 | 5.250 | 13824464.062500 | 2/15/2022 | ||||
| SPECTRUM BRANDS INC 5.75 07/15/2025 | US84762LAT26 | 0.150926 | 5.750 | 13796258.437500 | 7/15/2025 | ||||
| INTERGEN NV 7 06/30/2023 | US45867XAG97 | 0.150117 | 7.000 | 13722372.222222 | 6/30/2023 | ||||
| NAVIENT CORP 5.5 01/15/2019 | US78442FER55 | 0.149782 | 5.500 | 13691742.777778 | 1/15/2019 | ||||
| FMG RESOURCES AUG 2006 8.25 11/01/2019 | US30251GAH02 | 0.149738 | 8.250 | 13687717.119761 | 11/1/2019 | ||||
| VIRGIN MEDIA SECURED FIN 5.375 04/15/2021 | US55181WAA27 | 0.148978 | 5.375 | 13618223.281250 | 4/15/2021 | ||||
| ZEBRA TECHNOLOGIES CORP 7.25 10/15/2022 | US989207AC92 | 0.148865 | 7.250 | 13607876.770833 | 10/15/2022 | ||||
| UNITED RENTALS NORTH AM 6.125 06/15/2023 | US911365AX24 | 0.148775 | 6.125 | 13599631.886944 | 6/15/2023 | ||||
| ENERGIZER HOLDINGS INC 4.7 05/24/2022 | US29266RAC25 | 0.148595 | 4.700 | 13583182.238889 | 5/24/2022 | ||||
| QUICKEN LOANS INC 5.75 05/01/2025 | US74840LAA08 | 0.148156 | 5.750 | 13543078.500000 | 5/1/2025 | ||||
| CONCORDIA HEALTHCARE 9.5 10/21/2022 | US206519AB61 | 0.148028 | 9.500 | 13531410.763889 | 10/21/2022 | ||||
| MILLICOM INTL CELLULAR 6.625 10/15/2021 | US600814AL16 | 0.147678 | 6.625 | 13499385.093056 | 10/15/2021 | ||||
| INGLES MARKETS INC 5.75 06/15/2023 | US457030AJ39 | 0.146172 | 5.750 | 13361742.013889 | 6/15/2023 | ||||
| AES CORP/VA 7.375 07/01/2021 | US00130HBS31 | 0.146046 | 7.375 | 13350189.718750 | 7/1/2021 | ||||
| NCR CORP 5 07/15/2022 | US62886EAJ73 | 0.145988 | 5.000 | 13344868.055556 | 7/15/2022 | ||||
| ALBERTSONS HDGS/SAFEWAY 7.75 10/15/2022 | US013094AA57 | 0.145979 | 7.750 | 13344071.736111 | 10/15/2022 | ||||
| FAMILY TREE ESCROW LLC 5.25 03/01/2020 | US30706VAC90 | 0.145730 | 5.250 | 13321299.902500 | 3/1/2020 | ||||
| MSCI INC 5.25 11/15/2024 | US55354GAA85 | 0.145717 | 5.250 | 13320162.500000 | 11/15/2024 | ||||
| DJO FINCO INC/DJO FINANC 8.125 06/15/2021 | US23291AAA51 | 0.145694 | 8.125 | 13318042.777778 | 6/15/2021 | ||||
| CHEMOURS CO 6.625 05/15/2023 | US163851AA61 | 0.145582 | 6.625 | 13307820.798611 | 5/15/2023 | ||||
| CONVATEC FINANCE INTL SA 8.25 01/15/2019 | US21244VAA17 | 0.145486 | 8.250 | 13299010.416667 | 1/15/2019 | ||||
| ADT CORP 6.25 10/15/2021 | US00101JAK25 | 0.145373 | 6.250 | 13288707.590278 | 10/15/2021 | ||||
| BOMBARDIER INC 6.125 01/15/2023 | US097751BF74 | 0.145127 | 6.125 | 13266191.163194 | 1/15/2023 | ||||
| EQUINIX INC 5.375 04/01/2023 | US29444UAM80 | 0.144341 | 5.375 | 13194341.458333 | 4/1/2023 | ||||
| POST HOLDINGS INC 6.75 12/01/2021 | US737446AE45 | 0.144093 | 6.750 | 13171694.187500 | 12/1/2021 | ||||
| CDW LLC/CDW FINANCE 6 08/15/2022 | US12513GAZ28 | 0.143913 | 6.000 | 13155200.000000 | 8/15/2022 | ||||
| RITE AID CORP 6.75 06/15/2021 | US767754CG77 | 0.143616 | 6.750 | 13128042.812500 | 6/15/2021 | ||||
| KONINKLIJKE KPN NV 7 03/28/2073 | US50048VAA89 | 0.143470 | 7.000 | 13114768.333333 | 3/28/2073 | ||||
| OPAL ACQUISITION INC 8.875 12/15/2021 | US68347TAA34 | 0.143015 | 8.875 | 13073147.569444 | 12/15/2021 | ||||
| BMC SOFTWARE FINANCE INC 8.125 07/15/2021 | US05578MAA09 | 0.143001 | 8.125 | 13071860.277778 | 7/15/2021 | ||||
| IRON MOUNTAIN INC 6 08/15/2023 | US46284PAQ72 | 0.142893 | 6.000 | 13062009.166667 | 8/15/2023 | ||||
| SERTA SIMMONS BEDDING LL 8.125 10/01/2020 | US81753FAA30 | 0.142549 | 8.125 | 13030550.000000 | 10/1/2020 | ||||
| NATIONAL FINANCIAL PARTNERS 9 07/15/2021 | US63607TAA97 | 0.142194 | 9.000 | 12998081.250000 | 7/15/2021 | ||||
| HARLAND CLARKE HOLDINGS 9.25 03/01/2021 | US412690AE97 | 0.141926 | 9.250 | 12973599.583333 | 3/1/2021 | ||||
| NETFLIX INC 5.875 02/15/2025 | US64110LAL09 | 0.141796 | 5.875 | 12961696.111111 | 2/15/2025 | ||||
| MICRON TECHNOLOGY INC 5.25 08/01/2023 | US595112BD40 | 0.141013 | 5.250 | 12890168.625000 | 8/1/2023 | ||||
| ENDO FIN LLC/ENDO FINCO 5.875 01/15/2023 | US29271LAE48 | 0.139927 | 5.875 | 12790878.953611 | 1/15/2023 | ||||
| UNITYMEDIA GMBH 6.125 01/15/2025 | US91337DAB01 | 0.139805 | 6.125 | 12779728.576389 | 1/15/2025 | ||||
| CHESAPEAKE ENERGY CORP 8 12/15/2022 | US165167CQ81 | 0.139431 | 8.000 | 12745545.947778 | 12/15/2022 | ||||
| BOMBARDIER INC 7.5 03/15/2025 | US097751BM26 | 0.139429 | 7.500 | 12745321.875000 | 3/15/2025 | ||||
| ROYAL CARIBBEAN CRUISES 5.25 11/15/2022 | US780153AU63 | 0.139340 | 5.250 | 12737179.583333 | 11/15/2022 | ||||
| REXEL SA 5.25 06/15/2020 | US761679AC37 | 0.138800 | 5.250 | 12687872.166667 | 6/15/2020 | ||||
| DPL INC 7.25 10/15/2021 | US256882AD30 | 0.138651 | 7.250 | 12674218.784722 | 10/15/2021 | ||||
| TAYLOR MORRISON COMM/MON 5.25 04/15/2021 | US877249AC65 | 0.138038 | 5.250 | 12618164.375000 | 4/15/2021 | ||||
| CENTURYLINK INC 5.625 04/01/2020 | US156700AW62 | 0.138025 | 5.625 | 12617016.232500 | 4/1/2020 | ||||
| INVENTIV HEALTH INC 9 01/15/2018 | US46122EAF25 | 0.137946 | 9.000 | 12609805.000000 | 1/15/2018 | ||||
| INMARSAT FINANCE PLC 4.875 05/15/2022 | US45763PAE60 | 0.137629 | 4.875 | 12580790.260417 | 5/15/2022 | ||||
| NUANCE COMMUNICATIONS 5.375 08/15/2020 | US67020YAD22 | 0.137366 | 5.375 | 12556734.114583 | 8/15/2020 | ||||
| WILLIAMS COMPANIES INC 4.55 06/24/2024 | US969457BW96 | 0.137131 | 4.550 | 12535277.777778 | 6/24/2024 | ||||
| PETCO HOLDINGS INC 8.5 10/15/2017 | US71601UAA51 | 0.136926 | 8.500 | 12516568.041667 | 10/15/2017 | ||||
| NISKA GAS STORAGE CAN/FI 6.5 04/01/2019 | US654677AB94 | 0.136557 | 6.500 | 12482824.041667 | 4/1/2019 | ||||
| TARGA RESOURCES PARTNERS 5 01/15/2018 | US87612BAT98 | 0.135899 | 5.000 | 12422622.222222 | 1/15/2018 | ||||
| ENERGY TRANSFER EQUITY LP 5.875 01/15/2024 | US29273VAD29 | 0.135675 | 5.875 | 12402163.964306 | 1/15/2024 | ||||
| K HOVNANIAN ENTERPRISES 7.25 10/15/2020 | US442488BR29 | 0.135535 | 7.250 | 12389408.541667 | 10/15/2020 | ||||
| HOLOGIC INC 5.25 07/15/2022 | US436440AH47 | 0.135441 | 5.250 | 12380781.250000 | 7/15/2022 | ||||
| TRIBUNE MEDIA CO 5.875 07/15/2022 | US896047AG24 | 0.135356 | 5.875 | 12373069.531250 | 7/15/2022 | ||||
| SIRIUS XM RADIO INC 5.875 10/01/2020 | US82967NAQ16 | 0.135247 | 5.875 | 12363033.260417 | 10/1/2020 | ||||
| LEVEL 3 FINANCING INC 5.375 05/01/2025 | US527298BH52 | 0.134885 | 5.375 | 12329937.041667 | 5/1/2025 | ||||
| MICHAELS STORES INC 5.875 12/15/2020 | US594087AT54 | 0.134876 | 5.875 | 12329126.180556 | 12/15/2020 | ||||
| XPO LOGISTICS INC 7.875 09/01/2019 | US983793AB62 | 0.134300 | 7.875 | 12276528.198750 | 9/1/2019 | ||||
| BOYD GAMING CORP 6.875 05/15/2023 | US103304BK67 | 0.134203 | 6.875 | 12267620.312500 | 5/15/2023 | ||||
| RSI HOME PRODUCTS INC 6.5 03/15/2023 | US74977XAB73 | 0.133865 | 6.500 | 12236710.416667 | 3/15/2023 | ||||
| UPCB FINANCE IV LTD 5.375 01/15/2025 | US90320MAA36 | 0.133688 | 5.375 | 12220562.239583 | 1/15/2025 | ||||
| RACKSPACE HOSTIN 6.5 01/15/2024 | US750086AA88 | 0.133432 | 6.500 | 12197171.875000 | 1/15/2024 | ||||
| INTELSAT JACKSON HLDG 7.25 10/15/2020 | US45824TAC99 | 0.133134 | 7.250 | 12169889.062500 | 10/15/2020 | ||||
| NXP BV/NXP FUNDING LLC 3.75 06/01/2018 | US62947QAQ10 | 0.133034 | 3.750 | 12160781.875000 | 6/1/2018 | ||||
| CALPINE CORP 5.375 01/15/2023 | US131347CE49 | 0.132931 | 5.375 | 12151329.600694 | 1/15/2023 | ||||
| CALPINE CORP 6 01/15/2022 | US131347CA27 | 0.132852 | 6.000 | 12144166.666667 | 1/15/2022 | ||||
| NCL CORP LTD 5.25 11/15/2019 | US62886HAL50 | 0.132753 | 5.250 | 12135122.083333 | 11/15/2019 | ||||
| ACOSTA INC 7.75 10/01/2022 | US035659AA99 | 0.131892 | 7.750 | 12056359.625000 | 10/1/2022 | ||||
| ISLE OF CAPRI CASINOS 5.875 03/15/2021 | US464592AQ77 | 0.131680 | 5.875 | 12037007.899306 | 3/15/2021 | ||||
| ANTERO RESOURCES CORP 5.375 11/01/2021 | US03674PAL76 | 0.131640 | 5.375 | 12033349.375000 | 11/1/2021 | ||||
| CALUMET SPECIALTY PROD 6.5 04/15/2021 | US131477AN18 | 0.131562 | 6.500 | 12026216.666667 | 4/15/2021 | ||||
| POST HOLDINGS INC 7.75 03/15/2024 | US737446AH75 | 0.130684 | 7.750 | 11945981.111111 | 3/15/2024 | ||||
