|
|
 |
|
Holdings of the Fund as of 1/21/2021
Total Number of Holdings (excluding cash): 235
| ASURION LLC Variable rate, due 07/13/2025 |
LX167087 |
|
35,381,364 |
$35,609,927.24 |
4.50% |
| VVC HOLDING CORP VVCHOL TL B 1L USD |
LX178382 |
|
24,873,419 |
$24,966,694.45 |
3.16% |
| ENDO DAC/FIN LLC/FINCO 9.50%, due 07/31/2027 |
|
29273DAB6 |
17,584,000 |
$20,298,530.01 |
2.57% |
| TENET HEALTHCARE CORP 6.25%, due 02/01/2027 |
|
88033GCX6 |
19,000,000 |
$20,102,000.00 |
2.54% |
| MALLINCKRODT FIN/SB 10%, due 04/15/2025 |
|
561233AG2 |
18,000,000 |
$19,710,000.00 |
2.49% |
| CEMEX SAB DE CV 7.375%, due 06/05/2027 |
|
151290BW2 |
16,450,000 |
$18,657,590.00 |
2.36% |
| ALLIANT HOLD / CO-ISSUER 6.75%, due 10/15/2027 |
|
01883LAA1 |
15,919,000 |
$16,958,033.13 |
2.15% |
| CHANGE HEALTH / FIN INC 5.75%, due 03/01/2025 |
|
15911NAA3 |
15,452,000 |
$15,938,119.92 |
2.02% |
| MA FINANCECO LLC MCROLN TL B 1L USD |
LX185951 |
|
14,906,250 |
$15,204,375.00 |
1.92% |
| CINEMARK USA INC 5.125%, due 12/15/2022 |
|
172441AX5 |
15,169,000 |
$14,874,380.12 |
1.88% |
| US RENAL CARE INC USRENA TL B 1L USD |
LX180756 |
|
14,412,140 |
$14,436,208.49 |
1.83% |
| IHEARTCOMMUNICATIONS INC IHRT TL B 1L USD |
LX189057 |
|
13,534,926 |
$13,625,204.43 |
1.72% |
| VERSCEND HOLDING CORP VCVHHO TL B 1L USD |
LX175332 |
|
12,932,208 |
$13,005,016.28 |
1.64% |
| SINCLAIR TELEVISION GROUP 5.125%, due 02/15/2027 |
|
829259AW0 |
11,911,000 |
$12,111,998.13 |
1.53% |
| SURGERY CENTER HOLDINGS INC SURCEN TL 1L USD |
LX187846 |
|
11,796,820 |
$12,091,740.68 |
1.53% |
| PAR PHARMACEUTICAL INC 7.50%, due 04/01/2027 |
|
69888XAA7 |
10,850,000 |
$11,793,516.00 |
1.49% |
| ZELIS PAYMENTS BUYER INC STRATO TL B 1L USD |
LX182850 |
|
11,568,444 |
$11,632,764.28 |
1.47% |
| MPH ACQUISITION HOLDINGS 5.75%, due 11/01/2028 |
|
553283AC6 |
11,328,000 |
$11,143,806.72 |
1.41% |
| AERCAP IRELAND CAP/GLOBAL 3.875%, due 01/23/2028 |
|
00774MAE5 |
9,800,000 |
$10,590,723.29 |
1.34% |
| AMWINS GROUP INC 7.75%, due 07/01/2026 |
|
031921AA7 |
9,475,000 |
$10,195,668.50 |
1.29% |
| HYLAND SOFTWARE INC HSI TL 1L USD |
LX176492 |
|
9,989,451 |
$10,064,372.22 |
1.27% |
| MH SUB I LLC INET TL 1L USD |
LX188695 |
|
9,950,000 |
$9,989,402.00 |
1.26% |
| SINCLAIR TELEVISION GROUP 5.875%, due 03/15/2026 |
|
829259AU4 |
9,589,000 |
$9,898,820.59 |
1.25% |
| BOYD GAMING CORP 6.375%, due 04/01/2026 |
|
103304BM2 |
9,305,000 |
$9,666,871.45 |
1.22% |
| TEGNA INC 5%, due 09/15/2029 |
|
87901JAH8 |
9,000,000 |
$9,503,460.00 |
1.20% |
| FRONTIER COMMUNICATIONS 6.75%, due 05/01/2029 |
|
35906ABG2 |
8,783,000 |
$9,436,235.64 |
1.19% |
| GLOBAL MEDICAL RESPONSE 6.50%, due 10/01/2025 |
|
37960BAA3 |
9,008,000 |
$9,312,020.00 |
1.18% |
| IHEARTCOMMUNICATIONS INC 8.375%, due 05/01/2027 |
|
45174HBD8 |
8,650,000 |
$9,304,675.27 |
1.18% |
