|
|
 |
|
Holdings of the Fund as of 9/24/2018 *
Total Number of Holdings (excluding cash): 227
| US Dollar |
$USD |
160,043,907 |
$160,043,906.82 |
8.65% |
| VALEANT PHARMACEUTICALS VRXCN TL B 1L USD |
LX173606 |
59,746,838 |
$60,022,868.20 |
3.24% |
| CAESARS RESORT COLLECTIO CAERES TL 1L USD |
LX168784 |
41,148,491 |
$41,366,989.26 |
2.24% |
| STARS GROUP HOLDINGS BV TSGICN TL B 1L USD |
LX174018 |
37,135,546 |
$37,426,317.50 |
2.02% |
| ALIXPARTNERS LLP ALIXPA TL B 1L USD |
LX161956 |
35,928,051 |
$36,100,146.52 |
1.95% |
| REYNOLDS GROUP HOLDINGS REYNOL TL 1L USD |
LX159202 |
35,859,534 |
$35,990,421.69 |
1.95% |
| DJO FIN LLC/DJO FIN CORP ENMC TL B 1L USD |
LX144227 |
34,630,322 |
$34,608,851.64 |
1.87% |
| MPH ACQUISITION HOLDINGS MLTPLN TL B 1L USD |
LX152711 |
32,371,364 |
$32,403,734.94 |
1.75% |
| AMWINS GROUP LLC AMWINS TL 1L USD |
LX159018 |
31,317,232 |
$31,382,371.87 |
1.70% |
| Parexel PRXL TL B 1L USD |
LX167279 |
29,258,248 |
$29,002,238.25 |
1.57% |
| QUIKRETE HOLDINGS INC QUIKHO TL B 1L USD |
LX155959 |
27,718,403 |
$27,747,230.38 |
1.50% |
| DELL INTERNATIONAL LLC DELL TL B 1L USD |
LX169099 |
27,566,672 |
$27,611,054.11 |
1.49% |
| TRIBUNE MEDIA CO TRCO TL B 1L USD |
LX159214 |
26,426,653 |
$26,492,719.25 |
1.43% |
| BJ'S WHOLESALE CLUB INC BJ TL B 1L USD |
LX159354 |
26,076,559 |
$26,214,243.56 |
1.42% |
| GATES GLOBAL LLC GATGLO TL B 1L USD |
LX169689 |
23,121,871 |
$23,240,023.41 |
1.26% |
| ENDO LUXEMBOURG FINANCE ENDP TL B 1L USD |
LX163026 |
22,554,475 |
$22,695,440.84 |
1.23% |
| CHANGE HEALTHCARE HOLDINGS EM TL B 1L USD |
LX159695 |
22,546,632 |
$22,574,815.66 |
1.22% |
| DEERFIELD HOLDINGS CORP DUFPHE TL B 1L USD |
LX169993 |
22,523,324 |
$22,519,270.29 |
1.22% |
| JAGUAR HOLDING CO II PPDI TL 1L USD |
LX172432 |
21,708,632 |
$21,708,632.20 |
1.17% |
| USI INC/NY COMINV TL B 1L USD |
LX167989 |
19,578,708 |
$19,557,758.92 |
1.06% |
| CHG HEALTHCARE SERVICES INC COMHEA TL 1L USD |
LX170133 |
19,377,154 |
$19,462,026.20 |
1.05% |
| GARDNER DENVER INC GDI TL B 1L USD |
LX168067 |
19,082,239 |
$19,170,399.16 |
1.04% |
| FIRST DATA CORPORATION FDC TL 1L USD |
LX169513 |
18,677,748 |
$18,677,747.97 |
1.01% |
| VISTRA OPERATIONS CO LLC VISOPE TL B2 1L USD |
LX157720 |
18,616,804 |
$18,652,734.65 |
1.01% |
| SPECTRUM BRANDS INC SPB TL B 1L USD |
LX162119 |
18,115,851 |
$18,183,784.96 |
0.98% |
| TENET HEALTHCARE CORP 7.50%, due 01/01/2022 |
88033GCP3 |
16,873,000 |
$17,632,285.00 |
0.95% |
| INFORMATION RESOURCES IRIC TL B 1L USD |
LX158211 |
17,330,625 |
$17,444,313.91 |
0.94% |
| SS&C TECHNOLOGIES INC SSNC TL B3 1L USD |
LX171558 |
16,824,117 |
$16,810,657.88 |
0.91% |
| VISTRA OPERATIONS CO LLC VST TL B3 1L USD |
LX173577 |
16,296,859 |
$16,304,192.97 |
