本金 值 | 説明 | 陳述 優惠券 | 陳述 到期日 | 值 | ||||
公司債券和票據 -83.8% | ||||||||
航空航天和國防 -0.5% | ||||||||
$158,000 | Booz Allen Hamilton,Inc.(A)(B) | 3.88% | 09/01/28 | $140,802 | ||||
491,000 | 科學應用國際公司(A)(B) | 4.88% | 04/01/28 | 454,825 | ||||
2,598,000 | TransDigm,Inc.(A)(B) | 6.25% | 03/15/26 | 2,555,717 | ||||
3,151,344 | ||||||||
服裝零售 -0.7% | ||||||||
4,040,000 | 諾德斯特龍公司(Nordstrom,Inc.) | 4.00% | 03/15/27 | 3,541,469 | ||||
1,146,000 | 諾德斯特龍公司(Nordstrom,Inc.) | 4.38% | 04/01/30 | 884,878 | ||||
4,426,347 | ||||||||
應用軟件 -1.3% | ||||||||
3,000,000 | 禿鷹合併子公司(A)(B) | 7.38% | 02/15/30 | 2,508,450 | ||||
651,000 | Go爸爸運營公司,LLC/GD金融有限公司(A)(B) | 5.25% | 12/01/27 | 612,813 | ||||
513,000 | Go爸爸運營公司,LLC/GD金融有限公司(A)(B) | 3.50% | 03/01/29 | 435,034 | ||||
5,755,000 | 後藤集團股份有限公司(A)(B) | 5.50% | 08/31/27 | 4,190,876 | ||||
7,747,173 | ||||||||
汽車製造商 -0.7% | ||||||||
3,369,000 | 福特汽車公司(Ford Motor Co.) | 9.63% | 04/22/30 | 3,945,340 | ||||
333,000 | 彭斯克汽車集團(Penske Automotive Group,Inc.) | 3.50% | 09/01/25 | 313,146 | ||||
4,258,486 | ||||||||
汽車零售 -0.0% | ||||||||
83,000 | 第一組汽車公司(A)(B) | 4.00% | 08/15/28 | 71,048 | ||||
162,000 | IAA,Inc.(A)(B) | 5.50% | 06/15/27 | 152,995 | ||||
224,043 | ||||||||
正在播放 -12.8% | ||||||||
9,524,000 | 鑽石體育集團,有限責任公司/鑽石體育財務公司(A) | 6.63% | 08/15/27 | 892,970 | ||||
5,708,000 | 灰色電視公司(A)(B) | 5.88% | 07/15/26 | 5,517,296 | ||||
8,201,000 | 灰色電視公司(A)(B) | 7.00% | 05/15/27 | 8,099,390 | ||||
3,409,000 | 灰色電視公司(A)(B) | 4.75% | 10/15/30 | 2,809,016 | ||||
13,053,000 | IHeartCommunications,Inc.(B) | 8.38% | 05/01/27 | 11,470,715 | ||||
177,000 | IHeartCommunications,Inc.(A)(B) | 5.25% | 08/15/27 | 159,098 | ||||
22,177,000 | Nexstar Media,Inc.(A)(B) | 5.63% | 07/15/27 | 21,143,108 | ||||
3,150,000 | Nexstar Media,Inc.(A)(B) | 4.75% | 11/01/28 | 2,854,640 | ||||
611,000 | 斯克裏普斯第二代託管公司(A)(B) | 3.88% | 01/15/29 | 518,874 | ||||
17,974,000 | 辛克萊電視集團公司(A)(B) | 5.13% | 02/15/27 | 15,438,048 | ||||
4,245,000 | 天狼星XM無線電公司(A)(B) | 3.13% | 09/01/26 | 3,786,031 | ||||
343,000 | 天狼星XM無線電公司(A)(B) | 5.50% | 07/01/29 | 321,108 | ||||
2,231,000 | Univision Communications,Inc.(A)(B) | 5.13% | 02/15/25 | 2,157,823 | ||||
2,027,000 | Univision Communications,Inc.(A)(B) | 6.63% | 06/01/27 | 1,958,660 | ||||
77,126,777 | ||||||||
建築產品 -0.2% | ||||||||
574,000 | 標準工業公司(A)(B) | 4.75% | 01/15/28 | 502,806 | ||||
858,000 | 標準工業公司(A)(B) | 4.38% | 07/15/30 | 688,009 | ||||
1,190,815 | ||||||||
有線和衞星 -8.3% | ||||||||
2,262,000 | CCO Holdings,LLC/CCO Holdings Capital Corp.(A)(B) | 5.00% | 02/01/28 | 2,075,583 | ||||
9,088,000 | CCO Holdings,LLC/CCO Holdings Capital Corp.(A)(B) | 5.38% | 06/01/29 | 8,312,793 | ||||
4,567,000 | CCO Holdings,LLC/CCO Holdings Capital Corp.(A)(B) | 6.38% | 09/01/29 | 4,426,565 | ||||
9,913,000 | CCO Holdings,LLC/CCO Holdings Capital Corp.(A)(B) | 4.75% | 03/01/30 | 8,532,020 | ||||
3,993,000 | CCO Holdings,LLC/CCO Holdings Capital Corp.(A)(B) | 4.50% | 08/15/30 | 3,362,905 |
本金 值 | 説明 | 陳述 優惠券 | 陳述 到期日 | 值 | ||||
公司債券和票據 (續) | ||||||||
