Transamerica

02/29/2020*


Transamerica Aegon High Yield Bond VP

Security Description % of Total Net Assets
GMAC Capital Trust I, Series 2, 7.47% 1.01%
United Rentals North America, Inc., 5.50%, due 07/15/2025 0.81%
Viking Cruises, Ltd., 5.87%, due 09/15/2027 0.81%
Dana Financing Sarl, 5.75%, due 04/15/2025 0.77%
Cornerstone Building Brands, Inc., 8.00%, due 04/15/2026 0.76%
Meritor, Inc., 6.25%, due 02/15/2024 0.71%
Sprint Corp., 7.12%, due 06/15/2024 0.66%
Univision Communications, Inc., 5.12%, due 05/15/2023 0.65%
Altice France SA, 7.37%, due 05/01/2026 0.63%
Century Communities, Inc., 5.87%, due 07/15/2025 0.60%
Pilgrim's Pride Corp., 5.87%, due 09/30/2027 0.59%
Associated Materials LLC / AMH New Finance, Inc., 9.00%, due 01/01/2024 0.59%
Griffon Corp., 5.25%, due 03/01/2022 0.59%
Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 7.00%, due 07/15/2024 0.59%
HCA, Inc., 7.50%, due 02/15/2022 0.57%
Lincoln National Corp., 4.04%, due 05/17/2066 0.57%
CommScope Technologies LLC, 6.00%, due 06/15/2025 0.57%
Virgin Media Secured Finance PLC, 5.50%, due 05/15/2029 0.56%
CHS / Community Health Systems, Inc., 8.00%, due 03/15/2026 0.56%
CCO Holdings LLC / CCO Holdings Capital Corp., 5.50%, due 05/01/2026 0.55%
NOVA Chemicals Corp., 5.25%, due 06/01/2027 0.55%
Ashton Woods USA LLC / Ashton Woods Finance Co., 9.87%, due 04/01/2027 0.55%
MGM Resorts International, 5.75%, due 06/15/2025 0.55%
Scientific Games International, Inc., 8.25%, due 03/15/2026 0.53%
Targa Resources Partners, LP / Targa Resources Partners Finance Corp., 6.75%, due 03/15/2024 0.52%
Hughes Satellite Systems Corp., 7.62%, due 06/15/2021 0.52%
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp., 5.25%, due 03/15/2022 0.52%
Teck Resources, Ltd., 6.00%, due 08/15/2040 0.51%
Albertsons Cos., Inc. / Safeway, Inc. / New Albertsons, LP, 6.62%, due 06/15/2024 0.51%
Credit Suisse Group AG, 7.50%, due 12/11/2023 0.51%
NuStar Logistics, LP, 4.80%, due 09/01/2020 0.51%
Hartford Financial Services Group, Inc., 3.81%, due 02/12/2067 0.50%
Infor, Inc., Term Loan B6, 4.69%, due 02/01/2022 0.49%
Griffon Corp., 5.75%, due 03/01/2028 0.49%
Norbord, Inc., 6.25%, due 04/15/2023 0.48%
ILFC E-Capital Trust I, 3.90%, due 12/21/2065 0.48%
Wyndham Destinations, Inc., 5.40%, due 04/01/2024 0.47%
HCA, Inc., 5.25%, due 04/15/2025 0.47%
American Airlines Group, Inc., 3.75%, due 03/01/2025 0.47%
Intesa Sanpaolo SpA, 5.71%, due 01/15/2026 0.47%
Altice Financing SA, 7.50%, due 05/15/2026 0.46%
DISH DBS Corp., 7.75%, due 07/01/2026 0.46%
HCA, Inc., 5.87%, due 02/15/2026 0.46%
PDC Energy, Inc., 6.12%, due 09/15/2024 0.45%
Uber Technologies, Inc., 7.50%, due 09/15/2027 0.45%
Callon Petroleum Co., 6.12%, due 10/01/2024 0.43%
Herc Holdings, Inc., 5.50%, due 07/15/2027 0.43%
Avaya, Inc., Term Loan B, 5.90%, due 12/15/2024 0.43%
Barclays PLC, 7.75%, due 09/15/2023 0.43%
Bombardier, Inc., 6.12%, due 01/15/2023 0.42%
Garda World Security Corp., 8.75%, due 05/15/2025 0.42%
MGM Resorts International, 5.50%, due 04/15/2027 0.42%
Sprint Communications, Inc., 1st Lien Term Loan B, 4.12%, due 02/02/2024 0.42%
