Transamerica

05/31/2018*


Transamerica Aegon High Yield Bond VP

Security Description % of Total Net Assets
GMAC Capital Trust I, Series 2, 8.12% 1.07%
Valeant Pharmaceuticals International, Inc., 5.87%, due 05/15/2023 1.05%
Associated Materials LLC / AMH New Finance, Inc., 9.00%, due 01/01/2024 1.05%
Scientific Games International, Inc., 10.00%, due 12/01/2022 1.02%
Hughes Satellite Systems Corp., 7.62%, due 06/15/2021 0.90%
Clear Channel Worldwide Holdings, Inc., 7.62%, due 03/15/2020 0.89%
Virgin Media Finance PLC, 6.37%, due 04/15/2023 0.79%
Viking Cruises, Ltd., 5.87%, due 09/15/2027 0.72%
Ashton Woods USA LLC / Ashton Woods Finance Co., 6.87%, due 02/15/2021 0.69%
Sprint Corp., 7.87%, due 09/15/2023 0.68%
Altice France SA, 7.37%, due 05/01/2026 0.62%
Credit Suisse Group AG, 7.50%, due 12/11/2023 0.61%
Infor US, Inc., 6.50%, due 05/15/2022 0.61%
Griffon Corp., 5.25%, due 03/01/2022 0.60%
Lincoln National Corp., 4.67%, due 05/17/2066 0.60%
Dana Financing Luxembourg Sarl, 5.75%, due 04/15/2025 0.59%
Hartford Financial Services Group, Inc., 4.46%, due 02/12/2067 0.58%
Intelsat Jackson Holdings SA, 7.50%, due 04/01/2021 0.58%
United Rentals North America, Inc., 5.50%, due 07/15/2025 0.58%
MGM Resorts International, 6.00%, due 03/15/2023 0.58%
Tenet Healthcare Corp., 8.12%, due 04/01/2022 0.57%
Meritor, Inc., 6.25%, due 02/15/2024 0.56%
International Game Technology PLC, 6.50%, due 02/15/2025 0.55%
Hexion, Inc., 6.62%, due 04/15/2020 0.55%
CSC Holdings LLC, 6.62%, due 10/15/2025 0.54%
ILFC E-Capital Trust I, 4.64%, due 12/21/2065 0.54%
HCA, Inc., 7.50%, due 02/15/2022 0.54%
Pisces Midco, Inc., 8.00%, due 04/15/2026 0.53%
Meritage Homes Corp., 7.15%, due 04/15/2020 0.51%
Univision Communications, Inc., 5.12%, due 02/15/2025 0.51%
Ziggo BV, 5.50%, due 01/15/2027 0.50%
NOVA Chemicals Corp., 5.25%, due 06/01/2027 0.50%
Sprint Corp., 7.12%, due 06/15/2024 0.49%
NuStar Logistics, LP, 4.80%, due 09/01/2020 0.48%
CommScope Technologies LLC, 6.00%, due 06/15/2025 0.48%
KB Home, 7.00%, due 12/15/2021 0.46%
Boyd Gaming Corp., 6.87%, due 05/15/2023 0.46%
Builders FirstSource, Inc., 5.62%, due 09/01/2024 0.46%
CenturyLink, Inc., 7.60%, due 09/15/2039 0.46%
Diebold Nixdorf, Inc., 8.50%, due 04/15/2024 0.46%
Constellium NV, 6.62%, due 03/01/2025 0.43%
Teck Resources, Ltd., 6.00%, due 08/15/2040 0.43%
DISH DBS Corp., 7.75%, due 07/01/2026 0.42%
Clear Channel Worldwide Holdings, Inc., 6.50%, due 11/15/2022 0.42%
Univision Communications, Inc., 6.75%, due 09/15/2022 0.41%
Associated Materials Group, Inc., 0.00% 0.41%
Sprint Communications, Inc., 11.50%, due 11/15/2021 0.41%
Elwood Energy LLC, 8.15%, due 07/05/2026 0.41%
DJO Finance LLC / DJO Finance Corp., 8.12%, due 06/15/2021 0.41%
Barclays PLC, 6.62%, due 09/15/2019 0.41%
Callon Petroleum Co., 6.12%, due 10/01/2024 0.40%
Garda World Security Corp., 8.75%, due 05/15/2025 0.40%
