Transamerica

08/31/2020*


Transamerica Aegon High Yield Bond VP

Security Description % of Total Net Assets
GMAC Capital Trust I, Series 2, 6.06% 1.14%
Cornerstone Building Brands, Inc., 8.00%, due 04/15/2026 0.87%
Dana Financing SARL, 5.75%, due 04/15/2025 0.71%
Viking Cruises, Ltd., 5.87%, due 09/15/2027 0.69%
Century Communities, Inc., 5.87%, due 07/15/2025 0.64%
Virgin Media Secured Finance PLC, 5.50%, due 05/15/2029 0.64%
Occidental Petroleum Corp., 2.90%, due 08/15/2024 0.63%
Sprint Corp., 7.12%, due 06/15/2024 0.61%
CHS / Community Health Systems, Inc., 8.00%, due 03/15/2026 0.61%
NOVA Chemicals Corp., 5.25%, due 06/01/2027 0.60%
CCO Holdings LLC / CCO Holdings Capital Corp., 5.50%, due 05/01/2026 0.60%
Associated Materials LLC / AMH New Finance, Inc., 9.00%, due 01/01/2024 0.59%
Ashton Woods USA LLC / Ashton Woods Finance Co., 9.87%, due 04/01/2027 0.57%
NuStar Logistics, LP, 4.80%, due 09/01/2020 0.54%
PDC Energy, Inc., 6.12%, due 09/15/2024 0.53%
Lincoln National Corp., 2.63%, due 05/17/2066 0.53%
Teck Resources, Ltd., 6.00%, due 08/15/2040 0.52%
Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 7.00%, due 07/15/2024 0.52%
Norbord, Inc., 6.25%, due 04/15/2023 0.51%
Calpine Corp., 4.50%, due 02/15/2028 0.51%
HCA, Inc., 5.87%, due 02/15/2026 0.50%
Pilgrim's Pride Corp., 5.87%, due 09/30/2027 0.49%
Uber Technologies, Inc., 7.50%, due 09/15/2027 0.49%
Wyndham Destinations, Inc., 5.40%, due 04/01/2024 0.48%
Occidental Petroleum Corp., 6.45%, due 09/15/2036 0.48%
Hartford Financial Services Group, Inc., 2.40%, due 02/12/2067 0.48%
Par Pharmaceutical, Inc., 7.50%, due 04/01/2027 0.47%
Herc Holdings, Inc., 5.50%, due 07/15/2027 0.47%
Avaya, Inc., Term Loan B, 4.41%, due 12/15/2024 0.46%
Altice France SA, 7.37%, due 05/01/2026 0.46%
Credit Suisse Group AG, 7.50%, due 12/11/2023 0.46%
Barclays PLC, 7.75%, due 09/15/2023 0.45%
Navient Corp., 5.87%, due 10/25/2024 0.45%
Garda World Security Corp., 8.75%, due 05/15/2025 0.45%
B&G Foods, Inc., 5.25%, due 09/15/2027 0.44%
Meritor, Inc., 6.25%, due 02/15/2024 0.44%
Crown Americas LLC / Crown Americas Capital Corp. VI, 4.75%, due 02/01/2026 0.44%
Albertsons Cos., Inc. / Safeway, Inc. / New Albertsons, LP, 6.62%, due 06/15/2024 0.43%
CCO Holdings LLC / CCO Holdings Capital Corp., 4.75%, due 03/01/2030 0.43%
Constellium SE, 6.62%, due 03/01/2025 0.43%
Cott Holdings, Inc., 5.50%, due 04/01/2025 0.43%
CrownRock, LP / CrownRock Finance, Inc., 5.62%, due 10/15/2025 0.42%
Hughes Satellite Systems Corp., 7.62%, due 06/15/2021 0.41%
Targa Resources Partners, LP / Targa Resources Partners Finance Corp., 5.12%, due 02/01/2025 0.41%
Citigroup, Inc., 5.00%, due 09/12/2024 0.41%
Intesa Sanpaolo SpA, 5.71%, due 01/15/2026 0.41%
Albertsons Cos., Inc. / Safeway, Inc. / New Albertsons, LP, 5.75%, due 03/15/2025 0.41%
Iron Mountain, Inc., 5.25%, due 03/15/2028 0.40%
eG Global Finance PLC, 6.75%, due 02/07/2025 0.40%
Olin Corp., 9.50%, due 06/01/2025 0.40%
Connect Finco SARL, Term Loan B, 5.50%, due 12/11/2026 0.40%
Societe Generale SA, 7.37%, due 09/13/2021 0.39%
New Gold, Inc., 7.50%, due 07/15/2027 0.39%
Targa Resources Partners, LP / Targa Resources Partners Finance Corp., 4.87%, due 02/01/2031 0.39%
CommScope Technologies LLC, 6.00%, due 06/15/2025 0.39%
DISH DBS Corp., 5.00%, due 03/15/2023 0.38%
Freeport-McMoRan, Inc., 5.45%, due 03/15/2043 0.38%
KB Home, 7.62%, due 05/15/2023 0.38%
Ohio National Financial Services, Inc., 5.55%, due 01/24/2030 0.38%