| GRAHAM PACKAGING/GPC CAP 7.125%, due 08/15/2028 |
|
384701AA6 |
8,397,000 |
$9,210,459.39 |
1.17% |
| SOLARWINDS HOLDINGS INC SWI TL 1L USD |
LX171686 |
|
9,465,664 |
$9,244,073.22 |
1.17% |
| BAUSCH HEALTH COS INC 7.25%, due 05/30/2029 |
|
071734AF4 |
8,150,000 |
$9,209,581.50 |
1.16% |
| HUB INTERNATIONAL LTD HBGCN TL B 1L USD |
LX192052 |
|
8,849,305 |
$8,876,561.08 |
1.12% |
| GRAY TELEVISION INC 7%, due 05/15/2027 |
|
389284AA8 |
8,000,000 |
$8,759,200.00 |
1.11% |
| PG&E CORP 5.25%, due 07/01/2030 |
|
69331CAJ7 |
8,000,000 |
$8,790,000.00 |
1.11% |
| CAESARS ENTERTAINMENT INC 6.25%, due 07/01/2025 |
|
28470RAH5 |
8,082,000 |
$8,589,529.42 |
1.09% |
| UNIVISION COMMUNICATIONS 6.625%, due 06/01/2027 |
|
914906AU6 |
8,048,000 |
$8,600,334.24 |
1.09% |
| LOGMEIN INC LOGM TL B 1L USD |
LX185343 |
|
8,525,743 |
$8,557,714.07 |
1.08% |
| IRB HOLDING CORP 6.75%, due 02/15/2026 |
|
44988MAA3 |
8,118,000 |
$8,422,749.72 |
1.07% |
| HUB INTERNATIONAL LTD 7%, due 05/01/2026 |
|
44332PAD3 |
8,000,000 |
$8,358,040.01 |
1.06% |
| GREENEDEN US HOLDINGS II GCTI TL B 1L USD |
LX190170 |
|
8,207,956 |
$8,279,776.09 |
1.05% |
| NEXSTAR BROADCASTING INC 5.625%, due 07/15/2027 |
|
65343HAA9 |
7,563,000 |
$8,052,212.66 |
1.02% |
| MH SUB I LLC Variable rate, due 08/16/2025 |
LX168015 |
|
7,855,556 |
$7,881,714.56 |
1.00% |
| BAUSCH HEALTH COS INC 5.25%, due 01/30/2030 |
|
071734AJ6 |
7,500,000 |
$7,845,900.00 |
0.99% |
| BAUSCH HEALTH COS INC 6.125%, due 04/15/2025 |
|
91831AAC5 |
7,600,000 |
$7,807,100.00 |
0.99% |
| Morgan Stanley Institutional Liquidity Fund - Treasury Portfolio |
MISXX |
61747C582 |
7,767,836 |
$7,767,836.20 |
0.98% |
| EPICOR SOFTWARE CORP EGLPT TL B 1L USD |
LX189137 |
|
7,613,508 |
$7,677,766.19 |
0.97% |
| PLAYTIKA HOLDING CORP PLAHOL TL B 1L USD |
LX184112 |
|
7,407,732 |
$7,455,067.32 |
0.94% |
| CEMEX SAB DE CV 7.75%, due 04/16/2026 |
|
151290BU6 |
7,000,000 |
$7,376,250.00 |
0.93% |
| KAR AUCTION SERVICES INC 5.125%, due 06/01/2025 |
|
48238TAA7 |
6,836,000 |
$7,039,371.00 |
0.89% |
| BOYD GAMING CORP 6%, due 08/15/2026 |
|
103304BQ3 |
6,695,000 |
$6,961,432.55 |
0.88% |
| COMMSCOPE TECH LLC 5%, due 03/15/2027 |
|
20338HAB9 |
7,000,000 |
$6,951,875.01 |
0.88% |
| CAESARS ENTERTAINMENT INC 8.125%, due 07/01/2027 |
|
28470RAK8 |
6,000,000 |
$6,667,830.00 |
0.84% |
| GATES GLOBAL/GATES CORP 6.25%, due 01/15/2026 |
|
36740LAA0 |
6,315,000 |
$6,656,199.45 |
0.84% |
| MILEAGE PLUS HLDINGS LLC 6.50%, due 06/20/2027 |
|
599191AA1 |
6,000,000 |
$6,596,250.01 |
0.83% |
| PG&E CORP 5%, due 07/01/2028 |
|
69331CAH1 |
6,117,000 |
$6,522,710.03 |
0.83% |
| SCIENTIFIC GAMES INTERNATIONAL 8.625%, due 07/01/2025 |
|
80874YBG4 |
6,000,000 |
$6,540,000.00 |
0.83% |
| DIAMOND SPORTS GR/DIAMON 6.625%, due 08/15/2027 |
|
25277LAC0 |
9,524,000 |
$6,464,415.00 |
0.82% |
