|
|
 |
|
Holdings of the Fund as of 6/21/2018 *
Total Number of Holdings (excluding cash): 305
| TENET HEALTHCARE CORP 8.125%, due 04/01/2022 |
88033GCE8 |
27,514,000 |
$29,285,213.77 |
2.52% |
| STARS GROUP HOLDINGS BV TSGICN TL B 1L USD |
LX172474 |
29,039,100 |
$29,007,447.71 |
2.50% |
| MPH ACQUISITION HOLDINGS 7.125%, due 06/01/2024 |
553283AB8 |
27,702,000 |
$28,912,577.40 |
2.49% |
| VALEANT PHARMACEUTICALS VRXCN TL B 1L USD |
LX173606 |
28,615,048 |
$28,564,972.15 |
2.46% |
| GRAY TELEVISION INC 5.875%, due 07/15/2026 |
389375AJ5 |
26,086,000 |
$25,107,775.00 |
2.16% |
| SELECT MEDICAL CORP 6.375%, due 06/01/2021 |
816196AQ2 |
21,587,000 |
$21,910,805.00 |
1.89% |
| BMC SOFTWARE FINANCE INC 8.125%, due 07/15/2021 |
05578MAA0 |
20,029,000 |
$20,552,257.63 |
1.77% |
| CRC ESCROW ISSUER LLC 5.25%, due 10/15/2025 |
12652AAA1 |
19,770,000 |
$18,954,487.50 |
1.63% |
| VALEANT PHARMACEUTICALS 6.75%, due 08/15/2021 |
91911XAQ7 |
17,273,000 |
$17,482,866.95 |
1.50% |
| REYNOLDS GRP ISS/REYNOLD 7%, due 07/15/2024 |
761735AV1 |
16,543,000 |
$16,987,593.13 |
1.46% |
| ENDO FIN LLC/ENDO FINCO 7.25%, due 01/15/2022 |
29271LAD6 |
17,865,000 |
$16,592,118.75 |
1.43% |
| NEXSTAR ESCROW CORP 5.625%, due 08/01/2024 |
65341XAA6 |
16,392,000 |
$16,105,140.00 |
1.39% |
| JDA ESRW/JDA BOND FNCE 7.375%, due 10/15/2024 |
47215YAA5 |
15,471,000 |
$15,935,130.00 |
1.37% |
| ALMONDE INC MSYLN TL B 1L USD |
LX163228 |
15,256,097 |
$14,982,708.03 |
1.29% |
| CRESTWOOD MIDSTREAM PARTNERS 6.25%, due 04/01/2023 |
226373AL2 |
14,533,000 |
$14,987,156.25 |
1.29% |
| HEALTHSOUTH CORP 5.75%, due 11/02/2024 |
421924BK6 |
14,303,000 |
$14,535,423.75 |
1.25% |
| SINCLAIR TELEVISION GROUP 5.625%, due 08/01/2024 |
829259AR1 |
14,463,000 |
$14,458,661.10 |
1.24% |
| CCO HLDGS LLC / CCO HLDGS CAP 5.75%, due 01/15/2024 |
1248EPBE2 |
14,200,000 |
$14,337,598.00 |
1.23% |
| ALIXPARTNERS LLP ALIXPA TL B 1L USD |
LX161956 |
14,245,853 |
$14,228,045.19 |
1.22% |
| SIX FLAGS ENTERTAINMENT 4.875%, due 07/31/2024 |
83001AAB8 |
14,300,000 |
$14,103,375.00 |
1.21% |
| CHANGE HEALTH / FIN INC 5.75%, due 03/01/2025 |
15911NAA3 |
14,663,000 |
$13,984,836.25 |
1.20% |
| DIAMOND 1 FIN/DIAMOND 2 7.125%, due 06/15/2024 |
25272KAW3 |
12,850,000 |
$13,792,881.73 |
1.19% |
| AMC ENTERTAINMENT INC 5.75%, due 06/15/2025 |
00165AAH1 |
12,690,000 |
$12,483,787.50 |
1.07% |
| Parexel PRXL TL B 1L USD |
LX167279 |
12,450,324 |
$12,411,478.99 |
1.07% |
| CONSTELLATION MERGER SUB 8.50%, due 09/15/2025 |
210374AA2 |
12,320,000 |
$11,888,800.00 |
1.02% |
| TALLGRASS NRG PRTNR/FIN 5.50%, due 09/15/2024 |
87470LAA9 |
11,239,000 |
$11,534,023.75 |
0.99% |
| DJO FIN LLC/DJO FIN CORP ENMC TL B 1L USD |
LX144227 |
11,176,281 |
$11,155,381.51 |
0.96% |
| ADVANTAGE SALES & MARKETING ADVSAL TL 1L USD |
LX138508 |
11,350,480 |
$10,808,494.35 |
0.93% |
| ALTICE US FINANCE II CRP 7.75%, due 07/15/2025 |
02155EAA6 |
10,107,000 |
$10,688,152.50 |
0.92% |
| TENET HEALTHCARE CORP 7.50%, due 01/01/2022 |
88033GCP3 |
10,139,000 |
$10,696,645.00 |
0.92% |
| ZAYO GROUP LLC/ZAYO CAP 5.75%, due 01/15/2027 |
989194AP0 |
10,851,000 |
$10,715,362.50 |
0.92% |
| SINCLAIR TELEVISION GROUP 5.875%, due 03/15/2026 |
829259AU4 |
10,599,000 |
$10,426,766.25 |
0.90% |
| DEERFIELD HOLDINGS CORP DUFPHE TL B 1L USD |
LX169993 |
10,406,250 |
$10,388,871.56 |
0.89% |
| BJ'S WHOLESALE CLUB INC BJ TL 2L USD |
LX159355 |
10,130,289 |
$10,223,184.24 |
0.88% |
| ALCOA NEDERLAND HOLDING 7%, due 09/30/2026 |
013822AB7 |
9,376,000 |
$10,126,080.00 |
0.87% |
| MITCHELL INTERNATIONAL INC MITCHE TL 1L USD |
