KKR Credit Opportunities Portfolio NPORT-P KKR Credit Opportunities Portfolio (Jul 2024 report)

 

Credit Opportunities Portfolio   July 31, 2024

Schedule of Investments (Unaudited)
(Stated in United States Dollars, unless otherwise noted)
(in thousands, except share data)
Issuer	Asset	Reference Rate & Spread	Maturity Date	Currency	Par		Fair Value	Footnotes
Leveraged Loans - 62.27%
Aerospace & Defense - 0.75%
Altitude II IRL WH Borrower DAC	Revolver 1L 05/23	SOFR + 10.00%	1/12/2030	USD	41	$	20	(b) (g)
Amentum Services Inc	TL 2L B 12/21	SOFR + 7.50%	2/15/2030	USD	2,743		2,760
Arcfield Acquisition Corp	Revolver 1L 03/22	SOFR + 6.25%	8/4/2028	USD	144		-	(a) (b) (g)
Arcfield Acquisition Corp	TL 1L 03/22	SOFR + 6.25%	8/3/2029	USD	972		982	(a) (b)
Ultra Electronics Holdings Ltd	TL 1L B 11/21 (USD)	SOFR + 3.75%	8/3/2029	USD	131		128
Ultra Electronics Holdings Ltd	TL 1L B 11/21 EUR	EURIBOR + 3.75%	8/6/2029	EUR	104		112
Vertex Aerospace Services LLC	TL 1L B 12/21	SOFR + 2.75%	12/6/2030	USD	1,524		1,530
Agricultural Products & Services - 0.05%
Bloom Fresh International Limited	TL 1L B1 07/23	SOFR + 5.25%	8/9/2030	USD	275		278	(b)
Bloom Fresh International Limited	TL 1L B2 08/23 (EUR)	EURIBOR + 5.25%	8/9/2030	EUR	61		67	(b)
Air Freight & Logistics - 1.08%
CSafe Global	Revolver 1L 03/24	SOFR + 5.75%	3/8/2029	USD	36		26	(a) (b) (g)
CSafe Global	TL 1L 03/24 (GBP)	SONIA + 5.75%	12/14/2028	GBP	49		63	(a) (b)
CSafe Global	TL 1L 03/24 Incremental	SOFR + 5.75%	12/14/2028	USD	349		352	(a) (b)
CSafe Global	TL 1L DD 03/24	SOFR + 5.75%	12/14/2028	USD	15		8	(a) (b) (g)
Envirotainer Ltd	TL 1L B1 07/22 EUR	EURIBOR + 5.75%	7/30/2029	EUR	4,740		5,117	(a) (b)
Envirotainer Ltd	TL 1L B2 07/22 (USD)	SOFR + 5.75%	7/30/2029	USD	2,412		2,405	(a) (b)
Envirotainer Ltd	TL 1L DD 07/22 EUR	EURIBOR + 5.75%	7/30/2029	EUR	865		(3)	(a) (b) (g)
Alternative Carriers - 1.44%
Level 3 Financing Inc	TL 1L B1 03/24 (2029 Maturity)	SOFR + 6.56%	4/15/2029	USD	4,385		4,356
Level 3 Financing Inc	TL 1L B2 03/24 (2030 Maturity)	SOFR + 6.56%	4/15/2030	USD	6,309		6,246
Apparel, Accessories & Luxury Goods - 2.77%
Varsity Brands LLC	TL 1L 02/23	SOFR + 5.00%	12/15/2026	USD	19,388		20,368
Application Software - 4.75%
Avetta LLC	Revolver 1L 07/24 (Multicurrency)	SOFR + 4.50%	7/26/2030	USD	5		-	(a) (b) (d) (g)
Avetta LLC	Revolver 1L 07/24 (USD)	SOFR + 4.50%	7/26/2030	USD	11		-	(a) (b) (g)
Avetta LLC	TL 1L 07/24	SOFR + 4.50%	7/28/2031	USD	94		93	(a) (b) (d)
Avetta LLC	TL 1L DD 07/24	SOFR + 4.50%	7/28/2031	USD	23		-	(a) (b) (d) (g)
Follett Software Co	Revolver 1L 08/21	SOFR + 5.00%	8/31/2027	USD	136		-	(a) (b) (g)
Follett Software Co	TL 1L 08/21	SOFR + 5.00%	8/31/2028	USD	1,511		1,511	(a) (b)
Granicus Inc	Revolver 1L 01/24	SOFR + 5.25%	1/17/2031	USD	23		2	(a) (b) (g)
Granicus Inc	TL 1L 01/24 (Unitranche)	2.25% PIK, SOFR + 3.50%	1/17/2031	USD	164		165	(a) (b) (d)
Granicus Inc	TL 1L DD 01/24	2.25% PIK, SOFR + 3.50%	1/17/2031	USD	24		-	(a) (b) (d) (g)
Med-Metrix	Revolver 1L 09/21	SOFR + 5.50%	9/15/2027	USD	159		-	(a) (b) (g)
Med-Metrix	TL 1L 09/21	SOFR + 5.50%	9/15/2027	USD	1,236		1,236	(a) (b)
Med-Metrix	TL 1L DD 09/21	SOFR + 5.50%	9/15/2027	USD	629		629	(a) (b)
Personify Health Inc	TL 1L 11/23 PIK	3.00% PIK, SOFR + 3.25%	11/8/2029	USD	217		222	(b) (d)
SAMBA Safety Inc	Revolver 1L 09/21	SOFR + 5.25%	9/1/2027	USD	42		15	(a) (b) (g)
SAMBA Safety Inc	TL 1L 09/21	SOFR + 5.25%	9/1/2027	USD	561		561	(a) (b)
Solera LLC	TL 2L 06/21 (PIK Toggle)	SOFR + 9.00%	6/4/2029	USD	17,315		17,315	(a) (b)
TIBCO Software Inc	TL 1L B 05/24 USD	SOFR + 4.00%	3/30/2029	USD	13,173		13,183
Asset Management & Custody Banks - 0.02%
Rockefeller Capital Management LP	TL 1L 04/24	SOFR + 5.00%	4/4/2031	USD	171		171	(a) (b)
Automotive Parts & Equipment - 2.77%
Innovative XCessories & Services LLC	TL 1L 02/20	SOFR + 4.25%	3/5/2027	USD	11,522		11,296
Parts Authority Inc	TL 1L 10/20	SOFR + 3.75%	10/28/2027	USD	8,176		7,470
Wheel Pros Inc	TL 1L 09/23 (FILO)	SOFR + 8.88%	2/10/2028	USD	902		954	(a) (e)
Wheel Pros Inc	TL 1L 09/23 (NewCo)	SOFR + 4.50%	5/11/2028	USD	1,210		664	(a) (e)
Broadcasting - 2.59%
NEP Broadcasting LLC	TL 1L 12/23 (2020 A&E)	1.50% PIK, SOFR + 8.25%	6/1/2026	USD	152		156	(b) (d)
NEP Broadcasting LLC	TL 1L B 12/23 (2019 A&E EUR)	1.50% PIK, EURIBOR + 3.50%	8/19/2026	EUR	5,037		5,105	(d)
NEP Broadcasting LLC	TL 1L B 12/23 (2019 A&E)	1.50% PIK, SOFR + 3.25%	8/19/2026	USD	1,809		1,713	(d)
NEP Broadcasting LLC	TL 2L 09/18	SOFR + 7.00%	10/19/2026	USD	14,698		12,111
Building Products - 0.27%
DiversiTech Holdings Inc	TL 2L B 12/21	SOFR + 6.75%	12/21/2029	USD	1,945		1,981
Cable & Satellite - 1.34%
Astound Broadband (RCN/Radiate)	TL 1L B 10/21	SOFR + 3.25%	9/25/2026	USD	9,976		8,332
Virgin Media Inc	TL 1L 09/19	SOFR + 2.50%	1/31/2028	USD	1,564		1,510
Cargo Ground Transportation - 0.03%
Lazer Logistics Inc	Revolver 1L 05/23	SOFR + 5.00%	5/4/2029	USD	24		-	(a) (b) (g)
Lazer Logistics Inc	TL 1L 11/23	SOFR + 5.00%	5/6/2030	USD	4		4	(a) (b)
Lazer Logistics Inc	TL 1L B 05/23 (Unitranche)	SOFR + 5.00%	5/6/2030	USD	197		197	(a) (b)
Lazer Logistics Inc	TL 1L DD 05/23	SOFR + 5.00%	5/6/2030	USD	30		30	(a) (b)
Lazer Logistics Inc	TL 1L DD 11/23	SOFR + 5.00%	5/6/2030	USD	18		7	(a) (b) (g)
Casinos & Gaming - 0.09%
Entain PLC	TL 1L B 04/24	SOFR + 2.75%	10/31/2029	USD	632		633
Commercial Printing - 1.03%
Multi-Color Corp	TL 1L B 10/21 EUR	EURIBOR + 5.00%	10/29/2028	EUR	7,373		7,553
Commodity Chemicals - 2.30%
Plaskolite, LLC	TL 1L 04/21	SOFR + 4.00%	12/15/2025	USD	17,397		16,922
Construction & Engineering - 0.49%
Brand Energy & Infrastructure Services Inc	TL 1L B 04/24	SOFR + 4.50%	8/1/2030	USD	3,328		3,336
Woolpert Inc	Revolver 1L 05/24	SOFR + 5.00%	4/5/2029	USD	39		8	(a) (b) (g)
Woolpert Inc	TL 1L 05/24	SOFR + 5.00%	4/5/2030	USD	249		248	(a) (b)
Woolpert Inc	TL 1L DD 05/24	SOFR + 5.00%	4/5/2030	USD	78		-	(a) (b) (g)
Construction Machinery & Heavy Transportation Equipment - 0.91%
Accuride Corp	TL 1L 06/24	SOFR + 8.00%	9/30/2024	USD	1,355		1,290	(a) (b) (d)
Accuride Corp	TL 1L B 07/23	1.62% PIK, SOFR + 5.25%	5/18/2026	USD	7,714		5,276	(a) (d) (e)
Shaw Development LLC	TL 1L 10/23	SOFR + 6.00%	10/30/2029	USD	148		148	(a) (b)
Shaw Development LLC	TL 1L DD 10/23	SOFR + 6.00%	10/30/2029	USD	18		-	(a) (b) (g)
Data Processing & Outsourced Services - 2.10%
Encora Digital LLC	TL 1L 12/21 (PIK)	9.75% PIK	12/13/2029	USD	558		543	(a) (b) (d)
West Corp	TL 1L B3 01/23	SOFR + 4.00%	4/10/2027	USD	15,333		14,897
Diversified Chemicals - 0.07%
Trinseo Materials Operating SCA / Trinseo Materials Finance Inc	Revolver 1L 07/24 (ABL)	SOFR + 4.75%	1/18/2028	USD	732		488	(b) (g)
Diversified Metals & Mining - 0.02%
Foresight Energy LLC	TL 1L A 06/20 (Exit)	SOFR + 8.00%	6/30/2027	USD	120		120	(a) (b)
Diversified Support Services - 1.29%
Apex Service Partners LLC	Revolver 1L 10/23	SOFR + 6.50%	10/24/2029	USD	26		9	(a) (b) (g)
Apex Service Partners LLC	TL 1L 10/23	2.00% PIK, SOFR + 5.00%	10/24/2030	USD	301		304	(a) (b) (d)
Apex Service Partners LLC	TL 1L DD 10/23	2.00% PIK, SOFR + 5.00%	10/24/2030	USD	78		70	(a) (b) (d) (g)
Apex Service Partners LLC	TL Unsec 10/23 PIK (Holdco)	14.25% PIK	4/23/2031	USD	71		70	(a) (b) (d)
Apex Service Partners LLC	TL Unsec DD 10/23 PIK (HoldCo)	14.25% PIK	4/23/2031	USD	35		34	(a) (b) (d)
Integrated Power Services LLC	TL 2L 02/24	SOFR + 7.50%	11/22/2029	USD	483		474	(a) (b)
Magna Legal Services LLC	Revolver 1L 11/22	SOFR + 6.50%	11/22/2028	USD	27		-	(a) (b) (g)