| PG&E CORP PCG TL B-EXIT 1L USD |
LX188801 |
|
6,383,226 |
$6,475,017.25 |
0.82% |
| SPIRIT AEROSYSTEMS INC 7.50%, due 04/15/2025 |
|
85205TAL4 |
6,000,000 |
$6,446,280.00 |
0.82% |
| BANFF MERGER SUB INC BMC TL B 1L USD |
LX174341 |
|
6,298,498 |
$6,321,802.14 |
0.80% |
| ZAYO GROUP HOLDINGS INC 6.125%, due 03/01/2028 |
|
98919VAB1 |
6,009,000 |
$6,363,651.18 |
0.80% |
| COMMSCOPE TECH LLC 6%, due 06/15/2025 |
|
20337YAA5 |
6,190,000 |
$6,283,469.00 |
0.79% |
| SOLERA LLC / SOLERA FINA 10.50%, due 03/01/2024 |
|
83422AAA1 |
5,975,000 |
$6,185,919.30 |
0.78% |
| CAESARS RESORT COLLECTIO CAERES TL 1L USD |
LX168784 |
|
6,163,796 |
$6,116,951.21 |
0.77% |
| APPLIED SYSTEMS INC Variable rate, due 09/18/2025 |
LX168509 |
|
6,000,000 |
$6,032,520.00 |
0.76% |
| VERSCEND ESCROW CORP 9.75%, due 08/15/2026 |
|
92535WAA8 |
5,580,000 |
$6,043,837.50 |
0.76% |
| GRAY TELEVISION INC 5.875%, due 07/15/2026 |
|
389375AJ5 |
5,708,000 |
$5,961,292.50 |
0.75% |
| FORD MOTOR COMPANY 9.625%, due 04/22/2030 |
|
345370CX6 |
4,043,000 |
$5,743,283.65 |
0.73% |
| AERCAP IRELAND CAP/GLOBAL 6.50%, due 07/15/2025 |
|
00774MAN5 |
4,777,000 |
$5,685,906.13 |
0.72% |
| SCRIPPS ESCROW INC 5.875%, due 07/15/2027 |
|
81104PAA7 |
5,296,000 |
$5,574,040.00 |
0.71% |
| TENN MERGER SUB INC TMH TL B 1L USD |
LX156377 |
|
5,968,992 |
$5,519,168.99 |
0.70% |
| US RENAL CARE INC 10.625%, due 07/15/2027 |
|
07335BAA4 |
5,000,000 |
$5,503,125.00 |
0.70% |
| CSC HOLDINGS LLC 5.75%, due 01/15/2030 |
|
126307BA4 |
5,000,000 |
$5,436,275.00 |
0.69% |
| SUMMIT MATERIALS LLC/FIN 5.25%, due 01/15/2029 |
|
86614RAN7 |
5,167,000 |
$5,489,937.50 |
0.69% |
| BELLRING BRANDS LLC BELBRN TL 1L USD |
LX183090 |
|
5,302,777 |
$5,343,873.46 |
0.68% |
| US Dollar |
$USD |
|
5,354,629 |
$5,354,629.27 |
0.68% |
| CALPINE CORP 5.125%, due 03/15/2028 |
|
131347CN4 |
5,066,000 |
$5,275,808.39 |
0.67% |
| VERTICAL US NEWCO INC 5.25%, due 07/15/2027 |
|
92537RAA7 |
5,000,000 |
$5,280,700.00 |
0.67% |
| SS&C TECHNOLOGIES INC 5.50%, due 09/30/2027 |
|
78466CAC0 |
4,917,000 |
$5,218,166.25 |
0.66% |
| TENET HEALTHCARE CORP 7%, due 08/01/2025 |
|
88033GCW8 |
5,000,000 |
$5,184,375.00 |
0.66% |
| IRB HOLDING CORP 7%, due 06/15/2025 |
|
44988MAC9 |
4,755,000 |
$5,168,114.40 |
0.65% |
| US FOODS INC 5.875%, due 06/15/2024 |
|
90290MAB7 |
5,078,000 |
$5,128,043.69 |
0.65% |
| XEROX HOLDINGS CORP 5%, due 08/15/2025 |
|
98421MAA4 |
4,833,000 |
$5,139,895.50 |
0.65% |
| MALLINCKRODT FIN/SB 10%, due 04/15/2025 |
|
561233AE7 |
5,600,000 |
$5,082,000.00 |
0.64% |
| NORDSTROM INC 4%, due 03/15/2027 |
|
655664AS9 |
5,040,000 |
$5,040,870.26 |
0.64% |
| APPLIED SYSTEMS INC APPSYS TL B 1L USD |
LX168507 |
|
4,974,300 |
$4,986,984.77 |
0.63% |
| PACKERS HOLDINGS LLC PCKHLD TL 1L USD |
LX169537 |
|
4,974,359 |
$4,980,576.92 |
0.63% |