NRG Energy, Inc., 7.25%, due 05/15/2026 0.38%
CCO Holdings LLC / CCO Holdings Capital Corp., 5.75%, due 02/15/2026 0.37%
Alcoa Nederland Holding BV, 7.00%, due 09/30/2026 0.37%
Altice Financing SA, 7.50%, due 05/15/2026 0.37%
Sprint Corp., 7.62%, due 03/01/2026 0.37%
Occidental Petroleum Corp., 2.70%, due 08/15/2022 0.37%
Bombardier, Inc., 6.12%, due 01/15/2023 0.37%
Sally Holdings LLC / Sally Capital, Inc., 8.75%, due 04/30/2025 0.36%
Southwestern Energy Co., 7.50%, due 04/01/2026 0.36%
Boyne USA, Inc., 7.25%, due 05/01/2025 0.36%
Station Casinos LLC, 4.50%, due 02/15/2028 0.36%
Hilton Domestic Operating Co., Inc., 5.12%, due 05/01/2026 0.36%
Targa Resources Partners, LP / Targa Resources Partners Finance Corp., 6.75%, due 03/15/2024 0.35%
ILFC E-Capital Trust I, 3.02%, due 12/21/2065 0.35%
Greif, Inc., 6.50%, due 03/01/2027 0.35%
Patrick Industries, Inc., 7.50%, due 10/15/2027 0.34%
Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer, 7.50%, due 06/01/2025 0.34%
Seagate HDD Cayman, 4.87%, due 03/01/2024 0.34%
Constellium SE, 5.75%, due 05/15/2024 0.33%
CCO Holdings LLC / CCO Holdings Capital Corp., 5.00%, due 02/01/2028 0.33%
Marriott Ownership Resorts, Inc. / ILG LLC, 6.50%, due 09/15/2026 0.33%
Weekley Homes LLC / Weekley Finance Corp., 6.00%, due 02/01/2023 0.33%
CenturyLink, Inc., 6.45%, due 06/15/2021 0.33%
Netflix, Inc., 4.87%, due 04/15/2028 0.33%
Encompass Health Corp., 5.75%, due 09/15/2025 0.33%
Sophia, LP / Sophia Finance, Inc., 9.00%, due 09/30/2023 0.32%
CenturyLink, Inc., 7.50%, due 04/01/2024 0.32%
Mineral Resources, Ltd., 8.12%, due 05/01/2027 0.32%
Tenet Healthcare Corp., 5.12%, due 05/01/2025 0.32%
Hexion, Inc., 7.87%, due 07/15/2027 0.32%
Mauser Packaging Solutions Holding Co., 5.50%, due 04/15/2024 0.31%
CSC Holdings LLC, 4.62%, due 12/01/2030 0.31%
Ashtead Capital, Inc., 5.25%, due 08/01/2026 0.31%
Graphic Packaging International LLC, 3.50%, due 03/15/2028 0.31%
Ziggo BV, 5.50%, due 01/15/2027 0.31%
GLP Capital, LP / GLP Financing II, Inc., 5.25%, due 06/01/2025 0.30%
Elwood Energy LLC, 8.15%, due 07/05/2026 0.30%
Sinclair Television Group, Inc., 5.50%, due 03/01/2030 0.30%
LCPR Senior Secured Financing DAC, 6.75%, due 10/15/2027 0.30%
Garda World Security Corp., 4.62%, due 02/15/2027 0.30%
FXI Holdings, Inc., 12.25%, due 11/15/2026 0.30%
Rite Aid Corp., 8.00%, due 11/15/2026 0.29%
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp., 5.25%, due 03/15/2022 0.29%
BNP Paribas SA, 6.75%, due 03/14/2022 0.29%
MGM Resorts International, 5.50%, due 04/15/2027 0.29%
DaVita, Inc., 3.75%, due 02/15/2031 0.29%
AdaptHealth LLC, 6.12%, due 08/01/2028 0.29%
Staples, Inc., 7.50%, due 04/15/2026 0.28%
Scientific Games International, Inc., 5.00%, due 10/15/2025 0.28%
ARD Finance SA, 6.50%, due 06/30/2027 0.28%
Open Text Corp., 3.87%, due 02/15/2028 0.28%
Ford Motor Credit Co. LLC, Series MTN, 4.38%, due 01/08/2026 0.28%
Cheniere Energy Partners, LP, 5.62%, due 10/01/2026 0.28%
Builders FirstSource, Inc., 6.75%, due 06/01/2027 0.28%
Avis Budget Car Rental LLC / Avis Budget Finance, Inc., 5.75%, due 07/15/2027 0.28%
Taylor Morrison Communities, Inc., 6.62%, due 07/15/2027 0.28%
Goodyear Tire & Rubber Co., 9.50%, due 05/31/2025 0.28%
Western Digital Corp., 4.75%, due 02/15/2026 0.27%
Cleveland-Cliffs, Inc., 4.87%, due 01/15/2024 0.27%
Diamond Sports Group LLC / Diamond Sports Finance Co., 5.37%, due 08/15/2026 0.27%
Level 3 Financing, Inc., 4.25%, due 07/01/2028 0.27%
