Holdings of the Fund as of 7/16/2024
Total Number of Holdings (excluding cash): 237
| SS&C TECHNOLOGIES INC 5.50%, due 09/30/2027 |
|
78466CAC0 |
22,859,000 |
$22,588,175.70 |
4.00% |
| SINCLAIR TELEVISION GROUP 5.125%, due 02/15/2027 |
|
829259AW0 |
16,304,000 |
$14,264,777.21 |
2.53% |
| 1011778 BC / NEW RED FIN 4%, due 10/15/2030 |
|
68245XAM1 |
14,344,000 |
$12,871,001.74 |
2.28% |
| GRAHAM PACKAGING/GPC CAP 7.125%, due 08/15/2028 |
|
384701AA6 |
12,810,000 |
$12,110,365.19 |
2.15% |
| OPEN TEXT CORP 6.90%, due 12/01/2027 |
|
683715AF3 |
11,666,000 |
$12,093,092.26 |
2.14% |
| MEDLINE BORROWER LP 3.875%, due 04/01/2029 |
|
62482BAA0 |
9,847,000 |
$9,207,476.74 |
1.63% |
| UNITED RENTALS (NORTH AMERICA) 6%, due 12/15/2029 |
|
911365BQ6 |
8,786,000 |
$8,882,962.29 |
1.57% |
| CLARIOS GLOBAL LP/US FIN 8.50%, due 05/15/2027 |
|
69867DAC2 |
8,691,000 |
$8,779,439.62 |
1.56% |
| TEGNA INC 4.625%, due 03/15/2028 |
|
87901JAJ4 |
8,987,000 |
$8,267,019.08 |
1.46% |
| MH SUB I LLC Variable rate, due 02/12/2029 |
LX192714 |
|
8,220,663 |
$8,205,249.62 |
1.45% |
| MILANO ACQUISITION CORP MILACQ TL 1L USD |
LX189433 |
|
8,543,224 |
$8,165,186.40 |
1.45% |
| CARS.COM INC 6.375%, due 11/01/2028 |
|
14575EAA3 |
8,270,000 |
$8,140,409.10 |
1.44% |
| SELECT MEDICAL CORP 6.25%, due 08/15/2026 |
|
816196AT6 |
7,842,000 |
$7,937,957.69 |
1.41% |
| AVANTOR FUNDING INC 4.625%, due 07/15/2028 |
|
05352TAA7 |
8,153,000 |
$7,815,568.52 |
1.38% |
| ALLIANT HOLD / CO-ISSUER 6.75%, due 04/15/2028 |
|
01883LAE3 |
7,588,000 |
$7,658,181.41 |
1.36% |
| POST HOLDINGS INC 6.25%, due 02/15/2032 |
|
737446AU8 |
7,308,000 |
$7,433,457.31 |
1.32% |
| AMWINS GROUP INC 4.875%, due 06/30/2029 |
|
031921AB5 |
7,828,000 |
$7,384,813.10 |
1.31% |
| TRIVIUM PACKAGING FIN 5.50%, due 08/15/2026 |
|
89686QAA4 |
7,245,000 |
$7,157,535.46 |
1.27% |
| ONEDIGITAL BORROWER LLC DIGIIN TL B 1L USD |
LX235333 |
|
7,047,525 |
$7,048,476.91 |
1.25% |
| ALLIANT HOLD / CO-ISSUER 6.75%, due 10/15/2027 |
|
01883LAA1 |
7,065,000 |
$6,993,059.22 |
1.24% |
| COTIVITI INC 7.625%, due 02/24/2031 |
LX227236 |
|
6,800,000 |
$6,754,644.00 |
1.20% |
| SIRIUS XM RADIO INC 3.125%, due 09/01/2026 |
|
82967NBL1 |
7,069,000 |
$6,727,445.00 |
1.19% |
| UKG INC 6.875%, due 02/01/2031 |
|
90279XAA0 |
6,521,000 |
$6,699,271.30 |
1.19% |
| PACTIV EVERGREEN GROUP 4%, due 10/15/2027 |
|
76174LAA1 |
6,990,000 |
$6,646,811.97 |
1.18% |
| GO DADDY OPCO/FINCO 3.50%, due 03/01/2029 |
|
38016LAC9 |
7,217,000 |
$6,593,910.21 |
1.17% |
| NEXSTAR MEDIA INC 5.625%, due 07/15/2027 |
|
65343HAA9 |
6,814,000 |
$6,619,785.33 |
1.17% |
| CENTENE CORP 4.25%, due 12/15/2027 |
|
15135BAR2 |
6,806,000 |
$6,572,834.61 |
1.16% |
| OPEN TEXT CORP 3.875%, due 02/15/2028 |
|
683715AC0 |
6,881,000 |
$6,446,461.41 |
1.14% |
| INFORMATICA LLC INFA TL B 1L USD |
LX235196 |
|
