|
|
 |
|
Holdings of the Fund as of 9/21/2018 *
Total Number of Holdings (excluding cash): 289
| TENET HEALTHCARE CORP 8.125%, due 04/01/2022 |
88033GCE8 |
27,514,000 |
$28,992,877.50 |
2.38% |
| MPH ACQUISITION HOLDINGS 7.125%, due 06/01/2024 |
553283AB8 |
27,702,000 |
$28,775,452.50 |
2.36% |
| STARS GROUP HOLDINGS BV TSGICN TL B 1L USD |
LX174018 |
28,518,050 |
$28,741,346.10 |
2.36% |
| VALEANT PHARMACEUTICALS VRXCN TL B 1L USD |
LX173606 |
27,899,672 |
$28,020,477.70 |
2.30% |
| GRAY TELEVISION INC 5.875%, due 07/15/2026 |
389375AJ5 |
26,086,000 |
$26,069,696.26 |
2.14% |
| SELECT MEDICAL CORP 6.375%, due 06/01/2021 |
816196AQ2 |
21,587,000 |
$21,910,589.13 |
1.80% |
| BMC SOFTWARE FINANCE INC 8.125%, due 07/15/2021 |
05578MAA0 |
20,029,000 |
$20,482,656.85 |
1.68% |
| SINCLAIR TELEVISION GROUP 5.625%, due 08/01/2024 |
829259AR1 |
19,421,000 |
$19,226,790.00 |
1.58% |
| CRC ESCROW ISSUER LLC 5.25%, due 10/15/2025 |
12652AAA1 |
19,770,000 |
$18,929,775.00 |
1.56% |
| Parexel PRXL TL B 1L USD |
LX167279 |
18,795,448 |
$18,623,093.97 |
1.53% |
| ENDO FIN LLC/ENDO FINCO 7.25%, due 01/15/2022 |
29271LAD6 |
17,865,000 |
$17,329,050.00 |
1.42% |
| REYNOLDS GRP ISS/REYNOLD 7%, due 07/15/2024 |
761735AV1 |
16,543,000 |
$16,822,163.13 |
1.38% |
| NEXSTAR ESCROW CORP 5.625%, due 08/01/2024 |
65341XAA6 |
16,392,000 |
$16,228,080.00 |
1.33% |
| JDA ESRW/JDA BOND FNCE 7.375%, due 10/15/2024 |
47215YAA5 |
15,471,000 |
$16,089,840.00 |
1.32% |
| CRESTWOOD MIDSTREAM PARTNERS 6.25%, due 04/01/2023 |
226373AL2 |
14,533,000 |
$15,023,488.75 |
1.23% |
| CHANGE HEALTH / FIN INC 5.75%, due 03/01/2025 |
15911NAA3 |
14,663,000 |
$14,608,013.75 |
1.20% |
| ALMONDE INC MSYLN TL B 1L USD |
LX163228 |
14,465,184 |
$14,467,932.14 |
1.19% |
| CCO HLDGS LLC / CCO HLDGS CAP 5.75%, due 01/15/2024 |
1248EPBE2 |
14,200,000 |
$14,430,892.00 |
1.19% |
| HEALTHSOUTH CORP 5.75%, due 11/02/2024 |
421924BK6 |
14,303,000 |
$14,494,803.23 |
1.19% |
| ALIXPARTNERS LLP ALIXPA TL B 1L USD |
LX161956 |
14,209,878 |
$14,277,943.41 |
1.17% |
| SIX FLAGS ENTERTAINMENT 4.875%, due 07/31/2024 |
83001AAB8 |
14,300,000 |
$14,076,562.50 |
1.16% |
| DIAMOND 1 FIN/DIAMOND 2 7.125%, due 06/15/2024 |
25272KAW3 |
12,850,000 |
$13,767,984.86 |
1.13% |
| MITCHELL INTERNATIONAL INC MITCHE TL 1L USD |
LX169555 |
13,679,383 |
$13,639,849.84 |
1.12% |
| DEERFIELD HOLDINGS CORP DUFPHE TL B 1L USD |
LX169993 |
13,380,234 |
$13,385,051.25 |
1.10% |
| BJ'S WHOLESALE CLUB INC BJ TL B 1L USD |
LX159354 |
12,234,622 |
$12,299,220.35 |
1.01% |
| CONSTELLATION MERGER SUB 8.50%, due 09/15/2025 |
210374AA2 |
12,320,000 |
$11,765,600.00 |
0.97% |
| REALOGY GROUP/CO-ISSUER 4.875%, due 06/01/2023 |
75606DAE1 |
12,405,000 |
$11,691,712.50 |
0.96% |
| TALLGRASS NRG PRTNR/FIN 5.50%, due 09/15/2024 |
87470LAA9 |
11,239,000 |
$11,576,170.00 |
0.95% |
| INFOR US INC 6.50%, due 05/15/2022 |
45672NAG6 |
11,320,000 |
$11,493,196.00 |
0.94% |
| DJO FIN LLC/DJO FIN CORP ENMC TL B 1L USD |
LX144227 |
11,147,550 |
$11,142,868.39 |
0.92% |
| ZAYO GROUP LLC/ZAYO CAP 5.75%, due 01/15/2027 |
989194AP0 |
10,851,000 |
$10,864,563.75 |
0.89% |
| ALTICE US FINANCE II CRP 7.75%, due 07/15/2025 |
02155EAA6 |
10,107,000 |
$10,700,786.25 |
0.88% |
| TENET HEALTHCARE CORP 7.50%, due 01/01/2022 |
88033GCP3 |
10,139,000 |
$10,607,928.75 |
0.87% |
| ASURION LLC Variable rate, due 07/13/2025 |
LX167087 |
10,184,000 |