有線和衞星 (續) | ||||||||
$1,155,000 | CCO Holdings,LLC/CCO Holdings Capital Corp.(A)(B) | 4.25% | 02/01/31 | $943,866 | ||||
2,370,000 | CSC Holdings,LLC(A)(B) | 7.50% | 04/01/28 | 2,110,781 | ||||
19,531,000 | CSC Holdings,LLC(A)(B) | 5.75% | 01/15/30 | 15,149,513 | ||||
3,000,000 | CSC Holdings,LLC(A)(B) | 4.63% | 12/01/30 | 2,187,765 | ||||
250,000 | CSC Holdings,LLC(A)(B) | 3.38% | 02/15/31 | 187,682 | ||||
143,000 | DirecTV融資有限責任公司/DirecTV融資共同債務人公司(A)(B) | 5.88% | 08/15/27 | 132,115 | ||||
1,149,000 | Radiate HoldCo,LLC/Radiate Finance,Inc.(A)(B) | 4.50% | 09/15/26 | 992,449 | ||||
2,284,000 | Radiate HoldCo,LLC/Radiate Finance,Inc.(A)(B) | 6.50% | 09/15/28 | 1,705,029 | ||||
50,119,066 | ||||||||
賭場和博彩 -4.1% | ||||||||
1,438,000 | 博伊德遊戲公司(A)(B) | 4.75% | 06/15/31 | 1,253,577 | ||||
1,999,000 | 凱撒娛樂公司(A)(B) | 4.63% | 10/15/29 | 1,616,681 | ||||
71,000 | CDI託管發行商,Inc.(A)(B) | 5.75% | 04/01/30 | 65,866 | ||||
13,774,000 | 費爾蒂塔娛樂有限責任公司/費爾蒂塔娛樂金融有限公司(A)(B) | 6.75% | 01/15/30 | 11,256,113 | ||||
170,000 | 米高梅國際度假村(MGM Resorts International) | 6.75% | 05/01/25 | 170,116 | ||||
582,000 | 米高梅國際度假村(MGM Resorts International) | 5.75% | 06/15/25 | 565,500 | ||||
284,000 | Science Games Holdings L.P./Science Games US FinCo,Inc.(A)(B) | 6.63% | 03/01/30 | 252,818 | ||||
2,694,000 | Station Casinos,LLC(A)(B) | 4.50% | 02/15/28 | 2,324,619 | ||||
7,417,000 | Vici Properties L.P./Vici Note Co.,Inc.(A)(B) | 4.25% | 12/01/26 | 6,947,281 | ||||
24,452,571 | ||||||||
通信設備 -2.0% | ||||||||
13,190,000 | CommScope Technologies,LLC(A)(B) | 6.00% | 06/15/25 | 11,986,808 | ||||
建築工程 -0.8% | ||||||||
5,605,000 | 派克公司(A)(B) | 5.50% | 09/01/28 | 4,641,988 | ||||
建築材料 -0.8% | ||||||||
74,000 | 吉普控股III公司(A)(B) | 4.63% | 05/01/29 | 62,907 | ||||
5,167,000 | 頂峯材料有限責任公司/頂峯材料金融公司(A)(B) | 5.25% | 01/15/29 | 4,656,841 | ||||
4,719,748 | ||||||||
消費金融 -0.5% | ||||||||
214,000 | 黑騎士信息服務有限責任公司(A)(B) | 3.63% | 09/01/28 | 187,785 | ||||
3,056,000 | FirstCash,Inc.(A)(B) | 4.63% | 09/01/28 | 2,650,205 | ||||
2,837,990 | ||||||||
電力公用事業 -3.2% | ||||||||
13,275,000 | PG&E Corp.(B) | 5.00% | 07/01/28 | 11,798,886 | ||||
8,923,000 | PG&E Corp.(B) | 5.25% | 07/01/30 | 7,729,058 | ||||
19,527,944 | ||||||||
電氣部件和設備 -0.0% | ||||||||
333,000 | Sensata Technologies,Inc.(A)(B) | 3.75% | 02/15/31 | 275,640 | ||||
環境和設施服務 -0.6% | ||||||||
2,559,000 | 聯合環球控股有限責任公司/聯合環球金融公司(A)(B) | 9.75% | 07/15/27 | 2,311,985 | ||||
1,975,000 | 聯合環球控股有限責任公司/聯合環球金融公司(A)(B) | 6.00% | 06/01/29 | 1,473,621 | ||||
3,785,606 |
本金 值 | 説明 | 陳述 優惠券 | 陳述 到期日 | 值 | ||||
公司債券和票據 (續) | ||||||||
食品分銷商 -0.1% | ||||||||
$603,000 | 美國食品公司(A)(B) | 4.75% | 02/15/29 | $538,171 | ||||
食品零售 -0.2% | ||||||||
954,000 | Safeway,Inc.(B) | 7.25% | 02/01/31 | 940,157 | ||||
醫療保健分銷商 -0.1% | ||||||||
579,000 | AdaptHealth,LLC(A)(B) | 6.13% | 08/01/28 | 534,452 | ||||
醫療保健設備 -0.2% | ||||||||
652,000 | 巴克斯特國際公司(Baxter International,Inc.) | 1.32% | 11/29/24 | 615,736 | ||||
565,000 | Embecta Corp.(A)(B) | 5.00% | 02/15/30 | 496,556 | ||||
