Transamerica

07/31/2017*


Transamerica High Yield Bond

Security Description % of Total Market Value
Univision Communications, Inc., 6.75%, due 09/15/2022 1.08%
Associated Materials LLC / AMH New Finance, Inc., 9.00%, due 01/01/2024 1.08%
Scientific Games International, Inc., 10.00%, due 12/01/2022 1.07%
GMAC Capital Trust I, Series 2, 6.96% 0.99%
CenturyLink, Inc., 7.65%, due 03/15/2042 0.95%
Hughes Satellite Systems Corp., 7.62%, due 06/15/2021 0.94%
HCA Healthcare, Inc., 6.25%, due 02/15/2021 0.75%
CHS / Community Health Systems, Inc., 6.87%, due 02/01/2022 0.73%
Clear Channel Worldwide Holdings, Inc., 7.62%, due 03/15/2020 0.72%
International Game Technology PLC, 6.50%, due 02/15/2025 0.72%
Griffon Corp., 5.25%, due 03/01/2022 0.71%
Wind Acquisition Finance SA, 7.37%, due 04/23/2021 0.70%
HCA, Inc., 7.50%, due 02/15/2022 0.70%
Sprint Communications, Inc., 9.00%, due 11/15/2018 0.67%
Lincoln National Corp., 3.53%, due 05/17/2066 0.66%
Ashton Woods USA LLC / Ashton Woods Finance Co., 6.87%, due 02/15/2021 0.65%
Credit Suisse Group AG, 7.50%, due 12/11/2023 0.64%
ArcelorMittal, 7.50%, due 10/15/2039 0.62%
Valeant Pharmaceuticals International, Inc., 5.87%, due 05/15/2023 0.59%
Tenet Healthcare Corp., 8.12%, due 04/01/2022 0.56%
Hexion, Inc., 6.62%, due 04/15/2020 0.55%
NuStar Logistics, LP, 4.80%, due 09/01/2020 0.55%
Viking Cruises, Ltd., 8.50%, due 10/15/2022 0.55%
NRG Energy, Inc., 7.25%, due 05/15/2026 0.54%
Intelsat Jackson Holdings SA, 7.50%, due 04/01/2021 0.54%
Dana Financing Luxembourg Sarl, 5.75%, due 04/15/2025 0.52%
Bank of America Corp., 8.00%, due 01/30/2018 0.50%
DISH DBS Corp., 7.75%, due 07/01/2026 0.50%
American Airlines Pass-Through Trust, 6.12%, due 07/15/2018 0.50%
Hartford Financial Services Group, Inc., 3.30%, due 02/12/2067 0.50%
Sprint Corp., 7.87%, due 09/15/2023 0.49%
Builders FirstSource, Inc., 10.75%, due 08/15/2023 0.49%
ILFC E-Capital Trust I, 4.34%, due 12/21/2065 0.48%
CITGO Holding, Inc., 10.75%, due 02/15/2020 0.48%
Frontier Communications Corp., 9.00%, due 08/15/2031 0.48%
Ceridian HCM Holding, Inc., 11.00%, due 03/15/2021 0.47%
Ziggo Secured Finance BV, 5.50%, due 01/15/2027 0.46%
SFR Group SA, 7.37%, due 05/01/2026 0.46%
United Rentals North America, Inc., 5.50%, due 07/15/2025 0.46%
Revlon Consumer Products Corp., 5.75%, due 02/15/2021 0.44%
Infor US, Inc., 6.50%, due 05/15/2022 0.44%
Valeant Pharmaceuticals International, Inc., 6.37%, due 10/15/2020 0.44%
Virgin Media Finance PLC, 5.75%, due 01/15/2025 0.43%
Cott Beverages, Inc., 5.37%, due 07/01/2022 0.43%
Uniti Group, LP / Uniti Group Finance, Inc., 8.25%, due 10/15/2023 0.43%
Red Oak Power LLC, 9.20%, due 11/30/2029 0.42%
Western Digital Corp., 10.50%, due 04/01/2024 0.42%
MGM Resorts International, 6.62%, due 12/15/2021 0.42%
Meritor, Inc., 6.25%, due 02/15/2024 0.42%
Virgin Media Finance PLC, 6.37%, due 04/15/2023 0.41%
Boyd Gaming Corp., 6.87%, due 05/15/2023 0.41%
Frontier Communications Corp., 7.62%, due 04/15/2024 0.41%