Magna Legal Services LLC	TL 1L 11/22	SOFR + 6.50%	11/22/2029	USD	228		233	(a) (b)
Magna Legal Services LLC	TL 1L DD 11/22	SOFR + 6.50%	11/22/2029	USD	64		65	(a) (b)
Magna Legal Services LLC	TL 1L DD 12/23	SOFR + 6.00%	11/21/2029	USD	13		4	(a) (b) (g)
Trescal SA	TL 1L B1 05/23 (Unitranche)	EURIBOR + 5.50%	4/29/2030	EUR	197		209	(a) (b)
Trescal SA	TL 1L B2 04/23	SOFR + 5.50%	4/29/2030	USD	216		211	(a) (b)
Trescal SA	TL 1L DD 05/23	EURIBOR + 5.50%	4/29/2030	EUR	114		99	(a) (b) (g)
USIC Holdings Inc	TL 2L 05/21	SOFR + 6.50%	5/14/2029	USD	7,979		7,686	(a)
Education Services - 0.02%
Cadence Education LLC	Revolver 1L 05/24	SOFR + 5.00%	5/1/2030	USD	18		-	(a) (b) (g)
Cadence Education LLC	TL 1L 05/24 (Unitranche)	SOFR + 5.00%	5/1/2031	USD	115		115	(a) (b)
Cadence Education LLC	TL 1L DD 05/24	SOFR + 5.00%	5/1/2031	USD	30		-	(a) (b) (g)
Electrical Components & Equipment - 0.06%
Clarience Technologies LLC	Revolver 1L 02/24	SOFR + 5.75%	2/13/2030	USD	45		-	(a) (b) (g)
Clarience Technologies LLC	TL 1L 02/24	SOFR + 5.75%	2/13/2031	USD	418		418	(a) (b)
Clarience Technologies LLC	TL 1L DD 02/24	SOFR + 5.75%	2/13/2031	USD	45		-	(a) (b) (g)
Electronic Components - 0.30%
CommScope Inc	TL 1L B2 01/19	SOFR + 3.25%	4/6/2026	USD	2,376		2,231
Electronic Equipment & Instruments - 0.56%
Excelitas Technologies Corp	Revolver 1L 08/22	SOFR + 5.25%	8/12/2028	USD	352		-	(a) (b) (g)
Excelitas Technologies Corp	TL 1L 08/22	SOFR + 5.25%	8/12/2029	USD	3,442		3,448	(a) (b)
Excelitas Technologies Corp	TL 1L 08/22 EUR	EURIBOR + 5.25%	8/12/2029	EUR	594		644	(a) (b)
Excelitas Technologies Corp	TL 1L DD 08/22	SOFR + 5.25%	8/12/2029	USD	117		-	(a) (b) (g)
Environmental & Facilities Services - 1.80%
48Forty Solutions LLC	Revolver 1L 03/22 (Minority Sale)	SOFR + 6.00%	11/30/2026	USD	610		462	(a) (b) (g)
48Forty Solutions LLC	TL 1L 02/22	SOFR + 6.00%	11/30/2026	USD	4,455		4,130	(a) (b)
48Forty Solutions LLC	TL 1L 03/22 (Minority Sale)	SOFR + 6.00%	11/30/2026	USD	3,109		2,882	(a) (b)
Brock Group LLC/The	TL 1L B 04/24	SOFR + 6.00%	5/2/2030	USD	5,534		5,583
Heritage Environmental Services Inc	Revolver 1L 01/24	SOFR + 5.50%	1/31/2030	USD	23		-	(a) (b) (g)
Heritage Environmental Services Inc	TL 1L 01/24	SOFR + 5.50%	1/31/2031	USD	167		170	(a) (b)
Food Distributors - 0.12%
Lipari Foods LLC	TL 1L 10/22	SOFR + 6.50%	10/31/2028	USD	761		751	(b)
Lipari Foods LLC	TL 1L DD 10/22	SOFR + 6.50%	10/31/2028	USD	219		95	(b) (g)
Health Care Equipment - 3.45%
Drive DeVilbiss Healthcare LLC	TL 1L 03/21	4.00% PIK, SOFR + 5.50%	6/1/2026	USD	20,837		20,537	(d)
Drive DeVilbiss Healthcare LLC	TL 1L 09/22 (PIK)	9.00% PIK, SOFR + 1.00%	6/1/2026	USD	2,995		3,048	(b) (d)
PartsSource Inc	Revolver 1L 10/21	SOFR + 5.75%	8/21/2026	USD	87		58	(a) (b) (g)
PartsSource Inc	TL 1L 10/21	SOFR + 5.75%	8/23/2028	USD	1,302		1,302	(a) (b)
PartsSource Inc	TL 1L DD 08/21	SOFR + 5.75%	8/23/2028	USD	96		96	(a) (b)
PartsSource Inc	TL 1L DD 10/23	SOFR + 5.75%	8/23/2028	USD	368		64	(a) (b) (g)
Zeus Industrial Products Inc	Revolver 1L 02/24	SOFR + 5.50%	2/28/2030	USD	36		-	(a) (b) (g)
Zeus Industrial Products Inc	TL 1L 02/24	SOFR + 5.50%	2/28/2031	USD	261		261	(a) (b)
Zeus Industrial Products Inc	TL 1L DD 02/24	SOFR + 5.50%	2/28/2031	USD	48		-	(a) (b) (g)
Health Care Facilities - 1.51%
Lakefield Veterinary Group	TL 1L 11/21	SOFR + 5.25%	11/23/2028	USD	1,494		1,494	(b)
Lakefield Veterinary Group	TL 1L DD 11/21	SOFR + 5.25%	11/23/2028	USD	525		525	(b)
ScionHealth	TL 1L B 12/21	SOFR + 5.25%	12/23/2028	USD	2,397		1,150
VetCor Professional Practices LLC	Revolver 1L 08/22	SOFR + 5.75%	8/31/2029	USD	573		-	(b) (g)
VetCor Professional Practices LLC	TL 1L B 08/22	SOFR + 5.75%	8/31/2029	USD	7,927		7,927	(b)
Health Care Services - 1.16%
Affordable Care Inc	Revolver 1L 08/21	SOFR + 5.50%	8/2/2027	USD	177		44	(a) (b) (g)
Affordable Care Inc	TL 1L 08/21	SOFR + 5.50%	8/2/2028	USD	1,572		1,572	(a) (b)
Affordable Care Inc	TL 1L DD 08/21	SOFR + 5.50%	8/2/2028	USD	283		283	(a) (b)
Affordable Care Inc	TL 1L DD 08/23	SOFR + 5.50%	8/2/2028	USD	313		306	(a) (b) (g)
American Vision Partners	Revolver 1L 09/21	SOFR + 6.00%	9/30/2026	USD	158		66	(a) (b) (g)
American Vision Partners	TL 1L 09/21	SOFR + 6.00%	9/30/2027	USD	1,876		1,836	(a) (b)
American Vision Partners	TL 1L DD 09/21	SOFR + 6.00%	9/30/2027	USD	775		758	(a) (b)
Amerivet Partners Management Inc	Revolver 1L 02/22	SOFR + 5.25%	2/25/2028	USD	197		-	(a) (b) (g)
Amerivet Partners Management Inc	TL 1L 02/22	SOFR + 5.25%	2/25/2028	USD	1,146		1,146	(a) (b)
Amerivet Partners Management Inc	TL 1L DD 02/22	SOFR + 5.25%	2/25/2028	USD	70		70	(a) (b)
Amerivet Partners Management Inc	TL 1L DD 11/22	SOFR + 5.25%	2/25/2028	USD	531		531	(a) (b)
CHG Healthcare Services Inc	TL 1L 09/21	SOFR + 3.25%	9/29/2028	USD	1,491		1,495
Dental365 LLC	Revolver 1L 05/24	SOFR + 5.75%	5/5/2028	USD	32		-	(a) (b) (g)
Dental365 LLC	TL 1L 05/24	SOFR + 5.25%	8/5/2028	USD	88		87	(a) (b)
Dental365 LLC	TL 1L DD 05/24	SOFR + 5.75%	8/5/2028	USD	86		9	(a) (b) (g)
Dental365 LLC	TL 1L DD 05/24 (2021 and 2023)	SOFR + 5.25%	8/5/2028	USD	48		47	(a) (b)
MB2 Dental Solutions LLC	Revolver 1L 02/24	SOFR + 6.00%	2/13/2031	USD	21		10	(a) (b) (g)
MB2 Dental Solutions LLC	TL 1L 02/24 (Unitranche)	SOFR + 6.00%	2/13/2031	USD	305		306	(a) (b)
MB2 Dental Solutions LLC	TL 1L DD 1 02/24	SOFR + 6.00%	2/13/2031	USD	106		-	(a) (b) (g)
MB2 Dental Solutions LLC	TL 1L DD 2 02/24	SOFR + 6.00%	2/13/2031	USD	64		-	(a) (b) (g)
Health Care Technology - 0.05%
athenahealth Inc	TL 1L 01/22	SOFR + 3.25%	2/15/2029	USD	328		328
Hotels, Resorts & Cruise Lines - 0.43%
Highgate Hotels Inc	Revolver 1L 11/23	SOFR + 5.50%	11/5/2029	USD	13		4	(a) (b) (g)
Highgate Hotels Inc	TL 1L 11/23	SOFR + 5.50%	11/5/2029	USD	106		108	(a) (b)
Playa Resorts Holding BV	TL 1L B 11/22	SOFR + 2.75%	1/5/2029	USD	2,141		2,144
Travel + Leisure Co	TL 1L B1 12/23	SOFR + 3.25%	12/14/2029	USD	875		879
Human Resource & Employment Services - 2.17%
Insight Global LLC	Revolver 1L 09/21	SOFR + 6.00%	9/22/2027	USD	428		24	(a) (b) (g)
Insight Global LLC	TL 1L 02/22	SOFR + 6.00%	9/22/2028	USD	1,027		1,027	(a) (b)
Insight Global LLC	TL 1L 09/21	SOFR + 6.00%	9/22/2028	USD	5,306		5,306	(a) (b)
Oxford Global Resources LLC	Revolver 1L 08/21	SOFR + 6.00%	8/17/2027	USD	129		-	(a) (b) (g)
Oxford Global Resources LLC	TL 1L 06/22 (Add-On)	SOFR + 6.00%	8/17/2027	USD	6,511		6,576	(a) (b)
Oxford Global Resources LLC	TL 1L 08/21	SOFR + 6.00%	8/17/2027	USD	1,453		1,468	(a) (b)
Oxford Global Resources LLC	TL 1L DD 08/21	SOFR + 6.00%	8/17/2027	USD	121		123	(a) (b)
SIRVA Worldwide Inc	TL 1L 03/24	SOFR + 8.00%	3/6/2026	USD	129		123	(a) (b)
SIRVA Worldwide Inc	TL 1L 07/18	SOFR + 5.50%	8/4/2025	USD	1,644		1,188	(a)
SIRVA Worldwide Inc	TL 1L DD 03/24	SOFR + 8.00%	3/6/2026	USD	134		128	(a) (b)
SIRVA Worldwide Inc	TL 2L 07/18	9.50% PIK	8/3/2026	USD	64		33	(a) (d) (e)
Industrial Machinery & Supplies & Components - 0.48%
Consilium Safety Group AB	TL 1L B 04/24 EUR (Antin Tree)	EURIBOR + 6.00%	4/7/2031	EUR	223		239	(b)
Consilium Safety Group AB	TL 1L B 04/24 USD (Unitranche)	SOFR + 6.00%	4/7/2031	USD	108		107	(b)
Consilium Safety Group AB	TL 1L DD 04/24 EUR (CAR Facility)	EURIBOR + 6.00%	4/7/2031	EUR	65		(1)	(b) (g)
Engineered Machinery Holdings Inc	TL 2L 08/21	SOFR + 6.00%	5/21/2029	USD	298		298
ProMach Group Inc	TL 1L B 08/21	SOFR + 3.50%	8/31/2028	USD	900		903
Time Manufacturing Co	Revolver 1L 12/21	SOFR + 6.50%	12/1/2027	USD	154		142	(a) (b)