1,112,292 | ||||||||
醫療保健設施 -5.9% | ||||||||
1,510,000 | 阿卡迪亞醫療保健公司(A)(B) | 5.00% | 04/15/29 | 1,400,371 | ||||
1,467,000 | 社區衞生服務/社區衞生系統公司(A)(B) | 5.25% | 05/15/30 | 1,113,108 | ||||
1,000,000 | 包括Health Corp.(B) | 4.75% | 02/01/30 | 856,897 | ||||
7,842,000 | 精選醫療集團(A)(B) | 6.25% | 08/15/26 | 7,511,460 | ||||
302,000 | Tenet Healthcare Corp.(A)(B) | 4.88% | 01/01/26 | 288,206 | ||||
19,000,000 | Tenet Healthcare Corp.(A)(B) | 6.25% | 02/01/27 | 18,344,500 | ||||
1,358,000 | Tenet Healthcare Corp.(A)(B) | 5.13% | 11/01/27 | 1,259,715 | ||||
1,017,000 | Tenet Healthcare Corp.(A)(B) | 4.63% | 06/15/28 | 925,857 | ||||
4,007,000 | Tenet Healthcare Corp.(A)(B) | 6.13% | 10/01/28 | 3,681,491 | ||||
35,381,605 | ||||||||
醫療保健服務 -3.1% | ||||||||
8,712,000 | DaVita,Inc.(A)(B) | 4.63% | 06/01/30 | 7,024,224 | ||||
551,000 | DaVita,Inc.(A)(B) | 3.75% | 02/15/31 | 406,390 | ||||
10,403,000 | 全球醫療響應公司(A)(B) | 6.50% | 10/01/25 | 9,300,334 | ||||
282,000 | ModivCare託管發行商,Inc.(A)(B) | 5.00% | 10/01/29 | 245,054 | ||||
1,978,000 | 兒科醫療集團有限公司(A)(B) | 5.38% | 02/15/30 | 1,688,312 | ||||
18,664,314 | ||||||||
醫療保健用品 -2.1% | ||||||||
10,128,000 | Medline借款人L.P.(A)(B) | 3.88% | 04/01/29 | 8,596,140 | ||||
4,833,000 | Medline借款人L.P.(A)(B) | 5.25% | 10/01/29 | 4,067,646 | ||||
330,000 | 歐文斯律師事務所(A)(B) | 4.50% | 03/31/29 | 281,701 | ||||
12,945,487 | ||||||||
醫療保健技術 -3.1% | ||||||||
9,213,000 | Change Healthcare Holdings,LLC/Change Healthcare Finance,Inc.(A)(B) | 5.75% | 03/01/25 | 9,103,642 | ||||
397,000 | HealthEquity,Inc.(A)(B) | 4.50% | 10/01/29 | 349,673 | ||||
3,527,000 | Minerva合併子公司(A)(B) | 6.50% | 02/15/30 | 2,998,867 | ||||
6,150,000 | Verscend託管公司(A)(B) | 9.75% | 08/15/26 | 6,219,495 | ||||
18,671,677 | ||||||||
酒店、度假村及郵輪公司 -0.3% | ||||||||
294,000 | Boyne USA,Inc.(A)(B) | 4.75% | 05/15/29 | 261,992 | ||||
1,202,000 | 中西部博彩借款人,有限責任公司/中西部博彩金融公司(A)(B) | 4.88% | 05/01/29 | 1,056,847 | ||||
289,000 | 温德姆酒店及度假村有限公司(A)(B) | 4.38% | 08/15/28 | 258,860 | ||||
575,000 | XHR L.P.(A)(B) | 4.88% | 06/01/29 | 508,094 | ||||
2,085,793 |
本金 值 | 説明 | 陳述 優惠券 | 陳述 到期日 | 值 | ||||
公司債券和票據 (續) | ||||||||
家居用品 -0.4% | ||||||||
$1,121,000 | 勁量控股有限公司(A)(B) | 6.50% | 12/31/27 | $1,045,375 | ||||
1,000,000 | 勁量控股有限公司(A)(B) | 4.75% | 06/15/28 | 833,290 | ||||
650,000 | 勁量控股有限公司(A)(B) | 4.38% | 03/31/29 | 528,720 | ||||
2,407,385 | ||||||||
獨立發電商和能源交易商 -0.7% | ||||||||
2,770,000 | 卡爾平公司(A)(B) | 5.13% | 03/15/28 | 2,468,537 | ||||
1,588,000 | 維斯特拉運營有限公司(A)(B) | 5.00% | 07/31/27 | 1,479,857 | ||||
3,948,394 | ||||||||
工業機械 -1.0% | ||||||||
6,597,000 | 蓋茨全球有限責任公司/蓋茨公司(A)(B) | 6.25% | 01/15/26 | 6,260,025 | ||||
保險經紀 -11.8% | ||||||||
17,071,000 | Alliant Holdings Intermediate,LLC/Alliant Holdings Co-Issuer(A)(B) | 6.75% | 10/15/27 | 15,535,293 | ||||
210,000 | Alliant Holdings Intermediate,LLC/Alliant Holdings Co-Issuer(A)(B) | 5.88% | 11/01/29 | 180,912 | ||||
19,532,000 | AmWINS Group,Inc.(A)(B) | 4.88% | 06/30/29 | 17,025,198 | ||||
10,980,000 | AssuredPartners,Inc.(A)(B) | 7.00% | 08/15/25 | 10,650,600 | ||||
