|
|
 |
|
Holdings of the Fund as of 6/2/2023
Total Number of Holdings (excluding cash): 207
| SS&C TECHNOLOGIES INC 5.50%, due 09/30/2027 |
|
78466CAC0 |
22,873,000 |
$22,123,170.46 |
3.90% |
| NEXSTAR MEDIA INC 5.625%, due 07/15/2027 |
|
65343HAA9 |
22,177,000 |
$20,662,200.06 |
3.64% |
| TENET HEALTHCARE CORP 6.25%, due 02/01/2027 |
|
88033GDS6 |
19,000,000 |
$18,934,408.96 |
3.34% |
| VERSCEND HOLDING CORP VCVHHO TL B 1L USD |
LX192759 |
|
17,785,669 |
$17,787,892.42 |
3.14% |
| AMWINS GROUP INC 4.875%, due 06/30/2029 |
|
031921AB5 |
19,532,000 |
$17,679,680.84 |
3.12% |
| ALLIANT HOLD / CO-ISSUER 6.75%, due 10/15/2027 |
|
01883LAA1 |
17,071,000 |
$15,994,502.74 |
2.82% |
| SINCLAIR TELEVISION GROUP 5.125%, due 02/15/2027 |
|
829259AW0 |
17,974,000 |
$14,801,037.56 |
2.61% |
| PG&E CORP 5%, due 07/01/2028 |
|
69331CAH1 |
13,275,000 |
$12,318,586.70 |
2.17% |
| ASSUREDPARTNERS INC 5.625%, due 01/15/2029 |
|
04624VAB5 |
13,689,000 |
$11,905,252.14 |
2.10% |
| 1011778 BC / NEW RED FIN 4%, due 10/15/2030 |
|
68245XAM1 |
12,722,000 |
$11,078,907.91 |
1.95% |
| GRAHAM PACKAGING/GPC CAP 7.125%, due 08/15/2028 |
|
384701AA6 |
12,280,000 |
$10,452,499.86 |
1.84% |
| HUB INTERNATIONAL LTD HBGCN TL B 1L USD |
LX192052 |
|
9,397,019 |
$9,356,283.17 |
1.65% |
| NAVICURE INC NAVCUR TL B 1L USD |
LX182640 |
|
9,368,205 |
$9,318,459.37 |
1.64% |
| AVANTOR FUNDING INC 4.625%, due 07/15/2028 |
|
05352TAA7 |
9,754,000 |
$9,140,618.14 |
1.61% |
| ASSUREDPARTNERS INC 7%, due 08/15/2025 |
|
04624VAA7 |
8,980,000 |
$8,910,942.01 |
1.57% |
| CSC HOLDINGS LLC 5.75%, due 01/15/2030 |
|
126307BA4 |
19,531,000 |
$8,875,782.87 |
1.57% |
| MEDLINE BORROWER LP 3.875%, due 04/01/2029 |
|
62482BAA0 |
9,847,000 |
$8,609,012.83 |
1.52% |
| CCO HLDGS LLC/CAP CORP 4.75%, due 03/01/2030 |
|
1248EPCD3 |
9,913,000 |
$8,499,248.80 |
1.50% |
| CEMEX SAB DE CV 7.375%, due 06/05/2027 |
|
151290BW2 |
8,119,000 |
$8,418,428.72 |
1.48% |
| CCO HLDGS LLC/CAP CORP 5.375%, due 06/01/2029 |
|
1248EPCB7 |
9,088,000 |
$8,271,734.92 |
1.46% |
| MILANO ACQUISITION CORP MILACQ TL 1L USD |
LX189433 |
|
8,653,888 |
$8,239,236.59 |
1.45% |
| ZELIS PAYMENTS BUYER INC STRATO TL B 1L USD |
LX192354 |
|
7,992,347 |
$7,946,390.95 |
1.40% |
| HUB INTERNATIONAL LTD 7%, due 05/01/2026 |
|
44332PAD3 |
7,908,000 |
$7,825,620.00 |
1.38% |
| IHEARTCOMMUNICATIONS INC 8.375%, due 05/01/2027 |
|
45174HBD8 |
13,053,000 |
$7,798,444.34 |
1.38% |
| Morgan Stanley Institutional Liquidity Fund - Treasury Portfolio |
MISXX |
61747C582 |
7,771,132 |
