Fund Facts  

Inception Date: May 1, 2014
Ticker Symbol: VQHYX
Registration Date: May 1, 2014
Morningstar Category:High Yield Bond
As of Sep 30, 2016
Fund Net Assets ($millions) $354

Documents for Fund or Underlying Fund(s)  

Description

Objective  

To seek current income and capital appreciation.

Principal Investment Strategies  

The Fund invests, under normal circumstances, at least 80% of its net assets in high yield fixed income securities and other instruments that are rated below investment grade. For purposes of this 80% policy, the Fund considers a below investment grade rating to be a rating that is below the four highest grades by Standard & Poor’s, Moody’s Investors Service, Inc., or Fitch Ratings. Below investment grade securities are commonly referred to as “junk bonds.” These investments may include the following:

• U.S. or foreign corporate fixed income securities;
• U.S. or foreign floating rate loans;
• U.S. or foreign mortgage-backed securities;
• U.S. or foreign asset-backed securities;
• Municipal securities;
• Fixed income securities issued or guaranteed by foreign governments or their agencies or instrumentalities, or supranational organizations; and
• U.S. or foreign convertible fixed income securities.

The Fund’s fixed income investments may be of any maturity.

The Fund’s investments in floating rate loans may not exceed 30% of the Fund’s net assets.

The Fund also may invest up to 20% of its net assets in:

• Securities and instruments of any type that are not considered to be below investment grade; and
• Unrated securities and instruments of the types listed above that the Fund’s subadviser(s) determines are below investment grade in quality.

The Fund may invest no more than 50% of its net assets in foreign securities or other foreign instruments. In addition, the Fund may invest no more than 30% of its net assets in securities or other instruments of issuers located in emerging market countries (these investments are also subject to the 50% limit above). The Fund primarily invests in U.S. dollar denominated instruments.

The Fund also may invest up to 20% of its net assets in derivative instruments. The Fund’s subadviser may use forwards, futures, options, swap agreements, and swaptions to manage risk or to obtain or adjust investment exposure. The Fund’s investments in credit default swaps, if any, will be less than 5% of the Fund’s net assets.

The Fund is available for investment only by the Vantagepoint Model Portfolio Funds and Vantagepoint Milestone Funds.

Principal Investment Risks  

There is no guarantee that the Fund will achieve its investment objective. You may lose money by investing in the Fund. The Fund’s principal investment risks include High Yield Securities Risk, Credit Risk, Interest Rate Risk, Call Risk, Floating Rate Loans Risk, Mortgage-Backed Securities Risk, Asset-Backed Securities Risk, Prepayment and Extension Risk, U.S. Government Agency Securities Risk, Municipal Securities Risk, Foreign Securities Risk, Foreign Government Securities Risk, Emerging Markets Securities Risk, Foreign Currency Risk, Convertible Securities Risk, Derivative Instruments Risk, Liquidity Risk, Multi-Manager Risk.
Please see the Risk Glossary for additional information about the Fund’s risks.

 

Performance & Expenses

Standard Performance As of Sep 30, 2016
Fund/Benchmark Name QtrYTD1-Yr3-Yr5-Yr10-YrSince Inception
Vantagepoint High Yield T   4.97%13.08%10.38%N/AN/AN/A1.85%
Bloomberg Barclays U.S. Corporate High Yield 2% Issuer Capped Bond Indexa,b5.55%15.11%12.74%5.30%8.34%7.80%N/A
Morningstar High Yield Bonda,c4.70%11.45%9.13%3.76%7.05%6.15%N/A

Fund past performance, as shown, is no guarantee of how the Fund will perform in the future. The performance shown has been annualized for periods greater than one year. Investment returns and principal value will fluctuate, so that an investor's shares, when redeemed, may be worth more or less than their original cost. For current performance, visit www.icmarc.org.

Fund performance is shown comparing it to a "benchmark" which may be a (i) broad-based securities market index (ii) a group of mutual funds with similar investment objectives, or (iii) a short term government backed debt obligation such as a U.S. Treasury Bill. An index is not available for direct investment, is unmanaged, and does not reflect the costs of portfolio management or trading. A fund's portfolio may differ from the securities held in an index.

Annual Fund Operating Expenses
Total annual fund operating expenses   0.81%
Fee waiver and/or expense reimbursement0.08%
Total Expenses0.73%

A contractual expense waiver exists for this fund and will expire on 04-30-2017.

 

a. Certain information including, but not limited to, benchmark performance or other performance and/or fee information, is provided by Morningstar, Inc., © 2016 All rights reserved. This information: (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied or distributed and (3) is not warranted to be accurate, complete or timely. Neither Morningstar and/or its content providers are responsible for any damages or losses arising from any use of information. Morningstar is a registered trademark of Morningstar, Inc.

b. The Bloomberg Barclays U.S. Corporate High Yield 2% Issuer Capped Bond Index is an issuer-constrained version of the Bloomberg Barclays U.S. Corporate High Yield Index that measures the market of USD-denominated, non-investment grade, fixed-rate, taxable corporate bonds. The Bloomberg Barclays U.S. Corporate High Yield 2% Issuer Capped Bond Index limits the exposure of each issuer to 2% of the total market value and redistributes any excess market value index-wide on a pro-rata basis.

c. The Fund’s Morningstar Category Average is a group of funds with similar investment objectives and strategies and is the equal-weighted return of all funds per category. Morningstar places funds in certain categories based on a fund’s historical portfolio holdings.

Distributions

Dividends and Capital Gains  
Record Date Ex/Payable Date Income/Capital Gains Paid Per Share
Sep 23, 2016Sep 23, 2016$0.120434000
Aug 31, 2016Aug 31, 2016$0.047685000
Jul 29, 2016Jul 29, 2016$0.071562000
Jun 30, 2016Jun 30, 2016$0.039277000
May 31, 2016May 31, 2016$0.048871000
Apr 29, 2016Apr 29, 2016$0.040603000
Mar 31, 2016Mar 31, 2016$0.044531000
Feb 29, 2016Feb 29, 2016$0.044435000
Jan 29, 2016Jan 29, 2016$0.037679000
Dec 31, 2015Dec 31, 2015$0.057700000
Nov 30, 2015Nov 30, 2015$0.042651000
Oct 30, 2015Oct 30, 2015$0.041607000
Sep 30, 2015Sep 30, 2015$0.051181000
Aug 31, 2015Aug 31, 2015$0.043469000
Jul 31, 2015Jul 31, 2015$0.043687000
Jun 30, 2015Jun 30, 2015$0.044115000
May 29, 2015May 29, 2015$0.042144000
Apr 30, 2015Apr 30, 2015$0.039151000
 

Morningstar Information

Morningstar RatingTM   As of Sep 30, 2016
Period Stars Category Size
Overall N/A N/A
3-Year N/A N/A
5-Year N/A N/A
10-Year N/A N/A
 
Morningstar Stylebox As of Sep 30, 2016
Fixed Income Stylebox
Low Moderate
Allocation of Assets As of Aug 31, 2016
Type of Asset Percent
Equity0%
Fixed Income107%
Cash/Other-8%

Due to rounding, percentages shown may not add up to 100%.

 
 

Characteristics

Allocation of Assets As of Aug 31, 2016
Asset ClassPercent
Domestic Stock0.3%
Foreign Stock0.1%
Domestic Bond86.2%
Foreign Bond20.1%
Preferred0.4%
Convertible0.4%
Cash-7.6%
Other0.0%

Due to rounding, percentages shown may not add up to 100%.

 
Fixed Income Sector As of Aug 31, 2016
SectorPercent
Corporate89.3%
Government12.0%
Securitized4.0%
Derivative0.1%
Cash & Equivalents-7.6%

Exposure reflects fixed income securities only and will sum to the fixed income exposure of the fund.

 
Credit Quality As of Aug 31, 2016
Quality LevelPercent
AAA2.3%
AA0.0%
A0.1%
BBB4.3%
BB29.1%
B41.5%
Below B19.5%
Not Rated3.3%

Due to rounding, percentages shown may not add up to 100%. Exposure reflects fixed income securities only.

 
Top Ten Holdings As of Oct 31, 2016
Holding NamePercent
FIDELITY INSTITUTIONAL MONEY MARKET2.9%
SPRINT CORP 7.25% 09/15/20211.5%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.284% 10/25/20240.8%
FIRST DATA CORP 7% 12/01/20230.7%
CIT GROUP INC 5% 08/15/20220.6%
AERCAP IRELAND CAPITAL LTD / AERCAP GLOBAL AVIATION TRUST 4.5% 05/15/20210.6%
HCA INC 5.375% 02/01/20250.6%
SPRINT CAPITAL CORP 6.9% 05/01/20190.5%
DISH DBS CORP 5.875% 07/15/20220.5%
UNITED RENTALS NORTH AMERICA INC 6.125% 06/15/20230.5%
All Holdings As of Oct 31, 2016
Equity
Holding NameMarket Value
GMAC CAPITAL TRUST I$1,145,659
MAGNUM HUNTER RESOURCES CORP$827,195
ALLERGAN PLC$426,795
HERCULES OFFSHORE INC$20,980
SEVENTY SEVEN ENERGY INC$7,032
 
