KKR Credit Opportunities Portfolio | January 31, 2023 | |||||||||||||||
SCHEDULE OF INVESTMENTS (Unaudited) | ||||||||||||||||
(Stated in United States Dollars, unless otherwise noted) | ||||||||||||||||
Issuer | Asset | Reference Rate & Spread | Interest Rate | Maturity Date | Country | Currency | Par | Fair Value | Footnotes | |||||||
Leveraged Loans - 67.61% | ||||||||||||||||
Aerospace & Defense - 0.95% | ||||||||||||||||
Amentum Services Inc | TL 2L B 12/21 | SOFR (3M) + 7.65% | 12.18% | 2/15/2030 | USA | USD | 2,767,140 | $ | 2,696,578 | (b) (d) | ||||||
Arcfield Acquisition Corp | Revolver 1L 03/22 | LIBOR (1M) + 5.75% | 0.50% | 3/10/2027 | USA | USD | 143,583 | (2,786 | ) | (a) (b) (e) | ||||||
Arcfield Acquisition Corp | TL 1L 03/22 | LIBOR (1M) + 5.75% | 10.18% | 3/10/2028 | USA | USD | 981,712 | 962,666 | (a) (b) (d) | |||||||
EaglePicher Technologies LLC | TL 2L 02/18 | LIBOR (1M) + 7.25% | 11.82% | 3/8/2026 | USA | USD | 2,506,459 | 1,253,230 | (d) | |||||||
Ultra Electronics Holdings PLC | TL 1L B 11/21 | LIBOR (6M) + 3.75% | 7.06% | 8/6/2029 | USA | USD | 132,857 | 131,528 | (d) | |||||||
Ultra Electronics Holdings PLC | TL 1L B 11/21 | EURIBOR (6M) + 3.75% | 4.40% | 8/6/2029 | LUX | EUR | 104,000 | 110,753 | (d) | |||||||
Air Freight & Logistics - 1.34% | ||||||||||||||||
Envirotainer Ltd | TL 1L B1 07/22 | EURIBOR (3M) + 6.00% | 8.20% | 7/30/2029 | SWE | EUR | 4,739,642 | 4,933,039 | (a) (b) (d) | |||||||
Envirotainer Ltd | TL 1L B2 07/22 | SOFR (3M) + 6.15% | 10.73% | 7/30/2029 | SWE | USD | 2,411,934 | 2,341,264 | (a) (b) (d) | |||||||
Envirotainer Ltd | TL 1L DD 07/22 | EURIBOR (3M) + 1.20% | 1.20% | 7/30/2029 | SWE | EUR | 865,234 | (39,677 | ) | (a) (b) (e) | ||||||
Alternative Carriers - 1.27% | ||||||||||||||||
Segra | TL 1L B 08/21 | LIBOR (3M) + 4.50% | 9.23% | 10/4/2028 | USA | USD | 7,375,483 | 6,837,663 | (d) | |||||||
Apparel, Accessories & Luxury Goods - 3.99% | ||||||||||||||||
Varsity Brands Inc | TL 1L 11/17 | LIBOR (1M) + 3.50% | 8.07% | 12/16/2024 | USA | USD | 21,649,031 | 21,540,786 | (d) | |||||||
Application Software - 7.39% | ||||||||||||||||
Community Brands Inc | Revolver 1L 02/22 | SOFR (1M) + 5.85% | 0.50% | 2/24/2028 | USA | USD | 60,610 | (1,709 | ) | (a) (b) (e) | ||||||
Community Brands Inc | TL 1L 02/22 | SOFR (1M) + 5.85% | 10.41% | 2/24/2028 | USA | USD | 1,022,573 | 993,736 | (a) (b) (d) | |||||||
Community Brands Inc | TL 1L DD 02/22 | SOFR (1M) + 5.85% | 0.50% | 2/24/2028 | USA | USD | 121,212 | (3,418 | ) | (a) (b) (e) | ||||||
Follett Software Co | Revolver 1L 08/21 | LIBOR (3M) + 5.75% | 0.50% | 8/31/2027 | USA | USD | 136,050 | (1,619 | ) | (a) (b) (e) | ||||||
Follett Software Co | TL 1L 08/21 | LIBOR (3M) + 5.75% | 10.13% | 8/31/2028 | USA | USD | 1,534,181 | 1,515,924 | (a) (b) (d) | |||||||
Med-Metrix | Revolver 1L 09/21 | LIBOR (3M) + 6.00% | 0.50% | 9/15/2027 | USA | USD | 158,828 | - | (a) (b) (e) | |||||||
Med-Metrix | TL 1L 09/21 | LIBOR (3M) + 6.00% | 10.73% | 9/15/2027 | USA | USD | 1,254,740 | 1,267,288 | (a) (b) (d) | |||||||
Med-Metrix | TL 1L DD 09/21 | LIBOR (3M) + 6.00% | 1.00% | 9/15/2027 | USA | USD | 634,359 | 132,453 | (a) (b) (e) | |||||||
Misys Ltd | TL 2L 04/17 | LIBOR (3M) + 7.25% | 12.08% | 6/13/2025 | USA | USD | 9,735,446 | 7,745,083 | (d) | |||||||
SAMBA Safety Inc | Revolver 1L 09/21 | LIBOR (3M) + 5.25% | 0.38% | 9/1/2027 | USA | USD | 41,810 | (176 | ) | (a) (b) (e) | ||||||
SAMBA Safety Inc | TL 1L 09/21 | LIBOR (3M) + 5.25% | 10.41% | 9/1/2027 | USA | USD | 569,876 | 567,482 | (a) (b) (d) | |||||||
Solera LLC | TL 2L 06/21 | LIBOR (3M) + 8.00% | 12.73% | 6/4/2029 | USA | USD | 16,105,314 | 15,783,208 | (d) | |||||||
TIBCO Software Inc | TL 1L B 09/22 | SOFR (3M) + 4.60% | 9.18% | 3/30/2029 | USA | USD | 12,720,960 | 11,774,839 | (d) | |||||||
Auto Parts & Equipment - 0.86% | ||||||||||||||||
Innovative XCessories & Services LLC | TL 1L 02/20 | LIBOR (3M) + 4.25% | 7.82% | 3/5/2027 | USA | USD | 3,549,826 | 2,891,440 | (d) | |||||||
Rough Country LLC | TL 2L 07/21 | LIBOR (3M) + 6.50% | 11.23% | 7/30/2029 | USA | USD | 861,230 | 777,975 | (d) | |||||||
Wheel Pros Inc | TL 1L B 05/21 | LIBOR (3M) + 4.50% | 9.32% | 5/11/2028 | USA | USD | 1,345,759 | 942,684 | (d) | |||||||
Broadcasting - 3.71% | ||||||||||||||||
NEP Broadcasting LLC | TL 1L 05/20 | LIBOR (1M) + 8.25% | 12.82% | 6/1/2025 | USA | USD | 150,390 | 148,104 | (b) (d) | |||||||
NEP Broadcasting LLC | TL 1L B 09/18 | LIBOR (1M) + 3.25% | 7.82% | 10/20/2025 | USA | USD | 9,630,151 | 8,700,842 | (d) | |||||||
NEP Broadcasting LLC | TL 2L 09/18 | LIBOR (1M) + 7.00% | 11.57% | 10/19/2026 | USA | USD | 14,697,782 | 11,067,430 | (d) | |||||||
Building Products - 0.95% | ||||||||||||||||
DiversiTech Holdings Inc | TL 2L B 12/21 | LIBOR (3M) + 6.75% | 11.48% | 12/15/2029 | USA | USD | 1,945,020 | 1,740,793 | (d) | |||||||
VC GB Holdings Inc (Visual Comfort) | TL 2L 06/21 | LIBOR (1M) + 6.75% | 11.32% | 7/23/2029 | USA | USD | 4,110,401 | 3,384,237 | (d) | |||||||
Communications Equipment - 0.08% | ||||||||||||||||
Ciena Corp | TL 1L B 01/23 | SOFR (1M) + 2.50% | 6.98% | 1/18/2030 | USA | USD | 406,260 | 406,768 | (d) | |||||||
Construction & Engineering - 2.67% | ||||||||||||||||
Total Safety US Inc | TL 1L B 07/19 | LIBOR (3M) + 6.00% | 10.71% | 8/18/2025 | USA | USD | 6,416,342 | 6,140,214 | (d) | |||||||
USIC Holdings Inc | TL 2L 05/21 | LIBOR (1M) + 6.50% | 11.07% | 5/14/2029 | USA | USD | 2,682,939 | 2,541,253 | (d) | |||||||
Yak Access LLC | Bridge Loan 1L 01/23 | SOFR (1M) + 8.35% | 12.88% | 3/10/2023 | USA | USD | 1,013,810 | 1,003,672 | (a) (b) (d) | |||||||
Yak Access LLC | Bridge Loan 1L 11/22 | SOFR (3M) + 8.35% | 13.06% | 3/10/2023 | USA | USD | 1,126,352 | 1,115,088 | (a) (b) (d) | |||||||
Yak Access LLC | Bridge Loan 1L 12/22 | SOFR (3M) + 8.35% | 13.06% | 3/10/2023 | USA | USD | 844,764 | 836,316 | (a) (b) (d) | |||||||
Yak Access LLC | TL 1L B 05/18 | 7/11/2025 | USA | USD | 6,608,816 | 2,686,484 | (a) (c) (d) | |||||||||
Construction Machinery & Heavy Trucks - 1.33% | ||||||||||||||||
Accuride Corp | TL 1L B 10/17 | LIBOR (3M) + 5.25% | 9.98% | 11/17/2023 | USA | USD | 8,616,549 | 7,151,735 | (d) | |||||||
Construction Materials - 0.18% | ||||||||||||||||
Summit Materials Holdings LP | TL 1L B 12/22 | SOFR (3M) + 3.10% | 7.61% | 12/14/2027 | USA | USD | 965,541 | 969,365 | (d) | |||||||
Data Processing & Outsourced Services - 0.73% | ||||||||||||||||
Encora Digital Inc | TL 1L 12/21 | LIBOR (6M) + 8.28% | 8.28% | 12/20/2028 | CYM | USD | 1,652,370 | 1,581,153 | (a) (b) (d) | |||||||
Encora Digital Inc | TL 1L 12/21 | 9.75% PIK | 9.75% | 12/13/2029 | CYM | USD | 482,470 | 458,829 | (a) (b) (f) | |||||||
Encora Digital Inc | TL 1L DD 12/21 | LIBOR (6M) + 5.50% | 10.48% | 12/20/2028 | CYM | USD | 398,160 | 380,999 | (a) (b) | |||||||
Go Daddy Operating Co LLC | TL 1L 10/22 | SOFR (1M) + 3.25% | 7.81% | 11/9/2029 | USA | USD | 1,019,100 | 1,024,201 | (d) | |||||||
West Corp | TL 1L B3 01/23 | LIBOR (3M) + 4.00% | 8.81% | 4/10/2027 | USA | USD | 529,193 | 498,212 | (d) | |||||||
Department Stores - 0.04% | ||||||||||||||||
Belk Inc | TL 1L 02/21 | LIBOR (3M) + 7.50% | 12.20% | 7/31/2025 | USA | USD | 53,180 | 45,619 | (a) (d) | |||||||
Belk Inc | TL 1L EXIT 02/21 | 7/31/2025 | USA | USD | 997,211 | 185,107 | (a) (c) (d) (f) | |||||||||
Distributors - 1.75% | ||||||||||||||||
Caldic BV | TL 1L B 01/22 | SOFR (3M) + 3.75% | 8.43% | 2/26/2029 | NLD | USD | 107,845 | 107,171 | (d) | |||||||
Caldic BV | TL 1L B 02/22 | EURIBOR (3M) + 3.50% | 5.11% | 2/4/2029 | NLD | EUR | 61,831 | 65,678 | (d) | |||||||
Caldic BV | TL 2L 03/22 | SOFR (3M) + 7.25% | 11.93% | 2/25/2030 | NLD | USD | 6,499,085 | 6,304,112 | (b) (d) | |||||||
Parts Town LLC | TL 1L 11/21 | LIBOR (3M) + 5.50% | 9.17% | 11/1/2028 | USA | USD | 838,073 | 817,205 | (a) (b) (d) | |||||||
Parts Town LLC | TL 1L B 11/21 | LIBOR (3M) + 5.50% | 10.23% | 11/1/2028 | USA | USD | 920,208 | 897,295 | (a) (b) (d) | |||||||
Parts Town LLC | TL 1L DD 11/21 | LIBOR (3M) + 5.50% | 9.17% | 11/1/2028 | USA | USD | 1,284,596 | 1,252,610 | (a) (b) (d) | |||||||
Diversified Metals & Mining - 0.02% | ||||||||||||||||
Foresight Energy LLC | TL 1L A 06/20 | LIBOR (3M) + 8.00% | 12.73% | 6/30/2027 | USA | USD | 121,885 | 121,885 | (a) (b) (d) | |||||||
Diversified Support Services - 0.06% | ||||||||||||||||
