0001752724-20-125759.txt : 20200624
0001752724-20-125759.hdr.sgml : 20200624
20200624093146
ACCESSION NUMBER: 0001752724-20-125759
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200430
FILED AS OF DATE: 20200624
PERIOD START: 20201031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: FIRST TRUST SERIES FUND
CENTRAL INDEX KEY: 0001497778
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22452
FILM NUMBER: 20984100
BUSINESS ADDRESS:
STREET 1: 120 EAST LIBERTY DRIVE, SUITE 400
CITY: WHEATON
STATE: IL
ZIP: 60187
BUSINESS PHONE: 630-765-8000
MAIL ADDRESS:
STREET 1: 120 EAST LIBERTY DRIVE, SUITE 400
CITY: WHEATON
STATE: IL
ZIP: 60187
0001497778
S000038285
First Trust Short Duration High Income Fund
C000118178
Class A
FDHAX
C000121471
Class C
FDHCX
C000121472
Class I
FDHIX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001497778
XXXXXXXX
S000038285
C000121472
C000118178
C000121471
First Trust Series Fund
811-22452
0001497778
549300RL1B5O4HI4N885
120 East Liberty Drive
Suite 400
Wheaton
60187
630-765-8000
First Trust Short Duration High Income Fund
S000038285
549300V5FLWG03SEZ819
2020-10-31
2020-04-30
N
139857447.87
9475018.62
130382429.25
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
USD
N
Crown Finance US Inc
N/A
CINEWORLD FINANCE US INC CINELN TL B 1L USD
000000000
2321017.48409100
PA
USD
1454512.03000000
1.115573653878
Long
LON
CORP
US
N
2
2025-02-28
Floating
3.32200000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBG1
625000.00000000
PA
USD
549781.25000000
0.421668205725
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
CHANGE HEALTH / FIN INC
N/A
Change Healthcare Holdings LLC / Change Healthcare Finance Inc
15911NAA3
1325000.00000000
PA
USD
1303694.00000000
0.999900068973
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.75000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
N/A
Level 3 Financing Inc
527298BD4
43000.00000000
PA
USD
43116.10000000
0.033068949741
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
5.37500000
N
N
N
N
N
N
CityCenter Holdings LLC
N/A
CITYCENTER HOLDINGS LLC CCTRH TERM LOAN B
000000000
1320823.24300000
PA
USD
1159933.76000000
0.889639629106
Long
LON
CORP
US
N
2
2024-04-18
Floating
3.00000000
N
N
N
N
N
N
Parexel International Corporation
N/A
WEST STREET MERGER SUB INC PRXL TERM LOAN B
000000000
1254458.06370000
PA
USD
1145583.65000000
0.878633460497
Long
LON
CORP
US
N
2
2024-09-27
Floating
3.15363000
N
N
N
N
N
N
Entercom Media Corp.
N/A
CBS RADIO INC CBSR TL B1 1L USD
000000000
84256.41950000
PA
USD
74166.71000000
0.056883976181
Long
LON
CORP
US
N
2
2024-11-18
Floating
2.90360000
N
N
N
N
N
N
Numericable U.S. LLC
N/A
ALTICE FRANCE SA SFRFP TL B13 1L USD
000000000
118743.62030000
PA
USD
109922.16000000
0.084307494984
Long
LON
CORP
US
N
2
2026-08-14
Floating
4.81400000
N
N
N
N
N
N
Ortho-Clinical Diagnostics Inc
222100N2EDW8BU5UUT55
ORTHO-CLINICAL DIAGNOSTICS ORTCLI TL B 1L USD
000000000
216281.38120000
PA
USD
191679.37000000
0.147013191196
Long
LON
CORP
US
N
2
2025-06-30
Floating
4.26625000
N
N
N
N
N
N
Cypress Intermediate Holdings III, Inc. (fka Jaguar Holding Inc.)