| BALL CORP 4.375 12/15/2020 | US058498AU01 | 0.130471 | 4.375 | 11926495.744444 | 12/15/2020 | ||||
| ALGECO SCOTSMAN GLOB FIN 8.5 10/15/2018 | US01551UAA25 | 0.130392 | 8.500 | 11919252.708333 | 10/15/2018 | ||||
| ONEMAIN FIN HOLDINGS INC 6.75 12/15/2019 | US68268DAA37 | 0.130247 | 6.750 | 11906029.375000 | 12/15/2019 | ||||
| SCIENTIFIC GAMES INTERNA 7 01/01/2022 | US80874YAR18 | 0.130243 | 7.000 | 11905643.750000 | 1/1/2022 | ||||
| FRESENIUS MED CARE US 5.75 02/15/2021 | US35803QAA58 | 0.130074 | 5.750 | 11890235.138889 | 2/15/2021 | ||||
| WEST CORP 5.375 07/15/2022 | US952355AN55 | 0.129958 | 5.375 | 11879572.881944 | 7/15/2022 | ||||
| PILGRIM'S PRIDE CORP 5.75 03/15/2025 | US72147KAC27 | 0.129892 | 5.750 | 11873521.770833 | 3/15/2025 | ||||
| EXAMWORKS GROUP INC 5.625 04/15/2023 | US30066AAD72 | 0.129891 | 5.625 | 11873458.906250 | 4/15/2023 | ||||
| KLX INC 5.875 12/01/2022 | US482539AA16 | 0.128710 | 5.875 | 11765536.958333 | 12/1/2022 | ||||
| BELDEN INC 5.5 09/01/2022 | US077454AF36 | 0.128682 | 5.500 | 11762965.000000 | 9/1/2022 | ||||
| BOMBARDIER INC 6 10/15/2022 | US097751BJ96 | 0.128278 | 6.000 | 11726029.166667 | 10/15/2022 | ||||
| SBA COMMUNICATIONS CORP 4.875 07/15/2022 | US78388JAT34 | 0.128152 | 4.875 | 11714524.739583 | 7/15/2022 | ||||
| MALLINCKRODT FIN/SB 5.75 08/01/2022 | US561233AA57 | 0.127963 | 5.750 | 11697230.625000 | 8/1/2022 | ||||
| MCGRAW-HILL GLOBAL ED 9.75 04/01/2021 | US580638AB08 | 0.127959 | 9.750 | 11696861.875000 | 4/1/2021 | ||||
| WIDEOPENWEST FIN/CAPITAL 10.25 07/15/2019 | US96758GAB23 | 0.127803 | 10.250 | 11682614.618056 | 7/15/2019 | ||||
| USI INC/NY 7.75 01/15/2021 | US68276CAA53 | 0.127558 | 7.750 | 11660171.944444 | 1/15/2021 | ||||
| IRON MOUNTAIN INC 6 10/01/2020 | US46284VAA98 | 0.127078 | 6.000 | 11616326.600000 | 10/1/2020 | ||||
| SIX FLAGS ENTERTAINMENT 5.25 01/15/2021 | US83001AAA07 | 0.126525 | 5.250 | 11565771.875000 | 1/15/2021 | ||||
| MOLINA HEALTHCARE INC 5.375 11/15/2022 | US60855RAF73 | 0.125854 | 5.375 | 11504468.750000 | 11/15/2022 | ||||
| FRESENIUS MED CARE II 5.875 01/31/2022 | US35802XAF06 | 0.125073 | 5.875 | 11433050.584722 | 1/31/2022 | ||||
| NEW GOLD INC 6.25 11/15/2022 | US644535AF36 | 0.124366 | 6.250 | 11368412.708333 | 11/15/2022 | ||||
| GOODYEAR TIRE & RUBBER 7 05/15/2022 | US382550BC43 | 0.124203 | 7.000 | 11353547.638889 | 5/15/2022 | ||||
| CONSTELLATION BRANDS INC 6 05/01/2022 | US21036PAH10 | 0.124091 | 6.000 | 11343303.000000 | 5/1/2022 | ||||
| ZF NA CAPITAL 4 04/29/2020 | US98877DAA37 | 0.123732 | 4.000 | 11310432.638889 | 4/29/2020 | ||||
| FIRST DATA CORPORATION 5 01/15/2024 | US32008DAA46 | 0.123557 | 5.000 | 11294427.083333 | 1/15/2024 | ||||
| SENSATA TECHNOLOGIES BV 5 10/01/2025 | US81725WAJ27 | 0.123513 | 5.000 | 11290447.916667 | 10/1/2025 | ||||
| ANTERO RESOURCES CORP 5.125 12/01/2022 | US03674XAC02 | 0.123486 | 5.125 | 11288021.427083 | 12/1/2022 | ||||
| VERISIGN INC 4.625 05/01/2023 | US92343EAF97 | 0.123349 | 4.625 | 11275456.281250 | 5/1/2023 | ||||
| PBF HOLDING CO LLC 7 11/15/2023 | US69318FAD06 | 0.123079 | 7.000 | 11250758.888889 | 11/15/2023 | ||||
| ASHLAND INC 3.875 04/15/2018 | US044209AK03 | 0.122631 | 3.875 | 11209803.611111 | 4/15/2018 | ||||
| LIFEPOINT HEALTH INC 5.5 12/01/2021 | US53219LAM19 | 0.122428 | 5.500 | 11191259.916667 | 12/1/2021 | ||||
| BUILDING MATERIALS CORP 5.375 11/15/2024 | US120111BM05 | 0.122387 | 5.375 | 11187520.694444 | 11/15/2024 | ||||
| UNIVERSAL HOSPITAL SERVI 7.625 08/15/2020 | US91359PAJ93 | 0.122237 | 7.625 | 11173781.302083 | 8/15/2020 | ||||
| AMSTED INDUSTRIES 5 03/15/2022 | US032177AE79 | 0.122219 | 5.000 | 11172181.416667 | 3/15/2022 | ||||
| DEAN FOODS CO 6.5 03/15/2023 | US242370AD62 | 0.121647 | 6.500 | 11119853.125000 | 3/15/2023 | ||||
| AMSURG CORP 5.625 07/15/2022 | US03232PAD06 | 0.121094 | 5.625 | 11069345.468750 | 7/15/2022 | ||||
| SALLY HOLDINGS/SALLY CAP 5.625 12/01/2025 | US79546VAL09 | 0.121072 | 5.625 | 11067324.776250 | 12/1/2025 | ||||
| ALPHABET HOLDING CO INC 7.75 11/01/2017 | US02079DAB91 | 0.120873 | 7.750 | 11049105.625000 | 11/1/2017 | ||||
| NCL CORP LTD 4.625 11/15/2020 | US62886HAM34 | 0.120805 | 4.625 | 11042946.562500 | 11/15/2020 | ||||
| LEVEL 3 FINANCING INC 5.375 01/15/2024 | US527298BJ19 | 0.120755 | 5.375 | 11038372.048611 | 1/15/2024 | ||||
| WR GRACE & CO-CONN 5.125 10/01/2021 | US383909AE89 | 0.120516 | 5.125 | 11016519.739583 | 10/1/2021 | ||||
| ADT CORP 3.5 07/15/2022 | US00101JAF30 | 0.120392 | 3.500 | 11005184.305556 | 7/15/2022 | ||||
| BLUE CUBE SPINCO INC 9.75 10/15/2023 | US095370AA00 | 0.119877 | 9.750 | 10958094.062500 | 10/15/2023 | ||||
| HOWARD HUGHES CORP 6.875 10/01/2021 | US44267DAA54 | 0.119872 | 6.875 | 10957633.333333 | 10/1/2021 | ||||
| SCHAEFFLER FINANCE BV 4.75 05/15/2021 | US806261AE32 | 0.118910 | 4.750 | 10869704.895833 | 5/15/2021 | ||||
| LAUREATE EDUCATION INC 9.25 09/01/2019 | US518613AD62 | 0.118500 | 9.250 | 10832173.000000 | 9/1/2019 | ||||
| IMS HEALTH INC 6 11/01/2020 | US449934AB49 | 0.118436 | 6.000 | 10826392.500000 | 11/1/2020 | ||||
| INVISTA FINANCE LLC 4.25 10/15/2019 | US46186RAA77 | 0.118221 | 4.250 | 10806697.916667 | 10/15/2019 | ||||
| VECTOR GROUP LTD 7.75 02/15/2021 | US92240MBB37 | 0.117930 | 7.750 | 10780114.652778 | 2/15/2021 | ||||
| AMKOR TECHNOLOGY INC 6.375 10/01/2022 | US031652BG49 | 0.117851 | 6.375 | 10772842.031250 | 10/1/2022 | ||||
| ONEMAIN FIN HOLDINGS INC 7.25 12/15/2021 | US68268DAB10 | 0.117597 | 7.250 | 10749639.409722 | 12/15/2021 | ||||
| WIND ACQUISITION FIN SA 6.5 04/30/2020 | US97314XAJ37 | 0.117211 | 6.500 | 10714395.000000 | 4/30/2020 | ||||
| BALL CORP 4 11/15/2023 | US058498AS54 | 0.117068 | 4.000 | 10701348.777778 | 11/15/2023 | ||||
| WAYNE MERGER SUB LLC 8.25 08/01/2023 | US016094AA27 | 0.116847 | 8.250 | 10681092.187500 | 8/1/2023 | ||||
| PLY GEM INDUSTRIES INC 6.5 02/01/2022 | US729416AX52 | 0.116776 | 6.500 | 10674626.625000 | 2/1/2022 | ||||
| FIRST DATA CORPORATION 6.75 11/01/2020 | US319963BE36 | 0.116760 | 6.750 | 10673125.000000 | 11/1/2020 | ||||
| HARBINGER GROUP INC 7.875 | US41146AAE64 | 0.116740 | 7.875 | 10671356.718750 | |||||
| BROOKFIELD RESIDENTIAL 6.5 12/15/2020 | US11283WAA27 | 0.115974 | 6.500 | 10601261.458333 | 12/15/2020 | ||||
| AMC NETWORKS INC 4.75 12/15/2022 | US00164VAC72 | 0.115888 | 4.750 | 10593424.583333 | 12/15/2022 | ||||
| SENSATA TECH UK FIN CO 6.25 02/15/2026 | US81727TAA60 | 0.115852 | 6.250 | 10590184.722222 | 2/15/2026 | ||||
| AVAYA INC 7 04/01/2019 | US053499AG41 | 0.115436 | 7.000 | 10552092.166667 | 4/1/2019 | ||||
| ROCKIES EXPRESS PIPELINE 6 01/15/2019 | US77340RAP29 | 0.115038 | 6.000 | 10515754.166667 | 1/15/2019 | ||||
| EQUINIX INC 5.375 01/01/2022 | US29444UAN63 | 0.114880 | 5.375 | 10501341.927083 | 1/1/2022 | ||||
| VEREIT OPERATING PARTNER 3 02/06/2019 | US03879QAD60 | 0.114750 | 3.000 | 10489418.333333 | 2/6/2019 | ||||
| NETFLIX INC 5.5 02/15/2022 | US64110LAJ52 | 0.114727 | 5.500 | 10487271.875000 | 2/15/2022 | ||||
| ADVANCED DISPOSAL SRVCES 8.25 10/01/2020 | US00101NAB38 | 0.114599 | 8.250 | 10475572.312500 | 10/1/2020 | ||||
| PBF HOLDING CO LLC 8.25 02/15/2020 | US69318FAB40 | 0.113977 | 8.250 | 10418723.437500 | 2/15/2020 | ||||
| AMERIGAS FINANCE LLC/COR 7 05/20/2022 | US03077JAB61 | 0.113920 | 7.000 | 10413516.666667 | 5/20/2022 | ||||
| CLEAR CHANNEL WORLDWIDE 6.5 11/15/2022 | US18451QAL23 | 0.113850 | 6.500 | 10407113.541667 | 11/15/2022 | ||||
| ACTIVISION BLIZZARD 6.125 09/15/2023 | US00507VAE92 | 0.113587 | 6.125 | 10383117.638889 | 9/15/2023 | ||||
| TPC GROUP INC 8.75 12/15/2020 | US89236YAA29 | 0.113427 | 8.750 | 10368480.868056 | 12/15/2020 | ||||
| FERRELLGAS LP/FERRELLGAS 6.75 06/15/2023 | US315292AQ58 | 0.113274 | 6.750 | 10354492.187500 | 6/15/2023 | ||||
| RICE ENERGY INC 6.25 05/01/2022 | US762760AB28 | 0.113119 | 6.250 | 10340280.625000 | 5/1/2022 | ||||
| RANGE RESOURCES CORP 5 03/15/2023 | US75281AAQ22 | 0.112869 | 5.000 | 10317510.138889 | 3/15/2023 | ||||