6,349,368 |
$6,385,083.27 |
1.13% |
| BROADSTREET PARTNERS INC BROPAR TL B4 1L USD |
LX232654 |
|
6,291,631 |
$6,300,942.42 |
1.12% |
| ATHENAHEALTH GROUP INC 6.50%, due 02/15/2030 |
|
60337JAA4 |
6,527,000 |
$6,145,698.35 |
1.09% |
| GO DADDY OPCO/FINCO 5.25%, due 12/01/2027 |
|
38016LAA3 |
6,210,000 |
$6,144,351.62 |
1.09% |
| LEIA FINCO US LLC Variable rate, due 07/02/2032 |
LX232016 |
|
6,177,416 |
$6,131,085.32 |
1.09% |
| ASSUREDPARTNERS INC 5.625%, due 01/15/2029 |
|
04624VAB5 |
5,946,000 |
$5,655,279.24 |
1.00% |
| CSC HOLDINGS LLC 4.50%, due 11/15/2031 |
|
126307BH9 |
8,320,000 |
$5,660,647.62 |
1.00% |
| BERRY GLOBAL INC 5.625%, due 07/15/2027 |
|
085770AB1 |
5,419,000 |
$5,394,959.15 |
0.96% |
| ONEDIGITAL BORROWER LLC Variable rate, due 06/14/2032 |
LX235335 |
|
5,301,150 |
$5,287,897.13 |
0.94% |
| RYAN SPECIALTY RYASPE TL B 1L USD |
LX189108 |
|
5,294,673 |
$5,323,793.89 |
0.94% |
| IRB HOLDING CORP 7%, due 06/15/2025 |
|
44988MAC9 |
5,088,000 |
$5,105,222.89 |
0.90% |
| SUMMIT MATERIALS LLC/FIN 5.25%, due 01/15/2029 |
|
86614RAN7 |
5,167,000 |
$5,051,529.43 |
0.90% |
| WAYSTAR TECHNOLOGIES INC NAVCUR TL B 1L USD |
LX236514 |
|
4,985,913 |
$5,035,797.03 |
0.89% |
| IHEARTCOMMUNICATIONS INC 8.375%, due 05/01/2027 |
|
45174HBD8 |
13,053,000 |
$4,924,307.95 |
0.87% |
| LEVEL 3 FINANCING INC 11%, due 11/15/2029 |
|
527298BV4 |
4,662,000 |
$4,893,717.34 |
0.87% |
| US FOODS INC 4.625%, due 06/01/2030 |
|
90290MAE1 |
5,250,000 |
$4,911,331.53 |
0.87% |
| ARAMARK SERVICES INC 5%, due 02/01/2028 |
|
038522AQ1 |
4,932,000 |
$4,806,362.73 |
0.85% |
| HUB INTERNATIONAL LTD 5.625%, due 12/01/2029 |
|
44332PAG6 |
4,934,000 |
$4,724,881.79 |
0.84% |
| HUB INTERNATIONAL LTD 7.375%, due 01/31/2032 |
|
44332PAJ0 |
4,625,000 |
$4,766,673.00 |
0.84% |
| PANTHER ESCROW ISSUER 7.125%, due 06/01/2031 |
|
69867RAA5 |
4,606,000 |
$4,742,535.66 |
0.84% |
| MEDLINE BORROWER LP 5.25%, due 10/01/2029 |
|
62482BAB8 |
4,833,000 |
$4,682,256.31 |
0.83% |
| GENESYS CLOUD SERVICES GCTI TL B 1L USD |
LX228183 |
|
4,374,989 |
$4,404,389.38 |
0.78% |
| PAYSAFE FIN PLC/PAYSAFE 4%, due 06/15/2029 |
|
70452AAA1 |
4,738,000 |
$4,392,165.81 |
0.78% |
| TRANSDIGM INC 6.75%, due 08/15/2028 |
|
893647BR7 |
4,311,000 |
$4,398,177.03 |
0.78% |
| FILTRATION GROUP CORP FILGRO TL B 1L USD |
LX199347 |
|
4,290,993 |
$4,322,875.01 |
0.77% |
| WASTE PRO USA INC 5.50%, due 02/15/2026 |
|
94107JAA1 |
4,419,000 |
$4,369,937.70 |
0.77% |
| OWENS-BROCKWAY 7.25%, due 05/15/2031 |
|
69073TAU7 |
4,321,000 |
$4,293,993.75 |
0.76% |
| GARDA WORLD SECURITY 7.75%, due 02/15/2028 |
|
36485MAM1 |
4,034,000 |
$4,154,067.98 |
0.74% |
| SEALED AIR/SEALED AIR US 6.125%, due 02/01/2028 |
|
812127AA6 |
4,070,000 |
$4,117,875.41 |
0.73% |
| MOLINA HEALTHCARE INC 3.875%, due 05/15/2032 |
|
60855RAL4 |
4,576,000 |
$4,045,726.25 |