$10,457,745.92 |
0.86% |
| SINCLAIR TELEVISION GROUP 5.875%, due 03/15/2026 |
829259AU4 |
10,599,000 |
$10,453,263.75 |
0.86% |
| ALCOA NEDERLAND HOLDING 7%, due 09/30/2026 |
013822AB7 |
9,376,000 |
$10,149,520.00 |
0.83% |
| CEMEX SAB DE CV 7.75%, due 04/16/2026 |
151290BU6 |
9,000,000 |
$9,832,500.00 |
0.81% |
| VISTRA OPERATIONS CO LLC VST TL B3 1L USD |
LX173577 |
9,834,717 |
$9,839,142.56 |
0.81% |
| MGM RESORTS INTL 7.75%, due 03/15/2022 |
552953BX8 |
8,600,000 |
$9,417,000.00 |
0.77% |
| SBA COMMUNICATIONS CORP 4.875%, due 09/01/2024 |
78388JAV8 |
9,469,000 |
$9,397,982.50 |
0.77% |
| RIVERBED TECHNOLOGY INC RVBD TL B 1L USD |
LX152765 |
9,252,136 |
$9,227,340.65 |
0.76% |
| 1011778 BC / NEW RED FIN 5%, due 10/15/2025 |
68245XAE9 |
9,458,000 |
$9,103,325.00 |
0.75% |
| ALTICE US FINANCE I CORP 5.50%, due 05/15/2026 |
02155FAC9 |
9,183,000 |
$9,101,363.13 |
0.75% |
| WELLCARE HEALTH PLANS 5.25%, due 04/01/2025 |
94946TAC0 |
9,000,000 |
$9,180,000.00 |
0.75% |
| FRONTIER COMMUNICATIONS 8.125%, due 10/01/2018 |
35906AAB4 |
9,000,000 |
$8,997,075.01 |
0.74% |
| ACOSTA HOLDCO INC ACOSTA TL B 1L USD |
LX144231 |
12,458,952 |
$8,946,275.27 |
0.73% |
| MA FINANCECO LLC SEASPI TL B3 1L USD |
LX163339 |
8,826,666 |
$8,760,465.76 |
0.72% |
| FREEPORT-MCMORAN INC 6.875%, due 02/15/2023 |
35671DCB9 |
8,111,000 |
$8,697,205.65 |
0.71% |
| POST HOLDINGS INC 5%, due 08/15/2026 |
737446AK0 |
8,996,000 |
$8,624,915.00 |
0.71% |
| HORIZON PHARMA INC HZNP TL B 1L USD |
LX169086 |
8,451,128 |
$8,521,525.61 |
0.70% |
| TGP HOLDINGS III LLC TGPHLD TL 1L USD |
LX172462 |
8,823,541 |
$8,470,598.92 |
0.70% |
| US RENAL CARE INC USRENA TL 1L USD |
LX148925 |
8,754,087 |
$8,462,312.95 |
0.70% |
| ADVANTAGE SALES & MARKETING ADVSAL TL 1L USD |
LX138508 |
8,562,104 |
$7,912,839.77 |
0.65% |
| INFORMATION RESOURCES Variable rate, due 1/20/2025 |
LX158213 |
7,850,000 |
$7,879,437.50 |
0.65% |
| TRI POINTE HOLDINGS INC 5.875%, due 06/15/2024 |
962178AN9 |
7,914,000 |
$7,904,107.50 |
0.65% |
| JAGUAR HL / PPDI 6.375%, due 08/01/2023 |
47010DAA8 |
7,683,000 |
$7,759,830.00 |
0.64% |
| STATION CASINOS LLC 5%, due 10/01/2025 |
857691AF6 |
8,045,000 |
$7,743,312.50 |
0.64% |
| PORTILLO'S HOLDINGS LLC PORTIL TL 1L USD |
LX139631 |
7,665,048 |
$7,665,048.03 |
0.63% |
| ALBERTSON'S LLC ALBLLC TL B6 1L USD |
LX164598 |
7,556,607 |
$7,547,161.40 |
0.62% |
| LEVEL 3 COMMUNICATIONS 5.75%, due 12/01/2022 |
52729NBX7 |
7,437,000 |
$7,529,962.50 |
0.62% |
| AMC ENTERTAINMENT INC 5.75%, due 06/15/2025 |
00165AAH1 |
7,769,000 |
$7,448,528.75 |
0.61% |
| COOPER-STANDARD AUTOMOTIVE 5.625%, due 11/15/2026 |
216762AF1 |
7,514,000 |
$7,410,682.50 |
0.61% |
| SIX FLAGS ENTERTAINMENT 5.50%, due 04/15/2027 |
83001AAC6 |
7,354,000 |
$7,280,460.00 |
0.60% |
| AMWINS GROUP INC 7.75%, due 07/01/2026 |
031921AA7 |
6,814,000 |
$7,137,665.00 |
0.59% |
| DJO FINCO INC/DJO FINANC 8.125%, due 06/15/2021 |
23291AAA5 |
6,950,000 |
$7,149,812.50 |
0.59% |
| HCA INC 5.375%, due 02/01/2025 |
404119BR9 |
7,019,000 |
$7,185,350.30 |
0.59% |
| TEMPO ACQUISITION LLC TEACLL TL B 1L USD |
LX162876 |
7,136,364 |
$7,158,058.19 |
0.59% |
| VIRGIN MEDIA SECURED FIN 5.50%, due 08/15/2026 |
92769XAM7 |
7,073,000 |
$7,002,270.00 |
0.58% |
| BRIGHT BIDCO BV BRIGBI TL B 1L USD |
LX171142 |
7,009,980 |
$6,925,860.03 |
0.57% |
| DIAMOND 1 FIN/DIAMOND 2 6.02%, due 06/15/2026 |
25272KAK9 |