Clear Channel Worldwide Holdings, Inc., 9.25%, due 02/15/2024 0.27%
Targa Resources Partners, LP / Targa Resources Partners Finance Corp., 5.50%, due 03/01/2030 0.27%
Lennar Corp., 5.00%, due 06/15/2027 0.27%
Tenet Healthcare Corp., 8.12%, due 04/01/2022 0.27%
MGM Resorts International, 5.75%, due 06/15/2025 0.27%
OCI NV, 6.62%, due 04/15/2023 0.26%
Gartner, Inc., 4.50%, due 07/01/2028 0.26%
Hess Midstream Operations, LP, 5.12%, due 06/15/2028 0.26%
CenturyLink, Inc., 5.12%, due 12/15/2026 0.26%
Tenet Healthcare Corp., 4.87%, due 01/01/2026 0.26%
American Airlines Group, Inc., 3.75%, due 03/01/2025 0.26%
KB Home, 4.80%, due 11/15/2029 0.26%
iStar, Inc., 4.25%, due 08/01/2025 0.26%
Meredith Corp., 6.50%, due 07/01/2025 0.26%
HCA, Inc., 3.50%, due 09/01/2030 0.26%
Avolon Holdings Funding, Ltd., 5.12%, due 10/01/2023 0.26%
International Game Technology PLC, 6.50%, due 02/15/2025 0.26%
Kraft Heinz Foods Co., 3.87%, due 05/15/2027 0.25%
HCA, Inc., 5.87%, due 02/01/2029 0.25%
Wyndham Destinations, Inc., 5.75%, due 04/01/2027 0.25%
Associated Materials LLC / AMH New Finance, Inc., 9.00%, due 09/01/2025 0.25%
Cheniere Corpus Christi Holdings LLC, 5.87%, due 03/31/2025 0.25%
Univision Communications, Inc., 6.62%, due 06/01/2027 0.24%
USA Compression Partners, LP / USA Compression Finance Corp., 6.87%, due 09/01/2027 0.24%
Stericycle, Inc., 5.37%, due 07/15/2024 0.24%
ENDO Dac / ENDO Finance LLC / ENDO Finco, Inc., 9.50%, due 07/31/2027 0.24%
NOVA Chemicals Corp., 4.87%, due 06/01/2024 0.24%
Flex Acquisition Co., Inc., 7.87%, due 07/15/2026 0.24%
Post Holdings, Inc., 5.50%, due 12/15/2029 0.24%
Sprint Capital Corp., 8.75%, due 03/15/2032 0.24%
Bausch Health Americas, Inc., 9.25%, due 04/01/2026 0.23%
Bausch Health Cos., Inc., 6.12%, due 04/15/2025 0.23%
Dell International LLC / EMC Corp., 5.87%, due 06/15/2021 0.23%
Parkland Corp., 5.87%, due 07/15/2027 0.23%
Viking Cruises, Ltd., 6.25%, due 05/15/2025 0.23%
OneMain Finance Corp., 7.12%, due 03/15/2026 0.23%
DCP Midstream Operating, LP, 5.37%, due 07/15/2025 0.23%
United Airlines Holdings, Inc., 4.87%, due 01/15/2025 0.23%
SM Energy Co., 6.12%, due 11/15/2022 0.22%
DISH DBS Corp., 6.75%, due 06/01/2021 0.22%
International Game Technology PLC, 6.25%, due 02/15/2022 0.22%
Flex Acquisition Co., Inc., 6.87%, due 01/15/2025 0.22%
Clear Channel Worldwide Holdings, Inc., 5.12%, due 08/15/2027 0.22%
Colfax Corp., 6.00%, due 02/15/2024 0.22%
MGM Growth Properties Operating Partnership, LP / MGP Finance Co-Issuer, Inc., 5.75%, due 02/01/2027 0.22%
Cushman & Wakefield US Borrower LLC, 6.75%, due 05/15/2028 0.22%
DCP Midstream, LP, 7.37%, due 12/15/2022 0.22%
CSI Compressco, LP / CSI Compressco Finance, Inc., 10.00%, due 04/01/2026 0.22%
Expedia Group, Inc., 6.25%, due 05/01/2025 0.21%
Ziggo Bond Co. BV, 6.00%, due 01/15/2027 0.21%
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp., 4.25%, due 02/01/2027 0.21%
HAT Holdings I LLC / HAT Holdings II LLC, 5.25%, due 07/15/2024 0.21%
Rite Aid Corp., 7.50%, due 07/01/2025 0.21%
Zayo Group Holdings, Inc., 4.00%, due 03/01/2027 0.21%
Parsley Energy LLC / Parsley Finance Corp., 5.37%, due 01/15/2025 0.21%
Credit Suisse Group AG, 7.25%, due 09/12/2025 0.21%
Sirius XM Radio, Inc., 4.12%, due 07/01/2030 0.21%
L Brands, Inc., 6.75%, due 07/01/2036 0.21%
Owens-Brockway Glass Container, Inc., 5.87%, due 08/15/2023 0.21%
Encompass Health Corp., 5.75%, due 11/01/2024 0.21%
