|
|
 |
|
Holdings of the Fund as of 5/12/2021
Total Number of Holdings (excluding cash): 457
| BAUSCH HEALTH COS INC 6.125%, due 04/15/2025 |
|
91831AAC5 |
60,319,000 |
$61,261,484.41 |
2.61% |
| ATHENAHEALTH INC ATHN TL B 1L USD |
LX192386 |
|
43,921,447 |
$43,998,310.00 |
1.88% |
| SOLARWINDS HOLDINGS INC SWI TL 1L USD |
LX171686 |
|
41,125,480 |
$40,337,104.47 |
1.72% |
| AMWINS GROUP INC 7.75%, due 07/01/2026 |
|
031921AA7 |
35,235,000 |
$37,428,026.40 |
1.60% |
| ALLIANT HOLD / CO-ISSUER 6.75%, due 10/15/2027 |
|
01883LAA1 |
33,234,000 |
$34,574,825.70 |
1.48% |
| GOLDEN NUGGET NUGGET TL B 1L USD |
LX168592 |
|
35,120,533 |
$34,661,156.24 |
1.48% |
| CHANGE HEALTH / FIN INC 5.75%, due 03/01/2025 |
|
15911NAA3 |
31,493,000 |
$32,093,728.99 |
1.37% |
| GRAY TELEVISION INC 5.875%, due 07/15/2026 |
|
389375AJ5 |
28,294,000 |
$29,313,432.82 |
1.25% |
| MPH ACQUISITION HOLDINGS 5.75%, due 11/01/2028 |
|
553283AC6 |
30,072,000 |
$29,277,757.89 |
1.25% |
| HUB INTERNATIONAL LTD 7%, due 05/01/2026 |
|
44332PAD3 |
27,438,000 |
$28,398,330.00 |
1.21% |
| VERSCEND HOLDING CORP VCVHHO TL B 1L USD |
LX192759 |
|
28,394,784 |
$28,371,216.42 |
1.21% |
| ASURION LLC Variable rate, due 2/5/2028 |
LX192294 |
|
27,128,771 |
$27,467,880.64 |
1.17% |
| IHEARTCOMMUNICATIONS INC 8.375%, due 05/01/2027 |
|
45174HBD8 |
24,649,000 |
$26,281,996.25 |
1.12% |
| ZAYO GROUP HOLDINGS INC 6.125%, due 03/01/2028 |
|
98919VAB1 |
25,627,000 |
$26,299,708.75 |
1.12% |
| FRONTIER COMMUNICATIONS 6.75%, due 05/01/2029 |
|
35906ABG2 |
24,717,000 |
$25,700,489.43 |
1.10% |
| MH SUB I LLC INET TL 1L USD |
LX188695 |
|
25,809,595 |
$25,764,428.54 |
1.10% |
| SS&C TECHNOLOGIES INC 5.50%, due 09/30/2027 |
|
78466CAC0 |
24,100,000 |
$25,595,388.86 |
1.09% |
| ASSUREDPARTNERS INC 5.625%, due 01/15/2029 |
|
04624VAB5 |
24,674,000 |
$24,643,280.90 |
1.05% |
| GREENEDEN US HOLDINGS II GCTI TL B 1L USD |
LX190170 |
|
24,378,362 |
$24,382,750.34 |
1.04% |
| LOGMEIN INC LOGM TL B 1L USD |
LX185343 |
|
24,090,181 |
$24,048,745.43 |
1.03% |
| VERSCEND ESCROW CORP 9.75%, due 08/15/2026 |
|
92535WAA8 |
22,267,000 |
$23,722,371.12 |
1.01% |
| HYLAND SOFTWARE INC HSI TL 1L USD |
LX176492 |
|
23,335,414 |
$23,333,080.10 |
1.00% |
| CHG HEALTHCARE SERVICES INC COMHEA TL 1L USD |
LX170133 |
|
23,195,023 |
$23,133,324.09 |
0.99% |
| COMMSCOPE TECH LLC 6%, due 06/15/2025 |
|
20337YAA5 |
22,655,000 |
$23,051,462.50 |
0.98% |
| DELL INT LLC / EMC CORP 7.125%, due 06/15/2024 |
|
25272KAW3 |
22,225,000 |
$22,795,515.75 |
0.97% |
| MALLINCKRODT FIN/SB 10%, due 04/15/2025 |
|
561233AE7 |
22,400,000 |
$22,344,000.00 |
0.95% |
| SURGERY CENTER HOLDINGS INC SURCEN TL 1L USD |
LX194711 |
|
22,270,118 |
$22,214,442.90 |
0.95% |
| CAESARS ENTERTAINMENT INC 8.125%, due 07/01/2027 |
|
28470RAK8 |
19,296,000 |
$21,490,920.00 |
0.92% |
| GRAHAM PACKAGING/GPC CAP 7.125%, due 08/15/2028 |
|
384701AA6 |
20,451,000 |
$21,661,494.69 |
0.92% |
| MILANO ACQUISITION CORP MILACQ TL 1L USD |
LX189433 |
|
21,666,222 |
$21,633,722.19 |
0.92% |
| GLOBAL MEDICAL RESPONSE 6.50%, due 10/01/2025 |
|
37960BAA3 |
18,992,000 |
$19,585,500.00 |
0.84% |
| MALLINCKRODT INTERNATIONAL MNK TL B 1L USD |
LX160638 |
|
20,436,045 |
$19,672,554.39 |
0.84% |
| CAESARS RESORT COLLECTIO CAERES TL 1L USD |
LX168784 |
|
19,579,762 |
$19,345,587.88 |
0.83% |
| GRAHAM PACKAGING/GPC CAP GRMPAC TL 1L USD |
LX192845 |
|
19,472,466 |
$19,406,064.98 |
0.83% |
| HUB INTERNATIONAL LTD HBGCN TL B 1L USD |
LX173150 |
|
19,686,344 |
$19,404,238.63 |
0.83% |
| ALLIANT HOLDINGS INTERMEDI ALIANT TL B 1L USD |
LX173270 |
|
18,411,251 |
$18,162,330.47 |
0.77% |
| BOXER PARENT CO INC BMC TL B 1L USD |
LX192761 |
|
18,239,788 |
$18,106,454.79 |
0.77% |
| ALTICE FRANCE SA SFRFP TL B13 1L USD |
LX174852 |
|
17,829,135 |
$17,739,988.90 |
0.76% |
| MH SUB I LLC INET TL 1L USD |
LX168014 |
|
18,059,929 |
$17,887,818.00 |
0.76% |
| SOLERA LLC / SOLERA FINA 10.50%, due 03/01/2024 |
|
83422AAA1 |
17,177,000 |
$17,705,965.72 |
0.76% |
| CEMEX SAB DE CV 7.375%, due 06/05/2027 |
|
151290BW2 |
15,634,000 |
$17,675,644.06 |
0.75% |
| NEXSTAR BROADCASTING INC 5.625%, due 07/15/2027 |
|
65343HAA9 |
16,568,000 |
$17,499,950.00 |
0.75% |
| MALLINCKRODT FIN/SB 10%, due 04/15/2025 |
|
561233AG2 |
15,776,000 |
$17,393,040.00 |
0.74% |
| SELECT MEDICAL CORP 6.25%, due 08/15/2026 |
|
816196AT6 |
16,229,000 |
$17,305,713.02 |
0.74% |
| DAVITA INC 4.625%, due 06/01/2030 |
|
23918KAS7 |
16,943,000 |
$17,213,450.77 |
0.73% |
| MH SUB I LLC Variable rate, due 02/12/2029 |
LX192714 |
|
17,021,355 |
$17,181,015.36 |
0.73% |
| SUNSHINE LUXEMBOURG VII SUNLUX TL B 1L USD |
LX193531 |
|
17,093,537 |
$17,085,503.24 |
0.73% |
| ENDO DAC/FIN LLC/FINCO 9.50%, due 07/31/2027 |
|
29273DAB6 |
16,083,000 |
$16,762,506.75 |
0.72% |
| CINEWORLD FINANCE US INC CINELN TL B 1L USD |
LX171023 |
|
19,430,004 |
$16,539,791.09 |
0.71% |
| CAESARS ENTERTAINMENT INC 6.25%, due 07/01/2025 |
|
28470RAH5 |
15,340,000 |
$16,234,340.57 |
0.69% |
| CSC HOLDINGS LLC 5.75%, due 01/15/2030 |
|
126307BA4 |
15,200,000 |
$15,998,000.00 |
0.68% |
| HORIZON THERAPEUTICS USA 5.50%, due 08/01/2027 |
|
44055PAA4 |
14,914,000 |
$15,820,025.50 |
0.67% |
| CUMULUS MEDIA NEW HLDGS 6.75%, due 07/01/2026 |
|
23110AAA4 |
15,031,000 |
$15,576,474.99 |
0.66% |
| MEDNAX INC 6.25%, due 01/15/2027 |
|
58502BAC0 |
14,426,000 |
$15,379,558.60 |
0.66% |
| MPH ACQUISITION HOLDINGS MLTPLN TL B 1L USD |
LX152711 |
|
14,998,527 |
$14,908,235.61 |
0.64% |