0.88% |
| CENTURYLINK INC CTL TL B 1L USD |
LX161598 |
15,673,367 |
$15,555,816.88 |
0.84% |
| MITCHELL INTERNATIONAL INC MITCHE TL 1L USD |
LX169555 |
15,607,662 |
$15,562,556.14 |
0.84% |
| STATION CASINOS LLC STACAS TL B 1L USD |
LX152816 |
15,262,476 |
$15,318,031.27 |
0.83% |
| STERIGENICS-NORDION HOLDINGS STENOR TL B 1L USD |
LX162147 |
15,237,851 |
$15,253,698.52 |
0.82% |
| 1011778 BC ULC BCULC TL B 1L USD |
LX160554 |
14,926,818 |
$14,930,549.36 |
0.81% |
| RIVERBED TECHNOLOGY INC RVBD TL B 1L USD |
LX152765 |
14,751,219 |
$14,721,273.54 |
0.80% |
| RP CROWN PARENT LLC REDPRA TL B 1L USD |
LX155106 |
14,122,757 |
$14,175,717.46 |
0.77% |
| CLUBCORP HOLDINGS INC MYCC TL B 1L USD |
LX167985 |
14,218,973 |
$14,136,786.94 |
0.76% |
| TENN MERGER SUB INC TMH TL B 1L USD |
LX156377 |
14,415,399 |
$13,811,826.29 |
0.75% |
| ADVANTAGE SALES & MARKETING ADVSAL TL 1L USD |
LX138508 |
14,804,032 |
$13,675,224.66 |
0.74% |
| CITYCENTER HOLDINGS LLC CCTRH TL B 1L USD |
LX162717 |
13,702,777 |
$13,707,024.81 |
0.74% |
| SINCLAIR TELEVISION GROUP 5.625%, due 08/01/2024 |
829259AR1 |
13,793,000 |
$13,551,622.50 |
0.73% |
| PORTILLO'S HOLDINGS LLC PORTIL TL 1L USD |
LX139631 |
13,040,758 |
$13,040,758.07 |
0.71% |
| LEVEL 3 FINANCING INC LVLT TL B 1L USD |
LX160334 |
12,998,972 |
$13,035,109.54 |
0.70% |
| SCIENTIFIC GAMES INTERNATIO SGMS TL B5 1L USD |
LX171269 |
12,929,377 |
$12,894,726.02 |
0.70% |
| HORIZON PHARMA INC HZNP TL B 1L USD |
LX169086 |
12,606,807 |
$12,706,652.42 |
0.69% |
| GOLDEN NUGGET NUGGET TL 1L USD |
LX168592 |
12,592,032 |
$12,626,408.48 |
0.68% |
| POST HOLDINGS INC POST TL B 1L USD |
LX164077 |
12,551,769 |
$12,544,990.68 |
0.68% |
| CCC INFORMATION SERVICES INC CCCG TL B 1L USD |
LX161958 |
12,316,984 |
$12,347,776.42 |
0.67% |
| LAS VEGAS SANDS LLC LVS TL B 1L USD |
LX172314 |
12,490,787 |
$12,475,173.15 |
0.67% |
| US RENAL CARE INC USRENA TL 1L USD |
LX148925 |
12,511,142 |
$12,117,541.34 |
0.66% |
| VIRGIN MEDIA BRISTOL LLC VMED TL K 1L USD |
LX169525 |
11,960,000 |
$11,968,850.40 |
0.65% |
| ASURION LLC ASUCOR TL B6 1L USD |
LX171643 |
11,796,240 |
$11,877,398.25 |
0.64% |
| MIDWEST PHYSICIAN ADMINS MIDPHY TL 1L USD |
LX171555 |
11,710,033 |
$11,573,377.25 |
0.63% |
| ALTICE US FINANCE I CORP ALTFIC TL B 1L USD |
LX162756 |
11,439,000 |
$11,424,701.25 |
0.62% |
| ARISTOCRAT INTERNATIONAL PT ALLAU TL B 1L USD |
LX173473 |
11,467,526 |
$11,450,095.74 |
0.62% |
| MA FINANCECO LLC SEASPI TL B3 1L USD |
LX163339 |
11,227,972 |
$11,199,902.50 |
0.61% |
| ALMONDE INC MSYLN TL B 1L USD |
LX163228 |
10,586,015 |
$10,586,650.30 |
0.57% |
| CSC HOLDINGS LLC CVC TL B 1L USD |
LX170891 |
10,545,000 |
$10,571,362.50 |
0.57% |
| APPLIED SYSTEMS INC APPSYS TL B 1L USD |