Targa Resources Partners, LP / Targa Resources Partners Finance Corp., 6.75%, due 03/15/2024 0.40%
HCA, Inc., 5.25%, due 04/15/2025 0.40%
Iron Mountain, Inc., 5.25%, due 03/15/2028 0.40%
CenturyLink, Inc., 7.65%, due 03/15/2042 0.40%
HCA, Inc., 5.87%, due 02/15/2026 0.39%
Xerium Technologies, Inc., 9.50%, due 08/15/2021 0.39%
Norbord, Inc., 6.25%, due 04/15/2023 0.39%
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp., 5.25%, due 03/15/2022 0.38%
CenturyLink, Inc., 6.75%, due 12/01/2023 0.38%
SBA Communications Corp., 4.87%, due 07/15/2022 0.38%
CBL & Associates, LP, 5.25%, due 12/01/2023 0.38%
Sophia, LP / Sophia Finance, Inc., 9.00%, due 09/30/2023 0.38%
Virgin Media Finance PLC, 5.75%, due 01/15/2025 0.37%
KCA Deutag UK Finance PLC, 9.62%, due 04/01/2023 0.37%
Travelport Corporate Finance PLC, 6.00%, due 03/15/2026 0.37%
Citgo Holding, Inc., 10.75%, due 02/15/2020 0.37%
PDC Energy, Inc., 6.12%, due 09/15/2024 0.37%
L Brands, Inc., 6.75%, due 07/01/2036 0.37%
Pilgrim's Pride Corp., 5.87%, due 09/30/2027 0.37%
CHS / Community Health Systems, Inc., 6.87%, due 02/01/2022 0.36%
Bombardier, Inc., 6.12%, due 01/15/2023 0.36%
WildHorse Resource Development Corp., 6.87%, due 02/01/2025 0.36%
Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc., 7.25%, due 05/15/2024 0.36%
Dell International LLC / EMC Corp., 7.12%, due 06/15/2024 0.36%
Targa Resources Partners, LP / Targa Resources Partners Finance Corp., 5.12%, due 02/01/2025 0.36%
Frontier Communications Corp., 7.62%, due 04/15/2024 0.35%
Wind Tre SpA, 5.00%, due 01/20/2026 0.35%
William Lyon Homes, Inc., 7.00%, due 08/15/2022 0.35%
Red Oak Power LLC, 9.20%, due 11/30/2029 0.35%
CSI Compressco, LP / CSI Compressco Finance, Inc., 7.25%, due 08/15/2022 0.35%
Oasis Petroleum, Inc., 6.87%, due 03/15/2022 0.35%
Ashton Woods USA LLC / Ashton Woods Finance Co., 6.75%, due 08/01/2025 0.35%
Societe Generale SA, 7.37%, due 09/13/2021 0.34%
Freeport-McMoRan, Inc., 6.87%, due 02/15/2023 0.34%
Avis Budget Car Rental LLC / Avis Budget Finance, Inc., 5.50%, due 04/01/2023 0.34%
Lloyds Banking Group PLC, 7.50%, due 06/27/2024 0.33%
Endo Dac / Endo Finance LLC, 6.00%, due 07/15/2023 0.33%
Rite Aid Corp., 6.12%, due 04/01/2023 0.33%
Genesis Energy, LP / Genesis Energy Finance Corp., 6.75%, due 08/01/2022 0.33%
First Data Corp., 7.00%, due 12/01/2023 0.33%
Triumph Group, Inc., 5.25%, due 06/01/2022 0.33%
NXP BV / NXP Funding LLC, 3.87%, due 09/01/2022 0.32%
Rivers Pittsburgh Borrower, LP / Rivers Pittsburgh Finance Corp., 6.12%, due 08/15/2021 0.32%
UPCB Finance IV, Ltd., 5.37%, due 01/15/2025 0.32%
Brookfield Residential Properties, Inc., 6.37%, due 05/15/2025 0.32%
DISH DBS Corp., 7.87%, due 09/01/2019 0.32%
BWAY Holding Co., 5.50%, due 04/15/2024 0.32%
Encompass Health Corp., 5.75%, due 11/01/2024 0.32%
KB Home, 7.62%, due 05/15/2023 0.32%