Griffon Corp., 5.75%, due 03/01/2028 0.20%
Novelis Corp., 5.87%, due 09/30/2026 0.20%
First Quantum Minerals, Ltd., 7.25%, due 04/01/2023 0.20%
Netflix, Inc., 4.87%, due 06/15/2030 0.20%
Calpine Corp., 5.12%, due 03/15/2028 0.20%
Intelsat Jackson Holdings SA, 8.50%, due 10/15/2024 0.20%
United Rentals North America, Inc., 4.62%, due 10/15/2025 0.20%
Ally Financial, Inc., 3.87%, due 05/21/2024 0.20%
CBL & Associates, LP, 5.25%, due 12/01/2023 0.20%
Nokia OYJ, 3.37%, due 06/12/2022 0.20%
NCR Corp., 5.25%, due 10/01/2030 0.20%
Eagle Intermediate Global Holding BV / Ruyi US Finance LLC, 7.50%, due 05/01/2025 0.20%
Terrier Media Buyer, Inc., 8.87%, due 12/15/2027 0.20%
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp., 5.25%, due 10/01/2025 0.20%
WPX Energy, Inc., 5.25%, due 09/15/2024 0.20%
Hilton Domestic Operating Co., Inc., 4.87%, due 01/15/2030 0.20%
Hertz Corp., 6.00%, due 01/15/2028 0.20%
iHeartCommunications, Inc., 8.37%, due 05/01/2027 0.20%
NCL Corp., Ltd., 12.25%, due 05/15/2024 0.19%
Freeport-McMoRan, Inc., 4.62%, due 08/01/2030 0.19%
Novelis Corp., 4.75%, due 01/30/2030 0.19%
DISH DBS Corp., 7.75%, due 07/01/2026 0.19%
Callon Petroleum Co., 6.12%, due 10/01/2024 0.19%
Freeport-McMoRan, Inc., 4.37%, due 08/01/2028 0.19%
NextEra Energy Operating Partners, LP, 4.25%, due 07/15/2024 0.19%
NuStar Logistics, LP, 6.75%, due 02/01/2021 0.19%
United Rentals North America, Inc., 4.00%, due 07/15/2030 0.19%
Virgin Media Finance PLC, 5.00%, due 07/15/2030 0.19%
Kraft Heinz Foods Co., 5.00%, due 07/15/2035 0.19%
Targa Resources Partners, LP / Targa Resources Partners Finance Corp., 5.00%, due 01/15/2028 0.19%
Occidental Petroleum Corp., 5.87%, due 09/01/2025 0.19%
WPX Energy, Inc., 5.87%, due 06/15/2028 0.19%
Dell International LLC / EMC Corp., 8.35%, due 07/15/2046 0.19%
Clarios Global, LP / Clarios US Finance Co., 6.25%, due 05/15/2026 0.19%
Lloyds Banking Group PLC, 7.50%, due 06/27/2024 0.19%
NuStar Logistics, LP, 5.62%, due 04/28/2027 0.19%
Uber Technologies, Inc., 8.00%, due 11/01/2026 0.18%
Trivium Packaging Finance BV, 5.50%, due 08/15/2026 0.18%
New Gold, Inc., 6.37%, due 05/15/2025 0.18%
Frontier Communications Corp., 9.00%, due 08/15/2031 0.18%
Cleveland-Cliffs, Inc., 5.87%, due 06/01/2027 0.18%
iStar, Inc., 5.50%, due 02/15/2026 0.18%
Post Holdings, Inc., 5.62%, due 01/15/2028 0.18%
SBA Communications Corp., 3.87%, due 02/15/2027 0.18%
Ford Motor Credit Co. LLC, 3.33%, due 03/18/2021 0.18%
ENDO Dac / ENDO Finance LLC / ENDO Finco, Inc., 6.00%, due 06/30/2028 0.18%
CHS / Community Health Systems, Inc., 6.25%, due 03/31/2023 0.18%
Beazer Homes USA, Inc., 6.75%, due 03/15/2025 0.18%
Hexion Holdings Corp., Class B 0.18%
Hughes Satellite Systems Corp., 6.62%, due 08/01/2026 0.18%
T-Mobile USA, Inc., 4.50%, due 02/01/2026 0.17%
Boyd Gaming Corp., 6.37%, due 04/01/2026 0.17%
Credit Suisse Group AG, 6.37%, due 08/21/2026 0.17%
Beazer Homes USA, Inc., 7.25%, due 10/15/2029 0.17%
SBA Communications Corp., 4.00%, due 10/01/2022 0.17%
Antero Resources Corp., 5.00%, due 03/01/2025 0.17%
Ashton Woods USA LLC / Ashton Woods Finance Co., 6.75%, due 08/01/2025 0.17%
Albertsons Cos., Inc. / Safeway, Inc. / New Albertsons, LP, 4.62%, due 01/15/2027 0.17%
iStar, Inc., 5.25%, due 09/15/2022 0.17%
CIT Group, Inc., 5.00%, due 08/15/2022 0.17%
SM Energy Co., 6.62%, due 01/15/2027 0.17%
Cascades, Inc. / Cascades USA, Inc., 5.37%, due 01/15/2028 0.17%
Post Holdings, Inc., 5.00%, due 08/15/2026 0.17%