$7,771,131.61 |
1.37% |
| CARS.COM INC 6.375%, due 11/01/2028 |
|
14575EAA3 |
8,270,000 |
$7,714,793.58 |
1.36% |
| MH SUB I LLC Variable rate, due 02/12/2029 |
LX192714 |
|
8,877,441 |
$7,723,373.78 |
1.36% |
| SELECT MEDICAL CORP 6.25%, due 08/15/2026 |
|
816196AT6 |
7,842,000 |
$7,685,438.41 |
1.36% |
| FERTITTA ENTERTAINMENT 6.75%, due 1/15/2030 |
|
31556TAC3 |
9,182,000 |
$7,649,913.52 |
1.35% |
| DAVITA INC 4.625%, due 06/01/2030 |
|
23918KAS7 |
8,712,000 |
$7,621,847.40 |
1.34% |
| ALLIANT HOLD / CO-ISSUER 6.75%, due 04/15/2028 |
|
01883LAE3 |
7,588,000 |
$7,464,675.27 |
1.32% |
| VERSCEND ESCROW CORP 9.75%, due 08/15/2026 |
|
92535WAA8 |
7,307,000 |
$7,406,061.01 |
1.31% |
| HCA INC 5.875%, due 02/15/2026 |
|
404119BS7 |
7,218,000 |
$7,240,292.65 |
1.28% |
| VICI PROPERTIES / NOTE 4.25%, due 12/01/2026 |
|
92564RAA3 |
7,698,000 |
$7,234,489.56 |
1.28% |
| GRAY TELEVISION INC 7%, due 05/15/2027 |
|
389284AA8 |
8,201,000 |
$6,774,928.11 |
1.19% |
| GATES GLOBAL/GATES CORP 6.25%, due 01/15/2026 |
|
36740LAA0 |
6,597,000 |
$6,537,363.12 |
1.15% |
| GLOBAL MEDICAL RESPONSE 6.50%, due 10/01/2025 |
|
37960BAA3 |
10,403,000 |
$6,461,823.45 |
1.14% |
| CENTENE CORP 4.25%, due 12/15/2027 |
|
15135BAR2 |
6,806,000 |
$6,407,032.28 |
1.13% |
| INFORMATICA LLC INFA TL B 1L USD |
LX199210 |
|
6,430,562 |
$6,397,734.00 |
1.13% |
| OPEN TEXT CORP 3.875%, due 02/15/2028 |
|
683715AC0 |
6,881,000 |
$6,146,934.92 |
1.08% |
| SIRIUS XM RADIO INC 3.125%, due 09/01/2026 |
|
82967NBL1 |
6,745,000 |
$6,049,184.72 |
1.07% |
| GO DADDY OPCO/FINCO 5.25%, due 12/01/2027 |
|
38016LAA3 |
6,210,000 |
$6,029,537.40 |
1.06% |
| ATHENAHEALTH GROUP INC 6.50%, due 02/15/2030 |
|
60337JAA4 |
6,527,000 |
$5,538,519.14 |
0.98% |
| PACTIV EVERGREEN GROUP 4%, due 10/15/2027 |
|
76174LAA1 |
6,200,000 |
$5,523,133.61 |
0.97% |
| BERRY GLOBAL INC 5.625%, due 07/15/2027 |
|
085770AB1 |
5,419,000 |
$5,361,436.67 |
0.95% |
| RYAN SPECIALTY GROUP RYASPE TL B 1L USD |
LX189108 |
|
5,363,435 |
$5,359,251.66 |
0.95% |
| USI INC/NY COMINV TL B 1L USD |
LX184074 |
|
5,177,464 |
$5,171,354.80 |
0.91% |
| ZAYO GROUP HOLDINGS INC 6.125%, due 03/01/2028 |
|
98919VAB1 |
8,267,000 |
$5,174,979.96 |
0.91% |
| IRB HOLDING CORP 7%, due 06/15/2025 |
|
44988MAC9 |
5,088,000 |
$5,105,680.81 |
0.90% |
| PIKE CORP 5.50%, due 09/01/2028 |
|
721283AA7 |
5,605,000 |
$5,030,542.42 |
0.89% |
| CORELOGIC INC 4.50%, due 05/01/2028 |
|
21871DAD5 |
6,126,000 |
$4,946,224.30 |
0.87% |
| GRAY TELEVISION INC 5.875%, due 07/15/2026 |