LX169555 |
10,194,514 |
$10,167,192.29 |
0.87% |
| BMC SOFTWARE FINANCE INC BMC TL 1L USD |
LX169961 |
9,823,260 |
$9,823,260.36 |
0.85% |
| KINDRED HEALTHCARE INC 6.375%, due 04/15/2022 |
494580AD5 |
9,500,000 |
$9,832,500.00 |
0.85% |
| VISTRA OPERATIONS CO LLC VST TL B3 1L USD |
LX173577 |
9,834,717 |
$9,789,673.94 |
0.84% |
| ACOSTA HOLDCO INC ACOSTA TL B 1L USD |
LX144231 |
12,491,146 |
$9,614,684.87 |
0.83% |
| CEMEX SAB DE CV 7.75%, due 04/16/2026 |
151290BU6 |
9,000,000 |
$9,652,500.00 |
0.83% |
| MGM RESORTS INTL 7.75%, due 03/15/2022 |
552953BX8 |
8,600,000 |
$9,462,580.00 |
0.81% |
| BJ'S WHOLESALE CLUB INC BJ TL B 1L USD |
LX159354 |
9,326,356 |
$9,331,019.49 |
0.80% |
| FRONTIER COMMUNICATIONS 8.125%, due 10/01/2018 |
35906AAB4 |
9,000,000 |
$9,135,000.00 |
0.79% |
| HUB INTERNATIONAL LTD HBGCN TL B 1L USD |
LX173150 |
9,256,805 |
$9,225,980.25 |
0.79% |
| SBA COMMUNICATIONS CORP 4.875%, due 09/01/2024 |
78388JAV8 |
9,469,000 |
$9,173,093.75 |
0.79% |
| 1011778 BC / NEW RED FIN 5%, due 10/15/2025 |
68245XAE9 |
9,458,000 |
$9,056,035.00 |
0.78% |
| ALTICE US FINANCE I CORP 5.50%, due 05/15/2026 |
02155FAC9 |
9,183,000 |
$9,022,297.50 |
0.78% |
| WELLCARE HEALTH PLANS 5.25%, due 04/01/2025 |
94946TAC0 |
9,000,000 |
$9,011,250.00 |
0.78% |
| NRG ENERGY INC 6.25%, due 07/15/2022 |
629377BW1 |
8,700,000 |
$8,971,875.00 |
0.77% |
| FREEPORT-MCMORAN INC 6.875%, due 02/15/2023 |
35671DCB9 |
8,111,000 |
$8,699,047.50 |
0.75% |
| HORIZON PHARMA INC HZNP TL B 1L USD |
LX169086 |
8,693,641 |
$8,711,027.80 |
0.75% |
| US RENAL CARE INC USRENA TL 1L USD |
LX148925 |
8,776,533 |
$8,691,488.45 |
0.75% |
| INFOR US INC 6.50%, due 05/15/2022 |
45672NAG6 |
8,400,000 |
$8,526,000.00 |
0.73% |
| POST HOLDINGS INC 5%, due 08/15/2026 |
737446AK0 |
8,996,000 |
$8,478,730.00 |
0.73% |
| REALOGY GROUP/CO-ISSUER 4.875%, due 06/01/2023 |
75606DAE1 |
8,916,000 |
$8,510,054.52 |
0.73% |
| TGP HOLDINGS III LLC TGPHLD TL 1L USD |
LX172462 |
8,491,304 |
$8,523,146.83 |
0.73% |
| TRI POINTE HOLDINGS INC 5.875%, due 06/15/2024 |
962178AN9 |
7,914,000 |
$7,973,355.00 |
0.69% |
| INFORMATION RESOURCES Variable rate, due 1/20/2025 |
LX158213 |
7,850,000 |
$7,859,812.50 |
0.68% |
| STATION CASINOS LLC 5%, due 10/01/2025 |
857691AF6 |
8,045,000 |
$7,729,636.00 |
0.67% |
| VALEANT PHARMACEUTICALS 5.375%, due 03/15/2020 |
91831AAA9 |
7,627,000 |
$7,734,540.70 |
0.67% |
| JAGUAR HL / PPDI 6.375%, due 08/01/2023 |
47010DAA8 |
7,683,000 |
$7,721,415.00 |
0.66% |
| PORTILLO'S HOLDINGS LLC PORTIL TL 1L USD |
LX139631 |
7,684,957 |
$7,665,744.84 |
0.66% |
| ALBERTSON'S LLC ALBLLC TL B6 1L USD |
LX164598 |
7,575,689 |
$7,504,250.74 |
0.65% |
| COOPER-STANDARD AUTOMOTIVE 5.625%, due 11/15/2026 |
216762AF1 |
7,514,000 |
$7,457,645.00 |
0.64% |
| LEVEL 3 COMMUNICATIONS 5.75%, due 12/01/2022 |
52729NBX7 |
7,437,000 |
$7,483,481.25 |
0.64% |
| KINDRED HEALTHCARE INC 8%, due 01/15/2020 |
494580AE3 |
6,750,000 |
$7,290,675.00 |
0.63% |
| CONCORDIA HEALTHCARE CXRCN TL B 1L USD |
LX148270 |
8,048,968 |
$7,218,958.43 |
0.62% |
| SIX FLAGS ENTERTAINMENT 5.50%, due 04/15/2027 |
83001AAC6 |
7,354,000 |
$7,225,305.00 |
0.62% |
| DJO FINCO INC/DJO FINANC 8.125%, due 06/15/2021 |
23291AAA5 |
6,950,000 |
$7,105,610.50 |
0.61% |
| HCA INC 5.375%, due 02/01/2025 |
404119BR9 |
7,019,000 |
$7,036,547.50 |
0.61% |
| DIAMOND 1 FIN/DIAMOND 2 6.02%, due 06/15/2026 |
25272KAK9 |
6,440,000 |
$6,784,858.14 |
0.58% |
| LENNAR CORP 5.25%, due 06/01/2026 |
526057CT9 |
6,785,000 |
$6,700,187.50 |
0.58% |
| VIRGIN MEDIA SECURED FIN 5.50%, due 08/15/2026 |
