Principal Amount† | | Borrower/Tranche Description | Fair Value | Percentage of Net Assets |
LOANS*: 87.4% | |
| | Aerospace & Defense: 1.9% |
1,500,000 | | AAdvantage Loyalty IP Ltd. 2021 Term Loan, 5.500%, (US0003M + 4.750%), 04/20/28 | $ | 1,495,312 | 0.5 |
268,694 | | ADS Tactical, Inc. 2021 Term Loan B, 10.139%, (US0001M + 5.750%), 03/19/26 | 241,825 | 0.1 |
1,934,221 | | Geo Group, Inc. (The) 2022 Tranche 1 Term Loan, 11.448%, (TSFR1M + 7.125%), 03/23/27 | 1,944,294 | 0.7 |
1,763,302 | | Peraton Corp. Term Loan B, 8.139%, (US0001M + 3.750%), 02/01/28 | 1,726,148 | 0.6 |
| | | 5,407,579 | 1.9 |
| | | | |
| | Air Transport: 0.8% |
2,225,493 | | United Airlines, Inc. 2021 Term Loan B, 8.108%, (US0003M + 3.750%), 04/21/28 | 2,202,310 | 0.8 |
| | | | |
| | Automotive: 3.4% |
837,941 | | Autokiniton US Holdings, Inc. 2021 Term Loan B, 8.792%, (US0001M + 4.500%), 04/06/28 | 812,803 | 0.3 |
319,080 | | Avis Budget Car Rental, LLC 2022 Term Loan C, 7.923%, (TSFR1M + 3.500%), 03/16/29 | 315,889 | 0.1 |
500,000 | (1),(2) | Bright Bidco B.V. 2018 Term Loan B, 4.970%, (US0003M + 3.500%), 06/30/24 | 169,375 | 0.1 |
952,155 | | Dealer Tire, LLC 2020 Term Loan B, 8.634%, (US0001M + 4.250%), 12/12/25 | 946,799 | 0.3 |
777,007 | | Gates Global LLC 2021 Term Loan B3, 6.884%, (US0001M + 2.500%), 03/31/27 | 762,195 | 0.3 |
700,370 | | Holley Purchaser, Inc. 2021 Term Loan, 8.429%, (US0003M + 3.750%), 11/17/28 | 612,390 | 0.2 |
445,869 | | IXS Holdings, Inc. 2020 Term Loan B, 6.000%, (US0003M + 5.000%), 03/05/27 | 352,794 | 0.1 |
1,360,904 | | Les Schwab Tire Centers Term Loan B, 6.580%, (US0003M + 3.250%), 11/02/27 | 1,350,697 | 0.5 |
608,234 | | Mister Car Wash Holdings, Inc. 2019 Term Loan B, 7.423%, (US0001M + 3.000%), 05/14/26 | 601,175 | 0.2 |
488,813 | | RC Buyer, Inc. 2021 Term Loan, 8.230%, (US0003M + 3.500%), 07/28/28 | 458,873 | 0.2 |
1,124,948 | | Truck Hero, Inc. 2021 Term Loan B, 8.134%, (US0001M + 3.500%), 01/31/28 | 970,569 | 0.4 |
972,431 | | Wand NewCo 3, Inc. 2020 Term Loan, 7.384%, (US0001M + 3.000%), 02/05/26 | 924,823 | 0.3 |
1,609,625 | | Wheel Pros, LLC 2021 Term Loan, 8.825%, (US0001M + 4.500%), 05/11/28 | 1,099,240 | 0.4 |
| | | 9,377,622 | 3.4 |
| | | | |
| | Basic Materials: 0.5% |
400,000 | | Axalta Coating Systems Dutch Holding B.V 2022 USD Term Loan B4, 7.300%, (SOFRRATE + 3.000%), 12/20/29 | 400,812 | 0.2 |
972,563 | | Iris Holdings, Inc. 2022 Term Loan 1L, 7.272%, (TSFR1M + 4.750%), 06/28/28 | 885,032 | 0.3 |
| | | 1,285,844 | 0.5 |
| | | | |
| | Beverage & Tobacco: 0.6% |
365,000 | | Naked Juice LLC 2nd Lien Term Loan, 10.680%, (SOFRRATE + 6.000%), 01/24/30 | 295,022 | 0.1 |
611,925 | | Naked Juice LLC Term Loan, 7.930%, (SOFRRATE + 3.250%), 01/24/29 | 549,367 | 0.2 |
950,446 | | Triton Water Holdings, Inc Term Loan, 8.230%, (US0003M + 3.500%), 03/31/28 | 887,004 | 0.3 |
| | | 1,731,393 | 0.6 |
| | | | |
| | Brokers, Dealers & Investment Houses: 0.3% |
847,143 | | Forest City Enterprises, L.P. 2019 Term Loan B, 7.884%, (US0001M + 3.500%), 12/08/25 | 816,170 | 0.3 |
| | | | |
| | Building & Development: 4.4% |
492,500 | | ACProducts, Inc. 2021 Term Loan B, 8.980%, (US0006M + 4.250%), 05/17/28 | 370,606 | 0.1 |
365,375 | | Aegion Corporation Term Loan, 9.134%, (US0001M + 4.750%), 05/17/28 | 342,310 | 0.1 |
500,000 | | American Builders & Contractors Supply Co., Inc. 2019 Term Loan, 6.384%, (SOFRRATE + 2.000%), 01/15/27 | 496,125 | 0.2 |
Principal Amount† | | Borrower/Tranche Description (continued) | Fair Value | Percentage of Net Assets |
LOANS*: (continued) | |
| | Building & Development: (continued) |
1,235,612 | | Applecaramel Buyer, LLC Term Loan B, 8.073%, (TSFR1M + 3.750%), 10/19/27 | $ | 1,197,085 | 0.4 |
1,226,356 | | Chamberlain Group Inc Term Loan B, 7.634%, (US0001M + 3.500%), 11/03/28 | 1,160,184 | 0.4 |
1,478,897 | | Cornerstone Building Brands, Inc. 2021 Term Loan B, 7.568%, (US0001M + 3.250%), 04/12/28 | 1,334,243 | 0.5 |
946,474 | | CP Atlas Buyer, Inc. 2021 Term Loan B, 7.884%, (US0001M + 3.500%), 11/23/27 | 832,306 | 0.3 |
441,257 | | Empire Today, LLC 2021 Term Loan B, 9.292%, (US0001M + 5.000%), 04/03/28 | 333,149 | 0.1 |
852,025 | | Foundation Building Materials Holding Company LLC 2021 Term Loan, 7.665%, (US0003M + 3.250%), 01/31/28 | 807,294 | 0.3 |
51,081 | (3) | IPS Corporation 2021 Delayed Draw Term Loan, 7.132%, (US0003M + 3.500%), 10/02/28 | 45,896 | 0.0 |
285,534 | | IPS Corporation 2021 Term Loan, 7.884%, (US0001M + 3.500%), 10/02/28 | 256,552 | 0.1 |
271,541 | | Kodiak Building Partners Inc. Term Loan B, 7.980%, (US0003M + 3.250%), 03/12/28 | 255,927 | 0.1 |
522,558 | | LBM Acquisition LLC Term Loan B, 7.121%, (US0006M + 3.750%), 12/17/27 | 454,988 | 0.2 |
913,100 | | LHS Borrower, LLC 2022 Term Loan B, 9.050%, (SOFRRATE + 4.750%), 02/16/29 | 747,601 | 0.3 |
421,484 | | Northstar Group Services, INC. 2020 Term Loan B, 9.938%, (US0001M + 5.500%), 11/12/26 | 415,952 | 0.1 |
994,987 | | Quikrete Holdings, Inc. 2021 Term Loan B1, 7.384%, (US0001M + 3.000%), 06/11/28 | 988,562 | 0.4 |
516,777 | | Smyrna Ready Mix Concrete, LLC Term Loan B, 8.673%, (TSFR1M + 4.250%), 04/02/29 | 507,733 | 0.2 |
567,570 | | Specialty Building Products Holdings, LLC 2021 Term Loan B, 7.639%, (US0001M + 3.750%), 10/15/28 | 514,361 | 0.2 |
600,000 | | SRS Distribution Inc. 2021 Term Loan B, 7.884%, (US0003M + 3.500%), 06/02/28 | 573,450 | 0.2 |
623,139 | | Standard Industries Inc. 2021 Term Loan B, 6.425%, (US0006M + 2.500%), 09/22/28 | 616,302 | 0.2 |
| | | 12,250,626 | 4.4 |
| | | | |
| | Business Equipment & Services: 6.8% |
493,750 | | Allied Universal Holdco LLC 2021 USD Incremental Term Loan B, 8.173%, (US0001M + 3.750%), 05/12/28 | 469,618 | 0.2 |
376,200 | | Anticimex International AB 2021 USD Term Loan B1, 8.235%, (US0003M + 3.500%), 11/16/28 | 364,914 | 0.1 |
986,253 | | APX Group, Inc. 2021 Term Loan B, 6.731%, (US0001M + 3.250%), 07/10/28 | 977,130 | 0.3 |
999,900 | | Ascend Learning, LLC 2021 Term Loan, 7.884%, (US0001M + 3.500%), 12/11/28 | 947,796 | 0.3 |
519,731 | | Belfor Holdings Inc. Term Loan B, 8.389%, (US0001M + 4.000%), 04/06/26 | 516,700 | 0.2 |
225,000 | | DG Investment Intermediate Holdings 2, Inc. 2021 2nd Lien Term Loan, 11.073%, (US0001M + 6.750%), 03/30/29 | 199,969 | 0.1 |
571,594 | | DG Investment Intermediate Holdings 2, Inc. 2021 Term Loan, 8.073%, (US0001M + 3.750%), 03/31/28 | 548,373 | 0.2 |
