|
|
 |
|
Holdings of the Fund as of 12/7/2018 *
Total Number of Holdings (excluding cash): 283
| TENET HEALTHCARE CORP 8.125%, due 04/01/2022 |
88033GCE8 |
27,514,000 |
$28,518,742.50 |
2.33% |
| STARS GROUP HOLDINGS BV TSGICN TL B 1L USD |
LX174018 |
28,446,755 |
$28,191,871.73 |
2.30% |
| MPH ACQUISITION HOLDINGS 7.125%, due 06/01/2024 |
553283AB8 |
27,702,000 |
$27,355,725.00 |
2.23% |
| VALEANT PHARMACEUTICALS VRXCN TL B 1L USD |
LX173606 |
27,899,672 |
$27,388,271.13 |
2.23% |
| GRAY TELEVISION INC 5.875%, due 07/15/2026 |
389375AJ5 |
26,086,000 |
$25,401,242.50 |
2.07% |
| SELECT MEDICAL CORP 6.375%, due 06/01/2021 |
816196AQ2 |
21,587,000 |
$21,748,902.50 |
1.77% |
| CRC ESCROW ISSUER LLC 5.25%, due 10/15/2025 |
12652AAA1 |
22,270,000 |
$20,115,377.50 |
1.64% |
| AMWINS GROUP INC 7.75%, due 07/01/2026 |
031921AA7 |
19,319,000 |
$19,270,702.50 |
1.57% |
| Parexel PRXL TL B 1L USD |
LX167279 |
19,748,105 |
$19,023,941.54 |
1.55% |
| DEERFIELD HOLDINGS CORP DUFPHE TL B 1L USD |
LX169993 |
19,050,776 |
$18,574,506.58 |
1.52% |
| SINCLAIR TELEVISION GROUP 5.625%, due 08/01/2024 |
829259AR1 |
19,421,000 |
$18,449,950.00 |
1.51% |
| SIX FLAGS ENTERTAINMENT 4.875%, due 07/31/2024 |
83001AAB8 |
18,250,000 |
$17,520,000.00 |
1.43% |
| ENDO FIN LLC/ENDO FINCO 7.25%, due 01/15/2022 |
29271LAD6 |
17,865,000 |
$16,525,125.00 |
1.35% |
| REYNOLDS GRP ISS/REYNOLD 7%, due 07/15/2024 |
761735AV1 |
16,543,000 |
$16,382,946.48 |
1.34% |
| CCO HLDGS LLC / CCO HLDGS CAP 5.75%, due 01/15/2024 |
1248EPBE2 |
16,200,000 |
$16,341,750.00 |
1.33% |
| JDA ESRW/JDA BOND FNCE 7.375%, due 10/15/2024 |
47215YAA5 |
15,471,000 |
$15,780,420.00 |
1.29% |
| NEXSTAR ESCROW CORP 5.625%, due 08/01/2024 |
65341XAA6 |
16,392,000 |
$15,613,380.00 |
1.27% |
| DIAMOND 1 FIN/DIAMOND 2 7.125%, due 06/15/2024 |
25272KAW3 |
14,800,000 |
$15,385,361.32 |
1.26% |
| CRESTWOOD MIDSTREAM PARTNERS 6.25%, due 04/01/2023 |
226373AL2 |
14,533,000 |
$14,435,483.57 |
1.18% |
| CHANGE HEALTH / FIN INC 5.75%, due 03/01/2025 |
15911NAA3 |
14,663,000 |
$14,259,767.50 |
1.16% |
| HEALTHSOUTH CORP 5.75%, due 11/02/2024 |
421924BK6 |
14,303,000 |
$14,231,485.00 |
1.16% |
| ALIXPARTNERS LLP ALIXPA TL B 1L USD |
LX161956 |
14,173,904 |
$14,001,832.53 |
1.14% |
| ALMONDE INC MSYLN TL B 1L USD |
LX163228 |
14,465,184 |
$13,856,488.84 |
1.13% |
| MITCHELL INTERNATIONAL INC MITCHE TL 1L USD |
LX169555 |
13,645,099 |
$13,355,140.73 |
1.09% |
| FREEPORT-MCMORAN INC 6.875%, due 02/15/2023 |
35671DCB9 |
12,256,000 |
$12,822,840.00 |
1.05% |
| CEQUEL COM HLDG I/CAP CP 7.75%, due 07/15/2025 |
15672WAN4 |
12,107,000 |
$12,651,815.00 |
1.03% |
| BJ'S WHOLESALE CLUB INC BJ TL B 1L USD |
LX159354 |
12,208,410 |
$12,042,741.88 |
0.98% |
| CONSTELLATION MERGER SUB 8.50%, due 09/15/2025 |
210374AA2 |
12,320,000 |
$11,596,200.00 |
0.95% |
| REALOGY GROUP/CO-ISSUER 4.875%, due 06/01/2023 |
75606DAE1 |
12,680,000 |
$11,475,400.00 |
0.94% |
| TALLGRASS NRG PRTNR/FIN 5.50%, due 09/15/2024 |
87470LAA9 |
11,239,000 |
$11,351,390.00 |
0.93% |
| VALEANT PHARMACEUTICALS BHCCN TL B 1L USD |
LX177019 |
11,666,667 |
$11,399,266.67 |
0.93% |
| INFOR US INC 6.50%, due 05/15/2022 |
45672NAG6 |
11,320,000 |
$11,308,680.00 |
0.92% |
| MASONITE INTERNATIONAL CORP 5.625%, due 03/15/2023 |
575385AA7 |
11,158,000 |
$11,171,947.50 |
0.91% |