Navient Corp., 5.87%, due 10/25/2024 0.42%
Hertz Corp., 6.00%, due 01/15/2028 0.42%
Crown Americas LLC / Crown Americas Capital Corp. VI, 4.75%, due 02/01/2026 0.41%
Constellium SE, 6.62%, due 03/01/2025 0.40%
Cott Holdings, Inc., 5.50%, due 04/01/2025 0.39%
Citigroup, Inc., 5.00%, due 09/12/2024 0.39%
Ohio National Financial Services, Inc., 5.55%, due 01/24/2030 0.39%
CCO Holdings LLC / CCO Holdings Capital Corp., 4.75%, due 03/01/2030 0.39%
B&G Foods, Inc., 5.25%, due 09/15/2027 0.38%
CrownRock, LP / CrownRock Finance, Inc., 5.62%, due 10/15/2025 0.38%
Western Digital Corp., 4.75%, due 02/15/2026 0.38%
Albertsons Cos., Inc. / Safeway, Inc. / New Albertsons, LP, 5.75%, due 03/15/2025 0.38%
Targa Resources Partners, LP / Targa Resources Partners Finance Corp., 5.12%, due 02/01/2025 0.38%
Connect Finco SARL, Term Loan B, 6.11%, due 12/11/2026 0.38%
Endo Dac / Endo Finance LLC / Endo Finco, Inc., 6.00%, due 07/15/2023 0.37%
Iron Mountain, Inc., 5.25%, due 03/15/2028 0.37%
Societe Generale SA, 7.37%, due 09/13/2021 0.37%
KB Home, 7.62%, due 05/15/2023 0.36%
Staples, Inc., 7.50%, due 04/15/2026 0.36%
eG Global Finance PLC, 6.75%, due 02/07/2025 0.35%
International Game Technology PLC, 6.25%, due 02/15/2022 0.35%
Oasis Petroleum, Inc., 6.87%, due 03/15/2022 0.35%
NRG Energy, Inc., 7.25%, due 05/15/2026 0.35%
Triumph Group, Inc., 5.25%, due 06/01/2022 0.35%
DISH DBS Corp., 5.00%, due 03/15/2023 0.35%
Boyne USA, Inc., 7.25%, due 05/01/2025 0.34%
CSI Compressco, LP / CSI Compressco Finance, Inc., 7.25%, due 08/15/2022 0.34%
Alcoa Nederland Holding BV, 7.00%, due 09/30/2026 0.34%
CSC Holdings LLC, 6.62%, due 10/15/2025 0.34%
Freeport-McMoRan, Inc., 5.45%, due 03/15/2043 0.34%
Hertz Corp., 5.50%, due 10/15/2024 0.33%
Hilton Domestic Operating Co., Inc., 5.12%, due 05/01/2026 0.33%
Taylor Morrison Communities, Inc., 5.87%, due 01/31/2025 0.33%
Navient Corp., 5.00%, due 10/26/2020 0.33%
Sprint Corp., 7.62%, due 03/01/2026 0.33%
Greif, Inc., 6.50%, due 03/01/2027 0.33%
Marriott Ownership Resorts, Inc. / ILG LLC, 6.50%, due 09/15/2026 0.32%
Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc., 6.00%, due 02/15/2025 0.32%
Dell International LLC / EMC Corp., 7.12%, due 06/15/2024 0.32%
CSC Holdings LLC, 7.75%, due 07/15/2025 0.32%
Intelsat Jackson Holdings SA, 8.50%, due 10/15/2024 0.32%
Olin Corp., 5.12%, due 09/15/2027 0.32%
Patrick Industries, Inc., 7.50%, due 10/15/2027 0.31%
Constellium SE, 5.75%, due 05/15/2024 0.31%
Rite Aid Corp., 6.12%, due 04/01/2023 0.31%
CenturyLink, Inc., 6.45%, due 06/15/2021 0.31%
Sophia, LP / Sophia Finance, Inc., 9.00%, due 09/30/2023 0.31%
WPX Energy, Inc., 8.25%, due 08/01/2023 0.31%
Encompass Health Corp., 5.75%, due 09/15/2025 0.31%
CCO Holdings LLC / CCO Holdings Capital Corp., 5.00%, due 02/01/2028 0.31%
Seagate HDD Cayman, 4.87%, due 03/01/2024 0.30%
Diamond Sports Group LLC / Diamond Sports Finance Co., 5.37%, due 08/15/2026 0.30%
CCO Holdings LLC / CCO Holdings Capital Corp., 5.12%, due 02/15/2023 0.30%
Avis Budget Car Rental LLC / Avis Budget Finance, Inc., 5.75%, due 07/15/2027 0.30%
