|
|
 |
|
Holdings of the Fund as of 12/8/2021
Total Number of Holdings (excluding cash): 260
| ATHENAHEALTH INC ATHN TL B 1L USD |
LX192386 |
|
26,374,171 |
$26,334,609.27 |
3.52% |
| TENET HEALTHCARE CORP 6.25%, due 02/01/2027 |
|
88033GCX6 |
19,000,000 |
$19,756,021.40 |
2.64% |
| ASURION LLC Variable rate, due 2/5/2028 |
LX192294 |
|
19,029,860 |
$18,950,505.56 |
2.53% |
| CEMEX SAB DE CV 7.375%, due 06/05/2027 |
|
151290BW2 |
16,450,000 |
$18,221,829.50 |
2.43% |
| ENDO DAC/FIN LLC/FINCO 9.50%, due 07/31/2027 |
|
29273DAB6 |
17,584,000 |
$18,065,889.53 |
2.41% |
| SINCLAIR TELEVISION GROUP 5.125%, due 02/15/2027 |
|
829259AW0 |
17,960,000 |
$17,450,115.60 |
2.33% |
| ALLIANT HOLD / CO-ISSUER 6.75%, due 10/15/2027 |
|
01883LAA1 |
16,427,000 |
$16,899,440.52 |
2.26% |
| MALLINCKRODT FIN/SB 10%, due 04/15/2025 |
|
561233AG2 |
15,395,000 |
$16,413,533.20 |
2.19% |
| CHANGE HEALTH / FIN INC 5.75%, due 03/01/2025 |
|
15911NAA3 |
15,452,000 |
$15,559,725.18 |
2.08% |
| VERSCEND HOLDING CORP VCVHHO TL B 1L USD |
LX192759 |
|
15,035,767 |
$15,013,213.78 |
2.00% |
| CSC HOLDINGS LLC 5.75%, due 01/15/2030 |
|
126307BA4 |
14,279,000 |
$14,318,195.88 |
1.91% |
| MH SUB I LLC INET TL 1L USD |
LX188695 |
|
14,300,609 |
$14,279,158.48 |
1.91% |
| SOLARWINDS HOLDINGS INC SWI TL 1L USD |
LX171686 |
|
14,365,242 |
$14,155,796.46 |
1.89% |
| GOLDEN NUGGET NUGGET TL B 1L USD |
LX168592 |
|
14,180,135 |
$14,068,395.12 |
1.88% |
| US RENAL CARE INC USRENA TL B 1L USD |
LX180756 |
|
14,302,681 |
$13,889,190.41 |
1.85% |
| COMMSCOPE TECH LLC 6%, due 06/15/2025 |
|
20337YAA5 |
13,190,000 |
$13,139,746.10 |
1.75% |
| MPH ACQUISITION HOLDINGS 5.75%, due 11/01/2028 |
|
553283AC6 |
12,978,000 |
$12,033,331.38 |
1.61% |
| PG&E CORP 5%, due 07/01/2028 |
|
69331CAH1 |
11,195,000 |
$11,655,170.50 |
1.56% |
| FRONTIER COMMUNICATIONS 6.75%, due 05/01/2029 |
|
35906ABG2 |
10,783,000 |
$11,264,288.41 |
1.50% |
| IHEARTCOMMUNICATIONS INC 8.375%, due 05/01/2027 |
|
45174HBD8 |
10,561,000 |
$11,176,389.47 |
1.49% |
| GLOBAL MEDICAL RESPONSE 6.50%, due 10/01/2025 |
|
37960BAA3 |
10,490,000 |
$10,784,506.75 |
1.44% |
| GREENEDEN US HOLDINGS II GCTI TL B 1L USD |
LX190170 |
|
10,719,140 |
$10,737,362.34 |
1.43% |
| HYLAND SOFTWARE INC HSI TL 1L USD |
LX176492 |
|
10,463,591 |
$10,467,148.73 |
1.40% |
| ASSUREDPARTNERS INC 7%, due 08/15/2025 |
|
04624VAA7 |
9,595,000 |
$9,658,327.00 |
1.29% |
| MH SUB I LLC Variable rate, due 02/12/2029 |
LX192714 |
|
9,551,587 |
$9,583,393.68 |
1.28% |
| BAUSCH HEALTH COS INC 6.125%, due 04/15/2025 |
|
91831AAC5 |
9,316,000 |
$9,488,718.64 |
1.27% |
| LOGMEIN INC LOGM TL B 1L USD |
LX185343 |
|
9,385,230 |
$9,344,779.65 |
1.25% |
| PG&E CORP 5.25%, due 07/01/2030 |
|
69331CAJ7 |
8,923,000 |
$9,311,998.19 |
1.24% |
| TEGNA INC 5%, due 09/15/2029 |
|
87901JAH8 |
9,000,000 |
$9,147,870.00 |
1.22% |
| ASSUREDPARTNERS INC 5.625%, due 01/15/2029 |
|
04624VAB5 |
9,238,000 |
$8,926,633.24 |
1.19% |
| CAESARS ENTERTAINMENT INC 6.25%, due 07/01/2025 |
|
28470RAH5 |
8,377,000 |
$8,780,572.88 |
1.17% |
| HUB INTERNATIONAL LTD HBGCN TL B 1L USD |
LX192052 |