Apache Corp., 4.37%, due 10/15/2028 0.17%
Olin Corp., 5.12%, due 09/15/2027 0.17%
Beazer Homes USA, Inc., 5.87%, due 10/15/2027 0.16%
CCO Holdings LLC / CCO Holdings Capital Corp., 4.50%, due 08/15/2030 0.16%
HCA, Inc., 5.25%, due 04/15/2025 0.16%
Tenet Healthcare Corp., 6.75%, due 06/15/2023 0.16%
Parsley Energy LLC / Parsley Finance Corp., 5.62%, due 10/15/2027 0.16%
Avation Capital SA, 6.50%, due 05/15/2021 0.16%
Bausch Health Americas, Inc., 8.50%, due 01/31/2027 0.16%
Dell International LLC / EMC Corp., 7.12%, due 06/15/2024 0.16%
Dana, Inc., 5.37%, due 11/15/2027 0.16%
OI European Group BV, 4.00%, due 03/15/2023 0.16%
Denbury Resources, Inc., 9.00%, due 05/15/2021 0.16%
Sirius XM Radio, Inc., 4.62%, due 07/15/2024 0.16%
DISH DBS Corp., 7.37%, due 07/01/2028 0.16%
Trivium Packaging Finance BV, 8.50%, due 08/15/2027 0.15%
Gulfport Energy Corp., 6.37%, due 05/15/2025 0.15%
United Airlines Holdings, Inc., 4.25%, due 10/01/2022 0.15%
TEGNA, Inc., 4.62%, due 03/15/2028 0.15%
NCR Corp., 6.12%, due 09/01/2029 0.15%
Credit Suisse Group AG, 7.50%, due 07/17/2023 0.15%
Hertz Corp., 5.50%, due 10/15/2024 0.15%
Frontier Communications Corp., 7.62%, due 04/15/2024 0.15%
Occidental Petroleum Corp., 4.85%, due 03/15/2021 0.15%
JPMorgan Chase & Co., 4.60%, due 02/01/2025 0.15%
Service Properties Trust, 4.35%, due 10/01/2024 0.15%
Goodyear Tire & Rubber Co., 4.87%, due 03/15/2027 0.15%
DAE Funding LLC, 5.00%, due 08/01/2024 0.15%
Freeport-McMoRan, Inc., 4.25%, due 03/01/2030 0.15%
US Airways Pass-Through Trust, 6.75%, due 12/03/2022 0.15%
Kraft Heinz Foods Co., 4.87%, due 10/01/2049 0.15%
Sinclair Television Group, Inc., 5.62%, due 08/01/2024 0.15%
Macy's Retail Holdings LLC, 3.45%, due 01/15/2021 0.15%
Scientific Games International, Inc., 7.00%, due 05/15/2028 0.15%
Standard Industries, Inc., 3.37%, due 01/15/2031 0.15%
Kinder Morgan, Inc., Series MTN, 7.75%, due 01/15/2032 0.14%
Scientific Games International, Inc., 7.25%, due 11/15/2029 0.14%
Service Properties Trust, 4.75%, due 10/01/2026 0.14%
Boyd Gaming Corp., 6.00%, due 08/15/2026 0.14%
DaVita, Inc., 4.62%, due 06/01/2030 0.14%
JBS USA LUX SA / JBS USA Finance, Inc., 5.75%, due 06/15/2025 0.14%
Seagate HDD Cayman, 4.09%, due 06/01/2029 0.14%
Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 5.12%, due 07/15/2023 0.14%
Sirius XM Radio, Inc., 5.50%, due 07/01/2029 0.14%
Clear Channel Outdoor Holdings, Inc., Term Loan B, 3.71%, due 08/21/2026 0.14%
EQM Midstream Partners, LP, 6.50%, due 07/01/2027 0.14%
CommScope, Inc., 8.25%, due 03/01/2027 0.14%
Lennar Corp., 4.75%, due 05/30/2025 0.14%
Navient Corp., 6.50%, due 06/15/2022 0.14%
CommScope, Inc., 6.00%, due 03/01/2026 0.14%
Tenet Healthcare Corp., 5.12%, due 11/01/2027 0.14%
L Brands, Inc., 6.87%, due 11/01/2035 0.14%
Genesis Energy, LP / Genesis Energy Finance Corp., 6.50%, due 10/01/2025 0.14%
Freeport-McMoRan, Inc., 4.12%, due 03/01/2028 0.14%
NCR Corp., 5.75%, due 09/01/2027 0.13%
CHS / Community Health Systems, Inc., 6.62%, due 02/15/2025 0.13%
Post Holdings, Inc., 4.62%, due 04/15/2030 0.13%
Scientific Games International, Inc., 8.25%, due 03/15/2026 0.13%
Olin Corp., 5.62%, due 08/01/2029 0.13%
Encompass Health Corp., 4.50%, due 02/01/2028 0.13%
CCO Holdings LLC / CCO Holdings Capital Corp., 5.37%, due 06/01/2029 0.13%
Albertsons Cos., Inc. / Safeway, Inc. / New Albertsons, LP, 3.50%, due 03/15/2029 0.13%
CCO Holdings LLC / CCO Holdings Capital Corp., 4.50%, due 05/01/2032 0.13%