92769XAM7 |
7,073,000 |
$6,719,350.00 |
0.58% |
| HCA INC 5.875%, due 02/15/2026 |
404119BS7 |
6,530,000 |
$6,644,275.00 |
0.57% |
| MEDNAX INC 5.25%, due 12/01/2023 |
58502BAA4 |
6,701,000 |
$6,633,990.00 |
0.57% |
| HORIZON PHARMA INC 6.625%, due 05/01/2023 |
44047TAD1 |
6,248,000 |
$6,341,720.00 |
0.55% |
| POST HOLDINGS INC 5.50%, due 03/01/2025 |
737446AL8 |
6,315,000 |
$6,220,275.00 |
0.54% |
| KB HOME 7%, due 12/15/2021 |
48666KAT6 |
5,810,000 |
$6,165,862.50 |
0.53% |
| GATES GLOBAL LLC GATGLO TL B 1L USD |
LX169689 |
6,000,000 |
$6,014,040.00 |
0.52% |
| VAELANT PHARMACEUTICALS 7.50%, due 07/15/2021 |
92912EAA1 |
5,878,000 |
$5,994,825.25 |
0.52% |
| TENN MERGER SUB INC TMH TL B 1L USD |
LX156377 |
6,115,687 |
$5,899,069.15 |
0.51% |
| CAPITAL AUTOMOTIVE LP Variable rate, due 03/21/2025 |
LX161337 |
5,765,255 |
$5,808,494.30 |
0.50% |
| USI INC/NY COMINV TL B 1L USD |
LX167989 |
5,870,289 |
$5,851,974.12 |
0.50% |
| ENVISION HEALTHCARE CORP 5.125%, due 07/01/2022 |
29414DAA8 |
5,638,000 |
$5,740,047.80 |
0.49% |
| LPL HOLDINGS INC 5.75%, due 09/15/2025 |
50212YAB0 |
5,740,000 |
$5,582,150.00 |
0.48% |
| TRIBUNE MEDIA CO TRCO TL B 1L USD |
LX159214 |
5,363,556 |
$5,348,484.09 |
0.46% |
| ARDAGH PKG FIN/HLDGS USA 6%, due 02/15/2025 |
03969AAL4 |
5,288,000 |
$5,248,340.00 |
0.45% |
| KRONOS INC/MA KRON TL B 1L USD |
LX163804 |
5,179,778 |
$5,179,778.14 |
0.45% |
| UNITED RENTALS NORTH AM 5.75%, due 11/15/2024 |
911365BB9 |
5,000,000 |
$5,162,500.00 |
0.44% |
| GOLDEN NUGGET NUGGET TL 1L USD |
LX168592 |
4,941,176 |
$4,950,465.89 |
0.43% |
| INFORMATICA CORP INFA TL B 1L USD |
LX170849 |
4,984,760 |
$4,993,483.77 |
0.43% |
| SPECTRUM BRANDS INC SPB TL B 1L USD |
LX162119 |
5,000,000 |
$4,991,050.00 |
0.43% |
| AVIS BUDGET CAR RENTAL 5.50%, due 04/012023 |
053773AV9 |
4,875,000 |
$4,856,718.75 |
0.42% |
| MA FINANCECO LLC SEASPI TL B3 1L USD |
LX163339 |
4,922,890 |
$4,899,801.56 |
0.42% |
| ENERGIZER HOLDINGS INC 5.50%, due 06/15/2025 |
29273AAA4 |
4,850,000 |
$4,791,800.00 |
0.41% |
| TALLGRASS NRG PRTNR/FIN 5.50%, due 01/15/2028 |
87470LAD3 |
4,785,000 |
$4,749,112.50 |
0.41% |
| ADVANTAGE SALES & MARKETING Variable rate, due 07/25/2022 |
LX138509 |
5,055,508 |
$4,663,705.68 |
0.40% |
| WYNN LAS VEGAS LLC/CORP 5.50%, due 03/01/2025 |
983130AV7 |
4,500,000 |
$4,466,700.00 |
0.38% |
| ALBERTSONS COS INC ALBLLC TL 1L USD |
LX173206 |
4,272,795 |
$4,280,828.06 |
0.37% |
| NEXSTAR BROADCASTING INC 6.125%, due 02/15/2022 |
65336YAK9 |
4,200,000 |
$4,315,500.00 |
0.37% |
| PULTEGROUP INC 5.50%, due 03/01/2026 |
745867AW1 |
4,302,000 |
$4,321,143.90 |
0.37% |
| COMPUWARE CORP CPWR TL B3 1L USD |
LX159760 |
4,128,637 |
$4,149,321.95 |
0.36% |
| RIVERBED TECHNOLOGY INC RVBD TL B 1L USD |
LX152765 |
4,265,734 |
$4,222,394.42 |
0.36% |
| SURGERY CENTER HOLDINGS INC SURCEN TL 1L USD |
LX165294 |
4,209,640 |
$4,200,883.46 |
0.36% |
| CRESTWOOD MID PARTNER LP 5.75%, due 04/01/2025 |
226373AP3 |
4,000,000 |
$4,015,000.00 |
0.35% |
| EAGLE HOLDING CO II LLC 7.625%, due 05/15/2022 |
26959XAA1 |
4,028,000 |
$4,098,490.00 |
0.35% |
| FIAT CHRYSLER AUTOMOBILES 5.25%, due 04/15/2023 |
31562QAF4 |
4,000,000 |
$4,102,800.00 |
0.35% |
| FRONTIER COMMUNICATIONS 7.125%, due 03/15/2019 |
17453BAW1 |
4,000,000 |
$4,080,000.00 |
0.35% |
| NEW AMETHYST CORP 6.25%, due 12/01/2024 |
64189PAA1 |
3,800,000 |
$4,094,500.00 |
0.35% |
| SCIENTIFIC GAMES INTERNATIONAL 5%, due 10/15/2025 |
80874YAW0 |
4,152,000 |
$4,027,440.00 |
0.35% |
| SPRINT CAPITAL CORP 6.90%, due 05/01/2019 |
852060AG7 |
4,000,000 |