6,440,000 |
$6,873,840.27 |
0.56% |
| HCA INC 5.875%, due 02/15/2026 |
404119BS7 |
6,530,000 |
$6,806,284.30 |
0.56% |
| IRB HOLDING CORP 6.75%, due 02/15/2026 |
44988MAA3 |
6,918,000 |
$6,822,877.50 |
0.56% |
| LENNAR CORP 5.25%, due 06/01/2026 |
526057CT9 |
6,785,000 |
$6,776,518.75 |
0.56% |
| SS&C TECHNOLOGIES INC SSNC TL B3 1L USD |
LX171558 |
6,780,618 |
$6,772,142.19 |
0.56% |
| MEDNAX INC 5.25%, due 12/01/2023 |
58502BAA4 |
6,701,000 |
$6,667,495.00 |
0.55% |
| CHG HEALTHCARE SERVICES INC COMHEA TL 1L USD |
LX170133 |
6,371,207 |
$6,397,073.72 |
0.53% |
| HORIZON PHARMA INC 6.625%, due 05/01/2023 |
44047TAD1 |
6,248,000 |
$6,404,200.00 |
0.53% |
| INFORMATICA CORP INFA TL B 1L USD |
LX170849 |
6,311,518 |
$6,358,854.57 |
0.52% |
| POST HOLDINGS INC 5.50%, due 03/01/2025 |
737446AL8 |
6,315,000 |
$6,291,318.75 |
0.52% |
| KB HOME 7%, due 12/15/2021 |
48666KAT6 |
5,810,000 |
$6,151,337.50 |
0.51% |
| VIRGIN MEDIA FINANCE PLC 6%, due 10/15/2024 |
92769VAF6 |
6,183,000 |
$6,237,101.25 |
0.51% |
| GATES GLOBAL LLC GATGLO TL B 1L USD |
LX169689 |
5,984,925 |
$6,014,250.75 |
0.49% |
| VAELANT PHARMACEUTICALS 7.50%, due 07/15/2021 |
92912EAA1 |
5,878,000 |
$6,003,789.20 |
0.49% |
| CAPITAL AUTOMOTIVE LP Variable rate, due 03/21/2025 |
LX161337 |
5,765,255 |
$5,880,559.99 |
0.48% |
| ENVISION HEALTHCARE CORP 5.125%, due 07/01/2022 |
29414DAA8 |
5,638,000 |
$5,793,045.00 |
0.48% |
| TENN MERGER SUB INC TMH TL B 1L USD |
LX156377 |
6,100,243 |
$5,844,825.95 |
0.48% |
| USI INC/NY COMINV TL B 1L USD |
LX167989 |
5,855,540 |
$5,849,274.52 |
0.48% |
| BANFF MERGER SUB INC BMC TL B 1L USD |
LX174341 |
5,525,625 |
$5,557,010.55 |
0.46% |
| LPL HOLDINGS INC 5.75%, due 09/15/2025 |
50212YAB0 |
5,740,000 |
$5,610,850.00 |
0.46% |
| TRIBUNE MEDIA CO TRCO TL B 1L USD |
LX159214 |
5,363,556 |
$5,376,964.57 |
0.44% |
| KRONOS INC/MA KRON TL B 1L USD |
LX163804 |
5,166,829 |
$5,186,875.99 |
0.43% |
| Charter Communications Inc 5.75%, due 02/15/2026 |
1248EPBM4 |
5,076,000 |
$5,082,345.00 |
0.42% |
| UNITED RENTALS NORTH AM 5.75%, due 11/15/2024 |
911365BB9 |
5,000,000 |
$5,156,250.00 |
0.42% |
| AMERICAN AXLE & MFG INC 6.25%, due 04/01/2025 |
02406PAR1 |
5,000,000 |
$5,006,250.00 |
0.41% |
| CONCORDIA INTERNATIONAL CXRCN TL EXIT 1L USD |
LX175884 |
5,099,000 |
$4,974,737.37 |
0.41% |
| ENERGIZER HOLDINGS INC 5.50%, due 06/15/2025 |
29273AAA4 |
4,850,000 |
$4,831,812.50 |
0.40% |
| GOLDEN NUGGET NUGGET TL 1L USD |
LX168592 |
4,868,686 |
$4,881,977.17 |
0.40% |
| TALLGRASS NRG PRTNR/FIN 5.50%, due 01/15/2028 |
87470LAD3 |
4,785,000 |
$4,844,812.50 |
0.40% |
| NRG ENERGY INC 6.25%, due 07/15/2022 |
629377BW1 |
4,346,000 |
$4,496,806.20 |
0.37% |
| CABLEVISION SYSTEMS CORP 8%, due 04/15/2020 |
12686CBA6 |
4,133,000 |
$4,353,950.18 |
0.36% |
| WYNN LAS VEGAS LLC/CORP 5.50%, due 03/01/2025 |
983130AV7 |
4,500,000 |
$4,381,875.00 |
0.36% |
| ADVANTAGE SALES & MARKETING Variable rate, due 07/25/2022 |
LX138509 |
5,055,508 |
$4,221,348.77 |
0.35% |
| NEXSTAR BROADCASTING INC 6.125%, due 02/15/2022 |
65336YAK9 |
4,200,000 |
$4,289,250.00 |
0.35% |
| PULTEGROUP INC 5.50%, due 03/01/2026 |
745867AW1 |
4,302,000 |
$4,285,867.50 |
0.35% |
| CRESTWOOD MID PARTNER LP 5.75%, due 04/01/2025 |
226373AP3 |
4,000,000 |
$4,095,000.00 |
0.34% |
| EAGLE HOLDING CO II LLC 7.625%, due 05/15/2022 |
26959XAA1 |
4,028,000 |
$4,088,420.00 |
0.34% |