0.72% |
| FORD MOTOR COMPANY 9.625%, due 04/22/2030 |
|
345370CX6 |
3,369,000 |
$3,977,396.84 |
0.70% |
| LAMB WESTON HLD 4.375%, due 01/31/2032 |
|
513272AE4 |
4,297,000 |
$3,895,308.32 |
0.69% |
| ZAYO GROUP HOLDINGS INC 6.125%, due 03/01/2028 |
|
98919VAB1 |
5,814,000 |
$3,874,500.82 |
0.69% |
| NORDSTROM INC 4%, due 03/15/2027 |
|
655664AS9 |
4,040,000 |
$3,855,315.03 |
0.68% |
| AMWINS GROUP INC 6.375%, due 02/15/2029 |
|
031921AC3 |
3,710,000 |
$3,766,740.74 |
0.67% |
| PIKE CORP 5.50%, due 09/01/2028 |
|
721283AA7 |
3,855,000 |
$3,763,677.74 |
0.67% |
| UKG INC ULTI TL B 1L USD |
LX225675 |
|
3,745,039 |
$3,769,307.13 |
0.67% |
| CLARIVATE SCIENCE HOLDINGS CORP 3.875%, due 07/01/2028 |
|
18064PAC3 |
3,973,000 |
$3,715,702.56 |
0.66% |
| BALL CORP 2.875%, due 08/15/2030 |
|
058498AW6 |
4,227,000 |
$3,650,019.99 |
0.65% |
| GEN DIGITAL INC 7.125%, due 09/30/2030 |
|
668771AL2 |
3,484,000 |
$3,602,055.35 |
0.64% |
| MOLINA HEALTHCARE INC 3.875%, due 11/15/2030 |
|
60855RAK6 |
4,000,000 |
$3,618,036.00 |
0.64% |
| CALPINE CORP 5.125%, due 03/15/2028 |
|
131347CN4 |
3,627,000 |
$3,529,117.43 |
0.63% |
| RYAN SPECIALTY GROUP 4.375%, due 02/01/2030 |
|
78351MAA0 |
3,801,000 |
$3,564,214.04 |
0.63% |
| ABC SUPPLY CO INC 4%, due 01/15/2028 |
|
024747AF4 |
3,647,000 |
$3,439,257.04 |
0.61% |
| FERTITTA ENTERTAINMENT 6.75%, due 1/15/2030 |
|
31556TAC3 |
3,891,000 |
$3,455,890.71 |
0.61% |
| ALTICE FRANCE SA 5.125%, due 07/15/2029 |
|
02156LAF8 |
5,117,000 |
$3,324,023.16 |
0.59% |
| RINGCENTRAL INC 8.50%, due 08/15/2030 |
|
76680RAJ6 |
3,092,000 |
$3,262,053.82 |
0.58% |
| USI INC/NY COMINV TL B 1L USD |
LX233940 |
|
3,250,502 |
$3,258,628.56 |
0.58% |
| CCO HLDGS LLC/CAP CORP 7.375%, due 03/03/2031 |
|
1248EPCT8 |
3,219,000 |
$3,197,159.73 |
0.57% |
| ELASTIC NV 4.125%, due 07/15/2029 |
|
28415LAA1 |
3,464,000 |
$3,189,809.50 |
0.57% |
| HERC HOLDINGS INC 6.625%, due 06/15/2029 |
|
42704LAE4 |
3,140,000 |
$3,207,396.96 |
0.57% |
| HUB INTERNATIONAL LTD HBGCN TL B 1L USD |
LX225220 |
|
3,186,985 |
$3,201,804.85 |
0.57% |
| VICI PROPERTIES LP 5.75%, due 04/01/2034 |
|
925650AF0 |
3,155,000 |
$3,182,391.71 |
0.56% |
| PROAMPAC PG BORROWER LLC PROLAM TL B 1L USD |
LX228683 |
|
3,011,599 |
$3,026,340.57 |
0.54% |
| ALTERYX INC 8.75%, due 03/15/2028 |
|
02156BAG8 |
2,892,000 |
$2,983,043.05 |
0.53% |
| POLARIS NEWCO LLC SLH TL B 1L USD |
LX195131 |
|
2,984,655 |
$2,992,429.77 |
0.53% |
| SKOPIMA CONSILIO PARENT ADVDIS TL 1L USD |
LX194581 |
|
2,984,655 |
$2,989,788.35 |
0.53% |
| CLARIVATE SCIENCE HOLDINGS CORP 4.875%, due 07/01/2029 |
|
18064PAD1 |
3,114,000 |
$2,948,431.05 |
0.52% |
| GRAPHIC PACKAGING INTERNATIONAL 3.75%, due 02/01/2030 |
|
38869AAD9 |
3,239,000 |
$2,953,419.32 |
0.52% |
| FIRSTCASH INC 4.625%, due 09/01/2028 |
|
33767DAB1 |
3,056,000 |
$2,906,219.94 |
0.51% |