|
389375AJ5 |
5,708,000 |
$4,913,953.27 |
0.87% |
| SUMMIT MATERIALS LLC/FIN 5.25%, due 01/15/2029 |
|
86614RAN7 |
5,167,000 |
$4,909,735.07 |
0.87% |
| PAYSAFE FIN PLC/PAYSAFE 4%, due 06/15/2029 |
|
70452AAA1 |
5,748,000 |
$4,748,221.66 |
0.84% |
| ARAMARK SERVICES INC 5%, due 02/01/2028 |
|
038522AQ1 |
4,932,000 |
$4,678,519.86 |
0.83% |
| HUB INTERNATIONAL LTD 5.625%, due 12/01/2029 |
|
44332PAG6 |
4,934,000 |
$4,450,180.34 |
0.78% |
| CCO HLDGS LLC/CAP CORP 6.375%, due 09/01/2029 |
|
1248EPCS0 |
4,567,000 |
$4,296,070.49 |
0.76% |
| GREENEDEN US HOLDINGS II GCTI TL B 1L USD |
LX190170 |
|
4,420,209 |
$4,335,959.73 |
0.76% |
| LIVE NATION ENTERTAINMENT 5.625%, due 03/15/2026 |
|
538034AN9 |
4,380,000 |
$4,285,621.16 |
0.76% |
| MEDLINE BORROWER LP 5.25%, due 10/01/2029 |
|
62482BAB8 |
4,833,000 |
$4,223,428.69 |
0.74% |
| FORD MOTOR COMPANY 9.625%, due 04/22/2030 |
|
345370CX6 |
3,369,000 |
$3,852,330.20 |
0.68% |
| LOGMEIN INC LOGM TL B 1L USD |
LX185343 |
|
5,828,206 |
$3,622,229.90 |
0.64% |
| NORDSTROM INC 4%, due 03/15/2027 |
|
655664AS9 |
4,040,000 |
$3,551,079.20 |
0.63% |
| BALL CORP 2.875%, due 08/15/2030 |
|
058498AW6 |
4,227,000 |
$3,535,221.86 |
0.62% |
| EPICOR SOFTWARE CORP Variable rate, due 07/30/2028 |
LX189138 |
|
3,500,000 |
$3,488,135.01 |
0.62% |
| SBA SENIOR FINANCE II LLC SBAC TL B 1L USD |
LX172653 |
|
3,537,743 |
$3,537,194.31 |
0.62% |
| GOTO GROUP INC 5.50%, due 09/01/2027 |
|
541056AA5 |
5,755,000 |
$3,373,609.79 |
0.60% |
| RYAN SPECIALTY GROUP 4.375%, due 02/01/2030 |
|
78351MAA0 |
3,801,000 |
$3,387,676.56 |
0.60% |
| ALTICE FRANCE SA 5.125%, due 07/15/2029 |
|
02156LAF8 |
4,590,000 |
$3,319,791.86 |
0.59% |
| CCO HLDGS LLC/CAP CORP 4.50%, due 08/15/2030 |
|
1248EPCE1 |
3,993,000 |
$3,337,351.00 |
0.59% |
| REALPAGE INC Variable rate |
LX192753 |
|
3,538,182 |
$3,352,427.70 |
0.59% |
| SRS DISTRIBUTION INC 6%, due 12/01/2029 |
|
78471RAD8 |
3,884,000 |
$3,212,494.92 |
0.57% |
| VISTAJET MALTA/XO MGMT 6.375%, due 02/01/2030 |
|
92840JAB5 |
3,858,000 |
$3,228,279.61 |
0.57% |
| MH SUB I LLC INET TL 1L USD |
LX188695 |
|
3,139,781 |
$3,135,196.84 |
0.55% |
| PG&E CORP PCG TL B 1L USD |
LX188801 |
|
2,992,308 |
$2,981,086.54 |
0.53% |
| GFL ENVIRONMENTAL INC 5.125%, due 12/15/2026 |
|
36168QAF1 |
3,000,000 |
$2,903,791.20 |
0.51% |
| ARAMARK SERVICES INC 6.375%, due 05/01/2025 |
|
038522AR9 |
2,794,000 |
$2,797,324.86 |
0.49% |
| FIRSTCASH INC 4.625%, due 09/01/2028 |
|
33767DAB1 |
3,056,000 |
$2,744,201.82 |
0.48% |
| NEXSTAR MEDIA INC 4.75%, due 11/01/2028 |
