Frontier Communications Corp. 2020 DIP Exit Term Loan

0001752724-21-118834.txt : 20210528 0001752724-21-118834.hdr.sgml : 20210528 20210528141754 ACCESSION NUMBER: 0001752724-21-118834 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20210331 FILED AS OF DATE: 20210528 PERIOD START: 20211231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: SUNAMERICA SENIOR FLOATING RATE FUND INC CENTRAL INDEX KEY: 0001059040 IRS NUMBER: 043412472 STATE OF INCORPORATION: MD FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-08727 FILM NUMBER: 21979193 BUSINESS ADDRESS: STREET 1: HARBORSIDE 5 STREET 2: 185 HUDSON STREET, SUITE 3300 CITY: JERSEY CITY STATE: NJ ZIP: 07311 BUSINESS PHONE: 201-324-6300 MAIL ADDRESS: STREET 1: HARBORSIDE 5 STREET 2: 185 HUDSON STREET, SUITE 3300 CITY: JERSEY CITY STATE: NJ ZIP: 07311 FORMER COMPANY: FORMER CONFORMED NAME: NORTH AMERICAN SENIOR FLOATING RATE FUND INC DATE OF NAME CHANGE: 19980401

0001059040 S000012952 AIG Senior Floating Rate Fund

C000034981 Class A SASFX

C000034983 Class C NFRCX

C000182636 Class W NFRWX

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N/A Penn National Gaming, Inc. 2018 1st Lien Term Loan B 70757DAV1 617310.26000000 PA USD 613529.23000000 0.416147993429 Long LON CORP US N 2 2025-10-15 Floating 3.00000000 N N N N N N BOYD GAMING CORP 254900787YGRYS2A1Z35 Boyd Gaming Corp 103304BS9 250000.00000000 PA USD 278000.00000000 0.188563374842 Long DBT CORP US N 2 2025-06-01 Fixed 8.63000000 N N N N N N Go Daddy Operating Company, LLC 5493005GJOH8HLL11157 Go Daddy Operating Company, LLC 2017 Repriced Term Loan 38017BAN6 391698.48000000 PA USD 388493.60000000 0.263509583887 Long LON CORP US N 2 2024-02-15 Floating 1.86000000 N N N N N N E2open, LLC 549300WF2BZODU55DR56 E2open, LLC 2020 Term Loan B 000000000 490000.00000000 PA USD 488775.00000000 0.331529005534 Long LON CORP US N 2 2027-10-29 Floating 4.00000000 N N N N N N Post Holdings Inc. 5493001E28R2L3L44631 Post Holdings Inc 2021 Term Loan B 07982EAD8 149961.43000000 PA USD 150898.69000000 0.102352396567 Long LON CORP US N 2 2024-10-21 Floating 4.75000000 N N N N N N DuPage Medical Group, Ltd. 5493001F7B0DCPKBGK48 DuPage Medical Group, Ltd. 2018 Term Loan 59835YAJ1 405146.85000000 PA USD 402363.49000000 0.272917329452 Long LON CORP US N 2 2024-08-15 Floating 3.50000000 N N N N N N Mileage Plus Holdings LLC N/A Mileage Plus Holdings LLC 2020 Term Loan B 59921PAB2 375000.00000000 PA USD 398125.13000000 0.270042511231 Long LON CORP US N 2 2027-06-21 Floating 6.25000000 N N N N N N CLARIOS GLOBAL LP/US FIN N/A Clarios Global LP / Clarios US Finance Co 69867DAC2 250000.00000000 PA USD 269190.00000000 0.182587679402 Long DBT CORP XX N 2 2027-05-15 Fixed 8.50000000 N N N N N N WEX INC N/A WEX INC 2021 TERM LOAN 000000000 860000.00000000 PA USD 856775.00000000 0.581138077268 Long LON CORP US N 2 2028-03-18 Floating 0.00000000 N N N N N N Nielsen Finance LLC UJ76Y189LDMPCOCW7204 NIELSEN FINANCE LLC 2020 USD TERM LOAN B5 000000000 78253.62000000 PA USD 78390.56000000 0.053171181832 Long LON CORP US N 2 2025-06-04 Floating 4.75000000 N N N N N N ASP Unifrax Holdings Inc 549300RRU6BWJLD0YT71 ASP Unifrax Holdings Inc 2nd Lien Term Loan 00216UAF0 375000.00000000 PA USD 343125.00000000 0.232736719398 Long LON CORP US N 2 2026-12-14 Floating 8.68000000 N N N N N N Medallion Midland Acquisition, LLC 549300QCYU94ZA2ELG48 Medallion Midland Acquisition, LLC 1st Lien Term Loan 58404BAB1 694701.75000000 PA USD 681241.90000000 0.462076517079 Long LON CORP US N 2 2024-10-30 Floating 4.25000000 N N N N N N Diamond (BC) B.V. 549300SWLHWJF3D4N658 Diamond (BC) B.V. USD Term Loan 000000000 885262.51000000 PA USD 880005.82000000 0.596895206115 Long LON CORP NL N 2 2024-09-06 Floating 3.11000000 N N N N N N Envision Healthcare Corporation 549300OL60X0LPKY8N60 Envision Healthcare Corporation 29373UAC5 351884.05000000 PA USD 302376.08000000 0.205097316965 Long LON CORP US N 2 2025-10-10 Floating 3.86000000 N N N N N N BRAND INDUSTRIAL SERVICE 549300B658W2BPDQMW42 Brand Industrial Services Inc 10524PAB6 250000.00000000 PA USD 251950.00000000 0.170894037020 Long DBT CORP US N 2 2025-07-15 Fixed 8.50000000 N N N N N N Axalta Coating Systems US Holdings Inc. 549300NZ43V4QV4UGN28 Axalta Coating Systems US Holdings Inc. USD Term Loan B3 90347BAH1 390559.88000000 PA USD 388467.65000000 0.263491982378 Long LON CORP US N 2 2024-06-01 Floating 1.95000000 N N N N N N Consolidated Communications, Inc. 549300WW675Y48HDVX34 Consolidated Communications, Inc. 2020 Term Loan B 20903EBA2 149940.99000000 PA USD 149866.02000000 0.101651951458 Long LON CORP US N 2 2027-10-02 Floating 5.75000000 N N N N N N PERFORMANCE FOOD GROUP I 549300OMUOGBYK0FFO76 Performance Food Group Inc 69346VAA7 315000.00000000 PA USD 329414.40000000 0.223437017934 Long DBT CORP US N 2 2027-10-15 Fixed 5.50000000 N N N N N N MED ParentCo LP 549300660CLPRNK19Z91 MED ParentCo LP 2020 Incremental Term Loan B 58401DAG9 160000.00000000 PA USD 160400.00000000 0.108796997570 Long LON CORP US N 2 2026-08-31 Floating 0.00000000 N N N N N N BCP Renaissance Parent LLC 549300GVXMQFQZDSJR97 BCP Renaissance Parent LLC 2017 Term Loan B 05549PAB7 287090.44000000 PA USD 280477.02000000 0.190243501643 Long LON CORP US N 2 2024-10-31 Floating 4.50000000 N N N N N N Seadrill Partners Finco LLC N/A Seadrill Partners Finco LLC 2020 PIK Revolver 000000000 990.46000000 PA USD 1059.79000000 0.000718840212 Long LON CORP MH N 2 2022-02-21 Floating 0.00000000 N N N N N N Navistar International Corporation 4EW4JDYTYMZ6D6T42H76 Navistar International Corporation 2017 1st Lien Term Loan B 63937YAE1 536721.00000000 PA USD 536318.46000000 0.363777046071 Long LON CORP US N 2 2024-11-06 Floating 3.62000000 N N N N N N SIGNAL PARENT INC N/A SIGNAL PARENT INC TERM LOAN B 82666KAB4 450000.00000000 PA USD 446625.00000000 0.302939270823 Long LON CORP US N 2 2028-03-25 Floating 0.00000000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 Asurion LLC 2018 Term Loan B6 04649VAV2 337383.45000000 PA USD 336276.49000000 0.228091474225 Long LON CORP US N 2 2023-11-03 Floating 3.11000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 PURCHASED EUR / SOLD USD 000000000 1.00000000 NC -479.11000000 -0.00032497337 N/A DFE XX N 2 UBS AG BFM8T61CT2L1QCEMIK50 70876.14000000 USD 60000.00000000 EUR 2021-04-30 -479.11000000 N N N Belron Finance US LLC N/A Belron Finance US LLC 2018 Term Loan B 08078UAD5 586500.00000000 PA USD 582834.38000000 0.395328121104 Long LON CORP US N 2 2025-11-13 Floating 2.45000000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 Asurion LLC 2018 Term Loan B7 04649VAW0 500788.39000000 PA USD 498597.44000000 0.338191424367 Long LON CORP US N 2 2024-11-03 Floating 3.11000000 N N N N N N Finastra USA, Inc. 549300ZB2RO6QC7YTK71 Finastra USA, Inc. USD 2nd Lien Term Loan 02034DAF4 230000.00000000 PA USD 230985.78000000 0.156674310134 Long LON CORP US N 2 2025-06-13 Floating 8.25000000 N N N N N N Catalent Pharma Solutions Inc. 549300HALRZ339MSTH85 Catalent Pharma Solutions Inc 2021 Term Loan B3 14880BAH4 574762.50000000 PA USD 574403.27000000 0.389609421265 Long LON CORP US N 2 2028-02-22 Floating 2.50000000 N N N N N N Foundation Building Materials Holding Company LLC 549300ZVE6MONHB01I28 Foundation Building Materials Holding Company LLC 2021 Term Loan 35039KAB2 256603.00000000 PA USD 253876.59000000 0.172200815121 Long LON CORP US N 2 2028-02-03 Floating 0.00000000 N N N N N N Hexion Inc 54930030FZF8HYAEHM46 Hexion Inc USD Exit Term Loan 42829HAF0 387718.14000000 PA USD 387475.82000000 0.262819238449 Long LON CORP US N 2 2026-07-01 Floating 3.74000000 N N N N N N Blackhawk Network Holdings, Inc 549300LFU3K8UIR03132 Blackhawk Network Holdings, Inc 2018 1st Lien Term Loan 09238FAK7 796758.87000000 PA USD 783954.16000000 0.531744755868 Long LON CORP US N 2 2025-06-15 Floating 3.11000000 N N N N N N ADMI Corp. 5493008U1LYGMQWO7N12 ADMI Corp. 2021 Term Loan B2 00709LAH0 635000.00000000 PA USD 628738.27000000 0.426464065049 Long LON CORP US N 2 2027-12-23 Floating 3.75000000 N N N N N N Telenet Financing USD LLC N/A Telenet Financing USD LLC 2020 USD Term Loan AR 000000000 370000.00000000 PA USD 364854.78000000 0.247475714547 Long LON CORP US N 2 2028-04-30 Floating 2.11000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 Bausch Health Cos Inc 071734AH0 485000.00000000 PA USD 494312.00000000 0.335284672464 Long DBT CORP CA N 2 2028-01-30 Fixed 5.00000000 N N N N N N Trans Union, LLC X8NPN6PWJOM1QCTYFV34 Trans Union, LLC 2019 Term Loan B5 89334GAX2 424641.86000000 PA USD 421457.05000000 0.285868214745 Long LON CORP US N 2 2026-11-16 Floating 1.86000000 N N N N N N Foundation Building Materials Holding Company LLC 549300ZVE6MONHB01I28 Foundation Building Materials Holding Company LLC 2021 Delayed Draw Term Loan 35039KAC0 148396.00000000 PA USD 146819.29000000 0.099585398612 Long LON CORP US N 2 2028-02-03 Floating 0.00000000 N N N N N N SkyMiles IP Ltd. N/A SkyMiles IP Ltd. 2020 Skymiles Term Loan B 24736CBS2 635000.00000000 PA USD 666035.63000000 0.451762324309 Long LON CORP KY N 2 2027-10-20 Floating 4.75000000 N N N N N N Hyperion Insurance Group Ltd. 213800R6D9EVRN5D3117 Hyperion Insurance Group Ltd. 2020 Delayed Draw Term Loan 000000000 144406.60000000 PA USD 144316.35000000 0.097887690650 Long LON CORP GB N 2 2027-11-12 Floating 4.75000000 N N N N N N DentalCorp Perfect Smile ULC N/A DentalCorp Perfect Smile ULC 1st Lien Term Loan 000000000 743845.70000000 PA USD 736639.32000000 0.499651784967 Long LON CORP CA N 2 2025-06-06 Floating 4.75000000 N N N N N N Ensemble RCM, LLC N/A Ensemble RCM, LLC Term Loan 29359BAB7 275000.00000000 PA USD 274312.50000000 0.186062196983 Long LON CORP US N 2 2026-08-03 Floating 0.00000000 N N N N N N UTZ Quality Foods, LLC 549300K2HU2ISL0R2Q75 UTZ Quality Foods, LLC 2021 Term Loan B 91809EAE1 320000.00000000 PA USD 319371.52000000 0.216625077840 Long LON CORP US N 2 2028-01-20 Floating 0.00000000 N N N N N N Surgery Center Holdings, Inc. 54930054EVI5HWPPW113 Surgery Center Holdings, Inc. 2020 Incremental Term Loan 86880NAW3 470250.00000000 PA USD 474952.50000000 0.322153403920 Long LON CORP US N 2 2024-09-03 Floating 9.00000000 N N N N N N FIRST BRANDS N/A First Brands 2021 2nd Lien Term Loan 000000000 390000.00000000 PA USD 386100.00000000 0.261886039664 Long LON CORP US N 2 2028-03-22 Floating 0.00000000 N N N N N N PAI Holdco, Inc. 2549001NJ55NUV372F56 PAI Holdco, Inc. 2020 Term Loan B 69315JAG8 345000.00000000 PA USD 345862.50000000 0.234593526012 Long LON CORP US N 2 2027-10-28 Floating 5.00000000 N N N N N N Oryx Midstream Holdings LLC 549300GMUP7Q51T05S83 Oryx Midstream Holdings LLC Term Loan B 54805BAB5 568660.23000000 PA USD 554088.31000000 0.375830078037 Long LON CORP US N 2 2026-05-22 Floating 4.11000000 N N N N N N SS&C European Holdings Sarl 549300KY09TR3J12JU49 SS&C European Holdings Sarl 2018 Term Loan B4 78466DBE3 320767.84000000 PA USD 317119.11000000 0.215097300750 Long LON CORP LU N 2 2025-04-16 Floating 1.86000000 N N N N N N Vertical Midco GmbH 549300C2AFWPAYWS5574 Vertical Midco GmbH USD Term Loan B 000000000 723187.50000000 PA USD 724091.48000000 0.491140766775 Long LON CORP US N 2 2027-07-30 Floating 4.48000000 N N N N N N Sedgwick Claims Management Services, Inc. 549300BIN4DWJG5VWF64 Sedgwick Claims Management Services, Inc. 2018 Term Loan B 81527CAL1 1146245.09000000 PA USD 1128872.60000000 0.765697939651 Long LON CORP US N 2 2025-12-31 Floating 3.36000000 N N N N N N PES Holdings, LLC N/A PES Holdings, LLC 2018 Term Loan C 71571EAD1 849839.78000000 PA USD 10623.00000000 0.007205427089 Long LON CORP US N 3 2022-12-31 Floating 11.24000000 Y N N N N N US Foods, Inc. 5493000JOOFAOUY1JZ87 US Foods, Inc. 2019 Term Loan B 90351HAD0 531900.00000000 PA USD 520763.08000000 0.353226057043 Long LON CORP US N 2 2026-09-13 Floating 2.11000000 N N N N N N SCIH Salt Holdings Inc. N/A SCIH Salt Holdings Inc. Term Loan B 78397GAC5 398000.00000000 PA USD 398165.97000000 0.270070212412 Long LON CORP US N 2 2027-03-16 Floating 5.50000000 N N N N N N WATLOW ELECTRIC MANUFCTRING CO 54930089QP6NQUHLU558 Watlow Electric Manufacturing Company Term Loan B 94254PAC4 265000.00000000 PA USD 264504.45000000 0.179409538679 Long LON CORP US N 2 2028-03-02 Floating 0.00000000 N N N N N N Rodan & Fields, LLC N/A Rodan & Fields, LLC 2018 Term Loan B 77484UAB2 352997.85000000 PA USD 297400.69000000 0.201722581967 Long LON CORP US N 2 2025-06-16 Floating 4.11000000 N N N N N N 2021-04-28 SUNAMERICA SENIOR FLOATING RATE FUND INC Donna McManus Donna McManus Assistant Treasurer XXXX NPORT-EX 2 NPORT_2C53_1439459875.htm HTML