Cablevision Systems Corp., 7.75%, due 04/15/2018 0.40%
CBL & Associates, LP, 5.25%, due 12/01/2023 0.40%
DJO Finco, Inc. / DJO Finance LLC, 8.12%, due 06/15/2021 0.40%
OneMain Financial Holdings LLC, 7.25%, due 12/15/2021 0.40%
Calpine Corp., 6.00%, due 01/15/2022 0.39%
Associated Materials Group, Inc., 0.00% 0.39%
Rite Aid Corp., 6.12%, due 04/01/2023 0.39%
Sunoco, LP / Sunoco Finance Corp., 6.37%, due 04/01/2023 0.39%
Genesis Energy, LP / Genesis Energy Finance Corp., 6.75%, due 08/01/2022 0.38%
KB Home, 7.62%, due 05/15/2023 0.38%
Endo Dac / Endo Finance LLC, 6.00%, due 07/15/2023 0.38%
Brookfield Residential Properties, Inc., 6.37%, due 05/15/2025 0.37%
Bombardier, Inc., 7.75%, due 03/15/2020 0.37%
Intesa Sanpaolo SpA, 5.71%, due 01/15/2026 0.37%
Builders FirstSource, Inc., 5.62%, due 09/01/2024 0.36%
Riverbed Technology, Inc., 8.87%, due 03/01/2023 0.36%
Diebold Nixdorf, Inc., 8.50%, due 04/15/2024 0.36%
Lloyds Banking Group PLC, 7.50%, due 06/27/2024 0.36%
American Airlines Group, Inc., 5.50%, due 10/01/2019 0.36%
Clear Channel Worldwide Holdings, Inc., 6.50%, due 11/15/2022 0.36%
Ply Gem Industries, Inc., 6.50%, due 02/01/2022 0.36%
BNP Paribas SA, 6.75%, due 03/14/2022 0.36%
Virgin Media Secured Finance PLC, 5.25%, due 01/15/2026 0.36%
NOVA Chemicals Corp., 5.25%, due 06/01/2027 0.35%
CenturyLink, Inc., 7.60%, due 09/15/2039 0.35%
Calpine Corp., 5.75%, due 01/15/2025 0.35%
Teck Resources, Ltd., 6.00%, due 08/15/2040 0.35%
Sophia, LP / Sophia Finance, Inc., 9.00%, due 09/30/2023 0.34%
L Brands, Inc., 6.75%, due 07/01/2036 0.34%
DISH DBS Corp., 5.87%, due 11/15/2024 0.33%
Elwood Energy LLC, 8.15%, due 07/05/2026 0.33%
Sunoco, LP / Sunoco Finance Corp., 6.25%, due 04/15/2021 0.33%
American Airlines Pass-Through Trust, 5.60%, due 01/15/2022 0.32%
DISH DBS Corp., 7.87%, due 09/01/2019 0.32%
BWAY Holding Co., 5.50%, due 04/15/2024 0.32%
CSI Compressco, LP / CSI Compressco Finance, Inc., 7.25%, due 08/15/2022 0.31%
NCL Corp., Ltd., 4.62%, due 11/15/2020 0.31%
Xerium Technologies, Inc., 9.50%, due 08/15/2021 0.31%
Barclays PLC, 8.25%, due 12/15/2018 0.31%
Oasis Petroleum, Inc., 6.87%, due 03/15/2022 0.31%
Rivers Pittsburgh Borrower, LP / Rivers Pittsburgh Finance Corp., 6.12%, due 08/15/2021 0.31%
CCO Holdings LLC / CCO Holdings Capital Corp., 5.12%, due 05/01/2027 0.30%
Mallinckrodt International Finance SA, 4.75%, due 04/15/2023 0.30%
Meritage Homes Corp., 4.50%, due 03/01/2018 0.30%
Ally Financial, Inc., 7.50%, due 09/15/2020 0.30%
UPCB Finance IV, Ltd., 5.37%, due 01/15/2025 0.30%
PDC Energy, Inc., 6.12%, due 09/15/2024 0.30%
Sprint Communications, Inc., 11.50%, due 11/15/2021 0.30%
HealthSouth Corp., 5.75%, due 11/01/2024 0.30%
Century Communities, Inc., 5.87%, due 07/15/2025 0.30%
Dollar Tree, Inc., 5.75%, due 03/01/2023 0.29%
Freeport-McMoRan, Inc., 5.45%, due 03/15/2043 0.29%
Jefferies Finance LLC / JFIN Co-Issuer Corp., 7.50%, due 04/15/2021 0.29%
Mallinckrodt International Finance SA / Mallinckrodt CB LLC, 5.75%, due 08/01/2022 0.29%