N/A
CCC INFORMATION SERVICES INC CCCG TERM LOAN B
000000000
545448.65868800
PA
USD
516812.60000000
0.396382091492
Long
LON
CORP
US
N
2
2024-04-29
Floating
3.75000000
N
N
N
N
N
N
HUB INTERNATIONAL LTD
549300JQT6ATTUNS5E06
HUB International Ltd
44332PAD3
462000.00000000
PA
USD
458650.50000000
0.351773243249
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
7.00000000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918KAQ1
490000.00000000
PA
USD
499898.00000000
0.383409024418
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
5.12500000
N
N
N
N
N
N
Quikrete Holdings Inc
N/A
QUIKRETE HOLDINGS INC QUIKHO TL B 1L USD
000000000
1956569.71927500
PA
USD
1808907.40000000
1.387385869710
Long
LON
CORP
US
N
2
2027-02-06
Floating
2.90363000
N
N
N
N
N
N
New Millennium Lender Claim
N/A
New Millennium Lender Claim
000000000
1.00000000
NS
USD
0.01000000
0.000000007669
Long
EC
CORP
US
N
3
N
N
N
Camelot US Acquisition I Co
N/A
CAMELOT FINANCE SA CCC TL B 1L USD
000000000
139731.40590000
PA
USD
133443.49000000
0.102347755573
Long
LON
CORP
US
N
2
2026-10-30
Floating
3.65363000
N
N
N
N
N
N
Hyland Software Inc
N/A
HYLAND SOFTWARE INC HSI TL 1L USD
000000000
1986528.61811800
PA
USD
1898386.34000000
1.456013936018
Long
LON
CORP
US
N
2
2024-07-01
Floating
4.00000000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290BU6
100000.00000000
PA
USD
93765.00000000
0.071915365083
Long
DBT
CORP
MX
N
2
2026-04-16
Fixed
7.75000000
N
N
N
N
N
N
Akorn Inc
N/A
AKORN T/L B
000000000
576330.62820000
PA
USD
478971.10000000
0.367358625510
Long
LON
CORP
US
N
2
2021-04-16
Floating
15.50000000
N
N
N
N
N
N
Change Healthcare Holdings LLC
N/A
CHANGE HEALTHCARE HOLDINGS EM TERM LOAN B
000000000
650000.00000000
PA
USD
624812.50000000
0.479215262051
Long
LON
CORP
US
N
2
2024-03-01
Floating
3.50000000
N
N
N
N
N
N
NEXSTAR BROADCASTING INC
5493006PK6I4I2OOT688
Nexstar Broadcasting Inc
65341XAA6
2000000.00000000
PA
USD
1965400.00000000
1.507411705170
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
5.62500000
N
N
N
N
N
N
Bright Bidco BV
N/A
BRIGHT BIDCO BV BRIGBI TL B 1L USD
000000000
1125394.02400000
PA
USD
336920.46000000
0.258409405268
Long
LON
CORP
US
N
2
2024-06-30
Floating
4.57300000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290BV4
100000.00000000
PA
USD
82815.00000000
0.063516994181
Long
DBT
CORP
MX
N
2
2029-11-19
Fixed
5.45000000
N
N
N
N
N
N
Asurion LLC
N/A
ASURION LLC ASUCOR TL B7 1L USD
000000000
435864.02000000
PA
USD
414772.56000000
0.318119981646
Long
LON
CORP
US
N
2
2024-11-03
Floating
3.40363000
N
N
N
N
N
N
VS Buyer LLC
N/A
VS BUYER LLC VSBUYR TL B 1L USD
000000000
325479.76000000
PA
USD
305950.97000000
0.234656595800
Long
LON
CORP
US
N
2
2027-02-28
Floating
4.86325000
N
N
N
N
N
N
SolarWinds Holdings Inc
N/A
SOLARWINDS HOLD 02/05/24
000000000
1573961.91792300
PA
USD
1524413.60000000
1.169186376392
Long
LON
CORP
US
N
2
2024-02-05
Floating
3.15363000
N
N
N
N
N
N
VIRGIN MEDIA FINANCE PLC
2138001LVYC87DDHT482
Virgin Media Finance PLC
92769VAF6
250000.00000000
PA
USD
254950.00000000
0.195540151741
Long
DBT
CORP
GB
N
2
2024-10-15
Fixed
6.00000000
N
N
N
N
N
N
US Foods Inc
N/A
U.S. FOODSERVICE USFOOD TL 1L USD
000000000
514329.42500000
PA
USD
456040.47000000
0.349771416764
Long
LON
CORP
US
N
2
2026-09-13
Floating
3.07200000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AX5
3000000.00000000
PA
USD
3147240.00000000
2.413852862002
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
7.75000000
N
N
N
N
N
N
Envision Healthcare Corporation
N/A
ENTERPRISE MERGER SUB IN EVHC TERM LOAN
000000000
2453907.61140000
PA
USD
1676828.69000000
1.286084865610
Long
LON
CORP
US
N
2
2025-10-10
Floating
4.15363000
N
N
N
N
N
N
POLARIS INTERMEDIATE
N/A
Polaris Intermediate Corp
73107GAA1
672000.00000000
PA
USD
567000.00000000
0.434874548097
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
8.50000000
N
N
N
N
N
N
Diamond Sports Group LLC
N/A
DIAMOND SPORTS GROUP LLC DSPORT TL B 1L USD
000000000
52423.49230000
PA
USD
42539.57000000
0.032626765925
Long
LON
CORP
US
N
2
2026-08-24
Floating
3.82000000
N
N
N
N
N
N
Midwest Physician Administrative Services LLC
N/A
MIDWEST PHYSICIAN ADMINS MIDPHY TL 1L USD
000000000
1605812.62890000
PA
USD
1376984.33000000
1.056111884032
Long
LON
CORP
US
N
2
2024-08-15
Floating
3.50000000
N
N
N
N
N
N
Team Health Holdings Inc
N/A
TENN MERGER SUB INC TMH TERM LOAN B
000000000
1154020.21740000
PA
USD
845562.15000000
0.648524617054
Long
LON
CORP
US
N
2
2024-02-06
Floating
3.75000000
N
N
N
N
N
N
TRI POINTE GROUP / HOMES
N/A
TRI Pointe Group Inc / TRI Pointe Homes Inc
962178AN9
270000.00000000
PA
USD
263898.00000000
0.202403039671
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
5.87500000
N
N
N
N
N
N
GRAY TELEVISION INC
529900TM5726KDN7UU35
Gray Television Inc
389284AA8
500000.00000000
PA
USD
504825.00000000
0.387187907836
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
7.00000000
N
N
N
N
N
N
Scientific Games International, Inc.
