| 1 | BNGXXBNGXXNI US GOV T PORTFOLIO | NI US GOV T PORTFOLIO | 3.90% | 82.87M | $82.87M |
| 2 | S000001256-1S000001256-1Chicago Board of Trade | Chicago Board of Trade | 3.88% | 400.00 | $82.45M |
| 3 | S000001256-2S000001256-2Chicago Board of Trade | Chicago Board of Trade | 3.02% | 600.00 | $64.23M |
| 4 | CHTRCHTRCCO HLDGS. LLC / CC 5.00% | CCO HLDGS. LLC / CC 5.00% | 0.89% | 19.20M | $18.96M |
| 5 | S000001256-4S000001256-4Chicago Board of Trade | Chicago Board of Trade | −0.79% | −150.00 | −$16.87M |
| 6 | ECHOECHOECHOSTAR CORP 10.75% | ECHOSTAR CORP 10.75% | 0.68% | 13.32M | $14.39M |
| 7 | AALAALAMERICAN AIRLINES I 5.75% | AMERICAN AIRLINES I 5.75% | 0.61% | 13.01M | $13.04M |
| 8 | VENLNGVENLNGVENTURE GBL. LNG IN 9.50% | VENTURE GBL. LNG IN 9.50% | 0.61% | 12.03M | $12.94M |
| 9 | PLATINPLATINCERDIA FINANZ GMBH 9.375% | CERDIA FINANZ GMBH 9.375% | 0.57% | 13.42M | $12.04M |
| 10 | ARDGRPARDGRPARDONAGH GRP. FIN. 8.875% | ARDONAGH GRP. FIN. 8.875% | 0.55% | 12.08M | $11.73M |
| 11 | NCRATLNCRATLNCR ATLEOS CORP 9.50% | NCR ATLEOS CORP 9.50% | 0.55% | 10.98M | $11.71M |
| 12 | BHCCNBHCCNBAUSCH HEALTH AMERI 8.50% | BAUSCH HEALTH AMERI 8.50% | 0.53% | 11.27M | $11.25M |
| 13 | LXULXULSB INDUSTRIES INC 6.25% | LSB INDUSTRIES INC 6.25% | 0.49% | 10.34M | $10.34M |
| 14 | MCFEMCFEMCAFEE CORP 7.375% | MCAFEE CORP 7.375% | 0.48% | 12.12M | $10.30M |
| 15 | CHTRCHTRCCO HLDGS. LLC / CC 4.75% | CCO HLDGS. LLC / CC 4.75% | 0.47% | 11.31M | $10.09M |
| 16 | WINWINWINDSTREAM SERVS. L 8.25% | WINDSTREAM SERVS. L 8.25% | 0.47% | 9.43M | $9.95M |
| 17 | CAPCOPCAPCOPCAPSTONE COPPER COR 6.75% | CAPSTONE COPPER COR 6.75% | 0.46% | 9.74M | $9.87M |
| 18 | EMECLIEMECLIEMRLD BORROWER LP 6.625% | EMRLD BORROWER LP 6.625% | 0.46% | 9.64M | $9.86M |
| 19 | SHEARESHEAREFIESTA PURCHASER I 9.625% | FIESTA PURCHASER I 9.625% | 0.44% | 9.57M | $9.37M |
| 20 | FMCNFMCNFIRST QUANTUM MINE 8.625% | FIRST QUANTUM MINE 8.625% | 0.43% | 8.86M | $9.22M |