|
|
 |
|
Holdings of the Fund as of 6/20/2018 *
Total Number of Holdings (excluding cash): 240
| US Dollar |
$USD |
97,777,556 |
$97,777,555.65 |
6.17% |
| VALEANT PHARMACEUTICALS VRXCN TL B 1L USD |
LX173606 |
41,039,043 |
$40,974,201.26 |
2.59% |
| ALIXPARTNERS LLP ALIXPA TL B 1L USD |
LX161956 |
36,019,008 |
$35,986,951.30 |
2.27% |
| REYNOLDS GROUP HOLDINGS REYNOL TL 1L USD |
LX159202 |
35,950,548 |
$36,047,255.43 |
2.27% |
| STARS GROUP HOLDINGS BV TSGICN TL B 1L USD |
LX172474 |
35,777,504 |
$35,732,782.45 |
2.25% |
| BMC SOFTWARE FINANCE INC BMC TL 1L USD |
LX169961 |
35,426,616 |
$35,426,615.72 |
2.24% |
| MPH ACQUISITION HOLDINGS MLTPLN TL B 1L USD |
LX152711 |
32,371,364 |
$32,290,435.18 |
2.04% |
| CAESARS RESORT COLLECTIO CAERES TL 1L USD |
LX168784 |
25,712,934 |
$25,723,733.65 |
1.62% |
| BJ'S WHOLESALE CLUB INC BJ TL B 1L USD |
LX159354 |
23,305,219 |
$23,322,698.03 |
1.47% |
| CHANGE HEALTHCARE HOLDINGS EM TL B 1L USD |
LX159695 |
22,834,952 |
$22,777,865.10 |
1.44% |
| GATES GLOBAL LLC GATGLO TL B 1L USD |
LX169689 |
21,175,074 |
$21,228,012.04 |
1.34% |
| AMWINS GROUP LLC AMWINS TL 1L USD |
LX159018 |
20,870,068 |
$20,836,258.15 |
1.31% |
| DJO FIN LLC/DJO FIN CORP ENMC TL B 1L USD |
LX144227 |
20,114,156 |
$20,076,542.34 |
1.27% |
| SPECTRUM BRANDS INC SPB TL B 1L USD |
LX162119 |
20,000,000 |
$19,953,600.00 |
1.26% |
| COMPUWARE CORP CPWR TL B3 1L USD |
LX159760 |
19,398,869 |
$19,515,843.71 |
1.23% |
| ENDO LUXEMBOURG FINANCE ENDP TL B 1L USD |
LX163026 |
19,603,855 |
$19,491,917.33 |
1.23% |
| Parexel PRXL TL B 1L USD |
LX167279 |
19,419,731 |
$19,359,141.52 |
1.22% |
| DELL INTERNATIONAL LLC DELL TL B 1L USD |
LX169099 |
18,843,340 |
$18,788,317.59 |
1.19% |
| ADVANTAGE SALES & MARKETING ADVSAL TL 1L USD |
LX138508 |
19,625,184 |
$18,627,635.62 |
1.18% |
| JAGUAR HOLDING CO II PPDI TL 1L USD |
LX172432 |
18,230,988 |
$18,164,991.58 |
1.15% |
| TENET HEALTHCARE CORP 7.50%, due 01/01/2022 |
88033GCP3 |
16,873,000 |
$17,801,015.00 |
1.12% |
| USI INC/NY COMINV TL B 1L USD |
LX167989 |
17,622,987 |
$17,568,003.28 |
1.11% |
| INFORMATION RESOURCES IRIC TL B 1L USD |
LX158211 |
17,374,500 |
$17,388,920.84 |
1.10% |
| STERIGENICS-NORDION HOLDINGS STENOR TL B 1L USD |
LX162147 |
16,985,515 |
$17,027,979.23 |
1.07% |
| QUIKRETE HOLDINGS INC QUIKHO TL B 1L USD |
LX155959 |
16,329,366 |
$16,278,418.26 |
1.03% |
| KINDRED HEALTHCARE INC KND TL B 1L USD |
LX136051 |
16,142,487 |
$16,122,309.30 |
1.02% |
| BRICKMAN GROUP HOLDINGS Variable rate, due 12/11/2020 |
LX134065 |
15,931,662 |
$15,983,439.63 |
1.01% |
| DEERFIELD HOLDINGS CORP DUFPHE TL B 1L USD |
LX169993 |
16,063,483 |
$16,040,030.52 |
1.01% |
| HUB INTERNATIONAL LTD HBGCN TL B 1L USD |
LX173150 |
15,790,091 |
$15,703,245.34 |