| ARAMARK SERVICES INC 5%, due 02/01/2028 |
|
038522AQ1 |
4,706,000 |
$4,916,593.50 |
0.62% |
| ASSUREDPARTNERS INC 5.625%, due 01/15/2029 |
|
04624VAB5 |
4,723,000 |
$4,882,401.25 |
0.62% |
| SCIENTIFIC GAMES INTERNATIO SGMS TL B5 1L USD |
LX171269 |
|
4,974,425 |
$4,922,193.10 |
0.62% |
| ALBERTSONS COS/SAFEWAY 7.50%, due 03/15/2026 |
|
013092AA9 |
4,372,000 |
$4,850,187.50 |
0.61% |
| ARAMARK SERVICES INC 4.75%, due 06/01/2026 |
|
038522AN8 |
4,471,000 |
$4,576,068.50 |
0.58% |
| OWENS-BROCKWAY 6.625%, due 05/13/2027 |
|
69073TAT0 |
4,253,000 |
$4,601,214.38 |
0.58% |
| CAESARS RESORT / FINCO 5.25%, due 10/15/2025 |
|
12652AAA1 |
4,500,000 |
$4,528,417.50 |
0.57% |
| FORD MOTOR COMPANY 8.50%, due 04/21/2023 |
|
345370CV0 |
4,021,000 |
$4,528,651.25 |
0.57% |
| LIVE NATION ENTERTAINMENT 5.625%, due 03/15/2026 |
|
538034AN9 |
4,380,000 |
$4,507,020.00 |
0.57% |
| PIKE CORP 5.50%, due 09/01/2028 |
|
721283AA7 |
4,301,000 |
$4,505,297.50 |
0.57% |
| CROWN FINANCE US INC CINELN TL B 1L USD |
LX182972 |
|
5,969,811 |
$4,450,016.25 |
0.56% |
| BALLY'S CORP 6.75%, due 06/01/2027 |
|
90171VAA3 |
4,000,000 |
$4,317,500.00 |
0.55% |
| MGM RESORTS INTL 6.75%, due 05/01/2025 |
|
552953CG4 |
4,029,000 |
$4,332,484.44 |
0.55% |
| MILANO ACQUISITION CORP MILACQ TL 1L USD |
LX189433 |
|
4,294,499 |
$4,310,603.12 |
0.55% |
| BAUSCH HEALTH AMERICAS 8.50%, due 01/31/2027 |
|
91911XAW4 |
3,854,000 |
$4,293,028.42 |
0.54% |
| CUMULUS MEDIA NEW HLDGS 6.75%, due 07/01/2026 |
|
23110AAA4 |
4,215,000 |
$4,303,873.28 |
0.54% |
| IRB HOLDING CORP ARGIHC TL B 1L USD |
LX185405 |
|
4,223,286 |
$4,228,565.47 |
0.53% |
| LIVE NATION ENTERTAINMENT 4.875%, due 11/01/2024 |
|
538034AK5 |
4,000,000 |
$4,064,000.00 |
0.51% |
| DAVITA INC 4.625%, due 06/01/2030 |
|
23918KAS7 |
3,729,000 |
$3,950,409.38 |
0.50% |
| SELECT MEDICAL CORP 6.25%, due 08/15/2026 |
|
816196AT6 |
3,605,000 |
$3,867,407.95 |
0.49% |
| CAESARS RESORT COLLECTIO CGPHLC TL B 1L USD |
LX188823 |
|
3,782,188 |
$3,789,298.02 |
0.48% |
| CEMEX SAB DE CV N/C, 5.45%, due 11/19/2029 |
|
151290BV4 |
3,505,000 |
$3,821,151.00 |
0.48% |
| CHG HEALTHCARE SERVICES INC COMHEA TL 1L USD |
LX170133 |
|
3,785,042 |
$3,796,889.63 |
0.48% |
| BANFF MERGER SUB INC 9.75%, due 09/01/2026 |
|
05988LAA6 |
3,500,000 |
$3,754,275.00 |
0.47% |
| ENDO DAC/FIN LLC/FINCO 6%, due 06/30/2028 |
|
29273DAC4 |
4,318,000 |
$3,739,431.18 |
0.47% |
| EPICOR SOFTWARE CORP Variable rate, due 07/30/2028 |
LX189138 |
|
3,500,000 |
$3,686,655.01 |
0.47% |
| CAESARS RESORT / FINCO 5.75%, due 07/01/2025 |
|
12770RAA1 |
3,471,000 |
$3,666,243.75 |
0.46% |
| WEST STREET MERGER SUB 6.375%, due 09/01/2025 |
|
95616AAA1 |
3,527,000 |
$3,635,014.38 |
0.46% |
| ADMI CORP ASPDEN TL B 1L USD |
LX191215 |
|
3,471,216 |
$3,497,250.61 |
0.44% |
| NORDSTROM INC 8.75%, due 05/15/2025 |
|