595,357 | | Endure Digital Inc. Term Loan, 7.717%, (US0001M + 3.500%), 02/10/28 | 537,309 | 0.2 |
566,525 | | Ensono, LP 2021 Term Loan, 8.901%, (US0001M + 3.750%), 05/26/28 | 510,935 | 0.2 |
489,948 | | Gloves Buyer, Inc. 2021 Term Loan, 8.384%, (US0001M + 4.000%), 12/29/27 | 440,953 | 0.2 |
982,538 | | Indy US Bidco, LLC 2021 USD Term Loan, 8.139%, (US0001M + 3.750%), 03/05/28 | 858,902 | 0.3 |
761,044 | | Intrado Corporation 2017 Term Loan, 8.415%, (US0001M + 4.000%), 10/10/24 | 700,795 | 0.3 |
812,625 | | ION Trading Finance Limited 2021 USD Term Loan, 9.480%, (US0003M + 4.750%), 04/03/28 | 772,864 | 0.3 |
839,486 | | KUEHG Corp. 2018 Incremental Term Loan, 8.480%, (US0001M + 3.750%), 02/21/25 | 808,399 | 0.3 |
Principal Amount† | | Borrower/Tranche Description (continued) | Fair Value | Percentage of Net Assets |
LOANS*: (continued) | |
| | Business Equipment & Services: (continued) |
1,075,966 | | Milano Acquisition Corp Term Loan B, 8.730%, (US0003M + 4.000%), 10/01/27 | $ | 1,020,823 | 0.4 |
735,405 | | Paysafe Holdings (US) Corp USD Term Loan B1, 7.139%, (US0001M + 2.750%), 06/28/28 | 704,303 | 0.3 |
767,250 | | PECF USS Intermediate Holding III Corporation Term Loan B, 8.634%, (US0001M + 4.250%), 12/15/28 | 642,492 | 0.2 |
100,000 | | Pre-Paid Legal Services, Inc. 2021 2nd Lien Term Loan, 11.384%, (US0003M + 7.000%), 12/14/29 | 91,875 | 0.0 |
544,134 | | Pre-Paid Legal Services, Inc. 2021 Term Loan, 8.134%, (US0003M + 3.750%), 12/15/28 | 524,817 | 0.2 |
1,484,375 | | Research Now Group, Inc. 2017 1st Lien Term Loan, 8.841%, (US0006M + 5.500%), 12/20/24 | 1,124,414 | 0.4 |
362,384 | | Rockwood Service Corporation 2020 Term Loan, 8.634%, (US0001M + 4.250%), 01/23/27 | 358,534 | 0.1 |
10,487 | | Service Logic Acquisition, Inc Term Loan, 8.415%, (US0003M + 4.000%), 10/29/27 | 9,963 | 0.0 |
1,118,331 | | Skopima Merger Sub Inc. Term Loan B, 8.384%, (US0001M + 4.000%), 05/12/28 | 1,058,221 | 0.4 |
1,316,656 | | Staples, Inc. 7 Year Term Loan, 9.440%, (US0003M + 5.000%), 04/16/26 | 1,220,581 | 0.4 |
989,691 | | Verifone Systems, Inc. 2018 1st Lien Term Loan, 8.359%, (US0003M + 4.000%), 08/20/25 | 910,516 | 0.3 |
989,865 | | Verscend Holding Corp. 2021 Term Loan B, 8.384%, (US0001M + 4.000%), 08/27/25 | 986,153 | 0.4 |
411,308 | | VM Consolidated, Inc. 2021 Term Loan B, 7.634%, (US0006M + 3.250%), 03/24/28 | 409,508 | 0.1 |
2,258,523 | | Yak Access, LLC 2018 1st Lien Term Loan B, 9.300%, (US0003M + 5.000%), 07/11/25 | 959,872 | 0.3 |
970,000 | | Yak Access, LLC 2018 2nd Lien Term Loan B, 14.300%, (US0003M + 10.000%), 07/10/26 | 124,483 | 0.0 |
274,733 | (4) | Yak Access, LLC 2022 Super Priority Term Loan, 12.550%, (SOFRRATE + 8.250%), 10/17/29 | 265,118 | 0.1 |
| | | 19,066,330 | 6.8 |
| | | | |
| | Cable & Satellite Television: 2.4% |
664,975 | | Cogeco Financing 2 LP 2021 Incremental Term Loan B, 6.884%, (US0001M + 2.500%), 09/01/28 | 647,935 | 0.2 |
1,484,733 | | CSC Holdings, LLC 2019 Term Loan B5, 6.818%, (US0001M + 2.500%), 04/15/27 | 1,328,836 | 0.5 |
1,708,135 | | DirecTV Financing, LLC Term Loan, 9.384%, (US0001M + 5.000%), 08/02/27 | 1,664,231 | 0.6 |
2,479,765 | | Telesat Canada Term Loan B5, 7.170%, (US0001M + 2.750%), 12/07/26 | 1,171,069 | 0.4 |
750,000 | | UPC Financing Partnership 2021 USD Term Loan AX, 7.243%, (US0001M + 2.925%), 01/31/29 | 735,547 | 0.3 |
750,000 | | Virgin Media Bristol LLC 2020 USD Term Loan Q, 7.568%, (US0001M + 3.250%), 01/31/29 | 743,554 | 0.3 |
435,600 | | WideOpenWest Finance LLC 2021 Term Loan B, 7.580%, (TSFR1M + 3.000%), 12/20/28 | 422,895 | 0.1 |
| | | 6,714,067 | 2.4 |
| | | | |
| | Chemicals & Plastics: 2.5% |
305,690 | | Avantor Funding, Inc. 2021 Term Loan B5, 6.634%, (US0001M + 2.250%), 11/08/27 | 304,735 | 0.1 |
3,085 | | Hexion Holdings Corporation 2022 USD Term Loan, 8.935%, (SOFRRATE + 4.500%), 03/15/29 | 2,659 | 0.0 |
431,867 | | INEOS Styrolution US Holding LLC 2021 USD Term Loan B, 7.134%, (US0001M + 2.750%), 01/29/26 | 425,389 | 0.1 |
584,952 | | Ineos US Finance LLC 2021 USD Term Loan B, 6.923%, (US0001M + 2.500%), 11/08/28 | 564,844 | 0.2 |
413,737 | | Lonza Group AG USD Term Loan B, 8.730%, (US0003M + 4.000%), 07/03/28 | 381,879 | 0.1 |
496,250 | | LSF11 A5 Holdco LLC Term Loan, 8.052%, (SOFRRATE + 3.500%), 10/15/28 | 480,122 | 0.2 |
Principal Amount† | | Borrower/Tranche Description (continued) | Fair Value | Percentage of Net Assets |
LOANS*: (continued) | |
| | Chemicals & Plastics: (continued) |
190,000 | | NIC Acquisition Corp. Second Lien Term Loan, 12.480%, (US0003M + 7.750%), 12/29/28 | $ | 116,850 | 0.0 |
763,509 | | Olympus Water US Holding Corporation 2021 USD Term Loan B, 8.500%, (US0003M + 3.750%), 11/09/28 | 734,984 | 0.3 |
1,645,875 | | PMHC II, Inc. 2022 Term Loan B, 8.494%, (TSFR1M + 4.250%), 04/23/29 | 1,399,894 | 0.5 |
903,453 | | Polar US Borrower, LLC 2018 1st Lien Term Loan, 9.021%, (US0003M + 4.750%), 10/15/25 | 736,314 | 0.3 |
531,599 | | Sparta U.S. HoldCo LLC 2021 Term Loan, 7.392%, (US0001M + 3.250%), 08/02/28 | 519,638 | 0.2 |
423,702 | | Trinseo Materials Operating S.C.A. 2018 Term Loan, 6.384%, (US0003M + 2.000%), 09/06/24 | 412,504 | 0.1 |
500,000 | | Tronox Finance LLC 2021 Term Loan B, 6.550%, (SOFRRATE + 2.250%), 03/10/28 | 485,708 | 0.2 |
500,000 | | W.R. Grace & Co.-Conn. 2021 Term Loan B, 6.063%, (US0003M + 3.750%), 09/22/28 | 492,110 | 0.2 |
| | | 7,057,630 | 2.5 |
| | | | |
| | Clothing/Textiles: 0.5% |
701,475 | | ABG Intermediate Holdings 2 LLC 2021 Term Loan B1, 7.923%, (SOFRRATE + 3.600%), 12/21/28 | 681,015 | 0.2 |
837,500 | | Crocs, Inc. Term Loan B, 7.731%, (SOFRRATE + 3.500%), 02/20/29 | 821,274 | 0.3 |
| | | 1,502,289 | 0.5 |
| | | | |
| | Communications: 0.4% |
331,620 | | Charter Communications Operating, LLC 2019 Term Loan B2, 6.140%, (US0003M + 1.750%), 02/01/27 | 324,391 | 0.1 |
924,477 | | Maxar Technologies, Inc. 2022 Term Loan B 1L, 5.936%, (TSFR1M + 4.250%), 06/14/29 | 925,199 | 0.3 |
| | | 1,249,590 | 0.4 |
| | | | |
| | Consumer, Cyclical: 2.0% |
445,000 | | American Axle and Manufacturing, Inc. 2022 Term Loan B, 7.800%, (SOFRRATE + 3.500%), 12/06/29 | 437,769 | 0.2 |
880,000 | | BBB Industries LLC 2022 Term Loan, 7.772%, (TSFR1M + 5.250%), 07/25/29 | | 801,900 | 0.3 |