Ashtead Capital, Inc., 5.25%, due 08/01/2026 0.30%
CenturyLink, Inc., 7.50%, due 04/01/2024 0.30%
L Brands, Inc., 6.75%, due 07/01/2036 0.29%
Elwood Energy LLC, 8.15%, due 07/05/2026 0.29%
GLP Capital, LP / GLP Financing II, Inc., 5.25%, due 06/01/2025 0.29%
Hexion, Inc., 7.87%, due 07/15/2027 0.29%
Bausch Health Cos., Inc., 6.12%, due 04/15/2025 0.29%
Tenet Healthcare Corp., 5.12%, due 05/01/2025 0.29%
Dell International LLC / EMC Corp., 8.35%, due 07/15/2046 0.29%
Weekley Homes LLC / Weekley Finance Corp., 6.00%, due 02/01/2023 0.29%
Sinclair Television Group, Inc., 5.50%, due 03/01/2030 0.29%
Mauser Packaging Solutions Holding Co., 5.50%, due 04/15/2024 0.29%
Viking Cruises, Ltd., 6.25%, due 05/15/2025 0.29%
Ziggo BV, 5.50%, due 01/15/2027 0.28%
Callon Petroleum Co., 8.25%, due 07/15/2025 0.28%
Graphic Packaging International LLC, 3.50%, due 03/15/2028 0.28%
Netflix, Inc., 4.87%, due 04/15/2028 0.28%
Calpine Corp., 4.50%, due 02/15/2028 0.28%
NXP BV / NXP Funding LLC, 3.87%, due 09/01/2022 0.28%
Owens-Brockway Glass Container, Inc., 5.87%, due 08/15/2023 0.28%
Clear Channel Worldwide Holdings, Inc., 9.25%, due 02/15/2024 0.27%
LCPR Senior Secured Financing DAC, 6.75%, due 10/15/2027 0.27%
UniCredit SpA, 6.57%, due 01/14/2022 0.27%
BNP Paribas SA, 6.75%, due 03/14/2022 0.27%
Station Casinos LLC, 4.50%, due 02/15/2028 0.27%
Post Holdings, Inc., 5.00%, due 08/15/2026 0.27%
Scientific Games International, Inc., 5.00%, due 10/15/2025 0.27%
Foxtrot Escrow Issuer LLC / Foxtrot Escrow Corp., 12.25%, due 11/15/2026 0.27%
Garda World Security Corp., 4.62%, due 02/15/2027 0.27%
Avolon Holdings Funding, Ltd., 5.12%, due 10/01/2023 0.26%
New Gold, Inc., 6.25%, due 11/15/2022 0.26%
Albertsons Cos., Inc. / Safeway, Inc. / New Albertsons, LP, 4.62%, due 01/15/2027 0.26%
Nokia OYJ, 3.37%, due 06/12/2022 0.26%
ARD Finance SA, 6.50%, due 06/30/2027 0.26%
Taylor Morrison Communities, Inc., 6.62%, due 07/15/2027 0.26%
Mineral Resources, Ltd., 8.12%, due 05/01/2027 0.26%
Denbury Resources, Inc., 9.00%, due 05/15/2021 0.26%
Open Text Corp., 3.87%, due 02/15/2028 0.25%
Southwestern Energy Co., 7.50%, due 04/01/2026 0.25%
Ally Financial, Inc., 7.50%, due 09/15/2020 0.25%
Cheniere Energy Partners, LP, 5.62%, due 10/01/2026 0.25%
Tenet Healthcare Corp., 8.12%, due 04/01/2022 0.25%
DCP Midstream, LP, 7.37%, due 12/15/2022 0.25%
United Airlines Holdings, Inc., 4.87%, due 01/15/2025 0.25%
Infor US, Inc., 6.50%, due 05/15/2022 0.25%
United Rentals North America, Inc., 6.50%, due 12/15/2026 0.25%
OCI NV, 6.62%, due 04/15/2023 0.25%
Lennar Corp., 5.00%, due 06/15/2027 0.25%
iStar, Inc., 4.25%, due 08/01/2025 0.25%
SM Energy Co., 6.62%, due 01/15/2027 0.25%
Tenet Healthcare Corp., 5.12%, due 11/01/2027 0.24%
Tenet Healthcare Corp., 4.87%, due 01/01/2026 0.24%
SM Energy Co., 6.12%, due 11/15/2022 0.24%
International Game Technology PLC, 6.50%, due 02/15/2025 0.24%
Cleveland-Cliffs, Inc., 4.87%, due 01/15/2024 0.24%
CenturyLink, Inc., 5.12%, due 12/15/2026 0.24%
Novelis Corp., 5.87%, due 09/30/2026 0.24%
Targa Resources Partners, LP / Targa Resources Partners Finance Corp., 5.50%, due 03/01/2030 0.24%
