Principal Amount† | | Borrower/Tranche Description | | Fair Value | | | | Percentage of Net Assets | |
LOANS*: 93.8% | | | |
| | Aerospace & Defense: 1.9% | | | | | | | | |
1,061,975 | | AI Convoy (Luxembourg) S.A.R.L USD Term Loan B, 4.500%, (US0006M + 3.500%), 01/17/27 | | $ | 1,062,971 | | | | 0.2 | |
1,288,525 | | Amentum Government Services Holdings LLC Term Loan B, 3.647%, (US0001M + 3.500%), 02/01/27 | | | 1,286,914 | | | | 0.2 | |
996,914 | | American Airlines, Inc. 2018 Term Loan B, 1.898%, (US0001M + 1.750%), 06/27/25 | | | 834,203 | | | | 0.1 | |
388,050 | | Delta Air Lines, Inc. 2020 GSR Term Loan B, 5.750%, (US0003M + 4.750%), 04/29/23 | | | 395,023 | | | | 0.1 | |
1,974,289 | | KBR, Inc. 2020 Term Loan B, 2.896%, (US0001M + 2.750%), 02/05/27 | | | 1,974,289 | | | | 0.4 | |
2,246,428 | | Maxar Technologies Ltd. Term Loan B, 2.900%, (US0001M + 2.750%), 10/04/24 | | | 2,219,285 | | | | 0.4 | |
698,133 | | Science Applications International Corporation 2020 Incremental Term Loan B, 2.397%, (US0001M + 2.250%), 03/12/27 | | | 698,570 | | | | 0.1 | |
1,010,000 | | SkyMiles IP Ltd. 2020 Skymiles Term Loan B, 4.750%, (US0003M + 3.750%), 10/20/27 | | | 1,049,264 | | | | 0.2 | |
970,075 | | TransDigm, Inc. 2020 Term Loan E, 2.397%, (US0001M + 2.250%), 05/30/25 | | | 953,099 | | | | 0.2 | |
| | | | | 10,473,618 | | | | 1.9 | |
| | | | | | | | | | |
| | Auto Components: 0.3% | | | | | | | | |
1,551,491 | | Broadstreet Partners, Inc. 2020 Term Loan B, 3.397%, (US0001M + 3.250%), 01/27/27 | | | 1,529,576 | | | | 0.3 | |
| | | | | | | | | | |
| | Automotive: 3.3% | | | | | | | | |
664,518 | | American Axle and Manufacturing, Inc. Term Loan B, 3.000%, (US0001M + 2.250%), 04/06/24 | | | 656,627 | | | | 0.1 | |
1,365,000 | | Autokiniton US Holdings, Inc. Term Loan, 5.750%, (US0001M + 5.750%), 05/22/25 | | | 1,358,175 | | | | 0.2 | |
807,877 | | Belron Finance US LLC 2018 Term Loan B, 2.464%, (US0003M + 2.250%), 11/13/25 | | | 808,887 | | | | 0.1 | |
1,255,388 | | Belron Finance US LLC 2019 USD Term Loan B, 2.464%, (US0003M + 2.250%), 10/30/26 | | | 1,256,957 | | | | 0.2 | |
305,585 | | Belron Finance US LLC USD Term Loan B, 2.463%, (US0003M + 2.250%), 11/07/24 | | | 305,967 | | | | 0.1 | |
2,669,509 | | Clarios Global LP USD Term Loan B, 3.647%, (US0001M + 3.500%), 04/30/26 | | | 2,662,835 | | | | 0.5 | |
594,000 | | Dealer Tire, LLC 2020 Term Loan B, 4.397%, (US0001M + 4.250%), 12/12/25 | | | 591,525 | | | | 0.1 | |
2,058,054 | | Gates Global LLC 2017 USD Repriced Term Loan B, 3.750%, (US0001M + 2.750%), 04/01/24 | | | 2,055,482 | | | | 0.4 | |
1,423,295 | | Holley Purchaser, Inc. Term Loan B, 5.214%, (US0003M + 5.000%), 10/24/25 | | | 1,394,829 | | | | 0.3 | |
1,044,717 | | KAR Auction Services, Inc. 2019 Term Loan B6, 2.438%, (US0001M + 2.250%), 09/19/26 | | | 1,026,870 | | | | 0.2 | |
1,395,000 | | Les Schwab Tire Centers Term Loan B, 4.250%, (US0003M + 3.500%), 11/02/27 | | | 1,396,744 | | | | 0.3 | |
994,963 | | Mister Car Wash Holdings, Inc. 2019 Term Loan B, 3.402%, (US0001M + 3.250%), 05/14/26 | | | 973,696 | | | | 0.2 | |
1,488,432 | | Truck Hero, Inc. 1st Lien Term Loan, 3.897%, (US0001M + 3.750%), 04/22/24 | | | 1,488,831 | | | | 0.3 | |
992,481 | | Wand NewCo 3, Inc. 2020 Term Loan, 3.147%, (US0001M + 3.000%), 02/05/26 | | | 980,075 | | | | 0.2 | |
795,000 | | Wheel Pros, LLC 2020 Term Loan, 6.250%, (US0001M + 5.250%), 11/06/27 | | | 784,400 | | | | 0.1 | |
| | | | | 17,741,900 | | | | 3.3 | |
| | | | | | | | | | |
| | Beverage & Tobacco: 0.4% | | | | | | | | |
2,340,466 | | Sunshine Investments B.V. USD Term Loan B3, 3.471%, (US0003M + 3.250%), 03/28/25 | | | 2,331,689 | | | | 0.4 | |
| | | | | | | | | | |
| | Brokers, Dealers & Investment Houses: 0.3% | | | | | | | | |
1,949,673 | | Brookfield Property REIT Inc. 1st Lien Term Loan B, 2.647%, (US0001M + 2.500%), 08/27/25 | | | 1,856,089 | | | | 0.3 | |
Principal Amount† | | Borrower/Tranche Description (continued) | | Fair Value | | | | Percentage of Net Assets | |
LOANS*: (continued) | | | |
| | Building & Development: 3.6% | | | | | | | | |
704,956 | | Advanced Drainage Systems Inc Term Loan B, 2.438%, (US0003M + 2.250%), 07/31/26 | | $ | 705,838 | | | | 0.1 | |
2,710,000 | | Applecaramel Buyer, LLC Term Loan B, 4.500%, (US0006M + 4.000%), 10/19/27 | | | 2,713,388 | | | | 0.5 | |
3,108,450 | | Core & Main LP 2017 Term Loan B, 3.750%, (US0003M + 2.750%), 08/01/24 | | | 3,103,268 | | | | 0.6 | |
2,127,947 | | GYP Holdings III Corp. 2018 Term Loan B, 2.897%, (US0001M + 2.750%), 06/01/25 | | | 2,122,628 | | | | 0.4 | |
1,848,000 | | Henry Company LLC Term Loan B, 5.000%, (US0001M + 4.000%), 10/05/23 | | | 1,851,849 | | | | 0.3 | |
2,269,373 | | Interior Logic Group Holdings IV LLC 2018 Term Loan B, 4.147%, (US0001M + 4.000%), 05/30/25 | | | 2,220,202 | | | | 0.4 | |
146,364 | | LBM Acquisition LLC Delayed Draw Term Loan, 4.738%, (US0003M + 4.500%), 12/09/27 | | | 146,583 | | | | 0.0 | |
658,636 | | LBM Acquisition LLC Term Loan B, 4.738%, (US0003M + 4.500%), 12/09/27 | | | 659,624 | | | | 0.1 | |
230,000 | | LEB Holdings (USA), Inc Term Loan B, 4.750%, (US0003M + 4.000%), 11/02/27 | | | 231,006 | | | | 0.1 | |
2,295,682 | | MX Holdings US, Inc. Term Loan B1B, 3.500%, (US0001M + 2.750%), 07/31/25 | | | 2,303,334 | | | | 0.4 | |
775,000 | | Northstar Group Services, INC. 2020 Term Loan B, 6.500%, (US0003M + 5.500%), 11/09/26 | | | 769,187 | | | | 0.2 | |
1,746,009 | | Quikrete Holdings Inc Term Loan, 2.647%, (US0001M + 2.500%), 02/01/27 | | | 1,739,947 | | | | 0.3 | |
1,010,937 | | Werner FinCo LP 2017 Term Loan, 5.000%, (US0001M + 4.000%), 07/24/24 | | | 1,010,937 | | | | 0.2 | |
| | | | | 19,577,791 | | | | 3.6 | |
| | | | | | | | | | |
| | Business Equipment & Services: 11.6% | | | | | | | | |
944,209 | | 24-7 Intouch Inc 2018 Term Loan, 4.897%, (US0001M + 4.750%), 08/25/25 | | | 904,080 | | | | 0.2 | |
2,664,341 | | AlixPartners, LLP 2017 Term Loan B, 2.647%, (US0001M + 2.500%), 04/04/24 | | | 2,642,139 | | | | 0.5 | |
1,325,844 | | AqGen Ascensus, Inc. 2020 Term Loan, 5.000%, (US0003M + 4.000%), 12/13/26 | | | 1,331,851 | | | | 0.2 | |
1,020,364 | | Ascend Learning, LLC 2017 Term Loan B, 4.000%, (US0001M + 3.000%), 07/12/24 | | | 1,018,068 | | | | 0.2 | |
992,513 | | Asplundh Tree Expert, LLC Term Loan B, 2.647%, (US0001M + 2.500%), 09/07/27 | | | 996,766 | | | | 0.2 | |
2,289,834 | | Big Ass Fans, LLC 2018 Term Loan, 4.750%, (US0003M + 3.750%), 05/21/24 | | | 2,286,972 | | | | 0.4 | |