$4,100,000.00 |
0.35% |
| TRIBUNE MEDIA CO 5.875%, due 07/15/2022 |
896047AH0 |
4,000,000 |
$4,055,000.00 |
0.35% |
| ASURION LLC Variable rate, due 07/13/2025 |
LX167087 |
3,900,000 |
$3,924,375.00 |
0.34% |
| MURPHY OIL CORP 6.875%, due 08/15/2024 |
626717AH5 |
3,700,000 |
$3,931,250.00 |
0.34% |
| B&G FOODS INC 5.25%, due 04/01/2025 |
05508RAE6 |
4,000,000 |
$3,793,800.00 |
0.33% |
| MALLINCKRODT FIN/SB 5.75%, due 08/01/2022 |
561233AA5 |
4,250,000 |
$3,878,125.00 |
0.33% |
| HCA INC 5.875%, due 05/01/2023 |
404121AG0 |
3,524,000 |
$3,691,390.00 |
0.32% |
| LIFEPOINT HEALTH INC 5.375%, due 05/01/2024 |
53219LAQ2 |
3,828,000 |
$3,717,945.00 |
0.32% |
| TRANSDIGM INC TDG TL E 1L USD |
LX173456 |
3,729,600 |
$3,721,432.18 |
0.32% |
| SYBIL SOFTWARE LLC AVST TL B 1L USD |
LX173191 |
3,543,932 |
$3,553,287.67 |
0.31% |
| ESH HOSPITALITY INC 5.25%, due 05/01/2025 |
26907YAA2 |
3,600,000 |
$3,528,000.00 |
0.30% |
| INTERNATIONAL GAME TECH 6.25%, due 02/15/2022 |
460599AB9 |
3,329,000 |
$3,474,643.75 |
0.30% |
| UPCB FINANCE IV LTD 5.375%, due 01/15/2025 |
90320MAA3 |
3,703,000 |
$3,542,993.37 |
0.30% |
| IRB HOLDING CORP 6.75%, due 02/15/2026 |
44988MAA3 |
3,418,000 |
$3,358,185.00 |
0.29% |
| BRICKMAN GROUP HOLDINGS Variable rate, due 12/11/2021 |
LX134066 |
3,222,817 |
$3,233,791.68 |
0.28% |
| CURO HEALTH SERVICES HOLDIN CURHEA TL B 1L USD |
LX142837 |
3,304,815 |
$3,307,558.28 |
0.28% |
| CDRH PARENT INC HEALOG TL 1L USD |
LX137951 |
3,443,043 |
$3,179,064.68 |
0.27% |
| POST HOLDINGS INC 5.75%, due 03/01/2027 |
737446AM6 |
3,240,000 |
$3,179,250.00 |
0.27% |
| PROJECT ALPHA INTERMEDIA QLIK TL B 1L USD |
LX162624 |
3,200,000 |
$3,188,000.00 |
0.27% |
| WRANGLER BUYER CORP 6%, due 10/01/2025 |
98213CAA8 |
3,285,000 |
$3,170,025.00 |
0.27% |
| AMC ENTERTAINMENT INC 5.875%, due 02/15/2022 |
00165AAF5 |
3,000,000 |
$3,063,750.00 |
0.26% |
| BRIGHT BIDCO BV BRIGBI TL B 1L USD |
LX171142 |
3,068,500 |
$3,046,253.38 |
0.26% |
| CALPINE CORP 5.50%, due 02/01/2024 |
131347CJ3 |
3,281,000 |
$3,039,026.25 |
0.26% |
| TAYLOR MORRISON COMM/MON 5.875%, due 04/15/2023 |
87724LAA3 |
3,000,000 |
$3,022,500.00 |
0.26% |
| UNITED RENTALS NORTH AM 5.875%, due 09/15/2026 |
911365BE3 |
2,948,000 |
$3,032,755.00 |
0.26% |
| ARDAGH PKG FIN/HLDGS USA 7.25%, due 05/15/2024 |
03969AAJ9 |
2,715,000 |
$2,854,143.75 |
0.25% |
| ASURION LLC ASUCOR TL B6 1L USD |
LX171643 |
2,963,106 |
$2,958,661.45 |
0.25% |
| WINK HOLDCO INC SUPVIS TL 1L USD |
LX169184 |
2,906,574 |
$2,882,973.02 |
0.25% |
| CALPINE CORP 5.375%, due 01/15/2023 |
131347CE4 |
2,903,000 |
$2,797,766.25 |
0.24% |
| CENTENE CORP 6.125%, due 02/15/2024 |
15135BAH4 |
2,667,000 |
$2,817,018.75 |
0.24% |
| ENVISION HEALTHCARE CORP 5.625%, due 07/15/2022 |
03232PAD0 |
2,700,000 |
$2,784,375.00 |
0.24% |
| REYNOLDS GROUP HOLDINGS REYNOL TL 1L USD |
LX159202 |
2,730,814 |
$2,737,368.37 |
0.24% |
| CCO HLDGS LLC/CAP CORP 5.125%, due 05/01/2027 |
1248EPBT9 |
2,828,000 |
$2,668,925.00 |
0.23% |
| JBS USA LLC/JBS USA FINA 5.875%, due 07/15/2024 |
466112AP4 |
2,849,000 |
$2,726,521.49 |
0.23% |
| SANCHEZ ENERGY CORP 7.75%, due 06/15/2021 |
79970YAB1 |
3,250,000 |
$2,713,750.00 |
0.23% |
| SINCLAIR TELEVISION GROUP 5.125%, due 02/15/2027 |
829259AW0 |
2,894,000 |
$2,684,185.00 |
0.23% |
| ASP AMC MERGER SUB ASPAMC TL 1L USD |
LX162655 |
2,471,000 |
$2,386,837.74 |
0.21% |
| CCC INFORMATION SERVICES INC CCCG TL B 1L USD |
LX161958 |
2,413,920 |
$2,411,771.21 |
0.21% |
| VIRGIN MEDIA FINANCE PLC 6%, due 10/15/2024 |
92769VAF6 |
2,480,000 |
$2,427,300.00 |
0.21% |