Par Pharmaceutical, Inc., 7.50%, due 04/01/2027 0.24%
HighPoint Operating Corp., 8.75%, due 06/15/2025 0.24%
CBL & Associates, LP, 5.25%, due 12/01/2023 0.23%
Hess Midstream Operations, LP, 5.12%, due 06/15/2028 0.23%
KCA Deutag Finance PLC, 9.62%, due 04/01/2023 0.23%
DaVita, Inc., 5.00%, due 05/01/2025 0.23%
Stericycle, Inc., 5.37%, due 07/15/2024 0.23%
HCA, Inc., 5.87%, due 02/01/2029 0.22%
HCA, Inc., 3.50%, due 09/01/2030 0.22%
Cheniere Corpus Christi Holdings LLC, 5.87%, due 03/31/2025 0.22%
Spirit AeroSystems, Inc., 4.60%, due 06/15/2028 0.22%
Bausch Health Americas, Inc., 9.25%, due 04/01/2026 0.22%
Dell International LLC / EMC Corp., 5.87%, due 06/15/2021 0.22%
NOVA Chemicals Corp., 4.87%, due 06/01/2024 0.22%
Beazer Homes USA, Inc., 5.87%, due 10/15/2027 0.22%
DaVita, Inc., 5.12%, due 07/15/2024 0.22%
Flex Acquisition Co., Inc., 7.87%, due 07/15/2026 0.22%
Avation Capital SA, 6.50%, due 05/15/2021 0.21%
USA Compression Partners, LP / USA Compression Finance Corp., 6.87%, due 09/01/2027 0.21%
Century Communities, Inc., 6.75%, due 06/01/2027 0.21%
Hexion Holdings Corp., Class B 0.21%
New Gold, Inc., 6.37%, due 05/15/2025 0.21%
DISH DBS Corp., 6.75%, due 06/01/2021 0.21%
Post Holdings, Inc., 5.50%, due 12/15/2029 0.21%
Springleaf Finance Corp., 7.12%, due 03/15/2026 0.21%
Parkland Fuel Corp., 5.87%, due 07/15/2027 0.21%
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp., 4.25%, due 02/01/2027 0.20%
KB Home, 7.00%, due 12/15/2021 0.20%
Colfax Corp., 6.00%, due 02/15/2024 0.20%
Sprint Capital Corp., 8.75%, due 03/15/2032 0.20%
CSC Holdings LLC, 10.87%, due 10/15/2025 0.20%
Clear Channel Worldwide Holdings, Inc., 5.12%, due 08/15/2027 0.20%
Ziggo Bond Co. BV, 6.00%, due 01/15/2027 0.20%
MGM Growth Properties Operating Partnership, LP / MGP Finance Co-Issuer, Inc., 5.75%, due 02/01/2027 0.20%
Frontier Communications Corp., 9.00%, due 08/15/2031 0.20%
Royal Bank of Scotland Group PLC, 8.62%, due 08/15/2021 0.20%
HAT Holdings I LLC / HAT Holdings II LLC, 5.25%, due 07/15/2024 0.20%
Rite AID Corp., 7.50%, due 07/01/2025 0.20%
Credit Suisse Group AG, 7.25%, due 09/12/2025 0.20%
iHeartCommunications, Inc., 8.37%, due 05/01/2027 0.20%
Flex Acquisition Co., Inc., 6.87%, due 01/15/2025 0.19%
Front Range BidCo, Inc., 4.00%, due 03/01/2027 0.19%
L Brands, Inc., 6.87%, due 11/01/2035 0.19%
Encompass Health Corp., 5.75%, due 11/01/2024 0.19%
Parsley Energy LLC / Parsley Finance Corp., 5.37%, due 01/15/2025 0.19%
Genesis Energy, LP / Genesis Energy Finance Corp., 6.50%, due 10/01/2025 0.19%
Olin Corp., 5.62%, due 08/01/2029 0.19%
BNP Paribas SA, 7.62%, due 03/30/2021 0.19%
Panther BF Aggregator 2, LP / Panther Finance Co., Inc., 8.50%, due 05/15/2027 0.19%
United Rentals North America, Inc., 4.62%, due 10/15/2025 0.19%
Hilton Domestic Operating Co., Inc., 4.87%, due 01/15/2030 0.19%
Whiting Petroleum Corp., 5.75%, due 03/15/2021 0.19%
Ally Financial, Inc., 3.87%, due 05/21/2024 0.18%
Eagle Intermediate Global Holding BV / Ruyi US Finance LLC, 7.50%, due 05/01/2025 0.18%
Builders FirstSource, Inc., 6.75%, due 06/01/2027 0.18%