AIG Senior Floating Rate Fund

PORTFOLIO OF INVESTMENTS—March 31, 2021

Industry Description

Ratings (1)

Principal

Type

Moody’s

S&P

Interest Rate

Reference

Rate

Maturity
Date (2)

Amount**/
Shares

Value
(Note 1)

LOANS (3) (4)-86.3%

Aerospace & Defense-0.7%

Spirit AeroSystems Inc.

BTL-B

Ba2

BB-

6.00

1 ML+5.25%

01/15/2025

139,650

139,999

TransDigm Group, Inc.

BTL-F

Ba3

B+

2.36

1 ML+2.25%

12/09/2025

856,813

838,119

978,118

Airlines-0.9%

JetBlue Airways Corp

BTL

Ba2

B+

6.25

3 ML+5.25%

06/17/2024

187,688

192,028

Mileage Plus Holdings LLC

BTL-B

Baa3

6.25

3 ML+5.25%

06/21/2027

375,000

398,125

SkyMiles IP Ltd

BTL-B

Baa1

4.75

3 ML+3.75%

10/20/2027

635,000

666,036

1,256,189

Auto Components-2.0%

Adient US LLC

BTL-B

Ba3

BB-

4.36

1 ML+4.25%

05/06/2024

421,188

420,662

Adient US LLC

BTL-B

Ba3

BB-

4.44

3 ML+4.25%

05/06/2024

143,750

143,569

Clarios Global LP(9)

BTL-B

3.25

1 ME+3.25%

04/30/2026

EUR 483,376

563,470

Clarios Global LP

BTL-B

Ba3

3.36

1 ML+3.25%

04/30/2026

483,609

480,788

First Brands Group LLC

BTL-B

8.50

3 ML+7.50%

02/02/2024

677,542

688,382

First Brands Group LLC

2nd Lien

TBD

03/22/2028

390,000

386,100

Truck Hero, Inc.

