|
|
 |
|
Holdings of the Fund as of 3/25/2019 *
Total Number of Holdings (excluding cash): 252
| TENET HEALTHCARE CORP 8.125%, due 04/01/2022 |
88033GCE8 |
27,514,000 |
$29,583,327.94 |
2.69% |
| STARS GROUP HOLDINGS BV TSGICN TL B 1L USD |
LX174018 |
28,549,639 |
$28,451,713.96 |
2.59% |
| MPH ACQUISITION HOLDINGS 7.125%, due 06/01/2024 |
553283AB8 |
27,702,000 |
$27,632,745.00 |
2.52% |
| GRAY TELEVISION INC 5.875%, due 07/15/2026 |
389375AJ5 |
26,086,000 |
$26,482,507.20 |
2.41% |
| CRC ESCROW ISSUER LLC 5.25%, due 10/15/2025 |
12652AAA1 |
22,270,000 |
$21,490,550.00 |
1.96% |
| SINCLAIR TELEVISION GROUP 5.625%, due 08/01/2024 |
829259AR1 |
19,421,000 |
$19,760,867.50 |
1.80% |
| AMWINS GROUP INC 7.75%, due 07/01/2026 |
031921AA7 |
19,319,000 |
$19,608,785.00 |
1.79% |
| DEERFIELD HOLDINGS CORP DUFPHE TL B 1L USD |
LX169993 |
19,002,910 |
$18,585,985.87 |
1.69% |
| VALEANT PHARMACEUTICALS 6.125%, due 04/15/2025 |
91831AAC5 |
19,000,000 |
$18,525,000.00 |
1.69% |
| SIX FLAGS ENTERTAINMENT 4.875%, due 07/31/2024 |
83001AAB8 |
18,250,000 |
$17,988,112.50 |
1.64% |
| REYNOLDS GRP ISS/REYNOLD 7%, due 07/15/2024 |
761735AV1 |
16,543,000 |
$17,028,950.63 |
1.55% |
| NEXSTAR ESCROW CORP 5.625%, due 08/01/2024 |
65341XAA6 |
16,392,000 |
$16,637,880.00 |
1.52% |
| SELECT MEDICAL CORP 6.375%, due 06/01/2021 |
816196AQ2 |
16,587,000 |
$16,690,668.75 |
1.52% |
| JDA ESRW/JDA BOND FNCE 7.375%, due 10/15/2024 |
47215YAA5 |
15,471,000 |
$15,935,130.00 |
1.45% |
| VALEANT PHARMACEUTICALS VRXCN TL B 1L USD |
LX173606 |
15,150,214 |
$15,014,468.18 |
1.37% |
| CRESTWOOD MIDSTREAM PARTNERS 6.25%, due 04/01/2023 |
226373AL2 |
14,533,000 |
$14,968,990.00 |
1.36% |
| CHANGE HEALTH / FIN INC 5.75%, due 03/01/2025 |
15911NAA3 |
14,663,000 |
$14,557,426.40 |
1.33% |
| HEALTHSOUTH CORP 5.75%, due 11/02/2024 |
421924BK6 |
14,303,000 |
$14,547,867.36 |
1.33% |
| ALIXPARTNERS LLP ALIXPA TL B 1L USD |
LX161956 |
14,137,929 |
$14,051,829.34 |
1.28% |
| FINANCIAL & RISK US HOLD FINRSK TL B 1L USD |
LX174544 |
14,441,970 |
$13,947,332.98 |
1.27% |
| ALMONDE INC MSYLN TL B 1L USD |
LX163228 |
14,388,327 |
$13,818,836.87 |
1.26% |
| MITCHELL INTERNATIONAL INC MITCHE TL 1L USD |
LX169555 |
13,610,815 |
$13,143,011.22 |
1.20% |
| CEQUEL COM HLDG I/CAP CP 7.75%, due 07/15/2025 |
126307AX5 |
12,107,000 |
$12,969,623.75 |
1.18% |
| VRX ESCROW CORP 5.875%, due 05/15/2023 |
91831AAB7 |
12,667,000 |
$12,857,005.00 |
1.17% |
| DIAMOND 1 FIN/DIAMOND 2 7.125%, due 06/15/2024 |
25272KAW3 |
11,800,000 |
$12,538,146.88 |
1.14% |
| MA FINANCECO LLC SEASPI TL B3 1L USD |
LX163339 |
12,795,060 |
$12,547,219.78 |
1.14% |
| CHG HEALTHCARE SERVICES INC COMHEA TL 1L USD |
LX170133 |
12,440,159 |
$12,309,537.49 |
1.12% |
| BJ'S WHOLESALE CLUB INC BJ TL B 1L USD |
LX159354 |
12,173,448 |
$12,126,580.67 |
1.10% |
| Parexel PRXL TL B 1L USD |
LX167279 |
12,346,104 |
$11,875,470.96 |
1.08% |
| MASONITE INTERNATIONAL CORP 5.625%, due 03/15/2023 |
575385AA7 |
11,158,000 |
$11,423,002.50 |