NXP BV / NXP Funding LLC, 3.87%, due 09/01/2022 0.29%
DaVita, Inc., 5.75%, due 08/15/2022 0.29%
Dynegy, Inc., 7.62%, due 11/01/2024 0.29%
Constellium NV, 5.75%, due 05/15/2024 0.29%
Barclays PLC, 6.62%, due 09/15/2019 0.29%
Citigroup, Inc., 6.30%, due 05/15/2024 0.29%
Morgan Stanley, 5.45%, due 07/15/2019 0.29%
L Brands, Inc., 6.87%, due 11/01/2035 0.29%
Norbord, Inc., 6.25%, due 04/15/2023 0.29%
Cott Holdings, Inc., 5.50%, due 04/01/2025 0.28%
Post Holdings, Inc., 8.00%, due 07/15/2025 0.28%
Men's Wearhouse, Inc., 7.00%, due 07/01/2022 0.28%
Beazer Homes USA, Inc., 7.25%, due 02/01/2023 0.28%
Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc., 6.00%, due 02/15/2025 0.28%
CIT Group, Inc., 5.00%, due 08/15/2022 0.28%
Weatherford International, Ltd., Term Loan, 3.54%, due 07/13/2020 0.28%
Albertsons Cos. LLC / Safeway, Inc., 6.62%, due 06/15/2024 0.28%
LifePoint Health, Inc., 5.50%, due 12/01/2021 0.27%
Seagate HDD Cayman, 4.87%, due 06/01/2027 0.27%
Continental Airlines Pass-Through Trust, 6.12%, due 04/29/2018 0.27%
CSC Holdings LLC, 6.62%, due 10/15/2025 0.27%
CenturyLink, Inc., 6.45%, due 06/15/2021 0.27%
First Data Corp., 7.00%, due 12/01/2023 0.27%
ARD Finance SA, 7.12%, due 09/15/2023 0.27%
Alta Mesa Holdings, LP / Alta Mesa Finance Services Corp., 7.87%, due 12/15/2024 0.27%
WPX Energy, Inc., 8.25%, due 08/01/2023 0.27%
Bombardier, Inc., 6.12%, due 01/15/2023 0.26%
Altice Financing SA, 7.50%, due 05/15/2026 0.26%
Constellium NV, 8.00%, due 01/15/2023 0.26%
Hologic, Inc., 5.25%, due 07/15/2022 0.26%
First Data Corp., Term Loan, 3.47%, due 07/08/2022 0.26%
NCL Corp., Ltd., 4.75%, due 12/15/2021 0.26%
Meritage Homes Corp., 7.15%, due 04/15/2020 0.25%
Altice Financing SA, 6.62%, due 02/15/2023 0.25%
Rowan Cos., Inc., 4.87%, due 06/01/2022 0.25%
Whiting Petroleum Corp., 5.75%, due 03/15/2021 0.25%
Tempur Sealy International, Inc., 5.62%, due 10/15/2023 0.25%
MGM Resorts International, 6.00%, due 03/15/2023 0.25%
Unitymedia GmbH, 6.12%, due 01/15/2025 0.25%
Homer City Generation, LP, 8.73%, due 10/01/2026 0.25%
WildHorse Resource Development Corp., 6.87%, due 02/01/2025 0.25%
Societe Generale SA, 8.00%, due 09/29/2025 0.25%
FelCor Lodging, LP, 5.62%, due 03/01/2023 0.25%
CSC Holdings LLC, 10.12%, due 01/15/2023 0.25%
iStar, Inc., 6.00%, due 04/01/2022 0.25%
Claire's Stores, Inc., 9.00%, due 03/15/2019 0.25%
Triumph Group, Inc., 5.25%, due 06/01/2022 0.25%
CHS / Community Health Systems, Inc., 7.12%, due 07/15/2020 0.25%
Viking Cruises, Ltd., 6.25%, due 05/15/2025 0.24%
Concho Resources, Inc., 5.50%, due 04/01/2023 0.24%
Callon Petroleum Co., 6.12%, due 10/01/2024 0.24%
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp., 5.25%, due 03/15/2022 0.24%
CITGO Petroleum Corp., 6.25%, due 08/15/2022 0.24%
SunCoke Energy Partners, LP / SunCoke Energy Partners Finance Corp., 7.50%, due 06/15/2025 0.24%
Univision Communications, Inc., 5.12%, due 02/15/2025 0.24%
Chesapeake Energy Corp., 8.00%, due 12/15/2022 0.24%