RLTHESQ0RNFQJWPBJN60
SCIENTIFIC GAMES INTERNATIO SGMS TL B5 1L USD
000000000
677210.04070000
PA
USD
558136.20000000
0.428076239421
Long
LON
CORP
US
N
2
2024-08-14
Floating
3.52100000
N
N
N
N
N
N
Acadia Healthcare Company, Inc.
5493005CW985Y9D0NC11
ACADIA HEALTHCARE CO INC TERM LOAN B2
000000000
115154.18450000
PA
USD
110284.31000000
0.084585254803
Long
LON
CORP
US
N
2
2023-02-16
Floating
2.90363000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
25272KAU7
1360000.00000000
PA
USD
1364284.00000000
1.046371054633
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
5.87500000
N
N
N
N
N
N
AssuredPartners Inc
N/A
ASSUREDPARTNERS INC ASSPAR TL B 1L USD
000000000
723243.36250000
PA
USD
674120.67000000
0.517033371657
Long
LON
CORP
US
N
2
2027-02-12
Floating
4.48938000
N
N
N
N
N
N
T-MOBILE USA INC TMUS TL 1L USD
N/A
T-MOBILE USA INC TMUS TL 1L USD
000000000
663692.38000000
PA
USD
659305.37000000
0.505670414175
Long
LON
CORP
US
N
2
2027-04-01
None
0.00000000
N
N
N
N
N
N
Nexstar Broadcasting Inc
N/A
NEXSTAR BROADCASTING INC NXST TL B 1L USD
000000000
2380679.54760000
PA
USD
2228911.23000000
1.709518102110
Long
LON
CORP
US
N
2
2026-09-18
Floating
3.73450000
N
N
N
N
N
N
Mallinckrodt International Finance S.A.
N/A
MALLINCKRODT INTERNATIONAL MNK TERM LOAN B
000000000
293028.35460000
PA
USD
203130.19000000
0.155795678273
Long
LON
CORP
US
N
2
2025-02-24
Floating
4.70375000
N
N
N
N
N
N
CHG Healthcare Services Inc
54930016Y1HPAVB9PZ54
CHG HEALTHCARE SERVICES INC COMHEA TL 1L USD
000000000
3550839.58123400
PA
USD
3356182.56000000
2.574106479918
Long
LON
CORP
US
N
2
2023-06-07
Floating
4.07300000
N
N
N
N
N
N
ELDORADO RESORTS INC
5299000BKFWWVND5L441
Eldorado Resorts Inc
28470RAF9
387000.00000000
PA
USD
373532.40000000
0.286489830070
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
6.00000000
N
N
N
N
N
N
Cumulus Media New Holdings Inc
N/A
CUMULUS MEDIA NEW HLDGS CUMINT TL B 1L USD
000000000
384101.84000000
PA
USD
322004.10000000
0.246968937342
Long
LON
CORP
US
N
2
2026-03-31
Floating
4.82200000
N
N
N
N
N
N
Wink Holdco Inc
N/A
WINK HOLDCO INC SUPVIS TL 1L USD
000000000
1162961.73047500
PA
USD
1078065.52000000
0.826848775714
Long
LON
CORP
US
N
2
2024-12-02
Floating
4.45013000
N
N
N
N
N
N
Twin River Worldwide Holdings Inc
N/A
TWIN RIVER MANAGEMENT GROUP BLBMAN TL B 1L USD
000000000
265791.50000000
PA
USD
224317.39000000
0.172045720646
Long
LON
CORP
US
N
2
2026-05-11
Floating
3.15363000
N
N
N
N
N
N
CenturyLink Inc
N/A
CENTURYLINK INC CTL TL B 1L USD
000000000
2058759.94060000
PA
USD
1942954.69000000
1.490196724494
Long
LON
CORP
US
N
2
2027-03-15
Floating
2.65363000
N
N
N
N
N
N
Financial & Risk US Holdings Inc
N/A
FINANCIAL & RISK US HOLD FINRSK TL B 1L USD
000000000
2090183.79753500
PA
USD
2042506.71000000
1.566550586416
Long
LON
CORP
US
N
2
2025-10-01
Floating
3.65363000
N
N
N
N
N
N
Cumulus Media Inc
N/A
Cumulus Media Inc
231082801
426.00000000
NS
USD
1887.18000000
0.001447418958
Long
EC
CORP
US
N
1
N
N
N
Riverbed Technology Inc
N/A
RIVERBED TECHNOLOGY INC RVBD TERM LOAN B
000000000
1799652.39590000
PA
USD