BTL-B

B-

4.50

1 ML+3.75%

01/31/2028

215,000

214,578

2,897,549

Building Products-1.1%

Cornerstone Building Brands, Inc.

BTL-B

B+

TBD

04/12/2028

208,753

207,840

CP Atlas Buyer, Inc.

BTL-B

B-

4.25

3 ML+3.75%

11/23/2027

445,000

441,732

NCI Building Systems, Inc.

BTL-B

B+

3.86

1 ML+3.75%

04/12/2025

251,322

250,631

Watlow Electric Manufacturing Co.

BTL-B

TBD

03/02/2028

265,000

264,504

Wilsonart LLC

BTL-D

CCC+

4.25

3 ML+3.25%

12/19/2023

512,637

511,448

1,676,155

Capital Markets-1.1%

Deerfield Dakota Holding LLC

BTL-B

B-

4.75

1 ML+3.75%

04/09/2027

595,749

NFP Corp.

BTL

3.36

1 ML+3.25%

02/15/2027

666,625

655,931

PAI Holdco, Inc.

BTL-B

5.00

3 ML+4.00%

10/28/2027

345,000

345,863

1,597,543

Chemicals-3.7%

American Airlines, Inc.

BTL

Ba2

TBD

04/20/2028

505,000

516,092

ASP Unifrax Holdings, Inc.

BTL-B1

Caa1

CCC+

3.95

3 ML+3.75%

12/12/2025

249,030

235,645

ASP Unifrax Holdings, Inc.

BTL-B2

Caa3

CCC

8.68

3 ML+8.50%

12/14/2026

375,000

343,125

Diamond (BC) BV

BTL

Ba3

3.11

1 ML+3.00%

09/06/2024

885,263

880,006

Diamond (BC) BV(9)

BTL

B-

3.25

1 ME+3.25%

09/06/2024

EUR 220,606

258,188

Hexion, Inc.

BTL

Ba3

B+

3.74

3 ML+3.50%

07/01/2026

387,718

387,476

Ineos Styrolution US Holdings LLC

BTL-B

TBD

01/29/2026

255,000

253,853

Messer Industries GmbH

BTL-B1

Ba2

2.70

3 ML+2.50%

03/01/2026

395,086

391,629

NIC Acquistion Corp.

BTL

4.50

6 ML+3.75%

12/29/2027

240,000

238,650

SCIH Salt Holdings, Inc.

BTL-B

5.50

3 ML+4.50%

03/16/2027

398,000

398,166

Tronox Finance LLC

BTL-B

Ba3

BB-

2.61

1 ML+2.50%

03/13/2028

275,893

274,169

Tronox Finance LLC

BTL-B

Ba3

BB-

2.68

3 ML+2.50%

03/13/2028

376,217

373,865

U.S. Coating Acquisition, Inc.

BTL-B2

Ba1

BBB-

2.00

3 ML+1.75%

06/01/2024

389,410

387,324

WR Grace & Co.

BTL-B1

Ba2

BBB-

1.95

3 ML+1.75%

04/03/2025

180,938

179,242

WR Grace & Co.

BTL-B2

Ba2

BBB-

1.95

3 ML+1.75%

04/03/2025

310,974

308,058

5,425,488

Commercial Services & Supplies-3.7%

Amentum Government Services Holdings LLC

BTL-B

3.61

1 ML+3.50%

01/29/2027

530,988

524,350

Amentum Government Services Holdings LLC

BTL-B

5.50

3 ML+4.75%

01/29/2027

400,000

399,500

APX Group, Inc.

BTL

B-

5.11

1 ML+5.00%

12/31/2025

632,456

631,666

APX Group, Inc.

BTL

B-

7.25

USFRBPLR+4.00%

12/31/2025

421

420

AVSC Holding Corp.(15)

BTL-B1

Caa2

CCC

0.01-4.50

3 ML+3.50%

03/03/2025

398,799

352,937

Brickman Group, Ltd.

BTL-B

BB-

2.61

1 ML+2.50%

08/15/2025

991,377

985,181

Clean Harbors, Inc.

BTL

Ba1

BBB-

1.86

1 ML+1.75%

06/28/2024

532,243

Ensemble RCM LLC

BTL

3.96

3 ML+3.75%

08/03/2026

274,304

273,618

Filtration Group Corporation

BTL

4.50

1 ML+3.75%

03/29/2025

368,150

367,506

Verisure Holdings AB(9)

BTL-B

B-

3.50

6 ME+3.50%

07/20/2026

EUR 600,000

701,275

Verisure Holdings AB

BTL

Ba2

BB-

TBD

01/15/2028

EUR 600,000

700,762

5,469,458

Construction & Engineering-1.5%

Brand Energy & Infrastructure Services, Inc.

1st Lien

B-

5.25

3 ML+4.25%

06/21/2024

990,537

973,667

Power Buyer LLC

BTL

B-

4.25

3 ML+3.25%

03/06/2025

605,773

599,337

Power Buyer LLC

2nd Lien

Caa2

CCC

8.25

3 ML+7.25%

03/06/2026

585,000

568,547

2,141,551

Construction Materials-1.3%

Quikrete Holdings, Inc.

BTL

Ba3

BB-

2.61

1 ML+2.50%

02/01/2027

991,298

983,638

Summit Materials LLC

1st Lien

Ba1

BBB-

2.11

1 ML+2.00%

11/21/2024

880,425

876,390

1,860,028

Containers & Packaging-2.8%

Berlin Packaging LLC (Wolfpack Borrower)

BTL-B1

B-

3.12

1 ML+3.00%

11/07/2025

514,864

505,082

Flex Acquisition Company Inc.

BTL

4.00

1 ML+3.50%

02/23/2028

606,216

598,165

Pods, LLC

BTL-B

TBD

03/31/2028

310,000

308,321

Pregis TopCo LLC

BTL

B-

5.00

1 ML+4.25%

08/01/2026

300,000

Proampac PG Borrower LLC

BTL

B-

5.00

3 ML+4.00%

11/03/2025

392,699

392,011

Proampac PG Borrower LLC

BTL

B-

5.00

1 ML+4.00%

11/03/2025

473,818

472,989

Reynolds Group Holdings, Inc.

BTL

B+

2.86

1 ML+2.75%

02/05/2023

191,667

191,008

Tosca Services LLC

BTL

4.25

1 ML+3.50%

08/18/2027

663,300

661,365

Tricorbraun Holdings, Inc.(6)

Delayed
Draw

B-

TBD

03/03/2028

127,621

126,364

Tricorbraun Holdings, Inc.

BTL

B-

TBD

03/03/2028

567,380

561,794

4,117,099

Diversified Consumer Services-1.1%

Belron Finance US LLC

BTL-B

Ba3

BB+

2.45

3 ML+2.25%

11/13/2025

586,500

582,834

Belron Finance US LLC

BTL-B

Ba3

BB+

2.46

3 ML+2.25%

10/30/2026

148,125

147,014

Signal Parent, Inc.

BTL-B

TBD

03/25/2028

450,000

446,625

Weight Watchers International, Inc.

BTL-B

Ba2

5.50

1 ML+4.75%

11/29/2024

421,048

1,597,521

Diversified Financial Services-2.5%

EVO Payments International LLC

BTL

3.36

1 ML+3.25%

12/22/2023

910,472

908,196

Millennium Trust Company, LLC (Minotaur Acquisition, Inc.)

BTL-B

5.11

1 ML+5.00%

03/27/2026

416,500

415,459

MPH Acquisition Holdings LLC

BTL-B

Ba3

B+

3.75

3 ML+2.75%

06/07/2023

700,631

696,491

Nets Holding AS(9)

BTL-B

3.25

3 ME+3.25%

02/06/2025

EUR 798,159

933,922

Trans Union LLC

BTL-B5

Ba2

BBB-

1.86

1 ML+1.75%

11/16/2026

409,233

406,164

Verscend Holding Corp.

BTL-B

B+

TBD

08/27/2025

327,590

326,771

3,687,003

Diversified Telecommunication Services-3.2%

Altice France SA

BTL

3.79

1 ML+3.69%

01/31/2026

987,613

976,997

Consolidated Communications Inc

BTL-B

B+

5.75

1 ML+4.75%

10/02/2027

149,941

149,866

EG Group LTD

BTL

Ba3

TBD

03/10/2026

240,000

237,400

EG Group LTD

2nd Lien

TBD

04/10/2027

EUR 350,000

403,673

Frontier Communications Corp.

BTL

B+

5.75

1 ML+4.75%

10/08/2021

560,000

559,650

Lorca Finco PLC(9)

BTL-B2

4.25

6 ME+4.25%

09/17/2027

EUR 845,000

991,179

MTN Infrastructure TopCo, Inc.

BTL

4.00

1 ML+3.00%

11/15/2024

989,956

986,449

Telenet Financing USD LLC

BTL-AR

BB-

2.11

1 ML+2.00%

04/30/2028

370,000

364,855

4,670,069

Electric Utilities-0.2%

Exgen Renewables IV LLC

BTL

Ba3

BB-

3.75

3 ML+2.75%

12/15/2027

279,300

279,649

Electronic Equipment, Instruments & Components-0.7%

Avantor, Inc.