Hughes Satellite Systems Corp., 6.62%, due 08/01/2026 0.24%
Cortes NP Acquisition Corp., Term Loan B, 5.23%, due 11/30/2023 0.24%
Wind Acquisition Finance SA, 4.75%, due 07/15/2020 0.24%
Clear Channel Worldwide Holdings, Inc., 6.50%, due 11/15/2022 0.23%
Freeport-McMoRan, Inc., 6.87%, due 02/15/2023 0.23%
PetSmart, Inc., 5.87%, due 06/01/2025 0.23%
Gulfport Energy Corp., 6.37%, due 05/15/2025 0.23%
Airxcel, Inc., 8.50%, due 02/15/2022 0.23%
Cheniere Corpus Christi Holdings LLC, 5.87%, due 03/31/2025 0.23%
Avis Budget Car Rental LLC / Avis Budget Finance, Inc., 6.37%, due 04/01/2024 0.23%
Weatherford International, Ltd., 6.75%, due 09/15/2040 0.22%
Springleaf Finance Corp., 7.75%, due 10/01/2021 0.22%
Western Digital Corp., 7.37%, due 04/01/2023 0.22%
First Data Corp., 5.75%, due 01/15/2024 0.22%
Ply Gem Industries, Inc., 6.50%, due 02/01/2022 0.22%
Morgan Stanley, 5.55%, due 07/15/2020 0.22%
JPMorgan Chase & Co., 7.90%, due 04/30/2018 0.22%
CSC Holdings LLC, 10.87%, due 10/15/2025 0.22%
Bombardier, Inc., 6.00%, due 10/15/2022 0.22%
Vertiv Group Corp., 9.25%, due 10/15/2024 0.22%
Springleaf Finance Corp., 6.00%, due 06/01/2020 0.22%
Terraform Global Operating LLC, 9.75%, due 08/15/2022 0.22%
Coveris Holdings SA, 7.87%, due 11/01/2019 0.21%
Avis Budget Car Rental LLC / Avis Budget Finance, Inc., 5.50%, due 04/01/2023 0.21%
Tempur Sealy International, Inc., 5.50%, due 06/15/2026 0.21%
Denbury Resources, Inc., 9.00%, due 05/15/2021 0.21%
JBS USA LUX SA / JBS USA Finance, Inc., 5.75%, due 06/15/2025 0.21%
Tenet Healthcare Corp., 4.37%, due 10/01/2021 0.21%
Owens-Brockway Glass Container, Inc., 5.87%, due 08/15/2023 0.21%
Carrizo Oil & Gas, Inc., 7.50%, due 09/15/2020 0.21%
New Gold, Inc., 6.37%, due 05/15/2025 0.21%
Targa Resources Partners, LP / Targa Resources Partners Finance Corp., 5.00%, due 01/15/2018 0.21%
Continental Resources, Inc., 5.00%, due 09/15/2022 0.21%
Flex Acquisition Co., Inc., 6.87%, due 01/15/2025 0.20%
Carrizo Oil & Gas, Inc., 8.25%, due 07/15/2025 0.20%
Continental Airlines Pass-Through Trust, 6.90%, due 10/19/2023 0.20%
Dell International LLC / EMC Corp., 5.45%, due 06/15/2023 0.20%
Ortho-Clinical Diagnostics, Inc. / Ortho-Clinical Diagnostics SA, 6.62%, due 05/15/2022 0.20%
Ultra Resources, Inc., 7.12%, due 04/15/2025 0.20%
HCA, Inc., 5.87%, due 02/15/2026 0.20%
Albertsons Cos. LLC / Safeway, Inc., 5.75%, due 03/15/2025 0.20%
William Lyon Homes, Inc., 5.87%, due 01/31/2025 0.20%
CNH Industrial Capital LLC, 3.87%, due 10/15/2021 0.20%
KB Home, 7.50%, due 09/15/2022 0.20%
Weatherford International LLC, 6.80%, due 06/15/2037 0.20%
Exterran Energy Solutions, LP / EES Finance Corp., 8.12%, due 05/01/2025 0.20%
MGM Resorts International, 7.75%, due 03/15/2022 0.19%
Advanced Disposal Services, Inc., Term Loan B3, 3.94%, due 11/10/2023 0.19%
Commercial Barge Line Co., 1st Lien Term Loan, 9.98%, due 11/12/2020 0.19%
Novelis Corp., 5.87%, due 09/30/2026 0.19%
Mallinckrodt International Finance SA / Mallinckrodt CB LLC, 5.50%, due 04/15/2025 0.18%