Fixed Income
Holding NameMarket Value
SPRINT CORP 7.25% 09/15/2021$5,105,594
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.284% 10/25/2024$2,668,785
FIRST DATA CORP 7% 12/01/2023$2,472,750
CIT GROUP INC 5% 08/15/2022$2,174,906
AERCAP IRELAND CAPITAL LTD / AERCAP GLOBAL AVIATION TRUST 4.5% 05/15/2021$2,084,000
HCA INC 5.375% 02/01/2025$2,018,351
SPRINT CAPITAL CORP 6.9% 05/01/2019$1,846,250
DISH DBS CORP 5.875% 07/15/2022$1,806,075
UNITED RENTALS NORTH AMERICA INC 6.125% 06/15/2023$1,774,500
MORGAN STANLEY RESECURITIZATION TRUST 2015-R6 0.788% 07/26/2045$1,728,110
PRESTIGE BRANDS INC 5.375% 12/15/2021$1,725,338
FLEXI-VAN LEASING INC 7.875% 08/15/2018$1,711,050
WMG ACQUISITION CORP 5.625% 04/15/2022$1,685,656
NAVIENT CORP 4.875% 06/17/2019$1,663,506
CHS/COMMUNITY HEALTH SYSTEMS INC 6.875% 02/01/2022$1,630,938
SFR GROUP SA 7.375% 05/01/2026$1,628,113
STANDARD INDUSTRIES INC/NJ 6% 10/15/2025$1,581,864
T-MOBILE USA INC 6.633% 04/28/2021$1,576,875
INTELSAT JACKSON HOLDINGS SA 7.5% 04/01/2021$1,565,100
MIRAN MID-ATLANTIC SERIES C PASS THROUGH TRUST 10.06% 12/30/2028$1,541,821
INTELSAT JACKSON HOLDINGS SA 8% 02/15/2024$1,499,850
DOLLAR TREE INC 5.75% 03/01/2023$1,471,250
SUMMIT MATERIALS LLC / SUMMIT MATERIALS FINANCE CORP 6.125% 07/15/2023$1,467,750
PACTIV LLC 8.375% 04/15/2027$1,452,750
CLEAN HARBORS INC 5.25% 08/01/2020$1,438,905
NOMURA RESECURITIZATION TRUST 2015-6R 0.724% 05/26/2046$1,424,757
SUBURBAN PROPANE PARTNERS LP/SUBURBAN ENERGY FINANCE CORP 5.5% 06/01/2024$1,409,375
EXTRACTION OIL & GAS HOLDINGS LLC / EXTRACTION FINANCE CORP 7.875% 07/15/2021$1,349,375
CASCADES INC 5.5% 07/15/2022$1,343,575
AMERIGAS FINANCE LLC / AMERIGAS FINANCE CORP 7% 05/20/2022$1,332,450
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.908% 07/23/2025$1,328,930
TENET HEALTHCARE CORP 6.75% 06/15/2023$1,317,388
ACADIA HEALTHCARE CO INC 5.125% 07/01/2022$1,300,200
UNIVISION COMMUNICATIONS INC 5.125% 05/15/2023$1,246,440
NIELSEN FINANCE LLC / NIELSEN FINANCE CO 5% 04/15/2022$1,228,500
CONVATEC FINANCE INTERNATIONAL SA 8.25% 01/15/2019$1,220,000
CHURCHILL DOWNS INC 5.375% 12/15/2021$1,216,800
FIRST QUALITY FINANCE CO INC 4.625% 05/15/2021$1,210,500
ESH HOSPITALITY INC 5.25% 05/01/2025$1,205,888
VALEANT PHARMACEUTICALS INTERNATIONAL 6.75% 08/15/2021$1,204,950
HD SUPPLY INC 5.75% 04/15/2024$1,184,063
SUNCOKE ENERGY PARTNERS LP / SUNCOKE ENERGY PARTNERS FINANCE CORP 7.375% 02/01/2020$1,180,350
BRINKER INTERNATIONAL INC 5% 10/01/2024$1,173,000
UNITED AIRLINES 2013-1 CLASS B PASS THROUGH TRUST 5.375% 02/15/2023$1,166,114
CONSTELLATION BRANDS INC 6% 05/01/2022$1,165,000
ENVISION HEALTHCARE CORP 5.125% 07/01/2022$1,155,750
ALLSCRIPTS HEALTHCARE SOLUTIONS INC 1.684% 03/25/2037$1,137,204
FIRST DATA CORP 5% 01/15/2024$1,135,906
MILACRON LLC / MCRON FINANCE CORP 7.75% 02/15/2021$1,125,113
NRG ENERGY INC 6.25% 07/15/2022$1,123,363
PINNACLE FOODS FINANCE LLC / PINNACLE FOODS FINANCE CORP 4.875% 05/01/2021$1,120,263
INGLES MARKETS INC 5.75% 06/15/2023$1,102,400
MALLINCKRODT INTERNATIONAL FINANCE SA / MALLINCKRODT CB LLC 5.75% 08/01/2022$1,095,375
ALCOA NEDERLAND HOLDING BV 6.75% 09/30/2024$1,094,563
REYNOLDS GROUP ISSUER INC / REYNOLDS GROUP ISSUER LLC / REYNOLDS GROUP ISSUER LU 7% 07/15/2024$1,092,038
APEX TOOL GROUP LLC 7% 02/01/2021$1,087,238
SFR GROUP SA 5.625% 05/15/2024$1,085,414
AMERICAN AIRLINES 2013-2 CLASS B PASS THROUGH TRUST 5.6% 01/15/2022$1,082,120
HCA HOLDINGS INC 6.25% 02/15/2021$1,081,250
PARTY CITY HOLDINGS INC 6.125% 08/15/2023$1,076,913
TERRAFORM POWER OPERATING LLC 5.875% 02/01/2023$1,057,875
ASHTEAD CAPITAL INC 6.5% 07/15/2022$1,053,750
NCR CORP 5.875% 12/15/2021$1,044,450
COVANTA HOLDING CORP 6.375% 10/01/2022$1,042,950
OPEN TEXT CORP 5.625% 01/15/2023$1,040,620
NEIMAN MARCUS GROUP LTD LLC 8.75% 10/15/2021$1,037,356
ZF NORTH AMERICA CAPITAL INC 4.5% 04/29/2022$1,035,938
DAVITA HEALTHCARE PARTNERS INC 5.125% 07/15/2024$1,029,000
CITIGROUP INC 5.95% 05/15/2025$1,023,750
VALEANT PHARMACEUTICALS INTERNATIONAL INC 5.625% 12/01/2021$1,018,875
BLUELINE RENTAL FINANCE CORP 7% 02/01/2019$1,017,900
RITE AID CORP 6.125% 04/01/2023$1,016,400
GLP CAPITAL LP / GLP FINANCING II INC 5.375% 04/15/2026$1,006,425
OASIS PETROLEUM INC 6.875% 01/15/2023$1,004,700
FIRST QUANTUM MINERALS LTD 7.25% 05/15/2022$994,056
GEO GROUP INC/THE 6% 04/15/2026$993,288
SABINE PASS LIQUEFACTION LLC 5.625% 04/15/2023$992,775
NRG YIELD OPERATING LLC 5.375% 08/15/2024$989,125
REPERFORMING LOAN REMIC TRUST 2005-R2 8% 06/25/2035$976,718
SBA COMMUNICATIONS CORP 4.875% 07/15/2022$976,488
DBP HOLDING CORP 7.75% 10/15/2020$975,375
HUB INTERNATIONAL LTD 7.875% 10/01/2021$973,465
NOVELIS CORP 5.875% 09/30/2026$969,325
CEDAR FAIR LP / CANADA'S WONDERLAND CO / MAGNUM MANAGEMENT CORP 5.375% 06/01/2024$964,600
TENET HEALTHCARE CORP 8.125% 04/01/2022$962,850
FREEPORT-MCMORAN OIL & GAS LLC / FCX OIL & GAS INC 6.875% 02/15/2023$959,100
DARLING GLOBAL FINANCE BV 4.75% 05/30/2022$958,967
ALLISON TRANSMISSION INC 5% 10/01/2024$930,475
MURRAY ENERGY CORP TL B2 1L 8.25% 12/30/2016$927,945
AMSURG CORP 5.625% 07/15/2022$926,494
PILGRIM'S PRIDE CORP 5.75% 03/15/2025$924,750
WATCO COS LLC / WATCO FINANCE CORP 6.375% 04/01/2023$918,000
1011778 BC ULC / NEW RED FINANCE INC 4.625% 01/15/2022$917,010
CENTURYLINK INC 5.8% 03/15/2022$916,875
ARDAGH PACKAGING FINANCE PLC / ARDAGH HOLDINGS USA INC 6.75% 05/15/2024$915,112
AXALTA COATING SYSTEMS LLC 4.25% 08/15/2024$913,140
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 6.02% 06/15/2026$906,382
ALLY FINANCIAL INC 7.5% 09/15/2020$902,870
CARLSON TRAVEL HOLDINGS INC 7.5% 08/15/2019$901,600
TEMPUR SEALY INTERNATIONAL INC 5.5% 06/15/2026$898,275
HCA INC 5.875% 02/15/2026$894,625
SPECTRUM BRANDS INC 4% 10/01/2026$893,675
IHO VERWALTUNGS GMBH 3.25% 09/15/2023$882,505
WOODSIDE HOMES CO LLC / WOODSIDE HOMES FINANCE INC 6.75% 12/15/2021$877,500
NATURAL RESOURCE PARTNERS LP / NRP FINANCE CORP 9.125% 10/01/2018$874,125
SCIENTIFIC GAMES INTERNATIONAL INC 7% 01/01/2022$870,909
WEST CORP 5.375% 07/15/2022$869,625
CTR PARTNERSHIP LP / CARETRUST CAPITAL CORP 5.875% 06/01/2021$869,400
AERCAP IRELAND CAPITAL LTD / AERCAP GLOBAL AVIATION TRUST 4.625% 07/01/2022$868,388
JAGUAR HOLDING CO II / PHARMACEUTICAL PRODUCT DEVELOPMENT LLC 6.375% 08/01/2023$866,880
MPT OPERATING PARTNERSHIP LP / MPT FINANCE CORP 6.375% 03/01/2024$860,588
SIX FLAGS ENTERTAINMENT CORP 4.875% 07/31/2024$859,275
BOYD GAMING CORP 6.375% 04/01/2026$854,625
VWR FUNDING INC 4.625% 04/15/2022$848,492
CBC AMMO LLC / CBC FINCO INC 7.25% 11/15/2021$840,650
CAPSUGEL SA 7% 05/15/2019$831,416
KCA DEUTAG UK FINANCE PLC 7.25% 05/15/2021$830,400
UNIVERSAL HOSPITAL SERVICES INC 0% 08/15/2020$829,900
CAESARS ENTERTAINMENT RESORT PROPERTIES LLC / CAESARS ENTERTAINMENT RESORT PROPE 8% 10/01/2020$823,575
PLASTIPAK HOLDINGS INC 6.5% 10/01/2021$816,400
INTREPID AVIATION GROUP HOLDINGS LLC / INTREPID FINANCE CO 6.875% 02/15/2019$814,450
CENTURYLINK INC 5.625% 04/01/2025$809,475
SIMMONS FOODS INC 7.875% 10/01/2021$808,000
ALTICE LUXEMBOURG SA 7.25% 05/15/2022$805,735
QUICKEN LOANS INC 5.75% 05/01/2025$803,925
H&E EQUIPMENT SERVICES INC 7% 09/01/2022$803,320
COMM 2015-CCRE25 MORTGAGE TRUST 1.569% 10/25/2035$796,109
IRON MOUNTAIN INC 6% 10/01/2020$795,938
IMS HEALTH INC 3.5% 10/15/2024$789,700
BANK OF AMERICA CORP 4.13% 04/15/2019$788,375
POST HOLDINGS INC 5% 08/15/2026$787,725
COGENT COMMUNICATIONS GROUP INC 5.375% 03/01/2022$784,700
ELDORADO GOLD CORP 6.125% 12/15/2020$781,550
POST HOLDINGS INC 6% 12/15/2022$778,181
TECK RESOURCES LTD 8.5% 06/01/2024$777,200
BRUNSWICK CORP/DE 4.625% 05/15/2021$777,188
CORRECTIONS CORP OF AMERICA 4.625% 05/01/2023$776,600
FAGE INTERNATIONAL SA/ FAGE USA DAIRY INDUSTRY INC 5.625% 08/15/2026$776,250
CITGO PETROLEUM CORP 6.25% 08/15/2022$775,763
DJO FINCO INC / DJO FINANCE LLC / DJO FINANCE CORP 8.125% 06/15/2021$774,900
WILLIAMS COS INC/THE 7.5% 01/15/2031$773,435
PHI INC 5.25% 03/15/2019$773,138
BIOSCRIP INC 8.875% 02/15/2021$771,900
RENT-A-CENTER INC/TX 6.625% 11/15/2020$768,950
COMMSCOPE INC 5.5% 06/15/2024$762,156
NAVIOS MARITIME ACQUISITION CORP / NAVIOS ACQUISITION FINANCE US INC 8.125% 11/15/2021$760,000
VIRGIN MEDIA FINANCE PLC 7% 04/15/2023$759,629
TESORO LOGISTICS LP / TESORO LOGISTICS FINANCE CORP 6.375% 05/01/2024$752,338
JONES ENERGY HOLDINGS LLC / JONES ENERGY FINANCE CORP 6.75% 04/01/2022$743,688
OPTION ONE MORTGAGE LOAN TRUST 2005-4 ASSET-BACKED CERTIFICATES SERIES 2005-4 1.024% 11/25/2035$742,427
CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 5.75% 02/15/2026$741,506
MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP / MGP FINANCE CO-ISSUER INC 5.625% 05/01/2024$741,496
ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSON'S INC / ALBERTSON'S LLC 5.75% 03/15/2025$727,422
REYNOLDS GROUP ISSUER INC / REYNOLDS GROUP ISSUER LLC / REYNOLDS GROUP ISSUER LU 5.125% 07/15/2023$724,606
CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 5.125% 05/01/2023$724,500
TRONOX FINANCE LLC 6.375% 08/15/2020$722,000
MPH ACQUISITION HOLDINGS LLC 7.125% 06/01/2024$718,508
COMMSCOPE INC 5% 06/15/2021$713,244
AES CORP/VA 6% 05/15/2026$711,563
AMERICAN BUILDERS & CONTRACTORS SUPPLY CO INC 5.75% 12/15/2023$710,600
DISH DBS CORP 7.75% 07/01/2026$709,906
TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP 6.75% 03/15/2024$709,500
HEALTHSOUTH CORP 5.125% 03/15/2023$705,425
MICHAEL BAKER HOLDINGS LLC / MICAHEL BAKER FINANCE CORP 8.875% 04/15/2019$704,602
FRONTIER COMMUNICATIONS CORP 7.625% 04/15/2024$702,575
ALTICE FINANCING SA 6.625% 02/15/2023$702,100
CENTURY INTERMEDIATE HOLDING CO 2 9.75% 02/15/2019$700,350
ROCKIES EXPRESS PIPELINE LLC 6.875% 04/15/2040$699,730
ZIGGO BOND FINANCE BV 4.625% 01/15/2025$697,483
KFC HOLDING CO/PIZZA HUT HOLDINGS LLC/TACO BELL OF AMERICA LLC 5% 06/01/2024$693,263
SANCHEZ ENERGY CORP 7.75% 06/15/2021$691,900
NEIMAN MARCUS GROUP LTD LLC 8% 10/15/2021$688,900
BERRY PETROLEUM CO LLC 6.375% 09/15/2022$683,760
LAREDO PETROLEUM INC 5.625% 01/15/2022$681,100
BEVERAGES & MORE INC 10% 11/15/2018$678,125
TELECOM ITALIA SPA/MILANO 5.303% 05/30/2024$673,200
CLIFFS NATURAL RESOURCES INC 8.25% 03/31/2020$671,119
SHELF DRILLING HOLDINGS LTD 8.625% 11/01/2018$668,150
SPRINT CORP 7.875% 09/15/2023$664,975
MURRAY ENERGY CORP 11.25% 04/15/2021$664,350
CSC HOLDINGS LLC 6.625% 10/15/2025$662,613
1011778 BC ULC / NEW RED FINANCE INC 6% 04/01/2022$659,925
GOODYEAR TIRE & RUBBER CO/THE 7% 05/15/2022$648,056
SPECTRUM BRANDS INC 6.625% 11/15/2022$646,128
ALCOA NEDERLAND HOLDING BV 7% 09/30/2026$640,026
T-MOBILE USA INC 6% 04/15/2024$639,750
CNO FINANCIAL GROUP INC 5.25% 05/30/2025$639,450
AES CORP/VA 5.5% 04/15/2025$639,450
GULFPORT ENERGY CORP 6% 10/15/2024$637,500
IMS HEALTH INC 4.125% 04/01/2023$635,845
LANDRY'S INC 6.75% 10/15/2024$633,950
NETFLIX INC 5.875% 02/15/2025$633,413
HUDBAY MINERALS INC 9.5% 10/01/2020$623,150
JBS USA LUX SA / JBS USA FINANCE INC 7.25% 06/01/2021$623,150
LINN ENERGY LLC / LINN ENERGY FINANCE CORP 12% 12/15/2020$622,515
GULFPORT ENERGY CORP 6.625% 05/01/2023$622,450
DAVITA HEALTHCARE PARTNERS INC 5% 05/01/2025$619,200
BANK OF AMERICA CORP 6.5% 10/23/2024$619,163
LIFEPOINT HEALTH INC 5.375% 05/01/2024$617,706
ENERGIZER HOLDINGS INC 5.5% 06/15/2025$603,925
ARD FINANCE SA 6.625% 09/15/2023$602,148
ZIGGO SECURED FINANCE BV 4.25% 01/15/2027$602,132
VUE INTERNATIONAL BIDCO PLC 7.875% 07/15/2020$600,880
DENBURY RESOURCES INC 5.5% 05/01/2022$600,225
GROUP 1 AUTOMOTIVE INC 5.25% 12/15/2023$600,000
CSMC SERIES 2015-8R 4.5% 06/27/2036$598,997
XPO LOGISTICS INC 6.5% 06/15/2022$594,225
WINDSTREAM SERVICES LLC 7.5% 04/01/2023$593,775
TULLOW OIL PLC 6.25% 04/15/2022$590,400
RED OAK POWER LLC 9.2% 11/30/2029$588,000
SABINE PASS LIQUEFACTION LLC 5.75% 05/15/2024$584,375
T-MOBILE USA INC 6.5% 01/15/2026$582,311
GUITAR CENTER INC 9.625% 04/15/2020$581,100
FRONTIER COMMUNICATIONS CORP 11% 09/15/2025$575,484
TPF II/EASTERN POWER/TENASKA 5% 12/30/2016$575,356
TESORO LOGISTICS LP / TESORO LOGISTICS FINANCE CORP 5.5% 10/15/2019$573,788
CENTENE CORP 6.125% 02/15/2024$571,113
VWR FUNDING INC 4.625% 04/15/2022$569,458
ROSE ROCK MIDSTREAM LP / ROSE ROCK FINANCE CORP 5.625% 11/15/2023$569,350
SPECTRUM BRANDS INC 5.75% 07/15/2025$565,500
LEVI STRAUSS & CO 5% 05/01/2025$562,950
LAMAR MEDIA CORP 5.75% 02/01/2026$558,688
ROCKIES EXPRESS PIPELINE LLC 5.625% 04/15/2020$558,488
TMS INTERNATIONAL CORP 7.625% 10/15/2021$556,100
SPRINT CORP 7.625% 02/15/2025$552,900
ANGLO AMERICAN CAPITAL PLC 4.875% 05/14/2025$552,150
ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSON'S INC / ALBERTSON'S LLC 6.625% 06/15/2024$551,200
SABINE PASS LIQUEFACTION LLC 5% 03/15/2027$550,800
GOODYEAR TIRE & RUBBER CO/THE 5.125% 11/15/2023$549,875
TENET HEALTHCARE CORP 4.75% 06/01/2020$544,575
HEALTHSOUTH CORP 5.75% 11/01/2024$544,031
L BRANDS INC 6.875% 11/01/2035$543,150
GFL ENVIRONMENTAL INC 9.875% 02/01/2021$539,000
SERVICE CORP INTERNATIONAL/US 5.375% 05/15/2024$538,050
HOLDING MEDI-PARTENAIRES SAS 7% 05/15/2020$537,776
PRIME SECURITY SERVICES BORROWER LLC / PRIME FINANCE INC 9.25% 05/15/2023$532,500
WPX ENERGY INC 8.25% 08/01/2023$531,650
GOLDMAN SACHS GROUP INC/THE 5.15% 05/22/2045$531,453
VALEANT PHARMACEUTICALS INTERNATIONAL INC 5.875% 05/15/2023$530,975
ZF NORTH AMERICA CAPITAL INC 4.75% 04/29/2025$529,375
FRONTIER COMMUNICATIONS CORP 7.125% 01/15/2023$529,059
STEEL DYNAMICS INC 5.125% 10/01/2021$528,988
GIBSON BRANDS INC 8.875% 08/01/2018$527,175
WILLIAM LYON HOMES INC 8.5% 11/15/2020$526,250
UNIVISION COMMUNICATIONS INC 0% 02/15/2025$523,250
UNITED RENTALS NORTH AMERICA INC 5.5% 05/15/2027$523,031
TELENET FINANCE VI LUXEMBOURG SCA 4.875% 07/15/2027$522,677
WILLIAM CARTER CO/THE 5.25% 08/15/2021$522,500
VALEANT PHARMACEUTICALS INTERNATIONAL INC 5.375% 03/15/2020$522,000
HCA INC 5.875% 05/01/2023$521,086
VISTA OUTDOOR INC 5.875% 10/01/2023$516,999
LEVEL 3 FINANCING INC 6.125% 01/15/2021$516,875
TAYLOR MORRISON COMMUNITIES INC / MONARCH COMMUNITIES INC 5.25% 04/15/2021$515,000
CARROLS RESTAURANT GROUP INC 8% 05/01/2022$513,475
NCL CORP LTD 5.25% 11/15/2019$510,000
CENTENE CORP 4.75% 05/15/2022$510,000
CENTENE CORP 5.625% 02/15/2021$509,982
CALUMET SPECIALTY PRODUCTS PARTNERS LP / CALUMET FINANCE CORP 11.5% 01/15/2021$509,625
T-MOBILE USA INC 6.464% 04/28/2019$508,750
KLOECKNER PENTAPLAST OF AMERICA INC 7.125% 11/01/2020$508,525
CSC HOLDINGS LLC 5.25% 06/01/2024$506,250
OPE KAG FINANCE SUB INC 7.875% 07/31/2023$503,500
ALLIANCE ONE INTERNATIONAL INC 9.875% 07/15/2021$503,250
MPLX LP 4.875% 12/01/2024$502,825
GREYSTAR REAL ESTATE PARTNERS LLC 8.25% 12/01/2022$502,550
KENNEDY-WILSON INC 5.875% 04/01/2024$502,425
TEINE ENERGY LTD 6.875% 09/30/2022$501,025
CENTENE CORP 4.75% 01/15/2025$499,063
LEVEL 3 FINANCING INC 5.125% 05/01/2023$496,125
ANGLO AMERICAN CAPITAL PLC 3.625% 05/14/2020$494,900
SFR GROUP SA 6% 05/15/2022$493,954
SALLY HOLDINGS LLC / SALLY CAPITAL INC 5.625% 12/01/2025$493,350
WILLIAMS COS INC/THE 5.75% 06/24/2044$492,900
FIDELITY & GUARANTY LIFE HOLDINGS INC 6.375% 04/01/2021$491,225
STANDARD INDUSTRIES INC/NJ 5.5% 02/15/2023$491,150
INOVYN FINANCE PLC 6.25% 05/15/2021$490,281
ALLISON TRANSMISSION INC 1.334% 03/25/2037$488,715
CALATLANTIC GROUP INC 5.25% 06/01/2026$486,325
ZIGGO SECURED FINANCE BV 5.5% 01/15/2027$485,100
PLANTRONICS INC 5.5% 05/31/2023$479,400
CHESAPEAKE ENERGY CORP 4.875% 04/15/2022$478,800
IASIS HEALTHCARE LLC / IASIS CAPITAL CORP 8.375% 05/15/2019$478,750
VIKING CRUISES LTD 6.25% 05/15/2025$478,400
HUNTINGTON INGALLS INDUSTRIES INC 5% 12/15/2021$478,319
AMERICAN BUILDERS & CONTRACTORS SUPPLY CO INC 5.625% 04/15/2021$477,250
RSP PERMIAN INC 6.625% 10/01/2022$476,438
BLUESCOPE STEEL FINANCE LTD/BLUESCOPE STEEL FINANCE USA LLC 6.5% 05/15/2021$475,920
VALVOLINE INC 5.5% 07/15/2024$475,875
MATTERHORN TELECOM SA 3.875% 05/01/2022$475,868
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 5.875% 06/15/2021$474,463
ABN AMRO BANK NV 4.75% 07/28/2025$474,431
PRIDE INTERNATIONAL INC 7.875% 08/15/2040$473,475
ANGLO AMERICAN CAPITAL PLC 3.5% 03/28/2022$466,708
DCP MIDSTREAM LLC 6.75% 09/15/2037$462,000
ECO SERVICES OPERATIONS LLC / ECO FINANCE CORP 8.5% 11/01/2022$461,175
GRIFOLS WORLDWIDE OPERATIONS LTD 5.25% 04/01/2022$460,900
CAROLINA BEVERAGE GROUP LLC / CAROLINA BEVERAGE GROUP FINANCE INC 10.625% 08/01/2018$458,150
MGM RESORTS INTERNATIONAL 4.625% 09/01/2026$454,725
MDC PARTNERS INC 6.5% 05/01/2024$454,475
LMI AEROSPACE INC 7.375% 07/15/2019$453,375
TMX FINANCE LLC / TITLEMAX FINANCE CORP 8.5% 09/15/2018$453,000
ALTICE FINCO SA 7.625% 02/15/2025$452,156
BLUE RACER MIDSTREAM LLC / BLUE RACER FINANCE CORP 6.125% 11/15/2022$451,950
NELNET STUDENT LOAN TRUST 2008-3 2.475% 11/25/2024$451,009
ANTERO RESOURCES CORP 5.625% 06/01/2023$451,000
ENDO FINANCE LLC 5.75% 01/15/2022$447,975
TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP 5.125% 02/01/2025$445,000
PULTEGROUP INC 5.5% 03/01/2026$444,125
PRECISION DRILLING CORP 6.5% 12/15/2021$437,063
LIFEPOINT HEALTH INC 5.5% 12/01/2021$435,488
VIRGIN MEDIA FINANCE PLC 4.875% 02/15/2022$435,190
NRG ENERGY INC 7.25% 05/15/2026$435,120
COTT CORP CALLABLE MEDIUM TERM NOTE FIXED 5.5% 07/01/2024 EUR 1000$430,284
COTT CORP 5.5% 07/01/2024$430,284
AXALTA COATING SYSTEMS LLC 4.875% 08/15/2024$427,350
VIACOM INC 4.375% 03/15/2043$424,793
DONNELLEY FINANCIAL SOLUTIONS INC 8.25% 10/15/2024$424,350
OASIS PETROLEUM INC 6.875% 03/15/2022$422,875
FIRST DATA CORP 5.75% 01/15/2024$422,781
DYNEGY INC 6.75% 11/01/2019$422,092
CALIFORNIA RESOURCES TL1 11.375% 12/12/2016$420,469
BWAY HOLDING CO 9.125% 08/15/2021$420,000
FMG RESOURCES AUGUST 2006 PTY LTD 9.75% 03/01/2022$419,400
EP ENERGY LLC / EVEREST ACQUISITION FINANCE INC 6.375% 06/15/2023$417,850
MOHEGAN TRIBAL GAMING AUTHORITY 7.875% 10/15/2024$417,175
DH SERVICES LUXEMBOURG SARL 7.75% 12/15/2020$417,000
IMMUCOR INC 11.125% 08/15/2019$415,800
HSBC HOLDINGS PLC 6.375% 09/17/2024$409,594
CREDIT AGRICOLE SA 8.125% 12/23/2025$409,230
ROYAL BANK OF SCOTLAND GROUP PLC 8.625% 08/15/2021$408,975
CGG SA 6.5% 06/01/2021$408,000
HERCULES OFFSH TL IL EXIT (FOR 10.5% 11/30/2016$406,280
SHEA HOMES LP / SHEA HOMES FUNDING CORP 6.125% 04/01/2025$405,900
SPEEDWAY MOTORSPORTS INC 5.125% 02/01/2023$404,908
CHENIERE CORPUS CHRISTI HOLDINGS LLC 7% 06/30/2024$404,700
RICE ENERGY INC 7.25% 05/01/2023$404,700
AMERICAN AXLE & MANUFACTURING INC 6.625% 10/15/2022$402,800
DISH NETWORK CORP 3.375% 08/15/2026$402,719
COEUR MINING INC 7.875% 02/01/2021$401,700
CIT GROUP INC 5.5% 02/15/2019$400,900
PANDA TEMPLE POWER TERM LOAN 03/15 7.25% 12/30/2016$398,925
CROWNROCK LP / CROWNROCK FINANCE INC 7.75% 02/15/2023$396,825
FREEPORT-MCMORAN INC 3.55% 03/01/2022$396,675
MASTR ASSET BACKED SECURITIES TRUST 2006-FRE1 0.824% 12/25/2035$396,477
NGL ENERGY PARTNERS LP / NGL ENERGY FINANCE CORP 7.5% 11/01/2023$392,925
HSBC HOLDINGS PLC 6.375% 03/30/2025$392,438
UNITYMEDIA GMBH 0% 01/15/2027$392,391
GAMESTOP CORP 6.75% 03/15/2021$392,350
GENERAL MOTORS CO 5.2% 04/01/2045$388,887
KINETIC CONCEPTS INC / KCI USA INC 7.875% 02/15/2021$388,800
WALTER INVESTMENT MANAGEMENT CORP 7.875% 12/15/2021$387,500
SLM STUDENT LOAN TRUST 2008-5 2.582% 07/25/2023$386,720
AUSDRILL FINANCE PTY LTD 6.875% 11/01/2019$386,650
BHP BILLITON FINANCE USA LTD 6.75% 10/19/2075$385,900
SIG COMBIBLOC HOLDINGS SCA 7.75% 02/15/2023$384,219
GEO GROUP INC/THE 5.875% 10/15/2024$383,900
TECK RESOURCES LTD 8% 06/01/2021$383,250
TREEHOUSE FOODS INC 6% 02/15/2024$383,045
TENNECO INC 5.375% 12/15/2024$382,794
OI BRASIL HOLDINGS COOPERATIEF UA 5.75% 02/10/2022$381,500
CENGAGE LEARNING INC 9.5% 06/15/2024$379,000
CSC HOLDINGS LLC 5.5% 04/15/2027$376,244
ADIENT GLOBAL HOLDINGS LTD 4.875% 08/15/2026$374,718
ADVANCED MICRO DEVICES INC 2.125% 09/01/2026$372,694
IHO VERWALTUNGS GMBH 4.125% 09/15/2021$369,450
ENDEAVOR ENERGY RESOURCES LP / EER FINANCE INC 7% 08/15/2021$368,100
WINDSTREAM SERVICES LLC 7.75% 10/15/2020$368,100
SUMMIT MIDSTREAM HOLDINGS LLC / SUMMIT MIDSTREAM FINANCE CORP 7.5% 07/01/2021$365,750
COVERIS HOLDINGS SA 7.875% 11/01/2019$363,125
BOPARAN FINANCE PLC 5.5% 07/15/2021$359,366
WESCO DISTRIBUTION INC 5.375% 12/15/2021$359,188
GREATBATCH LTD 9.125% 11/01/2023$356,125
MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP / MGP FINANCE CO-ISSUER INC 4.5% 09/01/2026$355,500
NOVELIS CORP 6.25% 08/15/2024$354,450
TIME WARNER CABLE INC 7.3% 07/01/2038$354,349
TEMPUR SEALY INTERNATIONAL INC 5.625% 10/15/2023$353,600
EAGLE MATERIALS INC 4.5% 08/01/2026$353,361
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.484% 10/23/2045$352,793
BAYTEX ENERGY CORP 5.125% 06/01/2021$351,713
VALEANT PHARMACEUTICALS INTERNATIONAL INC 7.5% 07/15/2021$348,563
NRG REMA LLC 9.681% 07/02/2026$345,625
SOUTHWESTERN ENERGY CO 6.7% 01/23/2025$344,700
CARRIZO OIL & GAS INC 7.5% 09/15/2020$343,613
L BRANDS INC 6.95% 03/01/2033$342,375
SUMMIT MIDSTREAM HOLDINGS LLC / SUMMIT MIDSTREAM FINANCE CORP 5.5% 08/15/2022$341,250
GENWORTH HOLDINGS INC 7.7% 06/15/2020$340,375
GAMESTOP CORP 5.5% 10/01/2019$340,313
T-MOBILE USA INC 6% 03/01/2023$337,600
SS&C TECHNOLOGIES HOLDINGS INC 5.875% 07/15/2023$336,800
ALCOA INC 5.95% 02/01/2037$335,645
PSPC ESCROW CORP 6% 02/01/2023$335,480
PSPC ESCROW CORP 6% 02/01/2023$335,480
CONTINENTAL RESOURCES INC/OK 4.9% 06/01/2044$333,938
GENESIS ENERGY LP / GENESIS ENERGY FINANCE CORP 6% 05/15/2023$332,475
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 5.45% 06/15/2023$332,419
UNITYMEDIA HESSEN GMBH & CO KG / UNITYMEDIA NRW GMBH 0% 04/15/2023$332,161
EP ENERGY LLC / EVEREST ACQUISITION FINANCE INC 9.375% 05/01/2020$331,800
ADT CORP/THE 6.25% 10/15/2021$329,625
TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP 5.25% 05/01/2023$329,208
KRAFT HEINZ FOODS CO 7.125% 08/01/2039$329,096
WHITING PETROLEUM CORP 5.75% 03/15/2021$326,375
HCA INC 5.25% 04/15/2025$325,500
DOWNSTREAM DEVELOPMENT AUTHORITY OF THE QUAPAW TRIBE OF OKLAHOMA 10.5% 07/01/2019$324,800
GS MORTGAGE SECURITIES TRUST 2016-GS2 14% 02/01/2021$322,512
CONCHO RESOURCES INC 6.5% 01/15/2022$321,625
LANTHEUS MEDICAL IMAGING TL B 7% 12/30/2016$321,463
CTP TRANSPORTATION PRODUCTS LLC / CTP FINANCE INC 8.25% 12/15/2019$321,300
NEW COTAI LLC / NEW COTAI CAPITAL CORP 10.625% 05/01/2019$319,295
VIRGIN MEDIA FINANCE PLC 6% 10/15/2024$315,813
AMERIGAS PARTNERS LP / AMERIGAS FINANCE CORP 5.625% 05/20/2024$315,000
RANGE RESOURCES CORP 4.875% 05/15/2025$312,166
INTERFACE SECURITY SYSTEMS HOLDINGS INC / INTERFACE SECURITY SYSTEMS LLC 9.25% 01/15/2018$311,163
IHO VERWALTUNGS GMBH 4.75% 09/15/2026$310,000
FREEPORT-MCMORAN INC 3.1% 03/15/2020$309,600
XPO LOGISTICS INC 6.125% 09/01/2023$309,375
COOPERATIEVE RABOBANK UA 5.25% 08/04/2045$305,456
NCL CORP LTD 4.625% 11/15/2020$305,250
INTERNATIONAL WIRE GROUP INC 10.75% 08/01/2021$303,200
FRONTIER COMMUNICATIONS CORP 10.5% 09/15/2022$302,688
CHESAPEAKE ENERGY CORP 5.5% 09/15/2026$302,000
TRONOX FINANCE LLC 7.5% 03/15/2022$301,500
STEEL DYNAMICS INC 5.5% 10/01/2024$301,388
CHESAPEAKE ENERGY TL L+750 8/1 8.5% 11/23/2016$300,418
SHEA HOMES LP / SHEA HOMES FUNDING CORP 5.875% 04/01/2023$296,250
AMAG PHARMACEUTICALS INC 7.875% 09/01/2023$292,175
CENTRAL GARDEN & PET CO 6.125% 11/15/2023$289,575
ARCELORMITTAL 6.125% 06/01/2025$286,000
QEP RESOURCES INC 6.875% 03/01/2021$285,525
US AIRWAYS 2012-2 CLASS B PASS THROUGH TRUST 6.75% 12/03/2022$285,430
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 7.125% 06/15/2024$285,046
ARGENTINE REPUBLIC GOVERNMENT INTERNATIONAL BOND 7.625% 04/22/2046$284,570
LEVEL 3 FINANCING INC 5.375% 08/15/2022$283,250
GOODYEAR TIRE & RUBBER CO/THE 5% 05/31/2026$283,150
KRAFT HEINZ FOODS CO 4.875% 02/15/2025$282,583
SOUTHWESTERN ENERGY CO 4.1% 03/15/2022$279,000
BNP PARIBAS SA 7.375% 08/19/2025$277,425
GREEKTOWN HOLDINGS LLC/GREEKTOWN MOTHERSHIP CORP 8.875% 03/15/2019$276,250
RICE ENERGY INC 6.25% 05/01/2022$276,075
US CONCRETE INC 6.375% 06/01/2024$271,050
MATCH GROUP INC 6.375% 06/01/2024$270,938
GUITAR CENTER INC 6.5% 04/15/2019$270,750
ROCKIES EXPRESS PIPELINE LLC 7.5% 07/15/2038$270,000
BARCLAYS BANK PLC 7.625% 11/21/2022$268,350
MONITRONICS INTERNATIONAL INC 9.125% 04/01/2020$266,700
BARCLAYS PLC 8.25% 12/17/2018$263,998
CONSTELLATION BRANDS INC 4.75% 12/01/2025$263,700
CORRECTIONS CORP OF AMERICA 5% 10/15/2022$263,175
FLORIDA EAST COAST HOLDINGS CORP 6.75% 05/01/2019$262,600
FRESENIUS MEDICAL CARE US FINANCE II INC 4.75% 10/15/2024$261,875
TRIBUNE MEDIA CO 5.875% 07/15/2022$261,300
MICHAEL BAKER INTERNATIONAL LLC / CDL ACQUISITION CO INC 8.25% 10/15/2018$261,300
IHO VERWALTUNGS GMBH 4.5% 09/15/2023$258,825
JBS USA LUX SA / JBS USA FINANCE INC 7.25% 06/01/2021$257,500
HARDWOODS ACQUISITION INC 7.5% 08/01/2021$255,500
LAMAR MEDIA CORP 5% 05/01/2023$252,600
NAVIENT CORP 6.625% 07/26/2021$252,500
BARMINCO FINANCE PTY LTD 9% 06/01/2018$250,819
MODULAR SPACE CORP 10.25% 01/31/2019$250,560
CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 5.875% 04/01/2024$249,100
SM ENERGY CO 5.625% 06/01/2025$248,950
ARDAGH PACKAGING FINANCE PLC / ARDAGH HOLDINGS USA INC 6.75% 05/15/2024$246,376
TENET HEALTHCARE CORP 4.375% 10/01/2021$245,000
ARDAGH PACKAGING FINANCE PLC / ARDAGH HOLDINGS USA INC 7.25% 05/15/2024$243,800
SABINE PASS LIQUEFACTION LLC 5.875% 06/30/2026$243,326
ALLY FINANCIAL INC 4.625% 05/19/2022$240,875
ALLY FINANCIAL INC 8% 11/01/2031$240,000
CNO FINANCIAL GROUP INC 4.5% 05/30/2020$237,188
JACK COOPER HOLDINGS CORP 9.25% 06/01/2020$236,250
PETROBRAS GLOBAL FINANCE BV 6.85% 06/05/2115$230,850
ALLIANCE ONE INTERNATIONAL INC 8.5% 04/15/2021$230,575
CSC HOLDINGS LLC 10.875% 10/15/2025$230,500
SBA COMMUNICATIONS CORP 4.875% 09/01/2024$225,563
FREEPORT-MCMORAN INC 5.45% 03/15/2043$225,450
CARMIKE CINEMAS INC 6% 06/15/2023$225,225
RANGE RESOURCES CORP 5% 03/15/2023$223,675
COMMUNICATIONS SALES & LEASING INC / CSL CAPITAL LLC 8.25% 10/15/2023$222,600
LAREDO PETROLEUM INC 7.375% 05/01/2022$217,350
ARGENTINE REPUBLIC GOVERNMENT INTERNATIONAL BOND 6.875% 04/22/2021$216,900
CROWN AMERICAS LLC / CROWN AMERICAS CAPITAL CORP V 4.25% 09/30/2026$216,150
WILLIAMS COS INC/THE 3.7% 01/15/2023$213,950
MALLINCKRODT INTERNATIONAL FINANCE SA / MALLINCKRODT CB LLC 4.875% 04/15/2020$211,838
BOPARAN FINANCE PLC 4.375% 07/15/2021$209,286
ALTICE FINANCING SA 7.5% 05/15/2026$206,500
RANGE RESOURCES CORP 5% 08/15/2022$205,800
SPRINT COMMUNICATIONS INC 6% 11/15/2022$205,564
ALTICE LUXEMBOURG SA 6.25% 02/15/2025$204,561
VIRGIN MEDIA SECURED FINANCE PLC 5.5% 08/15/2026$202,250
NAVIENT CORP 5.875% 03/25/2021$201,000
SFR GROUP SA 6.25% 05/15/2024$200,624
PACIFIC DRILLING V LTD 7.25% 12/01/2017$200,000
CARE CAPITAL PROPERTIES LP 5.125% 08/15/2026$198,701
CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 5.375% 05/01/2025$195,700
NEOVIA LOGISTICS INTERMEDIATE HOLDINGS LLC / LOGISTICS INTERMEDIATE FINANCE CORP 10% 02/15/2018$195,207
NAVIENT CORP 5.5% 01/15/2019$194,275
HCA INC 7.5% 02/15/2022$193,885
GLOBE LUXEMBOURG SCA 9.625% 05/01/2018$192,500
ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP 5.375% 09/15/2024$191,900
TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP 5.375% 02/01/2027$190,475
NEUBERGER BERMAN GROUP LLC / NEUBERGER BERMAN FINANCE CORP 5.875% 03/15/2022$187,650
DENBURY RESOURCES INC 9% 05/15/2021$186,300
PANDA TEMPLE POWER II ADVANCE 7.25% 12/30/2016$185,565
ALTICE FINANCING SA 5.25% 02/15/2023$184,093
NWH ESCROW CORP 7.5% 08/01/2021$182,500
FREEPORT-MCMORAN INC 3.875% 03/15/2023$181,500
STANDARD INDUSTRIES INC/NJ 5.125% 02/15/2021$179,350
HUGHES SATELLITE SYSTEMS CORP 5.25% 08/01/2026$177,750
CHESAPEAKE ENERGY CORP 5.75% 03/15/2023$174,000
AMERICAN AIRLINES 2013-1 CLASS B PASS THROUGH TRUST 5.625% 01/15/2021$173,816
GENWORTH HOLDINGS INC 4.9% 08/15/2023$173,250
SPRINT CAPITAL CORP 8.75% 03/15/2032$172,975
LG FINANCECO CORP 5.875% 11/01/2024$172,444
POST HOLDINGS INC 7.75% 03/15/2024$172,081
CEC ENTERTAINMENT INC 8% 02/15/2022$171,700
PARSLEY ENERGY LLC / PARSLEY FINANCE CORP 7.5% 02/15/2022$170,800
HOMEVI SAS 6.875% 08/15/2021$170,224
LIFEPOINT HEALTH INC 5.875% 12/01/2023$167,888
VEREIT OPERATING PARTNERSHIP LP 4.6% 02/06/2024$166,400
VALEANT PHARMACEUTICALS INTERNATIONAL INC 5.5% 03/01/2023$165,900
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-SG1 4.471% 12/15/2047$162,805
HCA INC 5.25% 06/15/2026$162,363
COMM 2015-LC21 MORTGAGE TRUST 3.25% 07/10/2048$161,925
AERCAP IRELAND CAPITAL LTD / AERCAP GLOBAL AVIATION TRUST 5% 10/01/2021$159,750
TAYLOR MORRISON COMMUNITIES INC / MONARCH COMMUNITIES INC 5.875% 04/15/2023$159,000
HUGHES SATELLITE SYSTEMS CORP 6.625% 08/01/2026$158,800
DISH DBS CORP 5% 03/15/2023$158,000
HOLLY ENERGY PARTNERS LP / HOLLY ENERGY FINANCE CORP 6% 08/01/2024$156,750
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C28 3% 05/15/2048$156,597
VALEANT PHARMACEUTICALS INTERNATIONAL 6.375% 10/15/2020$156,150
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C31 4.118% 08/15/2048$155,826
FRONTIER COMMUNICATIONS CORP 6.875% 01/15/2025$155,631
FREEPORT-MCMORAN OIL & GAS LLC / FCX OIL & GAS INC 6.75% 02/01/2022$154,125
MPT OPERATING PARTNERSHIP LP / MPT FINANCE CORP 5.25% 08/01/2026$153,375
HANESBRANDS INC 4.625% 05/15/2024$153,281
MATTERHORN TELECOM SA 3.625% 05/01/2022$151,751
DIAMONDBACK ENERGY INC 4.75% 11/01/2024$150,188
GRAY TELEVISION INC 5.875% 07/15/2026$149,625
RENT-A-CENTER INC/TX 4.75% 05/01/2021$146,700
WESTLAKE CHEMICAL CORP 4.625% 02/15/2021$146,649
COMMUNICATIONS SALES & LEASING INC / CSL CAPITAL LLC 6% 04/15/2023$145,600
CONCHO RESOURCES INC 5.5% 04/01/2023$143,920
FREEPORT-MCMORAN OIL & GAS LLC / FCX OIL & GAS INC 6.125% 06/15/2019$143,500
NGPL PIPECO LLC 7.768% 12/15/2037$143,000
SM ENERGY CO 6.125% 11/15/2022$136,350
COMPILER FINANCE SUB INC 7% 05/01/2021$136,300
UNITED RENTALS NORTH AMERICA INC 5.875% 09/15/2026$133,068
HANESBRANDS INC 4.875% 05/15/2026$132,925
SABINE PASS LIQUEFACTION LLC 5.625% 03/01/2025$132,738
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C31 4.618% 08/15/2048$132,260
MEG ENERGY CORP 7% 03/31/2024$132,000
GENERAL MOTORS CO 6.6% 04/01/2036$130,398
MEG ENERGY CORP 6.5% 03/15/2021$130,125
ENDO FINANCE LLC / ENDO FINCO INC 5.875% 01/15/2023$123,975
NCR CORP 6.375% 12/15/2023$122,188
WPX ENERGY INC 6% 01/15/2022$120,300
CARRIZO OIL & GAS INC 6.25% 04/15/2023$118,738
EV ENERGY PARTNERS LP / EV ENERGY FINANCE CORP 8% 04/15/2019$118,150
ANGLO AMERICAN CAPITAL PLC 3.25% 04/03/2023$114,160
SM ENERGY CO 6.75% 09/15/2026$112,956
ANGLO AMERICAN CAPITAL PLC 1.5% 04/01/2020$110,335
VALEANT PHARMACEUTICALS INTERNATIONAL 7% 10/01/2020$108,000
SPRINT COMMUNICATIONS INC 11.5% 11/15/2021$105,750
LEVEL 3 FINANCING INC 5.625% 02/01/2023$103,000
WHITING PETROLEUM CORP 6.25% 04/01/2023$102,025
CGG SA 6.875% 01/15/2022$101,000
BERRY PETROLEUM CO LLC 6.75% 11/01/2020$99,900
GARDA WORLD SECURITY CORP 7.25% 11/15/2021$96,000
CASCADES INC 5.75% 07/15/2023$91,350
MEG ENERGY CORP 6.375% 01/30/2023$91,300
USG CORP 5.5% 03/01/2025$90,844
MALLINCKRODT INTERNATIONAL FINANCE SA / MALLINCKRODT CB LLC 5.625% 10/15/2023$89,775
MGM RESORTS INTERNATIONAL 6.625% 12/15/2021$89,550
ADT CORP/THE 4.125% 06/15/2023$88,453
MALLINCKRODT INTERNATIONAL FINANCE SA 4.75% 04/15/2023$87,625
NGPL PIPECO LLC 9.625% 06/01/2019$84,400
SM ENERGY CO 5% 01/15/2024$84,150
ENSCO PLC 4.7% 03/15/2021$83,340
LAREDO PETROLEUM INC 6.25% 03/15/2023$80,800
ENSCO PLC 5.75% 10/01/2044$80,700
CONTINENTAL RESOURCES INC/OK 4.5% 04/15/2023$76,600
ADT CORP/THE 3.5% 07/15/2022$76,200
COMMSCOPE INC 4.375% 06/15/2020$72,013
MALLINCKRODT INTERNATIONAL FINANCE SA 3.5% 04/15/2018$69,825
CIT GROUP INC 5.375% 05/15/2020$64,275
ALCOA INC 5.125% 10/01/2024$62,851
TESORO LOGISTICS LP / TESORO LOGISTICS FINANCE CORP 6.125% 10/15/2021$62,813
EP ENERGY LLC / EVEREST ACQUISITION FINANCE INC 7.75% 09/01/2022$61,650
GENERAL MOTORS CO 6.75% 04/01/2046$61,580
AES CORP/VA 5.5% 03/15/2024$61,200
UNITED RENTALS NORTH AMERICA INC 5.5% 07/15/2025$60,975
VIKING CRUISES LTD 8.5% 10/15/2022$60,750
ACADIA HEALTHCARE CO INC 5.625% 02/15/2023$60,375
TENET HEALTHCARE CORP 4.5% 04/01/2021$60,300
CORRECTIONS CORP OF AMERICA 4.125% 04/01/2020$56,400
VALEANT PHARMACEUTICALS INTERNATIONAL 7.25% 07/15/2022$52,500
LEVEL 3 FINANCING INC 5.375% 01/15/2024$51,125
MICRON TECHNOLOGY INC 5.25% 08/01/2023$49,250
NEWFIELD EXPLORATION CO 5.625% 07/01/2024$41,800
INTERNATIONAL LEASE FINANCE CORP 8.625% 01/15/2022$36,863
DISH DBS CORP 6.75% 06/01/2021$32,306
OPEN TEXT CORP 5.875% 06/01/2026$32,025
WESTLAKE CHEMICAL CORP 4.875% 05/15/2023$20,850
GEO GROUP INC/THE 5.125% 04/01/2023$17,525
CHESAPEAKE ENERGY CORP 5.375% 06/15/2021$8,750
SEVENTY SEVEN ENERGY INC/OLD BOND FIXED 1.159% 07/15/2022$0
MAGNUM HUNTER RESOURCES CORP 9.75% 05/15/2020$0
 