0.99% |
| GARDNER DENVER INC GDI TL B 1L USD |
LX168067 |
15,085,417 |
$15,134,143.20 |
0.95% |
| 1011778 BC ULC BCULC TL B 1L USD |
LX160554 |
14,964,687 |
$14,919,792.79 |
0.94% |
| MITCHELL INTERNATIONAL INC MITCHE TL 1L USD |
LX169555 |
14,479,109 |
$14,454,929.02 |
0.91% |
| CLUBCORP HOLDINGS INC MYCC TL B 1L USD |
LX167985 |
14,218,973 |
$14,118,302.27 |
0.89% |
| RP CROWN PARENT LLC REDPRA TL B 1L USD |
LX155106 |
14,158,602 |
$14,070,110.40 |
0.89% |
| SS&C TECHNOLOGIES INC SSNC TL B3 1L USD |
LX171558 |
13,977,675 |
$14,007,866.63 |
0.88% |
| TENN MERGER SUB INC TMH TL B 1L USD |
LX156377 |
14,451,894 |
$13,940,007.66 |
0.88% |
| CENTURYLINK INC CTL TL B 1L USD |
LX161598 |
13,707,722 |
$13,497,857.09 |
0.85% |
| HOSTESS BRANDS LLC TWNK TL 1L USD |
LX169576 |
13,325,236 |
$13,302,982.73 |
0.84% |
| HORIZON PHARMA INC HZNP TL B 1L USD |
LX169086 |
12,968,570 |
$12,994,507.43 |
0.82% |
| PORTILLO'S HOLDINGS LLC PORTIL TL 1L USD |
LX139631 |
13,074,630 |
$13,041,943.60 |
0.82% |
| SINCLAIR TELEVISION GROU SBGI TL B 1L USD |
LX169992 |
13,058,000 |
$13,025,355.00 |
0.82% |
| CCC INFORMATION SERVICES INC CCCG TL B 1L USD |
LX161958 |
12,348,087 |
$12,343,642.17 |
0.78% |
| LEVEL 3 FINANCING INC LVLT TL B 1L USD |
LX160334 |
11,974,718 |
$11,984,656.66 |
0.76% |
| ASURION LLC ASUCOR TL B6 1L USD |
LX171643 |
11,826,771 |
$11,824,642.39 |
0.75% |
| VISTRA OPERATIONS CO LLC VST TL B3 1L USD |
LX173577 |
11,796,859 |
$11,743,773.51 |
0.74% |
| ORTHO-CLINICAL DIAGNOSTICS ORTCLI TL B 1L USD |
LX173721 |
11,343,306 |
$11,314,947.98 |
0.71% |
| VF HOLDING CORP VERTAF TL B 1L USD |
LX173729 |
11,346,234 |
$11,275,320.34 |
0.71% |
| ALMONDE INC MSYLN TL B 1L USD |
LX163228 |
11,164,827 |
$10,963,190.38 |
0.69% |
| POST HOLDINGS INC POST TL B 1L USD |
LX164077 |
10,578,415 |
$10,580,318.62 |
0.67% |
| MPH ACQUISITION HOLDINGS 7.125%, due 06/01/2024 |
553283AB8 |
10,000,000 |
$10,425,000.00 |
0.66% |
| NFP CORP NFP TL B 1L USD |
LX157681 |
10,381,475 |
$10,339,326.01 |
0.65% |
| STATION CASINOS LLC STACAS TL B 1L USD |
LX152816 |
10,288,885 |
$10,278,184.12 |
0.65% |
| VISTRA OPERATIONS CO LLC VISOPE TL B2 1L USD |
LX157720 |
10,149,060 |
$10,137,997.19 |
0.64% |
| LAS VEGAS SANDS LLC LVS TL B 1L USD |
LX172314 |
9,536,419 |
$9,498,463.60 |
0.60% |
| VICI PROPERTIES INC VICI TL 1L USD |
LX170087 |
9,488,296 |
$9,459,261.94 |
0.60% |
| TENET HEALTHCARE CORP 8.125%, due 04/01/2022 |
88033GCE8 |
8,080,000 |
$8,595,100.00 |
0.54% |
| US RENAL CARE INC USRENA TL 1L USD |
LX148925 |
8,532,965 |
$8,453,011.45 |
0.53% |
| H.B. FULLER CO FUL TL B 1L USD |
LX168918 |
8,223,033 |
$8,178,957.33 |
0.52% |
| TRIBUNE MEDIA CO TRCO TL B 1L USD |
LX159214 |
8,254,986 |
$8,229,230.40 |
0.52% |