Access CIG LLC | TL 2L 02/18 | LIBOR (1M) + 7.75% | 12.32% | 2/27/2026 | USA | USD | 143,000 | 130,130 | (d) | |||||||
Magna Legal Services LLC | Revolver 1L 11/22 | LIBOR (3M) + 5.25% | 0.50% | 11/22/2028 | USA | USD | 26,940 | (67 | ) | (a) (b) (e) | ||||||
Magna Legal Services LLC | TL 1L 11/22 | LIBOR (3M) + 5.25% | 10.90% | 11/22/2029 | USA | USD | 231,690 | 231,111 | (a) (b) (d) | |||||||
Magna Legal Services LLC | TL 1L DD 11/22 | LIBOR (3M) + 5.25% | 1.00% | 11/22/2029 | USA | USD | 64,660 | (162 | ) | (a) (b) (e) | ||||||
Electronic Equipment & Instruments - 0.81% | ||||||||||||||||
Excelitas Technologies Corp | Revolver 1L 08/22 | SOFR (3M) + 5.75% | 0.50% | 8/12/2028 | USA | USD | 351,770 | 138,539 | (a) (b) (e) | |||||||
Excelitas Technologies Corp | TL 1L 08/22 | SOFR (3M) + 5.75% | 10.12% | 8/12/2029 | USA | USD | 3,646,681 | 3,575,571 | (a) (b) (d) | |||||||
Excelitas Technologies Corp | TL 1L 08/22 | EURIBOR (3M) + 5.75% | 7.55% | 8/12/2029 | USA | EUR | 602,699 | 642,159 | (a) (b) (d) | |||||||
Excelitas Technologies Corp | TL 1L DD 08/22 | SOFR (3M) + 5.75% | 0.50% | 8/12/2029 | USA | USD | 703,540 | (13,719 | ) | (a) (b) (e) | ||||||
Environmental & Facilities Services - 1.45% | ||||||||||||||||
48Forty Solutions LLC | Revolver 1L 03/22 | SOFR (3M) + 5.65% | 0.50% | 11/30/2026 | USA | USD | 610,068 | (7,748 | ) | (a) (b) (e) | ||||||
48Forty Solutions LLC | TL 1L 02/22 | SOFR (3M) + 5.75% | 9.75% | 11/30/2026 | USA | USD | 4,723,786 | 4,663,794 | (a) (b) (d) | |||||||
48Forty Solutions LLC | TL 1L 03/22 | SOFR (3M) + 5.65% | 9.76% | 11/30/2026 | USA | USD | 3,157,204 | 3,117,108 | (a) (b) (d) | |||||||
Financial Exchanges & Data - 0.13% | ||||||||||||||||
IntraFi Network LLC | TL 2L 11/21 | LIBOR (1M) + 6.25% | 10.82% | 11/5/2029 | USA | USD | 751,420 | 698,197 | (d) | |||||||
Food Distributors - 0.14% | ||||||||||||||||
Lipari Foods LLC | TL 1L 10/22 | SOFR (3M) + 6.65% | 10.74% | 10/31/2028 | USA | USD | 772,735 | 770,571 | (b) (d) | |||||||
Lipari Foods LLC | TL 1L DD 10/22 | SOFR (3M) + 6.65% | 1.00% | 10/31/2028 | USA | USD | 219,884 | (616 | ) | (b) (e) | ||||||
Health Care Equipment - 5.74% | ||||||||||||||||
Drive DeVilbiss Healthcare LLC | TL 1L 03/21 | 4.00% PIK, SOFR (3M) + 9.50% | 14.08% | 6/1/2025 | USA | USD | 20,030,700 | 18,127,784 | (d) (f) | |||||||
Drive DeVilbiss Healthcare LLC | TL 1L 09/22 | 9.00% PIK, SOFR (3M) + 10.00% | 14.68% | 6/1/2025 | USA | USD | 2,670,167 | 2,670,167 | (b) (d) (f) | |||||||
Orchid Orthopedic Solutions LLC | TL 1L 02/19 | LIBOR (3M) + 4.50% | 9.23% | 3/5/2026 | USA | USD | 6,919,868 | 6,141,417 | (d) | |||||||
PartsSource Inc | Revolver 1L 10/21 | LIBOR (3M) + 5.75% | 0.50% | 8/21/2026 | USA | USD | 87,104 | (2,326 | ) | (a) (b) (e) | ||||||
PartsSource Inc | TL 1L 10/21 | LIBOR (3M) + 5.75% | 8.71% | 8/23/2028 | USA | USD | 1,322,260 | 1,286,956 | (a) (b) (d) | |||||||
PartsSource Inc | TL 1L DD 08/21 | LIBOR (3M) + 5.75% | 2.00% | 8/23/2028 | USA | USD | 464,562 | (12,404 | ) | (a) (b) (e) | ||||||
Tecomet Inc | TL 1L 10/17 | LIBOR (3M) + 3.50% | 8.29% | 5/1/2024 | USA | USD | 3,036,514 | 2,673,226 | (d) | |||||||
Health Care Facilities - 2.11% | ||||||||||||||||
Lakefield Veterinary Group | TL 1L 11/21 | SOFR (1M) + 5.50% | 10.06% | 11/23/2028 | USA | USD | 2,199,515 | 2,087,559 | (b) (d) | |||||||
Lakefield Veterinary Group | TL 1L DD 11/21 | SOFR (1M) + 5.50% | 0.50% | 11/23/2028 | USA | USD | 1,265,136 | 485,978 | (b) (e) | |||||||
ScionHealth | TL 1L B 12/21 | LIBOR (1M) + 5.25% | 9.82% | 12/23/2028 | USA | USD | 2,433,697 | 1,439,933 | (d) | |||||||
VetCor Professional Practices LLC | Revolver 1L 08/22 | SOFR (3M) + 5.75% | 0.50% | 8/31/2029 | USA | USD | 573,499 | - | (b) (e) | |||||||
VetCor Professional Practices LLC | TL 1L B 08/22 | SOFR (3M) + 5.75% | 9.19% | 8/31/2029 | USA | USD | 7,300,251 | 7,302,441 | (b) | |||||||
VetCor Professional Practices LLC | TL 1L DD 08/22 | SOFR (3M) + 5.75% | 0.50% | 8/31/2029 | USA | USD | 664,390 | 199 | (b) (e) | |||||||
Health Care Services - 1.70% | ||||||||||||||||
Affordable Care Inc | Revolver 1L 08/21 | LIBOR (1M) + 5.75% | 1.19% | 8/2/2027 | USA | USD | 177,081 | 11,953 | (a) (b) (e) | |||||||
Affordable Care Inc | TL 1L 08/21 | 1.25% PIK, LIBOR (1M) + 5.75% | 10.32% | 8/2/2028 | USA | USD | 1,585,658 | 1,565,837 | (a) (b) (d) | |||||||
Affordable Care Inc | TL 1L DD 08/21 | 1.25% PIK, LIBOR (1M) + 5.75% | 3.44% | 8/2/2028 | USA | USD | 598,760 | 203,680 | (a) (b) (e) | |||||||
American Vision Partners | Revolver 1L 09/21 | LIBOR (3M) + 5.75% | 0.50% | 9/30/2026 | USA | USD | 158,140 | 59,097 | (a) (b) (e) | |||||||
American Vision Partners | TL 1L 09/21 | LIBOR (3M) + 5.75% | 10.58% | 9/30/2027 | USA | USD | 1,905,174 | 1,855,068 | (a) (b) (d) | |||||||
American Vision Partners | TL 1L DD 09/21 | LIBOR (3M) + 5.75% | 10.56% | 9/30/2027 | USA | USD | 786,737 | 766,045 | (a) (b) (d) | |||||||
Amerivet Partners Management Inc | Revolver 1L 02/22 | SOFR (3M) + 5.65% | 0.50% | 2/25/2028 | USA | USD | 197,240 | (5,838 | ) | (a) (b) (e) | ||||||
Amerivet Partners Management Inc | TL 1L 02/22 | SOFR (3M) + 5.65% | 10.23% | 2/25/2028 | USA | USD | 2,235,596 | 2,169,423 | (a) (b) (d) | |||||||
Amerivet Partners Management Inc | TL 1L DD 02/22 | SOFR (3M) + 5.65% | 1.00% | 2/25/2028 | USA | USD | 1,576,564 | 356,320 | (a) (b) (e) | |||||||
Novotech Pty Ltd | TL 1L B1 01/22 | BBSY (6M) + 5.25% | 8.83% | 1/13/2028 | AUS | AUD | 1,579,895 | 1,086,031 | (a) (b) (d) | |||||||
Novotech Pty Ltd | TL 1L B2 01/22 | SOFR (6M) + 6.01% | 10.60% | 1/13/2028 | AUS | USD | 1,144,851 | 1,120,809 | (a) (b) (d) | |||||||
Novotech Pty Ltd | TL 1L DD 01/22 | SOFR (6M) + 6.01% | 1.00% | 1/13/2028 | AUS | USD | 266,244 | (5,591 | ) | (a) (b) (e) | ||||||
Paradigm Acquisition Corp | TL 2L 10/18 | LIBOR (3M) + 7.50% | 12.23% | 10/26/2026 | USA | USD | 11,538 | 11,077 | (d) | |||||||
Health Care Technology - 0.06% | ||||||||||||||||
athenahealth Inc | TL 1L 01/22 | SOFR (1M) + 3.50% | 8.01% | 2/15/2029 | USA | USD | 333,212 | 316,690 | ||||||||
athenahealth Inc | TL 1L DD 01/22 | SOFR (3M) + 3.50% | 0.50% | 2/15/2029 | USA | USD | 40,832 | (2,025 | ) | (e) | ||||||
Hotels, Resorts & Cruise Lines - 1.24% | ||||||||||||||||
B&B Hotels SAS | TL 1L B3A 01/20 | EURIBOR (3M) + 3.38% | 5.18% | 7/31/2026 | FRA | EUR | 1,886,660 | 1,980,547 | (d) | |||||||
B&B Hotels SAS | TL 1L B4 03/21 | EURIBOR (6M) + 5.50% | 7.24% | 7/31/2026 | FRA | EUR | 337,480 | 362,601 | (d) | |||||||
B&B Hotels SAS | TL 2L 04/20 | LIBOR (6M) + 8.50% | 8.50% | 7/30/2027 | FRA | EUR | 812,680 | 850,433 | (d) | |||||||
NCL Corp Ltd | TL 1L A 06/16 | SOFR (3M) + 2.00% | 6.43% | 1/2/2024 | USA | USD | 2,697,347 | 2,575,966 | (d) | |||||||
Travel + Leisure Co | TL 1L 12/22 | SOFR (3M) + 4.10% | 8.61% | 12/14/2029 | USA | USD | 886,120 | 888,061 | (d) | |||||||
Human Resource & Employment Services - 2.99% | ||||||||||||||||
Insight Global LLC | Revolver 1L 09/21 | PRIME (3M) + 5.00% | 0.50% | 9/22/2027 | USA | USD | 427,591 | 58,665 | (a) (b) (e) | |||||||
Insight Global LLC | TL 1L 02/22 | LIBOR (3M) + 6.00% | 10.83% | 9/22/2028 | USA | USD | 1,042,940 | 1,029,591 | (a) (b) (d) | |||||||
Insight Global LLC | TL 1L 09/21 | LIBOR (1M) + 6.00% | 10.72% | 9/22/2028 | USA | USD | 5,387,783 | 5,318,820 | (a) (b) (d) | |||||||
Oxford Global Resources LLC | Revolver 1L 08/21 | SOFR (3M) + 6.25% | 0.38% | 8/17/2027 | USA | USD | 128,823 | 33,159 | (a) (b) (e) | |||||||
Oxford Global Resources LLC | TL 1L 06/22 | SOFR (3M) + 6.25% | 10.88% | 8/17/2027 | USA | USD | 6,610,887 | 6,593,699 | (a) (b) (d) | |||||||
Oxford Global Resources LLC | TL 1L 08/21 | SOFR (6M) + 6.25% | 9.78% | 8/17/2027 | USA | USD | 1,475,662 | 1,471,825 | (a) (b) (d) | |||||||
Oxford Global Resources LLC | TL 1L DD 08/21 | SOFR (6M) + 6.43% | 4.14% | 8/17/2027 | USA | USD | 257,645 | 116,301 | (a) (b) (e) | |||||||
SIRVA Worldwide Inc | TL 1L 07/18 | LIBOR (3M) + 5.50% | 10.13% | 8/4/2025 | USA | USD | 1,615,628 | 1,448,815 | (d) | |||||||
SIRVA Worldwide Inc | TL 2L 07/18 | LIBOR (3M) + 9.50% | 14.26% | 8/3/2026 | USA | USD | 59,000 | 51,050 | (d) | |||||||
Industrial Machinery - 0.48% | ||||||||||||||||
CPM Holdings Inc | TL 2L 10/18 | LIBOR (1M) + 8.25% | 12.62% | 11/16/2026 | USA | USD | 371,172 | 366,533 | (d) | |||||||
Engineered Machinery Holdings Inc | TL 2L 08/21 | LIBOR (3M) + 6.00% | 10.73% | 5/21/2029 | USA | USD | 297,640 | 272,573 | (d) | |||||||