| IQVIA INC 6.50%, due 05/15/2030 |
|
46266TAD0 |
2,802,000 |
$2,875,602.93 |
0.51% |
| GFL ENVIRONMENTAL INC 6.75%, due 01/15/2031 |
|
36168QAQ7 |
2,750,000 |
$2,834,350.76 |
0.50% |
| MCAFEE CORP 7.375%, due 02/15/2030 |
|
579063AB4 |
3,000,000 |
$2,806,795.32 |
0.50% |
| CHARLES RIVER LABORATORIES 3.75%, due 03/15/2029 |
|
159864AG2 |
3,000,000 |
$2,774,655.60 |
0.49% |
| ENERGIZER HOLDINGS INC 6.50%, due 12/31/2027 |
|
29272WAF6 |
2,733,000 |
$2,742,639.30 |
0.49% |
| BOXER PARENT CO INC 9.125%, due 03/01/2026 |
|
103186AC6 |
2,724,000 |
$2,729,287.29 |
0.48% |
| LABL INC 9.50%, due 11/01/2028 |
|
50168QAE5 |
2,612,000 |
$2,645,485.84 |
0.47% |
| LogMeIn, Inc. (GoTo Group, Inc.) First Lien First Out TL |
LX226623 |
|
2,985,626 |
$2,653,475.31 |
0.47% |
| STATION CASINOS LLC 4.50%, due 02/15/2028 |
|
857691AG4 |
2,694,000 |
$2,568,021.30 |
0.45% |
| ADVANCED DRAINAGE SYSTEM 6.375%, due 06/15/2030 |
|
00790RAB0 |
2,445,000 |
$2,482,777.71 |
0.44% |
| GENESEE & WYOMING INC 6.25%, due 04/15/2032 |
|
371559AB1 |
2,466,000 |
$2,495,892.85 |
0.44% |
| VERIFONE SYSTEMS INC PAY TL 1L USD |
LX175222 |
|
2,905,963 |
$2,485,760.62 |
0.44% |
| FIRSTCASH INC 6.875%, due 03/01/2032 |
|
33767DAD7 |
2,269,000 |
$2,286,429.87 |
0.41% |
| SELECT MEDICAL CORP SEM TL B 1L USD |
LX213993 |
|
2,333,040 |
$2,339,607.19 |
0.41% |
| TRANSDIGM INC 6.625%, due 03/01/2032 |
|
893647BV8 |
2,281,000 |
$2,334,608.06 |
0.41% |
| BUILDERS FIRSTSOURCE INC 6.375%, due 03/01/2034 |
|
12008RAS6 |
2,241,000 |
$2,264,340.02 |
0.40% |
| HCA INC 5.875%, due 02/15/2026 |
|
404119BS7 |
2,218,000 |
$2,229,725.57 |
0.40% |
| US FOODS INC 7.25%, due 01/15/2032 |
|
90290MAH4 |
2,078,000 |
$2,176,817.24 |
0.39% |
| GTCR AP FINANCE INC 8%, due 05/15/2027 |
|
40060QAA3 |
2,101,000 |
$2,119,675.80 |
0.38% |
| HILLENBRAND INC 6.25%, due 02/15/2029 |
|
431571AF5 |
2,116,000 |
$2,143,271.01 |
0.38% |
| MSCI INC 3.25%, due 08/15/2033 |
|
55354GAQ3 |
2,550,000 |
$2,139,793.49 |
0.38% |
| TRUIST INSURANCE HOLDING Variable rate, due 03/08/2032 |
LX227767 |
|
2,101,934 |
$2,153,168.63 |
0.38% |
| CSC HOLDINGS LLC 5.75%, due 01/15/2030 |
|
126307BA4 |
5,113,000 |
$2,062,912.46 |
0.37% |
| ASSUREDPARTNERS INC 7.50%, due 02/15/2032 |
|
04624VAC3 |
1,996,000 |
$2,026,572.74 |
0.36% |
| BROADSTREET PARTNERS INC 5.875%, due 04/15/2029 |
|
11135RAA3 |
2,092,000 |
$2,004,475.75 |
0.36% |
| GARDA WORLD SECURITY CORP 9.50%, due 11/01/2027 |
|
36257BAA7 |
2,000,000 |
$2,017,718.00 |
0.36% |
| GARTNER INC 4.50%, due 07/01/2028 |
|
366651AC1 |
2,000,000 |
$1,948,742.40 |
0.35% |
| LABL INC 6.75%, due 07/15/2026 |
|
50168AAB6 |
2,000,000 |
$1,993,773.60 |
0.35% |
| ORACLE CORP 6.50%, due 04/15/2038 |
|
68389XAE5 |
1,796,000 |
$1,971,615.05 |
0.35% |
| TRINET GROUP INC 7.125%, due 08/15/2031 |
|
896288AC1 |
1,913,000 |
$1,964,381.28 |
0.35% |