| FIAT CHRYSLER AUTOMOBILES 5.25%, due 04/15/2023 |
31562QAF4 |
4,000,000 |
$4,085,000.00 |
0.34% |
| FINANCIAL & RISK US HOLD FINRSK TL B 1L USD |
LX174544 |
4,178,509 |
$4,182,269.58 |
0.34% |
| NEW AMETHYST CORP 6.25%, due 12/01/2024 |
64189PAA1 |
3,800,000 |
$4,099,250.00 |
0.34% |
| POLARIS INTERMEDIATE 8.50%, due 12/01/2022 |
73107GAA1 |
4,017,000 |
$4,167,020.48 |
0.34% |
| SPECTRUM BRANDS INC SPB TL B 1L USD |
LX162119 |
4,064,435 |
$4,078,660.06 |
0.34% |
| SURGERY CENTER HOLDINGS INC SURCEN TL 1L USD |
LX165294 |
4,199,063 |
$4,192,050.08 |
0.34% |
| TRIBUNE MEDIA CO 5.875%, due 07/15/2022 |
896047AH0 |
4,000,000 |
$4,095,000.00 |
0.34% |
| ACCUDYNE INDUSTRIES BOR SILIIA TL B 1L USD |
LX167634 |
4,000,000 |
$4,020,720.00 |
0.33% |
| FRONTIER COMMUNICATIONS 7.125%, due 03/15/2019 |
17453BAW1 |
4,000,000 |
$4,050,000.00 |
0.33% |
| LIFEPOINT HEALTH INC 5.375%, due 05/01/2024 |
53219LAQ2 |
3,828,000 |
$4,008,949.56 |
0.33% |
| SPRINT CAPITAL CORP 6.90%, due 05/01/2019 |
852060AG7 |
4,000,000 |
$4,075,960.00 |
0.33% |
| B&G FOODS INC 5.25%, due 04/01/2025 |
05508RAE6 |
4,000,000 |
$3,855,000.00 |
0.32% |
| MALLINCKRODT FIN/SB 5.75%, due 08/01/2022 |
561233AA5 |
4,250,000 |
$3,949,843.76 |
0.32% |
| MURPHY OIL CORP 6.875%, due 08/15/2024 |
626717AH5 |
3,700,000 |
$3,918,226.14 |
0.32% |
| HCA INC 5.875%, due 05/01/2023 |
404121AG0 |
3,524,000 |
$3,717,820.00 |
0.31% |
| TRANSDIGM INC TDG TL E 1L USD |
LX173456 |
3,720,276 |
$3,723,624.25 |
0.31% |
| ESH HOSPITALITY INC 5.25%, due 05/01/2025 |
26907YAA2 |
3,600,000 |
$3,492,000.00 |
0.29% |
| HUB INTERNATIONAL LTD HBGCN TL B 1L USD |
LX173150 |
3,471,302 |
$3,473,627.78 |
0.29% |
| SYBIL SOFTWARE LLC AVST TL B 1L USD |
LX173191 |
3,499,633 |
$3,515,485.87 |
0.29% |
| INTERNATIONAL GAME TECH 6.25%, due 02/15/2022 |
460599AB9 |
3,329,000 |
$3,458,997.45 |
0.28% |
| CDRH PARENT INC HEALOG TL 1L USD |
LX137951 |
3,434,123 |
$3,223,782.95 |
0.26% |
| POST HOLDINGS INC 5.75%, due 03/01/2027 |
737446AM6 |
3,240,000 |
$3,223,800.00 |
0.26% |
| PROJECT ALPHA INTERMEDIA QLIK TL B 1L USD |
LX162624 |
3,191,940 |
$3,191,939.55 |
0.26% |
| WRANGLER BUYER CORP 6%, due 10/01/2025 |
98213CAA8 |
3,285,000 |
$3,202,875.00 |
0.26% |
| AMC ENTERTAINMENT INC 5.875%, due 02/15/2022 |
00165AAF5 |
3,000,000 |
$3,026,250.00 |
0.25% |
| STARFRUIT US HOLDCO LLC EKACHE TL B 1L USD |
LX175815 |
2,979,333 |
$2,990,803.76 |
0.25% |
| TAYLOR MORRISON COMM/MON 5.875%, due 04/15/2023 |
87724LAA3 |
3,000,000 |
$3,022,920.00 |
0.25% |
| UNITED RENTALS NORTH AM 5.875%, due 09/15/2026 |
911365BE3 |
2,948,000 |
$3,029,070.00 |
0.25% |
| ASURION LLC ASUCOR TL B6 1L USD |
LX171643 |
2,955,457 |
$2,975,317.45 |
0.24% |
| WINK HOLDCO INC SUPVIS TL 1L USD |
LX169184 |
2,899,290 |
$2,889,316.19 |
0.24% |
| CENTENE CORP 6.125%, due 02/15/2024 |
15135BAH4 |
2,667,000 |
$2,811,551.40 |
0.23% |
| ENVISION HEALTHCARE CORP 5.625%, due 07/15/2022 |
03232PAD0 |
2,700,000 |
$2,774,250.00 |
0.23% |
| JBS USA LLC/JBS USA FINA 5.875%, due 07/15/2024 |
466112AP4 |
2,849,000 |
$2,834,641.04 |
0.23% |
| CCO HLDGS LLC/CAP CORP 5.125%, due 05/01/2027 |
1248EPBT9 |
2,828,000 |
$2,679,530.00 |
0.22% |
| REYNOLDS GROUP HOLDINGS REYNOL TL 1L USD |
LX159202 |
2,723,901 |
$2,733,843.21 |
0.22% |
| SINCLAIR TELEVISION GROUP 5.125%, due 02/15/2027 |
829259AW0 |
2,894,000 |
$2,691,420.00 |
0.22% |
| SS&C EUROPEAN HOLDINGS SARL SSNC TL B4 1L USD |