Time Manufacturing Co | Revolver 1L 12/21 | LIBOR (3M) + 6.50% | 0.50% | 12/1/2027 | USA | USD | 153,560 | 92,082 | (a) (b) (e) | |||||||
Time Manufacturing Co | TL 1L 06/22 | EURIBOR (3M) + 6.50% | 8.42% | 12/1/2027 | DEU | EUR | 372,332 | 382,387 | (a) (b) (d) | |||||||
Time Manufacturing Co | TL 1L 12/21 | LIBOR (3M) + 6.50% | 11.23% | 12/1/2027 | USA | USD | 921,425 | 870,839 | (a) (b) (d) | |||||||
Time Manufacturing Co | TL 1L 12/21 | EURIBOR (3M) + 6.50% | 8.42% | 12/1/2027 | DEU | EUR | 594,000 | 610,040 | (a) (b) (d) | |||||||
Insurance Brokers - 3.92% | ||||||||||||||||
Alera Group Intermediate Holdings Inc | TL 1L 09/21 | SOFR (1M) + 6.10% | 10.66% | 10/2/2028 | USA | USD | 655,236 | 635,579 | (a) (b) (d) | |||||||
Alera Group Intermediate Holdings Inc | TL 1L DD 09/21 | SOFR (1M) + 6.10% | 10.66% | 10/2/2028 | USA | USD | 186,208 | 180,622 | (a) (b) (d) | |||||||
Alera Group Intermediate Holdings Inc | TL 1L DD 12/21 | SOFR (1M) + 6.10% | 10.66% | 10/2/2028 | USA | USD | 538,485 | 522,330 | (a) (b) (d) | |||||||
CFC Underwriting Ltd | TL 1L B 05/22 | SOFR (3M) + 5.00% | 9.30% | 5/16/2029 | GBR | USD | 5,343,384 | 5,349,796 | (a) (b) (d) | |||||||
CFC Underwriting Ltd | TL 1L DD 05/22 | SOFR (3M) + 5.00% | 1.00% | 5/16/2029 | GBR | GBP | 630,571 | 932 | (a) (b) (e) | |||||||
Foundation Risk Partners Corp | Revolver 1L 10/21 | SOFR (3M) + 6.10% | 0.38% | 10/29/2027 | USA | USD | 141,750 | 55,051 | (a) (b) (e) | |||||||
Foundation Risk Partners Corp | TL 1L 03/22 | SOFR (3M) + 6.10% | 10.68% | 10/29/2028 | USA | USD | 833,827 | 814,315 | (a) (b) (d) | |||||||
Foundation Risk Partners Corp | TL 1L 10/21 | SOFR (3M) + 6.10% | 10.68% | 10/29/2028 | USA | USD | 1,332,352 | 1,301,175 | (a) (b) (d) | |||||||
Foundation Risk Partners Corp | TL 1L DD 03/22 | SOFR (3M) + 6.10% | 4.62% | 10/29/2028 | USA | USD | 3,355,421 | 1,922,618 | (a) (b) (e) | |||||||
Foundation Risk Partners Corp | TL 1L DD 10/21 | SOFR (3M) + 6.10% | 10.68% | 10/29/2028 | USA | USD | 289,772 | 282,992 | (a) (b) (d) | |||||||
Galway Partners Holdings LLC | Revolver 1L 09/21 | LIBOR (3M) + 5.25% | 0.50% | 9/30/2027 | USA | USD | 205,492 | (41 | ) | (a) (b) (e) | ||||||
Galway Partners Holdings LLC | TL 1L 09/21 | LIBOR (3M) + 5.25% | 9.98% | 9/29/2028 | USA | USD | 2,637,960 | 2,637,434 | (a) (b) | |||||||
Galway Partners Holdings LLC | TL 1L DD 09/21 | LIBOR (3M) + 5.25% | 1.00% | 9/29/2028 | USA | USD | 26,576 | (5 | ) | (a) (b) (e) | ||||||
Integrity Marketing Group LLC | TL 1L DD 06/22 | SOFR (6M) + 5.75% | 5.24% | 8/27/2025 | USA | USD | 5,573,239 | 4,518,163 | (a) (b) (e) | |||||||
Integrity Marketing Group LLC | TL 1L DD 12/21 | LIBOR (3M) + 6.02% | 8.55% | 8/27/2025 | USA | USD | 2,930,839 | 2,911,496 | (a) (b) (d) | |||||||
Internet & Direct Marketing Retail - 0.26% | ||||||||||||||||
AutoScout24 GmbH | TL 1L B 02/20 | EURIBOR (6M) + 3.25% | 5.11% | 3/31/2027 | DEU | EUR | 771,730 | 789,974 | (d) | |||||||
AutoScout24 GmbH | TL 2L 01/20 | EURIBOR (6M) + 6.25% | 8.11% | 3/31/2028 | DEU | EUR | 630,070 | 582,615 | (d) | |||||||
IT Consulting & Other Services - 3.47% | ||||||||||||||||
3Pillar Global Inc | Revolver 1L 11/21 | LIBOR (3M) + 6.00% | 0.50% | 11/23/2026 | USA | USD | 186,240 | (6,481 | ) | (a) (b) (e) | ||||||
3Pillar Global Inc | TL 1L 11/21 | LIBOR (3M) + 6.00% | 10.70% | 11/23/2027 | USA | USD | 1,935,958 | 1,868,587 | (a) (b) (d) | |||||||
3Pillar Global Inc | TL 1L DD 11/21 | LIBOR (3M) + 6.00% | 2.52% | 11/23/2027 | USA | USD | 620,511 | 93,586 | (a) (b) (e) | |||||||
PSAV Inc | TL 1L B1 12/20 | 0.25% PIK, LIBOR (3M) + 3.25% | 7.88% | 3/3/2025 | USA | USD | 10,284,092 | 9,667,046 | (d) (f) | |||||||
PSAV Inc | TL 1L B3 12/20 | 10.00% PIK, 5.00% | 15.00% | 10/15/2026 | USA | USD | 627,741 | 663,446 | (d) (f) | |||||||
PSAV Inc | TL 2L 02/18 | LIBOR (1M) + 7.25% | 11.65% | 9/1/2025 | USA | USD | 7,628,543 | 6,369,834 | (d) | |||||||
Leisure Facilities - 0.87% | ||||||||||||||||
Aimbridge Acquisition Co Inc | TL 1L B 10/19 | LIBOR (1M) + 3.75% | 8.32% | 2/2/2026 | USA | USD | 732,452 | 678,126 | (d) | |||||||
United PF Holdings LLC | TL 1L 01/20 | LIBOR (3M) + 4.00% | 8.73% | 12/30/2026 | USA | USD | 5,018,383 | 3,956,995 | (d) | |||||||
United PF Holdings LLC | TL 1L B 06/20 | LIBOR (3M) + 8.50% | 13.23% | 12/30/2026 | USA | USD | 55,703 | 44,562 | (d) | |||||||
Leisure Products - 2.22% | ||||||||||||||||
Areas Worldwide SASU | TL 1L B1 06/19 | EURIBOR (6M) + 4.75% | 7.19% | 7/1/2026 | ESP | EUR | 12,328,214 | 11,935,158 | (d) | |||||||
Life & Health Insurance - 0.57% | ||||||||||||||||
Luxembourg Life Fund - Absolute Return Fund II | TL 1L 02/22 | SOFR (3M) + 7.50% | 11.05% | 2/10/2027 | LUX | USD | 3,108,161 | 3,082,363 | (b) | |||||||
Life Sciences Tools & Services - 1.06% | ||||||||||||||||
PAREXEL International Corp | TL 2L 07/21 | LIBOR (1M) + 6.50% | 11.07% | 11/15/2029 | USA | USD | 5,766,010 | 5,682,979 | (b) (d) | |||||||
Movies & Entertainment - 0.23% | ||||||||||||||||
Cast & Crew Entertainment Services LLC | TL 1L 01/19 | LIBOR (1M) + 3.50% | 8.07% | 2/9/2026 | USA | USD | 1,035,758 | 1,035,323 | (d) | |||||||
Formula One | TL 1L B 11/22 | SOFR (1M) + 3.25% | 7.81% | 1/15/2030 | LUX | USD | 191,120 | 192,096 | (d) | |||||||
Oil & Gas Storage & Transportation - 0.42% | ||||||||||||||||
Oryx Midstream Services LLC | TL 1L B 09/21 | LIBOR (3M) + 3.25% | 7.92% | 10/5/2028 | USA | USD | 2,261,970 | 2,258,668 | (d) | |||||||
Packaged Foods & Meats - 0.27% | ||||||||||||||||
Nomad Foods US LLC | TL 1L B 10/22 | SOFR (3M) + 4.00% | 8.23% | 11/12/2029 | USA | USD | 944,740 | 948,613 | (d) | |||||||
Solina France SASU | TL 1L 10/22 | SOFR (6M) + 6.25% | 10.70% | 7/31/2028 | FRA | USD | 500,000 | 493,000 | (a) (b) (d) | |||||||
Personal Products - 0.14% | ||||||||||||||||
Pretium Packaging LLC | TL 1L 09/21 | LIBOR (3M) + 4.00% | 8.78% | 10/2/2028 | USA | USD | 65,211 | 57,599 | (d) | |||||||
Pretium Packaging LLC | TL 2L 09/21 | LIBOR (3M) + 6.75% | 11.51% | 10/1/2029 | USA | USD | 810,470 | 696,194 | (b) (d) | |||||||
Pharmaceuticals - 0.17% | ||||||||||||||||
iNova Pharmaceuticals (Australia) Pty Limited | TL 1L B 10/22 | BBSY (6M) + 6.50% | 10.16% | 10/30/2028 | AUS | AUD | 1,317,795 | 909,209 | (b) (d) | |||||||
iNova Pharmaceuticals (Australia) Pty Limited | TL 1L DD - C 10/22 | BBSY (6M) + 2.60% | 2.60% | 10/30/2028 | AUS | AUD | 133,689 | (2,075 | ) | (b) (e) | ||||||
Property & Casualty Insurance - 1.00% | ||||||||||||||||
Alacrity Solutions Group LLC | Revolver 1L 12/21 | PRIME (3M) + 4.25% | 0.50% | 12/22/2027 | USA | USD | 505,280 | 61,644 | (b) (e) | |||||||
Alacrity Solutions Group LLC | TL 1L 12/21 | LIBOR (1M) + 5.25% | 9.82% | 12/22/2028 | USA | USD | 5,554,361 | 5,398,838 | (b) (d) | |||||||
Alacrity Solutions Group LLC | TL 1L DD 06/22 | SOFR (3M) + 1.00% | 1.00% | 12/22/2028 | USA | USD | 2,469,245 | (69,139 | ) | (b) (e) | ||||||
Publishing - 0.00% | ||||||||||||||||
Emerald Expositions Holding Inc | TL 1L B 11/17 | LIBOR (1M) + 2.50% | 7.07% | 5/22/2024 | USA | USD | 6,076 | 5,976 | (d) | |||||||
Real Estate Operating Companies - 0.85% | ||||||||||||||||
Opendoor Labs Inc | TL 2L DD 10/21 | 10.00% | 10.00% | 4/1/2026 | USA | USD | 4,886,391 | 4,588,322 | (a) (b) | |||||||
Real Estate Services - 0.40% | ||||||||||||||||
SitusAMC Holdings Corp | TL 1L 12/21 | LIBOR (3M) + 5.75% | 9.17% | 12/22/2027 | USA | USD | 2,219,259 | 2,160,227 | (a) (b) (d) | |||||||
Research & Consulting Services - 2.51% | ||||||||||||||||
Element Materials Technology Group US Holdings Inc | TL 1L B 03/22 | EURIBOR (3M) + 4.25% | 6.45% | 7/6/2029 | GBR | EUR | 51,387 | 55,468 | (d) | |||||||
Element Materials Technology Group US Holdings Inc | TL 1L B 04/22 | SOFR (3M) + 4.35% | 8.93% | 6/22/2029 | USA | USD | 143,710 | 142,812 | (d) | |||||||
Element Materials Technology Group US Holdings Inc | TL 1L DD - B 04/22 | SOFR (3M) + 4.35% | 9.06% | 6/22/2029 | USA | USD | 66,328 | 65,913 | (d) | |||||||
Element Materials Technology Group US Holdings Inc | TL 2L 07/22 | SONIA (3M) + 7.25% | 10.68% | 6/24/2030 | GBR | GBP | 1,336,815 | 1,625,822 | (b) (d) | |||||||
Element Materials Technology Group US Holdings Inc | TL 2L DD 06/22 | SONIA (3M) + 7.25% | 10.68% | 6/24/2030 | USA | GBP | 413,113 | 502,425 | (b) (d) | |||||||
Element Materials Technology Group US Holdings Inc | TL Unsec DD 07/22 | 13.08% PIK | 13.08% | 7/9/2031 | USA | USD | 5,658,219 | 5,388,322 | (b) (f) | |||||||