| SPECTRUM BRANDS INC 6.625 11/15/2022 | US84762LAQ86 | 0.112811 | 6.625 | 10312183.315972 | 11/15/2022 | ||||
| BUILDERS FIRSTSOURCE INC 10.75 08/15/2023 | US12008RAH03 | 0.112600 | 10.750 | 10292856.388889 | 8/15/2023 | ||||
| COTT BEVERAGES INC 6.75 01/01/2020 | US221643AK50 | 0.112159 | 6.750 | 10252578.750000 | 1/1/2020 | ||||
| KINETIC CONCEPT/KCI USA 12.5 11/01/2019 | US49461BAE48 | 0.112017 | 12.500 | 10239562.500000 | 11/1/2019 | ||||
| COMMSCOPE INC 5.5 06/15/2024 | US203372AM95 | 0.111979 | 5.500 | 10236111.180556 | 6/15/2024 | ||||
| VULCAN MATERIALS CO 7.5 06/15/2021 | US929160AR05 | 0.111951 | 7.500 | 10233579.941667 | 6/15/2021 | ||||
| STARZ LLC/STARZ FIN CORP 5 09/15/2019 | US85571NAB55 | 0.111870 | 5.000 | 10226137.083333 | 9/15/2019 | ||||
| CASCADES INC 5.5 07/15/2022 | US146900AM71 | 0.111472 | 5.500 | 10189782.986111 | 7/15/2022 | ||||
| LAMAR MEDIA CORP 5 05/01/2023 | US513075BE05 | 0.111435 | 5.000 | 10186357.500000 | 5/1/2023 | ||||
| GLP CAPITAL LP / FIN II 4.875 11/01/2020 | US361841AD12 | 0.111290 | 4.875 | 10173107.656250 | 11/1/2020 | ||||
| AMC ENTERTAINMENT INC 5.75 06/15/2025 | US00165AAH14 | 0.110787 | 5.750 | 10127189.826389 | 6/15/2025 | ||||
| KINDRED HEALTHCARE INC 8 01/15/2020 | US494580AE31 | 0.110750 | 8.000 | 10123747.222222 | 1/15/2020 | ||||
| CONCORDIA HEALTHCARE 7 04/15/2023 | US206519AA88 | 0.110740 | 7.000 | 10122862.638889 | 4/15/2023 | ||||
| GLOBAL A&T ELECTRONICS 10 02/01/2019 | US379390AF41 | 0.110705 | 10.000 | 10119637.500000 | 2/1/2019 | ||||
| ENERGIZER HOLDINGS INC 5.5 06/15/2025 | US29273AAA43 | 0.110264 | 5.500 | 10079315.277778 | 6/15/2025 | ||||
| WHITING PETROLEUM CORP 5.75 03/15/2021 | US966387AH55 | 0.110230 | 5.750 | 10076276.701389 | 3/15/2021 | ||||
| INVENTIV HEALTH INC 10 08/15/2018 | US46122EAG08 | 0.109755 | 10.000 | 10032852.222222 | 8/15/2018 | ||||
| AHERN RENTALS INC 7.375 05/15/2023 | US008674AH66 | 0.109647 | 7.375 | 10022921.562500 | 5/15/2023 | ||||
| HUDBAY MINERALS INC 9.5 10/01/2020 | US443628AB84 | 0.109634 | 9.500 | 10021780.625000 | 10/1/2020 | ||||
| TRANSDIGM INC 6 07/15/2022 | US893647AW74 | 0.109620 | 6.000 | 10020466.666667 | 7/15/2022 | ||||
| AMERICAN AIRLINES GROUP 5.5 10/01/2019 | US02376RAA05 | 0.109619 | 5.500 | 10020345.500000 | 10/1/2019 | ||||
| HUNTINGTON INGALLS INDUS 5 12/15/2021 | US446413AG16 | 0.109577 | 5.000 | 10016537.500000 | 12/15/2021 | ||||
| FIRSTENERGY TRANSMISSION 4.35 01/15/2025 | US33767BAB53 | 0.109469 | 4.350 | 10006633.495833 | 1/15/2025 | ||||
| NCR CORP 4.625 02/15/2021 | US62886EAH18 | 0.109437 | 4.625 | 10003778.611111 | 2/15/2021 | ||||
| VOYA FINANCIAL INC 5.65 05/15/2053 | US45685EAG17 | 0.109323 | 5.650 | 9993282.598889 | 5/15/2053 | ||||
| CDW LLC/CDW FINANCE 5.5 12/01/2024 | US12513GBA67 | 0.109103 | 5.500 | 9973222.356667 | 12/1/2024 | ||||
| AVIS BUDGET CAR/FINANCE 5.5 04/01/2023 | US053773AV98 | 0.109070 | 5.500 | 9970205.250000 | 4/1/2023 | ||||
| NEWFIELD EXPLORATION CO 5.375 01/01/2026 | US651290AR99 | 0.108686 | 5.375 | 9935136.572917 | 1/1/2026 | ||||
| MHGE PARENT LLC/FINANCE 8.5 08/01/2019 | US55303MAA71 | 0.108646 | 8.500 | 9931438.250000 | 8/1/2019 | ||||
| MCCLATCHY CO 9 12/15/2022 | US579489AG05 | 0.108619 | 9.000 | 9928957.500000 | 12/15/2022 | ||||
| CST BRANDS INC 5 05/01/2023 | US12646RAB15 | 0.108550 | 5.000 | 9922650.000000 | 5/1/2023 | ||||
| JAGUAR LAND ROVER AUTOMO 4.125 12/15/2018 | US47010BAB09 | 0.108244 | 4.125 | 9894708.333333 | 12/15/2018 | ||||
| PVH CORP 4.5 12/15/2022 | US693656AA80 | 0.108101 | 4.500 | 9881590.000000 | 12/15/2022 | ||||
| MSCI INC 5.75 08/15/2025 | US55354GAB68 | 0.108077 | 5.750 | 9879458.020833 | 8/15/2025 | ||||
| TEGNA INC 6.375 10/15/2023 | US364725BE07 | 0.107638 | 6.375 | 9839304.270833 | 10/15/2023 | ||||
| OWENS-BROCKWAY 5.875 08/15/2023 | US69073TAR41 | 0.107202 | 5.875 | 9799403.250000 | 8/15/2023 | ||||
| LANDRY'S INC 9.375 05/01/2020 | US51509BAC81 | 0.106659 | 9.375 | 9749805.468750 | 5/1/2020 | ||||
| TEGNA INC 5.125 07/15/2020 | US364725BA84 | 0.106336 | 5.125 | 9720305.798611 | 7/15/2020 | ||||
| MEDNAX INC 5.25 12/01/2023 | US58502BAA44 | 0.106309 | 5.250 | 9717802.091667 | 12/1/2023 | ||||
| GLOBE LUXEMBOURG SCA 9.625 05/01/2018 | US37953MAA80 | 0.106170 | 9.625 | 9705067.531250 | 5/1/2018 | ||||
| HERTZ CORP 6.25 10/15/2022 | US428040CN71 | 0.106144 | 6.250 | 9702765.625000 | 10/15/2022 | ||||
| SINCLAIR TELEVISION GROU 5.375 04/01/2021 | US829259AM20 | 0.106055 | 5.375 | 9694624.843750 | 4/1/2021 | ||||
| NXP BV/NXP FUNDING LLC 4.125 06/15/2020 | US62947QAS75 | 0.106045 | 4.125 | 9693716.718750 | 6/15/2020 | ||||
| SAFWAY GROUP HOLDING/FIN 7 05/15/2018 | US78659QAA04 | 0.106000 | 7.000 | 9689570.416667 | 5/15/2018 | ||||
| MALLINCKRODT FIN/SB 5.625 10/15/2023 | US561233AD96 | 0.105946 | 5.625 | 9684593.750000 | 10/15/2023 | ||||
| BLUE CUBE SPINCO INC 10 10/15/2025 | US095370AC65 | 0.105667 | 10.000 | 9659125.000000 | 10/15/2025 | ||||
| RIVERBED TECHNOLOGY INC 8.875 03/01/2023 | US74339KAA07 | 0.105299 | 8.875 | 9625521.302083 | 3/1/2023 | ||||
| CLEAN HARBORS INC 5.125 06/01/2021 | US184496AL16 | 0.105249 | 5.125 | 9620932.427083 | 6/1/2021 | ||||
| NEXSTAR BROADCASTING INC 6.875 11/15/2020 | US65336YAJ29 | 0.105116 | 6.875 | 9608732.552083 | 11/15/2020 | ||||
| SPRINGLEAF FINANCE CORP 7.75 10/01/2021 | US85172FAD15 | 0.105016 | 7.750 | 9599587.895833 | 10/1/2021 | ||||
| WHITEWAVE FOODS CO 5.375 10/01/2022 | US966244AA30 | 0.104971 | 5.375 | 9595509.947917 | 10/1/2022 | ||||
| LAREDO PETROLEUM INC 7.375 05/01/2022 | US516806AB24 | 0.104864 | 7.375 | 9585692.156250 | 5/1/2022 | ||||
| MEMORIAL RESOURCE DEVELO 5.875 07/01/2022 | US58605QAB59 | 0.104720 | 5.875 | 9572529.604167 | 7/1/2022 | ||||
| WINDSTREAM SERVICES LLC 7.75 10/01/2021 | US97381WAT18 | 0.103974 | 7.750 | 9504359.583333 | 10/1/2021 | ||||
| CVR REF LLC/COFF FIN INC 6.5 11/01/2022 | US126634AC86 | 0.103964 | 6.500 | 9503487.375000 | 11/1/2022 | ||||
| TEREX CORP 6 05/15/2021 | US880779AY95 | 0.103928 | 6.000 | 9500183.333333 | 5/15/2021 | ||||
| ENERGY TRANSFER EQUITY LP 5.5 06/01/2027 | US29273VAF76 | 0.103913 | 5.500 | 9498790.208333 | 6/1/2027 | ||||
| ENERGIZER HOLDINGS INC 4.7 05/19/2021 | US29266RAB42 | 0.103845 | 4.700 | 9492616.575000 | 5/19/2021 | ||||
| SEVEN GENERATIONS ENERGY 8.25 05/15/2020 | US81783QAA31 | 0.103574 | 8.250 | 9467809.895833 | 5/15/2020 | ||||
| REGAL ENTERTAINMENT GRP 5.75 03/15/2022 | US758766AH24 | 0.103564 | 5.750 | 9466849.097222 | 3/15/2022 | ||||
| AXALTA COATING SYS/DUTCH 7.375 05/01/2021 | US90347CAA45 | 0.103383 | 7.375 | 9450389.812500 | 5/1/2021 | ||||
| AMERIGAS FINANCE LLC/COR 6.75 05/20/2020 | US03077JAA88 | 0.103284 | 6.750 | 9441320.000000 | 5/20/2020 | ||||
| FELCOR LODGING LP 5.625 03/01/2023 | US31430QBE61 | 0.103122 | 5.625 | 9426512.812500 | 3/1/2023 | ||||
| SPRINGLEAF FINANCE CORP 5.25 12/15/2019 | US85172FAG46 | 0.102981 | 5.250 | 9413600.000000 | 12/15/2019 | ||||
| 24 HOUR HOLDINGS III LLC 8 06/01/2022 | US90132BAA52 | 0.102283 | 8.000 | 9349824.000000 | 6/1/2022 | ||||
| BROOKFIELD RESID PROPERT 6.125 07/01/2022 | US11283YAA82 | 0.102059 | 6.125 | 9329330.260417 | 7/1/2022 | ||||
| GROUP 1 AUTOMOTIVE INC 5 06/01/2022 | US398905AK59 | 0.102053 | 5.000 | 9328770.833333 | 6/1/2022 | ||||
| INFORMATICA LLC 7.125 07/15/2023 | US465349AA60 | 0.102037 | 7.125 | 9327330.215000 | 7/15/2023 | ||||
| CEQUEL COM HLDG I/CAP CP 5.125 12/15/2021 | US15672WAE49 | 0.101801 | 5.125 | 9305727.708333 | 12/15/2021 | ||||
| LENNAR CORP 4.5 11/15/2019 | US526057BU74 | 0.101341 | 4.500 | 9263665.625000 | 11/15/2019 | ||||
| LENNAR CORP 4.75 11/15/2022 | US526057BN32 | 0.101184 | 4.750 | 9249321.423611 | 11/15/2022 | ||||
| COMMSCOPE INC 5 06/15/2021 | US203372AL13 | 0.101162 | 5.000 | 9247363.888889 | 6/15/2021 | ||||
| QORVO INC 7 12/01/2025 | US74736KAC53 | 0.101142 | 7.000 | 9245538.750000 | 12/1/2025 | ||||
| CAESARS GROW PROP HLD/FI 9.375 05/01/2022 | US12768WAB28 | 0.101085 | 9.375 | 9240278.906250 | 5/1/2022 | ||||