1442205.44000000
1.106134813023
Long
LON
CORP
US
N
2
2022-04-24
Floating
4.25000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
91831AAB7
91000.00000000
PA
USD
90458.55000000
0.069379402209
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
5.87500000
N
N
N
N
N
N
American Energy Marcellus Class A Common Shares
N/A
American Energy Marcellus Class A Common Shares
000000000
47894.00000000
NS
USD
21672.04000000
0.016621902295
Long
EC
CORP
US
N
2
N
N
N
B&G FOODS INC
549300TRW1LZMDJZAQ78
B&G Foods Inc
05508RAE6
214000.00000000
PA
USD
217787.80000000
0.167037691545
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.25000000
N
N
N
N
N
N
Vistra Energy Corp
549300KP43CPCUJOOG15
Vistra Energy Corp
92840M102
14134.00000000
NS
USD
276178.36000000
0.211821762785
Long
EC
CORP
US
N
1
N
N
N
Aristocrat Technologies Inc
549300FMN7FEICZ8D332
ARISTOCRAT INTERNATIONAL
000000000
109659.54640000
PA
USD
103328.90000000
0.079250632615
Long
LON
CORP
US
N
2
2024-10-19
Floating
2.85900000
N
N
N
N
N
N
Atkins Nutritionals Inc
N/A
Simply Good Foods (Atkins) Term Loan B
000000000
110964.79560000
PA
USD
107358.44000000
0.082341187089
Long
LON
CORP
US
N
2
2024-07-08
Floating
4.75000000
N
N
N
N
N
N
New Millennium Corp Claim
N/A
New Millennium Corp Claim
000000000
1.00000000
NS
USD
0.01000000
0.000000007669
Long
EC
CORP
US
N
3
N
N
N
Applied Systems Inc
549300NSKGF0SY5SWQ62
APPLIED SYSTEMS INC TERM LOAN B
000000000
2446624.70740000
PA
USD
2339022.15000000
1.793970371203
Long
LON
CORP
US
N
2
2024-09-19
Floating
4.70013000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDC1
695000.00000000
PA
USD
684575.00000000
0.525051576303
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
4.62500000
N
N
N
N
N
N
MH Sub I, LLC (Micro Holding Corp.)
N/A
MH SUB I LLC INET TL 1L USD
000000000
601482.42300000
PA
USD
555294.59000000
0.425896796979
Long
LON
CORP
US
N
2
2024-09-15
Floating
4.82200000
N
N
N
N
N
N
Packers Holdings LLC
N/A
PACKERS HOLDINGS LLC PCKHLD TL 1L USD
000000000
1052508.59760000
PA
USD
977075.31000000
0.749391858719
Long
LON
CORP
US
N
2
2024-12-04
Floating
4.25000000
N
N
N
N
N
N
HUB International Ltd
N/A
HUB INTERNATIONAL LTD HBGCN TL B 1L USD
000000000
289130.43000000
PA
USD
276478.08000000
0.212051640386
Long
LON
CORP
US
N
2
2025-04-25
Floating
5.69175000
N
N
N
N
N
N
U.S. Renal Care Inc
N/A
US RENAL CARE INC USRENA TL B 1L USD
000000000
824973.45920000
PA
USD
777793.23000000
0.596547582733
Long
LON
CORP
US
N
2
2026-06-26
Floating
5.43750000
N
N
N
N
N
N
Caesars Resort Collection LLC
N/A
CAESARS RESORT COLLECTIO CAERES TERM LOAN
000000000
2906425.99100000
PA
USD
2446251.56000000
1.876212595571
Long
LON
CORP
US
N
2
2024-12-23
Floating
3.15363000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AD3
415000.00000000
PA
USD
409293.75000000
0.313917874022
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
3.50000000
N
N
N
N
N
N
USI Inc
N/A
USI INC/NY COMINV TERM LOAN B
000000000
862860.31204500
PA
USD
810726.29000000
0.621806400343
Long
LON
CORP
US
N
2
2024-05-16
Floating
3.40363000
N
N
N
N
N
N
Mitchell International, Inc.
