 |
Credit Opportunities Portfolio
|
January 31, 2025
|
|||
|
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 - 68.79%
|
|||||||||||||||||
|
Aerospace & Defense - 0.34%
|
|||||||||||||||||
|
Altitude II IRL WH Borrower DAC
|
Revolver 1L 05/23
|
SOFR + 10.00%
|
1/12/2030
|
USD
|
41
|
$ |
26
|
(b) (g)
|
|||||||||
|
Ultra Electronics Holdings Ltd
|
TL 1L B 11/21
|
SOFR + 3.75%
|
8/3/2029
|
USD
|
130
|
130
|
|||||||||||
|
Ultra Electronics Holdings Ltd
|
TL 1L B 11/21
|
EURIBOR + 3.75%
|
8/6/2029
|
EUR
|
104
|
108
|
|||||||||||
|
Vertex Aerospace Services LLC
|
TL 1L B 12/21
|
SOFR + 2.25%
|
12/6/2030
|
USD
|
1,516
|
1,522
|
|||||||||||
|
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
|
EURIBOR + 5.25%
|
8/9/2030
|
EUR
|
61
|
64
|
(b)
|
||||||||||
|
Air Freight & Logistics - 1.05%
|
|||||||||||||||||
|
CSafe Global
|
Revolver 1L 03/24
|
SOFR + 5.75%
|
3/8/2029
|
USD
|
36
|
35
|
(a) (b) (g)
|
||||||||||
|
CSafe Global
|
TL 1L 03/24
|
SONIA + 5.75%
|
12/14/2028
|
GBP
|
48
|
61
|
(a) (b)
|
||||||||||
|
CSafe Global
|
TL 1L 03/24
|
SOFR + 5.75%
|
12/14/2028
|
USD
|
347
|
350
|
(a) (b)
|
||||||||||
|
CSafe Global
|
TL 1L DD 03/24
|
SOFR + 5.75%
|
12/14/2028
|
USD
|
15
|
15
|
(a) (b)
|
||||||||||
|
Envirotainer Ltd
|
TL 1L B3 01/25
|
EURIBOR + 5.00%
|
7/30/2029
|
EUR
|
4,740
|
4,921
|
(a) (b)
|
||||||||||
|
Envirotainer Ltd
|
TL 1L B4 01/25
|
SOFR + 5.00%
|
7/30/2029
|
USD
|
2,412
|
2,416
|
(a) (b)
|
||||||||||
|
Envirotainer Ltd
|
TL 1L DD 01/25
|
EURIBOR + 5.00%
|
7/30/2029
|
EUR
|
865
|
2
|
(a) (b) (g)
|
||||||||||
|
Alternative Carriers - 2.46%
|
|||||||||||||||||
|
Level 3 Financing Inc
|
TL 1L B1 03/24
|
SOFR + 6.56%
|
4/15/2029
|
USD
|
4,385
|
4,450
|
|||||||||||
|
Level 3 Financing Inc
|
TL 1L B2 03/24
|
SOFR + 6.56%
|
4/15/2030
|
USD
|
6,309
|
6,392
|
|||||||||||
|
Lumen Technologies Inc
|
TL 1L B2 03/24
|
SOFR + 2.35%
|
4/15/2030
|
USD
|
4,970
|
4,645
|
|||||||||||
|
Virgin Media Ireland Ltd
|
TL 1L B1 06/21
|
EURIBOR + 3.58%
|
7/15/2029
|
EUR
|
2,734
|
2,815
|
|||||||||||
|
Application Software - 6.17%
|
|||||||||||||||||
|
Avetta LLC
|
Revolver 1L 07/24
|
SOFR + 4.50%
|
7/26/2030
|
USD
|
5
|
-
|
(a) (b) (g)
|
||||||||||
|
Avetta LLC
|
Revolver 1L 07/24
|
SOFR + 4.50%
|
7/26/2030
|
USD
|
11
|
-
|
(a) (b) (g)
|
||||||||||
|
Avetta LLC
|
TL 1L 07/24
|
SOFR + 4.50%
|
7/26/2031
|
USD
|
94
|
94
|
(a) (b)
|
||||||||||
|
Avetta LLC
|
TL 1L DD 07/24
|
SOFR + 4.50%
|
7/26/2031
|
USD
|
23
|
-
|
(a) (b) (g)
|
||||||||||
|
Ellucian Inc
|
TL 2L 11/24
|
SOFR + 4.75%
|
11/22/2032
|
USD
|
1,478
|
1,516
|
|||||||||||
|
Envestnet Inc
|
TL 1L 09/24
|
SOFR + 3.50%
|
11/25/2031
|
USD
|
3,081
|
3,118
|
|||||||||||
|
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
|
1,503
|
1,518
|
(a) (b)
|
||||||||||
|
Granicus Inc
|
Revolver 1L 01/24
|
SOFR + 5.25%
|
1/17/2031
|
USD
|
23
|
1
|
(a) (b) (g)
|
||||||||||
|
Granicus Inc
|
TL 1L 01/24
|
2.25% PIK, SOFR + 3.50%
|
1/17/2031
|
USD
|
165
|
166
|
(a) (b) (d)
|
||||||||||
|
Granicus Inc
|
TL 1L DD 01/24
|
2.25% PIK, SOFR + 3.00%
|
1/17/2031
|
USD
|
24
|
25
|
(a) (b) (d)
|
||||||||||
|
Med-Metrix
|
Revolver 1L 09/21
|
SOFR + 5.00%
|
9/15/2027
|
USD
|
159
|
-
|
(a) (b) (g)
|
||||||||||
|
Med-Metrix
|
TL 1L 09/21
|
SOFR + 5.00%
|
9/15/2027
|
USD
|
1,229
|
1,247
|
(a) (b)
|
||||||||||
|
Med-Metrix
|
TL 1L DD 09/21
|
SOFR + 5.00%
|
9/15/2027
|
USD
|
626
|
635
|
(a) (b)
|
||||||||||
|
Personify Health Inc
|
TL 1L 11/23 PIK
|
3.00% PIK, SOFR + 3.25%
|
11/8/2029
|
USD
|
220
|
222
|
(b) (d)
|
||||||||||
|
Qlik Technologies Inc
|
TL 1L 11/24
|
SOFR + 3.25%
|
10/26/2030
|
USD
|
4,013
|
4,057
|
|||||||||||
|
Qualtrics International Inc
|
TL 1L B 06/24
|
SOFR + 2.75%
|
6/28/2030
|
USD
|
3,063
|
3,084
|
|||||||||||
|
Solera LLC
|
TL 2L 06/21 PIK Toggle
|
SOFR + 9.00%
|
6/4/2029
|
USD
|
17,315
|
17,315
|
(a) (b) (d)
|
||||||||||
|
TIBCO Software Inc
|
TL 1L B 11/24
|
SOFR + 3.50%
|
3/30/2029
|
USD
|
9,761
|
9,837
|
|||||||||||
|
Unit4 NV
|
TL 1L 04/21
|
EURIBOR + 3.50%
|
6/29/2028
|
EUR
|
2,734
|
2,850
|
|||||||||||
|
Zellis Holdings Ltd
|
TL 1L B1 06/24
|
SONIA + 4.90%
|
8/13/2031
|
GBP
|
177
|
217
|
(a) (b)
|
||||||||||
|
Zellis Holdings Ltd
|
TL 1L B2 DD 06/24
|
SONIA + 5.00%
|
8/13/2031
|
GBP
|
39
|
18
|
(a) (b) (g)
|
||||||||||
|
Asset Management & Custody Banks - 0.02%
|
|||||||||||||||||
|
Rockefeller Capital Management LP
|
TL 1L 04/24
|
SOFR + 4.75%
|
4/4/2031
|
USD
|
170
|
170
|
(a) (b)
|
||||||||||
|
Automotive Parts & Equipment - 3.71%
|
|||||||||||||||||
|
Belron Finance Ltd
|
TL 1L B 09/24
|
SOFR + 2.75%
|
10/16/2031
|
USD
|
3,063
|
3,094
|
|||||||||||
|
Clarios Global LP
|
TL 1L B 01/25
|
EURIBOR + 3.25%
|
1/15/2032
|
EUR
|
1,286
|
1,337
|
|||||||||||
|
Innovative XCessories & Services LLC
|
TL 1L 02/20
|
SOFR + 4.25%
|
3/5/2027
|
USD
|
12,415
|
12,417
|
|||||||||||
|
Parts Authority Inc
|
TL 1L 10/20
|
SOFR + 3.75%
|
10/28/2027
|
USD
|
11,333
|
10,014
|
|||||||||||
|
Parts Europe SA
|
TL 1L 10/24
|
EURIBOR + 3.25%
|
2/2/2031
|
EUR
|
670
|
702
|
|||||||||||
|
Broadcasting - 2.50%
|
|||||||||||||||||
|
NEP Broadcasting LLC
|
TL 1L 12/23
|
1.50% PIK, SOFR + 8.25%
|
6/1/2026
|
USD
|
153
|
156
|
(b) (d)
|
||||||||||
|
NEP Broadcasting LLC
|
TL 1L B 12/23
|
1.50% PIK, EURIBOR + 3.50%
|
8/19/2026
|
EUR
|
6,770
|
6,140
|
(d)
|
||||||||||
|
NEP Broadcasting LLC
|
TL 1L B 12/23
|
1.50% PIK, SOFR + 3.25%
|
8/19/2026
|
USD
|
610
|
551
|
(d)
|
||||||||||
|
NEP Broadcasting LLC
|
TL 2L 09/18
|
SOFR + 7.00%
|
10/19/2026
|
USD
|
14,698
|
11,740
|
|||||||||||
|
Broadline Retail - 0.35%
|
|||||||||||||||||
|
AutoScout24 GmbH
|
TL 1L B 10/24
|
EURIBOR + 3.75%
|
12/10/2031
|
EUR
|
2,501
|
2,614
|
|||||||||||
|
Building Products - 0.27%
|
|||||||||||||||||
|
DiversiTech Holdings Inc
|
TL 2L B 12/21
|
SOFR + 6.75%
|
12/21/2029
|
USD
|
1,945
|
1,971
|
|||||||||||
|
Cable & Satellite - 1.41%
|
|||||||||||||||||
|
Astound Broadband (RCN/Radiate)
|
TL 1L B 10/21
|
SOFR + 3.25%
|
9/25/2026
|
USD
|
9,925
|
8,917
|
(a)
|
||||||||||
|
Virgin Media Inc
|
TL 1L 09/19
|
SOFR + 2.50%
|
1/31/2028
|
USD
|
1,564
|
1,543
|
|||||||||||
|
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
|
SOFR + 5.00%
|
5/6/2030
|
USD
|
196
|
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 - 0.36%
|
|||||||||||||||||
|
Entain PLC
|
TL 1L B 04/24
|
SOFR + 2.75%
|
10/31/2029
|
USD
|
628
|
632
|
|||||||||||
|
Tackle Sarl
|
TL 1L 04/21
|
EURIBOR + 3.50%
|
5/22/2028
|
EUR
|
1,931
|
2,012
|
|||||||||||
|
Commercial Printing - 1.35%
|
|||||||||||||||||
|
Multi-Color Corp
|
TL 1L B 10/21
|
EURIBOR + 5.00%
|
10/29/2028
|
EUR
|
10,456
|
10,002
|
|||||||||||
|
Commodity Chemicals - 3.26%
|
|||||||||||||||||
|
Plaskolite, LLC
|
TL 1L 04/21
|
SOFR + 4.00%
|
12/15/2025
|
USD
|
19,414
|
18,721
|
|||||||||||
|
SI Group Inc
|
TL 1L B-1A 09/24
|
0.75% PIK, SOFR + 4.75%
|
10/16/2028
|
USD
|
4,319
|
3,175
|
(d)
|
||||||||||
|
SI Group Inc
|
TL 1L B-1B 09/24
|
0.75% PIK, SOFR + 4.75%
|
10/16/2028
|
USD
|
3,221
|
2,368
|
(d)
|
||||||||||
|
Construction & Engineering - 0.48%
|
|||||||||||||||||
|
Brand Energy & Infrastructure Services Inc
|
TL 1L B 04/24
|
SOFR + 4.50%
|
8/1/2030
|
USD
|
3,312
|
3,269
|
|||||||||||
|
Fortna Group Inc
|
Revolver 1L 01/25
|
SOFR + 4.75%
|
6/1/2029
|
USD
|
513
|
-
|
(a) (b) (g)
|
||||||||||
|
Woolpert Inc
|
Revolver 1L 05/24
|
SOFR + 5.00%
|
4/5/2029
|
USD
|
39
|
-
|
(a) (b) (g)
|
||||||||||
|
Woolpert Inc
|
TL 1L 05/24
|
SOFR + 5.00%
|
4/5/2030
|
USD
|
248
|
251
|
(a) (b)
|
||||||||||
|
Woolpert Inc
|
TL 1L DD 05/24
|
SOFR + 5.00%
|
4/5/2030
|
USD
|
78
|
13
|
(a) (b) (g)
|
||||||||||
|
Construction Machinery & Heavy Transportation Equipment - 0.40%
|
|||||||||||||||||
|
Accuride Corp
|
TL 1L 10/24
|
10.00% PIK
|
4/19/2025
|
USD
|
2,608
|
2,169
|
(a) (b) (d)
|
||||||||||
|
Accuride Corp
|
TL 1L B 07/23
|
5/18/2026
|
USD
|
7,752
|
-
|
(a) (b) (e)
|
|||||||||||
|
Accuride Corp
|
TL 1L DD 10/24
|
SOFR + 10.00%
|
4/19/2025
|
USD
|
1,340
|
1,115
|
(a) (b) (g)
|
||||||||||
|
Shaw Development LLC
|
TL 1L 10/23
|
SOFR + 6.00%
|
10/30/2029
|
USD
|
147
|
144
|
(a) (b)
|
||||||||||
|
Shaw Development LLC
|
TL 1L DD 10/23
|
SOFR + 6.00%
|
10/30/2029
|
USD
|
18
|
-
|
(a) (b) (g)
|
||||||||||
|
Construction Materials - 0.14%
|
|||||||||||||||||
|
Quimper AB
|
TL 1L B 11/24
|
EURIBOR + 3.75%
|
3/31/2030
|
EUR
|
1,012
|
1,056
|
|||||||||||
|
Consumer Finance - 0.54%
|
|||||||||||||||||
|
Discover Financial Services
|
TL 1L DD 09/24
|
15.00%
|
9/6/2034
|
USD
|
898
|
896
|
(a) (b) (g)
|
||||||||||
|
Edelman Financial Engines Center LLC/The
|
TL 1L B 12/24
|
SOFR + 3.00%
|
4/7/2028
|
USD
|
3,087
|
3,115
|
|||||||||||
|
Consumer Staples Merchandise Retail - 0.38%
|
|||||||||||||||||
|
Morrisons (Market Bidco Limited)
|
TL 1L 10/24
|
EURIBOR + 4.50%
|
11/4/2030
|
EUR
|
2,710
|
2,816
|
|||||||||||
|
Data Processing & Outsourced Services - 1.49%
|
|||||||||||||||||
|
Encora Digital LLC
|
TL 1L 12/21 PIK
|
9.75% PIK
|
12/20/2029
|
USD
|
586
|
571
|
(a) (b) (d)
|
||||||||||
|
West Corp
|
TL 1L B3 01/23
|
SOFR + 4.00%
|
4/10/2027
|
USD
|
14,924
|
10,489
|
|||||||||||
|
Diversified Chemicals - 0.49%
|
|||||||||||||||||
|
Hexion International Cooperatief UA
|
TL 1L 12/24
|
SOFR + 4.00%
|
3/15/2029
|
USD
|
3,082
|
3,091
|
|||||||||||
|
Trinseo Materials Operating SCA / Trinseo Materials Finance Inc
|
Revolver 1L 07/24
|
SOFR + 4.75%
|
1/18/2028
|
USD
|
732
|
516
|
(a) (b) (g)
|
||||||||||
|
Diversified Metals & Mining - 0.02%
|
|||||||||||||||||
|
Foresight Energy LLC
|
TL 1L A 06/20
|
SOFR + 8.00%
|
6/30/2027
|
USD
|
119
|
110
|
(a) (b)
|
||||||||||
|
Diversified Support Services - 0.38%
|
|||||||||||||||||
|
Apex Service Partners LLC
|
Revolver 1L 09/24
|
SOFR + 5.00%
|
10/24/2029
|
USD
|
26
|
17
|
(a) (b) (g)
|
||||||||||
|
Apex Service Partners LLC
|
TL 1L 09/24
|
SOFR + 5.00%
|
10/24/2030
|
USD
|
302
|
305
|
(a) (b)
|
||||||||||
|
Apex Service Partners LLC
|
TL 1L 09/24
|
SOFR + 5.00%
|
10/24/2030
|
USD
|
78
|
78
|
(a) (b)
|
||||||||||
|
Apex Service Partners LLC
|
TL Unsec 10/23 PIK
|
14.25% PIK
|
4/23/2031
|
USD
|
77
|
75
|
(a) (b) (d)
|
||||||||||
|
Apex Service Partners LLC
|
TL Unsec DD 10/23 PIK
|
14.25% PIK
|
4/23/2031
|
USD
|
37
|
36
|
(a) (b) (d)
|
||||||||||
|
Legence Holdings LLC (aka Therma)
|
TL 1L 09/21
|
SOFR + 3.50%
|
12/16/2027
|
USD
|
1,230
|
1,237
|
|||||||||||
|
Magna Legal Services LLC
|
Revolver 1L 11/22
|
SOFR + 5.00%
|
11/22/2028
|
USD
|
27
|
-
|
(a) (b) (g)
|
||||||||||
|
Magna Legal Services LLC
|
TL 1L 11/22
|
SOFR + 5.00%
|
11/21/2029
|
USD
|
227
|
229
|
(a) (b)
|
||||||||||
|
Magna Legal Services LLC
|
TL 1L DD 11/22
|
SOFR + 5.00%
|
11/21/2029
|
USD
|
64
|
64
|
(a) (b)
|
||||||||||
|
Magna Legal Services LLC
|
TL 1L DD 12/23
|
SOFR + 5.00%
|
11/21/2029
|
USD
|
13
|
9
|
(a) (b) (g)
|
||||||||||
|
Service Express Inc
|
Revolver 1L 08/24
|
SOFR + 4.75%
|
8/15/2031
|
USD
|
27
|
4
|
(a) (b) (g)
|
||||||||||
|
Service Express Inc
|
TL 1L 08/24
|
SOFR + 4.75%
|
8/15/2031
|
USD
|
196
|
196
|
(a) (b)
|
||||||||||
|
Service Express Inc
|
TL 1L DD 08/24
|
SOFR + 4.75%
|
8/15/2031
|
USD
|
47
|
-
|
(a) (b) (g)
|
||||||||||
|
Trescal SA
|
TL 1L B1 05/23
|
EURIBOR + 5.50%
|
4/29/2030
|
EUR
|
197
|
208
|
(a) (b)
|
||||||||||
|
Trescal SA
|
TL 1L B2 04/23
|
SOFR + 5.50%
|
4/29/2030
|
USD
|
216
|
219
|
(a) (b)
|
||||||||||
|
Trescal SA
|
TL 1L DD 05/23
|
EURIBOR + 5.50%
|
4/29/2030
|
EUR
|
114
|
120
|
(a) (b)
|
||||||||||
|
Education Services - 0.51%
|
|||||||||||||||||
|
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
|
SOFR + 5.00%
|
5/1/2031
|
USD
|
115
|
116
|
(a) (b)
|
||||||||||
|
Cadence Education LLC
|
TL 1L DD 05/24
|
SOFR + 5.00%
|
5/1/2031
|
USD
|
30
|
12
|
(a) (b) (g)
|
||||||||||
|
IU Finance Management GmbH
|
TL 1L B 11/24
|
EURIBOR + 3.75%
|
12/8/2031
|
EUR
|
2,104
|
2,190
|
|||||||||||
|
Markermeer Finance BV
|
TL 1L B 01/20
|
EURIBOR + 3.00%
|
1/29/2027
|
EUR
|
1,418
|
1,464
|
|||||||||||
|
Electrical Components & Equipment - 0.06%
|
|||||||||||||||||
|
Clarience Technologies LLC
|
Revolver 1L 02/24
|
SOFR + 5.75%
|
2/13/2030
|
USD
|
45
|
3
|
(a) (b) (g)
|
||||||||||
|
Clarience Technologies LLC
|
TL 1L 02/24
|
SOFR + 5.75%
|
2/13/2031
|
USD
|
416
|
420
|
(a) (b)
|
||||||||||
|
Clarience Technologies LLC
|
TL 1L DD 02/24
|
SOFR + 5.75%
|
2/13/2031
|
USD
|
45
|
29
|
(a) (b) (g)
|
||||||||||
|
Electronic Components - 0.26%
|
|||||||||||||||||
|
CommScope Inc
|
TL 1L 12/24
|
SOFR + 5.50%
|
12/17/2029
|
USD
|
1,866
|
1,910
|
|||||||||||
|
Electronic Equipment & Instruments - 0.55%
|
|||||||||||||||||
|
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
|
3,451
|
(a) (b)
|
||||||||||
|
Excelitas Technologies Corp
|
TL 1L 08/22
|
EURIBOR + 5.25%
|
8/12/2029
|
EUR
|
591
|
614
|
(a) (b)
|
||||||||||
|
Excelitas Technologies Corp
|
TL 1L DD 08/22
|
SOFR + 5.25%
|
8/12/2029
|
USD
|
117
|
-
|
(a) (b) (g)
|
||||||||||
|
Environmental & Facilities Services - 1.92%
|
|||||||||||||||||
|
48Forty Solutions LLC
|
Revolver 1L 03/22
|
SOFR + 6.00%
|
11/30/2029
|
USD
|
610
|
142
|
(a) (b) (g)
|
||||||||||
|
48Forty Solutions LLC
|
TL 1L 02/22
|
4.10% PIK, SOFR + 2.00%
|
11/30/2029
|
USD
|
4,472
|
3,814
|
(a) (b) (d)
|
||||||||||
|
48Forty Solutions LLC
|
TL 1L 03/22
|
4.10% PIK, SOFR + 2.00%
|
11/30/2029
|
USD
|
3,121
|
2,662
|
(a) (b) (d)
|
||||||||||
|
Brock Group LLC/The
|
TL 1L B 04/24
|
SOFR + 6.00%
|
5/2/2030
|
USD
|
7,444
|
7,491
|
|||||||||||
|
Heritage Environmental Services Inc
|
Revolver 1L 01/24
|
SOFR + 5.25%
|
1/31/2030
|
USD
|
23
|
-
|
(a) (b) (g)
|
||||||||||
|
Heritage Environmental Services Inc
|
TL 1L 01/24
|
SOFR + 5.25%
|
1/31/2031
|
USD
|
166
|
168
|
(a) (b)
|
||||||||||
|
Financial Exchanges & Data - 0.42%
|
|||||||||||||||||
|
IntraFi Network LLC
|
TL 1L 07/24
|
SOFR + 4.00%
|
7/31/2031
|
USD
|
3,088
|
3,102
|
|||||||||||
|
Food Distributors - 0.11%
|
|||||||||||||||||
|
Lipari Foods LLC
|
TL 1L 10/22
|
SOFR + 6.50%
|
10/31/2028
|
USD
|
757
|
749
|
(b)
|
||||||||||
|
Lipari Foods LLC
|
TL 1L DD 10/22
|
SOFR + 6.50%
|
10/31/2028
|
USD
|
97
|
96
|
(b)
|
||||||||||
|
Health Care Equipment - 3.84%
|
|||||||||||||||||
|
Drive DeVilbiss Healthcare LLC
|
TL 1L 03/21
|
4.00% PIK, SOFR + 5.50%
|
6/1/2026
|
USD
|
21,025
|
20,920
|
(a) (d)
|
||||||||||
|
Drive DeVilbiss Healthcare LLC
|
TL 1L 09/22 PIK
|
9.00% PIK, SOFR + 1.00%
|
6/1/2026
|
USD
|
3,104
|
3,123
|
(a) (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
|
1,296
|
1,296
|
(a) (b)
|
||||||||||
|
PartsSource Inc
|
TL 1L DD 08/21
|
SOFR + 5.75%
|
8/23/2028
|
USD
|
95
|
95
|
(a) (b)
|
||||||||||
|
PartsSource Inc
|
TL 1L DD 10/23
|
SOFR + 5.75%
|
8/23/2028
|
USD
|
368
|
63
|
(a) (b) (g)
|
||||||||||
|
Siemens Audiology Solutions
|
TL 1L B3 09/24
|
EURIBOR + 4.00%
|
2/28/2029
|
EUR
|
1,320
|
1,377
|
|||||||||||
|
Viant Medical Holdings Inc
|
TL 1L 10/24
|
SOFR + 4.00%
|
10/29/2031
|
USD
|
1,322
|
1,342
|
|||||||||||
|
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
|
259
|
262
|
(a) (b)
|
||||||||||
|
Zeus Industrial Products Inc
|
TL 1L DD 02/24
|
SOFR + 5.50%
|
2/28/2031
|
USD
|
48
|
17
|
(a) (b) (g)
|
||||||||||
|
Health Care Facilities - 1.83%
|
|||||||||||||||||
|
Independent Vetcare Ltd
|
TL 1L 01/24
|
EURIBOR + 4.00%
|
11/20/2028
|
EUR
|
1,320
|
1,373
|
|||||||||||
|
LifePoint Hospitals Inc
|
TL 1L B 09/24
|
SOFR + 3.75%
|
5/17/2031
|
USD
|
1,623
|
1,620
|
|||||||||||
|
Mehilainen Oy
|
TL 1L B5 07/24
|
EURIBOR + 4.00%
|
8/5/2031
|
EUR
|
1,304
|
1,362
|
|||||||||||
|
ScionHealth
|
TL 1L B 12/21
|
SOFR + 5.25%
|
12/23/2028
|
USD
|
2,384
|
1,378
|
|||||||||||
|
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
|
7,887
|
7,887
|
(b)
|
||||||||||
|
Health Care Services - 2.43%
|
|||||||||||||||||
|
Affidea BV
|
TL 1L B 02/24
|
EURIBOR + 4.50%
|
7/22/2029
|
EUR
|
1,254
|
1,307
|
|||||||||||
|
Affordable Care Inc
|
Revolver 1L 08/21
|
SOFR + 5.50%
|
8/2/2027
|
USD
|
177
|
18
|
(a) (b) (g)
|
||||||||||
|
Affordable Care Inc
|
TL 1L 08/21
|
SOFR + 5.50%
|
8/2/2028
|
USD
|
1,576
|
1,576
|
(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 + 6.00%
|
8/2/2028
|
USD
|
307
|
307
|
(a) (b)
|
||||||||||
|
American Vision Partners
|
Revolver 1L 09/21
|
SOFR + 6.00%
|
9/30/2026
|
USD
|
158
|
101
|
(a) (b) (g)
|
||||||||||
|
American Vision Partners
|
TL 1L 09/21
|
SOFR + 6.00%
|
9/30/2027
|
USD
|
1,867
|
1,859
|
(a) (b)
|
||||||||||
|
American Vision Partners
|
TL 1L DD 09/21
|
SOFR + 6.00%
|
9/30/2027
|
USD
|
771
|
768
|
(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
|
1,141
|
1,141
|
(a) (b)
|
||||||||||
|
Amerivet Partners Management Inc
|
TL 1L DD 02/22
|
SOFR + 5.25%
|
2/25/2028
|
USD
|
69
|
69
|
(a) (b)
|
||||||||||
|
Amerivet Partners Management Inc
|
TL 1L DD 11/22
|
SOFR + 5.25%
|
2/25/2028
|
USD
|
529
|
529
|
(a) (b)
|
||||||||||
|
CHG Healthcare Services Inc
|
TL 1L B1 12/24
|
SOFR + 3.00%
|
9/29/2028
|
USD
|
1,483
|
1,496
|
|||||||||||
|
Dental365 LLC
|
Revolver 1L 05/24
|
SOFR + 5.25%
|
5/5/2028
|
USD
|
32
|
3
|
(a) (b) (g)
|
||||||||||
|
Dental365 LLC
|
TL 1L 05/24
|
SOFR + 5.25%
|
8/5/2028
|
USD
|
87
|
87
|
(a) (b)
|
||||||||||
|
Dental365 LLC
|
TL 1L DD 05/24
|
SOFR + 5.25%
|
8/7/2028
|
USD
|
86
|
32
|
(a) (b) (g)
|
||||||||||
|
Dental365 LLC
|
TL 1L DD 05/24
|
SOFR + 5.25%
|
8/5/2028
|
USD
|
47
|
47
|
(a) (b)
|
||||||||||
|
Inizio Group Ltd
|
TL 1L B 08/21
|
EURIBOR + 4.00%
|
8/19/2028
|
EUR
|
1,325
|
1,374
|
|||||||||||
|
MB2 Dental Solutions LLC
|
Revolver 1L 02/24
|
SOFR + 5.50%
|
2/13/2031
|
USD
|
21
|
3
|
(a) (b) (g)
|
||||||||||
|
MB2 Dental Solutions LLC
|
TL 1L 02/24
|
SOFR + 5.50%
|
2/13/2031
|
USD
|
304
|
307
|
(a) (b)
|
||||||||||
|
MB2 Dental Solutions LLC
|
TL 1L DD 1 02/24
|
SOFR + 5.50%
|
2/13/2031
|
USD
|
106
|
23
|
(a) (b) (g)
|
||||||||||
|
MB2 Dental Solutions LLC
|
TL 1L DD 2 02/24
|
SOFR + 5.50%
|
2/13/2031
|
USD
|
44
|
44
|
(a) (b)
|
||||||||||
|
MB2 Dental Solutions LLC
|
TL Mezz 10/24 PIK
|
14.50% PIK
|
8/13/2031
|
USD
|
510
|
487
|
(a) (b) (d)
|
||||||||||
|
Sotera Health Holdings LLC
|
TL 1L 05/24
|
SOFR + 3.25%
|
5/30/2031
|
USD
|
3,094
|
3,108
|
|||||||||||
|
Southern Veterinary Partners LLC
|
TL 1L 10/24
|
SOFR + 3.25%
|
12/4/2031
|
USD
|
3,075
|
3,103
|
|||||||||||
|
Health Care Supplies - 0.38%
|
|||||||||||||||||
|
Cooper Consumer Health SASU
|
TL 1L B 04/21
|
EURIBOR + 3.75%
|
11/6/2028
|
EUR
|
2,731
|
2,845
|
|||||||||||
|
Health Care Technology - 1.42%
|
|||||||||||||||||
|
Milano Acquisition Corp
|
TL 1L 08/20
|
SOFR + 4.00%
|
10/1/2027
|
USD
|
7,782
|
7,430
|
|||||||||||
|
Zelis Healthcare Corp
|
TL 1L B 01/24
|
SOFR + 2.75%
|
9/28/2029
|
USD
|
3,094
|
3,106
|
|||||||||||
|
Hotels, Resorts & Cruise Lines - 0.95%
|
|||||||||||||||||
|
B&B Hotels SAS
|
TL 1L B6 01/25
|
EURIBOR + 3.75%
|
3/21/2031
|
EUR
|
2,720
|
2,832
|
|||||||||||
|
Highgate Hotels Inc
|
Revolver 1L 11/23
|
SOFR + 5.50%
|
11/5/2029
|
USD
|
13
|
-
|
(a) (b) (g)
|
||||||||||
|
Highgate Hotels Inc
|
TL 1L 11/23
|
SOFR + 5.50%
|
11/5/2029
|
USD
|
105
|
106
|
(a) (b)
|
||||||||||
|
HNVR Holdco Ltd
|
TL 1L B-3 03/24
|
EURIBOR + 4.25%
|
9/12/2028
|
EUR
|
1,291
|
1,345
|
|||||||||||
|
Playa Resorts Holding BV
|
TL 1L B 11/22
|
SOFR + 2.75%
|
1/5/2029
|
USD
|
1,871
|
1,880
|
|||||||||||
|
Travel + Leisure Co
|
TL 1L B 12/24
|
SOFR + 2.50%
|
12/14/2029
|
USD
|
873
|
877
|
|||||||||||
|
Human Resource & Employment Services - 2.21%
|
|||||||||||||||||
|
Insight Global LLC
|
Revolver 1L 11/24
|
SOFR + 5.00%
|
9/22/2028
|
USD
|
428
|
24
|
(a) (b) (g)
|
||||||||||
|
Insight Global LLC
|
TL 1L 11/24
|
SOFR + 5.00%
|
9/22/2028
|
USD
|
6,317
|
6,348
|
(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
|
SOFR + 6.00%
|
8/17/2027
|
USD
|
6,478
|
6,478
|
(a) (b)
|
||||||||||
|
Oxford Global Resources LLC
|
TL 1L 08/21
|
SOFR + 6.00%
|
8/17/2027
|
USD
|
1,446
|
1,446
|
(a) (b)
|
||||||||||
|
Oxford Global Resources LLC
|
TL 1L DD 08/21
|
SOFR + 6.00%
|
8/17/2027
|
USD
|
121
|
121
|
(a) (b)
|
||||||||||
|
SIRVA Worldwide Inc
|
TL 1L 08/24
|
SOFR + 8.00%
|
2/20/2029
|
USD
|
269
|
269
|
(a) (b)
|
||||||||||
|
SIRVA Worldwide Inc
|
TL 1L 08/24
|
5.00% PIK, SOFR + 3.00%
|
8/20/2029
|
USD
|
1,108
|
1,108
|
(a) (b) (d)
|
||||||||||
|
SIRVA Worldwide Inc
|
TL 1L DD 08/24
|
SOFR + 8.00%
|
2/20/2029
|
USD
|
1,008
|
638
|
(a) (b) (g)
|
||||||||||
|
Industrial Machinery & Supplies & Components - 0.44%
|
|||||||||||||||||
|
Consilium Safety Group AB
|
TL 1L B 04/24
|
EURIBOR + 5.50%
|
4/7/2031
|
EUR
|
223
|
231
|
(b)
|
||||||||||
|
Consilium Safety Group AB
|
TL 1L B 04/24
|
SOFR + 5.50%
|
4/7/2031
|
USD
|
108
|
108
|
(b)
|
||||||||||
|
Consilium Safety Group AB
|
TL 1L DD 04/24
|
EURIBOR + 5.50%
|
4/7/2031
|
EUR
|
65
|
-
|
(b) (g)
|
||||||||||
|
Engineered Machinery Holdings Inc
|
TL 2L 08/21
|
SOFR + 6.00%
|
5/21/2029
|
USD
|
298
|
300
|
|||||||||||
|
ProMach Group Inc
|
TL 1L B 08/24
|
SOFR + 3.50%
|
8/31/2028
|
USD
|
822
|
830
|
|||||||||||
|
Time Manufacturing Co
|
Revolver 1L 12/21
|
SOFR + 6.50%
|
12/1/2027
|
USD
|
154
|
60
|
(a) (b) (g)
|
||||||||||
|
Time Manufacturing Co
|
TL 1L 06/22
|
2.00% PIK, EURIBOR + 4.50%
|
12/1/2027
|
EUR
|
372
|
353
|
(a) (b) (d)
|
||||||||||
|
Time Manufacturing Co
|
TL 1L 12/21
|
2.00% PIK, SOFR + 4.50%
|
12/1/2027
|
USD
|
921
|
842
|
(a) (b) (d)
|
||||||||||
|
Time Manufacturing Co
|
TL 1L 12/21
|
2.00% PIK, EURIBOR + 4.50%
|
12/1/2027
|
EUR
|
594
|
563
|
(a) (b) (d)
|
||||||||||
|
Insurance Brokers - 3.55%
|
|||||||||||||||||
|
Alera Group Intermediate Holdings Inc
|
TL 1L 09/21
|
SOFR + 5.25%
|
10/2/2028
|
USD
|
642
|
642
|
(a) (b)
|
||||||||||
|
Alera Group Intermediate Holdings Inc
|
TL 1L DD 09/21
|
SOFR + 5.25%
|
10/2/2028
|
USD
|
182
|
182
|
(a) (b)
|
||||||||||
|
Alera Group Intermediate Holdings Inc
|
TL 1L DD 12/21
|
SOFR + 5.25%
|
10/2/2028
|
USD
|
528
|
528
|
(a) (b)
|
||||||||||
|
Ardonagh Group Ltd/The
|
TL 1L B1 02/24
|
SOFR + 4.75%
|
2/17/2031
|
USD
|
171
|
173
|
(b)
|
||||||||||
|
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
|
SONIA + 4.95%
|
5/16/2029
|
GBP
|
631
|
-
|
(a) (b) (g)
|
||||||||||
|
DOXA Insurance Holdings LLC
|
Revolver 1L 12/23
|
SOFR + 5.25%
|
12/20/2029
|
USD
|
10
|
-
|
(a) (b) (g)
|
||||||||||
|
DOXA Insurance Holdings LLC
|
TL 1L 12/23
|
SOFR + 5.25%
|
12/20/2030
|
USD
|
48
|
48
|
(a) (b)
|
||||||||||
|
DOXA Insurance Holdings LLC
|
TL 1L DD 12/23
|
SOFR + 5.25%
|
12/20/2030
|
USD
|
45
|
44
|
(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
|
SOFR + 5.25%
|
10/29/2030
|
USD
|
817
|
821
|
(a) (b)
|
||||||||||
|
Foundation Risk Partners Corp
|
TL 1L 10/21
|
SOFR + 5.25%
|
10/29/2030
|
USD
|
1,306
|
1,311
|
(a) (b)
|
||||||||||
|
Foundation Risk Partners Corp
|
TL 1L DD 03/22
|
SOFR + 5.25%
|
10/29/2030
|
USD
|
3,302
|
3,316
|
(a) (b)
|
||||||||||
|
Foundation Risk Partners Corp
|
TL 1L DD 10/21
|
SOFR + 5.25%
|
10/29/2030
|
USD
|
284
|
285
|
(a) (b)
|
||||||||||
|
Galway Partners Holdings LLC
|
Revolver 1L 09/21
|
SOFR + 4.50%
|
9/29/2028
|
USD
|
205
|
-
|
(a) (b) (g)
|
||||||||||
|
Galway Partners Holdings LLC
|
TL 1L 07/24
|
SOFR + 4.50%
|
9/29/2028
|
USD
|
2,563
|
2,576
|
(a) (b)
|
||||||||||
|
Howden Group Holdings Ltd
|
TL 1L 11/24
|
EURIBOR + 3.50%
|
2/15/2031
|
EUR
|
2,612
|
2,725
|
|||||||||||
|
Integrity Marketing Group LLC
|
TL 1L 08/24
|
SOFR + 5.00%
|
8/25/2028
|
USD
|
8,358
|
8,398
|
(a) (b)
|
||||||||||
|
Internet Services & Infrastructure - 0.35%
|
|||||||||||||||||
|
team.blue Finco SARL
|
TL 1L 06/24
|
EURIBOR + 3.70%
|
9/30/2029
|
EUR
|
2,507
|
2,611
|
|||||||||||
|
IT Consulting & Other Services - 1.18%
|
|||||||||||||||||
|
3Pillar Global Inc
|
Revolver 1L 11/21
|
SOFR + 6.00%
|
11/23/2026
|
USD
|
186
|
39
|
(a) (b) (g)
|
||||||||||
|
3Pillar Global Inc
|
TL 1L 11/21
|
SOFR + 6.00%
|
11/23/2027
|
USD
|
1,897
|
1,818
|
(a) (b)
|
||||||||||
|
3Pillar Global Inc
|
TL 1L DD 11/21
|
SOFR + 6.00%
|
11/23/2027
|
USD
|
611
|
585
|
(a) (b)
|
||||||||||
|
Sabre Inc
|
TL 1L B1 06/21
|
SOFR + 3.50%
|
12/17/2027
|
USD
|
192
|
187
|
|||||||||||
|
Sabre Inc
|
TL 1L B1 11/24
|
SOFR + 6.00%
|
11/15/2029
|
USD
|
5,742
|
5,756
|
|||||||||||
|
Sabre Inc
|
TL 1L B2 06/21
|
SOFR + 3.50%
|
12/17/2027
|
USD
|
109
|
107
|
|||||||||||
|
Sabre Inc
|
TL 1L B2 11/24
|
SOFR + 6.00%
|
11/15/2029
|
USD
|
268
|
262
|
|||||||||||
|
Leisure Facilities - 4.37%
|
|||||||||||||||||
|
Aimbridge Acquisition Co Inc
|
TL 1L B 09/20
|
2/2/2026
|
USD
|
3,768
|
2,393
|
(a) (e)
|
|||||||||||
|
Aimbridge Acquisition Co Inc
|
TL 1L B 10/19
|
2/2/2026
|
USD
|
15,187
|
9,669
|
(a) (e)
|
|||||||||||
|
ClubCorp Club Operations Inc
|
TL 1L 10/23
|
SOFR + 5.00%
|
9/18/2026
|
USD
|
15,143
|
15,228
|
|||||||||||
|
World Choice Investments LLC
|
TL 1L B 07/24
|
SOFR + 4.75%
|
8/13/2031
|
USD
|
5,211
|
5,235
|
|||||||||||
|
Leisure Products - 0.51%
|
|||||||||||||||||
|
Topgolf Callaway Brands Corp
|
TL 1L B 03/23
|
SOFR + 3.00%
|
3/15/2030
|
USD
|
3,771
|
3,773
|
|||||||||||
|
Life Sciences Tools & Services - 0.11%
|
|||||||||||||||||
|
Clinigen Ltd
|
TL 1L B 06/24
|
EURIBOR + 4.25%
|
4/13/2029
|
EUR
|
760
|
792
|
|||||||||||
|
Oil & Gas Equipment & Services - 0.76%
|
|||||||||||||||||
|
WaterBridge NDB Operating LLC
|
TL 1L B 04/24
|
SOFR + 4.00%
|
5/10/2029
|
USD
|
5,611
|
5,685
|
|||||||||||
|
Oil & Gas Storage & Transportation - 1.27%
|
|||||||||||||||||
|
Brazos Midstream Holdings LLC
|
TL 1L B 04/24
|
SOFR + 3.50%
|
2/11/2030
|
USD
|
499
|
504
|
|||||||||||
|
NGL Energy Partners LP / NGL Energy Finance Corp
|
TL 1L B 01/24
|
SOFR + 3.75%
|
2/3/2031
|
USD
|
1,625
|
1,635
|
|||||||||||
|
UGI Energy Services LLC
|
TL 1L B 06/24
|
SOFR + 2.50%
|
2/22/2030
|
USD
|
1,529
|
1,543
|
|||||||||||
|
WaterBridge Midstream Operating LLC
|
TL 1L B 06/24
|
SOFR + 4.75%
|
6/27/2029
|
USD
|
5,777
|
5,791
|
|||||||||||
|
Other Specialized REITs - 0.50%
|
|||||||||||||||||
|
Pretium Partners LLC P1
|
P1 Mezz TL Unsec 08/19
|
5.25% PIK, 2.75%
|
10/22/2026
|
USD
|
532
|
532
|
(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 - 0.17%
|
|||||||||||||||||
|
NovaTaste Austria GmbH
|
TL 1L B 05/23
|
EURIBOR + 5.25%
|
4/5/2030
|
EUR
|
372
|
382
|
(b)
|
||||||||||
|
NovaTaste Austria GmbH
|
TL 1L DD CAR 05/23
|
EURIBOR + 5.50%
|
4/5/2030
|
EUR
|
116
|
94
|
(b) (g)
|
||||||||||
|
Valeo Foods Group Ltd
|
TL 1L 05/21
|
EURIBOR + 3.75%
|
9/29/2028
|
EUR
|
750
|
779
|
|||||||||||
|
Paper & Plastic Packaging Products & Materials - 0.08%
|
|||||||||||||||||
|
Pretium Packaging LLC
|
TL 1L A 10/23
|
1.25% PIK, SOFR + 3.75%
|
10/2/2028
|
USD
|
52
|
53
|
(d)
|
||||||||||
|
Pretium Packaging LLC
|
TL 1L A1 10/23
|
2.30% PIK, SOFR + 2.30%
|
10/2/2028
|
USD
|
61
|
41
|
(d)
|
||||||||||
|
Pretium Packaging LLC
|
TL 2L 09/21
|
SOFR + 6.75%
|
10/1/2029
|
USD
|
810
|
458
|
(b)
|
||||||||||
|
Pharmaceuticals - 0.93%
|
|||||||||||||||||
|
Antigua Bidco Ltd
|
TL 1L 05/24
|
EURIBOR + 4.25%
|
2/28/2030
|
EUR
|
1,485
|
1,534
|
|||||||||||
|
Arrotex Australia Group Pty Ltd
|
TL 1L B1 06/23
|
BBSY + 6.75%
|
6/30/2028
|
AUD
|
588
|
369
|
(b)
|
||||||||||
|
Arrotex Australia Group Pty Ltd
|
TL 1L B2 06/23
|
BBSY + 6.75%
|
6/30/2028
|
AUD
|
149
|
94
|
(b)
|
||||||||||
|
Dechra Pharmaceuticals Ltd
|
TL 1L B 12/24
|
EURIBOR + 3.50%
|
12/4/2031
|
EUR
|
2,091
|
2,182
|
|||||||||||
|
iNova Pharmaceuticals (Australia) Pty Limited
|
TL 1L B 11/24
|
BBSY + 4.75%
|
11/15/2031
|
AUD
|
1,303
|
804
|
(b)
|
||||||||||
|
iNova Pharmaceuticals (Australia) Pty Limited
|
TL 1L DD C 11/24
|
BBSY + 4.75%
|
11/15/2031
|
AUD
|
149
|
(1)
|
(b) (g)
|
||||||||||
|
Laboratoires Vivacy SAS
|
TL 1L B 03/23
|
EURIBOR + 6.70%
|
3/20/2030
|
EUR
|
788
|
781
|
(a) (b)
|
||||||||||
|
Laboratoires Vivacy SAS
|
TL 1L DD 03/23
|
EURIBOR + 6.70%
|
3/20/2030
|
EUR
|
63
|
8
|
(a) (b) (g)
|
||||||||||
|
Nidda Healthcare Holding AG
|
TL 1L B2 06/24
|
EURIBOR + 4.00%
|
2/21/2030
|
EUR
|
1,070
|
1,117
|
(a)
|
||||||||||
|
Property & Casualty Insurance - 0.64%
|
|||||||||||||||||
|
Alacrity Solutions Group LLC
|
Revolver 1L 12/21
|
12/22/2027
|
USD
|
505
|
359
|
(b) (e)
|
|||||||||||
|
Alacrity Solutions Group LLC
|
TL 1L 12/21
|
12/22/2028
|
USD
|
5,477
|
3,897
|
(b) (e)
|
|||||||||||
|
Alacrity Solutions Group LLC
|
TL 1L DD 06/22
|
12/22/2028
|
USD
|
668
|
475
|
(b) (e)
|
|||||||||||
|
Publishing - 0.15%
|
|||||||||||||||||
|
Emerald Expositions Holding Inc
|
TL 1L B 01/25
|
SOFR + 3.75%
|
1/23/2032
|
USD
|
1,114
|
1,122
|
|||||||||||
|
Real Estate Operating Companies - 0.13%
|
|||||||||||||||||
|
Opendoor Labs Inc
|
TL 2L DD 10/21
|
10.00%
|
4/1/2026
|
USD
|
977
|
966
|
(a) (b)
|
||||||||||
|
Real Estate Services - 0.16%
|
|||||||||||||||||
|
SitusAMC Holdings Corp
|
TL 1L 12/21
|
SOFR + 5.50%
|
12/22/2027
|
USD
|
1,176
|
1,187
|
(a) (b)
|
||||||||||
|
Renewable Electricity - 0.85%
|
|||||||||||||||||
|
WIN Waste Innovations
|
TL 1L B 03/21
|
SOFR + 2.75%
|
3/24/2028
|
USD
|
6,496
|
6,332
|
|||||||||||
|
Research & Consulting Services - 0.76%
|
|||||||||||||||||
|
BDO USA PA
|
TL 1L 08/23
|
SOFR + 5.00%
|
8/31/2028
|
USD
|
145
|
145
|
(a) (b)
|
||||||||||
|
HKA
|
TL 1L B 08/22
|
SOFR + 5.75%
|
8/9/2029
|
USD
|
4,176
|
4,176
|
(b)
|
||||||||||
|
HKA
|
TL 1L DD (CAR) 08/22
|
SOFR + 5.75%
|
8/9/2029
|
USD
|
1,319
|
1,319
|
(b)
|
||||||||||
|
Single-Family Residential REITs - 1.03%
|
|||||||||||||||||
|
Avenue One PropCo
|
TL Unsec DD 03/24
|
7.00% PIK
|
3/15/2034
|
USD
|
7,635
|
7,635
|
(a) (b) (d)
|
||||||||||
|
Soft Drinks & Non-alcoholic Beverages - 0.22%
|
|||||||||||||||||
|
Triton Water Holdings Inc
|
TL 1L B 03/21
|
SOFR + 3.25%
|
3/31/2028
|
USD
|
1,619
|
1,628
|
|||||||||||
|
Specialized Consumer Services - 0.19%
|
|||||||||||||||||
|
Circana Group
|
Revolver 1L 04/24
|
SOFR + 5.00%
|
12/21/2027
|
USD
|
51
|
20
|
(a) (b) (g)
|
||||||||||
|
Circana Group
|
TL 1L 04/24
|
SOFR + 5.00%
|
12/1/2028
|
USD
|
981
|
991
|
(a) (b)
|
||||||||||
|
Spotless Brands LLC
|
TL 1L 02/23
|
SOFR + 5.75%
|
7/25/2028
|
USD
|
153
|
155
|
(a) (b)
|
||||||||||
|
Spotless Brands LLC
|
TL 1L DD 02/23
|
SOFR + 5.75%
|
7/25/2028
|
USD
|
233
|
236
|
(a) (b)
|
||||||||||
|
Specialized Finance - 0.13%
|
|||||||||||||||||
|
Alter Domus Sarl
|
TL 1L B 05/24
|
SOFR + 3.50%
|
10/30/2031
|
USD
|
828
|
838
|
|||||||||||
|
Alter Domus Sarl
|
TL 1L DD 05/24
|
SOFR + 3.50%
|
10/30/2031
|
USD
|
61
|
1
|
(g)
|
||||||||||
|
BHG FUNDING 05 LLC
|
TL 1L DD 11/22
|
Variable
|
11/8/2027
|
USD
|
110
|
108
|
(b) (h)
|
||||||||||
|
Specialty Chemicals - 3.52%
|
|||||||||||||||||
|
Champion/DSM engg
|
TL 1L B1 03/23
|
EURIBOR + 5.50%
|
3/29/2030
|
EUR
|
1,365
|
1,389
|
|||||||||||
|
Champion/DSM engg
|
TL 1L B1 03/23 USD
|
SOFR + 5.50%
|
3/29/2030
|
USD
|
7,844
|
7,593
|
|||||||||||
|
Flint Group GmbH
|
TL 1L 09/23 PIK
|
6.90% PIK, SOFR + 0.10%
|
12/30/2027
|
USD
|
362
|
318
|
(d)
|
||||||||||
|
Flint Group GmbH
|
TL 1L 09/23 PIK EUR
|
6.90% PIK, EURIBOR + 0.10%
|
12/31/2027
|
EUR
|
1,224
|
1,113
|
(d)
|
||||||||||
|
Flint Group GmbH
|
TL 2L B 09/23 PIK
|
6.90% PIK, SOFR + 0.10%
|
12/31/2027
|
USD
|
370
|
69
|
(d)
|
||||||||||
|
Flint Group GmbH
|
TL 2L B 09/23 PIK EUR
|
6.90% PIK, EURIBOR + 0.10%
|
12/31/2027
|
EUR
|
1,020
|
197
|
(d)
|
||||||||||
|
Solenis International LP
|
TL 1L B 05/24
|
EURIBOR + 3.75%
|
6/20/2031
|
EUR
|
719
|
749
|
|||||||||||
|
Vantage Specialty Chemicals Inc
|
TL 1L B 02/23
|
SOFR + 4.75%
|
10/26/2026
|
USD
|
14,886
|
14,731
|
(a)
|
||||||||||
|
Systems Software - 1.56%
|
|||||||||||||||||
|
Aareon AG
|
TL 1L 09/24
|
EURIBOR + 4.75%
|
10/1/2031
|
EUR
|
376
|
389
|
(a) (b)
|
||||||||||
|
Aareon AG
|
TL 1L DD 09/24
|
EURIBOR + 4.75%
|
9/30/2031
|
EUR
|
86
|
-
|
(a) (b) (g)
|
||||||||||
|
Civica Group Ltd
|
TL 1L 08/23
|
BBSW + 5.25%
|
8/30/2030
|
AUD
|
12
|
8
|
(a) (b)
|
||||||||||
|
Civica Group Ltd
|
TL 1L 08/23
|
SONIA + 5.25%
|
8/30/2030
|
GBP
|
222
|
275
|
(a) (b)
|
||||||||||
|
Civica Group Ltd
|
TL 1L DD 08/23
|
SONIA + 5.25%
|
8/30/2030
|
GBP
|
94
|
39
|
(a) (b) (g)
|
||||||||||
|
OEConnection LLC
|
Revolver 1L 04/24
|
SOFR + 5.00%
|
4/22/2031
|
USD
|
20
|
-
|
(a) (b) (g)
|
||||||||||
|
OEConnection LLC
|
TL 1L 04/24
|
SOFR + 5.00%
|
4/22/2031
|
USD
|
184
|
183
|
(a) (b)
|
||||||||||
|
OEConnection LLC
|
TL 1L DD 04/24
|
SOFR + 5.00%
|
4/22/2031
|
USD
|
32
|
32
|
(a) (b)
|
||||||||||
|
Precisely Software Inc
|
TL 1L B 10/21
|
SOFR + 4.00%
|
4/24/2028
|
USD
|
3,137
|
3,117
|
|||||||||||
|
Precisely Software Inc
|
TL 2L 03/21
|
SOFR + 7.25%
|
4/23/2029
|
USD
|
3,766
|
3,695
|
|||||||||||
|
Seine Holdco SAS
|
TL 1L 11/23
|
EURIBOR + 3.50%
|
1/11/2031
|
EUR
|
2,254
|
2,346
|
|||||||||||
|
SolarWinds Holdings Inc
|
TL 1L B 06/24
|
SOFR + 2.75%
|
2/5/2030
|
USD
|
1,532
|
1,544
|
|||||||||||
|
Trading Companies & Distributors - 0.62%
|
|||||||||||||||||
|
FleetPride Corporation
|
TL 2L 01/19
|
SOFR + 8.75%
|
12/21/2026
|
USD
|
3,778
|
3,684
|
|||||||||||
|
Radwell International LLC
|
Revolver 1L 04/22
|
SOFR + 5.50%
|
4/1/2028
|
USD
|
68
|
7
|
(a) (b) (g)
|
||||||||||
|
Radwell International LLC
|
TL 1L 04/22
|
SOFR + 5.50%
|
4/1/2029
|
USD
|
24
|
24
|
(a) (b)
|
||||||||||
|
Radwell International LLC
|
TL 1L 12/22
|
SOFR + 5.50%
|
4/1/2029
|
USD
|
891
|
892
|
(a) (b)
|
||||||||||
|
Wireless Telecommunication Services - 0.19%
|
|||||||||||||||||
|
Odido Holding BV
|
TL 1L B 10/21
|
EURIBOR + 3.90%
|
3/30/2029
|
EUR
|
1,319
|
1,378
|
|||||||||||
|
TOTAL LEVERAGED LOANS (Amortized cost $554,633)
|
$ |
511,699
|
|||||||||||||||
|
High Yield Securities - 46.04%
|
|||||||||||||||||
|
Aerospace & Defense - 0.64%
|
|||||||||||||||||
|
Ultra Electronics Holdings Ltd
|
7.250% 01/2030
|
1/31/2030
|
USD
|
2,162
|
$ |
2,162
|
(a) (b)
|
||||||||||
|
Ultra Electronics Holdings Ltd
|
9.000% PIK 01/2031
|
1/31/2031
|
USD
|
2,611
|
2,585
|
(a) (b) (d)
|
|||||||||||
|
Alternative Carriers - 3.64%
|
|||||||||||||||||
|
iliad SA
|
8.500% 04/2031
|
4/15/2031
|
USD
|
3,564
|
3,829
|
(f)
|
|||||||||||
|
Level 3 Financing Inc
|
10.000% 10/2032
|
10/15/2032
|
USD
|
3,906
|
3,906
|
(f)
|
|||||||||||
|
Level 3 Financing Inc
|
3.875% 10/2030
|
10/15/2030
|
USD
|
4,582
|
3,595
|
(f)
|
|||||||||||
|
Level 3 Financing Inc
|
4.000% 04/2031
|
4/15/2031
|
USD
|
6,733
|
5,286
|
(f)
|
|||||||||||
|
Zayo Group LLC
|
4.000% 03/2027
|
3/1/2027
|
USD
|
11,080
|
10,467
|
(f)
|
|||||||||||
|
Application Software - 1.51%
|
|||||||||||||||||
|
Cision Ltd
|
9.500% 02/2028
|
2/15/2028
|
USD
|
10,042
|
4,670
|
(a) (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
|
6,447
|
(f)
|
|||||||||||
|
TIBCO Software Inc
|
6.500% 03/2029
|
3/31/2029
|
USD
|
76
|
75
|
(f)
|
|||||||||||
|
Asset Management & Custody Banks - 0.30%
|
|||||||||||||||||
|
Hightower Holding LLC
|
9.125% 01/2030
|
1/31/2030
|
USD
|
2,087
|
2,201
|
(f)
|
|||||||||||
|
Automotive Parts & Equipment - 0.65%
|
|||||||||||||||||
|
Garrett Motion Inc
|
7.750% 05/2032
|
5/31/2032
|
USD
|
1,851
|
1,887
|
(f)
|
|||||||||||
|
Truck Hero Inc
|
6.250% 02/2029
|
2/1/2029
|
USD
|
3,372
|
2,936
|
(f)
|
|||||||||||
|
Automotive Retail - 1.04%
|
|||||||||||||||||
|
Mavis Discount Tire Inc
|
6.500% 05/2029
|
5/15/2029
|
USD
|
7,959
|
7,724
|
(f)
|
|||||||||||
|
Biotechnology - 0.25%
|
|||||||||||||||||
|
Immunocore Holdings PLC
|
2.500% 02/2030
|
2/1/2030
|
USD
|
2,163
|
1,853
|
(f)
|
|||||||||||
|
Broadline Retail - 0.26%
|
|||||||||||||||||
|
Bubbles Bidco SPA
|
4.250% 09/2031
|
9/30/2031
|
EUR
|
1,831
|
1,914
|
(f)
|
|||||||||||
|
Building Products - 3.02%
|
|||||||||||||||||
|
Oldcastle Buildingenvelope Inc
|
9.500% 04/2030
|
4/15/2030
|
USD
|
12,291
|
11,940
|
(f)
|
|||||||||||
|
PrimeSource Building Products Inc
|
5.625% 02/2029
|
2/1/2029
|
USD
|
7,169
|
6,161
|
(f)
|
|||||||||||
|
PrimeSource Building Products Inc
|
6.750% 08/2029
|
8/1/2029
|
USD
|
4,933
|
4,383
|
(f)
|
|||||||||||
|
Cable & Satellite - 3.27%
|
|||||||||||||||||
|
Block Communications Inc
|
4.875% 03/2028
|
3/1/2028
|
USD
|
6,374
|
5,974
|
(f)
|
|||||||||||
|
Cable One Inc
|
0.000% 03/2026
|
3/15/2026
|
USD
|
789
|
744
|
(c)
|
|||||||||||
|
Cable One Inc
|
4.000% 11/2030
|
11/15/2030
|
USD
|
4,661
|
3,815
|
(f)
|
|||||||||||
|
Cablevision Lightpath LLC
|
5.625% 09/2028
|
9/15/2028
|
USD
|
8,333
|
7,840
|
(f)
|
|||||||||||
|
CSC Holdings LLC (Altice USA)
|
11.750% 01/2029
|
1/31/2029
|
USD
|
706
|
703
|
(f)
|
|||||||||||
|
CSC Holdings LLC (Altice USA)
|
4.125% 12/2030
|
12/1/2030
|
USD
|
6,904
|
5,219
|
(f)
|
|||||||||||
|
Casinos & Gaming - 0.96%
|
|||||||||||||||||
|
Allwyn International AS
|
7.250% 04/2030
|
4/30/2030
|
EUR
|
1,353
|
1,498
|
(f)
|
|||||||||||
|
Great Canadian Gaming Corp
|
8.750% 11/2029
|
11/15/2029
|
USD
|
5,448
|
5,659
|
(f)
|
|||||||||||
|
Commercial Printing - 0.18%
|
|||||||||||||||||
|
Multi-Color Corp
|
9.500% 11/2028
|
11/1/2028
|
USD
|
1,388
|
1,366
|
(f)
|
|||||||||||
|
Commodity Chemicals - 0.07%
|
|||||||||||||||||
|
Mativ Holdings Inc
|
8.000% 10/2029
|
10/1/2029
|
USD
|
508
|
485
|
(f)
|
|||||||||||
|
Construction & Engineering - 2.66%
|
|||||||||||||||||
|
Brand Energy & Infrastructure Services Inc
|
10.375% 06/2029
|
8/1/2030
|
USD
|
6,858
|
7,075
|
(f)
|
|||||||||||
|
Maxim Crane Works LP / Maxim Finance Corp
|
11.500% 09/2028
|
9/1/2028
|
USD
|
11,029
|
11,631
|
(f)
|
|||||||||||
|
thyssenkrupp Elevator AG
|
6.625% 07/2028
|
7/15/2028
|
EUR
|
1,003
|
1,046
|
(f)
|
|||||||||||
|
Consumer Finance - 0.08%
|
|||||||||||||||||
|
Global Lending Services LLC
|
12.500% 12/2032
|
12/31/2032
|
USD
|
141
|
141
|
(a) (b) (d)
|
|||||||||||
|
Global Lending Services LLC
|
12.500% 12/2032
|
12/31/2032
|
USD
|
140
|
140
|
(a) (b) (d)
|
|||||||||||
|
Vehicle Secured Funding Trust
|
15.000% 01/2046
|
1/25/2046
|
USD
|
335
|
335
|
(b) (d)
|
|||||||||||
|
Consumer Staples Merchandise Retail - 0.19%
|
|||||||||||||||||
|
Morrisons (Market Bidco Limited)
|
4.750% 11/2027
|
11/4/2027
|
EUR
|
1,409
|
1,443
|
(f)
|
|||||||||||
|
Diversified Banks - 0.31%
|
|||||||||||||||||
|
JPMorgan Chase & Co
|
6.500%
|
USD
|
2,244
|
2,274
|
|||||||||||||
|
Diversified Chemicals - 1.83%
|
|||||||||||||||||
|
Chemours Co/The
|
4.625% 11/2029
|
11/15/2029
|
USD
|
4,354
|
3,870
|
(f)
|
|||||||||||
|
Chemours Co/The
|
5.375% 05/2027
|
5/15/2027
|
USD
|
745
|
731
|
||||||||||||
|
Chemours Co/The
|
5.750% 11/2028
|
11/15/2028
|
USD
|
4,072
|
3,868
|
(f)
|
|||||||||||
|
Chemours Co/The
|
8.000% 01/2033
|
1/15/2033
|
USD
|
3,750
|
3,722
|
(f)
|
|||||||||||
|
Fire BC SpA
|
10.000% 02/2028
|
2/6/2028
|
EUR
|
1,276
|
1,397
|
(f)
|
|||||||||||
|
Diversified Support Services - 2.35%
|
|||||||||||||||||
|
Allied Universal Holdco LLC
|
6.000% 06/2029
|
6/1/2029
|
USD
|
4,076
|
3,776
|
(f)
|
|||||||||||
|
Allied Universal Holdco LLC
|
9.750% 07/2027
|
7/15/2027
|
USD
|
5,130
|
5,166
|
(f)
|
|||||||||||
|
Garda World Security Corp
|
8.250% 08/2032
|
8/1/2032
|
USD
|
3,696
|
3,805
|
(f)
|
|||||||||||
|
Garda World Security Corp
|
8.375% 10/2032
|
11/15/2032
|
USD
|
3,732
|
3,856
|
(f)
|
|||||||||||
|
Techem Energy Services GmbH/Germany
|
6.000% 07/2026
|
7/30/2026
|
EUR
|
826
|
858
|
(f)
|
|||||||||||
|
Electronic Components - 1.42%
|
|||||||||||||||||
|
CommScope Inc
|
5.000% 03/2027
|
3/15/2027
|
USD
|
4,904
|
4,425
|
(f)
|
|||||||||||
|
CommScope Inc
|
8.250% 03/2027
|
3/1/2027
|
USD
|
6,441
|
6,153
|
(f)
|
|||||||||||
|
Food Retail - 0.22%
|
|||||||||||||||||
|
Irca SpA/Gallarate
|
3.750% 12/2029
|
12/15/2029
|
EUR
|
1,574
|
1,647
|
(f)
|
|||||||||||
|
Health Care Facilities - 0.01%
|
|||||||||||||||||
|
AHP Health Partners Inc
|
5.750% 07/2029
|
7/15/2029
|
USD
|
109
|
104
|
(f)
|
|||||||||||
|
Health Care Technology - 0.55%
|
|||||||||||||||||
|
Teladoc Health Inc
|
1.250% 06/2027
|
6/1/2027
|
USD
|
4,566
|
4,082
|
||||||||||||
|
Heavy Electrical Equipment - 0.19%
|
|||||||||||||||||
|
Innomotics GmbH
|
6.250% 10/2031
|
10/15/2031
|
EUR
|
1,318
|
1,399
|
(f)
|
|||||||||||
|
Hotels, Resorts & Cruise Lines - 3.82%
|
|||||||||||||||||
|
AccorInvest Group SA
|
5.500% 11/2031
|
11/15/2031
|
EUR
|
1,155
|
1,233
|
(f)
|
|||||||||||
|
Marriott Ownership Resorts Inc
|
0.000% 01/2026
|
1/15/2026
|
USD
|
1,480
|
1,420
|
(c)
|
|||||||||||
|
NCL Corp Ltd
|
1.125% 02/2027
|
2/15/2027
|
USD
|
11,602
|
12,655
|
||||||||||||
|
Sani/Ikos Financial Holdings 1 Sarl
|
7.250% 07/2030
|
7/31/2030
|
EUR
|
1,674
|
1,830
|
(f)
|
|||||||||||
|
Viking Cruises Ltd
|
9.125% 07/2031
|
7/15/2031
|
USD
|
10,424
|
11,306
|
(f)
|
|||||||||||
|
Household Products - 0.09%
|
|||||||||||||||||
|
Energizer Holdings Inc
|
6.500% 12/2027
|
12/31/2027
|
USD
|
670
|
680
|
(f)
|
|||||||||||
|
Industrial Machinery & Supplies & Components - 2.06%
|
|||||||||||||||||
|
SPX FLOW Inc
|
8.750% 04/2030
|
4/1/2030
|
USD
|
14,735
|
15,326
|
(f)
|
|||||||||||
|
Interactive Media & Services - 0.24%
|
|||||||||||||||||
|
Kantar Group Ltd/The
|
5.750% 10/2026
|
10/31/2026
|
EUR
|
1,701
|
1,767
|
(f)
|
|||||||||||
|
IT Consulting & Other Services - 0.88%
|
|||||||||||||||||
|
Centurion Bidco SpA
|
5.875% 09/2026
|
9/30/2026
|
EUR
|
1,397
|
1,449
|
(f)
|
|||||||||||
|
Centurion Bidco SpA
|
8.625% 02/2030
|
2/15/2030
|
EUR
|
628
|
676
|
(f)
|
|||||||||||
|
Sabre Inc
|
10.750% 11/2029
|
11/15/2029
|
USD
|
595
|
616
|
(f)
|
|||||||||||
|
Sabre Inc
|
8.625% 06/2027
|
6/1/2027
|
USD
|
3,751
|
3,774
|
(f)
|
|||||||||||
|
Leisure Facilities - 2.71%
|
|||||||||||||||||
|
Cedar Fair LP
|
5.375% 04/2027
|
4/15/2027
|
USD
|
513
|
511
|
||||||||||||
|
Merlin Entertainments PLC
|
4.500% 11/2027
|
11/15/2027
|
EUR
|
7,572
|
7,608
|
(f)
|
|||||||||||
|
Merlin Entertainments PLC
|
6.625% 11/2027
|
11/15/2027
|
USD
|
8,517
|
8,210
|
(f)
|
|||||||||||
|
Merlin Entertainments PLC
|
7.375% 06/2030
|
6/15/2030
|
EUR
|
345
|
371
|
(f)
|
|||||||||||
|
Merlin Entertainments PLC
|
8.375% 02/2032
|
2/15/2032
|
USD
|
3,425
|
3,449
|
(f)
|
|||||||||||
|
Leisure Products - 0.20%
|
|||||||||||||||||
|
Inter Media and Communication SpA
|
6.750% 02/2027
|
2/9/2027
|
EUR
|
1,430
|
1,509
|
(f)
|
|||||||||||
|
Marine Ports & Services - 0.52%
|
|||||||||||||||||
|
Direct ChassisLink Inc
|
7.750% 11/2029
|
11/15/2029
|
USD
|
3,757
|
3,867
|
(f)
|
|||||||||||
|
Oil & Gas Equipment & Services - 0.09%
|
|||||||||||||||||
|
Archrock Partners LP / Archrock Partners Finance Corp
|
6.875% 04/2027
|
4/1/2027
|
USD
|
176
|
176
|
(f)
|
|||||||||||
|
Aris Water
|
7.625% 04/2026
|
4/1/2026
|
USD
|
498
|
500
|
(f)
|
|||||||||||
|
Oil & Gas Exploration & Production - 0.29%
|
|||||||||||||||||
|
Sitio Royalties Corp
|
7.875% 11/2028
|
11/1/2028
|
USD
|
2,047
|
2,128
|
(f)
|
|||||||||||
|
Oil & Gas Storage & Transportation - 1.59%
|
|||||||||||||||||
|
Genesis Energy
|
8.000% 01/2027
|
1/15/2027
|
USD
|
436
|
444
|
||||||||||||
|
Genesis Energy
|
8.875% 04/2030
|
4/15/2030
|
USD
|
1,739
|
1,804
|
||||||||||||
|
Global Partners LP / GLP Finance Corp
|
7.000% 08/2027
|
8/1/2027
|
USD
|
497
|
500
|
||||||||||||
|
NGL Energy Partners LP / NGL Energy Finance Corp
|
8.125% 02/2029
|
2/15/2029
|
USD
|
2,984
|
3,064
|
(f)
|
|||||||||||
|
NGL Energy Partners LP / NGL Energy Finance Corp
|
8.375% 02/2032
|
2/15/2032
|
USD
|
4,017
|
4,135
|
(f)
|
|||||||||||
|
Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
|
6.000% 03/2027
|
3/1/2027
|
USD
|
365
|
364
|
(f)
|
|||||||||||
|
Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
|
7.375% 02/2029
|
2/15/2029
|
USD
|
1,470
|
1,497
|
(f)
|
|||||||||||
|
Packaged Foods & Meats - 0.19%
|
|||||||||||||||||
|
Chobani LLC
|
9.500% 10/2029 PIK
|
10/1/2029
|
USD
|
1,300
|
1,411
|
(d) (f)
|
|||||||||||
|
Paper & Plastic Packaging Products & Materials - 0.79%
|
|||||||||||||||||
|
Novolex Holdings LLC
|
8.750% 04/2030
|
4/15/2030
|
USD
|
5,725
|
5,846
|
(f)
|
|||||||||||
|
Paper Products - 0.40%
|
|||||||||||||||||
|
Fiber Bidco Spa
|
10.750% 06/2029
|
6/15/2029
|
EUR
|
2,739
|
2,955
|
(d) (f)
|
|||||||||||
|
Passenger Airlines - 2.45%
|
|||||||||||||||||
|
JetBlue Airways Corp
|
0.500% 04/2026
|
4/1/2026
|
USD
|
17,351
|
16,302
|
||||||||||||
|
OneSky Flight LLC (aka FlexJet Inc)
|
8.875% 12/2029
|
12/15/2029
|
USD
|
1,834
|
1,880
|
(f)
|
|||||||||||
|
Pharmaceuticals - 0.12%
|
|||||||||||||||||
|
Nidda Healthcare Holding AG
|
7.500% 08/2026
|
8/21/2026
|
EUR
|
868
|
925
|
(a) (f)
|
|||||||||||
|
Real Estate Services - 1.36%
|
|||||||||||||||||
|
Anywhere Real Estate Group LLC
|
0.250% 06/2026
|
6/15/2026
|
USD
|
11,202
|
10,079
|
||||||||||||
|
Research & Consulting Services - 0.13%
|
|||||||||||||||||
|
Amentum Holdings Inc
|
7.250% 08/2032
|
8/1/2032
|
USD
|
948
|
962
|
(f)
|
|||||||||||
|
Restaurants - 1.61%
|
|||||||||||||||||
|
Golden Nugget Inc.
|
6.750% 07/2030
|
1/15/2030
|
USD
|
12,728
|
11,999
|
(f)
|
|||||||||||
|
Specialty Chemicals - 0.19%
|
|||||||||||||||||
|
Solenis International LP
|
9.625% 11/2028
|
11/15/2028
|
EUR
|
1,270
|
1,404
|
(f)
|
|||||||||||
|
Trading Companies & Distributors - 0.75%
|
|||||||||||||||||
|
AerCap Holdings
|
6.500% 06/2045
|
6/15/2045
|
USD
|
5,559
|
5,562
|
(f)
|
|||||||||||
|
TOTAL HIGH YIELD SECURITIES (Amortized cost $337,526)
|
$ |
342,465
|
|||||||||||||||
|
Asset Backed Securities - 10.10%
|
|||||||||||||||||
|
Specialized Finance - 10.10%
|
|||||||||||||||||
|
AB BSL CLO 4 Ltd
|
ABBSL 2023-4A E
|
SOFR + 8.16%
|
4/20/2036
|
USD
|
1,686
|
$ |
1,720
|
(b) (f)
|
|||||||||
|
AGL CLO 7 Ltd
|
AGL 2020-7A ER
|
SOFR + 6.35%
|
7/15/2034
|
USD
|
1,188
|
1,197
|
(b) (f)
|
||||||||||
|
AGL CLO 9 LTD
|
AGL 2020-9A ER
|
SOFR + 6.50%
|
4/20/2037
|
USD
|
427
|
437
|
(b) (f)
|
||||||||||
|
Anchorage Capital Clo 20 Ltd
|
ANCHC 2021-20A ER
|
SOFR + 7.00%
|
1/20/2035
|
USD
|
733
|
733
|
(b) (f)
|
||||||||||
|
Anchorage Capital CLO 21 Ltd
|
ANCHC 2021-21A ER
|
SOFR + 6.25%
|
10/20/2034
|
USD
|
897
|
897
|
(b) (f)
|
||||||||||
|
Anchorage Capital CLO 6 Ltd
|
ANCHC 2015-6A ER3
|
SOFR + 7.29%
|
4/22/2034
|
USD
|
376
|
381
|
(b) (f)
|
||||||||||
|
Arbour CLO VI DAC
|
ARBR 6A ER
|
EURIBOR + 6.01%
|
11/15/2037
|
EUR
|
611
|
647
|
(b) (f)
|
||||||||||
|
Ares Loan Funding V Ltd
|
ARES 2024-ALF5A E
|
SOFR + 6.60%
|
7/27/2037
|
USD
|
336
|
344
|
(b) (f)
|
||||||||||
|
Ares LXII CLO Ltd
|
ARES 2021-62A E
|
SOFR + 6.76%
|
1/25/2034
|
USD
|
512
|
516
|
(b) (f)
|
||||||||||
|
Ares LXV CLO Ltd
|
ARES 2022-65A E
|
SOFR + 7.10%
|
7/25/2034
|
USD
|
1,078
|
1,095
|
(b) (f)
|
||||||||||
|
Ares XXVII CLO Ltd
|
ARES 2013-2A ER3
|
SOFR + 6.75%
|
10/28/2034
|
USD
|
652
|
661
|
(b) (f)
|
||||||||||
|
Avondale Park CLO DAC
|
AVDPK 1A ER
|
EURIBOR + 6.06%
|
9/20/2034
|
EUR
|
1,236
|
1,308
|
(b) (f)
|
||||||||||
|
Bain Capital Credit Clo 2019-3 Ltd
|
BCC 2019-3A ERR
|
SOFR + 6.85%
|
10/21/2034
|
USD
|
1,561
|
1,567
|
(b) (f)
|
||||||||||
|
Bain Capital Credit CLO 2020-2 Ltd
|
BCC 2020-2A ER
|
SOFR + 6.87%
|
7/19/2034
|
USD
|
217
|
217
|
(b) (f)
|
||||||||||
|
Bain Capital Credit CLO 2021-3 Ltd
|
BCC 2021-3A ER
|
SOFR + 6.25%
|
7/24/2034
|
USD
|
753
|
753
|
(b) (f)
|
||||||||||
|
Bain Capital Credit CLO 2021-6 Ltd
|
BCC 2021-6A E
|
SOFR + 6.76%
|
10/21/2034
|
USD
|
470
|
470
|
(b) (f)
|
||||||||||
|
Ballyrock CLO 2019-1 Ltd
|
BALLY 2019-1A DR
|
SOFR + 6.75%
|
7/15/2032
|
USD
|
431
|
437
|
(b) (f)
|
||||||||||
|
Barings CLO Ltd 2022-I
|
BABSN 2022-1A E
|
SOFR + 7.00%
|
4/15/2035
|
USD
|
657
|
654
|
(b) (f)
|
||||||||||
|
Battery Park CLO II Ltd
|
BATPK 2022-1A ER
|
SOFR + 7.22%
|
10/20/2037
|
USD
|
779
|
802
|
(b) (f)
|
||||||||||
|
BBAM US CLO I Ltd
|
BBAM 2022-1A D
|
SOFR + 6.80%
|
4/15/2035
|
USD
|
1,285
|
1,293
|
(b) (f)
|
||||||||||
|
Bbam US Clo III Ltdbbb
|
BBAM 2023-3A D
|
SOFR + 8.60%
|
10/15/2038
|
USD
|
1,467
|
1,524
|
(b) (f)
|
||||||||||
|
Benefit Street Partners CLO XXXIV Ltd
|
BSP 2024-34A E
|
SOFR + 6.70%
|
7/25/2037
|
USD
|
367
|
379
|
(b) (f)
|
||||||||||
|
Birch Grove CLO 7 Ltd
|
BGCLO 2023-7A D
|
SOFR + 5.50%
|
10/20/2036
|
USD
|
283
|
290
|
(b) (f)
|
||||||||||
|
BlueMountain CLO XXVI Ltd
|
BLUEM 2019-26A ER
|
SOFR + 7.39%
|
10/20/2034
|
USD
|
754
|
761
|
(b) (f)
|
||||||||||
|
BlueMountain CLO XXVIII Ltd
|
BLUEM 2021-28A E
|
SOFR + 6.66%
|
4/15/2034
|
USD
|
768
|
768
|
(b) (f)
|
||||||||||
|
BlueMountain CLO XXXII Ltd
|
BLUEM 2021-32A ER
|
SOFR + 6.60%
|
10/15/2034
|
USD
|
1,093
|
1,093
|
(b) (f)
|
||||||||||
|
BlueMountain CLO XXXIII Ltd
|
BLUEM 2021-33A E
|
SOFR + 6.83%
|
11/20/2034
|
USD
|
200
|
201
|
(b) (f)
|
||||||||||
|
BlueMountain CLO XXXIV Ltd
|
BLUEM 2022-34A E
|
SOFR + 7.55%
|
4/20/2035
|
USD
|
658
|
663
|
(b) (f)
|
||||||||||
|
Broad River Bsl Funding Clo Ltd 2020-1
|
BDRVR 2020-1A ER
|
SOFR + 6.50%
|
7/20/2034
|
USD
|
1,500
|
1,514
|
(b) (f)
|
||||||||||
|
Brookhaven Park CLO Ltd
|
BROOKP 2024-1A E
|
SOFR + 6.50%
|
4/19/2037
|
USD
|
771
|
791
|
(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 2021-5 LTD
|
CGMS 2021-5A E
|
SOFR + 6.51%
|
7/20/2034
|
USD
|
332
|
335
|
(b) (f)
|
||||||||||
|
CARLYLE US CLO 2021-8 LTD
|
CGMS 2021-8A E
|
SOFR + 6.50%
|
10/15/2034
|
USD
|
371
|
374
|
(b) (f)
|
||||||||||
|
Carlyle US CLO 2021-9 Ltd
|
CGMS 2021-9A E
|
SOFR + 6.63%
|
10/20/2034
|
USD
|
820
|
824
|
(b) (f)
|
||||||||||
|
Carlyle US CLO 2024-2 Ltd
|
CGMS 2024-2A E
|
SOFR + 6.85%
|
4/25/2037
|
USD
|
451
|
465
|
(b) (f)
|
||||||||||
|
CarVal CLO IV Ltd
|
CARVL 2021-1A E
|
SOFR + 6.60%
|
7/20/2034
|
USD
|
2,000
|
2,018
|
(b) (f)
|
||||||||||
|
CarVal CLO VC Ltd
|
CARVL 2021-2A E
|
SOFR + 6.75%
|
10/15/2034
|
USD
|
447
|
452
|
(b) (f)
|
||||||||||
|
Cedar Funding XVIII CLO Ltd
|
CEDF 2024-18A E
|
SOFR + 6.65%
|
4/23/2037
|
USD
|
616
|
632
|
(b) (f)
|
||||||||||
|
CIFC Funding 2021-VII Ltd
|
CIFC 2021-7A E
|
SOFR + 6.35%
|
1/23/2035
|
USD
|
644
|
653
|
(b) (f)
|
||||||||||
|
CIFC Funding 2022-II Ltd
|
CIFC 2022-2A ER
|
SOFR + 4.75%
|
4/19/2035
|
USD
|
497
|
497
|
(b) (f)
|
||||||||||
|
Clonmore Park CLO DAC
|
CLONP 1A ER
|
EURIBOR + 6.82%
|
8/21/2035
|
EUR
|
406
|
424
|
(b) (f)
|
||||||||||
|
Contego CLO XII DAC
|
CONTE 12A D
|
EURIBOR + 5.60%
|
1/25/2038
|
EUR
|
660
|
701
|
(b) (f)
|
||||||||||
|
CVC Cordatus Loan Fund XIV DAC
|
CORDA 14A E
|
EURIBOR + 5.90%
|
5/22/2032
|
EUR
|
611
|
640
|
(b) (f)
|
||||||||||
|
CVC Cordatus Loan Fund XVIII DAC
|
CORDA 18A ER
|
EURIBOR + 6.06%
|
7/29/2034
|
EUR
|
1,198
|
1,260
|
(b) (f)
|
||||||||||
|
CVC Cordatus Opportunity Loan Fund DAC
|
COLFR 1A E Mtge
|
EURIBOR + 6.31%
|
8/15/2033
|
EUR
|
411
|
428
|
(b) (f)
|
||||||||||
|
Diameter Capital CLO 5 Ltd
|
DCLO 2023-5A D
|
SOFR + 7.57%
|
10/15/2036
|
USD
|
747
|
772
|
(b) (f)
|
||||||||||
|
Empower CLO 2024-1 Ltd
|
EMPWR 2024-1A E
|
SOFR + 6.50%
|
4/25/2037
|
USD
|
354
|
360
|
(b) (f)
|
||||||||||
|
Fair Oaks Loan Funding V DAC
|
FOAKS 5A E
|
EURIBOR + 6.69%
|
10/15/2036
|
EUR
|
321
|
342
|
(b) (f)
|
||||||||||
|
Galaxy 33 CLO Ltd
|
GALXY 2024-33A E
|
SOFR + 6.65%
|
4/20/2037
|
USD
|
428
|
443
|
(b) (f)
|
||||||||||
|
Galaxy XXII CLO Ltd
|
GALXY 2016-22A ERRR
|
SOFR + 6.75%
|
4/16/2034
|
USD
|
421
|
423
|
(b) (f)
|
||||||||||
|
Galaxy XXV CLO Ltd
|
GALXY 2018-25A ER
|
SOFR + 6.50%
|
4/25/2036
|
USD
|
270
|
273
|
(b) (f)
|
||||||||||
|
Generate CLO Ltd
|
GNRT 2024-15A E
|
SOFR + 6.70%
|
7/20/2037
|
USD
|
493
|
509
|
(b) (f)
|
||||||||||
|
Golub Capital Partners CLO 50B-R Ltd
|
GCBSL 2020-50A ER
|
SOFR + 7.10%
|
4/20/2035
|
USD
|
819
|
831
|
(b) (f)
|
||||||||||
|
Golub Capital Partners CLO 53B Ltd
|
GCBSL 2021-53A E
|
SOFR + 6.70%
|
7/20/2034
|
USD
|
195
|
198
|
(b) (f)
|
||||||||||
|
Golub Capital Partners CLO 58B Ltd
|
GCBSL 2021-58A E
|
SOFR + 6.81%
|
1/25/2035
|
USD
|
549
|
556
|
(b) (f)
|
||||||||||
|
Guardia 1 Ltd
|
GUARD 2019-1A D
|
7.11%
|
10/20/2037
|
USD
|
1,550
|
1,541
|
(b) (f)
|
||||||||||
|
HPS Loan Management 10-2016 Ltd
|
HLM 10A-16 DR3
|
SOFR + 6.45%
|
4/20/2034
|
USD
|
967
|
975
|
(b) (f)
|
||||||||||
|
HPS Loan Management 2021-16 Ltd
|
HLM 2021-16A E
|
SOFR + 6.50%
|
1/23/2035
|
USD
|
612
|
612
|
(b) (f)
|
||||||||||
|
Jamestown CLO XIV Ltd
|
JTWN 2019-14A DRR
|
SOFR + 5.65%
|
10/20/2034
|
USD
|
1,514
|
1,514
|
(b) (f)
|
||||||||||
|
Jamestown CLO XV Ltd
|
JTWN 2020-15A ER
|
SOFR + 7.06%
|
7/15/2035
|
USD
|
412
|
417
|
(b) (f)
|
||||||||||
|
Jamestown CLO XVI Ltd
|
JTWN 2021-16A ER
|
SOFR + 6.95%
|
7/25/2034
|
USD
|
724
|
729
|
(b) (f)
|
||||||||||
|
Madison Park Euro Funding XV DAC
|
MDPKE 15A DR
|
EURIBOR + 4.50%
|
7/15/2036
|
EUR
|
369
|
386
|
(b) (f)
|
||||||||||
|
Madison Park Funding XXXVI Ltd
|
MDPK 2019-36A ERR
|
SOFR + 5.60%
|
4/15/2035
|
USD
|
974
|
978
|
(b) (f)
|
||||||||||
|
Marble Point CLO XVI Ltd
|
MP16 2019-2A ER
|
SOFR + 7.27%
|
11/16/2034
|
USD
|
691
|
693
|
(b) (f)
|
||||||||||
|
Neuberger Berman Loan Advisers Clo 44 Ltd
|
NEUB 2021-44A ER
|
SOFR + 5.15%
|
10/16/2035
|
USD
|
713
|
713
|
(b) (f)
|
||||||||||
|
Neuberger Berman Loan Advisers CLO 46 Ltd
|
NEUB 2021-46A ER
|
SOFR + 5.15%
|
1/20/2037
|
USD
|
1,690
|
1,690
|
(b) (f)
|
||||||||||
|
Neuberger Berman Loan Advisers CLO 55 Ltd
|
NEUB 2024-55A E
|
SOFR + 6.50%
|
4/22/2038
|
USD
|
463
|
479
|
(b) (f)
|
||||||||||
|
Oaktree CLO 2021-2 Ltd
|
OAKCL 2021-2A ER
|
SOFR + 4.50%
|
1/15/2035
|
USD
|
1,504
|
1,504
|
(b) (f)
|
||||||||||
|
OCP CLO 2019-16 Ltd
|
OCP 2019-16A ER
|
SOFR + 6.61%
|
4/10/2033
|
USD
|
376
|
379
|
(b) (f)
|
||||||||||
|
OCP CLO 2021-21 Ltd
|
OCP 2021-21A E
|
SOFR + 6.54%
|
7/20/2034
|
USD
|
644
|
651
|
(b) (f)
|
||||||||||
|
OCP Euro CLO 2022-5 DAC
|
OCPE 2022-5A E
|
EURIBOR + 6.47%
|
4/20/2035
|
EUR
|
1,100
|
1,172
|
(b) (f)
|
||||||||||
|
OHA Credit Funding 10 Ltd
|
OAKC 2021-10A E
|
SOFR + 6.25%
|
1/18/2036
|
USD
|
497
|
504
|
(b) (f)
|
||||||||||
|
Otranto Park
|
OTOPK 1A E
|
EURIBOR + 7.05%
|
5/15/2035
|
EUR
|
428
|
450
|
(b) (f)
|
||||||||||
|
Palmer Square Credit Funding 2019-1 Ltd
|
PFIXD 2019-1A E
|
7.11%
|
4/20/2037
|
USD
|
931
|
916
|
(b) (f)
|
||||||||||
|
Palmer Square European CLO 2021-1 DAC
|
PLMER 2021-1A E
|
EURIBOR + 5.71%
|
4/15/2034
|
EUR
|
409
|
427
|
(b) (f)
|
||||||||||
|
Palmer Square European Loan Funding 2024-1 DAC
|
PSTET 2024-1A E
|
EURIBOR + 6.75%
|
8/15/2033
|
EUR
|
1,514
|
1,597
|
(b) (f)
|
||||||||||
|
Parallel 2021-1 Ltd
|
PARL 2021-1A ER
|
SOFR + 6.25%
|
7/15/2034
|
USD
|
578
|
578
|
(b) (f)
|
||||||||||
|
Penta CLO 14 DAC
|
PENTA 2023-14A ER
|
EURIBOR + 6.35%
|
10/20/2037
|
EUR
|
449
|
481
|
(b) (f)
|
||||||||||
|
Penta CLO 16 DAC
|
PENTA 2024-16A E
|
EURIBOR + 6.79%
|
10/18/2036
|
EUR
|
420
|
445
|
(b) (f)
|
||||||||||
|
Penta CLO 5 DAC
|
PENTA 2018-5A ER
|
EURIBOR + 5.92%
|
4/20/2035
|
EUR
|
689
|
723
|
(b) (f)
|
||||||||||
|
Pikes Peak CLO 9
|
PIPK 2021-9A E
|
SOFR + 6.58%
|
10/27/2034
|
USD
|
810
|
821
|
(b) (f)
|
||||||||||
|
Providus Clo X DAC
|
PRVD 10A E
|
EURIBOR + 6.74%
|
11/18/2038
|
EUR
|
251
|
266
|
(b) (f)
|
||||||||||
|
Rad CLO 14 Ltd
|
RAD 2021-14A E
|
SOFR + 6.50%
|
1/15/2035
|
USD
|
335
|
340
|
(b) (f)
|
||||||||||
|
Rad CLO 15 Ltd
|
RAD 2021-15A E
|
SOFR + 6.20%
|
1/20/2034
|
USD
|
928
|
936
|
(b) (f)
|
||||||||||
|
RAD CLO 21 Ltd
|
RAD 2023-21A E
|
SOFR + 7.90%
|
1/25/2033
|
USD
|
514
|
523
|
(b) (f)
|
||||||||||
|
RAD CLO 21 Ltd
|
RAD 2023-21A E1R
|
SOFR + 4.90%
|
1/25/2037
|
USD
|
514
|
514
|
(b) (f)
|
||||||||||
|
Rad CLO 4 Ltd
|
RAD 2019-4A ER
|
SOFR + 6.50%
|
4/25/2032
|
USD
|
338
|
341
|
(b) (f)
|
||||||||||
|
Rad CLO 7 Ltd
|
RAD 2020-7A ER
|
SOFR + 6.30%
|
4/17/2036
|
USD
|
310
|
312
|
(b) (f)
|
||||||||||
|
Regatta XX Funding Ltd
|
REG20 2021-2A E
|
SOFR + 6.25%
|
10/15/2034
|
USD
|
208
|
208
|
(b) (f)
|
||||||||||
|
Regatta XXIII Funding Ltd
|
REG23 2021-4A E
|
SOFR + 6.70%
|
1/20/2035
|
USD
|
804
|
812
|
(b) (f)
|
||||||||||
|
Regatta XXVIII Funding Ltd
|
REG28 2024-2A E
|
SOFR + 7.00%
|
4/25/2037
|
USD
|
429
|
440
|
(b) (f)
|
||||||||||
|
Rockford Tower CLO 2020-1 Ltd
|
Rockford Tower 2020-1 ER
|
SOFR + 5.90%
|
1/20/2036
|
USD
|
496
|
496
|
(b) (f)
|
||||||||||
|
RR 18 Ltd
|
RRAM 2021-18A D
|
SOFR + 6.51%
|
10/15/2034
|
USD
|
553
|
558
|
(b) (f)
|
||||||||||
|
RR 20 Ltd
|
RRAM 2022-20A D
|
SOFR + 7.25%
|
7/15/2037
|
USD
|
433
|
439
|
(b) (f)
|
||||||||||
|
Sandstone Peak Ltd
|
SAND 2021-1A E
|
SOFR + 6.80%
|
10/15/2034
|
USD
|
643
|
650
|
(b) (f)
|
||||||||||
|
Sculptor CLO XXVIII Ltd
|
SCUL 28A ER
|
SOFR + 6.30%
|
1/20/2035
|
USD
|
1,066
|
1,066
|
(b) (f)
|
||||||||||
|
Sound Point Euro CLO II Funding DAC
|
SNDPE 2A ER
|
EURIBOR + 6.34%
|
1/26/2036
|
EUR
|
500
|
530
|
(b) (f)
|
||||||||||
|
Symphony CLO XXII Ltd
|
SYMP 2020-22A E
|
SOFR + 6.25%
|
4/18/2033
|
USD
|
599
|
601
|
(b) (f)
|
||||||||||
|
TCW CLO 2022-1 Ltd
|
TCW 2022-1A E
|
SOFR + 6.89%
|
4/22/2033
|
USD
|
750
|
754
|
(b) (f)
|
||||||||||
|
TRESTLES CLO 2017-1 Ltd
|
TREST 2017-1A ERR
|
SOFR + 5.95%
|
7/25/2037
|
USD
|
334
|
341
|
(b) (f)
|
||||||||||
|
Trimaran Cavu 2021-2 Ltd
|
CAVU 2021-2A E
|
SOFR + 7.46%
|
10/25/2034
|
USD
|
452
|
455
|
(b) (f)
|
||||||||||
|
Trimaran Cavu 2021-3 Ltd
|
CAVU 2021-3A E
|
SOFR + 7.63%
|
1/18/2035
|
USD
|
408
|
412
|
(b) (f)
|
||||||||||
|
Trinitas Euro CLO VII DAC
|
TRNTE 7A E
|
EURIBOR + 6.55%
|
7/25/2037
|
EUR
|
338
|
360
|
(b) (f)
|
||||||||||
|
Unity-Peace Park CLO Ltd
|
UNPPK 2022-1A E
|
SOFR + 7.18%
|
4/20/2035
|
USD
|
580
|
588
|
(b) (f)
|
||||||||||
|
Voya CLO 2019-3 Ltd
|
VOYA 2019-3A ER
|
SOFR + 6.76%
|
10/17/2032
|
USD
|
759
|
768
|
(b) (f)
|
||||||||||
|
Voya CLO 2021-1 Ltd
|
VOYA 2021-1A E
|
SOFR + 6.61%
|
7/15/2034
|
USD
|
381
|
383
|
(b) (f)
|
||||||||||
|
Voya CLO 2021-1 Ltd
|
VOYA 2021-1A ER
|
SOFR + 5.75%
|
7/15/2034
|
USD
|
651
|
651
|
(b) (f)
|
||||||||||
|
Voya CLO 2022-1 Ltd
|
VOYA 2022-1A ER
|
SOFR + 6.90%
|
4/20/2035
|
USD
|
791
|
803
|
(b) (f)
|
||||||||||
|
TOTAL ASSET BACKED SECURITIES (Amortized cost $74,630)
|
$ |
75,089
|
|||||||||||||||
|
Issuer
|
Asset
|
Maturity Date
|
Currency
|
Shares
|
Fair Value
|
Footnotes | |||||||||||
|
Equity & Other Investments - 3.74%
|
|||||||||||||||||
|
Aerospace & Defense - 0.13%
|
|||||||||||||||||
|
Altitude II
|
Private Equity
|
USD
|
574,255
|
$ |
620
|
(a) (b) (e)
|
|||||||||||
|
Ultra Electronics Holdings Ltd
|
Private Equity (B Shares)
|
USD
|
43,729
|
75
|
(a) (b) (e)
|
||||||||||||
|
Ultra Electronics Holdings Ltd
|
Private Equity
|
USD
|
15,618,015
|
269
|
(a) (b) (e)
|
||||||||||||
|
Application Software - 0.02%
|
|||||||||||||||||
|
Med-Metrix
|
Common Stock
|
USD
|
597
|
88
|
(a) (b) (e)
|
||||||||||||
|
Med-Metrix
|
8.000% 12/2050 PIK
|
USD
|
597
|
30
|
(a) (b) (d)
|
||||||||||||
|
Broadline Retail - 0.03%
|
|||||||||||||||||
|
Belk Inc
|
Common Stock
|
USD
|
9,586
|
237
|
(a) (b) (e)
|
||||||||||||
|
Construction & Engineering - 0.00%
|
|||||||||||||||||
|
Yak Access LLC
|
Common Stock
|
USD
|
11,000
|
18
|
(a) (e)
|
||||||||||||
|
Consumer Finance - 0.11%
|
|||||||||||||||||
|
Auxilior Capital Partners Inc
|
14.500% 04/2030
|
4/30/2030
|
USD
|
1
|
99
|
(a) (b) (d)
|
|||||||||||
|
Discover Financial Services
|
Private Equity
|
USD
|
482,525
|
487
|
(a) (b) (e)
|
||||||||||||
|
Global Lending Services LLC
|
Private Equity
|
USD
|
70,271
|
75
|
(a) (b) (e)
|
||||||||||||
|
SunPower Financial
|
Private Equity
|
USD
|
36,006
|
45
|
(a) (b) (e)
|
||||||||||||
|
Vehicle Secured Funding Trust
|
Private Equity
|
USD
|
111,575
|
117
|
(b) (e)
|
||||||||||||
|
Diversified Metals & Mining - 0.01%
|
|||||||||||||||||
|
Foresight Energy LLC
|
Common Stock
|
USD
|
17,979
|
35
|
(a) (b) (e)
|
||||||||||||
|
Diversified Real Estate Activities - 0.00%
|
|||||||||||||||||
|
Residential Opportunities I LLC
|
Private Equity
|
USD
|
1
|
1
|
(b) (e)
|
||||||||||||
|
Diversified Support Services - 0.01%
|
|||||||||||||||||
|
Magna Legal Services LLC
|
Common Stock
|
USD
|
618
|
88
|
(a) (b) (e)
|
||||||||||||
|
Food Distributors - 0.00%
|
|||||||||||||||||
|
Lipari Foods LLC
|
Common Stock
|
USD
|
63,958
|
33
|
(b) (e)
|
||||||||||||
|
Health Care Facilities - 0.00%
|
|||||||||||||||||
|
Quorum Health Corp
|
Trade Claim
|
USD
|
212,000
|
22
|
(b) (e)
|
||||||||||||
|
Health Care Services - 0.13%
|
|||||||||||||||||
|
Affordable Care Inc
|
11.750% 12/2069 PIK
|
USD
|
677,000
|
680
|
(a) (b) (d)
|
||||||||||||
|
American Vision Partners
|
Private Equity
|
USD
|
53,939
|
40
|
(a) (b) (e)
|
||||||||||||
|
Amerivet Partners Management Inc
|
11.500% 12/2059 PIK
|
USD
|
298
|
219
|
(a) (b) (d)
|
||||||||||||
|
MB2 Dental Solutions LLC
|
Warrants 08/15/2031
|
8/15/2031
|
USD
|
21,438
|
10
|
(a) (b) (e)
|
|||||||||||
|
Health Care Technology - 2.36%
|
|||||||||||||||||
|
athenahealth Inc
|
Private Equity
|
USD
|
12,641,498
|
17,578
|
(b) (e)
|
||||||||||||
|
Human Resource & Employment Services - 0.01%
|
|||||||||||||||||
|
SIRVA Worldwide Inc
|
Common Stock (Class A)
|
USD
|
2,131
|
1
|
(a) (b) (e)
|
||||||||||||
|
SIRVA Worldwide Inc
|
Common Stock (Class B)
|
USD
|
1,646
|
1
|
(a) (b) (e)
|
||||||||||||
|
SIRVA Worldwide Inc
|
15.250% 08/2030 (Class A)
|
8/20/2030
|
USD
|
490
|
106
|
(a) (b) (d)
|
|||||||||||
|
SIRVA Worldwide Inc
|
15.250% 08/2030 (Class B)
|
8/20/2030
|
USD
|
15
|
3
|
(a) (b) (d)
|
|||||||||||
|
Leisure Facilities - 0.32%
|
|||||||||||||||||
|
Pure Gym Ltd
|
Private Equity
|
GBP
|
1,416,469
|
2,346
|
(a) (b) (e)
|
||||||||||||
|
Marine Transportation - 0.01%
|
|||||||||||||||||
|
Australis Maritime II
|
Private Equity
|
USD
|
99,113
|
100
|
(b) (e)
|
||||||||||||
|
Other Specialized REITs - 0.23%
|
|||||||||||||||||
|
Pretium Partners LLC P2
|
Private Equity
|
USD
|
1,635,306
|
1,725
|
(a) (b) (e)
|
||||||||||||
|
Single-Family Residential REITs - 0.32%
|
|||||||||||||||||
|
Avenue One PropCo
|
Private Equity
|
USD
|
2,443,830
|
2,362
|
(a) (b) (e)
|
||||||||||||
|
Specialized Finance - 0.04%
|
|||||||||||||||||
|
Optio Invest
|
Private Equity
|
GBP
|
43,097
|
66
|
(b) (e)
|
||||||||||||
|
TDC LLP
|
8.000% 06/2049
|
GBP
|
183,741
|
229
|
(a) (b)
|
||||||||||||
|
TDC LLP
|
Private Equity
|
GBP
|
9,880
|
12
|
(a) (b) (e)
|
||||||||||||
|
TOTAL EQUITY & OTHER INVESTMENTS (Cost $22,023)
|
$
|
27,817 | |||||||||||||||
|
TOTAL INVESTMENTS (Cost $988,812) - 128.67%
|
$
|
957,070 | |||||||||||||||
|
LIABILITIES EXCEEDING OTHER ASSETS, NET - (28.67%)
|
(213,249)
|
||||||||||||||||
|
NET ASSETS - 100.00%
|
$
|
743,821 | |||||||||||||||
|
TL
|
Term loan
|
||||||||||||||||
|
DD
|
Delayed draw term loan
|
||||||||||||||||
|
1L
|
First lien
|
||||||||||||||||
|
2L
|
Second lien
|
||||||||||||||||
|
BBSW
|
Bank Bill Swap Rate as of January 31, 2025 was 4.27%.
|
||||||||||||||||
|
BBSY
|
Bank Bill Swap Reference Bid Rate as of January 31, 2025 was 4.32%.
|
||||||||||||||||
|
EURIBOR
|
Euro InterBank Offered Rate as of January 31, 2025 was 2.66%.
|
||||||||||||||||
|
SOFR
|
Secured Overnight Financing Rate as of January 31, 2025 was 4.31%.
|
||||||||||||||||
|
SONIA
|
Sterling Overnight Index Average as of January 31, 2025 was 4.71%.
|
||||||||||||||||
|
(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 144A 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
|
1,897
|
$ |
1,894
|
$ |
1,818
|
11/23/2021
|
0.24%
|
||||||
|
3Pillar Global Inc
|
TL 1L DD 11/21
|
611
|
610
|
585
|
11/23/2021
|
0.08%
|
||||||||
|
48Forty Solutions LLC
|
TL 1L 02/22
|
4,472
|
4,431
|
3,814
|
2/11/2022
|
0.51%
|
||||||||
|
48Forty Solutions LLC
|
TL 1L 03/22
|
3,121
|
3,103
|
2,662
|
3/11/2022
|
0.36%
|
||||||||
|
Aareon AG
|
TL 1L 09/24
|
376
|
415
|
389
|
9/30/2024
|
0.05%
|
||||||||
|
Aareon AG
|
TL 1L DD 09/24
|
86
|
-
|
-
|
9/30/2024
|
0.00%
|
||||||||
|
Accuride Corp
|
TL 1L 10/24
|
2,608
|
2,608
|
2,169
|
10/11/2024
|
0.29%
|
||||||||
|
Accuride Corp
|
TL 1L B 07/23
|
7,752
|
7,602
|
-
|
4/27/2023
|
0.00%
|
||||||||
|
Accuride Corp
|
TL 1L DD 10/24
|
1,340
|
1,340
|
1,115
|
10/16/2024
|
0.15%
|
||||||||
|
Affordable Care Inc
|
TL 1L 08/21
|
1,576
|
1,560
|
1,576
|
8/2/2021
|
0.21%
|
||||||||
|
Affordable Care Inc
|
TL 1L DD 08/21
|
283
|
283
|
283
|
8/2/2021
|
0.04%
|
||||||||
|
Affordable Care Inc
|
TL 1L DD 08/23
|
307
|
307
|
307
|
7/7/2023
|
0.04%
|
||||||||
|
Aimbridge Acquisition Co Inc
|
TL 1L B 09/20
|
3,768
|
3,707
|
2,393
|
3/2/2023
|
0.32%
|
||||||||
|
Aimbridge Acquisition Co Inc
|
TL 1L B 10/19
|
15,187
|
14,823
|
9,669
|
1/11/2023
|
1.30%
|
||||||||
|
Alera Group Intermediate Holdings Inc
|
TL 1L 09/21
|
642
|
636
|
642
|
9/30/2021
|
0.09%
|
||||||||
|
Alera Group Intermediate Holdings Inc
|
TL 1L DD 09/21
|
182
|
182
|
182
|
9/30/2021
|
0.02%
|
||||||||
|
Alera Group Intermediate Holdings Inc
|
TL 1L DD 12/21
|
528
|
527
|
528
|
12/16/2021
|
0.07%
|
||||||||
|
American Vision Partners
|
TL 1L 09/21
|
1,867
|
1,848
|
1,859
|
9/30/2021
|
0.25%
|
||||||||
|
American Vision Partners
|
TL 1L DD 09/21
|
771
|
768
|
768
|
9/30/2021
|
0.10%
|
||||||||
|
Amerivet Partners Management Inc
|
TL 1L 02/22
|
1,141
|
1,127
|
1,141
|
2/25/2022
|
0.15%
|
||||||||
|
Amerivet Partners Management Inc
|
TL 1L DD 02/22
|
69
|
69
|
69
|
2/25/2022
|
0.01%
|
||||||||
|
Amerivet Partners Management Inc
|
TL 1L DD 11/22
|
529
|
529
|
529
|
9/29/2023
|
0.07%
|
||||||||
|
Apex Service Partners LLC
|
TL 1L 09/24
|
302
|
298
|
305
|
10/24/2023
|
0.04%
|
||||||||
|
Apex Service Partners LLC
|
TL 1L 09/24
|
78
|
78
|
78
|
10/24/2023
|
0.01%
|
||||||||
|
Apex Service Partners LLC
|
TL Unsec 10/23 PIK
|
77
|
75
|
75
|
10/24/2023
|
0.01%
|
||||||||
|
Apex Service Partners LLC
|
TL Unsec DD 10/23 PIK
|
37
|
36
|
36
|
10/24/2023
|
0.00%
|
||||||||
|
Astound Broadband (RCN/Radiate)
|
TL 1L B 10/21
|
9,925
|
8,877
|
8,917
|
6/29/2023
|
1.20%
|
||||||||
|
Avenue One PropCo
|
TL Unsec DD 03/24
|
7,635
|
7,635
|
7,635
|
3/15/2024
|
1.03%
|
||||||||
|
Avetta LLC
|
TL 1L 07/24
|
94
|
93
|
94
|
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
|
145
|
143
|
145
|
8/31/2023
|
0.02%
|
||||||||
|
Cadence Education LLC
|
TL 1L 05/24
|
115
|
115
|
116
|
5/1/2024
|
0.02%
|
||||||||
|
Cadence Education LLC
|
TL 1L DD 05/24
|
30
|
12
|
12
|
5/1/2024
|
0.00%
|
||||||||
|
CFC Underwriting Ltd
|
TL 1L B 05/22
|
5,343
|
5,249
|
5,343
|
5/16/2022
|
0.72%
|
||||||||
|
CFC Underwriting Ltd
|
TL 1L DD 05/22
|
631
|
-
|
-
|
5/16/2022
|
0.00%
|
||||||||
|
Circana Group
|
TL 1L 04/24
|
981
|
981
|
991
|
8/1/2022
|
0.13%
|
||||||||
|
Civica Group Ltd
|
TL 1L 08/23
|
12
|
8
|
8
|
8/29/2023
|
0.00%
|
||||||||
|
Civica Group Ltd
|
TL 1L 08/23
|
222
|
274
|
275
|
8/30/2023
|
0.04%
|
||||||||
|
Civica Group Ltd
|
TL 1L DD 08/23
|
94
|
37
|
39
|
8/30/2023
|
0.01%
|
||||||||
|
Clarience Technologies LLC
|
TL 1L 02/24
|
416
|
412
|
420
|
2/13/2024
|
0.06%
|
||||||||
|
Clarience Technologies LLC
|
TL 1L DD 02/24
|
45
|
29
|
29
|
2/13/2024
|
0.00%
|
||||||||
|
CSafe Global
|
TL 1L 03/24
|
48
|
62
|
61
|
3/8/2024
|
0.01%
|
||||||||
|
CSafe Global
|
TL 1L 03/24
|
347
|
346
|
350
|
3/8/2024
|
0.05%
|
||||||||
|
CSafe Global
|
TL 1L DD 03/24
|
15
|
15
|
15
|
3/8/2024
|
0.00%
|
||||||||
|
Dental365 LLC
|
TL 1L 05/24
|
87
|
87
|
87
|
5/31/2024
|
0.01%
|
||||||||
|
Dental365 LLC
|
TL 1L DD 05/24
|
86
|
32
|
32
|
5/31/2024
|
0.00%
|
||||||||
|
Dental365 LLC
|
TL 1L DD 05/24
|
47
|
47
|
47
|
5/31/2024
|
0.01%
|
||||||||
|
Discover Financial Services
|
TL 1L DD 09/24
|
898
|
896
|
896
|
9/6/2024
|
0.12%
|
||||||||
|
DOXA Insurance Holdings LLC
|
TL 1L 12/23
|
48
|
47
|
48
|
12/20/2023
|
0.01%
|
||||||||
|
DOXA Insurance Holdings LLC
|
TL 1L DD 12/23
|
45
|
43
|
44
|
12/20/2023
|
0.01%
|
||||||||
|
Drive DeVilbiss Healthcare LLC
|
TL 1L 03/21
|
21,025
|
20,931
|
20,920
|
3/31/2021
|
2.81%
|
||||||||
|
Drive DeVilbiss Healthcare LLC
|
TL 1L 09/22 PIK
|
3,104
|
3,104
|
3,123
|
9/26/2022
|
0.42%
|
||||||||
|
Encora Digital LLC
|
TL 1L 12/21 PIK
|
586
|
576
|
571
|
12/20/2021
|
0.08%
|
||||||||
|
Envirotainer Ltd
|
TL 1L B3 01/25
|
4,740
|
4,760
|
4,921
|
12/30/2024
|
0.66%
|
||||||||
|
Envirotainer Ltd
|
TL 1L B4 01/25
|
2,412
|
2,368
|
2,416
|
12/30/2024
|
0.32%
|
||||||||
|
Envirotainer Ltd
|
TL 1L DD 01/25
|
865
|
2
|
2
|
12/13/2024
|
0.00%
|
||||||||
|
Excelitas Technologies Corp
|
TL 1L 08/22
|
3,442
|
3,414
|
3,451
|
8/11/2022
|
0.46%
|
||||||||
|
Excelitas Technologies Corp
|
TL 1L 08/22
|
591
|
603
|
614
|
8/11/2022
|
0.08%
|
||||||||
|
Excelitas Technologies Corp
|
TL 1L DD 08/22
|
117
|
-
|
-
|
8/11/2022
|
0.00%
|
||||||||
|
Follett Software Co
|
TL 1L 08/21
|
1,503
|
1,488
|
1,518
|
8/31/2021
|
0.20%
|
||||||||
|
Foresight Energy LLC
|
TL 1L A 06/20
|
119
|
119
|
110
|
6/30/2020
|
0.01%
|
||||||||
|
Foundation Risk Partners Corp
|
TL 1L 03/22
|
817
|
808
|
821
|
4/14/2022
|
0.11%
|
||||||||
|
Foundation Risk Partners Corp
|
TL 1L 10/21
|
1,306
|
1,286
|
1,311
|
10/29/2021
|
0.18%
|
||||||||
|
Foundation Risk Partners Corp
|
TL 1L DD 03/22
|
3,302
|
3,269
|
3,316
|
4/14/2022
|
0.45%
|
||||||||
|
Foundation Risk Partners Corp
|
TL 1L DD 10/21
|
284
|
282
|
285
|
10/29/2021
|
0.04%
|
||||||||
|
Galway Partners Holdings LLC
|
TL 1L 07/24
|
2,563
|
2,538
|
2,576
|
9/30/2021
|
0.35%
|
||||||||
|
Granicus Inc
|
TL 1L 01/24
|
165
|
164
|
166
|
1/17/2024
|
0.02%
|
||||||||
|
Granicus Inc
|
TL 1L DD 01/24
|
24
|
24
|
25
|
1/17/2024
|
0.00%
|
||||||||
|
Heritage Environmental Services Inc
|
TL 1L 01/24
|
166
|
165
|
168
|
1/31/2024
|
0.02%
|
||||||||
|
Highgate Hotels Inc
|
TL 1L 11/23
|
105
|
104
|
106
|
11/3/2023
|
0.01%
|
||||||||
|
Insight Global LLC
|
TL 1L 11/24
|
6,317
|
6,257
|
6,348
|
11/1/2024
|
0.85%
|
||||||||
|
Integrity Marketing Group LLC
|
TL 1L 08/24
|
8,358
|
8,358
|
8,398
|
12/3/2021
|
1.13%
|
||||||||
|
Laboratoires Vivacy SAS
|
TL 1L B 03/23
|
788
|
818
|
781
|
3/20/2023
|
0.10%
|
||||||||
|
Laboratoires Vivacy SAS
|
TL 1L DD 03/23
|
63
|
9
|
8
|
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
|
196
|
194
|
197
|
5/4/2023
|
0.03%
|
||||||||
|
Lazer Logistics Inc
|
TL 1L DD 05/23
|
30
|
29
|
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
|
227
|
224
|
229
|
11/22/2022
|
0.03%
|
||||||||
|
Magna Legal Services LLC
|
TL 1L DD 11/22
|
64
|
64
|
64
|
11/22/2022
|
0.01%
|
||||||||
|
Magna Legal Services LLC
|
TL 1L DD 12/23
|
13
|
9
|
9
|
12/22/2023
|
0.00%
|
||||||||
|
MB2 Dental Solutions LLC
|
TL 1L 02/24
|
304
|
301
|
307
|
2/13/2024
|
0.04%
|
||||||||
|
MB2 Dental Solutions LLC
|
TL 1L DD 1 02/24
|
106
|
21
|
23
|
2/13/2024
|
0.00%
|
||||||||
|
MB2 Dental Solutions LLC
|
TL 1L DD 2 02/24
|
44
|
43
|
44
|
2/13/2024
|
0.01%
|
||||||||
|
MB2 Dental Solutions LLC
|
TL Mezz 10/24 PIK
|
510
|
486
|
487
|
11/8/2024
|
0.07%
|
||||||||
|
Med-Metrix
|
TL 1L 09/21
|
1,229
|
1,217
|
1,247
|
9/15/2021
|
0.17%
|
||||||||
|
Med-Metrix
|
TL 1L DD 09/21
|
626
|
625
|
635
|
9/15/2021
|
0.09%
|
||||||||
|
Nidda Healthcare Holding AG
|
TL 1L B2 06/24
|
1,070
|
1,197
|
1,117
|
9/17/2024
|
0.15%
|
||||||||
|
OEConnection LLC
|
TL 1L 04/24
|
184
|
183
|
183
|
4/22/2024
|
0.02%
|
||||||||
|
OEConnection LLC
|
TL 1L DD 04/24
|
32
|
32
|
32
|
4/22/2024
|
0.00%
|
||||||||
|
Opendoor Labs Inc
|
TL 2L DD 10/21
|
977
|
977
|
966
|
10/1/2021
|
0.13%
|
||||||||
|
Oxford Global Resources LLC
|
TL 1L 06/22
|
6,478
|
6,391
|
6,478
|
6/17/2022
|
0.87%
|
||||||||
|
Oxford Global Resources LLC
|
TL 1L 08/21
|
1,446
|
1,431
|
1,446
|
8/17/2021
|
0.19%
|
||||||||
|
Oxford Global Resources LLC
|
TL 1L DD 08/21
|
121
|
120
|
121
|
8/17/2021
|
0.02%
|
||||||||
|
PartsSource Inc
|
TL 1L 10/21
|
1,296
|
1,279
|
1,296
|
10/18/2021
|
0.17%
|
||||||||
|
PartsSource Inc
|
TL 1L DD 08/21
|
95
|
95
|
95
|
10/18/2021
|
0.01%
|
||||||||
|
PartsSource Inc
|
TL 1L DD 10/23
|
368
|
60
|
63
|
3/28/2024
|
0.01%
|
||||||||
|
Pretium Partners LLC P1
|
P1 Mezz TL Unsec 08/19
|
532
|
515
|
532
|
6/10/2024
|
0.07%
|
||||||||
|
Pretium Partners LLC P2
|
TL 1L 12/21
|
3,271
|
3,201
|
3,205
|
12/16/2021
|
0.43%
|
||||||||
|
Radwell International LLC
|
TL 1L 04/22
|
24
|
24
|
24
|
8/16/2022
|
0.00%
|
||||||||
|
Radwell International LLC
|
TL 1L 12/22
|
891
|
891
|
892
|
12/1/2022
|
0.12%
|
||||||||
|
Rockefeller Capital Management LP
|
TL 1L 04/24
|
170
|
169
|
170
|
4/4/2024
|
0.02%
|
||||||||
|
Service Express Inc
|
TL 1L 08/24
|
196
|
196
|
196
|
8/15/2024
|
0.03%
|
||||||||
|
Service Express Inc
|
TL 1L DD 08/24
|
47
|
-
|
-
|
8/15/2024
|
0.00%
|
||||||||
|
Shaw Development LLC
|
TL 1L 10/23
|
147
|
146
|
144
|
10/30/2023
|
0.02%
|
||||||||
|
Shaw Development LLC
|
TL 1L DD 10/23
|
18
|
-
|
-
|
10/30/2023
|
0.00%
|
||||||||
|
SIRVA Worldwide Inc
|
TL 1L 08/24
|
269
|
269
|
269
|
8/20/2024
|
0.04%
|
||||||||
|
SIRVA Worldwide Inc
|
TL 1L 08/24
|
1,108
|
1,086
|
1,108
|
8/20/2024
|
0.15%
|
||||||||
|
SIRVA Worldwide Inc
|
TL 1L DD 08/24
|
1,008
|
619
|
638
|
8/22/2024
|
0.09%
|
||||||||
|
SitusAMC Holdings Corp
|
TL 1L 12/21
|
1,176
|
1,164
|
1,187
|
12/22/2021
|
0.16%
|
||||||||
|
Solera LLC
|
TL 2L 06/21 PIK Toggle
|
17,315
|
17,284
|
17,315
|
6/4/2021
|
2.33%
|
||||||||
|
Spotless Brands LLC
|
TL 1L 02/23
|
153
|
151
|
155
|
2/16/2023
|
0.02%
|
||||||||
|
Spotless Brands LLC
|
TL 1L DD 02/23
|
233
|
231
|
236
|
2/16/2023
|
0.03%
|
||||||||
|
Time Manufacturing Co
|
TL 1L 06/22
|
372
|
393
|
353
|
6/24/2022
|
0.05%
|
||||||||
|
Time Manufacturing Co
|
TL 1L 12/21
|
921
|
909
|
842
|
12/1/2021
|
0.11%
|
||||||||
|
Time Manufacturing Co
|
TL 1L 12/21
|
594
|
663
|
563
|
12/1/2021
|
0.08%
|
||||||||
|
Trescal SA
|
TL 1L B1 05/23
|
197
|
213
|
208
|
5/3/2023
|
0.03%
|
||||||||
|
Trescal SA
|
TL 1L B2 04/23
|
216
|
210
|
219
|
4/28/2023
|
0.03%
|
||||||||
|
Trescal SA
|
TL 1L DD 05/23
|
114
|
123
|
120
|
5/3/2023
|
0.02%
|
||||||||
|
Vantage Specialty Chemicals Inc
|
TL 1L B 02/23
|
14,886
|
14,736
|
14,731
|
3/13/2023
|
1.98%
|
||||||||
|
Woolpert Inc
|
TL 1L 05/24
|
248
|
248
|
251
|
5/8/2024
|
0.03%
|
||||||||
|
Woolpert Inc
|
TL 1L DD 05/24
|
78
|
12
|
13
|
5/8/2024
|
0.00%
|
||||||||
|
Zellis Holdings Ltd
|
TL 1L B1 06/24
|
177
|
223
|
217
|
8/13/2024
|
0.03%
|
||||||||
|
Zellis Holdings Ltd
|
TL 1L B2 DD 06/24
|
39
|
17
|
18
|
8/13/2024
|
0.00%
|
||||||||
|
Zeus Industrial Products Inc
|
TL 1L 02/24
|
259
|
257
|
262
|
2/28/2024
|
0.04%
|
||||||||
|
Zeus Industrial Products Inc
|
TL 1L DD 02/24
|
48
|
17
|
17
|
2/28/2024
|
0.00%
|
||||||||
|
Revolver
|
||||||||||||||
|
3Pillar Global Inc
|
Revolver 1L 11/21
|
186
|
47
|
39
|
11/23/2021
|
0.01%
|
||||||||
|
48Forty Solutions LLC
|
Revolver 1L 03/22
|
610
|
232
|
142
|
3/11/2022
|
0.02%
|
||||||||
|
Affordable Care Inc
|
Revolver 1L 08/21
|
177
|
18
|
18
|
8/2/2021
|
0.00%
|
||||||||
|
American Vision Partners
|
Revolver 1L 09/21
|
158
|
101
|
101
|
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 09/24
|
26
|
17
|
17
|
9/24/2024
|
0.00%
|
||||||||
|
Avetta LLC
|
Revolver 1L 07/24
|
5
|
-
|
-
|
7/26/2024
|
0.00%
|
||||||||
|
Avetta LLC
|
Revolver 1L 07/24
|
11
|
-
|
-
|
7/26/2024
|
0.00%
|
||||||||
|
Cadence Education LLC
|
Revolver 1L 05/24
|
18
|
-
|
-
|
5/1/2024
|
0.00%
|
||||||||
|
Circana Group
|
Revolver 1L 04/24
|
51
|
20
|
20
|
4/1/2024
|
0.00%
|
||||||||
|
Clarience Technologies LLC
|
Revolver 1L 02/24
|
45
|
3
|
3
|
2/13/2024
|
0.00%
|
||||||||
|
CSafe Global
|
Revolver 1L 03/24
|
36
|
35
|
35
|
3/8/2024
|
0.00%
|
||||||||
|
Dental365 LLC
|
Revolver 1L 05/24
|
32
|
3
|
3
|
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%
|
||||||||
|
Fortna Group Inc
|
Revolver 1L 01/25
|
513
|
-
|
-
|
1/24/2025
|
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
|
-
|
-
|
9/30/2021
|
0.00%
|
||||||||
|
Granicus Inc
|
Revolver 1L 01/24
|
23
|
1
|
1
|
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
|
-
|
-
|
11/3/2023
|
0.00%
|
||||||||
|
Insight Global LLC
|
Revolver 1L 11/24
|
428
|
24
|
24
|
11/1/2024
|
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
|
3
|
3
|
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
|
Revolver 1L 04/22
|
68
|
7
|
7
|
12/1/2022
|
0.00%
|
||||||||
|
Service Express Inc
|
Revolver 1L 08/24
|
27
|
4
|
4
|
8/15/2024
|
0.00%
|
||||||||
|
Time Manufacturing Co
|
Revolver 1L 12/21
|
154
|
73
|
60
|
12/1/2021
|
0.01%
|
||||||||
|
Trinseo Materials Operating SCA / Trinseo Materials Finance Inc
|
Revolver 1L 07/24
|
732
|
512
|
516
|
7/18/2024
|
0.07%
|
||||||||
|
Woolpert Inc
|
Revolver 1L 05/24
|
39
|
-
|
-
|
5/8/2024
|
0.00%
|
||||||||
|
Zeus Industrial Products Inc
|
Revolver 1L 02/24
|
36
|
-
|
-
|
2/28/2024
|
0.00%
|
||||||||
|
High Yield
|
||||||||||||||
|
Cision Ltd
|
9.500% 02/2028
|
10,042
|
10,042
|
4,670
|
11/8/2021
|
0.63%
|
||||||||
|
Global Lending Services LLC
|
12.500% 12/2032
|
141
|
141
|
141
|
8/5/2024
|
0.02%
|
||||||||
|
Global Lending Services LLC
|
12.500% 12/2032
|
140
|
140
|
140
|
11/5/2024
|
0.02%
|
||||||||
|
Nidda Healthcare Holding AG
|
7.500% 08/2026
|
868
|
970
|
925
|
10/20/2023
|
0.12%
|
||||||||
|
Ultra Electronics Holdings Ltd
|
7.250% 01/2030
|
2,162
|
2,114
|
2,162
|
8/4/2022
|
0.29%
|
||||||||
|
Ultra Electronics Holdings Ltd
|
9.000% PIK 01/2031
|
2,611
|
2,556
|
2,585
|
8/4/2022
|
0.35%
|
||||||||
|
Equity & Other Investments
|
||||||||||||||
|
Affordable Care Inc
|
11.750% 12/2069 PIK
|
677,000
|
664
|
680
|
8/2/2021
|
0.09%
|
||||||||
|
Altitude II
|
Private Equity
|
574,255
|
574
|
620
|
12/15/2022
|
0.08%
|
||||||||
|
American Vision Partners
|
Private Equity
|
53,939
|
55
|
40
|
9/30/2021
|
0.01%
|
||||||||
|
Amerivet Partners Management Inc
|
11.500% 12/2059 PIK
|
298
|
289
|
219
|
2/25/2022
|
0.03%
|
||||||||
|
Auxilior Capital Partners Inc
|
14.500% 04/2030
|
1
|
100
|
99
|
4/30/2024
|
0.01%
|
||||||||
|
Avenue One PropCo
|
Private Equity
|
2,443,830
|
2,444
|
2,362
|
3/15/2024
|
0.32%
|
||||||||
|
Belk Inc
|
Common Stock
|
9,586
|
149
|
237
|
7/22/2024
|
0.03%
|
||||||||
|
Discover Financial Services
|
Private Equity
|
482,525
|
483
|
487
|
9/6/2024
|
0.07%
|
||||||||
|
Foresight Energy LLC
|
Common Stock
|
17,979
|
205
|
35
|
6/30/2020
|
0.00%
|
||||||||
|
Global Lending Services LLC
|
Private Equity
|
70,271
|
70
|
75
|
8/5/2024
|
0.01%
|
||||||||
|
Magna Legal Services LLC
|
Common Stock
|
618
|
62
|
88
|
11/22/2022
|
0.01%
|
||||||||
|
MB2 Dental Solutions LLC
|
Warrants 08/15/2031
|
21,438
|
10
|
10
|
11/14/2024
|
0.00%
|
||||||||
|
Med-Metrix
|
8.000% 12/2050 PIK
|
597
|
30
|
30
|
9/15/2021
|
0.00%
|
||||||||
|
Med-Metrix
|
Common Stock
|
597
|
30
|
88
|
9/15/2021
|
0.01%
|
||||||||
|
Pretium Partners LLC P2
|
Private Equity
|
1,635,306
|
1,603
|
1,725
|
12/16/2021
|
0.23%
|
||||||||
|
Pure Gym Ltd
|
Private Equity
|
1,416,469
|
1,925
|
2,346
|
1/28/2022
|
0.32%
|
||||||||
|
SIRVA Worldwide Inc
|
15.250% 08/2030 (Class A)
|
490
|
486
|
106
|
8/20/2024
|
0.01%
|
||||||||
|
SIRVA Worldwide Inc
|
15.250% 08/2030 (Class B)
|
15
|
6
|
3
|
8/20/2024
|
0.00%
|
||||||||
|
SIRVA Worldwide Inc
|
Common Stock (Class A)
|
2,131
|
6
|
1
|
8/20/2024
|
0.00%
|
||||||||
|
SIRVA Worldwide Inc
|
Common Stock (Class B)
|
1,646
|
2
|
1
|
8/20/2024
|
0.00%
|
||||||||
|
SunPower Financial
|
Private Equity
|
36,006
|
36
|
45
|
6/7/2023
|
0.01%
|
||||||||
|
TDC LLP
|
Private Equity
|
9,880
|
12
|
12
|
6/29/2023
|
0.00%
|
||||||||
|
TDC LLP
|
8.000% 06/2049
|
183,741
|
234
|
229
|
4/24/2023
|
0.03%
|
||||||||
|
Ultra Electronics Holdings Ltd
|
Private Equity (B Shares)
|
43,729
|
-
|
75
|
9/8/2022
|
0.01%
|
||||||||
|
Ultra Electronics Holdings Ltd
|
Private Equity
|
15,618,015
|
156
|
269
|
8/2/2022
|
0.04%
|
||||||||
|
Yak Access LLC
|
Common Stock
|
11,000
|
-
|
18
|
3/10/2023
|
0.00%
|
||||||||
|
Total
|
$ |
221,451
|
|
$ |
201,090
|
|||||||||