HKA | TL 1L B 08/22 | SOFR (3M) + 5.75% | 8.74% | 8/9/2029 | GBR | USD | 4,176,369 | 4,038,131 | (b) (d) | |||||||
HKA | TL 1L DD (CAR) 08/22 | SOFR (3M) + 5.75% | 4.47% | 8/9/2029 | GBR | USD | 1,318,854 | 1,044,828 | (b) (e) | |||||||
TMF Group Holding BV | TL 2L 12/17 | EURIBOR (3M) + 6.63% | 8.80% | 5/4/2026 | NLD | EUR | 693,210 | 727,051 | (d) | |||||||
Security & Alarm Services - 0.03% | ||||||||||||||||
Monitronics International Inc | TL 1L EXIT 08/19 | LIBOR (3M) + 7.50% | 12.33% | 3/29/2024 | USA | USD | 243,930 | 159,774 | (d) | |||||||
Specialized Consumer Services - 0.35% | ||||||||||||||||
NPD Group Inc/The | Revolver 1L 08/22 | SOFR (3M) + 5.75% | 0.50% | 12/1/2027 | USA | USD | 51,095 | 7,153 | (a) (b) (e) | |||||||
NPD Group Inc/The | TL 1L 08/22 | 2.75% PIK, SOFR (3M) + 6.25% | 10.61% | 12/1/2028 | USA | USD | 960,340 | 979,547 | (a) (b) (d) (f) (h) | |||||||
SavATree LLC | Revolver 1L 10/21 | LIBOR (3M) + 5.25% | 0.38% | 10/12/2028 | USA | USD | 128,932 | (1,264 | ) | (a) (b) (e) | ||||||
SavATree LLC | TL 1L 10/21 | LIBOR (3M) + 5.25% | 9.98% | 10/12/2028 | USA | USD | 915,871 | 906,897 | (a) (b) | |||||||
SavATree LLC | TL 1L DD 10/21 | LIBOR (3M) + 5.25% | 1.23% | 10/12/2028 | USA | USD | 81,228 | 5,393 | (a) (b) (e) | |||||||
Specialized Finance - 0.03% | ||||||||||||||||
Bankers Healthcare Group LLC | TL 1L DD 11/22 | SOFR (1M) + 3.93% | 7.90% | 11/8/2027 | USA | USD | 140,740 | 144,695 | (a) (b) | |||||||
Specialized REITs - 0.60% | ||||||||||||||||
Pretium Partners LLC P2 | TL 1L 12/21 | 11.00% | 11.00% | 12/16/2029 | USA | USD | 3,270,612 | 3,205,200 | (a) (b) (d) | |||||||
Specialty Chemicals - 3.46% | ||||||||||||||||
Aruba Investments Inc | TL 2L 10/20 | LIBOR (1M) + 7.75% | 12.30% | 11/24/2028 | USA | USD | 465,220 | 422,962 | (d) | |||||||
Flint Group GmbH | TL 1L 01/17 | 0.75% PIK, LIBOR (3M) + 4.25% | 0.75% | 9/21/2023 | USA | USD | 1,169,530 | 792,772 | (a) (f) | |||||||
Flint Group GmbH | TL 1L B 04/14 | 0.75% PIK, EURIBOR (3M) + 4.25% | 0.75% | 9/21/2023 | DEU | EUR | 3,505,793 | 2,554,343 | (a) (f) | |||||||
Flint Group GmbH | TL 1L B3 05/15 | 0.75% PIK, EURIBOR (3M) + 4.25% | 0.75% | 9/21/2023 | DEU | EUR | 71,892 | 52,381 | (a) (f) | |||||||
Flint Group GmbH | TL 1L B4 11/15 | 0.75% PIK, EURIBOR (3M) + 4.25% | 0.75% | 9/21/2023 | DEU | EUR | 622,598 | 453,628 | (a) (f) | |||||||
Flint Group GmbH | TL 1L B5 02/17 | 0.75% PIK, EURIBOR (3M) + 4.25% | 0.75% | 9/21/2023 | DEU | EUR | 456,770 | 332,805 | (a) (f) | |||||||
Flint Group GmbH | TL 1L B6 03/17 | 0.75% PIK, EURIBOR (3M) + 4.25% | 0.75% | 9/21/2023 | DEU | EUR | 35,894 | 26,152 | (a) (f) | |||||||
Flint Group GmbH | TL 1L B7 04/14 | 0.75% PIK, EURIBOR (3M) + 4.25% | 0.75% | 9/21/2023 | DEU | EUR | 79,627 | 58,017 | (a) (f) | |||||||
Flint Group GmbH | TL 1L C 04/14 | 0.75% PIK, LIBOR (3M) + 4.50% | 0.75% | 9/21/2023 | USA | USD | 194,162 | 131,613 | (a) (f) | |||||||
Vantage Specialty Chemicals Inc | TL 1L B 10/17 | LIBOR (3M) + 3.50% | 8.28% | 10/28/2024 | USA | USD | 13,042,338 | 12,921,435 | (d) | |||||||
Vantage Specialty Chemicals Inc | TL 2L 10/17 | LIBOR (3M) + 8.25% | 12.98% | 10/27/2025 | USA | USD | 1,045,139 | 983,899 | (d) | |||||||
Trading Companies & Distributors - 0.17% | ||||||||||||||||
Radwell International LLC/PA | Revolver 1L 04/22 | SOFR (3M) + 6.63% | 0.38% | 4/1/2028 | USA | USD | 68,154 | - | (a) (b) (e) | |||||||
Radwell International LLC/PA | TL 1L 04/22 | SOFR (3M) + 6.63% | 10.18% | 4/1/2029 | USA | USD | 24,298 | 24,198 | (a) (b) (d) | |||||||
Radwell International LLC/PA | TL 1L 12/22 | SOFR (3M) + 6.75% | 11.33% | 4/1/2029 | USA | USD | 908,726 | 916,178 | (a) (b) (d) | |||||||
Trucking - 0.43% | ||||||||||||||||
Kenan Advantage Group Inc/The | TL 2L 08/21 | LIBOR (1M) + 7.25% | 11.82% | 9/1/2027 | USA | USD | 2,498,320 | 2,335,929 | (d) | |||||||
TOTAL LEVERAGED LOANS (Amortized cost $388,248,923) | $ | 364,091,193 | ||||||||||||||
High Yield Securities - 50.56% | ||||||||||||||||
Aerospace & Defense - 0.73% | ||||||||||||||||
Ultra Electronics Holdings PLC | 7.25%01/2030 | 1/31/2030 | USA | USD | 2,162,000 | $ | 2,021,470 | (a) (b) | ||||||||
Ultra Electronics Holdings PLC | 9.0% PIK 01/2031 | 1/31/2031 | USA | USD | 2,000,179 | 1,868,967 | (a) (b) (f) | |||||||||
Airlines - 1.56% | ||||||||||||||||
American Airlines Group Inc | 3.750% 03/2025 | 3/1/2025 | USA | USD | 8,971,000 | 8,413,793 | (d) (h) | |||||||||
Alternative Carriers - 0.91% | ||||||||||||||||
Zayo Group LLC | 6.125% 03/2028 | 3/1/2028 | USA | USD | 7,145,000 | 4,923,512 | (d) (h) | |||||||||
Apparel, Accessories & Luxury Goods - 0.44% | ||||||||||||||||
Varsity Brands Inc | L+8.000% 12/2024 | 12/22/2024 | USA | USD | 2,387,000 | 2,387,000 | (b) (d) (h) | |||||||||
Application Software - 2.11% | ||||||||||||||||
Cision Ltd | 9.500% 02/2028 | 2/15/2028 | USA | USD | 10,042,000 | 3,870,006 | (d) (h) | |||||||||
TeamSystem SpA | 6.250% 02/2028 | 2/15/2028 | ITA | EUR | 496,000 | 547,608 | (b) (d) (h) | |||||||||
TIBCO Software Inc | 6.500% 03/2029 | 3/31/2029 | USA | USD | 7,917,000 | 6,958,441 | (d) (h) | |||||||||
Auto Parts & Equipment - 0.76% | ||||||||||||||||
Wheel Pros Inc | 6.500% 05/2029 | 5/15/2029 | USA | USD | 10,121,000 | 4,096,566 | (d) (h) | |||||||||
Automobile Manufacturers - 0.26% | ||||||||||||||||
Thor Industries Inc | 4.000% 10/2029 | 10/15/2029 | USA | USD | 1,664,000 | 1,385,729 | (d) (h) | |||||||||
Automotive Retail - 1.58% | ||||||||||||||||
Mavis Discount Tire Inc | 6.500% 05/2029 | 5/15/2029 | USA | USD | 9,975,000 | 8,515,009 | (d) (h) | |||||||||
Broadcasting - 1.24% | ||||||||||||||||
Spotify USA Inc | 0.000% 03/2026 | 3/15/2026 | USA | USD | 7,930,000 | 6,653,270 | (d) (g) | |||||||||
Building Products - 8.70% | ||||||||||||||||
Acproducts Inc (aka Cabinetworks) | 6.375% 05/2029 | 5/15/2029 | USA | USD | 17,269,000 | 10,548,527 | (d) (h) | |||||||||
Cornerstone (Ply Gem Holdings Inc) | 8.750% 08/2028 | 8/1/2028 | USA | USD | 1,826,000 | 1,719,179 | (d) (h) | |||||||||
LBM Borrower LLC | 6.250% 01/2029 | 1/15/2029 | USA | USD | 8,694,000 | 6,619,612 | (d) (h) | |||||||||
LBM Borrower LLC | 7.750% 04/2027 | 4/1/2027 | USA | USD | 5,183,000 | 3,894,195 | (d) (h) | |||||||||
Oldcastle Buildingenvelope Inc | 9.500% 04/2030 | 4/15/2030 | USA | USD | 152,000 | 136,231 | (d) (h) | |||||||||
Patrick Industries Inc | 1.750% 12/2028 | 12/1/2028 | USA | USD | 603,000 | 545,715 | (d) | |||||||||
Patrick Industries Inc | 4.750% 05/2029 | 5/1/2029 | USA | USD | 1,222,000 | 1,046,325 | (d) (h) | |||||||||
PrimeSource Building Products Inc | 5.625% 02/2029 | 2/1/2029 | USA | USD | 7,169,000 | 5,011,346 | (d) (h) | |||||||||
PrimeSource Building Products Inc | 6.750% 08/2029 | 8/1/2029 | USA | USD | 4,981,000 | 3,542,886 | (d) (h) | |||||||||
SRS Distribution Inc | 6.000% 12/2029 | 12/1/2029 | USA | USD | 8,573,000 | 7,335,530 | (d) (h) | |||||||||
SRS Distribution Inc | 6.125% 07/2029 | 7/1/2029 | USA | USD | 7,529,000 | 6,484,464 | (d) (h) | |||||||||
Cable & Satellite - 1.64% | ||||||||||||||||
Cablevision Lightpath LLC | 5.625% 09/2028 | 9/15/2028 | USA | USD | 811,000 | 623,432 | (d) (h) | |||||||||
CSC Holdings LLC (Altice USA) | 5.000% 11/2031 | 11/15/2031 | USA | USD | 2,754,000 | 1,655,719 | (d) (h) | |||||||||
CSC Holdings LLC (Altice USA) | 5.750% 01/2030 | 1/15/2030 | USA | USD | 5,101,000 | 3,220,134 | (d) (h) | |||||||||
RCN Grande (Radiate) | 6.500% 09/2028 | 9/15/2028 | USA | USD | 6,272,000 | 3,275,960 | (d) (h) | |||||||||
Commercial Printing - 0.87% | ||||||||||||||||
Multi-Color Corp | 10.5007% 0/2027 | 7/15/2027 | USA | USD | 4,551,000 | 4,335,419 | (d) (h) | |||||||||
Multi-Color Corp | 8.250% 11/2029 | 11/1/2029 | USA | USD | 396,000 | 332,888 | (d) (h) | |||||||||
Commodity Chemicals - 0.42% | ||||||||||||||||
SI Group Inc | 6.750% 05/2026 | 5/15/2026 | USA | USD | 4,943,000 | 2,235,571 | (d) (h) | |||||||||
Construction & Engineering - 0.45% | ||||||||||||||||
Maxim Crane Works LP / Maxim Finance Corp | 10.125% 08/2024 | 8/1/2024 | USA | USD | 2,483,000 | 2,401,103 | (d) (h) | |||||||||
Data Processing & Outsourced Services - 0.11% | ||||||||||||||||
Xerox Business Services /Conduent | 6.000% 11/2029 | 11/1/2029 | USA | USD | 673,000 | 596,625 | (d) (h) | |||||||||
Department Stores - 0.00% | ||||||||||||||||
JC Penney Corp Inc | 8.625% 03/2025 | 3/15/2025 | USA | USD | 97,819 | - | (b) (c) (h) | |||||||||