| ZAYO GROUP LLC ZAYO TL B2 1L USD |
LX166414 |
8,295,313 |
$8,317,213.01 |
0.52% |
| CITYCENTER HOLDINGS LLC CCTRH TL B 1L USD |
LX162717 |
7,796,490 |
$7,774,191.56 |
0.49% |
| SURGERY CENTER HOLDINGS INC SURCEN TL 1L USD |
LX165294 |
7,848,497 |
$7,832,171.75 |
0.49% |
| VALEANT PHARMACEUTICALS 5.375%, due 03/15/2020 |
91831AAA9 |
7,628,000 |
$7,735,936.20 |
0.49% |
| REALOGY GROUP/CO-ISSUER 4.875%, due 06/01/2023 |
75606DAE1 |
7,759,000 |
$7,371,050.00 |
0.47% |
| VIRGIN MEDIA BRISTOL LLC VMED TL K 1L USD |
LX169525 |
7,460,000 |
$7,432,845.60 |
0.47% |
| ALBERTSONS COS INC ALBLLC TL 1L USD |
LX173206 |
7,223,274 |
$7,236,853.92 |
0.46% |
| GOLDEN NUGGET NUGGET TL 1L USD |
LX168592 |
7,156,540 |
$7,170,423.69 |
0.45% |
| MIDWEST PHYSICIAN ADMINS MIDPHY TL 1L USD |
LX171555 |
7,210,033 |
$7,161,870.32 |
0.45% |
| ALBERTSON'S LLC ALBLLC TL B6 1L USD |
LX164598 |
7,002,613 |
$6,932,586.56 |
0.44% |
| ENVISION HEALTHCARE CORP EMS TL B 1L USD |
LX156475 |
6,967,567 |
$6,965,407.20 |
0.44% |
| GRAY TELEVISION INC 5.125%, due 10/15/2024 |
389375AK2 |
7,343,000 |
$6,993,473.20 |
0.44% |
| SCIENTIFIC GAMES INTERNATIO SGMS TL B5 1L USD |
LX171269 |
6,946,744 |
$6,929,376.74 |
0.44% |
| UNIVISION COMMUNICATIONS UVN TL C5 1L USD |
LX161197 |
7,276,969 |
$7,043,523.94 |
0.44% |
| WINK HOLDCO INC SUPVIS TL 1L USD |
LX169184 |
7,063,540 |
$7,019,393.16 |
0.44% |
| ASP AMC MERGER SUB ASPAMC TL 1L USD |
LX162655 |
7,006,478 |
$6,791,939.28 |
0.43% |
| INFORMATICA CORP INFA TL B 1L USD |
LX170849 |
6,738,562 |
$6,752,039.25 |
0.43% |
| NEXSTAR ESCROW CORP 5.625%, due 08/01/2024 |
65341XAA6 |
6,949,000 |
$6,810,020.00 |
0.43% |
| ARISTOCRAT INTERNATIONAL PT ALLAU TL B 1L USD |
LX173473 |
6,744,297 |
$6,710,575.52 |
0.42% |
| INFOR US INC LWSN TL B 1L USD |
LX159959 |
6,486,036 |
$6,476,890.92 |
0.41% |
| MICROCHIP TECHNOLOGY INC MCHP TL 1L USD |
LX173548 |
6,508,800 |
$6,528,326.40 |
0.41% |
| RIVERBED TECHNOLOGY INC RVBD TL B 1L USD |
LX152765 |
6,631,852 |
$6,565,533.73 |
0.41% |
| FIRST DATA CORPORATION FDC TL 1L USD |
LX169513 |
6,343,995 |
$6,328,135.41 |
0.40% |
| ACOSTA HOLDCO INC ACOSTA TL B 1L USD |
LX144231 |
7,947,358 |
$6,221,032.56 |
0.39% |
| CHARTER COMMUNICATIONS OPER CHTR TL B 1L USD |
LX170173 |
5,985,000 |
$5,986,256.85 |
0.38% |
| HCA INC HCA TL B10 1L USD |
LX171926 |
5,927,296 |
$5,962,681.81 |
0.38% |
| MA FINANCECO LLC SEASPI TL B3 1L USD |
LX163339 |
6,100,750 |
$6,072,137.45 |
0.38% |
| SELECT MEDICAL CORP 6.375%, due 06/01/2021 |
816196AQ2 |
5,912,000 |
$6,010,434.80 |
0.38% |
| TGP HOLDINGS III LLC TGPHLD TL 1L USD |
LX172462 |
5,960,788 |
$5,983,140.66 |
0.38% |
| JELD-WEN INC JELWEN TL 1L USD |
LX170080 |
5,863,348 |
$5,852,383.51 |
0.37% |
| PLANET FITNESS HOLDINGS LLC PLAFIT TL B 1L USD |