Time Manufacturing Co	TL 1L 06/22 EUR (Add-on)	EURIBOR + 6.50%	12/1/2027	EUR	370		372	(a) (b)
Time Manufacturing Co	TL 1L 12/21	SOFR + 6.50%	12/1/2027	USD	917		850	(a) (b)
Time Manufacturing Co	TL 1L 12/21 (EUR)	EURIBOR + 6.50%	12/1/2027	EUR	591		593	(a) (b)
Insurance Brokers - 3.26%
Alera Group Intermediate Holdings Inc	TL 1L 09/21	SOFR + 5.25%	10/2/2028	USD	645		648	(a) (b)
Alera Group Intermediate Holdings Inc	TL 1L DD 09/21	SOFR + 5.25%	10/2/2028	USD	183		184	(a) (b)
Alera Group Intermediate Holdings Inc	TL 1L DD 12/21	SOFR + 5.25%	10/2/2028	USD	530		533	(a) (b)
Ardonagh Group Ltd/The	TL 1L B1 02/24 (USD)	SOFR + 4.75%	2/17/2031	USD	171		175	(b)
Ardonagh Group Ltd/The	TL 1L DD B2 02/24	SOFR + 4.75%	2/17/2031	USD	25		-	(b) (g)
CFC Underwriting Ltd	TL 1L B 05/22	SOFR + 4.95%	5/16/2029	USD	5,343		5,343	(a) (b)
CFC Underwriting Ltd	TL 1L DD 05/22 (GBP)	SONIA + 4.95%	5/16/2029	GBP	631		-	(a) (b) (g)
DOXA Insurance Holdings LLC	Revolver 1L 12/23	SOFR + 5.50%	12/20/2029	USD	10		-	(a) (b) (g)
DOXA Insurance Holdings LLC	TL 1L 12/23	SOFR + 5.50%	12/20/2030	USD	48		49	(a) (b)
DOXA Insurance Holdings LLC	TL 1L DD 12/23	SOFR + 5.50%	12/20/2030	USD	46		37	(a) (b) (g)
Foundation Risk Partners Corp	Revolver 1L 10/21	SOFR + 5.25%	10/29/2029	USD	142		-	(a) (b) (g)
Foundation Risk Partners Corp	TL 1L 03/22 (Add-on)	SOFR + 5.25%	10/29/2030	USD	821		821	(a) (b)
Foundation Risk Partners Corp	TL 1L 10/21	SOFR + 5.25%	10/29/2030	USD	1,312		1,312	(a) (b)
Foundation Risk Partners Corp	TL 1L DD 03/22 (Add-on)	SOFR + 5.25%	10/29/2030	USD	3,319		3,319	(a) (b)
Foundation Risk Partners Corp	TL 1L DD 10/21	SOFR + 5.25%	10/29/2030	USD	285		285	(a) (b)
Galway Partners Holdings LLC	Revolver 1L 09/21	SOFR + 5.25%	9/30/2027	USD	205		28	(a) (b) (g)
Galway Partners Holdings LLC	TL 1L 09/21	SOFR + 5.25%	9/29/2028	USD	2,864		2,864	(a) (b)
Integrity Marketing Group LLC	TL 1L DD 08/23 (987mm)	SOFR + 6.02%	8/27/2026	USD	2,887		2,887	(a) (b)
Integrity Marketing Group LLC	TL 1L DD 08/23 (992mm)	SOFR + 6.02%	8/27/2026	USD	5,492		5,492	(a) (b)
IT Consulting & Other Services - 2.87%
3Pillar Global Inc	Revolver 1L 11/21	SOFR + 6.00%	11/23/2026	USD	186		40	(a) (b) (g)
3Pillar Global Inc	TL 1L 11/21	SOFR + 6.00%	11/23/2027	USD	1,907		1,902	(a) (b)
3Pillar Global Inc	TL 1L DD 11/21	SOFR + 6.00%	11/23/2027	USD	614		612	(a) (b)
PSAV Inc (aka Encore)	TL 1L B1 12/20	0.25% PIK, SOFR + 3.00%	3/3/2025	USD	10,164		10,138	(d)
PSAV Inc (aka Encore)	TL 1L B3 12/20	10.00% PIK, 5.00%	10/15/2026	USD	728		747	(d)
PSAV Inc (aka Encore)	TL 2L 02/18	SOFR + 7.25%	9/1/2025	USD	7,629		7,654
Leisure Facilities - 4.58%
Aimbridge Acquisition Co Inc	TL 1L B 09/20	SOFR + 4.75%	2/2/2026	USD	3,788		3,748
Aimbridge Acquisition Co Inc	TL 1L B 10/19	SOFR + 3.75%	2/2/2026	USD	15,267		14,960
ClubCorp Club Operations Inc	TL 1L 10/23	SOFR + 5.00%	9/18/2026	USD	14,907		15,023
Leisure Products - 0.09%
Topgolf Callaway Brands Corp	TL 1L B 03/23	SOFR + 3.00%	3/15/2030	USD	672		676
Oil & Gas Equipment & Services - 0.29%
WaterBridge NDB Operating LLC	TL 1L B 04/24	SOFR + 4.50%	5/10/2029	USD	2,094		2,103
Oil & Gas Storage & Transportation - 1.8%
Brazos Midstream Holdings LLC	TL 1L B 04/24	SOFR + 3.50%	2/11/2030	USD	502		505
NGL Energy Partners LP / NGL Energy Finance Corp	TL 1L B 01/24	SOFR + 4.50%	2/3/2031	USD	3,123		3,125
NGL Energy Partners LP / NGL Energy Finance Corp	TL 1L B 07/24	SOFR + 4.00%	2/2/2031	USD	1,634		1,635
Oryx Midstream Services LLC	TL 1L B 01/24	SOFR + 3.00%	10/5/2028	USD	2,773		2,787
UGI Energy Services LLC	TL 1L B 06/24	SOFR + 2.50%	2/22/2030	USD	1,537		1,543
WaterBridge Midstream Operating LLC	TL 1L B 06/24	SOFR + 4.75%	6/27/2029	USD	3,650		3,641
Other Specialized REITs - 0.51%
Pretium Partners LLC P1	P1 Mezz TL Unsec 08/19	8.00% PIK	10/22/2026	USD	519		522	(a) (b) (d)
Pretium Partners LLC P2	TL 1L 12/21	11.00%	12/16/2029	USD	3,271		3,205	(a) (b)
Packaged Foods & Meats - 0.05%
NovaTaste Austria GmbH	TL 1L B 05/23 EUR	EURIBOR + 5.50%	4/5/2030	EUR	372		401	(b)
NovaTaste Austria GmbH	TL 1L DD CAR 05/23	EURIBOR + 5.50%	4/5/2030	EUR	116		(1)	(b) (g)
Paper & Plastic Packaging Products & Materials - 0.09%
Pretium Packaging LLC	TL 1L A 10/23 (Super Priority)	2.50% PIK, SOFR + 2.50%	10/2/2028	USD	51		52	(d)
Pretium Packaging LLC	TL 1L A1 10/23	2.30% PIK, SOFR + 2.30%	10/2/2028	USD	61		51	(d)
Pretium Packaging LLC	TL 2L 09/21	SOFR + 6.75%	10/1/2029	USD	810		543	(b)
Pharmaceuticals - 0.35%
Arrotex Australia Group Pty Ltd	TL 1L B1 06/23	BBSY + 6.75%	6/30/2028	AUD	588		387	(b)
Arrotex Australia Group Pty Ltd	TL 1L B2 06/23	BBSY + 6.75%	6/30/2028	AUD	149		98	(b)
Dechra Pharmaceuticals Ltd	TL 1L B1 01/24 USD	SOFR + 6.25%	1/24/2031	USD	191		191	(a) (b)
Dechra Pharmaceuticals Ltd	TL 1L B2 01/24 EUR	EURIBOR + 6.25%	1/24/2031	EUR	173		188	(a) (b)
Dechra Pharmaceuticals Ltd	TL 1L DD 01/24 EUR	EURIBOR + 6.25%	1/24/2031	EUR	42		-	(a) (b) (g)
Dechra Pharmaceuticals Ltd	TL 1L DD 01/24 USD	SOFR + 6.25%	1/24/2031	USD	46		-	(a) (b) (g)
iNova Pharmaceuticals (Australia) Pty Limited	TL 1L B 10/22	BBSY + 6.50%	10/30/2028	AUD	1,318		865	(b)
iNova Pharmaceuticals (Australia) Pty Limited	TL 1L DD - C 10/22	BBSY + 6.50%	10/30/2028	AUD	134		23	(b) (g)
Laboratoires Vivacy SAS	TL 1L B 03/23	EURIBOR + 6.75%	3/20/2030	EUR	781		837	(a) (b)
Laboratoires Vivacy SAS	TL 1L DD 03/23	EURIBOR + 6.75%	3/20/2030	EUR	63		10	(a) (b) (g)
Property & Casualty Insurance - 0.88%
Alacrity Solutions Group LLC	Revolver 1L 12/21	SOFR + 5.25%	12/22/2027	USD	505		490	(b)
Alacrity Solutions Group LLC	TL 1L 12/21	SOFR + 5.25%	12/22/2028	USD	5,471		5,300	(b)
Alacrity Solutions Group LLC	TL 1L DD 06/22	SOFR + 5.25%	12/22/2028	USD	668		647	(b)
Publishing - 0.15%
Emerald Expositions Holding Inc	TL 1L B 05/17	SOFR + 5.00%	5/22/2026	USD	1,119		1,128
Real Estate Operating Companies - 0.20%
Opendoor Labs Inc	TL 2L DD 10/21	10.00%	4/1/2026	USD	1,466		1,437	(a) (b)
Real Estate Services - 0.16%
SitusAMC Holdings Corp	TL 1L 12/21	SOFR + 5.50%	12/22/2027	USD	1,176		1,176	(a) (b)
Renewable Electricity - 0.77%
WIN Waste Innovations	TL 1L B 03/21	SOFR + 2.75%	3/24/2028	USD	6,016		5,627
Research & Consulting Services - 1.80%
BDO USA PA	TL 1L 08/23	SOFR + 6.00%	8/31/2028	USD	146		147	(a) (b)
Element Materials Technology Group US Holdings Inc	TL 1L B 03/22 EUR	EURIBOR + 4.25%	7/6/2029	EUR	51		56
Element Materials Technology Group US Holdings Inc	TL 1L B 04/22	SOFR + 4.25%	7/6/2029	USD	165		166
Element Materials Technology Group US Holdings Inc	TL Unsec DD 07/22 (PIK)	8.50% PIK	7/9/2031	USD	6,912		7,002	(b) (d)
HKA	TL 1L B 08/22	SOFR + 5.75%	8/9/2029	USD	4,176		4,120	(b)
HKA	TL 1L DD (CAR) 08/22	SOFR + 5.75%	8/9/2029	USD	1,319		1,301	(b)
KBR Inc	TL 1L 01/24	SOFR + 2.25%	1/17/2031	USD	414		415
Single-Family Residential REITs - 1.00%
Avenue One PropCo	TL Unsec DD 03/24 (Aggregator 40 Act)	7.00% PIK	3/15/2034	USD	7,359		7,359	(a) (b) (d)
Specialized Consumer Services - 0.19%
Circana Group (f.k.a. NPD Group)	Revolver 1L 04/24	SOFR + 5.00%	12/21/2027	USD	51		30	(a) (b) (g)
Circana Group (f.k.a. NPD Group)	TL 1L 04/24 (Reprice)	SOFR + 5.00%	12/21/2028	USD	983		993	(a) (b)
Spotless Brands LLC	TL 1L 02/23	SOFR + 6.50%	7/25/2028	USD	154		156	(a) (b)
Spotless Brands LLC	TL 1L DD 02/23	SOFR + 6.75%	7/25/2028	USD	234		238	(a) (b)
Specialized Finance - 0.13%
Alter Domus Sarl	TL 1L B 05/24	SOFR + 3.50%	7/17/2031	USD	828		832
Alter Domus Sarl	TL 1L DD 05/24	SOFR + 3.50%	5/14/2031	USD	61		-	(g)
BHG FUNDING 05 LLC	TL 1L DD 11/22	Variable	11/8/2027	USD	110		109	(b) (h)