1.04% |
| MEDNAX INC 5.25%, due 12/01/2023 |
58502BAA4 |
11,225,000 |
$11,337,250.00 |
1.03% |
| REALOGY GROUP/CO-ISSUER 4.875%, due 06/01/2023 |
75606DAE1 |
12,680,000 |
$11,360,646.00 |
1.03% |
| CONSTELLATION MERGER SUB 8.50%, due 09/15/2025 |
210374AA2 |
12,320,000 |
$11,149,600.00 |
1.02% |
| ENDO LUXEMBOURG FINANCE ENDP TL B 1L USD |
LX163026 |
11,120,917 |
$10,876,256.87 |
0.99% |
| ZAYO GROUP LLC/ZAYO CAP 5.75%, due 01/15/2027 |
989194AP0 |
10,851,000 |
$10,823,872.50 |
0.99% |
| GATES GLOBAL LLC GATGLO TL B 1L USD |
LX169689 |
10,920,291 |
$10,812,289.42 |
0.98% |
| SINCLAIR TELEVISION GROUP 5.875%, due 03/15/2026 |
829259AU4 |
10,599,000 |
$10,691,741.25 |
0.97% |
| UNITED RENTALS NORTH AM 5.75%, due 11/15/2024 |
911365BB9 |
10,325,000 |
$10,621,843.75 |
0.97% |
| ASURION LLC Variable rate, due 07/13/2025 |
LX167087 |
10,184,000 |
$10,324,131.84 |
0.94% |
| ENTERPRISE MERGER SUB IN EVHC TL 1L USD |
LX175867 |
11,043,466 |
$10,295,712.46 |
0.94% |
| CCO HLDGS LLC / CCO HLDGS CAP 5.75%, due 01/15/2024 |
1248EPBE2 |
10,000,000 |
$10,262,500.00 |
0.93% |
| CEMEX SAB DE CV 7.75%, due 04/16/2026 |
151290BU6 |
9,000,000 |
$9,810,000.00 |
0.89% |
| FREEPORT-MCMORAN INC 6.875%, due 02/15/2023 |
35671DCB9 |
9,256,000 |
$9,765,080.00 |
0.89% |
| STATION CASINOS LLC 5%, due 10/01/2025 |
857691AF6 |
10,045,000 |
$9,743,650.00 |
0.89% |
| US RENAL CARE INC USRENA TL 1L USD |
LX148925 |
9,706,623 |
$9,667,796.65 |
0.88% |
| CSC HOLDINGS LLC 5.50%, due 05/15/2026 |
126307AU1 |
9,183,000 |
$9,386,770.77 |
0.86% |
| INFOR US INC 6.50%, due 05/15/2022 |
45672NAG6 |
9,320,000 |
$9,494,750.00 |
0.86% |
| MGM RESORTS INTL 7.75%, due 03/15/2022 |
552953BX8 |
8,600,000 |
$9,479,092.00 |
0.86% |
| 1011778 BC / NEW RED FIN 5%, due 10/15/2025 |
68245XAE9 |
9,458,000 |
$9,254,653.00 |
0.84% |
| POST HOLDINGS INC 5%, due 08/15/2026 |
737446AK0 |
8,996,000 |
$8,771,100.00 |
0.80% |
| RIVERBED TECHNOLOGY INC RVBD TL B 1L USD |
LX152765 |
9,252,136 |
$8,429,343.91 |
0.77% |
| TGP HOLDINGS III LLC TGPHLD TL 1L USD |
LX172462 |
8,779,312 |
$8,076,967.22 |
0.74% |
| JAGUAR HL / PPDI 6.375%, due 08/01/2023 |
47010DAA8 |
7,683,000 |
$7,827,056.25 |
0.71% |
| SBA COMMUNICATIONS CORP 4.875%, due 09/01/2024 |
78388JAV8 |
7,769,000 |
$7,790,364.75 |
0.71% |
| TRI POINTE HOLDINGS INC 5.875%, due 06/15/2024 |
962178AN9 |
7,914,000 |
$7,844,752.50 |
0.71% |
| ALBERTSON'S LLC ALBLLC TL B6 1L USD |
LX164598 |
7,518,442 |
$7,439,724.38 |
0.68% |
| LEVEL 3 COMMUNICATIONS 5.75%, due 12/01/2022 |
52729NBX7 |
7,437,000 |
$7,513,601.10 |
0.68% |
| AMWINS GROUP LLC AMWINS TL 1L USD |
LX159018 |
7,432,899 |
$7,362,584.24 |
0.67% |
| CENTURYLINK INC CTL TL B 1L USD |
LX161598 |
7,550,205 |
$7,348,236.69 |
0.67% |
| AMC ENTERTAINMENT INC 5.75%, due 06/15/2025 |
00165AAH1 |
7,769,000 |
$7,293,148.75 |
0.66% |
| AMERICAN AXLE & MFG INC 6.625%, due 10/15/2022 |
02406PAL4 |
7,061,000 |
$7,237,525.00 |
0.66% |
| SIX FLAGS ENTERTAINMENT 5.50%, due 04/15/2027 |