LX156908 |
5,790,279 |
$5,804,754.49 |
0.37% |
| GRIFOLS WORLDWIDE OPERAT GRFSM TL B 1L USD |
LX158207 |
5,633,324 |
$5,647,407.74 |
0.36% |
| IQVIA INC IQV TL B 1L USD |
LX173964 |
5,455,600 |
$5,435,141.50 |
0.34% |
| SBA SENIOR FINANCE II LLC SBAC TL B 1L USD |
LX172653 |
5,336,000 |
$5,317,484.08 |
0.34% |
| TEMPO ACQUISITION LLC TEACLL TL B 1L USD |
LX162876 |
5,339,464 |
$5,336,153.81 |
0.34% |
| SS&C EUROPEAN HOLDINGS SARL SSNC TL B4 1L USD |
LX171885 |
5,205,896 |
$5,217,140.33 |
0.33% |
| CINEWORLD FINANCE US INC CINELN TL B 1L USD |
LX171023 |
5,160,000 |
$5,131,207.20 |
0.32% |
| NRG ENERGY INC NRG TL B 1L USD |
LX153092 |
4,987,310 |
$4,967,559.89 |
0.31% |
| BERLIN PACKAGING LLC BERPAC TL B 1L USD |
LX173185 |
4,648,807 |
$4,629,188.59 |
0.29% |
| TRANSDIGM INC TDG TL F 1L USD |
LX173457 |
4,539,595 |
$4,529,970.79 |
0.29% |
| CHS/COMMUNITY HEALTH SYS IN CYH TL G 1L USD |
LX144539 |
4,523,384 |
$4,482,854.25 |
0.28% |
| SINCLAIR TELEVISION GROU SBGI TL B2 1L USD |
LX158094 |
4,394,375 |
$4,394,375.00 |
0.28% |
| TRANSDIGM INC TDG TL E 1L USD |
LX173456 |
4,502,400 |
$4,490,198.50 |
0.28% |
| VIRTUS INVESTMENT PARTNERS VRTS TL B 1L USD |
LX160521 |
4,416,625 |
$4,422,145.78 |
0.28% |
| NEXSTAR BROADCASTING INC NXST TL B 1L USD |
LX166223 |
4,215,583 |
$4,215,498.88 |
0.27% |
| CURO HEALTH SERVICES HOLDIN CURHEA TL B 1L USD |
LX142837 |
4,179,268 |
$4,182,737.26 |
0.26% |
| UNITYMEDIA FINANCE LLC UNITY TL B 1L USD |
LX173780 |
4,080,921 |
$4,057,700.51 |
0.26% |
| MGM GROWTH PROPERTIES MGMGPO TL B 1L USD |
LX152177 |
3,957,836 |
$3,949,603.59 |
0.25% |
| PACKERS HOLDINGS LLC PCKHLD TL 1L USD |
LX169537 |
3,992,244 |
$3,982,263.87 |
0.25% |
| WYNDHAM HOTELS & RESORTS WYN TL B 1L USD |
LX172467 |
3,980,782 |
$3,987,748.42 |
0.25% |
| IMS HEALTH INC RX TL B2 1L USD |
LX168557 |
3,786,970 |
$3,782,236.29 |
0.24% |
| PROJECT ALPHA INTERMEDIA QLIK TL B 1L USD |
LX162624 |
3,871,571 |
$3,861,892.50 |
0.24% |
| UPC FINANCING PARTNERSHIP UPCB TL AR 1L USD |
LX169045 |
3,784,615 |
$3,765,011.08 |
0.24% |
| ALBERTSON'S LLC ALBLLC TL B5 1L USD |
LX164597 |
3,638,194 |
$3,607,997.26 |
0.23% |
| BRIGHT BIDCO BV BRIGBI TL B 1L USD |
LX171142 |
3,716,500 |
$3,688,626.25 |
0.23% |
| CATALENT PHARMA SOLUTION CTLT TL B 1L USD |
LX137090 |
3,609,904 |
$3,608,388.26 |
0.23% |
| CHG HEALTHCARE SERVICES INC COMHEA TL 1L USD |
LX170133 |
3,664,487 |
$3,679,145.09 |
0.23% |
| FOUR SEASONS HOTELS LTD FSHCN TL B 1L USD |
LX134485 |
3,666,094 |
$3,664,114.06 |
0.23% |
| ARAMARK SERVICES INC ARMK TL 1L USD |
LX173878 |
3,491,250 |
$3,489,085.43 |
0.22% |
| CONCORDIA HEALTHCARE CXRCN TL B 1L USD |
LX148270 |
3,898,721 |
$3,496,685.13 |
0.22% |
| ESH HOSPITALITY INC STAY TL B 1L USD |
LX173466 |
3,446,264 |