CenturyLink, Inc., 6.45%, due 06/15/2021 0.32%
NRG Energy, Inc., 7.25%, due 05/15/2026 0.31%
Whiting Petroleum Corp., 5.75%, due 03/15/2021 0.31%
Cott Holdings, Inc., 5.50%, due 04/01/2025 0.31%
Jefferies Finance LLC / JFIN Co-Issuer Corp., 7.50%, due 04/15/2021 0.31%
First Quantum Minerals, Ltd., 7.25%, due 04/01/2023 0.31%
Eagle Intermediate Global Holding BV / Ruyi US Finance LLC, 7.50%, due 05/01/2025 0.31%
Intesa Sanpaolo SpA, 5.71%, due 01/15/2026 0.31%
Post Holdings, Inc., 8.00%, due 07/15/2025 0.31%
MGM Resorts International, 6.62%, due 12/15/2021 0.31%
Century Communities, Inc., 5.87%, due 07/15/2025 0.30%
Cequel Communications Holdings I LLC / Cequel Capital Corp., 7.75%, due 07/15/2025 0.30%
Hilton Domestic Operating Co., Inc., 5.12%, due 05/01/2026 0.30%
WPX Energy, Inc., 8.25%, due 08/01/2023 0.30%
CCO Holdings LLC / CCO Holdings Capital Corp., 5.12%, due 05/01/2027 0.30%
Calpine Corp., 5.87%, due 01/15/2024 0.30%
Freeport-McMoRan, Inc., 5.45%, due 03/15/2043 0.30%
Boyne USA, Inc., 7.25%, due 05/01/2025 0.30%
American Airlines Group, Inc., 5.50%, due 10/01/2019 0.30%
Denbury Resources, Inc., 9.00%, due 05/15/2021 0.30%
PetSmart, Inc., 5.87%, due 06/01/2025 0.30%
SBA Communications Corp., 4.00%, due 10/01/2022 0.29%
First Data Corp., 5.75%, due 01/15/2024 0.29%
Albertsons Cos. LLC / Safeway, Inc., 5.75%, due 03/15/2025 0.29%
Avaya, Inc., Term Loan B, 6.68%, due 12/15/2024 0.29%
Weatherford International, Ltd., Term Loan, 3.41%, due 07/13/2020 0.29%
Carrizo Oil & Gas, Inc., 8.25%, due 07/15/2025 0.29%
Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc., 6.00%, due 02/15/2025 0.29%
CCO Holdings LLC / CCO Holdings Capital Corp., 5.12%, due 02/15/2023 0.28%
CIT Group, Inc., 5.00%, due 08/15/2022 0.28%
Mallinckrodt International Finance SA / Mallinckrodt CB LLC, 5.75%, due 08/01/2022 0.28%
Altice Financing SA, 7.50%, due 05/15/2026 0.28%
CITGO Petroleum Corp., 6.25%, due 08/15/2022 0.28%
Teva Pharmaceutical Finance Netherlands III BV, 6.75%, due 03/01/2028 0.28%
Beazer Homes USA, Inc., 6.75%, due 03/15/2025 0.28%
Sprint Corp., 7.62%, due 03/01/2026 0.27%
Albertsons Cos. LLC / Safeway, Inc., 6.62%, due 06/15/2024 0.27%
Southwestern Energy Co., 7.50%, due 04/01/2026 0.27%
First Data Corp., Term Loan, 3.96%, due 07/08/2022 0.26%
LifePoint Health, Inc., 5.87%, due 12/01/2023 0.26%
Frontier Communications Corp., 9.00%, due 08/15/2031 0.26%
Viking Cruises, Ltd., 6.25%, due 05/15/2025 0.26%
American Airlines Group, Inc., 4.62%, due 03/01/2020 0.26%
Mattel, Inc., 6.75%, due 12/31/2025 0.26%
iStar, Inc., 6.00%, due 04/01/2022 0.26%
Vistra Energy Corp., 8.00%, due 01/15/2025 0.26%
Owens-Brockway Glass Container, Inc., 5.87%, due 08/15/2023 0.26%
L Brands, Inc., 6.87%, due 11/01/2035 0.25%
New Gold, Inc., 6.25%, due 11/15/2022 0.25%
Calpine Corp., 6.00%, due 01/15/2022 0.25%
DCP Midstream, LP, 7.37%, due 12/15/2022 0.25%