Electronic Components - 1.75% | ||||||||||||||||
CommScope Inc | 6.000% 06/2025 | 6/15/2025 | USA | USD | 7,686,000 | 7,287,635 | (d) (h) | |||||||||
CommScope Inc | 7.125% 07/2028 | 7/1/2028 | USA | USD | 2,770,000 | 2,173,469 | (d) (h) | |||||||||
Health Care Equipment - 1.10% | ||||||||||||||||
Haemonetics Corp | 0.000% 03/2026 | 3/1/2026 | USA | USD | 6,892,000 | 5,914,025 | (g) | |||||||||
Health Care Facilities - 1.54% | ||||||||||||||||
AHP Health Partners Inc | 5.750% 07/2029 | 7/15/2029 | USA | USD | 109,000 | 89,806 | (d) (h) | |||||||||
CHS/Community Health Systems, Inc. | 6.125% 04/2030 | 4/1/2030 | USA | USD | 2,234,000 | 1,346,048 | (d) (h) | |||||||||
CHS/Community Health Systems, Inc. | 6.875% 04/2028 | 4/1/2028 | USA | USD | 3,254,000 | 1,996,638 | (d) (h) | |||||||||
CHS/Community Health Systems, Inc. | 6.875% 04/2029 | 4/15/2029 | USA | USD | 599,000 | 379,796 | (d) (h) | |||||||||
LifePoint Hospitals Inc | 5.375% 01/2029 | 1/15/2029 | USA | USD | 6,718,000 | 4,495,793 | (d) (h) | |||||||||
Health Care Technology - 0.44% | ||||||||||||||||
athenahealth Inc | 6.500% 02/2030 | 2/15/2030 | USA | USD | 2,859,000 | 2,372,332 | (d) (h) | |||||||||
Hotels, Resorts & Cruise Lines - 7.76% | ||||||||||||||||
Carnival Corp | 5.750% 03/2027 | 3/1/2027 | USA | USD | 12,193,000 | 10,137,382 | (d) (h) | |||||||||
Carnival Corp | 6.000% 05/2029 | 5/1/2029 | USA | USD | 6,033,000 | 4,773,641 | (d) (h) | |||||||||
NCL Corp Ltd | 1.125% 02/2027 | 2/15/2027 | USA | USD | 3,608,000 | 2,769,140 | (d) | |||||||||
NCL Corp Ltd | 3.625% 12/2024 | 12/15/2024 | USA | USD | 9,263,000 | 8,707,868 | (d) (h) | |||||||||
NCL Corp Ltd | 6.125% 03/2028 | 3/15/2028 | USA | USD | 833,000 | 678,066 | (d) (h) | |||||||||
Royal Caribbean Cruises Ltd | 11.625% 08/2027 | 8/15/2027 | USA | USD | 362,000 | 384,625 | (d) (h) | |||||||||
Royal Caribbean Cruises Ltd | 5.500% 04/2028 | 4/1/2028 | USA | USD | 8,085,000 | 6,963,772 | (d) (h) | |||||||||
Viking Cruises Ltd | 5.875% 09/2027 | 9/15/2027 | USA | USD | 3,008,000 | 2,566,997 | (d) (h) | |||||||||
Viking Cruises Ltd | 7.000% 02/2029 | 2/15/2029 | USA | USD | 5,473,000 | 4,768,652 | (d) (h) | |||||||||
Industrial Conglomerates - 0.79% | ||||||||||||||||
Unifrax I LLC / Unifrax Holding Co | 5.250% 09/2028 | 9/30/2028 | USA | USD | 3,573,000 | 3,065,559 | (d) (h) | |||||||||
Unifrax I LLC / Unifrax Holding Co | 7.500% 09/2029 | 9/30/2029 | USA | USD | 1,674,000 | 1,207,642 | (d) (h) | |||||||||
Industrial Machinery - 1.99% | ||||||||||||||||
SPX FLOW Inc | 8.750% 04/2030 | 4/1/2030 | USA | USD | 13,032,000 | 10,743,424 | (d) (h) | |||||||||
Insurance Brokers - 2.85% | ||||||||||||||||
Hub International Ltd | 5.625% 12/2029 | 12/1/2029 | USA | USD | 1,888,000 | 1,691,774 | (d) (h) | |||||||||
National Financial Partners Corp | 6.875% 08/2028 | 8/15/2028 | USA | USD | 15,791,000 | 13,673,506 | (d) (h) | |||||||||
Integrated Oil & Gas - 0.71% | ||||||||||||||||
Occidental Petroleum Corp | 4.100% 02/2047 | 2/15/2047 | USA | USD | 2,828,000 | 2,262,400 | (d) | |||||||||
Occidental Petroleum Corp | 4.200% 03/2048 | 3/15/2048 | USA | USD | 2,001,000 | 1,583,784 | (d) | |||||||||
Leisure Facilities - 2.14% | ||||||||||||||||
Life Time Fitness Inc | 5.750% 01/2026 | 1/15/2026 | USA | USD | 157,000 | 151,087 | (d) (h) | |||||||||
Merlin Entertainments PLC | 4.500% 11/2027 | 11/15/2027 | IRL | EUR | 4,898,000 | 4,693,096 | (d) (h) | |||||||||
Merlin Entertainments PLC | 6.625% 11/2027 | 11/15/2027 | IRL | USD | 7,389,000 | 6,698,099 | (d) (h) | |||||||||
Oil & Gas Storage & Transportation - 3.25% | ||||||||||||||||
Genesis Energy | 6.500% 10/2025 | 10/1/2025 | USA | USD | 8,199,000 | 8,065,766 | (d) | |||||||||
Genesis Energy | 8.875% 04/2030 | 4/15/2030 | USA | USD | 2,175,000 | 2,213,041 | (d) | |||||||||
NGL Energy Partners LP / NGL Energy Finance Corp | 7.500% 02/2026 | 2/1/2026 | USA | USD | 7,609,000 | 7,236,760 | (d) (h) | |||||||||
Real Estate Services - 0.83% | ||||||||||||||||
Redfin Corp | 0.000% 10/2025 | 10/15/2025 | USA | USD | 6,764,000 | 4,489,605 | (d) (g) | |||||||||
Restaurants - 0.20% | ||||||||||||||||
Golden Nugget Inc. | 6.750 | 1/15/2030 | USA | USD | 1,317,000 | 1,094,717 | (d) (h) | |||||||||
Security & Alarm Services - 0.10% | ||||||||||||||||
Verisure Holding AB | 3.875% 07/2026 | 7/15/2026 | SWE | EUR | 534,000 | 539,141 | (d) (h) | |||||||||
Specialty Stores - 2.54% | ||||||||||||||||
Douglas Holding AG | 6.000% 04/2026 | 4/8/2026 | DEU | EUR | 8,654,000 | 8,166,169 | (d) (h) | |||||||||
Douglas Holding AG | 8.250% 10/2026 | 10/1/2026 | DEU | EUR | 7,204,814 | 5,519,580 | (d) (h) | |||||||||
Technology Hardware, Storage & Peripherals - 0.11% | ||||||||||||||||
Lenovo Group Ltd | 10.50% 09/2024 Class D | 9/30/2024 | HKG | EUR | 90,524 | 98,379 | (a) (b) | |||||||||
Lenovo Group Ltd | 10.50% 09/2024 Class D | 9/30/2024 | HKG | GBP | 20,573 | 25,353 | (a) (b) | |||||||||
Lenovo Group Ltd | 10.50% 09/2024 Class D | 9/30/2024 | HKG | USD | 117,599 | 117,611 | (a) (b) | |||||||||
Lenovo Group Ltd | 6.50% 09/2024 Class C | 9/30/2024 | HKG | EUR | 125,603 | 136,502 | (a) (b) | |||||||||
Lenovo Group Ltd | 6.50% 09/2024 Class C | 9/30/2024 | HKG | GBP | 28,545 | 35,177 | (a) (b) | |||||||||
Lenovo Group Ltd | 6.50% 09/2024 Class C | 9/30/2024 | HKG | USD | 163,170 | 163,186 | (a) (b) | |||||||||
Trading Companies & Distributors - 0.68% | ||||||||||||||||
TruckPro LLC | 11.000% 10/2024 | 10/15/2024 | USA | USD | 3,746,000 | 3,658,688 | (d) (h) | |||||||||
TOTAL HIGH YIELD SECURITIES (Amortized cost $334,089,407) | $ | 272,337,963 | ||||||||||||||
Asset Backed Securities - 9.50% | ||||||||||||||||
Diversified Real Estate Activities - 0.01% | ||||||||||||||||
Connecticut Avenue Securities Trust 2022-R07 | CAS 2022-R07 1B1 | SOFR (3M) + 6.80% | 11.11% | 6/25/2042 | USA | USD | 43,510 | $ | 46,373 | (h) | ||||||
Specialized Finance - 9.49% | ||||||||||||||||
Accunia European CLO III DAC | ACCUN 3A C | EURIBOR (3M) + 1.90% | 4.24% | 1/20/2031 | IRL | EUR | 302,000 | 306,020 | (b) (h) | |||||||
Adagio IX EUR CLO DAC | ADAGI IX-A B1 | EURIBOR (3M) + 1.70% | 3.75% | 9/15/2034 | IRL | EUR | 716,000 | 737,827 | (b) (h) | |||||||
AGL CLO 7 Ltd | AGL 2020-7A ER | LIBOR (3M) + 6.35% | 11.18% | 7/15/2034 | USA | USD | 1,187,688 | 1,060,558 | (b) (h) | |||||||
Aimco CDO | AIMCO 2021-16A E | LIBOR (3M) + 6.20% | 11.03% | 1/17/2035 | USA | USD | 1,075,210 | 991,231 | (b) (h) | |||||||
ALM Loan Funding Ltd | ALM 2020-1A D | LIBOR (3M) + 6.00% | 10.83% | 10/15/2029 | USA | USD | 865,360 | 792,040 | (b) (h) | |||||||
Arbour CLO II DAC | ARBR 2014-2A B1RR | EURIBOR (3M) + 1.50% | 3.79% | 4/15/2034 | IRL | EUR | 1,099,000 | 1,124,778 | (b) (h) | |||||||
Arbour CLO IV DAC | ARBR 4A BRR | EURIBOR (3M) + 1.30% | 3.59% | 4/15/2034 | IRL | EUR | 724,000 | 738,870 | (b) (h) | |||||||
Arbour CLO IV DAC | ARBR 4A CRR | EURIBOR (3M) + 2.05% | 4.34% | 4/15/2034 | IRL | EUR | 408,000 | 407,360 | (b) (h) | |||||||
ARES CLO Ltd | ARESE 15A E | EURIBOR (3M) + 6.11% | 8.40% | 1/15/2036 | IRL | EUR | 879,000 | 808,477 | (b) (h) | |||||||
Ares LXV CLO Ltd | ARES 2022-65A E | SOFR (3M) + 7.10% | 11.76% | 7/25/2034 | USA | USD | 1,078,040 | 950,718 | (b) (h) | |||||||
Avondale Park CLO DAC | AVDPK 1A CR | EURIBOR (3M) + 2.20% | 4.25% | 9/20/2034 | IRL | EUR | 400,000 | 401,346 | (b) (h) | |||||||
Ballyrock CDO Ltd | BALLY 2020-14A D | LIBOR (3M) + 7.00% | 11.81% | 1/20/2034 | USA | USD | 250,000 | 234,391 | (b) (h) | |||||||
Ballyrock CLO Ltd | BALLY 2019-1A DR | LIBOR (3M) + 6.75% | 11.58% | 7/15/2032 | USA | USD | 431,180 | 405,989 | (b) (h) | |||||||
Barings Euro CLO 2020-1 DAC | BABSE 2020-1A BR | EURIBOR (3M) + 1.75% | 4.14% | 10/21/2034 | IRL | EUR | 1,898,750 | 1,966,753 | (b) (h) | |||||||
Bbam US Clo I Ltd | BBAM 2022-1A D | SOFR (3M) + 6.80% | 11.46% | 4/15/2035 | USA | USD | 1,285,000 | 1,157,495 | (b) (h) | |||||||
Broad River BSL Funding CLO | BDRVR 2020-1A ER | LIBOR (3M) + 6.50% | 11.31% | 7/20/2034 | USA | USD | 1,500,000 | 1,471,692 | (b) (h) | |||||||
Capital Four US CLO Ltd | C4US 2022-1A D | SOFR (3M) + 5.36% | 9.03% | 10/20/2030 | USA | USD | 363,664 | 355,565 | (b) (h) | |||||||
Carlyle Global Market Strategies | CGMS 2020-2A DR | LIBOR (3M) + 6.70% | 11.52% | 1/25/2035 | USA | USD | 640,460 | 601,995 | (b) (h) | |||||||