N/A
MITCHELL INTERNATIONAL INC MITCHE TERM LOAN
000000000
781878.95760000
PA
USD
679796.84000000
0.521386849371
Long
LON
CORP
US
N
2
2024-11-29
Floating
3.65363000
N
N
N
N
N
N
GOLDEN NUGGET INC
91D14OD6M4H1RVBN7R43
Golden Nugget Inc
38113YAE9
190000.00000000
PA
USD
149387.50000000
0.114576404857
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
6.75000000
N
N
N
N
N
N
GoodRX Inc
N/A
GOODRX INC GOODRI TERM LOAN
000000000
1401878.85059000
PA
USD
1339957.86000000
1.027713525286
Long
LON
CORP
US
N
2
2025-10-10
Floating
3.15363000
N
N
N
N
N
N
Project Alpha Intermediate Holding Inc
N/A
PROJECT ALPHA INTERMEDIA QLIK TL B 1L USD
000000000
269840.60080000
PA
USD
256348.57000000
0.196612819284
Long
LON
CORP
US
N
2
2024-04-26
Floating
6.13000000
N
N
N
N
N
N
Zayo Group Holdings,Inc
N/A
FRONT RANGE BIDCO INC ZAYO TL 1L USD
000000000
1901170.50000000
PA
USD
1781796.00000000
1.366592116935
Long
LON
CORP
US
N
2
2027-02-28
Floating
3.40363000
N
N
N
N
N
N
iHeartCommunications Inc
N/A
IHEARTCOMMUNICATIONS INC IHRT TL B 1L USD
000000000
1374259.15150000
PA
USD
1228051.72000000
0.941884368211
Long
LON
CORP
US
N
2
2026-05-01
Floating
3.40363000
N
N
N
N
N
N
SS&C TECHNOLOGIES INC
549300KY09TR3J12JU49
SS&C Technologies Inc
78466CAC0
2244000.00000000
PA
USD
2310646.80000000
1.772207200994
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.50000000
N
N
N
N
N
N
BellRing Brands LLC
N/A
BELLRING BRANDS LLC BELBRN TL 1L USD
000000000
127652.34750000
PA
USD
125897.13000000
0.096559889798
Long
LON
CORP
US
N
2
2024-10-21
Floating
6.00000000
N
N
N
N
N
N
21st Century Oncology Inc
UB301MR6T5C8BT8Z7E70
21ST CENTURY ONCOLOGY
000000000
922830.04710000
PA
USD
899759.30000000
0.690092449707
Long
LON
CORP
US
N
2
2023-01-16
Floating
7.12500000
N
N
N
N
N
N
Tempo Acquisition LLC
N/A
TEMPO ACQUISITION LLC TEACLL TERM LOAN B
000000000
934859.75420000
PA
USD
875851.41000000
0.671755707450
Long
LON
CORP
US
N
2
2024-05-01
Floating
3.15363000
N
N
N
N
N
N
Air Methods Corporation
N/A
ASP AMC MEGER SUB TL 1L
000000000
1199129.44000000
PA
USD
891252.96000000
0.683568303740
Long
LON
CORP
US
N
2
2024-04-22
Floating
4.95013000
N
N
N
N
N
N
AMERICAN ENERGY MARCELLUS FIRST LIEN WARRANTS
N/A
AMERICAN ENERGY MARCELLUS FIRST LIEN WARRANTS
000000000
12400.00000000
NS
USD
372.00000000
0.000285314518
Long
EC
CORP
US
N
2
N
N
N
Pike Corporation
N/A
PIKE CORP PIKE TL B 1L USD
000000000
61616.13670000
PA
USD
59113.29000000
0.045338386728
Long
LON
CORP
US
N
2
2026-07-24
Floating
4.25000000
N
N
N
N
N
N
AMWINS GROUP INC
549300SJE7MUB8NMRG61
AmWINS Group Inc
031921AA7
227000.00000000
PA
USD
235421.70000000
0.180562443386
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.75000000
N
N
N
N
N
N
Station Casinos LLC
N/A
STATION CASINOS LLC RRR TL B 1L USD
000000000
469167.92370000
PA
USD
412412.68000000
0.316310013835
Long
LON
CORP
US
N
2
2027-02-08
Floating
2.66000000
N
N
N
N
N
N
HUB International Ltd
549300JQT6ATTUNS5E06
HUB INTERNATIONAL LTD HBGCN TL B 1L USD
000000000
4071263.88420000
PA
USD
3805695.34000000
2.918871324833
Long
LON
CORP
US
N
2
2025-04-25
Floating
4.02020000
N
N
N
N
N
N
Golden Nugget Inc
N/A
GOLDEN NUGGET NUGGET TL B 1L USD
000000000
1097785.30740000
PA
USD
875900.94000000
0.671793695698
Long
LON
CORP
US
N
2
2023-10-04
Floating
3.45500000
N
N
N
N
N
N
ClubCorp Holdings Inc
N/A
CLUBCORP HOLDINGS INC MYCC TL B 1L USD
000000000
1855242.06570000
PA
USD
1353862.90000000
1.038378336550
Long
LON
CORP
US
N
2
2024-09-18
Floating
4.20013000
N
N
N
N
N
N
CSC Holdings LLC
N/A
CSC HOLDINGS LLC CSCHLD TL B 1L USD
000000000
407942.01610000
PA
USD
387618.34000000
0.297293387022
Long
LON
CORP
US
N
2
2027-04-15
Floating
3.31400000
N
N
N
N
N
N
Pug LLC
N/A
PUG LLC PUGLLC 01/31/27
000000000
518327.93250000
PA
USD
419845.63000000
0.322010897031
Long
LON
CORP
US
N
2
2027-01-29
Floating
3.90363000
N
N
N
N
N
N
SINCLAIR TELEVISION GROU
549300CQGEN0CH65UD62
Sinclair Television Group Inc
829259AR1
1167000.00000000
PA
USD
1070629.14000000
0.821145261795
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
5.62500000
N
N
N
N
N
N
CUMULUS MEDIA NEW HLDGS
5493001D9VBAVY1OKJ46
Cumulus Media New Holdings Inc
23110AAA4
250000.00000000
PA
USD
204800.00000000
0.157076379983
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
6.75000000
N
N
N
N
N
N
Jaguar Holding Company II
N/A
JAGUAR HOLDING CO II PPDI TL 1L USD
000000000
1729452.31820000
PA
USD
1693099.23000000
1.298563955081
Long
LON
CORP
US
N
2
2022-08-18
Floating
2.90363000
N
N
N
N
N
N
Azalea TopCo Inc
N/A
EMERALD TOPCO INC PGND TL 1L USD
000000000
256014.49500000
PA
USD
239885.58000000
0.183986125569
Long
LON
CORP
US
N
2
2026-07-27
Floating
4.25900000
N
N
N
N
N
N
TGP Holdings III LLC
N/A
TGP HOLDINGS III LLC TGPHLD TL 1L USD
000000000
422742.98003300
PA
USD
338194.38000000
0.259386469438
Long
LON
CORP
US
N
2
2024-09-25
Floating
5.25000000
N
N
N
N
N
N
Marcel Bidco LLC
N/A
MARCEL LUX IV SARL SUSESO TERM LOAN
000000000
603045.43390000
PA
USD
569877.94000000
0.437081854723
Long
LON
CORP
US
N
2
2026-03-16
Floating
3.65363000
N
N
N
N
N
N
SANCHEZ ENERGY CORP
549300SB0HTIM17TVR61
Sanchez Energy Corp
79970YAD7
625000.00000000
PA
USD
4687.50000000
0.003595193023
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
6.12500000
Y
N
N
N
N
N
Finastra USA Inc
549300ZB2RO6QC7YTK71
ALMONDE INC MSYLN TERM LOAN B
000000000
494972.96402000
PA
USD
428013.02000000
0.328275076988
Long
LON
CORP
US
N
2
2024-06-13
Floating
4.50000000
N
N
N
N
N
N
Mallinckrodt International Finance S.A.