Meritage Homes Corp., 5.12%, due 06/06/2027 0.13%
Ball Corp., 2.87%, due 08/15/2030 0.13%
Moss Creek Resources Holdings, Inc., 10.50%, due 05/15/2027 0.13%
Barclays PLC, 8.00%, due 06/15/2024 0.13%
Sensata Technologies, Inc., Co., 4.37%, due 02/15/2030 0.13%
Ashton Woods USA LLC / Ashton Woods Finance Co., 6.62%, due 01/15/2028 0.13%
Carnival Corp., 11.50%, due 04/01/2023 0.13%
DAE Funding LLC, 5.75%, due 11/15/2023 0.13%
Gray Television, Inc., 7.00%, due 05/15/2027 0.13%
US Airways Pass-Through Trust, 5.37%, due 05/15/2023 0.12%
Avis Budget Car Rental LLC / Avis Budget Finance, Inc., 6.37%, due 04/01/2024 0.12%
Triumph Group, Inc., 5.25%, due 06/01/2022 0.12%
Altice Financing SA, 5.00%, due 01/15/2028 0.12%
Associated Materials Group, Inc., 0.00% 0.12%
NCL Corp., Ltd., 10.25%, due 02/01/2026 0.12%
Cleveland-Cliffs, Inc., 6.75%, due 03/15/2026 0.12%
Scripps Escrow, Inc., 5.87%, due 07/15/2027 0.12%
Wyndham Destinations, Inc., 4.25%, due 03/01/2022 0.12%
HCA, Inc., 5.25%, due 06/15/2026 0.12%
Ally Financial, Inc., 5.75%, due 11/20/2025 0.12%
Bausch Health Cos., Inc., 5.50%, due 11/01/2025 0.12%
eG Global Finance PLC, 8.50%, due 10/30/2025 0.12%
Navient Corp., 6.62%, due 07/26/2021 0.12%
Mauser Packaging Solutions Holding Co., 7.25%, due 04/15/2025 0.12%
Carnival Corp., 10.50%, due 02/01/2026 0.12%
CSC Holdings LLC, 6.50%, due 02/01/2029 0.12%
Dell International LLC / EMC Corp., 6.02%, due 06/15/2026 0.12%
Targa Resources Partners, LP / Targa Resources Partners Finance Corp., 6.50%, due 07/15/2027 0.11%
Triumph Group, Inc., 7.75%, due 08/15/2025 0.11%
Dell International LLC / EMC Corp., 4.90%, due 10/01/2026 0.11%
Centene Corp., 4.25%, due 12/15/2027 0.11%
Vistra Operations Co. LLC, 5.00%, due 07/31/2027 0.11%
Avient Corp., 5.75%, due 05/15/2025 0.11%
Frontier Communications Corp., 8.50%, due 04/01/2026 0.11%
CenturyLink, Inc., 5.80%, due 03/15/2022 0.11%
Virgin Media Secured Finance PLC, 5.50%, due 08/15/2026 0.11%
Constellium SE, 5.87%, due 02/15/2026 0.11%
Goodyear Tire & Rubber Co., 5.00%, due 05/31/2026 0.11%
Freeport-McMoRan, Inc., 4.55%, due 11/14/2024 0.11%
NCL Corp., Ltd., 3.62%, due 12/15/2024 0.11%
CSC Holdings LLC, 4.12%, due 12/01/2030 0.11%
CommScope, Inc., 5.50%, due 03/01/2024 0.10%
Boyd Gaming Corp., 4.75%, due 12/01/2027 0.10%
Callon Petroleum Co., 8.25%, due 07/15/2025 0.10%
CIT Bank NA, 2.96%, due 09/27/2025 0.10%
Parsley Energy LLC / Parsley Finance Corp., 5.25%, due 08/15/2025 0.10%
Kraft Heinz Foods Co., 6.87%, due 01/26/2039 0.10%
Royal Caribbean Cruises, Ltd., 11.50%, due 06/01/2025 0.10%
Gulfport Energy Corp., 6.37%, due 01/15/2026 0.10%
International Game Technology PLC, 6.25%, due 01/15/2027 0.10%
CCO Holdings LLC / CCO Holdings Capital Corp., 4.25%, due 02/01/2031 0.10%
Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc., 6.00%, due 02/15/2025 0.10%
DISH DBS Corp., 5.87%, due 07/15/2022 0.09%
Apache Corp., 4.87%, due 11/15/2027 0.09%
Occidental Petroleum Corp., 6.62%, due 09/01/2030 0.09%
Encompass Health Corp., 4.75%, due 02/01/2030 0.09%
Bombardier, Inc., 7.50%, due 03/15/2025 0.09%
Oasis Petroleum, Inc., 6.87%, due 03/15/2022 0.09%
Apache Corp., 4.62%, due 11/15/2025 0.09%
DAE Funding LLC, 4.50%, due 08/01/2022 0.09%
Mattel, Inc., 3.15%, due 03/15/2023 0.09%
Boise Cascade Co., 4.87%, due 07/01/2030 0.09%
Gulfport Energy Corp., 6.00%, due 10/15/2024 0.09%
Lloyds Banking Group PLC, 7.50%, due 09/27/2025 0.09%