NetFlix, Inc., 5.87%, due 11/15/2028 0.25%
GLP Capital, LP / GLP Financing II, Inc., 5.25%, due 06/01/2025 0.25%
BNP Paribas SA, 6.75%, due 03/14/2022 0.25%
Ally Financial, Inc., 7.50%, due 09/15/2020 0.25%
Infor US, Inc., 5.75%, due 08/15/2020 0.25%
Scientific Games International, Inc., 5.00%, due 10/15/2025 0.25%
American Airlines Pass-Through Trust, 6.12%, due 07/15/2018 0.25%
HCA, Inc., 5.87%, due 03/15/2022 0.25%
Northwest Acquisitions ULC / Dominion Finco, Inc., 7.12%, due 11/01/2022 0.24%
Summit Midstream Partners, LP, 9.50%, due 12/15/2022 0.24%
Cablevision Systems Corp., 8.00%, due 04/15/2020 0.24%
First Quantum Minerals, Ltd., 6.50%, due 03/01/2024 0.24%
Revlon Consumer Products Corp., 5.75%, due 02/15/2021 0.24%
Weatherford International, Ltd., 6.75%, due 09/15/2040 0.24%
DISH DBS Corp., 5.87%, due 11/15/2024 0.24%
Nokia OYJ, 3.37%, due 06/12/2022 0.24%
ARD Finance SA, 7.12%, due 09/15/2023 0.24%
Vistra Energy Corp., 7.62%, due 11/01/2024 0.24%
Springleaf Finance Corp., 5.25%, due 12/15/2019 0.24%
Chesapeake Energy Corp., 8.00%, due 06/15/2027 0.24%
Continental Airlines Pass-Through Trust, 6.90%, due 10/19/2023 0.24%
DISH DBS Corp., 5.87%, due 07/15/2022 0.24%
Post Holdings, Inc., 5.00%, due 08/15/2026 0.24%
Calpine Corp., 5.75%, due 01/15/2025 0.24%
Alta Mesa Holdings, LP / Alta Mesa Finance Services Corp., 7.87%, due 12/15/2024 0.23%
Seagate HDD Cayman, 5.75%, due 12/01/2034 0.23%
HCA, Inc., 5.25%, due 06/15/2026 0.23%
Targa Resources Partners, LP / Targa Resources Partners Finance Corp., 5.87%, due 04/15/2026 0.23%
SM Energy Co., 6.12%, due 11/15/2022 0.23%
CCO Holdings LLC / CCO Holdings Capital Corp., 5.50%, due 05/01/2026 0.23%
Cleveland-Cliffs, Inc., 4.87%, due 01/15/2024 0.22%
LifePoint Health, Inc., 5.37%, due 05/01/2024 0.22%
Gulfport Energy Corp., 6.37%, due 05/15/2025 0.22%
Rowan Cos., Inc., 4.87%, due 06/01/2022 0.22%
Seagate HDD Cayman, 4.75%, due 06/01/2023 0.22%
Sprint Capital Corp., 6.90%, due 05/01/2019 0.22%
Continental Resources, Inc., 5.00%, due 09/15/2022 0.22%
DISH DBS Corp., 6.75%, due 06/01/2021 0.22%
Hughes Satellite Systems Corp., 6.62%, due 08/01/2026 0.22%
Hertz Corp., 6.25%, due 10/15/2022 0.22%
Dell International LLC / EMC Corp., 5.45%, due 06/15/2023 0.22%
Springleaf Finance Corp., 6.00%, due 06/01/2020 0.22%
Beazer Homes USA, Inc., 5.87%, due 10/15/2027 0.21%
Exterran Energy Solutions, LP / EES Finance Corp., 8.12%, due 05/01/2025 0.21%
Genworth Holdings, Inc., 4.90%, due 08/15/2023 0.21%
American Airlines Pass-Through Trust, 5.60%, due 01/15/2022 0.21%
Genesis Energy, LP / Genesis Energy Finance Corp., 6.50%, due 10/01/2025 0.21%
Calpine Corp., 5.25%, due 06/01/2026 0.21%
New Gold, Inc., 6.37%, due 05/15/2025 0.21%
Avation Capital SA, 6.50%, due 05/15/2021 0.20%
CSC Holdings LLC, 10.87%, due 10/15/2025 0.20%