Short-Term/Cash
Holding NameMarket Value
FIDELITY INSTITUTIONAL MONEY MARKET$10,070,228
 
Other
Holding NameMarket Value
CURRENCY CONTRACT$277,356
USD$141,946
CURRENCY CONTRACT$36,092
BRITISH POUND$19,565
CURRENCY CONTRACT$12,908
US 2YR NOTE (CBT) BOND DEC16 (TUZ6) COMDTY$5,990
CURRENCY CONTRACT$2,643
CURRENCY CONTRACT$1,341
SEVENTY SEVEN ENERGY INC$287
US 5YR NOTE (CBT) BOND DEC16 (FVZ6) COMDTY$-6,621
USD$-87,488
EURO$-464,278
All Holdings As of Sep 30, 2016
Equity
Holding NameMarket Value
GMAC CAPITAL TRUST I$1,140,274
MAGNUM HUNTER RESOURCES CORP$810,975
ALLERGAN PLC$422,318
HERCULES OFFSHORE INC$21,350
SEVENTY SEVEN ENERGY INC$5,523
 
Fixed Income
Holding NameMarket Value
SPRINT CORP 7.25% 09/15/2021$5,593,519
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 5.274% 10/25/2024$2,674,877
HCA INC 5.375% 02/01/2025$2,568,869
FIRST DATA CORP 7% 12/01/2023$2,496,300
CIT GROUP INC 5% 08/15/2022$2,167,275
AERCAP IRELAND CAPITAL LTD / AERCAP GLOBAL AVIATION TRUST 4.5% 05/15/2021$2,097,500
BRINKER INTERNATIONAL INC 5% 10/01/2024$1,863,400
CHS/COMMUNITY HEALTH SYSTEMS INC 6.875% 02/01/2022$1,838,125
SPRINT CAPITAL CORP 6.9% 05/01/2019$1,813,438
DISH DBS CORP 5.875% 07/15/2022$1,797,751
UNITED RENTALS NORTH AMERICA INC 6.125% 06/15/2023$1,780,838
PRESTIGE BRANDS INC 5.375% 12/15/2021$1,721,200
MORGAN STANLEY RESECURITIZATION TRUST 2015-R6 0.774% 07/26/2045$1,696,581
WMG ACQUISITION CORP 5.625% 04/15/2022$1,677,581
ALCOA NEDERLAND HOLDING BV 6.75% 09/30/2024$1,660,794
FLEXI-VAN LEASING INC 7.875% 08/15/2018$1,660,725
SFR GROUP SA 7.375% 05/01/2026$1,647,738
NAVIENT CORP 4.875% 06/17/2019$1,642,944
INTELSAT JACKSON HOLDINGS SA 7.5% 04/01/2021$1,607,400
STANDARD INDUSTRIES INC/NJ 6% 10/15/2025$1,585,625
T-MOBILE USA INC 6.633% 04/28/2021$1,584,375
INTELSAT JACKSON HOLDINGS SA 8% 02/15/2024$1,496,138
MIRAN MID-ATLANTIC SERIES C PASS THROUGH TRUST 10.06% 12/30/2028$1,493,106
DOLLAR TREE INC 5.75% 03/01/2023$1,486,719
SUMMIT MATERIALS LLC / SUMMIT MATERIALS FINANCE CORP 6.125% 07/15/2023$1,460,625
PACTIV LLC 8.375% 04/15/2027$1,449,500
CLEAN HARBORS INC 5.25% 08/01/2020$1,449,480
NOMURA RESECURITIZATION TRUST 2015-6R 0.71% 05/26/2046$1,434,216
SUBURBAN PROPANE PARTNERS LP/SUBURBAN ENERGY FINANCE CORP 5.5% 06/01/2024$1,402,500
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.908% 07/23/2025$1,359,150
AMERIGAS FINANCE LLC / AMERIGAS FINANCE CORP 7% 05/20/2022$1,338,750
CASCADES INC 5.5% 07/15/2022$1,337,838
TENET HEALTHCARE CORP 6.75% 06/15/2023$1,333,475
EXTRACTION OIL & GAS HOLDINGS LLC / EXTRACTION FINANCE CORP 7.875% 07/15/2021$1,327,150
ACADIA HEALTHCARE CO INC 5.125% 07/01/2022$1,313,400
VALEANT PHARMACEUTICALS INTERNATIONAL 6.75% 08/15/2021$1,308,825
NIELSEN FINANCE LLC / NIELSEN FINANCE CO 5% 04/15/2022$1,243,500
UNIVISION COMMUNICATIONS INC 5.125% 05/15/2023$1,243,385
CHURCHILL DOWNS INC 5.375% 12/15/2021$1,222,650
CONVATEC FINANCE INTERNATIONAL SA 8.25% 01/15/2019$1,220,305
ESH HOSPITALITY INC 5.25% 05/01/2025$1,219,556
FIRST QUALITY FINANCE CO INC 4.625% 05/15/2021$1,197,000
HD SUPPLY INC 5.75% 04/15/2024$1,184,063
UNITED AIRLINES 2013-1 CLASS B PASS THROUGH TRUST 5.375% 02/15/2023$1,166,114
CONSTELLATION BRANDS INC 6% 05/01/2022$1,153,750
ENVISION HEALTHCARE CORP 5.125% 07/01/2022$1,150,000
MILACRON LLC / MCRON FINANCE CORP 7.75% 02/15/2021$1,144,275
MALLINCKRODT INTERNATIONAL FINANCE SA / MALLINCKRODT CB LLC 5.75% 08/01/2022$1,139,938
APEX TOOL GROUP LLC 7% 02/01/2021$1,139,081
NRG ENERGY INC 6.25% 07/15/2022$1,137,300
FIRST DATA CORP 5% 01/15/2024$1,135,906
PINNACLE FOODS FINANCE LLC / PINNACLE FOODS FINANCE CORP 4.875% 05/01/2021$1,118,906
BAYVIEW FINANCIAL ASSET TRUST 2007-SSR1 1.674% 03/25/2037$1,114,847
VALEANT PHARMACEUTICALS INTERNATIONAL INC 5.625% 12/01/2021$1,108,413
INGLES MARKETS INC 5.75% 06/15/2023$1,105,050
SUNCOKE ENERGY PARTNERS LP / SUNCOKE ENERGY PARTNERS FINANCE CORP 7.375% 02/01/2020$1,104,500
REYNOLDS GROUP ISSUER INC / REYNOLDS GROUP ISSUER LLC / REYNOLDS GROUP ISSUER LU 7% 07/15/2024$1,095,863
SFR GROUP SA 5.625% 05/15/2024$1,092,907
HCA HOLDINGS INC 6.25% 02/15/2021$1,087,500
TERRAFORM POWER OPERATING LLC 5.875% 02/01/2023$1,084,125
PARTY CITY HOLDINGS INC 6.125% 08/15/2023$1,081,963
DAVITA HEALTHCARE PARTNERS INC 5.125% 07/15/2024$1,072,969
NATURAL RESOURCE PARTNERS LP / NRP FINANCE CORP 9.125% 10/01/2018$1,063,750
COVANTA HOLDING CORP 6.375% 10/01/2022$1,060,800
ASHTEAD CAPITAL INC 6.5% 07/15/2022$1,056,250
SIMMONS FOODS INC 7.875% 10/01/2021$1,050,000
NCR CORP 5.875% 12/15/2021$1,045,688
RITE AID CORP 6.375% 04/01/2023$1,039,603
NEIMAN MARCUS GROUP LTD LLC 8.75% 10/15/2021$1,034,900
OPEN TEXT CORP 5.625% 01/15/2023$1,025,000
CITIGROUP INC 5.95% 05/15/2025$1,021,350
GLP CAPITAL LP / GLP FINANCING II INC 5.375% 04/15/2026$1,018,238
BLUELINE RENTAL FINANCE CORP 7% 02/01/2019$1,017,900
DBP HOLDING CORP 7.75% 10/15/2020$1,016,813
SABINE PASS LIQUEFACTION LLC 5.625% 04/15/2023$997,425
NRG YIELD OPERATING LLC 5.375% 08/15/2024$996,363
SBA COMMUNICATIONS CORP 4.875% 07/15/2022$990,813
TENET HEALTHCARE CORP 8.125% 04/01/2022$984,900
REPERFORMING LOAN REMIC TRUST 2005-R2 8% 06/25/2035$981,702
NOVELIS CORP 5.875% 09/30/2026$980,069
GEO GROUP INC/THE 6% 04/15/2026$978,975
HUB INTERNATIONAL LTD 7.875% 10/01/2021$971,375
CEDAR FAIR LP / CANADA'S WONDERLAND CO / MAGNUM MANAGEMENT CORP 5.375% 06/01/2024$964,600
OASIS PETROLEUM INC 6.875% 01/15/2023$960,000
WINDSTREAM SERVICES LLC 7.5% 04/01/2023$960,000
FREEPORT-MCMORAN OIL & GAS LLC / FCX OIL & GAS INC 6.875% 02/15/2023$957,950
DARLING GLOBAL FINANCE BV 4.75% 05/30/2022$955,690
DH SERVICES LUXEMBOURG SARL 7.75% 12/15/2020$942,750
ALLISON TRANSMISSION INC 5% 10/01/2024$935,025
PILGRIM'S PRIDE CORP 5.75% 03/15/2025$931,500
FIRST QUANTUM MINERALS LTD 7.25% 05/15/2022$930,050
AMSURG CORP 5.625% 07/15/2022$928,756
CENTURYLINK INC 5.8% 03/15/2022$925,875
AXALTA COATING SYSTEMS LLC 4.25% 08/15/2024$925,614
1011778 BC ULC / NEW RED FINANCE INC 4.625% 01/15/2022$923,655
ARDAGH PACKAGING FINANCE PLC / ARDAGH HOLDINGS USA INC 6.75% 05/15/2024$920,571
CARLSON TRAVEL HOLDINGS INC 7.5% 08/15/2019$915,400
WATCO COS LLC / WATCO FINANCE CORP 6.375% 04/01/2023$913,500
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 6.02% 06/15/2026$911,589
ALLY FINANCIAL INC 7.5% 09/15/2020$910,860
HCA INC 5.875% 02/15/2026$907,375
SPECTRUM BRANDS INC 4% 10/01/2026$904,570
TEMPUR SEALY INTERNATIONAL INC 5.5% 06/15/2026$898,275
JAGUAR HOLDING CO II / PHARMACEUTICAL PRODUCT DEVELOPMENT LLC 6.375% 08/01/2023$896,550
IHO VERWALTUNGS GMBH 3.25% 09/15/2023$888,813
WEST CORP 5.375% 07/15/2022$885,375
WOODSIDE HOMES CO LLC / WOODSIDE HOMES FINANCE INC 6.75% 12/15/2021$876,375
AERCAP IRELAND CAPITAL LTD / AERCAP GLOBAL AVIATION TRUST 4.625% 07/01/2022$874,613
CTR PARTNERSHIP LP / CARETRUST CAPITAL CORP 5.875% 06/01/2021$873,600
MPT OPERATING PARTNERSHIP LP / MPT FINANCE CORP 6.375% 03/01/2024$866,550
SCIENTIFIC GAMES INTERNATIONAL INC 7% 01/01/2022$865,938
SIX FLAGS ENTERTAINMENT CORP 4.875% 07/31/2024$865,688
MURRAY ENERGY CORP TL B2 1L 8.25% 12/30/2016$859,490
VWR FUNDING INC 4.625% 04/15/2022$858,760
BOYD GAMING CORP 6.375% 04/01/2026$856,613
CBC AMMO LLC / CBC FINCO INC 7.25% 11/15/2021$842,800
CAPSUGEL SA 7% 05/15/2019$833,599
CENTURYLINK INC 5.625% 04/01/2025$826,675
AMERICAN AIRLINES 2013-2 CLASS B PASS THROUGH TRUST 5.6% 01/15/2022$826,045
UNIVERSAL HOSPITAL SERVICES INC 7.625% 08/15/2020$823,450
CAESARS ENTERTAINMENT RESORT PROPERTIES LLC / CAESARS ENTERTAINMENT RESORT PROPE 8% 10/01/2020$820,613
ALTICE LUXEMBOURG SA 7.25% 05/15/2022$820,262
RENT-A-CENTER INC/TX 6.625% 11/15/2020$819,650
PLASTIPAK HOLDINGS INC 6.5% 10/01/2021$818,363
AMERICAN BUILDERS & CONTRACTORS SUPPLY CO INC 5.75% 12/15/2023$813,150
INTREPID AVIATION GROUP HOLDINGS LLC / INTREPID FINANCE CO 6.875% 02/15/2019$809,975
QUICKEN LOANS INC 5.75% 05/01/2025$807,975
POST HOLDINGS INC 5% 08/15/2026$807,975
H&E EQUIPMENT SERVICES INC 7% 09/01/2022$805,600
VIRGIN MEDIA FINANCE PLC 7% 04/15/2023$802,321
CHESAPEAKE ENERGY CORP 3.93% 04/15/2019$799,000
ENCORE CREDIT RECEIVABLES TRUST 2005-3 1.559% 10/25/2035$796,323
IRON MOUNTAIN INC 6% 10/01/2020$793,125
IMS HEALTH INC 3.5% 10/15/2024$792,460
KCA DEUTAG UK FINANCE PLC 7.25% 05/15/2021$792,000
COGENT COMMUNICATIONS GROUP INC 5.375% 03/01/2022$786,600
DJO FINCO INC / DJO FINANCE LLC / DJO FINANCE CORP 8.125% 06/15/2021$783,300
BIOSCRIP INC 8.875% 02/15/2021$780,200
ELDORADO GOLD CORP 6.125% 12/15/2020$779,240
POST HOLDINGS INC 6% 12/15/2022$779,100
BRUNSWICK CORP/DE 4.625% 05/15/2021$774,375
FAGE INTERNATIONAL SA/ FAGE USA DAIRY INDUSTRY INC 5.625% 08/15/2026$774,375
PHI INC 5.25% 03/15/2019$769,163
TECK RESOURCES LTD 8.5% 06/01/2024$768,825
WILLIAMS COS INC/THE 7.5% 01/15/2031$767,150
COMMSCOPE INC 5.5% 06/15/2024$763,969
NEUBERGER BERMAN GROUP LLC / NEUBERGER BERMAN FINANCE CORP 5.875% 03/15/2022$757,625
MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP / MGP FINANCE CO-ISSUER INC 5.625% 05/01/2024$755,604
CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 5.75% 02/15/2026$754,375
TESORO LOGISTICS LP / TESORO LOGISTICS FINANCE CORP 6.375% 05/01/2024$748,863
TRONOX FINANCE LLC 6.375% 08/15/2020$742,000
OPTION ONE MORTGAGE LOAN TRUST 2005-4 ASSET-BACKED CERTIFICATES SERIES 2005-4 1.014% 11/25/2035$741,773
NAVIOS MARITIME ACQUISITION CORP / NAVIOS ACQUISITION FINANCE US INC 8.125% 11/15/2021$740,000
CITGO PETROLEUM CORP 6.25% 08/15/2022$739,900
FRONTIER COMMUNICATIONS CORP 7.625% 04/15/2024$737,900
ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSON'S INC / ALBERTSON'S LLC 5.75% 03/15/2025$735,000
CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 5.125% 05/01/2023$732,375
AES CORP/VA 6% 05/15/2026$730,538
REYNOLDS GROUP ISSUER INC / REYNOLDS GROUP ISSUER LLC / REYNOLDS GROUP ISSUER LU 5.125% 07/15/2023$728,794
MICHAEL BAKER HOLDINGS LLC / MICAHEL BAKER FINANCE CORP 8.75% 04/15/2019$724,066
CORRECTIONS CORP OF AMERICA 4.625% 05/01/2023$723,650
COMMSCOPE INC 5% 06/15/2021$721,931
MPH ACQUISITION HOLDINGS LLC 7.125% 06/01/2024$721,925
TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP 6.75% 03/15/2024$709,500
CENTURY INTERMEDIATE HOLDING CO 2 9.75% 02/15/2019$704,663
ZIGGO BOND FINANCE BV 4.625% 01/15/2025$704,498
BERRY PETROLEUM CO LLC 6.375% 09/15/2022$702,240
ALTICE FINANCING SA 6.625% 02/15/2023$700,400
NEIMAN MARCUS GROUP LTD LLC 8% 10/15/2021$697,200
JONES ENERGY HOLDINGS LLC / JONES ENERGY FINANCE CORP 6.75% 04/01/2022$696,825
HEALTHSOUTH CORP 5.125% 03/15/2023$696,738
KFC HOLDING CO/PIZZA HUT HOLDINGS LLC/TACO BELL OF AMERICA LLC 5% 06/01/2024$696,588
ROCKIES EXPRESS PIPELINE LLC 6.875% 04/15/2040$691,380
DISH DBS CORP 7.75% 07/01/2026$686,925
LAREDO PETROLEUM INC 5.625% 01/15/2022$677,625
TELECOM ITALIA SPA/MILANO 5.303% 05/30/2024$677,239
ARQIVA BROADCAST FINANCE PLC 9.5% 03/31/2020$673,371
CROWN EUROPEAN HOLDINGS SA 2.625% 09/30/2024$671,981
BEVERAGES & MORE INC 10% 11/15/2018$667,625
ZF NORTH AMERICA CAPITAL INC 4.5% 04/29/2022$665,081
SHELF DRILLING HOLDINGS LTD 8.625% 11/01/2018$664,000
CSC HOLDINGS LLC 6.625% 10/15/2025$663,375
1011778 BC ULC / NEW RED FINANCE INC 6% 04/01/2022$661,500
VALEANT PHARMACEUTICALS INTERNATIONAL INC 5.375% 03/15/2020$660,300
CLIFFS NATURAL RESOURCES INC 8.25% 03/31/2020$655,744
AMERICAN BUILDERS & CONTRACTORS SUPPLY CO INC 5.625% 04/15/2021$655,200
SANCHEZ ENERGY CORP 7.75% 06/15/2021$654,900
GOODYEAR TIRE & RUBBER CO/THE 7% 05/15/2022$653,438
AES CORP/VA 5.5% 04/15/2025$652,050
SPECTRUM BRANDS INC 6.625% 11/15/2022$651,000
SPRINT COMMUNICATIONS INC 7% 08/15/2020$646,400
IMS HEALTH INC 4.125% 04/01/2023$645,218
T-MOBILE USA INC 6% 04/15/2024$643,500
ALCOA NEDERLAND HOLDING BV 7% 09/30/2026$642,475
VUE INTERNATIONAL BIDCO PLC 7.875% 07/15/2020$635,995
CHESAPEAKE ENERGY CORP 4.875% 04/15/2022$635,625
LANDRY'S INC 6.75% 10/15/2024$632,400
JBS USA LUX SA / JBS USA FINANCE INC 7.25% 06/01/2021$628,444
CNO FINANCIAL GROUP INC 5.25% 05/30/2025$628,425
LIFEPOINT HEALTH INC 5.375% 05/01/2024$621,550
NETFLIX INC 5.875% 02/15/2025$618,450
BANK OF AMERICA CORP 6.5% 10/23/2024$618,094
ZIGGO SECURED FINANCE BV 4.25% 01/15/2027$618,028
ENERGIZER HOLDINGS INC 5.5% 06/15/2025$614,338
SHEA HOMES LP / SHEA HOMES FUNDING CORP 6.125% 04/01/2025$610,000
HUDBAY MINERALS INC 9.5% 10/01/2020$609,689
GULFPORT ENERGY CORP 6.625% 05/01/2023$607,700
ARD FINANCE SA 6.625% 09/15/2023$607,058
GROUP 1 AUTOMOTIVE INC 5.25% 12/15/2023$605,250
CSMC SERIES 2015-8R 4.5% 06/27/2036$599,029
MURRAY ENERGY CORP 11.25% 04/15/2021$595,875
XPO LOGISTICS INC 6.5% 06/15/2022$595,650
SABINE PASS LIQUEFACTION LLC 5.75% 05/15/2024$594,688
T-MOBILE USA INC 6.5% 01/15/2026$588,300
RED OAK POWER LLC 9.2% 11/30/2029$588,000
FRONTIER COMMUNICATIONS CORP 11% 09/15/2025$586,600
CENTENE CORP 6.125% 02/15/2024$581,813
GUITAR CENTER INC 9.625% 04/15/2020$580,125
TPF II/EASTERN POWER/TENASKA 5% 12/30/2016$579,117
VWR FUNDING INC 4.625% 04/15/2022$576,349
TMS INTERNATIONAL CORP 7.625% 10/15/2021$576,200
TULLOW OIL PLC 6.25% 04/15/2022$576,000
TESORO LOGISTICS LP / TESORO LOGISTICS FINANCE CORP 5.5% 10/15/2019$572,450
DAVITA HEALTHCARE PARTNERS INC 5% 05/01/2025$568,531
PRIME SECURITY SERVICES BORROWER LLC / PRIME FINANCE INC 9.25% 05/15/2023$568,100
LEVI STRAUSS & CO 5% 05/01/2025$565,650
SPECTRUM BRANDS INC 5.75% 07/15/2025$564,200
LAMAR MEDIA CORP 5.75% 02/01/2026$562,250
ROCKIES EXPRESS PIPELINE LLC 5.625% 04/15/2020$561,800
L BRANDS INC 6.875% 11/01/2035$558,450
GOODYEAR TIRE & RUBBER CO/THE 5.125% 11/15/2023$555,175
SABINE PASS LIQUEFACTION LLC 5% 03/15/2027$554,850
ANGLO AMERICAN CAPITAL PLC 4.875% 05/14/2025$553,500
ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSON'S INC / ALBERTSON'S LLC 6.625% 06/15/2024$552,525
HOLDING MEDI-PARTENAIRES SAS 7% 05/15/2020$549,782
FRONTIER COMMUNICATIONS CORP 7.125% 01/15/2023$548,438
HEALTHSOUTH CORP 5.75% 11/01/2024$546,326
DENBURY RESOURCES INC 5.5% 05/01/2022$545,488
SERVICE CORP INTERNATIONAL/US 5.375% 05/15/2024$543,150
DYNEGY INC 6.75% 11/01/2019$540,750
TENET HEALTHCARE CORP 4.75% 06/01/2020$540,600
ROSE ROCK MIDSTREAM LP / ROSE ROCK FINANCE CORP 5.625% 11/15/2023$539,850
GFL ENVIRONMENTAL INC 9.875% 02/01/2021$539,000
TELENET FINANCE VI LUXEMBOURG SCA 4.875% 07/15/2027$538,993
GOLDMAN SACHS GROUP INC/THE 5.15% 05/22/2045$536,427
GIBSON BRANDS INC 8.875% 08/01/2018$532,500
WPX ENERGY INC 8.25% 08/01/2023$529,200
STEEL DYNAMICS INC 5.125% 10/01/2021$527,094
ZF NORTH AMERICA CAPITAL INC 4.75% 04/29/2025$526,875
WILLIAM CARTER CO/THE 5.25% 08/15/2021$525,315
WILLIAM LYON HOMES INC 8.5% 11/15/2020$525,000
HCA INC 5.875% 05/01/2023$523,075
KLOECKNER PENTAPLAST OF AMERICA INC 7.125% 11/01/2020$521,593
LEVEL 3 FINANCING INC 6.125% 01/15/2021$519,375
TAYLOR MORRISON COMMUNITIES INC / MONARCH COMMUNITIES INC 5.25% 04/15/2021$518,750
CENTENE CORP 4.75% 05/15/2022$518,750
CALUMET SPECIALTY PRODUCTS PARTNERS LP / CALUMET FINANCE CORP 11.5% 01/15/2021$517,500
CENTENE CORP 5.625% 02/15/2021$515,313
VISTA OUTDOOR INC 5.875% 10/01/2023$514,500
CSC HOLDINGS LLC 5.25% 06/01/2024$514,350
ALLIANCE ONE INTERNATIONAL INC 9.875% 07/15/2021$511,500
CARROLS RESTAURANT GROUP INC 8% 05/01/2022$510,538
T-MOBILE USA INC 6.464% 04/28/2019$510,000
NCL CORP LTD 5.25% 11/15/2019$507,500
LEVEL 3 FINANCING INC 5.125% 05/01/2023$506,538
OPE KAG FINANCE SUB INC 7.875% 07/31/2023$504,825
KENNEDY-WILSON INC 5.875% 04/01/2024$500,569
SALLY HOLDINGS LLC / SALLY CAPITAL INC 5.625% 12/01/2025$497,375
MPLX LP 4.875% 12/01/2024$497,289
WILLIAMS COS INC/THE 5.75% 06/24/2044$496,800
INOVYN FINANCE PLC 6.25% 05/15/2021$496,019
WORLDPAY FINANCE PLC 3.75% 11/15/2022$495,692
STANDARD INDUSTRIES INC/NJ 5.5% 02/15/2023$493,500
MDC PARTNERS INC 6.5% 05/01/2024$492,900
FIDELITY & GUARANTY LIFE HOLDINGS INC 6.375% 04/01/2021$492,450
TEINE ENERGY LTD 6.875% 09/30/2022$492,450
ANGLO AMERICAN CAPITAL PLC 3.625% 05/14/2020$492,450
CALATLANTIC GROUP INC 5.25% 06/01/2026$491,519
BAYVIEW FINANCIAL ASSET TRUST 2007-SSR1 1.324% 03/25/2037$491,467
SFR GROUP SA 6% 05/15/2022$491,400
ZIGGO SECURED FINANCE BV 5.5% 01/15/2027$490,613
GREYSTAR REAL ESTATE PARTNERS LLC 8.25% 12/01/2022$489,900
VIKING CRUISES LTD 6.25% 05/15/2025$488,800
PLANTRONICS INC 5.5% 05/31/2023$485,275
WESCO DISTRIBUTION INC 5.375% 12/15/2021$482,925
MATTERHORN TELECOM SA 3.875% 05/01/2022$482,693
HUNTINGTON INGALLS INDUSTRIES INC 5% 12/15/2021$479,456
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 5.875% 06/15/2021$478,305
BLUESCOPE STEEL FINANCE LTD/BLUESCOPE STEEL FINANCE USA LLC 6.5% 05/15/2021$477,000
ABN AMRO BANK NV 4.75% 07/28/2025$474,352
RSP PERMIAN INC 6.625% 10/01/2022$473,625
VALVOLINE INC 5.5% 07/15/2024$472,500
ANGLO AMERICAN CAPITAL PLC 3.5% 03/28/2022$461,026
MGM RESORTS INTERNATIONAL 4.625% 09/01/2026$460,600
CAROLINA BEVERAGE GROUP LLC / CAROLINA BEVERAGE GROUP FINANCE INC 10.625% 08/01/2018$459,375