83001AAC6 |
7,354,000 |
$7,299,212.70 |
0.66% |
| VIRGIN MEDIA SECURED FIN 5.50%, due 08/15/2026 |
92769XAM7 |
7,073,000 |
$7,196,777.50 |
0.66% |
| CITADEL INVESTMENT GROUP CITDEL TL B 1L USD |
LX178984 |
7,141,500 |
$7,150,426.88 |
0.65% |
| PORTILLO'S HOLDINGS LLC PORTIL TL 1L USD |
LX139631 |
7,139,174 |
$7,121,326.44 |
0.65% |
| HCA INC 5.875%, due 02/15/2026 |
404119BS7 |
6,530,000 |
$6,987,100.00 |
0.64% |
| TEMPO ACQUISITION LLC TEACLL TL B 1L USD |
LX162876 |
7,100,321 |
$7,020,584.79 |
0.64% |
| DIAMOND 1 FIN/DIAMOND 2 6.02%, due 06/15/2026 |
25272KAK9 |
6,440,000 |
$6,941,985.96 |
0.63% |
| LENNAR CORP 5.25%, due 06/01/2026 |
526057CT9 |
6,785,000 |
$6,964,310.59 |
0.63% |
| COOPER-STANDARD AUTOMOTIVE 5.625%, due 11/15/2026 |
216762AF1 |
7,514,000 |
$6,631,105.00 |
0.60% |
| HORIZON PHARMA INC 6.625%, due 05/01/2023 |
44047TAD1 |
6,248,000 |
$6,469,804.00 |
0.59% |
| IRB HOLDING CORP 6.75%, due 02/15/2026 |
44988MAA3 |
6,918,000 |
$6,520,215.00 |
0.59% |
| POST HOLDINGS INC 5.50%, due 03/01/2025 |
737446AL8 |
6,315,000 |
$6,368,361.75 |
0.58% |
| VIRGIN MEDIA FINANCE PLC 6%, due 10/15/2024 |
92769VAF6 |
6,183,000 |
$6,407,133.75 |
0.58% |
| INFORMATICA CORP INFA TL B 1L USD |
LX170849 |
6,279,713 |
$6,256,227.21 |
0.57% |
| KB HOME 7%, due 12/15/2021 |
48666KAT6 |
5,810,000 |
$6,223,962.50 |
0.57% |
| SS&C TECHNOLOGIES INC SSNC TL B3 1L USD |
LX171558 |
6,332,679 |
$6,263,399.09 |
0.57% |
| MGM RESORTS INTL 5.75%, due 06/15/2025 |
552953CE9 |
5,950,000 |
$6,169,406.25 |
0.56% |
| LPL HOLDINGS INC 5.75%, due 09/15/2025 |
50212YAB0 |
5,740,000 |
$5,826,100.00 |
0.53% |
| AV HOMES INC 6.625%, due 05/15/2022 |
00234PAK8 |
5,500,000 |
$5,658,125.00 |
0.52% |
| CAPITAL AUTOMOTIVE LP Variable rate, due 03/21/2025 |
LX161337 |
5,765,255 |
$5,750,841.75 |
0.52% |
| DAVITA HEALTHCARE PARTNERS 5.125%, due 07/15/2024 |
23918KAQ1 |
5,800,000 |
$5,707,780.00 |
0.52% |
| REYNOLDS GROUP HOLDINGS REYNOL TL 1L USD |
LX159202 |
5,702,440 |
$5,618,671.61 |
0.51% |
| USI INC/NY COMINV TL B 1L USD |
LX167989 |
5,826,041 |
$5,605,758.40 |
0.51% |
| ALBERTSON'S LLC ALBLLC TL B5 1L USD |
LX164597 |
5,537,471 |
$5,486,969.59 |
0.50% |
| BRIGHT BIDCO BV BRIGBI TL B 1L USD |
LX171142 |
6,974,515 |
$5,483,712.35 |
0.50% |
| HORIZON PHARMA INC HZNP TL 1L USD |
LX176451 |
5,351,791 |
$5,343,977.02 |
0.49% |
| MGM RESORTS INTL 6%, due 03/15/2023 |
552953CC3 |
5,100,000 |
$5,366,220.00 |
0.49% |
| TAYLOR MORRISON COMM/MON 5.875%, due 04/15/2023 |
87724LAA3 |
5,346,000 |
$5,426,190.00 |
0.49% |
| TRIBUNE MEDIA CO TRCO TL B 1L USD |
LX159214 |
5,363,556 |
$5,358,192.12 |
0.49% |
| Charter Communications Inc 5.75%, due 02/15/2026 |
1248EPBM4 |
5,076,000 |
$5,314,216.68 |
0.48% |
| TENN MERGER SUB INC TMH TL B 1L USD |
LX156377 |
6,069,356 |
$5,196,885.93 |
0.47% |
| KRONOS INC/MA KRON TL B 1L USD |
LX163804 |
5,090,748 |
$5,011,230.09 |
0.46% |
| MEDNAX INC 6.25%, due 01/15/2027 |
58502BAC0 |
5,000,000 |
$5,025,600.00 |
0.46% |
| ASURION LLC ASUCOR TL B7 1L USD |
LX174391 |
4,987,469 |
$4,939,688.72 |
0.45% |
| AMERICAN AXLE & MFG INC 6.25%, due 04/01/2025 |
02406PAR1 |
5,000,000 |
$4,876,750.00 |
0.44% |
| TALLGRASS NRG PRTNR/FIN 5.50%, due 01/15/2028 |
87470LAD3 |
4,785,000 |
$4,820,887.50 |
0.44% |
| PROJECT ALPHA INTERMEDIA QLIK TL B 1L USD |
LX162624 |
4,815,886 |
$4,677,428.81 |
0.43% |
| SURGERY CENTER HOLDINGS INC SURCEN TL 1L USD |
LX165294 |
4,843,854 |
$4,750,997.15 |
0.43% |
| GOLDEN NUGGET NUGGET TL 1L USD |
LX168592 |
4,667,750 |
$4,602,728.66 |
0.42% |
| WYNN LAS VEGAS LLC/CORP 5.50%, due 03/01/2025 |
983130AV7 |
4,500,000 |
$4,466,250.00 |
0.41% |
| PULTEGROUP INC 5.50%, due 03/01/2026 |
745867AW1 |
4,302,000 |
$4,414,927.50 |
0.40% |
| CINEMARK USA INC 4.875%, due 06/01/2023 |
172441AZ0 |
4,254,000 |
$4,280,587.50 |
0.39% |
| GENTIVA HEALTH SERVICES KND TL 1L USD |
LX174074 |
4,269,696 |
$4,248,347.79 |
0.39% |
| GRAY ESCROW INC 7%, due 05/15/2027 |
389284AA8 |
4,000,000 |
$4,265,000.00 |
0.39% |
| NEXSTAR BROADCASTING INC 6.125%, due 02/15/2022 |
65336YAK9 |
4,200,000 |
$4,273,500.00 |
0.39% |
| PENN NATIONAL GAMING INC 5.625%, due 01/15/2027 |
707569AS8 |
4,439,000 |
$4,305,830.00 |
0.39% |
| QUIKRETE HOLDINGS INC QUIKHO TL B 1L USD |
LX155959 |
4,321,726 |
$4,224,487.35 |
0.38% |
| WELLCARE HEALTH PLANS 5.25%, due 04/01/2025 |
94946TAC0 |
4,000,000 |
$4,136,400.00 |
0.38% |
| EAGLE HOLDING CO II LLC 7.625%, due 05/15/2022 |
26959XAA1 |
4,028,000 |
$4,068,280.00 |
0.37% |
| MALLINCKRODT FIN/SB 5.75%, due 08/01/2022 |
561233AA5 |
4,250,000 |
$3,995,000.00 |
0.36% |
| MURPHY OIL CORP 6.875%, due 08/15/2024 |
626717AH5 |
3,700,000 |
$3,916,119.52 |
0.36% |
| POLARIS INTERMEDIATE 8.50%, due 12/01/2022 |
73107GAA1 |
4,017,000 |
$3,981,851.25 |
0.36% |
| CEMEX FINANCE LLC 6%, due 04/01/2024 |
12516UAD7 |
3,789,000 |
$3,893,197.50 |
0.35% |
| KINETIC CONCEPTS INC KCI TL B 1L USD |
LX159619 |
3,938,295 |
$3,895,643.64 |
0.35% |
| KAR AUCTION SERVICES INC 5.125%, due 06/01/2025 |
48238TAA7 |
3,819,000 |
$3,780,810.00 |
0.34% |
| ESH HOSPITALITY INC 5.25%, due 05/01/2025 |
26907YAA2 |
3,600,000 |
$3,573,000.00 |
0.33% |
| FIRSTCASH INC 5.375%, due 06/01/2024 |
33767DAA3 |
3,406,000 |
$3,474,120.00 |
0.32% |
| SYBIL SOFTWARE LLC AVST TL B 1L USD |
LX173191 |
3,411,034 |
$3,402,984.17 |
0.31% |
| HUB INTERNATIONAL LTD HBGCN TL B 1L USD |
LX173150 |
3,453,946 |
$3,328,739.98 |
0.30% |
| POST HOLDINGS INC 5.75%, due 03/01/2027 |
737446AM6 |
3,240,000 |
$3,254,644.80 |
0.30% |
| AMC ENTERTAINMENT INC 5.875%, due 02/15/2022 |
00165AAF5 |
3,000,000 |
$3,055,800.00 |
0.28% |
| UNITED RENTALS NORTH AM 5.875%, due 09/15/2026 |
911365BE3 |
2,948,000 |
$3,040,125.00 |
0.28% |
| VISTRA OPERATIONS CO LLC 5.625%, due 02/15/2027 |
92840VAB8 |
3,000,000 |
$3,100,350.00 |
0.28% |
| ASURION LLC ASUCOR TL B6 1L USD |
LX171643 |
2,940,158 |
$2,918,106.93 |
0.27% |
| CDRH PARENT INC HEALOG TL 1L USD |
LX137951 |
3,416,283 |
$2,933,733.37 |
0.27% |
| GOLDEN NUGGET INC 6.75%, due 10/15/2024 |