OneMain Financial Holdings LLC, 7.25%, due 12/15/2021 0.20%
OCI NV, 6.62%, due 04/15/2023 0.20%
Rite Aid Corp., 6.75%, due 06/15/2021 0.20%
CrownRock, LP / CrownRock Finance, Inc., 5.62%, due 10/15/2025 0.20%
JBS USA LUX SA / JBS USA Finance, Inc., 7.25%, due 06/01/2021 0.20%
DaVita, Inc., 5.12%, due 07/15/2024 0.20%
Cheniere Corpus Christi Holdings LLC, 5.87%, due 03/31/2025 0.20%
Unitymedia GmbH, 6.12%, due 01/15/2025 0.20%
Weatherford International LLC, 6.80%, due 06/15/2037 0.19%
Hexion, Inc., 7.87%, due 02/15/2023 0.19%
Goodyear Tire & Rubber Co., 5.00%, due 05/31/2026 0.19%
NCL Corp., Ltd., 4.75%, due 12/15/2021 0.19%
Novelis Corp., 6.25%, due 08/15/2024 0.19%
Calpine Corp., 5.50%, due 02/01/2024 0.19%
US Airways Pass-Through Trust, 6.75%, due 12/03/2022 0.19%
Novelis Corp., 5.87%, due 09/30/2026 0.19%
Homer City Generation LLC 0.19%
Tenet Healthcare Corp., 4.37%, due 10/01/2021 0.18%
Altice Financing SA, 6.62%, due 02/15/2023 0.18%
Clear Channel Worldwide Holdings, Inc., 6.50%, due 11/15/2022 0.18%
Western Digital Corp., 4.75%, due 02/15/2026 0.18%
Flex Acquisition Co., Inc., 6.87%, due 01/15/2025 0.18%
Cortes NP Acquisition Corp., Term Loan B, 5.90%, due 11/30/2023 0.18%
Parsley Energy LLC / Parsley Finance Corp., 5.37%, due 01/15/2025 0.18%
BNP Paribas SA, 7.62%, due 03/30/2021 0.18%
CSC Holdings LLC, 10.12%, due 01/15/2023 0.18%
Cequel Communications Holdings I LLC / Cequel Capital Corp., 7.50%, due 04/01/2028 0.18%
Triumph Group, Inc., 7.75%, due 08/15/2025 0.18%
EP Energy LLC / Everest Acquisition Finance, Inc., 7.75%, due 05/15/2026 0.18%
Dell International LLC / EMC Corp., 8.35%, due 07/15/2046 0.18%
Navient Corp., 5.00%, due 10/26/2020 0.18%
Ally Financial, Inc., 5.75%, due 11/20/2025 0.18%
William Lyon Homes, Inc., 5.87%, due 01/31/2025 0.18%
NuStar Logistics, LP, 6.75%, due 02/01/2021 0.18%
Jefferies Finance LLC / JFIN Co-Issuer Corp., 7.25%, due 08/15/2024 0.18%
Sprint Communications, Inc., 9.00%, due 11/15/2018 0.17%
Lennar Corp., 4.75%, due 11/29/2027 0.17%
Royal Bank of Scotland Group PLC, 8.62%, due 08/15/2021 0.17%
Commercial Barge Line Co., 1st Lien Term Loan, 10.73%, due 11/12/2020 0.17%
NuStar Logistics, LP, 5.62%, due 04/28/2027 0.17%
WPX Energy, Inc., 5.25%, due 09/15/2024 0.17%
Kronos, Inc., 2nd Lien Term Loan, 10.61%, due 11/01/2024 0.17%
United Rentals North America, Inc., 5.50%, due 05/15/2027 0.17%
Barclays PLC, 8.25%, due 12/15/2018 0.17%
Weekley Homes LLC / Weekley Finance Corp., 6.00%, due 02/01/2023 0.16%
Hexion, Inc., 10.00%, due 04/15/2020 0.16%
Shelf Drilling Holdings, Ltd., 8.25%, due 02/15/2025 0.16%
Realogy Group LLC / Realogy Co-Issuer Corp., 4.87%, due 06/01/2023 0.16%
US Airways Pass-Through Trust, 5.37%, due 05/15/2023 0.16%
Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC, 5.75%, due 10/15/2020 0.16%
Valeant Pharmaceuticals International, Inc., 9.25%, due 04/01/2026 0.16%