Specialty Chemicals - 3.95%
Aruba Investments Inc	TL 2L 10/20	SOFR + 7.75%	11/24/2028	USD	363		350
Champion/DSM engg	TL 1L B1 03/23	EURIBOR + 5.50%	3/29/2030	EUR	1,840		1,929
Champion/DSM engg	TL 1L B1 03/23 (USD)	SOFR + 5.50%	3/29/2030	USD	10,400		9,792
Flint Group GmbH	TL 1L 09/23 PIK (HoldCo)	6.90% PIK, SOFR + 0.10%	12/30/2027	USD	372		332	(d)
Flint Group GmbH	TL 1L 09/23 PIK (HoldCo) EUR	6.90% PIK, EURIBOR + 0.10%	12/30/2027	EUR	1,268		1,225	(d)
Flint Group GmbH	TL 2L B 09/23 PIK (HoldCo)	6.90% PIK, SOFR + 0.10%	12/30/2027	USD	497		98	(d)
Flint Group GmbH	TL 2L B 09/23 PIK (HoldCo) EUR	6.90% PIK, EURIBOR + 0.10%	12/30/2027	EUR	1,691		357	(d)
Vantage Specialty Chemicals Inc	TL 1L B 02/23	SOFR + 4.75%	10/26/2026	USD	14,962		14,971
Systems Software - 0.34%
Aareon AG	TL 1L 05/24 (Additional Facility)	EURIBOR + 6.25%	8/19/2030	EUR	35		38	(a) (b)
Aareon AG	TL 1L 08/23 Unitranche	EURIBOR + 6.25%	8/19/2030	EUR	297		325	(a) (b)
Aareon AG	TL 1L DD CAR 08/23 EUR	EURIBOR + 6.25%	8/19/2030	EUR	74		81	(a) (b)
Civica Group Ltd	TL 1L 08/23 AUD (Unitranche)	BBSW + 6.00%	8/30/2030	AUD	12		8	(a) (b)
Civica Group Ltd	TL 1L 08/23 GBP (Unitranche)	SONIA + 6.00%	8/30/2030	GBP	222		283	(a) (b)
Civica Group Ltd	TL 1L DD 08/23 GBP	SONIA + 6.00%	8/30/2030	GBP	94		39	(a) (b) (g)
OEConnection LLC	Revolver 1L 04/24	SOFR + 5.25%	4/22/2031	USD	20		-	(a) (b) (g)
OEConnection LLC	TL 1L 04/24	SOFR + 5.25%	4/22/2031	USD	185		185	(a) (b)
OEConnection LLC	TL 1L DD 04/24	SOFR + 5.25%	4/22/2031	USD	32		-	(a) (b) (g)
SolarWinds Holdings Inc	TL 1L B 06/24	SOFR + 2.75%	2/5/2030	USD	1,532		1,540
Trading Companies & Distributors - 0.60%
FleetPride Corporation	TL 2L 01/19	SOFR + 8.75%	12/21/2026	USD	2,735		2,722
Radwell International LLC/PA	Revolver 1L 04/22	SOFR + 5.50%	4/1/2028	USD	68		4	(a) (b) (g)
Radwell International LLC/PA	TL 1L 04/22	SOFR + 5.50%	4/1/2029	USD	24		24	(a) (b)
Radwell International LLC/PA	TL 1L 12/22	SOFR + 5.50%	4/1/2029	USD	895		897	(a) (b)
Univar Inc	TL 1L B 03/24	SOFR + 4.00%	8/1/2030	USD	789		796
TOTAL LEVERAGED LOANS (Amortized cost $461,202)						$	458,210

High Yield Securities - 49.64%
Aerospace & Defense - 0.81%
Amentum Services Inc	7.250% 08/2032		8/1/2032	USD	948	$	969	(f)
Aviation Capital Group LLC	5.500% 12/2024		12/15/2024	USD	485		484	(f)
Ultra Electronics Holdings Ltd	7.25% 01/2030		1/31/2030	USD	2,162		2,136	(a) (b)
Ultra Electronics Holdings Ltd	9.0% PIK 01/2031		1/31/2031	USD	2,439		2,369	(a) (b) (d)
Air Freight & Logistics - 0.16%
SGL International A/S	4.75% 04/2030 FRN EUR		4/22/2030	EUR	1,104		1,207
Alternative Carriers - 3.13%
iliad SA	8.500% 04/2031 (USD)		4/15/2031	USD	3,564		3,715	(f)
Level 3 Financing Inc	11.000% 11/2029		11/15/2029	USD	8,961		9,498	(f)
Level 3 Financing Inc	3.875% 10/2030		10/15/2030	USD	4,275		2,776	(f)
Level 3 Financing Inc	4.000% 04/2031		4/15/2031	USD	4,320		2,765	(f)
Zayo Group LLC	4.000% 03/2027		3/1/2027	USD	5,034		4,287	(f)
Application Software - 1.61%
Cision Ltd	9.500% 02/2028		2/15/2028	USD	10,042		4,786	(f)
Cvent Holding Corp	8.000% 06/2030		6/15/2030	USD	3		3	(f)
Dye & Durham Ltd	8.625% 04/2029		4/15/2029	USD	6,163		6,312	(f)
TeamSystem SpA	3.500% 02/2028		2/15/2028	EUR	746		776	(f)
Asset Management & Custody Banks - 0.29%
Hightower Holding LLC	9.125% 01/2030		1/31/2030	USD	2,087		2,121	(f)
Automotive Parts & Equipment - 1.64%
Clarios Global LP	4.375% 05/2026		5/15/2026	EUR	950		1,028	(f)
Garrett Motion Inc	7.750% 05/2032		5/31/2032	USD	1,851		1,883	(f)
IHO Verwaltungs GmbH	3.750% 09/2026		9/15/2026	EUR	1,001		1,072	(d) (f)
Truck Hero Inc	6.250% 02/2029		2/1/2029	USD	6,000		5,158	(f)
Wheel Pros Inc	6.500% 05/2028		5/11/2028	USD	10,121		2,935	(a) (b) (e) (f)
Automotive Retail - 1.03%
Mavis Discount Tire Inc	6.500% 05/2029		5/15/2029	USD	7,959		7,592	(f)
Biotechnology - 0.01%
Immunocore Holdings PLC	2.500% 02/2030 (Convertible)		2/1/2030	USD	70		62	(f)
Building Products - 7.04%
Acproducts Inc (aka Cabinetworks)	6.375% 05/2029		5/15/2029	USD	17,269		10,404	(f)
Cornerstone (Ply Gem Holdings Inc)	6.125% 01/2029		1/15/2029	USD	14,067		11,604	(f)
LBM Borrower LLC	6.250% 01/2029		1/15/2029	USD	3,055		2,702	(f)
Oldcastle Buildingenvelope Inc	9.500% 04/2030		4/15/2030	USD	17,639		16,528	(f)
PrimeSource Building Products Inc	5.625% 02/2029		2/1/2029	USD	7,169		5,849	(f)
PrimeSource Building Products Inc	6.750% 08/2029		8/1/2029	USD	4,981		4,188	(f)
Specialty Building Products Holdings LLC	6.375% 09/2026		9/30/2026	USD	537		529	(a) (f)
Cable & Satellite - 2.09%
Block Communications Inc	4.875% 03/2028		3/1/2028	USD	6,374		5,829	(f)
Cable One Inc	0.000% 03/2026 (Convertible)		3/15/2026	USD	789		706	(c)
Cable One Inc	4.000% 11/2030		11/15/2030	USD	2,106		1,621	(f)
Cablevision Lightpath LLC	5.625% 09/2028		9/15/2028	USD	811		689	(f)
CSC Holdings LLC (Altice USA)	11.750% 01/2029		1/31/2029	USD	706		639	(f)
CSC Holdings LLC (Altice USA)	4.125% 12/2030		12/1/2030	USD	6,904		4,787	(f)
CSC Holdings LLC (Altice USA)	5.000% 11/2031		11/15/2031	USD	2,754		1,107	(f)
Casinos & Gaming - 0.28%
Allwyn International AS	3.875% 02/2027		2/15/2027	EUR	948		1,015	(f)
Cirsa Funding Luxembourg SA	5.000% 03/2027		3/15/2027	EUR	997		1,068	(f)
Commercial Printing - 1.34%
Multi-Color Corp	10.500% 07/2027		7/15/2027	USD	4,432		4,322	(f)
Multi-Color Corp	6.750% 07/2026		7/15/2026	USD	3,680		3,662	(f)
Multi-Color Corp	8.250% 11/2029		11/1/2029	USD	515		452	(f)
Multi-Color Corp	9.500% 11/2028		11/1/2028	USD	1,388		1,404	(f)
Commodity Chemicals - 0.47%
Ineos Quattro Holdings Ltd	2.500% 01/2026		1/15/2026	EUR	998		1,052	(f)
Nobian Finance BV	3.625% 07/2026		7/15/2026	EUR	948		1,011	(f)
SI Group Inc	6.750% 05/2026		5/15/2026	USD	4,943		1,382	(a) (f)
Construction & Engineering - 2.82%
Brand Energy & Infrastructure Services Inc	10.375% 06/2029		8/1/2030	USD	6,858		7,540	(f)
Maxim Crane Works LP / Maxim Finance Corp	11.500% 09/2028		9/1/2028	USD	11,767		12,119	(f)
thyssenkrupp Elevator AG	6.625% 07/2028 SUN		7/15/2028	EUR	1,003		1,060	(f)
Consumer Finance - 0.11%
Navient Corp	5.875% 10/2024		10/25/2024	USD	489		488
Vehicle Secured Funding Trust	15.000% 01/2046 (Ravine - PIK Note)		1/25/2046	USD	343		343	(b) (d)
Diversified Chemicals - 0.44%
Chemours Co/The	4.000% 05/2026 SUN EUR		5/15/2026	EUR	984		1,040
Chemours Co/The	4.625% 11/2029		11/15/2029	USD	1,698		1,489	(f)
Chemours Co/The	5.375% 05/2027		5/15/2027	USD	745		716
Diversified Support Services - 0.12%
Allied Universal Holdco LLC	6.625% 07/2026		7/15/2026	USD	12		12	(f)
Techem Energy Services GmbH/Germany	6.000% 07/2026		7/30/2026	EUR	826		896	(f)
Electronic Components - 1.07%
CommScope Inc	6.000% 03/2026		3/1/2026	USD	2,051		1,928	(f)
CommScope Inc	6.000% 06/2025		6/15/2025	USD	6,350		5,969	(f)
Health Care Facilities - 0.01%
AHP Health Partners Inc	5.750% 07/2029		7/15/2029	USD	109		104	(f)
Health Care Technology - 0.03%
athenahealth Inc	6.500% 02/2030		2/15/2030	USD	260		245	(f)
Hotels, Resorts & Cruise Lines - 7.02%
Marriott Ownership Resorts Inc	0.000% 01/2026 (Convertible)		1/15/2026	USD	7,515		6,919	(c)
NCL Corp Ltd	1.125% 02/2027 (Convertible)		2/15/2027	USD	11,602		10,841
NCL Corp Ltd	3.625% 12/2024		12/15/2024	USD	14,811		14,676	(f)
Sani/Ikos Financial Holdings 1 Sarl	7.250% 07/2030		7/31/2030	EUR	1,674		1,829	(f)
Viking Cruises Ltd	6.250% 05/2025		5/15/2025	USD	490		491	(f)
Viking Cruises Ltd	7.000% 02/2029		2/15/2029	USD	5,473		5,531	(f)
Viking Cruises Ltd	9.125% 07/2031		7/15/2031	USD	10,424		11,373	(f)