837,863 | | Cambium Learning Group, Inc. Term Loan B, 4.754%, (US0003M + 4.500%), 12/18/25 | | | 835,418 | | | | 0.2 | |
960,000 | | Camelot U.S. Acquisition 1 Co. 2020 Incremental Term Loan B, 4.000%, (US0001M + 3.000%), 10/30/26 | | | 959,800 | | | | 0.2 | |
557,200 | | Cardtronics USA, Inc. Term Loan B, 5.000%, (US0001M + 4.000%), 06/29/27 | | | 558,454 | | | | 0.1 | |
2,404,875 | | Castle US Holding Corporation USD Term Loan B, 4.004%, (US0003M + 3.750%), 01/29/27 | | | 2,363,391 | | | | 0.4 | |
390,666 | | Convergint Technologies LLC 2018 1st Lien Term Loan, 3.750%, (US0001M + 3.000%), 02/03/25 | | | 387,492 | | | | 0.1 | |
2,453,549 | | EIG Investors Corp. 2018 1st Lien Term Loan, 4.750%, (US0003M + 3.750%), 02/09/23 | | | 2,455,274 | | | | 0.5 | |
1,929,432 | | EVO Payments International LLC 2018 1st Lien Term Loan, 3.400%, (US0001M + 3.250%), 12/22/23 | | | 1,932,327 | | | | 0.4 | |
2,489,782 | | Financial & Risk US Holdings, Inc. 2018 USD Term Loan, 3.397%, (US0001M + 3.250%), 10/01/25 | | | 2,489,199 | | | | 0.5 | |
1,394,076 | | Flexential Intermediate Corporation 2nd Lien Term Loan, 7.482%, (US0003M + 7.250%), 08/01/25 | | | 882,799 | | | | 0.2 | |
1,875,721 | | GreenSky Holdings, LLC 2018 Term Loan B, 3.438%, (US0001M + 3.250%), 03/31/25 | | | 1,847,585 | | | | 0.3 | |
Principal Amount† | | Borrower/Tranche Description (continued) | | Fair Value | | | | Percentage of Net Assets | |
LOANS*: (continued) | | | |
| | Business Equipment & Services: (continued) | | | | | | | | |
2,211,684 | | ION Trading Technologies S.a.r.l. USD Incremental Term Loan B, 5.000%, (US0003M + 4.000%), 11/21/24 | | $ | 2,211,224 | | | | 0.4 | |
1,060,000 | | Ivanti Software, Inc. 2020 Term Loan B, 5.750%, (US0001M + 4.750%), 12/01/27 | | | 1,060,331 | | | | 0.2 | |
1,177,652 | | KUEHG Corp. 2018 Incremental Term Loan, 4.750%, (US0003M + 3.750%), 02/21/25 | | | 1,123,480 | | | | 0.2 | |
230,000 | | Mermaid BidCo Inc USD Term Loan B, 8.238%, (US0003M + 8.000%), 12/10/27 | | | 230,575 | | | | 0.0 | |
1,390,000 | | Milano Acquisition Corp Term Loan B, 4.750%, (US0003M + 4.000%), 10/01/27 | | | 1,393,475 | | | | 0.3 | |
709,909 | | NeuStar, Inc. 2018 Term Loan B4, 4.500%, (US0003M + 3.500%), 08/08/24 | | | 688,966 | | | | 0.1 | |
592,025 | | Nielsen Finance LLC 2020 USD Term Loan B5, 4.750%, (US0001M + 3.750%), 06/04/25 | | | 597,945 | | | | 0.1 | |
2,463,064 | | PI US MergerCo, Inc. USD 2017 1st Lien Term Loan, 4.500%, (US0003M + 3.500%), 01/03/25 | | | 2,460,601 | | | | 0.5 | |
2,766,725 | | Pre-Paid Legal Services, Inc. 2018 1st Lien Term Loan, 3.397%, (US0001M + 3.250%), 05/01/25 | | | 2,740,441 | | | | 0.5 | |
3,012,832 | | Red Ventures, LLC 2020 Term Loan B2, 2.647%, (US0001M + 2.500%), 11/08/24 | | | 2,969,522 | | | | 0.5 | |
465,000 | | Renaissance Holding Corp. 2018 2nd Lien Term Loan, 7.147%, (US0001M + 7.000%), 05/29/26 | | | 462,094 | | | | 0.1 | |
608,828 | | Renaissance Learning, Inc. 2018 Add On Term Loan, 3.396%, (US0001M + 3.250%), 05/30/25 | | | 599,822 | | | | 0.1 | |
1,971,240 | | Research Now Group, Inc. 2017 1st Lien Term Loan, 6.500%, (US0003M + 5.500%), 12/20/24 | | | 1,946,600 | | | | 0.4 | |
843,625 | | Rockwood Service Corporation 2020 Term Loan, 4.397%, (US0001M + 4.250%), 01/23/27 | | | 844,152 | | | | 0.2 | |
253,269 (1) | | Service Logic Acquisition, Inc Delayed Draw Term Loan, 4.238%, (US0003M + 4.000%), 10/29/27 | | | 253,585 | | | | 0.0 | |
941,731 | | Service Logic Acquisition, Inc Term Loan, 4.750%, (US0003M + 4.000%), 10/29/27 | | | 942,909 | | | | 0.2 | |
2,281,068 | | Solera Holdings, Inc. USD Term Loan B, 2.897%, (US0001M + 2.750%), 03/03/23 | | | 2,267,920 | | | | 0.4 | |
2,944,931 | | Staples, Inc. 7 Year Term Loan, 5.214%, (US0003M + 5.000%), 04/16/26 | | | 2,861,645 | | | | 0.5 | |
1,779,778 | | SurveyMonkey Inc. 2018 Term Loan B, 3.860%, (US0001W + 3.750%), 10/10/25 | | | 1,774,216 | | | | 0.3 | |
40,323 (1) | | Therma Intermediate LLC, 2020 Delayed Draw Term Loan, 4.238%, (US0003M + 4.000%), 12/10/27 | | | 40,339 | | | | 0.0 | |
209,677 | | Therma Intermediate LLC, 2020 Term Loan, 4.750%, (US0001M + 4.000%), 12/10/27 | | | 209,765 | | | | 0.0 | |
310,000 | | TruGreen Limited Partnership 2020 Term Loan, 4.750%, (US0001M + 4.000%), 11/02/27 | | | 311,937 | | | | 0.1 | |
2,721,261 | | Verifone Systems, Inc. 2018 1st Lien Term Loan, 4.224%, (US0003M + 4.000%), 08/20/25 | | | 2,639,623 | | | | 0.5 | |
2,439,201 | | Verra Mobility Corporation 2020 Term Loan B, 3.397%, (US0001M + 3.250%), 02/28/25 | | | 2,430,054 | | | | 0.4 | |
1,179,355 | | Verscend Holding Corp. 2018 Term Loan B, 4.647%, (US0001M + 4.500%), 08/27/25 | | | 1,181,124 | | | | 0.2 | |
505,000 | | Virtusa Coporation Term Loan B, 4.738%, (US0003M + 4.500%), 12/01/27 | | | 504,579 | | | | 0.1 | |
1,307,705 | | West Corporation 2017 Term Loan, 5.000%, (US0003M + 4.000%), 10/10/24 | | | 1,270,926 | | | | 0.2 | |
2,532,283 | | Yak Access, LLC 2018 1st Lien Term Loan B, 5.240%, (US0003M + 5.000%), 07/11/25 | | | 2,270,615 | | | | 0.4 | |
970,000 | | Yak Access, LLC 2018 2nd Lien Term Loan B, 10.238%, (US0003M + 10.000%), 07/10/26 | | | 700,825 | | | | 0.1 | |
| | | | | 62,880,905 | | | | 11.6 | |
| | | | | | | | | | |
| | Cable & Satellite Television: 2.3% | | | | | | | | |
2,882,925 | | Radiate Holdco, LLC 2020 Term Loan, 4.250%, (US0001M + 3.500%), 09/25/26 | | | 2,891,032 | | | | 0.5 | |
Principal Amount† | | Borrower/Tranche Description (continued) | | Fair Value | | | | Percentage of Net Assets | |
LOANS*: (continued) | | | |
| | Cable & Satellite Television: (continued) | | | | | | | | |
1,179,765 | | Telesat Canada Term Loan B5, 2.900%, (US0001M + 2.750%), 12/07/26 | | $ | 1,170,879 | | | | 0.2 | |
970,000 | | UPC Broadband Holding B.V. 2020 USD Term Loan AT, 2.409%, (US0001M + 2.250%), 04/30/28 | | | 961,815 | | | | 0.2 | |
955,000 | | UPC Broadband Holding B.V. 2020 USD Term Loan B1, 3.673%, (US0002M + 3.500%), 01/31/29 | | | 957,149 | | | | 0.2 | |
955,000 | | UPC Broadband Holding B.V. 2020 USD Term Loan B2, 3.677%, (US0002M + 3.500%), 01/31/29 | | | 957,149 | | | | 0.2 | |
2,998,077 | | Virgin Media Bristol LLC USD Term Loan N, 2.659%, (US0001M + 2.500%), 01/31/28 | | | 2,973,984 | | | | 0.5 | |
2,696,799 | | WideOpenWest Finance LLC 2017 Term Loan B, 4.250%, (US0001M + 3.250%), 08/18/23 | | | 2,695,597 | | | | 0.5 | |
| | | | | 12,607,605 | | | | 2.3 | |
| | | | | | | | | | |