| TENET HEALTHCARE CORP 6.125%, due 10/01/2028 |
|
88033GDJ6 |
14,114,000 |
$14,960,840.00 |
0.64% |
| IHEARTCOMMUNICATIONS INC IHRT TL B 1L USD |
LX189057 |
|
14,821,717 |
$14,821,716.76 |
0.63% |
| US RENAL CARE INC USRENA TL B 1L USD |
LX180756 |
|
14,815,727 |
$14,487,706.54 |
0.62% |
| HYLAND SOFTWARE INC Variable rate, due 07/10/2025 |
LX193771 |
|
14,236,506 |
$14,319,504.65 |
0.61% |
| PACKERS HOLDINGS LLC PCKHLD TL 1L USD |
LX193033 |
|
14,373,473 |
$14,187,767.76 |
0.61% |
| SINCLAIR TELEVISION GROUP 5.875%, due 03/15/2026 |
|
829259AU4 |
12,504,000 |
$12,892,374.24 |
0.55% |
| CAESARS RESORT / FINCO 5.25%, due 10/15/2025 |
|
12652AAA1 |
12,500,000 |
$12,671,875.00 |
0.54% |
| NEXSTAR BROADCASTING INC 4.75%, due 11/01/2028 |
|
65336YAN3 |
12,396,000 |
$12,681,913.76 |
0.54% |
| PG&E CORP 5.25%, due 07/01/2030 |
|
69331CAJ7 |
12,250,000 |
$12,755,312.50 |
0.54% |
| VIZIENT INC 6.25%, due 05/15/2027 |
|
92856JAB6 |
11,867,000 |
$12,561,931.52 |
0.54% |
| ENDO DAC/FIN LLC/FINCO 6%, due 06/30/2028 |
|
29273DAC4 |
16,658,000 |
$12,349,408.30 |
0.53% |
| GRAY TELEVISION INC 7%, due 05/15/2027 |
|
389284AA8 |
11,199,000 |
$12,166,257.63 |
0.52% |
| IRB HOLDING CORP 6.75%, due 02/15/2026 |
|
44988MAA3 |
11,749,000 |
$12,177,251.05 |
0.52% |
| APPLIED SYSTEMS INC APPSYS TL B 1L USD |
LX168507 |
|
11,983,188 |
$11,916,561.68 |
0.51% |
| ENSEMBLE RCM LLC ENSHLT TL 1L USD |
LX181745 |
|
11,962,909 |
$11,950,108.46 |
0.51% |
| IHEARTCOMMUNICATIONS INC 5.25%, due 08/15/2027 |
|
45174HBE6 |
11,475,000 |
$11,854,593.00 |
0.51% |
| TEGNA INC 5%, due 09/15/2029 |
|
87901JAH8 |
11,500,000 |
$11,884,675.00 |
0.51% |
| US RENAL CARE INC 10.625%, due 07/15/2027 |
|
07335BAA4 |
11,462,000 |
$12,069,314.08 |
0.51% |
| PIKE CORP 5.50%, due 09/01/2028 |
|
721283AA7 |
11,381,000 |
$11,810,632.75 |
0.50% |
| TEMPO ACQUISITION LLC/FIN 6.75%, due 06/01/2025 |
|
88023JAA4 |
11,478,000 |
$11,704,116.60 |
0.50% |
| GOLDEN NUGGET INC 6.75%, due 10/15/2024 |
|
38113YAE9 |
11,381,000 |
$11,506,361.71 |
0.49% |
| FORD MOTOR COMPANY 9.625%, due 04/22/2030 |
|
345370CX6 |
7,957,000 |
$11,080,122.50 |
0.47% |
| ENTERPRISE MERGER SUB IN EVHC TL 1L USD |
LX175867 |
|
12,661,559 |
$10,767,136.31 |
0.46% |
| DIAMOND SPORTS GR/DIAMON 6.625%, due 08/15/2027 |
|
25277LAC0 |
18,673,000 |
$10,480,221.25 |
0.45% |
| EW SCRIPPS CO 5.125%, due 05/15/2025 |
|
811054AG0 |
10,289,000 |
$10,577,297.78 |
0.45% |
| NORDSTROM INC 4%, due 03/15/2027 |
|
655664AS9 |
10,080,000 |
$10,316,241.33 |
0.44% |
| PAR PHARMACEUTICAL INC 7.50%, due 04/01/2027 |
|
69888XAA7 |
10,000,000 |
$10,237,500.00 |
0.44% |
| PACKAGING COORDINATORS PCKCOO TL 1L USD |
LX189979 |
|
10,000,000 |
$9,996,900.00 |
0.43% |
| Parexel PRXL TL B 1L USD |
LX167279 |
|
10,238,110 |
$10,135,728.92 |
0.43% |
| SOLERA LLC SLH TL B 1L USD |
LX151194 |
|
10,155,842 |
$10,094,297.66 |
0.43% |
| ENDO LUX FIN CO I SARL 6.125%, due 04/01/2029 |
|
29280BAA3 |
10,000,000 |
$9,747,500.00 |
0.42% |
| TENN MERGER SUB INC TMH TL B 1L USD |
LX156377 |
|
10,159,343 |
$9,635,527.28 |
0.41% |
| CSC HOLDINGS LLC 5.50%, due 05/15/2026 |
|
126307AU1 |
9,183,000 |
$9,450,684.45 |
0.40% |
| HUB INTERNATIONAL LTD HBGCN TL B 1L USD |
LX192052 |
|
9,312,596 |
$9,287,824.59 |
0.40% |
| UNIVISION COMMUNICATIONS 5.125%, due 02/15/2025 |
|
914906AS1 |
9,310,000 |
$9,472,925.00 |
0.40% |
| IRB HOLDING CORP 7%, due 06/15/2025 |
|
44988MAC9 |
8,483,000 |
$9,140,432.50 |
0.39% |
| FORD MOTOR COMPANY 9%, due 04/22/2025 |
|
345370CW8 |
7,411,000 |
$9,018,614.87 |
0.38% |
| TEGNA INC 4.625%, due 03/15/2028 |
|
87901JAJ4 |
8,700,000 |
$8,877,697.50 |
0.38% |
| ALLIANT HOLDINGS INTERMEDI ALIANT TL B 1L USD |
LX180276 |
|
8,814,842 |
$8,689,935.96 |
0.37% |
| MGM RESORTS INTL 7.75%, due 03/15/2022 |
|
552953BX8 |
8,350,000 |
$8,752,887.50 |
0.37% |
| SCRIPPS ESCROW INC 5.875%, due 07/15/2027 |
|
81104PAA7 |
8,355,000 |
$8,749,523.10 |
0.37% |
| FRONTIER COMMUNICATIONS FTR DIP-TL B 1L USD |
LX194213 |
|
8,511,005 |
$8,500,366.03 |
0.36% |
| INMAR INC INMARI TL 1L USD |
LX162697 |
|
8,618,795 |
$8,536,227.42 |
0.36% |
| MCAFEE LLC MCAFEE TL B 1L USD |
LX176623 |
|
8,521,991 |
$8,510,145.85 |
0.36% |
| NIELSEN HOLDINGS PLC NLSN TL B 1L USD |
LX192273 |
|
8,468,206 |
$8,447,035.90 |
0.36% |
| REALPAGE INC RP TL B 1L USD |
LX192752 |
|
8,526,781 |
$8,483,124.11 |
0.36% |
| TRI POINTE GROUP / HOMES 5.875%, due 06/15/2024 |
|
962178AN9 |
7,545,000 |
$8,412,675.00 |
0.36% |
| DUPAGE MEDICAL GROUP 1L Sr. Secd |
LX193065 |
|
8,245,497 |
$8,219,770.90 |
0.35% |
| SCIENCE APPLICATIONS INTL 4.875%, due 04/01/2028 |
|
808625AA5 |
7,802,000 |
$8,099,139.17 |
0.35% |
| RADIOLOGY PARTNERS INC RADPAR TL B 1L USD |
LX174270 |
|
7,892,184 |
$7,855,169.70 |
0.34% |
| ADMI CORP ASPDEN TL B2 1L USD |
LX192321 |
|
7,861,166 |
$7,771,863.33 |
0.33% |
| MASONITE INTERNATIONAL CORP 5.75%, due 09/15/2026 |
|
575385AB5 |
7,513,000 |
$7,802,701.28 |
0.33% |
| TENET HEALTHCARE CORP 4.875%, due 01/01/2026 |
|
88033GCY4 |
7,492,000 |
$7,729,309.10 |
0.33% |
| ALLIED UNIVERSAL 6%, due 06/01/2029 |
|
019576AC1 |
7,485,000 |
$7,475,606.34 |
0.32% |
| BASS PRO GROUP LLC BASSPR TL B 1L USD |
LX193047 |
|
7,391,401 |
$7,417,270.48 |
0.32% |
| BOXER PARENT CO INC 9.125%, due 03/01/2026 |
|
103186AC6 |
7,074,000 |
$7,504,488.26 |
0.32% |
| HCA INC 5.875%, due 02/15/2026 |
|
404119BS7 |
6,530,000 |
$7,444,200.00 |
0.32% |
| KAR AUCTION SERVICES INC 5.125%, due 06/01/2025 |
|
48238TAA7 |
7,350,000 |
$7,469,731.50 |
0.32% |
| PG&E CORP PCG TL B 1L USD |