LX168507 |
10,283,322 |
$10,334,738.23 |
0.56% |
| BRIGHTVIEW LANDSCAPES BRKMAN TL B 1L USD |
LX175317 |
10,240,200 |
$10,278,600.75 |
0.56% |
| MPH ACQUISITION HOLDINGS 7.125%, due 06/01/2024 |
553283AB8 |
10,000,000 |
$10,400,000.00 |
0.56% |
| NFP CORP NFP TL B 1L USD |
LX157681 |
10,355,193 |
$10,351,982.46 |
0.56% |
| ORTHO-CLINICAL DIAGNOSTICS ORTCLI TL B 1L USD |
LX173721 |
10,138,177 |
$10,171,126.40 |
0.55% |
| HOSTESS BRANDS LLC TWNK TL 1L USD |
LX169576 |
9,661,519 |
$9,661,518.55 |
0.52% |
| TEMPO ACQUISITION LLC TEACLL TL B 1L USD |
LX162876 |
9,581,924 |
$9,611,052.88 |
0.52% |
| VICI PROPERTIES INC VICI TL 1L USD |
LX170087 |
9,488,296 |
$9,497,974.19 |
0.51% |
| REALOGY GROUP/CO-ISSUER 4.875%, due 06/01/2023 |
75606DAE1 |
9,853,000 |
$9,261,820.00 |
0.50% |
| SYBIL SOFTWARE LLC AVST TL B 1L USD |
LX173191 |
9,276,929 |
$9,318,953.12 |
0.50% |
| H.B. FULLER CO FUL TL B 1L USD |
LX168918 |
8,851,554 |
$8,856,510.65 |
0.48% |
| TGP HOLDINGS III LLC TGPHLD TL 1L USD |
LX172462 |
9,337,221 |
$8,963,732.43 |
0.48% |
| DYNATRACE LLC DYNTRA TL 1L USD |
LX175134 |
8,627,027 |
$8,673,785.53 |
0.47% |
| BRIGHT BIDCO BV BRIGBI TL B 1L USD |
LX171142 |
8,670,249 |
$8,566,205.97 |
0.46% |
| INFORMATICA CORP INFA TL B 1L USD |
LX170849 |
8,507,341 |
$8,571,145.72 |
0.46% |
| TENET HEALTHCARE CORP 8.125%, due 04/01/2022 |
88033GCE8 |
8,080,000 |
$8,494,100.00 |
0.46% |
| ASURION LLC ASUCOR TL B7 1L USD |
LX174391 |
8,275,000 |
$8,326,718.75 |
0.45% |
| SURGERY CENTER HOLDINGS INC SURCEN TL 1L USD |
LX165294 |
7,828,777 |
$7,815,702.73 |
0.42% |
| IQVIA INC IQV TL B 1L USD |
LX173964 |
7,463,968 |
$7,454,638.24 |
0.40% |
| GRAY TELEVISION INC 5.125%, due 10/15/2024 |
389375AK2 |
7,343,000 |
$7,159,425.00 |
0.39% |
| ALBERTSON'S LLC ALBLLC TL B6 1L USD |
LX164598 |
6,984,974 |
$6,976,242.64 |
0.38% |
| ENVISION HEALTHCARE CORP EMS TL B 1L USD |
LX156475 |
6,967,567 |
$6,960,111.85 |
0.38% |
| WINK HOLDCO INC SUPVIS TL 1L USD |
LX169184 |
7,045,837 |
$7,017,231.07 |
0.38% |
| ALLIANT HOLDINGS INTERMEDI ALIANT TL B 1L USD |
LX173270 |
6,905,417 |
$6,915,291.41 |
0.37% |
| NEXSTAR ESCROW CORP 5.625%, due 08/01/2024 |
65341XAA6 |
6,949,000 |
$6,879,510.00 |
0.37% |
| ASURION LLC Variable rate, due 07/13/2025 |
LX167087 |
6,547,400 |
$6,722,019.16 |
0.36% |
| VF HOLDING CORP VERTAF TL B 1L USD |
LX173729 |
6,715,118 |
$6,736,942.39 |
0.36% |
| ACCUDYNE INDUSTRIES BOR SILIIA TL B 1L USD |
LX167634 |
6,417,379 |
$6,449,466.27 |
0.35% |
| BANFF MERGER SUB INC BMC TL B 1L USD |
LX174341 |
6,457,500 |
$6,499,990.35 |
0.35% |
| INFOR US INC LWSN TL B 1L USD |
LX159959 |
6,402,087 |
$6,413,098.61 |
0.35% |
| SS&C EUROPEAN HOLDINGS SARL SSNC TL B4 1L USD |
LX171885 |