SM Energy Co., 6.50%, due 11/15/2021 0.16%
Oasis Petroleum, Inc., 6.25%, due 05/01/2026 0.16%
CCO Holdings LLC / CCO Holdings Capital Corp., 5.25%, due 03/15/2021 0.16%
Andeavor Logistics, LP / Tesoro Logistics Finance Corp., 6.37%, due 05/01/2024 0.16%
Level 3 Parent LLC, 5.75%, due 12/01/2022 0.15%
Mallinckrodt International Finance SA / Mallinckrodt CB LLC, 5.50%, due 04/15/2025 0.15%
Encompass Health Corp., 5.75%, due 09/15/2025 0.15%
DaVita, Inc., 5.75%, due 08/15/2022 0.15%
Targa Resources Partners, LP / Targa Resources Partners Finance Corp., 5.00%, due 01/15/2028 0.15%
Navient Corp., 5.87%, due 10/25/2024 0.15%
Navient Corp., Series MTN, 4.87%, due 06/17/2019 0.15%
Boyd Gaming Corp., 6.37%, due 04/01/2026 0.15%
Chesapeake Energy Corp., 8.00%, due 12/15/2022 0.15%
HighPoint Operating Corp., 8.75%, due 06/15/2025 0.15%
Ferrellgas, LP / Ferrellgas Finance Corp., 6.75%, due 06/15/2023 0.15%
Intelsat Jackson Holdings SA, 9.50%, due 09/30/2022 0.15%
Change Healthcare Holdings LLC / Change Healthcare Finance, Inc., 5.75%, due 03/01/2025 0.14%
First Data Corp., 5.00%, due 01/15/2024 0.14%
United Continental Holdings, Inc., 4.25%, due 10/01/2022 0.14%
iStar, Inc., 5.25%, due 09/15/2022 0.14%
Post Holdings, Inc., 5.62%, due 01/15/2028 0.14%
Windstream Services LLC / Windstream Finance Corp., 6.37%, due 08/01/2023 0.14%
American Airlines Pass-Through Trust, 5.62%, due 07/15/2022 0.14%
T-Mobile USA, Inc., 4.50%, due 02/01/2026 0.14%
Gulfport Energy Corp., 6.37%, due 01/15/2026 0.14%
JBS USA LUX SA / JBS USA Finance, Inc., 5.75%, due 06/15/2025 0.14%
NOVA Chemicals Corp., 4.87%, due 06/01/2024 0.14%
First Quantum Minerals, Ltd., 7.00%, due 02/15/2021 0.14%
Meritage Homes Corp., 5.12%, due 06/06/2027 0.14%
Lennar Corp., 5.00%, due 06/15/2027 0.14%
Boise Cascade Co., 5.62%, due 09/01/2024 0.14%
Virgin Media Secured Finance PLC, 5.25%, due 01/15/2026 0.14%
Noble Holding International, Ltd., 6.05%, due 03/01/2041 0.13%
Seagate HDD Cayman, 4.75%, due 01/01/2025 0.13%
Mallinckrodt International Finance SA, 4.75%, due 04/15/2023 0.13%
Whiting Petroleum Corp., 6.62%, due 01/15/2026 0.13%
Cleveland-Cliffs, Inc., 5.75%, due 03/01/2025 0.13%
Tenet Healthcare Corp., 6.75%, due 06/15/2023 0.13%
William Lyon Homes, Inc., 6.00%, due 09/01/2023 0.13%
Frontier Communications Corp., 10.50%, due 09/15/2022 0.13%
CCO Holdings LLC / CCO Holdings Capital Corp., 5.00%, due 02/01/2028 0.13%
Ultra Resources, Inc., 7.12%, due 04/15/2025 0.13%
T-Mobile USA, Inc., 4.00%, due 04/15/2022 0.13%
OI European Group BV, 4.00%, due 03/15/2023 0.13%
Windstream Services LLC / Windstream Finance Corp., 7.75%, due 10/01/2021 0.13%
Tenet Healthcare Corp., 6.00%, due 10/01/2020 0.13%
WPX Energy, Inc., 6.00%, due 01/15/2022 0.13%
Carrizo Oil & Gas, Inc., 6.25%, due 04/15/2023 0.13%
DAE Funding LLC, 5.00%, due 08/01/2024 0.13%