655664AU4 |
3,000,000 |
$3,363,952.29 |
0.43% |
| ALMONDE INC MSYLN TL B 1L USD |
LX163228 |
|
3,330,972 |
$3,312,584.95 |
0.42% |
| MH SUB I LLC INET TL 1L USD |
LX168014 |
|
3,290,916 |
$3,293,252.49 |
0.42% |
| CSC HOLDINGS LLC 7.50%, due 04/01/2028 |
|
126307AY3 |
2,850,000 |
$3,188,437.50 |
0.40% |
| FIRSTCASH INC 4.625%, due 09/01/2028 |
|
33767DAB1 |
3,056,000 |
$3,169,285.92 |
0.40% |
| GRAHAM PACKAGING/GPC CAP REYN TL 1L USD |
LX189206 |
|
3,151,592 |
$3,170,122.92 |
0.40% |
| BAUSCH HEALTH COS INC 5%, due 01/30/2028 |
|
071734AH0 |
3,000,000 |
$3,108,750.00 |
0.39% |
| CSC HOLDINGS LLC 4.625%, due 12/01/2030 |
|
126307BD8 |
3,000,000 |
$3,080,625.01 |
0.39% |
| LPL HOLDINGS INC 5.75%, due 09/15/2025 |
|
50212YAB0 |
3,000,000 |
$3,106,500.00 |
0.39% |
| TEGNA INC 4.625%, due 03/15/2028 |
|
87901JAE5 |
3,000,000 |
$3,061,875.00 |
0.39% |
| VIRGIN MEDIA FINANCE PLC 5%, due 07/15/2030 |
|
92769VAJ8 |
3,000,000 |
$3,121,425.00 |
0.39% |
| Akorn Oct 2020 Equity |
.AKRX |
996UYPZZ3 |
220,989 |
$2,983,351.50 |
0.38% |
| ARAMARK SERVICES INC 6.375%, due 05/01/2025 |
|
038522AR9 |
2,794,000 |
$2,975,610.00 |
0.38% |
| BROADSTREET PARTNERS INC BROPAR TL B 1L USD |
LX189364 |
|
2,973,629 |
$2,988,496.72 |
0.38% |
| PORTILLO'S HOLDINGS LLC PORTIL TL 1L USD |
LX184412 |
|
2,984,887 |
$2,977,424.43 |
0.38% |
| BOXER PARENT CO INC 9.125%, due 03/01/2026 |
|
103186AC6 |
2,724,000 |
$2,935,110.00 |
0.37% |
| CITYCENTER HOLDINGS LLC CCTRH TL B 1L USD |
LX162717 |
|
2,984,536 |
$2,963,823.40 |
0.37% |
| GOLDEN NUGGET NUGGET TL B 1L USD |
LX168592 |
|
2,983,167 |
$2,941,342.97 |
0.37% |
| NEXSTAR BROADCASTING INC 4.75%, due 11/01/2028 |
|
65336YAN3 |
2,809,000 |
$2,910,475.14 |
0.37% |
| FRONTIER COMMUNICATIONS FTR DIP-TL B 1L USD |
LX190155 |
|
2,831,226 |
$2,838,303.64 |
0.36% |
| HAH GROUP HOLDING CO LLC HAHGRO TL 1L USD |
LX190237 |
|
2,674,903 |
$2,674,902.86 |
0.34% |
| LIVE NATION ENTERTAINMENT 4.75%, due 10/15/2027 |
|
538034AR0 |
2,620,000 |
$2,675,375.27 |
0.34% |
| MEDNAX INC 6.25%, due 01/15/2027 |
|
58502BAC0 |
2,500,000 |
$2,671,925.00 |
0.34% |
| STATION CASINOS LLC 5%, due 10/01/2025 |
|
857691AF6 |
2,659,000 |
$2,692,891.03 |
0.34% |
| AKORN OPERATING CO LLC AKRX PIK-TERM EXIT 1L USD |
LX190222 |
|
2,595,743 |
$2,595,743.45 |
0.33% |
| ALTICE FRANCE SA 7.375%, due 05/01/2026 |
|
67054KAA7 |
2,500,000 |
$2,625,000.00 |
0.33% |
| ENTERPRISE MERGER SUB IN EVHC TL 1L USD |
LX175867 |
|
2,982,253 |
$2,635,565.89 |
0.33% |
| POST HOLDINGS INC 4.625%, due 04/15/2030 |
|
737446AQ7 |
2,500,000 |
$2,628,125.00 |
0.33% |
| STATION CASINOS LLC 4.50%, due 02/15/2028 |
|
857691AG4 |
2,581,000 |
$2,579,386.88 |
0.33% |
| VERTICAL US NEWCO INC THYELE TL B 1L USD |
LX188876 |
|
2,562,268 |
$2,583,483.33 |
0.33% |
| ALTICE FRANCE SA SFRFP TL B13 1L USD |
LX174852 |
|
2,487,277 |
