| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| MSILF Government Portfolio | 5.13 mm | 5.13 mm principal | 18.20 | Short-term investment vehicle | Long | USA |
| WHITEHAWK WEST SIDE TERM LOAN 09/03/2027 / | 2.97 mm | 3.00 mm principal | 10.53 | Loan | Long | USA |
| TCW KICHLER LIGHTING / | 2.43 mm | 2.50 mm principal | 8.64 | Loan | Long | USA |
| TCW IPSEN TL LLC / | 1.80 mm | 1.88 mm principal | 6.40 | Loan | Long | USA |
| WHITEHAWK SHRYNE TERM LOAN / | 1.77 mm | 1.77 mm principal | 6.29 | Loan | Long | USA |
| WHITEHAWK C3 FINANCE TERM LOAN 04/22/2027 / | 1.42 mm | 1.40 mm principal | 5.04 | Loan | Long | USA |
| Maranon Loan Funding 2021-3 Ltd | 1.35 mm | 1.35 mm principal | 4.79 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
| J-Elvetia Finance Ltd Series 2021-1 | 1.18 mm | 1.00 mm principal | 4.19 | ABS-collateralized bond/debt obligation | Long | Jersey |
| FONTW 2020-1 Z VAR RATE 12/18/2028 / | 1.02 mm | 758.86 k principal | 3.63 | ABS-mortgage backed security | Long | UK |
| St Lawrence Srt Usd Corp | 1.00 mm | 1.00 mm principal | 3.55 | ABS-collateralized bond/debt obligation | Long | Canada |
| SCH 1 B Mtge VAR RT 04/19/33 / | 1.00 mm | 1.00 mm principal | 3.55 | ABS-mortgage backed security | Long | USA |
| BOREAL 2022-2 F 18.2575% 02/20/2028 / | 991.05 k | 1.35 mm principal | 3.52 | ABS-mortgage backed security | Long | Canada |
| LEONARD VALVE TERM LOAN 09/30/2027 / | 990.00 k | 1.00 mm principal | 3.51 | Loan | Long | USA |
| COLSS 2024-2 F Mtge VAR RT 05/22/2034 / | 974.04 k | 728.44 k principal | 3.46 | ABS-mortgage backed security | Long | UK |
| Mespil Securities | 945.11 k | 964.39 k principal | 3.35 | ABS-collateralized bond/debt obligation | Long | Ireland |
| WHITEHAWK STEWARD DI TERM LOAN 12/31/2024 / | 848.87 k | 848.87 k principal | 3.01 | Loan | Long | USA |
| Great Lakes CLO 2014-1 Ltd | 652.44 k | 650.00 k principal | 2.31 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
| Mount Logan Funding 2018-1 LP | 637.36 k | 650.00 k principal | 2.26 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
| Deerpath Capital CLO 2018-1 LTD | 500.63 k | 500.00 k principal | 1.78 | ABS-collateralized bond/debt obligation | Long | Jersey |
| Golub Capital Partners Short Duration 2022-1 | 499.69 k | 500.00 k principal | 1.77 | ABS-collateralized bond/debt obligation | Long | USA |
| CCLF SPV LLC CLO EQUITY 4/29/34 / | 160.86 k | 155.46 k principal | 0.57 | Loan | Long | USA |
|
GBP FORWARD CONTRACT 11/15/2024 /
Manual
|
58.64 k | 43.87 k other units | 0.21 | DFE | N/A | UK |
|
CAD FORWARD CONTRACT 11/15/2024 /
Manual
|
7.40 k | 10.00 k other units | 0.03 | DFE | N/A | Canada |
| CANADIAN DOLLARS / | 466.08 | 630.37 other units | 0.00 | Short-term investment vehicle | Long | Canada |
| GREAT BRITAIN POUND / | -131.91 | -98.67 other units | -0.00 | Short-term investment vehicle | Short | UK |
|
CAD FORWARD CONTRACT 11/15/2024 /
Manual
|
-1.00 mm | -1.36 mm other units | -3.56 | DFE | N/A | Canada |
|
CHF FORWARD CONTRACT 11/15/2024 /
Manual
|
-1.19 mm | -1.00 mm other units | -4.21 | DFE | N/A | Switzerland |
|
GBP FORWARD CONTRACT 11/15/2024 /
Manual
|
-2.05 mm | -1.53 mm other units | -7.26 | DFE | N/A | UK |