6,544,579 |
$6,539,343.70 |
0.35% |
| ASP AMC MERGER SUB ASPAMC TL 1L USD |
LX162655 |
7,006,478 |
$6,375,894.64 |
0.34% |
| MICROCHIP TECHNOLOGY INC MCHP TL 1L USD |
LX173548 |
6,276,653 |
$6,274,016.61 |
0.34% |
| CHARTER COMMUNICATIONS OPER CHTR TL B 1L USD |
LX170173 |
5,970,000 |
$5,973,402.90 |
0.32% |
| HCA INC HCA TL B10 1L USD |
LX171926 |
5,912,478 |
$5,954,042.34 |
0.32% |
| HUB INTERNATIONAL LTD HBGCN TL B 1L USD |
LX173150 |
5,921,284 |
$5,924,599.96 |
0.32% |
| JELD-WEN INC JELWEN TL 1L USD |
LX170080 |
5,848,653 |
$5,854,150.58 |
0.32% |
| SELECT MEDICAL CORP 6.375%, due 06/01/2021 |
816196AQ2 |
5,912,000 |
$5,993,290.00 |
0.32% |
| ACOSTA HOLDCO INC ACOSTA TL B 1L USD |
LX144231 |
7,926,875 |
$5,718,923.02 |
0.31% |
| FINANCIAL & RISK US HOLD FINRSK TL B 1L USD |
LX174544 |
5,735,387 |
$5,740,950.10 |
0.31% |
| GRIFOLS WORLDWIDE OPERAT GRFSM TL B 1L USD |
LX158207 |
5,619,099 |
$5,646,239.11 |
0.31% |
| CINEWORLD FINANCE US INC CINELN TL B 1L USD |
LX171023 |
5,147,100 |
$5,137,011.68 |
0.28% |
| AMERICAN AXLE & MFG INC AXL TL B 1L USD |
LX161296 |
4,949,239 |
$4,943,052.03 |
0.27% |
| VIRTUS INVESTMENT PARTNERS VRTS TL B 1L USD |
LX160521 |
5,039,780 |
$5,058,678.72 |
0.27% |
| BERLIN PACKAGING LLC BERPAC TL B 1L USD |
LX173185 |
4,648,807 |
$4,643,739.35 |
0.25% |
| CABLEVISION SYSTEMS CORP 8%, due 04/15/2020 |
12686CBA6 |
4,392,000 |
$4,632,725.52 |
0.25% |
| RODAN & FIELDS LLC RODFIE TL B 1L USD |
LX173858 |
4,633,527 |
$4,676,016.15 |
0.25% |
| TRANSDIGM INC TDG TL F 1L USD |
LX173457 |
4,528,246 |
$4,538,841.85 |
0.25% |
| SINCLAIR TELEVISION GROU SBGI TL B2 1L USD |
LX158094 |
4,383,250 |
$4,396,969.57 |
0.24% |
| TRANSDIGM INC TDG TL E 1L USD |
LX173456 |
4,491,144 |
$4,495,724.97 |
0.24% |
| VISTRA OPERATIONS CO LLC VST TL B1 1L USD |
LX155779 |
4,366,812 |
$4,370,655.02 |
0.24% |
| BROOKFIELD WEC HOLDINGS WECHOL TL 1L USD |
LX174839 |
4,225,664 |
$4,270,033.19 |
0.23% |
| PENN NATIONAL GAMING INC PENN TL B 1L USD |
LX175442 |
4,267,071 |
$4,284,138.96 |
0.23% |
| WRANGLER BUYER CORP WRNGLR TL B 1L USD |
LX168461 |
4,250,000 |
$4,268,615.00 |
0.23% |
| IMMUCOR INC BLUD TL 1L USD |
LX166137 |
3,965,823 |
$4,027,809.21 |
0.22% |
| PACKERS HOLDINGS LLC PCKHLD TL 1L USD |
LX169537 |
3,982,239 |
$3,978,933.59 |
0.22% |
| STARFRUIT US HOLDCO LLC EKACHE TL B 1L USD |
LX175815 |
4,094,000 |
$4,108,410.89 |
0.22% |
| MGM GROWTH PROPERTIES MGMGPO TL B 1L USD |
LX152177 |
3,947,739 |
$3,951,015.98 |
0.21% |
| NEXSTAR BROADCASTING INC NXST TL B 1L USD |
LX166223 |
3,875,491 |
$3,890,024.41 |
0.21% |
| PROJECT ALPHA INTERMEDIA QLIK TL B 1L USD |
LX162624 |
3,861,819 |
$3,858,614.05 |
0.21% |
| ALBERTSON'S LLC ALBLLC TL B5 1L USD |
LX164597 |
3,629,030 |