| MPG HOLDCO I INC 7.375 10/15/2022 | US553234AB11 | 0.100959 | 7.375 | 9228761.892361 | 10/15/2022 | ||||
| SUNOCO LP/FINANCE CORP 6.375 04/01/2023 | US86765LAA52 | 0.100917 | 6.375 | 9224891.843750 | 4/1/2023 | ||||
| INTELSAT LUXEMBOURG SA 7.75 06/01/2021 | US458204AP96 | 0.100801 | 7.750 | 9214353.062500 | 6/1/2021 | ||||
| CONSOLIDATED ENERGY FIN 6.75 10/15/2019 | US20914UAB26 | 0.100693 | 6.750 | 9204464.062500 | 10/15/2019 | ||||
| GCP APPLIED TECHNOLOGIES 9.5 02/01/2023 | US36164YAA91 | 0.100380 | 9.500 | 9175864.222222 | 2/1/2023 | ||||
| PLATFORM SPECIALTY PROD 6.5 02/01/2022 | US72766QAA31 | 0.100288 | 6.500 | 9167422.500000 | 2/1/2022 | ||||
| TEAMHEALTH INC 7.25 12/15/2023 | US87815VAG86 | 0.100219 | 7.250 | 9161160.416667 | 12/15/2023 | ||||
| TRANSOCEAN INC 7.125 12/15/2021 | US893830BB42 | 0.100000 | 7.125 | 9141120.833333 | 12/15/2021 | ||||
| PQ CORP 8.75 11/01/2018 | US693522AD63 | 0.099742 | 8.750 | 9117549.375000 | 11/1/2018 | ||||
| INEOS GROUP HOLDINGS SA 5.875 02/15/2019 | US44986UAC36 | 0.099669 | 5.875 | 9110805.642361 | 2/15/2019 | ||||
| AMC NETWORKS INC 7.75 07/15/2021 | US00164VAB99 | 0.099599 | 7.750 | 9104439.375000 | 7/15/2021 | ||||
| OWENS-BROCKWAY 5 01/15/2022 | US690872AA43 | 0.099597 | 5.000 | 9104288.194444 | 1/15/2022 | ||||
| KENNEDY-WILSON INC 5.875 04/01/2024 | US489399AG06 | 0.099506 | 5.875 | 9095931.666667 | 4/1/2024 | ||||
| ESH HOSPITALITY INC 5.25 05/01/2025 | US26907YAA29 | 0.098936 | 5.250 | 9043878.437500 | 5/1/2025 | ||||
| ISTAR INC 4 11/01/2017 | US45031UBX81 | 0.098690 | 4.000 | 9021390.000000 | 11/1/2017 | ||||
| QUEBECOR MEDIA 5.75 01/15/2023 | US74819RAP10 | 0.098472 | 5.750 | 9001386.076389 | 1/15/2023 | ||||
| CALIFORNIA RESOURCES CRP 8 12/15/2022 | US13057QAG29 | 0.098423 | 8.000 | 8996985.555556 | 12/15/2022 | ||||
| CNH INDUSTRIAL CAPITAL L 3.875 07/16/2018 | US12592BAD64 | 0.098407 | 3.875 | 8995457.934028 | 7/16/2018 | ||||
| GLP CAPITAL LP / FIN II 4.375 11/01/2018 | US361841AB55 | 0.098287 | 4.375 | 8984527.500000 | 11/1/2018 | ||||
| FORESIGHT ENERGY/FINANCE 7.875 08/15/2021 | US345525AB51 | 0.097788 | 7.875 | 8938904.375000 | 8/15/2021 | ||||
| SBA TELECOMMUNICATIONS 5.75 07/15/2020 | US78401FAG28 | 0.097414 | 5.750 | 8904748.194444 | 7/15/2020 | ||||
| CONTOURGLOBAL POWER HLDG 7.125 06/01/2019 | US21220LAA17 | 0.097185 | 7.125 | 8883773.437500 | 6/1/2019 | ||||
| MALLINCKRODT FIN/SB 4.875 04/15/2020 | US561233AB31 | 0.096662 | 4.875 | 8835942.552083 | 4/15/2020 | ||||
| VIASAT INC 6.875 06/15/2020 | US92552VAF76 | 0.096606 | 6.875 | 8830873.556667 | 6/15/2020 | ||||
| BERRY PLASTICS CORP 5.5 05/15/2022 | US085790AX14 | 0.096117 | 5.500 | 8786176.736111 | 5/15/2022 | ||||
| MILLICOM INTL CELLULAR 6 03/15/2025 | US600814AM98 | 0.096087 | 6.000 | 8783376.000000 | 3/15/2025 | ||||
| LAMAR MEDIA CORP 5.375 01/15/2024 | US513075BH36 | 0.095906 | 5.375 | 8766895.364583 | 1/15/2024 | ||||
| PENSKE AUTO GROUP INC 5.75 10/01/2022 | US70959WAE30 | 0.095514 | 5.750 | 8731018.666667 | 10/1/2022 | ||||
| VIDEOTRON LTD 5.375 06/15/2024 | US92660FAG90 | 0.095486 | 5.375 | 8728507.152778 | 6/15/2024 | ||||
| OPEN TEXT CORP 5.625 01/15/2023 | US683715AA49 | 0.095127 | 5.625 | 8695624.218750 | 1/15/2023 | ||||
| SENSATA TECHNOLOGIES BV 4.875 10/15/2023 | US81725WAG87 | 0.094983 | 4.875 | 8682459.264583 | 10/15/2023 | ||||
| TOPS HOLDING/MARKETS II 8 06/15/2022 | US89078YAA38 | 0.094726 | 8.000 | 8659022.222222 | 6/15/2022 | ||||
| CNO FINANCIAL GROUP INC 5.25 05/30/2025 | US12621EAK91 | 0.094715 | 5.250 | 8658010.833333 | 5/30/2025 | ||||
| AIRCASTLE LTD 6.75 04/15/2017 | US00928QAF81 | 0.094524 | 6.750 | 8640568.125000 | 4/15/2017 | ||||
| INFOR US INC 5.75 08/15/2020 | US45672NAF87 | 0.094247 | 5.750 | 8615216.875000 | 8/15/2020 | ||||
| LAMAR MEDIA CORP 5.875 02/01/2022 | US513075BB65 | 0.094234 | 5.875 | 8613993.656250 | 2/1/2022 | ||||
| VEREIT OPERATING PARTNER 4.6 02/06/2024 | US03879QAF19 | 0.094204 | 4.600 | 8611319.733333 | 2/6/2024 | ||||
| NATIONSTAR MORT/CAP CORP 6.5 07/01/2021 | US63860UAK60 | 0.094055 | 6.500 | 8597637.356667 | 7/1/2021 | ||||
| IAMGOLD CORP 6.75 10/01/2020 | US450913AC25 | 0.093998 | 6.750 | 8592484.687500 | 10/1/2020 | ||||
| CDW LLC/CDW FINANCE 5 09/01/2023 | US12513GBB41 | 0.093967 | 5.000 | 8589588.333333 | 9/1/2023 | ||||
| SINCLAIR TELEVISION GROU 5.625 08/01/2024 | US829259AR17 | 0.093891 | 5.625 | 8582653.906250 | 8/1/2024 | ||||
| UPCB FINANCE V LTD 7.25 11/15/2021 | US90320TAA88 | 0.093471 | 7.250 | 8544244.843750 | 11/15/2021 | ||||
| TARGA RESOURCES PARTNERS 4.125 11/15/2019 | US87612BAR33 | 0.093459 | 4.125 | 8543184.947917 | 11/15/2019 | ||||
| LEVI STRAUSS & CO 6.875 05/01/2022 | US52736RBD35 | 0.093331 | 6.875 | 8531464.218750 | 5/1/2022 | ||||
| TESORO LOGISTICS LP/CORP 6.25 10/15/2022 | US88160QAH65 | 0.093270 | 6.250 | 8525920.138889 | 10/15/2022 | ||||
| SINCLAIR TELEVISION GROU 6.125 10/01/2022 | US829259AN03 | 0.092965 | 6.125 | 8498052.864583 | 10/1/2022 | ||||
| TEGNA INC 5.125 10/15/2019 | US364725BD24 | 0.092600 | 5.125 | 8464696.111111 | 10/15/2019 | ||||
| DCP MIDSTREAM OPERATING 2.5 12/01/2017 | US23311VAC19 | 0.092596 | 2.500 | 8464299.200000 | 12/1/2017 | ||||
| STENA AB 7 02/01/2024 | US858577AR03 | 0.092379 | 7.000 | 8444475.000000 | 2/1/2024 | ||||
| MICRON TECHNOLOGY INC 5.875 02/15/2022 | US595112BA01 | 0.092228 | 5.875 | 8430648.055556 | 2/15/2022 | ||||
| REVLON CONSUMER PRODUCTS CO 5.75 02/15/2021 | US761519BD88 | 0.092204 | 5.750 | 8428489.513889 | 2/15/2021 | ||||
| SIGNODE INDUSTRIAL GROUP 6.375 05/01/2022 | US826700AA41 | 0.091817 | 6.375 | 8393101.968750 | 5/1/2022 | ||||
| TESORO LOGISTICS LP/CORP 5.5 10/15/2019 | US88160QAG82 | 0.091782 | 5.500 | 8389865.625000 | 10/15/2019 | ||||
| RESOLUTE FOREST PRODUCTS 5.875 05/15/2023 | US76117WAB54 | 0.091757 | 5.875 | 8387586.701389 | 5/15/2023 | ||||
| HEALTHSOUTH CORP 5.75 11/01/2024 | US421924BK63 | 0.091575 | 5.750 | 8371006.875000 | 11/1/2024 | ||||
| COTT BEVERAGES INC 5.375 07/01/2022 | US221643AH22 | 0.091505 | 5.375 | 8364610.250000 | 7/1/2022 | ||||
| COVERIS HOLDINGS SA 7.875 11/01/2019 | US22289RAA41 | 0.091238 | 7.875 | 8340194.281250 | 11/1/2019 | ||||
| ENDEAVOR ENERGY RESOURCE 7 08/15/2021 | US29260FAA84 | 0.091182 | 7.000 | 8335040.972222 | 8/15/2021 | ||||
| AMERICAN ENERGY - PERMIA 13 11/30/2020 | US02563LAE83 | 0.091163 | 13.000 | 8333306.666667 | 11/30/2020 | ||||
| TRANSDIGM INC 5.5 10/15/2020 | US893647AR89 | 0.090999 | 5.500 | 8318345.486111 | 10/15/2020 | ||||
| STEEL DYNAMICS INC 5.5 10/01/2024 | US858119BD11 | 0.090837 | 5.500 | 8303510.883333 | 10/1/2024 | ||||
| LIFEPOINT HEALTH INC 5.875 12/01/2023 | US53219LAN91 | 0.090830 | 5.875 | 8302859.062500 | 12/1/2023 | ||||
| SABRA HEALTH/CAPTL CORP 5.5 02/01/2021 | US78572XAE13 | 0.090769 | 5.500 | 8297320.500000 | 2/1/2021 | ||||
| AMERICAN AIRLINES GROUP 6.125 06/01/2018 | US91731VAA44 | 0.090184 | 6.125 | 8243789.666667 | 6/1/2018 | ||||
| AMERICAN AIRLINES GROUP 4.625 03/01/2020 | US02376RAB87 | 0.090121 | 4.625 | 8238094.661250 | 3/1/2020 | ||||
| CCO HLDGS LLC/CAP CORP 6.5 04/30/2021 | US1248EPAU74 | 0.089999 | 6.500 | 8226888.737778 | 4/30/2021 | ||||
| TIBCO SOFTWARE INC 11.375 12/01/2021 | US05765WAA18 | 0.089955 | 11.375 | 8222864.635417 | 12/1/2021 | ||||
| PLANTRONICS INC 5.5 05/31/2023 | US727493AB41 | 0.089882 | 5.500 | 8216197.500000 | 5/31/2023 | ||||
| PDC ENERGY INC 7.75 10/15/2022 | US69327RAC51 | 0.089873 | 7.750 | 8215355.208333 | 10/15/2022 | ||||
| WMG ACQUISITION CORP 6.75 04/15/2022 | US92933BAH78 | 0.089860 | 6.750 | 8214233.125000 | 4/15/2022 | ||||
| AMERICAN AXLE & MFG INC 6.625 10/15/2022 | US02406PAL40 | 0.089784 | 6.625 | 8207257.118056 | 10/15/2022 | ||||
| CELANESE US HOLDINGS LLC 4.625 11/15/2022 | US15089QAD60 | 0.089747 | 4.625 | 8203842.482639 | 11/15/2022 | ||||
| SABRE GLBL INC 5.25 11/15/2023 | US78573NAB82 | 0.089572 | 5.250 | 8187823.854167 | 11/15/2023 | ||||
| ADT CORP 4.875 07/15/2042 | US00101JAG13 | 0.089489 | 4.875 | 8180286.041667 | 7/15/2042 | ||||