| AVIS BUDGET CAR/FINANCE 5.125%, due 06/01/2022 |
053773AY3 |
2,300,000 |
$2,300,000.00 |
0.20% |
| ENDO LUXEMBOURG FINANCE ENDP TL B 1L USD |
LX163026 |
2,334,451 |
$2,320,701.05 |
0.20% |
| MGM RESORTS INTL 6%, due 03/15/2023 |
552953CC3 |
2,200,000 |
$2,288,000.00 |
0.20% |
| PENN NATIONAL GAMING INC 5.625%, due 01/15/2027 |
707569AS8 |
2,439,000 |
$2,329,245.00 |
0.20% |
| SPRINT COMMUNICATIONS 7%, due 08/15/2020 |
852061AR1 |
2,250,000 |
$2,351,250.00 |
0.20% |
| CINEMARK USA INC 4.875%, due 06/01/2023 |
172441AZ0 |
2,254,000 |
$2,217,372.50 |
0.19% |
| VICTORY CAPITAL OPERATING VICCAP TL B 1L USD |
LX171107 |
2,178,571 |
$2,178,571.43 |
0.19% |
| 21ST CENTURY ONCOLOGY RTSX TL B-EXIT 1L USD |
LX171050 |
2,204,026 |
$2,111,456.72 |
0.18% |
| BOYD GAMING CORP 6.375%, due 04/01/2026 |
103304BM2 |
2,100,000 |
$2,142,000.00 |
0.18% |
| SPECTRUM BRANDS INC 6.125%, due 12/15/2024 |
84762LAS4 |
2,000,000 |
$2,035,000.00 |
0.18% |
| ALBERTSONS COS LLC/SAFEW 5.75%, due 03/15/2025 |
013093AD1 |
2,115,000 |
$1,924,650.00 |
0.17% |
| ARAMARK SERVICES INC 4.75%, due 06/01/2026 |
038522AN8 |
2,000,000 |
$1,954,380.00 |
0.17% |
| JELD-WEN INC 4.875%, due 12/15/2027 |
475795AD2 |
2,085,000 |
$1,952,081.25 |
0.17% |
| LEVEL 3 FINANCING INC 5.375%, due 01/15/2024 |
527298BK8 |
2,000,000 |
$1,970,000.00 |
0.17% |
| ORTHO-CLINICAL DIAGNOSTICS ORTCLI TL B 1L USD |
LX173721 |
1,929,925 |
$1,925,099.85 |
0.17% |
| SANCHEZ ENERGY CORP 6.125%, due 01/15/2023 |
79970YAD7 |
3,125,000 |
$2,019,531.25 |
0.17% |
| VIRGIN MEDIA FINANCE PLC 6.375%, due 04/15/2023 |
55181XAA0 |
2,000,000 |
$2,032,500.00 |
0.17% |
| ADVANTAGE SALES & MARKETING ADVSAL TL B2 1L USD |
LX163240 |
1,969,040 |
$1,878,582.49 |
0.16% |
| CEDAR FAIR/CAN/MAGNUM/MI 5.375%, due 04/15/2027 |
150190AA4 |
1,850,000 |
$1,840,750.00 |
0.16% |
| DAVITA HEALTHCARE PARTNERS 5%, due 05/01/2025 |
23918KAR9 |
1,976,000 |
$1,896,960.00 |
0.16% |
| DIAMOND 1 FIN/DIAMOND 2 5.875%, due 06/15/2021 |
25272KAU7 |
1,850,000 |
$1,899,098.87 |
0.16% |
| ELDORADO RESORTS INC 6%, due 04/01/2025 |
28470RAF9 |
1,863,000 |
$1,879,822.89 |
0.16% |
| KB HOME 7.625%, due 05/15/2023 |
48666KAV1 |
1,725,000 |
$1,865,156.25 |
0.16% |
| MSCI INC 5.75%, due 08/15/2025 |
55354GAB6 |
1,741,000 |
$1,808,637.85 |
0.16% |
| NRG ENERGY INC 5.75%, due 01/15/2028 |
629377CD2 |
1,881,000 |
$1,862,190.00 |
0.16% |
| VIRGIN MEDIA SECURED FIN 5.25%, due 01/15/2026 |
92769XAL9 |
2,000,000 |
$1,887,500.00 |
0.16% |
| CSC HOLDINGS LLC 5.375%, due 02/01/2028 |
126307AS6 |
1,800,000 |
$1,694,250.00 |
0.15% |
| MIDWEST PHYSICIAN ADMINS MIDPHY TL 1L USD |
LX171555 |
1,795,500 |
$1,783,506.06 |
0.15% |
| POLARIS INTERMEDIATE 8.50%, due 12/01/2022 |
73107GAA1 |
1,675,000 |
$1,743,440.50 |
0.15% |
| PORTILLO'S HOLDINGS LLC Variable rate, due 07/23/2022 |
LX139633 |
1,685,000 |
$1,685,000.00 |
0.15% |
| TOYS R US DELAWARE INC TOY TL B4 1L USD |
LX141526 |
3,666,657 |
$1,762,305.54 |
0.15% |
| DAVITA HEALTHCARE PARTNERS 5.125%, due 07/15/2024 |
23918KAQ1 |
1,680,000 |
$1,657,950.02 |
0.14% |
| MELCO RESORTS FINANCE 4.875%, due 06/06/2025 |
58547DAA7 |
1,673,000 |
$1,591,993.79 |
0.14% |
| TOYS R US DELAWARE INC TOY TL B2 1L USD |
LX119275 |
3,704,830 |
$1,633,200.34 |
0.14% |
| CCO HLDGS LLC/CAP CORP 5.50%, due 05/01/2026 |
1248EPBR3 |
1,500,000 |
$1,464,375.00 |
0.13% |
| LIFEPOINT HEALTH INC 5.875%, due 12/01/2023 |
53219LAN9 |
1,500,000 |
$1,513,125.00 |
0.13% |
| VIRGIN MEDIA FINANCE PLC 5.75%, due 01/15/2025 |
92769VAG4 |
1,654,000 |
$1,557,861.25 |
0.13% |
| ASURION LLC ASUCOR TL B4 1L USD |
LX167792 |
1,336,572 |
