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 | |||||||||||||||