| DJO FIN LLC/DJO FIN CORP ENMC TL B 1L USD |
LX144227 |
11,118,820 |
$11,053,996.83 |
0.90% |
| TENET HEALTHCARE CORP 7.50%, due 01/01/2022 |
88033GCP3 |
10,353,000 |
$10,710,178.50 |
0.87% |
| ENTERPRISE MERGER SUB IN EVHC TL 1L USD |
LX175867 |
11,043,466 |
$10,488,531.37 |
0.86% |
| ASURION LLC Variable rate, due 07/13/2025 |
LX167087 |
10,184,000 |
$10,270,564.00 |
0.84% |
| ZAYO GROUP LLC/ZAYO CAP 5.75%, due 01/15/2027 |
989194AP0 |
10,851,000 |
$10,278,067.20 |
0.84% |
| SINCLAIR TELEVISION GROUP 5.875%, due 03/15/2026 |
829259AU4 |
10,599,000 |
$10,002,806.25 |
0.82% |
| VALEANT PHARMACEUTICALS 5.625%, due 12/01/2021 |
91911KAD4 |
10,071,000 |
$10,058,411.25 |
0.82% |
| ALCOA NEDERLAND HOLDING 7%, due 09/30/2026 |
013822AB7 |
9,376,000 |
$9,774,480.00 |
0.80% |
| VISTRA OPERATIONS CO LLC VST TL B3 1L USD |
LX173577 |
9,810,130 |
$9,598,918.05 |
0.78% |
| CEMEX SAB DE CV 7.75%, due 04/16/2026 |
151290BU6 |
9,000,000 |
$9,479,250.00 |
0.77% |
| MGM RESORTS INTL 7.75%, due 03/15/2022 |
552953BX8 |
8,600,000 |
$9,266,500.00 |
0.76% |
| SBA COMMUNICATIONS CORP 4.875%, due 09/01/2024 |
78388JAV8 |
9,469,000 |
$9,156,712.38 |
0.75% |
| 1011778 BC / NEW RED FIN 5%, due 10/15/2025 |
68245XAE9 |
9,458,000 |
$8,985,100.00 |
0.73% |
| CSC HOLDINGS LLC 5.50%, due 05/15/2026 |
126307AU1 |
9,183,000 |
$8,910,264.90 |
0.73% |
| WELLCARE HEALTH PLANS 5.25%, due 04/01/2025 |
94946TAC0 |
9,000,000 |
$8,898,840.00 |
0.73% |
| RIVERBED TECHNOLOGY INC RVBD TL B 1L USD |
LX152765 |
9,252,136 |
$8,704,687.46 |
0.71% |
| MA FINANCECO LLC SEASPI TL B3 1L USD |
LX163339 |
8,804,488 |
$8,518,342.33 |
0.70% |
| TGP HOLDINGS III LLC TGPHLD TL 1L USD |
LX172462 |
8,801,426 |
$8,559,387.17 |
0.70% |
| US RENAL CARE INC USRENA TL 1L USD |
LX148925 |
8,731,640 |
$8,519,897.96 |
0.70% |
| HORIZON PHARMA INC HZNP TL 1L USD |
LX176451 |
8,451,128 |
$8,282,105.17 |
0.68% |
| POST HOLDINGS INC 5%, due 08/15/2026 |
737446AK0 |
8,996,000 |
$8,343,790.00 |
0.68% |
| ADVANTAGE SALES & MARKETING ADVSAL TL 1L USD |
LX138508 |
8,539,865 |
$7,621,829.43 |
0.62% |
| PORTILLO'S HOLDINGS LLC PORTIL TL 1L USD |
LX139631 |
7,645,139 |
$7,629,236.93 |
0.62% |
| JAGUAR HL / PPDI 6.375%, due 08/01/2023 |
47010DAA8 |
7,683,000 |
$7,529,340.00 |
0.61% |
| LEVEL 3 COMMUNICATIONS 5.75%, due 12/01/2022 |
52729NBX7 |
7,437,000 |
$7,446,296.25 |
0.61% |
| ALBERTSON'S LLC ALBLLC TL B6 1L USD |
LX164598 |
7,537,525 |
$7,336,951.27 |
0.60% |
| STATION CASINOS LLC 5%, due 10/01/2025 |
857691AF6 |
8,045,000 |
$7,341,062.50 |
0.60% |
| UNITED RENTALS NORTH AM 5.75%, due 11/15/2024 |
911365BB9 |
7,325,000 |
$7,288,375.00 |
0.59% |
| AMERICAN AXLE & MFG INC 6.625%, due 10/15/2022 |
02406PAL4 |
7,061,000 |
$7,078,652.50 |
0.58% |
| SIX FLAGS ENTERTAINMENT 5.50%, due 04/15/2027 |
83001AAC6 |
7,354,000 |
$7,057,633.80 |
0.58% |
| TRI POINTE HOLDINGS INC 5.875%, due 06/15/2024 |
962178AN9 |
7,914,000 |
$7,088,965.50 |
0.58% |
| AMC ENTERTAINMENT INC 5.75%, due 06/15/2025 |
00165AAH1 |
7,769,000 |
$6,943,543.75 |
0.57% |
| HCA INC 5.375%, due 02/01/2025 |
404119BR9 |
7,019,000 |
$7,020,175.69 |
0.57% |
| TEMPO ACQUISITION LLC TEACLL TL B 1L USD |
LX162876 |
7,118,343 |
$6,980,460.23 |
0.57% |
| COOPER-STANDARD AUTOMOTIVE 5.625%, due 11/15/2026 |
216762AF1 |
7,514,000 |
$6,856,525.00 |
0.56% |