N/A
MALLINCKRODT INTERNATIONAL MNK TL B 1L USD
000000000
1263844.72010000
PA
USD
881531.69000000
0.676112337429
Long
LON
CORP
US
N
2
2024-09-24
Floating
4.20013000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918KAR9
487000.00000000
PA
USD
495218.13000000
0.379819683410
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.00000000
N
N
N
N
N
N
MALLINCKRODT FIN/SB
N/A
Mallinckrodt International Finance SA / Mallinckrodt CB LLC
561233AC1
250000.00000000
PA
USD
64062.50000000
0.049134304651
Long
DBT
CORP
LU
N
2
2025-04-15
Fixed
5.50000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
67054KAA7
325000.00000000
PA
USD
341136.25000000
0.261642808745
Long
DBT
CORP
FR
N
2
2026-05-01
Fixed
7.37500000
N
N
N
N
N
N
Radiate Holdco LLC
N/A
RADIATE HOLDCO 12/08/23
000000000
226753.53750000
PA
USD
216513.35000000
0.166060220879
Long
LON
CORP
US
N
2
2024-02-01
Floating
3.75000000
N
N
N
N
N
N
Bausch Health Companies Inc.
N/A
Bausch Health Companies
000000000
3637559.55735000
PA
USD
3514791.92000000
2.695755816345
Long
LON
CORP
US
N
2
2025-06-02
Floating
3.71825000
N
N
N
N
N
N
McAfee, LLC
N/A
MCAFEE LLC MCAFEE TL B 1L USD
000000000
1769034.85830000
PA
USD
1688437.63000000
1.294988626697
Long
LON
CORP
US
N
2
2024-09-30
Floating
4.18763000
N
N
N
N
N
N
Air Medical Group Holdings Inc
N/A
AIR MEDICAL GROUP HOLDINGS TERM LOAN B
000000000
192869.08320000
PA
USD
171117.31000000
0.131242615269
Long
LON
CORP
US
N
2
2025-03-14
Floating
5.86325000
N
N
N
N
N
N
Peabody Energy Corporation
N/A
PEABODY ENERGY CORP BTU TERM LOAN B
000000000
247474.75380000
PA
USD
134626.27000000
0.103254917686
Long
LON
CORP
US
N
2
2025-03-31
Floating
3.15363000
N
N
N
N
N
N
Alliant Holdings Intermediate LLC
5493006Q26653NF8SI73
ALLIANT HOLDINGS INTERMEDIATE LLC TERM LOAN B
000000000
3629906.24400000
PA
USD
3383072.62000000
2.594730470555
Long
LON
CORP
US
N
2
2025-05-09
Floating
3.15363000
N
N
N
N
N
N
Surgery Center Holdings Inc
N/A
SURGERY CENTER HOLDINGS INC SURCEN TERM LOAN
000000000
1162709.35910000
PA
USD
1034811.33000000
0.793673914462
Long
LON
CORP
US
N
2
2024-09-02
Floating
4.25000000
N
N
N
N
N
N
Commscope Inc
N/A
COMMSCOPE INC COMM TL B2 1L USD
000000000
526888.50690000
PA
USD
494147.66000000
0.378998660204
Long
LON
CORP
US
N
2
2026-04-04
Floating
3.65363000
N
N
N
N
N
N
Endo Luxembourg Finance Company I Sarl
N/A
ENDO LUXEMBOURG FINANCE ENDP TERM LOAN B
000000000
2933354.01338800
PA
USD
2660200.09000000
2.040305664883
Long
LON
CORP
US
N
2
2024-04-29
Floating
5.00000000
N
N
N
N
N
N
Morgan Stanley Institutional Liquidity Funds - Treasury Portfolio
549300D1XR6GP7EZ0T47
Morgan Stanley Institutional Liquidity Funds - Treasury Portfolio
61747C582
12153698.94000000
NS
USD
12153698.94000000
9.321577309083
Long
STIV
RF
US
N
1
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCE8
2754000.00000000
PA
USD
2787736.50000000
2.138122840658
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
8.12500000
N
N
N
N
N
N
Applied Systems Inc
N/A
APPLIED SYSTEMS INC VARIABLE RATE DUE 09/18/2025
000000000
234945.04000000
PA
USD
223197.79000000
0.171187015983
Long
LON
CORP
US
N
2
2025-09-19
Floating
8.45013000
N
N
N
N
N
N
Asurion LLC
N/A
ASURION LLC 2ND LIEN VARIABLE RATE DUE 07/13/2025
000000000
1114000.00000000
PA
USD
1075010.00000000
0.824505269754
Long
LON
CORP
US
N
2
2025-08-04
Floating
6.90363000
N
N
N
N
N
N
ZAYO GROUP HOLDINGS INC
529900Z6OTS7RT0V0I47
Zayo Group Holdings Inc
98919VAB1
325000.00000000
PA
USD
307846.50000000
0.236110418996
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