|
8,782,935 |
$8,770,375.84 |
1.17% |
| MILANO ACQUISITION CORP MILACQ TL 1L USD |
LX189433 |
|
8,786,684 |
$8,789,407.77 |
1.17% |
| MA FINANCECO LLC MCROLN TL B 1L USD |
LX185951 |
|
8,595,026 |
$8,688,110.12 |
1.16% |
| UNIVISION COMMUNICATIONS 6.625%, due 06/01/2027 |
|
914906AU6 |
8,048,000 |
$8,680,452.09 |
1.16% |
| GRAHAM PACKAGING/GPC CAP 7.125%, due 08/15/2028 |
|
384701AA6 |
8,397,000 |
$8,575,436.25 |
1.15% |
| GRAY TELEVISION INC 7%, due 05/15/2027 |
|
389284AA8 |
8,000,000 |
$8,564,640.09 |
1.14% |
| HUB INTERNATIONAL LTD 7%, due 05/01/2026 |
|
44332PAD3 |
8,000,000 |
$8,237,080.01 |
1.10% |
| AMWINS GROUP INC 4.875%, due 06/30/2029 |
|
031921AB5 |
8,250,000 |
$8,197,777.50 |
1.09% |
| CHG HEALTHCARE SERVICES INC COMHEA TL 1L USD |
LX198337 |
|
8,198,171 |
$8,183,824.25 |
1.09% |
| IRB HOLDING CORP ARGIHC TL B 1L USD |
LX190914 |
|
8,057,115 |
$8,038,261.35 |
1.07% |
| NEXSTAR MEDIA INC 5.625%, due 07/15/2027 |
|
65343HAA9 |
7,563,000 |
$7,960,549.10 |
1.06% |
| PORTILLO'S HOLDINGS LLC PORTIL TL 1L USD |
LX184412 |
|
7,924,242 |
$7,920,913.76 |
1.06% |
| ZAYO GROUP HOLDINGS INC 6.125%, due 03/01/2028 |
|
98919VAB1 |
8,161,000 |
$7,944,407.06 |
1.06% |
| CAESARS RESORT / FINCO 5.75%, due 07/01/2025 |
|
12770RAA1 |
7,500,000 |
$7,880,475.00 |
1.05% |
| BAUSCH HEALTH COS INC 7.25%, due 05/30/2029 |
|
071734AF4 |
8,150,000 |
$7,822,859.00 |
1.04% |
| TENN MERGER SUB INC TMH TL B 1L USD |
LX156377 |
|
8,193,768 |
$7,807,677.90 |
1.04% |
| PACKERS HOLDINGS LLC PCKHLD TL 1L USD |
LX193033 |
|
7,687,885 |
$7,619,001.37 |
1.02% |
| PAR PHARMACEUTICAL INC 7.50%, due 04/01/2027 |
|
69888XAA7 |
7,350,000 |
$7,533,750.00 |
1.01% |
| EPICOR SOFTWARE CORP EGLPT TL B 1L USD |
LX189137 |
|
7,537,373 |
$7,520,715.51 |
1.00% |
| CALPINE CORP 5.125%, due 03/15/2028 |
|
131347CN4 |
7,259,000 |
$7,391,730.82 |
0.99% |
| KAR AUCTION SERVICES INC 5.125%, due 06/01/2025 |
|
48238TAA7 |
6,836,000 |
$6,904,018.20 |
0.92% |
| BAUSCH HEALTH COS INC 5.25%, due 01/30/2030 |
|
071734AJ6 |
7,500,000 |
$6,568,575.00 |
0.88% |
| GATES GLOBAL/GATES CORP 6.25%, due 01/15/2026 |
|
36740LAA0 |
6,315,000 |
$6,488,599.35 |
0.87% |
| VERSCEND ESCROW CORP 9.75%, due 08/15/2026 |
|
92535WAA8 |
6,150,000 |
$6,531,576.76 |
0.87% |
| MILEAGE PLUS HLDINGS LLC 6.50%, due 06/20/2027 |
|
599191AA1 |
6,000,000 |
$6,452,820.00 |
0.86% |
| SCIENTIFIC GAMES INTERNATIONAL 8.625%, due 07/01/2025 |
|
80874YBG4 |
6,000,000 |
$6,440,580.00 |
0.86% |
| SPIRIT AEROSYSTEMS INC 7.50%, due 04/15/2025 |
|
85205TAL4 |
6,000,000 |
$6,276,900.00 |
0.84% |
| SUNSHINE LUXEMBOURG VII SUNLUX TL B 1L USD |
LX193531 |
|
6,020,299 |
$6,015,783.89 |
0.80% |
| APPLIED SYSTEMS INC Variable rate, due 09/19/2025 |
LX193085 |
|
5,888,265 |
$5,913,525.57 |
0.79% |
| FORD MOTOR COMPANY 9.625%, due 04/22/2030 |
|
345370CX6 |
4,043,000 |
$5,898,251.84 |
0.79% |
| GRAY TELEVISION INC 5.875%, due 07/15/2026 |
|
389375AJ5 |
5,708,000 |
$5,893,424.38 |
0.79% |
| Morgan Stanley Institutional Liquidity Fund - Treasury Portfolio |
MISXX |
61747C582 |
5,914,616 |
$5,914,615.97 |
0.79% |
| DAVITA INC 4.625%, due 06/01/2030 |