38113YAE9 |
3,000,000 |
$3,015,000.00 |
0.27% |
| HOSTESS BRANDS LLC TWNK TL 1L USD |
LX169576 |
2,993,433 |
$2,919,345.35 |
0.27% |
| STERIGENICS-NORDION HOLDINGS STENOR TL B 1L USD |
LX162147 |
3,000,000 |
$2,940,000.00 |
0.27% |
| AIR MEDICAL GROUP HOLDINGS AIMEGR TL 1L USD |
LX171691 |
3,071,088 |
$2,863,789.87 |
0.26% |
| CCO HLDGS LLC/CAP CORP 5.125%, due 05/01/2027 |
1248EPBT9 |
2,828,000 |
$2,831,103.74 |
0.26% |
| SCIENTIFIC GAMES INTERNATIO SGMS TL B5 1L USD |
LX171269 |
2,992,978 |
$2,905,672.53 |
0.26% |
| ACCUDYNE INDUSTRIES BOR SILIIA TL B 1L USD |
LX167634 |
2,792,090 |
$2,789,186.12 |
0.25% |
| CENTENE CORP 6.125%, due 02/15/2024 |
15135BAH4 |
2,667,000 |
$2,791,835.61 |
0.25% |
| SINCLAIR TELEVISION GROUP 5.125%, due 02/15/2027 |
829259AW0 |
2,894,000 |
$2,771,005.00 |
0.25% |
| WINK HOLDCO INC SUPVIS TL 1L USD |
LX169184 |
2,884,720 |
$2,782,543.65 |
0.25% |
| HUB INTERNATIONAL LTD 7%, due 05/01/2026 |
44332PAD3 |
2,620,000 |
$2,593,800.00 |
0.24% |
| CUMULUS MEDIA NEW HLDGS CUMINT TL EXIT 1L USD |
LX174067 |
2,595,376 |
$2,545,907.76 |
0.23% |
| STANDARD INDUSTRIES INC 5.50%, due 02/15/2023 |
853496AB3 |
2,500,000 |
$2,543,750.00 |
0.23% |
| ACADIA HEALTHCARE CO INC 6.50%, due 03/01/2024 |
00404AAM1 |
2,318,000 |
$2,375,950.00 |
0.22% |
| CCC INFORMATION SERVICES INC CCCG TL B 1L USD |
LX161958 |
2,395,678 |
$2,361,995.16 |
0.22% |
| SS&C EUROPEAN HOLDINGS SARL SSNC TL B4 1L USD |
LX171885 |
2,425,767 |
$2,399,229.23 |
0.22% |
| CCO HLDGS LLC/CAP CORP 5.875%, due 04/01/2024 |
1248EPBP7 |
2,175,000 |
$2,278,024.32 |
0.21% |
| BOYD GAMING CORP 6.375%, due 04/01/2026 |
103304BM2 |
2,100,000 |
$2,178,750.00 |
0.20% |
| CABLEVISION SYSTEMS CORP 8%, due 04/15/2020 |
12686CBA6 |
2,133,000 |
$2,223,652.50 |
0.20% |
| B&G FOODS INC 5.25%, due 04/01/2025 |
05508RAE6 |
2,190,000 |
$2,107,875.00 |
0.19% |
| BERRY PLASTICS CORP 5.50%, due 05/15/2022 |
085790AX1 |
2,000,000 |
$2,040,000.00 |
0.19% |
| KB HOME 7.625%, due 05/15/2023 |
48666KAV1 |
1,883,000 |
$2,047,762.50 |
0.19% |
| TRANSDIGM INC TDG TL E 1L USD |
LX173456 |
2,147,628 |
$2,092,605.77 |
0.19% |
| ARAMARK SERVICES INC 4.75%, due 06/01/2026 |
038522AN8 |
2,000,000 |
$2,005,000.00 |
0.18% |
| JELD-WEN INC 4.875%, due 12/15/2027 |
475795AD2 |
2,085,000 |
$1,939,050.00 |
0.18% |
| LEVEL 3 FINANCING INC 5.375%, due 01/15/2024 |
527298BK8 |
2,000,000 |
$2,030,000.00 |
0.18% |
| SPRINT CAPITAL CORP 6.90%, due 05/01/2019 |
852060AG7 |
2,000,000 |
$2,003,400.00 |
0.18% |
| VICTORY CAPITAL OPERATING VICCAP TL B 1L USD |
LX171107 |
2,000,000 |
$1,998,340.00 |
0.18% |
| VIRGIN MEDIA SECURED FIN 5.25%, due 01/15/2026 |
92769XAL9 |
2,000,000 |
$2,012,500.00 |
0.18% |
| WYNN MACAU LTD 4.875%, due 10/01/2024 |
98313RAC0 |
2,000,000 |
$1,950,000.00 |
0.18% |
| 21ST CENTURY ONCOLOGY RTSX TL B-EXIT 1L USD |
LX171050 |
2,187,454 |
$1,823,789.93 |
0.17% |
| ASP AMC MERGER SUB ASPAMC TL 1L USD |
LX162655 |
2,471,000 |
$1,847,072.50 |
0.17% |