Parsley Energy LLC / Parsley Finance Corp., 5.37%, due 01/15/2025 0.18%
Cablevision Systems Corp., 8.00%, due 04/15/2020 0.18%
Novelis Corp., 6.25%, due 08/15/2024 0.18%
Ashton Woods USA LLC / Ashton Woods Finance Co., 6.75%, due 08/01/2025 0.18%
Boise Cascade Co., 5.62%, due 09/01/2024 0.18%
DISH DBS Corp., 5.00%, due 03/15/2023 0.18%
Regal Entertainment Group, 5.75%, due 02/01/2025 0.18%
Targa Resources Partners, LP / Targa Resources Partners Finance Corp., 6.75%, due 03/15/2024 0.18%
Goodyear Tire & Rubber Co., 5.00%, due 05/31/2026 0.18%
Ferrellgas, LP / Ferrellgas Finance Corp., 6.75%, due 06/15/2023 0.17%
Sprint Capital Corp., 6.90%, due 05/01/2019 0.17%
DISH DBS Corp., 6.75%, due 06/01/2021 0.17%
Dell International LLC / EMC Corp., 8.35%, due 07/15/2046 0.17%
Clear Channel Worldwide Holdings, Inc., 7.62%, due 03/15/2020 0.17%
NRG Energy, Inc., 6.62%, due 01/15/2027 0.17%
Kronos, Inc., 2nd Lien Term Loan, 9.41%, due 11/01/2024 0.17%
Dynegy, Inc., 8.00%, due 01/15/2025 0.16%
Ally Financial, Inc., 5.75%, due 11/20/2025 0.16%
Windstream Services LLC, 7.75%, due 10/01/2021 0.16%
GW Honos Security Corp., 8.75%, due 05/15/2025 0.16%
American Airlines Pass-Through Trust, 5.62%, due 07/15/2022 0.16%
Hertz Corp., 6.25%, due 10/15/2022 0.16%
Freeport-McMoRan, Inc., 6.75%, due 02/01/2022 0.16%
Royal Bank of Scotland Group PLC, 8.62%, due 08/15/2021 0.16%
Tronox Finance LLC, 6.37%, due 08/15/2020 0.16%
SM Energy Co., 6.12%, due 11/15/2022 0.16%
Pilgrim's Pride Corp., 5.75%, due 03/15/2025 0.16%
Change Healthcare Holdings LLC / Change Healthcare Finance, Inc., 5.75%, due 03/01/2025 0.15%
NuStar Logistics, LP, 5.62%, due 04/28/2027 0.15%
NuStar Logistics, LP, 8.15%, due 04/15/2018 0.15%
Sabine Pass Liquefaction LLC, 5.87%, due 06/30/2026 0.15%
Kinder Morgan, Inc., Series MTN, 8.05%, due 10/15/2030 0.15%
Navient Corp., Series MTN, 4.87%, due 06/17/2019 0.15%
SM Energy Co., 6.50%, due 11/15/2021 0.15%
Navient Corp., 5.87%, due 10/25/2024 0.15%
Jefferies Finance LLC / JFIN Co-Issuer Corp., 7.25%, due 08/15/2024 0.15%
LifePoint Health, Inc., 5.87%, due 12/01/2023 0.15%
Coveris Holdings SA, Term Loan B, 5.54%, due 06/29/2022 0.14%
Targa Resources Partners, LP / Targa Resources Partners Finance Corp., 5.12%, due 02/01/2025 0.14%
LifePoint Health, Inc., 5.37%, due 05/01/2024 0.14%
Seagate HDD Cayman, 4.75%, due 06/01/2023 0.14%
HCA, Inc., 5.25%, due 04/15/2025 0.14%
Tenet Healthcare Corp., 6.00%, due 10/01/2020 0.14%
Tesoro Logistics, LP / Tesoro Logistics Finance Corp., 6.37%, due 05/01/2024 0.14%
Scientific Games International, Inc., 7.00%, due 01/01/2022 0.14%
NuStar Logistics, LP, 6.75%, due 02/01/2021 0.14%
Meritage Homes Corp., 5.12%, due 06/06/2027 0.14%
Sunoco, LP / Sunoco Finance Corp., 5.50%, due 08/01/2020 0.14%
iHeartCommunications, Inc., 10.62%, due 03/15/2023 0.14%
Constellium NV, 6.62%, due 03/01/2025 0.14%
American Airlines Group, Inc., 4.62%, due 03/01/2020 0.14%
KB Home, 7.25%, due 06/15/2018 0.14%