| | Chemicals & Plastics: 2.6% | | | | | | | | |
1,511,786 | | Alpha 3 B.V. 2017 Term Loan B1, 4.000%, (US0003M + 3.000%), 01/31/24 | | | 1,508,124 | | | | 0.3 | |
1,194,875 | | Ascend Performance Materials Operations LLC 2019 Term Loan B, 6.250%, (US0003M + 5.250%), 08/27/26 | | | 1,199,356 | | | | 0.2 | |
2,389,516 | | Composite Resins Holding B.V. 2018 Term Loan B, 5.250%, (US0003M + 4.250%), 08/01/25 | | | 2,407,438 | | | | 0.4 | |
394,013 | | Diamond (BC) B.V. 2020 USD Incremental Term Loan, 6.000%, (US0003M + 5.000%), 09/06/24 | | | 393,766 | | | | 0.1 | |
2,091,101 | | Diamond (BC) B.V. USD Term Loan, 3.214%, (US0003M + 3.000%), 09/06/24 | | | 2,064,636 | | | | 0.4 | |
500,000 | | Emerald Performance Materials, LLC 2020 Term Loan B, 5.000%, (US0001M + 4.000%), 08/12/25 | | | 503,437 | | | | 0.1 | |
1,037,337 | | Encapsys, LLC 2020 Term Loan B2, 4.250%, (US0001M + 3.250%), 11/07/24 | | | 1,030,530 | | | | 0.2 | |
1,200,052 | | Polar US Borrower, LLC 2018 1st Lien Term Loan, 4.900%, (US0001M + 4.750%), 10/15/25 | | | 1,185,052 | | | | 0.2 | |
310,000 | | Potters Industries, LLC Term Loan B, 4.750%, (US0003M + 4.000%), 12/14/27 | | | 310,775 | | | | 0.1 | |
156,128 | | PQ Corporation 2020 USD Incremental Term Loan B, 4.000%, (US0003M + 3.000%), 02/07/27 | | | 156,362 | | | | 0.0 | |
2,310,613 | | Starfruit Finco B.V 2018 USD Term Loan B, 3.153%, (US0001M + 3.000%), 10/01/25 | | | 2,288,373 | | | | 0.4 | |
1,313,001 | | Tronox Finance LLC Term Loan B, 3.197%, (US0001M + 3.000%), 09/23/24 | | | 1,308,693 | | | | 0.2 | |
| | | | | 14,356,542 | | | | 2.6 | |
| | | | | | | | | | |
| | Communications: 0.3% | | | | | | | | |
1,648,022 | | Avaya, Inc. 2018 Term Loan B, 4.409%, (US0001M + 4.250%), 12/15/24 | | | 1,654,614 | | | | 0.3 | |
| | | | | | | | | | |
| | Conglomerates: 0.1% | | | | | | | | |
433,333 | | Energizer Holdings, Inc. 2020 Incremental Term Loan, 2.488%, (US0003M + 2.250%), 12/16/27 | | | 434,236 | | | | 0.1 | |
366,667 | | Energizer Holdings, Inc. 2020 Term Loan, 2.488%, (US0003M + 2.250%), 12/16/27 | | | 367,430 | | | | 0.0 | |
| | | | | 801,666 | | | | 0.1 | |
| | | | | | | | | | |
| | Consumer, Cyclical: 0.2% | | | | | | | | |
845,000 | | Mileage Plus Holdings LLC 2020 Term Loan B, 6.250%, (US0003M + 5.250%), 06/25/27 | | | 882,027 | | | | 0.2 | |
| | | | | | | | | | |
| | Consumer, Non-cyclical: 0.4% | | | | | | | | |
997,423 | | Albany Molecular Research, Inc. 2017 1st Lien Term Loan, 5.492%, (US0003M + 3.250%), 08/30/24 | | | 1,002,160 | | | | 0.2 | |
976,310 | | Lifescan Global Corporation 2018 1st Lien Term Loan, 6.234%, (US0003M + 6.000%), 10/01/24 | | | 932,681 | | | | 0.2 | |
| | | | | 1,934,841 | | | | 0.4 | |
| | | | | | | | | | |
| | Containers & Glass Products: 3.5% | | | | | | | | |
2,481 | | Berry Global, Inc. Term Loan Y, 2.149%, (US0001M + 2.000%), 07/01/26 | | | 2,473 | | | | 0.0 | |
1,917,840 | | BWAY Holding Company 2017 Term Loan B, 3.480%, (US0003M + 3.250%), 04/03/24 | | | 1,860,305 | | | | 0.3 | |
Principal Amount† | | Borrower/Tranche Description (continued) | | Fair Value | | | | Percentage of Net Assets | |
LOANS*: (continued) | | | |
| | Containers & Glass Products: (continued) | | | | | | | | |
1,781,949 | | Charter NEX US, Inc. 2020 Term Loan, 5.000%, (US0001M + 4.250%), 12/01/27 | | $ | 1,793,271 | | | | 0.3 | |
991,384 | | Consolidated Container Company LLC 2017 1st Lien Term Loan, 3.750%, (US0001M + 2.750%), 05/22/24 | | | 991,260 | | | | 0.2 | |
1,630,926 | | Flex Acquisition Company, Inc. 1st Lien Term Loan, 4.000%, (US0003M + 3.000%), 12/29/23 | | | 1,626,266 | | | | 0.3 | |
2,665,714 | | Flex Acquisition Company, Inc. 2018 Incremental Term Loan, 3.225%, (US0003M + 3.000%), 06/29/25 | | | 2,641,723 | | | | 0.5 | |
1,528,271 | | Graham Packaging Company Inc. Term Loan, 4.500%, (US0001M + 3.750%), 08/04/27 | | | 1,534,957 | | | | 0.3 | |
1,695,000 | | Plastipak Packaging, Inc. 2018 Term Loan B, 2.650%, (US0001M + 2.500%), 10/14/24 | | | 1,686,525 | | | | 0.3 | |
603,488 | | Plaze, Inc. 2020 Incremental Term Loan, 5.250%, (US0001M + 4.250%), 08/03/26 | | | 601,225 | | | | 0.1 | |
1,000,000 | | Proampac PG Borrower LLC 2020 Term Loan, 5.000%, (US0003M + 4.000%), 11/03/25 | | | 999,375 | | | | 0.2 | |
2,200,000 | | Reynolds Group Holdings Inc. 2020 Term Loan B2, 3.397%, (US0001M + 3.250%), 02/05/26 | | | 2,189,686 | | | | 0.4 | |
953,052 | | Reynolds Group Holdings Inc. USD 2017 Term Loan, 2.897%, (US0001M + 2.750%), 02/05/23 | | | 949,835 | | | | 0.2 | |
345,000 | | Tosca Services, LLC 2020 Term Loan B, 5.250%, (US0001M + 4.250%), 07/28/27 | | | 347,588 | | | | 0.1 | |
1,614,799 | | TricorBraun Hldgs Inc First Lien Term Loan, 4.753%, (US0001M + 3.750%), 11/30/23 | | | 1,610,258 | | | | 0.3 | |
| | | | | 18,834,747 | | | | 3.5 | |
| | | | | | | | | | |
| | Cosmetics/Toiletries: 0.6% | | | | | | | | |
1,177,291 | | Anastasia Parent, LLC 2018 Term Loan B, 4.004%, (US0003M + 3.750%), 08/11/25 | | | 779,955 | | | | 0.2 | |
2,305,475 | | Wellness Merger Sub, Inc. 1st Lien Term Loan, 5.000%, (US0003M + 4.000%), 06/30/24 | | | 2,294,910 | | | | 0.4 | |
| | | | | 3,074,865 | | | | 0.6 | |
| | | | | | | | | | |
| | Drugs: 0.5% | |
2,971,775 | | Endo Luxembourg Finance Company I S.a r.l. 2017 Term Loan B, 5.000%, (US0003M + 4.250%), 04/29/24 | | | 2,935,555 | | | | 0.5 | |
| | | | | | | | | | |
| | Ecological Services & Equipment: 0.4% | | | | | | | | |
1,959,429 | | GFL Environmental Inc. 2020 Term Loan, 3.500%, (US0003M + 3.000%), 05/30/25 | | | 1,964,599 | | | | 0.4 | |
| | | | | | | | | | |
| | Electronics/Electrical: 13.5% | | | | | | | | |
18,462 | | Allegro Microsystems, Inc. Term Loan, 4.500%, (US0001M + 4.000%), 09/30/27 | | | 18,438 | | | | 0.0 | |
2,067,120 | | ASG Technologies Group, Inc. 2018 Term Loan, 4.500%, (US0001M + 3.500%), 07/31/24 | | | 2,014,150 | | | | 0.4 | |
1,974,946 | | Barracuda Networks, Inc. 1st Lien Term Loan, 4.500%, (US0003M + 3.750%), 02/12/25 | | | 1,976,799 | | | | 0.4 | |
275,000 | | Barracuda Networks, Inc. 2020 2nd Lien Term Loan, 7.500%, (US0003M + 6.750%), 10/30/28 | | | 278,437 | | | | 0.1 | |
3,127,326 | | BMC Software Finance, Inc. 2018 USD Term Loan B, 4.397%, (US0001M + 4.250%), 10/02/25 | | | 3,121,071 | | | | 0.6 | |
1,207,143 | | Brave Parent Holdings, Inc. 1st Lien Term Loan, 4.146%, (US0001M + 4.000%), 04/18/25 | | | 1,199,598 | | | | 0.2 | |
1,324,613 | | By Crown Parent, LLC Term Loan B1, 4.000%, (US0001M + 3.000%), 02/02/26 | | | 1,324,613 | | | | 0.2 | |