ENDO FINANCE LLC 5.75% 01/15/2022$459,113
ACTIVISION BLIZZARD INC 5.625% 09/15/2021$459,101
CHOCTAW RESORT DEVELOPMENT ENTERPRISE 7.25% 11/15/2019$459,000
ALTICE FINCO SA 7.625% 02/15/2025$458,981
GRIFOLS WORLDWIDE OPERATIONS LTD 5.25% 04/01/2022$457,600
IASIS HEALTHCARE LLC / IASIS CAPITAL CORP 8.375% 05/15/2019$455,000
LMI AEROSPACE INC 7.375% 07/15/2019$454,500
BLUE RACER MIDSTREAM LLC / BLUE RACER FINANCE CORP 6.125% 11/15/2022$451,950
ANTERO RESOURCES CORP 5.625% 06/01/2023$450,450
TMX FINANCE LLC / TITLEMAX FINANCE CORP 8.5% 09/15/2018$450,000
NRG ENERGY INC 7.25% 05/15/2026$449,900
ECO SERVICES OPERATIONS LLC / ECO FINANCE CORP 8.5% 11/01/2022$449,350
NELNET STUDENT LOAN TRUST 2008-3 2.475% 11/25/2024$448,532
PULTEGROUP INC 5.5% 03/01/2026$448,375
PRIDE INTERNATIONAL INC 7.875% 08/15/2040$443,975
LIFEPOINT HEALTH INC 5.5% 12/01/2021$438,900
COTT CORP CALLABLE MEDIUM TERM NOTE FIXED 5.5% 07/01/2024 EUR 1000$437,529
DCP MIDSTREAM LLC 6.75% 09/15/2037$436,700
LINN ENERGY LLC / LINN ENERGY FINANCE CORP 12% 12/15/2020$432,670
AXALTA COATING SYSTEMS LLC 4.875% 08/15/2024$431,288
VIRGIN MEDIA FINANCE PLC 4.875% 02/15/2022$429,375
FIRST DATA CORP 5.75% 01/15/2024$427,969
VIACOM INC 4.375% 03/15/2043$423,903
FMG RESOURCES AUGUST 2006 PTY LTD 9.75% 03/01/2022$419,400
BWAY HOLDING CO 9.125% 08/15/2021$417,000
IMMUCOR INC 11.125% 08/15/2019$416,900
DONNELLEY FINANCIAL SOLUTIONS INC 8.25% 10/15/2024$416,150
CHENIERE CORPUS CHRISTI HOLDINGS LLC 7% 06/30/2024$412,300
SPEEDWAY MOTORSPORTS INC 5.125% 02/01/2023$411,000
CALIFORNIA RESOURCES TL1 11.375% 12/12/2016$410,781
MOHEGAN TRIBAL GAMING AUTHORITY 7.875% 10/15/2024$410,000
PRECISION DRILLING CORP 6.5% 12/15/2021$409,500
OASIS PETROLEUM INC 6.875% 03/15/2022$409,063
CENGAGE LEARNING INC 9.5% 06/15/2024$409,000
RICE ENERGY INC 7.25% 05/01/2023$408,500
SLM STUDENT LOAN TRUST 2008-5 2.414% 07/25/2023$405,073
UNITYMEDIA GMBH 3.75% 01/15/2027$404,669
HSBC HOLDINGS PLC 6.375% 09/17/2024$404,363
CREDIT AGRICOLE SA 8.125% 12/23/2025$404,120
AMERICAN AXLE & MANUFACTURING INC 6.625% 10/15/2022$403,750
CIT GROUP INC 5.5% 02/15/2019$403,275
ROYAL BANK OF SCOTLAND GROUP PLC 8.625% 08/15/2021$402,313
COEUR MINING INC 7.875% 02/01/2021$401,700
FLORIDA EAST COAST HOLDINGS CORP 6.75% 05/01/2019$401,700
NRG REMA LLC 9.681% 07/02/2026$400,625
MASTR ASSET BACKED SECURITIES TRUST 2006-FRE1 0.814% 12/25/2035$400,334
PANDA TEMPLE POWER TERM LOAN 03/15 7.25% 12/30/2016$398,925
CROWNROCK LP / CROWNROCK FINANCE INC 7.75% 02/15/2023$398,675
GENERAL MOTORS CO 5.2% 04/01/2045$396,759
CGG SA 6.5% 06/01/2021$394,000
FREEPORT-MCMORAN INC 3.55% 03/01/2022$393,450
GAMESTOP CORP 6.75% 03/15/2021$393,300
HERCULES OFFSH TL IL EXIT (FOR 10.5% 10/31/2016$391,634
KINETIC CONCEPTS INC / KCI USA INC 7.875% 02/15/2021$390,600
SIG COMBIBLOC HOLDINGS SCA 7.75% 02/15/2023$390,446
HSBC HOLDINGS PLC 6.375% 03/30/2025$390,199
AUSDRILL FINANCE PTY LTD 6.875% 11/01/2019$386,650
VALEANT PHARMACEUTICALS INTERNATIONAL 6.375% 10/15/2020$386,425
BHP BILLITON FINANCE USA LTD 6.75% 10/19/2075$385,900
TENNECO INC 5.375% 12/15/2024$385,075
DISH NETWORK CORP 3.375% 08/15/2026$385,000
BOPARAN FINANCE PLC 5.5% 07/15/2021$384,905
TREEHOUSE FOODS INC 6% 02/15/2024$383,844
VALEANT PHARMACEUTICALS INTERNATIONAL INC 5.875% 05/15/2023$381,700
TECK RESOURCES LTD 8% 06/01/2021$381,500
ADIENT GLOBAL HOLDINGS LTD 4.875% 08/15/2026$381,425
GEO GROUP INC/THE 5.875% 10/15/2024$380,600
CSC HOLDINGS LLC 5.5% 04/15/2027$379,250
ENDEAVOR ENERGY RESOURCES LP / EER FINANCE INC 7% 08/15/2021$371,700
WINDSTREAM SERVICES LLC 7.75% 10/15/2020$368,100
EP ENERGY LLC / EVEREST ACQUISITION FINANCE INC 6.375% 06/15/2023$367,525
IHO VERWALTUNGS GMBH 4.125% 09/15/2021$364,500
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.484% 10/23/2045$364,095
SUMMIT MIDSTREAM HOLDINGS LLC / SUMMIT MIDSTREAM FINANCE CORP 7.5% 07/01/2021$364,000
GREATBATCH LTD 9.125% 11/01/2023$363,525
SOUTHWESTERN ENERGY CO 6.7% 01/23/2025$361,800
MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP / MGP FINANCE CO-ISSUER INC 4.5% 09/01/2026$361,800
NOVELIS CORP 6.25% 08/15/2024$361,675
ADVANCED MICRO DEVICES INC 2.125% 09/01/2026$359,700
COVERIS HOLDINGS SA 7.875% 11/01/2019$359,625
TEMPUR SEALY INTERNATIONAL INC 5.625% 10/15/2023$359,550
TIME WARNER CABLE INC 7.3% 07/01/2038$359,375
OI BRASIL HOLDINGS COOPERATIEF UA 5.75% 02/10/2022$357,000
EAGLE MATERIALS INC 4.5% 08/01/2026$355,277
GENWORTH HOLDINGS INC 7.7% 06/15/2020$349,125
BAYTEX ENERGY CORP 5.125% 06/01/2021$347,563
L BRANDS INC 6.95% 03/01/2033$347,325
ALCOA INC 5.95% 02/01/2037$343,570
T-MOBILE USA INC 6% 03/01/2023$343,059
CARRIZO OIL & GAS INC 7.5% 09/15/2020$342,375
KRAFT HEINZ FOODS CO 7.125% 08/01/2039$340,503
SS&C TECHNOLOGIES HOLDINGS INC 5.875% 07/15/2023$338,400
GAMESTOP CORP 5.5% 10/01/2019$338,250
DS SERVICES OF AMERICA INC 10% 09/01/2021$336,000
TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP 5.25% 05/01/2023$335,775
SUMMIT MIDSTREAM HOLDINGS LLC / SUMMIT MIDSTREAM FINANCE CORP 5.5% 08/15/2022$335,125
WALTER INVESTMENT MANAGEMENT CORP 7.875% 12/15/2021$335,000
PSPC ESCROW CORP 6% 02/01/2023$334,144
PSPC ESCROW CORP 6% 02/01/2023$334,144
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 5.45% 06/15/2023$332,609
HCA INC 5.25% 04/15/2025$331,313
IHEARTCOMMUNICATIONS INC 12% 02/01/2021$330,889
CONTINENTAL RESOURCES INC/OK 4.9% 06/01/2044$329,550
GENESIS ENERGY LP / GENESIS ENERGY FINANCE CORP 6% 05/15/2023$329,175
WHITING PETROLEUM CORP 5.75% 03/15/2021$329,000
ADT CORP/THE 6.25% 10/15/2021$327,750
DOWNSTREAM DEVELOPMENT AUTHORITY OF THE QUAPAW TRIBE OF OKLAHOMA 10.5% 07/01/2019$324,800
CONCHO RESOURCES INC 6.5% 01/15/2022$322,400
VIRGIN MEDIA FINANCE PLC 6% 10/15/2024$322,016
LANTHEUS MEDICAL IMAGING TL B 7% 10/31/2016$320,647
ENSCO PLC 5.75% 10/01/2044$320,156
CHESAPEAKE ENERGY CORP 5.5% 09/15/2026$320,000
AMERIGAS PARTNERS LP / AMERIGAS FINANCE CORP 5.625% 05/20/2024$318,750
SEALED AIR CORP 4.5% 09/15/2023$317,151
INTERFACE SECURITY SYSTEMS HOLDINGS INC / INTERFACE SECURITY SYSTEMS LLC 9.25% 01/15/2018$315,038
RANGE RESOURCES CORP 4.875% 05/15/2025$313,625
IHO VERWALTUNGS GMBH 4.75% 09/15/2026$312,325
COOPERATIEVE RABOBANK UA 5.25% 08/04/2045$309,270
FRONTIER COMMUNICATIONS CORP 10.5% 09/15/2022$308,488
XPO LOGISTICS INC 6.125% 09/01/2023$308,250
FREEPORT-MCMORAN INC 3.1% 03/15/2020$308,000
TRONOX FINANCE LLC 7.5% 03/15/2022$307,363
INTERNATIONAL WIRE GROUP INC 10.75% 08/01/2021$305,600
UNIVISION COMMUNICATIONS INC 5.125% 02/15/2025$303,000
NCL CORP LTD 4.625% 11/15/2020$301,500
SHEA HOMES LP / SHEA HOMES FUNDING CORP 5.875% 04/01/2023$301,500
EP ENERGY LLC / EVEREST ACQUISITION FINANCE INC 9.375% 05/01/2020$299,250
STEEL DYNAMICS INC 5.5% 10/01/2024$299,250
NEW COTAI LLC / NEW COTAI CAPITAL CORP 10.625% 05/01/2019$297,830
AMAG PHARMACEUTICALS INC 7.875% 09/01/2023$297,600
CHESAPEAKE ENERGY TL L+750 8/1 8.5% 11/23/2016$294,700
ARGENTINE REPUBLIC GOVERNMENT INTERNATIONAL BOND 7.625% 04/22/2046$293,930
CENTRAL GARDEN & PET CO 6.125% 11/15/2023$290,250
GOODYEAR TIRE & RUBBER CO/THE 5% 05/31/2026$288,750
LEVEL 3 FINANCING INC 5.375% 08/15/2022$288,406
HARDWOODS ACQUISITION INC 7.5% 08/01/2021$287,850
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 7.125% 06/15/2024$286,136
US AIRWAYS 2012-2 CLASS B PASS THROUGH TRUST 6.75% 12/03/2022$286,087
ARCELORMITTAL 6.125% 06/01/2025$284,700
KRAFT HEINZ FOODS CO 4.875% 02/15/2025$283,637
SOUTHWESTERN ENERGY CO 4.1% 03/15/2022$282,875
QEP RESOURCES INC 6.875% 03/01/2021$282,825
RICE ENERGY INC 6.25% 05/01/2022$280,125
GREEKTOWN HOLDINGS LLC/GREEKTOWN MOTHERSHIP CORP 8.875% 03/15/2019$276,250
UNITYMEDIA HESSEN GMBH & CO KG / UNITYMEDIA NRW GMBH 5.625% 04/15/2023$275,842
CLOUD PEAK ENERGY RESOURCES LLC / CLOUD PEAK ENERGY FINANCE CORP 6.375% 03/15/2024$272,950
MATCH GROUP INC 6.375% 06/01/2024$272,813
VALEANT PHARMACEUTICALS INTERNATIONAL INC 7.5% 07/15/2021$272,118
US CONCRETE INC 6.375% 06/01/2024$270,400
BNP PARIBAS SA 7.375% 08/19/2025$269,663
CTP TRANSPORTATION PRODUCTS LLC / CTP FINANCE INC 8.25% 12/15/2019$267,750
ROCKIES EXPRESS PIPELINE LLC 7.5% 07/15/2038$266,875
BARCLAYS BANK PLC 7.625% 11/21/2022$266,850
GUITAR CENTER INC 6.5% 04/15/2019$265,500
MONITRONICS INTERNATIONAL INC 9.125% 04/01/2020$264,600
TRIBUNE MEDIA CO 5.875% 07/15/2022$264,388
CORRECTIONS CORP OF AMERICA 5% 10/15/2022$263,900
FRESENIUS MEDICAL CARE US FINANCE II INC 4.75% 10/15/2024$263,750
MICHAEL BAKER INTERNATIONAL LLC / CDL ACQUISITION CO INC 8.25% 10/15/2018$261,950
BARCLAYS PLC 8.25% 12/17/2018$260,650
CONSTELLATION BRANDS INC 4.75% 12/01/2025$260,400
JBS USA LUX SA / JBS USA FINANCE INC 7.25% 06/01/2021$259,688
LAMAR MEDIA CORP 5% 05/01/2023$254,400
AMC ENTERTAINMENT INC 5.75% 06/15/2025$253,750
NAVIENT CORP 6.625% 07/26/2021$252,500
CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 5.875% 04/01/2024$251,309
ARDAGH PACKAGING FINANCE PLC / ARDAGH HOLDINGS USA INC 6.75% 05/15/2024$247,846
ALLY FINANCIAL INC 8% 11/01/2031$247,500
ARDAGH PACKAGING FINANCE PLC / ARDAGH HOLDINGS USA INC 7.25% 05/15/2024$246,100
SM ENERGY CO 5.625% 06/01/2025$245,700
RANGE RESOURCES CORP 5% 03/15/2023$245,625
SABINE PASS LIQUEFACTION LLC 5.875% 06/30/2026$245,391
TENET HEALTHCARE CORP 4.375% 10/01/2021$245,000
MODULAR SPACE CORP 10.25% 01/31/2019$244,800
ALLY FINANCIAL INC 4.625% 05/19/2022$242,638
JACK COOPER HOLDINGS CORP 9.25% 06/01/2020$239,750
BARMINCO FINANCE PTY LTD 9% 06/01/2018$238,263
CNO FINANCIAL GROUP INC 4.5% 05/30/2020$236,613
CSC HOLDINGS LLC 10.875% 10/15/2025$234,500
PETROBRAS GLOBAL FINANCE BV 6.85% 06/05/2115$229,770
SBA COMMUNICATIONS CORP 4.875% 09/01/2024$227,250
DOUBLE EAGLE ACQUISITION SUB INC 7.5% 10/01/2024$224,675
COMMUNICATIONS SALES & LEASING INC / CSL CAPITAL LLC 8.25% 10/15/2023$221,443
CROWN AMERICAS LLC / CROWN AMERICAS CAPITAL CORP V 4.25% 09/30/2026$220,550
CEC ENTERTAINMENT INC 8% 02/15/2022$220,275
CARMIKE CINEMAS INC 6% 06/15/2023$219,450
ARGENTINE REPUBLIC GOVERNMENT INTERNATIONAL BOND 6.875% 04/22/2021$218,200
LAREDO PETROLEUM INC 7.375% 05/01/2022$218,138
FREEPORT-MCMORAN INC 5.45% 03/15/2043$218,025
BOPARAN FINANCE PLC 4.375% 07/15/2021$215,761
MALLINCKRODT INTERNATIONAL FINANCE SA / MALLINCKRODT CB LLC 4.875% 04/15/2020$215,250
TOLL BROTHERS FINANCE CORP 6.75% 11/01/2019$214,700
WILLIAMS COS INC/THE 3.7% 01/15/2023$214,500
RANGE RESOURCES CORP 5% 08/15/2022$210,000
WESTLAKE CHEMICAL CORP 4.625% 02/15/2021$209,500
ALTICE FINANCING SA 7.5% 05/15/2026$208,750
SPRINT COMMUNICATIONS INC 6% 11/15/2022$205,150
PACIFIC DRILLING V LTD 7.25% 12/01/2017$204,688
VIRGIN MEDIA SECURED FINANCE PLC 5.5% 08/15/2026$204,500
ALTICE LUXEMBOURG SA 6.25% 02/15/2025$203,583
CARE CAPITAL PROPERTIES LP 5.125% 08/15/2026$200,351
NAVIENT CORP 5.875% 03/25/2021$200,000
CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 5.375% 05/01/2025$199,738
SFR GROUP SA 6.25% 05/15/2024$199,440
HCA INC 7.5% 02/15/2022$195,500
NAVIENT CORP 5.5% 01/15/2019$193,325
ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP 5.375% 09/15/2024$192,850
TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP 5.375% 02/01/2027$191,663
PQ CORP 6.75% 11/15/2022$191,250
DENBURY RESOURCES INC 9% 05/15/2021$189,450
NWH ESCROW CORP 7.5% 08/01/2021$189,375
ALTICE FINANCING SA 5.25% 02/15/2023$187,096
PANDA TEMPLE POWER II ADVANCE 7.25% 12/30/2016$185,565
GLOBE LUXEMBOURG SCA 9.625% 05/01/2018$184,500
SPRINT COMMUNICATIONS INC 11.5% 11/15/2021$183,600
VEREIT OPERATING PARTNERSHIP LP 4.6% 02/06/2024$182,000
TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP 5.125% 02/01/2025$180,675
VALEANT PHARMACEUTICALS INTERNATIONAL INC 5.5% 03/01/2023$180,600
FREEPORT-MCMORAN INC 3.875% 03/15/2023$180,484
STANDARD INDUSTRIES INC/NJ 5.125% 02/15/2021$179,350
NEOVIA LOGISTICS INTERMEDIATE HOLDINGS LLC / LOGISTICS INTERMEDIATE FINANCE CORP 10% 02/15/2018$176,240
GENWORTH HOLDINGS INC 4.9% 08/15/2023$175,875
POST HOLDINGS INC 7.75% 03/15/2024$174,375
AMERICAN AIRLINES 2013-1 CLASS B PASS THROUGH TRUST 5.625% 01/15/2021$173,919
LIFEPOINT HEALTH INC 5.875% 12/01/2023$171,600
CHESAPEAKE ENERGY CORP 5.75% 03/15/2023$171,000
PARSLEY ENERGY LLC / PARSLEY FINANCE CORP 7.5% 02/15/2022$170,800
HUGHES SATELLITE SYSTEMS CORP 5.25% 08/01/2026$168,300
HCA INC 5.25% 06/15/2026$165,075
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-SG1 4.62% 12/15/2047$164,971
FRONTIER COMMUNICATIONS CORP 6.875% 01/15/2025$164,419
COMM 2015-LC21 MORTGAGE TRUST 3.25% 07/10/2048$163,436
SEALED AIR CORP 4.5% 09/15/2023$161,685
WESCO DISTRIBUTION INC 5.375% 06/15/2024$160,800
AERCAP IRELAND CAPITAL LTD / AERCAP GLOBAL AVIATION TRUST 5% 10/01/2021$160,500
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C28 3% 05/15/2048$158,002
TAYLOR MORRISON COMMUNITIES INC / MONARCH COMMUNITIES INC 5.875% 04/15/2023$157,875
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C31 4.272% 08/15/2048$157,784
MPT OPERATING PARTNERSHIP LP / MPT FINANCE CORP 5.25% 08/01/2026$156,000
HOLLY ENERGY PARTNERS LP / HOLLY ENERGY FINANCE CORP 6% 08/01/2024$156,000
DISH DBS CORP 5% 03/15/2023$156,000
FREEPORT-MCMORAN OIL & GAS LLC / FCX OIL & GAS INC 6.75% 02/01/2022$154,875
HUGHES SATELLITE SYSTEMS CORP 6.625% 08/01/2026$154,800
HANESBRANDS INC 4.625% 05/15/2024$154,688
RENT-A-CENTER INC/TX 4.75% 05/01/2021$153,000
MATTERHORN TELECOM SA 3.625% 05/01/2022$152,957
GRAY TELEVISION INC 5.875% 07/15/2026$151,500
COMMUNICATIONS SALES & LEASING INC / CSL CAPITAL LLC 6% 04/15/2023$145,600
CONCHO RESOURCES INC 5.5% 04/01/2023$145,075
FREEPORT-MCMORAN OIL & GAS LLC / FCX OIL & GAS INC 6.125% 06/15/2019$143,500
NGPL PIPECO LLC 7.768% 12/15/2037$141,700
COMPILER FINANCE SUB INC 7% 05/01/2021$136,300
SM ENERGY CO 6.125% 11/15/2022$135,675
SABINE PASS LIQUEFACTION LLC 5.625% 03/01/2025$134,844
UNITED RENTALS NORTH AMERICA INC 5.875% 09/15/2026$134,550
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C31 4.772% 08/15/2048$133,725
HANESBRANDS INC 4.875% 05/15/2026$133,575
SPRINT CAPITAL CORP 8.75% 03/15/2032$133,250
GENERAL MOTORS CO 6.6% 04/01/2036$132,732
ENDO FINANCE LLC / ENDO FINCO INC 5.875% 01/15/2023$129,050
MEG ENERGY CORP 7% 03/31/2024$127,200
MEG ENERGY CORP 6.5% 03/15/2021$123,188
NCR CORP 6.375% 12/15/2023$122,188
WPX ENERGY INC 6% 01/15/2022$120,375
VALEANT PHARMACEUTICALS INTERNATIONAL 7% 10/01/2020$117,000
EV ENERGY PARTNERS LP / EV ENERGY FINANCE CORP 8% 04/15/2019$115,175
CARRIZO OIL & GAS INC 6.25% 04/15/2023$114,425
ANGLO AMERICAN CAPITAL PLC 3.25% 04/03/2023$111,847
SM ENERGY CO 6.75% 09/15/2026$111,306
ANGLO AMERICAN CAPITAL PLC 1.5% 04/01/2020$110,425
LEVEL 3 FINANCING INC 5.625% 02/01/2023$104,250
BERRY PETROLEUM CO LLC 6.75% 11/01/2020$103,500
CGG SA 6.875% 01/15/2022$103,000
WHITING PETROLEUM CORP 6.25% 04/01/2023$100,925
GARDA WORLD SECURITY CORP 7.25% 11/15/2021$92,750
CASCADES INC 5.75% 07/15/2023$91,575
USG CORP 5.5% 03/01/2025$91,481
MALLINCKRODT INTERNATIONAL FINANCE SA / MALLINCKRODT CB LLC 5.625% 10/15/2023$91,438
MALLINCKRODT INTERNATIONAL FINANCE SA 4.75% 04/15/2023$90,500
MGM RESORTS INTERNATIONAL 6.625% 12/15/2021$90,400
ADT CORP/THE 4.125% 06/15/2023$89,100
MEG ENERGY CORP 6.375% 01/30/2023$87,588
SM ENERGY CO 5% 01/15/2024$85,050
NGPL PIPECO LLC 9.625% 06/01/2019$84,500
ENSCO PLC 4.7% 03/15/2021$80,955
LAREDO PETROLEUM INC 6.25% 03/15/2023$78,800
ADT CORP/THE 3.5% 07/15/2022$77,400
CONTINENTAL RESOURCES INC/OK 4.5% 04/15/2023$77,200
ENSCO PLC 5.2% 03/15/2025$73,385
COMMSCOPE INC 4.375% 06/15/2020$72,275
MALLINCKRODT INTERNATIONAL FINANCE SA 3.5% 04/15/2018$70,263
CIT GROUP INC 5.375% 05/15/2020$64,275
ALCOA INC 5.125% 10/01/2024$64,125
GENERAL MOTORS CO 6.75% 04/01/2046$62,908
TESORO LOGISTICS LP / TESORO LOGISTICS FINANCE CORP 6.125% 10/15/2021$62,775
AES CORP/VA 5.5% 03/15/2024$62,737
VIKING CRUISES LTD 8.5% 10/15/2022$61,800
UNITED RENTALS NORTH AMERICA INC 5.5% 07/15/2025$61,425
ACADIA HEALTHCARE CO INC 5.625% 02/15/2023$61,200
TENET HEALTHCARE CORP 4.5% 04/01/2021$60,675
CORRECTIONS CORP OF AMERICA 4.125% 04/01/2020$56,700
VALEANT PHARMACEUTICALS INTERNATIONAL 7.25% 07/15/2022$55,950
EP ENERGY LLC / EVEREST ACQUISITION FINANCE INC 7.75% 09/01/2022$54,000
LEVEL 3 FINANCING INC 5.375% 01/15/2024$52,219
MICRON TECHNOLOGY INC 5.25% 08/01/2023$49,625
SUNCOKE ENERGY PARTNERS LP / SUNCOKE ENERGY PARTNERS FINANCE CORP 7.375% 02/01/2020$42,300
NEWFIELD EXPLORATION CO 5.625% 07/01/2024$41,200
INTERNATIONAL LEASE FINANCE CORP 8.625% 01/15/2022$36,975
DISH DBS CORP 6.75% 06/01/2021$32,475
OPEN TEXT CORP 5.875% 06/01/2026$31,463
WESTLAKE CHEMICAL CORP 4.875% 05/15/2023$20,950
GEO GROUP INC/THE 5.125% 04/01/2023$17,100
ANCESTRY.COM INC 11% 12/15/2020$10,725
CHESAPEAKE ENERGY CORP 5.375% 06/15/2021$8,750
SEVENTY SEVEN ENERGY INC/OLD BOND FIXED 0% 07/15/2022$0
MAGNUM HUNTER RESOURCES CORP 9.75% 05/15/2020$0
 