$3,437,647.85 |
0.22% |
| EXAMWORKS GROUP INC EXAM TL B 1L USD |
LX159615 |
3,422,255 |
$3,432,966.86 |
0.22% |
| AMC ENTERTAINMENT INC 5.75%, due 06/15/2025 |
00165AAH1 |
3,390,000 |
$3,330,675.00 |
0.21% |
| ENVISION HEALTHCARE CORP 5.125%, due 07/01/2022 |
29414DAA8 |
3,296,000 |
$3,353,680.00 |
0.21% |
| SYBIL SOFTWARE LLC AVST TL B 1L USD |
LX173191 |
3,318,409 |
$3,328,098.48 |
0.21% |
| DAYTON POWER & LIGHT CO/THE AES TL B 1L USD |
LX154380 |
3,200,585 |
$3,192,583.28 |
0.20% |
| WEX INC WEX TL B 1L USD |
LX165665 |
3,144,000 |
$3,147,049.68 |
0.20% |
| CCO HLDGS LLC / CCO HLDGS CAP 5.75%, due 01/15/2024 |
1248EPBE2 |
2,950,000 |
$2,986,875.00 |
0.19% |
| CDRH PARENT INC HEALOG TL 1L USD |
LX137951 |
3,222,108 |
$2,975,069.40 |
0.19% |
| CONCENTRA INC CONCEN TL 1L USD |
LX171176 |
3,053,184 |
$3,060,817.20 |
0.19% |
| CSC HOLDINGS LLC CVC TL B 1L USD |
LX161695 |
2,970,000 |
$2,952,684.88 |
0.19% |
| HEALTHSOUTH CORP 5.75%, due 11/02/2024 |
421924BK6 |
3,000,000 |
$3,052,500.00 |
0.19% |
| SINCLAIR TELEVISION GROUP 5.625%, due 08/01/2024 |
829259AR1 |
2,994,000 |
$3,001,485.00 |
0.19% |
| CREATIVE ARTISTS AGENCY LLC CREART TL B 1L USD |
LX171183 |
2,913,199 |
$2,919,258.21 |
0.18% |
| MULTI-COLOR CORP LABL TL B 1L USD |
LX168706 |
2,830,946 |
$2,832,135.07 |
0.18% |
| RESOLUTE INVESMENT MANA AMEBEA TL 1L USD |
LX169132 |
2,913,879 |
$2,917,521.63 |
0.18% |
| GARDA WORLD SECURITY CORP GWCN TL B 1L USD |
LX162709 |
2,759,215 |
$2,765,257.83 |
0.17% |
| HARBOURVEST PARTNERS LLC HAPART TL B 1L USD |
LX171417 |
2,715,799 |
$2,711,263.93 |
0.17% |
| KRONOS INC/MA KRON TL B 1L USD |
LX163804 |
2,756,212 |
$2,756,212.22 |
0.17% |
| CSC HOLDINGS LLC CVC TL B 1L USD |
LX170891 |
2,571,429 |
$2,561,785.71 |
0.16% |
| SERVICEMASTER COMPANY LLC SERV TL B 1L USD |
LX156211 |
2,504,318 |
$2,512,156.48 |
0.16% |
| BEACON ROOFING SUPPLY INC BECN TL B 1L USD |
LX168574 |
2,368,386 |
$2,357,278.76 |
0.15% |
| COTIVITI CORP CONNOL TL B 1L USD |
LX155103 |
2,407,331 |
$2,401,312.28 |
0.15% |
| LIFEPOINT HEALTH INC 5.375%, due 05/01/2024 |
53219LAQ2 |
2,472,000 |
$2,394,750.00 |
0.15% |
| MALLINCKRODT INTERNATIONAL MNK TL B 1L USD |
LX171246 |
2,427,184 |
$2,381,674.76 |
0.15% |
| MALLINCKRODT INTERNATIONAL MNK TL B 1L USD |
LX160638 |
2,427,184 |
$2,373,713.60 |
0.15% |
| WESTERN DIGITAL CORP WDC TL B 1L USD |
LX173578 |
2,359,049 |
$2,358,459.11 |
0.15% |
| ACADIA HEALTHCARE CO INC ACHC TL B2 1L USD |
LX172092 |
2,144,616 |
$2,156,239.74 |
0.14% |
| JDA ESRW/JDA BOND FNCE 7.375%, due 10/15/2024 |
47215YAA5 |
2,161,000 |
$2,225,830.00 |
0.14% |
| VALEANT PHARMACEUTICALS 6.75%, due 08/15/2021 |
91911XAQ7 |
2,184,000 |
$2,211,190.80 |
0.14% |
| ADVANTAGE SALES & MARKETING ADVSAL TL B2 1L USD |
LX163240 |
2,196,467 |
$2,096,264.50 |
0.13% |
| GRAY TELEVISION INC 5.875%, due 07/15/2026 |
389375AJ5 |
2,148,000 |
$2,048,655.00 |
0.13% |
| HYLAND SOFTWARE INC HSI TL 1L USD |
LX159763 |
2,068,742 |
$2,082,188.47 |
0.13% |
| NUMERICABLE-SFR SA SFRFP TL B12 1L USD |
LX169002 |
2,142,558 |
$2,109,884.46 |
0.13% |
| PENN NATIONAL GAMING INC PENN TL B 1L USD |
LX158975 |
2,031,267 |
$2,038,376.45 |
0.13% |
| VICTORY CAPITAL OPERATING VICCAP TL B 1L USD |
LX171107 |
2,036,183 |
$2,038,728.12 |
0.13% |
| APPLIED SYSTEMS INC APPSYS TL B 1L USD |
LX168507 |
1,935,872 |
$1,942,318.45 |
0.12% |
| FIRST EAGLE HOLDINGS INC ARNBLE TL B 1L USD |
LX169078 |
1,826,200 |
$1,836,098.00 |
0.12% |
| KINDRED HEALTHCARE INC 8%, due 01/15/2020 |
494580AE3 |
1,750,000 |
$1,890,175.00 |
0.12% |
| PARTY CITY HOLDINGS INC PRTY TL 1L USD |
LX171402 |
1,903,638 |
$1,907,369.53 |
0.12% |
| BJ'S WHOLESALE CLUB INC BJ TL 2L USD |
LX159355 |
1,799,866 |
$1,816,748.53 |
0.11% |
| IMMUCOR INC BLUD TL 1L USD |
LX166137 |
1,720,156 |
$1,743,808.43 |
0.11% |
| TOYS R US DELAWARE INC TOY TL B2 1L USD |
LX119275 |
3,929,140 |
$1,694,441.42 |
0.11% |
| ALTICE US FINANCE I CORP 5.50%, due 05/15/2026 |
02155FAC9 |
1,621,000 |
$1,592,632.50 |
0.10% |
| RODAN & FIELDS LLC RODFIE TL B 1L USD |
LX173858 |
1,633,527 |
$1,636,597.74 |
0.10% |
| TOYS R US DELAWARE INC TOY TL B4 1L USD |
LX141526 |
3,253,846 |
$1,554,882.68 |
0.10% |
| TRANS UNION LLC TRUN TL B4 1L USD |
LX173938 |
1,636,680 |
$1,638,725.85 |
0.10% |
| AMC ENTERTAINMENT HOLDINGS AMC TL B 1L USD |
LX156314 |
1,402,250 |
$1,403,652.26 |
0.09% |
| APPLIED SYSTEMS INC Variable rate, due 09/18/2025 |
LX168509 |
1,331,175 |
$1,372,441.84 |
0.09% |
| MICRON TECHNOLOGY INC MU TL B 1L USD |
LX152340 |
1,499,575 |
$1,504,733.74 |
0.09% |
| VIRGIN MEDIA SECURED FIN 5.50%, due 08/15/2026 |
92769XAM7 |
1,500,000 |
$1,425,000.00 |
0.09% |
| ASURION LLC ASUCOR TL B4 1L USD |
LX167792 |
1,332,096 |
$1,332,722.44 |
0.08% |
| LANDESK SOFTWARE GROUP LANSOF TL B 1L USD |
LX158814 |
1,225,881 |
$1,212,470.03 |
0.08% |
| TALLGRASS NRG PRTNR/FIN 5.50%, due 09/15/2024 |
87470LAA9 |
1,307,000 |
$1,341,308.75 |
0.08% |
| VALEANT PHARMACEUTICALS 5.50%, due 11/01/2025 |
91911KAN2 |
1,240,000 |
$1,235,350.00 |
0.08% |
| 21ST CENTURY ONCOLOGY RTSX TL B-EXIT 1L USD |
LX171050 |
1,172,115 |
$1,122,886.26 |
0.07% |
| Akorn Term Loan B |
LX132200 |
1,128,313 |
$1,101,989.89 |
0.07% |
| INEOS US FINANCE LLC INEGRP TL B 1L USD |
LX169195 |
1,102,500 |
$1,101,463.64 |
0.07% |
| IRB HOLDING CORP ARBRES TL 1L USD |
LX170447 |
1,028,200 |
$1,031,798.70 |
0.07% |
| MITCHELL INTERNATIONAL INC MITCHE TL DD 1L USD |
LX169556 |
1,167,670 |
$1,165,720.08 |
0.07% |
| NEW AMETHYST CORP 6.25%, due 12/01/2024 |
64189PAA1 |