| CHG HEALTHCARE SERVICES INC COMHEA TL 1L USD |
LX170133 |
6,853,965 |
$6,793,993.06 |
0.55% |
| HCA INC 5.875%, due 02/15/2026 |
404119BS7 |
6,530,000 |
$6,691,421.60 |
0.55% |
| VIRGIN MEDIA SECURED FIN 5.50%, due 08/15/2026 |
92769XAM7 |
7,073,000 |
$6,754,715.00 |
0.55% |
| MEDNAX INC 5.25%, due 12/01/2023 |
58502BAA4 |
6,701,000 |
$6,663,306.89 |
0.54% |
| BANFF MERGER SUB INC BMC TL B 1L USD |
LX174341 |
6,587,165 |
$6,482,495.19 |
0.53% |
| DIAMOND 1 FIN/DIAMOND 2 6.02%, due 06/15/2026 |
25272KAK9 |
6,440,000 |
$6,551,689.57 |
0.53% |
| LENNAR CORP 5.25%, due 06/01/2026 |
526057CT9 |
6,785,000 |
$6,496,637.50 |
0.53% |
| IRB HOLDING CORP 6.75%, due 02/15/2026 |
44988MAA3 |
6,918,000 |
$6,312,675.00 |
0.52% |
| SS&C TECHNOLOGIES INC SSNC TL B3 1L USD |
LX171558 |
6,593,112 |
$6,425,910.92 |
0.52% |
| BRIGHT BIDCO BV BRIGBI TL B 1L USD |
LX171142 |
6,992,411 |
$6,258,207.78 |
0.51% |
| INFORMATICA CORP INFA TL B 1L USD |
LX170849 |
6,296,966 |
$6,231,351.16 |
0.51% |
| HORIZON PHARMA INC 6.625%, due 05/01/2023 |
44047TAD1 |
6,248,000 |
$6,185,520.00 |
0.50% |
| POST HOLDINGS INC 5.50%, due 03/01/2025 |
737446AL8 |
6,315,000 |
$6,093,975.00 |
0.50% |
| KB HOME 7%, due 12/15/2021 |
48666KAT6 |
5,810,000 |
$6,027,875.00 |
0.49% |
| VIRGIN MEDIA FINANCE PLC 6%, due 10/15/2024 |
92769VAF6 |
6,183,000 |
$5,974,323.75 |
0.49% |
| MGM RESORTS INTL 5.75%, due 06/15/2025 |
552953CE9 |
5,950,000 |
$5,831,000.00 |
0.48% |
| GATES GLOBAL LLC GATGLO TL B 1L USD |
LX169689 |
5,969,849 |
$5,811,290.06 |
0.47% |
| CAPITAL AUTOMOTIVE LP Variable rate, due 03/21/2025 |
LX161337 |
5,765,255 |
$5,693,189.20 |
0.46% |
| FIAT CHRYSLER AUTOMOBILES 5.25%, due 04/15/2023 |
31562QAF4 |
5,651,000 |
$5,679,255.00 |
0.46% |
| TENN MERGER SUB INC TMH TL B 1L USD |
LX156377 |
6,084,799 |
$5,643,651.52 |
0.46% |
| USI INC/NY COMINV TL B 1L USD |
LX167989 |
5,840,790 |
$5,653,885.18 |
0.46% |
| AV HOMES INC 6.625%, due 05/15/2022 |
00234PAK8 |
5,500,000 |
$5,541,250.00 |
0.45% |
| LPL HOLDINGS INC 5.75%, due 09/15/2025 |
50212YAB0 |
5,740,000 |
$5,496,050.00 |
0.45% |
| SPX FLOW INC 5.625%, due 08/15/2024 |
78469XAD9 |
5,574,000 |
$5,351,040.00 |
0.44% |
| TRIBUNE MEDIA CO TRCO TL B 1L USD |
LX159214 |
5,363,556 |
$5,343,442.35 |
0.44% |
| MGM RESORTS INTL 6%, due 03/15/2023 |
552953CC3 |
5,100,000 |
$5,195,625.00 |
0.42% |
| Charter Communications Inc 5.75%, due 02/15/2026 |
1248EPBM4 |
5,076,000 |
$5,077,522.80 |
0.41% |
| KRONOS INC/MA KRON TL B 1L USD |
LX163804 |
5,153,879 |
$5,049,873.96 |
0.41% |
| MEDNAX INC 6.25%, due 01/15/2027 |
58502BAC0 |
5,000,000 |
$4,975,000.00 |
0.41% |
| ASURION LLC ASUCOR TL B7 1L USD |
LX174391 |
5,000,000 |
$4,896,450.00 |
0.40% |
| GOLDEN NUGGET NUGGET TL 1L USD |
LX168592 |
4,856,136 |
$4,740,802.35 |
0.39% |
| TALLGRASS NRG PRTNR/FIN 5.50%, due 01/15/2028 |
87470LAD3 |
4,785,000 |
$4,725,187.50 |
0.39% |
| AMERICAN AXLE & MFG INC 6.25%, due 04/01/2025 |
02406PAR1 |
5,000,000 |
$4,643,750.00 |
0.38% |
| ASHTEAD CAPITAL INC 4.125%, due 08/15/2025 |
045054AD5 |
5,000,000 |
$4,612,500.00 |
0.38% |
| SURGERY CENTER HOLDINGS INC SURCEN TL 1L USD |
LX165294 |
4,856,117 |
$4,698,292.95 |
0.38% |
| ENERGIZER HOLDINGS INC 5.50%, due 06/15/2025 |
29273AAA4 |
4,850,000 |
$4,462,000.00 |
0.36% |
| CABLEVISION SYSTEMS CORP 8%, due 04/15/2020 |
12686CBA6 |
4,133,000 |