Beazer Homes USA, Inc., 8.75%, due 03/15/2022 0.13%
Windstream Services LLC / Windstream Finance Corp., 8.62%, due 10/31/2025 0.12%
Navient Corp., 6.50%, due 06/15/2022 0.12%
Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC, 5.12%, due 07/15/2023 0.12%
Altice US Finance I Corp., 5.37%, due 07/15/2023 0.12%
KFC Holding Co. / Pizza Hut Holdings LLC, 5.25%, due 06/01/2026 0.12%
Constellium NV, 5.75%, due 05/15/2024 0.12%
Valeant Pharmaceuticals International, Inc., 7.50%, due 07/15/2021 0.12%
QEP Resources, Inc., 5.62%, due 03/01/2026 0.12%
Frontier Communications Corp., 8.75%, due 04/15/2022 0.12%
Summit Midstream Holdings LLC / Summit Midstream Finance Corp., 5.75%, due 04/15/2025 0.12%
US Airways Pass-Through Trust, 5.45%, due 06/03/2018 0.12%
Bombardier, Inc., 7.50%, due 03/15/2025 0.12%
Atkore International, Inc., 1st Lien Term Loan, 5.06%, due 12/22/2023 0.12%
Noble Holding International, Ltd., 8.95%, due 04/01/2045 0.11%
CBL & Associates, LP, 5.95%, due 12/15/2026 0.11%
Ally Financial, Inc., 8.00%, due 03/15/2020 0.11%
Iron Mountain, Inc., 4.37%, due 06/01/2021 0.11%
Vertiv Group Corp., 9.25%, due 10/15/2024 0.11%
Iron Mountain US Holdings, Inc., 5.37%, due 06/01/2026 0.11%
Avis Budget Car Rental LLC / Avis Budget Finance, Inc., 6.37%, due 04/01/2024 0.11%
Kinder Morgan, Inc., Series MTN, 7.75%, due 01/15/2032 0.11%
CHS / Community Health Systems, Inc., 6.25%, due 03/31/2023 0.11%
Navient Corp., 6.62%, due 07/26/2021 0.11%
Mattel, Inc., 4.35%, due 10/01/2020 0.10%
T-Mobile USA, Inc., 6.50%, due 01/15/2024 0.10%
CCO Holdings LLC / CCO Holdings Capital Corp., 5.75%, due 02/15/2026 0.10%
Tenet Healthcare Corp., 5.12%, due 05/01/2025 0.10%
Dell International LLC / EMC Corp., 5.87%, due 06/15/2021 0.10%
Diamondback Energy, Inc., 5.37%, due 05/31/2025 0.10%
Goldman Sachs Group, Inc., 5.70%, due 05/10/2019 0.10%
Mattel, Inc., 2.35%, due 08/15/2021 0.09%
EP Energy LLC / Everest Acquisition Finance, Inc., 9.37%, due 05/01/2024 0.09%
Brookfield Residential Properties, Inc., 6.50%, due 12/15/2020 0.09%
Continental Airlines Pass-Through Trust, 5.50%, due 04/29/2022 0.09%
Aramark Services, Inc., 5.00%, due 02/01/2028 0.09%
Frontier Communications Corp., 8.50%, due 04/01/2026 0.09%
CenturyLink, Inc., 7.50%, due 04/01/2024 0.09%
Crown Americas LLC / Crown Americas Capital Corp. VI, 4.75%, due 02/01/2026 0.09%
DISH DBS Corp., 5.00%, due 03/15/2023 0.09%
CSI Compressco, LP / CSI Compressco Finance, Inc., 7.50%, due 04/01/2025 0.09%
Realogy Group LLC / Realogy Co-Issuer Corp., 5.25%, due 12/01/2021 0.09%
Callon Petroleum Co., 6.37%, due 07/01/2026 0.09%
Parsley Energy LLC / Parsley Finance Corp., 5.25%, due 08/15/2025 0.08%
Virgin Media Secured Finance PLC, 5.50%, due 08/15/2026 0.08%
United Airlines Pass-Through Trust, 4.62%, due 03/03/2024 0.08%
Parsley Energy LLC / Parsley Finance Corp., 5.62%, due 10/15/2027 0.08%