| AVANTI COMMUNICATIONS 10 10/01/2019 | US05351LAA52 | 0.089424 | 10.000 | 8174372.500000 | 10/1/2019 | ||||
| INTERNATIONAL GAME TECH 5.625 02/15/2020 | US460599AA19 | 0.089312 | 5.625 | 8164089.843750 | 2/15/2020 | ||||
| ELDORADO GOLD CORP 6.125 12/15/2020 | US284902AC70 | 0.089241 | 6.125 | 8157576.892361 | 12/15/2020 | ||||
| JBS USA LLC/JBS USA FINA 8.25 02/01/2020 | US466112AH25 | 0.088585 | 8.250 | 8097680.062500 | 2/1/2020 | ||||
| CROWN AMER/CAP CORP IV 4.5 01/15/2023 | US228189AB23 | 0.088381 | 4.500 | 8078971.855000 | 1/15/2023 | ||||
| NGPL PIPECO LLC 9.625 06/01/2019 | US62912XAD66 | 0.088200 | 9.625 | 8062475.260417 | 6/1/2019 | ||||
| GRIFFON CORPORATION 5.25 03/01/2022 | US398433AH55 | 0.088103 | 5.250 | 8053565.937500 | 3/1/2022 | ||||
| JBS USA LLC/JBS USA FINA 5.75 06/15/2025 | US466112AR07 | 0.088103 | 5.750 | 8053588.868056 | 6/15/2025 | ||||
| B&G FOODS INC 4.625 06/01/2021 | US05508WAA36 | 0.087931 | 4.625 | 8037863.302083 | 6/1/2021 | ||||
| CINEMARK USA INC 4.875 06/01/2023 | US172441AZ03 | 0.087753 | 4.875 | 8021598.312500 | 6/1/2023 | ||||
| CONSOLIDATED COMMUNICATI 6.5 10/01/2022 | US20903XAE31 | 0.087696 | 6.500 | 8016356.250000 | 10/1/2022 | ||||
| GENON ENERGY INC 9.5 10/15/2018 | US37244DAC39 | 0.087577 | 9.500 | 8005457.777778 | 10/15/2018 | ||||
| MOHEGAN TRIBAL GAMING AU 9.75 09/01/2021 | US608328BC34 | 0.087530 | 9.750 | 8001210.000000 | 9/1/2021 | ||||
| D.R. HORTON INC 4 02/15/2020 | US23331ABK43 | 0.086940 | 4.000 | 7947255.388889 | 2/15/2020 | ||||
| JAGUAR LAND ROVER AUTOMO 5.625 02/01/2023 | US47010BAA26 | 0.086907 | 5.625 | 7944281.748750 | 2/1/2023 | ||||
| ASSOC MAT LLC/AMH NEW FI 9.125 11/01/2017 | US04570VAC72 | 0.086747 | 9.125 | 7929625.250000 | 11/1/2017 | ||||
| SABRE GLBL INC 5.375 04/15/2023 | US78573NAA00 | 0.086684 | 5.375 | 7923891.250000 | 4/15/2023 | ||||
| DCP MIDSTREAM LLC 5.85 05/21/2043 | US23311RAH93 | 0.086671 | 5.850 | 7922714.212500 | 5/21/2043 | ||||
| VIDEOTRON LTD 5 07/15/2022 | US92658TAQ13 | 0.086559 | 5.000 | 7912473.055556 | 7/15/2022 | ||||
| ANTERO RESOURCES CORP 5.625 06/01/2023 | US03674XAD84 | 0.086480 | 5.625 | 7905254.218750 | 6/1/2023 | ||||
| VIRGIN MEDIA FINANCE PLC 6.375 04/15/2023 | US55181XAA00 | 0.086261 | 6.375 | 7885180.989583 | 4/15/2023 | ||||
| D.R. HORTON INC 3.75 03/01/2019 | US23331ABJ79 | 0.086183 | 3.750 | 7878112.812500 | 3/1/2019 | ||||
| INEOS GROUP HOLDINGS SA 6.125 08/15/2018 | US44986UAA79 | 0.086086 | 6.125 | 7869223.559028 | 8/15/2018 | ||||
| AIRCASTLE LTD 6.25 12/01/2019 | US00928QAK76 | 0.086003 | 6.250 | 7861580.937500 | 12/1/2019 | ||||
| GENWORTH HOLDINGS INC 7.625 09/24/2021 | US37247DAP15 | 0.085838 | 7.625 | 7846512.777778 | 9/24/2021 | ||||
| LKQ CORP 4.75 05/15/2023 | US501889AB59 | 0.085793 | 4.750 | 7842400.729167 | 5/15/2023 | ||||
| LUNDIN MINING CORP 7.5 11/01/2020 | US550372AA44 | 0.085655 | 7.500 | 7829806.250000 | 11/1/2020 | ||||
| IHS INC 5 11/01/2022 | US451734AC12 | 0.085493 | 5.000 | 7814998.750000 | 11/1/2022 | ||||
| VIKING CRUISES LTD 8.5 10/15/2022 | US92676XAA54 | 0.085433 | 8.500 | 7809504.375000 | 10/15/2022 | ||||
| TRONOX FINANCE LLC 6.375 08/15/2020 | US897050AB62 | 0.085371 | 6.375 | 7803812.249167 | 8/15/2020 | ||||
| DUFRY FINANCE SCA 5.5 10/15/2020 | US26433UAA34 | 0.085255 | 5.500 | 7793206.597222 | 10/15/2020 | ||||
| JAGUAR LAND ROVER AUTOMO 4.25 11/15/2019 | US47010BAD64 | 0.085233 | 4.250 | 7791270.520833 | 11/15/2019 | ||||
| NIELSEN FINANCE LLC/CO 4.5 10/01/2020 | US65409QBA94 | 0.085191 | 4.500 | 7787388.125000 | 10/1/2020 | ||||
| MCDERMOTT INTERNATIONAL 8 05/01/2021 | US580037AB54 | 0.084991 | 8.000 | 7769075.000000 | 5/1/2021 | ||||
| FIRST QUALITY FINANCE CO 4.625 05/15/2021 | US336130AA74 | 0.084922 | 4.625 | 7762829.670139 | 5/15/2021 | ||||
| NXP BV/NXP FUNDING LLC 5.75 02/15/2021 | US62947QAM06 | 0.084727 | 5.750 | 7744952.423611 | 2/15/2021 | ||||
| RSP PERMIAN INC 6.625 10/01/2022 | US74978QAB14 | 0.084576 | 6.625 | 7731188.281250 | 10/1/2022 | ||||
| CNH INDUSTRIAL CAPITAL L 4.375 11/06/2020 | US12592BAE48 | 0.084513 | 4.375 | 7725390.798611 | 11/6/2020 | ||||
| AMAG PHARMACEUTICALS INC 7.875 09/01/2023 | US00163UAB26 | 0.084350 | 7.875 | 7710543.875000 | 9/1/2023 | ||||
| LENNAR CORP 4.5 06/15/2019 | US526057BT02 | 0.084333 | 4.500 | 7708989.375000 | 6/15/2019 | ||||
| UNIT CORP 6.625 05/15/2021 | US909218AB56 | 0.084030 | 6.625 | 7681284.722222 | 5/15/2021 | ||||
| BWAY HOLDING CO 9.125 08/15/2021 | US12429TAC80 | 0.083894 | 9.125 | 7668815.677083 | 8/15/2021 | ||||
| EAGLE SPINCO INC 4.625 02/15/2021 | US269871AB53 | 0.083683 | 4.625 | 7649548.437500 | 2/15/2021 | ||||
| CIMPOR FINANCIAL OPERTNS 5.75 07/17/2024 | US17186LAA17 | 0.083413 | 5.750 | 7624894.618056 | 7/17/2024 | ||||
| GENERAL CABLE CORP 5.75 10/01/2022 | US369300AN82 | 0.083386 | 5.750 | 7622385.312500 | 10/1/2022 | ||||
| PHI INC 5.25 03/15/2019 | US69336TAH95 | 0.082962 | 5.250 | 7583627.083333 | 3/15/2019 | ||||
| LEAR CORP 5.25 01/15/2025 | US521865AX34 | 0.082923 | 5.250 | 7580043.541667 | 1/15/2025 | ||||
| INFOR SOFTWARE PARENT 7.125 05/01/2021 | US45672WAA99 | 0.082856 | 7.125 | 7573979.156250 | 5/1/2021 | ||||
| GARDNER DENVER INC 6.875 08/15/2021 | US75966CAA53 | 0.082438 | 6.875 | 7535697.482639 | 8/15/2021 | ||||
| UPCB FINANCE VI LTD 6.875 01/15/2022 | US90320XAA90 | 0.082231 | 6.875 | 7516811.328125 | 1/15/2022 | ||||
| DIGITALGLOBE INC 5.25 02/01/2021 | US25389MAD11 | 0.082066 | 5.250 | 7501765.750000 | 2/1/2021 | ||||
| WESCO DISTRIBUTION INC 5.375 12/15/2021 | US95081QAK04 | 0.082026 | 5.375 | 7498094.965278 | 12/15/2021 | ||||
| FIRST QUANTUM MINERALS L 6.75 02/15/2020 | US335934AD71 | 0.081749 | 6.750 | 7472799.687500 | 2/15/2020 | ||||
| CONCHO RESOURCES INC 6.5 01/15/2022 | US20605PAC59 | 0.081542 | 6.500 | 7453798.541667 | 1/15/2022 | ||||
| HUNTSMAN INTERNATIONAL L 4.875 11/15/2020 | US44701QAZ54 | 0.081486 | 4.875 | 7448734.270833 | 11/15/2020 | ||||
| COMMERZBANK AG 8.125 09/19/2023 | US20259BAA98 | 0.081404 | 8.125 | 7441264.010417 | 9/19/2023 | ||||
| JBS USA LLC/JBS USA FINA 5.875 07/15/2024 | US466112AP41 | 0.081326 | 5.875 | 7434082.790278 | 7/15/2024 | ||||
| TULLOW OIL PLC 6.25 04/15/2022 | US899415AC75 | 0.081106 | 6.250 | 7413997.743056 | 4/15/2022 | ||||
| NRG YIELD OPERATING LLC 5.375 08/15/2024 | US62943WAB54 | 0.081041 | 5.375 | 7408076.527778 | 8/15/2024 | ||||
| ASHTEAD CAPITAL INC 6.5 07/15/2022 | US045054AB98 | 0.081029 | 6.500 | 7406929.652778 | 7/15/2022 | ||||
| AES CORP/VA 4.875 05/15/2023 | US00130HBT14 | 0.080583 | 4.875 | 7366193.541667 | 5/15/2023 | ||||
| CONSTELLATION BRANDS INC 3.75 05/01/2021 | US21036PAK49 | 0.080406 | 3.750 | 7349980.312500 | 5/1/2021 | ||||
| WILLIAMS COMPANIES INC 3.7 01/15/2023 | US969457BU31 | 0.080371 | 3.700 | 7346753.333333 | 1/15/2023 | ||||
| NEIMAN MARCUS GROUP LTD LLC 8.75 10/15/2021 | US570254AB85 | 0.080312 | 8.750 | 7341421.597222 | 10/15/2021 | ||||
| MILLICOM INTL CELLULAR 4.75 05/22/2020 | US600814AK33 | 0.080286 | 4.750 | 7338991.625000 | 5/22/2020 | ||||
| FIRST QUANTUM MINERALS L 7 02/15/2021 | US335934AF20 | 0.080085 | 7.000 | 7320666.805556 | 2/15/2021 | ||||
| ACCO Brands Corp 6.75 04/30/2020 | US00081TAH14 | 0.079930 | 6.750 | 7306451.250000 | 4/30/2020 | ||||
| MASCO CORP 4.45 04/01/2025 | US574599BJ41 | 0.079651 | 4.450 | 7280978.916667 | 4/1/2025 | ||||
| PLATFORM SPECIALTY PROD 10.375 05/01/2021 | US72766QAC96 | 0.079490 | 10.375 | 7266273.437500 | 5/1/2021 | ||||
| BALL CORP 5 03/15/2022 | US058498AR71 | 0.079005 | 5.000 | 7221895.320000 | 3/15/2022 | ||||
| AIRCASTLE LTD 5.125 03/15/2021 | US00928QAM33 | 0.078731 | 5.125 | 7196862.934028 | 3/15/2021 | ||||
| SPECTRUM BRANDS INC 6.375 11/15/2020 | US84762LAN55 | 0.078641 | 6.375 | 7188609.895833 | 11/15/2020 | ||||
| MONITRONICS INTERNATIONA 9.125 04/01/2020 | US609453AG02 | 0.078592 | 9.125 | 7184179.125000 | 4/1/2020 | ||||
| NEWFIELD EXPLORATION CO 5.625 07/01/2024 | US651290AQ17 | 0.078574 | 5.625 | 7182552.187500 | 7/1/2024 | ||||