13,689,000 | AssuredPartners,Inc.(A)(B) | 5.63% | 01/15/29 | 11,397,069 | ||||
2,092,000 | BroadStreet Partners,Inc.(A)(B) | 5.88% | 04/15/29 | 1,728,140 | ||||
1,211,000 | GTCR AP Finance,Inc.(A)(B) | 8.00% | 05/15/27 | 1,175,089 | ||||
9,408,000 | Hub International Ltd.(A)(B) | 7.00% | 05/01/26 | 9,228,778 | ||||
4,934,000 | Hub International Ltd.(A)(B) | 5.63% | 12/01/29 | 4,322,118 | ||||
71,243,197 | ||||||||
綜合電信服務 -1.2% | ||||||||
571,000 | FronTier Communications Holdings,LLC(A)(B) | 6.00% | 01/15/30 | 471,509 | ||||
122,000 | Zayo Group Holdings,Inc.(A)(B) | 4.00% | 03/01/27 | 104,165 | ||||
8,267,000 | Zayo Group Holdings,Inc.(A)(B) | 6.13% | 03/01/28 | 6,442,556 | ||||
7,018,230 | ||||||||
交互式家庭娛樂 -0.3% | ||||||||
1,899,000 | Playtika Holding Corp.(A)(B) | 4.25% | 03/15/29 | 1,622,344 | ||||
互聯網和直銷零售 -1.2% | ||||||||
8,270,000 | Cars.com,Inc.(A)(B) | 6.38% | 11/01/28 | 7,448,417 | ||||
投資銀行和經紀業務 -0.1% | ||||||||
500,000 | LPL Holdings,Inc.(A)(B) | 4.63% | 11/15/27 | 471,236 | ||||
IT諮詢和其他服務 -0.3% | ||||||||
2,000,000 | Gartner,Inc.(A)(B) | 4.50% | 07/01/28 | 1,849,650 | ||||
休閒設施 -0.0% | ||||||||
283,000 | 海洋世界公園娛樂公司(A)(B) | 5.25% | 08/15/29 | 246,857 | ||||
管理型醫療保健 -1.5% | ||||||||
2,832,000 | MPH收購控股有限責任公司(A)(B) | 5.50% | 09/01/28 | 2,418,882 | ||||
8,284,000 | MPH收購控股有限責任公司(A)(B) | 5.75% | 11/01/28 | 6,601,747 | ||||
9,020,629 | ||||||||
金屬和玻璃容器 -1.6% | ||||||||
4,227,000 | 鮑爾公司(Ball Corp.)(B) | 2.88% | 08/15/30 | 3,434,395 | ||||
5,000,000 | Berry Global,Inc.(A)(B) | 5.63% | 07/15/27 | 4,888,500 |
本金 值 | 説明 | 陳述 優惠券 | 陳述 到期日 | 值 | ||||
公司債券和票據 (續) | ||||||||
金屬和玻璃容器 (續) | ||||||||
$1,163,000 | 歐文斯-布羅克韋玻璃容器公司(A)(B) | 5.38% | 01/15/25 | $1,083,378 | ||||
9,406,273 | ||||||||
電影和娛樂 -1.1% | ||||||||
4,380,000 | Live Nation Entertainment,Inc.(A)(B) | 5.63% | 03/15/26 | 4,232,788 | ||||
2,620,000 | Live Nation Entertainment,Inc.(A)(B) | 4.75% | 10/15/27 | 2,388,563 | ||||
6,621,351 | ||||||||
紙包裝 -2.3% | ||||||||
12,280,000 | 格雷厄姆包裝公司(A)(B) | 7.13% | 08/15/28 | 10,562,028 | ||||
3,153,000 | Pactive v Evergreen Group Issuer,Inc./Pactiv Evergreen Group Issuer,LLC(A)(B) | 4.00% | 10/15/27 | 2,756,526 | ||||
566,000 | 密封空氣公司(A)(B) | 5.00% | 04/15/29 | 538,713 | ||||
13,857,267 | ||||||||
個人產品 -0.2% | ||||||||
1,389,000 | 威望品牌公司(A)(B) | 5.13% | 01/15/28 | 1,283,110 | ||||
製藥 -0.1% | ||||||||
667,000 | Emerent BioSolutions,Inc.(A)(B) | 3.88% | 08/15/28 | 467,817 | ||||
343,000 | Horizon Treeutics USA,Inc.(A)(B) | 5.50% | 08/01/27 | 329,145 | ||||
796,962 | ||||||||
研究和諮詢服務 -0.8% | ||||||||
6,126,000 | CoreLogic,Inc.(A)(B) | 4.50% | 05/01/28 | 4,833,138 | ||||
餐飲 -0.8% | ||||||||
5,088,000 | IRB Holding Corp.(A)(B) | 7.00% | 06/15/25 | 5,117,485 | ||||
安全和警報服務 -0.3% | ||||||||
2,000,000 | Brink‘s(The)Co.(A)(B) | 4.63% | 10/15/27 | 1,802,710 | ||||
專業化消費者服務 -1.2% | ||||||||
2,794,000 | Aramark Services,Inc.(A)(B) | 6.38% | 05/01/25 | 2,773,073 | ||||
4,932,000 | Aramark Services,Inc.(A)(B) | 5.00% | 02/01/28 | 4,544,616 | ||||