LX171885 |
2,615,984 |
$2,612,714.43 |
0.21% |
| AIR MEDICAL GROUP HOLDINGS AIMEGR TL 1L USD |
LX171691 |
2,431,626 |
$2,397,510.70 |
0.20% |
| CCC INFORMATION SERVICES INC CCCG TL B 1L USD |
LX161958 |
2,407,839 |
$2,412,654.88 |
0.20% |
| GENTIVA HEALTH SERVICES KND TL 1L USD |
LX174074 |
2,370,862 |
$2,394,570.14 |
0.20% |
| ENDO LUXEMBOURG FINANCE ENDP TL B 1L USD |
LX163026 |
2,328,571 |
$2,342,542.16 |
0.19% |
| MGM RESORTS INTL 6%, due 03/15/2023 |
552953CC3 |
2,200,000 |
$2,274,250.00 |
0.19% |
| PENN NATIONAL GAMING INC 5.625%, due 01/15/2027 |
707569AS8 |
2,439,000 |
$2,353,635.00 |
0.19% |
| SPRINT COMMUNICATIONS 7%, due 08/15/2020 |
852061AR1 |
2,250,000 |
$2,356,515.00 |
0.19% |
| ASP AMC MERGER SUB ASPAMC TL 1L USD |
LX162655 |
2,471,000 |
$2,248,091.09 |
0.18% |
| BOYD GAMING CORP 6.375%, due 04/01/2026 |
103304BM2 |
2,100,000 |
$2,157,750.00 |
0.18% |
| CINEMARK USA INC 4.875%, due 06/01/2023 |
172441AZ0 |
2,254,000 |
$2,231,460.00 |
0.18% |
| SANCHEZ ENERGY CORP 7.75%, due 06/15/2021 |
79970YAB1 |
3,250,000 |
$2,218,125.00 |
0.18% |
| 21ST CENTURY ONCOLOGY RTSX TL B-EXIT 1L USD |
LX171050 |
2,198,502 |
$2,069,339.94 |
0.17% |
| CCO HLDGS LLC/CAP CORP 5.875%, due 04/01/2024 |
1248EPBP7 |
2,000,000 |
$2,042,700.00 |
0.17% |
| ARAMARK SERVICES INC 4.75%, due 06/01/2026 |
038522AN8 |
2,000,000 |
$1,972,500.00 |
0.16% |
| DAVITA HEALTHCARE PARTNERS 5%, due 05/01/2025 |
23918KAR9 |
1,976,000 |
$1,906,840.00 |
0.16% |
| DIAMOND 1 FIN/DIAMOND 2 5.875%, due 06/15/2021 |
25272KAU7 |
1,850,000 |
$1,906,610.26 |
0.16% |
| ELDORADO RESORTS INC 6%, due 04/01/2025 |
28470RAF9 |
1,863,000 |
$1,907,246.25 |
0.16% |
| JELD-WEN INC 4.875%, due 12/15/2027 |
475795AD2 |
2,085,000 |
$1,902,562.50 |
0.16% |
| LEVEL 3 FINANCING INC 5.375%, due 01/15/2024 |
527298BK8 |
2,000,000 |
$2,002,500.00 |
0.16% |
| TOYS R US DELAWARE INC TOY TL B4 1L USD |
LX141526 |
3,666,657 |
$1,919,751.81 |
0.16% |
| VICTORY CAPITAL OPERATING VICCAP TL B 1L USD |
LX171107 |
2,000,000 |
$2,007,500.00 |
0.16% |
| VIRGIN MEDIA SECURED FIN 5.25%, due 01/15/2026 |
92769XAL9 |
2,000,000 |
$1,967,500.00 |
0.16% |
| ADVANTAGE SALES & MARKETING ADVSAL TL B2 1L USD |
LX163240 |
1,964,080 |
$1,806,953.97 |
0.15% |
| CEDAR FAIR/CAN/MAGNUM/MI 5.375%, due 04/15/2027 |
150190AB2 |
1,850,000 |
$1,803,750.00 |
0.15% |
| DYNATRACE LLC DYNTRA TL 1L USD |
LX175134 |
1,837,237 |
$1,847,195.06 |
0.15% |
| KB HOME 7.625%, due 05/15/2023 |
48666KAV1 |
1,725,000 |
$1,855,453.13 |
0.15% |
| MIDWEST PHYSICIAN ADMINS MIDPHY TL 1L USD |
LX171555 |
1,795,500 |
$1,774,546.51 |
0.15% |
| MSCI INC 5.75%, due 08/15/2025 |
55354GAB6 |
1,741,000 |
$1,828,050.00 |
0.15% |
| CSC HOLDINGS LLC 5.375%, due 02/01/2028 |
126307AS6 |
1,800,000 |
$1,710,000.00 |
0.14% |
| ORTHO-CLINICAL DIAGNOSTICS ORTCLI TL B 1L USD |
LX173721 |
1,724,887 |
$1,730,923.83 |
0.14% |
| PORTILLO'S HOLDINGS LLC Variable rate, due 07/23/2022 |
LX139633 |
1,685,000 |
$1,685,000.00 |
0.14% |
| SANCHEZ ENERGY CORP 6.125%, due 01/15/2023 |
79970YAD7 |
3,125,000 |
$1,679,687.50 |
0.14% |
| TOYS R US DELAWARE INC TOY TL B2 1L USD |
LX119275 |
3,230,463 |
$1,671,764.38 |
0.14% |
| CUMULUS MEDIA NEW HLDGS CUMINT TL EXIT 1L USD |
LX174067 |
1,603,555 |
$1,581,105.08 |
0.13% |
| DAVITA HEALTHCARE PARTNERS 5.125%, due 07/15/2024 |
23918KAQ1 |
1,680,000 |
$1,633,800.00 |
0.13% |
| LIFEPOINT HEALTH INC 5.875%, due 12/01/2023 |