|
65336YAN3 |
3,150,000 |
$2,727,389.06 |
0.48% |
| BOXER PARENT CO INC 9.125%, due 03/01/2026 |
|
103186AC6 |
2,724,000 |
$2,678,922.08 |
0.47% |
| TRANSDIGM INC 6.25%, due 03/15/2026 |
|
893647BE6 |
2,598,000 |
$2,595,526.96 |
0.46% |
| ULTIMATE SOFTWARE GROUP INC ULTI TL 1L USD |
LX179563 |
|
2,682,926 |
$2,604,678.92 |
0.46% |
| MCAFEE CORP 7.375%, due 02/15/2030 |
|
579063AB4 |
3,000,000 |
$2,546,335.20 |
0.45% |
| VERIFONE SYSTEMS INC PAY TL 1L USD |
LX175222 |
|
2,936,714 |
$2,565,953.66 |
0.45% |
| VISTAJET MALTA/XO MGMT 7.875%, due 05/01/2027 |
|
92840JAD1 |
2,721,000 |
$2,541,087.48 |
0.45% |
| CALPINE CORP 5.125%, due 03/15/2028 |
|
131347CN4 |
2,770,000 |
$2,496,500.99 |
0.44% |
| LIVE NATION ENTERTAINMENT 4.75%, due 10/15/2027 |
|
538034AR0 |
2,620,000 |
$2,450,368.10 |
0.43% |
| SELECT MEDICAL CORP SEM TL B 1L USD |
LX159955 |
|
2,436,864 |
$2,432,295.11 |
0.43% |
| STATION CASINOS LLC 4.50%, due 02/15/2028 |
|
857691AG4 |
2,694,000 |
$2,434,338.82 |
0.43% |
| CT TECHNOLOGIES CTTECH TL 1L USD |
LX196065 |
|
2,558,506 |
$2,396,194.22 |
0.42% |
| ALTICE FRANCE SA 5.50%, due 10/15/2029 |
|
02156LAH4 |
3,069,000 |
$2,259,121.59 |
0.40% |
| GRAY TELEVISION INC 4.75%, due 10/15/2030 |
|
389375AL0 |
3,409,000 |
$2,185,005.03 |
0.39% |
| HYLAND SOFTWARE INC Variable rate, due 07/10/2025 |
LX193771 |
|
2,231,724 |
$2,134,788.61 |
0.38% |
| CCO HLDGS LLC/CAP CORP 5%, due 02/01/2028 |
|
1248EPBX0 |
2,262,000 |
$2,076,096.95 |
0.37% |
| HYLAND SOFTWARE INC HSI TL 1L USD |
LX176492 |
|
2,139,980 |
$2,106,007.48 |
0.37% |
| MPH ACQUISITION HOLDINGS 5.50%, due 09/01/2028 |
|
553283AD4 |
2,577,000 |
$2,081,524.85 |
0.37% |
| GEN DIGITAL INC 7.125%, due 09/30/2030 |
|
668771AL2 |
1,931,000 |
$1,959,055.50 |
0.35% |
| ALTICE FRANCE SA 5.50%, due 01/15/2028 |
|
02156LAC5 |
2,511,000 |
$1,942,923.92 |
0.34% |
| GARTNER INC 4.50%, due 07/01/2028 |
|
366651AC1 |
2,000,000 |
$1,904,048.40 |
0.34% |
| ORACLE CORP 6.50%, due 04/15/2038 |
|
68389XAE5 |
1,796,000 |
$1,915,192.76 |
0.34% |
| UNIVISION COMMUNICATIONS 6.625%, due 06/01/2027 |
|
914906AU6 |
2,027,000 |
$1,941,306.35 |
0.34% |
| MH SUB I LLC INET TL 1L USD |
LX168014 |
|
1,881,280 |
$1,881,947.41 |
0.33% |
| THE BRINK'S CO 4.625%, due 10/15/2027 |
|
109696AA2 |
2,000,000 |
$1,877,147.40 |
0.33% |
| BOXER PARENT CO INC BMC TL B 1L USD |
LX192761 |
|
1,817,996 |
$1,797,016.49 |
0.32% |
| BROADSTREET PARTNERS INC 5.875%, due 04/15/2029 |
|
11135RAA3 |
2,092,000 |
$1,822,695.80 |
0.32% |