Short-Term/Cash
Holding NameMarket Value
FIDELITY INSTITUTIONAL MONEY MARKET$11,270,209
 
Other
Holding NameMarket Value
USD$83,343
CURRENCY CONTRACT$53,580
BRITISH POUND$38,197
US 2YR NOTE (CBT) BOND DEC16 (TUZ6) COMDTY$18,029
EURO$10,762
US 5YR NOTE (CBT) BOND DEC16 (FVZ6) COMDTY$6,160
SWISS FRANC$2,787
CURRENCY CONTRACT$349
CURRENCY CONTRACT$194
SEVENTY SEVEN ENERGY INC$0
CURRENCY CONTRACT$-565
CURRENCY CONTRACT$-943
CURRENCY CONTRACT$-1,550
CURRENCY CONTRACT$-1,706
CURRENCY CONTRACT$-26,699
CURRENCY CONTRACT$-169,319
USD$-1,165,210
All Holdings As of Aug 31, 2016
Equity
Holding NameMarket Value
GMAC CAPITAL TRUST I$1,133,543
MAGNUM HUNTER RESOURCES CORP$875,853
ALLERGAN PLC$419,661
HERCULES OFFSHORE INC$16,352
SEVENTY SEVEN ENERGY INC$5,142
 
Fixed Income
Holding NameMarket Value
SPRINT CORP 7.25% 09/15/2021$5,510,344
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 5.274% 10/25/2024$2,654,738
HCA INC 5.375% 02/01/2025$2,562,656
FIRST DATA CORP 7% 12/01/2023$2,438,900
CIT GROUP INC 5% 08/15/2022$2,162,188
AERCAP IRELAND CAPITAL LTD / AERCAP GLOBAL AVIATION TRUST 4.5% 05/15/2021$2,117,500
DISH DBS CORP 5.875% 07/15/2022$1,968,313
UNITED RENTALS NORTH AMERICA INC 6.125% 06/15/2023$1,785,063
SPRINT CAPITAL CORP 6.9% 05/01/2019$1,776,250
CHS/COMMUNITY HEALTH SYSTEMS INC 6.875% 02/01/2022$1,774,375
PRESTIGE BRANDS INC 5.375% 12/15/2021$1,723,269
WMG ACQUISITION CORP 5.625% 04/15/2022$1,689,694
NAVIENT CORP 4.875% 06/17/2019$1,665,563
SFR GROUP SA 7.375% 05/01/2026$1,664,338
DOLLAR TREE INC 5.75% 03/01/2023$1,659,719
FLEXI-VAN LEASING INC 7.875% 08/15/2018$1,656,150
STANDARD INDUSTRIES INC/NJ 6% 10/15/2025$1,624,344
INTELSAT JACKSON HOLDINGS SA 7.5% 04/01/2021$1,602,113
T-MOBILE USA INC 6.633% 04/28/2021$1,576,875
MORGAN STANLEY RESECURITIZATION TRUST 2015-R6 0.774% 07/26/2045$1,540,082
MIRAN MID-ATLANTIC SERIES C PASS THROUGH TRUST 10.06% 12/30/2028$1,512,592
INTELSAT JACKSON HOLDINGS SA 8% 02/15/2024$1,497,994
ESH HOSPITALITY INC 5.25% 05/01/2025$1,471,871
SUMMIT MATERIALS LLC / SUMMIT MATERIALS FINANCE CORP 6.125% 07/15/2023$1,453,500
CLEAN HARBORS INC 5.25% 08/01/2020$1,449,480
PACTIV LLC 8.375% 04/15/2027$1,439,750
IRON MOUNTAIN EUROPE PLC 6.125% 09/15/2022$1,422,828
NOMURA RESECURITIZATION TRUST 2015-6R 0.71% 05/26/2046$1,420,736
SUBURBAN PROPANE PARTNERS LP/SUBURBAN ENERGY FINANCE CORP 5.5% 06/01/2024$1,395,625
ASHTEAD CAPITAL INC 6.5% 07/15/2022$1,378,000
TENET HEALTHCARE CORP 6.75% 06/15/2023$1,363,863
EXTRACTION OIL & GAS HOLDINGS LLC / EXTRACTION FINANCE CORP 7.875% 07/15/2021$1,360,100
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.908% 07/23/2025$1,359,619
AMERIGAS FINANCE LLC / AMERIGAS FINANCE CORP 7% 05/20/2022$1,348,200
NRG ENERGY INC 6.25% 07/15/2022$1,334,125
VALEANT PHARMACEUTICALS INTERNATIONAL 6.75% 08/15/2021$1,324,406
ACADIA HEALTHCARE CO INC 5.125% 07/01/2022$1,323,300
CASCADES INC 5.5% 07/15/2022$1,323,100
1011778 BC ULC / NEW RED FINANCE INC 4.625% 01/15/2022$1,313,475
ARDAGH FINANCE HOLDINGS SA 8.625% 06/15/2019$1,309,486
REYNOLDS GROUP ISSUER INC / REYNOLDS GROUP ISSUER LLC / REYNOLDS GROUP ISSUER LU 7% 07/15/2024$1,309,213
BALL CORP 4.375% 12/15/2023$1,290,464
FIRST DATA CORP 5% 01/15/2024$1,251,031
NIELSEN FINANCE LLC / NIELSEN FINANCE CO 5% 04/15/2022$1,237,344
AERCAP IRELAND CAPITAL LTD / AERCAP GLOBAL AVIATION TRUST 4.625% 07/01/2022$1,235,400
CHURCHILL DOWNS INC 5.375% 12/15/2021$1,222,650
CONVATEC FINANCE INTERNATIONAL SA 8.25% 01/15/2019$1,222,147
NOVELIS INC 8.75% 12/15/2020$1,212,028
FIRST QUALITY FINANCE CO INC 4.625% 05/15/2021$1,203,000
HD SUPPLY INC 5.75% 04/15/2024$1,200,938
R&R PIK PLC 9.25% 05/15/2018$1,194,201
DJO FINCO INC / DJO FINANCE LLC / DJO FINANCE CORP 8.125% 06/15/2021$1,185,900
UNITED AIRLINES 2013-1 CLASS B PASS THROUGH TRUST 5.375% 02/15/2023$1,168,914
ENVISION HEALTHCARE CORP 5.125% 07/01/2022$1,167,250
CONSTELLATION BRANDS INC 6% 05/01/2022$1,165,000
MALLINCKRODT INTERNATIONAL FINANCE SA / MALLINCKRODT CB LLC 5.75% 08/01/2022$1,160,063
MILACRON LLC / MCRON FINANCE CORP 7.75% 02/15/2021$1,149,750
PILGRIM'S PRIDE CORP 5.75% 03/15/2025$1,141,250
APEX TOOL GROUP LLC 7% 02/01/2021$1,125,750
PINNACLE FOODS FINANCE LLC / PINNACLE FOODS FINANCE CORP 4.875% 05/01/2021$1,125,688
VALEANT PHARMACEUTICALS INTERNATIONAL INC 5.625% 12/01/2021$1,120,763
SFR GROUP SA 5.625% 05/15/2024$1,114,056
INGLES MARKETS INC 5.75% 06/15/2023$1,108,389
DAVITA HEALTHCARE PARTNERS INC 5.125% 07/15/2024$1,086,094
HCA HOLDINGS INC 6.25% 02/15/2021$1,085,000
HANESBRANDS FINANCE LUXEMBOURG SCA 3.5% 06/15/2024$1,079,524
PARTY CITY HOLDINGS INC 6.125% 08/15/2023$1,078,175
NEIMAN MARCUS GROUP LTD LLC 8.75% 10/15/2021$1,070,925
H&E EQUIPMENT SERVICES INC 7% 09/01/2022$1,070,600
BAYVIEW FINANCIAL ASSET TRUST 2007-SSR1 1.674% 03/25/2037$1,070,430
SUNCOKE ENERGY PARTNERS LP / SUNCOKE ENERGY PARTNERS FINANCE CORP 7.375% 02/01/2020$1,069,250
COVANTA HOLDING CORP 6.375% 10/01/2022$1,065,900
TERRAFORM POWER OPERATING LLC 5.875% 02/01/2023$1,063,125
CAPSUGEL SA 7% 05/15/2019$1,042,599
NCR CORP 5.875% 12/15/2021$1,040,738
RITE AID CORP 6.375% 04/01/2023$1,039,997
SIMMONS FOODS INC 7.875% 10/01/2021$1,039,500
OPEN TEXT CORP 5.625% 01/15/2023$1,037,500
GLP CAPITAL LP / GLP FINANCING II INC 5.375% 04/15/2026$1,034,775
CITIGROUP INC 5.95% 05/15/2025$1,034,375
DBP HOLDING CORP 7.75% 10/15/2020$1,032,750
GEO GROUP INC/THE 6% 04/15/2026$1,031,931
COGENT COMMUNICATIONS GROUP INC 5.375% 03/01/2022$1,014,300
WORLDPAY FINANCE PLC 3.75% 11/15/2022$1,013,314
NRG YIELD OPERATING LLC 5.375% 08/15/2024$1,010,838
UNIVERSAL HOSPITAL SERVICES INC 7.625% 08/15/2020$1,010,625
BLUELINE RENTAL FINANCE CORP 7% 02/01/2019$1,009,200
TENET HEALTHCARE CORP 8.125% 04/01/2022$997,150
REPERFORMING LOAN REMIC TRUST 2005-R2 8% 06/25/2035$995,071
SABINE PASS LIQUEFACTION LLC 5.625% 04/15/2023$983,475
SBA COMMUNICATIONS CORP 4.875% 07/15/2022$981,263
OASIS PETROLEUM INC 6.875% 01/15/2023$978,513
DARLING GLOBAL FINANCE BV 4.75% 05/30/2022$974,763
NATURAL RESOURCE PARTNERS LP / NRP FINANCE CORP 9.125% 10/01/2018$974,625
HUB INTERNATIONAL LTD 7.875% 10/01/2021$973,750
CEDAR FAIR LP / CANADA'S WONDERLAND CO / MAGNUM MANAGEMENT CORP 5.375% 06/01/2024$966,875
TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP 6.75% 03/15/2024$966,088
WINDSTREAM SERVICES LLC 7.5% 04/01/2023$956,250
WEST CORP 5.375% 07/15/2022$949,388
ARDAGH PACKAGING FINANCE PLC / ARDAGH HOLDINGS USA INC 6.75% 05/15/2024$946,180
DH SERVICES LUXEMBOURG SARL 7.75% 12/15/2020$943,875
AXALTA COATING SYSTEMS LLC 4.25% 08/15/2024$939,749
AMSURG CORP 5.625% 07/15/2022$937,806
CENTURYLINK INC 5.8% 03/15/2022$934,515
AURIS LUXEMBOURG II SA 8% 01/15/2023$926,905
ALLY FINANCIAL INC 7.5% 09/15/2020$920,848
CARLSON TRAVEL HOLDINGS INC 7.5% 08/15/2019$920,000
TEMPUR SEALY INTERNATIONAL INC 5.5% 06/15/2026$910,890
WATCO COS LLC / WATCO FINANCE CORP 6.375% 04/01/2023$906,750
AMERICAN BUILDERS & CONTRACTORS SUPPLY CO INC 5.75% 12/15/2023$906,300
JAGUAR HOLDING CO II / PHARMACEUTICAL PRODUCT DEVELOPMENT LLC 6.375% 08/01/2023$903,000
FIRST QUANTUM MINERALS LTD 7.25% 05/15/2022$901,313
HCA INC 5.875% 02/15/2026$899,938
FREEPORT-MCMORAN OIL & GAS LLC / FCX OIL & GAS INC 6.875% 02/15/2023$899,300
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 6.02% 06/15/2026$889,658
MPT OPERATING PARTNERSHIP LP / MPT FINANCE CORP 6.375% 03/01/2024$876,488
SIX FLAGS ENTERTAINMENT CORP 4.875% 07/31/2024$874,238
VWR FUNDING INC 4.625% 04/15/2022$869,652
CTR PARTNERSHIP LP / CARETRUST CAPITAL CORP 5.875% 06/01/2021$861,000
CENTENE CORP 5.625% 02/15/2021$858,331
BOYD GAMING CORP 6.375% 04/01/2026$850,650
VIRGIN MEDIA FINANCE PLC 7% 04/15/2023$843,860
WOODSIDE HOMES CO LLC / WOODSIDE HOMES FINANCE INC 6.75% 12/15/2021$843,750
MURRAY ENERGY CORP TL B2 1L 7.5% 09/30/2016$843,634
CENTURYLINK INC 5.625% 04/01/2025$841,725
AMERICAN AIRLINES 2013-2 CLASS B PASS THROUGH TRUST 5.6% 01/15/2022$827,031
PLASTIPAK HOLDINGS INC 6.5% 10/01/2021$820,325
ALTICE LUXEMBOURG SA 7.25% 05/15/2022$815,478
QUICKEN LOANS INC 5.75% 05/01/2025$812,268
INTREPID AVIATION GROUP HOLDINGS LLC / INTREPID FINANCE CO 6.875% 02/15/2019$812,213
RENT-A-CENTER INC/TX 6.625% 11/15/2020$811,200
POST HOLDINGS INC 5% 08/15/2026$810,000
CAESARS ENTERTAINMENT RESORT PROPERTIES LLC / CAESARS ENTERTAINMENT RESORT PROPE 8% 10/01/2020$805,800
CBC AMMO LLC / CBC FINCO INC 7.25% 11/15/2021$804,100
IRON MOUNTAIN INC 6% 10/01/2020$798,758
SEALED AIR CORP 4.5% 09/15/2023$791,856
ELDORADO GOLD CORP 6.125% 12/15/2020$788,572
BIOSCRIP INC 8.875% 02/15/2021$786,425
SPECTRUM BRANDS INC 6.625% 11/15/2022$784,750
POST HOLDINGS INC 6% 12/15/2022$782,812
AMERICAN BUILDERS & CONTRACTORS SUPPLY CO INC 5.625% 04/15/2021$781,875
FAGE INTERNATIONAL SA/ FAGE USA DAIRY INDUSTRY INC 5.625% 08/15/2026$777,188
KCA DEUTAG UK FINANCE PLC 7.25% 05/15/2021$775,200
ENCORE CREDIT RECEIVABLES TRUST 2005-3 1.559% 10/25/2035$774,047
CHESAPEAKE ENERGY CORP 3.93% 04/15/2019$773,500
BRUNSWICK CORP/DE 4.625% 05/15/2021$770,625
WILLIAMS COS INC/THE 7.5% 01/15/2031$770,500
NAVIOS MARITIME ACQUISITION CORP / NAVIOS ACQUISITION FINANCE US INC 8.125% 11/15/2021$765,000
COMMSCOPE INC 5.5% 06/15/2024$763,969
CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 5.75% 02/15/2026$761,475
PHI INC 5.25% 03/15/2019$761,213
NEUBERGER BERMAN GROUP LLC / NEUBERGER BERMAN FINANCE CORP 5.875% 03/15/2022$756,719
MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP / MGP FINANCE CO-ISSUER INC 5.625% 05/01/2024$755,813
TECK RESOURCES LTD 8.5% 06/01/2024$755,425
TESORO LOGISTICS LP / TESORO LOGISTICS FINANCE CORP 6.375% 05/01/2024$745,388
FRONTIER COMMUNICATIONS CORP 7.625% 04/15/2024$741,825
ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSON'S INC / ALBERTSON'S LLC 5.75% 03/15/2025$741,813
CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 5.125% 05/01/2023$738,283
CITGO PETROLEUM CORP 6.25% 08/15/2022$736,125
AES CORP/VA 6% 05/15/2026$733,125
REYNOLDS GROUP ISSUER INC / REYNOLDS GROUP ISSUER LLC / REYNOLDS GROUP ISSUER LU 5.125% 07/15/2023$732,319
TRONOX FINANCE LLC 6.375% 08/15/2020$728,000
JONES ENERGY HOLDINGS LLC / JONES ENERGY FINANCE CORP 6.75% 04/01/2022$726,600
COMMSCOPE INC 5% 06/15/2021$723,669
MPH ACQUISITION HOLDINGS LLC 7.125% 06/01/2024$721,925
SCIENTIFIC GAMES INTERNATIONAL INC 7% 01/01/2022$720,563
BAYTEX ENERGY CORP 5.125% 06/01/2021$720,250
VEREIT OPERATING PARTNERSHIP LP 4.875% 06/01/2026$719,031
OPTION ONE MORTGAGE LOAN TRUST 2005-4 ASSET-BACKED CERTIFICATES SERIES 2005-4 1.014% 11/25/2035$715,657
NEIMAN MARCUS GROUP LTD LLC 8% 10/15/2021$714,381
ALTICE FINANCING SA 6.625% 02/15/2023$710,600
ZIGGO BOND FINANCE BV 4.625% 01/15/2025$708,136
HEALTHSOUTH CORP 5.125% 03/15/2023$707,163
CENTURY INTERMEDIATE HOLDING CO 2 9.75% 02/15/2019$706,388
MICHAEL BAKER HOLDINGS LLC / MICAHEL BAKER FINANCE CORP 8.75% 04/15/2019$703,629
KFC HOLDING CO/PIZZA HUT HOLDINGS LLC/TACO BELL OF AMERICA LLC 5% 06/01/2024$699,061
SFR GROUP SA 6% 05/15/2022$697,510
DISH DBS CORP 7.75% 07/01/2026$689,821
GULFPORT ENERGY CORP 6.625% 05/01/2023$686,613
SUN PRODUCTS CORP/THE 7.75% 03/15/2021$685,575
ARQIVA BROADCAST FINANCE PLC 9.5% 03/31/2020$683,889
TELECOM ITALIA SPA/MILANO 5.303% 05/30/2024$682,275
SHELF DRILLING HOLDINGS LTD 8.625% 11/01/2018$678,525
ROCKIES EXPRESS PIPELINE LLC 6.875% 04/15/2040$678,020
VALEANT PHARMACEUTICALS INTERNATIONAL INC 5.375% 03/15/2020$672,725
UNIVISION COMMUNICATIONS INC 5.125% 05/15/2023$669,845
CSC HOLDINGS LLC 6.625% 10/15/2025$664,138
ZF NORTH AMERICA CAPITAL INC 4.5% 04/29/2022$663,281
1011778 BC ULC / NEW RED FINANCE INC 6% 04/01/2022$660,713
GOODYEAR TIRE & RUBBER CO/THE 7% 05/15/2022$656,513
IASIS HEALTHCARE LLC / IASIS CAPITAL CORP 8.375% 05/15/2019$656,100
BEVERAGES & MORE INC 10% 11/15/2018$653,625
LAREDO PETROLEUM INC 5.625% 01/15/2022$653,300
IMS HEALTH INC 4.125% 04/01/2023$649,784
AES CORP/VA 5.5% 04/15/2025$649,177
VUE INTERNATIONAL BIDCO PLC 7.875% 07/15/2020$647,669
SANCHEZ ENERGY CORP 7.75% 06/15/2021$647,500
CLIFFS NATURAL RESOURCES INC 8.25% 03/31/2020$647,288
BERRY PETROLEUM CO LLC 6.375% 09/15/2022$646,800
T-MOBILE USA INC 6% 04/15/2024$640,500
VEREIT OPERATING PARTNERSHIP LP 4.6% 02/06/2024$639,788
LIFEPOINT HEALTH INC 5.375% 05/01/2024$637,825
HOMEVI SAS 6.875% 08/15/2021$635,982
SPRINT COMMUNICATIONS INC 7% 08/15/2020$633,600
SOUTHWESTERN ENERGY CO 6.7% 01/23/2025$629,825
UNIVISION COMMUNICATIONS INC 5.125% 02/15/2025$629,250
JBS USA LUX SA / JBS USA FINANCE INC 7.25% 06/01/2021$629,200
CNO FINANCIAL GROUP INC 5.25% 05/30/2025$628,425
TRIONISTA TOPCO GMBH 6.875% 04/30/2021$626,246
BANK OF AMERICA CORP 6.5% 10/23/2024$622,070
UNIVISION COMMUNICATIONS INC 6.75% 09/15/2022$622,033
ENERGIZER HOLDINGS INC 5.5% 06/15/2025$621,775
CSMC SERIES 2015-8R 4.5% 06/27/2036$621,645
NETFLIX INC 5.875% 02/15/2025$621,300
SHEA HOMES LP / SHEA HOMES FUNDING CORP 6.125% 04/01/2025$620,675
RANGE RESOURCES CORP 4.875% 05/15/2025$615,950
GROUP 1 AUTOMOTIVE INC 5.25% 12/15/2023$610,500
HUDBAY MINERALS INC 9.5% 10/01/2020$609,538
FRONTIER COMMUNICATIONS CORP 11% 09/15/2025$606,900
UNITYMEDIA HESSEN GMBH & CO KG / UNITYMEDIA NRW GMBH 5.625% 04/15/2023$598,078
XPO LOGISTICS INC 6.5% 06/15/2022$594,938
CENTENE CORP 6.125% 02/15/2024$584,488
VWR FUNDING INC 4.625% 04/15/2022$583,659
RED OAK POWER LLC 9.2% 11/30/2029$582,400
T-MOBILE USA INC 6.5% 01/15/2026$582,006
TMS INTERNATIONAL CORP 7.625% 10/15/2021$577,875
CHESAPEAKE ENERGY CORP 4.875% 04/15/2022$577,500
GUITAR CENTER INC 9.625% 04/15/2020$577,200
TPF II/EASTERN POWER/TENASKA 5.5% 09/30/2016$576,326
DAVITA HEALTHCARE PARTNERS INC 5% 05/01/2025$574,040
TESORO LOGISTICS LP / TESORO LOGISTICS FINANCE CORP 5.5% 10/15/2019$572,450
ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSON'S INC / ALBERTSON'S LLC 6.625% 06/15/2024$570,333
PRIME SECURITY SERVICES BORROWER LLC / PRIME FINANCE INC 9.25% 05/15/2023$567,450
SPECTRUM BRANDS INC 5.75% 07/15/2025$566,150
LAMAR MEDIA CORP 5.75% 02/01/2026$564,200
MGM RESORTS INTERNATIONAL 6.625% 12/15/2021$563,750
LEVI STRAUSS & CO 5% 05/01/2025$562,950
L BRANDS INC 6.875% 11/01/2035$559,725
ROCKIES EXPRESS PIPELINE LLC 5.625% 04/15/2020$557,163
GOODYEAR TIRE & RUBBER CO/THE 5.125% 11/15/2023$556,500
FRONTIER COMMUNICATIONS CORP 7.125% 01/15/2023$554,288
GIBSON BRANDS INC 8.875% 08/01/2018$553,800
SERVICE CORP INTERNATIONAL/US 5.375% 05/15/2024$549,525
HOLDING MEDI-PARTENAIRES SAS 7% 05/15/2020$547,570
HEALTHSOUTH CORP 5.75% 11/01/2024$547,050
TENET HEALTHCARE CORP 4.75% 06/01/2020$545,900
ANGLO AMERICAN CAPITAL PLC 4.875% 05/14/2025$544,050
GOLDMAN SACHS GROUP INC/THE 5.15% 05/22/2045$541,573
DYNEGY INC 6.75% 11/01/2019$540,750
ROSE ROCK MIDSTREAM LP / ROSE ROCK FINANCE CORP 5.625% 11/15/2023$539,850
GFL ENVIRONMENTAL INC 9.875% 02/01/2021$536,550
ALLIANCE ONE INTERNATIONAL INC 9.875% 07/15/2021$536,250
DENBURY RESOURCES INC 5.5% 05/01/2022$534,750
ZF NORTH AMERICA CAPITAL INC 4.75% 04/29/2025$532,500
WILLIAM CARTER CO/THE 5.25% 08/15/2021$529,375
WILLIAM LYON HOMES INC 8.5% 11/15/2020$528,750
STEEL DYNAMICS INC 5.125% 10/01/2021$527,725
CSC HOLDINGS LLC 5.25% 06/01/2024$526,835
CALPINE CORP 5.5% 02/01/2024$526,313
HCA INC 5.25% 06/15/2026$524,913
KLOECKNER PENTAPLAST OF AMERICA INC 7.125% 11/01/2020$523,102
CENTENE CORP 4.75% 05/15/2022$521,875
LEVEL 3 FINANCING INC 6.125% 01/15/2021$519,375
VISTA OUTDOOR INC 5.875% 10/01/2023$518,175
TAYLOR MORRISON COMMUNITIES INC / MONARCH COMMUNITIES INC 5.25% 04/15/2021$516,250
CARROLS RESTAURANT GROUP INC 8% 05/01/2022$513,475
WPX ENERGY INC 8.25% 08/01/2023$512,050
LEVEL 3 FINANCING INC 5.125% 05/01/2023$510,825
T-MOBILE USA INC 6.464% 04/28/2019$510,625
NCL CORP LTD 5.25% 11/15/2019$510,625
MURRAY ENERGY CORP 11.25% 04/15/2021$507,300
MDC PARTNERS INC 6.5% 05/01/2024$506,150
OPE KAG FINANCE SUB INC 7.875% 07/31/2023$506,150
CALUMET SPECIALTY PRODUCTS PARTNERS LP / CALUMET FINANCE CORP 11.5% 01/15/2021$504,900
ANTERO RESOURCES CORP 5.625% 06/01/2023$503,750
INOVYN FINANCE PLC 6.25% 05/15/2021$503,150
KENNEDY-WILSON INC 5.875% 04/01/2024$501,806
STANDARD INDUSTRIES INC/NJ 5.5% 02/15/2023$501,138
SALLY HOLDINGS LLC / SALLY CAPITAL INC 5.625% 12/01/2025$500,480
CALATLANTIC GROUP INC 5.25% 06/01/2026$498,575
UNITED RENTALS NORTH AMERICA INC 5.5% 07/15/2025$496,800
WILLIAMS COS INC/THE 5.75% 06/24/2044$495,600
TEINE ENERGY LTD 6.875% 09/30/2022$493,675
BAYVIEW FINANCIAL ASSET TRUST 2007-SSR1 1.324% 03/25/2037$493,614
MPLX LP 4.875% 12/01/2024$491,834
FIDELITY & GUARANTY LIFE HOLDINGS INC 6.375% 04/01/2021$491,225
DENBURY RESOURCES INC 9% 05/15/2021$490,438
PLANTRONICS INC 5.5% 05/31/2023$489,975
GREYSTAR REAL ESTATE PARTNERS LLC 8.25% 12/01/2022$489,900
WESCO DISTRIBUTION INC 5.375% 12/15/2021$487,625
ANGLO AMERICAN CAPITAL PLC 3.625% 05/14/2020$487,550
MATTERHORN TELECOM SA 3.875% 05/01/2022$481,605
HUNTINGTON INGALLS INDUSTRIES INC 5% 12/15/2021$480,594
BLUESCOPE STEEL FINANCE LTD/BLUESCOPE STEEL FINANCE USA LLC 6.5% 05/15/2021$480,375