BTL-B3

Ba1

BB+

3.25

1 ML+2.25%

11/21/2024

107,705

107,679

Avantor, Inc.

BTL-B4

Ba1

BB+

3.25

1 ML+2.25%

11/08/2027

683,288

682,946

Lifescan Global Corporation

BTL-B

6.24

3 ML+6.00%

10/01/2024

203,578

197,047

987,672

Energy Equipment & Services-0.3%

Concorde Midco LTD

BTL-B

TBD

03/01/2028

EUR 315,000

368,708

Philadelphia Energy Solutions LLC†(5)(10)(11)(13)

BTL-C

11.24

USFRBPLR+6.99%

12/31/2022

849,840

10,623

Seadrill Partners Finco LLC(17)

BTL

9.00-13.00

1 ML+6.00%

02/21/2022

990

1,060

380,391

Entertainment-2.6%

Crown Finance US, Inc.(9)

BTL

Caa2

CCC

2.63

6 ME+2.63%

02/28/2025

131,410

128,484

Crown Finance US, Inc.

BTL

Caa2

CCC

3.50

6 ML+2.50%

02/28/2025

580,738

494,287

Crown Finance US, Inc.

BTL-B1

B-

TBD

05/23/2024

179,204

226,334

Delta 2 (Lux) SARL

BTL-B

Ba3

BB-

3.50

1 ML+2.50%

02/01/2024

850,951

840,550

NAI Entertainment Holdings LLC

BTL-B

B+

3.50

1 ML+2.50%

05/08/2025

412,000

400,928

Nascar Holdings, Inc.

BTL-B

Ba3

2.86

1 ML+2.75%

10/19/2026

218,400

216,871

Playtika Holding Corp

BTL

Ba2

TBD

03/13/2028

380,000

377,557

UFC Holdings LLC

BTL-B

3.75

6 ML+3.00%

04/29/2026

947,450

943,108

William Morris Endeavor Entertainment LLC

BTL-B1

2.94

3 ML+2.75%

05/18/2025

294,027

276,845

3,904,964

Food & Staples Retailing-1.1%

Bellis Acquisition Company

BTL-B

TBD

02/12/2026

EUR 325,000

380,254

U.S. Foods, Inc.

BTL-B

BB-

1.86

1 ML+1.75%

06/27/2023

764,868

754,131

U.S. Foods, Inc.

BTL-B

BB-

2.11

1 ML+2.00%

09/13/2026

531,900

520,763

1,655,148

Food Products-2.5%

Atkins Nutritionals, Inc.

BTL-B

BB-

4.75

1 ML+3.75%

07/07/2024

403,261

403,513

Bellring Brands LLC

BTL-B

B+

4.75

1 ML+4.00%

10/21/2024

147,899

148,823

CHG PPC Parent LLC

BTL-B

2.86

1 ML+2.75%

03/31/2025

418,175

411,902

Froneri International PLC

BTL

Caa2

CCC

2.36

1 ML+2.25%

01/29/2027

645,125

635,549

Froneri International PLC(9)

BTL

B+

2.63

6 ME+2.63%

01/29/2027

EUR 700,000

810,321

Froneri International PLC(9)

2nd Lien

B-

5.75

6 ME+5.75%

01/31/2028

EUR 100,000

118,052

Froneri International PLC

2nd Lien

B+

5.86

1 ML+5.75%

01/31/2028

100,000

100,938

Hostess Brands LLC

BTL

BB-

3.00

3 ML+2.25%

08/03/2025

576,527

572,820

Hostess Brands LLC

BTL

BB-

3.00

1 ML+2.25%

08/03/2025

216,205

214,815

Utz Quality Foods LLC

BTL-B

3.11

1 ML+3.00%

01/20/2028

319,200

318,573

3,735,306

Health Care Equipment & Supplies-0.1%

CPI Holdco LLC

BTL

TBD

11/04/2026

99,748

99,773

Health Care Providers & Services-6.9%

ADMI Corp

BTL-B2

3.75

1 ML+3.25%

12/23/2027

635,000

628,738

Biogroup LCD

BTL-B

B+

TBD

01/28/2028

EUR 710,000

826,967

Cano Health LLC(6)

Delayed Draw

B-

4.75

11/19/2027

187,023

186,789

Cano Health LLC

BTL

B-

5.50

3 ML+4.75%

11/19/2027

511,695

511,055

Catalent Pharma Solutions, Inc.

BTL-B3

Ba1

BBB-

2.50

1 ML+2.00%

02/22/2028

574,763

574,403

Change Healthcare Holdings, Inc.

BTL-B

B+

3.50

1 ML+2.50%

03/01/2024

317,739

317,183

Change Healthcare Holdings, Inc.

BTL-B

B+

3.50

3 ML+2.50%

03/01/2024

534,059

533,124

Dental Corp of Canada Inc

2nd Lien

B-

8.50

1 ML+7.50%

06/06/2026

200,000

199,250

Dental Corp. Perfect Smile ULC

1st Lien

Ba3

BB-

4.75

1 ML+3.75%

06/06/2025

743,846

736,639

DuPage Medical Group, Ltd.

BTL

3.50

1 ML+2.75%

08/15/2024

405,147

402,363

Elsan SAS

BTL-B

B-

TBD

02/05/2028

EUR 380,000

444,084

Envision Healthcare Corp.

BTL

Caa1

CCC

3.86

1 ML+3.75%

10/10/2025

351,884

302,376

eResearchTechnology, Inc.

BTL

B-

TBD

02/04/2027

134,660

134,639

Eyecare Partners LLC

BTL

3.86

1 ML+3.75%

02/18/2027

718,790

710,318

Gentiva Health Services, Inc.

BTL

2.88

1 ML+2.75%

07/02/2025

863,470

857,354

Horizon Therapeutics USA, Inc.

BTL-B

Ba1

BB+

TBD

03/15/2028

615,000

612,694

MED ParentCo LP

Delayed Draw

B-

4.25-4.36

08/31/2026

161,372

159,718

MED ParentCo LP

1st Lien

B-

4.36

1 ML+4.25%

08/31/2026

803,502

795,267

MED ParentCo LP

BTL-B

TBD

08/31/2026

159,598

159,997

Pathway Vet Alliance LLC

BTL

3.86

1 ML+3.75%

03/31/2027

262,454

260,908

Surgery Center Holdings, Inc.

1st Lien

B-

4.25

1 ML+3.25%

09/03/2024

409,106

404,796

Surgery Center Holdings Inc

BTL

B-

9.00

1 ML+8.00%

09/03/2024

470,250

474,953

10,233,615

Health Care Technology-0.1%

athenahealth Inc

BTL

4.45

3 ML+4.25%

02/11/2026

155,000

155,129

Hotels, Restaurants & Leisure-4.3%

8th Avenue Food & Provisions, Inc.

BTL

B-

3.61

1 ML+3.50%

10/01/2025

415,438

414,399

8th Avenue Food & Provisions, Inc.

2nd Lien

Caa1

CCC

7.86

1 ML+7.75%

10/01/2026

270,000

266,625

Aramark Services, Inc.

BTL-B1

Ba2

BB+

1.86

1 ML+1.75%

03/11/2025

596,904

588,803

Boyd Gaming Corp.

BTL-B

Ba3

2.33

1 WL+2.25%

09/15/2023

618,430

616,533

Caesars Resort Collection LLC

BTL-B

B+

2.86

1 ML+2.75%

12/23/2024

989,828

973,249

Caesars Resort Collection LLC

BTL

B+

4.61

1 ML+4.50%

07/21/2025

840,775

841,406

Carnival Corp

BTL-B

B+

8.50

1 ML+7.50%

06/30/2025

461,513

475,358

CityCenter Holdings LLC

BTL-B

B+

3.00

1 ML+2.25%

04/18/2024

493,544

486,895

Golden Entertainment, Inc.

BTL-B

B+

3.75

1 ML+3.00%

10/21/2024

250,875

247,530

IRB Holding Corp

BTL

4.25

3 ML+3.25%

12/15/2027

482,575

481,024

IRB Holding Corp

BTL

4.25

1 ML+3.25%

12/15/2027

1,213

1,209

Penn National Gaming, Inc.

BTL-B1

BB-

3.00

1 ML+2.25%

10/15/2025

617,310

613,529

Station Casinos LLC

BTL-B

BB-

2.50

1 ML+2.25%

02/08/2027

404,594

397,694

6,404,254

Household Durables-0.6%

Installed Building Products, Inc.

BTL-B

Ba2

BB+

2.36

1 ML+2.25%

04/15/2025

500,000

493,750

Weber-Stephen Products LLC

BTL-B

4.00

1 ML+3.25%

10/30/2027

443,888

443,240

936,990

Household Products-0.3%

Prestige Brands, Inc.

BTL-B4

Ba2

2.11

1 ML+2.00%

01/26/2024

167,498

167,319

Reynolds Consumer Products, Inc.