380,000 | | Cloudera, Inc. Term Loan B, 3.250%, (US0001M + 2.500%), 12/17/27 | | | 380,950 | | | | 0.1 | |
1,443,106 | | Cohu, Inc. 2018 Term Loan B, 3.148%, (US0001M + 3.000%), 10/01/25 | | | 1,428,675 | | | | 0.3 | |
315,000 | | CommerceHub, Inc. 2020 Term Loan B, 4.238%, (US0003M + 4.000%), 12/02/27 | | | 315,394 | | | | 0.1 | |
1,159,285 | | Cornerstone OnDemand, Inc. Term Loan B, 4.394%, (US0001M + 4.250%), 04/22/27 | | | 1,168,463 | | | | 0.2 | |
995,000 | | Delta TopCo, Inc. 2020 Term Loan B, 4.500%, (US0006M + 3.750%), 12/01/27 | | | 996,866 | | | | 0.2 | |
Principal Amount† | | Borrower/Tranche Description (continued) | | Fair Value | | | | Percentage of Net Assets | |
LOANS*: (continued) | | | | | |
| | Electronics/Electrical: (continued) | | | | | | | | |
1,462,613 | | EagleView Technology Corporation 2018 Add On Term Loan B, 3.733%, (US0003M + 3.500%), 08/14/25 | | $ | 1,444,787 | | | | 0.3 | |
1,048,125 | | Electrical Components International, Inc. 2018 1st Lien Term Loan, 4.397%, (US0001M + 4.250%), 06/26/25 | | | 1,017,336 | | | | 0.2 | |
1,800,488 | | Epicor Software Corporation 2020 Term Loan, 5.250%, (US0001M + 4.250%), 07/30/27 | | | 1,813,429 | | | | 0.3 | |
495,006 | | Go Daddy Operating Company, LLC 2020 Term Loan B3, 2.647%, (US0001M + 2.500%), 08/10/27 | | | 498,203 | | | | 0.1 | |
1,670,000 | | Greeneden U.S. Holdings II, LLC 2020 USD Term Loan B, 4.750%, (US0001M + 4.000%), 12/01/27 | | | 1,676,002 | | | | 0.3 | |
945,276 | | Helios Software Holdings, Inc. USD Term Loan, 4.519%, (US0006M + 4.250%), 10/24/25 | | | 942,322 | | | | 0.2 | |
2,909,772 | | Hyland Software, Inc. 2018 1st Lien Term Loan, 4.250%, (US0001M + 3.500%), 07/01/24 | | | 2,918,842 | | | | 0.5 | |
1,994,576 | | Imperva, Inc. 1st Lien Term Loan, 5.000%, (US0003M + 4.000%), 01/12/26 | | | 1,999,562 | | | | 0.4 | |
1,368,871 | | Imperva, Inc. 2nd Lien Term Loan, 8.750%, (US0003M + 7.750%), 01/10/27 | | | 1,338,072 | | | | 0.2 | |
2,349,756 | | Informatica LLC, 2020 USD Term Loan B, 3.397%, (US0001M + 3.250%), 02/25/27 | | | 2,338,007 | | | | 0.4 | |
1,505,000 | | LogMeIn, Inc. Term Loan B, 4.903%, (US0001M + 4.750%), 08/31/27 | | | 1,502,178 | | | | 0.3 | |
257,956 | | MA FinanceCo., LLC USD Term Loan B3, 2.897%, (US0001M + 2.750%), 06/21/24 | | | 254,893 | | | | 0.0 | |
2,644,374 | | McAfee, LLC 2018 USD Term Loan B, 3.898%, (US0001M + 3.750%), 09/30/24 | | | 2,648,230 | | | | 0.5 | |
2,212,013 | | MH Sub I, LLC 2017 1st Lien Term Loan, 3.647%, (US0001M + 3.500%), 09/13/24 | | | 2,188,051 | | | | 0.4 | |
2,540,000 | | MH Sub I, LLC 2017 2nd Lien Term Loan, 7.647%, (US0001M + 7.500%), 09/15/25 | | | 2,551,113 | | | | 0.5 | |
146,780 | | Planview Parent, Inc. Delayed Draw Term Loan, 4.238%, (US0003M + 4.000%), 12/17/27 | | | 147,056 | | | | 0.0 | |
628,220 | | Planview Parent, Inc. Term Loan, 4.238%, (US0003M + 4.000%), 12/17/27 | | | 629,398 | | | | 0.1 | |
2,204,959 | | Project Boost Purchaser, LLC 2019 Term Loan B, 3.647%, (US0001M + 3.500%), 06/01/26 | | | 2,184,746 | | | | 0.4 | |
2,288,300 | | Project Leopard Holdings, Inc. 2019 Term Loan, 5.250%, (US0003M + 4.250%), 07/07/23 | | | 2,279,719 | | | | 0.4 | |
735,111 | | Quest Software US Holdings Inc. 2018 1st Lien Term Loan, 4.464%, (US0003M + 4.250%), 05/16/25 | | | 724,084 | | | | 0.1 | |
2,000,000 | | Quest Software US Holdings Inc. 2018 2nd Lien Term Loan, 8.464%, (US0003M + 8.250%), 05/18/26 | | | 1,906,666 | | | | 0.4 | |
2,705,221 | | Rackspace Hosting, Inc. 2017 Incremental 1st Lien Term Loan, 4.000%, (US0003M + 3.000%), 11/03/23 | | | 2,706,350 | | | | 0.5 | |
1,010,000 | | Redstone Buyer LLC Term Loan, 6.000%, (US0002M + 5.000%), 09/01/27 | | | 1,016,313 | | | | 0.2 | |
1,385,516 | | Riverbed Technology, Inc. 2016 Term Loan, 4.250%, (US0003M + 3.250%), 04/24/22 | | | 1,338,755 | | | | 0.2 | |
685,000 | | Rocket Software, Inc. 2018 2nd Lien Term Loan, 8.464%, (US0003M + 8.250%), 11/27/26 | | | 649,038 | | | | 0.1 | |
1,558,072 | | Rocket Software, Inc. 2018 Term Loan, 4.397%, (US0001M + 4.250%), 11/28/25 | | | 1,546,630 | | | | 0.3 | |
380,000 | | Sabre GLBL Inc. 2020 Term Loan B, 4.238%, (US0003M + 4.000%), 12/10/27 | | | 381,425 | | | | 0.1 | |
1,742,044 | | Seattle Spinco, Inc. USD Term Loan B3, 2.897%, (US0001M + 2.750%), 06/21/24 | | | 1,721,357 | | | | 0.3 | |
3,110,335 | | SolarWinds Holdings, Inc. 2018 Term Loan B, 2.897%, (US0001M + 2.750%), 02/05/24 | | | 2,983,977 | | | | 0.5 | |
1,898,546 | | SonicWall US Holdings Inc. 1st Lien Term Loan, 3.724%, (US0003M + 3.500%), 05/16/25 | | | 1,870,859 | | | | 0.3 | |
Principal Amount† | | Borrower/Tranche Description (continued) | | Fair Value | | | | Percentage of Net Assets | |
LOANS*: (continued) | | | |
| | Electronics/Electrical: (continued) | | | | | | | | |
1,064,650 | | Surf Holdings, LLC USD Term Loan, 3.726%, (US0003M + 3.500%), 03/05/27 | | $ | 1,056,931 | | | | 0.2 | |
1,115,000 | | Tech Data Corporation ABL Term Loan, 3.645%, (US0001M + 3.500%), 06/30/25 | | | 1,124,756 | | | | 0.2 | |
58,004 | | Travelport Finance (Luxembourg) S.a.r.l. 2019 Term Loan, 5.220%, (US0003M + 5.000%), 05/29/26 | | | 40,204 | | | | 0.0 | |
1,145,115 | | Travelport Finance (Luxembourg) S.a.r.l. 2020 Super Priority Term Loan, 2.500%, (US0003M + 1.500%), 02/28/25 | | | 1,133,092 | | | | 0.2 | |
867,825 | | Ultimate Software Group Inc(The) 2020 Incremental Term Loan B, 4.750%, (US0003M + 4.000%), 05/04/26 | | | 874,008 | | | | 0.2 | |
2,695,900 | | Ultimate Software Group Inc(The) Term Loan B, 3.897%, (US0001M + 3.750%), 05/04/26 | | | 2,698,596 | | | | 0.5 | |
1,406,475 | | Veritas US Inc. 2020 USD Term Loan B, 6.500%, (US0003M + 5.500%), 09/01/25 | | | 1,405,303 | | | | 0.3 | |
701,061 | | Web.com Group, Inc. 2018 2nd Lien Term Loan, 7.898%, (US0001M + 7.750%), 10/09/26 | | | 672,435 | | | | 0.1 | |
1,134,931 | | Web.com Group, Inc. 2018 Term Loan B, 3.898%, (US0001M + 3.750%), 10/10/25 | | | 1,121,099 | | | | 0.2 | |
1,639,250 | | Xperi Corporation 2020 Term Loan B, 4.147%, (US0001M + 4.000%), 06/01/25 | | | 1,644,987 | | | | 0.3 | |
| | | | | 73,212,265 | | | | 13.5 | |
| | | | | | | | | | |
| | Financial: 0.2% | | | | | | | | |
1,313,709 | | Blucora, Inc. 2017 Term Loan B, 5.000%, (US0003M + 4.000%), 05/22/24 | | | 1,315,351 | | | | 0.2 | |
| | | | | | | | | | |
| | Financial Intermediaries: 2.0% | | | | | | | | |
1,361,109 | | Blackhawk Network Holdings, Inc 2018 1st Lien Term Loan, 3.147%, (US0001M + 3.000%), 06/15/25 | | | 1,330,059 | | | | 0.2 | |