910,000 | | Bombardier Recreational Products, Inc. 2022 Incremental Term Loan B3, 7.800%, (SOFRRATE + 3.500%), 12/13/29 | 893,696 | 0.3 |
345,000 | | Formula One Holdings Limited. Term Loan B, 7.379%, (TSFR1M + 3.250%), 01/15/30 | 345,359 | 0.1 |
685,000 | | GVC Holdings (Gibraltar) Limited 2022 Term Loan B, 8.180%, (TSFR1M + 3.500%), 10/31/29 | 682,859 | 0.2 |
1,018,448 | | Hayward Industries, Inc. 2022 Term Loan, 7.550%, (SOFRRATE + 3.250%), 05/30/28 | 976,437 | 0.4 |
493,781 | | MOTION FINCO SARL USD TERM LOAN B1, 7.980%, (US0003M + 3.250%), 11/12/26 | 471,993 | 0.2 |
368,150 | | Penn National Gaming, Inc. 2022 Term Loan B 1L, 3.831%, (TSFR1M + 2.750%), 05/03/29 | 365,033 | 0.1 |
510,000 | | Stars Group Holdings B.V. 2022 USD Term Loan B, 7.608%, (TSFR1M + 3.250%), 07/22/28 | 508,343 | 0.2 |
| | | 5,483,389 | 2.0 |
| | | | |
| | Consumer, Non-cyclical: 1.6% |
880,575 | | Bausch + Lomb Corp. 1st Lien Term Loan B, 4.331%, (TSFR1M + 3.250%), 05/10/27 | 837,647 | 0.3 |
1,226,639 | | CoreLogic, Inc. TL B 1L, 7.938%, (US0001M + 3.500%), 06/02/28 | 1,026,799 | 0.4 |
645,000 | | Covetrus, Inc. 2022 1st Lien Term Loan, 9.413%, (TSFR3M + 5.000%), 10/13/29 | 605,494 | 0.2 |
620,000 | | Neptune Bidco US Inc 2022 USD Term Loan B, 9.129%, (TSFR1M + 5.000%), 04/11/29 | 555,933 | 0.2 |
399,000 | | Sabre GLBL, Inc. 2022 Term Loan B2 1L, 8.042%, (TSFR1M + 5.000%), 06/30/28 | 371,070 | 0.1 |
960,000 | | SUNSHINE INVESTMENTS B V 2022 USD TERM LOAN, 5.331%, (TSFR1M + 4.250%), 07/12/29 | 931,200 | 0.4 |
| | | 4,328,143 | 1.6 |
Principal Amount† | | Borrower/Tranche Description (continued) | Fair Value | Percentage of Net Assets |
LOANS*: (continued) | |
| | Containers & Glass Products: 3.3% |
676,529 | | Altium Packaging LLC 2021 Term Loan B, 7.134%, (US0001M + 2.750%), 02/03/28 | $ | 656,897 | 0.2 |
1,225,003 | | BWAY Holding Company 2017 Term Loan B, 7.370%, (US0003M + 3.250%), 04/03/24 | 1,198,206 | 0.4 |
938,133 | | Charter NEX US, Inc. 2021 Term Loan, 8.134%, (US0003M + 3.750%), 12/01/27 | 912,334 | 0.3 |
905,450 | | Clydesdale Acquisition Holdings Inc Term Loan B, 8.598%, (TSFR1M + 4.175%), 04/13/29 | 865,010 | 0.3 |
586,160 | | Plastipak Packaging, Inc. 2021 Term Loan B, 6.889%, (US0001M + 2.500%), 12/01/28 | 580,604 | 0.2 |
957,495 | | Pretium PKG Holdings, Inc. 2021 1st Lien Term Loan, 7.989%, (US0003M + 4.000%), 10/02/28 | 765,654 | 0.3 |
280,000 | | Pretium PKG Holdings, Inc. 2021 2nd Lien Term Loan, 10.989%, (US0003M + 6.750%), 10/01/29 | 174,650 | 0.1 |
1,029,890 | | Pro Mach Group, Inc. 2021 Term Loan B, 8.384%, (US0001M + 4.000%), 08/31/28 | 1,004,143 | 0.4 |
619,610 | | Reynolds Group Holdings Inc. 2021 Term Loan B, 7.634%, (US0001M + 3.500%), 09/24/28 | 613,123 | 0.2 |
1,243,473 | | Titan Acquisition Limited 2018 Term Loan B, 8.151%, (US0003M + 3.000%), 03/28/25 | 1,165,583 | 0.4 |
350,529 | | Tosca Services, LLC 2021 Term Loan, 7.938%, (US0001M + 3.500%), 08/18/27 | 286,557 | 0.1 |
643,467 | | TricorBraun Holdings, Inc. 2021 Term Loan, 7.634%, (US0001M + 3.250%), 03/03/28 | 615,681 | 0.2 |
434,562 | | Trident TPI Holdings, Inc. 2021 Incremental Term Loan, 8.726%, (US0003M + 4.000%), 09/15/28 | 418,344 | 0.2 |
| | | 9,256,786 | 3.3 |
| | | | |
| | Cosmetics/Toiletries: 0.2% |
392,867 | | Anastasia Parent, LLC 2018 Term Loan B, 8.480%, (US0003M + 3.750%), 08/11/25 | 293,949 | 0.1 |
268,027 | | Olaplex, Inc 2022 Term Loan, 7.923%, (SOFRRATE + 3.750%), 02/23/29 | 251,275 | 0.1 |
| | | 545,224 | 0.2 |
| | | | |
| | Drugs: 0.8% |
981,904 | | Amneal Pharmaceuticals LLC 2018 Term Loan B, 8.092%, (US0001M + 3.500%), 05/04/25 | 883,867 | 0.3 |
1,218,631 | | Jazz Financing Lux S.a.r.l. USD Term Loan, 7.884%, (US0001M + 3.500%), 05/05/28 | 1,209,914 | 0.5 |
| | | 2,093,781 | 0.8 |
| | | | |
| | Ecological Services & Equipment: 0.3% |
712,800 | | Clean Harbors Inc. 2021 Incremental Term Loan B, 6.384%, (US0001M + 2.000%), 10/08/28 | 711,117 | 0.3 |
| | | | |
| | Electronics/Electrical: 9.4% |
273,238 | | ABC Financial Services, Inc. 1st Lien Term Loan, 8.639%, (US0001M + 4.250%), 01/02/25 | 258,210 | 0.1 |
606,015 | | Altar Bidco, Inc. 2021 Term Loan, 6.608%, (SOFRRATE + 3.100%), 02/01/29 | 580,789 | 0.2 |
535,115 | | AP Core Holdings II, LLC Amortization Term Loan B1, 9.884%, (US0001M + 5.500%), 09/01/27 | 486,553 | 0.2 |
293,155 | | AP Core Holdings II, LLC High-Yield Term Loan B2, 9.884%, (US0001M + 5.500%), 09/01/27 | 265,232 | 0.1 |
353,041 | | Atlas Purchaser, Inc. 2021 Term Loan, 9.807%, (US0003M + 5.250%), 05/08/28 | 251,101 | 0.1 |
1,495,621 | | Banff Merger Sub Inc 2021 USD Term Loan, 8.134%, (US0001M + 3.750%), 10/02/25 | 1,434,551 | 0.5 |
615,665 | | CentralSquare Technologies, LLC 2018 1st Lien Term Loan, 8.480%, (US0003M + 3.750%), 08/29/25 | 533,918 | 0.2 |
882,081 | | Cloudera, Inc. 2021 Term Loan, 8.134%, (US0001M + 3.750%), 10/08/28 | 838,528 | 0.3 |
400,950 | | ConnectWise, LLC 2021 Term Loan B, 8.224%, (US0003M + 3.500%), 09/29/28 | 382,239 | 0.1 |
390,560 | | Constant Contact Inc Term Loan, 7.909%, (US0003M + 4.000%), 02/10/28 | 346,866 | 0.1 |
446,600 | | Cornerstone OnDemand, Inc. 2021 Term Loan, 8.134%, (US0001M + 3.750%), 10/16/28 | 400,823 | 0.1 |
271,750 | | Creation Technologies Inc. 2021 Term Loan, 9.248%, (US0003M + 5.500%), 10/05/28 | 218,759 | 0.1 |
Principal Amount† | | Borrower/Tranche Description (continued) | Fair Value | Percentage of Net Assets |
LOANS*: (continued) | |
| | Electronics/Electrical: (continued) |
770,891 | | Delta TopCo, Inc. 2020 Term Loan B, 8.154%, (US0003M + 3.750%), 12/01/27 | $ | 713,717 | 0.3 |
434,300 | | EagleView Technology Corporation 2018 Add On Term Loan B, 8.230%, (US0003M + 3.500%), 08/14/25 | 379,108 | 0.1 |
21,806 | | Grab Holdings Inc Term Loan B, 8.571%, (US0001M + 4.500%), 01/29/26 | 21,597 | 0.0 |
545,429 | | Helios Software Holdings, Inc. 2021 USD Term Loan B, 8.480%, (TSFR1M + 3.750%), 03/11/28 | 536,838 | 0.2 |
1,373,354 | | Hyland Software, Inc. 2018 1st Lien Term Loan, 7.884%, (US0001M + 3.500%), 07/01/24 | 1,356,555 | 0.5 |
876,780 | | II-VI Incorporated 2022 Term Loan B, 7.134%, (US0001M + 2.750%), 07/02/29 | 870,862 | 0.3 |
465,625 | | Imperva, Inc. 1st Lien Term Loan, 8.592%, (US0003M + 4.000%), 01/12/26 | 382,395 | 0.1 |
1,368,871 | | Imperva, Inc. 2nd Lien Term Loan, 12.424%, (US0003M + 7.750%), 01/11/27 | 1,059,591 | 0.4 |
1,110,356 | | Informatica LLC 2021 USD Term Loan B, 7.139%, (US0001M + 2.750%), 10/27/28 | 1,093,701 | 0.4 |