6.12500000
N
N
N
N
N
N
DIAMOND SPORTS GR/DIAMON
N/A
Diamond Sports Group LLC / Diamond Sports Finance Co
25277LAA4
108000.00000000
PA
USD
82587.60000000
0.063342584177
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.37500000
N
N
N
N
N
N
MEDNAX INC
N/A
MEDNAX Inc
58502BAA4
752000.00000000
PA
USD
714550.40000000
0.548041944079
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
5.25000000
N
N
N
N
N
N
Verscend Holding Corp
N/A
VERSCEND HOLDING CORP VCVHHO TL B 1L USD
000000000
617298.15680000
PA
USD
580105.94000000
0.444926470028
Long
LON
CORP
US
N
2
2025-08-27
Floating
4.90363000
N
N
N
N
N
N
Berry Global Inc
N/A
BERRY PLASTICS GROUP INC BERY TL Y 1L USD
000000000
1981691.66000000
PA
USD
1887363.14000000
1.447559422582
Long
LON
CORP
US
N
2
2026-07-01
Floating
2.82888000
N
N
N
N
N
N
MA Financeco LLC
N/A
MA FINANCECO LLC MCROLN TL B2 1L USD
000000000
618471.91000000
PA
USD
585618.68000000
0.449154601098
Long
LON
CORP
US
N
2
2021-11-19
Floating
2.65363000
N
N
N
N
N
N
Playtika Holding Corp
N/A
PLAYTIKA HOLDING CORP PLAHOL TL B 1L USD
000000000
367909.91250000
PA
USD
363311.04000000
0.278650307476
Long
LON
CORP
US
N
2
2024-12-10
Floating
7.07200000
N
N
N
N
N
N
Vistra Energy Corp
N/A
Vistra Energy Corp
000000000
14134.00000000
NS
USD
15194.05000000
0.011653449078
Long
EC
CORP
US
N
2
N
N
N
Project Alpha Intermediate Holding Inc
N/A
PROJECT ALPHA INTERMEDIA QLIK TERM LOAN B
000000000
1530125.31050000
PA
USD
1445968.42000000
1.109020922771
Long
LON
CORP
US
N
2
2024-04-26
Floating
5.38000000
N
N
N
N
N
N
MALLINCKRODT FIN/SB
N/A
Mallinckrodt International Finance SA / Mallinckrodt CB LLC
561233AD9
250000.00000000
PA
USD
73587.50000000
0.056439736875
Long
DBT
CORP
LU
N
2
2023-10-15
Fixed
5.62500000
N
N
N
N
N
N
Froneri US Inc
N/A
FRONERI US INC ICECR TL B 1L USD
000000000
324897.00000000
PA
USD
299853.94000000
0.229980329193
Long
LON
CORP
US
N
2
2027-01-29
Floating
2.65400000
N
N
N
N
N
N
KAR AUCTION SERVICES INC
5493004HKD20LBSG7D03
KAR Auction Services Inc
48238TAA7
155000.00000000
PA
USD
132819.50000000
0.101869171148
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.12500000
N
N
N
N
N
N
CSC Holdings LLC
N/A
ALTICE US FINANCE I CORP ALTFIC TERM LOAN
000000000
1541487.50000000
PA
USD
1462486.27000000
1.121689692708
Long
LON
CORP
US
N
2
2026-01-15
Floating
3.06400000
N
N
N
N
N
N
CEOC LLC
N/A
CEOC LLC CEOLLC TL B 1L USD
000000000
162592.29000000
PA
USD
156597.51000000
0.120106298755
Long
LON
CORP
US
N
2
2024-10-07
Floating
2.40363000
N
N
N
N
N
N
PEABODY ENERGY CORP
EJCO258LNNVSKAR2JX59
Peabody Energy Corp
70457LAA2
500000.00000000
PA
USD
373125.00000000
0.286177364654
Long
DBT
CORP
US
N
2
2022-03-31
Fixed
6.00000000
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
ASURION LLC ASUCOR TL B6 1L USD
000000000
1567815.71380000
PA
USD
1493626.67000000
1.145573585790
Long
LON
CORP
US
N
2
2023-11-03
Floating
3.40363000
N
N
N
N
N
N
Broadstreet Partners Inc
N/A
BROADSTREET PARTNERS INC BROPAR TL B 1L USD
000000000
881106.43000000
PA
USD
825376.45000000
0.633042699655
Long
LON
CORP
US
N
2
2027-01-27
Floating
3.65363000
N
N
N
N
N
N
Air Medical Group Holdings Inc
N/A
AIR MEDICAL GROUP HOLDINGS AIMEGR TL 1L USD
000000000
680177.11000000
PA
USD
623001.42000000
0.477826209853
Long
LON
CORP
US
N
2
2022-04-28
Floating
4.25000000
N
N
N
N
N
N
GRAY TELEVISION INC
529900TM5726KDN7UU35
Gray Television Inc
389375AK2
1986000.00000000
PA
USD
1955812.80000000
1.500058567132
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
5.12500000
N
N
N
N
N
N
Reynolds Group Holdings Inc.