BTL

Ba1

BBB-

1.86

1 ML+1.75%

02/04/2027

321,452

319,724

487,043

Industrial Conglomerates-0.1%

Ameriforge Group, Inc.(16)

BTL

5.00-14.00

3 ML+8.00%

12/31/2023

109,069

63,260

UTEX Industries Inc.(12)

BTL

5.25-11.00

1 ML+5.25%

12/03/2025

16,688

16,020

79,280

Insurance- 4.6%

Acrisure LLC

BTL-B

3.70

3 ML+3.50%

02/15/2027

625,084

616,752

Asurion LLC

BTL-B6

Ba3

B+

3.11

1 ML+3.00%

11/03/2023

337,383

336,276

Asurion LLC

BTL-B7

Ba3

B+

3.11

1 ML+3.00%

11/03/2024

500,788

498,597

Asurion LLC

BTL-B8

Ba3

B+

3.36

1 ML+3.25%

12/23/2026

539,005

535,187

Asurion LLC

BTL-B3

5.36

1 ML+5.25%

01/31/2028

720,000

732,420

Compass Investments, Inc.

BTL-B

3.20

3 ML+3.00%

05/16/2024

1,063,023

1,049,926

Hub International, Ltd.

BTL-B1

2.97

3 ML+2.75%

04/25/2025

957,913

943,629

Hyperion Insurance Group Ltd.

BTL-B

B-

4.75

1 ML+3.75%

11/12/2027

119,630

119,556

Hyperion Insurance Group Ltd.

Delayed Draw

4.75

1 ML+3.75%

11/12/2027

144,407

144,316

Ryan Specialty Group LLC

BTL

4.00

1 ML+3.25%

09/01/2027

268,650

268,202

Sedgwick Claims Management Services, Inc.

BTL-B

3.36

1 ML+3.25%

12/31/2025

1,321,245

1,301,220

Sedgwick Claims Management Services, Inc.

BTL-B3

3.36

1 ML+3.25%

09/03/2026

233,825

236,163

6,782,244

Internet & Direct Marketing Retail-1.1%

Go Daddy Operating Co. LLC

BTL-B1

Ba1

1.86

1 ML+1.75%

02/15/2024

391,698

388,494

MH Sub I LLC

BTL

4.75

1 ML+3.75%

09/13/2024

471,885

467,683

Rodan & Fields, LLC

BTL

Caa2

B-

4.11

1 ML+4.00%

06/16/2025

352,998

297,401

Shutterfly, Inc.

BTL-B

B-

7.00

3 ML+6.00%

09/25/2026

460,556

460,844

1,614,422

IT Services-4.0%

Blackhawk Network Holdings, Inc.

BTL-B

B-

3.11

1 ML+3.00%

06/15/2025

796,759

783,954

CCC Information Services, Inc.

1st Lien

B-

4.00

1 ML+3.00%

04/29/2024

896,853

895,358

Endure Digital, Inc.

BTL

TBD

02/10/2028

845,000

840,775

Peraton Corp.

BTL-B

TBD

02/01/2028

199,282

198,950

Peraton Corp.(6)

BTL-B

TBD

02/01/2028

350,717

350,132

Tempo Acquisition LLC

BTL-B

3.75

1 ML+3.25%

11/02/2026

970,590

969,620

WEX, Inc.

BTL-B3

Ba2

BB-

2.36

1 ML+2.25%

05/15/2026

1,004,421

999,579

WEX, Inc.

BTL

2.36

1 ML+2.25%

03/31/2028

860,000

856,775

5,895,143

Leisure Products-0.5%

Hayward Industries, Inc.

1st Lien

B+

3.61

1 ML+3.50%

08/05/2024

332,406

331,741

SRAM LLC

BTL-B

BB-

3.75

3 ML+2.75%

03/15/2024

403,578

SRAM LLC

BTL-B

BB-

3.75

1 ML+2.75%

03/15/2024

39,745

775,064

Life Sciences Tools & Services-0.3%

PPD, Inc.

BTL

Ba2

BB-

2.75

1 ML+2.25%

01/13/2028

420,000

417,769

Machinery-2.8%

Alliance Laundry Systems LLC

BTL-B

4.25

3 ML+3.50%

10/08/2027

413,963

412,669

Altra Industrial Motion Corp.

BTL-B

Ba2

BB-

2.11

1 ML+2.00%

10/01/2025

415,294

412,179

Fluidra SA

BTL-B

2.11

1 ML+2.00%

07/02/2025

370,194

366,492

Ingersoll-Rand Company Ltd.(9)

BTL-B

2.00

1 ME+2.00%

03/01/2027

EUR 501,951

586,431

Navistar International Corp.

BTL-B

Ba2

BB-

3.62

1 ML+3.50%

11/06/2024

536,721

536,318

Vertical US Newco Inc.

BTL-B

BB-

4.48

6 ML+4.25%

07/30/2027

721,380

722,281

Welbilt Inc

BTL-B

CCC+

2.61

1 ML+2.50%

10/23/2025

500,000

478,750

WireCo WorldGroup, Inc.

1st Lien

B+

5.20

3 ML+5.00%

09/30/2023

592,695

575,655

4,090,775

Media-6.2%

Banijay Group US Holding Inc

BTL

3.85

1 ML+3.75%

03/01/2025

422,875

418,294

Banijay Group US Holding Inc

BTL

TBD

03/01/2025

EUR 170,000

198,815

Charter Communications Operating LLC

BTL-B2

Ba1

BBB-

1.86

1 ML+1.75%

02/01/2027

642,526

638,751

CSC Holdings, Inc.

BTL-B5

Ba3

2.61

1 ML+2.50%

04/15/2027

500,377

493,944

CSC Holdings, Inc. (Neptune)

BTL-B

Ba3

2.36

1 ML+2.25%

07/17/2025

491,477

483,736

E.W. Scripps Co.

BTL-B2

Ba3

BB-

3.31

1 ML+2.56%

05/01/2026

627,248

622,768

Gray Television, Inc.

BTL-C

Ba2

2.62

1 ML+2.50%

01/02/2026

1,007,627

999,440

Houghton Mifflin Harcourt Publishing Company

BTL-B

Caa1

7.25

1 ML+6.25%

11/22/2024

468,750

466,406

NEP Group, Inc.

BTL

Caa1

3.36

1 ML+3.25%

10/20/2025

517,209

500,939

NEP Group, Inc.

2nd Lien

Caa3

CCC

7.11

1 ML+7.00%

10/19/2026

595,000

545,913

Nexstar Broadcasting, Inc.

BTL-B4

Ba3

2.62

1 ML+2.50%

09/18/2026

750,393

744,095

Nielsen Fianance LLC

BTL-B5

Ba1

BBB-

4.75

1 ML+3.75%

06/04/2025

78,254

78,391

Radiate Holdco LLC

BTL

4.25

1 ML+3.50%

09/25/2026

259,350

258,967

UPC Broadband Holding BV(9)

BTL-B2

BB-

3.50

6 ME+3.50%

01/31/2029

EUR 150,000

176,052

UPC Broadband Holding BV(9)

BTL-B1

BB-

3.50

6 ME+3.50%

01/31/2029

EUR 150,000

176,052

UPC Broadband Holding BV

BTL-B2

B-

3.61

1 ML+3.50%

01/31/2029

435,000

433,447

UPC Broadband Holding BV

BTL-B1

BB-

3.61

1 ML+3.50%

01/31/2029

435,000

433,447

Virgin Media Bristol LLC

BTL-Q

Ba3

TBD

01/31/2029

480,000

478,714

Ziggo Secured Finance Partnership

BTL-I

BB-

2.61

1 ML+2.50%

04/30/2028

1,000,000

988,889

9,137,060

Metals & Mining-0.7%

American Rock Salt Co. LLC

1st Lien

4.50

1 ML+3.50%

03/21/2025

990,209

991,447

Oil, Gas & Consumable Fuels-1.6%

BCP Renaissance Parent LLC

BTL

4.50

3 ML+3.50%

10/31/2024

287,090

280,477

Grizzly Acquisition, Inc. (Northriver Midstream Finance)

BTL

Caa2

CCC

3.49

3 ML+3.25%

10/01/2025

592,260

583,376

Medallion Midland Acquisition LLC

1st Lien

B-

4.25

1 ML+3.25%

10/30/2024

694,702

681,242

Oryx Midstream Services LLC

BTL-B

B-

4.11

1 ML+4.00%

05/22/2026

568,655

554,084

Traverse Midstream Partners LLC

BTL-B

6.50

1 ML+5.50%

09/27/2024

274,783

272,722

2,371,901

Personal Products-0.2%

Revlon Consumer Products Corp.(5)

BTL

4.25

3 ML+3.50%

09/07/2023

753,971

354,366

Revlon Consumer Products Corp.(5)

BTL

4.50

2 ML+3.50%

09/07/2023

1,168

549

354,915

Pharmaceuticals-2.8%

Elanco Animal Health Inc

BTL-B

Baa3

BB+

1.87

1 ML+1.75%

08/02/2027

762,563

751,805

Endo Luxembourg Finance Co. I SARL

BTL-B

5.00

3 ML+4.25%

04/29/2024

302,369

301,764

Endo Luxembourg Finance Co. I SARL

BTL

B+

TBD

03/27/2028

197,000

194,948

Milano Acquisition Corp

BTL-B

B+

4.75

3 ML+4.00%

10/01/2027

693,263

689,507

Packaging Coordinators Midco Inc.