403,751 | | Ingram Micro Inc. 2021 Term Loan B, 8.224%, (US0003M + 3.500%), 06/30/28 | 398,829 | 0.1 |
150,000 | | Ivanti Software, Inc. 2021 2nd Lien Term Loan, 12.011%, (US0003M + 7.250%), 12/01/28 | 87,750 | 0.0 |
255,450 | | Ivanti Software, Inc. 2021 Add On Term Loan B, 8.733%, (US0003M + 4.000%), 12/01/27 | 201,593 | 0.1 |
1,226,254 | | Ivanti Software, Inc. 2021 Term Loan B, 9.011%, (US0003M + 4.250%), 12/01/27 | 979,471 | 0.4 |
1,651,915 | | LogMeIn, Inc. Term Loan B, 9.139%, (US0001M + 4.750%), 08/31/27 | 1,067,846 | 0.4 |
1,031,971 | | Magenta Buyer LLC 2021 USD 1st Lien Term Loan, 9.170%, (US0001M + 4.750%), 07/27/28 | 888,785 | 0.3 |
560,000 | | Magenta Buyer LLC 2021 USD 2nd Lien Term Loan, 12.670%, (US0001M + 8.250%), 07/27/29 | 442,400 | 0.2 |
365,000 | | MH Sub I, LLC 2021 2nd Lien Term Loan, 10.649%, (TSFR1M + 6.250%), 02/23/29 | | 330,667 | 0.1 |
779,113 | | Mitchell International, Inc. 2021 Term Loan B, 8.415%, (US0001M + 3.750%), 10/15/28 | 721,069 | 0.3 |
521,796 | | Optiv Security, Inc. 1st Lien Term Loan, 8.403%, (US0006M + 3.250%), 02/01/24 | 501,468 | 0.2 |
426,867 | | Panther Commercial Holdings L.P Term Loan, 8.665%, (US0003M + 4.500%), 01/07/28 | 386,101 | 0.1 |
346,610 | | Planview Parent, Inc. Term Loan, 8.730%, (US0003M + 4.000%), 12/17/27 | 323,503 | 0.1 |
990,000 | | Proofpoint, Inc. 1st Lien Term Loan, 7.985%, (US0003M + 3.250%), 08/31/28 | 953,958 | 0.3 |
610,000 | | Quest Software US Holdings Inc. 2022 2nd Lien Term Loan, 11.594%, (SOFRRATE + 7.500%), 02/01/30 | 379,725 | 0.1 |
1,476,418 | | Quest Software US Holdings Inc. 2022 Term Loan, 8.494%, (SOFRRATE + 4.250%), 02/01/29 | 1,145,146 | 0.4 |
1,579,313 | | Rackspace Technology Global, Inc. 2021 Term Loan B, 7.380%, (US0003M + 2.750%), 02/15/28 | 994,309 | 0.4 |
1,681,992 | | Redstone Buyer LLC 2021 Term Loan, 9.108%, (US0003M + 4.750%), 04/27/28 | 1,176,554 | 0.4 |
1,449,672 | (5) | Riverbed Technology, Inc. 2021 PIK Exit Term Loan, 10.540%, (US0001M + 6.000%) (PIK Rate 2.000%, Cash Rate 8.660%), 12/07/26 | 623,359 | 0.2 |
364,679 | | SonicWall US Holdings Inc. 1st Lien Term Loan, 8.449%, (US0003M + 3.750%), 05/16/25 | 353,738 | 0.1 |
50,057 | (5) | Travelport Finance (Luxembourg) S.a.r.l. 2020 Super Priority Term Loan, 6.230% (PIK Rate 7.250%, Cash Rate 3.750%), 02/28/25 | 50,245 | 0.0 |
1,002,994 | (5) | Travelport Finance (Luxembourg) S.a.r.l. 2021 Consented Term Loan, 9.730%, (US0003M + 1.750%) (PIK Rate 1.750%, Cash Rate 7.250%), 05/29/26 | 683,708 | 0.3 |
Principal Amount† | | Borrower/Tranche Description (continued) | Fair Value | Percentage of Net Assets |
LOANS*: (continued) | |
| | Electronics/Electrical: (continued) |
497,487 | | Ultimate Software Group Inc (The) 2021 Term Loan, 6.998%, (US0003M + 3.250%), 05/04/26 | $ | 473,857 | 0.2 |
333,269 | | Watlow Electric Manufacturing Company Term Loan B, 8.153%, (US0001M + 3.750%), 03/02/28 | 321,466 | 0.1 |
430,930 | | Xperi Corporation 2020 Term Loan B, 7.884%, (US0001M + 3.500%), 06/08/28 | 417,059 | 0.2 |
| | | 26,314,539 | 9.4 |
| | | | |
| | Energy: 0.1% |
289,275 | | M6 ETX Holdings II Midco LLC 2022 Term Loan B 1L, 7.542%, (TSFR1M + 4.500%), 09/19/29 | 289,908 | 0.1 |
| | | | |
| | Equipment Leasing: 0.3% |
376,200 | | Albion Financing 3 SARL USD Term Loan, 9.575%, (US0003M + 5.250%), 08/17/26 | 357,077 | 0.1 |
619,730 | | Rent-A-Center, Inc. 2021 First Lien Term Loan B, 7.688%, (US0003M + 3.250%), 02/17/28 | 598,555 | 0.2 |
| | | 955,632 | 0.3 |
| | | | |
| | Financial: 1.1% |
262,884 | | Acrisure, LLC 2021 Incremental Term Loan B, 8.134%, (US0001M + 3.750%), 02/15/27 | 250,507 | 0.1 |
332,390 | | BLACKSTONE MORTGAGE TRUST, INC 2022 TERM LOAN B4, 2.686%, (TSFR1M + 1.000%), 05/09/29 | 325,327 | 0.1 |
548,625 | | Focus Financial Partners, LLC 2022 Term Loan B5, 7.550%, (SOFRRATE + 3.250%), 06/30/28 | 543,276 | 0.2 |
1,500,000 | | Hub International Limited 2022 Term Loan B, 8.129%, (TSFR1M + 4.000%), 11/10/29 | 1,485,669 | 0.6 |
345,000 | | Walker & Dunlop, Inc. 2022 Incremental Term Loan B, 7.300%, (SOFRRATE + 3.000%), 12/17/29 | 341,550 | 0.1 |
| | | 2,946,329 | 1.1 |
| | | | |
| | Financial Intermediaries: 4.1% |
440,909 | | Advisor Group, Inc. 2021 Term Loan, 8.884%, (US0001M + 4.500%), 07/31/26 | 432,367 | 0.2 |
537,071 | | AllSpring Buyer LLC Term Loan B, 7.750%, (US0003M + 3.000%), 11/01/28 | 529,910 | 0.2 |
295,000 | | AqGen Ascensus, Inc. 2021 2nd Lien Term Loan, 10.250%, (US0003M + 6.500%), 08/02/29 | 259,600 | 0.1 |
767,265 | | AqGen Island Holdings, Inc. Term Loan, 8.250%, (SOFRRATE + 3.500%), 08/02/28 | 733,697 | 0.3 |
735,688 | | Castlelake Aviation Limited Term Loan B, 7.519%, (US0003M + 2.750%), 10/22/26 | 730,432 | 0.3 |
1,725,032 | | Citadel Securities LP 2021 Term Loan B, 6.823%, (TSFR1M + 2.500%), 02/02/28 | 1,695,653 | 0.6 |
901,772 | | Cushman & Wakefield U.S. Borrower, LLC 2020 Term Loan B, 7.134%, (US0001M + 2.750%), 08/21/25 | 882,796 | 0.3 |
752,839 | | Deerfield Dakota Holding, LLC 2020 USD Term Loan B, 8.073%, (TSFR1M + 3.750%), 04/09/27 | 704,611 | 0.2 |
1,481,203 | | Edelman Financial Center, LLC 2021 Term Loan B, 7.884%, (US0001M + 3.500%), 04/07/28 | 1,389,951 | 0.5 |
980,453 | | First Eagle Holdings, Inc. 2020 Term Loan B, 7.230%, (US0003M + 2.500%), 02/01/27 | 954,716 | 0.3 |
439,660 | | Focus Financial Partners, LLC 2021 Term Loan, 6.823%, (US0001M + 2.500%), 06/30/28 | 433,248 | 0.2 |
699,878 | | HighTower Holdings LLC 2021 Term Loan B, 8.278%, (US0003M + 4.000%), 04/21/28 | 644,763 | 0.2 |
1,267,613 | | Jane Street Group, LLC 2021 Term Loan, 7.134%, (US0001M + 2.750%), 01/26/28 | 1,231,961 | 0.4 |
820,000 | | VFH Parent LLC 2022 Term Loan B, 7.421%, (SOFRRATE + 3.000%), 01/13/29 | 802,063 | 0.3 |
| | | 11,425,768 | 4.1 |
| | | | |
| | Food Products: 1.7% |
977,099 | | 8th Avenue Food & Provisions, Inc. 2018 1st Lien Term Loan, 8.139%, (US0001M + 3.750%), 10/01/25 | 822,473 | 0.3 |
544,362 | | 8th Avenue Food & Provisions, Inc. 2021 Incremental Term Loan, 9.139%, (US0001M + 4.750%), 10/01/25 | 460,667 | 0.2 |
Principal Amount† | | Borrower/Tranche Description (continued) | Fair Value | Percentage of Net Assets |
LOANS*: (continued) | |
| | Food Products: (continued) |
660,000 | | BCPE North Star US HoldCo 2, Inc. 2021 2nd Lien Term Loan, 11.980%, (US0003M + 7.250%), 06/08/29 | $ | 600,600 | 0.2 |