CalAtlantic Group, Inc., 5.00%, due 06/15/2027 0.14%
Continental Resources, Inc., 4.50%, due 04/15/2023 0.14%
Calpine Corp., 5.87%, due 01/15/2024 0.14%
Ally Financial, Inc., 8.00%, due 03/15/2020 0.14%
CCO Holdings LLC / CCO Holdings Capital Corp., 5.12%, due 02/15/2023 0.13%
Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC, 6.87%, due 02/15/2021 0.13%
Navient Corp., Series MTN, 5.50%, due 01/15/2019 0.13%
Bill Barrett Corp., 8.75%, due 06/15/2025 0.13%
OneMain Financial Holdings LLC, 6.75%, due 12/15/2019 0.13%
First Data Corp., 5.00%, due 01/15/2024 0.13%
NOVA Chemicals Corp., 4.87%, due 06/01/2024 0.13%
T-Mobile USA, Inc., 4.00%, due 04/15/2022 0.13%
DAE Funding LLC, 5.00%, due 08/01/2024 0.13%
Hertz Corp., 7.37%, due 01/15/2021 0.13%
HealthSouth Corp., 5.75%, due 09/15/2025 0.13%
Summit Midstream Holdings LLC / Summit Midstream Finance Corp., 5.75%, due 04/15/2025 0.13%
JBS USA LUX SA / JBS USA Finance, Inc., 7.25%, due 06/01/2021 0.13%
CBL & Associates, LP, 5.95%, due 12/15/2026 0.13%
BNP Paribas SA, 7.62%, due 03/30/2021 0.12%
CNH Industrial Capital LLC, 4.37%, due 04/05/2022 0.12%
Societe Generale SA, 7.37%, due 09/13/2021 0.12%
Beazer Homes USA, Inc., 8.75%, due 03/15/2022 0.12%
WPX Energy, Inc., 5.25%, due 09/15/2024 0.12%
Genworth Holdings, Inc., 4.90%, due 08/15/2023 0.12%
United Continental Holdings, Inc., 6.37%, due 06/01/2018 0.12%
Anglo American Capital PLC, 3.75%, due 04/10/2022 0.12%
FMG Resources, Ltd., 4.75%, due 05/15/2022 0.12%
Altice US Finance I Corp., 5.37%, due 07/15/2023 0.12%
Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC, 5.12%, due 07/15/2023 0.12%
Tenet Healthcare Corp., 6.75%, due 06/15/2023 0.12%
MGM Resorts International, 6.75%, due 10/01/2020 0.12%
Dynegy, Inc., 6.75%, due 11/01/2019 0.12%
CNH Industrial Capital LLC, 3.87%, due 07/16/2018 0.11%
Valeant Pharmaceuticals International, Inc., 5.62%, due 12/01/2021 0.11%
Seagate HDD Cayman, 4.75%, due 01/01/2025 0.11%
CCO Holdings LLC / CCO Holdings Capital Corp., 5.75%, due 02/15/2026 0.11%
VEREIT Operating Partnership, LP, 4.12%, due 06/01/2021 0.11%
New Gold, Inc., 6.25%, due 11/15/2022 0.11%
Cequel Communications Holdings I LLC / Cequel Capital Corp., 6.37%, due 09/15/2020 0.11%
High Ridge Brands Co., 8.87%, due 03/15/2025 0.11%
CHS / Community Health Systems, Inc., 6.25%, due 03/31/2023 0.11%
United Rentals North America, Inc., 5.50%, due 05/15/2027 0.11%
Ball Corp., 4.37%, due 12/15/2020 0.11%
Homer City Generation, LP, Term Loan, 12.24%, due 02/08/2023 0.11%
Noble Holding International, Ltd., 8.70%, due 04/01/2045 0.11%
Rite Aid Corp., 6.75%, due 06/15/2021 0.11%
Windstream Services LLC, 7.50%, due 04/01/2023 0.10%
Chesapeake Energy Corp., 8.00%, due 06/15/2027 0.10%
Iron Mountain, Inc., 4.37%, due 06/01/2021 0.10%
Noble Holding International, Ltd., 6.05%, due 03/01/2041 0.10%
KB Home, 8.00%, due 03/15/2020 0.10%
Infor US, Inc., 5.75%, due 08/15/2020 0.10%
Calpine Corp., 5.25%, due 06/01/2026 0.10%
Hexion, Inc., 7.87%, due 02/15/2023 0.10%