LX188801 |
|
7,535,274 |
$7,478,759.69 |
0.32% |
| SINCLAIR TELEVISION GROUP 5.125%, due 02/15/2027 |
|
829259AW0 |
7,394,000 |
$7,407,817.91 |
0.32% |
| UNIVISION COMMUNICATIONS 6.625%, due 06/01/2027 |
|
914906AU6 |
6,972,000 |
$7,531,642.44 |
0.32% |
| CALPINE CORP 5.125%, due 03/15/2028 |
|
131347CN4 |
7,250,000 |
$7,295,312.50 |
0.31% |
| HAH GROUP HOLDING CO LLC HAHGRO TL 1L USD |
LX190237 |
|
7,358,127 |
$7,367,324.45 |
0.31% |
| OWENS-BROCKWAY 6.375%, due 08/15/2025 |
|
69073TAS2 |
6,550,000 |
$7,274,593.75 |
0.31% |
| LIVE NATION ENTERTAINMENT 4.875%, due 11/01/2024 |
|
538034AK5 |
7,000,000 |
$7,085,750.00 |
0.30% |
| PG&E CORP 5%, due 07/01/2028 |
|
69331CAH1 |
6,883,000 |
$7,098,093.75 |
0.30% |
| RENT-A-CENTER INC 6.375%, due 02/15/2029 |
|
76009NAL4 |
6,635,000 |
$7,145,098.80 |
0.30% |
| FORD MOTOR COMPANY 8.50%, due 04/21/2023 |
|
345370CV0 |
6,000,000 |
$6,683,340.00 |
0.29% |
| GO DADDY OPCO/FINCO 5.25%, due 12/01/2027 |
|
38016LAA3 |
6,486,000 |
$6,799,306.24 |
0.29% |
| CDK GLOBAL INC 4.875%, due 06/01/2027 |
|
12508EAF8 |
6,261,000 |
$6,597,528.75 |
0.28% |
| PETCO HEALTH & WELLNESS WOOF TL B 1L USD |
LX192745 |
|
6,525,569 |
$6,484,783.82 |
0.28% |
| TENET HEALTHCARE CORP 5.125%, due 11/01/2027 |
|
88033GDA5 |
6,281,000 |
$6,587,198.75 |
0.28% |
| ASSUREDPARTNERS INC 7%, due 08/15/2025 |
|
04624VAA7 |
6,188,000 |
$6,329,612.38 |
0.27% |
| CSC HOLDINGS LLC 7.50%, due 04/01/2028 |
|
126307AY3 |
5,800,000 |
$6,394,326.00 |
0.27% |
| ENCOMPASS HEALTH CORP 4.75%, due 02/01/2030 |
|
29261AAB6 |
6,080,000 |
$6,384,000.00 |
0.27% |
| POST HOLDINGS INC 5.75%, due 03/01/2027 |
|
737446AM6 |
5,990,000 |
$6,274,525.00 |
0.27% |
| SIX FLAGS ENTERTAINMENT 4.875%, due 07/31/2024 |
|
83001AAB8 |
6,209,000 |
$6,278,168.26 |
0.27% |
| J2 GLOBAL 4.625%, due 10/15/2030 |
|
48123VAF9 |
6,000,000 |
$6,112,500.00 |
0.26% |
| MILEAGE PLUS HLDINGS LLC 6.50%, due 06/20/2027 |
|
599191AA1 |
5,469,000 |
$6,000,860.25 |
0.26% |
| SCIENTIFIC GAMES INTERNATIO SGMS TL B5 1L USD |
LX171269 |
|
6,284,828 |
$6,187,916.12 |
0.26% |
| CLARK EQUIPMENT CO 5.875%, due 06/01/2025 |
|
181396AE2 |
5,565,000 |
$5,888,465.63 |
0.25% |
| IRB HOLDING CORP ARGIHC TL B 1L USD |
LX185405 |
|
5,969,231 |
$5,917,596.79 |
0.25% |
| LIVE NATION ENTERTAINMENT 4.75%, due 10/15/2027 |
|
538034AR0 |
5,895,000 |
$5,941,873.51 |
0.25% |
| TAYLOR MORR COMM/HLDGS 5.875%, due 04/15/2023 |
|
87724LAA3 |
5,346,000 |
$5,773,680.00 |
0.25% |
| FLEXERA SOFTWARE LLC FLESOF 2020 TLB USD |
LX191534 |
|
5,637,241 |
$5,638,255.80 |
0.24% |
| GATES GLOBAL LLC GATGLO TL 1L USD |
LX192751 |
|
5,705,880 |
$5,679,917.78 |
0.24% |
| LIVE NATION ENTERTAINMENT 5.625%, due 03/15/2026 |
|
538034AN9 |
5,494,000 |
$5,680,796.00 |
0.24% |
| MA FINANCECO LLC MCROLN TL B 1L USD |
LX185951 |
|
5,527,090 |
$5,549,529.64 |
0.24% |
| OPEN TEXT HOLDINGS INC 4.125%, due 02/15/2030 |
|
683720AA4 |
5,685,000 |
$5,734,942.73 |
0.24% |
| BANFF MERGER SUB INC 9.75%, due 09/01/2026 |
|
05988LAA6 |
5,000,000 |
$5,303,699.95 |
0.23% |
| BERRY GLOBAL INC 4.50%, due 02/15/2026 |
|
08576PAA9 |
5,182,000 |
$5,317,405.66 |
0.23% |
| ENDO LUXEMBOURG FINANCE ENDP TL 1L USD |
LX193328 |
|
5,600,000 |
$5,414,528.00 |
0.23% |
| LUMEN TECHNOLOGIES INC Series T, 5.80%, due 03/15/2022 |
|
156700AS5 |
5,320,000 |
$5,499,550.00 |
0.23% |
| MGM RESORTS INTL 6%, due 03/15/2023 |
|
552953CC3 |
5,100,000 |
$5,480,919.00 |
0.23% |
| VERTICAL US NEWCO INC THYELE TL B 1L USD |
LX188876 |
|
5,272,471 |
$5,279,062.01 |
0.23% |
| ALMONDE INC MSYLN TL B 1L USD |
LX163228 |
|
5,327,416 |
$5,226,088.49 |
0.22% |
| BROADSTREET PARTNERS INC 5.875%, due 04/15/2029 |
|
11135RAA3 |
5,115,000 |
$5,203,157.03 |
0.22% |
| CARS.COM INC 6.375%, due 11/01/2028 |
|
14575EAA3 |
4,932,000 |
$5,178,846.60 |
0.22% |
| CCO HLDGS LLC/CAP CORP 5.75%, due 02/15/2026 |
|
1248EPBM4 |
4,934,000 |
$5,110,390.50 |
0.22% |
| CEMEX SAB DE CV N/C, 5.45%, due 11/19/2029 |
|
151290BV4 |
4,700,000 |
$5,173,172.50 |
0.22% |
| GATES GLOBAL/GATES CORP 6.25%, due 01/15/2026 |
|
36740LAA0 |
4,855,000 |
$5,074,494.55 |
0.22% |
| IAA INC 5.50%, due 06/15/2027 |
|
449253AB9 |
4,926,000 |
$5,178,457.50 |
0.22% |
| VISTRA CORP 5.625%, due 02/15/2027 |
|
92840VAB8 |
5,000,000 |
$5,200,000.00 |
0.22% |
| 1011778 BC / NEW RED FIN 4%, due 10/15/2030 |
|
68245XAM1 |
5,214,000 |
$5,031,510.00 |
0.21% |
| BOYD GAMING CORP 6.375%, due 04/01/2026 |
|
103304BM2 |
4,718,000 |
$4,867,961.64 |
0.21% |
| FRONTIER COMMUNICATIONS 5%, due 05/01/2028 |
|
35906ABF4 |
4,890,000 |
$4,996,843.81 |
0.21% |
| NATIONAL MENTOR HOLDINGS MENTOR TL B 1L USD |
LX192639 |
|
4,937,470 |
$4,926,163.42 |
0.21% |
| RIVERBED TECHNOLOGY INC RVBD TL B 1L USD |
LX191776 |
|
5,124,724 |
$4,868,487.38 |
0.21% |
| SINCLAIR TELEVISION GROUP 5.50%, due 03/01/2030 |
|
829259AY6 |
5,000,000 |
$5,018,925.00 |
0.21% |
| UNIVISION COMMUNICATIONS 9.50%, due 05/01/2025 |
|
914906AT9 |
4,500,000 |
$5,011,875.00 |
0.21% |
| VERTICAL US NEWCO INC 5.25%, due 07/15/2027 |
|
92537RAA7 |
4,667,000 |
$4,882,848.75 |
0.21% |
| VISTRA OPERATIONS CO LLC 4.375%, due 05/01/2029 |
|
92840VAH5 |
5,000,000 |
$4,993,525.00 |
0.21% |
| ASURION LLC ASUCOR TL B8 1L USD |
LX191415 |
|
4,624,312 |
$4,588,195.88 |
0.20% |
| BAUSCH HEALTH COS INC 5.25%, due 01/30/2030 |
|
071734AJ6 |
5,000,000 |
$4,743,475.00 |
0.20% |
| CDK GLOBAL INC 5.25%, due 05/15/2029 |
|
12508EAJ0 |
4,448,000 |
$4,763,874.72 |
0.20% |
| POST HOLDINGS INC 5.625%, due 01/15/2028 |
|
737446AN4 |