638,292 | | CHG PPC Parent LLC 2021 Term Loan, 7.438%, (US0001M + 3.000%), 12/08/28 | 619,143 | 0.2 |
302,024 | | IRB Holding Corp 2022 Term Loan B, 7.317%, (SOFRRATE + 3.000%), 12/15/27 | 293,246 | 0.1 |
970,000 | (4),(6) | NPC International, Inc. 2nd Lien Term Loan, 1.000%, (US0003M + –%), 04/18/25 | – | 0.0 |
735,365 | | Primary Products Finance LLC Term Loan, 7.709%, (US0003M + 4.000%), 03/31/29 | 724,411 | 0.3 |
574,083 | | Sigma Bidco B.V. 2018 USD Term Loan B, 5.899%, (US0006M + 3.000%), 07/02/25 | 523,253 | 0.2 |
666,503 | | Weber-Stephen Products LLC Term Loan B, 7.634%, (US0001M + 3.250%), 10/30/27 | 563,195 | 0.2 |
| | | 4,606,988 | 1.7 |
| | | | |
| | Food Service: 0.8% |
984,772 | | 1011778 B.C. Unlimited Liability Company Term Loan B4, 6.141%, (US0001M + 1.750%), 11/19/26 | 969,076 | 0.4 |
498,744 | | Fertitta Entertainment, LLC 2022 Term Loan B, 8.323%, (SOFRRATE + 4.000%), 01/27/29 | 474,742 | 0.2 |
616,263 | | Flynn Restaurant Group LP 2021 Term Loan B, 8.634%, (US0001M + 4.250%), 12/01/28 | 579,287 | 0.2 |
78,000 | | K-Mac Holdings Corp 2021 2nd Lien Term Loan, 11.134%, (US0001M + 6.750%), 07/30/29 | 71,224 | 0.0 |
| | | 2,094,329 | 0.8 |
| | | | |
| | Food/Drug Retailers: 1.3% |
1,132,289 | | EG Finco Limited 2018 USD Term Loan, 8.726%, (US0003M + 4.000%), 02/07/25 | 1,068,881 | 0.4 |
1,969,146 | | Moran Foods, LLC 2020 2nd Lien Term Loan, 15.480%, (US0003M + 10.750%), 10/01/24 | 1,299,637 | 0.4 |
1,596,362 | | Moran Foods, LLC 2020 Term Loan, 10.379%, (US0003M + 7.000%), 04/01/24 | 1,318,994 | 0.5 |
| | | 3,687,512 | 1.3 |
| | | | |
| | Forest Products: 0.1% |
356,802 | | Spa Holdings 3 Oy USD Term Loan B, 8.474%, (US0003M + 3.750%), 02/04/28 | 342,529 | 0.1 |
| | | | |
| | Health Care: 5.9% |
766,150 | | Accelerated Health Systems, LLC 2022 Term Loan B, 8.980%, (TSFR1M + 4.250%), 02/15/29 | 627,764 | 0.2 |
360,908 | | ADMI Corp. 2021 Term Loan B2, 7.759%, (US0001M + 3.375%), 12/23/27 | 328,697 | 0.1 |
145,238 | (3) | Athenahealth, Inc. 2022 Delayed Draw Term loan, 7.821%, (SOFRRATE + 3.500%), 02/15/29 | 131,501 | 0.0 |
852,620 | | Athenahealth, Inc. 2022 Term Loan B, 7.821%, (TSFR1M + 3.500%), 02/15/29 | 771,976 | 0.3 |
858,000 | | Bausch Health Companies Inc. 2022 Term Loan B, 9.667%, (TSFR1M + 5.250%), 02/01/27 | 664,950 | 0.2 |
443,763 | | Carestream Dental Equipment, Inc 2021 Term Loan, 8.884%, (US0001M + 4.500%), 09/01/24 | 420,465 | 0.2 |
399,998 | | CCRR Parent, Inc Term Loan B, 8.140%, (US0001M + 3.750%), 03/06/28 | 382,748 | 0.1 |
962,813 | | CHG Healthcare Services Inc. 2021 Term Loan, 7.634%, (US0003M + 3.250%), 09/29/28 | 944,092 | 0.3 |
492,158 | | Commerce Merger Sub, Inc. 2017 1st Lien Term Loan, 7.980%, (US0006M + 3.250%), 06/28/24 | 482,725 | 0.2 |
724,928 | | Curia Global, Inc. 2021 Term Loan, 8.165%, (US0003M + 3.750%), 08/30/26 | 598,670 | 0.2 |
445,432 | | Global Medical Response, Inc. 2017 Incremental Term Loan, 8.634%, (US0001M + 4.250%), 03/14/25 | 316,257 | 0.1 |
495,133 | | GoodRx, Inc. 1st Lien Term Loan, 7.134%, (US0001M + 2.750%), 10/10/25 | 484,199 | 0.2 |
492,188 | | Greenway Health, LLC 2017 1st Lien Term Loan, 8.139%, (US0001M + 3.750%), 02/16/24 | 345,147 | 0.1 |
257,294 | | Heartland Dental, LLC 2021 Incremental Term Loan, 8.387%, (US0001M + 4.000%), 04/30/25 | 239,846 | 0.1 |
Principal Amount† | | Borrower/Tranche Description (continued) | Fair Value | Percentage of Net Assets |
LOANS*: (continued) | |
| | Health Care: (continued) |
1,081,825 | | Medline Borrower, LP USD Term Loan B, 7.634%, (US0001M + 3.250%), 10/23/28 | $ | 1,029,829 | 0.4 |
917,106 | | MPH Acquisition Holdings LLC 2021 Term Loan B, 8.985%, (US0003M + 4.250%), 09/01/28 | 787,087 | 0.3 |
150,000 | | National Mentor Holdings, Inc. 2021 2nd Lien Term Loan, 11.980%, (US0003M + 7.250%), 03/02/29 | 100,125 | 0.0 |
28,622 | | National Mentor Holdings, Inc. 2021 Term Loan C, 8.480%, (US0003M + 3.750%), 03/02/28 | 20,107 | 0.0 |
831,412 | | National Mentor Holdings, Inc. 2021 Term Loan, 8.328%, (US0003M + 3.750%), 03/02/28 | 584,067 | 0.2 |
376,638 | | Pacific Dental Services,LLC 2021 Term Loan, 7.854%, (US0001M + 3.500%), 05/05/28 | 367,771 | 0.1 |
751,588 | | Packaging Coordinators Midco, Inc. 2020 1st Lien Term Loan, 8.226%, (US0003M + 3.750%), 11/30/27 | 713,445 | 0.3 |
443,882 | | Parexel International Corporation 2021 1st Lien Term Loan, 7.634%, (US0001M + 3.250%), 11/15/28 | 428,469 | 0.2 |
882,450 | | Pathway Vet Alliance LLC 2021 Term Loan, 8.134%, (US0003M + 3.750%), 03/31/27 | 736,846 | 0.3 |
268,650 | | Perrigo Investments, LLC Term Loan B, 6.823%, (TSFR1M + 2.500%), 04/20/29 | 265,292 | 0.1 |
464,415 | | Phoenix Guarantor Inc 2020 Term Loan B, 7.634%, (US0001M + 3.250%), 03/05/26 | 436,841 | 0.2 |
473,312 | | Pluto Acquisition I, Inc. 2021 1st Lien Term Loan, 8.735%, (US0003M + 4.000%), 06/22/26 | 321,852 | 0.1 |
285,955 | | Press Ganey Holdings, Inc. 2022 Incremental Term Loan, 8.173%, (TSFR1M + 3.750%), 07/24/26 | 263,793 | 0.1 |
882,803 | | RegionalCare Hospital Partners Holdings, Inc. 2018 Term Loan B, 8.165%, (US0001M + 3.750%), 11/16/25 | 834,249 | 0.3 |
252,254 | | RxBenefits, Inc. 2020 Term Loan, 8.717%, (US0006M + 4.500%), 12/20/27 | 239,011 | 0.1 |
1,035,000 | | Sotera Health Holdings, LLC 2021 Term Loan, 7.165%, (US0001M + 2.750%), 12/11/26 | 961,903 | 0.3 |
950,566 | | Surgery Center Holdings, Inc. 2021 Term Loan, 8.050%, (US0001M + 3.750%), 08/31/26 | 939,635 | 0.3 |
452,205 | | U.S. Anesthesia Partners, Inc. 2021 Term Loan, 8.370%, (US0001M + 4.250%), 10/01/28 | 430,725 | 0.2 |
283,831 | | Virgin Pulse, Inc. 2021 Term Loan, 8.384%, (US0001M + 4.000%), 04/06/28 | 241,434 | 0.1 |
| | | 16,441,518 | 5.9 |
| | | | |
| | Home Furnishings: 1.0% |
755,438 | | Conair Holdings, LLC Term Loan B, 8.480%, (US0003M + 3.750%), 05/17/28 | 638,345 | 0.2 |
611,930 | | Illuminate Merger Sub Corp. 1st Lien Term Loan, 7.884%, (SOFRRATE + 3.500%), 07/21/28 | 551,654 | 0.2 |
1,900,450 | | Solis IV BV USD Term Loan B1, 7.859%, (TSFR1M + 3.500%), 02/26/29 | 1,682,611 | 0.6 |
| | | 2,872,610 | 1.0 |
| | | | |
| | Industrial: 1.4% |
333,900 | | AZZ Incorporated Term Loan B, 5.331%, (TSFR1M + 4.250%), 05/06/29 | 334,025 | 0.1 |
364,088 | | Brown Group Holding LLC 2022 Term Loan B2 1L, 5.436%, (TSFR1M + 3.750%), 07/02/29 | 363,470 | 0.1 |