1,000,000 |
$1,077,500.00 |
0.07% |
| NVA HOLDINGS NATVET TL B3 1L USD |
LX171118 |
1,098,220 |
$1,095,936.03 |
0.07% |
| U.S. FOODSERVICE USFOOD TL B 1L USD |
LX174132 |
1,179,000 |
$1,180,603.44 |
0.07% |
| 1011778 BC / NEW RED FIN 5%, due 10/15/2025 |
68245XAE9 |
1,000,000 |
$961,250.00 |
0.06% |
| HAMILTON HOLDCO LLC HAMHOL TL B 1L USD |
LX173663 |
927,663 |
$925,343.73 |
0.06% |
| KAR AUCTION SERVICES INC KAR TL B5 1L USD |
LX164715 |
996,972 |
$994,479.58 |
0.06% |
| LAMB WESTON HLD 4.625%, due 11/01/2024 |
513272AA2 |
1,000,000 |
$993,750.00 |
0.06% |
| MA FINANCECO LLC MCROLN TL B 1L USD |
LX162911 |
903,380 |
$899,143.43 |
0.06% |
| MACDERMID INC PAH TL B6 1L USD |
LX162202 |
881,751 |
$883,170.59 |
0.06% |
| MEDIACOM ILLINOIS LLC MCCC TL N 1L USD |
LX172427 |
992,500 |
$990,644.03 |
0.06% |
| REALOGY GROUP LLC RLGY TL B 1L USD |
LX171199 |
987,125 |
$987,124.70 |
0.06% |
| REYNOLDS GRP ISS/REYNOLD 7%, due 07/15/2024 |
761735AV1 |
1,000,000 |
$1,027,500.00 |
0.06% |
| SUMMIT MATERIALS LLC SUMMAT TL B 1L USD |
LX169531 |
891,753 |
$891,378.87 |
0.06% |
| ALLIANT HOLDINGS INTERMEDI ALIANT TL B 1L USD |
LX173270 |
813,750 |
$809,005.84 |
0.05% |
| ARAMARK SERVICES INC ARMK TL B 1L USD |
LX173667 |
806,071 |
$808,288.13 |
0.05% |
| ARCH COAL INC ARCH TL B 1L USD |
LX160614 |
838,773 |
$834,578.97 |
0.05% |
| LENNAR CORP 5.875%, due 11/15/2024 |
526057CR3 |
745,000 |
$776,774.25 |
0.05% |
| LEVEL 3 COMMUNICATIONS 5.75%, due 12/01/2022 |
52729NBX7 |
813,000 |
$818,081.25 |
0.05% |
| SINCLAIR TELEVISION GROUP 5.875%, due 03/15/2026 |
829259AU4 |
791,000 |
$778,146.25 |
0.05% |
| VIRTUS INVESTMENT PARTNERS VRTS TL B 1L USD |
LX171456 |
777,293 |
$775,349.35 |
0.05% |
| AMWINS GROUP LLC Variable rate, due 01/19/2025 |
LX159021 |
571,429 |
$574,645.71 |
0.04% |
| EWT HOLDINGS III CORP WTGHOL TL 1L USD |
LX170201 |
680,733 |
$683,285.35 |
0.04% |
| HCA INC 5.375%, due 02/01/2025 |
404119BR9 |
605,000 |
$606,512.50 |
0.04% |
| PEABODY ENERGY CORP BTU TL B 1L USD |
LX172971 |
605,629 |
$601,843.93 |
0.04% |
| PULTEGROUP INC 5.50%, due 03/01/2026 |
745867AW1 |
626,000 |
$628,347.50 |
0.04% |
| TOYS R US DELAWARE INC TOY TL B3 1L USD |
LX123555 |
1,553,224 |
$669,828.03 |
0.04% |
| ALBERTSONS COS LLC/SAFEW 5.75%, due 03/15/2025 |
013093AD1 |
599,000 |
$543,592.50 |
0.03% |
| BRICKMAN GROUP HOLDINGS Variable rate, due 12/11/2021 |
LX134066 |
406,505 |
$408,029.19 |
0.03% |
| CALPINE CORP 5.50%, due 02/01/2024 |
131347CJ3 |
472,000 |
$437,190.00 |
0.03% |
| CONVATEC HEALTHCARE D SARL CONVAT TL B 1L USD |
LX155562 |
431,243 |
$431,062.07 |
0.03% |
| CROWN AMERICAS LLC CCK TL B 1L USD |
LX170716 |
511,163 |
$512,200.61 |
0.03% |
| HCA INC 5.875%, due 05/01/2023 |
404121AG0 |
500,000 |
$524,950.00 |
0.03% |