| TERRAFORM POWER OPERATIN 5.875 02/01/2023 | US88104LAA17 | 0.078419 | 5.875 | 7168359.500000 | 2/1/2023 | ||||
| RAYONIER AM PROD INC 5.5 06/01/2024 | US75508EAA64 | 0.077970 | 5.500 | 7127337.000000 | 6/1/2024 | ||||
| SALLY HOLDINGS/SALLY CAP 5.75 06/01/2022 | US79546VAJ52 | 0.077787 | 5.750 | 7110550.958333 | 6/1/2022 | ||||
| NCR CORP 6.375 12/15/2023 | US62886EAS72 | 0.077713 | 6.375 | 7103858.109167 | 12/15/2023 | ||||
| TALEN ENERGY SUPPLY LLC 6.5 06/01/2025 | US87422VAA61 | 0.077637 | 6.500 | 7096911.416667 | 6/1/2025 | ||||
| HILCORP ENERGY I/HILCORP 5 12/01/2024 | US431318AN49 | 0.077609 | 5.000 | 7094303.333333 | 12/1/2024 | ||||
| AECOM 5.75 10/15/2022 | US00766TAB61 | 0.077215 | 5.750 | 7058281.736111 | 10/15/2022 | ||||
| HILCORP ENERGY I/HILCORP 5.75 10/01/2025 | US431318AQ79 | 0.077112 | 5.750 | 7048923.729167 | 10/1/2025 | ||||
| BLUE RACER MID LLC/FINAN 6.125 11/15/2022 | US095796AA63 | 0.076844 | 6.125 | 7024381.666667 | 11/15/2022 | ||||
| AVON PRODUCTS INC 6.75 03/15/2023 | US054303BA99 | 0.076564 | 6.750 | 6998820.937500 | 3/15/2023 | ||||
| GENESIS ENERGY LP/GENESI 6.75 08/01/2022 | US37185LAH50 | 0.076489 | 6.750 | 6991914.375000 | 8/1/2022 | ||||
| NEIMAN MARCUS GROUP LTD LLC 8 10/15/2021 | US570254AA03 | 0.076264 | 8.000 | 6971375.000000 | 10/15/2021 | ||||
| FLORIDA EAST COAST HLDGS 6.75 05/01/2019 | US340630AA06 | 0.075969 | 6.750 | 6944423.937500 | 5/1/2019 | ||||
| SILGAN HOLDINGS INC 5 04/01/2020 | US827048AP43 | 0.075726 | 5.000 | 6922175.000000 | 4/1/2020 | ||||
| NAVIENT CORP 5.5 01/25/2023 | US78442FEQ72 | 0.075473 | 5.500 | 6899103.541667 | 1/25/2023 | ||||
| CLAIRE'S STORES INC 9 03/15/2019 | US179584AM91 | 0.075391 | 9.000 | 6891523.750000 | 3/15/2019 | ||||
| COMMUNICATIONS SALES & L 8.25 10/15/2023 | US20341WAD74 | 0.075325 | 8.250 | 6885514.687500 | 10/15/2023 | ||||
| IASIS HEALTHCARE/CAP CRP 8.375 05/15/2019 | US45072PAD42 | 0.075179 | 8.375 | 6872232.639861 | 5/15/2019 | ||||
| CEQUEL COM HLDG I/CAP CP 5.125 12/15/2021 | US15672WAF14 | 0.074997 | 5.125 | 6855539.930556 | 12/15/2021 | ||||
| WEATHERFORD BERMUDA 4.5 04/15/2022 | US94707VAC46 | 0.074432 | 4.500 | 6803875.000000 | 4/15/2022 | ||||
| CARRIZO OIL & GAS INC 6.25 04/15/2023 | US144577AH67 | 0.074326 | 6.250 | 6794208.506944 | 4/15/2023 | ||||
| PROVIDENT FDG/PFG FIN 6.75 06/15/2021 | US74387UAG67 | 0.074326 | 6.750 | 6794210.937500 | 6/15/2021 | ||||
| BLUELINE RENTAL FINANCE 7 02/01/2019 | US09627HAA41 | 0.074225 | 7.000 | 6784977.000000 | 2/1/2019 | ||||
| WHITING PETROLEUM CORP 5 03/15/2019 | US966387AG72 | 0.074023 | 5.000 | 6766486.805556 | 3/15/2019 | ||||
| TALEN ENERGY SUPPLY LLC 4.6 12/15/2021 | US69352JAN72 | 0.073851 | 4.600 | 6750761.694444 | 12/15/2021 | ||||
| MOMENTIVE PERFORMANCE 3.88 10/24/2021 | US60877UBE64 | 0.073757 | 3.880 | 6742237.422222 | 10/24/2021 | ||||
| OASIS PETROLEUM INC 6.875 03/15/2022 | US674215AG39 | 0.073273 | 6.875 | 6697981.510417 | 3/15/2022 | ||||
| BERRY PLASTICS CORP 5.125 07/15/2023 | US085790AY96 | 0.073175 | 5.125 | 6688992.708333 | 7/15/2023 | ||||
| FIRSTENERGY CORP 2.75 03/15/2018 | US337932AE78 | 0.073117 | 2.750 | 6683730.166667 | 3/15/2018 | ||||
| NEWFIELD EXPLORATION CO 5.75 01/30/2022 | US651290AP34 | 0.072897 | 5.750 | 6663588.541667 | 1/30/2022 | ||||
| KCG HOLDINGS INC 6.875 03/15/2020 | US48244BAC46 | 0.072726 | 6.875 | 6647962.725694 | 3/15/2020 | ||||
| SUN PRODUCTS CORP 7.75 03/15/2021 | US866860AA76 | 0.072640 | 7.750 | 6640119.722222 | 3/15/2021 | ||||
| PARSLEY ENERGY LLC/FINAN 7.5 02/15/2022 | US701885AA35 | 0.072552 | 7.500 | 6632082.083333 | 2/15/2022 | ||||
| ALLIANCE ONE INTL INC 9.875 07/15/2021 | US018772AS22 | 0.072289 | 9.875 | 6608012.274306 | 7/15/2021 | ||||
| UNITYMEDIA HESSEN / NRW 5 01/15/2025 | US913364AD74 | 0.071929 | 5.000 | 6575100.694444 | 1/15/2025 | ||||
| RANGE RESOURCES CORP 4.875 05/15/2025 | US75281AAR05 | 0.071907 | 4.875 | 6573052.916667 | 5/15/2025 | ||||
| TERRAFORM GLOBAL OPERATI 9.75 08/15/2022 | US88104UAA16 | 0.071845 | 9.750 | 6567437.083333 | 8/15/2022 | ||||
| CRESTWOOD MIDSTREAM PART 6.125 03/01/2022 | US226373AH19 | 0.071832 | 6.125 | 6566266.656250 | 3/1/2022 | ||||
| DFC FINANCE CORP 10.5 06/15/2020 | US23320AAA07 | 0.071774 | 10.500 | 6560916.666667 | 6/15/2020 | ||||
| ONEOK INC 7.5 09/01/2023 | US682680AR43 | 0.071678 | 7.500 | 6552193.776667 | 9/1/2023 | ||||
| POLYONE CORP 5.25 03/15/2023 | US73179PAK21 | 0.071545 | 5.250 | 6539979.062500 | 3/15/2023 | ||||
| STATION CASINOS LLC 7.5 03/01/2021 | US857691AD10 | 0.071443 | 7.500 | 6530685.000000 | 3/1/2021 | ||||
| MEG ENERGY CORP 7 03/31/2024 | US552704AC21 | 0.071181 | 7.000 | 6506711.111111 | 3/31/2024 | ||||
| KINDRED HEALTHCARE INC 8.75 01/15/2023 | US494580AF06 | 0.071116 | 8.750 | 6500769.375000 | 1/15/2023 | ||||
| SUNOCO LP/FINANCE CORP 5.5 08/01/2020 | US86765LAB36 | 0.070571 | 5.500 | 6450955.875000 | 8/1/2020 | ||||
| TRONOX FINANCE LLC 7.5 03/15/2022 | US30049XAA54 | 0.070498 | 7.500 | 6444258.333333 | 3/15/2022 | ||||
| GLP CAPITAL LP / FIN II 5.375 11/01/2023 | US361841AF69 | 0.070250 | 5.375 | 6421619.593750 | 11/1/2023 | ||||
| CENTENE CORP 4.75 05/15/2022 | US15135BAD38 | 0.070073 | 4.750 | 6405468.229167 | 5/15/2022 | ||||
| ASHTEAD CAPITAL INC 5.625 10/01/2024 | US045054AC71 | 0.070067 | 5.625 | 6404941.406250 | 10/1/2024 | ||||
| BRAND ENERGY & INFRASTRUCTU 8.5 12/01/2021 | US10524PAA84 | 0.070055 | 8.500 | 6403769.625000 | 12/1/2021 | ||||
| OUTFRONT MEDIA CAP LLC/C 5.625 02/15/2024 | US12505FAD33 | 0.069828 | 5.625 | 6383093.750000 | 2/15/2024 | ||||
| CARRIZO OIL & GAS INC 7.5 09/15/2020 | US144577AF02 | 0.069590 | 7.500 | 6361336.041667 | 9/15/2020 | ||||
| JEFFERIES FIN LLC / JFIN 7.375 04/01/2020 | US47232MAA09 | 0.069331 | 7.375 | 6337608.010417 | 4/1/2020 | ||||
| TESORO LOGISTICS LP/CORP 6.125 10/15/2021 | US88160QAD51 | 0.069078 | 6.125 | 6314461.805556 | 10/15/2021 | ||||
| DCP MIDSTREAM OPERATING 3.875 03/15/2023 | US23311VAD91 | 0.068659 | 3.875 | 6276212.443750 | 3/15/2023 | ||||
| EP ENER/EVEREST ACQ FIN 9.375 05/01/2020 | US29977HAB69 | 0.068459 | 9.375 | 6257870.156250 | 5/1/2020 | ||||
| WINDSTREAM SERVICES LLC 7.5 04/01/2023 | US97381WAU80 | 0.068150 | 7.500 | 6229641.600000 | 4/1/2023 | ||||
| ENOVA INTERNATIONAL INC 9.75 06/01/2021 | US29357KAC71 | 0.067837 | 9.750 | 6201015.625000 | 6/1/2021 | ||||
| PINNACLE ENTERTAINMENT I 6.375 08/01/2021 | US723456AS87 | 0.067704 | 6.375 | 6188934.618750 | 8/1/2021 | ||||
| CRESTWOOD MIDSTREAM PART 6 12/15/2020 | US226373AJ74 | 0.067410 | 6.000 | 6162058.333333 | 12/15/2020 | ||||
| WYNN LAS VEGAS LLC/CORP 4.25 05/30/2023 | US983130AU95 | 0.067290 | 4.250 | 6151028.611111 | 5/30/2023 | ||||
| KINDRED HEALTHCARE INC 6.375 04/15/2022 | US494580AD57 | 0.067188 | 6.375 | 6141753.177083 | 4/15/2022 | ||||
| WINDSTREAM SERVICES LLC 6.375 08/01/2023 | US97381WAZ77 | 0.067182 | 6.375 | 6141159.687500 | 8/1/2023 | ||||
| HUNTINGTON INGALLS INDUS 5 11/15/2025 | US446413AH98 | 0.067128 | 5.000 | 6136244.444444 | 11/15/2025 | ||||
| ACC INDU BO/ACC INDU LLC 7.75 12/15/2020 | US828326AA66 | 0.066758 | 7.750 | 6102443.263889 | 12/15/2020 | ||||
| GUITAR CENTER INC 6.5 04/15/2019 | US402040AH27 | 0.066367 | 6.500 | 6066663.888889 | 4/15/2019 | ||||
| TRANSOCEAN INC 3 10/15/2017 | US893830BD08 | 0.066337 | 3.000 | 6063968.166667 | 10/15/2017 | ||||
| SUBURBAN PROPANE PARTNRS 5.5 06/01/2024 | US864486AH86 | 0.066299 | 5.500 | 6060462.541667 | 6/1/2024 | ||||
| JMC STEEL GROUP INC 8.25 03/15/2018 | US47759YAA73 | 0.065760 | 8.250 | 6011156.250000 | 3/15/2018 | ||||
| QEP RESOURCES INC 5.25 05/01/2023 | US74733VAC46 | 0.065710 | 5.250 | 6006609.187500 | 5/1/2023 | ||||
| NETFLIX INC 5.375 02/01/2021 | US64110LAE65 | 0.065609 | 5.375 | 5997424.781250 | 2/1/2021 | ||||
| NAVIOS MARITIME HLDS/FIN 7.375 01/15/2022 | US639365AG06 | 0.064268 | 7.375 | 5874775.434028 | 1/15/2022 | ||||
| ONEOK INC 4.25 02/01/2022 | US682680AQ69 | 0.064252 | 4.250 | 5873375.375000 | 2/1/2022 | ||||