| OPEN TEXT CORP 3.875%, due 12/01/2029 |
|
683715AD8 |
2,108,000 |
$1,790,142.78 |
0.32% |
| CAESARS ENTERTAINMENT INC 4.625%, due 10/15/2029 |
|
12769GAA8 |
1,999,000 |
$1,742,484.31 |
0.31% |
| WASTE PRO USA INC 5.50%, due 02/15/2026 |
|
94107JAA1 |
1,907,000 |
$1,762,721.47 |
0.31% |
| ALTERYX INC 8.75%, due 03/15/2028 |
|
02156BAG8 |
1,631,000 |
$1,589,942.71 |
0.28% |
| ENERGIZER HOLDINGS INC 4.75%, due 06/15/2028 |
|
29272WAC3 |
1,746,000 |
$1,567,227.06 |
0.28% |
| GO DADDY OPCO/FINCO 3.50%, due 03/01/2029 |
|
38016LAC9 |
1,816,000 |
$1,587,192.17 |
0.28% |
| WCG PURCHASER CORP WESINS TL B 1L USD |
LX184508 |
|
1,655,270 |
$1,585,963.40 |
0.28% |
| VICI PROPERTIES / NOTE 3.50%, due 02/15/2025 |
|
92564RAC9 |
1,624,000 |
$1,551,378.60 |
0.27% |
| CCO HLDGS LLC/CAP CORP 7.375%, due 03/03/2031 |
|
1248EPCT8 |
1,544,000 |
$1,496,046.45 |
0.26% |
| ION TRADING TECHNOLOGIES 5.75%, due 05/15/2028 |
|
46205YAA9 |
1,721,000 |
$1,456,215.57 |
0.26% |
| VISTRA CORP 5%, due 07/31/2027 |
|
92840VAF9 |
1,588,000 |
$1,496,843.56 |
0.26% |
| ACADIA HEALTHCARE CO INC 5%, due 04/15/2029 |
|
00404AAP4 |
1,510,000 |
$1,399,133.05 |
0.25% |
| CSC HOLDINGS LLC CVC TL B 1L USD |
LX161695 |
|
1,550,345 |
$1,425,674.27 |
0.25% |
| CSC HOLDINGS LLC 4.625%, due 12/01/2030 |
|
126307BD8 |
3,000,000 |
$1,340,066.40 |
0.24% |
| OPEN TEXT CORP OTEXCN TL B 1L USD |
LX173629 |
|
1,337,534 |
$1,337,440.42 |
0.24% |
| BOYD GAMING CORP 4.75%, due 06/15/2031 |
|
103304BV2 |
1,438,000 |
$1,292,791.05 |
0.23% |
| CSC HOLDINGS LLC 7.50%, due 04/01/2028 |
|
126307AY3 |
2,370,000 |
$1,304,439.71 |
0.23% |
| FILTRATION GROUP CORP FILGRO TL 1L USD |
LX212727 |
|
1,330,403 |
$1,321,755.56 |
0.23% |
| PRESTIGE BRANDS INC 5.125%, due 01/15/2028 |
|
74112BAL9 |
1,389,000 |
$1,328,328.48 |
0.23% |
| TENET HEALTHCARE CORP 5.125%, due 11/01/2027 |
|
88033GDB3 |
1,358,000 |
$1,311,802.06 |
0.23% |
| OPEN TEXT HOLDINGS INC 4.125%, due 12/01/2031 |
|
683720AC0 |
1,513,000 |
$1,271,237.28 |
0.22% |
| TENET HEALTHCARE CORP 4.625%, due 06/15/2028 |
|
88033GDH0 |
1,329,000 |
$1,248,729.07 |
0.22% |
| GFL ENVIRONMENTAL INC 4%, due 08/01/2028 |
|
36168QAL8 |
1,300,000 |
$1,177,884.57 |
0.21% |
| GTCR AP FINANCE INC 8%, due 05/15/2027 |
|
40060QAA3 |
1,211,000 |
$1,184,089.52 |
0.21% |
| RADIATE HOLDCO / FINANCE 6.50%, due 09/15/2028 |
|
75026JAE0 |
2,284,000 |
$1,156,514.83 |
0.20% |
| UKG INC ULTI TL 1L USD |
LX200653 |
|
1,200,000 |
$1,157,064.00 |
0.20% |
| ENERGIZER HOLDINGS INC 6.50%, due 12/31/2027 |
|
29272WAF6 |
1,121,000 |