US Airways Pass-Through Trust, 6.75%, due 12/03/2022 0.10%
Brookfield Residential Properties, Inc., 6.50%, due 12/15/2020 0.10%
Meritor, Inc., 6.75%, due 06/15/2021 0.10%
Ball Corp., 5.25%, due 07/01/2025 0.10%
T-Mobile USA, Inc., 6.62%, due 04/01/2023 0.10%
Dell International LLC / EMC Corp., 7.12%, due 06/15/2024 0.10%
Diamondback Energy, Inc., 4.75%, due 11/01/2024 0.10%
Sanmina Corp., 4.37%, due 06/01/2019 0.09%
EP Energy LLC / Everest Acquisition Finance, Inc., 9.37%, due 05/01/2020 0.09%
CenturyLink, Inc., 7.50%, due 04/01/2024 0.09%
Starwood Property Trust, Inc., 5.00%, due 12/15/2021 0.09%
Seagate HDD Cayman, 4.25%, due 03/01/2022 0.09%
United Rentals North America, Inc., 7.62%, due 04/15/2022 0.09%
Hexion, Inc., 10.00%, due 04/15/2020 0.09%
Parsley Energy LLC / Parsley Finance Corp., 5.25%, due 08/15/2025 0.09%
Regal Entertainment Group, 5.75%, due 06/15/2023 0.09%
Freeport-McMoRan, Inc., 6.50%, due 11/15/2020 0.09%
Sprint Corp., 7.25%, due 09/15/2021 0.08%
Rite AID Corp., 7.70%, due 02/15/2027 0.08%
Virgin Media Secured Finance PLC, 5.50%, due 08/15/2026 0.08%
Constellium NV, 7.87%, due 04/01/2021 0.08%
Owens-Brockway Glass Container, Inc., 6.37%, due 08/15/2025 0.08%
Gulfport Energy Corp., 6.00%, due 10/15/2024 0.08%
Genworth Holdings, Inc., 4.80%, due 02/15/2024 0.08%
United Airlines Pass-Through Trust, 4.62%, due 03/03/2024 0.08%
International Game Technology PLC, 6.25%, due 02/15/2022 0.08%
Cablevision Systems Corp., 8.62%, due 09/15/2017 0.08%
DAE Funding LLC, 4.50%, due 08/01/2022 0.08%
EP Energy LLC / Everest Acquisition Finance, Inc., 8.00%, due 11/29/2024 0.08%
Anglo American Capital PLC, 4.75%, due 04/10/2027 0.08%
NRG Energy, Inc., 6.62%, due 03/15/2023 0.08%
Kinder Morgan, Inc., Series MTN, 7.75%, due 01/15/2032 0.07%
Uniti Group, LP / Uniti Group Finance, Inc., 7.12%, due 12/15/2024 0.07%
Valeant Pharmaceuticals International, Inc., 7.50%, due 07/15/2021 0.07%
CHS / Community Health Systems, Inc., 5.12%, due 08/01/2021 0.07%
Credit Suisse Group AG, 6.25%, due 12/18/2024 0.07%
WPX Energy, Inc., 6.00%, due 01/15/2022 0.07%
Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc., 7.25%, due 05/15/2024 0.07%
Navient Corp., 6.50%, due 06/15/2022 0.07%
Intelsat Jackson Holdings SA, 8.00%, due 02/15/2024 0.07%
Sprint Capital Corp., 8.75%, due 03/15/2032 0.07%
Windstream Services LLC, 7.50%, due 06/01/2022 0.06%
Tenet Healthcare Corp., 5.12%, due 05/01/2025 0.06%
Hughes Satellite Systems Corp., 6.50%, due 06/15/2019 0.06%
Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC, 7.00%, due 07/15/2024 0.06%
Micron Technology, Inc., 7.50%, due 09/15/2023 0.06%
Frontier Communications Corp., 11.00%, due 09/15/2025 0.06%
Carrizo Oil & Gas, Inc., 6.25%, due 04/15/2023 0.06%
DaVita, Inc., 5.12%, due 07/15/2024 0.06%
JBS USA LUX SA / JBS USA Finance, Inc., 7.25%, due 06/01/2021 0.06%
Boyd Gaming Corp., 6.37%, due 04/01/2026 0.06%
Cequel Communications Holdings I LLC / Cequel Capital Corp., 7.75%, due 07/15/2025 0.06%