Carlyle Global Market Strategies | CGMS 2021-8A E | LIBOR (3M) + 6.50% | 11.33% | 10/15/2034 | USA | USD | 370,690 | 327,660 | (b) (h) | |||||||
Carlyle Global Market Strategies | CGMS 2021-9A E Mtge | LIBOR (3M) + 6.63% | 11.44% | 10/20/2034 | USA | USD | 819,560 | 726,100 | (b) (h) | |||||||
CarVal CLO | CARVL 2021-1A E | LIBOR (3M) + 6.60% | 11.41% | 7/20/2034 | USA | USD | 2,000,000 | 1,883,748 | (b) (h) | |||||||
CarVal CLO | CARVL 2021-2A E | LIBOR (3M) + 6.75% | 11.58% | 10/15/2034 | USA | USD | 446,919 | 426,630 | (b) (h) | |||||||
CIFC European Funding CLO IV DAC | CIFCE 4A C | EURIBOR (3M) + 2.10% | 4.43% | 8/18/2035 | IRL | EUR | 1,088,000 | 1,108,898 | (b) (h) | |||||||
CIFC Funding Ltd | CIFC 2021-7A E | LIBOR (3M) + 6.35% | 11.17% | 1/23/2035 | USA | USD | 644,186 | 582,244 | (b) (h) | |||||||
Connecticut Avenue Securities Trust 2022-R08 | CAS 2022-R08 1B1 | SOFR (3M) + 5.60% | 9.91% | 7/25/2042 | USA | USD | 29,425 | 30,180 | (h) | |||||||
CVC Cordatus Loan Fund IV DAC | CORDA 4A CRRR | EURIBOR (3M) + 2.10% | 3.92% | 2/22/2034 | IRL | EUR | 291,000 | 292,849 | (b) (h) | |||||||
CVC Cordatus Loan Fund XVIII DAC | CORDA 18A ER | EURIBOR (3M) + 6.06% | 8.54% | 7/29/2034 | IRL | EUR | 1,198,000 | 1,081,408 | (b) (h) | |||||||
Dryden Senior Loan Fund | DRSLF 2021-92A E | LIBOR (3M) + 6.50% | 11.18% | 11/20/2034 | USA | USD | 463,342 | 398,617 | (b) (h) | |||||||
Eaton Vance CDO Ltd | EATON 2020-2A ER | LIBOR (3M) + 6.50% | 11.33% | 1/15/2035 | USA | USD | 510,460 | 472,452 | (b) (h) | |||||||
Elmwood CLO | ELMW5 2020-2A ER | LIBOR (3M) + 6.10% | 10.91% | 10/20/2034 | USA | USD | 1,500,000 | 1,397,088 | (b) (h) | |||||||
Elmwood CLO VI Ltd | ELMW6 2020-3A ER | LIBOR (3M) + 6.50% | 11.31% | 10/20/2034 | USA | USD | 558,701 | 548,190 | (b) (h) | |||||||
Goldentree Loan Management US Clo 12 Ltd | GLM 2022-12A E | SOFR (3M) + 7.25% | 11.89% | 4/20/2034 | USA | USD | 291,777 | 270,222 | (b) (h) | |||||||
Golub Capital Partners CLO Ltd | GCBSL 2021-58A E | LIBOR (3M) + 6.81% | 11.63% | 1/25/2035 | USA | USD | 549,013 | 517,791 | (b) (h) | |||||||
Guardia 1 Ltd | GUARD 2019-1A D | 7.11% | 7.11% | 10/20/2037 | USA | USD | 1,550,000 | 1,261,265 | (b) (h) | |||||||
Gulf Stream Meridian | GSM 2021-6A D | LIBOR (3M) + 6.36% | 11.19% | 1/15/2037 | USA | USD | 1,118,253 | 1,026,022 | (b) (h) | |||||||
Harvest CLO VIII DAC | HARVT 8A CRR | EURIBOR (3M) + 1.65% | 3.94% | 1/15/2031 | IRL | EUR | 302,000 | 307,718 | (b) (h) | |||||||
Harvest CLO XXI DAC | HARVT 21A DR | EURIBOR (3M) + 3.40% | 5.69% | 7/15/2031 | IRL | EUR | 602,000 | 594,015 | (b) (h) | |||||||
Henley CLO III DAC | HNLY 3A CR | EURIBOR (3M) + 2.30% | 4.75% | 12/25/2035 | IRL | EUR | 638,000 | 628,269 | (b) (h) | |||||||
Kayne CLO 7 Ltd | KAYNE 2020-1A E | LIBOR (3M) + 6.50% | 11.29% | 4/17/2033 | USA | USD | 310,460 | 291,186 | (b) (h) | |||||||
Madison Park Funding LIX Ltd | MDPK 2021-59A E | LIBOR (3M) + 6.60% | 11.39% | 1/18/2034 | USA | USD | 814,787 | 769,155 | (b) (h) | |||||||
Madison Park Funding Ltd | MDPK 2021-52A E | LIBOR (3M) + 6.50% | 11.32% | 1/22/2035 | USA | USD | 742,891 | 697,657 | (b) (h) | |||||||
Madison Park Funding XLV Ltd | MDPK 2020-45A ER | LIBOR (3M) + 6.35% | 11.18% | 7/15/2034 | USA | USD | 429,000 | 394,964 | (b) (h) | |||||||
Man GLG Euro CLO I DAC | GLGE 1A CRR | EURIBOR (3M) + 1.60% | 3.89% | 10/15/2030 | IRL | EUR | 704,000 | 717,736 | (b) (h) | |||||||
Morgan Stanley Eaton Vance CLO Ltd | MSEV 2021-1A E | LIBOR (3M) + 6.75% | 11.57% | 10/20/2034 | USA | USD | 520,000 | 462,488 | (b) (h) | |||||||
Neuberger Berman CLO Ltd | NEUB 2021-46A E | LIBOR (3M) + 6.25% | 11.06% | 1/20/2036 | USA | USD | 1,067,761 | 987,268 | (b) (h) | |||||||
Neuberger Berman Loan Advisers Euro CLO 2 DAC | NEUBE 2021-2A C | EURIBOR (3M) + 2.20% | 4.49% | 4/15/2034 | IRL | EUR | 449,000 | 453,208 | (b) (h) | |||||||
Oak Hill Credit Partners | OAKC 2021-10A E | LIBOR (3M) + 6.25% | 11.04% | 1/18/2036 | USA | USD | 497,312 | 459,626 | (b) (h) | |||||||
Otranto Park | OTOPK 1A B | EURIBOR (3M) + 2.15% | 3.95% | 5/15/2035 | IRL | EUR | 708,000 | 739,398 | (b) (h) | |||||||
Otranto Park | OTOPK 1A E | EURIBOR (3M) + 7.05% | 8.85% | 5/15/2035 | IRL | EUR | 428,000 | 420,929 | (b) (h) | |||||||
Palmer Square CLO Ltd | PFIXD 2019-1A E | 7.11% | 7.11% | 4/20/2037 | USA | USD | 930,641 | 781,413 | (b) (h) | |||||||
Palmer Square European CLO 2021-2 DAC | PLMER 2021-2A C | EURIBOR (3M) + 2.07% | 4.36% | 4/15/2035 | IRL | EUR | 1,429,000 | 1,436,072 | (b) (h) | |||||||
Pikes Peak CLO | PIPK 2021-9A E | LIBOR (3M) + 6.58% | 11.39% | 10/27/2034 | USA | USD | 405,000 | 368,357 | (b) (h) | |||||||
Post CLO | POST 2021-1A E | LIBOR (3M) + 6.45% | 11.28% | 10/15/2034 | USA | USD | 250,000 | 237,729 | (b) (h) | |||||||
PPM CLO 4 Ltd | PPMC 2020-4A ER | LIBOR (3M) + 6.50% | 11.29% | 10/18/2034 | USA | USD | 332,741 | 291,641 | (b) (h) | |||||||
Providus CLO IV DAC | PRVD 4A CR | EURIBOR (3M) + 2.20% | 4.54% | 4/20/2034 | IRL | EUR | 668,000 | 668,952 | (b) (h) | |||||||
Rad CLO Ltd | RAD 2021-14A E | LIBOR (3M) + 6.50% | 11.33% | 1/15/2035 | USA | USD | 335,000 | 305,072 | (b) (h) | |||||||
Rad CLO Ltd | RAD 2021-15A E | LIBOR (3M) + 6.20% | 11.01% | 1/20/2034 | USA | USD | 928,117 | 857,374 | (b) (h) | |||||||
REESE PARK CLO LTD | RESPK 2020-1A ER | LIBOR (3M) + 6.50% | 11.33% | 10/15/2034 | USA | USD | 1,375,020 | 1,204,293 | (b) (h) | |||||||
Regatta Funding Ltd | REG21 2021-3A E | LIBOR (3M) + 6.75% | 11.56% | 10/20/2034 | USA | USD | 321,680 | 302,636 | (b) (h) | |||||||
Regatta Funding Ltd | REG23 2021-4A E | LIBOR (3M) + 6.70% | 11.51% | 1/20/2035 | USA | USD | 804,000 | 753,204 | (b) (h) | |||||||
Regatta XX Funding Ltd | REG20 2021-2A E | LIBOR (3M) + 6.25% | 11.08% | 10/15/2034 | USA | USD | 208,000 | 202,599 | (b) (h) | |||||||
Rockford Tower Europe CLO 2018-1 DAC | RFTE 2018-1A C | EURIBOR (3M) + 2.47% | 4.52% | 12/20/2031 | IRL | EUR | 402,000 | 420,866 | (b) (h) | |||||||
RRE 1 Loan Management DAC | RRME 1A A2R | EURIBOR (3M) + 1.35% | 3.64% | 4/15/2035 | IRL | EUR | 358,000 | 365,496 | (b) (h) | |||||||
Sand Trust 2001-1 | SAND 2021-1A E | LIBOR (3M) + 6.80% | 10.88% | 10/15/2034 | USA | USD | 643,000 | 581,770 | (b) (h) | |||||||
Sculptor European CLO I DAC | OZLME 1A CRR | EURIBOR (3M) + 2.30% | 4.63% | 4/18/2034 | IRL | EUR | 631,000 | 635,630 | (b) (h) | |||||||
Segovia European CLO 5-2018 DAC | SEGOV 2018-5A C | EURIBOR (3M) + 1.90% | 4.23% | 10/18/2031 | IRL | EUR | 442,000 | 452,447 | (b) (h) | |||||||
Segovia European CLO 6-2019 DAC | SEGOV 2019-6A C1R | EURIBOR (3M) + 2.35% | 4.69% | 7/20/2032 | IRL | EUR | 408,000 | 424,172 | (b) (h) | |||||||
SG Residential Mortgage Trust 2022-2 | SGR 2022-2 B1 | 5.35% | 5.35% | 8/25/2062 | USA | USD | 57,502 | 49,022 | (h) | |||||||
Sound Point CLO Ltd | SNDPT 2021-1A E | LIBOR (3M) + 6.85% | 11.67% | 4/25/2034 | USA | USD | 290,000 | 241,425 | (b) (h) | |||||||
Sound Point Euro CLO | SNDPE 2A ER | EURIBOR (3M) + 6.34% | 8.73% | 1/26/2036 | IRL | EUR | 500,000 | 461,959 | (b) (h) | |||||||
St Paul’s CLO VII DAC | SPAUL 7A B1RR | EURIBOR (3M) + 1.65% | 3.98% | 7/18/2034 | IRL | EUR | 856,000 | 878,072 | (b) (h) | |||||||
Symphony CLO Ltd | SYMP 2020-22A E | LIBOR (3M) + 6.25% | 11.04% | 4/18/2033 | USA | USD | 598,680 | 556,133 | (b) (h) | |||||||
TICP CLO Ltd | TICP 2017-9A E | LIBOR (3M) + 5.60% | 10.41% | 1/20/2031 | USA | USD | 738,460 | 669,872 | (b) (h) | |||||||
Tikehau CLO DAC | TIKEH 2015-1A DRR EUR | EURIBOR (3M) + 3.40% | 5.13% | 8/4/2034 | IRL | EUR | 637,000 | 635,443 | (b) (h) | |||||||
Tikehau CLO V DAC | TIKEH 5A D1 | EURIBOR (3M) + 3.90% | 6.19% | 4/15/2032 | IRL | EUR | 301,000 | 302,325 | (b) (h) | |||||||
Trinitas Euro CLO II DAC | TRNTE 2A ER | EURIBOR (3M) + 7.23% | 8.61% | 4/15/2035 | IRL | EUR | 1,770,566 | 1,772,026 | (b) (h) | |||||||
Voya Euro CLO II DAC | VOYE 2A CR | EURIBOR (3M) + 2.15% | 4.44% | 7/15/2035 | IRL | EUR | 378,000 | 386,249 | (b) (h) | |||||||
TOTAL ASSET BACKED SECURITIES (Amortized cost $53,073,618) | $ | 51,076,708 | ||||||||||||||
Issuer | Asset | Maturity Date | Country | Currency | Shares | Fair Value | Footnotes | |||||||||
Equity & Other Investments - 6.59% | ||||||||||||||||
Aerospace & Defense - 0.08% | ||||||||||||||||
Altitude II | Private Equity | CYM | USD | 185,733 | $ | 185,326 | (b) | |||||||||
Ultra Electronics Holdings PLC | Private Equity | GBR | USD | 43,729 | 41,779 | (a) (b) | ||||||||||