7,317,689 | ||||||||
專業金融 -0.1% | ||||||||
724,000 | Park Intermediate Holdings、LLC/PK Home Property、LLC/PK Finance聯合發行人(A)(B) | 4.88% | 05/15/29 | 637,824 | ||||
特種化學品 -0.9% | ||||||||
5,705,000 | Avantor Funding,Inc.(A)(B) | 4.63% | 07/15/28 | 5,198,967 | ||||
專賣店 -0.0% | ||||||||
150,000 | PetSmart,Inc./PetSmart Finance Corp.(A)(B) | 4.75% | 02/15/28 | 133,941 | ||||
系統軟件 -3.2% | ||||||||
2,724,000 | 義和團母公司(甲)(乙) | 9.13% | 03/01/26 | 2,617,168 | ||||
16,882,000 | SS&C Technologies,Inc.(A)(B) | 5.50% | 09/30/27 | 15,978,119 | ||||
652,000 | VMware,Inc.(B) | 1.00% | 08/15/24 | 611,427 | ||||
19,206,714 | ||||||||
貿易公司和分銷商 -0.7% | ||||||||
1,035,000 | SRS分銷公司(A)(B) | 6.13% | 07/01/29 | 860,013 | ||||
3,884,000 | SRS分銷公司(A)(B) | 6.00% | 12/01/29 | 3,168,091 | ||||
4,028,104 |
本金 值 | 説明 | 陳述 優惠券 | 陳述 到期日 | 值 | ||||
公司債券和票據 (續) | ||||||||
卡車運輸 -0.4% | ||||||||
$2,889,000 | 赫茲(集團)公司(A)(B) | 4.63% | 12/01/26 | $2,463,147 | ||||
公司債券和票據總額 | 505,587,340 | |||||||
(Cost $564,976,873) | ||||||||
本金 值 | 説明 | 費率(C) | 陳述 到期日(D) | 值 | ||||
優先浮動利率貸款利率 -30.8% | ||||||||
航空航天和國防 -0.4% | ||||||||
2,737,729 | Peraton Corp.,定期貸款B,1個月。Libor+3.75%,0.75%下限(B) | 6.27% | 02/01/28 | 2,655,597 | ||||
應用軟件 -15.5% | ||||||||
3,500,000 | Epicor Software Corp.,第二筆留置權定期貸款,1個月。Libor+7.75%,下限1.00%(B) | 10.27% | 07/30/28 | 3,481,030 | ||||
8,720,286 | Gainwell收購公司(FKA Milano),定期貸款B,3個月。Libor+4.00%,0.75%下限(B) | 6.25% | 10/01/27 | 8,507,772 | ||||
9,000,000 | 去爸爸運營公司,有限責任公司,定期貸款B2,1個月。Libor+1.75%,0.00%下限(B) | 4.27% | 02/15/24 | 8,903,610 | ||||
10,638,139 | Greeneden U.S.Holdings II,LLC(Genesys電信實驗室,Inc.),初始美元定期貸款,1個月Libor+4.00%,0.75%下限(B) | 6.52% | 12/01/27 | 10,440,588 | ||||
2,981,588 | Hyland Software,Inc.,第二留置權定期貸款,1個月Libor+6.25%,0.75%下限(B) | 8.77% | 07/10/25 | 2,929,411 | ||||
8,917,326 | Hyland Software,Inc.,定期貸款B,1個月Libor+3.50%,0.75%下限(B) | 6.02% | 07/01/24 | 8,793,108 | ||||
10,899,339 | 互聯網品牌公司(WebMD/MH Sub I,LLC),2020年6月新定期貸款,1月。Libor+3.75%,下限1.00%(B) | 6.27% | 09/15/24 | 10,617,808 | ||||
9,551,587 | 互聯網品牌公司(WebMD/MH Sub I,LLC),第二留置權定期貸款,1個月。Libor+6.25%,0.00%下限(B) | 8.71% | 02/23/29 | 9,140,869 | ||||
6,532,070 | 互聯網品牌公司(WebMD/MH Sub I,LLC),初始定期貸款,1個月。Libor+3.75%,0.00%下限(B) | 6.27% | 09/13/24 | 6,361,322 | ||||
451,412 | 離子貿易技術有限公司,定期貸款B,3個月。Libor+4.75%,0.00%下限(B) | 7.00% | 04/01/28 | 438,244 | ||||
5,872,924 | LogMeIn,Inc.(Goto Group,Inc.),定期貸款B,1個月Libor+4.75%,0.00%下限(B) | 7.12% | 08/31/27 | 4,557,389 | ||||
1,936,649 | Micro Focus International(MA Financeco,LLC),定期貸款B4,3月。Libor+4.25%,下限1.00%(B) | 5.92% | 06/05/25 | 1,908,820 | ||||
3,538,182 | RealPage,Inc.,第二留置權定期貸款,1個月Libor+6.50%,0.75%下限(B) | 9.02% | 04/22/29 | 3,436,459 | ||||
14,253,243 | SolarWinds Holdings,Inc.,初始定期貸款,1個月Libor+2.75%,0.00%下限(B) | 5.27% | 02/05/24 | 14,003,812 | ||||
93,520,242 | ||||||||
有線和衞星 -0.2% | ||||||||
1,562,258 | Cablevision(又名CSC Holdings,LLC),2017年3月定期貸款B-1,1個月。Libor+2.25%,0.00%下限(B) | 4.64% | 07/17/25 | 1,510,516 | ||||
教育服務 -0.0% | ||||||||