53219LAN9 |
1,500,000 |
$1,572,750.00 |
0.13% |
| MELCO RESORTS FINANCE 4.875%, due 06/06/2025 |
58547DAA7 |
1,673,000 |
$1,593,657.24 |
0.13% |
| VIRGIN MEDIA FINANCE PLC 5.75%, due 01/15/2025 |
92769VAG4 |
1,654,000 |
$1,635,392.50 |
0.13% |
| CCO HLDGS LLC/CAP CORP 5.50%, due 05/01/2026 |
1248EPBR3 |
1,500,000 |
$1,480,800.00 |
0.12% |
| InVentiv Health, Inc. 7.50%, due 10/01/2024 |
46124TAA8 |
1,360,000 |
$1,451,800.00 |
0.12% |
| LAMB WESTON HLD 4.625%, due 11/01/2024 |
513272AA2 |
1,450,000 |
$1,419,187.50 |
0.12% |
| LIN TELEVISION CORP 5.875%, due 11/15/2022 |
532776AZ4 |
1,375,000 |
$1,403,366.25 |
0.12% |
| MALLINCKRODT FIN/SB 5.50%, due 04/15/2025 |
561233AC1 |
1,750,000 |
$1,491,875.00 |
0.12% |
| APPLIED SYSTEMS INC Variable rate, due 09/18/2025 |
LX168509 |
1,262,391 |
$1,288,686.87 |
0.11% |
| ASURION LLC ASUCOR TL B4 1L USD |
LX167792 |
1,333,104 |
$1,342,622.77 |
0.11% |
| MA FINANCECO LLC MCROLN TL B 1L USD |
LX162911 |
1,307,026 |
$1,297,222.80 |
0.11% |
| OWENS-BROCKWAY 5.875%, due 08/15/2023 |
69073TAR4 |
1,340,000 |
$1,381,875.00 |
0.11% |
| TAYLOR MORRISON COMM/MON 5.25%, due 04/15/2021 |
877249AC6 |
1,275,000 |
$1,281,757.50 |
0.11% |
| CAESARS RESORT COLLECTIO CAERES TL 1L USD |
LX168784 |
1,259,992 |
$1,266,292.04 |
0.10% |
| T-MOBILE USA INC 5.125%, due 04/15/2025 |
87264AAS4 |
1,180,000 |
$1,195,405.61 |
0.10% |
| VIRGIN MEDIA FINANCE PLC 6.375%, due 04/15/2023 |
55181XAA0 |
1,200,000 |
$1,239,000.00 |
0.10% |
| AIR MEDICAL GROUP HOLDINGS AIMEGR TL B 1L USD |
LX168639 |
1,075,350 |
$1,071,768.70 |
0.09% |
| HCA INC 7.50%, due 02/15/2022 |
404121AD7 |
1,000,000 |
$1,097,500.00 |
0.09% |
| HOLLY ENERGY PARTNERS LP 6%, due 08/01/2024 |
435765AG7 |
1,035,000 |
$1,060,875.00 |
0.09% |
| LIVE NATION ENTERTAINMENT 5.375%, due 06/15/2022 |
538034AG4 |
1,100,000 |
$1,116,500.00 |
0.09% |
| MASONITE INTERNATIONAL CORP 5.625%, due 03/15/2023 |
575385AA7 |
1,025,000 |
$1,054,468.75 |
0.09% |
| MERITAGE HOMES CORP 7%, due 04/01/2022 |
59001AAQ5 |
1,000,000 |
$1,078,750.00 |
0.09% |
| NEPTUNE FINCO CORP 10.125%, due 01/15/2023 |
64072TAE5 |
1,000,000 |
$1,096,250.00 |
0.09% |
| ACADIA HEALTHCARE CO INC ACHC TL B2 1L USD |
LX172092 |
951,725 |
$957,844.46 |
0.08% |
| ALLIANT HOLDINGS INTERMEDI ALIANT TL B 1L USD |
LX173270 |
933,333 |
$934,434.66 |
0.08% |
| CEMEX FINANCE LLC 6%, due 04/01/2024 |
12516UAD7 |
1,000,000 |
$1,026,250.00 |
0.08% |
| CROWN AMER/CAP CORP VI 4.75%, due 02/01/2026 |
228187AA8 |
961,000 |
$927,365.00 |
0.08% |
| DELPHI JERSEY HOLDINGS 5%, due 10/01/2025 |
24718PAA5 |
965,000 |
$913,131.25 |
0.08% |
| MGM RESORTS INTL 5.75%, due 06/15/2025 |
552953CE9 |
950,000 |
$957,153.50 |
0.08% |
| OPEN TEXT CORP 5.875%, due 06/01/2026 |
683715AB2 |
1,000,000 |
$1,027,500.00 |
0.08% |
| PEABODY SEC FIN CORP 6.375%, due 03/31/2025 |
70457LAB0 |
967,000 |
$983,922.50 |
0.08% |
| RITCHIE BROS AUCTIONEERS 5.375%, due 01/15/2025 |
767744AA3 |
950,000 |
$954,750.00 |
0.08% |
| SPRINT COMMUNICATIONS 9%, due 11/15/2018 |
852061AK6 |
1,020,000 |
$1,029,435.00 |
0.08% |
| UNITED RENTALS NORTH AMERICA 5.50%, due 05/15/2027 |
911365BF0 |
945,000 |
$936,731.25 |
0.08% |
| UNIVERSAL HEALTH SVCS 5%, due 06/01/2026 |
913903AT7 |
1,000,000 |
$1,002,500.00 |
0.08% |
| AMERICAN AXLE & MFG INC 6.625%, due 10/15/2022 |
02406PAL4 |
819,000 |
$838,451.25 |
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 |