$2,491,281.87 |
0.32% |
| LOGMEIN INC 5.50%, due 09/01/2027 |
|
541056AA5 |
2,298,000 |
$2,414,336.25 |
0.31% |
| FRONTIER COMMUNICATIONS 5%, due 05/01/2028 |
|
35906ABF4 |
2,175,000 |
$2,260,640.63 |
0.29% |
| NIELSEN FINANCE LLC/CO 5.625%, due 10/01/2028 |
|
65409QBD3 |
2,128,000 |
$2,283,610.01 |
0.29% |
| RADIOLOGY PARTNERS INC RADPAR TL B 1L USD |
LX174270 |
|
2,202,559 |
$2,202,559.08 |
0.28% |
| THE BRINK'S CO 4.625%, due 10/15/2027 |
|
109696AA2 |
2,000,000 |
$2,096,250.00 |
0.27% |
| UNIVISION COMMUNICATIONS 5.125%, due 02/15/2025 |
|
914906AS1 |
2,087,000 |
$2,101,348.13 |
0.27% |
| AMERICAN AXLE & MFG INC 6.25%, due 04/01/2025 |
|
02406PAR1 |
2,000,000 |
$2,072,500.00 |
0.26% |
| HYLAND SOFTWARE INC Variable rate, due 07/10/2025 |
LX164257 |
|
1,940,654 |
$1,962,486.22 |
0.25% |
| PUG LLC PUGLLC TL B 1L USD |
LX185246 |
|
2,031,187 |
$1,970,251.20 |
0.25% |
| RYAN SPECIALTY GROUP RYASPE TL B 1L USD |
LX189108 |
|
1,965,401 |
$1,976,465.79 |
0.25% |
| MALLINCKRODT INTERNATIONAL MNK TL B 1L USD |
LX160638 |
|
1,989,664 |
$1,874,641.60 |
0.24% |
| ATKINS NUTRITIONALS HLDS ATKINS TL B 1L USD |
LX162989 |
|
1,830,055 |
$1,835,087.73 |
0.23% |
| PLUTO ACQUISITION I INC ACCARE TL B 1L USD |
LX191328 |
|
1,702,756 |
$1,719,783.91 |
0.22% |
| ASSUREDPARTNERS INC 7%, due 08/15/2025 |
|
04624VAA7 |
1,630,000 |
$1,693,675.95 |
0.21% |
| RIVERBED TECHNOLOGY INC RVBD TL B 1L USD |
LX191776 |
|
1,685,065 |
$1,660,850.49 |
0.21% |
| VISTRA CORP 5%, due 07/31/2027 |
|
92840VAF9 |
1,588,000 |
$1,684,868.00 |
0.21% |
| FLEXERA SOFTWARE LLC FLESOF TL 1L USD |
LX191534 |
|
1,539,193 |
$1,550,736.70 |
0.20% |
| AZALEA TOPCO INC PGND TL 1L USD |
LX190106 |
|
1,500,000 |
$1,505,625.00 |
0.19% |
| CINEWORLD FINANCE US INC CINELN TL B 1L USD |
LX171023 |
|
1,993,843 |
$1,504,514.07 |
0.19% |
| FRONTIER COMMUNICATIONS 5.875%, due 10/15/2027 |
|
35906ABE7 |
1,425,000 |
$1,541,230.13 |
0.19% |
| MEREDITH CORP 6.50%, due 07/01/2025 |
|
589433AC5 |
1,389,000 |
$1,480,153.13 |
0.19% |
| NIELSEN FINANCE LLC/CO 5.875%, due 10/01/2030 |
|
65409QBF8 |
1,334,000 |
$1,486,576.26 |
0.19% |
| PRESTIGE BRANDS INC 5.125%, due 01/15/2028 |
|
74112BAL9 |
1,389,000 |
$1,471,471.88 |
0.19% |
| ACADIA HEALTHCARE CO INC 5%, due 04/15/2029 |
|
00404AAP4 |
1,312,000 |
$1,389,080.00 |
0.18% |
| CROWN FINANCE US INC CINELN PIK-TERM B1 1L USD |
LX191039 |
|
1,148,476 |
$1,406,882.83 |
0.18% |
| NIELSEN FINANCE LLC/CO 5%, due 04/15/2022 |
|
65409QBB7 |
1,436,000 |
$1,441,026.00 |
0.18% |
| AVANTOR FUNDING INC 4.625%, due 07/15/2028 |
|
05352TAA7 |
1,274,000 |
$1,344,490.42 |
0.17% |
| DIAMOND SPORTS GR/DIAMON 5.375%, due 08/15/2026 |
|
25277LAA4 |
1,550,000 |
$1,365,937.50 |
0.17% |
| OWENS-BROCKWAY 5.375%, due 01/15/2025 |
|
690872AB2 |
1,163,000 |
$1,263,186.64 |
0.16% |
| AMC ENTERTAINMENT HLDGS 10.50%, due 04/15/2025 |