$3,627,651.01 |
0.20% |
| FOUR SEASONS HOTELS LTD FSHCN TL B 1L USD |
LX134485 |
3,656,813 |
$3,654,545.28 |
0.20% |
| IMS HEALTH INC RX TL B2 1L USD |
LX168557 |
3,777,455 |
$3,779,834.80 |
0.20% |
| SS&C TECHNOLOGIES INC SSNC TL B5 1L USD |
LX175547 |
3,702,920 |
$3,700,031.72 |
0.20% |
| ARAMARK SERVICES INC ARMK TL 1L USD |
LX173878 |
3,491,250 |
$3,496,696.35 |
0.19% |
| EXAMWORKS GROUP INC EXAM TL B 1L USD |
LX159615 |
3,413,700 |
$3,435,888.63 |
0.19% |
| SINCLAIR TELEVISION GROUP 6.125%, due 10/01/2022 |
829259AN0 |
3,522,000 |
$3,605,647.50 |
0.19% |
| ENVISION HEALTHCARE CORP 5.125%, due 07/01/2022 |
29414DAA8 |
3,296,000 |
$3,378,400.00 |
0.18% |
| CONCENTRA INC CONCEN TL 1L USD |
LX171176 |
3,053,184 |
$3,068,450.16 |
0.17% |
| DAYTON POWER & LIGHT CO/THE AES TL B 1L USD |
LX154380 |
3,192,482 |
$3,188,491.41 |
0.17% |
| WEX INC WEX TL B 1L USD |
LX165665 |
3,136,000 |
$3,144,279.04 |
0.17% |
| CCO HLDGS LLC / CCO HLDGS CAP 5.75%, due 01/15/2024 |
1248EPBE2 |
2,950,000 |
$2,997,937.50 |
0.16% |
| CDRH PARENT INC HEALOG TL 1L USD |
LX137951 |
3,213,761 |
$3,016,918.16 |
0.16% |
| CREATIVE ARTISTS AGENCY LLC CREART TL B 1L USD |
LX171183 |
2,905,898 |
$2,914,382.73 |
0.16% |
| CSC HOLDINGS LLC CVC TL B 1L USD |
LX161695 |
2,962,500 |
$2,963,744.23 |
0.16% |
| HEALTHSOUTH CORP 5.75%, due 11/02/2024 |
421924BK6 |
3,000,000 |
$3,033,750.00 |
0.16% |
| RESOLUTE INVESMENT MANA AMEBEA TL 1L USD |
LX169132 |
2,906,093 |
$2,924,256.30 |
0.16% |
| VERSCEND HOLDING CORP VCVHHO TL B 1L USD |
LX175332 |
2,848,642 |
$2,870,007.25 |
0.16% |
| AIR MEDICAL GROUP HOLDINGS AIMEGR TL 1L USD |
LX171691 |
2,905,757 |
$2,864,902.40 |
0.15% |
| GARDA WORLD SECURITY CORP GWCN TL B 1L USD |
LX162709 |
2,752,247 |
$2,761,412.41 |
0.15% |
| GENTIVA HEALTH SERVICES KND TL 1L USD |
LX174074 |
2,780,667 |
$2,808,473.88 |
0.15% |
| KRONOS INC/MA KRON TL B 1L USD |
LX163804 |
2,749,322 |
$2,759,631.65 |
0.15% |
| MULTI-COLOR CORP LABL TL B 1L USD |
LX168706 |
2,823,851 |
$2,834,440.41 |
0.15% |
| HARBOURVEST PARTNERS LLC HAPART TL B 1L USD |
LX171417 |
2,658,247 |
$2,664,892.83 |
0.14% |
| LIFEPOINT HEALTH INC 5.375%, due 05/01/2024 |
53219LAQ2 |
2,472,000 |
$2,588,851.44 |
0.14% |
| SELECT MEDICAL CORP SEM TL B 1L USD |
LX159955 |
2,500,000 |
$2,514,575.00 |
0.14% |
| BEACON ROOFING SUPPLY INC BECN TL B 1L USD |
LX168574 |
2,362,465 |
$2,356,984.46 |
0.13% |
| CONCORDIA INTERNATIONAL CXRCN TL EXIT 1L USD |
LX175884 |
2,469,000 |
$2,408,830.47 |
0.13% |
| CUMULUS MEDIA NEW HLDGS CUMINT TL EXIT 1L USD |
LX174067 |
2,405,332 |
$2,371,657.61 |
0.13% |
| MALLINCKRODT INTERNATIONAL MNK TL B 1L USD |
LX171246 |
2,421,117 |
$2,419,228.04 |
0.13% |
| MALLINCKRODT INTERNATIONAL MNK TL B 1L USD |
LX160638 |