$4,309,892.40 |
0.35% |
| NEXSTAR BROADCASTING INC 6.125%, due 02/15/2022 |
65336YAK9 |
4,200,000 |
$4,263,000.00 |
0.35% |
| PULTEGROUP INC 5.50%, due 03/01/2026 |
745867AW1 |
4,302,000 |
$4,248,225.00 |
0.35% |
| WYNN LAS VEGAS LLC/CORP 5.50%, due 03/01/2025 |
983130AV7 |
4,500,000 |
$4,286,250.00 |
0.35% |
| CINEMARK USA INC 4.875%, due 06/01/2023 |
172441AZ0 |
4,254,000 |
$4,158,285.00 |
0.34% |
| CONCORDIA INTERNATIONAL CXRCN TL EXIT 1L USD |
LX175884 |
4,268,070 |
$4,117,492.80 |
0.34% |
| QUIKRETE HOLDINGS INC QUIKHO TL B 1L USD |
LX155959 |
4,321,726 |
$4,218,004.75 |
0.34% |
| ADVANTAGE SALES & MARKETING Variable rate, due 07/25/2022 |
LX138509 |
5,055,508 |
$3,985,408.24 |
0.33% |
| EAGLE HOLDING CO II LLC 7.625%, due 05/15/2022 |
26959XAA1 |
4,028,000 |
$4,019,138.40 |
0.33% |
| FINANCIAL & RISK US HOLD FINRSK TL B 1L USD |
LX174544 |
4,178,509 |
$4,024,447.30 |
0.33% |
| GRAY ESCROW INC 7%, due 05/15/2027 |
389284AA8 |
4,000,000 |
$4,055,000.00 |
0.33% |
| PENN NATIONAL GAMING INC 5.625%, due 01/15/2027 |
707569AS8 |
4,439,000 |
$4,061,685.00 |
0.33% |
| POLARIS INTERMEDIATE 8.50%, due 12/01/2022 |
73107GAA1 |
4,017,000 |
$3,984,361.89 |
0.33% |
| SPRINT CAPITAL CORP 6.90%, due 05/01/2019 |
852060AG7 |
4,000,000 |
$4,059,600.00 |
0.33% |
| TRIBUNE MEDIA CO 5.875%, due 07/15/2022 |
896047AH0 |
4,000,000 |
$4,090,000.00 |
0.33% |
| CRESTWOOD MID PARTNER LP 5.75%, due 04/01/2025 |
226373AP3 |
4,000,000 |
$3,885,000.00 |
0.32% |
| ACCUDYNE INDUSTRIES BOR SILIIA TL B 1L USD |
LX167634 |
3,868,917 |
$3,783,065.66 |
0.31% |
| B&G FOODS INC 5.25%, due 04/01/2025 |
05508RAE6 |
4,000,000 |
$3,800,000.00 |
0.31% |
| CEMEX FINANCE LLC 6%, due 04/01/2024 |
12516UAD7 |
3,789,000 |
$3,751,526.79 |
0.31% |
| MURPHY OIL CORP 6.875%, due 08/15/2024 |
626717AH5 |
3,700,000 |
$3,764,952.98 |
0.31% |
| HCA INC 5.875%, due 05/01/2023 |
404121AG0 |
3,524,000 |
$3,664,960.00 |
0.30% |
| KAR AUCTION SERVICES INC 5.125%, due 06/01/2025 |
48238TAA7 |
3,819,000 |
$3,637,597.50 |
0.30% |
| MALLINCKRODT FIN/SB 5.75%, due 08/01/2022 |
561233AA5 |
4,250,000 |
$3,729,375.00 |
0.30% |
| OWENS-BROCKWAY 5.875%, due 08/15/2023 |
69073TAR4 |
3,610,000 |
$3,636,244.70 |
0.30% |
| DAVITA HEALTHCARE PARTNERS 5.125%, due 07/15/2024 |
23918KAQ1 |
3,800,000 |
$3,595,750.00 |
0.29% |
| GATES GLOBAL LLC 6%, due 07/15/2022 |
36740PAA1 |
3,500,000 |
$3,495,625.00 |
0.29% |
| TRANSDIGM INC TDG TL E 1L USD |
LX173456 |
3,710,952 |
$3,595,504.28 |
0.29% |
| ESH HOSPITALITY INC 5.25%, due 05/01/2025 |
26907YAA2 |
3,600,000 |
$3,447,000.00 |
0.28% |
| INTERNATIONAL GAME TECH 6.25%, due 02/15/2022 |
460599AB9 |
3,329,000 |
$3,420,547.50 |
0.28% |
| SYBIL SOFTWARE LLC AVST TL B 1L USD |
LX173191 |
3,455,333 |
$3,405,231.04 |
0.28% |
| FIRSTCASH INC 5.375%, due 06/01/2024 |
33767DAA3 |
3,406,000 |
$3,303,820.00 |
0.27% |
| HUB INTERNATIONAL LTD HBGCN TL B 1L USD |
LX173150 |
3,462,624 |
$3,360,199.34 |
0.27% |
| CDRH PARENT INC HEALOG TL 1L USD |
LX137951 |
3,425,203 |
$3,161,462.54 |
0.26% |
| POST HOLDINGS INC 5.75%, due 03/01/2027 |
737446AM6 |
3,240,000 |
$3,078,000.00 |
0.25% |
| PROJECT ALPHA INTERMEDIA QLIK TL B 1L USD |
LX162624 |
3,183,879 |
$3,112,241.82 |
0.25% |
| AMC ENTERTAINMENT INC 5.875%, due 02/15/2022 |
00165AAF5 |
3,000,000 |
$2,988,750.00 |
0.24% |