WPX Energy, Inc., 5.25%, due 09/15/2024 0.18%
Wyndham Destinations, Inc., 5.75%, due 04/01/2027 0.18%
First Quantum Minerals, Ltd., 7.25%, due 04/01/2023 0.18%
NuStar Logistics, LP, 6.75%, due 02/01/2021 0.18%
Terrier Media Buyer, Inc., 8.87%, due 12/15/2027 0.18%
NuStar Logistics, LP, 5.62%, due 04/28/2027 0.18%
Triumph Group, Inc., 7.75%, due 08/15/2025 0.17%
Novelis Corp., 4.75%, due 01/30/2030 0.17%
Lloyds Banking Group PLC, 7.50%, due 06/27/2024 0.17%
CCO Holdings LLC / CCO Holdings Capital Corp., 4.50%, due 08/15/2030 0.17%
Netflix, Inc., 4.87%, due 06/15/2030 0.17%
US Airways Pass-Through Trust, 6.75%, due 12/03/2022 0.17%
Hertz Corp., 6.25%, due 10/15/2022 0.17%
Targa Resources Partners, LP / Targa Resources Partners Finance Corp., 5.00%, due 01/15/2028 0.17%
NextEra Energy Operating Partners, LP, 4.25%, due 07/15/2024 0.17%
Calpine Corp., 5.12%, due 03/15/2028 0.17%
Trivium Packaging Finance BV, 5.50%, due 08/15/2026 0.17%
Uber Technologies, Inc., 8.00%, due 11/01/2026 0.17%
Callon Petroleum Co., 6.25%, due 04/15/2023 0.17%
Panther BF Aggregator 2, LP / Panther Finance Co., Inc., 6.25%, due 05/15/2026 0.17%
Beazer Homes USA, Inc., 6.75%, due 03/15/2025 0.17%
United Rentals North America, Inc., 4.00%, due 07/15/2030 0.16%
CHS / Community Health Systems, Inc., 6.25%, due 03/31/2023 0.16%
Post Holdings, Inc., 5.62%, due 01/15/2028 0.16%
CCO Holdings LLC / CCO Holdings Capital Corp., 5.75%, due 02/15/2026 0.16%
Ashton Woods USA LLC / Ashton Woods Finance Co., 6.75%, due 08/01/2025 0.16%
Frontier Communications Corp., 7.62%, due 04/15/2024 0.16%
Boyd Gaming Corp., 6.37%, due 04/01/2026 0.16%
SBA Communications Corp., 4.00%, due 10/01/2022 0.16%
CIT Group, Inc., 4.75%, due 02/16/2024 0.16%
T-Mobile USA, Inc., 4.50%, due 02/01/2026 0.16%
Hughes Satellite Systems Corp., 6.62%, due 08/01/2026 0.16%
Service Properties Trust, 4.75%, due 10/01/2026 0.16%
Beazer Homes USA, Inc., 7.25%, due 10/15/2029 0.16%
Credit Suisse Group AG, 6.37%, due 08/21/2026 0.16%
iStar, Inc., 5.25%, due 09/15/2022 0.16%
US Airways Pass-Through Trust, 5.37%, due 05/15/2023 0.16%
Cleveland-Cliffs, Inc., 5.87%, due 06/01/2027 0.16%
CIT Group, Inc., 5.00%, due 08/15/2022 0.16%
United Airlines Holdings, Inc., 4.25%, due 10/01/2022 0.16%
Service Properties Trust, 4.35%, due 10/01/2024 0.15%
Intelsat Jackson Holdings SA, 9.50%, due 09/30/2022 0.15%
Tenet Healthcare Corp., 6.75%, due 06/15/2023 0.15%
Bausch Health Americas, Inc., 8.50%, due 01/31/2027 0.15%
Boise Cascade Co., 5.62%, due 09/01/2024 0.15%
OI European Group BV, 4.00%, due 03/15/2023 0.15%
Sirius XM Radio, Inc., 4.62%, due 07/15/2024 0.14%
DAE Funding LLC, 5.00%, due 08/01/2024 0.14%
Clear Channel Outdoor Holdings, Inc., Term Loan B, 5.10%, due 08/21/2026 0.14%
Cascades, Inc. / Cascades USA, Inc., 5.37%, due 01/15/2028 0.14%
NCR Corp., 6.12%, due 09/01/2029 0.14%
Taylor Morrison Communities, Inc., 6.00%, due 09/01/2023 0.14%
Parsley Energy LLC / Parsley Finance Corp., 5.62%, due 10/15/2027 0.14%
Dana, Inc., 5.37%, due 11/15/2027 0.14%
Credit Suisse Group AG, 7.50%, due 07/17/2023 0.14%