2,421,055 |
$2,406,359.41 |
0.13% |
| PEABODY ENERGY CORP BTU TL B 1L USD |
LX172971 |
2,474,295 |
$2,478,426.84 |
0.13% |
| WESTERN DIGITAL CORP WDC TL B 1L USD |
LX173578 |
2,353,151 |
$2,355,245.55 |
0.13% |
| ACADIA HEALTHCARE CO INC ACHC TL B2 1L USD |
LX172092 |
2,139,196 |
$2,152,566.11 |
0.12% |
| CATALENT PHARMA SOLUTION CTLT TL B 1L USD |
LX137090 |
2,293,189 |
$2,306,283.00 |
0.12% |
| GRAY TELEVISION INC 5.875%, due 07/15/2026 |
389375AJ5 |
2,148,000 |
$2,150,685.00 |
0.12% |
| JDA ESRW/JDA BOND FNCE 7.375%, due 10/15/2024 |
47215YAA5 |
2,161,000 |
$2,247,440.00 |
0.12% |
| ADVANTAGE SALES & MARKETING ADVSAL TL B2 1L USD |
LX163240 |
2,190,935 |
$2,015,659.90 |
0.11% |
| AMC ENTERTAINMENT INC 5.75%, due 06/15/2025 |
00165AAH1 |
2,076,000 |
$1,990,365.00 |
0.11% |
| HYLAND SOFTWARE INC HSI TL 1L USD |
LX159763 |
2,063,518 |
$2,076,744.71 |
0.11% |
| SERVICEMASTER COMPANY LLC SERV TL B 1L USD |
LX156211 |
2,024,868 |
$2,038,799.35 |
0.11% |
| ENERGIZER HOLDINGS INC ENR TL B 1L USD |
LX171027 |
1,901,470 |
$1,909,399.20 |
0.10% |
| FIRST EAGLE HOLDINGS INC ARNBLE TL B 1L USD |
LX169078 |
1,821,600 |
$1,831,473.07 |
0.10% |
| TOYS R US DELAWARE INC TOY TL B2 1L USD |
LX119275 |
3,426,051 |
$1,764,416.37 |
0.10% |
| VICTORY CAPITAL OPERATING VICCAP TL B 1L USD |
LX171107 |
1,869,283 |
$1,871,619.26 |
0.10% |
| AIR MEDICAL GROUP HOLDINGS AIMEGR TL B 1L USD |
LX168639 |
1,607,305 |
$1,601,953.03 |
0.09% |
| ALTICE US FINANCE I CORP 5.50%, due 05/15/2026 |
02155FAC9 |
1,621,000 |
$1,612,895.00 |
0.09% |
| MA FINANCECO LLC MCROLN TL B 1L USD |
LX162911 |
1,662,604 |
$1,658,447.11 |
0.09% |
| TOYS R US DELAWARE INC TOY TL B4 1L USD |
LX141526 |
3,253,846 |
$1,701,305.73 |
0.09% |
| TRANS UNION LLC TRUN TL B4 1L USD |
LX173938 |
1,636,680 |
$1,640,428.00 |
0.09% |
| AMC ENTERTAINMENT HOLDINGS AMC TL B 1L USD |
LX156314 |
1,398,700 |
$1,398,112.56 |
0.08% |
| FRONTDOOR INC FRONTD TL B 1L USD |
LX175432 |
1,424,243 |
$1,433,144.56 |
0.08% |
| VIRGIN MEDIA SECURED FIN 5.50%, due 08/15/2026 |
92769XAM7 |
1,500,000 |
$1,485,000.00 |
0.08% |
| APPLIED SYSTEMS INC Variable rate, due 09/18/2025 |
LX168509 |
1,331,175 |
$1,352,247.91 |
0.07% |
| ASURION LLC ASUCOR TL B4 1L USD |
LX167792 |
1,328,640 |
$1,338,126.68 |
0.07% |
| PARTY CITY HOLDINGS INC PRTY TL 1L USD |
LX171402 |
1,268,568 |
$1,275,811.37 |
0.07% |
| TALLGRASS NRG PRTNR/FIN 5.50%, due 09/15/2024 |
87470LAA9 |
1,307,000 |
$1,336,407.50 |
0.07% |
| 21ST CENTURY ONCOLOGY RTSX TL B-EXIT 1L USD |
LX171050 |
1,169,177 |
$1,099,026.81 |
0.06% |
| Akorn Term Loan B |
LX132200 |
1,128,313 |
$1,088,822.46 |
0.06% |
| INEOS US FINANCE LLC INEGRP TL B 1L USD |
LX169195 |
1,099,737 |
$1,101,111.50 |
0.06% |