| ASURION LLC ASUCOR TL B6 1L USD |
LX171643 |
2,947,807 |
$2,887,377.40 |
0.24% |
| TAYLOR MORRISON COMM/MON 5.875%, due 04/15/2023 |
87724LAA3 |
3,000,000 |
$2,950,312.50 |
0.24% |
| UNITED RENTALS NORTH AM 5.875%, due 09/15/2026 |
911365BE3 |
2,948,000 |
$2,893,697.84 |
0.24% |
| CENTENE CORP 6.125%, due 02/15/2024 |
15135BAH4 |
2,667,000 |
$2,773,680.00 |
0.23% |
| LENNAR CORP 5.875%, due 11/15/2024 |
526057CR3 |
2,745,000 |
$2,762,156.25 |
0.23% |
| WINK HOLDCO INC SUPVIS TL 1L USD |
LX169184 |
2,892,005 |
$2,807,066.91 |
0.23% |
| CCO HLDGS LLC/CAP CORP 5.125%, due 05/01/2027 |
1248EPBT9 |
2,828,000 |
$2,683,065.00 |
0.22% |
| REYNOLDS GROUP HOLDINGS REYNOL TL 1L USD |
LX159202 |
2,716,988 |
$2,660,963.23 |
0.22% |
| LKQ CORP 4.75%, due 05/15/2023 |
501889AB5 |
2,758,000 |
$2,633,890.00 |
0.21% |
| SINCLAIR TELEVISION GROUP 5.125%, due 02/15/2027 |
829259AW0 |
2,894,000 |
$2,582,895.00 |
0.21% |
| HUB INTERNATIONAL LTD 7%, due 05/01/2026 |
44332PAD3 |
2,620,000 |
$2,479,175.00 |
0.20% |
| SS&C EUROPEAN HOLDINGS SARL SSNC TL B4 1L USD |
LX171885 |
2,511,166 |
$2,447,482.99 |
0.20% |
| STANDARD INDUSTRIES INC 5.50%, due 02/15/2023 |
853496AB3 |
2,500,000 |
$2,475,000.00 |
0.20% |
| AIR MEDICAL GROUP HOLDINGS AIMEGR TL 1L USD |
LX171691 |
2,425,517 |
$2,303,222.25 |
0.19% |
| CCC INFORMATION SERVICES INC CCCG TL B 1L USD |
LX161958 |
2,401,759 |
$2,363,931.10 |
0.19% |
| ENDO LUXEMBOURG FINANCE ENDP TL B 1L USD |
LX163026 |
2,322,691 |
$2,298,023.52 |
0.19% |
| GENTIVA HEALTH SERVICES KND TL 1L USD |
LX174074 |
2,370,862 |
$2,356,043.63 |
0.19% |
| SPRINT COMMUNICATIONS 7%, due 08/15/2020 |
852061AR1 |
2,250,000 |
$2,331,652.50 |
0.19% |
| SUMMIT MATERIALS LLC/FIN 6.125%, due 07/15/2023 |
86614RAG2 |
2,286,000 |
$2,282,662.44 |
0.19% |
| CCO HLDGS LLC/CAP CORP 5.875%, due 04/01/2024 |
1248EPBP7 |
2,175,000 |
$2,202,187.50 |
0.18% |
| SPECTRUM BRANDS INC SPB TL B 1L USD |
LX162119 |
2,208,266 |
$2,173,309.57 |
0.18% |
| ASP AMC MERGER SUB ASPAMC TL 1L USD |
LX162655 |
2,471,000 |
$2,090,045.93 |
0.17% |
| BOYD GAMING CORP 6.375%, due 04/01/2026 |
103304BM2 |
2,100,000 |
$2,102,625.00 |
0.17% |
| 21ST CENTURY ONCOLOGY RTSX TL B-EXIT 1L USD |
LX171050 |
2,192,978 |
$1,997,430.20 |
0.16% |
| ARAMARK SERVICES INC 4.75%, due 06/01/2026 |
038522AN8 |
2,000,000 |
$1,927,500.00 |
0.16% |
| BERRY PLASTICS CORP 5.50%, due 05/15/2022 |
085790AX1 |
2,000,000 |
$2,011,900.00 |
0.16% |
| LEVEL 3 FINANCING INC 5.375%, due 01/15/2024 |
527298BK8 |
2,000,000 |
$1,964,400.00 |
0.16% |
| VICTORY CAPITAL OPERATING VICCAP TL B 1L USD |
LX171107 |
2,000,000 |
$1,992,500.00 |
0.16% |
| CEDAR FAIR/CAN/MAGNUM/MI 5.375%, due 04/15/2027 |
150190AB2 |
1,850,000 |
$1,793,112.50 |
0.15% |
| DAVITA HEALTHCARE PARTNERS 5%, due 05/01/2025 |
23918KAR9 |
1,976,000 |
$1,849,437.20 |
0.15% |
| DIAMOND 1 FIN/DIAMOND 2 5.875%, due 06/15/2021 |
25272KAU7 |
1,850,000 |
$1,869,767.64 |
0.15% |
| DYNATRACE LLC DYNTRA TL 1L USD |
LX175134 |
1,837,237 |
$1,815,429.22 |
0.15% |
| ELDORADO RESORTS INC 6%, due 04/01/2025 |
28470RAF9 |
1,863,000 |
$1,839,712.50 |
0.15% |
| JELD-WEN INC 4.875%, due 12/15/2027 |
475795AD2 |
2,085,000 |
$1,829,587.50 |
0.15% |
| KB HOME 7.625%, due 05/15/2023 |
48666KAV1 |
1,725,000 |
$1,798,312.50 |
0.15% |
| VIRGIN MEDIA SECURED FIN 5.25%, due 01/15/2026 |
92769XAL9 |