Transocean Sentry, Ltd., 5.37%, due 05/15/2023 0.14%
T-Mobile USA, Inc., 4.00%, due 04/15/2022 0.14%
Sinclair Television Group, Inc., 5.62%, due 08/01/2024 0.14%
Trivium Packaging Finance BV, 8.50%, due 08/15/2027 0.14%
Endo Finance LLC / Endo Finco, Inc., 5.37%, due 01/15/2023 0.14%
JPMorgan Chase & Co., 4.60%, due 02/01/2025 0.14%
TEGNA, Inc., 4.62%, due 03/15/2028 0.14%
Kinder Morgan, Inc., Series MTN, 7.75%, due 01/15/2032 0.14%
Scientific Games International, Inc., 7.00%, due 05/15/2028 0.13%
Goodyear Tire & Rubber Co., 4.87%, due 03/15/2027 0.13%
NCL Corp., Ltd., 3.62%, due 12/15/2024 0.13%
CSC Holdings LLC, 5.37%, due 07/15/2023 0.13%
Scientific Games International, Inc., 7.25%, due 11/15/2029 0.13%
Shelf Drilling Holdings, Ltd., 8.25%, due 02/15/2025 0.13%
Boyd Gaming Corp., 6.00%, due 08/15/2026 0.13%
Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 5.12%, due 07/15/2023 0.13%
JBS USA LUX SA / JBS USA Finance, Inc., 5.75%, due 06/15/2025 0.13%
Navient Corp., 6.50%, due 06/15/2022 0.13%
Sirius XM Radio, Inc., 5.50%, due 07/01/2029 0.13%
Lennar Corp., 4.75%, due 05/30/2025 0.13%
Summit Midstream Partners, LP, 9.50%, due 12/15/2022 0.13%
Iron Mountain US Holdings, Inc., 5.37%, due 06/01/2026 0.13%
Barclays PLC, 5.08%, due 06/20/2030 0.13%
KB Home, 4.80%, due 11/15/2029 0.13%
Associated Materials Group, Inc., 0.00% 0.13%
NCR Corp., 5.75%, due 09/01/2027 0.13%
Continental Resources, Inc., 5.00%, due 09/15/2022 0.12%
CHS / Community Health Systems, Inc., 6.62%, due 02/15/2025 0.12%
EP Energy LLC / Everest Acquisition Finance, Inc., 7.75%, due 05/15/2026 0.12%
CommScope, Inc., 6.00%, due 03/01/2026 0.12%
DAE Funding LLC, 5.75%, due 11/15/2023 0.12%
Freeport-McMoRan, Inc., 4.12%, due 03/01/2028 0.12%
Continental Airlines Pass-Through Trust, 6.90%, due 10/19/2023 0.12%
Meritage Homes Corp., 5.12%, due 06/06/2027 0.12%
DAE Funding LLC, 5.25%, due 11/15/2021 0.12%
Freeport-McMoRan, Inc., 4.25%, due 03/01/2030 0.12%
CommScope, Inc., 8.25%, due 03/01/2027 0.12%
Avis Budget Car Rental LLC / Avis Budget Finance, Inc., 5.50%, due 04/01/2023 0.12%
Cascades, Inc. / Cascades USA, Inc., 5.12%, due 01/15/2026 0.12%
Encompass Health Corp., 4.50%, due 02/01/2028 0.12%
Antero Resources Corp., 5.00%, due 03/01/2025 0.12%
Avis Budget Car Rental LLC / Avis Budget Finance, Inc., 6.37%, due 04/01/2024 0.12%
Barclays PLC, 8.00%, due 06/15/2024 0.12%
Ashton Woods USA LLC / Ashton Woods Finance Co., 6.62%, due 01/15/2028 0.12%
CCO Holdings LLC / CCO Holdings Capital Corp., 5.37%, due 06/01/2029 0.12%
Iron Mountain, Inc., 4.37%, due 06/01/2021 0.12%
American Airlines Pass-Through Trust, 5.60%, due 01/15/2022 0.12%
Bombardier, Inc., 7.50%, due 03/15/2025 0.12%
Scripps Escrow, Inc., 5.87%, due 07/15/2027 0.11%
Sensata Technologies, Inc., Co., 4.37%, due 02/15/2030 0.11%
Moss Creek Resources Holdings, Inc., 10.50%, due 05/15/2027 0.11%
Ally Financial, Inc., 8.00%, due 03/15/2020 0.11%
Bombardier, Inc., 7.87%, due 04/15/2027 0.11%
Ally Financial, Inc., 5.75%, due 11/20/2025 0.11%
Navient Corp., 6.62%, due 07/26/2021 0.11%
Altice Financing SA, 5.00%, due 01/15/2028 0.11%