| IRB HOLDING CORP ARBRES TL 1L USD |
LX170447 |
1,025,630 |
$1,030,921.75 |
0.06% |
| KINETICS CONCEPT/KCI USA 7.875%, due 02/15/2021 |
49461BAF1 |
1,058,000 |
$1,096,352.50 |
0.06% |
| NEW AMETHYST CORP 6.25%, due 12/01/2024 |
64189PAA1 |
1,000,000 |
$1,078,750.00 |
0.06% |
| 1011778 BC / NEW RED FIN 5%, due 10/15/2025 |
68245XAE9 |
1,000,000 |
$961,250.00 |
0.05% |
| ARCH COAL INC ARCH TL B 1L USD |
LX160614 |
836,655 |
$836,035.59 |
0.05% |
| EWT HOLDINGS III CORP WTGHOL TL 1L USD |
LX170201 |
860,840 |
$865,686.93 |
0.05% |
| HAMILTON HOLDCO LLC HAMHOL TL B 1L USD |
LX173663 |
927,663 |
$927,662.89 |
0.05% |
| KAR AUCTION SERVICES INC KAR TL B5 1L USD |
LX164715 |
993,838 |
$996,740.15 |
0.05% |
| LAMB WESTON HLD 4.625%, due 11/01/2024 |
513272AA2 |
1,000,000 |
$980,000.00 |
0.05% |
| MACDERMID INC PAH TL B6 1L USD |
LX162202 |
881,751 |
$886,530.06 |
0.05% |
| MEDIACOM ILLINOIS LLC MCCC TL N 1L USD |
LX172427 |
990,019 |
$986,721.99 |
0.05% |
| POLARIS INTERMEDIATE 8.50%, due 12/01/2022 |
73107GAA1 |
976,000 |
$1,010,355.20 |
0.05% |
| REALOGY GROUP LLC RLGY TL B 1L USD |
LX171199 |
984,651 |
$986,501.84 |
0.05% |
| REYNOLDS GRP ISS/REYNOLD 7%, due 07/15/2024 |
761735AV1 |
1,000,000 |
$1,016,875.00 |
0.05% |
| RPI FINANCE TRUST ROYPHA TL B6 1L USD |
LX161351 |
936,833 |
$939,175.02 |
0.05% |
| SUMMIT MATERIALS LLC SUMMAT TL B 1L USD |
LX169531 |
889,518 |
$888,406.54 |
0.05% |
| ARAMARK SERVICES INC ARMK TL B 1L USD |
LX173667 |
806,071 |
$807,586.84 |
0.04% |
| LENNAR CORP 5.875%, due 11/15/2024 |
526057CR3 |
745,000 |
$775,731.25 |
0.04% |
| LEVEL 3 COMMUNICATIONS 5.75%, due 12/01/2022 |
52729NBX7 |
813,000 |
$824,178.75 |
0.04% |
| SINCLAIR TELEVISION GROUP 5.875%, due 03/15/2026 |
829259AU4 |
791,000 |
$778,146.25 |
0.04% |
| CROWN AMERICAS LLC CCK TL B 1L USD |
LX170716 |
511,163 |
$513,171.82 |
0.03% |
| HCA INC 5.375%, due 02/01/2025 |
404119BR9 |
605,000 |
$616,343.75 |
0.03% |
| HCA INC 5.875%, due 05/01/2023 |
404121AG0 |
500,000 |
$527,500.00 |
0.03% |
| INFOR US INC 6.50%, due 05/15/2022 |
45672NAG6 |
500,000 |
$508,750.00 |
0.03% |
| LEVEL 3 FINANCING INC 5.125%, due 05/01/2023 |
527298BF9 |
500,000 |
$503,125.00 |
0.03% |
| MISSION BROADCASTING INC NXST TL 1L USD |
LX166614 |
543,615 |
$545,653.55 |
0.03% |
| PIKE CORP PIKE TL B 1L USD |
LX171938 |
479,570 |
$482,807.15 |
0.03% |
| PULTEGROUP INC 5.50%, due 03/01/2026 |
745867AW1 |
626,000 |
$626,782.50 |
0.03% |
| VIRGIN MEDIA SECURED FIN 5.25%, due 01/15/2026 |
92769XAL9 |
500,000 |
$491,875.00 |
0.03% |
| WYNDHAM HOTELS & RESORTS WYN TL B 1L USD |
LX172467 |
554,219 |
$555,049.98 |
0.03% |
| CONVATEC HEALTHCARE D SARL CONVAT TL B 1L USD |
LX155562 |
429,628 |
$431,775.80 |
0.02% |
| JBS USA LLC/JBS USA FINA 5.875%, due 07/15/2024 |