4,434,000 |
$4,682,037.96 |
0.20% |
| CAESARS RESORT / FINCO 5.75%, due 07/01/2025 |
|
12770RAA1 |
4,229,000 |
$4,469,545.52 |
0.19% |
| GLOBAL MEDICAL RESPONSE AIMEGR TL B 1L USD |
LX189951 |
|
4,528,305 |
$4,539,625.83 |
0.19% |
| LOGMEIN INC 5.50%, due 09/01/2027 |
|
541056AA5 |
4,411,000 |
$4,533,250.87 |
0.19% |
| NIELSEN FINANCE LLC/CO 5.625%, due 10/01/2028 |
|
65409QBD3 |
4,254,000 |
$4,528,616.98 |
0.19% |
| PERATON CORP PERCOR TL B-DD 1L USD |
LX193024 |
|
4,501,192 |
$4,490,569.56 |
0.19% |
| TENET HEALTHCARE CORP 5.125%, due 05/01/2025 |
|
88033GCU2 |
4,379,000 |
$4,430,453.25 |
0.19% |
| Akorn Oct 2020 Equity |
.AKRX |
996UYPZZ3 |
259,956 |
$4,116,013.33 |
0.18% |
| ARAMARK SERVICES INC 6.375%, due 05/01/2025 |
|
038522AR9 |
4,000,000 |
$4,250,000.00 |
0.18% |
| BAUSCH HEALTH COS INC 5%, due 01/30/2028 |
|
071734AH0 |
4,349,000 |
$4,231,142.10 |
0.18% |
| CCO HLDGS LLC/CAP CORP 5%, due 02/01/2028 |
|
1248EPBX0 |
4,000,000 |
$4,190,000.00 |
0.18% |
| DIAMOND SPORTS GR/DIAMON 5.375%, due 08/15/2026 |
|
25277LAA4 |
5,719,000 |
$4,241,381.97 |
0.18% |
| GFL ENVIRONMENTAL INC 4%, due 08/01/2028 |
|
36168QAL8 |
4,500,000 |
$4,319,302.50 |
0.18% |
| MIDWEST GAMING BORROWER 4.875%, due 05/01/2029 |
|
59833DAB6 |
4,113,000 |
$4,122,192.56 |
0.18% |
| RBS GLOBAL & REXNORD LLC 4.875%, due 12/15/2025 |
|
75524DAP5 |
4,225,000 |
$4,330,625.00 |
0.18% |
| AVANTOR FUNDING INC 4.625%, due 07/15/2028 |
|
05352TAA7 |
3,726,000 |
$3,898,327.50 |
0.17% |
| BOYD GAMING CORP 6%, due 08/15/2026 |
|
103304BQ3 |
3,850,000 |
$3,989,273.75 |
0.17% |
| CAMELOT FINANCE SA 4.50%, due 11/01/2026 |
|
13323AAB6 |
3,774,000 |
$3,903,234.10 |
0.17% |
| CSC HOLDINGS LLC 4.625%, due 12/01/2030 |
|
126307BD8 |
4,167,000 |
$4,039,385.63 |
0.17% |
| PLAYTIKA HOLDING CORP 4.25%, due 03/15/2029 |
|
72815LAA5 |
4,101,000 |
$4,063,106.76 |
0.17% |
| POST HOLDINGS INC 4.625%, due 04/15/2030 |
|
737446AQ7 |
4,000,000 |
$4,016,740.00 |
0.17% |
| REYNOLDS GRP ISS/REYNOLDS 4%, due 10/15/2027 |
|
76174LAA1 |
4,023,000 |
$3,927,131.91 |
0.17% |
| SURF HOLDINGS SARL SOPHLN TL B 1L USD |
LX184762 |
|
4,087,913 |
$4,042,864.16 |
0.17% |
| ALBERTSONS COS/SAFEWAY 4.625%, due 01/15/2027 |
|
013092AC5 |
3,700,000 |
$3,824,796.19 |
0.16% |
| ALTICE FRANCE SA 7.375%, due 05/01/2026 |
|
67054KAA7 |
3,493,000 |
$3,640,096.52 |
0.16% |
| BAUSCH HEALTH COS INC 6.25%, due 02/15/2029 |
|
071734AK3 |
3,818,000 |
$3,860,857.05 |
0.16% |
| COMMSCOPE TECH LLC 5%, due 03/15/2027 |
|
20338HAB9 |
3,679,000 |
$3,674,585.20 |
0.16% |
| ONEX TSG INTERMEDIATE CO SCHGRO TL 1L USD |
LX192675 |
|
3,691,303 |
$3,658,228.50 |
0.16% |
| PLUTO ACQUISITION I INC ACCARE TL B 1L USD |
LX191328 |
|
3,783,740 |
$3,795,583.49 |
0.16% |
| STATION CASINOS LLC 4.50%, due 02/15/2028 |
|
857691AG4 |
3,616,000 |
$3,665,593.44 |
0.16% |
| SUMMIT MATERIALS LLC/FIN 5.25%, due 01/15/2029 |
|
86614RAN7 |
3,623,000 |
$3,817,736.25 |
0.16% |
| US FOODS INC 6.25%, due 04/15/2025 |
|
90290MAC5 |
3,488,000 |
$3,690,600.48 |
0.16% |
| MEREDITH CORP MDP TL B 1L USD |
LX188884 |
|
3,442,590 |
$3,507,138.21 |
0.15% |
| PARK INTERMED HOLDINGS 4.875%, due 05/15/2029 |
|
70052LAC7 |
3,552,000 |
$3,591,960.00 |
0.15% |
| TGP HOLDINGS III LLC TGPHLD TL 1L USD |
LX172462 |
|
3,576,539 |
$3,570,959.98 |
0.15% |
| ALBERTSONS COS/SAFEWAY 5.875%, due 02/15/2028 |
|
013092AB7 |
3,000,000 |
$3,168,780.00 |
0.14% |
| BAUSCH HEALTH COS INC 7.25%, due 05/30/2029 |
|
071734AF4 |
3,000,000 |
$3,191,265.00 |
0.14% |
| BURLINGTON COAT FACTORY 6.25%, due 04/15/2025 |
|
121579AH9 |
3,040,000 |
$3,218,600.00 |
0.14% |
| CROWN FINANCE US INC CINELN PIK-TERM B1 1L USD |
LX191039 |
|
2,660,334 |
$3,335,393.81 |
0.14% |
| EPICOR SOFTWARE CORP EGLPT TL B 1L USD |
LX189137 |
|
3,279,466 |
$3,268,938.50 |
0.14% |
| KB HOME 7%, due 12/15/2021 |
|
48666KAT6 |
3,310,000 |
$3,365,856.25 |
0.14% |
| LENNAR CORP 5.25%, due 06/01/2026 |
|
526057CT9 |
2,785,000 |
$3,219,460.00 |
0.14% |
| SPIRIT AEROSYSTEMS INC 7.50%, due 04/15/2025 |
|
85205TAL4 |
3,000,000 |
$3,198,201.99 |
0.14% |
| TEMPO ACQUISITION LLC/FI 5.75%, due 06/01/2025 |
|
88023JAD8 |
3,000,000 |
$3,180,000.00 |
0.14% |
| US RADIOLOGY SPECIALISTS USRADS TL 1L USD |
LX191220 |
|
3,344,638 |
$3,351,795.72 |
0.14% |
| VIRGIN MEDIA SECURED FIN 5.50%, due 08/15/2026 |
|
92769XAM7 |
3,073,000 |
$3,189,620.35 |
0.14% |
| VISTRA CORP 5%, due 07/31/2027 |
|
92840VAF9 |
3,189,000 |
$3,288,656.25 |
0.14% |
| ADAPTHEALTH LLC 4.625%, due 08/01/2029 |
|
00653VAC5 |
3,000,000 |
$2,970,660.00 |
0.13% |
| AKORN OPERATING CO LLC AKRX PIK-TERM EXIT 1L USD |
LX190222 |
|
3,053,454 |
$3,121,210.51 |
0.13% |
| CCO HLDGS LLC/CAP CORP 5.125%, due 05/01/2027 |
|
1248EPBT9 |
2,828,000 |
$2,962,641.08 |
0.13% |
| EPICOR SOFTWARE CORP Variable rate, due 07/30/2028 |
LX189138 |
|
3,000,000 |
$3,073,140.00 |
0.13% |
| FIRSTCASH INC 4.625%, due 09/01/2028 |
|
33767DAB1 |
3,000,000 |
$3,099,116.73 |
0.13% |
| INTERNATIONAL GAME TECH 4.125%, due 04/15/2026 |
|
460599AF0 |
3,000,000 |
$3,094,890.00 |
0.13% |
| LEVEL 3 FINANCING INC 4.625%, due 09/15/2027 |
|
527298BN2 |
3,000,000 |
$3,093,750.00 |
0.13% |
| OPEN TEXT CORP 5.875%, due 06/01/2026 |
|
683715AB2 |
2,958,000 |
$3,061,337.73 |
0.13% |
| PTC INC 4%, due 02/15/2028 |
|
69370CAC4 |
3,075,000 |
$3,140,466.75 |
0.13% |
| SINCLAIR TELEVISION GROUP 4.125%, due 12/01/2030 |
|
829259BA7 |
3,125,000 |
$3,062,500.00 |
0.13% |
| SIRIUS XM RADIO INC 4.625%, due 07/15/2024 |
|
82967NBE7 |
3,000,000 |
$3,086,880.00 |