1,920,317 | | Cushman & Wakefield U.S. Borrower, LLC 2020 Term Loan B, 2.897%, (US0001M + 2.750%), 08/21/25 | | | 1,885,511 | | | | 0.4 | |
1,800,950 | | Deerfield Dakota Holding, LLC 2020 USD Term Loan B, 4.750%, (US0003M + 3.750%), 04/09/27 | | | 1,806,578 | | | | 0.3 | |
2,399,018 | | Edelman Financial Center, LLC 2018 1st Lien Term Loan, 3.147%, (US0001M + 3.000%), 07/21/25 | | | 2,366,531 | | | | 0.4 | |
851,400 | | First Eagle Holdings, Inc. 2020 Term Loan B, 2.754%, (US0003M + 2.500%), 02/01/27 | | | 844,535 | | | | 0.2 | |
876,438 | | VFH Parent LLC 2019 Term Loan B, 3.153%, (US0003M + 3.000%), 03/01/26 | | | 877,863 | | | | 0.2 | |
1,610,725 | | Victory Capital Holdings, Inc. 2020 Term Loan B, 2.734%, (US0003M + 2.500%), 07/01/26 | | | 1,607,370 | | | | 0.3 | |
| | | | | 10,718,447 | | | | 2.0 | |
| | | | | | | | | | |
| | Food Products: 2.0% | | | | | | | | |
1,000,000 | | 8th Avenue Food & Provisions, Inc. 2018 1st Lien Term Loan, 3.652%, (US0001M + 3.500%), 10/01/25 | | | 999,375 | | | | 0.2 | |
1,276,181 | | Atkins Nutritionals Holdings II, Inc. 2017 Term Loan B, 4.750%, (US0001M + 3.750%), 07/07/24 | | | 1,282,363 | | | | 0.2 | |
1,357,888 | | B&G Foods, Inc. 2019 Term Loan B4, 2.647%, (US0001M + 2.500%), 10/10/26 | | | 1,358,980 | | | | 0.3 | |
2,715,000 | | IRB Holding Corp 2020 Fourth Amendment Incremental Term Loan, 3.478%, (US0003M + 3.250%), 12/15/27 | | | 2,718,733 | | | | 0.5 | |
619,693 | | IRB Holding Corp 2020 Term Loan B, 3.750%, (US0006M + 2.750%), 02/05/25 | | | 615,588 | | | | 0.1 | |
970,000 (2),(3),(4) | | NPC International, Inc. 2nd Lien Term Loan, 7.738%, (US0003M + 7.500%), 04/18/25 | | | 74,690 | | | | 0.0 | |
2,095,244 | | Sigma Bidco B.V. 2018 USD Term Loan B, 3.369%, (US0006M + 3.000%), 07/02/25 | | | 2,081,275 | | | | 0.4 | |
1,230,937 | | Weber-Stephen Products LLC Term Loan B, 4.000%, (US0001M + 3.250%), 10/30/27 | | | 1,234,344 | | | | 0.2 | |
Principal Amount† | | Borrower/Tranche Description (continued) | | Fair Value | | | | Percentage of Net Assets | |
LOANS*: (continued) | | | |
| | Food Products: (continued) | | | | | | | | |
385,000 | | WOOF Holdings, Inc 1st Lien Term Loan, 4.500%, (US0012M + 3.750%), 12/16/27 | | $ | 385,481 | | | | 0.1 | |
| | | | | 10,750,829 | | | | 2.0 | |
| | | | | | | | | | |
| | Food Service: 1.1% | | | | | | | | |
400,571 | | Fogo De Chao, Inc. 2018 Add On Term Loan, 5.250%, (US0003M + 4.250%), 04/07/25 | | | 364,520 | | | | 0.1 | |
2,546,924 | | Golden Nugget, Inc. 2017 Incremental Term Loan B, 3.250%, (US0002M + 2.500%), 10/04/23 | | | 2,468,394 | | | | 0.4 | |
1,646,571 | | H Food Holdings LLC 2018 Term Loan B, 3.834%, (US0001M + 3.688%), 05/23/25 | | | 1,623,636 | | | | 0.3 | |
992,449 | | Tacala, LLC 1st Lien Term Loan, 4.500%, (US0001M + 3.750%), 02/05/27 | | | 986,762 | | | | 0.2 | |
375,000 | | Zaxbys Operating Company LLC 1st Lien Term Loan, 4.500%, (US0001M + 3.750%), 12/10/27 | | | 376,562 | | | | 0.1 | |
| | | | | 5,819,874 | | | | 1.1 | |
| | | | | | | | | | |
| | Food/Drug Retailers: 1.4% | | | | | | | | |
2,165,176 | | EG Finco Limited 2018 USD Term Loan, 4.254%, (US0003M + 4.000%), 02/07/25 | | | 2,148,164 | | | | 0.4 | |
1,675,521 | | Moran Foods, LLC 2020 2nd Lien Term Loan, 11.750%, (US0003M + 10.750%), 10/01/24 | | | 1,474,458 | | | | 0.3 | |
1,307,578 | | Moran Foods, LLC 2020 Term Loan, 8.000%, (US0002M + 7.000%), 04/01/24 | | | 1,309,213 | | | | 0.2 | |
1,520,750 | | Portillos Holdings, LLC 2019 1st Lien Term Loan B3, 6.500%, (US0003M + 5.500%), 09/06/24 | | | 1,516,948 | | | | 0.3 | |
1,121,572 | | United Natural Foods, Inc. Term Loan B, 4.397%, (US0001M + 4.250%), 10/22/25 | | | 1,117,054 | | | | 0.2 | |
| | | | | 7,565,837 | | | | 1.4 | |
| | | | | | | | | | |
| | Forest Products: 0.3% | | | | | | | | |
1,762,688 | | LABL, Inc. 2019 USD Term Loan, 4.647%, (US0001M + 4.500%), 07/01/26 | | | 1,767,755 | | | | 0.3 | |
| | | | | | | | | | |
| | Health Care: 6.6% | | | | | | | | |
1,504,300 | | Accelerated Health Systems, LLC Term Loan B, 3.652%, (US0001M + 3.500%), 10/31/25 | | | 1,476,094 | | | | 0.3 | |
1,385,000 | | ADMI Corp. 2020 Incremental Term Loan, 4.238%, (US0003M + 4.000%), 12/15/27 | | | 1,388,809 | | | | 0.3 | |
1,194,344 | | Air Methods Corporation 2017 Term Loan B, 4.500%, (US0003M + 3.500%), 04/22/24 | | | 1,156,522 | | | | 0.2 | |
250,000 | | Albany Molecular Research, Inc. 2020 Incremental Term Loan, 4.500%, (US0003M + 3.500%), 08/30/24 | | | 252,031 | | | | 0.1 | |
530,000 | | ASP Navigate Acquisition Corp Term Loan, 5.500%, (US0003M + 4.500%), 10/06/27 | | | 530,662 | | | | 0.1 | |
1,760,984 | | Bausch Health Companies, Inc. 2018 Term Loan B, 3.148%, (US0001M + 3.000%), 06/02/25 | | | 1,756,307 | | | | 0.3 | |
137,595 (1) | | Cano Health LLC Delayed Draw Term Loan, 4.988%, (US0003M + 4.750%), 11/19/27 | | | 137,194 | | | | 0.0 | |
377,405 | | Cano Health LLC Term Loan, 6.000%, (US0003M + 5.250%), 11/19/27 | | | 376,304 | | | | 0.1 | |
353 | | Change Healthcare Holdings LLC 2017 Term Loan B, 3.500%, (US0003M + 2.500%), 03/01/24 | | | 352 | | | | 0.0 | |
1,194,000 | | Da Vinci Purchaser Corp. 2019 Term Loan, 5.000%, (US0003M + 4.000%), 01/08/27 | | | 1,199,224 | | | | 0.2 | |
1,207,614 | | DentalCorp Perfect Smile ULC 1st Lien Term Loan, 4.750%, (US0001M + 3.750%), 06/06/25 | | | 1,189,877 | | | | 0.2 | |
1,483,982 | | Envision Healthcare Corporation 2018 1st Lien Term Loan, 3.897%, (US0001M + 3.750%), 10/10/25 | | | 1,245,926 | | | | 0.2 | |
2,083,253 | | ExamWorks Group, Inc. 2017 Term Loan, 4.250%, (US0003M + 3.250%), 07/27/23 | | | 2,085,532 | | | | 0.4 | |
2,846,739 | | Global Medical Response, Inc. 2017 Term Loan B2, 5.250%, (US0003M + 4.250%), 03/14/25 | | | 2,823,831 | | | | 0.5 | |
2,888,471 | | GoodRx, Inc. 1st Lien Term Loan, 2.896%, (US0001M + 2.750%), 10/10/25 | | | 2,871,706 | | | | 0.5 | |
1,537,332 | | Inovalon Holdings, Inc. 2020 Term Loan B1, 3.188%, (US0001M + 3.000%), 04/02/25 | | | 1,534,130 | | | | 0.3 | |
Principal Amount† | | Borrower/Tranche Description (continued) | | Fair Value | | | | Percentage of Net Assets | |
LOANS*: (continued) | | | | | |
| | Health Care: (continued) | | | | | | | | |
2,612,491 | | Jaguar Holding Company II 2018 Term Loan, 3.500%, (US0001M + 2.500%), 08/18/22 | | $ | 2,613,471 | | | | 0.5 | |
1,185,988 | | MPH Acquisition Holdings LLC 2016 Term Loan B, 3.750%, (US0003M + 2.750%), 06/07/23 | | | 1,183,146 | | | | 0.2 | |