466112AP4 |
377,000 |
$371,816.25 |
0.02% |
| KINETIC CONCEPTS INC KCI TL B 1L USD |
LX159619 |
445,500 |
$447,838.88 |
0.02% |
| 1011778 BC / NEW RED FIN 4.25%, due 05/15/2024 |
68245XAC3 |
170,000 |
$161,925.00 |
0.01% |
| ACADIA HEALTHCARE CO INC ACHC TL B1 1L USD |
LX172091 |
259,866 |
$261,489.95 |
0.01% |
| AMC ENTERTAINMENT HOLDINGS AMC TL B 1L USD |
LX129265 |
210,708 |
$210,533.44 |
0.01% |
| CRESTWOOD MID PARTNER LP 5.75%, due 04/01/2025 |
226373AP3 |
250,000 |
$255,937.50 |
0.01% |
| KB HOME 7%, due 12/15/2021 |
48666KAT6 |
250,000 |
$264,687.50 |
0.01% |
| LIN TELEVISION CORP 5.875%, due 11/15/2022 |
532776AZ4 |
125,000 |
$127,500.00 |
0.01% |
| MALLINCKRODT FIN/SB 5.625%, due 10/15/2023 |
561233AD9 |
250,000 |
$221,250.00 |
0.01% |
| NEXSTAR BROADCASTING INC 6.125%, due 02/15/2022 |
65336YAK9 |
100,000 |
$102,125.00 |
0.01% |
| SPRINT COMMUNICATIONS 9%, due 11/15/2018 |
852061AK6 |
93,000 |
$93,720.75 |
0.01% |
| TAYLOR MORRISON COMM/MON 5.875%, due 04/15/2023 |
87724LAA3 |
250,000 |
$251,910.00 |
0.01% |
| Tenet Healthcare Corp 6%, due 10/01/2020 |
87243QAB2 |
170,000 |
$175,737.50 |
0.01% |
| T-MOBILE USA INC 6%, due 03/01/2023 |
87264AAM7 |
150,000 |
$154,875.00 |
0.01% |
| TOWER AUTOMOTIVE HOLDING TOWR TL B 1L USD |
LX161154 |
270,709 |
$272,062.08 |
0.01% |
| UNITED RENTALS NORTH AM 5.875%, due 09/15/2026 |
911365BE3 |
250,000 |
$256,562.50 |
0.01% |
| TRIBUNE MEDIA CO TRCO TL B 1L USD |
LX145376 |
9,726 |
$9,744.69 |
0.00% |
| TXU Interco Claim Units |
TXINT-R |
8,105 |
$0.00 |
0.00% |
| TXU TRA Rights units |
TXTRA-R |
4,887 |
$3,555.29 |
0.00% |
Holdings are subject to change.
* The holdings information set forth above for the date indicated reflects creation and redemption transactions from the prior business day and may differ from the holdings information currently available from the Fund's custodian and accounting agent. With respect to the market value of the Fund's holdings set forth above, the pricing sources are generally third party vendors. The Fund ultimately relies on pricing information provided by the Fund's accounting agent.
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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 and the Internal Revenue Code. First Trust has no knowledge of and has not been provided any information regarding any investor. Financial advisors must determine whether particular investments are appropriate for their clients. First Trust believes the financial advisor is a fiduciary, is capable of evaluating investment risks independently and is responsible for exercising independent judgment with respect to its retirement plan clients.
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