142,291 | Asccount Holdings,Inc.(水星),第二留置權定期貸款,3個月。Libor+6.50%,下限0.50% | 8.81% | 08/02/29 | 130,019 | ||||
電子設備和儀器 -0.5% | ||||||||
2,959,777 | VeriFone系統公司,定期貸款B,3個月。Libor+4.00%,0.00%下限(B) | 7.00% | 08/20/25 | 2,726,694 |
本金 值 | 説明 | 費率(C) | 陳述 到期日(D) | 值 | ||||
優先浮動利率貸款利息 (續) | ||||||||
醫療保健設施 -0.1% | ||||||||
$403,000 | 選擇醫療公司,定期貸款B,1個月。Libor+2.50%,0.00%下限(B) | 5.03% | 03/06/25 | $393,554 | ||||
醫療保健服務 -0.8% | ||||||||
295,405 | EnVision Healthcare Corporation,First Out設施,3月。SOFR+7.88%,1.00%下限(B) | 10.53% | 03/31/27 | 282,112 | ||||
1,751,580 | EnVision Healthcare Corporation,Second Out設施,3個月。SOFR+4.25%,1.00%下限(B) | 6.83% | 03/31/27 | 875,790 | ||||
823,101 | EnVision Healthcare Corporation,Third Out設施,3個月。SOFR+3.75%,1.00%下限 | 6.33% | 03/31/27 | 201,660 | ||||
486,086 | SCP Health(OneX TSG Intermediate Corp.),定期貸款B,1月。Libor+4.75%,0.75%下限(B) | 7.27% | 02/28/28 | 427,756 | ||||
977,982 | Sevita(National Mentor Holdings,Inc.),定期貸款B,1個月Libor+3.75%,0.75%下限(B) | 6.28% | 03/01/28 | 826,395 | ||||
1,213,914 | Sevita(National Mentor Holdings,Inc.),定期貸款B,3月。Libor+3.75%,0.75%下限(B) | 6.01% | 03/01/28 | 1,025,757 | ||||
69,714 | Sevita(National Mentor Holdings,Inc.),定期貸款C,3個月。Libor+3.75%,0.75%下限 | 6.01% | 03/01/28 | 58,908 | ||||
1,294,290 | 外科中心控股公司,2021年定期貸款B,1個月。Libor+3.75%,0.75%下限(B) | 6.14% | 08/31/26 | 1,254,076 | ||||
4,952,454 | ||||||||
醫療保健技術 -4.3% | ||||||||
6,179,305 | Change Healthcare Holdings,LLC,截止日期定期貸款,1個月。Libor+2.50%,下限1.00%(B) | 5.02% | 03/01/24 | 6,135,556 | ||||
3,331,382 | Ciox Health(Healthport/CT Technologies Intermediate Holdings,Inc.),新定期貸款B,1個月。Libor+4.25%,0.75%下限(B) | 6.77% | 12/16/25 | 3,159,616 | ||||
2,036,804 | Press Ganey(杜鵑TopCo,Inc.),2021年定期貸款,1個月。Libor+3.75%,0.75%下限(B) | 6.27% | 07/25/26 | 1,942,602 | ||||
14,921,438 | Verscend Technologies,Inc.(Cotiviti),新定期貸款B-1,1個月。Libor+4.00%,0.00%下限(B) | 6.52% | 08/27/25 | 14,794,009 | ||||
26,031,783 | ||||||||
保險經紀 -2.2% | ||||||||
9,469,119 | Hub International Limited,新定期貸款B-3,3個月。Libor+3.25%,0.75%下限(B) | 5.78%-5.98% | 04/25/25 | 9,314,299 | ||||
4,000,000 | USI,Inc.(FKA Compass Investors,Inc.),定期貸款B,3月Libor+3.00%,0.00%下限(B) | 5.25% | 05/15/24 | 3,949,160 | ||||
13,263,459 | ||||||||
綜合電信服務 -0.3% | ||||||||
1,309,511 | 邊疆通信公司,定期貸款B,3個月。Libor+3.75%,0.75%下限(B) | 6.06% | 10/08/27 | 1,265,970 | ||||
456,613 | Numericable(Altice France S.A.或SFR),定期貸款B-13,3個月Libor+4.00%,0.00%下限(B) | 6.91% | 08/14/26 | 441,544 | ||||
1,707,514 | ||||||||
電影和娛樂 -1.2% | ||||||||
5,879,397 | Cineworld Group PLC(Crown),增量定期貸款B,6個月Libor+2.75%,下限1.00%(B) | 4.25% | 09/30/26 | 3,698,670 | ||||
668,911 | Cineworld Group PLC(Crown),新優先定期貸款,3個月。Libor+8.25%,1.00%下限 | 10.08% | 05/23/24 | 708,210 | ||||
1,311,202 | Cineworld Group PLC(Crown),優先定期貸款B-1,固定利率為15.25%(B)(E) | 15.25% | 05/23/24 | 1,507,266 |
本金 值 | 説明 | 費率(C) | 陳述 到期日(D) | 值 | ||||
優先浮動利率貸款利息 (續) | ||||||||
影視娛樂 (續) | ||||||||
$2,005,299 | Cineworld Group PLC(Crown),定期貸款B,6個月。Libor+2.50%,下限1.00%(B) | 4.00% | 02/28/25 | $1,283,732 | ||||
7,197,878 | ||||||||