Level 3 Financing, Inc., 3.62%, due 01/15/2029 0.09%
CSI Compressco, LP / CSI Compressco Finance, Inc., 7.50%, due 04/01/2025 0.09%
Ford Motor Credit Co. LLC, 5.87%, due 08/02/2021 0.09%
Ford Motor Credit Co. LLC, 4.37%, due 08/06/2023 0.09%
Bombardier, Inc., 7.87%, due 04/15/2027 0.09%
Royal Caribbean Cruises, Ltd., 10.87%, due 06/01/2023 0.09%
CSI Compressco, LP / CSI Compressco Finance, Inc., 7.50%, due 04/01/2025 0.08%
Centene Corp., 4.62%, due 12/15/2029 0.08%
Credit Suisse Group AG, 5.25%, due 02/11/2027 0.08%
Ford Motor Credit Co. LLC, 3.35%, due 11/01/2022 0.08%
Owens-Brockway Glass Container, Inc., 6.37%, due 08/15/2025 0.08%
Summit Midstream Holdings LLC / Summit Midstream Finance Corp., 5.75%, due 04/15/2025 0.08%
Dana, Inc., 5.50%, due 12/15/2024 0.08%
Apache Corp., 4.75%, due 04/15/2043 0.08%
Continental Airlines Pass-Through Trust, 6.90%, due 10/19/2023 0.08%
Netflix, Inc., 5.37%, due 11/15/2029 0.08%
Ford Motor Co., 9.62%, due 04/22/2030 0.08%
Boyd Gaming Corp., 8.62%, due 06/01/2025 0.08%
Iron Mountain, Inc., 4.50%, due 02/15/2031 0.08%
Hertz Corp., 6.25%, due 10/15/2022 0.08%
Callon Petroleum Co., 6.25%, due 04/15/2023 0.08%
HighPoint Operating Corp., 8.75%, due 06/15/2025 0.08%
HAT Holdings I LLC / HAT Holdings II LLC, 6.00%, due 04/15/2025 0.07%
Mattel, Inc., 5.45%, due 11/01/2041 0.07%
Park Aerospace Holdings, Ltd., 5.25%, due 08/15/2022 0.07%
Credit Suisse Group AG, 6.25%, due 12/18/2024 0.07%
Kinder Morgan, Inc., Series MTN, 8.05%, due 10/15/2030 0.07%
Deutsche Bank AG, 6.00%, due 10/30/2025 0.07%
Frontier Communications Corp., 10.50%, due 09/15/2022 0.07%
NCR Corp., 5.00%, due 10/01/2028 0.07%
Triumph Group, Inc., 8.87%, due 06/01/2024 0.07%
MGM Growth Properties Operating Partnership, LP / MGP Finance Co-Issuer, Inc., 4.62%, due 06/15/2025 0.07%
Newell Brands, Inc., 4.87%, due 06/01/2025 0.07%
Albertsons Cos., Inc. / Safeway, Inc. / New Albertsons, LP, 7.50%, due 03/15/2026 0.07%
Bausch Health Cos., Inc., 7.00%, due 01/15/2028 0.07%
Lennar Corp., 8.37%, due 01/15/2021 0.07%
Service Properties Trust, 7.50%, due 09/15/2025 0.07%
Colfax Corp., 6.37%, due 02/15/2026 0.07%
Kraft Heinz Foods Co., 5.00%, due 06/04/2042 0.07%
Taylor Morrison Communities, Inc., 5.12%, due 08/01/2030 0.07%
EQM Midstream Partners, LP, 6.00%, due 07/01/2025 0.07%
Continental Airlines Pass-Through Trust, 5.50%, due 04/29/2022 0.07%
MGM Resorts International, 6.75%, due 05/01/2025 0.07%
United Rentals North America, Inc., 5.50%, due 05/15/2027 0.07%
Denbury Resources, Inc., 7.75%, due 02/15/2024 0.07%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 6.50%, due 07/15/2025 0.07%
Meritor, Inc., 6.25%, due 06/01/2025 0.07%
Ford Motor Co., 9.00%, due 04/22/2025 0.07%
Frontier Communications Corp., 8.75%, due 04/15/2022 0.07%
CDW LLC / CDW Finance Corp., 3.25%, due 02/15/2029 0.07%
Albertsons Cos., Inc. / Safeway, Inc. / New Albertsons, LP, 3.25%, due 03/15/2026 0.07%
Logan Merger Sub, Inc., 5.50%, due 09/01/2027 0.07%
Avis Budget Car Rental LLC / Avis Budget Finance, Inc., 5.50%, due 04/01/2023 0.07%
CIT Group, Inc., 4.75%, due 02/16/2024 0.06%
Avolon Holdings Funding, Ltd., 5.25%, due 05/15/2024 0.06%
United Airlines Pass-Through Trust, 4.62%, due 03/03/2024 0.06%
Goldman Sachs Capital II, 4.00%, due 10/01/2020 0.06%
Macy's, Inc., 8.37%, due 06/15/2025 0.06%
Frontier Communications Corp., 11.00%, due 09/15/2025 0.06%
Apache Corp., 4.25%, due 01/15/2044 0.06%
L Brands, Inc., 5.25%, due 02/01/2028 0.06%