BTL

B-

4.50

3 ML+3.75%

11/30/2027

380,000

379,525

Valeant Pharmaceuticals International, Inc.

BTL

Ba2

2.86

1 ML+2.75%

11/27/2025

916,544

910,992

Valeant Pharmaceuticals International, Inc.

BTL

3.11

1 ML+3.00%

06/02/2025

926,551

922,810

4,151,351

Professional Services-1.5%

AlixPartners LLP

BTL-B

B+

3.25

1 ML+2.75%

02/04/2028

1,235,000

1,229,682

Dun & Bradstreet Corporation

BTL

B+

3.36

1 ML+3.25%

02/06/2026

998,053

991,971

2,221,653

Real Estate Investment Trusts-0.6%

VICI Properties 1 LLC

BTL

Ba2

BBB-

1.86

1 ML+1.75%

12/20/2024

853,864

843,368

Real Estate Management & Development-0.2%

Apleona Group

BTL-B

Ba2

TBD

02/12/2028

EUR215,000

251,365

Road & Rail-0.8%

Boels Top Holding BV(9)

BTL-B

Ba3

BB+

4.00

3 ME+4.00%

02/06/2027

EUR605,000

709,927

Fly Funding II SARL

BTL-B

B+

1.95

3 ML+1.75%

08/11/2025

498,151

486,320

1,196,247

Semiconductors & Semiconductor Equipment-0.1%

Entegris, Inc.

BTL-B

Baa3

BBB-

2.11

1 ML+2.00%

11/06/2025

211,196

210,866

Software-7.8%

Almonde, Inc.

BTL-B

CCC+

4.50

3 ML+3.50%

06/13/2024

490,218

479,750

Almonde, Inc.

BTL

Caa2

CCC-

8.25

6 ML+7.25%

06/13/2025

230,000

230,986

BY Crown Parent LLC

BTL-B1

B-

4.00

1 ML+3.00%

02/02/2026

398,432

397,934

Ceridian HCM Holding, Inc.

BTL-B

B+

2.58

1 WL+2.50%

04/30/2025

570,535

561,799

Dcert Buyer, Inc.

BTL-B

B-

4.11

1 ML+4.00%

10/16/2026

654,597

652,960

E2Open LLC

BTL-B

4.00

3 ML+3.50%

10/29/2027

490,000

488,775

Emerald Topco, Inc.

BTL

3.71

3 ML+3.50%

07/24/2026

438,325

434,901

Epicor Software Corp

BTL

B-

4.00

1 ML+3.25%

07/30/2027

1,082,468

1,078,747

Epicor Software Corp

2nd Lien

Caa2

CCC

8.75

1 ML+7.75%

07/31/2028

240,000

247,600

Hyland Software, Inc.

BTL

B-

4.25

1 ML+3.50%

07/01/2024

1,432,662

1,430,074

Hyland Software, Inc.

2nd Lien

Caa1

CCC

7.75

1 ML+7.00%

07/07/2025

470,800

Panther Purchaser LP

BTL

B-

TBD

01/07/2028

755,000

750,596

Realpage, Inc.

1st Lien

B-

3.75

1 ML+3.25%

04/24/2028

860,000

855,341

SS&C Technologies, Inc.

BTL-B3

Ba2

BB+

1.86

1 ML+1.75%

04/16/2025

429,608

424,715

SS&C Technologies, Inc.

BTL

Ba2

BB+

1.86

1 ML+1.75%

04/16/2025

320,768

317,119

SS&C Technologies, Inc.

BTL-B5

Ba2

BB+

1.86

1 ML+1.75%

04/16/2025

748,493

740,073

UKG, Inc.

BTL

B-

4.00

3 ML+3.25%

05/04/2026

339,150

338,726

Ultimate Software Group, Inc.

BTL-B

B-

3.86

1 ML+3.75%

05/04/2026

669,800

668,405

Zelis Payments Buyer, Inc.

BTL

Caa1

3.62

1 ML+3.50%

09/30/2026

987,525

982,411

11,551,712

Specialty Retail-3.5%

Great Outdoors Group LLC

BTL-B

B+

5.00

6 ML+4.25%

03/06/2028

1,032,413

1,030,691

Harbor Freight Tools USA, Inc.

BTL-B

Ba3

BB-

3.75

1 ML+3.00%

10/19/2027

508,515

507,689

LBM Acquisition LLC

BTL-B

TBD

12/17/2027

473,846

471,329

LBM Acquisition LLC(6)

Delayed Draw

TBD

12/17/2027

105,299

104,740

Les Schwab Tire Centers

BTL-B

4.25

6 ML+3.50%

11/02/2027

299,250

299,001

Michaels Stores, Inc.

BTL-B

Ba3

B+

4.25

1 ML+3.50%

10/01/2027

439,943

438,843

Petco Animal Supplies, Inc.

BTL-B

TBD

03/03/2028

510,000

507,632

PetSmart, Inc.

BTL-B

BB-

4.50

3 ML+3.75%

02/12/2028

410,000

409,317

SRS Distribution, Inc.

BTL-B

4.36

1 ML+4.25%

05/23/2025

350,563

348,956

Staples, Inc.

BTL

5.21

3 ML+5.00%

04/16/2026

497,499

485,528

White Cap Buyer LLC

BTL-B

Ba2

BB-

4.50

6 ML+4.00%

10/19/2027

533,663

532,254

5,135,980

Tech Hardware,Storage & Peripheral-0.2%

Cardtronics USA, Inc.

BTL-B

Ba2

BB+

5.00

1 ML+4.00%

06/29/2027

287,825

287,393

Trading Companies & Distributors-1.5%

American Builders & Contractors Supply Co., Inc.

BTL

Ba2

BB+

2.11

1 ML+2.00%

01/15/2027

785,505

779,123

Beacon Roofing Supply, Inc.

BTL-B

2.36

1 ML+2.25%

01/02/2025

239,844

238,420

Foundation Building Materials, Inc.

BTL

TBD

02/03/2028

256,602

253,876

Foundation Building Materials, Inc.

Delayed Draw

TBD

02/03/2028

148,396

146,818

HD Supply Waterworks, Ltd.

BTL-B

3.75

3 ML+2.75%

08/01/2024

437,290

435,376

Univar USA, Inc.

BTL-B3

Ba3

BB+

2.36

1 ML+2.25%

07/01/2024

413,296

411,333

2,264,946

Total Loans
(cost $128,829,673)

127,258,606

U.S. CORPORATE BONDS & NOTES-4.7%

Auto Components-0.2%

Clarios Global LP / Clarios US Finance Co.*

Company Guar.
Notes

Caa1

CCC+

8.50

05/15/2027

250,000

269,190

Building Products-0.2%

Advanced Drainage Systems, Inc.*

Senior Notes

5.00

09/30/2027

220,000

230,465

Construction & Engineering-0.5%

Brand Energy & Infrastructure Services, Inc.*

Senior Notes

Caa2

CCC

8.50

07/15/2025

250,000

251,950

PowerTeam Services LLC*

Senior Sec.
Notes

B-

9.03

12/04/2025

420,000

466,326

718,276

Entertainment-0.0%

Cinemark USA Inc.*

Company Guar.
Notes

Caa1

5.88

03/15/2026

300,000

307,182

Health Care Providers & Services-0.2%

CHS/Community Health Systems, Inc.*

Senior Sec.
Notes

Caa1

B-

4.75

02/15/2031

305,000

297,955

Hotels, Restaurants & Leisure-0.0%

Boyd Gaming Corp

Company Guar.
Notes

Caa1

4.75

12/01/2027

250,000

254,808

Boyd Gaming Corp*

Company Guar.
Notes

Caa1

8.63

06/01/2025

250,000

278,000

Caesars Entertainment, Inc.*

Senior Notes

Caa1

CCC+

8.13

07/01/2027

150,000

165,480

698,288

Media-0.3%

Houghton Mifflin Harcourt Publishers, Inc.*

Senior Notes

Caa1

9.00

02/15/2025

400,000

428,000

Oil, Gas & Consumable Fuels-0.8%

EQM Midstream Partners LP*

Ba3

BB-

4.75

01/15/2031

330,000

320,100

Vine Oil & Gas LP / Vine Oil & Gas Finance Corp.*

Company Guar.
Notes

Caa2

B-

8.75

04/15/2023

775,000

824,988

1,145,088

Software-0.4%

SS&C Technologies, Inc.*

Company Guar.
Notes

B+

5.50

09/30/2027

500,000

532,000

Specialty Retail-0.5%

BCPE Ulysses Intermediate, Inc.*

Senior Notes

Caa2

CCC+

7.75

04/01/2027

230,000

238,625

L Brands, Inc.*

Company Guar.
Notes

BB-

6.63

10/01/2030

405,000

458,916

697,541

Thrifts & Mortgage Finance-0.8%

Freedom Mortgage Corp*

Senior Notes

7.63

05/01/2026

235,000

246,597

Genworth Mortgage Holdings, Inc.*

Senior Notes

Ba3

6.50

08/15/2025

245,000

264,752

Home Point Capital, Inc.*

Company Guar.
Notes

n/a

5.00

02/01/2026

425,000

420,750

LD Holdings Group LLC*

Company Guar.
Notes

B+

6.50

11/01/2025

285,000

298,623

1,230,722

Trading Companies & Distributors-0.2%

Performance Food Group, Inc.*

Senior Notes

5.50

10/15/2027

315,000

329,414

Total U.S. Corporate Bonds & Notes
(cost $6,533,140)