Household Products - 0.09%
Energizer Holdings Inc	6.500% 12/2027		12/31/2027	USD	670		677	(f)
Industrial Machinery & Supplies & Components - 2.36%
SPX FLOW Inc	8.750% 04/2030		4/1/2030	USD	16,634		17,346	(f)
Interactive Media & Services - 0.14%
Kantar Group Ltd/The	5.750% 10/2026		10/31/2026	EUR	948		1,022	(f)
Leisure Facilities - 2.40%
Cedar Fair LP	5.375% 04/2027		4/15/2027	USD	513		512
Merlin Entertainments PLC	4.500% 11/2027		11/15/2027	EUR	7,572		7,810	(f)
Merlin Entertainments PLC	6.625% 11/2027		11/15/2027	USD	7,389		7,282	(f)
Merlin Entertainments PLC	7.375% 02/2031		2/15/2031	USD	694		719	(f)
Six Flags Entertainment Corp	7.250% 05/2031		5/15/2031	USD	1,313		1,354	(f)
Leisure Products - 0.04%
Inter Media and Communication SpA	6.750% 02/2027		2/9/2027	EUR	257		276	(f)
Metal, Glass & Plastic Containers - 0.14%
Trivium Packaging Finance BV	3.750% 08/2026		8/15/2026	EUR	992		1,059	(f)
Oil & Gas Equipment & Services - 0.14%
Archrock Partners LP / Archrock Partners Finance Corp	6.875% 04/2027		4/1/2027	USD	488		491	(f)
Aris Water (fka Solaris Midstream Holdings LLC)	7.625% 04/2026		4/1/2026	USD	498		502	(f)
Oil & Gas Exploration & Production - 0.29%
Sitio Royalties Corp	7.875% 11/2028		11/1/2028	USD	2,047		2,143	(f)
Oil & Gas Storage & Transportation - 1.68%
Genesis Energy	8.000% 01/2027		1/15/2027	USD	436		446
Genesis Energy	8.875% 04/2030		4/15/2030	USD	1,739		1,842
Global Partners LP / GLP Finance Corp	7.000% 08/2027		8/1/2027	USD	497		501
NGL Energy Partners LP / NGL Energy Finance Corp	8.125% 02/2029		2/15/2029	USD	2,984		3,026	(f)
NGL Energy Partners LP / NGL Energy Finance Corp	8.375% 02/2032		2/15/2032	USD	4,017		4,107	(f)
Rockies Express Pipeline LLC	3.600% 05/2025		5/15/2025	USD	364		357	(f)
Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp	6.000% 03/2027		3/1/2027	USD	365		363	(f)
Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp	7.375% 02/2029		2/15/2029	USD	1,470		1,490	(f)
Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp	9.000% 08/2029		8/1/2029	USD	220		227	(f)
Paper & Plastic Packaging Products & Materials - 0.00%
Novolex Holdings LLC	8.750% 04/2030		4/15/2030	USD	1,913		1,879	(f)
Paper Products - 0.35%
Fiber Bidco Spa	10.000% 06/2029 SUN		6/15/2029	EUR	2,337		2,549	(d) (f)
Passenger Airlines - 5.53%
American Airlines Group Inc	3.750% 03/2025		3/1/2025	USD	11,901		11,717	(f)
JetBlue Airways Corp	0.500% 04/2026 (Convertible)		4/1/2026	USD	31,246		28,974
Pharmaceuticals - 0.14%
Nidda Healthcare Holding AG	7.500% 08/2026		8/21/2026	EUR	909		1,010	(f)
Real Estate Services - 1.27%
Anywhere Real Estate Group LLC	0.250% 06/2026 (Convertible)		6/15/2026	USD	11,202		9,376
Restaurants - 1.77%
Golden Nugget Inc.	6.750% 07/2030		1/15/2030	USD	14,661		13,018	(f)
Security & Alarm Services - 0.26%
Garda World Security Corp	8.250% 08/2032		8/1/2032	USD	1,873		1,877	(f)
Trading Companies & Distributors - 1.25%
AerCap Holdings	6.500% 06/2045		6/15/2045	USD	4,959		4,958	(f)
Neon Holdings Inc (GPD Cos Inc)	10.125% 04/2026		4/1/2026	USD	653		610	(f)
White Cap Construction Supply Inc	8.250% 03/2026 (9% PIK Toggle)		3/15/2026	USD	3,647		3,658	(f)
TOTAL HIGH YIELD SECURITIES (Amortized cost $383,543)						$	365,271
Asset Backed Securities - 10.01%
Specialized Finance - 10.01%
AB BSL CLO 4 Ltd	ABBSL 2023-4A E	SOFR + 8.16%	4/20/2036	USD	1,686	$	1,748	(b) (f)
Adagio X Eur Clo DAC	ADAGI X-A DR	EURIBOR + 5.50%	10/20/2037	EUR	509		559	(b) (f)
AGL CLO 14 Ltd	AGL 2021-14A E	SOFR + 6.91%	12/2/2034	USD	264		266	(b) (f)
AGL CLO 7 Ltd	AGL 2020-7A ER	SOFR + 6.35%	7/15/2034	USD	1,188		1,198	(b) (f)
AGL CLO 9 LTD	AGL 2020-9A ER	SOFR + 6.50%	4/20/2037	USD	427		434	(b) (f)
AMMC CLO 26 Ltd	AMMC 2023-26A D	SOFR + 5.75%	4/15/2036	USD	460		471	(b) (f)
Anchorage Capital CLO 6 Ltd	ANCHC 2015-6A DR3	SOFR + 4.20%	4/22/2034	USD	579		579	(b) (f)
Anchorage Capital CLO 6 Ltd	ANCHC 2015-6A ER3	SOFR + 7.29%	4/22/2034	USD	376		379	(b) (f)
Apidos CLO XLVI Ltd	APID 2023-46A D	SOFR + 5.00%	10/24/2036	USD	353		368	(b) (f)
Arbour CLO III DAC	ARBR 3A DRR	EURIBOR + 3.10%	7/15/2034	EUR	779		850	(b) (f)
Arbour CLO VI DAC	ARBR 6A E	EURIBOR + 5.78%	11/15/2031	EUR	611		664	(b) (f)
Ares Loan Funding V Ltd	ARES 2024-ALF5A E	SOFR + 6.60%	7/27/2037	USD	336		339	(b) (f)
Ares LXV CLO Ltd	ARES 2022-65A E	SOFR + 7.10%	7/25/2034	USD	1,078		1,090	(b) (f)
Aurium CLO I DAC	ACLO 1A DRR	EURIBOR + 3.90%	3/23/2032	EUR	917		1,001	(b) (f)
Avondale Park CLO DAC	AVDPK 1A ER	EURIBOR + 6.06%	9/20/2034	EUR	1,236		1,345	(b) (f)
Ballyrock CLO 2019-1 Ltd	BALLY 2019-1A DR	SOFR + 6.75%	7/15/2032	USD	431		433	(b) (f)
BBAM US CLO I Ltd	BBAM 2022-1A D	SOFR + 6.80%	4/15/2035	USD	1,285		1,291	(b) (f)
Bbam US Clo III Ltdbbb	BBAM 2023-3A D	SOFR + 8.60%	10/15/2038	USD	1,467		1,549	(b) (f)
Benefit Street Partners CLO XXXIV Ltd	BSP 2024-34A E	SOFR + 6.70%	7/25/2037	USD	367		372	(b) (f)
Birch Grove CLO 7 Ltd	BGCLO 2023-7A D	SOFR + 5.50%	10/20/2036	USD	283		294	(b) (f)
Bluemountain Euro 2021-2 CLO DAC	BLUME 2021-2A D	EURIBOR + 3.10%	10/15/2035	EUR	403		440	(b) (f)
BlueMountain Fuji Eur CLO V DAC	BLUME 5A D	EURIBOR + 3.85%	1/15/2033	EUR	1,501		1,642	(b) (f)
Bridgepoint Clo V DAC	BRGPT 5A D	EURIBOR + 5.00%	4/15/2036	EUR	688		761	(b) (f)
Broad River Bsl Funding Clo Ltd 2020-1	BDRVR 2020-1A ER	SOFR + 6.50%	7/20/2034	USD	1,500		1,511	(b) (f)
Brookhaven Park CLO Ltd	BROOKP 2024-1A E	SOFR + 6.50%	4/19/2037	USD	771		782	(b) (f)
Cairn CLO	CRNCL 2023-17A D	EURIBOR + 5.30%	10/18/2036	EUR	387		429	(b) (f)
Carlyle US CLO 2020-2 Ltd	CGMS 2020-2A DR	SOFR + 6.70%	1/25/2035	USD	640		644	(b) (f)
CARLYLE US CLO 2021-8 LTD	CGMS 2021-8A E	SOFR + 6.50%	10/15/2034	USD	371		373	(b) (f)
Carlyle US CLO 2021-9 Ltd	CGMS 2021-9A E	SOFR + 6.63%	10/20/2034	USD	820		818	(b) (f)
Carlyle US CLO 2024-2 Ltd	CGMS 2024-2A E	SOFR + 6.85%	4/25/2037	USD	451		453	(b) (f)
CarVal CLO IV Ltd	CARVL 2021-1A E	SOFR + 6.60%	7/20/2034	USD	2,000		2,013	(b) (f)
CarVal CLO VC Ltd	CARVL 2021-2A E	SOFR + 6.75%	10/15/2034	USD	447		451	(b) (f)
Cedar Funding XVIII CLO Ltd	CEDF 2024-18A E	SOFR + 6.65%	4/23/2037	USD	616		625	(b) (f)
CIFC Funding 2019-I Ltd	CIFC 2019-1A E	SOFR + 7.09%	4/20/2032	USD	445		450	(b) (f)
CIFC Funding 2021-VII Ltd	CIFC 2021-7A E	SOFR + 6.35%	1/23/2035	USD	644		649	(b) (f)
Clonmore Park CLO DAC	CLONP 1A ER	EURIBOR + 6.82%	8/21/2035	EUR	406		449	(b) (f)
Contego CLO XII DAC	CONTE 12A D	EURIBOR + 5.60%	1/25/2038	EUR	660		730	(b) (f)
CVC Cordatus Loan Fund IV DAC	CORDA 4A ERRR	EURIBOR + 5.86%	2/22/2034	EUR	1,250		1,360	(b) (f)
CVC Cordatus Loan Fund XIV DAC	CORDA 14A E	EURIBOR + 5.90%	5/22/2032	EUR	611		664	(b) (f)
CVC Cordatus Loan Fund XVIII DAC	CORDA 18A ER	EURIBOR + 6.06%	7/29/2034	EUR	1,198		1,305	(b) (f)
CVC Cordatus Opportunity Loan Fund DAC	COLFR 1A E Mtge	EURIBOR + 6.31%	8/15/2033	EUR	411		447	(b) (f)
Diameter Capital CLO 5 Ltd	DCLO 2023-5A D	SOFR + 7.57%	10/15/2036	USD	747		779	(b) (f)
Dillon's Park CLO DAC	DILPK 1A D	EURIBOR + 3.00%	10/15/2034	EUR	430		467	(b) (f)
Eaton Vance CLO 2020-2 Ltd	EATON 2020-2A ER	SOFR + 6.50%	1/15/2035	USD	510		514	(b) (f)
Elmwood CLO V Ltd	ELMW5 2020-2A ER	SOFR + 6.10%	10/20/2034	USD	1,500		1,510	(b) (f)
Empower CLO 2023-2 Ltd	EMPWR 2023-2A D	SOFR + 5.40%	7/15/2036	USD	380		395	(b) (f)
Empower CLO 2024-1 Ltd	EMPWR 2024-1A E	SOFR + 6.50%	4/25/2037	USD	354		359	(b) (f)
Fair Oaks Loan Funding V DAC	FOAKS 5A E	EURIBOR + 6.69%	10/15/2036	EUR	321		352	(b) (f)
Galaxy 33 CLO Ltd	GALXY 2024-33A E	SOFR + 6.65%	4/20/2037	USD	428		433	(b) (f)