| CEDAR FAIR/CAN/MAGNUM/MI 5.375%, due 04/15/2027 |
150190AB2 |
1,850,000 |
$1,866,187.50 |
0.17% |
| DAVITA HEALTHCARE PARTNERS 5%, due 05/01/2025 |
23918KAR9 |
1,976,000 |
$1,880,914.88 |
0.17% |
| DIAMOND 1 FIN/DIAMOND 2 5.875%, due 06/15/2021 |
25272KAU7 |
1,850,000 |
$1,888,719.52 |
0.17% |
| DYNATRACE LLC DYNTRA TL 1L USD |
LX175134 |
1,837,237 |
$1,827,591.73 |
0.17% |
| ELDORADO RESORTS INC 6%, due 04/01/2025 |
28470RAF9 |
1,863,000 |
$1,871,942.40 |
0.17% |
| MA FINANCECO LLC MCROLN TL B 1L USD |
LX162911 |
1,894,653 |
$1,857,953.70 |
0.17% |
| CSC HOLDINGS LLC 5.375%, due 02/01/2028 |
126307AS6 |
1,800,000 |
$1,808,442.00 |
0.16% |
| MIDWEST PHYSICIAN ADMINS MIDPHY TL 1L USD |
LX171555 |
1,795,500 |
$1,741,635.00 |
0.16% |
| MELCO RESORTS FINANCE 4.875%, due 06/06/2025 |
58547DAA7 |
1,673,000 |
$1,657,313.89 |
0.15% |
| ORTHO-CLINICAL DIAGNOSTICS ORTCLI TL B 1L USD |
LX173721 |
1,699,013 |
$1,630,339.32 |
0.15% |
| PORTILLO'S HOLDINGS LLC Variable rate, due 07/23/2022 |
LX139633 |
1,685,000 |
$1,659,725.00 |
0.15% |
| VIRGIN MEDIA FINANCE PLC 5.75%, due 01/15/2025 |
92769VAG4 |
1,654,000 |
$1,681,787.20 |
0.15% |
| CCO HLDGS LLC/CAP CORP 5.50%, due 05/01/2026 |
1248EPBR3 |
1,500,000 |
$1,548,750.00 |
0.14% |
| DTZ US BORROWER LLC CWK TL B 1L USD |
LX175455 |
1,576,355 |
$1,559,929.06 |
0.14% |
| MARCEL LUX IV SARL SUSESO TL B 1L USD |
LX175903 |
1,560,874 |
$1,532,903.22 |
0.14% |
| MGM GROWTH/MGM FINANCE 5.75%, due 02/01/2027 |
55303XAG0 |
1,500,000 |
$1,539,390.00 |
0.14% |
| LIN TELEVISION CORP 5.875%, due 11/15/2022 |
532776AZ4 |
1,375,000 |
$1,416,250.00 |
0.13% |
| STARFRUIT US HOLDCO LLC EKACHE TL B 1L USD |
LX175815 |
1,489,667 |
$1,466,085.24 |
0.13% |
| APPLIED SYSTEMS INC Variable rate, due 09/18/2025 |
LX168509 |
1,262,391 |
$1,268,703.22 |
0.12% |
| COMMSCOPE INC COMM TL B2 1L USD |
LX178454 |
1,314,710 |
$1,304,849.30 |
0.12% |
| CSC HOLDINGS LLC CVC TL B 1L USD |
LX161695 |
1,363,636 |
$1,319,318.19 |
0.12% |
| MALLINCKRODT FIN/SB 5.50%, due 04/15/2025 |
561233AC1 |
1,750,000 |
$1,351,875.00 |
0.12% |
| TAYLOR MORRISON COMM/MON 5.25%, due 04/15/2021 |
877249AC6 |
1,275,000 |
$1,281,247.50 |
0.12% |
| ASURION LLC ASUCOR TL B4 1L USD |
LX167792 |
1,211,856 |
$1,204,282.34 |
0.11% |
| KINETICS CONCEPT/KCI USA 7.875%, due 02/15/2021 |
49461BAF1 |
1,178,000 |
$1,203,032.50 |
0.11% |
| T-MOBILE USA INC 5.125%, due 04/15/2025 |
87264AAS4 |
1,180,000 |
$1,210,975.00 |
0.11% |
| HCA INC 5.375%, due 02/01/2025 |
404119BR9 |
1,000,000 |
$1,053,200.00 |
0.10% |
| MERITAGE HOMES CORP 7%, due 04/01/2022 |
59001AAQ5 |
1,000,000 |
$1,070,000.00 |
0.10% |
| OPEN TEXT CORP 5.875%, due 06/01/2026 |
683715AB2 |
1,000,000 |
$1,048,750.00 |
0.10% |
| PACKERS HOLDINGS LLC PCKHLD TL 1L USD |
LX169537 |
1,079,373 |
$1,045,188.84 |
0.10% |
| ACADIA HEALTHCARE CO INC ACHC TL B2 1L USD |
LX172092 |
946,902 |
$934,668.37 |
0.09% |
| AIR MEDICAL GROUP HOLDINGS AIMEGR TL B 1L USD |
LX168639 |
1,069,946 |
$1,001,287.42 |
0.09% |