| UNIVISION COMMUNICATIONS 6.625%, due 06/01/2027 |
|
914906AU6 |
2,027,000 |
$1,980,246.64 |
0.35% |
| COSTAR GROUP INC 2.80%, due 07/15/2030 |
|
22160NAA7 |
2,219,000 |
$1,905,319.59 |
0.34% |
| CT TECHNOLOGIES CTTECH TL 1L USD |
LX196065 |
|
1,935,696 |
$1,941,744.86 |
0.34% |
| GOTO GROUP INC 5.50%, due 05/01/2028 |
|
38349YAA3 |
2,445,875 |
$1,935,298.59 |
0.34% |
| OPEN TEXT CORP 3.875%, due 12/01/2029 |
|
683715AD8 |
2,108,000 |
$1,918,552.94 |
0.34% |
| RADIATE HOLDCO / FINANCE 4.50%, due 09/15/2026 |
|
75026JAC4 |
2,392,000 |
$1,899,558.05 |
0.34% |
| THE BRINK'S CO 4.625%, due 10/15/2027 |
|
109696AA2 |
2,000,000 |
$1,938,822.80 |
0.34% |
| VICI PROPERTIES / NOTE 4.625%, due 12/01/2029 |
|
92564RAB1 |
2,000,000 |
$1,917,589.60 |
0.34% |
| CAESARS ENTERTAINMENT INC 4.625%, due 10/15/2029 |
|
12769GAA8 |
1,999,000 |
$1,851,929.56 |
0.33% |
| SCOTTS MIRACLE-GRO CO 4.50%, due 10/15/2029 |
|
810186AS5 |
2,000,000 |
$1,842,783.40 |
0.33% |
| HERC HOLDINGS INC 5.50%, due 07/15/2027 |
|
42704LAA2 |
1,794,000 |
$1,781,955.27 |
0.32% |
| IDERA INC Variable rate, due 03/02/2029 |
LX192320 |
|
1,821,938 |
$1,792,331.33 |
0.32% |
| ZIPRECRUITER INC 5%, due 01/15/2030 |
|
98980BAA1 |
2,077,000 |
$1,802,060.65 |
0.32% |
| IVC ACQUISITION LTD INDVET TL B 1L USD |
LX235016 |
|
1,714,142 |
$1,722,721.06 |
0.31% |
| ALTICE FRANCE SA 5.50%, due 01/15/2028 |
|
02156LAC5 |
2,511,000 |
$1,713,239.70 |
0.30% |
| CCO HLDGS LLC/CAP CORP 4.50%, due 08/15/2030 |
|
1248EPCE1 |
1,953,000 |
$1,680,058.27 |
0.30% |
| SS&C TECHNOLOGIES INC 6.50%, due 06/01/2032 |
|
78466CAD8 |
1,643,000 |
$1,674,667.48 |
0.30% |
| ENERGIZER HOLDINGS INC 4.75%, due 06/15/2028 |
|
29272WAC3 |
1,746,000 |
$1,656,758.10 |
0.29% |
| GFL ENVIRONMENTAL INC 4.75%, due 06/15/2029 |
|
36168QAN4 |
1,686,000 |
$1,612,630.67 |
0.29% |
| ION TRADING TECHNOLOGIES 5.75%, due 05/15/2028 |
|
46205YAA9 |
1,721,000 |
$1,601,102.23 |
0.28% |
| Morgan Stanley Institutional Liquidity Fund - Treasury Portfolio |
MISXX |
61747C582 |
1,589,906 |
$1,589,905.72 |
0.28% |
| TRANSDIGM INC 6.375%, due 03/01/2029 |
|
893647BU0 |
1,552,000 |
$1,579,813.39 |
0.28% |
| VICI PROPERTIES / NOTE 3.50%, due 02/15/2025 |
|
92564RAC9 |
1,624,000 |
$1,603,742.22 |
0.28% |
| VISTRA CORP 5%, due 07/31/2027 |
|
92840VAF9 |
1,588,000 |
$1,554,647.88 |
0.28% |
| CCO HLDGS LLC/CAP CORP 6.375%, due 09/01/2029 |
|
1248EPCS0 |
1,567,000 |
$1,505,328.68 |
0.27% |
| ACADIA HEALTHCARE CO INC 5%, due 04/15/2029 |
|
00404AAP4 |
1,510,000 |
$1,444,273.88 |
0.26% |
| ACUSHNET CO 7.375%, due 10/15/2028 |
|
005095AA2 |
1,413,000 |
$1,473,555.53 |
0.26% |
| BERRY GLOBAL INC 5.65%, due 01/15/2034 |
|
08576PAP6 |
1,460,000 |
$1,458,730.74 |
0.26% |
| CHARLES RIVER LABORATORIES 4%, due 03/15/2031 |
|
159864AJ6 |
1,483,000 |
$1,344,687.27 |
0.24% |
| OPEN TEXT INC 4.125%, due 12/01/2031 |