Galaxy XXV CLO Ltd	GALXY 2018-25A ER	SOFR + 6.50%	4/25/2036	USD	270		270	(b) (f)
Generate CLO 3 Ltd	GNRT 3A D2R	SOFR + 4.90%	10/20/2036	USD	1,133		1,164	(b) (f)
Generate CLO Ltd	GNRT 2024-15A E	SOFR + 6.70%	7/20/2037	USD	493		500	(b) (f)
Goldentree Loan Management US Clo 12 Ltd	GLM 2022-12A E	SOFR + 7.25%	4/20/2034	USD	292		296	(b) (f)
Golub Capital Partners CLO 50B-R Ltd	GCBSL 2020-50A ER	SOFR + 7.10%	4/20/2035	USD	819		827	(b) (f)
Golub Capital Partners CLO 53B Ltd	GCBSL 2021-53A E	SOFR + 6.70%	7/20/2034	USD	195		197	(b) (f)
Golub Capital Partners CLO 58B Ltd	GCBSL 2021-58A E	SOFR + 6.81%	1/25/2035	USD	549		552	(b) (f)
Guardia 1 Ltd	GUARD 2019-1A D	7.11%	10/20/2037	USD	1,550		1,528	(b) (f)
Harvest CLO XXI DAC	HARVT 21A DR	EURIBOR + 3.40%	7/15/2031	EUR	602		655	(b) (f)
Harvest CLO XXII DAC	HARVT 22A DR	EURIBOR + 3.55%	1/15/2032	EUR	347		379	(b) (f)
Harvest Clo XXXI DAC	HARVT 31A D	EURIBOR + 5.60%	10/15/2036	EUR	290		324	(b) (f)
Madison Park Euro Funding XV DAC	MDPKE 15A DR	EURIBOR + 4.50%	7/15/2036	EUR	369		403	(b) (f)
Madison Park Funding XLV Ltd	MDPK 2020-45A ER	SOFR + 6.35%	7/15/2034	USD	429		433	(b) (f)
Neuberger Berman Loan Advisers CLO 46 Ltd	NEUB 2021-46A E	SOFR + 6.25%	1/20/2036	USD	1,068		1,074	(b) (f)
Neuberger Berman Loan Advisers CLO 55 Ltd	NEUB 2024-55A E	SOFR + 6.50%	4/22/2038	USD	463		470	(b) (f)
Oaktree CLO 2019-3 Ltd	OAKCL 2019-3A ER	SOFR + 7.04%	10/20/2034	USD	1,628		1,643	(b) (f)
Oaktree CLO 2023-1 Ltd	OAKCL 2023-1A D	SOFR + 5.25%	4/15/2036	USD	1,607		1,646	(b) (f)
OCP Euro CLO 2022-5 DAC	OCPE 2022-5A E	EURIBOR + 6.47%	4/20/2035	EUR	1,100		1,198	(b) (f)
OHA Credit Funding 10 Ltd	OAKC 2021-10A E	SOFR + 6.25%	1/18/2036	USD	497		503	(b) (f)
Otranto Park	OTOPK 1A E	EURIBOR + 7.05%	5/15/2035	EUR	428		467	(b) (f)
OZLM XXIII Ltd	OZLM 2019-23A DR	SOFR + 4.01%	4/15/2034	USD	438		438	(b) (f)
Palmer Square Credit Funding 2019-1 Ltd	PFIXD 2019-1A E	7.11%	4/20/2037	USD	931		937	(b) (f)
Palmer Square European CLO 2021-1 DAC	PLMER 2021-1A E	EURIBOR + 5.71%	4/15/2034	EUR	409		445	(b) (f)
Palmer Square European CLO 2022-2 DAC	PLMER 2022-2A DR	EURIBOR + 4.00%	1/15/2038	EUR	769		842	(b) (f)
Palmer Square European Loan Funding 2024-1 DAC	PSTET 2024-1A E	EURIBOR + 6.75%	8/15/2033	EUR	1,514		1,647	(b) (f)
Penta CLO 16 DAC	PENTA 2024-16A E	EURIBOR + 6.79%	10/18/2036	EUR	420		465	(b) (f)
Penta CLO 5 DAC	PENTA 2018-5A ER	EURIBOR + 5.92%	4/20/2035	EUR	689		754	(b) (f)
Pikes Peak CLO 9	PIPK 2021-9A E	SOFR + 6.58%	10/27/2034	USD	810		819	(b) (f)
Providus Clo X DAC	PRVD 10A E	EURIBOR + 6.74%	11/18/2038	EUR	251		275	(b) (f)
Rad CLO 14 Ltd	RAD 2021-14A E	SOFR + 6.50%	1/15/2035	USD	335		336	(b) (f)
Rad CLO 15 Ltd	RAD 2021-15A E	SOFR + 6.20%	1/20/2034	USD	928		934	(b) (f)
RAD CLO 21 Ltd	RAD 2023-21A E	SOFR + 7.90%	1/25/2033	USD	514		526	(b) (f)
Rad CLO 4 Ltd	RAD 2019-4A ER	SOFR + 6.50%	4/25/2032	USD	338		339	(b) (f)
Rad CLO 7 Ltd	RAD 2020-7A ER	SOFR + 6.30%	4/17/2036	USD	310		311	(b) (f)
REESE PARK CLO LTD	RESPK 2020-1A ER	SOFR + 6.50%	10/15/2034	USD	1,375		1,385	(b) (f)
Regatta XX Funding Ltd	REG20 2021-2A E	SOFR + 6.25%	10/15/2034	USD	208		209	(b) (f)
Regatta XXI Funding Ltd	REG21 2021-3A E	SOFR + 6.75%	10/20/2034	USD	322		325	(b) (f)
Regatta XXIII Funding Ltd	REG23 2021-4A E	SOFR + 6.70%	1/20/2035	USD	804		808	(b) (f)
Regatta XXVIII Funding Ltd	REG28 2024-2A E	SOFR + 7.00%	4/25/2037	USD	429		438	(b) (f)
RR 20 Ltd	RRAM 2022-20A D	SOFR + 7.25%	7/15/2037	USD	433		440	(b) (f)
Sandstone Peak Ltd	SAND 2021-1A E	SOFR + 6.80%	10/15/2034	USD	643		643	(b) (f)
Sculptor European CLO V DAC	OZLME 5A DR	EURIBOR + 3.30%	1/14/2032	EUR	1,546		1,683	(b) (f)
Sound Point Euro CLO II Funding DAC	SNDPE 2A ER	EURIBOR + 6.34%	1/26/2036	EUR	500		545	(b) (f)
Symphony CLO 39 Ltd	SYMP 2023-39A E	SOFR + 6.19%	4/25/2034	USD	740		747	(b) (f)
Symphony CLO XXII Ltd	SYMP 2020-22A E	SOFR + 6.25%	4/18/2033	USD	599		598	(b) (f)
Tikehau CLO DAC	TIKEH 2015-1A DRR	EURIBOR + 3.40%	8/4/2034	EUR	637		694	(b) (f)
Tikehau CLO V DAC	TIKEH 5A D1	EURIBOR + 3.90%	4/15/2032	EUR	301		330	(b) (f)
TRESTLES CLO 2017-1 Ltd	TREST 2017-1A ERR	SOFR + 5.95%	7/25/2037	USD	334		335	(b) (f)
TRESTLES CLO III LTD	TREST 2020-3A E	SOFR + 6.76%	1/20/2033	USD	575		573	(b) (f)
Trinitas Euro CLO II DAC	TRNTE 2A ER	EURIBOR + 7.23%	4/15/2035	EUR	1,771		1,927	(b) (f)
Trinitas Euro Clo VII DAC	TRNTE 7A D	EURIBOR + 3.75%	7/25/2037	EUR	343		372	(b) (f)
Trinitas Euro Clo VII DAC	TRNTE 7A E	EURIBOR + 6.55%	7/25/2037	EUR	338		367	(b) (f)
Unity-Peace Park CLO Ltd	UNPPK 2022-1A E	SOFR + 7.18%	4/20/2035	USD	580		586	(b) (f)
TOTAL ASSET BACKED SECURITIES (Amortized cost $72,186)						$	73,637
Issuer	Asset		Maturity Date	Currency	Shares		Fair Value	Footnotes
Equity & Other Investments - 3.52%
Aerospace & Defense - 0.10%
Altitude II	Private Equity (KKR Altitude II Offshore Aggregator L.P.)			USD	349,047	$	375	(a) (b) (e)
Ultra Electronics Holdings Ltd	Private Equity (B Shares)			USD	43,729		77	(a) (b) (e)
Ultra Electronics Holdings Ltd	Private Equity (USD)			USD	15,618,015		272	(a) (b) (e)
Application Software - 0.01%
Med-Metrix	Common Stock			USD	597		64	(a) (b) (e)
Med-Metrix	8.000% 12/2050 PIK Pref Equity		12/16/2050	USD	597		30	(a) (b) (d)
Broadline Retail - 0.02%
Belk	Common Stock			USD	9,586		149	(a) (e)
Construction & Engineering - 0.00%
Yak Access LLC	Common Stock (Series A)			USD	11,000		25	(a) (e)
Consumer Finance - 0.04%
Auxilior Capital Partners Inc	14.500% 04/2030 (Pref Equity)		4/30/2030	USD	1		100	(a) (b) (d)
SunPower Financial	Private Equity (SPV)			USD	36,006		39	(a) (b) (e)
Vehicle Secured Funding Trust	Private Equity (Ravine - PIK Equity)			USD	111,575		116	(b) (e)
Diversified Metals & Mining - 0.03%
Foresight Energy LLC	Common Stock (Exit)			USD	17,979		202	(a) (b) (e)
Diversified Support Services - 0.01%
Magna Legal Services LLC	Common Stock			USD	618		76	(a) (b) (e)
Food Distributors - 0.01%
Lipari Foods LLC	Common Stock			USD	63,943		38	(b) (e)
Health Care Facilities - 0.00%
Quorum Health Corp	Trade Claim			USD	212,000		23	(b) (e)
Health Care Services - 0.13%
Affordable Care Inc	11.750% 12/2069 PIK Pref Equity		12/31/2069	USD	677,000		680	(a) (b) (d)
American Vision Partners	Private Equity			USD	53,939		35	(a) (b) (e)
Amerivet Partners Management Inc	11.500% 12/2059 (Pref Equity PIK)		12/31/2059	USD	298		214	(a) (b) (d)
Health Care Technology - 2.19%
athenahealth Inc	Private Equity (Athena Minerva Agg LLC)			USD	12,641,498		16,145	(b) (e)
Leisure Facilities - 0.31%
Pure Gym Ltd	Private Equity (Fitness Agg LP)			GBP	1,416,469		2,310	(a) (b) (e)
Marine Transportation - 0.02%
Australis Maritime II	Private Equity (Sea Financing Aggregator II LP)			USD	95,653		110	(b) (e)
Other Specialized REITs - 0.26%
Pretium Partners LLC P2	Private Equity (SFR 2021-1 Holdings LLC)			USD	1,635,306		1,873	(a) (b) (e)
Single-Family Residential REITs - 0.35%
Avenue One PropCo	Private Equity (Aggregator 40 Act)			USD	2,409,949		2,598	(a) (b) (e)
Specialized Finance - 0.05%
Optio Invest	Private Equity (Tranche A)			GBP	42,486		54	(b) (e)
TDC LLP	8.000% 06/2049 (AssetCo) Pref Equity		6/1/2049	GBP	209,576		272	(a) (b)
TDC LLP	Private Equity (SPV Olympus Holdco Limited)			GBP	9,880		12	(a) (b) (e)
TOTAL EQUITY & OTHER INVESTMENTS (Cost $20,627)						$	25,889
TOTAL INVESTMENTS (Cost $937,558) - 125.44%						$	923,007
LIABILITIES EXCEEDING OTHER ASSETS, NET - (25.44%)						$	(187,204)
NET ASSETS - 100.00%						$	735,803

TL	Term loan.