|
23918KAS7 |
5,669,000 |
$5,760,922.84 |
0.77% |
| GOLDEN NUGGET INC 6.75%, due 10/15/2024 |
|
38113YAE9 |
5,431,000 |
$5,410,769.54 |
0.72% |
| MALLINCKRODT FIN/SB 10%, due 04/15/2025 |
|
561233AE7 |
5,600,000 |
$5,410,244.01 |
0.72% |
| SUMMIT MATERIALS LLC/FIN 5.25%, due 01/15/2029 |
|
86614RAN7 |
5,167,000 |
$5,394,218.83 |
0.72% |
| TK ELEVATOR US NEWCO INC 5.25%, due 07/15/2027 |
|
92537RAA7 |
5,000,000 |
$5,212,000.00 |
0.70% |
| SS&C TECHNOLOGIES INC 5.50%, due 09/30/2027 |
|
78466CAC0 |
4,917,000 |
$5,137,527.45 |
0.69% |
| BELLRING BRANDS LLC BRBR TL 1L USD |
LX192859 |
|
5,083,981 |
$5,091,047.86 |
0.68% |
| MEDNAX INC 6.25%, due 01/15/2027 |
|
58502BAC0 |
4,870,000 |
$5,125,675.00 |
0.68% |
| US RENAL CARE INC 10.625%, due 07/15/2027 |
|
07335BAA4 |
5,000,000 |
$5,056,525.00 |
0.68% |
| IRB HOLDING CORP 7%, due 06/15/2025 |
|
44988MAC9 |
4,755,000 |
$5,052,021.08 |
0.67% |
| NORDSTROM INC 4%, due 03/15/2027 |
|
655664AS9 |
5,040,000 |
$5,051,718.03 |
0.67% |
| PIKE CORP 5.50%, due 09/01/2028 |
|
721283AA7 |
4,901,000 |
$4,946,750.84 |
0.66% |
| ARAMARK SERVICES INC 5%, due 02/01/2028 |
|
038522AQ1 |
4,706,000 |
$4,833,203.18 |
0.65% |
| ALBERTSONS COS/SAFEWAY 7.50%, due 03/15/2026 |
|
013092AA9 |
4,372,000 |
$4,683,920.34 |
0.63% |
| CROWN FINANCE US INC CINELN TL B 1L USD |
LX182972 |
|
5,939,659 |
$4,720,781.55 |
0.63% |
| CUMULUS MEDIA NEW HLDGS 6.75%, due 07/01/2026 |
|
23110AAA4 |
4,418,000 |
$4,578,505.94 |
0.61% |
| HAH GROUP HOLDING CO LLC HAHGRO TL 1L USD |
LX190237 |
|
4,608,527 |
$4,602,766.25 |
0.61% |
| LIVE NATION ENTERTAINMENT 5.625%, due 03/15/2026 |
|
538034AN9 |
4,380,000 |
$4,532,927.70 |
0.61% |
| ALTICE FRANCE SA 5.125%, due 07/15/2029 |
|
02156LAF8 |
4,590,000 |
$4,480,758.00 |
0.60% |
| OWENS-BROCKWAY 6.625%, due 05/13/2027 |
|
69073TAT0 |
4,253,000 |
$4,501,821.77 |
0.60% |
| RENT-A-CENTER INC 6.375%, due 02/15/2029 |
|
76009NAL4 |
4,298,000 |
$4,473,745.22 |
0.60% |
| ALMONDE INC MSYLN TL B 1L USD |
LX163228 |
|
4,286,661 |
$4,258,540.60 |
0.57% |
| CAESARS RESORT COLLECTIO CGPHLC TL 1L USD |
LX188823 |
|
4,265,630 |
$4,265,629.76 |
0.57% |
| ENDO DAC/FIN LLC/FINCO 6%, due 06/30/2028 |
|
29273DAC4 |
5,442,000 |
$4,237,984.74 |
0.57% |
| IRB HOLDING CORP ARGIHC TL B 1L USD |
LX185405 |
|
4,190,716 |
$4,174,539.75 |
0.56% |
| REALPAGE INC RP TL B 1L USD |
LX192752 |
|
4,157,453 |
$4,125,814.85 |
0.55% |
| BAUSCH HEALTH AMERICAS 8.50%, due 01/31/2027 |
|
91911XAW4 |
3,854,000 |
$4,032,228.24 |
0.54% |
| LIVE NATION ENTERTAINMENT 4.875%, due 11/01/2024 |
|
538034AK5 |
4,000,000 |
$4,055,040.00 |
0.54% |
| CARS.COM INC 6.375%, due 11/01/2028 |
|
14575EAA3 |
3,554,000 |
$3,802,424.60 |
0.51% |
| SELECT MEDICAL CORP 6.25%, due 08/15/2026 |
|
816196AT6 |
3,605,000 |
$3,784,619.13 |
0.51% |
| CEMEX SAB DE CV N/C, 5.45%, due 11/19/2029 |
|
151290BV4 |
3,505,000 |
$3,766,876.08 |
0.50% |
| EPICOR SOFTWARE CORP Variable rate, due 07/30/2028 |
LX189138 |
|
3,500,000 |
$3,570,000.01 |
0.48% |
| FRONTIER COMMUNICATIONS FTR DIP-TL B 1L USD |
LX194213 |
|
3,626,937 |
$3,619,683.56 |
0.48% |