ABN AMRO BANK NV 4.75% 07/28/2025$477,696
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 5.875% 06/15/2021$476,004
VALVOLINE INC 5.5% 07/15/2024$473,400
TMX FINANCE LLC / TITLEMAX FINANCE CORP 8.5% 09/15/2018$473,250
EAGLE SPINCO INC 4.625% 02/15/2021$473,063
RSP PERMIAN INC 6.625% 10/01/2022$470,250
MGM RESORTS INTERNATIONAL 4.625% 09/01/2026$467,650
ENDO FINANCE LLC 5.75% 01/15/2022$463,753
GRIFOLS WORLDWIDE OPERATIONS LTD 5.25% 04/01/2022$462,000
ACTIVISION BLIZZARD INC 5.625% 09/15/2021$460,350
LMI AEROSPACE INC 7.375% 07/15/2019$460,125
NRG ENERGY INC 7.25% 05/15/2026$459,140
PULTEGROUP INC 5.5% 03/01/2026$456,875
CHOCTAW RESORT DEVELOPMENT ENTERPRISE 7.25% 11/15/2019$455,558
CAROLINA BEVERAGE GROUP LLC / CAROLINA BEVERAGE GROUP FINANCE INC 10.625% 08/01/2018$453,250
NELNET STUDENT LOAN TRUST 2008-3 2.475% 11/25/2024$453,133
ANGLO AMERICAN CAPITAL PLC 3.5% 03/28/2022$453,016
ECO SERVICES OPERATIONS LLC / ECO FINANCE CORP 8.5% 11/01/2022$447,200
ARDAGH PACKAGING FINANCE PLC / ARDAGH HOLDINGS USA INC 4.25% 01/15/2022$447,163
COTT CORP CALLABLE MEDIUM TERM NOTE FIXED 5.5% 07/01/2024 EUR 1000$445,837
BLUE RACER MIDSTREAM LLC / BLUE RACER FINANCE CORP 6.125% 11/15/2022$445,050
VIRGIN MEDIA FINANCE PLC 4.875% 02/15/2022$445,000
LIFEPOINT HEALTH INC 5.5% 12/01/2021$439,950
AXALTA COATING SYSTEMS LLC 4.875% 08/15/2024$438,900
PRIDE INTERNATIONAL INC 7.875% 08/15/2040$438,075
ALLY FINANCIAL INC 5.125% 09/30/2024$428,822
FIRST DATA CORP 5.75% 01/15/2024$426,413
PRECISION DRILLING CORP 6.5% 12/15/2021$419,625
ROYAL BANK OF SCOTLAND GROUP PLC 8.625% 08/15/2021$418,713
VIACOM INC 4.375% 03/15/2043$418,241
FMG RESOURCES AUGUST 2006 PTY LTD 9.75% 03/01/2022$417,600
IMMUCOR INC 11.125% 08/15/2019$415,800
SPEEDWAY MOTORSPORTS INC 5.125% 02/01/2023$415,000
VIKING CRUISES LTD 6.25% 05/15/2025$413,400
CENGAGE LEARNING INC 9.5% 06/15/2024$411,000
BWAY HOLDING CO 9.125% 08/15/2021$411,000
CALIFORNIA RESOURCES TL1 11.375% 12/31/2021$409,500
CREDIT AGRICOLE SA 8.125% 12/23/2025$409,389
CHENIERE CORPUS CHRISTI HOLDINGS LLC 7% 06/30/2024$408,500
AMERICAN AXLE & MANUFACTURING INC 6.625% 10/15/2022$407,075
GENERAL MOTORS CO 5.2% 04/01/2045$406,138
HSBC HOLDINGS PLC 6.375% 09/17/2024$405,900
SLM STUDENT LOAN TRUST 2008-5 2.414% 07/25/2023$403,959
FLORIDA EAST COAST HOLDINGS CORP 6.75% 05/01/2019$403,650
BOPARAN FINANCE PLC 5.5% 07/15/2021$403,442
CIT GROUP INC 5.5% 02/15/2019$403,275
ANTERO RESOURCES CORP 5.375% 11/01/2021$402,500
NRG REMA LLC 9.681% 07/02/2026$400,625
MASTR ASSET BACKED SECURITIES TRUST 2006-FRE1 0.814% 12/25/2035$399,947
RICE ENERGY INC 7.25% 05/01/2023$399,000
GEO GROUP INC/THE 5.875% 10/15/2024$398,200
PANDA TEMPLE POWER TERM LOAN 03/15 7.25% 09/30/2016$397,716
OASIS PETROLEUM INC 6.875% 03/15/2022$397,375
CGG SA 6.5% 06/01/2021$396,000
CROWNROCK LP / CROWNROCK FINANCE INC 7.75% 02/15/2023$394,975
VALEANT PHARMACEUTICALS INTERNATIONAL 6.375% 10/15/2020$393,600
SIG COMBIBLOC HOLDINGS SCA 7.75% 02/15/2023$391,607
TENNECO INC 5.375% 12/15/2024$390,550
HSBC HOLDINGS PLC 6.375% 03/30/2025$390,000
KINETIC CONCEPTS INC / KCI USA INC 7.875% 02/15/2021$389,700
VALEANT PHARMACEUTICALS INTERNATIONAL INC 5.875% 05/15/2023$389,400
BHP BILLITON FINANCE USA LTD 6.75% 10/19/2075$388,875
TREEHOUSE FOODS INC 6% 02/15/2024$387,838
COEUR MINING INC 7.875% 02/01/2021$387,075
ADIENT GLOBAL HOLDINGS LTD 4.875% 08/15/2026$386,175
GAMESTOP CORP 6.75% 03/15/2021$385,700
LINN ENERGY LLC / LINN ENERGY FINANCE CORP 12% 12/15/2020$384,105
MOTO FINANCE PLC 6.375% 09/01/2020$379,521
TECK RESOURCES LTD 8% 06/01/2021$378,656
FREEPORT-MCMORAN INC 3.55% 03/01/2022$377,325
AUSDRILL FINANCE PTY LTD 6.875% 11/01/2019$377,150
GREATBATCH LTD 9.125% 11/01/2023$370,463
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.484% 10/23/2045$370,015
LANTHEUS MEDICAL IMAGING TL B 7% 09/30/2016$369,691
WINDSTREAM SERVICES LLC 7.75% 10/15/2020$369,000
TULLOW OIL PLC 6.25% 04/15/2022$367,625
OI BRASIL HOLDINGS COOPERATIEF UA 5.75% 02/10/2022$367,500
DISH NETWORK CORP 3.375% 08/15/2026$366,844
TIME WARNER CABLE INC 7.3% 07/01/2038$364,787
ENDEAVOR ENERGY RESOURCES LP / EER FINANCE INC 7% 08/15/2021$362,700
MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP / MGP FINANCE CO-ISSUER INC 4.5% 09/01/2026$361,575
COVERIS HOLDINGS SA 7.875% 11/01/2019$358,750
TEMPUR SEALY INTERNATIONAL INC 5.625% 10/15/2023$358,275
SUMMIT MIDSTREAM HOLDINGS LLC / SUMMIT MIDSTREAM FINANCE CORP 7.5% 07/01/2021$357,000
EAGLE MATERIALS INC 4.5% 08/01/2026$356,754
INTERNATIONAL WIRE GROUP INC 10.75% 08/01/2021$355,663
NOVELIS CORP 6.25% 08/15/2024$355,300
FRESENIUS MEDICAL CARE US FINANCE II INC 5.875% 01/31/2022$354,175
HERCULES OFFSH TL IL EXIT (FOR 10.5% 09/30/2016$351,867
L BRANDS INC 6.95% 03/01/2033$350,625
GENWORTH HOLDINGS INC 7.7% 06/15/2020$348,250
KRAFT HEINZ FOODS CO 7.125% 08/01/2039$347,652
HCA INC 5.875% 05/01/2023$346,125
ALCOA INC 5.95% 02/01/2037$344,995
IHEARTCOMMUNICATIONS INC 12% 02/01/2021$343,455
USG CORP 5.5% 03/01/2025$342,956
LANDRY'S INC 9.375% 05/01/2020$342,469
T-MOBILE USA INC 6% 03/01/2023$340,413
CARRIZO OIL & GAS INC 7.5% 09/15/2020$339,900
DS SERVICES OF AMERICA INC 10% 09/01/2021$338,250
GAMESTOP CORP 5.5% 10/01/2019$337,425
EP ENERGY LLC / EVEREST ACQUISITION FINANCE INC 6.375% 06/15/2023$337,025
TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP 5.25% 05/01/2023$336,600
PSPC ESCROW CORP 6% 02/01/2023$334,663
PSPC ESCROW CORP 6% 02/01/2023$334,663
HCA INC 5.25% 04/15/2025$332,863
SUMMIT MIDSTREAM HOLDINGS LLC / SUMMIT MIDSTREAM FINANCE CORP 5.5% 08/15/2022$332,063
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 5.45% 06/15/2023$330,976
DOWNSTREAM DEVELOPMENT AUTHORITY OF THE QUAPAW TRIBE OF OKLAHOMA 10.5% 07/01/2019$330,400
GENESIS ENERGY LP / GENESIS ENERGY FINANCE CORP 6% 05/15/2023$330,000
ADT CORP/THE 6.25% 10/15/2021$330,000
CONTINENTAL RESOURCES INC/OK 4.9% 06/01/2044$327,600
VIRGIN MEDIA FINANCE PLC 6% 10/15/2024$324,338
CONCHO RESOURCES INC 6.5% 01/15/2022$323,950
ENSCO PLC 5.75% 10/01/2044$322,400
AMERIGAS PARTNERS LP / AMERIGAS FINANCE CORP 5.625% 05/20/2024$321,750
FRONTIER COMMUNICATIONS CORP 10.5% 09/15/2022$316,644
INTERFACE SECURITY SYSTEMS HOLDINGS INC / INTERFACE SECURITY SYSTEMS LLC 9.25% 01/15/2018$315,813
WHITING PETROLEUM CORP 5.75% 03/15/2021$315,438
COOPERATIEVE RABOBANK UA 5.25% 08/04/2045$315,279
WALTER INVESTMENT MANAGEMENT CORP 7.875% 12/15/2021$313,750
XPO LOGISTICS INC 6.125% 09/01/2023$309,000
SHEA HOMES LP / SHEA HOMES FUNDING CORP 5.875% 04/01/2023$307,500
AMAG PHARMACEUTICALS INC 7.875% 09/01/2023$306,513
NCL CORP LTD 4.625% 11/15/2020$304,767
STANDARD INDUSTRIES INC/NJ 5.125% 02/15/2021$302,456
TRONOX FINANCE LLC 7.5% 03/15/2022$302,338
STEEL DYNAMICS INC 5.5% 10/01/2024$301,388
FREEPORT-MCMORAN INC 3.1% 03/15/2020$296,000
ARGENTINE REPUBLIC GOVERNMENT INTERNATIONAL BOND 7.625% 04/22/2046$294,450
TECK RESOURCES LTD 3% 03/01/2019$292,500
CENTRAL GARDEN & PET CO 6.125% 11/15/2023$291,263
CHESAPEAKE ENERGY TL L+750 8.5% 08/16/2021$289,684
LEVEL 3 FINANCING INC 5.375% 08/15/2022$288,448
NELNET STUDENT LOAN TRUST 2005-4 0.826% 03/22/2032$287,836
TRIBUNE MEDIA CO 5.875% 07/15/2022$287,700
US AIRWAYS 2012-2 CLASS B PASS THROUGH TRUST 6.75% 12/03/2022$286,744
CELANESE US HOLDINGS LLC 4.625% 11/15/2022$284,700
SOUTHWESTERN ENERGY CO 4.1% 03/15/2022$283,650
QEP RESOURCES INC 6.875% 03/01/2021$283,635
KRAFT HEINZ FOODS CO 4.875% 02/15/2025$283,513
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 7.125% 06/15/2024$282,007
ARCELORMITTAL 6.125% 06/01/2025$280,800
RICE ENERGY INC 6.25% 05/01/2022$278,100
REYNOLDS GROUP ISSUER INC / REYNOLDS GROUP ISSUER LLC / REYNOLDS GROUP ISSUER LU 9.875% 08/15/2019$278,100
TELENET FINANCE V LUXEMBOURG SCA 6.25% 08/15/2022$276,760
VALEANT PHARMACEUTICALS INTERNATIONAL INC 7.5% 07/15/2021$276,237
GREEKTOWN HOLDINGS LLC/GREEKTOWN MOTHERSHIP CORP 8.875% 03/15/2019$275,600
BNP PARIBAS SA 7.375% 08/19/2025$275,063
MATCH GROUP INC 6.375% 06/01/2024$273,125
EP ENERGY LLC / EVEREST ACQUISITION FINANCE INC 9.375% 05/01/2020$273,000
CLOUD PEAK ENERGY RESOURCES LLC / CLOUD PEAK ENERGY FINANCE CORP 6.375% 03/15/2024$272,950
ARCELORMITTAL 6.5% 03/01/2021$272,500
US CONCRETE INC 6.375% 06/01/2024$271,700
CORRECTIONS CORP OF AMERICA 5% 10/15/2022$270,425
BARCLAYS BANK PLC 7.625% 11/21/2022$269,970
FRESENIUS MEDICAL CARE US FINANCE II INC 4.75% 10/15/2024$268,750
GUITAR CENTER INC 6.5% 04/15/2019$268,500
BARCLAYS PLC 8.25% 12/17/2018$267,278
HARDWOODS ACQUISITION INC 7.5% 08/01/2021$264,100
CTP TRANSPORTATION PRODUCTS LLC / CTP FINANCE INC 8.25% 12/15/2019$263,500
NEW COTAI LLC / NEW COTAI CAPITAL CORP 10.625% 05/01/2019$262,949
CONSTELLATION BRANDS INC 4.75% 12/01/2025$262,350
MICHAEL BAKER INTERNATIONAL LLC / CDL ACQUISITION CO INC 8.25% 10/15/2018$261,950
MONITRONICS INTERNATIONAL INC 9.125% 04/01/2020$260,400
ROCKIES EXPRESS PIPELINE LLC 7.5% 07/15/2038$260,000
NAVIENT CORP 6.625% 07/26/2021$258,438
AMC ENTERTAINMENT INC 5.75% 06/15/2025$257,520
JACK COOPER HOLDINGS CORP 9.25% 06/01/2020$257,250
LAMAR MEDIA CORP 5% 05/01/2023$255,000
LANDRY'S HOLDINGS II INC 10.25% 01/01/2018$255,000
CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 5.875% 04/01/2024$253,800
NGPL PIPECO LLC 7.119% 12/15/2017$251,700
ALLY FINANCIAL INC 8% 11/01/2031$251,500
RANGE RESOURCES CORP 5% 03/15/2023$248,125
ALLY FINANCIAL INC 4.625% 05/19/2022$247,338
TENET HEALTHCARE CORP 4.375% 10/01/2021$247,068
ARDAGH PACKAGING FINANCE PLC / ARDAGH HOLDINGS USA INC 7.25% 05/15/2024$245,813
SM ENERGY CO 5.625% 06/01/2025$244,400
ALTICE FINCO SA 7.625% 02/15/2025$243,900
SABINE PASS LIQUEFACTION LLC 5.875% 06/30/2026$241,594
MODULAR SPACE CORP 10.25% 01/31/2019$239,040
CSC HOLDINGS LLC 10.875% 10/15/2025$235,000
UNITYMEDIA HESSEN GMBH & CO KG / UNITYMEDIA NRW GMBH 5.75% 01/15/2023$233,920
CNO FINANCIAL GROUP INC 4.5% 05/30/2020$233,450
BARMINCO FINANCE PTY LTD 9% 06/01/2018$232,750
PETROBRAS GLOBAL FINANCE BV 6.85% 06/05/2115$226,463
BOPARAN FINANCE PLC 4.375% 07/15/2021$221,704
CARMIKE CINEMAS INC 6% 06/15/2023$221,550
CEC ENTERTAINMENT INC 8% 02/15/2022$221,100
COMMUNICATIONS SALES & LEASING INC / CSL CAPITAL LLC 8.25% 10/15/2023$219,975
ARGENTINE REPUBLIC GOVERNMENT INTERNATIONAL BOND 6.875% 04/22/2021$217,400
MALLINCKRODT INTERNATIONAL FINANCE SA / MALLINCKRODT CB LLC 4.875% 04/15/2020$215,775
TOLL BROTHERS FINANCE CORP 6.75% 11/01/2019$215,175
WILLIAMS COS INC/THE 3.7% 01/15/2023$214,500
LAREDO PETROLEUM INC 7.375% 05/01/2022$213,150
ALTICE FINANCING SA 7.5% 05/15/2026$211,000
VIRGIN MEDIA SECURED FINANCE PLC 5.5% 08/15/2026$209,500
AMERICAN AXLE & MANUFACTURING INC 6.25% 03/15/2021$209,500
RANGE RESOURCES CORP 5% 08/15/2022$208,950
FREEPORT-MCMORAN INC 5.45% 03/15/2043$207,900
ANGLO AMERICAN CAPITAL PLC 4.125% 09/27/2022$206,325
NAVIENT CORP 5.875% 03/25/2021$203,500
SBA COMMUNICATIONS CORP 4.875% 09/01/2024$203,250
CARE CAPITAL PROPERTIES LP 5.125% 08/15/2026$202,296
HCA INC 4.5% 02/15/2027$202,250
SFR GROUP SA 6.25% 05/15/2024$202,250
CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 5.375% 05/01/2025$200,688
SPRINT COMMUNICATIONS INC 6% 11/15/2022$200,200
ALTICE LUXEMBOURG SA 6.25% 02/15/2025$199,006
PACIFIC DRILLING V LTD 7.25% 12/01/2017$197,500
NAVIENT CORP 5.5% 01/15/2019$195,700
PQ CORP 6.75% 11/15/2022$191,250
ALTICE FINANCING SA 5.25% 02/15/2023$189,073
GRAY TELEVISION INC 5.875% 07/15/2026$188,100
PANDA TEMPLE POWER II ADVANCE 7.25% 09/30/2016$185,534
VALEANT PHARMACEUTICALS INTERNATIONAL INC 5.5% 03/01/2023$184,275
SPRINT COMMUNICATIONS INC 11.5% 11/15/2021$180,800
GLOBE LUXEMBOURG SCA 9.625% 05/01/2018$178,000
NEOVIA LOGISTICS INTERMEDIATE HOLDINGS LLC / LOGISTICS INTERMEDIATE FINANCE CORP 10% 02/15/2018$177,030
PORTAVENTURA ENTERTAINMENT BARCELONA BV 7.25% 12/01/2020$175,296
LIFEPOINT HEALTH INC 5.875% 12/01/2023$174,075
POST HOLDINGS INC 7.75% 03/15/2024$173,019
FREEPORT-MCMORAN INC 3.875% 03/15/2023$172,500
GENWORTH HOLDINGS INC 4.9% 08/15/2023$172,200
PARSLEY ENERGY LLC / PARSLEY FINANCE CORP 7.5% 02/15/2022$169,600
HUGHES SATELLITE SYSTEMS CORP 5.25% 08/01/2026$169,063
NWH ESCROW CORP 7.5% 08/01/2021$168,750
GOODYEAR TIRE & RUBBER CO/THE 5% 05/31/2026$167,899
FRONTIER COMMUNICATIONS CORP 6.875% 01/15/2025$166,731
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-SG1 4.62% 12/15/2047$166,467
COMM 2015-LC21 MORTGAGE TRUST 3.25% 07/10/2048$164,334
WESCO DISTRIBUTION INC 5.375% 06/15/2024$164,000
SEALED AIR CORP 4.5% 09/15/2023$162,112
AERCAP IRELAND CAPITAL LTD / AERCAP GLOBAL AVIATION TRUST 5% 10/01/2021$162,000
MPT OPERATING PARTNERSHIP LP / MPT FINANCE CORP 5.25% 08/01/2026$159,750
HUGHES SATELLITE SYSTEMS CORP 6.625% 08/01/2026$159,200
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C31 4.272% 08/15/2048$159,097
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C28 3% 05/15/2048$158,810
HANESBRANDS INC 4.625% 05/15/2024$157,688
TAYLOR MORRISON COMMUNITIES INC / MONARCH COMMUNITIES INC 5.875% 04/15/2023$157,500
CHESAPEAKE ENERGY CORP 5.75% 03/15/2023$154,375
HOLLY ENERGY PARTNERS LP / HOLLY ENERGY FINANCE CORP 6% 08/01/2024$153,750
CONSTELLATION BRANDS INC 4.75% 11/15/2024$153,300
RENT-A-CENTER INC/TX 4.75% 05/01/2021$153,000
FREEPORT-MCMORAN OIL & GAS LLC / FCX OIL & GAS INC 6.75% 02/01/2022$150,750
MATTERHORN TELECOM SA 3.625% 05/01/2022$149,825
COMMUNICATIONS SALES & LEASING INC / CSL CAPITAL LLC 6% 04/15/2023$145,950
CONCHO RESOURCES INC 5.5% 04/01/2023$145,250
FREEPORT-MCMORAN OIL & GAS LLC / FCX OIL & GAS INC 6.125% 06/15/2019$142,100
NGPL PIPECO LLC 7.768% 12/15/2037$140,238
CIT GROUP INC 5% 08/01/2023$138,125
HANESBRANDS INC 4.875% 05/15/2026$136,500
COMPILER FINANCE SUB INC 7% 05/01/2021$136,300
GENERAL MOTORS CO 6.6% 04/01/2036$136,045
UNITED RENTALS NORTH AMERICA INC 5.875% 09/15/2026$135,850
R&R ICE CREAM PLC 5.5% 05/15/2020$135,419
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C31 4.772% 08/15/2048$134,651
SABINE PASS LIQUEFACTION LLC 5.625% 03/01/2025$132,656
ENDO FINANCE LLC / ENDO FINCO INC 5.875% 01/15/2023$131,950
SPRINT CAPITAL CORP 8.75% 03/15/2032$129,675
MEG ENERGY CORP 7% 03/31/2024$129,600
GRAPHIC PACKAGING INTERNATIONAL INC 4.875% 11/15/2022$126,750
MEG ENERGY CORP 6.5% 03/15/2021$123,750
NCR CORP 6.375% 12/15/2023$122,188
VALEANT PHARMACEUTICALS INTERNATIONAL 7% 10/01/2020$117,600
WPX ENERGY INC 6% 01/15/2022$117,300
CARRIZO OIL & GAS INC 6.25% 04/15/2023$114,138
ANGLO AMERICAN CAPITAL PLC 3.25% 04/03/2023$110,658
ANGLO AMERICAN CAPITAL PLC 1.5% 04/01/2020$109,216
EV ENERGY PARTNERS LP / EV ENERGY FINANCE CORP 8% 04/15/2019$106,250
LEVEL 3 FINANCING INC 5.625% 02/01/2023$105,125
CGG SA 6.875% 01/15/2022$99,000
WHITING PETROLEUM CORP 6.25% 04/01/2023$96,800
MALLINCKRODT INTERNATIONAL FINANCE SA / MALLINCKRODT CB LLC 5.625% 10/15/2023$95,831
BERRY PETROLEUM CO LLC 6.75% 11/01/2020$94,500
MALLINCKRODT INTERNATIONAL FINANCE SA 4.75% 04/15/2023$93,313
GARDA WORLD SECURITY CORP 7.25% 11/15/2021$91,750
CASCADES INC 5.75% 07/15/2023$91,485
ADT CORP/THE 4.125% 06/15/2023$88,650
MEG ENERGY CORP 6.375% 01/30/2023$86,350
NGPL PIPECO LLC 9.625% 06/01/2019$84,400
SM ENERGY CO 5% 01/15/2024$82,688
CORRECTIONS CORP OF AMERICA 4.625% 05/01/2023$80,550
ENSCO PLC 4.7% 03/15/2021$77,895
ADT CORP/THE 3.5% 07/15/2022$77,000
LAREDO PETROLEUM INC 6.25% 03/15/2023$76,600
CONTINENTAL RESOURCES INC/OK 4.5% 04/15/2023$75,800
COMMSCOPE INC 4.375% 06/15/2020$72,625
ENSCO PLC 5.2% 03/15/2025$72,250
MALLINCKRODT INTERNATIONAL FINANCE SA 3.5% 04/15/2018$70,438
GENERAL MOTORS CO 6.75% 04/01/2046$64,407
CIT GROUP INC 5.375% 05/15/2020$64,275
ALCOA INC 5.125% 10/01/2024$63,600
TESORO LOGISTICS LP / TESORO LOGISTICS FINANCE CORP 6.125% 10/15/2021$62,963
AES CORP/VA 5.5% 03/15/2024$62,550
ACADIA HEALTHCARE CO INC 5.625% 02/15/2023$61,350
CALIFORNIA RESOURCES CORP 8% 12/15/2022$61,200
TENET HEALTHCARE CORP 4.5% 04/01/2021$60,870
MICRON TECHNOLOGY INC 5.5% 02/01/2025$58,425
CORRECTIONS CORP OF AMERICA 4.125% 04/01/2020$57,750
VALEANT PHARMACEUTICALS INTERNATIONAL 7.25% 07/15/2022$57,300
VIKING CRUISES LTD 8.5% 10/15/2022$53,100
LEVEL 3 FINANCING INC 5.375% 01/15/2024$52,563
EP ENERGY LLC / EVEREST ACQUISITION FINANCE INC 7.75% 09/01/2022$49,725
MICRON TECHNOLOGY INC 5.25% 08/01/2023$48,625
TECHNIPLAS LLC 10% 05/01/2020$42,000
SUNCOKE ENERGY PARTNERS LP / SUNCOKE ENERGY PARTNERS FINANCE CORP 7.375% 02/01/2020$41,513
NEWFIELD EXPLORATION CO 5.625% 07/01/2024$41,500
INTERNATIONAL LEASE FINANCE CORP 8.625% 01/15/2022$37,388
DISH DBS CORP 6.75% 06/01/2021$32,306
OPEN TEXT CORP 5.875% 06/01/2026$31,496
AXIALL CORP 4.875% 05/15/2023$21,050
GEO GROUP INC/THE 5.125% 04/01/2023$17,950
CALIFORNIA RESOURCES CORP 5.5% 09/15/2021$16,120
ANCESTRY.COM INC 11% 12/15/2020$10,775
CHESAPEAKE ENERGY CORP 5.375% 06/15/2021$7,950
ANTERO RESOURCES CORP 5.125% 12/01/2022$4,963
ESC SEVENTYSEVENENERG 6.5% 07/15/2022 JJ22$0
MAGNUM HUNTER RESOURCES CORP 9.75% 05/15/2020$0
 