DD	Delayed draw term loan.
1L	First lien.
2L	Second lien.
BBSW	Bank Bill Swap Rate as of July 31, 2024 was 4.34%.
BBSY	Bank Bill Swap Reference Bid Rate as of July 31, 2024 was 4.39%.
EURIBOR	Euro InterBank Offered Rate as of July 31, 2024 was 3.63%.
SOFR	Secured Overnight Financing Rate as of July 31, 2024 was 5.34%.
SONIA	Sterling Overnight Index Average as of July 31, 2024 was 5.21%.
(a)	Security considered restricted.
(b)	Value determined using significant unobservable inputs.
(c)	Zero coupon bond.
(d)	Represents a payment-in-kind (“PIK”) security which may pay interest/dividend in additional par/shares.
(e)	Non-income producing security.
(f)	Securities exempt from registration pursuant to Rule  under the Securities Act of 1933, as amended. These securities may only be resold to qualified institutional buyers in transactions exempt from registration.
(g)	Investment is an unfunded or partially funded commitment.
(h)	Interest rates for certain variable rate securities are determined by the issuer, or agent, and are based on current market conditions, and these securities do not indicate a reference rate and spread in their description.

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
Leveraged Loans
3Pillar Global Inc	TL 1L 11/21		1,907	$	1,904		$	1,902		11/23/2021		0.26	%
3Pillar Global Inc	TL 1L DD 11/21		614		614			612		11/23/2021		0.08	%
48Forty Solutions LLC	TL 1L 02/22		4,455		4,404			4,130		2/11/2022		0.56	%
48Forty Solutions LLC	TL 1L 03/22 (Minority Sale)		3,109		3,090			2,882		3/11/2022		0.39	%
Aareon AG	TL 1L 05/24 (Additional Facility)		35		38			38		5/15/2024		0.01	%
Aareon AG	TL 1L 08/23 Unitranche		297		315			325		8/18/2023		0.04	%
Aareon AG	TL 1L DD CAR 08/23 EUR		74		79			81		8/18/2023		0.01	%
Accuride Corp	TL 1L 06/24		1,355		1,327			1,290		7/15/2024		0.18	%
Accuride Corp	TL 1L B 07/23		7,714		7,602			5,276		4/27/2023		0.72	%
Affordable Care Inc	TL 1L 08/21		1,572		1,556			1,572		8/2/2021		0.21	%
Affordable Care Inc	TL 1L DD 08/21		283		282			283		8/2/2021		0.04	%
Affordable Care Inc	TL 1L DD 08/23		313		304			306		7/7/2023		0.04	%
Alera Group Intermediate Holdings Inc	TL 1L 09/21		645		639			648		9/30/2021		0.09	%
Alera Group Intermediate Holdings Inc	TL 1L DD 09/21		183		183			184		9/30/2021		0.03	%
Alera Group Intermediate Holdings Inc	TL 1L DD 12/21		530		530			533		12/16/2021		0.07	%
American Vision Partners	TL 1L 09/21		1,876		1,857			1,836		9/30/2021		0.25	%
American Vision Partners	TL 1L DD 09/21		775		772			758		9/30/2021		0.10	%
Amerivet Partners Management Inc	TL 1L 02/22		1,146		1,131			1,146		2/25/2022		0.16	%
Amerivet Partners Management Inc	TL 1L DD 02/22		70		70			70		2/25/2022		0.01	%
Amerivet Partners Management Inc	TL 1L DD 11/22		531		531			531		9/29/2023		0.07	%
Apex Service Partners LLC	TL 1L 10/23		301		297			304		10/24/2023		0.04	%
Apex Service Partners LLC	TL 1L DD 10/23		78		69			70		10/24/2023		0.01	%
Apex Service Partners LLC	TL Unsec 10/23 PIK (Holdco)		71		70			70		10/24/2023		0.01	%
Apex Service Partners LLC	TL Unsec DD 10/23 PIK (HoldCo)		35		34			34		10/24/2023		0.00	%
Arcfield Acquisition Corp	TL 1L 03/22		972		962			982		3/10/2022		0.13	%
Avenue One PropCo	TL Unsec DD 03/24 (Aggregator 40 Act)		7,359		7,359			7,359		3/15/2024		1.00	%
Avetta LLC	TL 1L 07/24		94		93			93		7/26/2024		0.01	%
Avetta LLC	TL 1L DD 07/24		23		-			-		7/26/2024		0.00	%
BDO USA PA	TL 1L 08/23		146		143			147		8/31/2023		0.02	%
Cadence Education LLC	Revolver 1L 05/24		18		-			-		5/1/2024		0.00	%
Cadence Education LLC	TL 1L 05/24 (Unitranche)		115		115			115		5/1/2024		0.02	%
Cadence Education LLC	TL 1L DD 05/24		30		-			-		5/1/2024		0.00	%
CFC Underwriting Ltd	TL 1L B 05/22		5,343		5,241			5,343		5/16/2022		0.73	%
CFC Underwriting Ltd	TL 1L DD 05/22 (GBP)		631		-			-		5/16/2022		0.00	%
Circana Group (f.k.a. NPD Group)	TL 1L 04/24 (Reprice)		983		983			993		8/1/2022		0.13	%
Civica Group Ltd	TL 1L 08/23 AUD (Unitranche)		12		8			8		8/29/2023		0.00	%
Civica Group Ltd	TL 1L 08/23 GBP (Unitranche)		222		273			283		8/30/2023		0.04	%
Civica Group Ltd	TL 1L DD 08/23 GBP		94		36			39		8/30/2023		0.01	%
Clarience Technologies LLC	TL 1L 02/24		418		414			418		2/13/2024		0.06	%
Clarience Technologies LLC	TL 1L DD 02/24		45		-			-		2/13/2024		0.00	%
CSafe Global	TL 1L 03/24 (GBP)		49		62			63		3/8/2024		0.01	%
CSafe Global	TL 1L 03/24 Incremental		349		348			352		3/8/2024		0.05	%
CSafe Global	TL 1L DD 03/24		15		8			8		3/8/2024		0.00	%
Dechra Pharmaceuticals Ltd	TL 1L B1 01/24 USD		191		187			191		10/31/2023		0.03	%
Dechra Pharmaceuticals Ltd	TL 1L B2 01/24 EUR		173		179			188		10/31/2023		0.03	%
Dechra Pharmaceuticals Ltd	TL 1L DD 01/24 EUR		42		(1	)		-		10/31/2023		0.00	%
Dechra Pharmaceuticals Ltd	TL 1L DD 01/24 USD		46		(1	)		-		10/31/2023		0.00	%
Dental365 LLC	TL 1L 05/24		88		88			87		5/31/2024		0.01	%
Dental365 LLC	TL 1L DD 05/24		86		9			9		5/31/2024		0.00	%
Dental365 LLC	TL 1L DD 05/24 (2021 and 2023)		48		48			47		5/31/2024		0.01	%
DOXA Insurance Holdings LLC	TL 1L 12/23		48		47			49		12/20/2023		0.01	%
DOXA Insurance Holdings LLC	TL 1L DD 12/23		46		36			37		12/20/2023		0.01	%
Encora Digital LLC	TL 1L 12/21 (PIK)		558		548			543		12/20/2021		0.07	%
Envirotainer Ltd	TL 1L B1 07/22 EUR		4,740		4,752			5,117		7/29/2022		0.70	%
Envirotainer Ltd	TL 1L B2 07/22 (USD)		2,412		2,365			2,405		7/29/2022		0.33	%
Envirotainer Ltd	TL 1L DD 07/22 EUR		865		-			(3	)	7/29/2022		0.00	%
Excelitas Technologies Corp	TL 1L 08/22		3,442		3,414			3,448		8/11/2022		0.47	%
Excelitas Technologies Corp	TL 1L 08/22 EUR		594		606			644		8/11/2022		0.09	%
Excelitas Technologies Corp	TL 1L DD 08/22		117		-			-		8/11/2022		0.00	%
Follett Software Co	TL 1L 08/21		1,511		1,496			1,511		8/31/2021		0.21	%
Foresight Energy LLC	TL 1L A 06/20 (Exit)		120		120			120		6/30/2020		0.02	%
Foundation Risk Partners Corp	TL 1L 03/22 (Add-on)		821		812			821		4/14/2022		0.11	%
Foundation Risk Partners Corp	TL 1L 10/21		1,312		1,293			1,312		10/29/2021		0.18	%
Foundation Risk Partners Corp	TL 1L DD 03/22 (Add-on)		3,319		3,305			3,319		4/14/2022		0.45	%
Foundation Risk Partners Corp	TL 1L DD 10/21		285		283			285		10/29/2021		0.04	%
Galway Partners Holdings LLC	TL 1L 09/21		2,864		2,833			2,864		9/30/2021		0.39	%
Granicus Inc	TL 1L 01/24 (Unitranche)		164		162			165		1/17/2024		0.02	%
Granicus Inc	TL 1L DD 01/24		24		-			-		1/17/2024		0.00	%
Heritage Environmental Services Inc	TL 1L 01/24		167		166			170		1/31/2024		0.02	%
Highgate Hotels Inc	TL 1L 11/23		106		105			108		11/3/2023		0.01	%
Insight Global LLC	TL 1L 02/22		1,027		1,022			1,027		2/28/2022		0.14	%
Insight Global LLC	TL 1L 09/21		5,306		5,248			5,306		9/22/2021		0.72	%
Integrated Power Services LLC	TL 2L 02/24		483		476			474		3/20/2024		0.06	%
Integrity Marketing Group LLC	TL 1L DD 08/23 (992mm)		5,492		5,492			5,492		6/21/2022		0.75	%
Integrity Marketing Group LLC	TL 1L DD 08/23 (987mm)		2,887		2,887			2,887		12/3/2021		0.39	%
Laboratoires Vivacy SAS	TL 1L B 03/23		781		808			837		3/20/2023		0.11	%
Laboratoires Vivacy SAS	TL 1L DD 03/23		63		9			10		3/20/2023		0.00	%
Lazer Logistics Inc	TL 1L 11/23		4		4			4		11/6/2023		0.00	%
Lazer Logistics Inc	TL 1L B 05/23 (Unitranche)		197		195			197		5/4/2023		0.03	%
Lazer Logistics Inc	TL 1L DD 05/23		30		30			30		5/4/2023		0.00	%
Lazer Logistics Inc	TL 1L DD 11/23		18		7			7		11/6/2023		0.00	%
Magna Legal Services LLC	TL 1L 11/22		228		225			233		11/22/2022		0.03	%
Magna Legal Services LLC	TL 1L DD 11/22		64		64			65		11/22/2022		0.01	%
Magna Legal Services LLC	TL 1L DD 12/23		13		4			4		12/22/2023		0.00	%
MB2 Dental Solutions LLC	TL 1L 02/24 (Unitranche)		305		302			306		2/13/2024		0.04	%