| SINCLAIR TELEVISION GROUP 5.875%, due 03/15/2026 |
|
829259AU4 |
3,540,000 |
$3,588,533.40 |
0.48% |
| SRS DISTRIBUTION INC 6%, due 12/01/2029 |
|
78471RAD8 |
3,544,000 |
$3,561,578.24 |
0.48% |
| US Dollar |
$USD |
|
3,272,756 |
$3,272,756.09 |
0.44% |
| MH SUB I LLC INET TL 1L USD |
LX168014 |
|
3,265,405 |
$3,233,338.68 |
0.43% |
| GREAT OUTDOORS GROUP LLC BASSPR TL B1 1L USD |
LX200647 |
|
3,133,623 |
$3,136,756.35 |
0.42% |
| CSC HOLDINGS LLC 7.50%, due 04/01/2028 |
|
126307AY3 |
2,850,000 |
$3,058,791.00 |
0.41% |
| CT TECHNOLOGIES CTTECH TL 1L USD |
LX196065 |
|
3,092,712 |
$3,089,619.31 |
0.41% |
| TEGNA INC 4.625%, due 03/15/2028 |
|
87901JAJ4 |
3,000,000 |
$3,041,850.00 |
0.41% |
| ALTICE FRANCE SA 5.50%, due 10/15/2029 |
|
02156LAH4 |
3,069,000 |
$3,026,417.64 |
0.40% |
| FIRSTCASH INC 4.625%, due 09/01/2028 |
|
33767DAB1 |
3,056,000 |
$3,006,706.72 |
0.40% |
| VIRGIN MEDIA FINANCE PLC 5%, due 07/15/2030 |
|
92769VAJ8 |
3,000,000 |
$2,986,364.10 |
0.40% |
| ADAPTHEALTH LLC 5.125%, due 03/01/2030 |
|
00653VAE1 |
2,967,000 |
$2,934,689.37 |
0.39% |
| ARAMARK SERVICES INC 6.375%, due 05/01/2025 |
|
038522AR9 |
2,794,000 |
$2,936,284.45 |
0.39% |
| ERESEARCHTECHNOLOGY INC ERT TL B 1L USD |
LX183890 |
|
2,874,984 |
$2,884,327.41 |
0.39% |
| REALPAGE INC Variable rate |
LX192753 |
|
2,875,593 |
$2,907,224.52 |
0.39% |
| VERIFONE SYSTEMS INC PAY TL 1L USD |
LX175222 |
|
2,982,840 |
$2,925,838.07 |
0.39% |
| BOXER PARENT CO INC 9.125%, due 03/01/2026 |
|
103186AC6 |
2,724,000 |
$2,850,311.88 |
0.38% |
| CSC HOLDINGS LLC 4.625%, due 12/01/2030 |
|
126307BD8 |
3,000,000 |
$2,839,815.01 |
0.38% |
| MPH ACQUISITION HOLDINGS 5.50%, due 09/01/2028 |
|
553283AD4 |
2,832,000 |
$2,821,578.24 |
0.38% |
| NEXSTAR MEDIA INC 4.75%, due 11/01/2028 |
|
65336YAN3 |
2,809,000 |
$2,861,781.11 |
0.38% |
| PERATON CORP PERCOR TL B 1L USD |
LX192468 |
|
2,809,412 |
$2,809,411.75 |
0.38% |
| PETCO HEALTH & WELLNESS WOOF TL B 1L USD |
LX192745 |
|
2,747,499 |
$2,741,206.74 |
0.37% |
| BAUSCH HEALTH COS INC 5%, due 01/30/2028 |
|
071734AH0 |
3,000,000 |
$2,721,225.00 |
0.36% |
| LIVE NATION ENTERTAINMENT 4.75%, due 10/15/2027 |
|
538034AR0 |
2,620,000 |
$2,672,255.90 |
0.36% |
| AKORN OPERATING CO LLC AKRX PIK-TERM EXIT 1L USD |
LX190222 |
|
2,595,743 |
$2,591,408.56 |
0.35% |
| STATION CASINOS LLC 4.50%, due 02/15/2028 |
|
857691AG4 |
2,581,000 |
$2,606,913.24 |
0.35% |
| TK ELEVATOR MIDCO GMBH THYELE TL B 1L USD |
LX196018 |
|
2,546,158 |
$2,542,975.12 |
0.34% |
| DIAMOND SPORTS GR/DIAMON 6.625%, due 08/15/2027 |
|
25277LAC0 |
9,524,000 |
$2,391,095.44 |
0.32% |
| HYLAND SOFTWARE INC Variable rate, due 07/10/2025 |
LX193771 |
|
2,358,728 |
$2,375,239.46 |
0.32% |
| ENTERPRISE MERGER SUB IN EVHC TL 1L USD |
LX175867 |
|
2,959,429 |
$2,333,332.52 |
0.31% |
| LOGMEIN INC 5.50%, due 09/01/2027 |
|
541056AA5 |
2,298,000 |
$2,329,402.17 |
0.31% |
| FRONTIER COMMUNICATIONS 5%, due 05/01/2028 |
|
35906ABF4 |
2,175,000 |
$2,220,979.50 |
0.30% |
| PUG LLC PUGLLC TL B 1L USD |
LX185246 |
|
2,314,680 |
$2,266,951.23 |
0.30% |
| RADIATE HOLDCO / FINANCE 6.50%, due 09/15/2028 |
