As of 11/13/2019
% of Net Assets Market Value Security Type Description Identifier Underlying Identifier Coupon Rate Maturity Date Par Value/Quantity Security Price Currency S&P Rating Moody's Rating Fitch Rating
9.00% $150000000.00 Repo REPO -- -- $1.65 11/15/2019 150,000,000 $100.00 USD NR NR NR
9.00% $150000000.00 Repo REPO -- -- $1.64 11/14/2019 150,000,000 $100.00 USD NR NR NR
7.79% $9237184.14 Credit Default Swap CDX HY32 5Y -- -- $5.00 6/20/2024 -120,582,000 $-7.72 USD NR NR NR
3.06% $3479845.60 Credit Default Swap CDX HY33 5Y -- -- $5.00 12/20/2024 -47,600,000 $-7.38 USD NR NR NR
2.38% $68048.55 Future FIN FUT US 5YR CBT 12/31/19 FVZ9 -- $6.00 1/1/2020 335 $118.43 USD NR NR NR
1.94% $32400000.00 Repo REPO -- -- $1.62 11/14/2019 32,400,000 $100.00 USD NR NR NR
1.46% $932417.37 Total Return Swap - RECEIVE TRS IBOXHY/3ML INDX 12/20/19 @285.450 IBOXHY -- $0.00 12/20/2019 23,400,000 $3.98 USD NR NR NR
1.09% $18246062.50 Corporate SPRINT CORP SR UNSEC 85207UAF2 -- $7.88 9/15/2023 16,475,000 $110.63 USD B B3 B+
1.07% $17906439.27 Corporate DISH DBS CORP SR UNSEC 25470XAJ4 -- $5.88 7/15/2022 17,069,000 $104.91 USD B- B1 NR
1.01% $484363.37 Total Return Swap - RECEIVE TRS IBOXHY/3ML INDX 12/20/19 @288.300 IBOXHY -- $0.00 12/20/2019 16,400,000 $2.95 USD NR NR NR
0.93% $15482162.50 Corporate NIELSEN FINANCE LLC/CO SR UNSEC 144A 65409QBB7 -- $5.00 4/15/2022 15,386,000 $100.63 USD BB B1 NR
0.89% $14795933.04 Corporate INFOR US INC 45672NAG6 -- $6.50 5/15/2022 14,537,000 $101.78 USD CCC+ Caa1 NR
0.83% $13788016.95 Corporate ARD FINANCE SA SEC**FULL CALL** 00191AAC0 -- $7.13 9/15/2023 13,269,000 $103.91 USD B- Caa2 NR
0.82% $13744380.00 Corporate CHS/COMMUNITY HEALTH SYS SR SEC 12543DAY6 -- $6.25 3/31/2023 13,936,000 $98.63 USD B- Caa1 B
0.79% $13175200.00 Corporate TENET HEALTHCARE CORP SR UNSEC 88033GCN8 -- $6.75 6/15/2023 12,256,000 $107.50 USD CCC+ Caa1 B
0.72% $11947443.60 Corporate CSC HOLDINGS LLC SR UNSEC 126307AF4 -- $6.75 11/15/2021 11,084,000 $107.79 USD B B3 NR
0.71% $11777945.70 Corporate CIT GROUP INC GLBL SR UNSEC 125581GQ5 -- $5.00 8/15/2022 11,108,000 $106.03 USD BB+ Ba1 BBB-
0.71% $11800932.89 Corporate GRIFFON CORPORATION SR UNSEC 398433AH5 -- $5.25 3/1/2022 11,724,000 $100.66 USD B+ B2 B+
0.70% $11738813.75 Corporate CHEMOURS CO SR UNSEC 163851AB4 -- $6.63 5/15/2023 11,783,000 $99.63 USD BB- Ba3 NR
0.67% $11213263.12 Corporate CROWN AMER/CAP CORP IV SR UNSEC 228189AB2 -- $4.50 1/15/2023 10,670,000 $105.09 USD BB- Ba3 NR
0.67% $11190190.14 Corporate XPO LOGISTICS INC SR UNSEC 144A 983793AD2 -- $6.50 6/15/2022 10,954,000 $102.16 USD BB- Ba3 NR
0.66% $11041885.99 Corporate AVOLON HOLDINGS SR UNSEC 144A 70014LAA8 -- $5.25 8/15/2022 10,359,000 $106.59 USD BBB- Baa3 BBB-
0.65% $10872895.15 Corporate ALTICE FINANCING SA SEC 144A 02154CAD5 -- $6.63 2/15/2023 10,626,000 $102.32 USD B+ B2 NR
0.65% $10877362.50 Corporate BOMBARDIER INC SR UNSEC 144A 097751BP5 -- $8.75 12/1/2021 10,095,000 $108.10 USD B- Caa1 B
0.64% $10608000.00 Corporate FREEPORT-MCMORAN INC SR UNSEC 35671DAZ8 -- $3.88 3/15/2023 10,400,000 $101.75 USD BB Ba1 BB+
0.63% $10472860.00 Corporate UNIVISION COMMUNICATIONS SR SEC 144A 914906AR3 -- $5.13 5/15/2023 10,552,000 $99.50 USD B B2 NR
0.62% $10260798.58 Corporate CENTURYLINK INC GLBL SR UNSEC 156700AS5 -- $5.80 3/15/2022 9,723,000 $105.38 USD B+ B2 BB
0.62% $10316995.00 Corporate TENET HEALTHCARE CORP SR UNSEC 88033GCE8 -- $8.13 4/1/2022 9,476,000 $108.88 USD CCC+ Caa1 B
0.61% $10239900.00 Corporate ADT CORP GLBL SR UNSEC 00101JAK2 -- $6.25 10/15/2021 9,570,000 $107.00 USD BB- Ba3 NR
0.61% $10103219.09 Corporate KENNEDY-WILSON INC SR UNSEC 489399AG0 -- $5.88 4/1/2024 9,805,000 $103.04 USD BB B1 NR
0.61% $10190804.40 Corporate REYNOLDS GRP ISS/REYNOLD 144A 761735AT6 -- $5.13 7/15/2023 9,890,000 $102.58 USD B+ B1 NR
0.61% $10092131.03 Corporate SBA COMMUNICATIONS CORP SR UNSEC 78410GAB0 -- $4.00 10/1/2022 9,855,000 $102.47 USD BB- B1 NR
0.61% $10197818.18 Corporate WR GRACE & CO-CONN SR UNSEC 144A 383909AE8 -- $5.13 10/1/2021 9,793,000 $104.13 USD BB- Ba3 NR
0.59% $9755020.07 Corporate INTERNATIONAL GAME TECH SEC 144A 460599AB9 -- $6.25 2/15/2022 9,211,000 $105.91 USD BB+ Ba2 NR
0.57% $9581003.75 Corporate BLUE RACER MID LLC/FINAN SR UNSEC 144A 095796AA6 -- $6.13 11/15/2022 10,020,000 $95.62 USD B B2 BB-
0.57% $9432307.72 Corporate NATIONSTAR MTG HLD INC SR USNEC 144A 93369KAA3 -- $8.13 7/15/2023 8,874,000 $106.29 USD B B2 NR
0.57% $9464423.26 Corporate ORTHO-CLINICAL DIAGNOSTICS SR UNSEC 144 22663AAA7 -- $6.63 5/15/2022 9,754,000 $96.72 USD CCC Caa2 NR
0.57% $9493090.00 Corporate RESTAURANT BRANDS SR SEC 144A 68245XAC3 -- $4.25 5/15/2024 9,250,000 $102.45 USD BB+ Ba2 NR
0.57% $9450583.76 Corporate TRIUMPH GROUP INC SR UNSEC 144A 896818AQ4 -- $6.25 9/15/2024 8,997,000 $105.04 USD B+ B3 NR
0.56% $9394681.12 Corporate XPO LOGISTICS INC SR UNSEC 144A 983793AG5 -- $6.75 8/15/2024 8,672,000 $108.33 USD BB- Ba3 NR
0.54% $8970780.00 Corporate INTELSAT JACKSON HLDG SR UNSEC 45824TAP0 -- $5.50 8/1/2023 9,858,000 $91.00 USD CCC+ Caa2 NR
0.53% $8904743.73 Corporate OPEN TEXT CORP SR UNSEC 144A 683715AA4 -- $5.63 1/15/2023 8,723,000 $102.08 USD BB Ba2 NR
0.53% $8754444.76 Corporate TELECOM ITALIA SPA SR UNSEC 144A 87927YAA0 -- $5.30 5/30/2024 8,150,000 $107.29 USD BB+ Ba1 BB+
0.52% $8671256.05 Corporate ACADIA HEALTHCARE CO INC SR UNSEC 00404AAJ8 -- $5.63 2/15/2023 8,478,000 $102.28 USD B- B3 NR
0.52% $8695213.73 Corporate CENTURYLINK INC SR UNSEC 156700AW6 -- $5.63 4/1/2020 8,582,000 $101.32 USD B+ B2 BB