0.13% |
| CT TECHNOLOGIES CTTECH TL 1L USD |
LX191222 |
|
2,788,243 |
$2,792,314.17 |
0.12% |
| NIELSEN FINANCE LLC/CO 5.875%, due 10/01/2030 |
|
65409QBF8 |
2,666,000 |
$2,921,589.42 |
0.12% |
| STATION CASINOS LLC 5%, due 10/01/2025 |
|
857691AF6 |
2,848,000 |
$2,892,500.01 |
0.12% |
| FREEPORT-MCMORAN INC 5%, due 09/01/2027 |
|
35671DCC7 |
2,500,000 |
$2,647,550.00 |
0.11% |
| HILLENBRAND INC 5.75%, due 06/15/2025 |
|
431571AD0 |
2,500,000 |
$2,659,375.00 |
0.11% |
| PERATON CORP PERCOR TL B 1L USD |
LX192468 |
|
2,557,631 |
$2,551,595.15 |
0.11% |
| SAFEWAY INC 7.25%, due 02/01/2031 |
|
786514BA6 |
2,210,000 |
$2,572,638.90 |
0.11% |
| XPO LOGISTICS INC 6.25%, due 05/01/2025 |
|
983793AH3 |
2,350,000 |
$2,508,037.50 |
0.11% |
| ZAYO GROUP HOLDINGS INC 4%, due 03/01/2027 |
|
98919VAA3 |
2,500,000 |
$2,471,875.00 |
0.11% |
| B&G FOODS INC 5.25%, due 04/01/2025 |
|
05508RAE6 |
2,190,000 |
$2,247,487.50 |
0.10% |
| CROWDSTRIKE HOLDINGS INC 3%, due 02/15/2029 |
|
22788CAA3 |
2,500,000 |
$2,454,350.00 |
0.10% |
| ENCOMPASS HEALTH CORP 5.75%, due 09/15/2025 |
|
421924BT7 |
2,284,000 |
$2,361,085.00 |
0.10% |
| OPEN TEXT CORP 3.875%, due 02/15/2028 |
|
683715AC0 |
2,336,000 |
$2,350,459.84 |
0.10% |
| SILGAN HOLDINGS INC 4.125%, due 02/01/2028 |
|
827048AW9 |
2,200,000 |
$2,268,750.00 |
0.10% |
| TENET HEALTHCARE CORP 4.625%, due 06/15/2028 |
|
88033GDG2 |
2,327,000 |
$2,399,718.75 |
0.10% |
| T-MOBILE USA INC 6%, due 03/01/2023 |
|
87264AAM7 |
2,329,000 |
$2,334,240.25 |
0.10% |
| UNITED RENTALS NORTH AM 5.875%, due 09/15/2026 |
|
911365BE3 |
2,276,000 |
$2,376,940.60 |
0.10% |
| UNIVERSAL HEALTH SVCS 5%, due 06/01/2026 |
|
913903AT7 |
2,250,000 |
$2,317,072.50 |
0.10% |
| ABC SUPPLY CO INC 5.875%, due 05/15/2026 |
|
024747AE7 |
2,000,000 |
$2,066,350.00 |
0.09% |
| ARAMARK SERVICES INC 4.75%, due 06/01/2026 |
|
038522AN8 |
2,000,000 |
$2,051,540.00 |
0.09% |
| ASHTEAD CAPITAL INC 5.25%, due 08/01/2026 |
|
045054AH6 |
2,000,000 |
$2,095,000.00 |
0.09% |
| ASP AMC MERGER SUB ASPAMC TL 1L USD |
LX162655 |
|
2,110,578 |
$2,075,394.25 |
0.09% |
| CCO HLDGS LLC/CAP CORP 4.25%, due 02/01/2031 |
|
1248EPCK7 |
2,000,000 |
$1,994,500.00 |
0.09% |
| CCO HLDGS LLC/CAP CORP 4.75%, due 03/01/2030 |
|
1248EPCD3 |
2,000,000 |
$2,079,500.00 |
0.09% |
| CCO HLDGS LLC/CAP CORP 5.50%, due 05/01/2026 |
|
1248EPBR3 |
2,000,000 |
$2,063,500.00 |
0.09% |
| CEMEX SAB DE CV 5.20%, due 09/17/2030 |
|
151290BX0 |
2,000,000 |
$2,184,600.00 |
0.09% |
| CSC HOLDINGS LLC 4.50%, due 11/15/2031 |
|
126307BH9 |
2,000,000 |
$1,994,930.00 |
0.09% |
| FORD MOTOR CREDIT CO LLC N/C, 3.664%, due 09/08/2024 |
|
345397WW9 |
2,000,000 |
$2,066,160.00 |
0.09% |
| FRONTIER COMMUNICATIONS 5.875%, due 10/15/2027 |
|
35906ABE7 |
1,930,000 |
$2,048,299.35 |
0.09% |
| HCA INC 5.875%, due 05/01/2023 |
|
404121AG0 |
2,000,000 |
$2,175,620.00 |
0.09% |
| LEVEL 3 FINANCING INC 4.25%, due 07/01/2028 |
|
527298BR3 |
2,000,000 |
$2,012,500.00 |
0.09% |
| LEVEL 3 FINANCING INC 5.25%, due 03/15/2026 |
|
527298BM4 |
2,000,000 |
$2,062,700.00 |
0.09% |
| MODIVCARE INC 5.875%, due 11/15/2025 |
|
743815AE2 |
1,951,000 |
$2,063,133.73 |
0.09% |
| ORGANON FINANCE 1 LLC 5.125%, due 04/30/2031 |
|
68622TAB7 |
2,016,000 |
$2,055,060.00 |
0.09% |
| OWENS-BROCKWAY 5.875%, due 08/15/2023 |
|
69073TAR4 |
2,000,000 |
$2,173,120.00 |
0.09% |
| PANTHER BF AGGREGATOR 2 8.50%, due 05/15/2027 |
|
69867DAC2 |
2,000,000 |
$2,166,700.00 |
0.09% |
| PETSMART INC PETM TL B 1L USD |
LX192365 |
|
2,170,813 |
$2,168,099.51 |
0.09% |
| POST HOLDINGS INC 4.50%, due 09/15/2031 |
|
737446AR5 |
2,104,000 |
$2,061,088.92 |
0.09% |
| PROJECT RUBY ULTIMATE PARE MEDW TL B 1L USD |
LX193028 |
|
2,168,301 |
$2,150,694.15 |
0.09% |
| REAL HERO MERGER SUB 2 6.25%, due 02/01/2029 |
|
75602BAA7 |
2,000,000 |
$2,069,540.00 |
0.09% |
| THE BRINK'S CO 4.625%, due 10/15/2027 |
|
109696AA2 |
2,061,000 |
$2,128,785.24 |
0.09% |
| VIRGIN MEDIA SECURED FINANCE 5.50%, due 05/15/2029 |
|
92769XAP0 |
2,000,000 |
$2,131,010.00 |
0.09% |
| CEDAR FAIR/CAN/MAGNUM/MI 5.375%, due 04/15/2027 |
|
150190AB2 |
1,850,000 |
$1,899,718.75 |
0.08% |
| CSC HOLDINGS LLC 5.375%, due 02/01/2028 |
|
126307AS6 |
1,800,000 |
$1,898,145.00 |
0.08% |
| GRAPHIC PACKAGING INTERNATIONAL N/C, 3.50%, due 03/15/2028 |
|
38869AAB3 |
2,000,000 |
$1,986,200.00 |
0.08% |
| LEVEL 3 FINANCING INC 3.625%, due 01/15/2029 |
|
527298BS1 |
2,000,000 |
$1,932,500.00 |
0.08% |
| NUMERICABLE-SFR SA SFRFP TL B12 1L USD |
LX169002 |
|
1,979,487 |
$1,961,671.78 |
0.08% |
| PORTILLO'S HOLDINGS LLC PORTIL TL 1L USD |
LX184412 |
|
1,911,772 |
$1,904,602.88 |
0.08% |
| SIRIUS XM RADIO INC 4.125%, due 07/01/2030 |
|
82967NBG2 |
2,000,000 |
$1,980,000.00 |
0.08% |
| ALLIED UNI HLD / ALL FIN 4.625%, due 06/01/2028 |
|
019579AA9 |
1,743,000 |
$1,736,681.63 |
0.07% |
| BAUSCH HEALTH COS INC 5.25%, due 02/15/2031 |
|
071734AL1 |
1,730,000 |
$1,636,735.70 |
0.07% |
| CENTENE CORP 4.25%, due 12/15/2027 |
|
15135BAR2 |
1,500,000 |
$1,580,625.00 |
0.07% |
| MARCEL LUX IV SARL SUSESO TL B 1L USD |
LX175903 |
|
1,529,657 |
$1,533,480.74 |
0.07% |
| QORVO INC 4.375%, due 10/15/2029 |
|
74736KAH4 |
1,550,000 |
$1,674,573.50 |
0.07% |
| TENET HEALTHCARE CORP 7.50%, due 04/01/2025 |
|
88033GDE7 |
1,500,000 |
$1,616,250.00 |
0.07% |
| TRANSDIGM INC 8%, due 12/15/2025 |
|
893647BK2 |
1,500,000 |
$1,621,875.00 |
0.07% |
| WW INTERNATIONAL INC 4.50%, due 04/15/2029 |
|
98262PAA9 |
1,702,000 |
$1,690,664.68 |
0.07% |