625,000 | | Chart Industries, Inc. 2022 Term Loan B, 8.050%, (SOFRRATE + 3.750%), 12/07/29 | 619,141 | 0.2 |
542,338 | | First Student Bidco, Inc. 2022 Term Loan B 1L, 5.686%, (TSFR1M + 4.000%), 07/21/28 | 519,288 | 0.2 |
37,662 | | First Student Bidco, Inc. 2022 Term Loan C 1L, 5.686%, (TSFR1M + 4.000%), 07/21/28 | 36,062 | 0.0 |
498,750 | | Oscar AcquisitionCo, LLC Term Loan B, 8.800%, (SOFRRATE + 4.500%), 04/29/29 | 472,833 | 0.2 |
862,838 | | Project Castle, Inc. Term Loan B 1L, 7.186%, (TSFR1M + 5.500%), 06/01/29 | 698,898 | 0.3 |
580,035 | | ST GEO WARE + TR CO OF CAL INC 2022 TERM LOAN, 1.081%, (TSFR1M + 1.000%), 03/24/28 | 559,734 | 0.2 |
Principal Amount† | | Borrower/Tranche Description (continued) | Fair Value | Percentage of Net Assets |
LOANS*: (continued) | |
| | Industrial: (continued) |
203,379 | (4) | Yak Access, LLC 2022 Incremental Term Loan, 12.671%, (SOFRRATE + 8.250%), 01/27/23 | $ | 203,379 | 0.1 |
| | | 3,806,830 | 1.4 |
| | | | |
| | Industrial Equipment: 1.5% |
493,634 | | Alliance Laundry Systems LLC Term Loan B, 7.409%, (US0003M + 3.500%), 10/08/27 | 484,378 | 0.2 |
382,113 | | Clark Equipment Company 2022 Term Loan B, 7.180%, (TSFR1M + 2.500%), 04/20/29 | 377,432 | 0.1 |
1,000,000 | | Crown Subsea Communications Holding,Inc. 2021 Term Loan, 8.870%, (US0003M + 4.750%), 04/27/27 | 980,000 | 0.4 |
861,087 | | Granite Holdings US Acquisition Co. 2021 Term Loan B, 8.750%, (US0003M + 4.000%), 09/30/26 | 861,895 | 0.3 |
1,433 | | Kenan Advantage Group, Inc. 2021 Term Loan B1, 8.134%, (US0001M + 3.750%), 03/24/26 | 1,399 | 0.0 |
494,975 | | Madison IAQ LLC Term Loan, 7.988%, (US0003M + 3.250%), 06/21/28 | 461,152 | 0.2 |
934,226 | | Vertical US Newco Inc Term Loan B, 6.871%, (US0006M + 3.500%), 07/30/27 | 901,696 | 0.3 |
| | | 4,067,952 | 1.5 |
| | | | |
| | Insurance: 2.0% |
771,327 | | Acrisure, LLC 2020 Term Loan B, 7.884%, (US0001M + 3.500%), 02/15/27 | 725,851 | 0.3 |
724,845 | | Acrisure, LLC 2021 First Lien Term Loan B, 8.634%, (US0001M + 4.250%), 02/15/27 | 703,552 | 0.2 |
1,179 | | Applied Systems, Inc. 2017 1st Lien Term Loan, 7.730%, (US0003M + 3.000%), 09/19/24 | 1,176 | 0.0 |
735,232 | | Aretec Group, Inc. 2018 Term Loan, 8.673%, (TSFR1M + 4.250%), 10/01/25 | 720,527 | 0.3 |
373,395 | | IMA Financial Group, Inc. Term Loan, 7.884%, (US0001M + 3.750%), 11/01/28 | 362,893 | 0.1 |
900,076 | | NFP Corp. 2020 Term Loan, 7.634%, (US0001M + 3.250%), 02/15/27 | 863,398 | 0.3 |
1,107,139 | | OneDigital Borrower LLC 2021 Term Loan, 8.494%, (SOFRRATE + 4.250%), 11/16/27 | 1,051,782 | 0.4 |
1,204,240 | | Sedgwick Claims Management Services, Inc. 2018 Term Loan B, 7.634%, (US0001M + 3.250%), 12/31/25 | 1,173,812 | 0.4 |
| | | 5,602,991 | 2.0 |
| | | | |
| | Leisure Good/Activities/Movies: 3.3% |
673,712 | (5) | 24 Hour Fitness Worldwide, Inc. 2021 Delayed Draw Term Loan, 13.735% (PIK Rate 12.000%, Cash Rate 3.575%), 09/29/25 | 572,655 | 0.2 |
1,076,190 | (5) | 24 Hour Fitness Worldwide, Inc. 2021 Exit Delayed Draw Term Loan, 18.730%, (US0003M + 14.000%) (PIK Rate 12.000%, Cash Rate 3.575%), 09/29/26 | 591,904 | 0.2 |
350,792 | | Alterra Mountain Company 2021 Series B-2 Consenting Term Loan, 7.884%, (US0001M + 3.500%), 08/17/28 | 347,372 | 0.1 |
949,691 | | AppLovin Corporation 2021 Term Loan B, 7.730%, (US0003M + 3.000%), 10/25/28 | 904,580 | 0.3 |
1,472,613 | | City Football Group Limited Term Loan, 7.361%, (US0003M + 3.500%), 07/21/28 | 1,384,256 | 0.5 |
462,832 | | ClubCorp Club Operations, Inc. 2017 Incremental Term Loan, 7.480%, (US0003M + 2.750%), 09/18/24 | 419,152 | 0.2 |
1,281 | (5) | Crown Finance US, Inc. 2020 Term Loan B1, 11.415% (PIK Rate 8.250%, Cash Rate 7.000%), 05/23/24 | 1,529 | 0.0 |
1,112,975 | | CWGS Group, LLC 2021 Term Loan B, 6.799%, (US0001M + 2.500%), 06/03/28 | 1,032,864 | 0.4 |
495,189 | | MajorDrive Holdings IV LLC Term Loan B, 8.813%, (US0003M + 4.000%), 06/01/28 | 467,180 | 0.2 |
648,354 | | Playtika Holding Corp 2021 Term Loan, 7.134%, (US0001M + 2.750%), 03/13/28 | 620,304 | 0.2 |
491,139 | | PUG LLC USD Term Loan, 7.884%, (US0001M + 3.500%), 02/12/27 | 407,032 | 0.1 |
575,014 | | RV Retailer, LLC Term Loan B, 8.070%, (SOFRRATE + 3.750%), 02/08/28 | 529,013 | 0.2 |
Principal Amount† | | Borrower/Tranche Description (continued) | Fair Value | Percentage of Net Assets |
LOANS*: (continued) | |
| | Leisure Good/Activities/Movies: (continued) |
276,145 | | Samsonite International S.A. 2020 Incremental Term Loan B2, 7.384%, (US0003M + 3.000%), 04/25/25 | $ | 274,850 | 0.1 |
892,763 | | Scientific Games Holdings LP 2022 USD Term Loan B, 7.097%, (TSFR1M + 3.500%), 04/04/29 | 853,593 | 0.3 |
551,050 | | SRAM, LLC 2021 Term Loan B, 7.134%, (US0001M + 2.750%), 05/18/28 | 537,963 | 0.2 |
295,999 | | The Knot Worldwide Inc. 2022 Term Loan, 8.923%, (TSFR1M + 4.500%), 12/19/25 | 293,039 | 0.1 |
| | | 9,237,286 | 3.3 |
| | | | |
| | Lodging & Casinos: 1.8% |
736,527 | | Arches Buyer Inc. 2021 Term Loan B, 7.634%, (US0001M + 3.250%), 12/06/27 | 683,512 | 0.2 |
1,141,250 | | Caesars Resort Collection, LLC 2017 1st Lien Term Loan B, 7.134%, (US0001M + 2.750%), 12/23/24 | 1,140,120 | 0.4 |
791,206 | | Hilton Grand Vacations Borrower LLC 2021 Term Loan B, 7.384%, (US0001M + 3.000%), 08/02/28 | 787,152 | 0.3 |
995,000 | | Scientific Games International, Inc. 2022 USD Term Loan, 7.417%, (TSFR1M + 3.000%), 04/14/29 | 984,221 | 0.4 |
662,299 | | Stars Group Holdings B.V. (The) 2018 USD Incremental Term Loan, 6.980%, (US0003M + 2.250%), 07/21/26 | 654,802 | 0.2 |
928,356 | | Twin River Worldwide Holdings, Inc. 2021 Term Loan B, 7.542%, (US0001M + 3.250%), 10/02/28 | 864,918 | 0.3 |
| | | 5,114,725 | 1.8 |
| | | | |
| | Mortgage REITs: 0.2% |
482,758 | | BIFM CA Buyer Inc. Term Loan B, 7.884%, (US0001M + 3.500%), 06/01/26 | 463,448 | 0.2 |
| | | | |
| | Oil & Gas: 1.7% |
572,708 | | Brazos Delaware II, LLC Term Loan B, 8.354%, (US0001M + 4.000%), 05/21/25 | 571,276 | 0.2 |
379,017 | (6) | Glass Mountain Pipeline Holdings, LLC 2021 Exit Term Loan, 8.890%, (US0003M + 4.500%), 10/28/27 | 310,162 | 0.1 |
480,134 | | ITT Holdings LLC 2021 Term Loan, 7.134%, (US0001M + 2.750%), 07/10/28 | 475,333 | 0.2 |
475,681 | | Medallion Midland Acquisition, LLC 2021 Term Loan, 8.592%, (US0001M + 3.750%), 10/18/28 | 472,292 | 0.2 |
665,016 | | NorthRiver Midstream Finance LP 2018 Term Loan B, 6.924%, (US0003M + 3.250%), 10/01/25 | 661,275 | 0.2 |