Ultra Electronics Holdings PLC | Private Equity | GBR | USD | 23,486,307 | 237,212 | (a) (b) | ||||||||||
Application Software - 1.19% | ||||||||||||||||
Med-Metrix | Common Stock | USA | USD | 597 | 66,284 | (a) (b) (c) | ||||||||||
Med-Metrix | 8.00% 12/2050 PIK Pref Equity | 12/16/2050 | USA | USD | 597 | 29,862 | (a) (b) (f) | |||||||||
TIBCO Software Inc | 12.00% Pref Equity | 12/31/2069 | USA | USD | 6,451 | 6,275,743 | (b) (d) (f) | |||||||||
Diversified Metals & Mining - 0.04% | ||||||||||||||||
Foresight Energy LLC | Common Stock | USA | USD | 17,979 | 214,388 | (a) (b) (c) | ||||||||||
Diversified Real Estate Activities - 0.04% | ||||||||||||||||
KKR Residential Opportunities I LLC | Private Equity | USA | USD | 229,576 | 220,064 | (b) | ||||||||||
Diversified Support Services - 0.01% | ||||||||||||||||
Magna Legal Services LLC | Common Stock | USA | USD | 618 | 61,808 | (a) (b) (c) | ||||||||||
Food Distributors - 0.01% | ||||||||||||||||
Lipari Foods LLC | Common Stock | USA | USD | 63,878 | 61,693 | (b) (c) | ||||||||||
Health Care Services - 0.19% | ||||||||||||||||
Affordable Care Inc | 11.75% 12/2069 PIK Pref Equity | 12/31/2069 | USA | USD | 677,000 | 695,279 | (a) (b) (f) | |||||||||
American Vision Partners | Private Equity | USA | USD | 53,939 | 44,737 | (a) (b) | ||||||||||
Amerivet Partners Management Inc | 11.50% 12/2059 Pref Equity PIK | 12/31/2059 | USA | USD | 298 | 277,198 | (a) (b) (f) | |||||||||
Health Care Technology - 2.33% | ||||||||||||||||
athenahealth Inc | Private Equity | USA | USD | 12,641,498 | 12,572,349 | (b) | ||||||||||
Hotels, Resorts & Cruise Lines - 0.67% | ||||||||||||||||
Hilton Grand Vacations Inc | Common Stock | USA | USD | 75,777 | 3,588,799 | (c) | ||||||||||
Leisure Facilities - 0.35% | ||||||||||||||||
Pure Gym Ltd | Private Equity | GBR | GBP | 1,416,469 | 1,891,214 | (a) (b) | ||||||||||
Residential REITs - 1.41% | ||||||||||||||||
Avenue One PropCo | Private Equity | USA | USD | 7,550,072 | 7,572,721 | (a) (b) | ||||||||||
Specialized REITs - 0.27% | ||||||||||||||||
Pretium Partners LLC P2 | Private Equity | USA | USD | 1,635,306 | 1,462,438 | (a) (b) | ||||||||||
TOTAL EQUITY & OTHER INVESTMENTS (Cost $35,215,756) | $ | 35,498,894 | ||||||||||||||
Trade Claim - 0.00% | ||||||||||||||||
Health Care Facilities - 0.00% | ||||||||||||||||
Quorum Health Corp | Trade Claim | USA | USD | 212,000 | $ | 23,426 | (a) (b) | |||||||||
TOTAL TRADE CLAIM (Cost $85,850) | $ | 23,426 | ||||||||||||||
TOTAL INVESTMENTS (Cost $810,713,554) - 134.26% | $ | 723,028,184 | ||||||||||||||
LIABILITIES EXCEEDING OTHER ASSETS, NET - (34.26%) | (184,489,988 | ) | ||||||||||||||
NET ASSETS - 100.00% | $ | 538,538,196 | ||||||||||||||
TL | Term loan | |
DD | Delayed draw term loan | |
1L | First lien | |
2L | Second lien | |
(a) | Security considered restricted. | |
(b) | Value determined using significant unobservable inputs. | |
(c) | Non-income producing security. | |
(d) | Investment is held as collateral for the fund’s credit facility. | |
(e) | Investment is an unfunded or partially funded commitment. | |
(f) | Represents a payment-in-kind (“PIK”) security which may pay interest/dividend in additional par/shares. | |
(g) | Zero coupon bond. | |
(h) | Securities exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may only be resold to qualified institutional buyers in transactions exempt from registration. |
The following are the details of the restricted securities held by the Fund:
Issuer | Asset | Par/Shares | Cost | Fair Value | Acquisition Date | % of Net Assets | ||||||||||||
Common Stock | ||||||||||||||||||
Foresight Energy LLC | Common Stock | 17,979 | $ | 200,230 | $ | 214,388 | 6/30/2020 | 0.04% | ||||||||||
Magna Legal Services LLC | Common Stock | 618 | 61,808 | 61,808 | 11/22/2022 | 0.01% | ||||||||||||
Med-Metrix | Common Stock | 597 | 29,862 | 66,284 | 9/15/2021 | 0.01% | ||||||||||||
High Yield | ||||||||||||||||||
Lenovo Group Ltd | 10.50% 09/2024 Class D | 117,599 | 117,599 | 117,611 | 9/14/2022 | 0.02% | ||||||||||||
Lenovo Group Ltd | 10.50% 09/2024 Class D | 90,524 | 90,321 | 98,379 | 9/14/2022 | 0.02% | ||||||||||||
Lenovo Group Ltd | 10.50% 09/2024 Class D | 20,573 | 23,741 | 25,353 | 9/14/2022 | 0.00% | ||||||||||||
Lenovo Group Ltd | 6.50% 09/2024 Class C | 125,603 | 125,321 | 136,502 | 9/14/2022 | 0.03% | ||||||||||||
Lenovo Group Ltd | 6.50% 09/2024 Class C | 28,545 | 32,941 | 35,177 | 9/14/2022 | 0.01% | ||||||||||||
Lenovo Group Ltd | 6.50% 09/2024 Class C | 163,170 | 163,170 | 163,186 | 9/14/2022 | 0.03% | ||||||||||||
Ultra Electronics Holdings PLC | 7.25%01/2030 | 2,162,000 | 2,101,429 | 2,021,470 | 8/4/2022 | 0.38% | ||||||||||||
Ultra Electronics Holdings PLC | 9.0% PIK 01/2031 | 2,000,179 | 1,943,675 | 1,868,967 | 8/4/2022 | 0.35% | ||||||||||||
Preferred Stock | ||||||||||||||||||
Affordable Care Inc | 11.75% 12/2069 PIK Pref Equity | 677,000 | 663,528 | 695,279 | 8/2/2021 | 0.13% | ||||||||||||
Amerivet Partners Management Inc | 11.50% 12/2059 Pref Equity PIK | 298 | 288,779 | 277,198 | 2/25/2022 | 0.05% | ||||||||||||
Med-Metrix | 8.00% 12/2050 PIK Pref Equity | 597 | 29,862 | 29,862 | 9/15/2021 | 0.01% | ||||||||||||
Private Equity | ||||||||||||||||||
American Vision Partners | Private Equity | 53,939 | 54,546 | 44,737 | 9/30/2021 | 0.01% | ||||||||||||
Avenue One PropCo | Private Equity | 7,550,072 | 7,550,072 | 7,572,721 | 4/4/2022 | 1.41% | ||||||||||||
Pretium Partners LLC P2 | Private Equity | 1,635,306 | 1,602,600 | 1,462,438 | 12/16/2021 | 0.27% | ||||||||||||
Pure Gym Ltd | Private Equity | 1,416,469 | 1,925,990 | 1,891,214 | 1/28/2022 | 0.35% | ||||||||||||
Ultra Electronics Holdings PLC | Private Equity | 23,486,307 | 234,863 | 237,212 | 8/2/2022 | 0.04% | ||||||||||||
Ultra Electronics Holdings PLC | Private Equity | 43,729 | 44,431 | 41,779 | 9/8/2022 | 0.01% | ||||||||||||
Revolver | ||||||||||||||||||
3Pillar Global Inc | Revolver 1L 11/21 | 186,240 | - | (6,481 | ) | 11/23/2021 | 0.00% | |||||||||||
48Forty Solutions LLC | Revolver 1L 03/22 | 610,068 | - | (7,748 | ) | 3/11/2022 | 0.00% | |||||||||||
Affordable Care Inc | Revolver 1L 08/21 | 177,081 | 14,166 | 11,953 | 8/2/2021 | 0.00% | ||||||||||||
American Vision Partners | Revolver 1L 09/21 | 158,140 | 63,256 | 59,097 | 9/30/2021 | 0.01% | ||||||||||||
Amerivet Partners Management Inc | Revolver 1L 02/22 | 197,240 | - | (5,838 | ) | 2/25/2022 | 0.00% | |||||||||||
Arcfield Acquisition Corp | Revolver 1L 03/22 | 143,583 | - | (2,786 | ) | 3/10/2022 | 0.00% | |||||||||||
Community Brands Inc | Revolver 1L 02/22 | 60,610 | - | (1,709 | ) | 2/24/2022 | 0.00% | |||||||||||
Excelitas Technologies Corp | Revolver 1L 08/22 | 351,770 | 145,398 | 138,539 | 8/11/2022 | 0.03% | ||||||||||||
Follett Software Co | Revolver 1L 08/21 | 136,050 | - | (1,619 | ) | 8/31/2021 | 0.00% | |||||||||||
Foundation Risk Partners Corp | Revolver 1L 10/21 | 141,750 | 56,688 | 55,051 | 10/29/2021 | 0.01% | ||||||||||||
Galway Partners Holdings LLC | Revolver 1L 09/21 | 205,492 | - | (41 | ) | 9/30/2021 | 0.00% | |||||||||||
Insight Global LLC | Revolver 1L 09/21 | 427,591 | 64,139 | 58,665 | 9/22/2021 | 0.01% | ||||||||||||
Magna Legal Services LLC | Revolver 1L 11/22 | 26,940 | - | (67 | ) | 11/22/2022 | 0.00% | |||||||||||
Med-Metrix | Revolver 1L 09/21 | 158,828 | - | - | 9/15/2021 | 0.00% | ||||||||||||
NPD Group Inc/The | Revolver 1L 08/22 | 51,095 | 7,153 | 7,153 | 8/1/2022 | 0.00% | ||||||||||||
Oxford Global Resources LLC | Revolver 1L 08/21 | 128,823 | 33,494 | 33,159 | 8/17/2021 | 0.01% | ||||||||||||
PartsSource Inc | Revolver 1L 10/21 | 87,104 | - | (2,326 | ) | 10/18/2021 | 0.00% | |||||||||||
Radwell International LLC/PA | Revolver 1L 04/22 | 68,154 | - | - | 12/1/2022 | 0.00% | ||||||||||||
SAMBA Safety Inc | Revolver 1L 09/21 | 41,810 | - | (176 | ) | 9/1/2021 | 0.00% | |||||||||||
SavATree LLC | Revolver 1L 10/21 | 128,932 | - | (1,264 | ) | 10/12/2021 | 0.00% | |||||||||||
Time Manufacturing Co | Revolver 1L 12/21 | 153,560 | 100,512 | 92,082 | 12/1/2021 | 0.02% | ||||||||||||
Leveraged Loans | ||||||||||||||||||
3Pillar Global Inc | TL 1L DD 11/21 | 620,511 | 110,207 | 93,586 | 11/23/2021 | 0.02% | ||||||||||||
3Pillar Global Inc | TL 1L 11/21 | 1,935,958 | 1,920,442 | 1,868,587 | 11/23/2021 | 0.35% | ||||||||||||
48Forty Solutions LLC | TL 1L 02/22 | 4,723,786 | 4,687,730 | 4,663,794 | 2/11/2022 | 0.87% | ||||||||||||