| ADAPTHEALTH LLC 6.125%, due 08/01/2028 |
|
00653VAA9 |
1,421,000 |
$1,492,490.51 |
0.06% |
| AMERICAN AIRLINES/AADVANTAGE LOYALTY 5.50%, due 04/20/2026 |
|
00253XAA9 |
1,402,000 |
$1,459,832.50 |
0.06% |
| ARCOSA INC 4.375%, due 04/15/2029 |
|
039653AA8 |
1,500,000 |
$1,519,395.00 |
0.06% |
| AZALEA TOPCO INC PGND TL B 1L USD |
LX194714 |
|
1,350,085 |
$1,344,185.00 |
0.06% |
| BAUSCH HEALTH AMERICAS 8.50%, due 01/31/2027 |
|
91911XAW4 |
1,242,000 |
$1,356,326.10 |
0.06% |
| BAUSCH HEALTH COS INC 5%, due 02/15/2029 |
|
071734AM9 |
1,384,000 |
$1,320,239.12 |
0.06% |
| BY CROWN PARENT/BY BOND 4.25%, due 01/31/2026 |
|
05608QAA5 |
1,276,000 |
$1,335,034.14 |
0.06% |
| CELESTIAL-SATURN MERGER 4.50%, due 05/01/2028 |
|
15103MAA3 |
1,409,000 |
$1,396,734.65 |
0.06% |
| CITYCENTER HOLDINGS LLC CCTRH TL B 1L USD |
LX162717 |
|
1,395,200 |
$1,378,289.71 |
0.06% |
| ENCOMPASS HEALTH CORP 4.50%, due 02/01/2028 |
|
29261AAA8 |
1,300,000 |
$1,342,256.50 |
0.06% |
| ENERGIZER HOLDINGS INC 4.375%, due 03/31/2029 |
|
29272WAD1 |
1,350,000 |
$1,325,538.00 |
0.06% |
| IQVIA INC 5%, due 05/15/2027 |
|
46266TAA6 |
1,278,000 |
$1,340,302.50 |
0.06% |
| LITHIA MOTORS INC 4.375%, due 01/15/2031 |
|
536797AF0 |
1,351,000 |
$1,428,689.26 |
0.06% |
| NUMERICABLE-SFR SA SFRFP TL B11 1L USD |
LX162009 |
|
1,464,613 |
$1,433,490.41 |
0.06% |
| SCIENTIFIC GAMES INTERNATIONAL 8.625%, due 07/01/2025 |
|
80874YBG4 |
1,250,000 |
$1,361,734.38 |
0.06% |
| SCRIPPS ESCROW II INC 3.875%, due 01/15/2029 |
|
81105DAA3 |
1,389,000 |
$1,367,477.45 |
0.06% |
| SPIRIT AEROSYSTEMS INC 5.50%, due 01/15/2025 |
|
85205TAM2 |
1,333,000 |
$1,399,270.10 |
0.06% |
| STANDARD INDUSTRIES INC 5%, due 02/15/2027 |
|
853496AC1 |
1,392,000 |
$1,430,474.88 |
0.06% |
| US FOODS INC 4.75%, due 02/15/2029 |
|
90290MAD3 |
1,397,000 |
$1,395,267.72 |
0.06% |
| ACADIA HEALTHCARE CO INC 5.50%, due 07/01/2028 |
|
00404AAN9 |
1,000,000 |
$1,057,500.00 |
0.05% |
| ALBERTSONS COS/SAFEWAY 7.50%, due 03/15/2026 |
|
013092AA9 |
1,000,000 |
$1,105,000.00 |
0.05% |
| APPLIED SYSTEMS INC Variable rate, due 09/19/2025 |
LX193085 |
|
1,238,882 |
$1,246,105.04 |
0.05% |
| ATLAS LUXCO 4 / ALL UNI 4.625%, due 06/01/2028 |
|
049362AA4 |
1,162,000 |
$1,151,030.72 |
0.05% |
| DELL INT LLC / EMC CORP 6.10%, due 07/15/2027 |
|
24703DBC4 |
1,000,000 |
$1,220,427.20 |
0.05% |
| DELL INT LLC / EMC CORP 6.20%, due 07/15/2030 |
|
24703DBD2 |
1,000,000 |
$1,246,636.73 |
0.05% |
| EMERGENT BIOSOLUTIONS 3.875%, due 08/15/2028 |
|
29089QAC9 |
1,333,000 |
$1,268,076.24 |
0.05% |
| HILTON DOMESTIC OPERATING 5.375%, due 05/01/2025 |
|
432833AG6 |
1,100,000 |
$1,155,247.50 |
0.05% |
| JAGUAR HL / PPDI 5%, due 06/15/2028 |
|
47010LAA0 |
1,000,000 |
$1,080,000.00 |
0.05% |
| MALLINCKRODT FIN/SB 5.50%, due 04/15/2025 |
|
561233AC1 |
1,750,000 |
$1,093,750.00 |
0.05% |
| MALLINCKRODT INTERNATIONAL MNK TL B 1L USD |
LX171246 |
|
1,187,587 |
$1,142,411.49 |
0.05% |
| MASONITE INTERNATIONAL CORP 5.375%, due 02/01/2028 |
|
575385AD1 |
1,000,000 |
$1,064,575.00 |
0.05% |
| MEREDITH CORP 6.50%, due 07/01/2025 |
|
589433AC5 |
1,111,000 |
$1,201,518.73 |
0.05% |
| MGM RESORTS INTL 5.75%, due 06/15/2025 |
|
552953CE9 |
1,000,000 |
$1,097,190.00 |
0.05% |
| POST HOLDINGS INC 5.50%, due 12/15/2029 |
|
737446AP9 |
1,000,000 |
$1,068,910.00 |
0.05% |
| PULTEGROUP INC 5.50%, due 03/01/2026 |
|
745867AW1 |
1,060,000 |
$1,243,369.40 |
0.05% |
| SBA COMMUNICATIONS CORP 4.875%, due 09/01/2024 |
|
78388JAV8 |
1,219,000 |
$1,247,951.25 |
0.05% |
| SIX FLAGS THEME PARKS 7%, due 07/01/2025 |
|
83001WAC8 |
1,000,000 |
$1,077,490.00 |
0.05% |
| TENET HEALTHCARE CORP 4.625%, due 09/01/2024 |
|
88033GDC1 |
1,168,000 |
$1,198,660.00 |
0.05% |
| THE BRINK'S CO 5.50%, due 07/15/2025 |
|
109696AB0 |
1,200,000 |
$1,269,096.00 |
0.05% |
| T-MOBILE USA INC 5.125%, due 04/15/2025 |
|
87264AAS4 |
1,180,000 |
$1,199,900.70 |
0.05% |
| VAIL RESORTS INC 6.25%, due 05/15/2025 |
|
91879QAL3 |
1,100,000 |
$1,169,553.00 |
0.05% |
| ABC SUPPLY CO INC 4%, due 01/15/2028 |
|
024747AF4 |
1,000,000 |
$1,017,525.00 |
0.04% |
| ACADIA HEALTHCARE CO INC 5%, due 04/15/2029 |
|
00404AAP4 |
788,000 |
$823,735.80 |
0.04% |
| ASHTEAD CAPITAL INC 4.125%, due 08/15/2025 |
|
045054AD5 |
940,000 |
$965,850.00 |
0.04% |
| AXALTA COAT/DUTCH HLD BV 4.75%, due 06/15/2027 |
|
05454NAA7 |
1,000,000 |
$1,050,000.00 |
0.04% |
| BALL CORP 2.875%, due 08/15/2030 |
|
058498AW6 |
1,000,000 |
$966,255.00 |
0.04% |
| BAUSCH HEALTH AMERICAS 9.25%, due 04/01/2026 |
|
91911XAV6 |
792,000 |
$864,270.00 |
0.04% |
| BOYD GAMING CORP 8.625%, due 06/01/2025 |
|
103304BS9 |
890,000 |
$985,568.20 |
0.04% |
| CAESARS RESORT COLLECTIO CGPHLC TL B 1L USD |
LX188823 |
|
870,625 |
$871,983.18 |
0.04% |
| CCO HLDGS LLC/CAP CORP 4.50%, due 05/01/2032 |
|
1248EPCJ0 |
1,000,000 |
$1,009,690.00 |
0.04% |
| CDW LLC/CDW FINANCE 4.25%, due 04/01/2028 |
|
12513GBD0 |
1,000,000 |
$1,037,465.00 |
0.04% |
| CENTENE CORP 5.375%, due 08/15/2026 |
|
15135BAM3 |
1,000,000 |
$1,046,250.00 |
0.04% |
| CHARLES RIVER LABORATORIES 3.75%, due 03/15/2029 |
|
159864AG2 |
1,000,000 |
$1,005,990.00 |
0.04% |
| CHARLES RIVER LABORATORIES 4%, due 03/15/2031 |
|
159864AJ6 |
1,000,000 |
$1,021,450.00 |
0.04% |
| CSC HOLDINGS LLC 5%, due 11/15/2031 |
|
126307BK2 |
1,000,000 |
$1,000,125.00 |
0.04% |
| CSC HOLDINGS LLC 5.50%, due 04/15/2027 |
|
126307AQ0 |
819,000 |
$858,669.21 |
0.04% |
| ERESEARCHTECHNOLOGY INC ERT TL 1L USD |
LX183890 |
|
897,114 |
$899,733.15 |
0.04% |