Teck Resources, Ltd., 8.50%, due 06/01/2024 0.06%
Equinix, Inc., 5.37%, due 05/15/2027 0.05%
Navient Corp., 6.62%, due 07/26/2021 0.05%
NGPL PipeCo LLC, 4.37%, due 08/15/2022 0.05%
CCO Holdings LLC / CCO Holdings Capital Corp., 5.87%, due 04/01/2024 0.05%
Oasis Petroleum, Inc., 6.50%, due 11/01/2021 0.05%
Concordia International Corp., 9.00%, due 04/01/2022 0.05%
Springleaf Finance Corp., 5.25%, due 12/15/2019 0.05%
NRG Energy, Inc., 7.87%, due 05/15/2021 0.05%
CCO Holdings LLC / CCO Holdings Capital Corp., 5.50%, due 05/01/2026 0.05%
Goldman Sachs Capital II, 4.00%, due 08/31/2017 0.05%
Valeant Pharmaceuticals International, Inc., 6.50%, due 03/15/2022 0.04%
CCO Holdings LLC / CCO Holdings Capital Corp., 5.25%, due 09/30/2022 0.04%
US Airways Pass-Through Trust, 5.45%, due 06/03/2018 0.04%
Concordia International Corp., 9.50%, due 10/21/2022 0.04%
Callon Petroleum Co., 6.12%, due 10/01/2024 0.04%
Ally Financial, Inc., 3.25%, due 02/13/2018 0.04%
SM Energy Co., 5.62%, due 06/01/2025 0.04%
Homer City Generation, LP, 8.13%, due 10/01/2019 0.04%
ILFC E-Capital Trust II, 4.59%, due 12/21/2065 0.04%
Ultra Resources, Inc., 6.87%, due 04/15/2022 0.04%
Calpine Corp., 5.50%, due 02/01/2024 0.04%
SM Energy Co., 6.75%, due 09/15/2026 0.04%
Continental Airlines Pass-Through Trust, 5.50%, due 04/29/2022 0.04%
Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC, 5.75%, due 10/15/2020 0.04%
T-Mobile USA, Inc., 6.12%, due 01/15/2022 0.04%
SM Energy Co., 6.50%, due 01/01/2023 0.03%
Atkore International, Inc., 1st Lien Term Loan, 4.30%, due 12/22/2023 0.03%
Rowan Cos., Inc., 7.37%, due 06/15/2025 0.03%
Springleaf Finance Corp., 8.25%, due 12/15/2020 0.03%
Uniti Group, Inc. / Uniti Fiber Holdings, Inc., 7.12%, due 12/15/2024 0.03%
Navient Corp., 5.00%, due 10/26/2020 0.03%
iHeartCommunications, Inc., 9.00%, due 03/01/2021 0.03%
Jefferies Finance LLC / JFIN Co-Issuer Corp., 7.37%, due 04/01/2020 0.03%
Concordia International Corp., 7.00%, due 04/15/2023 0.02%
Valeant Pharmaceuticals International, Inc., 6.12%, due 04/15/2025 0.02%
Hughes Satellite Systems Corp., 5.25%, due 08/01/2026 0.02%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 4.62%, due 10/30/2020 0.02%
Claire's Stores, Inc., 6.12%, due 03/15/2020 0.01%
NGPL PipeCo LLC, 4.87%, due 08/15/2027 0.01%
Abengoa Abenewco 2 SAU, 0.25%, due 03/31/2023 0.01%
Tronox Finance LLC, 7.50%, due 03/15/2022 0.01%
Associated Materials Group, Inc., Exercise Price $0, Expiration Date 11/17/2023 0.01%
CBS Radio, Inc., 7.25%, due 11/01/2024 0.00%**
New Cotai LLC / New Cotai Capital Corp., Class B 0.00%**
Adelphia Communications Corp., 9.25%, due 10/01/2049 0.00%**
Adelphia Communications Corp., 10.25%, due 06/15/2049 0.00%**
Adelphia Communications Corp., 10.25%, due 11/01/2049 0.00%**
American Seafoods Group LLC, Exercise Price $0.01, Expiration Date 05/15/2018 0.00%**
Waterford Gaming LLC / Waterford Gaming Financial Corp., 8.62%, due 09/15/2049 0.00%**
Net Other Assets (Liabilities) 5.27%