| SCHAEFFLER FINANCE BV 4.25 05/15/2021 | US806261AJ29 | 0.064038 | 4.250 | 5853747.395833 | 5/15/2021 | ||||
| CEDAR FAIR LP/CANADA'S W 5.25 03/15/2021 | US150191AF13 | 0.063947 | 5.250 | 5845460.312500 | 3/15/2021 | ||||
| TMX FIN LLC/TITLEMAX FIN 8.5 09/15/2018 | US87261NAG51 | 0.063668 | 8.500 | 5819932.847222 | 9/15/2018 | ||||
| GATES GLOBAL LLC 6 07/15/2022 | US36740PAA12 | 0.063403 | 6.000 | 5795764.166667 | 7/15/2022 | ||||
| CRESTWOOD MIDSTREAM PART 6.25 04/01/2023 | US226373AK48 | 0.063279 | 6.250 | 5784367.187500 | 4/1/2023 | ||||
| RANGE RESOURCES CORP 5 08/15/2022 | US75281AAN90 | 0.062940 | 5.000 | 5753401.388889 | 8/15/2022 | ||||
| WINDSTREAM SERVICES LLC 7.75 10/15/2020 | US97381WAN48 | 0.062519 | 7.750 | 5714917.444444 | 10/15/2020 | ||||
| NIELSEN CO LUX SARL/THE 5.5 10/01/2021 | US65410CAA80 | 0.062038 | 5.500 | 5670952.583333 | 10/1/2021 | ||||
| SANCHEZ ENERGY CORP 6.125 01/15/2023 | US79970YAD76 | 0.061791 | 6.125 | 5648365.989583 | 1/15/2023 | ||||
| AVAYA INC 10.5 03/01/2021 | US053499AJ89 | 0.061770 | 10.500 | 5646455.875000 | 3/1/2021 | ||||
| ABC SUPPLY CO INC 5.625 04/15/2021 | US024747AC12 | 0.061769 | 5.625 | 5646411.093750 | 4/15/2021 | ||||
| CLAYTON WILLIAMS ENERGY 7.75 04/01/2019 | US969490AE15 | 0.061629 | 7.750 | 5633597.333333 | 4/1/2019 | ||||
| CENVEO CORP 6 08/01/2019 | US15671BAK70 | 0.061350 | 6.000 | 5608063.500000 | 8/1/2019 | ||||
| TARGA RESOURCES PARTNERS 4.25 11/15/2023 | US87612BAP76 | 0.061335 | 4.250 | 5606704.166667 | 11/15/2023 | ||||
| WPX ENERGY INC 6 01/15/2022 | US98212BAD55 | 0.061006 | 6.000 | 5576631.666667 | 1/15/2022 | ||||
| CONCHO RESOURCES INC 5.5 10/01/2022 | US20605PAD33 | 0.060891 | 5.500 | 5566133.333333 | 10/1/2022 | ||||
| CHEMOURS CO 7 05/15/2025 | US163851AC28 | 0.060794 | 7.000 | 5557253.472222 | 5/15/2025 | ||||
| CLIFFS NATURAL RESOURCES 8.25 03/31/2020 | US18683KAH41 | 0.060468 | 8.250 | 5527483.958333 | 3/31/2020 | ||||
| JUPITER RESOURCES INC 8.5 10/01/2022 | US48207LAA17 | 0.060121 | 8.500 | 5495701.041667 | 10/1/2022 | ||||
| WPX ENERGY INC 7.5 08/01/2020 | US98212BAF04 | 0.059672 | 7.500 | 5454682.500000 | 8/1/2020 | ||||
| CONCHO RESOURCES INC 7 01/15/2021 | US20605PAB76 | 0.059239 | 7.000 | 5415061.805556 | 1/15/2021 | ||||
| DCP MIDSTREAM LLC 4.75 09/30/2021 | US23311RAE62 | 0.059182 | 4.750 | 5409909.027778 | 9/30/2021 | ||||
| WPX ENERGY INC 5.25 09/15/2024 | US98212BAE39 | 0.058980 | 5.250 | 5391465.416667 | 9/15/2024 | ||||
| WYNN LAS VEGAS LLC/CORP 5.375 03/15/2022 | US983130AT23 | 0.058634 | 5.375 | 5359769.479167 | 3/15/2022 | ||||
| ACADIA HEALTHCARE CO INC 5.625 02/15/2023 | US00404AAJ88 | 0.058031 | 5.625 | 5304656.250000 | 2/15/2023 | ||||
| JOSEPH T RYERSON & SON I 9 10/15/2017 | US78375RAB96 | 0.057923 | 9.000 | 5294771.250000 | 10/15/2017 | ||||
| AVON PRODUCTS INC 6.35 03/15/2020 | US054303AX02 | 0.057858 | 6.350 | 5288882.451389 | 3/15/2020 | ||||
| ADVANCED MICRO DEVICES 6.75 03/01/2019 | US007903AZ02 | 0.057839 | 6.750 | 5287083.437500 | 3/1/2019 | ||||
| ISTAR INC 5 07/01/2019 | US45031UBU43 | 0.057774 | 5.000 | 5281159.583333 | 7/1/2019 | ||||
| WHITING PETROLEUM CORP 6.25 04/01/2023 | US966387AP71 | 0.057708 | 6.250 | 5275156.250000 | 4/1/2023 | ||||
| ALLEGHENY TECHNOLOGIES 7.625 08/15/2023 | US01741RAF91 | 0.057574 | 7.625 | 5262863.923611 | 8/15/2023 | ||||
| H&E EQUIPMENT SERVICES 7 09/01/2022 | US404030AE85 | 0.057490 | 7.000 | 5255180.166667 | 9/1/2022 | ||||
| WILLIAMS COMPANIES INC 5.75 06/24/2044 | US969457BV14 | 0.057260 | 5.750 | 5234172.222222 | 6/24/2044 | ||||
| FIRST QUANTUM MINERALS L 7.25 05/15/2022 | US335934AH85 | 0.056731 | 7.250 | 5185794.097222 | 5/15/2022 | ||||
| IHEARTCOMMUNICATIONS INC 9 09/15/2022 | US45174HAA59 | 0.056558 | 9.000 | 5170000.000000 | 9/15/2022 | ||||
| APX GROUP INC 8.75 12/01/2020 | US00213MAD65 | 0.056126 | 8.750 | 5130531.562500 | 12/1/2020 | ||||
| TRANSOCEAN INC 5.55 12/15/2016 | US893830BA68 | 0.055583 | 5.550 | 5080898.062500 | 12/15/2016 | ||||
| JURASSIC HOLDINGS III 6.875 02/15/2021 | US48207WAA71 | 0.055310 | 6.875 | 5055959.548611 | 2/15/2021 | ||||
| QEP RESOURCES INC 5.375 10/01/2022 | US74733VAB62 | 0.055031 | 5.375 | 5030469.708333 | 10/1/2022 | ||||
| MEG ENERGY CORP 6.375 01/30/2023 | US552704AB48 | 0.054499 | 6.375 | 4981848.229167 | 1/30/2023 | ||||
| THE MEN'S WEARHOUSE INC 7 07/01/2022 | US587118AE09 | 0.054208 | 7.000 | 4955206.083333 | 7/1/2022 | ||||
| DUPONT FABROS TECH LP 5.875 09/15/2021 | US26613TAE01 | 0.053726 | 5.875 | 4911166.788194 | 9/15/2021 | ||||
| TRANSOCEAN INC 4.55 10/15/2022 | US893830BC25 | 0.053415 | 4.550 | 4882691.576389 | 10/15/2022 | ||||
| TECK RESOURCES LIMITED 6.25 07/15/2041 | US878742AW53 | 0.053141 | 6.250 | 4857671.875000 | 7/15/2041 | ||||
| SANDRIDGE ENERGY INC 8.75 06/01/2020 | US80007PAU30 | 0.053080 | 8.750 | 4852124.062500 | 6/1/2020 | ||||
| SM ENERGY CO 6.125 11/15/2022 | US78454LAK61 | 0.051978 | 6.125 | 4751380.156250 | 11/15/2022 | ||||
| TULLOW OIL PLC 6 11/01/2020 | US899415AA10 | 0.051520 | 6.000 | 4709463.500000 | 11/1/2020 | ||||
| BOXER PARENT CO INC 9 10/15/2019 | US103186AA06 | 0.048833 | 9.000 | 4463843.750000 | 10/15/2019 | ||||
| TERVITA CORP 8 11/15/2018 | US88156LAC46 | 0.048540 | 8.000 | 4437097.777778 | 11/15/2018 | ||||
| ENERGY XXI GULF COAST IN 11 03/15/2020 | US29276KAV35 | 0.046126 | 11.000 | 4216413.194444 | 3/15/2020 | ||||
| MEG ENERGY CORP 6.5 03/15/2021 | US552704AA64 | 0.044806 | 6.500 | 4095742.916667 | 3/15/2021 | ||||
| TECK RESOURCES LIMITED 3.75 02/01/2023 | US878742AY10 | 0.044747 | 3.750 | 4090342.500000 | 2/1/2023 | ||||
| ALGECO SCOTSMAN GLOB FIN 10.75 10/15/2019 | US01551UAB08 | 0.043981 | 10.750 | 4020344.791667 | 10/15/2019 | ||||
| CONSOL ENERGY INC 8 04/01/2023 | US20854PAN96 | 0.043520 | 8.000 | 3978178.333333 | 4/1/2023 | ||||
| DRILL RIGS HLDS INC 6.5 10/01/2017 | US262049AA72 | 0.043237 | 6.500 | 3952345.833333 | 10/1/2017 | ||||
| SM ENERGY CO 5.625 06/01/2025 | US78454LAL45 | 0.042084 | 5.625 | 3846967.187500 | 6/1/2025 | ||||
| NORTHERN OIL AND GAS INC 8 06/01/2020 | US665531AB54 | 0.042005 | 8.000 | 3839744.000000 | 6/1/2020 | ||||
| BONANZA CREEK ENERGY INC 6.75 04/15/2021 | US097793AB95 | 0.041873 | 6.750 | 3827645.625000 | 4/15/2021 | ||||
| SS&C TECH HOLDINGS INC 5.875 07/15/2023 | US78467JAA88 | 0.041822 | 5.875 | 3822983.402778 | 7/15/2023 | ||||
| ENVISION HEALTHCARE CORP 5.125 07/01/2022 | US29414DAA81 | 0.040789 | 5.125 | 3728560.062500 | 7/1/2022 | ||||
| ATWOOD OCEANICS INC 6.5 02/01/2020 | US050095AM05 | 0.040649 | 6.500 | 3715744.375000 | 2/1/2020 | ||||
| HALCON RESOURCES CORP 8.625 02/01/2020 | US40537QAH39 | 0.040551 | 8.625 | 3706793.125000 | 2/1/2020 | ||||
| WISE METALS GROUP LLC/WI 8.75 12/15/2018 | US977255AD06 | 0.040280 | 8.750 | 3682054.619444 | 12/15/2018 | ||||
| JONES ENERGY HLDGS/FIN 6.75 04/01/2022 | US48019TAB08 | 0.039235 | 6.750 | 3586505.312500 | 4/1/2022 | ||||
| SANCHEZ ENERGY CORP 7.75 06/15/2021 | US79970YAB11 | 0.038154 | 7.750 | 3487729.097222 | 6/15/2021 | ||||
| TECK RESOURCES LIMITED 4.75 01/15/2022 | US878742AV70 | 0.037830 | 4.750 | 3458116.319444 | 1/15/2022 | ||||
| GULFPORT ENERGY CORP 7.75 11/01/2020 | US402635AB24 | 0.036961 | 7.750 | 3378623.250000 | 11/1/2020 | ||||
| WALTER INVESTMENT MGMT 7.875 12/15/2021 | US93317WAC64 | 0.036286 | 7.875 | 3316900.000000 | 12/15/2021 | ||||
| DENBURY RESOURCES INC 4.625 07/15/2023 | US24823UAH14 | 0.035076 | 4.625 | 3206349.913194 | 7/15/2023 | ||||
| SM ENERGY CO 5 01/15/2024 | US78454LAH33 | 0.034747 | 5.000 | 3176292.777778 | 1/15/2024 | ||||
| HALCON RESOURCES CORP 13 02/15/2022 | US40537QAK67 | 0.034396 | 13.000 | 3144166.666667 | 2/15/2022 | ||||
| VIZIENT INC 10.375 03/01/2024 | US92856JAA88 | 0.033497 | 10.375 | 3061950.000000 | 3/1/2024 | ||||
| CNH INDUSTRIAL CAPITAL L 3.625 04/15/2018 | US12623EAF88 | 0.033327 | 3.625 | 3046492.361111 | 4/15/2018 | ||||
| CHC HELICOPTER SA 9.25 10/15/2020 | US12545DAB47 | 0.032883 | 9.250 | 3005878.156250 | 10/15/2020 | ||||
| CGG SA 6.5 06/01/2021 | US204384AB76 | 0.032620 | 6.500 | 2981799.083333 | 6/1/2021 | ||||