|
683720AC0 |
1,513,000 |
$1,349,349.23 |
0.24% |
| PRESTIGE BRANDS INC 5.125%, due 01/15/2028 |
|
74112BAL9 |
1,389,000 |
$1,358,124.06 |
0.24% |
| WAND NEWCO 3 INC 7.625%, due 01/30/2032 |
|
933940AA6 |
1,298,000 |
$1,358,320.66 |
0.24% |
| BALDWIN INSUR GRP/FIN 7.125%, due 05/15/2031 |
|
05825XAA7 |
1,247,000 |
$1,274,917.84 |
0.23% |
| BOYD GAMING CORP 4.75%, due 06/15/2031 |
|
103304BV2 |
1,438,000 |
$1,322,537.23 |
0.23% |
| HEALTHEQUITY INC 4.50%, due 10/01/2029 |
|
42226AAA5 |
1,365,000 |
$1,284,035.85 |
0.23% |
| RADIATE HOLDCO LLC RADIAT TL B 1L USD |
LX199686 |
|
1,529,054 |
$1,279,764.28 |
0.23% |
| FIESTA PURCHASER INC 7.875%, due 03/01/2031 |
|
31659AAA4 |
1,198,000 |
$1,254,347.93 |
0.22% |
| GFL ENVIRONMENTAL INC 4%, due 08/01/2028 |
|
36168QAL8 |
1,300,000 |
$1,222,518.83 |
0.22% |
| VERDE PURCHASER LLC VRTV TL B 1L USD |
LX219615 |
|
1,232,023 |
$1,234,486.74 |
0.22% |
| LogMeIn, Inc. (GoTo Group, Inc.) First Lien Second Out TL |
LX226624 |
|
2,451,837 |
$1,060,419.52 |
0.19% |
| NORDSTROM INC 4.375%, due 04/01/2030 |
|
655664AT7 |
1,146,000 |
$1,051,948.35 |
0.19% |
| ORACLE CORP 6.15%, due 11/09/2029 |
|
68389XCH6 |
1,000,000 |
$1,061,050.77 |
0.19% |
| ORACLE CORP 6.25%, due 11/09/2032 |
|
68389XCJ2 |
1,000,000 |
$1,077,178.89 |
0.19% |
| CCO HLDGS LLC/CAP CORP 4.75%, due 03/01/2030 |
|
1248EPCD3 |
1,184,000 |
$1,042,877.74 |
0.18% |
| GOTO GROUP INC 5.50%, due 05/01/2028 |
|
38349YAB1 |
2,445,875 |
$1,037,051.00 |
0.18% |
| LPL HOLDINGS INC 4.625%, due 11/15/2027 |
|
50212YAC8 |
1,045,000 |
$1,022,270.10 |
0.18% |
| ALLIED UNIVERSAL HOLDCO 7.875%, due 02/15/2031 |
|
019576AD9 |
933,000 |
$954,403.02 |
0.17% |
| ALTICE FRANCE HOLDING SA 10.50%, due 05/15/2027 |
|
02156TAB0 |
2,542,000 |
$966,187.25 |
0.17% |
| BALL CORP 6.875%, due 03/15/2028 |
|
058498AY2 |
903,000 |
$933,607.19 |
0.17% |
| CEMEX SAB DE CV N/C, 5.45%, due 11/19/2029 |
|
151290BV4 |
973,000 |
$963,215.22 |
0.17% |
| GRAPHIC PACKAGING INTERNATIONAL 6.375%, due 07/15/2032 |
|
38869AAE7 |
936,000 |
$948,872.81 |
0.17% |
| HUB INTERNATIONAL LTD 7.25%, due 06/15/2030 |
|
44332PAH4 |
925,000 |
$954,773.99 |
0.17% |
| LIGHT & WONDER INTERNATIONAL 7.50%, due 09/01/2031 |
|
531968AA3 |
930,000 |
$973,683.03 |
0.17% |
| MITER BRAND / MIWD BORROWER 6.75%, due 04/01/2032 |
|
60672JAA7 |
971,000 |
$982,562.67 |
0.17% |
| VAIL RESORTS INC 6.50%, due 05/15/2032 |
|
91879QAP4 |
937,000 |
$955,755.93 |
0.17% |
| CSC HOLDINGS LLC 7.50%, due 04/01/2028 |
|
126307AY3 |
1,736,000 |
$929,808.20 |
0.16% |
| MOLINA HEALTHCARE INC 4.375%, due 06/15/2028 |
|
60855RAJ9 |
968,000 |
$925,110.14 |
0.16% |
| RAISING CANE'S RESTAURANTS 9.375%, due 05/01/2029 |
|
75103AAA3 |
812,000 |
$881,019.55 |
0.16% |
| RITCHIE BROS HLDGS INC 6.75%, due 03/15/2028 |
|
76774LAB3 |
901,000 |
$923,612.40 |
0.16% |