$1,081,641.69 |
0.19% |
| ORACLE CORP 6.15%, due 11/09/2029 |
|
68389XCH6 |
1,000,000 |
$1,050,638.98 |
0.19% |
| ORACLE CORP 6.25%, due 11/09/2032 |
|
68389XCJ2 |
1,000,000 |
$1,056,649.46 |
0.19% |
| CCO HLDGS LLC/CAP CORP 4.25%, due 02/01/2031 |
|
1248EPCK7 |
1,155,000 |
$943,698.21 |
0.17% |
| CEMEX SAB DE CV N/C, 5.45%, due 11/19/2029 |
|
151290BV4 |
973,000 |
$948,250.97 |
0.17% |
| HUB INTERNATIONAL LTD HBGCN TL B 1L USD |
LX209142 |
|
943,788 |
$936,006.92 |
0.17% |
| LPL HOLDINGS INC 4.625%, due 11/15/2027 |
|
50212YAC8 |
1,045,000 |
$972,450.67 |
0.17% |
| BALL CORP 6.875%, due 03/15/2028 |
|
058498AY2 |
903,000 |
$928,814.06 |
0.16% |
| FOUR SEASONS HOTELS LTD FSHCN TL 1L USD |
LX209372 |
|
877,231 |
$881,069.34 |
0.16% |
| MPH ACQUISITION HOLDINGS 5.75%, due 11/01/2028 |
|
553283AC6 |
1,296,000 |
$926,388.04 |
0.16% |
| NORDSTROM INC 4.375%, due 04/01/2030 |
|
655664AT7 |
1,146,000 |
$922,898.64 |
0.16% |
| PETSMART INC PETM TL B 1L USD |
LX192365 |
|
905,500 |
$895,693.78 |
0.16% |
| RADIATE HOLDCO / FINANCE 4.50%, due 09/15/2026 |
|
75026JAC4 |
1,149,000 |
$879,885.59 |
0.16% |
| SRS DISTRIBUTION INC 6.125%, due 07/01/2029 |
|
78471RAC0 |
1,035,000 |
$865,157.17 |
0.15% |
| ALTICE FRANCE SA 5.125%, due 01/15/2029 |
|
02156LAE1 |
1,000,000 |
$724,298.80 |
0.13% |
| APPLIED SYSTEMS INC APPSYS TL B-EXT 1L USD |
LX209442 |
|
709,332 |
$709,820.94 |
0.13% |
| BLACK KNIGHT INFOSERV LLC 3.625%, due 09/01/2028 |
|
092174AA9 |
811,000 |
$742,065.00 |
0.13% |
| STANDARD INDUSTRIES INC 4.375%, due 07/15/2030 |
|
853496AG2 |
858,000 |
$746,939.61 |
0.13% |
| ASURION LLC Variable rate, due 2/5/2028 |
LX192294 |
|
798,268 |
$659,070.41 |
0.12% |
| ENCOMPASS HEALTH CORP 4.75%, due 02/01/2030 |
|
29261AAB6 |
718,000 |
$662,531.70 |
0.12% |
| GFL ENVIRONMENTAL INC 4.75%, due 06/15/2029 |
|
36168QAN4 |
716,000 |
$658,199.68 |
0.12% |
| BAXTER INTERNATIONAL INC 1.322%, due 11/29/2024 |
|
071813CH0 |
652,000 |
$611,908.66 |
0.11% |
| CSC HOLDINGS LLC 11.25%, due 05/15/2028 |
|
126307BM8 |
667,000 |
$638,585.80 |
0.11% |
| LABL INC 9.50%, due 11/01/2028 |
|
50168QAE5 |
612,000 |
$617,355.00 |
0.11% |
| LAMB WESTON HLD 4.875%, due 05/15/2028 |
|
513272AC8 |
623,000 |
$603,650.06 |
0.11% |
| OWENS-BROCKWAY 7.25%, due 05/15/2031 |
|
69073TAU7 |
600,000 |
$614,250.00 |
0.11% |
| PARK INTERMED HOLDINGS 4.875%, due 05/15/2029 |
|
70052LAC7 |
724,000 |
$630,730.70 |
0.11% |
| SEALED AIR/SEALED AIR US 6.125%, due 02/01/2028 |
|
812127AA6 |
617,000 |
$612,988.57 |
0.11% |