862,860 | | Oryx Midstream Services Permian Basin LLC Term Loan B, 7.924%, (US0003M + 3.250%), 10/05/28 | 853,826 | 0.3 |
672,265 | | TransMontaigne Operating Company L.P. Term Loan B, 7.871%, (US0001M + 3.500%), 11/17/28 | 660,710 | 0.2 |
727,815 | | Waterbridge Midstream Operating LLC Term Loan B, 9.127%, (US0003M + 5.750%), 06/22/26 | 700,912 | 0.3 |
| | | 4,705,786 | 1.7 |
| | | | |
| | Publishing: 1.1% |
1,235,612 | | Cengage Learning, Inc. 2021 Term Loan B, 7.814%, (US0003M + 4.750%), 07/14/26 | 1,114,037 | 0.4 |
819,680 | | Dotdash Meredith Inc Term Loan B, 8.224%, (SOFRRATE + 4.000%), 12/01/28 | 718,586 | 0.3 |
1,219,563 | | McGraw-Hill Global Education Holdings, LLC 2021 Term Loan, 8.316%, (US0006M + 4.750%), 07/28/28 | 1,151,267 | 0.4 |
| | | 2,983,890 | 1.1 |
| | | | |
| | Radio & Television: 2.5% |
1,373,482 | | Clear Channel Outdoor Holdings, Inc. Term Loan B, 7.915%, (US0003M + 3.500%), 08/21/26 | 1,250,642 | 0.4 |
399,088 | | CMG Media Corporation 2021 Term Loan, 8.230%, (US0001M + 3.500%), 12/17/26 | 374,572 | 0.1 |
4,767,826 | | Diamond Sports Group, LLC 2022 2nd Lien Term Loan, 7.567%, (TSFR1M + 3.250%), 08/24/26 | 619,817 | 0.2 |
666,667 | | Entercom Media Corp. 2019 Term Loan, 6.889%, (US0001M + 2.500%), 11/18/24 | 476,667 | 0.2 |
843,714 | | Gray Television, Inc. 2021 Term Loan D, 7.120%, (US0001M + 3.000%), 12/01/28 | 820,663 | 0.3 |
Principal Amount† | | Borrower/Tranche Description (continued) | Fair Value | Percentage of Net Assets |
LOANS*: (continued) | |
| | Radio & Television: (continued) |
280,000 | | iHeartCommunications, Inc. 2020 Incremental Term Loan, 7.634%, (US0001M + 3.250%), 05/01/26 | $ | 259,437 | 0.1 |
1,408,849 | | iHeartCommunications, Inc. 2020 Term Loan, 7.384%, (US0001M + 3.000%), 05/01/26 | 1,295,261 | 0.5 |
597,385 | | NASCAR Holdings, Inc Term Loan B, 6.884%, (US0001M + 2.500%), 10/19/26 | 596,639 | 0.2 |
1,336,300 | | Univision Communications Inc. 2021 First Lien Term Loan B, 7.634%, (US0001M + 3.250%), 03/15/26 | 1,317,925 | 0.5 |
| | | 7,011,623 | 2.5 |
| | | | |
| | Retailers (Except Food & Drug): 3.6% |
383,075 | | AI Aqua Merger Sub, Inc. 2021 1st Lien Term Loan B, 7.967%, (SOFRRATE + 3.750%), 07/31/28 | 361,048 | 0.1 |
601,775 | | CNT Holdings I Corp 2020 Term Loan, 7.239%, (TSFR1M + 3.500%), 11/08/27 | 583,722 | 0.2 |
1,695,562 | | Great Outdoors Group, LLC 2021 Term Loan B1, 8.134%, (US0001M + 3.750%), 03/06/28 | 1,634,805 | 0.6 |
1,818,426 | | Harbor Freight Tools USA, Inc. 2021 Term Loan B, 7.134%, (US0001M + 2.750%), 10/19/27 | 1,739,153 | 0.6 |
496,553 | | Jo-Ann Stores, Inc. 2021 Term Loan B1, 9.077%, (US0003M + 4.750%), 07/07/28 | 341,132 | 0.1 |
509,730 | | Leslies Poolmart, Inc. 2021 Term Loan B, 6.884%, (US0001M + 2.500%), 03/09/28 | 500,438 | 0.2 |
1,059,616 | | Michaels Companies, Inc. 2021 Term Loan B, 8.980%, (US0003M + 4.250%), 04/15/28 | 919,747 | 0.3 |
989,924 | | Petco Health and Wellness Company, Inc. 2021 Term Loan B, 7.976%, (US0003M + 3.250%), 03/03/28 | 962,151 | 0.4 |
792,000 | | Petmate Incremental Term Loan B, 10.230%, (US0003M + 5.500%), 09/15/28 | 596,970 | 0.2 |
1,234,375 | | Pilot Travel Centers LLC 2021 Term Loan B, 6.323%, (TSFR1M + 2.000%), 08/04/28 | 1,221,540 | 0.5 |
993,639 | | Restoration Hardware, Inc. Term Loan B, 6.884%, (US0001M + 2.500%), 10/20/28 | 918,495 | 0.3 |
254,256 | | Victorias Secret & Co. Term Loan B, 7.983%, (US0003M + 3.250%), 08/02/28 | 247,900 | 0.1 |
| | | 10,027,101 | 3.6 |
| | | | |
| | Surface Transport: 1.0% |
747,292 | | American Trailer World Corp. Term Loan B, 8.073%, (TSFR1M + 3.750%), 03/03/28 | 649,911 | 0.2 |
911,497 | | LaserShip, Inc. 2021 Term Loan, 9.230%, (US0006M + 4.500%), 05/07/28 | 653,088 | 0.2 |
386,172 | | Savage Enterprises LLC 2021 Term Loan B, 7.639%, (US0001M + 3.250%), 09/15/28 | 384,097 | 0.2 |
881,100 | | Worldwide Express Operations, LLC 2021 1st Lien Term Loan, 8.730%, (US0003M + 4.000%), 07/26/28 | 808,409 | 0.3 |
250,000 | | Worldwide Express Operations, LLC 2021 2nd Lien Term Loan, 11.730%, (US0003M + 7.000%), 07/26/29 | 209,531 | 0.1 |
| | | 2,705,036 | 1.0 |
| | | | |
| | Technology: 4.0% |
720,000 | | Applied Systems, Inc. 2022 Extended 1st Lien Term Loan, 8.800%, (SOFRRATE + 4.500%), 09/18/26 | 718,200 | 0.3 |
7,220,000 | | Avaya 2022 Term Loan 1L, 11.686%, (TSFR1M + 10.000%), 12/15/27 | 4,512,500 | 1.6 |
268,937 | | Bright Bidco B.V. 2022 DIP Delayed Draw Term Loan, 11.042%, (TSFR1M + 8.000%), 02/28/23 | 271,626 | 0.1 |
360,210 | | Bright Bidco B.V. 2022 Exit Term Loan, 12.094%, (TSFR1M + 8.000%), 10/31/27 | 316,084 | 0.1 |
915,000 | | CDK Global 2022 Term Loan B 1L, 6.186%, (TSFR1M + 4.500%), 07/06/29 | 908,781 | 0.3 |
530,000 | | Entegris, Inc. 2022 Term Loan B, 7.300%, (SOFRRATE + 3.000%), 07/06/29 | 528,959 | 0.2 |
464,254 | | Misys (Finastra) - TL B 1L, 6.871%, (US0003M + 3.500%), 06/13/24 | 411,929 | 0.2 |
1,491,263 | | MKS Instruments, Inc. 2022 Term Loan B 1L, 5.792%, (TSFR1M + 2.750%), 08/17/29 | 1,476,750 | 0.5 |
Principal Amount† | | Borrower/Tranche Description (continued) | Fair Value | Percentage of Net Assets |
LOANS*: (continued) | |
| | Technology: (continued) |
350,000 | | Open Text Corporation 2022 Term Loan B, 7.800%, (SOFRRATE + 3.500%), 11/16/29 | $ | 342,052 | 0.1 |
430,000 | | Tibco Software Inc. 2022 USD Term Loan, 9.180%, (TSFR1M + 4.500%), 03/30/29 | 384,939 | 0.1 |
1,256,656 | | Veritas US Inc. 2021 USD Term Loan B, 9.730%, (US0003M + 5.000%), 09/01/25 | 898,901 | 0.3 |
478,245 | | Virtusa Corporation 2022 Incremental Term Loan, 8.173%, (SOFRRATE + 3.750%), 02/15/29 | 462,927 | 0.2 |
| | | 11,233,648 | 4.0 |
| | | | |
| | Telecommunications: 3.8% |
638,896 | | Altice Financing SA 2017 USD Term Loan B, 6.829%, (US0003M + 2.750%), 07/15/25 | 620,528 | 0.2 |
639,588 | | Altice Financing SA USD 2017 1st Lien Term Loan, 7.488%, (US0003M + 2.750%), 01/31/26 | 618,801 | 0.2 |
500,340 | | Altice France S.A. USD Term Loan B11, 7.165%, (US0003M + 2.750%), 07/31/25 | 475,323 | 0.2 |
969,988 | | Asurion LLC 2020 Term Loan B8, 7.637%, (US0001M + 3.250%), 12/23/26 | 865,888 | 0.3 |
530,000 | | Asurion LLC 2021 2nd Lien Term Loan B3, 9.634%, (US0001M + 5.250%), 01/31/28 | 415,785 | 0.2 |
463,821 | | Asurion LLC 2021 Term Loan B9, 7.634%, (US0001M + 3.250%), 07/31/27 | 406,539 | 0.2 |