|
00165CAN4 |
1,339,000 |
$1,200,915.63 |
0.15% |
| ENDO DAC/FIN LLC/FINCO 5.875%, due 10/15/2024 |
|
29273DAA8 |
1,160,000 |
$1,175,225.00 |
0.15% |
| FORD MOTOR COMPANY 9%, due 04/22/2025 |
|
345370CW8 |
1,000,000 |
$1,223,050.00 |
0.15% |
| PROJECT ALPHA INTERMEDIA QLIK TL B 1L USD |
LX162624 |
|
1,205,454 |
$1,209,600.86 |
0.15% |
| SURGERY CENTER HOLDINGS INC SURCEN TL 1L USD |
LX165294 |
|
1,175,871 |
$1,174,154.37 |
0.15% |
| ENCOMPASS HEALTH CORP 4.75%, due 02/01/2030 |
|
29261AAB6 |
1,000,000 |
$1,071,690.00 |
0.14% |
| HORIZON THERAPEUTICS USA 5.50%, due 08/01/2027 |
|
44055PAA4 |
1,000,000 |
$1,071,690.00 |
0.14% |
| MGM RESORTS INTL 7.75%, due 03/15/2022 |
|
552953BX8 |
1,000,000 |
$1,068,575.00 |
0.14% |
| SIX FLAGS ENTERTAINMENT 4.875%, due 07/31/2024 |
|
83001AAB8 |
1,107,000 |
$1,103,269.41 |
0.14% |
| ALTICE FRANCE SA 5.125%, due 01/15/2029 |
|
02156LAE1 |
1,000,000 |
$1,039,430.00 |
0.13% |
| CEDAR FAIR LP/CANADA'S W 5.375%, due 06/01/2024 |
|
150191AJ3 |
1,000,000 |
$1,007,710.00 |
0.13% |
| FLEXERA SOFTWARE LLC FLESOF TL 1L USD |
LX191203 |
|
1,001,621 |
$1,009,133.54 |
0.13% |
| IHEARTCOMMUNICATIONS INC 4.75%, due 01/15/2028 |
|
45174HBG1 |
1,000,000 |
$1,025,810.00 |
0.13% |
| THE NIELSEN CO (LUX) SARL 5%, due 02/01/2025 |
|
65410CAC4 |
977,000 |
$1,003,256.88 |
0.13% |
| TRANSDIGM INC 6.25%, due 03/15/2026 |
|
893647BE6 |
1,000,000 |
$1,065,005.00 |
0.13% |
| GO DADDY OPCO/FINCO 5.25%, due 12/01/2027 |
|
38016LAA3 |
935,000 |
$987,609.44 |
0.12% |
| PROVIDENCE SERVICE CORP 5.875%, due 11/15/2025 |
|
743815AE2 |
905,000 |
$963,259.38 |
0.12% |
| BAUSCH HEALTH AMERICAS 9.25%, due 04/01/2026 |
|
91911XAV6 |
792,000 |
$883,119.60 |
0.11% |
| BAUSCH HEALTH COS INC 5.25%, due 02/15/2031 |
|
071734AL1 |
770,000 |
$806,093.75 |
0.10% |
| MPH ACQUISITION HOLDINGS MLTPLN TL B 1L USD |
LX152711 |
|
808,238 |
$808,440.02 |
0.10% |
| ALBERTSONS COS/SAFEWAY 5.875%, due 02/15/2028 |
|
013092AB7 |
628,000 |
$678,748.68 |
0.09% |
| EMERGENT BIOSOLUTIONS 3.875%, due 08/15/2028 |
|
29089QAC9 |
667,000 |
$684,925.63 |
0.09% |
| LITHIA MOTORS INC 4.375%, due 01/15/2031 |
|
536797AF0 |
649,000 |
$688,962.18 |
0.09% |
| SPIRIT AEROSYSTEMS INC 5.50%, due 01/15/2025 |
|
85205TAM2 |
667,000 |
$703,184.75 |
0.09% |
| BAUSCH HEALTH COS INC 5%, due 02/15/2029 |
|
071734AM9 |
616,000 |
$636,195.56 |
0.08% |
| BY CROWN PARENT/BY BOND 4.25%, due 01/31/2026 |
|
05608QAA5 |
638,000 |
$657,937.50 |
0.08% |
| ENERGIZER HOLDINGS INC 4.375%, due 03/31/2029 |
|
29272WAD1 |
650,000 |
$669,680.50 |
0.08% |
| SCRIPPS ESCROW II INC 3.875%, due 01/15/2029 |
|
81105DAA3 |
611,000 |
$619,783.13 |
0.08% |
| SCRIPPS ESCROW II INC 5.375%, due 01/15/2031 |
|
81105DAB1 |
600,000 |
$617,625.00 |
0.08% |
| URBAN ONE INC 7.375%, due 02/01/2028 |
|
91705JAC9 |
635,000 |