15672WAJ3 |
800,000 |
$836,000.00 |
0.07% |
| CSC HOLDINGS LLC 5.50%, due 04/15/2027 |
126307AQ0 |
819,000 |
$794,430.00 |
0.07% |
| HILTON WORLDWIDE FIN LLC 4.625%, due 04/01/2025 |
432891AH2 |
820,000 |
$807,700.00 |
0.07% |
| INFORMATION RESOURCES IRIC TL B 1L USD |
LX158211 |
790,000 |
$795,182.40 |
0.07% |
| KAR AUCTION SERVICES INC 5.125%, due 06/01/2025 |
48238TAA7 |
815,000 |
$799,718.75 |
0.07% |
| KINETICS CONCEPT/KCI USA 7.875%, due 02/15/2021 |
49461BAF1 |
806,000 |
$835,217.50 |
0.07% |
| LIVE NATION ENTERTAINMENT 5.625%, due 03/15/2026 |
538034AN9 |
828,000 |
$836,280.00 |
0.07% |
| MALLINCKRODT FIN/SB 5.625%, due 10/15/2023 |
561233AD9 |
1,000,000 |
$890,000.00 |
0.07% |
| SPX FLOW INC 5.625%, due 08/15/2024 |
78469XAD9 |
858,000 |
$866,580.00 |
0.07% |
| SPX FLOW INC 5.875%, due 08/15/2026 |
78469XAE7 |
858,000 |
$864,435.00 |
0.07% |
| STANDARD INDUSTRIES INC 5%, due 02/15/2027 |
853496AC1 |
892,000 |
$840,710.00 |
0.07% |
| TAYLOR MORRISON COMM/MON 5.625%, due 03/01/2024 |
877249AD4 |
804,000 |
$795,960.00 |
0.07% |
| WEATHERFORD BERMUDA 9.875%, due 02/15/2024 |
947075AN7 |
900,000 |
$868,500.00 |
0.07% |
| CDK GLOBAL INC 5.875%, due 06/15/2026 |
12508EAG6 |
725,000 |
$755,812.50 |
0.06% |
| FIRST DATA CORPORATION FDC TL 1L USD |
LX169513 |
692,324 |
$692,324.23 |
0.06% |
| HAMILTON HOLDCO LLC HAMHOL TL B 1L USD |
LX173663 |
772,269 |
$772,269.11 |
0.06% |
| IMS HEALTH INC 5%, due 10/15/2026 |
449934AD0 |
800,000 |
$787,000.00 |
0.06% |
| LENNAR CORP 5.875%, due 11/15/2024 |
526057CR3 |
745,000 |
$775,731.25 |
0.06% |
| BRINKER INTERNATIONAL INC 5%, due 10/01/2024 |
109641AH3 |
661,000 |
$632,907.50 |
0.05% |
| CONCORDIA INTERNATIONAL 8%, due 09/06/2024 |
20653PAB8 |
626,000 |
$619,740.00 |
0.05% |
| AMERICAN AXLE & MFG INC 7.75%, due 11/15/2019 |
02406PAK6 |
425,000 |
$443,062.50 |
0.04% |
| ARAMARK SERVICES INC 5%, due 02/01/2028 |
038522AQ1 |
481,000 |
$472,582.50 |
0.04% |
| DELTA MERGER SUB 6%, due 09/15/2026 |
24767DAA2 |
426,000 |
$433,050.30 |
0.04% |
| LEVEL 3 FINANCING INC 5.125%, due 05/01/2023 |
527298BF9 |
500,000 |
$503,125.00 |
0.04% |
| LEVEL 3 FINANCING INC 5.375%, due 08/15/2022 |
527298BD4 |
500,000 |
$505,625.00 |
0.04% |
| LIFEPOINT HOSPITALS INC 5.50%, due 12/01/2021 |
53219LAM1 |
500,000 |
$510,000.00 |
0.04% |
| PEABODY SEC FIN CORP 6%, due 03/31/2022 |
70457LAA2 |
483,000 |
$489,641.25 |
0.04% |
| RP CROWN PARENT LLC REDPRA TL B 1L USD |
LX155106 |
461,657 |
$463,387.78 |
0.04% |
| SINCLAIR TELEVISION GROUP 5.375%, due 04/01/2021 |
829259AM2 |
495,000 |
$498,712.50 |
0.04% |
| TRANSDIGM INC TDG TL F 1L USD |
LX173457 |
430,055 |
$431,005.01 |
0.04% |
| BUILDING MATERIALS CORP 5.375%, due 11/15/2024 |
120111BM0 |
417,000 |
$419,606.25 |
0.03% |
| FIRSTCASH INC 5.375%, due 06/01/2024 |
33767DAA3 |
406,000 |
$409,045.00 |
0.03% |
| IHS MARKIT LTD 4.75%, due 02/15/2025 |
44962LAB3 |
405,000 |
$410,568.75 |
0.03% |
| IMMUCOR INC BLUD TL 1L USD |
LX166137 |
398,606 |
$404,836.51 |
0.03% |
| MPH ACQUISITION HOLDINGS MLTPLN TL B 1L USD |
LX152711 |
403,919 |
$404,311.09 |
0.03% |
| MURPHY OIL USA INC 5.625%, due 05/01/2027 |
626738AD0 |
415,000 |
$414,481.25 |
0.03% |
| OWENS-BROCKWAY 6.375%, due 08/15/2025 |
69073TAS2 |
350,000 |
$361,375.00 |
0.03% |
| SUMMIT MATERIALS LLC/FIN 6.125%, due 07/15/2023 |
86614RAG2 |
300,000 |
$305,250.00 |
0.03% |