|
75026JAE0 |
2,284,000 |
$2,264,700.20 |
0.30% |
| NATIONAL MENTOR HOLDINGS MENTOR TL B 1L USD |
LX192639 |
|
2,208,259 |
$2,185,248.79 |
0.29% |
| NIELSEN FINANCE LLC/CO 5.625%, due 10/01/2028 |
|
65409QBD3 |
2,128,000 |
$2,194,510.65 |
0.29% |
| Akorn Oct 2020 Equity |
.AKRX |
996UYPZZ3 |
220,989 |
$2,117,737.59 |
0.28% |
| CAESARS RESORT COLLECTIO CAERES TL 1L USD |
LX168784 |
|
2,093,324 |
$2,077,623.75 |
0.28% |
| CALPINE CORP 5%, due 02/01/2031 |
|
131347CQ7 |
2,083,000 |
$2,078,604.87 |
0.28% |
| UNIVISION COMMUNICATIONS 5.125%, due 02/15/2025 |
|
914906AS1 |
2,087,000 |
$2,112,826.63 |
0.28% |
| AZALEA TOPCO INC PGND TL B 1L USD |
LX194714 |
|
2,052,234 |
$2,050,961.75 |
0.27% |
| BROADSTREET PARTNERS INC 5.875%, due 04/15/2029 |
|
11135RAA3 |
2,092,000 |
$2,042,618.35 |
0.27% |
| HUB INTERNATIONAL LTD 5.625%, due 12/01/2029 |
|
44332PAG6 |
1,988,000 |
$2,000,126.80 |
0.27% |
| RADIOLOGY PARTNERS INC RADPAR TL B 1L USD |
LX174270 |
|
2,056,119 |
$2,020,507.32 |
0.27% |
| THE BRINK'S CO 4.625%, due 10/15/2027 |
|
109696AA2 |
2,000,000 |
$2,058,980.00 |
0.27% |
| WCG PURCHASER CORP WESINS TL B 1L USD |
LX184508 |
|
2,056,171 |
$2,055,533.25 |
0.27% |
| ALLIED UNIVERSAL 6%, due 06/01/2029 |
|
019576AC1 |
1,975,000 |
$1,913,686.14 |
0.26% |
| AMBIENCE MERGER 7.125%, due 07/15/2029 |
|
04650YAB6 |
1,996,000 |
$1,959,113.92 |
0.26% |
| ASURION LLC Variable rate, due 01/14/2029 |
LX196395 |
|
1,939,082 |
$1,930,200.86 |
0.26% |
| BOXER PARENT CO INC BMC TL B 1L USD |
LX192761 |
|
1,850,024 |
$1,836,149.06 |
0.25% |
| PLAYTIKA HOLDING CORP 4.25%, due 03/15/2029 |
|
72815LAA5 |
1,899,000 |
$1,844,793.05 |
0.25% |
| MALLINCKRODT INTERNATIONAL MNK TL B 1L USD |
LX160638 |
|
1,855,697 |
$1,738,175.41 |
0.23% |
| MOZART DEBT MERGER SUB 5.25%, due 10/01/2029 |
|
62482BAB8 |
1,718,000 |
$1,737,482.12 |
0.23% |
| NEW ENTERPRISE STONE & LIME CO 5.25%, due 07/15/2028 |
|
644274AH5 |
1,718,000 |
$1,733,745.48 |
0.23% |
| CINEWORLD FINANCE US INC CINELN TL B 1L USD |
LX171023 |
|
2,024,130 |
$1,638,533.41 |
0.22% |
| POLARIS NEWCO LLC SLH TL B 1L USD |
LX195131 |
|
1,636,784 |
$1,634,361.32 |
0.22% |
| VISTRA CORP 5%, due 07/31/2027 |
|
92840VAF9 |
1,588,000 |
$1,638,371.36 |
0.22% |
| PAYSAFE FIN PLC/PAYSAFE 4%, due 06/15/2029 |
|
70452AAA1 |
1,684,000 |
$1,543,234.44 |
0.21% |
| US RADIOLOGY SPECIALISTS USRADS TL 1L USD |
LX191220 |
|
1,585,864 |
$1,583,484.90 |
0.21% |
| BOYD GAMING CORP 4.75%, due 06/15/2031 |
|
103304BV2 |
1,438,000 |
$1,472,138.12 |
0.20% |
| CROWN FINANCE US INC CINELN PIK-TERM B1 1L USD |
LX191039 |
|
1,231,417 |
$1,461,864.29 |
0.20% |
| FRONTIER COMMUNICATIONS 5.875%, due 10/15/2027 |
|
35906ABE7 |
1,425,000 |
$1,499,812.50 |
0.20% |
| PARK INTERMED HOLDINGS 4.875%, due 05/15/2029 |
|
70052LAC7 |
1,448,000 |
$1,464,297.25 |
0.20% |
| CORELOGIC INC 4.50%, due 05/01/2028 |
|
21871DAD5 |
1,451,000 |
$1,423,626.89 |
0.19% |
| DUN & BRADSTREET CORP 10.25%, due 02/15/2027 |
|
26483EAK6 |
1,374,000 |
$1,459,304.79 |
0.19% |
| NIELSEN FINANCE LLC/CO 5.875%, due 10/01/2030 |
|
65409QBF8 |
1,334,000 |
$1,398,985.82 |
0.19% |
| PRESTIGE BRANDS INC 5.125%, due 01/15/2028 |
|
74112BAL9 |
1,389,000 |
$1,451,761.97 |
0.19% |
| STATION CASINOS LLC 4.625%, due 12/01/2031 |
|
857691AH2 |
1,427,000 |
$1,426,914.38 |
0.19% |
| US ANESTHESIA PARTNERS USANES TL B 1L USD |
LX198300 |
|
1,408,918 |
$1,399,238.98 |
0.19% |
| ACADIA HEALTHCARE CO INC 5%, due 04/15/2029 |
|
00404AAP4 |
1,312,000 |
$1,341,808.64 |
0.18% |
| ATKINS NUTRITIONALS HLDS ATKINS TL B 1L USD |
LX162989 |
|
1,357,986 |
$1,361,951.15 |
0.18% |
| AVANTOR FUNDING INC 4.625%, due 07/15/2028 |
|
05352TAA7 |
1,274,000 |
$1,330,584.71 |
0.18% |
| SURGERY CENTER HOLDINGS INC SURCEN TL 1L USD |
LX194711 |
|
1,304,120 |
$1,302,490.05 |
0.17% |
| GOODYEAR TIRE & RUBBER 5%, due 07/15/2029 |
|
382550BL4 |
1,155,000 |
$1,222,694.55 |
0.16% |
| GOODYEAR TIRE & RUBBER 5.25%, due 07/15/2031 |
|
382550BP5 |
1,155,000 |
$1,229,705.40 |
0.16% |
| OWENS-BROCKWAY 5.375%, due 01/15/2025 |
|
690872AB2 |
1,163,000 |
$1,207,996.47 |
0.16% |
| SAFEWAY INC 7.25%, due 02/01/2031 |
|
786514BA6 |
954,000 |
$1,132,040.26 |
0.15% |
| SIX FLAGS ENTERTAINMENT 4.875%, due 07/31/2024 |
|
83001AAB8 |
1,107,000 |
$1,119,481.43 |
0.15% |
| ENCOMPASS HEALTH CORP 4.75%, due 02/01/2030 |
|
29261AAB6 |
1,000,000 |
$1,024,060.00 |
0.14% |
| HORIZON THERAPEUTICS USA 5.50%, due 08/01/2027 |
|
44055PAA4 |
1,000,000 |
$1,048,725.00 |
0.14% |
| MGM RESORTS INTL 7.75%, due 03/15/2022 |
|
552953BX8 |
1,000,000 |
$1,016,510.00 |
0.14% |
| SRS DISTRIBUTION INC 6.125%, due 07/01/2029 |
|
78471RAC0 |
1,035,000 |
$1,046,157.30 |
0.14% |
| TRANSDIGM INC 6.25%, due 03/15/2026 |
|
893647BE6 |
1,000,000 |
$1,041,100.00 |
0.14% |
| ALTICE FRANCE SA 5.125%, due 01/15/2029 |
|
02156LAE1 |
1,000,000 |
$970,200.00 |
0.13% |
| CEDAR FAIR LP/CANADA'S W 5.375%, due 06/01/2024 |
|
150191AJ3 |
1,000,000 |
$1,010,555.00 |
0.13% |
| GO DADDY OPCO/FINCO 5.25%, due 12/01/2027 |
|
38016LAA3 |
935,000 |
$972,975.03 |
0.13% |
| MODIVCARE INC 5.875%, due 11/15/2025 |
|
743815AE2 |
905,000 |
$956,101.55 |
0.13% |
| THE NIELSEN CO (LUX) SARL 5%, due 02/01/2025 |
|
65410CAC4 |
977,000 |
$992,837.17 |
0.13% |
| GRIFOLS ESCROW ISSUER 4.75%, due 10/15/2028 |
|
39843UAA0 |
861,000 |
$865,309.31 |
0.12% |
| MIDWEST GAMING BORROWER 4.875%, due 05/01/2029 |
|
59833DAB6 |
887,000 |
$893,958.52 |
0.12% |
| ONEX TSG INTERMEDIATE CO SCHGRO TL 1L USD |
LX192675 |
|
873,167 |
$871,892.37 |
0.12% |
| ORGANON & CO/ORG 5.125%, due 04/30/2031 |
|
68622TAB7 |
849,000 |
$884,021.25 |
0.12% |
| PETSMART INC PETM TL B 1L USD |
LX192365 |
|
919,325 |
$918,938.65 |
0.12% |
| PROJECT RUBY ULTIMATE PARE MEDW TL B 1L USD |
LX193028 |
|
918,042 |
$913,598.66 |
0.12% |
| PUG LLC PUGLLC TL B 1L USD |
LX196497 |
|
919,502 |
$912,605.83 |
0.12% |
| XEROX HOLDINGS CORP 5%, due 08/15/2025 |
|
98421MAA4 |
833,000 |
$873,175.60 |
0.12% |
| ALTICE FRANCE SA SFRFP TL B13 1L USD |
LX174852 |
|
829,020 |
$820,215.35 |
0.11% |
| BAUSCH HEALTH AMERICAS 9.25%, due 04/01/2026 |
|
91911XAV6 |
792,000 |
$836,740.08 |
0.11% |
| DORNOCH DEBT MERGER SUB 6.625%, due 10/15/2029 |
|
25830JAA9 |
855,000 |
$843,243.75 |
0.11% |
| PROG HOLDINGS INC 6%, due 11/15/2029 |
|
74319RAA9 |
856,000 |
$857,057.16 |
0.11% |
| THE HERTZ CORP 5%, due 12/01/2029 |
|
428040DB2 |
854,000 |
$851,916.24 |
0.11% |
| BAUSCH HEALTH COS INC 4.875%, due 06/01/2028 |
|
071734AN7 |
732,000 |
$742,101.60 |
0.10% |
| DIAMOND SPORTS GR/DIAMON 5.375%, due 08/15/2026 |
|
25277LAA4 |
1,657,000 |
$786,039.38 |
0.10% |
| ION TRADING TECHNOLOGIES 5.75%, due 05/15/2028 |
|
46205YAA9 |
698,000 |
$716,472.58 |
0.10% |
| VT TOPCO INC VERCOR TL 1L USD |
LX196680 |
|
784,584 |
$784,097.79 |
0.10% |
| ALBERTSONS COS/SAFEWAY 5.875%, due 02/15/2028 |
|
013092AB7 |
628,000 |
$666,421.04 |
0.09% |
| AMBIENCE MERGER 4.875%, due 07/15/2028 |
|
04650YAA8 |
713,000 |
$705,691.75 |
0.09% |
| ATLAS LUXCO 4 / ALLIED UNIVERSAL 4.625%, due 06/01/2028 |
|
019579AA9 |
715,000 |
$709,909.20 |
0.09% |
| BAUSCH HEALTH COS INC 5.25%, due 02/15/2031 |
|
071734AL1 |
770,000 |
$675,043.60 |
0.09% |
| CINEWORLD NEW PRIORITY TL |
LX196880 |
|
668,911 |
$708,210.03 |
0.09% |
| EMERGENT BIOSOLUTIONS 3.875%, due 08/15/2028 |
|
29089QAC9 |
667,000 |
$639,382.87 |
0.09% |
| LITHIA MOTORS INC 4.375%, due 01/15/2031 |
|
536797AF0 |
649,000 |
$696,110.91 |
0.09% |
| SPIRIT AEROSYSTEMS INC 5.50%, due 01/15/2025 |
|
85205TAM2 |
667,000 |
$693,513.25 |
0.09% |
| ADAPTHEALTH LLC 6.125%, due 08/01/2028 |
|
00653VAA9 |
579,000 |
$608,667.96 |
0.08% |
| ENERGIZER HOLDINGS INC 4.375%, due 03/31/2029 |
|
29272WAD1 |
650,000 |
$628,303.00 |
0.08% |
| FRONTIER COMMUNICATIONS 6%, due 01/15/2030 |
|
35908MAB6 |
571,000 |
$576,041.93 |
0.08% |
| GFL ENVIRONMENTAL INC 4.75%, due 06/15/2029 |
|
36168QAN4 |
574,000 |
$579,234.88 |
0.08% |
| HAH GROUP HOLDING CO LLC HAHGRO TL DD 1L USD |
LX190239 |
|
584,582 |
$583,850.93 |
0.08% |
| PADAGIS LLC PADGIS TL B 1L USD |
LX195723 |
|
602,471 |
$597,578.82 |
0.08% |
| SCRIPPS ESCROW II INC 3.875%, due 01/15/2029 |
|
81105DAA3 |
611,000 |
$615,683.32 |
0.08% |
| US FOODS INC 4.75%, due 02/15/2029 |
|
90290MAD3 |
603,000 |
$613,003.77 |
0.08% |
| XHR LP 4.875%, due 06/01/2029 |
|
98372MAC9 |
575,000 |
$581,555.00 |
0.08% |
| BAUSCH HEALTH COS INC 5%, due 02/15/2029 |
|
071734AM9 |
616,000 |
$536,967.20 |
0.07% |
| LPL HOLDINGS INC 4.625%, due 11/15/2027 |
|
50212YAC8 |
500,000 |
$515,600.00 |
0.07% |
| SCIENCE APPLICATIONS INTL 4.875%, due 04/01/2028 |
|
808625AA5 |
491,000 |
$501,649.79 |
0.07% |
| US FOODS INC 6.25%, due 04/15/2025 |
|
90290MAC5 |
512,000 |
$535,552.00 |
0.07% |
| ATLAS LUXCO 4 / ALL UNI 4.625%, due 06/01/2028 |
|
049362AA4 |
477,000 |
$468,175.50 |
0.06% |
| GFL ENVIRONMENTAL INC 3.75%, due 08/01/2025 |
|
36168QAK0 |
473,000 |
$479,406.79 |
0.06% |
| ION TRADING FINANCE LTD IONTRA TL B 1L USD |
LX193674 |
|
454,832 |
$455,482.01 |
0.06% |
| OWENS & MINOR INC 4.50%, due 03/31/2029 |
|
690732AF9 |
330,000 |
$338,662.50 |
0.05% |
| PENSKE AUTOMOTIVE GROUP 3.50%, due 09/01/2025 |
|
70959WAJ2 |
333,000 |
$341,924.40 |
0.05% |
| TEAM HEALTH HOLDINGS INC 6.375%, due 02/01/2025 |
|
88047PAA2 |
409,000 |
$379,776.95 |
0.05% |
| 1011778 BC / NEW RED FIN 4%, due 10/15/2030 |
|
68245XAM1 |