| VMWARE INC 1%, due 08/15/2024 |
|
928563AH8 |
652,000 |
$615,667.98 |
0.11% |
| ENERGIZER HOLDINGS INC 4.375%, due 03/31/2029 |
|
29272WAD1 |
650,000 |
$565,435.00 |
0.10% |
| HCA INC 5.375%, due 09/01/2026 |
|
404121AH8 |
569,000 |
$565,342.97 |
0.10% |
| MGM RESORTS INTL 5.75%, due 06/15/2025 |
|
552953CE9 |
582,000 |
$580,943.64 |
0.10% |
| TRANSDIGM INC 6.75%, due 08/15/2028 |
|
893647BR7 |
556,000 |
$559,595.10 |
0.10% |
| TRIVIUM PACKAGING FIN 5.50%, due 08/15/2026 |
|
89686QAA4 |
597,000 |
$575,889.82 |
0.10% |
| US FOODS INC 4.75%, due 02/15/2029 |
|
90290MAD3 |
603,000 |
$557,451.54 |
0.10% |
| SEALED AIR CORP 5%, due 04/15/2029 |
|
81211KBA7 |
566,000 |
$529,040.20 |
0.09% |
| STANDARD INDUSTRIES INC 4.75%, due 01/15/2028 |
|
853496AD9 |
574,000 |
$531,762.90 |
0.09% |
| XHR LP 4.875%, due 06/01/2029 |
|
98372MAC9 |
575,000 |
$493,773.93 |
0.09% |
| DAVITA INC 3.75%, due 02/15/2031 |
|
23918KAT5 |
551,000 |
$444,652.48 |
0.08% |
| GFL ENVIRONMENTAL INC 3.75%, due 08/01/2025 |
|
36168QAK0 |
473,000 |
$450,687.93 |
0.08% |
| LABL INC 10.50%, due 07/15/2027 |
|
50168AAA8 |
471,000 |
$443,091.74 |
0.08% |
| MSCI INC 3.25%, due 08/15/2033 |
|
55354GAQ3 |
565,000 |
$453,636.63 |
0.08% |
| SCRIPPS ESCROW II INC 3.875%, due 01/15/2029 |
|
81105DAA3 |
611,000 |
$474,368.18 |
0.08% |
| ALTICE FRANCE SA SFRFP TL B13 1L USD |
LX174852 |
|
453,105 |
$412,821.64 |
0.07% |
| HEALTHEQUITY INC 4.50%, due 10/01/2029 |
|
42226AAA5 |
397,000 |
$353,805.17 |
0.06% |
| PENSKE AUTOMOTIVE GROUP 3.50%, due 09/01/2025 |
|
70959WAJ2 |
333,000 |
$318,813.20 |
0.06% |
| RITCHIE BROS HLDGS INC 7.75%, due 03/15/2031 |
|
76774LAC1 |
300,000 |
$314,565.00 |
0.06% |
| WMG ACQUISITION CORP 3%, due 02/15/2031 |
|
92933BAR5 |
394,000 |
$319,799.95 |
0.06% |
| OWENS & MINOR INC 4.50%, due 03/31/2029 |
|
690732AF9 |
330,000 |
$270,986.01 |
0.05% |
| RITCHIE BROS HLDGS INC 6.75%, due 03/15/2028 |
|
76774LAB3 |
300,000 |
$305,625.00 |
0.05% |
| SEAWORLD PARKS & ENTERTAINMENT 5.25%, due 08/15/2029 |
|
81282UAG7 |
283,000 |
$257,614.90 |
0.05% |
| SENSATA TECHNOLOGIES INC 3.75%, due 02/15/2031 |
|
81728UAB0 |
333,000 |
$286,774.97 |
0.05% |
| SIRIUS XM RADIO INC 5.50%, due 07/01/2029 |
|
82967NBC1 |
343,000 |
$306,762.84 |
0.05% |
| TENET HEALTHCARE CORP 4.875%, due 01/01/2026 |
|
88033GCZ1 |
302,000 |
$295,106.94 |
0.05% |
| WYNDHAM HOTELS & RESORTS 4.375%, due 08/15/2028 |
|
98311AAB1 |
289,000 |
$267,007.10 |
0.05% |
| Akorn Oct 2020 Equity |
.AKRX |
|
220,989 |
$207,177.19 |
0.04% |