| DUN & BRADSTREET CORP 5%, due 12/15/2029 |
|
26483EAL4 |
900,000 |
$853,140.15 |
0.15% |
| VERDE PURCHASER LLC 10.50%, due 11/30/2030 |
|
92339LAA0 |
774,000 |
$831,684.67 |
0.15% |
| STANDARD INDUSTRIES INC 4.375%, due 07/15/2030 |
|
853496AG2 |
858,000 |
$784,192.01 |
0.14% |
| APPLIED SYSTEMS INC APPSYS TL B 1L USD |
LX226647 |
|
704,012 |
$711,780.31 |
0.13% |
| GARDA WORLD SECURITY GWCN TL B 1L USD |
LX202657 |
|
725,035 |
$729,566.37 |
0.13% |
| MEDLINE BORROWER LP/MEDLINE CO-ISSUER 6.25%, due 04/01/2029 |
|
58506DAA6 |
737,000 |
$751,815.99 |
0.13% |
| BOOST NEWCO BORROWER LLC 7.50%, due 01/15/2031 |
|
36268NAA8 |
638,000 |
$671,054.14 |
0.12% |
| CROWDSTRIKE HOLDINGS INC 3%, due 02/15/2029 |
|
22788CAA3 |
765,000 |
$697,956.24 |
0.12% |
| RITCHIE BROS HLDGS INC 7.75%, due 03/15/2031 |
|
76774LAC1 |
625,000 |
$661,483.13 |
0.12% |
| STAR PARENT INC 9%, due 10/01/2030 |
|
855170AA4 |
648,000 |
$692,220.82 |
0.12% |
| VISTRA OPERATIONS CO LLC 7.75%, due 10/15/2031 |
|
92840VAP7 |
641,000 |
$676,462.68 |
0.12% |
| ALTICE FRANCE SA 5.125%, due 01/15/2029 |
|
02156LAE1 |
1,000,000 |
$645,934.30 |
0.11% |
| AMER SPORTS COMPANY 6.75%, due 02/16/2031 |
|
02352NAA7 |
611,000 |
$612,256.66 |
0.11% |
| BEACON ROOFING SUPPLY INC 6.50%, due 08/01/2030 |
|
073685AK5 |
588,000 |
$600,346.82 |
0.11% |
| CENTRAL PARENT/MERGER SUB 7.25%, due 06/15/2029 |
|
15477CAA3 |
613,000 |
$618,561.75 |
0.11% |
| CSC HOLDINGS LLC 11.25%, due 05/15/2028 |
|
126307BM8 |
667,000 |
$599,211.56 |
0.11% |
| ENERGIZER HOLDINGS INC 4.375%, due 03/31/2029 |
|
29272WAD1 |
650,000 |
$599,793.87 |
0.11% |
| LAMB WESTON HLD 4.875%, due 05/15/2028 |
|
513272AC8 |
623,000 |
$609,157.45 |
0.11% |
| MAVIS TIRE EXPRESS SERVICES 6.50%, due 05/15/2029 |
|
59155LAA0 |
635,000 |
$598,724.51 |
0.11% |
| MGM RESORTS INTL 6.50%, due 04/15/2032 |
|
552953CJ8 |
643,000 |
$646,403.40 |
0.11% |
| OWENS-BROCKWAY 7.375%, due 06/01/2032 |
|
69073TAV5 |
650,000 |
$645,298.75 |
0.11% |
| THE BRINK'S CO 6.50%, due 06/15/2029 |
|
109696AC8 |
618,000 |
$631,029.29 |
0.11% |
| THE BRINK'S CO 6.75%, due 06/15/2032 |
|
109696AD6 |
618,000 |
$630,985.42 |
0.11% |
| WRANGLER HOLDCO CORP 6.625%, due 04/01/2032 |
|
37441QAA9 |
618,000 |
$620,207.50 |
0.11% |
| BROWN & BROWN INC 2.375%, due 03/15/2031 |
|
115236AC5 |
675,000 |
$563,451.75 |
0.10% |
| EMRLD BORROWER LP/EMERALD CO-ISSUER 6.625%, due 12/15/2030 |
|
29103CAA6 |
561,000 |
$573,137.80 |
0.10% |
| HCA INC 5.375%, due 09/01/2026 |
|
404121AH8 |
569,000 |
$570,862.74 |
0.10% |
| MGM RESORTS INTL 5.75%, due 06/15/2025 |
|
552953CE9 |
582,000 |
$582,731.57 |
0.10% |
| SEALED AIR CORP 5%, due 04/15/2029 |
|
81211KBA7 |
566,000 |
$548,151.19 |
0.10% |
| STANDARD INDUSTRIES INC 4.75%, due 01/15/2028 |
|
853496AD9 |
574,000 |
$552,754.25 |
0.10% |
| US FOODS INC 4.75%, due 02/15/2029 |
|