2,000,000 |
$1,887,500.00 |
0.15% |
| ADVANTAGE SALES & MARKETING ADVSAL TL B2 1L USD |
LX163240 |
1,959,121 |
$1,750,141.21 |
0.14% |
| CSC HOLDINGS LLC 5.375%, due 02/01/2028 |
126307AS6 |
1,800,000 |
$1,705,500.00 |
0.14% |
| MIDWEST PHYSICIAN ADMINS MIDPHY TL 1L USD |
LX171555 |
1,795,500 |
$1,744,633.49 |
0.14% |
| MSCI INC 5.75%, due 08/15/2025 |
55354GAB6 |
1,741,000 |
$1,771,467.50 |
0.14% |
| PORTILLO'S HOLDINGS LLC Variable rate, due 07/23/2022 |
LX139633 |
1,685,000 |
$1,668,150.00 |
0.14% |
| ORTHO-CLINICAL DIAGNOSTICS ORTCLI TL B 1L USD |
LX173721 |
1,707,638 |
$1,649,287.88 |
0.13% |
| VIRGIN MEDIA FINANCE PLC 5.75%, due 01/15/2025 |
92769VAG4 |
1,654,000 |
$1,573,367.50 |
0.13% |
| CCO HLDGS LLC/CAP CORP 5.50%, due 05/01/2026 |
1248EPBR3 |
1,500,000 |
$1,471,875.00 |
0.12% |
| CUMULUS MEDIA NEW HLDGS CUMINT TL EXIT 1L USD |
LX174067 |
1,599,546 |
$1,527,566.38 |
0.12% |
| InVentiv Health, Inc. 7.50%, due 10/01/2024 |
46124TAA8 |
1,360,000 |
$1,424,600.00 |
0.12% |
| MELCO RESORTS FINANCE 4.875%, due 06/06/2025 |
58547DAA7 |
1,673,000 |
$1,513,656.49 |
0.12% |
| STARFRUIT US HOLDCO LLC EKACHE TL B 1L USD |
LX175815 |
1,489,667 |
$1,458,011.24 |
0.12% |
| ASURION LLC ASUCOR TL B4 1L USD |
LX167792 |
1,329,637 |
$1,304,705.93 |
0.11% |
| KINETICS CONCEPT/KCI USA 7.875%, due 02/15/2021 |
49461BAF1 |
1,346,000 |
$1,375,746.60 |
0.11% |
| LAMB WESTON HLD 4.625%, due 11/01/2024 |
513272AA2 |
1,450,000 |
$1,408,312.50 |
0.11% |
| LIN TELEVISION CORP 5.875%, due 11/15/2022 |
532776AZ4 |
1,375,000 |
$1,390,056.25 |
0.11% |
| MALLINCKRODT FIN/SB 5.50%, due 04/15/2025 |
561233AC1 |
1,750,000 |
$1,333,850.00 |
0.11% |
| APPLIED SYSTEMS INC Variable rate, due 09/18/2025 |
LX168509 |
1,262,391 |
$1,256,874.61 |
0.10% |
| CAESARS RESORT COLLECTIO CAERES TL 1L USD |
LX168784 |
1,256,826 |
$1,222,263.55 |
0.10% |
| MA FINANCECO LLC MCROLN TL B 1L USD |
LX162911 |
1,303,742 |
$1,261,369.92 |
0.10% |
| TAYLOR MORRISON COMM/MON 5.25%, due 04/15/2021 |
877249AC6 |
1,275,000 |
$1,279,105.50 |
0.10% |
| T-MOBILE USA INC 5.125%, due 04/15/2025 |
87264AAS4 |
1,180,000 |
$1,174,100.00 |
0.10% |
| HCA INC 7.50%, due 02/15/2022 |
404121AD7 |
1,000,000 |
$1,080,100.00 |
0.09% |
| LIVE NATION ENTERTAINMENT 5.375%, due 06/15/2022 |
538034AG4 |
1,100,000 |
$1,102,750.00 |
0.09% |
| NEPTUNE FINCO CORP 10.125%, due 01/15/2023 |
64072TAE5 |
1,000,000 |
$1,082,500.00 |
0.09% |
| PACKERS HOLDINGS LLC PCKHLD TL 1L USD |
LX169537 |
1,082,098 |
$1,050,987.94 |
0.09% |
| ACADIA HEALTHCARE CO INC ACHC TL B2 1L USD |
LX172092 |
949,314 |
$934,874.55 |
0.08% |
| AIR MEDICAL GROUP HOLDINGS AIMEGR TL B 1L USD |
LX168639 |
1,072,648 |
$1,029,205.50 |
0.08% |
| CALPINE CORP 6%, due 01/15/2022 |
131347CA2 |
970,000 |
$973,637.50 |
0.08% |
| CROWN AMER/CAP CORP VI 4.75%, due 02/01/2026 |
228187AA8 |
961,000 |
$927,365.00 |
0.08% |
| HOLLY ENERGY PARTNERS LP 6%, due 08/01/2024 |
435765AG7 |
1,035,000 |
$1,024,650.00 |
0.08% |
| KINETIC CONCEPTS INC KCI TL B 1L USD |
LX159619 |
1,000,000 |
$988,750.00 |
0.08% |
| MERITAGE HOMES CORP 7%, due 04/01/2022 |
59001AAQ5 |
1,000,000 |
$1,033,750.00 |
0.08% |
| OPEN TEXT CORP 5.875%, due 06/01/2026 |
683715AB2 |
1,000,000 |
$1,007,150.00 |
0.08% |
| PEABODY SEC FIN CORP 6.375%, due 03/31/2025 |
70457LAB0 |
967,000 |
$929,093.60 |
0.08% |