6,884,121

FOREIGN CORPORATE BONDS & NOTES-2.2%

Airlines-0.1%

Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd*

Senior Sec.
Notes

Ba3

5.75

01/20/2026

90,000

95,652

Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd*

Senior Sec.
Notes

Ba3

8.00

09/20/2025

295,000

333,350

429,002

Containers & Packaging-0.3%

Ardagh Packaging Finance PLC*

Senior Sec.
Notes

BB-

4.13

08/15/2026

390,000

400,355

Hotels, Restaurants & Leisure-0.5%

Carnival Corp*

Senior Sec.
Notes

Ba2

BB-

11.50

04/01/2023

500,000

573,125

Royal Caribbean Cruises Ltd*

Company Guar.
Notes

B+

9.13

06/15/2023

175,000

192,838

765,963

Media-0.3%

Virgin Media Secured Finance PLC*

Senior Sec.
Notes

Ba3

BB-

4.50

08/15/2030

400,000

403,500

Pharmaceuticals-0.6%

Bausch Health Cos, Inc.*

Company Guar.
Notes

5.00

01/30/2028

485,000

494,311

Bausch Health Cos, Inc.*

Company Guar.
Notes

9.00

12/15/2025

385,000

418,206

912,517

Wireless Telecommunication Services-0.3%

Vmed O2 UK Financing I PLC*

Senior Sec.
Notes

Ba3

BB-

4.25

01/31/2031

400,000

388,840

Total Foreign Corporate Bonds & Notes
(cost $3,117,991)

3,300,177

COMMON STOCKS-0.4%

Energy Equipment & Services-0.0%

Philadelphia Energy Solutions LLC, Class A†(7)

35,161

352

Industrial Conglomerates-0.2%

AFG Holdings, Inc.†(7)

14,309

314,798

Oil, Gas & Consumable Fuels-0.2%

Ascent Resources Marcellus LLC, Class A†(5)(7)

187,384

149,908

Foresight Energy LLC†(5)(7)

9,907

94,183

244,091

Total Common Stocks
(cost $1,746,694)

559,241

EXCHANGE-TRADED FUNDS-3.1%

SPDR Blackstone Senior Loan ETF
(cost $4,555,946)

99,100

4,532,834

WARRANTS - 0.0%

Oil, Gas & Consumable Fuels-0.0%

Ascent Resources Marcellus LLC†(5)(7)

Expires 03/30/2023

(strike price $6.15)

(cost $4,625)

48,515

485


ESCROWS AND LITIGATION TRUSTS-0.0%

Paragon Offshore, Ltd.†(5)
(cost $4,143)	Escrow Holding	NR	NR	6.00	07/18/2021	4,516			0

Total Long-Term Investment Securities (cost $144,792,212)									142,535,464


SHORT-TERM INVESTMENT SECURITIES-2.5%
Registered Investment Companies-2.5%

State Street Institutional Liquid Reserves Fund, Administration Class 0.00%(8)
(cost $3,721,006)						3,720,261			3,721,006

REPURCHASE AGREEMENTS-8.1%

Bank of America Securities LLC Joint Repurchase Agreement(14)						2,825,000			2,825,000
Barclays Capital, Inc. Joint Repurchase Agreement(14)						2,000,000			2,000,000
BNP Paribas SA Joint Repurchase Agreement(14)						1,730,000			1,730,000
Deutsche Bank AG Joint Repurchase Agreement(14)						2,665,000			2,665,000
RBS Securities, Inc. Joint Repurchase Agreement(14)						2,665,000			2,665,000

Total Repurchase Agreements (cost $11,885,000)									11,885,000

TOTAL INVESTMENTS
(cost $160,398,218)						107.2	%		158,141,470
Liabilities in excess of other assets						-7.2	%		(10,591,629	)

NET ASSETS						100.0	%	$	147,549,841


BTL Bank Term Loan
EUR Euro Currency
NR Security is not rated.
TBD - Senior loan purchased on a when-issued or delayed-delivery basis. Certain details associated with this purchase are not known prior to the settlement date of the transaction. In addition, senior loans typically trade without accrued interest and therefore a coupon rate is not available prior to the settlement.
†		Non-income producing security
*		Securities exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. The Fund has no rights to demand registration of these securities. At March 31, 2020, the aggregate value of these securities was $9,929,491, representing 6.7% of net assets.
**		Denominated in United States Dollars unless otherwise noted.
(1)		Bank loans rated below Baa by Moody’s Investor Service, Inc. or BBB by Standard & Poor’s Group are considered below investment grade. Ratings provided are as of March 31, 2021
(2)		Based on the stated maturity, the weighted average to maturity of the loans held in the portfolio is approximately 58 months. Loans in the Fund’s portfolio are generally subject to mandatory and/or optional prepayment. Because of these mandatory prepayment conditions and because there may be significant economic incentives for a Borrower to prepay, prepayments may occur. As a result, the actual remaining maturity may be substantially less than the stated maturities shown.
(3)		The Fund invests in senior loans which generally pay interest at rates which are periodically re-determined by reference to a base lending rate plus a premium. These base lending rates are generally either the lending rate offered by one or more major European banks, such as the London Inter-Bank Offer Rate (“LIBOR”) or the prime rate offered by one or more major United States banks, or the certificate of deposit rate. Senior loans are generally considered to be restrictive in that the Fund is ordinarily contractually obligated to receive approval from the Agent Bank and/or borrower prior to the disposition of a senior loan.
(4)		All loans in the portfolio were purchased through assignment agreements unless otherwise indicated.
(5)		Security classified as Level 3 (see Note 1).
(6)		All or a portion of this holding is subject to unfunded loan commitments (see Note 10).
(7)		Denotes a restricted security that: (a) cannot be offered for public sale without first being registered, or being able to take advantage of an exemption from registration, under the Securities Act of 1933, as amended (the “1933 Act”); (b) is subject to a contractual restriction on public sales; or (c) is otherwise subject to a restriction on sales by operation of applicable law. Restricted securities are valued pursuant to Note 1. Certain restricted securities held by the Fund may not be sold except in exempt transactions or in a public offering registered under the 1933 Act. The Fund has no right to demand registration of these securities. The risk of investing in certain restricted securities is greater than the risk of investing in the securities of widely held, publicly traded companies. To the extent applicable, lack of a secondary market and resale restrictions may result in the inability of a Fund to sell a security at a fair price and may substantially delay the sale of the security. In addition, certain restricted securities may exhibit greater price volatility than securities for which secondary markets exist. As of March 31, 2021, the Fund held the following restricted securities:


Description	Acquisition Date		Shares		Acquisition Cost		Value		Value Per Share		% of Net Assets
Common Stocks
AFG Holdings, Inc.		01/22/2013		14,309	$	911,111	$	314,798	$	22.00		0.21	%
Ascent Resources Marcellus LLC, Class A		03/30/2018		187,384		567,151		149,908		0.80		0.10
Foresight Energy LLC		06/30/2020		9,907		82,859		94,183		9.51		0.07
Philadelphia Energy Solutions LLC, Class A		04/04/2018		35,161		185,574		352		0.01		0.00
Warrants
Ascent Resources Marcellus LLC		03/30/2018		48,515		4,625		485		0.01		0.00

							$	559,726				0.38	%


(8)		The rate shown is the 7-day yield as of March 31, 2021.
(9)		The referenced Index is less than 0.00% at the period end. The loan has an interest rate floor whereby the floating rate used in the coupon rate calculation cannot be less than zero.
(10)		Security in default of interest.
(11)		Company has filed for bankruptcy protection.
(12)		“Payment-in-Kind” (PIK) security — Income may be paid in additional securities or cash at the discretion of the issuer. The security is currently paying interest in cash at 5.25%. The security is also currently paying interest in the form of additional loans at 5.75%.
(13)		“Payment-in-Kind” (PIK) security — Income may be paid in additional securities or cash at the discretion of the issuer. The security is currently paying interest in the form of additional loans at 3.00%.
(14)		See Note 2 for details of the Joint Repurchase Agreement.
(15)		“Payment-in-Kind” (PIK) security — Income may be paid in additional securities or cash at the discretion of the issuer. The security is currently paying interest in cash at 4.49%. The security is also currently paying interest in the form of additional loans at 0.01%.
(16)		“Payment-in-Kind” (PIK) security — Income may be paid in additional securities or cash at the discretion of the issuer. The security is currently paying interest in cash at 9.00%. The security is also currently paying interest in the form of additional loans at 5.00%.
(17)		“Payment-in-Kind” (PIK) security — Income may be paid in additional securities or cash at the discretion of the issuer. The security is currently paying interest in the form of additional loans at 13.00%.