| INFOR US INC 6.50%, due 05/15/2022 |
45672NAG6 |
500,000 |
$508,750.00 |
0.03% |
| KINETIC CONCEPTS INC KCI TL B 1L USD |
LX159619 |
446,625 |
$447,741.56 |
0.03% |
| LEVEL 3 FINANCING INC 5.125%, due 05/01/2023 |
527298BF9 |
500,000 |
$493,750.00 |
0.03% |
| MISSION BROADCASTING INC NXST TL 1L USD |
LX166614 |
544,988 |
$544,976.87 |
0.03% |
| PIKE CORP PIKE TL B 1L USD |
LX171938 |
496,319 |
$498,904.53 |
0.03% |
| VIRGIN MEDIA SECURED FIN 5.25%, due 01/15/2026 |
92769XAL9 |
500,000 |
$473,125.00 |
0.03% |
| ACADIA HEALTHCARE CO INC ACHC TL B1 1L USD |
LX172091 |
260,524 |
$261,936.17 |
0.02% |
| ACCUDYNE INDUSTRIES BOR SILIIA TL B 1L USD |
LX167634 |
269,218 |
$269,072.39 |
0.02% |
| AIR MEDICAL GROUP HOLDINGS AIMEGR TL 1L USD |
LX171691 |
294,764 |
$289,882.96 |
0.02% |
| AIR MEDICAL GROUP HOLDINGS AIMEGR TL B 1L USD |
LX168639 |
312,351 |
$310,007.87 |
0.02% |
| CRESTWOOD MID PARTNER LP 5.75%, due 04/01/2025 |
226373AP3 |
250,000 |
$250,937.50 |
0.02% |
| JBS USA LLC/JBS USA FINA 5.875%, due 07/15/2024 |
466112AP4 |
377,000 |
$360,038.77 |
0.02% |
| KB HOME 7%, due 12/15/2021 |
48666KAT6 |
250,000 |
$265,312.50 |
0.02% |
| REYNOLDS GRP ISS/REYNOLD Variable rate, due 07/15/2021 |
761735AR0 |
250,000 |
$253,750.00 |
0.02% |
| TAYLOR MORRISON COMM/MON 5.875%, due 04/15/2023 |
87724LAA3 |
250,000 |
$252,125.00 |
0.02% |
| TOWER AUTOMOTIVE HOLDING TOWR TL B 1L USD |
LX161154 |
315,730 |
$315,335.42 |
0.02% |
| UNITED RENTALS NORTH AM 5.875%, due 09/15/2026 |
911365BE3 |
250,000 |
$257,475.00 |
0.02% |
| 1011778 BC / NEW RED FIN 4.25%, due 05/15/2024 |
68245XAC3 |
170,000 |
$163,200.00 |
0.01% |
| AMC ENTERTAINMENT HOLDINGS AMC TL B 1L USD |
LX129265 |
211,250 |
$211,197.19 |
0.01% |
| ARDAGH PKG FIN/HLDGS USA 7.25%, due 05/15/2024 |
03969AAJ9 |
128,000 |
$134,720.00 |
0.01% |
| ASURION LLC Variable rate, due 07/13/2025 |
LX167087 |
165,000 |
$166,237.50 |
0.01% |
| LIN TELEVISION CORP 5.875%, due 11/15/2022 |
532776AZ4 |
125,000 |
$128,437.50 |
0.01% |
| MALLINCKRODT FIN/SB 5.625%, due 10/15/2023 |
561233AD9 |
250,000 |
$213,750.00 |
0.01% |
| NEXSTAR BROADCASTING INC 6.125%, due 02/15/2022 |
65336YAK9 |
100,000 |
$103,000.00 |
0.01% |
| SPRINT COMMUNICATIONS 9%, due 11/15/2018 |
852061AK6 |
93,000 |
$95,190.15 |
0.01% |
| Tenet Healthcare Corp 6%, due 10/01/2020 |
87243QAB2 |
170,000 |
$177,225.00 |
0.01% |
| T-MOBILE USA INC 6%, due 03/01/2023 |
87264AAM7 |
150,000 |
$155,625.00 |
0.01% |
| TRIBUNE MEDIA CO TRCO TL B 1L USD |
LX145376 |
9,726 |
$9,726.40 |
0.00% |
| TXU Interco Claim Units |
TXINT-R |
8,105 |
$0.00 |
0.00% |
| TXU TRA Rights units |
TXTRA-R |
4,887 |
$2,846.68 |
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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