| GFL ENVIRONMENTAL INC 3.75%, due 08/01/2025 |
|
36168QAK0 |
1,027,000 |
$1,044,623.32 |
0.04% |
| GRAPHIC PACKAGING INTERNATIONAL 3.50%, due 03/01/2029 |
|
38869AAC1 |
1,000,000 |
$975,625.00 |
0.04% |
| HAH GROUP HOLDING CO LLC HAHGRO TL DD 1L USD |
LX190239 |
|
928,696 |
$929,856.48 |
0.04% |
| IQVIA INC 5%, due 10/15/2026 |
|
449934AD0 |
800,000 |
$827,000.00 |
0.04% |
| MICROCHIP TECHNOLOGY INC 4.25%, due 09/01/2025 |
|
595017AS3 |
1,000,000 |
$1,048,719.28 |
0.04% |
| MOLINA HEALTHCARE INC 4.375%, due 06/15/2028 |
|
60855RAJ9 |
1,000,000 |
$1,027,500.00 |
0.04% |
| QORVO INC 3.375%, due 04/01/2031 |
|
74736KAJ0 |
1,000,000 |
$1,006,250.00 |
0.04% |
| RITCHIE BROS AUCTIONEERS 5.375%, due 01/15/2025 |
|
767744AA3 |
950,000 |
$977,906.25 |
0.04% |
| SCOTTS MIRACLE-GRO CO 4%, due 04/01/2031 |
|
810186AT3 |
1,000,000 |
$994,795.00 |
0.04% |
| SEALED AIR CORP 4%, due 12/01/2027 |
|
81211KAY6 |
1,000,000 |
$1,053,250.00 |
0.04% |
| SIX FLAGS ENTERTAINMENT 5.50%, due 04/15/2027 |
|
83001AAC6 |
1,000,000 |
$1,029,920.00 |
0.04% |
| STANDARD INDUSTRIES INC 3.375%, due 01/15/2031 |
|
853496AH0 |
1,000,000 |
$929,375.00 |
0.04% |
| TARGA RESOURCES PARTNERS 4%, due 01/15/2032 |
|
87612BBT8 |
1,000,000 |
$992,500.00 |
0.04% |
| TOPBUILD CORP 3.625%, due 03/15/2029 |
|
89055FAB9 |
1,000,000 |
$1,005,035.00 |
0.04% |
| TRANSDIGM INC 6.25%, due 03/15/2026 |
|
893647BE6 |
1,000,000 |
$1,053,750.00 |
0.04% |
| TRIMAS CORP 4.125%, due 04/15/2029 |
|
896215AH3 |
1,000,000 |
$998,915.00 |
0.04% |
| WMG ACQUISITION CORP 3%, due 02/15/2031 |
|
92933BAR5 |
1,000,000 |
$949,495.00 |
0.04% |
| AMERICAN AIRLINES/AADVANTAGE LOYALTY 5.75%, due 04/20/2029 |
|
00253XAB7 |
701,000 |
$746,600.05 |
0.03% |
| ANGI GROUP LLC 3.875%, due 08/15/2028 |
|
001846AA2 |
684,000 |
$673,651.08 |
0.03% |
| ASHTEAD CAPITAL INC 4%, due 05/01/2028 |
|
045054AJ2 |
750,000 |
$790,177.50 |
0.03% |
| BOYNE USA INC 4.75%, due 05/15/2029 |
|
103557AC8 |
706,000 |
$728,062.50 |
0.03% |
| BRINKER INTERNATIONAL INC 5%, due 10/01/2024 |
|
109641AH3 |
661,000 |
$691,158.13 |
0.03% |
| CALPINE CORP 4.625%, due 02/01/2029 |
|
131347CP9 |
667,000 |
$655,961.15 |
0.03% |
| CDW LLC/CDW FINANCE 3.25%, due 02/15/2029 |
|
12513GBF5 |
750,000 |
$739,680.00 |
0.03% |
| CHARLES RIVER LABORATORIES 4.25%, due 05/01/2028 |
|
159864AE7 |
750,000 |
$777,187.50 |
0.03% |
| CINEWORLD EQUITY WARRANT |
.CINELN.LN |
996Y5JZZ1 |
828,940 |
$713,557.77 |
0.03% |
| ENCOMPASS HEALTH CORP2 5.125%, due 03/15/2023 |
|
421924BN0 |
725,000 |
$728,548.89 |
0.03% |
| INEOS QUATTRO FINANCE 2 3.375%, due 01/15/2026 |
|
45674GAA2 |
643,000 |
$642,225.19 |
0.03% |
| LEVEL 3 FINANCING INC 5.375%, due 05/01/2025 |
|
527298BH5 |
777,000 |
$793,899.75 |
0.03% |
| MALLINCKRODT FIN/SB 5.625%, due 10/15/2023 |
|
561233AD9 |
1,000,000 |
$620,000.00 |
0.03% |
| MSCI INC 4%, due 11/15/2029 |
|
55354GAH3 |
750,000 |
$780,705.00 |
0.03% |
| OWENS & MINOR INC 4.50%, due 03/31/2029 |
|
690732AF9 |
770,000 |
$770,750.75 |
0.03% |
| OWENS-BROCKWAY 6.625%, due 05/13/2027 |
|
69073TAT0 |
684,000 |
$738,685.80 |
0.03% |
| PENSKE AUTOMOTIVE GROUP 3.50%, due 09/01/2025 |
|
70959WAJ2 |
667,000 |
$682,007.50 |
0.03% |
| PERFORMANCE FOOD GROUP INC 5.50%, due 10/15/2027 |
|
69346VAA7 |
750,000 |
$788,490.18 |
0.03% |
| PRESTIGE BRANDS INC 3.75%, due 04/01/2031 |
|
74112BAM7 |
750,000 |
$725,160.00 |
0.03% |
| PUG LLC PUGLLC TL B 1L USD |
LX185246 |
|
673,660 |
$653,450.10 |
0.03% |
| RP ESCROW ISSUER LLC 5.25%, due 12/15/2025 |
|
74969PAA6 |
691,000 |
$714,424.90 |
0.03% |
| SENSATA TECHNOLOGIES INC 3.75%, due 02/15/2031 |
|
81728UAB0 |
667,000 |
$657,008.34 |
0.03% |
| WYNDHAM HOTELS & RESORTS 4.375%, due 08/15/2028 |
|
98311AAB1 |
711,000 |
$735,003.36 |
0.03% |
| XEROX HOLDINGS CORP 5%, due 08/15/2025 |
|
98421MAA4 |
667,000 |
$699,316.15 |
0.03% |
| ABC SUPPLY CO INC 3.875%, due 11/15/2029 |
|
024747AG2 |
500,000 |
$494,375.00 |
0.02% |
| ALTICE FRANCE SA 5.125%, due 07/15/2029 |
|
02156LAF8 |
500,000 |
$496,875.00 |
0.02% |
| ARAMARK SERVICES INC 5%, due 02/01/2028 |
|
038522AQ1 |
481,000 |
$498,436.25 |
0.02% |
| AXALTA COATING SYSTEMS 3.375%, due 02/15/2029 |
|
05453GAC9 |
500,000 |
$487,955.00 |
0.02% |
| BLACK KNIGHT INFOSERV LLC 3.625%, due 09/01/2028 |
|
092174AA9 |
486,000 |
$476,887.50 |
0.02% |
| BOYD GAMING CORP 4.75%, due 12/01/2027 |
|
103304BU4 |
500,000 |
$509,345.00 |
0.02% |
| CATALENT PHARMA SOLUTION 5%, due 07/15/2027 |
|
14879EAE8 |
500,000 |
$524,575.72 |
0.02% |
| CCO HLDGS LLC/CAP CORP 5.375%, due 06/01/2029 |
|
1248EPCB7 |
500,000 |
$542,815.00 |
0.02% |
| ENCOMPASS HEALTH CORP 4.625%, due 04/01/2031 |
|
29261AAE0 |
500,000 |
$530,667.50 |
0.02% |
| EXPEDIA GROUP INC 6.25%, due 05/01/2025 |
|
30212PAS4 |
440,000 |
$511,975.55 |
0.02% |
| FORD MOTOR CREDIT CO LLC 5.125%, due 06/16/2025 |
|
345397A60 |
500,000 |
$543,000.00 |
0.02% |
| GFL ENVIRONMENTAL INC 5.125%, due 12/15/2026 |
|
36168QAF1 |
500,000 |
$521,875.00 |
0.02% |
| INTERNATIONAL GAME TECH 5.25%, due 01/15/2029 |
|
460599AE3 |
500,000 |
$529,717.50 |
0.02% |
| LAMB WESTON HLD 4.875%, due 05/15/2028 |
|
513272AC8 |
500,000 |
$550,720.00 |
0.02% |
| LIVE NATION ENTERTAINMENT 6.50%, due 05/15/2027 |
|
538034AV1 |
523,000 |
$577,763.33 |
0.02% |
| MATCH GROUP HLD II LLC 4.625%, due 06/01/2028 |
|
57665RAN6 |
500,000 |
$515,625.00 |
0.02% |
| MDC HOLDINGS INC 3.85%, due 01/15/2030 |
|
552676AT5 |
500,000 |
$535,125.00 |
0.02% |
| MURPHY OIL USA INC 5.625%, due 05/01/2027 |
|
626738AD0 |
415,000 |
$437,709.17 |