製藥 -0.5% | ||||||||
207,551 | Akorn,Inc.,退出收回定期貸款,3月。Libor+7.50%,1.00%下限(B)(F) | 9.78% | 09/30/25 | 198,558 | ||||
2,709,750 | 雀巢皮膚健康(陽光Lux VII S.A.R.L./Galderma),2021年定期貸款B-3,3個月。Libor+3.75%,0.75%下限(B) | 6.00% | 10/02/26 | 2,606,454 | ||||
2,805,012 | ||||||||
餐飲 -1.3% | ||||||||
7,863,597 | Portillo‘s Holdings,LLC,定期貸款B-3,1月。Libor+5.50%,下限1.00%(B) | 8.02% | 08/30/24 | 7,762,000 | ||||
專業化消費者服務 -1.0% | ||||||||
6,925,456 | Asurion,LLC,第二留置權定期貸款B-3,1個月。Libor+5.25%,0.00%下限(B) | 7.77% | 01/31/28 | 5,921,265 | ||||
專業金融 -0.4% | ||||||||
1,028,338 | WCG買方公司(WIRB-哥白尼集團),定期貸款B,1個月。Libor+4.00%,下限1.00%(B) | 6.52% | 01/08/27 | 1,002,630 | ||||
1,704,855 | WCG買方公司(WIRB-哥白尼集團),定期貸款B,3個月。Libor+4.00%,下限1.00%(B) | 6.25% | 01/08/27 | 1,662,233 | ||||
2,664,863 | ||||||||
專賣店 -0.2% | ||||||||
527,638 | Bass Pro Group,LLC(Great Outdoor Group,LLC),定期貸款B,1個月。Libor+3.75%,0.75%下限(B) | 6.27% | 03/05/28 | 509,699 | ||||
912,413 | PetSmart,Inc.,初始定期貸款B,1個月Libor+3.75%,0.75%下限(B) | 6.27% | 02/12/28 | 889,602 | ||||
1,399,301 | ||||||||
系統軟件 -1.9% | ||||||||
5,807,561 | 應用系統公司,第二留置權定期貸款,3個月。Libor+5.50%,0.75%下限(B) | 7.75% | 09/19/25 | 5,739,787 | ||||
1,834,010 | BMC Software Finance,Inc.(拳擊手母公司),2021年置換美元定期貸款,1個月。Libor+3.75%,0.00%下限(B) | 6.27% | 10/02/25 | 1,766,463 | ||||
4,251,275 | Misys金融軟件有限公司(Almonde,Inc.)(Finstra),定期貸款B,6個月。Libor+3.50%,下限1.00%(B) | 6.87% | 06/13/24 | 3,969,118 | ||||
11,475,368 | ||||||||
高級浮動利率貸款利息總額 | 186,117,519 | |||||||
(Cost $192,400,052) | ||||||||
本金 值 | 説明 | 陳述 優惠券 | 陳述 到期日 | 值 | ||||
外國公司債券和票據 -8.0% | ||||||||
應用軟件 -0.6% | ||||||||
1,721,000 | ION Trading Technologies S.A.R.L.(A)(B) | 5.75% | 05/15/28 | 1,471,455 | ||||
2,091,000 | Open Text Corp.(A)(B) | 3.88% | 02/15/28 | 1,786,268 | ||||
302,000 | Open Text Corp.(A)(B) | 3.88% | 12/01/29 | 244,144 | ||||
3,501,867 | ||||||||
建築產品 -1.5% | ||||||||
8,119,000 | Cemex S.A.B.de C.V.(A) | 7.38% | 06/05/27 | 8,220,893 |
本金 值 | 説明 | 陳述 優惠券 | 陳述 到期日 | 值 | ||||
外國公司債券和票據 (續) | ||||||||
建築產品 (續) | ||||||||
$973,000 | Cemex S.A.B.de C.V.(A) | 5.45% | 11/19/29 | $901,285 | ||||
9,122,178 | ||||||||
數據處理和外包服務 -0.7% | ||||||||
5,748,000 | PaySafe Finance PLC/PaySafe Holdings US Corp.(A)(B) | 4.00% | 06/15/29 | 4,304,361 | ||||
環境和設施服務 -0.8% | ||||||||
473,000 | GFL環境公司(A)(B) | 3.75% | 08/01/25 | 447,512 | ||||
3,000,000 | GFL環境公司(A)(B) | 5.13% | 12/15/26 | 2,905,632 | ||||
1,300,000 | GFL環境公司(A)(B) | 4.00% | 08/01/28 | 1,100,801 | ||||
716,000 | GFL環境公司(A)(B) | 4.75% | 06/15/29 | 622,376 | ||||
5,076,321 | ||||||||
綜合電信服務 -1.5% | ||||||||
2,511,000 | Altice France S.A.(A)(B) | 5.50% | 01/15/28 | 2,047,444 | ||||
1,000,000 | Altice France S.A.(A)(B) | 5.13% | 01/15/29 | 777,988 | ||||
4,590,000 | Altice France S.A.(A)(B) | 5.13% | 07/15/29 | 3,492,577 | ||||
3,069,000 | Altice France S.A.(A)(B) | 5.50% | 10/15/29 | 2,427,380 | ||||
8,745,389 | ||||||||
生命科學工具與服務 -0.1% | ||||||||
946,000 | Grifols託管發行商S.A.(A) | 4.75% | 10/15/28 | 789,792 | ||||
製藥 -0.0% | ||||||||