N/A
REYNOLDS GROUP HOLDINGS REYNOL TERM LOAN
000000000
2385203.23680000
PA
USD
2269425.47000000
1.740591491548
Long
LON
CORP
US
N
2
2023-02-06
Floating
3.15363000
N
N
N
N
N
N
REYNOLDS GRP ISS/REYNOLD
N/A
Reynolds Group Issuer Inc / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu
761735AV1
399000.00000000
PA
USD
402351.60000000
0.308593421916
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
7.00000000
N
N
N
N
N
N
Select Medical Corp
N/A
SELECT MEDICAL 03/06/25
000000000
164959.86030000
PA
USD
156350.61000000
0.119916932748
Long
LON
CORP
US
N
2
2025-03-06
Floating
3.43000000
N
N
N
N
N
N
Live Nation Entertainment Inc
N/A
LIVE NATION ENTERTAINMEN LYV TL B 1L USD
000000000
74355.72000000
PA
USD
69971.71000000
0.053666518105
Long
LON
CORP
US
N
2
2026-10-16
Floating
2.50000000
N
N
N
N
N
N
AthenaHealth Inc
N/A
VVC HOLDING CORP VVCHOL TL B 1L USD
000000000
604035.17000000
PA
USD
555712.36000000
0.426217215921
Long
LON
CORP
US
N
2
2026-02-11
Floating
5.28413000
N
N
N
N
N
N
JAGUAR HL / PPDI
N/A
Jaguar Holding Co II / Pharmaceutical Product Development LLC
47010DAA8
914000.00000000
PA
USD
931137.50000000
0.714158729328
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
6.37500000
N
N
N
N
N
N
Citadel Securities LP
N/A
CITADEL SECURITIES LP CITSEC TL B 1L USD
000000000
291332.81000000
PA
USD
278222.83000000
0.213389819165
Long
LON
CORP
US
N
2
2026-02-27
Floating
3.15363000
N
N
N
N
N
N
AmWINS Group Inc
549300SJE7MUB8NMRG61
AMWINS GROUP LLC TERM LOAN
000000000
3983930.58299100
PA
USD
3841385.55000000
2.946244806218
Long
LON
CORP
US
N
2
2024-01-25
Floating
3.75000000
N
N
N
N
N
N
Gentiva Health Services Inc
N/A
GENTIVA HEALTH SERVICES KND TL 1L USD
000000000
142811.42000000
PA
USD
134242.73000000
0.102960752282
Long
LON
CORP
US
N
2
2025-07-02
Floating
3.68750000
N
N
N
N
N
N
Vertafore Inc
N/A
VF HOLDING CORP VERTAF TL B 1L USD
000000000
625530.00920000
PA
USD
572829.11000000
0.439345326893
Long
LON
CORP
US
N
2
2025-07-02
Floating
3.65363000
N
N
N
N
N
N
TAYLOR MORR COMM/HLDGS
N/A
Taylor Morrison Communities Inc / Taylor Morrison Holdings II Inc
87724LAA3
196000.00000000
PA
USD
191550.80000000
0.146914581283
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
5.87500000
N
N
N
N
N
N
Surf Holdings Sarl
N/A
SURF HOLDINGS SARL SOPHLN TL B 1L USD
000000000
980700.00000000
PA
USD
896732.47000000
0.687770948246
Long
LON
CORP
US
N
2
2027-01-15
Floating
4.81425000
N
N
N
N
N
N
MPH Acquisition Holdings LLC
N/A
MPH ACQUISITION HOLDINGS MLTPLN TERM LOAN B
000000000
3527759.73360000
PA
USD
3238942.04000000
2.484185989347
Long
LON
CORP
US
N
2
2023-06-07
Floating
4.20013000
N
N
N
N
N
N
MPH ACQUISITION HOLDINGS
5493002WXOPRPTXWTU06
MPH Acquisition Holdings LLC
553283AB8
615000.00000000
PA
USD
551944.05000000
0.423327018199
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
7.12500000
N
N
N
N
N
N
2020-06-23
First Trust Series Fund
Donald P. Swade
Donald P. Swade
Treasurer, Chief Financial Officer and Chief Accounting Officer