| RITCHIE BROS AUCTIONEERS 5.375%, due 01/15/2025 |
767744AA3 |
950,000 |
$935,750.00 |
0.08% |
| SINCLAIR TELEVISION GROUP 6.125%, due 10/01/2022 |
829259AN0 |
1,000,000 |
$1,016,250.00 |
0.08% |
| UNIVERSAL HEALTH SVCS 5%, due 06/01/2026 |
913903AT7 |
1,000,000 |
$997,500.00 |
0.08% |
| ALLIANT HOLDINGS INTERMEDI ALIANT TL B 1L USD |
LX173270 |
931,000 |
$903,842.73 |
0.07% |
| BERRY GLOBAL INC 4.50%, due 02/15/2026 |
08576PAA9 |
961,000 |
$910,547.50 |
0.07% |
| CEQUEL COM HLDG I/CAP CP 7.50%, due 04/01/2028 |
15672WAM6 |
800,000 |
$826,000.00 |
0.07% |
| DELPHI JERSEY HOLDINGS 5%, due 10/01/2025 |
24718PAA5 |
965,000 |
$839,550.00 |
0.07% |
| LIVE NATION ENTERTAINMENT 5.625%, due 03/15/2026 |
538034AN9 |
828,000 |
$821,790.00 |
0.07% |
| MALLINCKRODT FIN/SB 5.625%, due 10/15/2023 |
561233AD9 |
1,000,000 |
$813,000.00 |
0.07% |
| SANCHEZ ENERGY CORP 7.75%, due 06/15/2021 |
79970YAB1 |
3,250,000 |
$845,000.00 |
0.07% |
| SPX FLOW INC 5.875%, due 08/15/2026 |
78469XAE7 |
858,000 |
$819,390.00 |
0.07% |
| STANDARD INDUSTRIES INC 5%, due 02/15/2027 |
853496AC1 |
892,000 |
$800,302.40 |
0.07% |
| UNITED RENTALS NORTH AMERICA 5.50%, due 05/15/2027 |
911365BF0 |
945,000 |
$890,662.50 |
0.07% |
| CDK GLOBAL INC 5.875%, due 06/15/2026 |
12508EAG6 |
725,000 |
$728,625.00 |
0.06% |
| CSC HOLDINGS LLC 5.50%, due 04/15/2027 |
126307AQ0 |
819,000 |
$790,982.01 |
0.06% |
| FIRST DATA CORPORATION FDC TL 1L USD |
LX169513 |
692,324 |
$678,477.75 |
0.06% |
| GRAY TELEVISION INC GTN TL B 1L USD |
LX176823 |
746,888 |
$737,238.18 |
0.06% |
| HAMILTON HOLDCO LLC HAMHOL TL B 1L USD |
LX173663 |
770,338 |
$753,005.83 |
0.06% |
| HILTON WORLDWIDE FIN LLC 4.625%, due 04/01/2025 |
432891AH2 |
820,000 |
$791,669.00 |
0.06% |
| IMS HEALTH INC 5%, due 10/15/2026 |
449934AD0 |
800,000 |
$771,000.00 |
0.06% |
| SANCHEZ ENERGY CORP 6.125%, due 01/15/2023 |
79970YAD7 |
3,125,000 |
$687,500.00 |
0.06% |
| TAYLOR MORRISON COMM/MON 5.625%, due 03/01/2024 |
877249AD4 |
804,000 |
$771,840.00 |
0.06% |
| UNITED RENTALS NORTH AM 6.50%, due 12/15/2026 |
911365BK9 |
764,000 |
$765,910.00 |
0.06% |
| BRINKER INTERNATIONAL INC 5%, due 10/01/2024 |
109641AH3 |
661,000 |
$631,255.00 |
0.05% |
| CONCORDIA INTERNATIONAL 8%, due 09/06/2024 |
20653PAB8 |
626,000 |
$605,655.00 |
0.05% |
| WEATHERFORD BERMUDA 9.875%, due 02/15/2024 |
947075AN7 |
900,000 |
$605,250.00 |
0.05% |
| ARAMARK SERVICES INC 5%, due 02/01/2028 |
038522AQ1 |
481,000 |
$462,361.25 |
0.04% |
| LEVEL 3 FINANCING INC 5.125%, due 05/01/2023 |
527298BF9 |
500,000 |
$495,625.00 |
0.04% |
| LEVEL 3 FINANCING INC 5.375%, due 08/15/2022 |
527298BD4 |
500,000 |
$500,000.00 |
0.04% |
| PEABODY SEC FIN CORP 6%, due 03/31/2022 |
70457LAA2 |
483,000 |
$475,755.00 |
0.04% |
| RP CROWN PARENT LLC REDPRA TL B 1L USD |
LX155106 |
460,485 |
$450,123.94 |
0.04% |
| SINCLAIR TELEVISION GROUP 5.375%, due 04/01/2021 |
829259AM2 |
495,000 |
$495,618.75 |
0.04% |
| SUMMIT MATERIALS LLC/FIN 8.50%, due 04/15/2022 |
86614RAK3 |
506,000 |
$534,462.50 |
0.04% |
| BUILDING MATERIALS CORP 5.375%, due 11/15/2024 |
120111BM0 |
417,000 |
$397,713.75 |
0.03% |
| DELTA MERGER SUB 6%, due 09/15/2026 |
24767DAA2 |
426,000 |
$413,220.00 |
0.03% |
| IHS MARKIT LTD 4.75%, due 02/15/2025 |
44962LAB3 |
405,000 |
$403,197.75 |
0.03% |
| IMMUCOR INC BLUD TL 1L USD |