Short-Term/Cash
Holding NameMarket Value
FIDELITY INSTITUTIONAL MONEY MARKET$8,643,916
 
Other
Holding NameMarket Value
USD$815,950
EURO$364,300
USD$186,271
CURRENCY CONTRACT$109,531
CURRENCY CONTRACT$52,871
BRITISH POUND$12,394
US 2YR NOTE (CBT) BOND DEC16 (TUZ6) COMDTY$7,262
CURRENCY CONTRACT$3,055
SWISS FRANC$2,756
CURRENCY CONTRACT$2,623
SEVENTY SEVEN ENERGY INC$0
CURRENCY CONTRACT$-28
CURRENCY CONTRACT$-81
US 5YR NOTE (CBT) BOND DEC16 (FVZ6) COMDTY$-28,404
All Holdings As of Jul 31, 2016
Equity
Holding NameMarket Value
GMAC CAPITAL TRUST I$1,140,723
MAGNUM HUNTER RESOURCES CORP$841,815
ALLERGAN PLC$451,755
HERCULES OFFSHORE INC$15,056
 
Fixed Income
Holding NameMarket Value
SPRINT CORP 7.25% 09/15/2021$5,201,931
NAVIENT CORP 4.875% 06/17/2019$2,664,838
FREDDIE MAC STRUCTURED AGENCY CREDIT RIS 5.238% 10/25/2024$2,636,762
HCA INC 5.375% 02/01/2025$2,592,178
FIRST DATA CORP 7% 12/01/2023$2,395,400
CIT GROUP INC 5% 08/15/2022$2,146,925
AERCAP IRELAND CAPITAL LTD / AERCAP GLOB 4.5% 05/15/2021$2,142,500
DISH DBS CORP 5.875% 07/15/2022$1,928,619
CHS/COMMUNITY HEALTH SYSTEMS INC 6.875% 02/01/2022$1,838,125
FLEXI-VAN LEASING INC 7.875% 08/15/2018$1,802,550
MIRAN MID-ATLANTIC SERIES C PASS THROUGH 10.06% 12/30/2028$1,795,137
UNITED RENTALS NORTH AMERICA INC 6.125% 06/15/2023$1,777,669
SPRINT CAPITAL CORP 6.9% 05/01/2019$1,739,063
NOVELIS INC 8.75% 12/15/2020$1,735,846
PRESTIGE BRANDS INC 5.375% 12/15/2021$1,698,444
WMG ACQUISITION CORP 5.625% 04/15/2022$1,677,581
DOLLAR TREE INC 5.75% 03/01/2023$1,665,475
SFR GROUP SA 7.375% 05/01/2026$1,610,000
STANDARD INDUSTRIES INC/NJ 6% 10/15/2025$1,604,063
T-MOBILE USA INC 6.633% 04/28/2021$1,582,500
INTELSAT JACKSON HOLDINGS SA 7.5% 04/01/2021$1,512,225
MORGAN STANLEY RESECURITIZATION TRUST 20 .743% 07/26/2045$1,502,195
PACTIV LLC 8.375% 04/15/2027$1,462,500
CLEAN HARBORS INC 5.25% 08/01/2020$1,448,775
CHESAPEAKE ENERGY CORP 3.93% 04/15/2019$1,443,750
SUMMIT MATERIALS LLC / SUMMIT MATERIALS 6.125% 07/15/2023$1,442,813
INTELSAT JACKSON HOLDINGS SA 8% 02/15/2024$1,425,600
NOMURA RESECURITIZATION TRUST 2015-6R .68% 05/26/2046$1,406,699
IRON MOUNTAIN EUROPE PLC 6.125% 09/15/2022$1,405,295
SUBURBAN PROPANE PARTNERS LP/SUBURBAN EN 5.5% 06/01/2024$1,385,313
TENET HEALTHCARE CORP 6.75% 06/15/2023$1,381,738
ASHTEAD CAPITAL INC 6.5% 07/15/2022$1,378,000
CHARTER COMMUNICATIONS OPERATING LLC / C 4.908% 07/23/2025$1,360,547
EXTRACTION OIL & GAS HOLDINGS LLC / EXTR 7.875% 07/15/2021$1,343,350
AMERIGAS FINANCE LLC / AMERIGAS FINANCE 7% 05/20/2022$1,334,025
NRG ENERGY INC 6.25% 07/15/2022$1,313,000
1011778 BC ULC / NEW RED FINANCE INC 4.625% 01/15/2022$1,307,145
ACADIA HEALTHCARE CO INC 5.125% 07/01/2022$1,306,800
CASCADES INC 5.5% 07/15/2022$1,303,450
ARDAGH FINANCE HOLDINGS SA 8.625% 06/15/2019$1,293,860
REYNOLDS GROUP ISSUER INC / REYNOLDS GRO 7% 07/15/2024$1,291,675
AERCAP IRELAND CAPITAL LTD / AERCAP GLOB 4.625% 07/01/2022$1,250,283
VALEANT PHARMACEUTICALS INTERNATIONAL 6.75% 08/15/2021$1,249,963
BALL CORP 4.375% 12/15/2023$1,245,195
NIELSEN FINANCE LLC / NIELSEN FINANCE CO 5% 04/15/2022$1,242,000
FIRST DATA CORP 5% 01/15/2024$1,238,781
UNITED AIRLINES 2013-1 CLASS B PASS THRO 5.375% 02/15/2023$1,234,822
CONVATEC FINANCE INTERNATIONAL SA 8.25% 01/15/2019$1,226,405
DJO FINCO INC / DJO FINANCE LLC / DJO FI 8.125% 06/15/2021$1,226,100
CHURCHILL DOWNS INC 5.375% 12/15/2021$1,205,100
HD SUPPLY INC 5.75% 04/15/2024$1,200,769
R&R PIK PLC 9.25% 05/15/2018$1,194,738
ALTICE FINANCING SA 6.625% 02/15/2023$1,186,643
FIRST QUALITY FINANCE CO INC 4.625% 05/15/2021$1,183,500
ENVISION HEALTHCARE CORP 5.125% 07/01/2022$1,175,875
CONSTELLATION BRANDS INC 6% 05/01/2022$1,160,000
TARGA RESOURCES PARTNERS LP / TARGA RESO 6.75% 03/15/2024$1,157,488
MILACRON LLC / MCRON FINANCE CORP 7.75% 02/15/2021$1,155,225
GEO GROUP INC/THE 6% 04/15/2026$1,136,769
MALLINCKRODT INTERNATIONAL FINANCE SA / 5.75% 08/01/2022$1,129,875
PINNACLE FOODS FINANCE LLC / PINNACLE FO 4.875% 05/01/2021$1,125,688
PILGRIM'S PRIDE CORP 5.75% 03/15/2025$1,119,250
INGLES MARKETS INC 5.75% 06/15/2023$1,094,450
HCA HOLDINGS INC 6.25% 02/15/2021$1,086,250
DAVITA HEALTHCARE PARTNERS INC 5.125% 07/15/2024$1,085,873
SFR GROUP SA 5.625% 05/15/2024$1,073,515
BLUELINE RENTAL FINANCE CORP 7% 02/01/2019$1,073,000
BAYVIEW FINANCIAL ASSET TRUST 2007-SSR1 1.638% 03/25/2037$1,072,934
APEX TOOL GROUP LLC 7% 02/01/2021$1,069,463
PARTY CITY HOLDINGS INC 6.125% 08/15/2023$1,068,075
VALEANT PHARMACEUTICALS INTERNATIONAL IN 5.625% 12/01/2021$1,060,556
TERRAFORM POWER OPERATING LLC 5.875% 02/01/2023$1,059,188
COVANTA HOLDING CORP 6.375% 10/01/2022$1,058,250
H&E EQUIPMENT SERVICES INC 7% 09/01/2022$1,057,975
HANESBRANDS FINANCE LUXEMBOURG SCA 3.5% 06/15/2024$1,048,963
ESH HOSPITALITY INC 5.25% 05/01/2025$1,045,000
CAPSUGEL SA 7% 05/15/2019$1,043,888
NEIMAN MARCUS GROUP LTD LLC 8.75% 10/15/2021$1,041,450
NCR CORP 5.875% 12/15/2021$1,033,313
OPEN TEXT CORP 5.625% 01/15/2023$1,032,500
CITIGROUP INC 5.95% 05/15/2015$1,030,950
RITE AID CORP 6.125% 04/01/2023$1,022,400
TENET HEALTHCARE CORP 8.125% 04/01/2022$1,016,750
REPERFORMING LOAN REMIC TRUST 2005-R2 8% 06/25/2035$1,011,126
GLP CAPITAL LP / GLP FINANCING II INC 5.375% 04/15/2026$1,009,969
COGENT COMMUNICATIONS GROUP INC 5.375% 03/01/2022$1,009,400
SUNCOKE ENERGY PARTNERS LP / SUNCOKE ENE 7.375% 02/01/2020$1,004,625
KCA DEUTAG UK FINANCE PLC 7.25% 05/15/2021$994,500
DBP HOLDING CORP 7.75% 10/15/2020$994,500
NRG YIELD OPERATING LLC 5.375% 08/15/2024$991,538
UNIVERSAL HOSPITAL SERVICES INC 7.625% 08/15/2020$981,750
SBA COMMUNICATIONS CORP 4.875% 07/15/2022$981,263
WORLDPAY FINANCE PLC 3.75% 11/15/2022$976,657
SIMMONS FOODS INC 7.875% 10/01/2021$971,250
DARLING GLOBAL FINANCE BV 4.75% 05/30/2022$962,316
NATURAL RESOURCE PARTNERS LP / NRP FINAN 9.125% 10/01/2018$960,250
HUB INTERNATIONAL LTD 7.875% 10/01/2021$954,750
AMSURG CORP 5.625% 07/15/2022$953,644
SABINE PASS LIQUEFACTION LLC 5.625% 04/15/2023$953,250
CEDAR FAIR LP / CANADA'S WONDERLAND CO / 5.375% 06/01/2024$950,950
HUNTINGTON INGALLS INDUSTRIES INC 5% 12/15/2021$948,375
DH SERVICES LUXEMBOURG SARL 7.75% 12/15/2020$947,250
FIRST QUANTUM MINERALS LTD 7.25% 05/15/2022$927,438
CENTURYLINK INC 5.8% 03/15/2022$923,625
ARDAGH PACKAGING FINANCE PLC / ARDAGH HO 6.75% 05/15/2024$917,277
ALLY FINANCIAL INC 7.5% 09/15/2020$914,855
JAGUAR HOLDING CO II / PHARMACEUTICAL PR 6.375% 08/01/2023$914,438
AURIS LUXEMBOURG II SA 8% 01/15/2023$914,133
HCA INC 5.875% 02/15/2026$911,625
ZF NORTH AMERICA CAPITAL INC 4.5% 04/29/2022$911,094
CARLSON TRAVEL HOLDINGS INC 7.5% 08/15/2019$910,800
WINDSTREAM SERVICES LLC 7.5% 04/01/2023$910,000
WEST CORP 5.375% 07/15/2022$908,163
WATCO COS LLC / WATCO FINANCE CORP 6.375% 04/01/2023$904,500
AMERICAN BUILDERS & CONTRACTORS SUPPLY C 5.75% 12/15/2023$902,025
FREEPORT-MCMORAN OIL & GAS LLC / FCX OIL 6.875% 02/15/2023$894,700
OASIS PETROLEUM INC 6.875% 01/15/2023$891,475
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINAN 6.02% 06/15/2026$890,826
TEMPUR SEALY INTERNATIONAL INC 5.5% 06/15/2026$882,511
MEDIACOM BROADBAND LLC / MEDIACOM BROADB 5.5% 04/15/2021$878,688
MPT OPERATING PARTNERSHIP LP / MPT FINAN 6.375% 03/01/2024$870,525
CTR PARTNERSHIP LP / CARETRUST CAPITAL C 5.875% 06/01/2021$865,200
VWR FUNDING INC 4.625% 04/15/2022$863,020
SIX FLAGS ENTERTAINMENT CORP 4.875% 07/31/2024$859,275
CENTENE CORP 5.625% 02/15/2021$852,294
BOYD GAMING CORP 6.375% 04/01/2026$851,644
WOODSIDE HOMES CO LLC / WOODSIDE HOMES F 6.75% 12/15/2021$850,500
DENALI INTERNATIONAL LLC / DENALI FINANC 5.625% 10/15/2020$830,527
TECK RESOURCES LTD 8.5% 06/01/2024$828,400
AMERICAN AIRLINES 2013-2 CLASS B PASS TH 5.6% 01/15/2022$822,102
VIRGIN MEDIA FINANCE PLC 7% 04/15/2023$820,671
CENTURYLINK INC 5.625% 04/01/2025$818,402
INTREPID AVIATION GROUP HOLDINGS LLC / I 6.875% 02/15/2019$812,213
POST HOLDINGS INC 5% 08/15/2026$809,494
PLASTIPAK HOLDINGS INC 6.5% 10/01/2021$808,550
QUICKEN LOANS INC 5.75% 05/01/2025$806,963
CAESARS ENTERTAINMENT RESORT PROPERTIES 8% 10/01/2020$801,850
RENT-A-CENTER INC/TX 6.625% 11/15/2020$794,300
IRON MOUNTAIN INC 6% 10/01/2020$793,125
ALTICE LUXEMBOURG SA 7.25% 05/15/2022$783,076
SPECTRUM BRANDS INC 6.625% 11/15/2022$778,363
POST HOLDINGS INC 6% 12/15/2022$778,181
AMERICAN BUILDERS & CONTRACTORS SUPPLY C 5.625% 04/15/2021$778,125
ELDORADO GOLD CORP 6.125% 12/15/2020$775,775
SEALED AIR CORP 4.5% 09/15/2023$775,599
NAVIOS MARITIME ACQUISITION CORP / NAVIO 8.125% 11/15/2021$775,000
ENCORE CREDIT RECEIVABLES TRUST 2005-3 1.523% 10/25/2035$773,344
BRUNSWICK CORP/DE 4.625% 05/15/2021$772,500
PRIME SECURITY SERVICES BORROWER LLC / P 9.25% 05/15/2023$770,400
BIOSCRIP INC 8.875% 02/15/2021$769,825
FAGE INTERNATIONAL SA/ FAGE USA DAIRY IN 5.625% 08/15/2026$767,813
COMMSCOPE INC 5.5% 06/15/2024$756,719
NEUBERGER BERMAN GROUP LLC / NEUBERGER B 5.875% 03/15/2022$752,188
CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL 5.75% 02/15/2026$750,825
CBC AMMO LLC / CBC FINCO INC 7.25% 11/15/2021$750,350
MGM GROWTH PROPERTIES OPERATING PARTNERS 5.625% 05/01/2024$746,083
TESORO LOGISTICS LP / TESORO LOGISTICS F 6.375% 05/01/2024$736,269
PHI INC 5.25% 03/15/2019$735,375
CITGO PETROLEUM CORP 6.25% 08/15/2022$732,350
FRONTIER COMMUNICATIONS CORP 7.625% 04/15/2024$728,088
AES TIETE ENERGIA SA 6% 05/15/2026$727,950
REYNOLDS GROUP ISSUER INC / REYNOLDS GRO 5.125% 07/15/2023$727,913
CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL 5.125% 05/01/2023$725,375
MURRAY ENERGY CORP TL B2 1L 7.5% 09/30/2016$724,874
WILLIAMS COS INC/THE 7.5% 01/15/2031$723,600
COMMSCOPE INC 5% 06/15/2021$722,800
MPH ACQUISITION HOLDINGS LLC 7.125% 06/01/2024$716,481
OPTION ONE MORTGAGE LOAN TRUST 2005-4 AS .978% 11/25/2035$715,440
NEIMAN MARCUS GROUP LTD LLC 8% 10/15/2021$707,658
CENTURY INTERMEDIATE HOLDING CO 2 9.75% 02/15/2019$705,525
SCIENTIFIC GAMES INTERNATIONAL INC 7% 01/01/2022$705,375
HEALTHSOUTH CORP 5.125% 03/15/2023$701,950
BAYTEX ENERGY CORP 5.125% 06/01/2021$700,900
VEREIT OPERATING PARTNERSHIP LP 4.875% 06/01/2026$700,744
KFC HOLDING CO/PIZZA HUT HOLDINGS LLC/TA 5% 06/01/2024$696,588
ZIGGO BOND FINANCE BV 4.625% 01/15/2025$693,841
SUN PRODUCTS CORP/THE 7.75% 03/15/2021$689,700
ARQIVA BROADCAST FINANCE PLC 9.5% 03/31/2020$689,253
NEW COTAI LLC / NEW COTAI CAPITAL CORP 10.625% 05/01/2019$687,397
JONES ENERGY HOLDINGS LLC / JONES ENERGY 6.75% 04/01/2022$684,600
ZF NORTH AMERICA CAPITAL INC 4.75% 04/29/2025$681,688
SHELF DRILLING HOLDINGS LTD 8.625% 11/01/2018$675,413
GULFPORT ENERGY CORP 6.625% 05/01/2023$673,313
TELECOM ITALIA SPA/MILANO 5.303% 05/30/2024$670,725
DISH DBS CORP 7.75% 07/01/2026$670,397
SFR GROUP SA 6% 05/15/2022$665,550
1011778 BC ULC / NEW RED FINANCE INC 6% 04/01/2022$662,288
GOODYEAR TIRE & RUBBER CO/THE 7% 05/15/2022$661,894
UNIVISION COMMUNICATIONS INC 5.125% 05/15/2023$661,833
ROCKIES EXPRESS PIPELINE LLC 6.875% 04/15/2040$661,320
MDC PARTNERS INC 6.5% 05/01/2024$661,300
NEPTUNE FINCO CORP 6.625% 10/15/2025$658,800
MICHAEL BAKER HOLDINGS LLC / MICAHEL BAK 8.75% 04/15/2019$657,888
CNO FINANCIAL GROUP INC 5.25% 05/30/2025$656,775
BEVERAGES & MORE INC 10% 11/15/2018$655,375
TRONOX FINANCE LLC 6.375% 08/15/2020$652,000
VOUGEOT BIDCO PLC 7.875% 07/15/2020$649,981
AES TIETE ENERGIA SA 5.5% 04/15/2025$648,113
IMS HEALTH INC 4.125% 04/01/2023$643,907
TECK RESOURCES LTD 8% 06/01/2021$642,000
T-MOBILE USA INC 6% 04/15/2024$641,814
VALEANT PHARMACEUTICALS INTERNATIONAL IN 5.375% 03/15/2020$636,781
CLIFFS NATURAL RESOURCES INC 8.25% 03/31/2020$636,525
OASIS PETROLEUM INC 6.875% 03/15/2022$636,188
LIFEPOINT HEALTH INC 5.375% 05/01/2024$635,500
VEREIT OPERATING PARTNERSHIP LP 4.6% 02/06/2024$635,250
HOMEVI SAS 6.875% 08/15/2021$634,033
CSMC SERIES 2015-8R 4.5% 06/27/2036$632,539
LAREDO PETROLEUM INC 5.625% 01/15/2022$632,450
JBS USA LLC / JBS USA FINANCE INC 7.25% 06/01/2021$627,688
TRIONISTA TOPCO GMBH 6.875% 04/30/2021$626,611
SHEA HOMES LP / SHEA HOMES FUNDING CORP 6.125% 04/01/2025$625,628
UNIVISION COMMUNICATIONS INC 6.75% 09/15/2022$623,123
BANK OF AMERICA CORP 6.5% 10/23/2024$623,081
UNIVISION COMMUNICATIONS INC 5.125% 02/15/2025$619,500
NETFLIX INC 5.875% 02/15/2025$612,750
SPRINT COMMUNICATIONS INC 7% 08/15/2020$611,072
HCA INC 5.25% 06/15/2026$610,938
ENERGIZER HOLDINGS INC 5.5% 06/15/2025$609,119
RANGE RESOURCES CORP 4.875% 05/15/2025$606,425
BERRY PETROLEUM CO LLC 6.375% 09/15/2022$600,600
FRONTIER COMMUNICATIONS CORP 11% 09/15/2025$599,900
GROUP 1 AUTOMOTIVE INC 5.25% 12/15/2023$598,500
UNITYMEDIA HESSEN GMBH & CO KG / UNITYME 5.625% 04/15/2023$596,409
SOUTHWESTERN ENERGY CO 4.95% 01/23/2025$594,750
GUITAR CENTER INC 9.625% 04/15/2020$583,050
RED OAK POWER LLC 9.2% 11/30/2029$582,400
HUDBAY MINERALS INC 9.5% 10/01/2020$582,313
VWR FUNDING INC 4.625% 04/15/2022$579,208
DENBURY RESOURCES INC 5.5% 05/01/2022$579,200
PULTEGROUP INC 5.5% 03/01/2026$576,323
TPF II/EASTERN POWER/TENASKA 5.5% 09/30/2016$576,183
CENTENE CORP 6.125% 02/15/2024$576,131
T-MOBILE USA INC 6.5% 01/15/2026$575,978
DAVITA HEALTHCARE PARTNERS INC 5% 05/01/2025$572,769
TESORO LOGISTICS LP / TESORO LOGISTICS F 5.5% 10/15/2019$571,113
SANCHEZ ENERGY CORP 7.75% 06/15/2021$569,800
XPO LOGISTICS INC 6.5% 06/15/2022$567,150
SPECTRUM BRANDS INC 5.75% 07/15/2025$565,500
ALBERTSONS COS LLC / SAFEWAY INC / NEW A 6.625% 06/15/2024$564,450
GOODYEAR TIRE & RUBBER CO/THE 5.125% 11/15/2023$563,125
CONTINENTAL RESOURCES INC/OK 4.9% 06/01/2044$561,750
IASIS HEALTHCARE LLC / IASIS CAPITAL COR 8.375% 05/15/2019$559,700
LAMAR MEDIA CORP 5.75% 02/01/2026$559,000
MGM RESORTS INTERNATIONAL 6.625% 12/15/2021$555,940
LEVI STRAUSS & CO 5% 05/01/2025$554,850
HOLDING MEDI-PARTENAIRES SAS 7% 05/15/2020$548,632
ROCKIES EXPRESS PIPELINE LLC 5.625% 04/15/2020$548,550
HEALTHSOUTH CORP 5.75% 11/01/2024$547,313
SERVICE CORP INTERNATIONAL/US 5.375% 05/15/2024$546,975
FRONTIER COMMUNICATIONS CORP 7.125% 01/15/2023$545,513
L BRANDS INC 6.875% 11/01/2035$543,405
TENET HEALTHCARE CORP 4.75% 06/01/2020$541,263
GOLDMAN SACHS GROUP INC/THE 5.15% 05/22/2045$539,364
OPE KAG FINANCE SUB INC 7.875% 07/31/2023$539,275
DYNEGY INC 6.75% 11/01/2019$537,469
GFL ENVIRONMENTAL INC 9.875% 02/01/2021$534,100
DPX HOLDINGS BV 7.5% 02/01/2022$533,125
ANGLO AMERICAN CAPITAL PLC 4.875% 05/14/2025$530,550
ALLIANCE ONE INTERNATIONAL INC 9.875% 07/15/2021$530,250
ROSE ROCK MIDSTREAM LP / ROSE ROCK FINAN 5.625% 11/15/2023$529,525
WILLIAM LYON HOMES INC 8.5% 11/15/2020$528,750
STEEL DYNAMICS INC 5.125% 10/01/2021$527,725
CALPINE CORP 5.5% 02/01/2024$526,313
WILLIAM CARTER CO/THE 5.25% 08/15/2021$522,500
LEVEL 3 FINANCING INC 6.125% 01/15/2021$521,875
KLOECKNER PENTAPLAST OF AMERICA INC 7.125% 11/01/2020$521,435
CENTENE CORP 4.75% 05/15/2022$517,500
VISTA OUTDOOR INC 5.875% 10/01/2023$515,725
CSC HOLDINGS LLC 5.25% 06/01/2024$515,371
NCL CORP LTD 5.25% 11/15/2019$513,750
TAYLOR MORRISON COMMUNITIES INC / MONARC 5.25% 04/15/2021$511,250
CARROLS RESTAURANT GROUP INC 8% 05/01/2022$510,538
T-MOBILE USA INC 6.464% 04/28/2019$510,000
LEVEL 3 FINANCING INC 5.125% 05/01/2023$506,538
CALUMET SPECIALTY PRODUCTS PARTNERS LP / 11.5% 01/15/2021$503,800
SALLY HOLDINGS LLC / SALLY CAPITAL INC 5.625% 12/01/2025$496,800
CALATLANTIC GROUP INC 5.25% 06/01/2026$496,125
INOVYN FINANCE PLC 6.25% 05/15/2021$495,938
UNITED RENTALS NORTH AMERICA INC 5.5% 07/15/2025$495,245
BAYVIEW FINANCIAL ASSET TRUST 2007-SSR1 1.288% 03/25/2037$493,795
STANDARD INDUSTRIES INC/NJ 5.5% 02/15/2023$492,325
GREYSTAR REAL ESTATE PARTNERS LLC 8.25% 12/01/2022$490,765
FIDELITY & GUARANTY LIFE HOLDINGS INC 6.375% 04/01/2021$488,775
TEINE ENERGY LTD 6.875% 09/30/2022$487,550
TMS INTERNATIONAL CORP 7.625% 10/15/2021$485,750
WESCO DISTRIBUTION INC 5.375% 12/15/2021$485,275
WPX ENERGY INC 8.25% 08/01/2023$482,954
ANGLO AMERICAN CAPITAL PLC 3.625% 05/14/2020$477,750
DENBURY RESOURCES INC 9% 05/15/2021$477,375
PLANTRONICS INC 5.5% 05/31/2023$477,050
CHESAPEAKE ENERGY CORP 4.875% 04/15/2022$476,250
MPLX LP 4.875% 12/01/2024$476,144
MATTERHORN TELECOM SA 3.875% 05/01/2022$476,135
ANTERO RESOURCES CORP 5.625% 06/01/2023$475,625
BLUESCOPE STEEL FINANCE LTD/BLUESCOPE ST 6.5% 05/15/2021$474,750
TMX FINANCE LLC / TITLEMAX FINANCE CORP 8.5% 09/15/2018$474,000
ABN AMRO BANK NV 4.75% 07/28/2025$473,315
CAROLINA BEVERAGE GROUP LLC / CAROLINA B 10.625% 08/01/2018$472,850
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINAN 5.875% 06/15/2021$470,654
VALVOLINE INC 5.5% 07/15/2024$470,250
NRG REMA LLC 9.681% 07/02/2026$465,625
EAGLE SPINCO INC 4.625% 02/15/2021$465,188
RSP PERMIAN INC 6.625% 10/01/2022$463,500