0.02% |
| NATIONAL MENTOR HOLDINGS MENTOR TL DD 1L USD |
LX192641 |
|
543,122 |
$541,877.97 |
0.02% |
| OCCIDENTAL PETROLEUM CORP 6.125%, due 01/01/2031 |
|
674599EF8 |
500,000 |
$550,625.00 |
0.02% |
| PEABODY ENERGY CORP 6.375%, due 03/31/2025 |
|
70457LAB0 |
967,000 |
$520,052.60 |
0.02% |
| PETSMART INC/PETSMART FIN 4.75%, due 02/15/2028 |
|
71677KAA6 |
350,000 |
$358,443.75 |
0.02% |
| PETSMART INC/PETSMART FIN 7.75%, due 02/15/2029 |
|
71677KAB4 |
350,000 |
$378,437.50 |
0.02% |
| SBA COMMUNICATIONS CORP 3.875%, due 02/15/2027 |
|
78410GAD6 |
500,000 |
$512,110.00 |
0.02% |
| SEALED AIR CORP 5.50%, due 09/15/2025 |
|
81211KAX8 |
376,000 |
$417,595.00 |
0.02% |
| SENSATA TECHNOLOGIES BV 4%, due 04/15/2029 |
|
81725WAK9 |
500,000 |
$497,500.00 |
0.02% |
| STERICYCLE INC 3.875%, due 01/15/2029 |
|
858912AG3 |
500,000 |
$503,125.00 |
0.02% |
| TEGNA INC 4.75%, due 03/15/2026 |
|
87901JAF2 |
337,000 |
$357,978.25 |
0.02% |
| T-MOBILE USA INC 4.50%, due 02/01/2026 |
|
87264AAU9 |
416,000 |
$426,400.00 |
0.02% |
| TRI POINTE HOMES INC 5.70%, due 06/15/2028 |
|
87265HAG4 |
500,000 |
$554,865.00 |
0.02% |
| UNITED STATES STEEL CORP 6.875%, due 03/01/2029 |
|
912909AU2 |
350,000 |
$369,712.00 |
0.02% |
| ARDAGH PKG FIN/HLDGS USA 4.125%, due 08/15/2026 |
|
03969AAN0 |
200,000 |
$204,990.00 |
0.01% |
| BOOZ ALLEN HAMILTON INC 3.875%, due 09/01/2028 |
|
09951LAA1 |
342,000 |
$339,862.50 |
0.01% |
| CALPINE CORP 5%, due 02/01/2031 |
|
131347CQ7 |
167,000 |
$163,725.97 |
0.01% |
| CATALENT PHARMA SOLUTIONS 3.125%, due 02/15/2029 |
|
14879EAH1 |
250,000 |
$241,875.00 |
0.01% |
| CEDAR FAIR LP 5.25%, due 07/15/2029 |
|
150190AE6 |
250,000 |
$256,360.00 |
0.01% |
| CENTRAL GARDEN & PET CO 4.125%, due 10/15/2030 |
|
153527AN6 |
200,000 |
$204,470.00 |
0.01% |
| CHEPLAPHARM ARZNEIMITTEL 5.50%, due 01/15/2028 |
|
16412EAA5 |
169,000 |
$173,436.25 |
0.01% |
| CHESAPEAKE ENERGY CORP 5.50%, due 02/01/2026 |
|
165167DF1 |
175,000 |
$183,968.75 |
0.01% |
| DAVITA INC 3.75%, due 02/15/2031 |
|
23918KAT5 |
250,000 |
$238,751.25 |
0.01% |
| DUN & BRADSTREET CORP 10.25%, due 02/15/2027 |
|
26483EAK6 |
300,000 |
$332,424.00 |
0.01% |
| EXAMWORKS GROUP INC EXAM TL B 1L USD |
LX159615 |
|
237,028 |
$236,817.35 |
0.01% |
| GARTNER INC 3.75%, due 10/01/2030 |
|
366651AE7 |
250,000 |
$251,380.00 |
0.01% |
| GARTNER INC 4.50%, due 07/01/2028 |
|
366651AC1 |
250,000 |
$262,675.00 |
0.01% |
| GROUP 1 AUTOMOTIVE INC 4%, due 08/15/2028 |
|
398905AN9 |
167,000 |
$167,417.50 |
0.01% |
| GYP HOLDINGS III CORP 4.625%, due 05/01/2029 |
|
36261NAA5 |
176,000 |
$177,678.16 |
0.01% |
| H.B. FULLER CO 4.25%, due 10/15/2028 |
|
40410KAA3 |
250,000 |
$254,687.50 |
0.01% |
| HILL-ROM HOLDINGS INC 4.375%, due 09/15/2027 |
|
431475AD4 |
250,000 |
$261,400.00 |
0.01% |
| JAZZ SECURITIES DAC 4.375%, due 01/15/2029 |
|
47216FAA5 |
286,000 |
$294,904.61 |
0.01% |
| NATIONAL MENTOR HOLDINGS MENTOR TL C 1L USD |
LX192640 |
|
164,582 |
$164,205.45 |
0.01% |
| OCCIDENTAL PETROLEUM CORP 5.50%, due 12/01/2025 |
|
674599EE1 |
250,000 |
$268,750.00 |
0.01% |
| PICAU HOLD LLC/HOLD CORP 10%, due 12/31/2024 |
|
69291BAA6 |
235,000 |
$222,075.00 |
0.01% |
| PRESTIGE BRANDS INC 5.125%, due 01/15/2028 |
|
74112BAL9 |
250,000 |
$262,323.75 |
0.01% |
| PTC INC 3.625%, due 02/15/2025 |
|
69370CAB6 |
250,000 |
$257,187.50 |
0.01% |
| SCOTTS MIRACLE-GRO CO 4.50%, due 10/15/2029 |
|
810186AS5 |
250,000 |
$261,101.25 |
0.01% |
| STANDARD INDUSTRIES INC 4.375%, due 07/15/2030 |
|
853496AG2 |
350,000 |
$350,001.75 |
0.01% |
| TELEFLEX INC 4.25%, due 06/01/2028 |
|
879369AG1 |
300,000 |
$310,893.00 |
0.01% |
| TRI POINTE HOMES INC 5.25%, due 06/01/2027 |
|
87265HAF6 |
290,000 |
$313,327.60 |
0.01% |
| UNITED RENTALS NORTH AMERICA 5.50%, due 05/15/2027 |
|
911365BF0 |
257,000 |
$272,738.68 |
0.01% |
| VIRGIN MEDIA FINANCE PLC 5%, due 07/15/2030 |
|
92769VAJ8 |
250,000 |
$249,588.75 |
0.01% |
| ZAXBY'S OPERATING CO LP Variable rate, due 12/09/2028 |
LX191209 |
|
345,517 |
$349,258.49 |
0.01% |
| BEACON ROOFING SUPPLY INC 4.125%, due 05/15/2029 |
|
073685AH2 |
100,000 |
$98,440.00 |
0.00% |
| CARRIAGE SERVICES INC 4.25%, due 05/15/2029 |
|
143905AP2 |
100,000 |
$99,879.50 |
0.00% |
| CHESAPEAKE ENERGY CORP 5.875%, due 02/01/2029 |
|
165167DG9 |
100,000 |
$107,384.50 |
0.00% |
| MGM GROWTH/MGM FINANCE 3.875%, due 02/15/2029 |
|
55303XAL9 |
100,000 |
$100,960.00 |
0.00% |
| MOLINA HEALTHCARE INC 3.875%, due 11/15/2030 |
|
60855RAK6 |
100,000 |
$101,750.00 |
0.00% |
| PEABODY ENERGY CORP 8.50%, due 12/31/2024 |
|
704551AB6 |
208,000 |
$100,880.00 |
0.00% |
| SERVICE CORP INTL 3.375%, due 08/15/2030 |
|
817565CF9 |
100,000 |
$97,375.00 |
0.00% |
| Txu-Tra Rights |
.TXTRA-R |
994890ZZ7 |
1,629 |
$1,791.90 |
0.00% |
| U.S. Treasury Bill, 0%, due 05/27/2021 |
|
912796A33 |
-10,000,000 |
($9,999,995.10) |
-0.43% |
| U.S. Treasury Bill, 0%, due 06/01/2021 |
|
912796G37 |
-15,000,000 |
($14,999,978.40) |
-0.64% |
| US Dollar |
$USD |
|
-22,811,964 |
($22,811,963.78) |
-0.97% |
| U.S. Treasury Bill, 0%, due 06/15/2021 |
|
912796G94 |
-85,000,000 |
($84,999,707.60) |
-3.63% |
| U.S. Treasury Bill, 0%, due 05/25/2021 |
|
912796G29 |
-125,000,000 |
($124,999,885.00) |
-5.33% |
| U.S. Treasury Bill, 0%, due 06/22/2021 |
|
912796H28 |
-125,000,000 |
($124,999,617.50) |
-5.33% |
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 professionals 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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