601,017 | | Ortho-Clinical Diagnostics SA 2018 Term Loan B, 3.398%, (US0001M + 3.250%), 06/30/25 | | | 593,665 | | | | 0.1 | |
1,770,000 | | Packaging Coordinators Midco, Inc. 2020 Term Loan, 4.500%, (US0003M + 3.750%), 09/25/27 | | | 1,774,425 | | | | 0.3 | |
54,118 | | Pathway Vet Alliance LLC 2020 Delayed Draw Term Loan, 4.148%, (US0001M + 4.000%), 03/31/27 | | | 54,199 | | | | 0.0 | |
660,888 | | Pathway Vet Alliance LLC 2020 Term Loan, 4.146%, (US0001M + 4.000%), 03/31/27 | | | 661,879 | | | | 0.1 | |
1,844,388 | | Phoenix Guarantor Inc 2020 Term Loan B, 3.402%, (US0001M + 3.250%), 03/05/26 | | | 1,837,760 | | | | 0.3 | |
300,000 | | Pluto Acquisition I, Inc. 2020 Incremental Term Loan B, 5.238%, (US0003M + 5.000%), 06/22/26 | | | 301,125 | | | | 0.1 | |
250,000 | | PointClickCare Technologies, Inc. Term Loan B, 3.238%, (US0003M + 3.000%), 12/15/27 | | | 250,000 | | | | 0.0 | |
1,882,803 | | RegionalCare Hospital Partners Holdings, Inc. 2018 Term Loan B, 3.897%, (US0001M + 3.750%), 11/16/25 | | | 1,879,420 | | | | 0.4 | |
515,000 | | RxBenefits, Inc. 2020 Term Loan, 5.488%, (US0003M + 5.250%), 12/17/27 | | | 513,712 | | | | 0.1 | |
2,080,282 | | Select Medical Corporation 2017 Term Loan B, 2.530%, (US0003M + 2.250%), 03/06/25 | | | 2,068,581 | | | | 0.4 | |
1,413,807 | | Sotera Health Holdings, LLC 2019 Term Loan, 5.500%, (US0003M + 4.500%), 12/11/26 | | | 1,421,052 | | | | 0.3 | |
515,000 | | Unified Physician Management, LLC 2020 Term Loan, 5.000%, (US0003M + 4.250%), 12/16/27 | | | 513,713 | | | | 0.1 | |
| | | | | 35,690,649 | | | | 6.6 | |
| | Home Furnishings: 0.3% | | | | | | | | |
1,400,580 | | Prime Security Services Borrower, LLC 2019 Term Loan B1, 4.250%, (US0001M + 3.250%), 09/23/26 | | | 1,405,482 | | | | 0.3 | |
| | | | | | | | | | |
| | Industrial: 0.7% | | | | | | | | |
2,848,210 | | Cornerstone Building Brands, Inc. 2018 Term Loan, 3.904%, (US0001M + 3.750%), 04/12/25 | | | 2,848,210 | | | | 0.5 | |
218,750 | | CP Atlas Buyer, Inc. 2020 Delayed Draw Term Loan B2, 5.250%, (US0003M + 4.500%), 11/23/27 | | | 219,433 | | | | 0.1 | |
656,250 | | CP Atlas Buyer, Inc. 2020 Term Loan B1, 5.250%, (US0003M + 4.500%), 11/23/27 | | | 658,301 | | | | 0.1 | |
| | | | | 3,725,944 | | | | 0.7 | |
| | | | | | | | | | |
| | Industrial Equipment: 2.5% | | | | | | | | |
2,035,000 | | Alliance Laundry Systems LLC Term Loan B, 4.250%, (US0003M + 3.500%), 10/08/27 | | | 2,037,755 | | | | 0.4 | |
2,450,250 | | APi Group DE, Inc. Term Loan B, 2.647%, (US0001M + 2.500%), 10/01/26 | | | 2,445,656 | | | | 0.5 | |
1,395,019 | | CPM Holdings, Inc. 2018 1st Lien Term Loan, 3.909%, (US0003M + 3.750%), 11/17/25 | | | 1,359,054 | | | | 0.2 | |
1,955,312 | | Filtration Group Corporation 2018 1st Lien Term Loan, 3.147%, (US0001M + 3.000%), 03/29/25 | | | 1,939,425 | | | | 0.4 | |
1,527,325 | | Gardner Denver, Inc. 2020 USD Term Loan B, 2.897%, (US0001M + 2.750%), 03/01/27 | | | 1,529,552 | | | | 0.3 | |
1,841,663 | | Granite Holdings US Acquisition Co. Term Loan B, 5.504%, (US0003M + 5.250%), 09/30/26 | | | 1,846,267 | | | | 0.3 | |
1,044,750 | | Star US Bidco LLC Term Loan B, 5.250%, (US0001M + 4.250%), 03/17/27 | | | 1,027,773 | | | | 0.2 | |
1,215,000 | | Vertical Midco GmbH USD Term Loan B, 4.570%, (US0006M + 4.250%), 07/30/27 | | | 1,222,119 | | | | 0.2 | |
| | | | | 13,407,601 | | | | 2.5 | |
| | | | | | | | | | |
| | Insurance: 5.8% | | | | | | | | |
2,751,833 | | Acrisure, LLC 2020 Term Loan B, 3.647%, (US0001M + 3.500%), 02/15/27 | | | 2,709,867 | | | | 0.5 | |
Principal Amount† | | Borrower/Tranche Description (continued) | | Fair Value | | | | Percentage of Net Assets | |
LOANS*: (continued) | | | |
| | Insurance: (continued) | | | | | | | | |
2,794,623 | | Alera Group Holdings, Inc. 2018 Term Loan B, 4.500%, (US0001M + 4.000%), 08/01/25 | | $ | 2,770,170 | | | | 0.5 | |
1,106,842 | | Alliant Holdings Intermediate, LLC 2018 Term Loan B, 3.397%, (US0001M + 3.250%), 05/09/25 | | | 1,089,393 | | | | 0.2 | |
2,378,775 | | Alliant Holdings Intermediate, LLC Term Loan B, 3.397%, (US0003M + 3.250%), 05/09/25 | | | 2,343,279 | | | | 0.4 | |
2,640,883 | | AmWINS Group, Inc. 2017 Term Loan B, 3.750%, (US0001M + 2.750%), 01/25/24 | | | 2,643,884 | | | | 0.5 | |
1,788,500 | | Aretec Group, Inc. 2018 Term Loan, 4.397%, (US0001M + 4.250%), 10/01/25 | | | 1,755,711 | | | | 0.3 | |
2,818,928 | | AssuredPartners, Inc. 2020 Term Loan B, 3.647%, (US0001M + 3.500%), 02/12/27 | | | 2,782,516 | | | | 0.5 | |
1,028,988 | | CCC Information Services, Inc. 2017 1st Lien Term Loan, 4.000%, (US0001M + 3.000%), 04/29/24 | | | 1,028,238 | | | | 0.2 | |
2,192,224 | | Hub International Limited 2018 Term Loan B, 2.982%, (US0003M + 2.750%), 04/25/25 | | | 2,155,852 | | | | 0.4 | |
2,730,868 | | NFP Corp. 2020 Term Loan, 3.397%, (US0001M + 3.250%), 02/15/27 | | | 2,676,819 | | | | 0.5 | |
294,531 (1) | | OneDigital Borrower LLC 2020 Delayed Draw Term Loan, 5.250%, (US0003M + 4.500%), 11/16/27 | | | 295,636 | | | | 0.1 | |
1,590,469 | | OneDigital Borrower LLC 2020 Term Loan, 5.250%, (US0003M + 4.500%), 11/16/27 | | | 1,591,794 | | | | 0.3 | |
713,213 | | Ryan Specialty Group, LLC Term Loan, 4.000%, (US0001M + 3.250%), 09/01/27 | | | 713,213 | | | | 0.1 | |
3,737,101 | | Sedgwick Claims Management Services, Inc. 2018 Term Loan B, 3.397%, (US0001M + 3.250%), 12/31/25 | | | 3,684,938 | | | | 0.7 | |
2,262,610 | | USI, Inc. 2017 Repriced Term Loan, 3.254%, (US0003M + 3.000%), 05/16/24 | | | 2,234,092 | | | | 0.4 | |
960,300 | | USI, Inc. 2019 Incremental Term Loan B, 4.254%, (US0003M + 4.000%), 12/02/26 | | | 960,780 | | | | 0.2 | |
| | | | | 31,436,182 | | | | 5.8 | |
| | | | | | | | | | |
| | Leisure Good/Activities/Movies: 3.3% | | | | | | | | |
346,095 | | 24 Hour Fitness Worldwide, Inc. 2020 Exit Term Loan, 5.240%, (US0003M + 5.000%), 12/30/25 | | | 296,776 | | | | 0.0 | |
183,613 | | Alterra Mountain Company 2020 Term Loan B, 5.500%, (US0001M + 4.500%), 08/01/26 | | | 185,296 | | | | 0.0 | |
723,020 | | AMC Entertainment Holdings Inc. 2019 Term Loan B, 2.238%, (US0003M + 2.000%), 04/22/26 | | | 468,278 | | | | 0.1 | |
440,000 | | Arches Buyer Inc. 2020 Term Loan, 4.500%, (US0001M + 4.000%), 12/06/27 | | | 440,982 | | | | 0.1 | |
1,511,213 | | Bombardier Recreational Products, Inc. 2020 Incremental Term Loan B2, 6.000%, (US0003M + 5.000%), 05/24/27 | | | 1,545,058 | | | | 0.3 | |