Bausch Health Cos., Inc., 5.50%, due 11/01/2025 0.11%
Mauser Packaging Solutions Holding Co., 7.25%, due 04/15/2025 0.11%
Wyndham Destinations, Inc., 4.25%, due 03/01/2022 0.11%
HCA, Inc., 5.25%, due 06/15/2026 0.11%
T-Mobile USA, Inc., 6.50%, due 01/15/2024 0.11%
CSC Holdings LLC, 6.50%, due 02/01/2029 0.11%
eG Global Finance PLC, 8.50%, due 10/30/2025 0.11%
Targa Resources Partners, LP / Targa Resources Partners Finance Corp., 6.50%, due 07/15/2027 0.10%
Gray Television, Inc., 7.00%, due 05/15/2027 0.10%
Oasis Petroleum, Inc., 6.25%, due 05/01/2026 0.10%
Centene Corp., 4.25%, due 12/15/2027 0.10%
Frontier Communications Corp., 8.50%, due 04/01/2026 0.10%
CenturyLink, Inc., 5.80%, due 03/15/2022 0.10%
Ashtead Capital, Inc., 4.00%, due 05/01/2028 0.10%
Constellium SE, 5.87%, due 02/15/2026 0.10%
Boyd Gaming Corp., 4.75%, due 12/01/2027 0.10%
Summit Midstream Holdings LLC / Summit Midstream Finance Corp., 5.75%, due 04/15/2025 0.10%
Vistra Operations Co. LLC, 5.00%, due 07/31/2027 0.10%
Goodyear Tire & Rubber Co., 5.00%, due 05/31/2026 0.10%
Virgin Media Secured Finance PLC, 5.50%, due 08/15/2026 0.10%
Freeport-McMoRan, Inc., 4.55%, due 11/14/2024 0.09%
CommScope, Inc., 5.50%, due 03/01/2024 0.09%
Parsley Energy LLC / Parsley Finance Corp., 5.25%, due 08/15/2025 0.09%
CSI Compressco, LP / CSI Compressco Finance, Inc., 7.50%, due 04/01/2025 0.09%
Altice Luxembourg SA, 7.62%, due 02/15/2025 0.09%
Post Holdings, Inc., 4.62%, due 04/15/2030 0.09%
DAE Funding LLC, 4.50%, due 08/01/2022 0.09%
Genesis Energy, LP / Genesis Energy Finance Corp., 6.25%, due 05/15/2026 0.09%
DISH DBS Corp., 5.87%, due 07/15/2022 0.09%
International Game Technology PLC, 6.25%, due 01/15/2027 0.09%
Chesapeake Energy Corp., 11.50%, due 01/01/2025 0.09%
Encompass Health Corp., 4.75%, due 02/01/2030 0.09%
Mattel, Inc., 3.15%, due 03/15/2023 0.09%
CCO Holdings LLC / CCO Holdings Capital Corp., 5.75%, due 01/15/2024 0.09%
Lloyds Banking Group PLC, 7.50%, due 09/27/2025 0.08%
Homer City Generation LLC 0.08%
SBA Communications Corp., 3.87%, due 02/15/2027 0.08%
Chesapeake Energy Corp., 7.50%, due 10/01/2026 0.08%
ILFC E-Capital Trust II, 4.15%, due 12/21/2065 0.08%
American Airlines Pass-Through Trust, 5.62%, due 07/15/2022 0.08%
Virgin Media Finance PLC, 6.00%, due 10/15/2024 0.08%
Gulfport Energy Corp., 6.37%, due 05/15/2025 0.08%
Centene Corp., 4.62%, due 12/15/2029 0.08%
Owens-Brockway Glass Container, Inc., 6.37%, due 08/15/2025 0.07%
Park Aerospace Holdings, Ltd., 5.25%, due 08/15/2022 0.07%
Continental Airlines Pass-Through Trust, 5.50%, due 04/29/2022 0.07%
United Airlines Pass-Through Trust, Series B, 4.62%, due 03/03/2024 0.07%
Sprint Communications, Inc., Term Loan B, 4.62%, due 02/02/2024 0.07%
Dana, Inc., 5.50%, due 12/15/2024 0.07%
Intelsat Jackson Holdings SA, 8.00%, due 02/15/2024 0.07%
Whiting Petroleum Corp., 6.62%, due 01/15/2026 0.07%
Mattel, Inc., 5.45%, due 11/01/2041 0.07%
Frontier Communications Corp., 10.50%, due 09/15/2022 0.07%
Deutsche Bank AG, 6.00%, due 10/30/2025 0.07%
Denbury Resources, Inc., 7.75%, due 02/15/2024 0.07%