DAE Funding LLC, 4.50%, due 08/01/2022 0.08%
BWAY Holding Co., 7.25%, due 04/15/2025 0.08%
EP Energy LLC / Everest Acquisition Finance, Inc., 8.00%, due 11/29/2024 0.08%
Gulfport Energy Corp., 6.00%, due 10/15/2024 0.07%
JBS USA LUX SA / JBS USA Finance, Inc., 7.25%, due 06/01/2021 0.07%
Seagate HDD Cayman, 4.25%, due 03/01/2022 0.07%
Altice Luxembourg SA, 7.62%, due 02/15/2025 0.07%
HCA Healthcare, Inc., 6.25%, due 02/15/2021 0.07%
Mattel, Inc., 3.15%, due 03/15/2023 0.07%
Intelsat Jackson Holdings SA, 8.00%, due 02/15/2024 0.07%
Virgin Media Finance PLC, 6.00%, due 10/15/2024 0.07%
SM Energy Co., 6.50%, due 01/01/2023 0.07%
Owens-Brockway Glass Container, Inc., 6.37%, due 08/15/2025 0.07%
Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC, 7.00%, due 07/15/2024 0.07%
Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC, 6.87%, due 02/15/2021 0.07%
Valeant Pharmaceuticals International, Inc., 5.50%, due 11/01/2025 0.06%
Credit Suisse Group AG, 6.25%, due 12/18/2024 0.06%
Hughes Satellite Systems Corp., 6.50%, due 06/15/2019 0.06%
Teck Resources, Ltd., 8.50%, due 06/01/2024 0.06%
Kinder Morgan, Inc., Series MTN, 8.05%, due 10/15/2030 0.06%
Mattel, Inc., 5.45%, due 11/01/2041 0.06%
United Rentals North America, Inc., 4.87%, due 01/15/2028 0.06%
Teva Pharmaceutical Finance Netherlands III BV, 2.20%, due 07/21/2021 0.05%
Clear Channel Worldwide Holdings, Inc., 7.62%, due 03/15/2020 0.05%
Goldman Sachs Capital II, 4.00%, due 07/02/2018 0.05%
CHS / Community Health Systems, Inc., 5.12%, due 08/01/2021 0.05%
Teck Resources, Ltd., 6.25%, due 07/15/2041 0.05%
Hertz Corp., 5.50%, due 10/15/2024 0.05%
Carrizo Oil & Gas, Inc., 7.50%, due 09/15/2020 0.05%
ILFC E-Capital Trust II, 4.89%, due 12/21/2065 0.05%
Valeant Pharmaceuticals International, Inc., 6.50%, due 03/15/2022 0.05%
SM Energy Co., 6.75%, due 09/15/2026 0.04%
Seagate HDD Cayman, 4.87%, due 06/01/2027 0.04%
Bombardier, Inc., 6.00%, due 10/15/2022 0.04%
Hughes Satellite Systems Corp., 5.25%, due 08/01/2026 0.04%
Rite Aid Corp., 7.70%, due 02/15/2027 0.04%
Frontier Communications Corp., 11.00%, due 09/15/2025 0.03%
Rowan Cos., Inc., 7.37%, due 06/15/2025 0.03%
Simmons Foods, Inc., 5.75%, due 11/01/2024 0.03%
Ultra Resources, Inc., 6.87%, due 04/15/2022 0.03%
Brookfield Residential Properties, Inc. / Brookfield Residential US Corp., 6.12%, due 07/01/2022 0.03%
Weatherford International LLC, 9.87%, due 03/01/2025 0.02%
Valeant Pharmaceuticals International, Inc., 6.12%, due 04/15/2025 0.02%
CCO Holdings LLC / CCO Holdings Capital Corp., 5.75%, due 01/15/2024 0.02%
Bombardier, Inc., 7.75%, due 03/15/2020 0.02%
WildHorse Resource Development Corp., 6.87%, due 02/01/2025 0.02%
Abengoa Abenewco 2 SAU, 1.50%, due 03/31/2023 0.01%
Associated Materials Group, Inc., Exercise Price $0, Expiration Date 11/17/2023 0.01%
Net Other Assets (Liabilities) 2.97%