2,741,622 | | ClubCorp Club Operations, Inc. 2017 Incremental Term Loan, 3.004%, (US0003M + 2.750%), 09/18/24 | | | 2,572,554 | | | | 0.5 | |
145,502 | | Crown Finance US, Inc. 2020 Term Loan B1, 7.238%, (US0003M + 7.000%), 05/23/24 | | | 174,117 | | | | 0.0 | |
1,058,485 | | Fitness International, LLC 2018 Term Loan B, 4.250%, (US0001M + 3.250%), 04/18/25 | | | 962,560 | | | | 0.2 | |
2,939,394 | | Intrawest Resorts Holdings, Inc. Term Loan B1, 2.897%, (US0001M + 2.750%), 07/31/24 | | | 2,901,120 | | | | 0.5 | |
2,465,250 | | Playtika Holding Corp Term Loan B, 7.000%, (US0003M + 6.000%), 12/10/24 | | | 2,485,588 | | | | 0.5 | |
855,725 | | SRAM, LLC 2018 Term Loan B, 3.750%, (US0006M + 2.750%), 03/15/24 | | | 856,795 | | | | 0.2 | |
2,770,577 | | Thor Industries, Inc. USD Term Loan B, 3.938%, (US0003M + 3.750%), 02/01/26 | | | 2,772,885 | | | | 0.5 | |
1,617,000 | | WeddingWire, Inc. 1st Lien Term Loan, 4.713%, (US0003M + 4.500%), 12/19/25 | | | 1,582,639 | | | | 0.3 | |
600,000 | | WeddingWire, Inc. 2nd Lien Term Loan, 8.464%, (US0003M + 8.250%), 12/21/26 | | | 564,000 | | | | 0.1 | |
| | | | | 17,808,648 | | | | 3.3 | |
Principal Amount† | | Borrower/Tranche Description (continued) | | Fair Value | | | | Percentage of Net Assets | |
LOANS*: (continued) | | | | | |
| | Lodging & Casinos: 3.2% | | | | | | | | |
1,119,375 | | Aristocrat Leisure Limited 2020 Incremental Term Loan B, 4.750%, (US0003M + 3.750%), 10/19/24 | | $ | 1,128,470 | | | | 0.2 | |
2,471,069 | | Caesars Resort Collection, LLC 2017 1st Lien Term Loan B, 2.897%, (US0001M + 2.750%), 12/23/24 | | | 2,429,540 | | | | 0.4 | |
3,321,675 | | Caesars Resort Collection, LLC 2020 Term Loan B1, 4.647%, (US0001M + 4.500%), 07/21/25 | | | 3,331,849 | | | | 0.6 | |
2,519,656 | | Everi Payments Inc. Term Loan B, 3.750%, (US0001M + 2.750%), 05/09/24 | | | 2,497,805 | | | | 0.5 | |
2,031,250 | | Golden Entertainment, Inc. 2017 1st Lien Term Loan, 3.750%, (US0001M + 3.000%), 10/21/24 | | | 1,991,895 | | | | 0.4 | |
1,881,950 | | PCI Gaming Authority Term Loan, 2.647%, (US0001M + 2.500%), 05/29/26 | | | 1,865,189 | | | | 0.3 | |
2,640,338 | | Scientific Games International, Inc. 2018 Term Loan B5, 2.897%, (US0001M + 2.750%), 08/14/24 | | | 2,585,881 | | | | 0.5 | |
1,438,337 | | Stars Group Holdings B.V. (The) 2018 USD Incremental Term Loan, 3.751%, (US0003M + 3.500%), 07/10/25 | | | 1,445,030 | | | | 0.3 | |
| | | | | 17,275,659 | | | | 3.2 | |
| | | | | | | | | | |
| | Nonferrous Metals/Minerals: 0.8% | | | | | | | | |
2,642,311 (2),(4) | | Covia Holdings Corporation Term Loan, 0.238%, (US0003M + –%), 06/01/25 | | | 2,276,792 | | | | 0.4 | |
2,465,700 | | U.S. Silica Company 2018 Term Loan B, 5.000%, (US0001M + 4.000%), 05/01/25 | | | 2,170,844 | | | | 0.4 | |
| | | | | 4,447,636 | | | | 0.8 | |
| | | | | | | | | | |
| | Oil & Gas: 1.0% | | | | | | | | |
2,670,000 | | Encino Acquisition Partners Holdings, LLC 2018 2nd Lien Term Loan, 7.750%, (US0001M + 6.750%), 10/29/25 | | | 2,466,413 | | | | 0.5 | |
1,399,069 | | Glass Mountain Pipeline Holdings, LLC Term Loan B, 5.500%, (US0003M + 4.500%), 12/23/24 | | | 739,174 | | | | 0.1 | |
954,712 | | HGIM Corp. 2018 Exit Term Loan, 7.000%, (US0003M + 6.000%), 07/02/23 | | | 474,174 | | | | 0.1 | |
1,514,382 | | Lower Cadence Holdings LLC Term Loan B, 4.148%, (US0001M + 4.000%), 05/22/26 | | | 1,480,308 | | | | 0.3 | |
| | | | | 5,160,069 | | | | 1.0 | |
| | | | | | | | | | |
| | Publishing: 0.4% | | | | | | | | |
834,163 | | Alchemy Copyrights, LLC Term Loan B, 4.000%, (US0003M + 3.250%), 08/16/27 | | | 840,419 | | | | 0.1 | |
1,492,500 | | Meredith Corporation 2020 Incremental Term Loan B, 5.250%, (US0003M + 4.250%), 01/31/25 | | | 1,507,425 | | | | 0.3 | |
| | | | | 2,347,844 | | | | 0.4 | |
| | | | | | | | | | |
| | Radio & Television: 4.2% | | | | | | | | |
2,656,375 | | Clear Channel Outdoor Holdings, Inc. Term Loan B, 3.714%, (US0003M + 3.500%), 08/21/26 | | | 2,562,849 | | | | 0.5 | |
1,080,423 | | Cumulus Media New Holdings Inc. Term Loan B, 4.750%, (US0003M + 3.750%), 03/31/26 | | | 1,065,297 | | | | 0.2 | |
2,819,288 | | Diamond Sports Group, LLC Term Loan, 3.400%, (US0001M + 3.250%), 08/24/26 | | | 2,523,263 | | | | 0.5 | |
3,325,598 | | Entercom Media Corp. 2019 Term Loan, 2.648%, (US0001M + 2.500%), 11/18/24 | | | 3,250,253 | | | | 0.6 | |
1,711,775 | | iHeartCommunications, Inc. 2020 Term Loan, 3.147%, (US0001M + 3.000%), 05/01/26 | | | 1,686,812 | | | | 0.3 | |
2,529,829 | | NASCAR Holdings, Inc Term Loan B, 2.897%, (US0001M + 2.750%), 10/19/26 | | | 2,523,279 | | | | 0.5 | |
1,860,946 | | Nexstar Broadcasting, Inc. 2019 Term Loan B4, 2.905%, (US0003M + 2.750%), 09/18/26 | | | 1,851,900 | | | | 0.3 | |
1,984,871 | | Sinclair Television Group Inc. Term Loan B2B, 2.650%, (US0001M + 2.500%), 09/30/26 | | | 1,968,744 | | | | 0.4 | |
2,690,870 | | Terrier Media Buyer, Inc. Term Loan B, 4.397%, (US0001M + 4.250%), 12/17/26 | | | 2,694,982 | | | | 0.5 | |
1,374,744 | | Univision Communications Inc. 2020 Term Loan B, 4.750%, (US0001M + 3.750%), 03/15/26 | | | 1,377,690 | | | | 0.2 | |
Principal Amount† | | Borrower/Tranche Description (continued) | | Fair Value | | | | Percentage of Net Assets | |
LOANS*: (continued) | | | | | |
| | Radio & Television: (continued) | | | | | | | | |
1,319,583 | | Univision Communications Inc. Term Loan C5, 3.750%, (US0001M + 2.750%), 03/15/24 | | $ | 1,312,985 | | | | 0.2 | |
| | | | | 22,818,054 | | | | 4.2 | |
| | | | | | | | | | |
| | Retailers (Except Food & Drug): 2.7% | | | | | | | | |
3,422,559 | | Bass Pro Group, LLC Term Loan B, 5.750%, (US0001M + 5.000%), 09/25/24 | | | 3,437,800 | | | | 0.6 | |
1,888,489 | | Belk, Inc. 2019 Term Loan B, 7.750%, (US0003M + 6.750%), 07/31/25 | | | 672,774 | | | | 0.1 | |
1,615,000 | | CNT Holdings I Corp 2020 Term Loan, 4.500%, (US0006M + 3.750%), 11/08/27 | | | 1,617,739 | | | | 0.3 | |
3,795,000 | | Harbor Freight Tools USA, Inc. 2020 Term Loan B, 4.000%, (US0001M + 3.250%), 10/19/27 | | | 3,799,015 | | | | 0.7 | |
2,643,142 | | Leslies Poolmart, Inc. 2016 Term Loan, 3.647%, (US0001M + 3.500%), 08/16/23 | | | 2,645,069 | | | | 0.5 | |
608,909 | | Mens Wearhouse, Inc. (The) 2020 Take Back Term Loan, 9.000%, (US0003M + 8.000%), 12/01/25 | | | 517,572 | | | | 0.1 | |
210,788 | | Mens Wearhouse, Inc. (The) 2020 Term Loan, 12.000%, (US0001M + 11.000%), 06/01/25 | | | 198,141 | | | | 0.0 | |
2,087,370 | | Petco Animal Supplies, Inc. 2017 Term Loan B, 4.250%, (US0003M + 3.250%), 01/26/23 | | | 2,011,413 | | | | 0.4 | |