$1,337,521.15 |
0.12% |
| CHS/COMMUNITY HEALTH SYS IN CYH TL G 1L USD |
LX144539 |
1,384,017 |
$1,371,325.70 |
0.12% |
| InVentiv Health, Inc. 7.50%, due 10/01/2024 |
46124TAA8 |
1,360,000 |
$1,445,000.00 |
0.12% |
| LAMB WESTON HLD 4.625%, due 11/01/2024 |
513272AA2 |
1,450,000 |
$1,437,312.50 |
0.12% |
| LIN TELEVISION CORP 5.875%, due 11/15/2022 |
532776AZ4 |
1,375,000 |
$1,412,812.50 |
0.12% |
| MALLINCKRODT FIN/SB 5.50%, due 04/15/2025 |
561233AC1 |
1,750,000 |
$1,435,000.00 |
0.12% |
| APPLIED SYSTEMS INC Variable rate, due 09/18/2025 |
LX168509 |
1,262,391 |
$1,298,685.01 |
0.11% |
| CAESARS RESORT COLLECTIO CAERES TL 1L USD |
LX168784 |
1,263,158 |
$1,263,157.89 |
0.11% |
| MASONITE INTERNATIONAL CORP 5.625%, due 03/15/2023 |
575385AA7 |
1,283,000 |
$1,323,093.75 |
0.11% |
| TAYLOR MORRISON COMM/MON 5.25%, due 04/15/2021 |
877249AC6 |
1,275,000 |
$1,280,992.50 |
0.11% |
| LIVE NATION ENTERTAINMENT 5.375%, due 06/15/2022 |
538034AG4 |
1,100,000 |
$1,124,750.00 |
0.10% |
| NEPTUNE FINCO CORP 10.125%, due 01/15/2023 |
64072TAE5 |
1,000,000 |
$1,108,750.00 |
0.10% |
| T-MOBILE USA INC 5.125%, due 04/15/2025 |
87264AAS4 |
1,180,000 |
$1,197,700.00 |
0.10% |
| CEMEX FINANCE LLC 6%, due 04/01/2024 |
12516UAD7 |
1,000,000 |
$1,013,510.00 |
0.09% |
| Charter Communications Inc 5.75%, due 02/15/2026 |
1248EPBM4 |
1,000,000 |
$988,750.00 |
0.09% |
| HCA INC 7.50%, due 02/15/2022 |
404121AD7 |
1,000,000 |
$1,096,500.00 |
0.09% |
| HOLLY ENERGY PARTNERS LP 6%, due 08/01/2024 |
435765AG7 |
1,035,000 |
$1,050,525.00 |
0.09% |
| MERITAGE HOMES CORP 7%, due 04/01/2022 |
59001AAQ5 |
1,000,000 |
$1,087,500.00 |
0.09% |
| OPEN TEXT CORP 5.875%, due 06/01/2026 |
683715AB2 |
1,000,000 |
$1,030,000.00 |
0.09% |
| PEABODY SEC FIN CORP 6.375%, due 03/31/2025 |
70457LAB0 |
967,000 |
$1,008,097.50 |
0.09% |
| SPRINT COMMUNICATIONS 9%, due 11/15/2018 |
852061AK6 |
1,020,000 |
$1,041,675.00 |
0.09% |
| ACADIA HEALTHCARE CO INC ACHC TL B2 1L USD |
LX172092 |
954,136 |
$958,706.44 |
0.08% |
| BERRY GLOBAL INC 4.50%, due 02/15/2026 |
08576PAA9 |
961,000 |
$910,547.50 |
0.08% |
| CALPINE CORP 5.25%, due 06/01/2026 |
131347CK0 |
942,000 |
$893,722.50 |
0.08% |
| CHG HEALTHCARE SERVICES INC COMHEA TL 1L USD |
LX170133 |
977,275 |
$981,184.06 |
0.08% |
| CONCORDIA INTERNATIONAL 9%, due 04/01/2022 |
20653PAA0 |
970,000 |
$873,000.00 |
0.08% |
| CROWN AMER/CAP CORP VI 4.75%, due 02/01/2026 |
228187AA8 |
961,000 |
$920,157.50 |
0.08% |
| DELPHI JERSEY HOLDINGS 5%, due 10/01/2025 |
24718PAA5 |
965,000 |
$933,637.50 |
0.08% |
| MGM RESORTS INTL 5.75%, due 06/15/2025 |
552953CE9 |
950,000 |
$958,312.50 |
0.08% |
| PLANET FITNESS HOLDINGS LLC PLAFIT TL B 1L USD |
LX156908 |
945,871 |
$949,418.50 |
0.08% |
| RITCHIE BROS AUCTIONEERS 5.375%, due 01/15/2025 |
767744AA3 |
950,000 |
$928,625.00 |
0.08% |
| UNITED RENTALS NORTH AMERICA 5.50%, due 05/15/2027 |
911365BF0 |
945,000 |
$946,134.00 |
0.08% |
| UNIVERSAL HEALTH SVCS 5%, due 06/01/2026 |
913903AT7 |
1,000,000 |
$980,000.00 |
0.08% |
| VALVOLINE INC 5.50%, due 07/15/2024 |
92047WAC5 |
900,000 |
$909,000.00 |
0.08% |
| WEATHERFORD BERMUDA 9.875%, due 02/15/2024 |
947075AN7 |
900,000 |
$906,750.00 |
0.08% |
| AMERICAN AXLE & MFG INC 6.625%, due 10/15/2022 |
02406PAL4 |
819,000 |
$846,641.25 |
0.07% |
| CEQUEL COM HLDG I/CAP CP 7.50%, due 04/01/2028 |
15672WAJ3 |
800,000 |
$826,000.00 |
0.07% |
| CSC HOLDINGS LLC 5.50%, due 04/15/2027 |
126307AQ0 |
819,000 |
$789,311.25 |
0.07% |
| FIRST DATA CORPORATION FDC TL 1L USD |
LX169513 |
824,950 |
$822,738.89 |
0.07% |