Teck Resources, Ltd., 6.25%, due 07/15/2041 0.06%
Genesis Energy, LP / Genesis Energy Finance Corp., 6.25%, due 05/15/2026 0.06%
Navient Corp., 5.00%, due 03/15/2027 0.06%
Level 3 Financing, Inc., 5.37%, due 01/15/2024 0.06%
Calpine Corp., 5.00%, due 02/01/2031 0.06%
Shelf Drilling Holdings, Ltd., 8.25%, due 02/15/2025 0.06%
Ally Financial, Inc., 7.50%, due 09/15/2020 0.06%
ILFC E-Capital Trust II, 3.27%, due 12/21/2065 0.06%
L Brands, Inc., 6.87%, due 07/01/2025 0.06%
CenturyLink, Inc., 6.75%, due 12/01/2023 0.06%
CHS / Community Health Systems, Inc., 8.12%, due 06/30/2024 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%
Garda World Security Corp., 9.50%, due 11/01/2027 0.05%
American Airlines Pass-Through Trust, 5.62%, due 07/15/2022 0.05%
EP Energy LLC / Everest Acquisition Finance, Inc., 7.75%, due 05/15/2026 0.05%
Graphic Packaging International LLC, 3.50%, due 03/01/2029 0.05%
Univision Communications, Inc., 9.50%, due 05/01/2025 0.05%
Mattel, Inc., 6.75%, due 12/31/2025 0.05%
Royal Caribbean Cruises, Ltd., 9.12%, due 06/15/2023 0.05%
L Brands, Inc., 9.37%, due 07/01/2025 0.05%
Builders FirstSource, Inc., 5.00%, due 03/01/2030 0.05%
NuStar Logistics, LP, 6.00%, due 06/01/2026 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%
Taylor Morrison Communities, Inc., 5.87%, due 01/31/2025 0.04%
Summit Midstream Partners, LP, 9.50%, due 12/15/2022 0.04%
Silgan Holdings, Inc., 4.12%, due 02/01/2028 0.04%
Tenet Healthcare Corp., 7.50%, due 04/01/2025 0.04%
Cleveland-Cliffs, Inc., 5.75%, due 03/01/2025 0.04%
Covanta Holding Corp., 5.00%, due 09/01/2030 0.04%
Bausch Health Cos., Inc., 5.87%, due 05/15/2023 0.04%
SM Energy Co., 5.62%, due 06/01/2025 0.04%
Centene Corp., 3.37%, due 02/15/2030 0.03%
Moss Creek Resources Holdings, Inc., 7.50%, due 01/15/2026 0.03%
Oasis Petroleum, Inc., 6.25%, due 05/01/2026 0.03%
Hilton Domestic Operating Co., Inc., 5.75%, due 05/01/2028 0.03%
Callon Petroleum Co., 6.37%, due 07/01/2026 0.03%
Sensata Technologies, Inc., 3.75%, due 02/15/2031 0.03%
Taylor Morrison Communities, Inc., 6.00%, due 09/01/2023 0.03%
SM Energy Co., 6.75%, due 09/15/2026 0.02%
Seagate HDD Cayman, 4.12%, due 01/15/2031 0.02%
NCR Corp., 8.12%, due 04/15/2025 0.02%
Chesapeake Energy Corp., 11.50%, due 01/01/2025 0.02%
Ford Motor Co., 8.50%, due 04/21/2023 0.02%
Homer City Generation LLC 0.02%
Hilton Domestic Operating Co., Inc., 5.37%, due 05/01/2025 0.02%
Chesapeake Energy Corp., 7.50%, due 10/01/2026 0.01%
Tenet Healthcare Corp., 4.62%, due 06/15/2028 0.01%
Century Communities, Inc., 6.75%, due 06/01/2027 0.01%
Chesapeake Energy Corp., 7.00%, due 10/01/2024 0.01%
CommScope Technologies LLC, 5.00%, due 03/15/2027 0.01%
American Airlines Group, Inc., 5.00%, due 06/01/2022 0.00%**
Wyndham Destinations, Inc., 6.35%, due 10/01/2025 0.00%**
Noble Holding International, Ltd., 6.05%, due 03/01/2041 0.00%**
Noble Holding International, Ltd., 8.95%, due 04/01/2045 0.00%**
Sprint Corp., 7.25%, due 09/15/2021 0.00%**
Ultra Resources, Inc., 7.12%, due 04/15/2025 0.00%**
Ultra Resources, Inc., 6.87%, due 04/15/2022 0.00%**
Motors Liquidation Co. GUC Trust 0.00%**
EP Energy LLC / Everest Acquisition Finance, Inc., 8.00%, due 11/29/2024 0.00%**
Abengoa Abenewco 2 SA, Zero Coupon, due 04/26/2024 0.00%**
Associated Materials Group, Inc., Exercise Price $0, Expiration Date 11/17/2023 0.00%**
Abengoa Abenewco 2 SA, 1.50%, due 04/26/2024 0.00%**
Net Other Assets (Liabilities) 2.55%