81,000 | 契普拉帕姆Arzneimittel GmbH(A)(B) | 5.50% | 01/15/28 | 69,621 | ||||
餐飲 -1.7% | ||||||||
1,565,000 | 1011778 BC ULC/New Red Finance,Inc.(A)(B) | 4.38% | 01/15/28 | 1,401,635 | ||||
10,902,000 | 1011778 BC ULC/New Red Finance,Inc.(A)(B) | 4.00% | 10/15/30 | 8,928,793 | ||||
10,330,428 | ||||||||
專業金融 -0.1% | ||||||||
290,000 | Ardagh金屬包裝金融美國有限責任公司/Ardagh金屬包裝金融公司(A)(B) | 6.00% | 06/15/27 | 284,594 | ||||
貿易公司和分銷商 -1.0% | ||||||||
2,721,000 | VistaJet馬耳他金融公司/XO管理控股公司(A)(B) | 7.88% | 05/01/27 | 2,497,334 | ||||
3,858,000 | VistaJet馬耳他金融公司/XO管理控股公司(A)(B) | 6.38% | 02/01/30 | 3,324,631 | ||||
5,821,965 | ||||||||
外國公司債券和票據總額 | 48,046,516 | |||||||
(Cost $53,551,857) |
共享 | 説明 | 值 | ||
普通股 -0.2% | ||||
製藥 -0.2% | ||||
220,989 | Akorn,Inc.(G)(H) | 1,325,934 | ||
(Cost $2,534,056) | ||||
認股權證 -0.0% | ||||
電影和娛樂 -0.0% | ||||
367,144 | Cineworld Group PLC(Crown),11月23日到期(H)(I) | 63,977 | ||
(成本為0美元) |
共享 | 説明 | 值 | ||
貨幣市場基金 -7.3% | ||||
43,860,648 | 摩根士丹利機構流動性基金-國債投資組合-機構類-2.06%(B)(J) | $43,860,648 | ||
(Cost $43,860,648) | ||||
總投資-130.1% | 785,001,934 | |||
(Cost $857,323,486) | ||||
未償還貸款-(29.3%) | (177,000,000) | |||
其他資產和負債淨額--(0.8%) | (4,754,185) | |||
淨資產-100.0% | $603,247,749 |
(a) | 這種證券在私募備忘錄的條款內出售,根據修訂後的1933年《證券法》(1933 Act)第144A條在轉售時豁免註冊,並可在豁免註冊的交易中轉售,通常出售給合格的機構買家。根據基金董事會通過的程序,First Trust Advisors L.P.(下稱“顧問”)已確定該證券具有流動性。儘管市場不穩定可能會導致市場整體流動性不足的時期增加,但每種證券的流動性是根據證券特定的因素和假設確定的,這需要主觀判斷。截至2022年8月31日,此類證券的價值為506,756,135美元,佔淨資產的84.0%。 |
(b) | 此證券的全部或部分用作未償還貸款的抵押品。 |
(c) | 基金投資的優先浮動利率貸款利息(“優先貸款”)按基準貸款利率加溢價定期預先確定的利率支付。這些基本貸款利率通常是(I)一家或多家主要歐洲銀行提供的貸款利率,如LIBOR,(Ii)從美國財政部金融研究辦公室獲得的SOFR,(Iii)一家或多家美國銀行提供的最優惠利率,或(Iv)存單利率。某些高級貸款受LIBOR或SOFR下限的約束,該下限確定了最低LIBOR或SOFR利率。當一系列利率被披露時,基金在同一批中持有多份合同,具有相同的LIBOR或SOFR期限、利差和下限,但不同的LIBOR或SOFR重置日期 。 |
(d) | 優先貸款一般需要強制和/或可選的提前還款。因此,高級貸款的實際剩餘期限可能大大少於所述的 期限。 |
(e) | 發行人可以現金和實物支付利息的形式支付貸款利息。以現金支付的利息將按7.00%的年利率(“Cash 利率”)應計,貸款的PIK利息將按8.25%的年利率應計。在截至2022年6月1日至2022年8月31日的財政年度內,基金收到了Cineworld Group PLC(Crown)的部分現金利息和本金為26,785美元的實物利息。 |
(f) | 發行人可就貸款支付利息(1)完全以現金支付,或(2)如果PIK Togger條件已滿足且發行人選擇行使PIK 利息,則支付2.50%的現金和7.00%的PIK利息。在本財年迄今(2022年6月1日至2022年8月31日)期間,該證券以現金支付了所有利息。 |
(g) | 在根據1933年法令免於登記的交易中獲得的擔保。根據1933年法案的登記豁免,證券可以轉售,通常出售給合格的機構買家(見受限證券表)。 |
(h) | 非創收證券。 |
(i) | 根據基金董事會通過的程序,顧問已認定該證券不具有流動性。 |
(j) | 顯示的收益率反映了截至2022年8月31日的收益率。 |
Libor | 倫敦銀行間同業拆借利率 |
SOFR | 有擔保的隔夜融資利率 |
• | 1級-1級投入是指相同投資在活躍市場上的報價。 |
• | 2級-2級輸入是直接或間接可觀察到的輸入。(類似投資的報價,基於利率和收益率曲線的估值,或根據可觀察到的市場數據得出的估值。) |
• | 3級-3級輸入是不可觀察的輸入,可能反映報告實體自己對市場參與者將在投資定價中使用的假設的假設。 |
總計 價值在 8/31/2022 | 1級 引用 價格 | 2級 意義重大 可觀察到 輸入 | 3級 意義重大 看不到 輸入 | |
公司債券和債券* | $ 505,587,340 | $ — | $ 505,587,340 | $ — |
優先浮動利率貸款利息** | 186,117,519 | — | 186,117,519 | — |
外國公司債券和債券* | 48,046,516 | — | 48,046,516 | — |
普通股** | 1,325,934 | — | 1,325,934 | — |
認股權證* | 63,977 | — | 63,977 | — |
貨幣市場基金 | 43,860,648 | 43,860,648 | — | — |
總投資 | $ 785,001,934 | $ 43,860,648 | $ 741,141,286 | $— |
* | 有關行業細分,請參閲投資組合。 |
安全 | 採辦 日期 | 共享 | 現價 | 攜帶 成本 | 值 | 的百分比 淨額 資產 |
Akorn,Inc. | 10/15/2020 | 220,989 | $6.00 | $2,534,056 | $1,325,934 | 0.22% |