747,235 | | Avaya, Inc. 2020 Term Loan B, 8.568%, (US0001M + 4.250%), 12/15/27 | 257,329 | 0.1 |
432,956 | | Cablevision Lightpath LLC Term Loan B, 7.568%, (US0001M + 3.250%), 11/30/27 | 414,556 | 0.2 |
982,406 | | CCI Buyer, Inc. Term Loan, 8.580%, (TSFR1M + 4.000%), 12/17/27 | 941,391 | 0.3 |
717,191 | | CenturyLink, Inc. 2020 Term Loan B, 6.634%, (US0001M + 2.250%), 03/15/27 | 681,779 | 0.2 |
770,457 | | CommScope, Inc. 2019 Term Loan B, 7.634%, (US0001M + 3.250%), 04/06/26 | 728,323 | 0.3 |
626,989 | | Connect Finco Sarl 2021 Term Loan B, 7.884%, (US0001M + 3.500%), 12/11/26 | 620,622 | 0.2 |
451,782 | | Global Tel*Link Corporation 2018 1st Lien Term Loan, 8.344%, (US0003M + 4.250%), 11/29/25 | 393,615 | 0.1 |
379,225 | | GOGO Intermediate Holdings LLC Term Loan B, 8.165%, (US0003M + 3.750%), 04/30/28 | 376,618 | 0.1 |
253,478 | | GTT Communications, Inc. 2018 USD Term Loan B, 11.250%, (PRIME + 3.750%), 05/31/25 | 101,233 | 0.0 |
581,217 | | Level 3 Financing Inc. 2019 Term Loan B, 6.134%, (US0001M + 1.750%), 03/01/27 | 558,513 | 0.2 |
287,027 | | Securus Technologies Holdings, Inc. 2017 1st Lien Term Loan, 9.230%, (US0003M + 4.500%), 11/01/24 | 215,509 | 0.1 |
298,313 | | Venga Finance Sarl 2021 USD Term Loan B, 9.485%, (US0003M + 4.750%), 12/04/28 | 275,566 | 0.1 |
511,178 | | ViaSat, Inc. Term Loan, 8.938%, (TSFR1M + 4.500%), 03/02/29 | 498,654 | 0.2 |
1,472,765 | | Zayo Group Holdings, Inc. USD Term Loan, 7.384%, (US0001M + 3.000%), 03/09/27 | 1,198,053 | 0.4 |
| | | 10,664,625 | 3.8 |
| | | | |
| | Utilities: 1.0% |
454,236 | | Edgewater Generation, L.L.C. Term Loan, 8.134%, (US0001M + 3.750%), 12/13/25 | 432,533 | 0.1 |
2,453,615 | | Nautilus Power, LLC Term Loan B, 8.634%, (US0001M + 4.250%), 05/16/24 | 1,919,953 | 0.7 |
488,813 | | Tiger Acquisition, LLC 2021 Term Loan, 7.634%, (US0001M + 3.250%), 06/01/28 | 465,480 | 0.2 |
| | | 2,817,966 | 1.0 |
| | | | |
| Total Loans | | |
| (Cost $269,209,979) | 243,500,459 | 87.4 |
| | | |
CORPORATE BONDS/NOTES: 5.8% | |
| | Basic Materials: 0.9% |
1,000,000 | # | INEOS Quattro Finance 2 Plc, 3.375%, 01/15/26 | 919,995 | 0.3 |
2,000,000 | # | LSF11 A5 Holdco LLC, 6.625%, 10/15/29 | 1,654,822 | 0.6 |
| | | 2,574,817 | 0.9 |
| | | | |
| | Communications: 0.5% |
45,000 | | AMC Networks, Inc., 4.250%, 02/15/29 | 28,106 | 0.0 |
1,000,000 | # | Gray Escrow II, Inc., 5.375%, 11/15/31 | 722,435 | 0.2 |
Principal Amount† | | Borrower/Tranche Description (continued) | Fair Value | Percentage of Net Assets |
CORPORATE BONDS/NOTES: (continued) | |
| | Communications: (continued) |
250,000 | # | LCPR Senior Secured Financing DAC, 6.750%, 10/15/27 | $ | 234,330 | | 0.1 |
250,000 | # | ViaSat, Inc., 5.625%, 04/15/27 | 227,525 | 0.1 |
250,000 | # | Vmed O2 UK Financing I PLC, 4.750%, 07/15/31 | 203,576 | 0.1 |
| | | 1,415,972 | 0.5 |
| | | | |
| | Consumer, Cyclical: 1.4% |
1,000,000 | | Delta Air Lines 2020-1 Class A Pass Through Trust, 4.375%, 04/19/28 | 893,004 | 0.3 |
500,000 | | Ford Motor Credit Co. LLC, 4.125%, 08/17/27 | 448,647 | 0.1 |
1,500,000 | # | Gap, Inc./The, 3.875%, 10/01/31 | 1,048,628 | 0.4 |
220,000 | # | Macy's Retail Holdings LLC, 5.875%, 03/15/30 | 191,224 | 0.1 |
1,000,000 | # | Sonic Automotive, Inc., 4.625%, 11/15/29 | 802,008 | 0.3 |
835,000 | # | Tempur Sealy International, Inc., 3.875%, 10/15/31 | 656,702 | 0.2 |
| | | 4,040,213 | 1.4 |
| | | | |
| | Consumer, Non-cyclical: 0.9% |
1,000,000 | # | ACCO Brands Corp., 4.250%, 03/15/29 | 826,300 | 0.3 |
500,000 | # | ADT Security Corp./The, 4.125%, 08/01/29 | 425,903 | 0.1 |
250,000 | # | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 4.875%, 02/15/30 | 223,559 | 0.1 |
250,000 | # | APi Escrow Corp., 4.750%, 10/15/29 | 217,994 | 0.1 |
715,000 | # | Medline Borrower L.P., 5.250%, 10/01/29 | 569,179 | 0.2 |
250,000 | # | Primo Water Holdings, Inc., 4.375%, 04/30/29 | 216,193 | 0.1 |
| | | 2,479,128 | 0.9 |
| | | | |
| | Energy: 0.9% |
595,000 | # | Enerflex Ltd., 9.000%, 10/15/27 | 594,149 | 0.2 |
1,000,000 | # | Hess Midstream Operations L.P., 4.250%, 02/15/30 | 856,271 | 0.3 |
250,000 | # | Hilcorp Energy I L.P. / Hilcorp Finance Co., 6.000%, 04/15/30 | 222,680 | 0.1 |
1,000,000 | # | SunCoke Energy, Inc., 4.875%, 06/30/29 | 859,688 | 0.3 |
| | | 2,532,788 | 0.9 |
| | | | |
| | Financial: 0.4% |
250,000 | # | Cushman & Wakefield US Borrower LLC, 6.750%, 05/15/28 | 239,031 | 0.1 |
1,000,000 | # | PRA Group, Inc., 5.000%, 10/01/29 | 826,470 | 0.3 |
| | | 1,065,501 | 0.4 |
| | | | |
| | Industrial: 0.3% |
250,000 | # | Cascades, Inc./Cascades USA, Inc., 5.375%, 01/15/28 | 219,460 | 0.1 |
500,000 | # | GFL Environmental, Inc., 4.000%, 08/01/28 | 428,157 | 0.1 |
250,000 | # | Rolls-Royce PLC, 5.750%, 10/15/27 | 238,533 | 0.1 |
| | | 886,150 | 0.3 |
| | | | |
| | Technology: 0.5% |
550,000 | # | Entegris Escrow Corp., 6.950%, 06/15/30 | 507,925 | 0.2 |
1,000,000 | # | Open Text Corp., 3.875%, 12/01/29 | 805,633 | 0.3 |
| | | 1,313,558 | 0.5 |
| | | | |
| Total Corporate Bonds/Notes | | |
| (Cost $18,823,265) | 16,308,127 | 5.8 |
| | | |
Shares | | | Value | Percentage of Net Assets |
EQUITIES AND OTHER ASSETS: 0.8% |
408,271 | (4),(7) | 24 Hour Fitness Worldwide, Inc. | 3,266 | 0.0 |
544,388 | (4),(7) | 24 Hour Fitness Worldwide, Inc. - Preferred | 5,444 | 0.0 |
50,201 | (4) | Cineworld Group PLC | – | 0.0 |
69,381 | (7) | Cumulus Media, Inc. Class-A | 430,856 | 0.2 |
7,543 | (4),(7) | Harvey Gulf International Marine LLC | 150,860 | 0.1 |
4,783 | (4),(7) | Harvey Gulf International Marine LLC - Warrants | 95,660 | 0.0 |
7,471 | (4),(7) | iQor | 52,297 | 0.0 |
102,480 | (4),(7) | Longview Power LLC | 1,434,720 | 0.5 |
6,829 | (4) | Riverbed Technology, Inc. | 68 | 0.0 |
88,701 | (4),(7) | Save-A-Lot, Inc. / Moran Foods | 29,537 | 0.0 |
42,856 | (4),(7) | The Oneida Group (formerly EveryWare Global, Inc.) | 429 | 0.0 |
| Total Equities and Other Assets | | |
| (Cost $3,889,235) | 2,203,137 | 0.8 |
| | | |
| | | |
| Total Investments (Cost $291,922,479) | $ | 262,011,723 | 94.0 |
| Assets in Excess of Other Liabilities | 16,663,826 | | 6.0 |
| Net Assets | $ | 278,675,549 | | 100.0 |
The following is a summary of the fair valuations according to the inputs used as of December 31, 2022 in valuing the assets and liabilities:
At December 31, 2022, 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: