| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| Barclay Investments REPO 4.88% | 17.70 mm | 17.70 mm principal | 12.92 | Repurchase agreement | Long | USA |
| Epic Y-Grade Services LP 2024 Term Loan B | 6.39 mm | 6.40 mm principal | 4.66 | Loan | Long | USA |
| Lightstone Holdco LLC 2022 Extended Term Loan B | 5.56 mm | 5.47 mm principal | 4.06 | Loan | Long | USA |
| Coronado Finance Pty Ltd | 4.94 mm | 4.80 mm principal | 3.60 | Debt | Long | Australia |
| TD Securities REPO 4.35% 10-1 | 4.70 mm | 4.70 mm principal | 3.43 | Repurchase agreement | Long | USA |
| Doncasters Finance US LLC 2024 Term Loan | 4.51 mm | 4.52 mm principal | 3.29 | Loan | Long | USA |
| BCPE Grill Parent 2023 Term Loan B | 4.25 mm | 4.41 mm principal | 3.10 | Loan | Long | USA |
| Nautilus Power LLC 2023 Term Loan B | 3.90 mm | 3.90 mm principal | 2.85 | Loan | Long | USA |
| Park River Holdings Inc | 3.88 mm | 4.50 mm principal | 2.83 | Debt | Long | USA |
| Shelf Drilling Holdings Ltd | 3.79 mm | 4.10 mm principal | 2.76 | Debt | Long | Cayman Islands |
| Nabors Industries Ltd | 3.78 mm | 4.03 mm principal | 2.76 | Debt | Long | Bermuda |
| Transocean Inc | 3.74 mm | 4.05 mm principal | 2.73 | Debt | Long | Cayman Islands |
| Park-Ohio Industries Inc | 3.71 mm | 3.78 mm principal | 2.71 | Debt | Long | USA |
| FLL Full House Resorts, Inc. | 3.64 mm | 3.63 mm principal | 2.66 | Debt | Long | USA |
| Waterbridge Midstream Operating LLC 2024 1st Lien Term Loan B | 3.63 mm | 3.75 mm principal | 2.65 | Loan | Long | USA |
| Arcline FM Holdings LLC 2024 Term Loan | 3.60 mm | 3.59 mm principal | 2.63 | Loan | Long | USA |
| Cornerstone Building Brands Inc 2022 Term Loan | 3.57 mm | 3.54 mm principal | 2.60 | Loan | Long | USA |
| Heritage-Crystal Clean Inc Term Loan B | 3.53 mm | 3.51 mm principal | 2.58 | Loan | Long | USA |
| LBM Acquisition LLC | 3.45 mm | 3.65 mm principal | 2.52 | Debt | Long | USA |
| LSF12 Badger Bidco LLC Term Loan B | 3.19 mm | 3.32 mm principal | 2.33 | Loan | Long | USA |
| Plaskolite LLC 2021 Term Loan | 2.95 mm | 2.99 mm principal | 2.15 | Loan | Long | USA |
| Engineered Machinery Holdings Inc 2021 USD 2nd Lien Incremental Term Loan | 2.89 mm | 2.88 mm principal | 2.11 | Loan | Long | USA |
| Mitchell International Inc 2024 2nd Lien Term Loan | 2.74 mm | 2.79 mm principal | 2.00 | Loan | Long | USA |
| Tank Holding Corp 2022 Term Loan | 2.69 mm | 2.73 mm principal | 1.96 | Loan | Long | USA |
| Waterbridge Midstream Operating LLC 2024 Term Loan B | 2.68 mm | 2.69 mm principal | 1.96 | Loan | Long | USA |
| FBM Foundation Building Materials, Inc. | 2.38 mm | 2.70 mm principal | 1.74 | Debt | Long | USA |
|
FIXED INC CLEARING CORP.REPO
Fixed Income Clearing Corp.
|
2.26 mm | 2.26 mm principal | 1.65 | Repurchase agreement | Long | USA |
| DARKTRACE PLC 2nd LIEN TERM LOAN | 2.25 mm | 2.30 mm principal | 1.64 | Loan | Long | USA |
| BANGL LLC Term Loan B | 2.25 mm | 2.24 mm principal | 1.64 | Loan | Long | USA |
| Cec Entertainment Inc | 2.23 mm | 2.25 mm principal | 1.63 | Debt | Long | USA |
| Azul Secured Finance LLP | 2.18 mm | 2.25 mm principal | 1.59 | Debt | Long | USA |
| ECL Entertainment LLC 2024 Term Loan B | 2.14 mm | 2.13 mm principal | 1.56 | Loan | Long | USA |
| Advisor Group Inc 2024 Term Loan | 2.12 mm | 2.14 mm principal | 1.55 | Loan | Long | USA |
| Brock Holdings III Inc 2024 Term Loan B | 2.02 mm | 2.00 mm principal | 1.47 | Loan | Long | USA |
| AMC Entertainment Holdings Inc 2024 Term Loan | 2.00 mm | 2.00 mm principal | 1.46 | Loan | Long | USA |
| Park River Holdings Inc Term Loan | 1.97 mm | 2.00 mm principal | 1.44 | Loan | Long | USA |
| BID Sotheby's | 1.93 mm | 2.00 mm principal | 1.41 | Debt | Long | USA |
| Aretec Group Inc | 1.90 mm | 2.00 mm principal | 1.39 | Debt | Long | USA |
| Lumen Technologies Inc | 1.82 mm | 2.65 mm principal | 1.33 | Debt | Long | USA |
| Fidelity Investments Money Market Government Portfolio | 1.80 mm | 1.80 mm shares | 1.31 | Short-term investment vehicle | Long | USA |
| EquipmentShare.com Inc | 1.54 mm | 1.50 mm principal | 1.12 | Debt | Long | USA |
| OneDigital Borrower LLC 2024 2nd Lien Term Loan | 1.49 mm | 1.50 mm principal | 1.09 | Loan | Long | USA |
| JW Aluminum Continuous Cast Co | 1.48 mm | 1.48 mm principal | 1.08 | Debt | Long | USA |
| JetBlue Airways Corp / JetBlue Loyalty LP | 1.39 mm | 1.32 mm principal | 1.02 | Debt | Long | XX |
| Spectacle Gary Holdings LLC 2021 Term Loan B | 1.37 mm | 1.37 mm principal | 1.00 | Loan | Long | USA |
| Samarco Mineracao SA | 1.29 mm | 1.38 mm principal | 0.94 | Debt | Long | Brazil |
| GPS Hospitality Holding Co LLC / GPS Finco Inc | 1.20 mm | 1.93 mm principal | 0.87 | Debt | Long | USA |
| CPM Holdings Inc 2023 Term Loan | 1.04 mm | 1.09 mm principal | 0.76 | Loan | Long | USA |
| Delta TopCo Inc 2024 2nd Lien Term Loan | 983.73 k | 976.00 k principal | 0.72 | Loan | Long | USA |
| Project Boost Purchaser LLC 2024 2nd Lien Term Loan | 564.87 k | 563.00 k principal | 0.41 | Loan | Long | USA |
| Tank Holding Corp 2023 Incremental Term Loan | 544.93 k | 551.60 k principal | 0.40 | Loan | Long | USA |
| Azul Investments LLP | 500.15 k | 700.00 k principal | 0.37 | Debt | Long | USA |
| Doncasters Finance US LLC 2024 Delayed Draw Term Loan | 452.27 k | 454.55 k principal | 0.33 | Loan | Long | USA |
| Alloy Finco Limited USD Holdco PIK Term Loan | 387.99 k | 377.61 k principal | 0.28 | Loan | Long | Jersey |
| Aethon United BR LP / Aethon United Finance Corp | 354.89 k | 350.00 k principal | 0.26 | Debt | Long | USA |
| ACProducts Holdings Inc | 338.64 k | 545.00 k principal | 0.25 | Debt | Long | USA |
| Lightstone Holdco LLC 2022 Extended Term Loan C | 314.28 k | 309.28 k principal | 0.23 | Loan | Long | USA |
| Lumen Technologies Inc | 239.41 k | 350.00 k principal | 0.17 | Debt | Long | USA |
| Tank Holding Corp 2023 Incremental Delayed Draw Term Loan | 236.10 k | 238.99 k principal | 0.17 | Loan | Long | USA |
| Lumen Technologies Inc | 232.74 k | 350.00 k principal | 0.17 | Debt | Long | USA |
| CITIBANK NA DDCA | 199.49 k | 199.49 k shares | 0.15 | Short-term investment vehicle | Long | USA |
| Long: 323262807 TRS USD R E 323262809 IBOXXTRS / Short: 323262807 TRS USD P V 12MSOFR 323262808 IBOXXTRS | 65.50 k | 2.00 mm other units | 0.05 | Credit derivative | N/A | USA |
| Long: 363943701 TRS USD R E 363943703 IBOXXTRS / Short: 363943701 TRS USD P V 12MSOFR 363943702 IBOXXTRS | 64.01 k | 4.00 mm other units | 0.05 | Credit derivative | N/A | USA |
| Long: 330594499 TRS USD R E 330594501 IBOXXTRS / Short: 330594499 TRS USD P V 12MSOFR 330594500 IBOXXTRS | 23.08 k | 1.00 mm other units | 0.02 | Credit derivative | N/A | USA |
| Long: 370394918 TRS USD R E 370394920 IBOXXTRS / Short: 370394918 TRS USD P V 12MSOFR 370394919 IBOXXTRS | 9.04 k | 2.00 mm other units | 0.01 | Credit derivative | N/A | USA |
|
PURCHASED EUR / SOLD USD
Toronto-Dominion Bank
|
3.16 k | 1.00 contracts | 0.00 | DFE | N/A | XX |
| Epic Crude Services LP Term Loan B | 0 | 0.00 principal | 0.00 | Loan | Long | USA |
| Cornerstone Building Brands Inc 2024 Term Loan B | 0 | 0.00 principal | 0.00 | Loan | Long | USA |
| Barentz International BV 2024 USD Term Loan B2 | 0 | 0.00 principal | 0.00 | Loan | Long | USA |
|
PURCHASED USD / SOLD EUR
State Street Bank & Trust Co.
|
-4.26 k | 1.00 contracts | -0.00 | DFE | N/A | USA |