286,000 |
$280,122.70 |
0.04% |
| BOYNE USA INC 4.75%, due 05/15/2029 |
|
103557AC8 |
294,000 |
$299,466.93 |
0.04% |
| CAESARS ENTERTAINMENT INC 4.625%, due 10/15/2029 |
|
12769GAA8 |
284,000 |
$284,763.96 |
0.04% |
| CALPINE CORP 4.625%, due 02/01/2029 |
|
131347CP9 |
333,000 |
$325,207.80 |
0.04% |
| CLARIVATE SCIENCE HOLDINGS CORP 4.875%, due 07/01/2029 |
|
18064PAD1 |
274,000 |
$273,795.87 |
0.04% |
| FLEXERA SOFTWARE LLC FLESOF 2020 TLB USD |
LX191534 |
|
309,582 |
$309,117.90 |
0.04% |
| MODIVCARE ESCROW ISSUER 5%, due 10/01/2029 |
|
60783XAA2 |
282,000 |
$282,816.39 |
0.04% |
| RP ESCROW ISSUER LLC 5.25%, due 12/15/2025 |
|
74969PAA6 |
309,000 |
$310,886.45 |
0.04% |
| SEAWORLD PARKS & ENTERTAINMENT 5.25%, due 08/15/2029 |
|
81282UAG7 |
283,000 |
$288,626.04 |
0.04% |
| SENSATA TECHNOLOGIES INC 3.75%, due 02/15/2031 |
|
81728UAB0 |
333,000 |
$328,005.00 |
0.04% |
| WYNDHAM HOTELS & RESORTS 4.375%, due 08/15/2028 |
|
98311AAB1 |
289,000 |
$294,168.74 |
0.04% |
| ALLIANT HOLD / CO-ISSUER 5.875%, due 11/01/2029 |
|
01883LAD5 |
210,000 |
$210,741.30 |
0.03% |
| BLACK KNIGHT INFOSERV LLC 3.625%, due 09/01/2028 |
|
092174AA9 |
214,000 |
$213,249.93 |
0.03% |
| CSC HOLDINGS LLC 3.375%, due 02/15/2031 |
|
126307BF3 |
250,000 |
$232,793.75 |
0.03% |
| KKR APPLE BIDCO LLC Variable rate, due 07/13/2029 |
LX196238 |
|
213,940 |
$216,481.11 |
0.03% |
| ASCENSUS HOLDINGS INC Variable rate, due 08/02/2029 |
LX194868 |
|
142,291 |
$142,291.29 |
0.02% |
| BOOZ ALLEN HAMILTON INC 3.875%, due 09/01/2028 |
|
09951LAA1 |
158,000 |
$160,243.60 |
0.02% |
| BOYD GAMING CORP 8.625%, due 06/01/2025 |
|
103304BS9 |
153,000 |
$163,886.72 |
0.02% |
| CINEWORLD EQUITY WARRANT |
.CINELN.LN |
996Y5JZZ1 |
367,144 |
$179,207.83 |
0.02% |
| DIRECTV HOLDINGS/FING 5.875%, due 08/15/2027 |
|
25461LAA0 |
143,000 |
$146,080.94 |
0.02% |
| PETSMART INC/PETSMART FIN 4.75%, due 02/15/2028 |
|
71677KAA6 |
150,000 |
$154,326.00 |
0.02% |
| PETSMART INC/PETSMART FIN 7.75%, due 02/15/2029 |
|
71677KAB4 |
150,000 |
$162,914.25 |
0.02% |
| TEGNA INC 4.75%, due 03/15/2026 |
|
87901JAF2 |
163,000 |
$169,927.50 |
0.02% |
| UNITED STATES STEEL CORP 6.875%, due 03/01/2029 |
|
912909AU2 |
150,000 |
$159,017.25 |
0.02% |
| VT TOPCO INC VERCOR TL DD 1L USD |
LX196681 |
|
137,302 |
$137,217.11 |
0.02% |
| CHEPLAPHARM ARZNEIMITTEL 5.50%, due 01/15/2028 |
|
16412EAA5 |
81,000 |
$82,132.38 |
0.01% |
| CHESAPEAKE ENERGY CORP 5.50%, due 02/01/2026 |
|
165167DF1 |
75,000 |
$79,035.00 |
0.01% |
| ENCOMPASS HEALTH CORP2 5.125%, due 03/15/2023 |
|
421924BN0 |
74,000 |
$74,341.88 |
0.01% |
| GROUP 1 AUTOMOTIVE INC 4%, due 08/15/2028 |
|
398905AN9 |
83,000 |
$83,301.29 |
0.01% |
| GYP HOLDINGS III CORP 4.625%, due 05/01/2029 |
|
36261NAA5 |
74,000 |
$74,096.57 |
0.01% |
| MALLINCKRODT INTERNATIONAL MNK TL B 1L USD |
LX171246 |
|
119,542 |
$112,120.89 |
0.01% |
| NATIONAL MENTOR HOLDINGS MENTOR TL C 1L USD |
LX192640 |
|
69,714 |
$68,987.52 |
0.01% |
| NATIONAL MENTOR HOLDINGS MENTOR TL DD 1L USD |
LX192641 |
|
102,758 |
$101,687.61 |
0.01% |
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.
|