| CAESARS RESORT COLLECTIO CAERES TL 1L USD |
LX168784 |
963,519 |
$950,029.60 |
0.09% |
| PANTHER BF AGGREGATOR 2 6.25%, due 05/15/2026 |
69867DAA6 |
1,000,000 |
$1,014,100.00 |
0.09% |
| PEABODY SEC FIN CORP 6.375%, due 03/31/2025 |
70457LAB0 |
967,000 |
$942,825.00 |
0.09% |
| RITCHIE BROS AUCTIONEERS 5.375%, due 01/15/2025 |
767744AA3 |
950,000 |
$973,750.00 |
0.09% |
| UNITED RENTALS NORTH AMERICA 5.50%, due 05/15/2027 |
911365BF0 |
945,000 |
$950,906.25 |
0.09% |
| UNIVERSAL HEALTH SVCS 5%, due 06/01/2026 |
913903AT7 |
1,000,000 |
$1,017,500.00 |
0.09% |
| ALLIANT HOLDINGS INTERMEDI ALIANT TL B 1L USD |
LX173270 |
928,667 |
$892,290.80 |
0.08% |
| ASHTEAD CAPITAL INC 4.125%, due 08/15/2025 |
045054AD5 |
940,000 |
$923,832.00 |
0.08% |
| BERRY GLOBAL INC 4.50%, due 02/15/2026 |
08576PAA9 |
961,000 |
$910,566.72 |
0.08% |
| CEQUEL COM HLDG I/CAP CP 7.50%, due 04/01/2028 |
126307AY3 |
800,000 |
$860,160.00 |
0.08% |
| CSC HOLDINGS LLC 5.50%, due 04/15/2027 |
126307AQ0 |
819,000 |
$831,285.00 |
0.08% |
| DELPHI JERSEY HOLDINGS 5%, due 10/01/2025 |
24718PAA5 |
965,000 |
$851,612.50 |
0.08% |
| LIVE NATION ENTERTAINMENT 5.625%, due 03/15/2026 |
538034AN9 |
828,000 |
$851,805.00 |
0.08% |
| MALLINCKRODT FIN/SB 5.625%, due 10/15/2023 |
561233AD9 |
1,000,000 |
$835,000.00 |
0.08% |
| STANDARD INDUSTRIES INC 5%, due 02/15/2027 |
853496AC1 |
892,000 |
$850,745.00 |
0.08% |
| CDK GLOBAL INC 5.875%, due 06/15/2026 |
12508EAG6 |
725,000 |
$766,361.25 |
0.07% |
| GRAY TELEVISION INC GTN TL B 1L USD |
LX176823 |
746,888 |
$739,605.81 |
0.07% |
| IMS HEALTH INC 5%, due 10/15/2026 |
449934AD0 |
800,000 |
$817,000.00 |
0.07% |
| TAYLOR MORRISON COMM/MON 5.625%, due 03/01/2024 |
877249AD4 |
804,000 |
$806,010.00 |
0.07% |
| UNITED RENTALS NORTH AM 6.50%, due 12/15/2026 |
911365BK9 |
764,000 |
$802,734.80 |
0.07% |
| BRINKER INTERNATIONAL INC 5%, due 10/01/2024 |
109641AH3 |
661,000 |
$646,127.50 |
0.06% |
| VVC HOLDING CORP VVCHOL TL B 1L USD |
LX178382 |
667,119 |
$651,694.86 |
0.06% |
| LEVEL 3 FINANCING INC 5.125%, due 05/01/2023 |
527298BF9 |
500,000 |
$506,018.74 |
0.05% |
| LEVEL 3 FINANCING INC 5.375%, due 08/15/2022 |
527298BD4 |
500,000 |
$503,125.00 |
0.05% |
| SINCLAIR TELEVISION GROUP 5.375%, due 04/01/2021 |
829259AM2 |
495,000 |
$496,237.50 |
0.05% |
| ARAMARK SERVICES INC 5%, due 02/01/2028 |
038522AQ1 |
481,000 |
$478,595.00 |
0.04% |
| BUILDING MATERIALS CORP 5.375%, due 11/15/2024 |
120111BM0 |
417,000 |
$423,833.59 |
0.04% |
| ELDORADO RESORTS INC 6%, due 09/15/2026 |
28470RAG7 |
426,000 |
$426,000.00 |
0.04% |
| HILL-ROM HOLDINGS INC 5.75%, due 09/01/2023 |
431475AA0 |
405,000 |
$417,656.25 |
0.04% |
| IMMUCOR INC BLUD TL 1L USD |
LX166137 |
396,593 |
$395,276.46 |
0.04% |
| MURPHY OIL USA INC 5.625%, due 05/01/2027 |
626738AD0 |
415,000 |
$420,187.50 |
0.04% |
| PEABODY SEC FIN CORP 6%, due 03/31/2022 |
70457LAA2 |
483,000 |
$486,018.75 |
0.04% |
| RP CROWN PARENT LLC REDPRA TL B 1L USD |
LX155106 |
459,313 |
$451,991.68 |
0.04% |