WILLIAMS COS INC/THE 5.75% 06/24/2044$461,250
GRIFOLS WORLDWIDE OPERATIONS LTD 5.25% 04/01/2022$460,900
ACTIVISION BLIZZARD INC 5.625% 09/15/2021$460,685
LMI AEROSPACE INC 7.375% 07/15/2019$460,125
NELNET STUDENT LOAN TRUST 2008-3 2.312% 11/25/2024$456,432
CHOCTAW RESORT DEVELOPMENT ENTERPRISE 7.25% 11/15/2019$454,410
NRG ENERGY INC 7.25% 05/15/2026$453,750
GEO GROUP INC/THE 5.875% 10/15/2024$453,200
ENDO FINANCE LLC 5.75% 01/15/2022$447,975
ECO SERVICES OPERATIONS LLC / ECO FINANC 8.5% 11/01/2022$446,933
ANGLO AMERICAN CAPITAL PLC 3.5% 03/28/2022$446,596
ARDAGH PACKAGING FINANCE PLC / ARDAGH HO 4.25% 01/15/2022$445,872
INTERNATIONAL WIRE GROUP INC 10.75% 08/01/2021$443,900
LIFEPOINT HEALTH INC 5.5% 12/01/2021$441,878
COTT FINANCE CORP 5.5% 07/01/2024$438,738
PRIDE INTERNATIONAL INC 7.875% 08/15/2040$435,745
BLUE RACER MIDSTREAM LLC / BLUE RACER FI 6.125% 11/15/2022$434,700
ALLY FINANCIAL INC 5.125% 09/30/2024$421,663
LEVEL 3 FINANCING INC 5.625% 02/01/2023$421,500
VIRGIN MEDIA FINANCE PLC 4.875% 02/15/2022$421,250
CENGAGE LEARNING INC 9.5% 06/15/2024$420,500
FIRST DATA CORP 5.75% 01/15/2024$418,623
PRECISION DRILLING CORP 6.5% 12/15/2021$411,750
SPEEDWAY MOTORSPORTS INC 5.125% 02/01/2023$411,000
VIKING CRUISES LTD 6.25% 05/15/2025$410,800
GENERAL MOTORS CO 5.2% 04/01/2045$409,045
MASTR ASSET BACKED SECURITIES TRUST 2006 .778% 12/25/2035$407,832
IMMUCOR INC 11.125% 08/15/2019$407,000
FMG RESOURCES AUGUST 2006 PTY LTD 9.75% 03/01/2022$405,000
GIBSON BRANDS INC 8.875% 08/01/2018$404,700
CALIFORNIA RESOURCES CORP 5.5% 09/15/2021$404,550
CIT GROUP INC 5.5% 02/15/2019$403,750
AMERICAN AXLE & MANUFACTURING INC 6.625% 10/15/2022$403,750
SLM STUDENT LOAN TRUST 2008-5 2.414% 07/25/2023$403,281
HSBC HOLDINGS PLC 6.375% 09/17/2024$402,313
PANDA TEMPLE POWER TERM LOAN 03/15 7.25% 09/30/2016$402,159
FLORIDA EAST COAST HOLDINGS CORP 6.75% 05/01/2019$401,700
CREDIT AGRICOLE SA 8.125% 12/23/2025$401,375
WPX ENERGY INC 6% 01/15/2022$400,400
BWAY HOLDING CO 9.125% 08/15/2021$400,000
VIACOM INC 4.375% 03/15/2043$398,594
CHENIERE CORPUS CHRISTI HOLDINGS LLC 7% 06/30/2024$398,525
TELENET FINANCE V LUXEMBOURG SCA 6.25% 08/15/2022$397,837
BOPARAN FINANCE PLC 5.5% 07/15/2021$396,135
SIG COMBIBLOC HOLDINGS SCA 7.75% 02/15/2023$395,227
KINETIC CONCEPTS INC / KCI USA INC 7.875% 02/15/2021$389,027
CROWNROCK LP / CROWNROCK FINANCE INC 7.75% 02/15/2023$388,500
COEUR MINING INC 7.875% 02/01/2021$388,050
TENNECO INC 5.375% 12/15/2024$387,813
HSBC HOLDINGS PLC 6.375% 03/30/2025$386,295
ANTERO RESOURCES CORP 5.375% 11/01/2021$385,000
GAMESTOP CORP 6.75% 03/15/2021$384,750
TREEHOUSE FOODS INC 6% 02/15/2024$383,400
RICE ENERGY INC 7.25% 05/01/2023$382,850
MOTO FINANCE PLC 6.375% 09/01/2020$380,963
GREATBATCH LTD 9.125% 11/01/2023$379,250
BHP BILLITON FINANCE USA LTD 6.75% 10/19/2075$379,100
VALEANT PHARMACEUTICALS INTERNATIONAL 6.375% 10/15/2020$372,075
FREEPORT-MCMORAN INC 3.55% 03/01/2022$369,800
VALEANT PHARMACEUTICALS INTERNATIONAL IN 5.875% 05/15/2023$368,500
TIME WARNER CABLE INC 7.3% 07/01/2038$366,581
CGG SA 6.5% 06/01/2021$364,000
CHARTER COMMUNICATIONS OPERATING LLC / C 6.484% 10/23/2045$361,207
WINDSTREAM SERVICES LLC 7.75% 10/15/2020$360,675
ENDEAVOR ENERGY RESOURCES LP / EER FINAN 7% 08/15/2021$356,400
EAGLE MATERIALS INC 4.5% 08/01/2026$355,906
HERCULES OFFSH TL IL EXIT (FOR 10.5% 07/29/2017$355,757
LANTHEUS MEDICAL IMAGING TL B 7% 08/31/2016$355,212
IHEARTCOMMUNICATIONS INC 14% 02/01/2021$354,569
TEMPUR SEALY INTERNATIONAL INC 5.625% 10/15/2023$353,600
COVERIS HOLDINGS SA 7.875% 11/01/2019$353,500
DUFRY FINANCE SCA 5.5% 10/15/2020$352,249
AUSDRILL FINANCE PTY LTD 6.875% 11/01/2019$351,500
FRESENIUS MEDICAL CARE US FINANCE II INC 5.875% 01/31/2022$351,075
KRAFT HEINZ FOODS CO 7.125% 08/01/2039$349,560
SUMMIT MIDSTREAM HOLDINGS LLC / SUMMIT M 7.5% 07/01/2021$349,125
HCA INC 5.875% 05/01/2023$348,563
CONTINENTAL RESOURCES INC/OK 5% 09/15/2022$347,800
ALCOA INC 5.95% 02/01/2037$345,950
LANDRY'S INC 9.375% 05/01/2020$342,469
DS SERVICES OF AMERICA INC 10% 09/01/2021$339,564
T-MOBILE USA INC 6% 03/01/2023$339,517
USG CORP 5.5% 03/01/2025$337,444
GAMESTOP CORP 5.5% 10/01/2019$336,188
L BRANDS INC 6.95% 03/01/2033$334,950
DOWNSTREAM DEVELOPMENT AUTHORITY OF THE 10.5% 07/01/2019$332,800
HCA INC 5.25% 04/15/2025$331,506
CARRIZO OIL & GAS INC 7.5% 09/15/2020$330,825
LINN ENERGY LLC / LINN ENERGY FINANCE CO 12% 12/15/2020$330,021
GENESIS ENERGY LP / GENESIS ENERGY FINAN 6% 05/15/2023$330,000
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINAN 5.45% 06/15/2023$328,792
SUMMIT MIDSTREAM HOLDINGS LLC / SUMMIT M 5.5% 08/15/2022$324,625
TARGA RESOURCES PARTNERS LP / TARGA RESO 5.25% 05/01/2023$324,225
SPRINT COMMUNICATIONS INC 11.5% 11/15/2021$320,450
COOPERATIEVE RABOBANK UA 5.25% 08/04/2045$317,402
CONCHO RESOURCES INC 6.5% 01/15/2022$316,975
JLL/DELTA DUTCH PLEDGECO BV 8.75% 05/01/2020$316,200
GENWORTH HOLDINGS INC 7.7% 06/15/2020$315,875
VIRGIN MEDIA FINANCE PLC 6% 10/15/2024$315,038
FRONTIER COMMUNICATIONS CORP 10.5% 09/15/2022$314,288
ALTICE FINANCING SA 5.25% 02/15/2023$310,916
AMERIGAS PARTNERS LP / AMERIGAS FINANCE 5.625% 05/20/2024$310,875
TA MFG. LTD 3.625% 04/15/2023$310,012
INTERFACE SECURITY SYSTEMS HOLDINGS INC 9.25% 01/15/2018$308,838
PSPC ESCROW CORP 6% 02/01/2023$308,531
PSPC ESCROW CORP 6% 02/01/2023$308,531
OI BRASIL HOLDINGS COOPERATIEF UA 5.75% 02/10/2022$308,000
SHEA HOMES LP / SHEA HOMES FUNDING CORP 5.875% 04/01/2023$306,000
ENSCO PLC 5.75% 10/01/2044$304,850
NCL CORP LTD 4.625% 11/15/2020$304,500
STEEL DYNAMICS INC 5.5% 10/01/2024$302,813
AMAG PHARMACEUTICALS INC 7.875% 09/01/2023$301,785
NGPL PIPECO LLC 7.768% 12/15/2037$300,150
STANDARD INDUSTRIES INC/NJ 5.125% 02/15/2021$299,250
FREEPORT-MCMORAN INC 3.1% 03/15/2020$298,301
WHITING PETROLEUM CORP 5.75% 03/15/2021$294,875
PORTAVENTURA ENTERTAINMENT BARCELONA BV 7.25% 12/01/2020$292,175
HARDWOODS ACQUISITION INC 7.5% 08/01/2021$290,700
ALTICE US FINANCE I CORP 5.5% 05/15/2026$290,500
HILTON WORLDWIDE FINANCE LLC / HILTON WO 5.625% 10/15/2021$290,308
LEVEL 3 FINANCING INC 5.375% 08/15/2022$289,781
TECK RESOURCES LTD 3% 03/01/2019$288,765
CENTRAL GARDEN & PET CO 6.125% 11/15/2023$287,550
NELNET STUDENT LOAN TRUST 2005-4 .826% 03/22/2032$287,441
TRIBUNE MEDIA CO 5.875% 07/15/2022$287,000
RICE ENERGY INC 6.25% 05/01/2022$284,200
KRAFT HEINZ FOODS CO 4.875% 02/15/2025$283,917
CELANESE US HOLDINGS LLC 4.625% 11/15/2022$282,100
BARMINCO FINANCE PTY LTD 9% 06/01/2018$281,363
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINAN 7.125% 06/15/2024$280,089
MURRAY ENERGY CORP 11.25% 04/15/2021$279,300
REYNOLDS GROUP ISSUER INC / REYNOLDS GRO 9.875% 08/15/2019$277,763
ARGENTINE REPUBLIC 7.625% 04/22/2046$277,550
CTP TRANSPORTATION PRODUCTS LLC / CTP FI 8.25% 12/15/2019$277,100
ARCELORMITTAL 6.125% 06/01/2025$276,819
SOUTHWESTERN ENERGY CO 4.1% 03/15/2022$275,900
BNP PARIBAS SA 7.375% 08/19/2025$275,738
GREEKTOWN HOLDINGS LLC/GREEKTOWN MOTHERS 8.875% 03/15/2019$273,650
QEP RESOURCES INC 6.875% 03/01/2021$272,700
BARCLAYS BANK PLC 7.625% 11/21/2022$268,722
MATCH GROUP INC 6.375% 06/01/2024$268,125
TRONOX FINANCE LLC 7.5% 03/15/2022$267,581
FRESENIUS MEDICAL CARE US FINANCE II INC 4.75% 10/15/2024$267,500
US CONCRETE INC 6.375% 06/01/2024$267,238
GUITAR CENTER INC 6.5% 04/15/2019$266,250
BARCLAYS PLC 8.25% 12/15/2018$265,525
ARCELORMITTAL 6.5% 03/01/2021$265,000
CONSTELLATION BRANDS INC 4.75% 12/01/2025$261,900
VALEANT PHARMACEUTICALS INTERNATIONAL IN 7.5% 07/15/2021$261,800
MICHAEL BAKER INTERNATIONAL LLC / CDL AC 8.25% 10/15/2018$256,750
LANDRY'S HOLDINGS II INC 10.25% 01/01/2018$255,313
JACK COOPER HOLDINGS CORP 9.25% 06/01/2020$253,750
NAVIENT CORP 6.625% 07/26/2021$253,125
NGPL PIPECO LLC 7.119% 12/15/2017$252,600
CLOUD PEAK ENERGY RESOURCES LLC / CLOUD 6.375% 03/15/2024$251,750
AMC ENTERTAINMENT INC 5.75% 06/15/2025$251,250
LAMAR MEDIA CORP 5% 05/01/2023$251,100
ROCKIES EXPRESS PIPELINE LLC 7.5% 07/15/2038$248,750
MONITRONICS INTERNATIONAL INC 9.125% 04/01/2020$248,325
TENET HEALTHCARE CORP 4.375% 10/01/2021$245,613
WALTER INVESTMENT MANAGEMENT CORP 7.875% 12/15/2021$245,000
ALLY FINANCIAL INC 8% 11/01/2031$244,500
ARDAGH PACKAGING FINANCE PLC / ARDAGH HO 7.25% 05/15/2024$243,800
ALLY FINANCIAL INC 4.625% 05/19/2022$243,411
CNO FINANCIAL GROUP INC 4.5% 05/30/2020$241,500
EP ENERGY LLC / EVEREST ACQUISITION FINA 9.375% 05/01/2020$241,500
MODULAR SPACE CORP 10.25% 01/31/2019$239,040
EP ENERGY LLC / EVEREST ACQUISITION FINA 6.375% 06/15/2023$237,350
NEPTUNE FINCO CORP 10.875% 10/15/2025$234,500
UNITYMEDIA HESSEN GMBH & CO KG / UNITYME 5.75% 01/15/2023$233,708
RANGE RESOURCES CORP 5% 03/15/2023$231,250
SABINE PASS LIQUEFACTION LLC 5.875% 06/30/2026$231,188
MEG ENERGY CORP 7% 03/31/2024$226,300
CARMIKE CINEMAS INC 6% 06/15/2023$221,025
BOPARAN FINANCE PLC 4.375% 07/15/2021$218,533
CEC ENTERTAINMENT INC 8% 02/15/2022$217,800
SM ENERGY CO 5.625% 06/01/2025$217,100
ARGENTINE REPUBLIC 6.875% 04/22/2021$215,700
COMMUNICATIONS SALES & LEASING INC / CSL 8.25% 10/15/2023$215,513
TOLL BROTHERS FINANCE CORP 6.75% 11/01/2019$213,275
MALLINCKRODT INTERNATIONAL FINANCE SA / 4.875% 04/15/2020$211,575
MEG ENERGY CORP 6.5% 03/15/2021$210,000
AMERICAN AXLE & MANUFACTURING INC 6.25% 03/15/2021$209,500
FREEPORT-MCMORAN INC 5.45% 03/15/2043$208,575
PETROBRAS GLOBAL FINANCE BV 6.85% 06/05/2115$207,495
LAREDO PETROLEUM INC 7.375% 05/01/2022$205,275
ANGLO AMERICAN CAPITAL PLC 4.125% 09/27/2022$203,175
CARE CAPITAL PROPERTIES LP 5.125% 08/15/2026$202,895
ALTICE FINANCING SA 7.5% 05/15/2026$202,500
WILLIAMS COS INC/THE 3.7% 01/15/2023$201,850
VIRGIN MEDIA SECURED FINANCE PLC 5.5% 08/15/2026$201,750
NAVIENT CORP 5.875% 03/25/2021$198,750
CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL 5.375% 05/01/2025$198,075
NAVIENT CORP 5.5% 01/15/2019$195,938
CARRIZO OIL & GAS INC 6.25% 04/15/2023$195,263
RANGE RESOURCES CORP 5% 08/15/2022$193,725
SFR GROUP SA 6.25% 05/15/2024$192,625
CHESAPEAKE ENERGY CORP 6.875% 11/15/2020$192,400
PACIFIC DRILLING V LTD 7.25% 12/01/2017$191,250
SPRINT COMMUNICATIONS INC 6% 11/15/2022$189,834
PQ CORP 6.75% 11/15/2022$189,788
ALTICE LUXEMBOURG SA 6.25% 02/15/2025$187,887
PANDA TEMPLE POWER II ADVANCE 7.25% 09/30/2016$186,531
NWH ESCROW CORP 7.5% 08/01/2021$186,250
GRAY TELEVISION INC 5.875% 07/15/2026$185,490
LIFEPOINT HEALTH INC 5.875% 12/01/2023$174,488
VALEANT PHARMACEUTICALS INTERNATIONAL IN 5.5% 03/01/2023$174,300
FREEPORT-MCMORAN INC 3.875% 03/15/2023$173,010
POST HOLDINGS INC 7.75% 03/15/2024$172,244
HUGHES SATELLITE SYSTEMS CORP 5.25% 08/01/2026$170,000
GOODYEAR TIRE & RUBBER CO/THE 5% 05/31/2026$169,000
GLOBE LUXEMBOURG SCA 9.625% 05/01/2018$167,000
WESCO DISTRIBUTION INC 5.375% 06/15/2024$164,800
PARSLEY ENERGY LLC / PARSLEY FINANCE COR 7.5% 02/15/2022$164,800
WELLS FARGO COMMERCIAL MORTGAGE TRUST 20 4.471% 12/15/2047$164,386
AERCAP IRELAND CAPITAL LTD / AERCAP GLOB 5% 10/01/2021$163,950
COMM 2015-LC21 MORTGAGE TRUST 3.25% 07/10/2048$163,523
FRONTIER COMMUNICATIONS CORP 6.875% 01/15/2025$162,937
HUGHES SATELLITE SYSTEMS CORP 6.625% 08/01/2026$159,200
NEOVIA LOGISTICS INTERMEDIATE HOLDINGS L 10% 02/15/2018$159,000
SEALED AIR CORP 4.5% 09/15/2023$158,784
JPMBB COMMERCIAL MORTGAGE SECURITIES TRU 4.118% 08/15/2048$158,190
MPT OPERATING PARTNERSHIP LP / MPT FINAN 5.25% 08/01/2026$158,063
WELLS FARGO COMMERCIAL MORTGAGE TRUST 20 3% 05/15/2048$157,976
GENWORTH HOLDINGS INC 4.9% 08/15/2023$156,975
TAYLOR MORRISON COMMUNITIES INC / MONARC 5.875% 04/15/2023$155,250
HANESBRANDS INC 4.625% 05/15/2024$154,500
CONSTELLATION BRANDS INC 4.75% 11/15/2024$152,950
HOLLY ENERGY PARTNERS LP / HOLLY ENERGY 6% 08/01/2024$152,250
COMPILER FINANCE SUB INC 7% 05/01/2021$152,213
RENT-A-CENTER INC/TX 4.75% 05/01/2021$152,100
MATTERHORN TELECOM SA 3.625% 05/01/2022$150,074
FREEPORT-MCMORAN OIL & GAS LLC / FCX OIL 6.75% 02/01/2022$146,625
COMMUNICATIONS SALES & LEASING INC / CSL 6% 04/15/2023$144,813
FREEPORT-MCMORAN OIL & GAS LLC / FCX OIL 6.125% 06/15/2019$141,750
CONCHO RESOURCES INC 5.5% 04/01/2023$138,950
CIT GROUP INC 5% 08/01/2023$137,150
GENERAL MOTORS CO 6.6% 04/01/2036$136,455
R&R ICE CREAM PLC 5.5% 05/15/2020$136,100
UNITED RENTALS NORTH AMERICA INC 5.875% 09/15/2026$135,688
JPMBB COMMERCIAL MORTGAGE SECURITIES TRU 4.618% 08/15/2048$134,254
HANESBRANDS INC 4.875% 05/15/2026$133,575
GEO GROUP INC/THE 5.125% 04/01/2023$130,975
CHESAPEAKE ENERGY CORP 5.75% 03/15/2023$130,000
SABINE PASS LIQUEFACTION LLC 5.625% 03/01/2025$128,086
LGE HOLDCO VI BV 7.125% 05/15/2024$126,614
ENDO FINANCE LLC / ENDO FINCO INC 5.875% 01/15/2023$126,513
GRAPHIC PACKAGING INTERNATIONAL INC 4.875% 11/15/2022$125,850
NCR CORP 6.375% 12/15/2023$119,600
VALEANT PHARMACEUTICALS INTERNATIONAL 7% 10/01/2020$111,900
EV ENERGY PARTNERS LP / EV ENERGY FINANC 8% 04/15/2019$101,150
CGG SA 6.875% 01/15/2022$92,000
MALLINCKRODT INTERNATIONAL FINANCE SA / 5.625% 10/15/2023$91,675
WHITING PETROLEUM CORP 6.25% 04/01/2023$91,438
CASCADES INC 5.75% 07/15/2023$89,325
MALLINCKRODT INTERNATIONAL FINANCE SA 4.75% 04/15/2023$88,000
BERRY PETROLEUM CO LLC 6.75% 11/01/2020$87,750
GARDA WORLD SECURITY CORP 7.25% 11/15/2021$86,500
NGPL PIPECO LLC 9.625% 06/01/2019$84,000
MEG ENERGY CORP 6.375% 01/30/2023$78,100
ENSCO PLC 4.7% 03/15/2021$76,613
COMMSCOPE HOLDING CO INC 6.625% 06/01/2020$75,641
LAREDO PETROLEUM INC 6.25% 03/15/2023$73,200
CONTINENTAL RESOURCES INC/OK 4.5% 04/15/2023$72,800
COMMSCOPE INC 4.375% 06/15/2020$72,468
SM ENERGY CO 5% 01/15/2024$72,450
MALLINCKRODT INTERNATIONAL FINANCE SA 3.5% 04/15/2018$69,913
ENSCO PLC 5.2% 03/15/2025$68,125
FMG RESOURCES PTY LTD LOAN 4.25% 08/22/2016$66,859
GENERAL MOTORS CO 6.75% 04/01/2046$65,202
CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL 5.875% 04/01/2024$64,200
CIT GROUP INC 5.375% 05/15/2020$63,750
ALCOA INC 5.125% 10/01/2024$63,375
TESORO LOGISTICS LP / TESORO LOGISTICS F 6.125% 10/15/2021$62,631
AES TIETE ENERGIA SA 5.5% 03/15/2024$62,325
TENET HEALTHCARE CORP 4.5% 04/01/2021$60,600
ACADIA HEALTHCARE CO INC 5.625% 02/15/2023$59,873
CALIFORNIA RESOURCES CORP 8% 12/15/2022$58,068
MICRON TECHNOLOGY INC 5.5% 02/01/2025$54,150
VALEANT PHARMACEUTICALS INTERNATIONAL 7.25% 07/15/2022$53,850
VIKING CRUISES LTD 8.5% 10/15/2022$53,250
LEVEL 3 FINANCING INC 5.375% 01/15/2024$52,563
CALPINE CORP 5.25% 06/01/2026$50,625
MICRON TECHNOLOGY INC 5.25% 08/01/2023$45,000
PULTEGROUP INC 4.25% 03/01/2021$41,550
NEWFIELD EXPLORATION CO 5.625% 07/01/2024$39,700
TECHNIPLAS LLC 10% 05/01/2020$39,000
SUNCOKE ENERGY PARTNERS LP / SUNCOKE ENE 7.375% 02/01/2020$38,475
INTERNATIONAL LEASE FINANCE CORP 8.625% 01/15/2022$37,689
DISH DBS CORP 6.75% 06/01/2021$31,950
OPEN TEXT CORP 5.875% 06/01/2026$31,257
AXIALL CORP 4.875% 05/15/2023$20,638
ANCESTRY.COM INC 11% 12/15/2020$10,775
SEVENTY SEVEN ENERGY INC 6.5% 07/15/2022$9,713
CHESAPEAKE ENERGY CORP 5.375% 06/15/2021$6,600
ANTERO RESOURCES CORP 5.125% 12/01/2022$4,688
ESCROW MAGELLAN 9.75% 05/15/2020$0
 
Short-Term/Cash
Holding NameMarket Value
FIDELITY INSTITUTIONAL MONEY MARKET$12,026,466
 
Other
Holding NameMarket Value
EURO$171,578
US 2YR NOTE (CBT) BOND SEP16 (TUU6) COMDTY$126,255
US 5YR NOTE (CBT) BOND SEP16 (FVU6) COMDTY$118,687
USD$84,628
BRITISH POUND$13,410
CURRENCY CONTRACT$12,740
USD$5,426
SWISS FRANC$2,799
CURRENCY CONTRACT$-224
CURRENCY CONTRACT$-1,278
CURRENCY CONTRACT$-1,637
CURRENCY CONTRACT$-49,169
CURRENCY CONTRACT$-63,010
 

Statistics

Duration and Maturity As of Aug 31, 2016
StatisticValue
Average Effective Duration4.04 years
Average Effective Maturity5.17 years
Portfolio Statistics As of Sep 30, 2016
Statistic3-Year5-Year
BetaN/AN/A
AlphaN/AN/A
Standard DeviationN/AN/A
 
 

Footnotes

The source for this information is Morningstar, Inc. Copyright © 2016 Morningstar, Inc.® All Rights Reserved. The information contained herein: (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied or distributed; and (3) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information. Morningstar, Inc. is a global investment research firm that is not affiliated with ICMA-RC. ICMA-RC does not independently verify Morningstar data.

Morningstar places funds in certain categories based on the fund's historical portfolio holdings. Placement of a fund in a particular Morningstar category does not mean that the fund will remain in that category or that it will invest primarily in securities consistent with its Morningstar category. A fund's investment strategy and portfolio holdings are governed by its prospectus, guidelines or other governing documents, not its Morningstar category.