| SCIENTIFIC GAMES HOLDINGS LP/FINCO 6.625%, due 03/01/2030 |
|
80874DAA4 |
284,000 |
$249,597.66 |
0.04% |
| ALLIANT HOLD / CO-ISSUER 5.875%, due 11/01/2029 |
|
01883LAD5 |
210,000 |
$180,382.42 |
0.03% |
| CSC HOLDINGS LLC 3.375%, due 02/15/2031 |
|
126307BF3 |
250,000 |
$172,491.15 |
0.03% |
| MGM RESORTS INTL 6.75%, due 05/01/2025 |
|
552953CG4 |
170,000 |
$170,810.73 |
0.03% |
| OPEN TEXT CORP 6.90%, due 12/01/2027 |
|
683715AF3 |
189,000 |
$194,120.96 |
0.03% |
| PACTIV LLC N/C, 7.95%, due 12/15/2025 |
|
880394AB7 |
180,000 |
$182,737.18 |
0.03% |
| ASCENSUS HOLDINGS INC Variable rate, due 08/02/2029 |
LX194868 |
|
142,291 |
$125,216.34 |
0.02% |
| BOOZ ALLEN HAMILTON INC 3.875%, due 09/01/2028 |
|
09951LAA1 |
158,000 |
$140,879.05 |
0.02% |
| DIRECTV FIN LLC/COINC 5.875%, due 08/15/2027 |
|
25461LAA0 |
143,000 |
$127,415.66 |
0.02% |
| ION TRADING FINANCE LTD IONTRA TL B 1L USD |
LX193674 |
|
111,543 |
$107,627.68 |
0.02% |
| PETSMART INC/PETSMART FIN 4.75%, due 02/15/2028 |
|
71677KAA6 |
150,000 |
$140,081.99 |
0.02% |
| CAESARS ENTERTAINMENT INC 7%, due 02/15/2030 |
|
12769GAB6 |
77,000 |
$78,030.18 |
0.01% |
| CDI ESCROW ISSUER INC 5.75%, due 04/01/2030 |
|
12511VAA6 |
71,000 |
$67,353.43 |
0.01% |
| CROWN AMERICAS LLC 5.25%, due 04/01/2030 |
|
228180AB1 |
75,000 |
$71,806.31 |
0.01% |
| FRONT RANGE BIDCO INC ZAYO TL 1L USD |
LX185593 |
|
61,000 |
$47,185.94 |
0.01% |
| GROUP 1 AUTOMOTIVE INC 4%, due 08/15/2028 |
|
398905AN9 |
83,000 |
$73,777.29 |
0.01% |
| GYP HOLDINGS III CORP 4.625%, due 05/01/2029 |
|
36261NAA5 |
74,000 |
$64,821.04 |
0.01% |
| VICI PROPERTIES / NOTE 3.75%, due 02/15/2027 |
|
92564RAD7 |
60,000 |
$55,700.70 |
0.01% |
| ZAYO GROUP HOLDINGS INC 4%, due 03/01/2027 |
|
98919VAA3 |
61,000 |
$43,500.44 |
0.01% |
| CINEWORLD EQUITY WARRANT |
.CINELN.LN |
|
367,144 |
$12,570.60 |
0.00% |
| MARKIT CDX.NA.HY.40 06/28 ICE |
CXHY4005Y |
|
15,000,000 |
($299,481.83) |
-0.05% |
| US Dollar |
$USD |
|
-337,556 |
($337,555.78) |
-0.06% |
Holdings are subject to change.
|
|
The information presented is not intended to constitute an investment recommendation for, or advice to, any specific person. By providing this information, First Trust is not undertaking to give advice in any fiduciary capacity within the meaning of ERISA, the Internal Revenue Code or any other regulatory framework. Financial professionals are responsible for evaluating investment risks independently and for exercising independent judgment in determining whether investments are appropriate for their clients.
|