Frontier Communications Corp., 8.75%, due 04/15/2022 0.07%
Callon Petroleum Co., 6.37%, due 07/01/2026 0.07%
Kinder Morgan, Inc., Series MTN, 8.05%, due 10/15/2030 0.07%
Credit Suisse Group AG, 6.25%, due 12/18/2024 0.07%
Seagate HDD Cayman, 4.75%, due 01/01/2025 0.07%
Avolon Holdings Funding, Ltd., 5.25%, due 05/15/2024 0.07%
Netflix, Inc., 5.37%, due 11/15/2029 0.07%
Bausch Health Cos., Inc., 7.00%, due 01/15/2028 0.07%
Albertsons Cos., Inc. / Safeway, Inc. / New Albertsons, LP, 7.50%, due 03/15/2026 0.07%
Chesapeake Energy Corp., 7.00%, due 10/01/2024 0.07%
CHS / Community Health Systems, Inc., 8.12%, due 06/30/2024 0.06%
DCP Midstream Operating, LP, 5.37%, due 07/15/2025 0.06%
Colfax Corp., 6.37%, due 02/15/2026 0.06%
Frontier Communications Corp., 11.00%, due 09/15/2025 0.06%
United Rentals North America, Inc., 5.50%, due 05/15/2027 0.06%
Teck Resources, Ltd., 6.25%, due 07/15/2041 0.06%
L Brands, Inc., 5.25%, due 02/01/2028 0.06%
Sprint Communications, Inc., 11.50%, due 11/15/2021 0.06%
Navient Corp., 5.00%, due 03/15/2027 0.06%
Goldman Sachs Capital II, 4.00%, due 03/30/2020 0.06%
Level 3 Financing, Inc., 5.37%, due 01/15/2024 0.06%
Noble Holding International, Ltd., 6.05%, due 03/01/2041 0.05%
Gulfport Energy Corp., 6.37%, due 01/15/2026 0.05%
Seagate HDD Cayman, 4.87%, due 06/01/2027 0.05%
CenturyLink, Inc., 6.75%, due 12/01/2023 0.05%
William Lyon Homes, Inc., 7.00%, due 08/15/2022 0.05%
SM Energy Co., 5.62%, due 06/01/2025 0.05%
Hughes Satellite Systems Corp., 5.25%, due 08/01/2026 0.05%
CBL & Associates, LP, 5.95%, due 12/15/2026 0.05%
Bausch Health Cos., Inc., 6.50%, due 03/15/2022 0.05%
Noble Holding International, Ltd., 8.95%, due 04/01/2045 0.05%
Gulfport Energy Corp., 6.00%, due 10/15/2024 0.05%
GW B-CR Security Corp., 9.50%, due 11/01/2027 0.05%
Mattel, Inc., 6.75%, due 12/31/2025 0.04%
EP Energy LLC / Everest Acquisition Finance, Inc., 8.00%, due 11/29/2024 0.04%
NuStar Logistics, LP, 6.00%, due 06/01/2026 0.04%
Builders FirstSource, Inc., 5.00%, due 03/01/2030 0.04%
Bausch Health Cos., Inc., 5.25%, due 01/30/2030 0.04%
Bausch Health Cos., Inc., 5.00%, due 01/30/2028 0.04%
Silgan Holdings, Inc., 4.12%, due 02/01/2028 0.04%
SM Energy Co., 6.75%, due 09/15/2026 0.04%
Cleveland-Cliffs, Inc., 5.75%, due 03/01/2025 0.04%
Bausch Health Cos., Inc., 5.87%, due 05/15/2023 0.03%
Mattel, Inc., 5.87%, due 12/15/2027 0.03%
Centene Corp., 3.37%, due 02/15/2030 0.03%
Moss Creek Resources Holdings, Inc., 7.50%, due 01/15/2026 0.03%
Ultra Resources, Inc., 7.12%, due 04/15/2025 0.01%
American Airlines Group, Inc., 5.00%, due 06/01/2022 0.01%
CommScope Technologies LLC, 5.00%, due 03/15/2027 0.00%**
Ultra Resources, Inc., 6.87%, due 04/15/2022 0.00%**
Wyndham Destinations, Inc., 6.35%, due 10/01/2025 0.00%**
Motors Liquidation Co. GUC Trust 0.00%**
Sprint Corp., 7.25%, due 09/15/2021 0.00%**
Associated Materials Group, Inc., Exercise Price $0, Expiration Date 11/17/2023 0.00%**
Abengoa Abenewco 2 SAU, 1.50%, due 04/26/2024 0.00%**
Abengoa Abenewco 2 SAU, Zero Coupon, due 04/26/2024 0.00%**
Net Other Assets (Liabilities) 2.44%