MB2 Dental Solutions LLC	TL 1L DD 1 02/24		106		-			-		2/13/2024		0.00	%
MB2 Dental Solutions LLC	TL 1L DD 2 02/24		64		-			-		2/13/2024		0.00	%
Med-Metrix	TL 1L 09/21		1,236		1,223			1,236		9/15/2021		0.17	%
Med-Metrix	TL 1L DD 09/21		629		628			629		9/15/2021		0.09	%
OEConnection LLC	TL 1L 04/24		185		184			185		4/22/2024		0.03	%
OEConnection LLC	TL 1L DD 04/24		32		-			-		4/22/2024		0.00	%
Opendoor Labs Inc	TL 2L DD 10/21		1,466		1,466			1,437		10/1/2021		0.20	%
Oxford Global Resources LLC	TL 1L 06/22 (Add-On)		6,511		6,414			6,576		6/17/2022		0.89	%
Oxford Global Resources LLC	TL 1L 08/21		1,453		1,439			1,468		8/17/2021		0.20	%
Oxford Global Resources LLC	TL 1L DD 08/21		121		120			123		8/17/2021		0.02	%
PartsSource Inc	TL 1L 10/21		1,302		1,284			1,302		10/18/2021		0.18	%
PartsSource Inc	TL 1L DD 08/21		96		96			96		10/18/2021		0.01	%
PartsSource Inc	TL 1L DD 10/23		368		60			64		3/28/2024		0.01	%
Pretium Partners LLC P1	P1 Mezz TL Unsec 08/19		519		484			522		6/10/2024		0.07	%
Pretium Partners LLC P2	TL 1L 12/21		3,271		3,195			3,205		12/16/2021		0.44	%
Radwell International LLC/PA	TL 1L 04/22		24		24			24		8/16/2022		0.00	%
Radwell International LLC/PA	TL 1L 12/22		895		895			897		12/1/2022		0.12	%
Rockefeller Capital Management LP	TL 1L 04/24		171		169			171		4/4/2024		0.02	%
SAMBA Safety Inc	TL 1L 09/21		561		557			561		9/1/2021		0.08	%
Shaw Development LLC	TL 1L 10/23		148		147			148		10/30/2023		0.02	%
Shaw Development LLC	TL 1L DD 10/23		18		-			-		10/30/2023		0.00	%
SIRVA Worldwide Inc	TL 1L 03/24		129		118			123		3/11/2024		0.02	%
SIRVA Worldwide Inc	TL 1L 07/18		1,644		1,561			1,188		7/31/2018		0.16	%
SIRVA Worldwide Inc	TL 1L DD 03/24		134		134			128		3/6/2024		0.02	%
SIRVA Worldwide Inc	TL 2L 07/18		64		58			33		7/31/2018		0.00	%
SitusAMC Holdings Corp	TL 1L 12/21		1,176		1,164			1,176		12/22/2021		0.16	%
Solera LLC	TL 2L 06/21 (PIK Toggle)		17,315		17,288			17,315		6/4/2021		2.35	%
Spotless Brands LLC	TL 1L 02/23		154		152			156		2/16/2023		0.02	%
Spotless Brands LLC	TL 1L DD 02/23		234		232			238		2/16/2023		0.03	%
Time Manufacturing Co	TL 1L 06/22 EUR (Add-on)		370		391			372		6/24/2022		0.05	%
Time Manufacturing Co	TL 1L 12/21		917		903			850		12/1/2021		0.12	%
Time Manufacturing Co	TL 1L 12/21 (EUR)		591		659			593		12/1/2021		0.08	%
Trescal SA	TL 1L B1 05/23 (Unitranche)		197		213			209		5/3/2023		0.03	%
Trescal SA	TL 1L B2 04/23		216		210			211		4/28/2023		0.03	%
Trescal SA	TL 1L DD 05/23		114		100			99		5/3/2023		0.01	%
USIC Holdings Inc	TL 2L 05/21		7,979		7,840			7,686		5/7/2021		1.04	%
Wheel Pros Inc	TL 1L 09/23 (FILO)		902		848			954		9/7/2023		0.13	%
Wheel Pros Inc	TL 1L 09/23 (NewCo)		1,210		1,174			664		9/11/2023		0.09	%
Woolpert Inc	TL 1L 05/24		249		249			248		5/8/2024		0.03	%
Woolpert Inc	TL 1L DD 05/24		78		-			-		5/8/2024		0.00	%
Zeus Industrial Products Inc	TL 1L 02/24		261		259			261		2/28/2024		0.04	%
Zeus Industrial Products Inc	TL 1L DD 02/24		48		-			-		2/28/2024		0.00	%
Revolver
3Pillar Global Inc	Revolver 1L 11/21		186		40			40		11/23/2021		0.01	%
48Forty Solutions LLC	Revolver 1L 03/22 (Minority Sale)		610		506			462		3/11/2022		0.06	%
Affordable Care Inc	Revolver 1L 08/21		177		44			44		8/2/2021		0.01	%
American Vision Partners	Revolver 1L 09/21		158		70			66		9/30/2021		0.01	%
Amerivet Partners Management Inc	Revolver 1L 02/22		197		-			-		2/25/2022		0.00	%
Apex Service Partners LLC	Revolver 1L 10/23		26		9			9		10/24/2023		0.00	%
Arcfield Acquisition Corp	Revolver 1L 03/22		144		-			-		3/10/2022		0.00	%
Avetta LLC	Revolver 1L 07/24 (Multicurrency)		5		-			-		7/26/2024		0.00	%
Avetta LLC	Revolver 1L 07/24 (USD)		11		-			-		7/26/2024		0.00	%
Circana Group (f.k.a. NPD Group)	Revolver 1L 04/24		51		30			30		4/1/2024		0.00	%
Clarience Technologies LLC	Revolver 1L 02/24		45		-			-		2/13/2024		0.00	%
CSafe Global	Revolver 1L 03/24		36		26			26		3/8/2024		0.00	%
Dental365 LLC	Revolver 1L 05/24		32		-			-		5/31/2024		0.00	%
DOXA Insurance Holdings LLC	Revolver 1L 12/23		10		-			-		12/20/2023		0.00	%
Excelitas Technologies Corp	Revolver 1L 08/22		352		-			-		8/11/2022		0.00	%
Follett Software Co	Revolver 1L 08/21		136		-			-		8/31/2021		0.00	%
Foundation Risk Partners Corp	Revolver 1L 10/21		142		-			-		10/29/2021		0.00	%
Galway Partners Holdings LLC	Revolver 1L 09/21		205		26			28		9/30/2021		0.00	%
Granicus Inc	Revolver 1L 01/24		23		2			2		1/17/2024		0.00	%
Heritage Environmental Services Inc	Revolver 1L 01/24		23		-			-		1/31/2024		0.00	%
Highgate Hotels Inc	Revolver 1L 11/23		13		4			4		11/3/2023		0.00	%
Insight Global LLC	Revolver 1L 09/21		428		24			24		9/22/2021		0.00	%
Lazer Logistics Inc	Revolver 1L 05/23		24		-			-		5/4/2023		0.00	%
Magna Legal Services LLC	Revolver 1L 11/22		27		-			-		11/22/2022		0.00	%
MB2 Dental Solutions LLC	Revolver 1L 02/24		21		10			10		2/13/2024		0.00	%
Med-Metrix	Revolver 1L 09/21		159		-			-		9/15/2021		0.00	%
OEConnection LLC	Revolver 1L 04/24		20		-			-		4/22/2024		0.00	%
Oxford Global Resources LLC	Revolver 1L 08/21		129		-			-		8/17/2021		0.00	%
PartsSource Inc	Revolver 1L 10/21		87		58			58		10/18/2021		0.01	%
Radwell International LLC/PA	Revolver 1L 04/22		68		4			4		12/1/2022		0.00	%
SAMBA Safety Inc	Revolver 1L 09/21		42		14			15		9/1/2021		0.00	%
Time Manufacturing Co	Revolver 1L 12/21		154		154			142		12/1/2021		0.02	%
Woolpert Inc	Revolver 1L 05/24		39		8			8		5/8/2024		0.00	%
Zeus Industrial Products Inc	Revolver 1L 02/24		36		-			-		2/28/2024		0.00	%
High Yield Securities
SI Group Inc	6.750% 05/2026		4,943		4,943			1,382		5/11/2021		0.19	%
Specialty Building Products Holdings LLC	6.375% 09/2026		537		517			529		8/21/2023		0.07	%
Ultra Electronics Holdings Ltd	9.0% PIK 01/2031		2,439		2,381			2,369		8/4/2022		0.32	%
Ultra Electronics Holdings Ltd	7.25% 01/2030		2,162		2,110			2,136		8/4/2022		0.29	%
Wheel Pros Inc	6.500% 05/2028		10,121		10,089			2,935		9/11/2023		0.40	%
Equity & Other Investments
Affordable Care Inc	11.750% 12/2069 PIK Pref Equity		677,000		664			680		8/2/2021		0.09	%
Altitude II	Private Equity (KKR Altitude II Offshore Aggregator L.P.)		349,047		349			375		12/15/2022		0.05	%
American Vision Partners	Private Equity		53,939		55			35		9/30/2021		0.00	%
Amerivet Partners Management Inc	11.500% 12/2059 (Pref Equity PIK)		298		289			214		2/25/2022		0.03	%
Auxilior Capital Partners Inc	14.500% 04/2030 (Pref Equity)		1		100			100		4/30/2024		0.01	%
Avenue One PropCo	Private Equity (Aggregator 40 Act)		2,409,949		2,410			2,598		4/4/2022		0.35	%
Belk	Common Stock		9,586		148			149		7/22/2024		0.02	%
Foresight Energy LLC	Common Stock (Exit)		17,979		205			202		6/30/2020		0.03	%
Magna Legal Services LLC	Common Stock		618		62			76		11/22/2022		0.01	%
Med-Metrix	Common Stock		597		30			64		9/15/2021		0.01	%
Med-Metrix	8.000% 12/2050 PIK Pref Equity		597		30			30		9/15/2021		0.00	%
Pretium Partners LLC P2	Private Equity (SFR 2021-1 Holdings LLC)		1,635,306		1,603			1,873		12/16/2021		0.25	%
Pure Gym Ltd	Private Equity (Fitness Agg LP)		1,416,469		1,925			2,310		1/28/2022		0.31	%
SunPower Financial	Private Equity (SPV)		36,006		36			39		6/7/2023		0.01	%
TDC LLP	Private Equity (SPV Olympus Holdco Limited)		9,880		12			12		6/29/2023		0.00	%
TDC LLP	8.000% 06/2049 (AssetCo) Pref Equity		209,576		264			272		4/24/2023		0.04	%
Ultra Electronics Holdings Ltd	Private Equity (B Shares)		43,729		-			77		9/8/2022		0.01	%
Ultra Electronics Holdings Ltd	Private Equity (USD)		15,618,015		156			272		8/2/2022		0.04	%
Yak Access LLC	Common Stock (Series A)		11,000		-			25		3/10/2023		0.00	%
Total				$	164,713		$	152,274