| SUMMIT MID HLDS LLC / FI 5.50%, due 08/15/2022 |
86614WAC0 |
312,000 |
$312,780.00 |
0.03% |
| T-MOBILE USA INC 4.50%, due 02/01/2026 |
87264AAU9 |
416,000 |
$396,760.00 |
0.03% |
| WEST STREET MERGER SUB 6.375%, due 09/01/2025 |
95616AAA1 |
412,000 |
$395,520.00 |
0.03% |
| WYNN LAS VEGAS LLC/CORP 5.25%, due 05/15/2027 |
983130AX3 |
410,000 |
$380,275.00 |
0.03% |
| ACADIA HEALTHCARE CO INC 6.50%, due 03/01/2024 |
00404AAM1 |
250,000 |
$260,312.50 |
0.02% |
| BUILDING MATERIALS CORP 6%, due 10/15/2025 |
120111BN8 |
295,000 |
$303,481.25 |
0.02% |
| CLEOPATRA FINANCE LTD 5.625%, due 02/15/2020 |
460599AA1 |
250,000 |
$258,375.00 |
0.02% |
| EXAMWORKS GROUP INC EXAM TL B 1L USD |
LX159615 |
243,836 |
$245,481.57 |
0.02% |
| HEALTHSOUTH CORP 5.125%, due 03/15/2023 |
421924BN0 |
250,000 |
$251,250.00 |
0.02% |
| HEALTHSOUTH CORP 5.75%, due 09/15/2025 |
421924BT7 |
250,000 |
$253,750.00 |
0.02% |
| INFOR US INC 5.75%, due 08/15/2020 |
45672NAF8 |
250,000 |
$253,907.50 |
0.02% |
| INTERNATIONAL GAME TECH 6.25%, due 01/15/2027 |
460599AD5 |
200,000 |
$202,810.00 |
0.02% |
| JELD-WEN INC 4.625%, due 12/15/2025 |
475795AC4 |
235,000 |
$217,962.50 |
0.02% |
| MALLINCKRODT INTERNATIONAL MNK TL B 1L USD |
LX171246 |
290,534 |
$290,307.36 |
0.02% |
| MALLINCKRODT INTERNATIONAL MNK TL B 1L USD |
LX160638 |
290,527 |
$288,763.12 |
0.02% |
| RBS GLOBAL & REXNORD COR 4.875%, due 12/15/2025 |
75524DAP5 |
235,000 |
$226,775.00 |
0.02% |
| SBA COMMUNICATIONS CORP 4%, due 10/01/2022 |
78410GAB0 |
205,000 |
$201,648.25 |
0.02% |
| THE BRINK'S CO 4.625%, due 10/15/2027 |
109696AA2 |
291,000 |
$269,175.00 |
0.02% |
| TRIBUNE MEDIA CO TRCO TL B 1L USD |
LX145376 |
201,589 |
$201,968.37 |
0.02% |
| UNITED RENTALS INC 5.50%, due 07/15/2025 |
911365BD5 |
250,000 |
$255,937.50 |
0.02% |
| UNITYMEDIA KABELBW GMBH 6.125%, due 01/15/2025 |
91337DAB0 |
200,000 |
$209,810.00 |
0.02% |
| ALBERTSON'S LLC ALBLLC TL B5 1L USD |
LX164597 |
114,320 |
$114,253.76 |
0.01% |
| GLP CAPITAL LP / FIN II 5.375%, due 04/15/2026 |
361841AH2 |
150,000 |
$152,596.50 |
0.01% |
| HUB INTERNATIONAL LTD 7%, due 05/01/2026 |
44332PAD3 |
86,000 |
$86,215.00 |
0.01% |
| JELD-WEN INC JELWEN TL 1L USD |
LX170080 |
121,114 |
$121,228.08 |
0.01% |
| MASONITE INTERNATIONAL CORP 5.75%, due 09/15/2026 |
575385AB5 |
100,000 |
$100,750.00 |
0.01% |
| MEDIACOM BRDBND LLC/CORP 5.50%, due 04/15/2021 |
58446VAL5 |
100,000 |
$100,375.00 |
0.01% |
| PACKERS HOLDINGS LLC PCKHLD TL 1L USD |
LX169537 |
169,524 |
$169,312.29 |
0.01% |
| SCOTTS MIRACLE-GRO CO 6%, due 10/15/2023 |
810186AM8 |
100,000 |
$103,250.00 |
0.01% |
| T-MOBILE USA INC 6%, due 03/01/2023 |
87264AAM7 |
150,000 |
$154,935.00 |
0.01% |
| TXU Interco Claim Units |
TXINT-R |
2,702 |
$0.00 |
0.00% |
| TXU TRA Rights units |
TXTRA-R |
1,629 |
$1,185.10 |
0.00% |
| U.S. Treasury Note, 2.25%, due 02/15/2027 |
912828V98 |
-10,000,000 |
($9,403,906.20) |
-0.77% |
| U.S. Treasury When Issued, 1.75%, due 04/30/2022 |
912828X47 |
-11,000,000 |
($10,606,406.25) |
-0.87% |
| US Dollar |
$USD |
-16,696,786 |
($16,696,786.20) |
-1.37% |
| U.S. Treasury Bill, 0%, due 09/27/2018 |
912796QA0 |
-20,000,000 |
($19,996,891.60) |
-1.64% |
| U.S. Treasury Bill, 0%, due 10/04/2018 |
912796QB8 |
-55,000,000 |
($54,970,704.80) |
-4.52% |
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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