| SANCHEZ ENERGY CORP 6.125%, due 01/15/2023 |
79970YAD7 |
3,125,000 |
$437,500.00 |
0.04% |
| SANCHEZ ENERGY CORP 7.75%, due 06/15/2021 |
79970YAB1 |
3,250,000 |
$455,000.00 |
0.04% |
| T-MOBILE USA INC 4.50%, due 02/01/2026 |
87264AAU9 |
416,000 |
$415,480.00 |
0.04% |
| WEST STREET MERGER SUB 6.375%, due 09/01/2025 |
95616AAA1 |
412,000 |
$393,460.00 |
0.04% |
| WYNN LAS VEGAS LLC/CORP 5.25%, due 05/15/2027 |
983130AX3 |
410,000 |
$387,450.00 |
0.04% |
| BUILDING MATERIALS CORP 6%, due 10/15/2025 |
120111BN8 |
295,000 |
$308,275.00 |
0.03% |
| INTERNATIONAL GAME TECH 6.25%, due 02/15/2022 |
460599AB9 |
300,000 |
$313,500.00 |
0.03% |
| InVentiv Health, Inc. 7.50%, due 10/01/2024 |
46124TAA8 |
360,000 |
$380,250.00 |
0.03% |
| MPH ACQUISITION HOLDINGS MLTPLN TL B 1L USD |
LX152711 |
388,703 |
$376,070.30 |
0.03% |
| OWENS-BROCKWAY 6.375%, due 08/15/2025 |
69073TAS2 |
350,000 |
$369,250.00 |
0.03% |
| THE BRINK'S CO 4.625%, due 10/15/2027 |
109696AA2 |
291,000 |
$282,997.50 |
0.03% |
| TRANSDIGM INC TDG TL F 1L USD |
LX173457 |
281,757 |
$274,913.43 |
0.03% |
| EXAMWORKS GROUP INC EXAM TL B 1L USD |
LX159615 |
242,598 |
$240,880.39 |
0.02% |
| HEALTHSOUTH CORP 5.125%, due 03/15/2023 |
421924BN0 |
250,000 |
$253,750.00 |
0.02% |
| HEALTHSOUTH CORP 5.75%, due 09/15/2025 |
421924BT7 |
250,000 |
$253,750.00 |
0.02% |
| INTERNATIONAL GAME TECH 6.25%, due 01/15/2027 |
460599AD5 |
200,000 |
$204,875.00 |
0.02% |
| JELD-WEN INC 4.625%, due 12/15/2025 |
475795AC4 |
235,000 |
$221,487.50 |
0.02% |
| MALLINCKRODT INTERNATIONAL MNK TL B 1L USD |
LX171246 |
197,407 |
$187,619.94 |
0.02% |
| MALLINCKRODT INTERNATIONAL MNK TL B 1L USD |
LX160638 |
275,200 |
$256,051.36 |
0.02% |
| RBS GLOBAL & REXNORD COR 4.875%, due 12/15/2025 |
75524DAP5 |
235,000 |
$232,650.00 |
0.02% |
| UNITED RENTALS INC 5.50%, due 07/15/2025 |
911365BD5 |
250,000 |
$256,250.00 |
0.02% |
| UNITYMEDIA KABELBW GMBH 6.125%, due 01/15/2025 |
91337DAB0 |
200,000 |
$208,000.00 |
0.02% |
| JELD-WEN INC JELWEN TL 1L USD |
LX170080 |
130,690 |
$128,184.80 |
0.01% |
| MASONITE INTERNATIONAL CORP 5.75%, due 09/15/2026 |
575385AB5 |
100,000 |
$100,500.00 |
0.01% |
| MEDIACOM BRDBND LLC/CORP 5.50%, due 04/15/2021 |
58446VAL5 |
100,000 |
$100,500.00 |
0.01% |
| SCOTTS MIRACLE-GRO CO 6%, due 10/15/2023 |
810186AM8 |
100,000 |
$104,500.00 |
0.01% |
| Txu-Tra Interco Claim Units |
.TXINT-R |
2,702 |
$0.00 |
0.00% |
| Txu-Tra Rights |
.TXTRA-R |
1,629 |
$1,232.34 |
0.00% |
| US Dollar |
$USD |
-17,396,557 |
($17,396,557.33) |
-1.58% |
| U.S. Treasury Bill, 0%, due 04/02/2019 |
912796UV9 |
-162,000,000 |
($161,923,555.44) |
-14.75% |
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, the Internal Revenue Code or any other regulatory framework. Financial advisors are responsible for evaluating investment risks independently and for exercising independent judgment in determining whether investments are appropriate for their clients.
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