LX166137 |
397,600 |
$398,096.72 |
0.03% |
| MPH ACQUISITION HOLDINGS MLTPLN TL B 1L USD |
LX152711 |
388,703 |
$376,944.88 |
0.03% |
| MURPHY OIL USA INC 5.625%, due 05/01/2027 |
626738AD0 |
415,000 |
$403,587.50 |
0.03% |
| OWENS-BROCKWAY 6.375%, due 08/15/2025 |
69073TAS2 |
350,000 |
$351,750.00 |
0.03% |
| T-MOBILE USA INC 4.50%, due 02/01/2026 |
87264AAU9 |
416,000 |
$392,600.00 |
0.03% |
| TRANSDIGM INC TDG TL F 1L USD |
LX173457 |
428,977 |
$416,935.38 |
0.03% |
| WEST STREET MERGER SUB 6.375%, due 09/01/2025 |
95616AAA1 |
412,000 |
$388,310.00 |
0.03% |
| WYNN LAS VEGAS LLC/CORP 5.25%, due 05/15/2027 |
983130AX3 |
410,000 |
$373,612.50 |
0.03% |
| ACADIA HEALTHCARE CO INC 6.50%, due 03/01/2024 |
00404AAM1 |
250,000 |
$246,250.00 |
0.02% |
| AMERICAN AXLE & MFG INC 7.75%, due 11/15/2019 |
02406PAK6 |
212,000 |
$217,962.50 |
0.02% |
| BUILDING MATERIALS CORP 6%, due 10/15/2025 |
120111BN8 |
295,000 |
$286,887.50 |
0.02% |
| EXAMWORKS GROUP INC EXAM TL B 1L USD |
LX159615 |
243,217 |
$241,392.70 |
0.02% |
| HEALTHSOUTH CORP 5.125%, due 03/15/2023 |
421924BN0 |
250,000 |
$250,000.00 |
0.02% |
| HEALTHSOUTH CORP 5.75%, due 09/15/2025 |
421924BT7 |
250,000 |
$248,750.00 |
0.02% |
| INFOR US INC 5.75%, due 08/15/2020 |
45672NAF8 |
250,000 |
$250,937.50 |
0.02% |
| INTERNATIONAL GAME TECH 6.25%, due 01/15/2027 |
460599AD5 |
200,000 |
$200,375.00 |
0.02% |
| JELD-WEN INC 4.625%, due 12/15/2025 |
475795AC4 |
235,000 |
$212,416.50 |
0.02% |
| MALLINCKRODT INTERNATIONAL MNK TL B 1L USD |
LX171246 |
289,806 |
$268,070.38 |
0.02% |
| MALLINCKRODT INTERNATIONAL MNK TL B 1L USD |
LX160638 |
289,791 |
$273,490.36 |
0.02% |
| RBS GLOBAL & REXNORD COR 4.875%, due 12/15/2025 |
75524DAP5 |
235,000 |
$222,075.00 |
0.02% |
| SBA COMMUNICATIONS CORP 4%, due 10/01/2022 |
78410GAB0 |
205,000 |
$199,875.00 |
0.02% |
| THE BRINK'S CO 4.625%, due 10/15/2027 |
109696AA2 |
291,000 |
$267,720.00 |
0.02% |
| TRIBUNE MEDIA CO TRCO TL B 1L USD |
LX145376 |
201,589 |
$200,960.42 |
0.02% |
| UNITED RENTALS INC 5.50%, due 07/15/2025 |
911365BD5 |
250,000 |
$243,750.00 |
0.02% |
| UNITYMEDIA KABELBW GMBH 6.125%, due 01/15/2025 |
91337DAB0 |
200,000 |
$204,580.00 |
0.02% |
| ALBERTSON'S LLC ALBLLC TL B5 1L USD |
LX164597 |
114,031 |
$111,341.38 |
0.01% |
| GLP CAPITAL LP / FIN II 5.375%, due 04/15/2026 |
361841AH2 |
150,000 |
$150,145.50 |
0.01% |
| JELD-WEN INC JELWEN TL 1L USD |
LX170080 |
120,810 |
$117,738.93 |
0.01% |
| MASONITE INTERNATIONAL CORP 5.75%, due 09/15/2026 |
575385AB5 |
100,000 |
$94,937.00 |
0.01% |
| MEDIACOM BRDBND LLC/CORP 5.50%, due 04/15/2021 |
58446VAL5 |
100,000 |
$100,125.00 |
0.01% |
| SCOTTS MIRACLE-GRO CO 6%, due 10/15/2023 |
810186AM8 |
100,000 |
$101,000.00 |
0.01% |
| Txu-Tra Interco Claim Units |
.TXINT-R |
2,702 |
$0.00 |
0.00% |
| Txu-Tra Rights |
.TXTRA-R |
1,629 |
$1,308.09 |
0.00% |
| U.S. Treasury Note, 2.25%, due 02/15/2027 |
912828V98 |
-10,000,000 |
($9,592,968.80) |
-0.78% |
| US Dollar |
$USD |
-12,056,004 |
($12,056,003.80) |
-0.98% |
| U.S. Treasury Bill, 0%, due 12/26/2018 |
912796UF4 |
-52,000,000 |
($51,948,462.28) |
-4.24% |
| U.S. Treasury Bill, 0%, due 01/08/2019 |
912796UH0 |
-59,000,000 |
($58,891,027.00) |
-4.81% |
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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