| HAMILTON HOLDCO LLC HAMHOL TL B 1L USD |
LX173663 |
772,269 |
$771,303.77 |
0.07% |
| HILTON WORLDWIDE FIN LLC 4.625%, due 04/01/2025 |
432891AH2 |
820,000 |
$806,675.00 |
0.07% |
| IMS HEALTH INC 5%, due 10/15/2026 |
449934AD0 |
800,000 |
$783,000.00 |
0.07% |
| INFORMATION RESOURCES IRIC TL B 1L USD |
LX158211 |
792,000 |
$792,744.48 |
0.07% |
| KAR AUCTION SERVICES INC 5.125%, due 06/01/2025 |
48238TAA7 |
815,000 |
$786,312.00 |
0.07% |
| LENNAR CORP 5.875%, due 11/15/2024 |
526057CR3 |
745,000 |
$776,774.25 |
0.07% |
| LIVE NATION ENTERTAINMENT 5.625%, due 03/15/2026 |
538034AN9 |
828,000 |
$832,140.00 |
0.07% |
| MALLINCKRODT FIN/SB 5.625%, due 10/15/2023 |
561233AD9 |
1,000,000 |
$848,750.00 |
0.07% |
| MITCHELL INTERNATIONAL INC MITCHE TL DD 1L USD |
LX169556 |
822,138 |
$819,934.86 |
0.07% |
| Nielsen Company 5.50%, due 10/01/2021 |
65410CAA8 |
825,000 |
$835,312.50 |
0.07% |
| OWENS-BROCKWAY 5.875%, due 08/15/2023 |
69073TAR4 |
795,000 |
$810,900.00 |
0.07% |
| SPX FLOW INC 5.625%, due 08/15/2024 |
78469XAD9 |
858,000 |
$850,492.50 |
0.07% |
| SPX FLOW INC 5.875%, due 08/15/2026 |
78469XAE7 |
858,000 |
$853,710.00 |
0.07% |
| STANDARD INDUSTRIES INC 5%, due 02/15/2027 |
853496AC1 |
892,000 |
$845,883.60 |
0.07% |
| TAYLOR MORRISON COMM/MON 5.625%, due 03/01/2024 |
877249AD4 |
804,000 |
$785,910.00 |
0.07% |
| THE NIELSEN CO (LUX) SARL 5%, due 02/01/2025 |
65410CAC4 |
813,000 |
$778,447.50 |
0.07% |
| BRINKER INTERNATIONAL INC 5%, due 10/01/2024 |
109641AH3 |
661,000 |
$652,539.20 |
0.06% |
| CDK GLOBAL INC 5.875%, due 06/15/2026 |
12508EAG6 |
725,000 |
$740,406.25 |
0.06% |
| MA FINANCECO LLC MCROLN TL B 1L USD |
LX162911 |
728,966 |
$725,547.53 |
0.06% |
| AIR MEDICAL GROUP HOLDINGS AIMEGR TL 1L USD |
LX171691 |
589,529 |
$577,590.57 |
0.05% |
| NIELSEN FINANCE LLC/CO 5%, due 04/15/2022 |
65409QBB7 |
625,000 |
$621,093.75 |
0.05% |
| AMERICAN AXLE & MFG INC 7.75%, due 11/15/2019 |
02406PAK6 |
425,000 |
$448,906.25 |
0.04% |
| AMWINS GROUP LLC Variable rate, due 01/19/2025 |
LX159021 |
428,571 |
$430,984.29 |
0.04% |
| ARAMARK SERVICES INC 5%, due 02/01/2028 |
038522AQ1 |
481,000 |
$465,367.50 |
0.04% |
| BUILDING MATERIALS CORP 5.375%, due 11/15/2024 |
120111BM0 |
417,000 |
$417,000.00 |
0.04% |
| FIRSTCASH INC 5.375%, due 06/01/2024 |
33767DAA3 |
406,000 |
$410,526.90 |
0.04% |
| LEVEL 3 FINANCING INC 5.125%, due 05/01/2023 |
527298BF9 |
500,000 |
$495,000.00 |
0.04% |
| LEVEL 3 FINANCING INC 5.375%, due 08/15/2022 |
527298BD4 |
500,000 |
$504,900.00 |
0.04% |
| LIFEPOINT HOSPITALS INC 5.50%, due 12/01/2021 |
53219LAM1 |
500,000 |
$506,875.00 |
0.04% |
| MURPHY OIL USA INC 5.625%, due 05/01/2027 |
626738AD0 |
415,000 |
$410,850.00 |
0.04% |
| PEABODY SEC FIN CORP 6%, due 03/31/2022 |
70457LAA2 |
483,000 |
$495,678.75 |
0.04% |
| RP CROWN PARENT LLC REDPRA TL B 1L USD |
LX155106 |
462,828 |
$460,708.51 |
0.04% |
| SINCLAIR TELEVISION GROUP 5.375%, due 04/01/2021 |
829259AM2 |
495,000 |
$499,331.25 |
0.04% |
| TRANSDIGM INC TDG TL F 1L USD |
LX173457 |
431,132 |
$430,153.74 |
0.04% |
| BUILDING MATERIALS CORP 6%, due 10/15/2025 |
120111BN8 |
295,000 |
$301,637.50 |
0.03% |
| IHS MARKIT LTD 4.75%, due 02/15/2025 |
44962LAB3 |
405,000 |
$402,975.00 |
0.03% |
| IMMUCOR INC BLUD TL 1L USD |
LX166137 |
399,613 |
$405,107.57 |
0.03% |
| MPH ACQUISITION HOLDINGS MLTPLN TL B 1L USD |
LX152711 |
403,919 |
$403,034.71 |
0.03% |
| OWENS-BROCKWAY 6.375%, due 08/15/2025 |
69073TAS2 |
350,000 |
$362,250.00 |
0.03% |
| SUMMIT MATERIALS LLC/FIN 6.125%, due 07/15/2023 |
86614RAG2 |
300,000 |
$305,625.00 |