| W & T OFFSHORE INC 8.5 06/15/2019 | US92922PAC05 | 0.032408 | 8.500 | 2962451.527778 | 6/15/2019 | ||||
| SELECT MEDICAL CORP 6.375 06/01/2021 | US816196AQ29 | 0.032339 | 6.375 | 2956174.031250 | 6/1/2021 | ||||
| GRAY TELEVISION INC 7.5 10/01/2020 | US389375AG14 | 0.031835 | 7.500 | 2910103.125000 | 10/1/2020 | ||||
| STONE ENERGY CORP 7.5 11/15/2022 | US861642AM86 | 0.031705 | 7.500 | 2898164.166667 | 11/15/2022 | ||||
| PACIFIC DRILLING SA 5.375 06/01/2020 | US69419BAA35 | 0.031507 | 5.375 | 2880097.500000 | 6/1/2020 | ||||
| ENQUEST PLC 7 04/15/2022 | US29357JAA43 | 0.031160 | 7.000 | 2848350.694444 | 4/15/2022 | ||||
| GULFMARK OFFSHORE INC 6.375 03/15/2022 | US402629AG43 | 0.030601 | 6.375 | 2797240.468750 | 3/15/2022 | ||||
| AMERICAN ENERGY/AEPB 7.125 11/01/2020 | US02563LAB45 | 0.029736 | 7.125 | 2718191.093750 | 11/1/2020 | ||||
| ECLIPSE RESOURCES CORP 8.875 07/15/2023 | US27890GAA85 | 0.028801 | 8.875 | 2632747.395833 | 7/15/2023 | ||||
| CUMULUS MEDIA HOLDINGS 7.75 05/01/2019 | US23109BAA52 | 0.028051 | 7.750 | 2564208.937500 | 5/1/2019 | ||||
| MURRAY ENERGY CORP 11.25 04/15/2021 | US62704PAF09 | 0.027550 | 11.250 | 2518390.625000 | 4/15/2021 | ||||
| DENBURY RESOURCES INC 5.5 05/01/2022 | US247916AD13 | 0.027229 | 5.500 | 2489045.500000 | 5/1/2022 | ||||
| ULTRA PETROLEUM CORP 6.125 10/01/2024 | US903914AC30 | 0.026517 | 6.125 | 2423980.489583 | 10/1/2024 | ||||
| MIDSTATES PETRO INC/LLC 10 06/01/2020 | US59804VAG05 | 0.025755 | 10.000 | 2354320.833333 | 6/1/2020 | ||||
| PACIFIC DRILLING V LTD 7.25 12/01/2017 | US694184AA06 | 0.024302 | 7.250 | 2221478.541667 | 12/1/2017 | ||||
| MEM PROD PART LP/FIN COR 7.625 05/01/2021 | US586049AB40 | 0.024236 | 7.625 | 2215477.125000 | 5/1/2021 | ||||
| CHINOS INTERMED HLDGS A 7.75 05/01/2019 | US16961UAA43 | 0.024123 | 7.750 | 2205068.937500 | 5/1/2019 | ||||
| COMSTOCK RESOURCES INC 10 03/15/2020 | US205768AK03 | 0.023963 | 10.000 | 2190442.222222 | 3/15/2020 | ||||
| AMERICAN ENERGY/AEPB 7.375 11/01/2021 | US02563LAC28 | 0.023629 | 7.375 | 2159927.187500 | 11/1/2021 | ||||
| EP ENER/EVEREST ACQ FIN 6.375 06/15/2023 | US268787AD07 | 0.021950 | 6.375 | 2006442.135417 | 6/15/2023 | ||||
| PEABODY ENERGY CORP 10 03/15/2022 | US704549AQ70 | 0.020887 | 10.000 | 1909344.444444 | 3/15/2022 | ||||
| BREITBURN ENER/BREIT FIN 7.875 04/15/2022 | US106777AD76 | 0.020577 | 7.875 | 1880969.531250 | 4/15/2022 | ||||
| PEABODY ENERGY CORP 6 11/15/2018 | US704549AK01 | 0.019135 | 6.000 | 1749106.666667 | 11/15/2018 | ||||
| PENN VIRGINIA CORP 8.5 05/01/2020 | US707882AE64 | 0.017413 | 8.500 | 1591749.250000 | 5/1/2020 | ||||
| CHESAPEAKE ENERGY CORP 6.125 02/15/2021 | US165167CG00 | 0.014421 | 6.125 | 1318194.444444 | 2/15/2021 | ||||
| VANGUARD NAT RES/VNR FIN 7.875 04/01/2020 | US92205CAA18 | 0.013765 | 7.875 | 1258302.468750 | 4/1/2020 | ||||
| PARAGON OFFSHORE PLC 7.25 08/15/2024 | US69913JAB52 | 0.012886 | 7.250 | 1177888.368056 | 8/15/2024 | ||||
| PEABODY ENERGY CORP 6.25 11/15/2021 | US704549AM66 | 0.012714 | 6.250 | 1162200.000000 | 11/15/2021 | ||||
| CLIFFS NATURAL RESOURCES 7.75 03/31/2020 | US18683KAG67 | 0.012388 | 7.750 | 1132427.500000 | 3/31/2020 | ||||
| KEY ENERGY SERVICES INC 6.75 03/01/2021 | US492914AS51 | 0.011713 | 6.750 | 1070709.937500 | 3/1/2021 | ||||
| LEGACY RESERVES/FINANCE 6.625 12/01/2021 | US52471TAD90 | 0.011541 | 6.625 | 1054948.437500 | 12/1/2021 | ||||
| FTS INTERNATIONAL INC 6.25 05/01/2022 | US30283WAB00 | 0.010705 | 6.250 | 978565.625000 | 5/1/2022 | ||||
| SEVENTY SEVEN OPERATING 6.625 11/15/2019 | US165258AB07 | 0.010589 | 6.625 | 967943.888889 | 11/15/2019 | ||||
| CALIFORNIA RESOURCES CRP 6 11/15/2024 | US13057QAF46 | 0.010218 | 6.000 | 933997.500000 | 11/15/2024 | ||||
| HERTZ CORP 5.875 10/15/2020 | US428040CP20 | 0.010201 | 5.875 | 932442.152778 | 10/15/2020 | ||||
| LINN ENERGY LLC/FIN CORP 12 12/15/2020 | US536022AM84 | 0.009932 | 12.000 | 907866.666667 | 12/15/2020 | ||||
| CHAPARRAL ENERGY INC 7.625 11/15/2022 | US15942RAD17 | 0.009881 | 7.625 | 903233.038194 | 11/15/2022 | ||||
| MALLINCKRODT INTERNATIONAL 4.75 04/15/2023 | US561234AE52 | 0.009683 | 4.750 | 885173.611111 | 4/15/2023 | ||||
| LINN ENERGY LLC/FIN CORP 6.25 11/01/2019 | US536022AJ55 | 0.008565 | 6.250 | 782945.625000 | 11/1/2019 | ||||
| LINN ENERGY LLC/FIN CORP 6.5 05/15/2019 | US536022AK29 | 0.007910 | 6.500 | 723106.805556 | 5/15/2019 | ||||
| CHESAPEAKE ENERGY CORP 4.875 04/15/2022 | US165167CN50 | 0.006370 | 4.875 | 582291.666667 | 4/15/2022 | ||||
| JOY GLOBAL INC 5.125 10/15/2021 | US481165AJ77 | 0.005846 | 5.125 | 534362.357639 | 10/15/2021 | ||||
| CALIFORNIA RESOURCES CRP 5.5 09/15/2021 | US13057QAD97 | 0.005564 | 5.500 | 508643.958333 | 9/15/2021 | ||||
| ENERGY XXI GULF COAST IN 9.25 12/15/2017 | US29276KAP66 | 0.003587 | 9.250 | 327856.215278 | 12/15/2017 | ||||
| ENERGY XXI GULF COAST IN 6.875 03/15/2024 | US29276KAU51 | 0.002772 | 6.875 | 253355.034722 | 3/15/2024 | ||||
| ARCH COAL INC 7 06/15/2019 | US039380AE02 | 0.001219 | 7.000 | 111412.500000 | 6/15/2019 | ||||
| ARCH COAL INC 7.25 06/15/2021 | US039380AG59 | 0.001209 | 7.250 | 110482.500000 | 6/15/2021 | ||||
| Performance quoted represents past performance, which is no guarantee of future results. Investment return and principal value will fluctuate, so you may have a gain or loss when shares are sold. Current performance may be higher or lower than that quoted. Visit www.spdrs.com for most recent month-end performance. | |||||||||
| This material expires 20 days after the current quarter end | |||||||||
| This analysis or any portion thereof may not be revised or changed in any way, reprinted, sold or redistributed without the written consent of SSGA. | |||||||||
| Portfolio holdings, allocations and weightings are as of the date indicated, are subject to change and should not be considered a recommendation to buy individual securities. For most recent information visit www.spdrs.com. | |||||||||
| Important Risk Information | |||||||||
| ETFs trade like stocks, are subject to investment risk, fluctuate in market value and may trade at prices above or below the ETFs net asset value. Brokerage commissions and ETF expenses will reduce returns. | |||||||||
| Standard & Poor’s®, S&P® and SPDR® are registered trademarks of Standard & Poor’s Financial Services LLC (S&P); Dow Jones is a registered trademark of Dow Jones Trademark Holdings LLC (Dow Jones); and these trademarks have been licensed for use by S&P Dow Jones Indices LLC (SPDJI) and sublicensed for certain purposes by State Street Corporation. State Street Corporation’s financial products are not sponsored, endorsed, sold or promoted by SPDJI, Dow Jones, S&P, their respective affiliates and third party licensors and none of such parties make any representation regarding the advisability of investing in such product(s) nor do they have any liability in relation thereto, including for any errors, omissions, or interruptions of any index. | |||||||||
| Distributor: State Street Global Markets, LLC, member FINRA, SIPC, a wholly owned subsidiary of State Street Corporation. References to State Street may include State Street Corporation and its affiliates. Certain State Street affiliates provide services and receive fees from the SPDR ETFs. | |||||||||
| Before investing, consider the funds' investment objectives, risks, charges and expenses. To obtain a prospectus or summary prospectus which contains this and other information, call 1-866-787-2257 or visit www.spdrs.com. Read it carefully. | |||||||||
| IBG-14441 | |||||||||
| SPD898 |
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| # JNK percent energy. | |
| > sum(energy$Weight) | |
| [1] 6.62657 | |
| > (nrow(energy) / nrow(normal)) * 100 | |
| [1] 14.05082 | |
| # HYG percent energy. | |
| > sum(energy$Weight) | |
| [1] 5.9225 | |
| > (nrow(energy) / nrow(normal)) * 100 | |
| [1] 11.89675 |
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