48Forty Solutions LLC | TL 1L 03/22 | 3,157,204 | 3,141,324 | 3,117,108 | 3/11/2022 | 0.58% | ||||||||||||
Affordable Care Inc | TL 1L DD 08/21 | 598,760 | 206,462 | 203,680 | 8/2/2021 | 0.04% | ||||||||||||
Affordable Care Inc | TL 1L 08/21 | 1,585,658 | 1,573,213 | 1,565,837 | 8/2/2021 | 0.29% | ||||||||||||
Alera Group Intermediate Holdings Inc | TL 1L DD 12/21 | 538,485 | - | 522,330 | 12/16/2021 | 0.10% | ||||||||||||
Alera Group Intermediate Holdings Inc | TL 1L DD 09/21 | 186,208 | 184,702 | 180,622 | 9/30/2021 | 0.03% | ||||||||||||
Alera Group Intermediate Holdings Inc | TL 1L 09/21 | 655,236 | 649,936 | 635,579 | 9/30/2021 | 0.12% | ||||||||||||
American Vision Partners | TL 1L 09/21 | 1,905,174 | 1,890,374 | 1,855,068 | 9/30/2021 | 0.34% | ||||||||||||
American Vision Partners | TL 1L DD 09/21 | 786,737 | 780,625 | 766,045 | 9/30/2021 | 0.14% | ||||||||||||
Amerivet Partners Management Inc | TL 1L 02/22 | 2,235,596 | 2,216,720 | 2,169,423 | 2/25/2022 | 0.40% | ||||||||||||
Amerivet Partners Management Inc | TL 1L DD 02/22 | 1,576,564 | 389,674 | 356,320 | 2/25/2022 | 0.07% | ||||||||||||
Arcfield Acquisition Corp | TL 1L 03/22 | 981,712 | 973,363 | 962,666 | 3/10/2022 | 0.18% | ||||||||||||
Bankers Healthcare Group LLC | TL 1L DD 11/22 | 140,740 | 140,740 | 144,695 | 11/8/2022 | 0.03% | ||||||||||||
Belk Inc | TL 1L 02/21 | 53,180 | 52,731 | 45,619 | 2/24/2021 | 0.01% | ||||||||||||
Belk Inc | TL 1L EXIT 02/21 | 997,211 | 658,089 | 185,107 | 2/24/2021 | 0.03% | ||||||||||||
CFC Underwriting Ltd | TL 1L B 05/22 | 5,343,384 | 5,223,435 | 5,349,796 | 5/16/2022 | 0.99% | ||||||||||||
CFC Underwriting Ltd | TL 1L DD 05/22 | 630,571 | - | 932 | 5/16/2022 | 0.00% | ||||||||||||
Community Brands Inc | TL 1L 02/22 | 1,022,573 | 1,005,314 | 993,736 | 2/24/2022 | 0.18% | ||||||||||||
Community Brands Inc | TL 1L DD 02/22 | 121,212 | - | (3,418 | ) | 2/24/2022 | 0.00% | |||||||||||
Encora Digital Inc | TL 1L 12/21 | 1,652,370 | 1,624,596 | 1,581,153 | 12/20/2021 | 0.29% | ||||||||||||
Encora Digital Inc | TL 1L DD 12/21 | 398,160 | 391,467 | 380,999 | 12/20/2021 | 0.07% | ||||||||||||
Encora Digital Inc | TL 1L 12/21 | 482,470 | 471,169 | 458,829 | 12/20/2021 | 0.09% | ||||||||||||
Envirotainer Ltd | TL 1L DD 07/22 | 865,234 | - | (39,677 | ) | 7/29/2022 | -0.01% | |||||||||||
Envirotainer Ltd | TL 1L B1 07/22 | 4,739,642 | 4,734,999 | 4,933,039 | 7/29/2022 | 0.92% | ||||||||||||
Envirotainer Ltd | TL 1L B2 07/22 | 2,411,934 | 2,356,044 | 2,341,264 | 7/29/2022 | 0.43% | ||||||||||||
Excelitas Technologies Corp | TL 1L 08/22 | 602,699 | 616,492 | 642,159 | 8/11/2022 | 0.12% | ||||||||||||
Excelitas Technologies Corp | TL 1L 08/22 | 3,646,681 | 3,612,695 | 3,575,571 | 8/11/2022 | 0.66% | ||||||||||||
Excelitas Technologies Corp | TL 1L DD 08/22 | 703,540 | - | (13,719 | ) | 8/11/2022 | 0.00% | |||||||||||
Flint Group GmbH | TL 1L 01/17 | 1,169,530 | 1,154,672 | 792,772 | 3/9/2021 | 0.15% | ||||||||||||
Flint Group GmbH | TL 1L B7 04/14 | 79,627 | 92,971 | 58,017 | 11/5/2020 | 0.01% | ||||||||||||
Flint Group GmbH | TL 1L B6 03/17 | 35,894 | 41,805 | 26,152 | 11/5/2020 | 0.00% | ||||||||||||
Flint Group GmbH | TL 1L B4 11/15 | 622,598 | 736,756 | 453,628 | 11/5/2020 | 0.08% | ||||||||||||
Flint Group GmbH | TL 1L B5 02/17 | 456,770 | 537,791 | 332,805 | 11/18/2020 | 0.06% | ||||||||||||
Flint Group GmbH | TL 1L B3 05/15 | 71,892 | 81,749 | 52,381 | 11/5/2020 | 0.01% | ||||||||||||
Flint Group GmbH | TL 1L B 04/14 | 3,505,793 | 4,105,018 | 2,554,343 | 11/5/2020 | 0.47% | ||||||||||||
Flint Group GmbH | TL 1L C 04/14 | 194,162 | 191,695 | 131,613 | 3/9/2021 | 0.02% | ||||||||||||
Follett Software Co | TL 1L 08/21 | 1,534,181 | 1,521,953 | 1,515,924 | 8/31/2021 | 0.28% | ||||||||||||
Foresight Energy LLC | TL 1L A 06/20 | 121,885 | 121,885 | 121,885 | 6/30/2020 | 0.02% | ||||||||||||
Foundation Risk Partners Corp | TL 1L DD 03/22 | 3,355,421 | 1,956,973 | 1,922,618 | 4/14/2022 | 0.36% | ||||||||||||
Foundation Risk Partners Corp | TL 1L 03/22 | 833,827 | 822,853 | 814,315 | 4/14/2022 | 0.15% | ||||||||||||
Foundation Risk Partners Corp | TL 1L 10/21 | 1,332,352 | 1,315,962 | 1,301,175 | 10/29/2021 | 0.24% | ||||||||||||
Foundation Risk Partners Corp | TL 1L DD 10/21 | 289,772 | 286,208 | 282,992 | 10/29/2021 | 0.05% | ||||||||||||
Galway Partners Holdings LLC | TL 1L 09/21 | 2,637,960 | 2,599,759 | 2,637,434 | 6/6/2022 | 0.49% | ||||||||||||
Galway Partners Holdings LLC | TL 1L DD 09/21 | 26,576 | - | (5 | ) | 9/30/2021 | 0.00% | |||||||||||
Insight Global LLC | TL 1L 09/21 | 5,387,783 | 5,344,378 | 5,318,820 | 9/22/2021 | 0.99% | ||||||||||||
Insight Global LLC | TL 1L 02/22 | 1,042,940 | 1,038,461 | 1,029,591 | 2/28/2022 | 0.19% | ||||||||||||
Integrity Marketing Group LLC | TL 1L DD 06/22 | 5,573,239 | 4,465,047 | 4,518,163 | 6/21/2022 | 0.84% | ||||||||||||
Integrity Marketing Group LLC | TL 1L DD 12/21 | 2,930,839 | 2,900,585 | 2,911,496 | 12/3/2021 | 0.54% | ||||||||||||
Magna Legal Services LLC | TL 1L DD 11/22 | 64,660 | - | (162 | ) | 11/22/2022 | 0.00% | |||||||||||
Magna Legal Services LLC | TL 1L 11/22 | 231,690 | 228,311 | 231,111 | 11/22/2022 | 0.04% | ||||||||||||
Med-Metrix | TL 1L 09/21 | 1,254,740 | 1,245,079 | 1,267,288 | 9/15/2021 | 0.24% | ||||||||||||
Med-Metrix | TL 1L DD 09/21 | 634,359 | 121,225 | 132,453 | 9/15/2021 | 0.02% | ||||||||||||
Novotech Pty Ltd | TL 1L DD 01/22 | 266,244 | - | (5,591 | ) | 1/14/2022 | 0.00% | |||||||||||
Novotech Pty Ltd | TL 1L B1 01/22 | 1,579,895 | 1,118,874 | 1,086,031 | 1/14/2022 | 0.20% | ||||||||||||
Novotech Pty Ltd | TL 1L B2 01/22 | 1,144,851 | 1,123,597 | 1,120,809 | 1/14/2022 | 0.21% | ||||||||||||
NPD Group Inc/The | TL 1L 08/22 | 960,340 | 960,340 | 979,547 | 8/1/2022 | 0.18% | ||||||||||||
Opendoor Labs Inc | TL 2L DD 10/21 | 4,886,391 | 4,886,391 | 4,588,322 | 10/1/2021 | 0.85% | ||||||||||||
Oxford Global Resources LLC | TL 1L DD 08/21 | 257,645 | 115,021 | 116,301 | 8/17/2021 | 0.02% | ||||||||||||
Oxford Global Resources LLC | TL 1L 08/21 | 1,475,662 | 1,464,495 | 1,471,825 | 8/17/2021 | 0.27% | ||||||||||||
Oxford Global Resources LLC | TL 1L 06/22 | 6,610,887 | 6,552,801 | 6,593,699 | 6/17/2022 | 1.22% | ||||||||||||
Parts Town LLC | TL 1L B 11/21 | 920,208 | 920,208 | 897,295 | 3/31/2022 | 0.17% | ||||||||||||
Parts Town LLC | TL 1L DD 11/21 | 1,284,596 | 1,273,980 | 1,252,610 | 11/10/2021 | 0.23% | ||||||||||||
Parts Town LLC | TL 1L 11/21 | 838,073 | 831,146 | 817,205 | 11/10/2021 | 0.15% | ||||||||||||
PartsSource Inc | TL 1L 10/21 | 1,322,260 | 1,310,186 | 1,286,956 | 10/18/2021 | 0.24% | ||||||||||||
PartsSource Inc | TL 1L DD 08/21 | 464,562 | - | (12,404 | ) | 10/18/2021 | 0.00% | |||||||||||
Pretium Partners LLC P2 | TL 1L 12/21 | 3,270,612 | 3,214,423 | 3,205,200 | 12/16/2021 | 0.60% | ||||||||||||
Radwell International LLC/PA | TL 1L 04/22 | 24,298 | 24,298 | 24,198 | 8/16/2022 | 0.00% | ||||||||||||
Radwell International LLC/PA | TL 1L 12/22 | 908,726 | 908,726 | 916,178 | 12/1/2022 | 0.17% | ||||||||||||
SAMBA Safety Inc | TL 1L 09/21 | 569,876 | 565,524 | 567,482 | 9/1/2021 | 0.11% | ||||||||||||
SavATree LLC | TL 1L 10/21 | 915,871 | 910,964 | 906,897 | 7/14/2022 | 0.17% | ||||||||||||
SavATree LLC | TL 1L DD 10/21 | 81,228 | 5,693 | 5,393 | 10/12/2021 | 0.00% | ||||||||||||
SitusAMC Holdings Corp | TL 1L 12/21 | 2,219,259 | 2,201,179 | 2,160,227 | 12/22/2021 | 0.40% | ||||||||||||
Solina France SASU | TL 1L 10/22 | 500,000 | 485,685 | 493,000 | 10/28/2022 | 0.09% | ||||||||||||
Time Manufacturing Co | TL 1L 12/21 | 594,000 | 659,955 | 610,040 | 12/1/2021 | 0.11% | ||||||||||||
Time Manufacturing Co | TL 1L 12/21 | 921,425 | 904,734 | 870,839 | 12/1/2021 | 0.16% | ||||||||||||
Time Manufacturing Co | TL 1L 06/22 | 372,332 | 392,797 | 382,387 | 6/24/2022 | 0.07% | ||||||||||||
Yak Access LLC | Bridge Loan 1L 11/22 | 1,126,352 | 1,123,175 | 1,115,088 | 10/28/2022 | 0.21% | ||||||||||||
Yak Access LLC | TL 1L B 05/18 | 6,608,816 | 6,306,060 | 2,686,484 | 6/29/2018 | 0.50% | ||||||||||||
Yak Access LLC | Bridge Loan 1L 12/22 | 844,764 | 840,587 | 836,316 | 12/21/2022 | 0.16% | ||||||||||||
Yak Access LLC | Bridge Loan 1L 01/23 | 1,013,810 | 1,005,299 | 1,003,672 | 1/23/2023 | 0.19% | ||||||||||||
Trade Claim | ||||||||||||||||||
Quorum Health Corp | Trade Claim | 212,000 | 90,722 | 23,426 | 6/1/2018 | 0.00% | ||||||||||||
Total | $ | 128,490,113 | $ | 121,430,180 | ||||||||||||||