0.52% $8742536.54 Corporate REYNOLDS GRP ISS/REYNOLD 761735AP4 -- $5.75 10/15/2020 8,714,215 $100.49 USD B+ B1 NR
0.52% $8614314.36 Corporate TRANSOCEAN INC SR UNSEC 893830BE8 -- $9.00 7/15/2023 8,343,000 $103.25 USD B- Caa1 NR
0.51% $8466270.30 Corporate ASCENT RESOURCES/ARU FIN SR UNSEC 144A 04364VAA1 -- $10.00 4/1/2022 8,621,000 $98.21 USD BB- B2 NR
0.51% $8487228.75 Corporate HERTZ CORP 144A 428040CT4 -- $7.63 6/1/2022 8,151,000 $104.13 USD B+ B1 NR
0.51% $8526272.63 Corporate TENET HEALTHCARE CORP SR SEC 144A 88033GDC1 -- $4.63 9/1/2024 8,229,000 $103.61 USD BB- Ba3 BB-
0.50% $8371620.00 Corporate ASHLAND INC SR UNSEC 044209AF1 -- $4.75 8/15/2022 7,992,000 $104.75 USD BB Ba1 NR
0.49% $8192685.84 Corporate ANIXTER INC GLBL SR UNSEC 035287AE1 -- $5.13 10/1/2021 7,875,500 $104.03 USD BB Ba3 BBB-
0.48% $7955492.99 Corporate HCA INC SR UNSEC GLBL 404121AD7 -- $7.50 2/15/2022 7,149,000 $111.28 USD BB- Ba2 BB
0.48% $7922466.30 Corporate MPH ACQUISITION HOLDINGS SR UNSEC 144A 553283AB8 -- $7.13 6/1/2024 8,726,000 $90.79 USD B- Caa1 NR
0.46% $7708600.13 Corporate ARCONIC INC SR UNSEC 013817AV3 -- $5.40 4/15/2021 7,477,000 $103.23 USD BBB- Ba2 BB+
0.46% $7623581.23 Corporate BOMBARDIER INC SR UNSEC 144A 097751BF7 -- $6.13 1/15/2023 7,545,000 $101.04 USD B- Caa1 B
0.46% $7639085.64 Corporate CENTURYLINK INC SR UNSEC 156700BA3 -- $7.50 4/1/2024 6,779,000 $112.75 USD B+ B2 BB
0.46% $7668173.40 Corporate CPG INTERNATIONAL INC SR UNSEC 144A 12626CAA0 -- $8.00 10/1/2021 7,646,000 $100.29 USD CCC+ Caa2 NR
0.46% $7647041.25 Corporate EAGLE HOLDING CO II LLC UNSEC 144A 26959XAC7 -- $7.75 5/15/2022 7,504,000 $101.91 USD CCC+ Caa1 NR
0.46% $7739195.80 Corporate HCA HEALTHCARE INC SR UNSEC 40412CAC5 -- $6.25 2/15/2021 7,364,000 $105.10 USD BB- Ba2 B+
0.46% $7722965.00 Corporate PETSMART INC SR UNSEC 144A 04021LAA8 -- $7.13 3/15/2023 8,282,000 $93.25 USD CCC+ Caa2 NR
0.46% $7742255.84 Corporate SABRE GLBL INC 144A 78573NAA0 -- $5.38 4/15/2023 7,532,000 $102.79 USD BB Ba2 NR
0.45% $7463865.50 Corporate GATES GLOBAL LLC SR UNSEC 144A 36740PAA1 -- $6.00 7/15/2022 7,462,000 $100.03 USD B Caa1 NR
0.44% $7363815.85 Corporate CENTURYLINK INC 156700AR7 -- $6.45 6/15/2021 6,971,000 $105.64 USD B+ B2 BB
0.44% $7345447.20 Corporate FREEPORT-MCMORAN INC 35671DAU9 -- $3.55 3/1/2022 7,272,000 $101.01 USD BB Ba1 BB+
0.44% $7259410.66 Corporate RANGE RESOURCES CORP SR UNSEC 75281AAY5 -- $5.00 8/15/2022 7,687,000 $94.50 USD BB Ba3 NR
0.43% $7109228.70 Corporate ALLY FINANCIAL INC SR UNSEC 02005NBG4 -- $4.25 4/15/2021 6,923,000 $102.69 USD BBB- NR BBB-
0.43% $7099135.68 Corporate ARCONIC INC SR UNSEC 013817AU5 -- $6.15 8/15/2020 6,916,000 $102.65 USD BBB- Ba2 BB+
0.43% $7110008.93 Corporate CENTENE CORP SR UNSEC 15135BAD3 -- $4.75 5/15/2022 6,946,000 $102.36 USD BBB- Ba1 BB+
0.43% $7244927.57 Corporate FMG RESOURCES AUG 2006 SR UNSEC 144A 30251GAU1 -- $4.75 5/15/2022 7,019,000 $103.22 USD BB+ Ba1 NR
0.43% $7208441.25 Corporate SPRINGLEAF FINANCE CORP SR UNSEC 85172FAK5 -- $6.13 5/15/2022 6,729,000 $107.13 USD BB- Ba3 NR
0.42% $7027995.59 Corporate DAVITA INC UNSEC 23918KAQ1 -- $5.13 7/15/2024 6,851,000 $102.58 USD B+ Ba3 NR
0.42% $7038170.00 Corporate INTELSAT CONNECT FINANCE SR UNSEC 144A 45827AAD5 -- $9.50 2/15/2023 8,716,000 $80.75 USD CCC- Ca NR
0.42% $6950126.25 Corporate NETFLIX INC SR UNSEC 64110LAJ5 -- $5.50 2/15/2022 6,549,000 $106.13 USD BB- Ba3 NR
0.42% $6989535.40 Corporate SUNOCO LP/FINANCE CORP SR UNSEC 86765LAJ6 -- $4.88 1/15/2023 6,808,000 $102.67 USD BB- B1 BB
0.41% $6896877.21 Corporate DIAMOND 1 FIN/DIAMOND 2 SR UNSEC 144A 25272KAU7 -- $5.88 6/15/2021 6,789,000 $101.86 USD BB Ba2 BB+
0.41% $6761568.73 Corporate EMC CORP SR UNSEC 268648AN2 -- $3.38 6/1/2023 6,714,000 $100.71 USD BB- NR BB
0.40% $6651103.51 Corporate ALGECO SCOTSMAN GLOB FIN 01551UAC8 -- $8.00 2/15/2023 6,665,000 $99.79 USD B- B2 B+
0.40% $6658091.46 Corporate ALLY FINANCIAL INC SR UNSEC 02005NAY6 -- $4.13 2/13/2022 6,431,000 $103.53 USD BBB- NR BBB-
0.40% $6655683.81 Corporate DISH DBS CORP SR UNSEC 25470XAQ8 -- $5.13 5/1/2020 6,571,000 $101.29 USD B- B1 NR
0.40% $6607737.09 Corporate FAIRSTONE FINANCIAL INC SR UNSEC 144A 30575FAA6 -- $7.88 7/15/2024 6,246,000 $105.79 USD B B1 NR
0.40% $6725062.58 Corporate SCIENTIFIC GAMES INTERN**FULL CALL** 80874YAU4 -- $10.00 12/1/2022 6,507,000 $103.35 USD B- Caa1 NR
0.39% $6455097.94 Corporate AVON PRODUCTS INC SR UNSEC 054303BA9 -- $7.00 3/15/2023 6,003,000 $107.53 USD B B3 B
0.39% $6427447.15 Corporate MGM RESORTS INTL SR UNSEC 552953CA7 -- $6.63 12/15/2021 5,923,000 $108.52 USD BB- Ba3 BB
0.38% $6315360.00 Corporate DENBURY RESOURCES INC 144A 247916AF6 -- $9.00 5/15/2021 7,136,000 $88.50 USD B B3 NR
0.38% $6266572.84 Corporate NCR CORP WI GLB SR UNSEC 62886EAJ7 -- $5.00 7/15/2022 6,193,000 $101.19 USD BB B2 NR
0.38% $6277467.50 Corporate REVLON CONSUMER PRODS 761519BD8 -- $5.75 2/15/2021 7,451,000 $84.25 USD CCC Caa3 NR
0.38% $6315596.80 Corporate SPRINGLEAF FINANCE CORP SR UNSEC 85172FAD1 -- $7.75 10/1/2021 5,792,000 $109.04 USD BB- Ba3 B
0.38% $6266142.69 Corporate WILLIAMS SCOTSMAN INTL SEC 144A 96950GAB8 -- $6.88 8/15/2023 5,953,000 $105.26 USD B B3 NR
0.37% $6237508.20 Corporate ALLEGHENY TECHNOLOGIES SR NT 01741RAE2 -- $5.95 1/15/2021 6,083,000 $102.54 USD B B3 NR
0.37% $6167000.00 Corporate ALLY FINANCIAL INC SR UNSEC 02005NAW0 -- $3.75 11/18/2019 6,167,000 $100.00 USD BBB- Ba2 BBB-
0.37% $6088710.00 Corporate ANTERO RESOURCES FINANCE SR UNSEC 03674PAL7 -- $5.38 11/1/2021 6,547,000 $93.00 USD BB Ba3 BB+
0.37% $6203863.80 Corporate BALL CORP SR UNSEC 058498AU0 -- $4.38 12/15/2020 6,044,000 $102.65 USD BB+ Ba1 NR
0.37% $6149711.58 Corporate DISH DBS CORP COMPANY GUARNT 25470XAE5 -- $6.75 6/1/2021 5,829,000 $105.50 USD B- B1 NR
0.37% $6127242.05 Corporate FORTRESS TRANS & INFRAST SR UNSEC 144A 34960PAA9 -- $6.75 3/15/2022 5,904,000 $103.78 USD B+ B1 BB-
0.37% $6228601.92 Corporate KB HOME SR UNSEC 48666KAR0 -- $7.50 9/15/2022 5,535,000 $112.53 USD BB- Ba3 NR
0.37% $6105893.24 Corporate NGPL PIPECO LLC SR UNSEC 144A 62912XAE4 -- $4.38 8/15/2022 5,890,000 $103.63 USD BBB- Baa3 NR
0.36% $6056505.00 Corporate AES CORP/VA SR UNSEC 00130HBZ7 -- $4.00 3/15/2021 5,950,000 $101.79 USD BB+ Ba1 BBB-
0.36% $6033986.71 Corporate BAUSCH HEALTH COS INC 144A 91831AAB7 -- $5.88 5/15/2023 5,951,000 $101.39 USD B- B3 B
0.36% $6080718.77 Corporate MOLY-COP (GRINDING MED) SEC 144A 398545AA1 -- $7.38 12/15/2023 6,250,000 $97.29 USD B B3 NR
0.36% $5936482.63 Corporate SEMGROUP/ROSE ROCK FIN 77714PAB5 -- $5.63 7/15/2022 5,865,000 $101.63 USD B+ B3 NR
0.36% $5924527.50 Corporate STARWOOD PROPERTY TRUST SR UNSEC 85571BAG0 -- $5.00 12/15/2021 5,683,000 $104.25 USD BB- Ba3 NR
0.36% $5996034.96 Corporate YUM! BRANDS INC GLBL SR UNSEC 988498AJ0 -- $3.88 11/1/2023 5,777,000 $103.79 USD B+ B1 NR
0.35% $5843193.19 Corporate ADT CORP SR UNSEC 00101JAF3 -- $3.50 7/15/2022 5,797,900 $100.78 USD BB- Ba3 NR
0.35% $5816404.80 Corporate FIAT CHRYSLER AUTOMOBILE SR UNSEC 31562QAC1 -- $4.50 4/15/2020 5,762,000 $100.94 USD BB+ Ba2 BBB-
0.35% $5834044.16 Corporate FIAT CHRYSLER AUTOMOBILE SR UNSEC 31562QAF4 -- $5.25 4/15/2023 5,462,000 $106.81 USD BB+ Ba2 BBB-
0.35% $5905700.69 Corporate HANNON ARMSTRONG SUSTAIN SRUNSEC 144A 418751AA1 -- $5.25 7/15/2024 5,589,000 $105.67 USD BB+ NR BB+
0.35% $5767723.16 Corporate OWENS-BROCKWAY SR UNSEC 144A 690872AA4 -- $5.00 1/15/2022 5,571,000 $103.53 USD B+ B1 NR
0.35% $5899326.57 Corporate TARGA RESOURCES PARTNERS SR UNSEC 87612BAP7 -- $4.25 11/15/2023 5,853,000 $100.79 USD BB Ba3 NR
0.34% $5676037.39 Corporate CABLEVISION SYSTEMS CORP GLBL SR UNSEC 12686CBB4 -- $5.88 9/15/2022 5,248,000 $108.03 USD B B3 NR
0.34% $5731463.16 Corporate CHENIERE CORP CHRISTI HD SR SEC 16412XAD7 -- $7.00 6/30/2024 5,013,000 $114.33 USD BBB- Ba1 BBB-
0.34% $5708930.12 Corporate LIMITED BRANDS INC SR NT GLBL 532716AU1 -- $5.63 2/15/2022 5,429,000 $105.16 USD BB Ba1 NR
0.34% $5625409.74 Corporate PPDI (JAGUAR HLD) SR UNSEC 144A 47010DAA8 -- $6.38 8/1/2023 5,433,000 $103.54 USD B- B3 NR
0.33% $5503750.00 Corporate CIT GROUP INC SR UNSEC 125581GY8 -- $4.75 2/16/2024 5,180,000 $106.25 USD BB+ Ba1 BBB-
0.33% $5534505.59 Corporate ENSIGN DRILLING INC SR UNSEC 144A 29359NAA3 -- $9.25 4/15/2024 6,363,000 $86.98 USD BB- B2 NR
0.33% $5551168.75 Corporate EQUINIX INC SR UNSEC 29444UAN6 -- $5.38 1/1/2022 5,449,000 $101.88 USD BBB- Ba1 BBB-
0.33% $5487102.59 Corporate FMG RESOURCES AUG 2006 SR UNSEC 144A 30251GAW7 -- $5.13 5/15/2024 5,199,000 $105.54 USD BB+ Ba1 NR
0.33% $5537391.30 Bank Loan IHEARTCOMMUNICATIONS INC TL 45175AAB7 -- $5.78 5/1/2026 5,496,170 $100.75 USD BB- B1 NR
0.33% $5442087.39 Corporate MEG ENERGY CORP SR UNSEC 144A 552704AB4 -- $6.38 1/30/2023 5,608,000 $96.96 USD BB- B3 B+
0.33% $5562549.54 Corporate VIDEOTRON LTEE GLBL SR UNSEC 92658TAQ1 -- $5.00 7/15/2022 5,271,000 $105.53 USD BB+ Ba1 NR
0.32% $5292928.30 Corporate LIMITED BRANDS INC SR NT88 532716AT4 -- $6.63 4/1/2021 5,027,000 $105.29 USD BB Ba1 NR
0.32% $252124.14 Total Return Swap - RECEIVE TRS IBOXHY/3ML INDX 12/20/19 @282.850 IBOXHY -- $0.00 12/20/2019 5,100,000 $4.94 USD NR NR NR
0.32% $5293216.99 Corporate UNITED RENTALS INC**FULL CALL** 911365BC7 -- $4.63 7/15/2023 5,158,000 $102.62 USD BBB- Ba1 NR
0.31% $5152179.38 Corporate ALLY FINANCIAL INC GLBL CO GTD 02005NAE0 -- $8.00 3/15/2020 5,073,000 $101.56 USD BBB- Ba2 BBB-
0.31% $5136092.10 Corporate BAYTEX ENERGY CORP SR UNSEC 144A 07317QAF2 -- $5.13 6/1/2021 5,199,000 $98.79 USD BB B2 NR
0.31% $5139808.32 Corporate XPO LOGISTICS INC SR UNSEC 144A 983793AF7 -- $6.13 9/1/2023 4,974,000 $103.33 USD BB- Ba3 NR
0.30% $4920201.95 Corporate ARDAGH PKG FI**PUT REDEMPTION** 03969AAM2 -- $4.25 9/15/2022 4,846,000 $101.53 USD BB Ba3 NR
0.30% $4986686.66 Corporate DCP MIDSTREAM OPERATING LP SR UNSEC 23311VAB3 -- $4.95 4/1/2022 4,805,000 $103.78 USD BB+ Ba2 BB+
0.30% $5048854.51 Corporate ELDORADO RESORTS INC SR UNSEC 28470RAC6 -- $7.00 8/1/2023 4,818,000 $104.79 USD B B2 NR
0.30% $5069321.30 Corporate SPRINT CORP SR UNSEC 85207UAE5 -- $7.25 9/15/2021 4,747,000 $106.79 USD B B3 B+
0.29% $4870409.12 Corporate COMMSCOPE FINANCE LLC SR SEC 144A 20338QAB9 -- $5.50 3/1/2024 4,719,000 $103.21 USD B+ Ba3 NR
0.29% $4867972.00 Corporate DELL INC SR UNSEC 24702RAQ4 -- $4.63 4/1/2021 4,720,000 $103.14 USD BB- Ba2 BB
0.29% $4825670.31 Corporate FERRELLGAS LP/FERRELLGAS 315292AP7 -- $6.75 1/15/2022 5,642,000 $85.53 USD CCC- Caa2 NR
0.29% $4801783.75 Corporate MGM RESORTS INTL SR NT 552953BX8 -- $7.75 3/15/2022 4,273,000 $112.38 USD BB- Ba3 BB
0.28% $4604924.65 Corporate BWAY HOLDING CO SEC 144A 12429TAD6 -- $5.50 4/15/2024 4,469,000 $103.29 USD B B2 BB-
0.28% $4736919.73 Corporate CIT GROUP INC SR UNSEC 125581GR3 -- $5.00 8/1/2023 4,415,000 $107.29 USD BB+ Ba1 BBB-
0.28% $4590164.56 Corporate CORECIVIC INC SR UNSEC 22025YAQ3 -- $5.00 10/15/2022 4,606,000 $99.66 USD BB Ba1 BB
0.28% $4725635.91 Corporate DCP MIDSTREAM OPERATING LP SR UNSEC 23311VAD9 -- $3.88 3/15/2023 4,632,000 $102.02 USD BB+ Ba2 BB+
0.28% $4729764.24 Corporate ISTAR INC SR UNSEC 45031UCD1 -- $5.25 9/15/2022 4,613,000 $102.53 USD BB- Ba3 BB
0.28% $4652171.85 Corporate MGM RESORTS INTL SR UNSEC 552953BY6 -- $6.75 10/1/2020 4,478,000 $103.89 USD BB- Ba3 BB
0.28% $4658555.12 Corporate QEP RESOURCES INC 74733VAB6 -- $5.38 10/1/2022 4,728,000 $98.53 USD BB- Ba3 NR
0.28% $4712799.80 Corporate RADIATE HOLDCO / FINANCE SR UNSEC 144A 75026JAB6 -- $6.88 2/15/2023 4,589,000 $102.70 USD CCC+ Caa1 NR
0.28% $4669716.18 Corporate SPRINT COMMUNICATIONS GLBL SR UNSEC 852061AR1 -- $7.00 8/15/2020 4,532,000 $103.04 USD B B3 B+
0.28% $4751052.31 Corporate STANDARD INDUSTRIES INC SR UNSEC 144A 853496AB3 -- $5.50 2/15/2023 4,656,000 $102.04 USD BBB- Ba2 NR
0.28% $4594928.76 Corporate VERISIGN INC SR UNSEC WI 92343EAF9 -- $4.63 5/1/2023 4,503,000 $102.04 USD BBB- Ba1 NR
0.27% $4484892.77 Corporate ALLY FINANCIAL INC SR UNSEC 02005NBH2 -- $3.88 5/21/2024 4,306,000 $104.15 USD BBB- NR BBB-
0.27% $4556670.27 Corporate ARDAGH PKG FIN/HLDGS USA*FULL CALL* 03969AAH3 -- $4.63 5/15/2023 4,442,000 $102.58 USD BB Ba3 NR
0.27% $4457622.50 Corporate CHS/COMMUNITY **EXCHANGE & CONSENT** 12543DAV2 -- $6.88 2/1/2022 6,437,000 $69.25 USD CC C C
0.27% $4578560.00 Corporate CONSOL ENERGY INC SR UNSEC 20854PAL3 -- $5.88 4/15/2022 4,672,000 $98.00 USD BB- B3 BB
0.27% $4569495.93 Corporate DCP MIDSTREAM LLC SR UNSECURED 144A 23311RAD8 -- $5.35 3/15/2020 4,510,000 $101.32 USD BB+ Ba2 BB+
0.27% $4519996.81 Corporate INFORMATICA CORP SR UNSEC 144A 465349AA6 -- $7.13 7/15/2023 4,435,000 $101.92 USD CCC+ Caa1 NR
0.27% $4535077.49 Corporate MURPHY OIL CORP SR**TENDER & CONSENT** 626717AF9 -- $4.20 12/1/2022 4,391,000 $103.28 USD BB+ Ba2 BB+
0.27% $4538177.70 Corporate NABORS INDUSTRIES INC CO GTD 629568AX4 -- $4.63 9/15/2021 4,813,000 $94.29 USD BB- B1 BB-
0.27% $4457986.03 Corporate NAVIENT CORP 78442FEQ7 -- $5.50 1/25/2023 4,261,000 $104.62 USD B+ Ba3 BB
0.27% $4494205.06 Corporate ROCKPOINT GAS STORAGE CA 144A 77381WAA4 -- $7.00 3/31/2023 4,470,000 $100.54 USD BB- NR B
0.26% $4291724.21 Corporate ARDONAGH MIDCO THREE PLC SEC 144A 48250PAA8 -- $8.63 7/15/2023 4,492,000 $96.17 USD NR B3 B+
0.26% $4265303.62 Corporate CF INDUSTRIES INC SR UNSEC 12527GAC7 -- $3.45 6/1/2023 4,165,000 $102.41 USD BB+ Ba3 BB+
0.26% $4374154.95 Corporate EMC CORP GLBL SR UNSEC 268648AQ5 -- $2.65 6/1/2020 4,377,000 $99.94 USD BB- NR BB
0.26% $4317617.55 Corporate GFL ENVIRONMENTAL INC SR UNSEC 144A 36168QAC8 -- $5.63 5/1/2022 4,263,000 $101.28 USD CCC+ Caa2 NR
0.26% $4384620.11 Corporate HUDBAY MINERALS INC SR UNSEC 144A 443628AF9 -- $7.25 1/15/2023 4,236,000 $103.51 USD B B3 NR
0.26% $4297408.13 Corporate INTELSAT JACKSON HLDG 144A 45824TAS4 -- $9.50 9/30/2022 3,744,000 $114.78 USD B B1 NR
0.26% $4369369.50 Corporate NINE ENERGY SERVICE INC SR UNSEC 144A 65441VAA9 -- $8.75 11/1/2023 6,126,000 $71.33 USD B- B3 NR
0.26% $4353390.50 Corporate YUM! BRANDS INC 988498AG6 -- $3.88 11/1/2020 4,298,000 $101.29 USD B+ B1 NR
0.25% $4093153.75 Corporate AMERICAN AIRLINES GROUP 02376RAC6 -- $5.00 6/1/2022 3,931,000 $104.13 USD BB- B1 BB-
0.25% $4148894.84 Corporate CSC HOLDINGS LLC SR UNSEC 126307AH0 -- $5.25 6/1/2024 3,849,000 $107.79 USD B B3 NR
0.25% $4225328.58 Corporate ISTAR INC SR UNSEC 45031UBZ3 -- $6.00 4/1/2022 4,106,000 $102.91 USD BB- Ba3 BB
0.25% $4131449.60 Corporate KB HOME SR UNSEC 48666KAT6 -- $7.00 12/15/2021 3,824,000 $108.04 USD BB- Ba3 BB-
0.25% $4224468.67 Corporate ROWAN COMPANIES INC SR UNSEC 779382AP5 -- $4.88 6/1/2022 6,422,000 $65.78 USD B- Caa1 NR
0.24% $4057680.00 Corporate SPRINT COMMUNICATIONS SR UNSEC 852061AS9 -- $6.00 11/15/2022 3,828,000 $106.00 USD B B3 B+
0.24% $3922475.26 Corporate WPX ENERGY INC SR UNSEC 98212BAE3 -- $5.25 9/15/2024 3,844,000 $102.04 USD BB- B1 BB
0.23% $3830264.00 Corporate CLEAR CHANNEL WORLDWIDE 18451QAN8 -- $9.25 2/15/2024 3,505,000 $109.28 USD B- Caa2 NR
0.23% $3760297.26 Corporate COGENT COMMUNICATIONS GR SEC 144A 19240CAA1 -- $5.38 3/1/2022 3,593,000 $104.66 USD B+ Ba3 NR
0.23% $3854009.58 Corporate PARTY CITY HOLDINGS INC SR UNSEC 144A 702150AC7 -- $6.13 8/15/2023 6,288,000 $61.29 USD B- B1 NR
0.23% $3880593.75 Corporate UNITED CONTINENTAL HLDGS 910047AJ8 -- $4.25 10/1/2022 3,763,000 $103.13 USD BB Ba3 BB
0.22% $3724924.40 Corporate AMERICAN MISTREAM PTNRS/ SR UNSEC 144A 02753GAA7 -- $9.50 12/15/2021 3,961,000 $94.04 USD B Caa2 NR
0.22% $3724795.90 Corporate CHS/COMMUNITY HEALTH SYS SEC 144A 12543DAZ3 -- $11.00 6/30/2023 4,472,000 $83.29 USD CCC- Ca CCC-
0.22% $3586854.45 Corporate DRIVETIME AUTO GP & ACCEPT CORP SEC 144 26209NAK9 -- $8.00 6/1/2021 3,523,000 $101.81 USD B- B3 NR
0.22% $3622581.00 Corporate INTELSAT LUXEMBOURG SA SR UNSEC 458204AQ7 -- $8.13 6/1/2023 5,100,000 $70.53 USD CCC- Ca NR
0.22% $3610628.43 Corporate INTESA SANPAOLO SPA SUB 144A 46115HAT4 -- $5.02 6/26/2024 3,460,000 $104.15 USD BB+ Ba1 BBB-
0.22% $3634130.57 Corporate L BRANDS INC SR UNSEC 501797AJ3 -- $5.63 10/15/2023 3,411,000 $106.54 USD BB Ba1 BB+
0.22% $3707383.38 Corporate SPRINGLEAF FINANCE CORP SR UNSEC 85172FAP4 -- $6.13 3/15/2024 3,429,000 $108.12 USD BB- Ba3 NR
0.22% $3642271.50 Corporate SPRINT COMMUNICATIONS**CONSENT** 852061AQ3 -- $7.00 3/1/2020 3,586,000 $101.57 USD B+ B1 BB
0.22% $3687195.00 Corporate STERIGENICS NORDION TOPC SR UNSEC 144A 85917NAA0 -- $8.13 11/1/2021 3,678,000 $100.25 USD CCC+ Caa2 NR
0.22% $3722623.20 Corporate T-MOBILE USA INC SR UNSEC**CONSENT** 87264AAR6 -- $4.00 4/15/2022 3,600,000 $103.41 USD BB+ Ba2 BB+
0.21% $3578649.14 Corporate ALLY FINANCIAL INC SR UNSEC 02005NAZ3 -- $4.13 3/30/2020 3,545,000 $100.95 USD BBB- NR BBB-
0.21% $3488427.30 Corporate EDGEWELL PERSONAL CAR GLBL SR UNSEC 29266RAB4 -- $4.70 5/19/2021 3,413,000 $102.67 USD B+ B3 NR
0.21% $3558884.65 Corporate ENDO FIN/ENDO LTD/E FINC SR UNSEC 29273EAC2 -- $6.00 7/15/2023 5,515,000 $64.53 USD CCC+ Caa2 NR
0.21% $3534968.18 Corporate FRONTIER COMMUNICATIONS SR UNSEC 35906AAW8 -- $10.50 9/15/2022 7,983,000 $44.28 USD CCC Caa3 CCC
0.21% $3472660.00 Corporate GAMESTOP CORP SR UNSEC 144A 36467WAB5 -- $6.75 3/15/2021 3,464,000 $100.25 USD BB- Ba2 NR
0.21% $3487321.14 Corporate HANESBRANDS INC SR UNSEC 144A 410345AJ1 -- $4.63 5/15/2024 3,316,000 $105.17 USD BB- Ba2 NR
0.21% $3458599.20 Corporate IRON MOUNTAIN INC SR UNSEC 144A 46284VAB7 -- $4.38 6/1/2021 3,423,000 $101.04 USD BB- Ba3 NR
0.21% $3522020.00 Corporate NAVIOS MARITIME HLDS/FIN 144A 639365AG0 -- $7.38 1/15/2022 6,152,000 $57.25 USD B B1 NR
0.20% $3353664.69 Corporate 24 HOUR FITNESS WORLDWIDE SR UNSEC 144A 90132BAA5 -- $8.00 6/1/2022 6,243,000 $53.72 USD CCC Caa2 NR
0.20% $3307273.98 Corporate CALPINE CORP 144A 131347CA2 -- $6.00 1/15/2022 3,298,000 $100.28 USD BB Ba2 BB+
0.20% $3342857.58 Corporate ENERGY TRANSFER OPERATNG JR SUB 29278NAA1 -- $6.25 -- 3,579,000 $93.40 USD BB Ba2 BB
0.20% $3380384.40 Corporate GOEASY LTD SR UNSEC 144A**FULL CALL** 380355AB3 -- $7.88 11/1/2022 3,246,000 $104.14 USD BB- Ba3 NR
0.20% $3312495.00 Corporate HCA INC GLBL SR UNSEC 404121AG0 -- $5.88 5/1/2023 3,000,000 $110.42 USD BB- Ba2 BB
0.20% $3257887.50 Corporate MGM GROWTH/MGM FINANCE SR UNSEC 55303XAC9 -- $5.63 5/1/2024 2,955,000 $110.25 USD BB- B1 BB+
0.20% $3301025.20 Corporate NAVIENT CORP SR UNSEC 63938CAD0 -- $6.63 7/26/2021 3,113,000 $106.04 USD B+ Ba3 BB
0.20% $3409428.00 Corporate NOKIA OYJ SR UNSEC 654902AD7 -- $3.38 6/12/2022 3,383,000 $100.78 USD BB+ Ba2 BBB-
0.20% $3338544.64 Corporate PBF LOGISTICS LP/FINANCE SR UNSEC 69318UAB1 -- $6.88 5/15/2023 3,240,000 $103.04 USD BB- B2 BB
0.19% $3167418.95 Corporate KIK CUSTOM PRODUCTS (KRONOS ACQ) 144A 50106GAA0 -- $9.00 8/15/2023 3,660,000 $86.54 USD CCC- Caa2 NR
0.19% $3084283.11 Corporate POLYONE CORP 73179PAK2 -- $5.25 3/15/2023 2,868,000 $107.54 USD BB- Ba3 NR
0.19% $3111696.25 Corporate RITE AID CORP SR UNSEC 144A 767754CH5 -- $6.13 4/1/2023 3,613,000 $86.13 USD CCC- Caa2 BB-
0.19% $3185486.72 Corporate SENSATA TECHNOLOGIES BV SR UNSEC 144A 81725WAG8 -- $4.88 10/15/2023 3,004,000 $106.04 USD BB+ Ba3 NR
0.18% $3013931.45 Corporate AKER BP ASA SR UNSEC 144A 00973RAD5 -- $4.75 6/15/2024 2,883,000 $104.54 USD BBB- Ba1 BBB-
0.18% $2993740.00 Corporate BARMINCO FINANCE PTY 067687AC7 -- $6.63 5/15/2022 2,896,000 $103.38 USD BB Ba3 NR
0.18% $3002415.69 Corporate COMMSCOPE INC SR UNSEC 144A 203372AM9 -- $5.50 6/15/2024 3,086,000 $96.54 USD B- B3 NR
0.18% $2977314.75 Corporate MGIC INVESTMENT CORP SR UNSEC 552848AF0 -- $5.75 8/15/2023 2,695,000 $110.48 USD BB+ Ba1 NR
0.18% $2956580.00 Corporate NABORS INDUSTRIES INC SR UNSEC 62957HAC9 -- $5.50 1/15/2023 3,322,000 $89.00 USD BB- B1 BB-
0.18% $2984590.29 Corporate QVC INC 747262AS2 -- $4.85 4/1/2024 2,836,000 $105.04 USD BBB- Ba2 BBB-
0.18% $3040853.84 Corporate WPX ENERGY INC SR UNSEC 98212BAG8 -- $8.25 8/1/2023 2,708,000 $112.29 USD BB- B1 BB
0.17% $2842832.50 Corporate ANTERO RESOURCES CORP SR UNSEC 03674XAF3 -- $5.63 6/1/2023 3,881,000 $73.75 USD BB Ba3 BB+
0.17% $2863032.32 Corporate BRUIN E&P PARTNERS LLC SR UNSEC 144A 11680JAA0 -- $8.88 8/1/2023 4,385,000 $65.29 USD B Caa1 NR
0.17% $2822364.00 Corporate CLEARWATER PAPER CORP SR UNSEC 18538RAG8 -- $4.50 2/1/2023 2,810,000 $100.38 USD BB- Ba3 NR
0.17% $2802778.54 Corporate HARLAND CLARKE HOLDINGS SEC 144A 412690AF6 -- $8.38 8/15/2022 3,569,000 $78.53 USD B- B2 NR
0.17% $2893141.98 Corporate PRIME SECSRVC BRW/FINANC SR SEC 144A 74166MAB2 -- $5.25 4/15/2024 2,818,000 $102.67 USD BB- Ba3 NR
0.17% $2850528.28 Corporate SINCLAIR TELEVISION **FULL CALL** 829259AN0 -- $6.13 10/1/2022 2,811,000 $101.41 USD B B1 NR
0.17% $2795195.56 Corporate TOLL BROS FINANCE CORP 88947EAK6 -- $5.88 2/15/2022 2,630,000 $106.28 USD BB+ Ba1 BBB-
0.16% $2649364.25 Corporate COMMSCOPE INC SRUNSEC 203372AL1 -- $5.00 6/15/2021 2,645,000 $100.17 USD B- B3 NR
0.16% $2715174.42 Corporate LKQ CORP SR UNSEC 501889AB5 -- $4.75 5/15/2023 2,666,000 $101.84 USD B+ Ba3 NR
0.16% $2588382.21 Corporate MGM RESORTS INTL SR UNSEC 552953CB5 -- $5.25 3/31/2020 2,561,000 $101.07 USD BB- Ba3 BB
0.16% $2697488.20 Corporate PRESTIGE BRANDS INC SR UNSEC 144A 74112BAJ4 -- $5.38 12/15/2021 2,683,000 $100.54 USD B Caa1 NR
0.16% $2623140.00 Corporate SESI LLC 78412FAP9 -- $7.13 12/15/2021 3,363,000 $78.00 USD B- B3 NR
0.16% $2731959.94 Corporate SPRINGLEAF FINANCE CORP SR UNSEC 85172FAJ8 -- $8.25 12/15/2020 2,573,000 $106.18 USD BB- Ba3 B
0.15% $2505247.55 Corporate ALERIS INTL INC 144A 014477AT0 -- $10.75 7/15/2023 2,380,000 $105.26 USD CCC+ Caa2 NR
0.15% $2563518.08 Corporate ALLEGHENY TECHNOLOGIES SR UNSEC 01741RAF9 -- $7.88 8/15/2023 2,342,000 $109.46 USD B B3 NR
0.15% $2570850.00 Corporate APX GROUP INC 00213MAD6 -- $8.75 12/1/2020 2,610,000 $98.50 USD CCC Caa2 NR
0.15% $2503870.90 Corporate BAUSCH HEALTH COS INC SR UNSEC 144A 91911KAE2 -- $5.50 3/1/2023 2,475,000 $100.71 USD B- B3 B
0.15% $2438859.41 Corporate CYRUSONE LP/CYRUSONE FIN SR UNSEC 23283PAG9 -- $5.00 3/15/2024 2,360,000 $103.34 USD BBB- Ba1 BBB-
0.15% $2460150.00 Corporate GEO GROUP INC/THE SR UNSEC CO GTD 36159RAG8 -- $5.13 4/1/2023 2,772,000 $88.75 USD B+ B1 NR
0.15% $2438030.00 Corporate ICAHN ENTERPRISES/FIN SR UNSEC 144A 451102BU0 -- $4.75 9/15/2024 2,402,000 $101.50 USD BB+ Ba3 NR
0.15% $2526301.15 Corporate MALLINCK**EXCHANGE & CONSENT** 561233AB3 -- $4.88 4/15/2020 3,795,000 $66.57 USD CC Caa2 NR
0.15% $2566900.00 Corporate MEG ENERGY CORP SR UNSEC 144A 552704AC2 -- $7.00 3/31/2024 2,660,000 $96.50 USD BB- B3 B+
0.15% $2534050.00 Corporate NAVIENT CORP SR UNSEC 63938CAF5 -- $6.50 6/15/2022 2,360,000 $107.38 USD B+ Ba3 BB
0.15% $2533777.11 Corporate NAVIENT CORP SR UNSEC 63938CAA6 -- $5.00 10/26/2020 2,489,000 $102.05 USD B+ Ba3 BB
0.15% $2463909.08 Corporate TEINE ENERGY LTD SR UNSEC 144A 879068AA2 -- $6.88 9/30/2022 2,457,000 $100.28 USD B+ B3 NR
0.14% $2389945.78 Corporate GENWORTH HOLDINGS INC 372491AF7 -- $4.90 8/15/2023 2,538,000 $94.17 USD B NR NR
0.14% $2363724.71 Corporate IHEARTCOMMUNICATIONS INC SR UNSEC 45174HBD8 -- $8.38 5/1/2027 2,187,930 $108.03 USD B- Caa1 NR
0.13% $2169021.36 Corporate GULFPORT ENERGY CORP SR UNSEC 402635AE6 -- $6.63 5/1/2023 2,706,000 $80.16 USD BB- B3 NR
0.13% $2217385.01 Corporate JEFFERIES LOANCORE/FINAN SR UNSEC 144A 47233GAA2 -- $6.88 6/1/2020 2,216,000 $100.06 USD B B1 NR
0.13% $2154916.50 Corporate TDC (DKT FINANCE APS) 144A 255882AA0 -- $9.38 6/17/2023 2,013,000 $107.05 USD B- Caa1 B-
0.13% $2137769.46 Corporate WATCO COS LLC/FINANCE CO SR UNSEC 144A 941130AA4 -- $6.38 4/1/2023 2,095,000 $102.04 USD B- B3 NR
0.12% $2082850.46 Corporate CARVANA CO SR UNSEC 144A 146869AA0 -- $8.88 10/1/2023 2,023,000 $102.96 USD CCC+ Caa2 NR
0.12% $1970707.49 Corporate KEN GARFF AUTOMOTIVE SR UNSEC 144A 49377PAA4 -- $7.50 8/15/2023 1,847,000 $106.79 USD B B1 NR
0.12% $2012253.60 Corporate NORTHWEST ACQ/DOMINION SEC 144A 66727WAA0 -- $7.13 11/1/2022 4,002,000 $50.28 USD B+ Caa1 BB
0.12% $2076125.00 Corporate SPRINGLEAF FINANCE CORP SR UNSEC 85172FAL3 -- $5.63 3/15/2023 1,954,000 $106.25 USD BB- Ba3 NR
0.12% $1946220.00 Corporate UNIT CORP CO GTD 909218AB5 -- $6.63 5/15/2021 3,912,000 $50.00 USD CC Caa2 CCC+
0.12% $1952402.67 Corporate WEX INC SR UNSEC 144A 96208TAA2 -- $4.75 2/1/2023 1,923,000 $101.53 USD BB- Ba2 NR
0.11% $1914863.08 Corporate CBL & ASSOCIATES LP SR UNSEC 12505JAA1 -- $5.25 12/1/2023 2,658,000 $72.04 USD BB- Caa1 B-
0.11% $1786739.67 Corporate ENSEMBLE S MERGER SUB SR UNSEC 144A 29359FAA0 -- $9.00 9/30/2023 1,734,000 $103.04 USD CCC Caa2 NR
0.11% $1859220.00 Corporate INTREPID AVIATION** PUT REDEMPTION** 46122XAG8 -- $8.50 8/15/2021 1,800,000 $103.71 USD B NR B+
0.11% $1760457.99 Corporate TRI POINTE GROUP INC SR UNSEC 87265HAE9 -- $4.88 7/1/2021 1,709,000 $103.01 USD BB- Ba3 NR
0.10% $1598111.88 Corporate IHEARTCOMMUNICATIONS INC 45174HBC0 -- $6.38 5/1/2026 1,483,342 $107.74 USD BB- B1 NR
0.10% $1722806.39 Corporate INMARSAT FINANCE PLC SR UNSEC 144A 45763PAE6 -- $4.88 5/15/2022 1,699,000 $101.40 USD BB Ba3 NR
0.10% $1648269.64 Corporate PRECISION DRILLING CORP SR UNSEC 740212AK1 -- $7.75 12/15/2023 1,766,000 $93.33 USD BB- B2 BB-
0.09% $1434595.64 Corporate BALL CORP SR UNSEC 058498AS5 -- $4.00 11/15/2023 1,369,000 $104.79 USD BB+ Ba1 NR
0.09% $1571404.07 Corporate CRESTWOOD MIDSTREAM PART 226373AL2 -- $6.25 4/1/2023 1,561,000 $100.67 USD BB- B1 NR
0.09% $1498864.66 Corporate MULTIPLAN/POLARIS INTER SR UNSEC 144A 73107GAA1 -- $8.50 12/1/2022 1,812,000 $83.28 USD B- Caa2 NR
0.09% $1458322.44 Corporate STEARNS HOLDINGS LLC SEC 144A **DEF** 85800TAA7 -- $9.38 8/15/2020 2,946,000 $47.88 USD D NR NR
0.09% $1539749.54 Government U S TREASURY BILLS 912796WG0 -- $0.00 12/3/2019 1,541,000 $99.92 USD GOVT GOVT GOVT
0.09% $1476962.35 Corporate VERITAS US INC/BERMUDA L 92346LAA1 -- $10.50 2/1/2024 1,596,000 $92.54 USD CCC Caa2 NR
0.09% $1502462.50 Corporate WASHINGTON PG LP SR UNSEC 939648AE1 -- $6.45 8/15/2024 1,561,000 $96.25 USD BB Ba2 BB
0.08% $1297350.00 Corporate CALIFORNIA RESOURCES CRP 144A 13057QAG2 -- $8.00 12/15/2022 3,348,000 $38.75 USD B- Caa2 NR
0.08% $1398400.00 Corporate RIVERBED TECHNOLOGY INC SR UNSEC 144A 74339KAA0 -- $8.88 3/1/2023 3,040,000 $46.00 USD CCC- Caa2 NR
0.08% $1273705.21 Corporate SERVICE KING (MIDAS INT HOLDCO II) 144A 59563KAA8 -- $7.88 10/1/2022 1,451,000 $87.78 USD CCC Caa2 NR
0.07% $1185820.52 Corporate DIAMOND OFFSHORE DRILL SR UNSEC 25271CAM4 -- $3.45 11/1/2023 1,441,000 $82.29 USD CCC+ B3 NR
0.07% $1196986.83 Corporate KB HOME SR UNSEC**FULL CALL** 48666KAQ2 -- $8.00 3/15/2020 1,171,000 $102.22 USD BB- Ba3 NR
0.07% $1169493.65 Corporate KCA DEUTAG UK FINANCE PLC SEC 144A 48244LAA6 -- $7.25 5/15/2021 1,781,000 $65.67 USD CCC+ Caa1 NR
0.07% $1159405.57 Corporate VALARIS PLC SR UNSEC 91889DAC0 -- $8.00 1/31/2024 1,923,000 $60.29 USD B- NR NR
0.06% $973312.33 Corporate ACTUANT CORPORATION 00508XAF1 -- $5.63 6/15/2022 961,000 $101.28 USD BB- B1 NR
0.06% $1001484.78 Corporate CHESAPEAKE ENERGY 165167CF2 -- $6.63 8/15/2020 1,051,000 $95.29 USD B+ B3 NR
0.06% $1034290.00 Corporate CONSOLIDATED COMMUNICATI 20903XAE3 -- $6.50 10/1/2022 1,172,000 $88.25 USD CCC+ Caa1 NR
0.06% $995355.75 Corporate FREEDOM MORTGAGE CORP SRUNSEC 144A 35640YAD9 -- $10.75 4/1/2024 961,000 $103.58 USD B- B2 B+
0.06% $973935.00 Corporate GENWORTH HOLDINGS INC SR UNSEC 37247DAP1 -- $7.63 9/24/2021 941,000 $103.50 USD B B2 NR
0.06% $1007031.90 Corporate KINETIC CONCEPT/KCI USA SEC 144A 49461BAH7 -- $12.50 11/1/2021 961,000 $104.79 USD NR NR NR
0.06% $1006947.33 Corporate MURPHY OIL CORP**TENDER & CONSENT** 626717AD4 -- $4.00 6/1/2022 961,000 $104.78 USD BB+ Ba2 BB+
0.06% $975409.88 Corporate NABORS INDUSTRIES INC GBL CO GTD 629568AV8 -- $5.00 9/15/2020 974,000 $100.14 USD BB- B1 BB-
0.06% $1058338.30 Corporate NCR CORP SR UNSEC 62886EAR9 -- $5.88 12/15/2021 1,052,000 $100.60 USD BB B2 NR
0.06% $958643.89 Corporate NEWFIELD EXPLORATION CO 651290AP3 -- $5.75 1/30/2022 900,000 $106.49 USD BBB Ba1 BBB
0.06% $958191.59 Corporate NUSTAR LOGISTICS LP CO GTD 67059TAB1 -- $4.80 9/1/2020 946,000 $101.29 USD BB- Ba2 BB
0.06% $996235.07 Corporate PBF HOLDING CO LLC SR UNSEC 69318FAE8 -- $7.00 11/15/2023 961,000 $103.67 USD BB B1 BB
0.06% $934971.32 Corporate TRIDENT TPI HOLDINGS INC SR UNSEC 144A 89616RAB5 -- $9.25 8/1/2024 961,000 $97.04 USD CCC+ Caa2 NR
0.06% $9489.06 Total Return Swap - RECEIVE TRS IBOXHY/3ML INDX 03/20/20 @294.000 IBOXHY -- $0.00 3/20/2020 1,000,000 $0.95 USD NR NR NR
0.06% $1036197.70 Corporate VIRGIN AUSTRALIA HOLDING SR UNSEC 144A 92765YAG2 -- $7.88 10/15/2021 1,013,000 $102.29 USD B B3 NR
0.05% $780812.50 Corporate ANTERO RESOURCES CORP SR UNSEC 03674XAC0 -- $5.13 12/1/2022 961,000 $81.25 USD BB Ba3 BB+
0.05% $769440.32 Corporate EXTRACTION OIL & GAS INC SR UNSEC 144A 30227MAA3 -- $7.38 5/15/2024 1,561,000 $49.29 USD B B3 BB
0.05% $796013.34 Corporate GENESIS ENERGY LP/GENESI SR UNSEC 37185LAH5 -- $6.75 8/1/2022 812,000 $98.03 USD B+ B1 NR
0.05% $819224.93 Corporate GREAT LAKES DREDGE&DOCK 390607AE9 -- $8.00 5/15/2022 769,000 $106.53 USD B B3 NR
0.05% $755000.00 Corporate LENNAR CORP SR UNSEC 526057BU7 -- $4.50 11/15/2019 755,000 $100.00 USD BB+ Ba1 BBB-
0.05% $753567.50 Corporate MALLINCKRODT FIN **EXCHANGE & CONSENT** 561233AA5 -- $5.75 8/1/2022 2,533,000 $29.63 USD CC Caa2 NR
0.04% $593588.75 Corporate BAUSCH HEALTH COS INC 144A 91911KAJ1 -- $6.50 3/15/2022 577,000 $102.88 USD BB- Ba2 BB
0.04% $595950.00 Corporate CHESAPEAKE ENERGY CORP SR UNSEC 165167CL9 -- $5.75 3/15/2023 870,000 $68.50 USD D B3 NR
0.04% $665796.64 Corporate DCP MIDSTREAM LLC JR SUB 144A 23311RAH9 -- $5.85 5/21/2043 721,000 $92.34 USD BB- B1 BB-
0.04% $636966.09 Corporate DENBURY RESOURCES INC 144A 247916AM1 -- $7.75 2/15/2024 846,000 $75.29 USD B B3 NR
0.04% $618665.89 Corporate GLOBAL SHIP LEASE **REPURCHASE OFFER** 37953TAB1 -- $9.88 11/15/2022 591,000 $104.68 USD B+ B3 NR
0.04% $608736.80 Corporate GREAT WST PTRLM/GRT FNCE SR UNSEC 144A 39143GAA8 -- $9.00 9/30/2021 742,000 $82.04 USD B Caa1 B+
0.04% $732001.45 Corporate LENNAR CORP SR UNSEC 526057BX1 -- $4.75 4/1/2021 713,000 $102.67 USD BB+ Ba1 BBB-
0.04% $688283.41 Corporate NAVIENT CORP**PARTIAL CALL** 78442FEJ3 -- $8.00 3/25/2020 674,000 $102.12 USD B+ Ba3 BB
0.04% $626311.40 Corporate RBS PERP GLBL JR SUB 780097AH4 -- $7.65 -- 440,000 $142.28 USD BB- Ba1 BBB-
0.04% $712850.00 Corporate SPRINGLEAF (AGFC CAP TR) SUB CO GTD 144 00846NAA5 -- $3.75 1/15/2067 1,345,000 $53.00 USD B- B2 NR
0.03% $516714.29 Corporate KCA DEUTAG UK FINANCE PLC SEC 144A 48244LAC2 -- $9.88 4/1/2022 787,000 $65.66 USD CCC+ Caa1 NR
0.03% $539860.37 Corporate LENNAR CORP 526057BN3 -- $4.75 11/15/2022 514,000 $105.03 USD BB+ Ba1 BBB-
0.03% $486059.00 Corporate LENNAR CORP SR UNSEC 526057CM4 -- $6.25 12/15/2021 460,000 $105.67 USD BB+ Ba1 BBB-
0.03% $521366.40 Corporate NAVIENT CORP 78442FEL8 -- $7.25 1/25/2022 480,000 $108.62 USD B+ Ba3 BB
0.03% $478253.40 Corporate NCL CORP LTD SR UNSEC 144A 62886HAN1 -- $4.75 12/15/2021 471,000 $101.54 USD BB+ Ba2 NR
0.03% $435524.20 Corporate OASIS PETROLEUM INC SR UNSEC 674215AG3 -- $6.88 3/15/2022 467,000 $93.50 USD B+ B2 NR
0.03% $441758.65 Corporate WHITING PETROLEUM CORP SR UNSEC 966387AH5 -- $5.75 3/15/2021 467,000 $94.60 USD BB- B2 NR
0.03% $573775.00 Corporate WHITING PETROLEUM CORP SR UNSEC 966387AP7 -- $6.25 4/1/2023 778,000 $73.75 USD BB- B2 NR
0.03% $491549.76 Corporate WYNDHAM WORLDWIDE SR SEC 98310WAJ7 -- $4.25 3/1/2022 480,000 $102.41 USD BB- Ba2 BB+
0.02% $261015.50 Corporate AVON INTERNATIONAL OPERA SEC 144A 05409QAA6 -- $7.88 8/15/2022 250,000 $104.41 USD BB- Ba1 BB+
0.02% $332336.48 Corporate CONTINENTAL RESOURCES GLBL SR UNSEC 212015AH4 -- $5.00 9/15/2022 330,000 $100.67 USD BBB- Ba1 BBB-
0.02% $326587.75 Corporate CONTINENTAL RESOURCES SR UNSEC 212015AL5 -- $4.50 4/15/2023 313,000 $104.25 USD BBB- Ba1 BBB-
0.02% $307962.67 Corporate GLP CAPITAL LP / FIN II SR UNSEC 361841AG4 -- $4.38 4/15/2021 300,000 $102.65 USD BBB- Ba1 BBB-
0.02% $255096.88 Corporate LENNAR CORP SR UNSEC 526057CH5 -- $6.63 5/1/2020 250,000 $102.04 USD BB+ Ba1 BBB-
0.02% $392792.07 Corporate NXP BV/NXP FUNDING LLC SR UNSEC 144A 62947QAW8 -- $3.88 9/1/2022 379,000 $103.60 USD BBB- Baa3 BBB-
0.02% $317094.00 Corporate VOYA FINANCIAL INC JR SUB 45685EAG1 -- $5.65 5/15/2053 300,000 $105.70 USD BBB- Baa3 BB+
0.01% $101781.20 Corporate DAE FUNDING LLC SR UNSEC 144A 23371DAA2 -- $4.50 8/1/2022 100,000 $101.78 USD BB+ Ba2 BBB-
0.01% $206583.00 Corporate DIAMOND RESORTS INTL 144A 23422RAB8 -- $7.75 9/1/2023 200,000 $103.29 USD B- B2 NR
0.01% $96377.50 Corporate SANCHEZ ENERGY CORP SR UNSEC**DEF** 79970YAB1 -- $7.75 6/15/2021 2,029,000 $4.75 USD NR NR NR
0.01% $159363.67 Corporate SIRIUS XM RADIO INC SR UNSEC 144A 82967NAY4 -- $3.88 8/1/2022 156,000 $102.16 USD BB Ba3 NR
0.01% $125000.00 Corporate TRU TAJ LLC SR SEC 144A **ESCROW CUSIP* 872ESCAC2 -- $12.00 8/15/2021 2,000,000 $6.25 USD NR NR NR
0.01% $181247.10 Corporate UNISYS CORP 909214BT4 -- $10.75 4/15/2022 167,000 $108.53 USD B+ B1 NR
0.01% $102532.87 Corporate VEREIT OPERATING PARTNER SR UNSEC 92340LAB5 -- $4.13 6/1/2021 100,000 $102.52 USD BBB- Baa3 BBB
0.00% $6759.90 Corporate 1839688 ALBERTA ULC **DEF** 682331AA1 -- $14.00 2/13/2020 672,362 $1.01 USD NR NR NR
0.00% $55461.63 Corporate AFREN PLC 144A ***DEF 02/01/16*** 00830FAB8 -- $11.50 2/1/2049 6,586,893 $0.84 USD NR NR NR
0.00% $51395.75 Corporate CHS/COMMUNITY HEALTH SYS SEC 144A 12543DBB5 -- $8.63 1/15/2024 50,000 $102.79 USD B- Caa1 B
0.00% -- Corporate CIT GROUP INC SR SECD SERIES A 125581FU7 -- $7.00 5/1/2014 0 -- USD NR NR NR
0.00% $9986.05 Corporate HARVEST OPERATIONS CORP SR UNSEC 144A 41754WAQ4 -- $2.33 4/14/2021 10,000 $99.85 USD AA Aa2 NR
0.00% $22059.30 Corporate J.C. PENNEY CO IN (HLDG) SR UNSEC 708130AD1 -- $5.65 6/1/2020 24,000 $91.91 USD CCC- Caa3 CCC+
0.00% $81221.68 Corporate LIGHTSTREAM RESOURCES 144A SR UNSE *DEF 71645AAA7 -- $8.63 2/1/2020 3,575,000 $2.27 USD NR NR NR
0.00% $12206.25 Corporate MURRAY ENERGY CORP SEC 144A ***DEF*** 62704PAF0 -- $11.25 4/15/2021 3,255,000 $0.38 USD D NR NR
0.00% $78022.78 Corporate OPE KAG FINANCE SUB SR UNSEC 144A 67109EAA6 -- $7.88 7/31/2023 85,000 $91.79 USD CCC+ Caa2 NR
0.00% $15845.45 Corporate PRECISION DRILLING CORP SR UNSEC 740212AE5 -- $6.50 12/15/2021 15,879 $99.79 USD BB- B2 BB-
0.00% $72939.30 Corporate RR DONNELLEY & SONS CO SR UNSEC 74978DAA2 -- $7.88 3/15/2021 70,000 $104.20 USD B- B3 NR
0.00% $10308.76 Corporate SABINE PASS LIQUEFACTION 785592AE6 -- $5.63 2/1/2021 10,000 $103.08 USD BBB- Baa3 BBB-
0.00% $58818.72 Corporate SOUTHWESTERN ENERGY CO SR UNSEC 845467AH2 -- $4.10 3/15/2022 60,000 $98.03 USD BB Ba3 BB
0.00% $25220.00 Corporate TXU (TCEH) **DEF** ESCROW 882ESC635 -- $10.25 11/1/2049 4,850,000 $0.52 USD NR NR NR
0.00% $13130.00 Corporate TXU (TCEH) GLBL CO GTD **DEF** ESCROW 882ESC031 -- $10.25 11/1/2049 2,525,000 $0.52 USD NR NR NR
-0.41% $-19047.14 Future FIN FUT US 10YR CBT 12/19/19 TYZ9 -- $6.00 12/20/2019 -53 $128.89 USD NR NR NR
-1.51% $-10968.75 Future FIN FUT US 2YR CBT 12/31/19 TUZ9 -- $6.00 1/1/2020 -117 $107.59 USD NR NR NR
-20.77% -- Other net assets (liabilities)1 -- -- -- -- -- -- Not Rated Not Rated Not Rated
1 Includes, but is not limited to, unsettled activity from creation/redemption transactions and portfolio security trades and accrued interest. It does not include the accrual of annual fund operating expenses after expense reimbursements.

The adjusted shares outstanding is 16,850,000. This includes any changes in shares outstanding due to creations or redemptions on the previous business day.

Legend:
% of Net Assets: Exposure in percentage terms relative to the net assets of the Fund for each position. For non-derivative holdings, market value of the Fund's holdings. For derivative positions excluding options, notional exposure of the position. For options, daily gain or loss of the position.
$ Market Value: For non-derivative holdings, market value of the Fund's positions in U.S. dollars. For derivative positions, daily gain or loss of the position or change in variation margin.
Description: Summary description of the position. For cleared swaps and listed options, this will include exchange or clearing information. For options, this includes the strike price. For total return swaps, this includes the initial levels for total return swaps. For credit default swaps, interest rate swaps and swaptions, this includes information on the underlying exposure such as tenor or currency.
Identifier: Unique identifier for the position which may be a CUSIP, ISIN, Sedol, exchange ticker, Markit RED code, or currency pair. Please note that certain positions such as OTC derivatives and some forwards may not have an identifier.
Underlying Identifier: Information on the underlying security or index referenced in a derivative contract.
Coupon Rate: Coupon rate of position. For credit default swaps or interest rate swaps, this is the rate for the fixed leg of the swap.
Maturity Date: Maturity date or expirary of the position.
Par Value/Quantity: For bonds this provides par value. For options and futures, this provides number of contracts. For credit default swaps, interest rate swaps and swaptions, this provides the amount of exposure. For total return swaps, this provides the number of units of the swap, which can be multiplied by the initial level or price to determine the amount of exposure.
Security Price: The price of the position as of the previous close. For credit default swaps, this price is the points up-front, priced in percentage of par. For options and futures, this is the price per contract. For currency pairs, this is the exchange rate. For total return swaps, this is the price or index level of the underlying security or index. For interest rate swaps and swaptions, this is the premium, quoted in percentage terms of the amount of exposure.
Currency: The currency of the position. Please note that Par Value is provided in the specified currency.
Credit quality: Ratings for each issue are obtained using ratings from Standard & Poor's (S&P), Moody's Investors Service, Fitch Ratings or other rating services. In the fund holdings, the credit rating for other net assets (liabilities) appears as "NL", not rated securities are indicated as "NR" and U.S. Treasury, U.S. Agency, U.S. Agency mortgage-backed securities and other Sovereign (foreign or domestic) securities appear under "GOVT". The credit quality of a particular security or group of securities does not ensure the stability or safety of the overall portfolio.