0.03% |
| SUMMIT MID HLDS LLC / FI 5.50%, due 08/15/2022 |
86614WAC0 |
312,000 |
$308,880.00 |
0.03% |
| T-MOBILE USA INC 4.50%, due 02/01/2026 |
87264AAU9 |
416,000 |
$392,860.00 |
0.03% |
| TOYS R US DELAWARE INC TOY TL B3 1L USD |
LX123555 |
891,667 |
$393,073.42 |
0.03% |
| WEST STREET MERGER SUB 6.375%, due 09/01/2025 |
95616AAA1 |
412,000 |
$400,670.00 |
0.03% |
| WYNN LAS VEGAS LLC/CORP 5.25%, due 05/15/2027 |
983130AX3 |
410,000 |
$391,582.80 |
0.03% |
| ACADIA HEALTHCARE CO INC 6.50%, due 03/01/2024 |
00404AAM1 |
250,000 |
$259,375.00 |
0.02% |
| CLEOPATRA FINANCE LTD 5.625%, due 02/15/2020 |
460599AA1 |
250,000 |
$255,625.00 |
0.02% |
| EXAMWORKS GROUP INC EXAM TL B 1L USD |
LX159615 |
244,447 |
$245,133.70 |
0.02% |
| HEALTHSOUTH CORP 5.125%, due 03/15/2023 |
421924BN0 |
250,000 |
$252,500.00 |
0.02% |
| HEALTHSOUTH CORP 5.75%, due 09/15/2025 |
421924BT7 |
250,000 |
$254,375.00 |
0.02% |
| HERTZ CORP 7.375%, due 01/15/2021 |
428040CG2 |
250,000 |
$248,750.00 |
0.02% |
| INFOR US INC 5.75%, due 08/15/2020 |
45672NAF8 |
250,000 |
$254,375.00 |
0.02% |
| JELD-WEN INC 4.625%, due 12/15/2025 |
475795AC4 |
235,000 |
$224,425.00 |
0.02% |
| MALLINCKRODT INTERNATIONAL MNK TL B 1L USD |
LX171246 |
291,262 |
$285,923.31 |
0.02% |
| MALLINCKRODT INTERNATIONAL MNK TL B 1L USD |
LX160638 |
291,262 |
$285,072.81 |
0.02% |
| RBS GLOBAL & REXNORD COR 4.875%, due 12/15/2025 |
75524DAP5 |
235,000 |
$225,012.50 |
0.02% |
| SBA COMMUNICATIONS CORP 4%, due 10/01/2022 |
78410GAA2 |
205,000 |
$199,138.23 |
0.02% |
| THE BRINK'S CO 4.625%, due 10/15/2027 |
109696AA2 |
291,000 |
$270,630.00 |
0.02% |
| TRIBUNE MEDIA CO TRCO TL B 1L USD |
LX145376 |
201,589 |
$201,589.38 |
0.02% |
| UNITED RENTALS INC 5.50%, due 07/15/2025 |
911365BD5 |
250,000 |
$255,437.50 |
0.02% |
| UNITYMEDIA KABELBW GMBH 6.125%, due 01/15/2025 |
91337DAB0 |
200,000 |
$208,000.00 |
0.02% |
| AIR MEDICAL GROUP HOLDINGS AIMEGR TL B 1L USD |
LX168639 |
103,807 |
$102,930.37 |
0.01% |
| ALBERTSON'S LLC ALBLLC TL B5 1L USD |
LX164597 |
114,607 |
$113,737.40 |
0.01% |
| GLP CAPITAL LP / FIN II 5.375%, due 04/15/2026 |
361841AH2 |
150,000 |
$150,750.00 |
0.01% |
| HERTZ CORP 5.50%, due 10/15/2024 |
428040CS6 |
100,000 |
$83,250.00 |
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 |
121,419 |
$121,191.49 |
0.01% |
| MEDIACOM BRDBND LLC/CORP 5.50%, due 04/15/2021 |
58446VAL5 |
100,000 |
$101,575.00 |
0.01% |
| PACKERS HOLDINGS LLC PCKHLD TL 1L USD |
LX169537 |
169,950 |
$169,453.89 |
0.01% |
| SCOTTS MIRACLE-GRO CO 6%, due 10/15/2023 |
810186AM8 |
100,000 |
$104,500.00 |
0.01% |
| SUMMIT MATERIALS LLC/FIN 5.125%, due 06/01/2025 |
86614RAL1 |
81,000 |
$76,646.25 |
0.01% |
| T-MOBILE USA INC 6%, due 03/01/2023 |
87264AAM7 |
150,000 |
$155,437.50 |
0.01% |
| TXU Interco Claim Units |
TXINT-R |
2,702 |
$0.00 |
0.00% |
| TXU TRA Rights units |
TXTRA-R |
1,629 |
$948.89 |
0.00% |
| U.S. Treasury Note, 2.25%, due 02/15/2027 |
912828V98 |
-10,000,000 |
($9,508,203.10) |
-0.82% |
| U.S. Treasury When Issued, 1.75%, due 04/30/2022 |
912828X47 |
-11,000,000 |
($10,658,398.41) |
-0.92% |
| US Dollar |
$USD |
-23,602,138 |
($23,602,138.34) |
-2.03% |
| U.S. Treasury Bill, 0%, due 06/28/2018 |
912796PM5 |
-30,000,000 |
($29,991,324.90) |
-2.58% |
| U.S. Treasury Bill, 0%, due 07/12/2018 |
912796PQ6 |
-35,187,500 |
($35,152,410.32) |
-3.03% |
| U.S. Treasury Bill, 0%, due 07/05/2018 |
912796PN3 |
-70,000,000 |
($69,955,827.20) |
-6.02% |
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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