90290MAD3 |
603,000 |
$578,387.25 |
0.10% |
| ALLIANT HOLDINGS INTERMEDI ALIANT TL B6 1L USD |
LX221361 |
|
439,683 |
$442,009.39 |
0.08% |
| GFL ENVIRONMENTAL INC 3.75%, due 08/01/2025 |
|
36168QAK0 |
473,000 |
$471,104.41 |
0.08% |
| LABL INC 10.50%, due 07/15/2027 |
|
50168AAA8 |
471,000 |
$463,277.25 |
0.08% |
| SCRIPPS ESCROW II INC 3.875%, due 01/15/2029 |
|
81105DAA3 |
611,000 |
$432,429.49 |
0.08% |
| 1011778 BC / NEW RED FIN 6.125%, due 06/15/2029 |
|
68245XAR0 |
309,000 |
$313,073.00 |
0.06% |
| ALTICE FRANCE SA SFRFP TL B13 1L USD |
LX174852 |
|
447,427 |
$352,907.99 |
0.06% |
| CONCENTRA ESCROW ISSUER 6.875%, due 07/15/2032 |
|
20600DAA1 |
309,000 |
$316,162.62 |
0.06% |
| CORELOGIC INC 4.50%, due 05/01/2028 |
|
21871DAD5 |
342,000 |
$316,838.96 |
0.06% |
| SIRIUS XM RADIO INC 5.50%, due 07/01/2029 |
|
82967NBC1 |
343,000 |
$330,004.45 |
0.06% |
| SIX FLAGS ENTER / THEME 6.625%, due 05/01/2032 |
|
83002YAA7 |
313,000 |
$323,540.59 |
0.06% |
| WMG ACQUISITION CORP 3%, due 02/15/2031 |
|
92933BAR5 |
394,000 |
$346,809.08 |
0.06% |
| SCIENTIFIC GAMES HOLDINGS LP/FINCO 6.625%, due 03/01/2030 |
|
80874DAA4 |
284,000 |
$277,755.21 |
0.05% |
| SEAWORLD PARKS & ENTERTAINMENT 5.25%, due 08/15/2029 |
|
81282UAG7 |
283,000 |
$271,673.83 |
0.05% |
| SENSATA TECHNOLOGIES INC 3.75%, due 02/15/2031 |
|
81728UAB0 |
333,000 |
$295,933.77 |
0.05% |
| WYNDHAM HOTELS & RESORTS 4.375%, due 08/15/2028 |
|
98311AAB1 |
289,000 |
$274,039.54 |
0.05% |
| ALLIANT HOLD / CO-ISSUER 5.875%, due 11/01/2029 |
|
01883LAD5 |
210,000 |
$199,800.51 |
0.04% |
| BOOZ ALLEN HAMILTON INC 3.875%, due 09/01/2028 |
|
09951LAA1 |
158,000 |
$150,276.66 |
0.03% |
| CSC HOLDINGS LLC 3.375%, due 02/15/2031 |
|
126307BF3 |
250,000 |
$163,994.17 |
0.03% |
| FLUTTER TREASURY DAC 6.375%, due 04/29/2029 |
|
344045AA7 |
140,000 |
$142,483.88 |
0.03% |
| GATES CORPORATION 6.875%, due 07/01/2029 |
|
367398AA2 |
158,000 |
$162,228.08 |
0.03% |
| PACTIV LLC N/C, 7.95%, due 12/15/2025 |
|
880394AB7 |
180,000 |
$184,642.10 |
0.03% |
| SUMMIT MATERIALS LLC/FIN 7.25%, due 01/15/2031 |
|
86614RAP2 |
160,000 |
$167,312.80 |
0.03% |
| AURIS LUXEMBOURG III SA AURLUX TL B 1L USD |
LX228128 |
|
92,242 |
$92,722.82 |
0.02% |
| CAESARS ENTERTAINMENT INC 7%, due 02/15/2030 |
|
12769GAB6 |
77,000 |
$79,330.94 |
0.01% |
| CHURCHILL DOWNS INC 5.75%, due 04/01/2030 |
|
12511VAA6 |
71,000 |
$69,745.02 |
0.01% |
| CROWN AMERICAS LLC 5.25%, due 04/01/2030 |
|
228180AB1 |
75,000 |
$73,777.68 |
0.01% |
| GYP HOLDINGS III CORP 4.625%, due 05/01/2029 |
|
36261NAA5 |
74,000 |
$69,239.71 |
0.01% |
| VICI PROPERTIES / NOTE 3.75%, due 02/15/2027 |
|
92564RAD7 |
60,000 |
$57,866.78 |
0.01% |
| Akorn Oct 2020 Equity |
.AKRX |
|
220,989 |
$16,574.18 |
0.00% |
| US Dollar |
$USD |
|
-215,175 |
($215,174.86) |
-0.04% |
Holdings are subject to change.
|
|