| | | | | 14,899,523 | | | | 2.7 | |
| | | | | | | | | | |
| | Surface Transport: 1.3% | | | | | | | | |
2,693,399 | | Navistar International Corporation 2017 1st Lien Term Loan B, 3.660%, (US0001M + 3.500%), 11/06/24 | | | 2,695,082 | | | | 0.5 | |
2,240,442 | | PODS, LLC 2018 1st Lien Term Loan, 3.750%, (US0001M + 2.750%), 12/06/24 | | | 2,244,643 | | | | 0.4 | |
2,148,866 | | Savage Enterprises LLC 2020 Term Loan B, 3.150%, (US0001M + 3.000%), 08/01/25 | | | 2,142,343 | | | | 0.4 | |
182,941 | | XPO Logistics, Inc. 2019 Term Loan B1, 2.658%, (US0001M + 2.500%), 02/24/25 | | | 183,181 | | | | 0.0 | |
| | | | | 7,265,249 | | | | 1.3 | |
| | Technology: 0.5% | | | | | | | | |
2,255,078 | | Misys (Finastra) - TL B 1L, 4.500%, (US0006M + 3.500%), 06/13/24 | | | 2,214,076 | | | | 0.4 | |
520,000 | | Weld North Education, LLC 2020 Term Loan B, 4.238%, (US0003M + 4.000%), 12/03/27 | | | 519,783 | | | | 0.1 | |
| | | | | 2,733,859 | | | | 0.5 | |
| | | | | | | | | | |
| | Telecommunications: 6.7% | | | | | | | | |
1,910,306 | | Altice Financing SA 2017 USD Term Loan B, 2.909%, (US0001M + 2.750%), 07/15/25 | | | 1,873,095 | | | | 0.3 | |
1,910,900 | | Altice Financing SA USD 2017 1st Lien Term Loan, 2.897%, (US0001M + 2.750%), 01/31/26 | | | 1,872,682 | | | | 0.3 | |
1,640,500 | | Altice France S.A. USD Term Loan B11, 2.897%, (US0001M + 2.750%), 07/31/25 | | | 1,610,253 | | | | 0.3 | |
2,303,491 | | Altice France S.A. USD Term Loan B12, 3.846%, (US0001M + 3.688%), 01/31/26 | | | 2,289,094 | | | | 0.4 | |
3,381,818 | | Asurion LLC 2017 2nd Lien Term Loan, 6.647%, (US0001M + 6.500%), 08/04/25 | | | 3,411,409 | | | | 0.6 | |
2,957,543 | | Asurion LLC 2018 Term Loan B7, 3.147%, (US0001M + 3.000%), 11/03/24 | | | 2,939,981 | | | | 0.5 | |
2,047,235 | | Avaya, Inc. 2020 Term Loan B, 4.409%, (US0001M + 4.250%), 12/15/27 | | | 2,051,329 | | | | 0.4 | |
824,445 | | Cablevision Lightpath LLC Term Loan B, 3.750%, (US0003M + 3.250%), 09/15/27 | | | 824,445 | | | | 0.2 | |
1,360,000 | | CCI Buyer, Inc. Term Loan, 4.238%, (US0003M + 4.000%), 12/10/27 | | | 1,363,612 | | | | 0.3 | |
1,069,063 | | CenturyLink, Inc. 2020 Term Loan B, 2.397%, (US0001M + 2.250%), 03/15/27 | | | 1,058,150 | | | | 0.2 | |
2,804,425 | | CommScope, Inc. 2019 Term Loan B, 3.397%, (US0001M + 3.250%), 04/06/26 | | | 2,791,906 | | | | 0.5 | |
2,422,825 | | Connect Finco Sarl Term Loan B, 5.500%, (US0001M + 4.500%), 12/11/26 | | | 2,436,453 | | | | 0.5 | |
1,216,950 | | Consolidated Communications, Inc. 2020 Term Loan B, 5.750%, (US0001M + 4.750%), 10/02/27 | | | 1,224,487 | | | | 0.2 | |
Principal Amount† | | Borrower/Tranche Description (continued) | | Fair Value | | | | Percentage of Net Assets | |
LOANS*: (continued) | | | | | |
| | Telecommunications: (continued) | | | | | | | | |
250,000 | | Eagle Broadband Investments LLC Term Loan, 3.750%, (US0003M + 3.000%), 11/12/27 | | $ | 250,104 | | | | 0.1 | |
2,769,555 | | Global Tel*Link Corporation 2018 1st Lien Term Loan, 4.397%, (US0001M + 4.250%), 11/29/25 | | | 2,572,224 | | | | 0.5 | |
2,225,000 | | Global Tel*Link Corporation 2018 2nd Lien Term Loan, 8.397%, (US0001M + 8.250%), 11/29/26 | | | 1,561,209 | | | | 0.3 | |
1,826,200 | | Iridium Satellite LLC Term Loan, 4.750%, (US0001M + 3.750%), 11/04/26 | | | 1,838,041 | | | | 0.3 | |
768,075 | | Northwest Fiber, LLC Term Loan B, 5.653%, (US0001M + 5.500%), 05/21/27 | | | 771,555 | | | | 0.1 | |
2,477,299 | | Zayo Group Holdings, Inc. USD Term Loan, 3.147%, (US0001M + 3.000%), 03/09/27 | | | 2,465,474 | | | | 0.5 | |
940,000 | | Ziggo Financing Partnership USD Term Loan I, 2.659%, (US0001M + 2.500%), 04/30/28 | | | 933,538 | | | | 0.2 | |
| | | | | 36,139,041 | | | | 6.7 | |
| | | | | | | | | | |
| | Utilities: 1.0% | | | | | | | | |
2,147,639 | | Nautilus Power, LLC Term Loan B, 5.250%, (US0001M + 4.250%), 05/16/24 | | | 2,108,041 | | | | 0.4 | |
1,943,653 | | Sabre Industries, Inc. 2019 Term Loan B, 3.398%, (US0001M + 3.250%), 04/15/26 | | | 1,938,794 | | | | 0.3 | |
1,600,950 | | Southeast PowerGen, LLC Term Loan B, 4.500%, (US0001M + 3.500%), 12/02/21 | | | 1,499,557 | | | | 0.3 | |
| | | | | 5,546,392 | | | | 1.0 | |
| | | | | | | | | | |
| | Total Loans (Cost $514,304,065) | | | 508,696,819 | | | | 93.8 | |
Shares | | | | Value | | | | Percentage of Net Assets | |
EQUITIES AND OTHER ASSETS: 0.6% | | | | | | | | |
545,956 (5) | | 24 Hour Fitness Worldwide, Inc. - Preferred | | $ | 1,228,401 | | | | 0.2 | |
408,271 (5) | | 24 Hour Fitness Worldwide, Inc. | | | 884,723 | | | | 0.2 | |
50,201 (5) | | Cineworld Group PLC | | | 15,103 | | | | 0.0 | |
69,381 (5) | | Cumulus Media, Inc. Class-A | | | 605,002 | | | | 0.1 | |
3,799 (5) | | Harvey Gulf International Marine LLC | | | 950 | | | | 0.0 | |
8,527 (5) | | Harvey Gulf International Marine LLC - Warrants | | | 2,132 | | | | 0.0 | |
7,471 (5) | | iQor | | | 82,928 | | | | 0.0 | |
102,480 (5) | | Longview Power LLC | | | 153,720 | | | | 0.1 | |
11,573 (5) | | Mens Wearhouse, Inc. | | | 43,399 | | | | 0.0 | |
88,701 (5),(6) | | Save-A-Lot, Inc. / Moran Foods | | | – | | | | 0.0 | |
42,856 (5) | | The Oneida Group (formerly EveryWare Global, Inc.) | | | 1,286 | | | | 0.0 | |
| | Total Equities and Other Assets (Cost $3,977,604) | | | 3,017,644 | | | | 0.6 | |
| | | | | | | | | | |
| | Total Long-Term Investments (Cost $518,281,669) | | | 511,714,463 | | | | 94.4 | |
| | | | | | | | | | |
SHORT-TERM INVESTMENTS: 6.8% | | | | | | | | |
| | Mutual Funds: 6.8% | | | | | | | | |
36,995,037 (7) | | State Street Institutional Liquid Reserves Fund - Premier Class, 0.100% (Cost $37,002,436) | | | 37,002,436 | | | | 6.8 | |
| | | | | | | | | | |
| | | | | | | | | | |
| | Total Short-Term Investments (Cost $37,002,436) | | | 37,002,436 | | | | 6.8 | |
| | | | | | | | | | |
| | Total Investments (Cost $555,284,105) | | $ | 548,716,899 | | | | 101.2 | |
| | Liabilities in Excess of Other Assets | | | (6,272,968 | ) | | | (1.2) | |
| | Net Assets | | $ | 542,443,931 | | | | 100.0 | |
The following is a summary of the fair valuations according to the inputs used as of December 31, 2020 in valuing the assets and liabilities:
At December 31, 2020, the aggregate cost of securities and other investments and the composition of unrealized appreciation and depreciation of securities and other investments on a tax basis were:
Cost for federal income tax purposes was $556,072,399.