$666,750.00 |
0.08% |
| US RADIOLOGY SPECIALISTS USRADS TL 1L USD |
LX191220 |
|
595,341 |
$597,323.77 |
0.08% |
| CLUBCORP HOLDINGS INC MYCC TL B 1L USD |
LX167985 |
|
604,166 |
$565,553.64 |
0.07% |
| DELL INT LLC / EMC CORP 7.125%, due 06/15/2024 |
|
25272KAW3 |
500,000 |
$519,900.00 |
0.07% |
| GLOBAL MEDICAL RESPONSE AIMEGR TL B 1L USD |
LX189951 |
|
584,929 |
$587,976.77 |
0.07% |
| LPL HOLDINGS INC 4.625%, due 11/15/2027 |
|
50212YAC8 |
500,000 |
$524,062.50 |
0.07% |
| SCIENCE APPLICATIONS INTL 4.875%, due 04/01/2028 |
|
808625AA5 |
491,000 |
$518,235.77 |
0.07% |
| US FOODS INC 6.25%, due 04/15/2025 |
|
90290MAC5 |
512,000 |
$544,069.12 |
0.07% |
| GFL ENVIRONMENTAL INC 3.75%, due 08/01/2025 |
|
36168QAK0 |
473,000 |
$483,346.88 |
0.06% |
| ERESEARCHTECHNOLOGY INC ERT TL 1L USD |
LX183890 |
|
389,541 |
$391,834.98 |
0.05% |
| ANGI GROUP LLC 3.875%, due 08/15/2028 |
|
001846AA2 |
316,000 |
$314,186.16 |
0.04% |
| BOYD GAMING CORP 8.625%, due 06/01/2025 |
|
103304BS9 |
309,000 |
$342,603.75 |
0.04% |
| CALPINE CORP 4.625%, due 02/01/2029 |
|
131347CP9 |
333,000 |
$338,727.60 |
0.04% |
| HAH GROUP HOLDING CO LLC HAHGRO TL DD 1L USD |
LX190239 |
|
337,609 |
$337,609.10 |
0.04% |
| PACKERS HOLDINGS LLC PCKHLD TL 1L USD |
LX190980 |
|
279,070 |
$281,162.79 |
0.04% |
| PENSKE AUTOMOTIVE GROUP 3.50%, due 09/01/2025 |
|
70959WAJ2 |
333,000 |
$340,022.97 |
0.04% |
| RP ESCROW ISSUER LLC 5.25%, due 12/15/2025 |
|
74969PAA6 |
309,000 |
$322,518.75 |
0.04% |
| SENSATA TECHNOLOGIES INC 3.75%, due 02/15/2031 |
|
81728UAB0 |
333,000 |
$340,908.75 |
0.04% |
| WYNDHAM HOTELS & RESORTS 4.375%, due 08/15/2028 |
|
98311AAB1 |
289,000 |
$296,781.33 |
0.04% |
| BLACK KNIGHT INFOSERV LLC 3.625%, due 09/01/2028 |
|
092174AA9 |
214,000 |
$217,852.00 |
0.03% |
| CSC HOLDINGS LLC 3.375%, due 02/15/2031 |
|
126307BF3 |
250,000 |
$244,375.00 |
0.03% |
| ENCOMPASS HEALTH CORP2 5.125%, due 03/15/2023 |
|
421924BN0 |
220,000 |
$221,351.90 |
0.03% |
| BOOZ ALLEN HAMILTON INC 3.875%, due 09/01/2028 |
|
09951LAA1 |
158,000 |
$162,761.08 |
0.02% |
| CINEWORLD EQUITY WARRANT |
.CINELN.LN |
996Y5JZZ1 |
367,144 |
$163,924.29 |
0.02% |
| TEGNA INC 4.75%, due 03/15/2026 |
|
87901JAF2 |
163,000 |
$173,595.00 |
0.02% |
| ZAXBY'S OPERATING CO LP Variable rate, due 12/09/2028 |
LX191209 |
|
154,483 |
$156,414.49 |
0.02% |
| CALPINE CORP 5%, due 02/01/2031 |
|
131347CQ7 |
83,000 |
$86,212.93 |
0.01% |
| CHEPLAPHARM ARZNEIMITTEL 5.50%, due 01/15/2028 |
|
16412EAA5 |
81,000 |
$83,733.75 |
0.01% |
| GROUP 1 AUTOMOTIVE INC 4%, due 08/15/2028 |
|
398905AN9 |
83,000 |
$85,220.25 |
0.01% |
| SAFEWAY INC 7.25%, due 02/01/2031 |
|
786514BA6 |
51,000 |
$59,979.06 |
0.01% |
| HUB INTERNATIONAL LTD HBGCN TL B 1L USD |
LX183384 |
|
0 |
$0.01 |
0.00% |
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.
|