Index Legend

1 ME—1 Month Euribor 1 ML—1 Month USD LIBOR 1 WL—1 Week USD LIBOR 2 ML—2 Month USD LIBOR 3 ME—3 Month Euribor 3 ML—3 Month USD LIBOR 6 ME—6 Month Euribor 6 ML—6 Month USD LIBOR USFRBPLR—US Federal Reserve Bank Prime Loan Rate

Forward Foreign Currency Contracts


Counterparty	Contract to Deliver			In Exchange For			Delivery Date		Unrealized Appreciation		Unrealized Depreciation
Deutsche Bank AG		USD	1,975,709		EUR	1,676,000		04/30/2021	$	—	$	(9,285	)

UBS AG		EUR	11,976,092		USD	14,146,986		04/30/2021		95,631		—
		USD	70,876		EUR	60,000		04/30/2021		—		(479	)

										95,631		(479	)

										—		—

Net Unrealized Appreciation/(Depreciation)									$	95,631	$	(9,764	)

The following is a summary of the inputs used to value the Fund’s net assets as of March 31, 2021 (see Note 1):


	Level 1 - Unadjusted Quoted Prices		Level 2- Other Observable Inputs		Level 3-Significant Unobservable Inputs		Total
ASSETS:
Investments at Value:*
Loans:
Energy Equipment & Services	$	—	$	369,768	$	10,623	$	380,391
Personal Products		—		—		354,915		354,915
Other Industries		—		126,523,300		—		126,523,300
U.S. Corporate Bonds & Notes:		—		6,884,121		—		6,884,121
Foreign Corporate Bonds & Notes		—		3,300,177		—		3,300,177
Common Stocks:
Oil, Gas & Consumable Fuels		—		—		244,091		244,091
Other Industries		—		315,150		—		315,150
Exchange-Traded Funds		4,532,834		—		—		4,532,834
Warrants		—		—		485		485
Escrows and Litigation Trusts		—		—		0		0
Short-Term Investment Securities		3,721,006		—		—		3,721,006
Repurchase Agreements		—		11,885,000		—		11,885,000

Total Investments at Value	$	8,253,840	$	149,277,516	$	610,114	$	158,141,470

Other Financial Instruments:@
Forward Foreign Currency Contracts	$	—	$	95,631	$	—	$	95,631

LIABILITIES:
Other Financial Instruments:@
Forward Foreign Currency Contracts	$	—	$	9,764	$	—	$	9,764


*		For a detailed presentation of investments, please refer to the Portfolio of Investments.
@		Amounts represent unrealized appreciation/depreciation as of the end of the reporting period.

At the beginning and end of the reporting period, Level 3 investments in securities were not considered a material portion of the Fund. There were no Level 3 transfers during the reporting period.

See Notes to Portfolio of Investments

NOTES TO PORTFOLIO OF INVESTMENTS — March 31, 2021 — (unaudited)

Note 1. Security Valuation

In accordance with the authoritative guidance on fair value measurements and disclosures under U.S. generally accepted accounting principals (“GAAP”), the Fund discloses the fair value of its investments in a hierarchy that prioritizes the inputs to valuation techniques used to measure the fair value. In accordance with GAAP, fair value is defined as the price that the Fund would receive upon selling an asset or transferring a liability in a timely transaction to an independent third party in the principal or most advantageous market. GAAP establishes a three-tier hierarchy to provide more transparency around the inputs used to measure fair value and to establish classification of fair value measurements for disclosure purposes. Inputs refer broadly to the assumptions that market participants would use in pricing the asset or liability, including assumptions about risk. Inputs may be observable or unobservable. Observable inputs are inputs that reflect the assumptions market participants would use in pricing the asset or liability developed based on market data obtained from sources independent of the reporting entity. Unobservable inputs are inputs that reflect the reporting entity’s own assumptions about the assumptions market participants would use in pricing the asset or liability developed based on the best information available in the circumstances. The three-tiers are as follows:

Level 1 — Unadjusted quoted prices in active markets for identical securities

Level 2 — Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, referenced indices, quoted prices in inactive markets, adjusted quoted prices in active markets, adjusted quoted prices on foreign equity securities that were adjusted in accordance with pricing procedures approved by the Board of Directors (the “Board”), etc.)

Level 3 — Significant unobservable inputs (includes inputs that reflect the Fund’s own assumptions about the assumptions market participants would use in pricing the security, developed based on the best information available under the circumstances)

Changes in valuation techniques may result in transfers in or out of an investment’s assigned Level within the hierarchy. The methodology used for valuing investments is not necessarily an indication of the risk associated with investing in those investments and the determination of the significance of a particular input to the fair value measurement in its entirety requires judgment and consideration of factors specific to each security.

The availability of observable inputs can vary from security to security and is affected by a wide variety of factors, including, for example, the type of security, whether the security is recently issued and not yet established in the marketplace, the liquidity of markets, and other characteristics particular to the security. To the extent that valuation is based on models or inputs that are less observable or unobservable in the market, the determination of fair value requires more judgment. Accordingly, the degree of judgment exercised in determining fair value is greatest for instruments categorized in Level 3.

The summary of the Fund’s assets and liabilities classified in the fair value hierarchy as of March 31, 2021, is reported on a schedule at the end of the Portfolio of Investments.

Stocks are generally valued based upon closing sales prices reported on recognized securities exchanges on which the securities are principally traded and are generally categorized as Level 1. Stocks listed on the NASDAQ are valued using the NASDAQ Official Closing Price (“NOCP”). Generally, the NOCP will be the last sale price unless the reported trade for the stock is outside the range of the bid/ask price. In such cases, the NOCP will be normalized to the nearer of the bid or ask price. For listed securities having no sales reported and for unlisted securities, such securities will be valued based upon the last reported bid price.

As of the close of regular trading on the New York Stock Exchange (“NYSE”), securities traded primarily on security exchanges outside the United States are valued at the last sale price on such exchanges on the day of valuation, or if there is no sale on the day of valuation, at the last-reported bid price. If a security’s price is available from more than

one exchange, the Fund uses the exchange that is the primary market for the security. Such securities are generally categorized as Level 1. However, depending on the foreign market, closing prices may be up to 15 hours old when they are used to price a Fund’s shares, and the Fund may determine that certain closing prices do not reflect the fair value of the security. This determination will be based on the review of a number of factors, including developments in foreign markets, the performance of U.S. securities markets, and the performance of instruments trading in U.S. markets that represent foreign securities and baskets of foreign securities. If the Fund determines that closing prices do not reflect the fair value of the securities, the Fund will adjust the previous closing prices in accordance with pricing procedures approved by the Board to reflect what it believes to be the fair value of the securities as of the close of regular trading on the NYSE. The Fund may also fair value securities in other situations, for example, when a particular foreign market is closed but the Fund is open. For foreign equity securities and foreign equity futures contracts, the Fund uses an outside pricing service to provide it with closing market prices and information used for adjusting those prices, and when so adjusted, such securities and futures are generally categorized as Level 2.

Bonds, debentures, and other debt securities are valued at evaluated bid prices obtained for the day of valuation from a Board-approved pricing service, and are generally categorized as Level 2. The pricing service may use valuation models or matrix pricing which considers information with respect to comparable bond and note transactions, quotations from bond dealers, or by reference to other securities that are considered comparable in such characteristics as rating, interest rate, and maturity date, option adjusted spread models, prepayments projections, interest rate spreads, and yield curves to determine current value. If a price is unavailable from a Board-approved pricing service, the securities may be priced at the mean of two independent quotes obtained from brokers.

Senior secured floating rate loans (“Loans”) are valued at the average of available bids in the market for such Loans, as provided by a Board-approved loan pricing service, and are generally categorized as Level 2.

Investments in registered investment companies that do not trade on an exchange are valued at the end of day net asset value per share. Investments in registered investment companies that trade on an exchange are valued at the last sales price or official closing price as of the close of the customary trading session on the exchange where the security is principally traded. Investments in registered investment companies are generally categorized as Level 1.

Swap contracts traded on national securities exchanges are valued at the closing price of the exchange on which they are traded or if a closing price of the exchange is not available, the swap will be valued using a mid valuation provided by a Board-approved pricing service, and are generally categorized as Level 2. Swap contracts traded in the over-the-counter (“OTC”) market are valued at a mid valuation provided by a Board-approved pricing service, and are generally categorized as Level 2. Forward foreign currency contracts (“forward contracts”) are valued at the 4:00 pm Eastern time forward rate and are generally categorized as Level 2.

The Board is responsible for the share valuation process and has adopted policies and procedures (the “PRC Procedures”) for valuing the securities and other assets held by the Fund, including procedures for the fair valuation of securities and other assets for which market quotations are not readily available or are unreliable. The PRC Procedures provide for the establishment of a pricing review committee, which is responsible for, among other things, making certain determinations in connection with the Fund’s fair valuation procedures. Securities for which market quotations are not readily available or the values of which may be significantly impacted by the occurrence of developments or significant events are generally categorized as Level 3. There is no single standard for making fair value determinations, which may result in prices that vary from those of other funds.

Derivative Instruments:

Forward Foreign Currency Contracts: During the period, the Fund used forward contracts to protect against uncertainty in the level of future exchange rates.

A forward contract is an agreement between two parties to buy or sell currency at a set price on a future date. The market value of the contract will fluctuate with changes in currency exchange rates. The contract is marked-to-market

daily using the forward rate and the cumulative change in market value is recorded by the Fund as unrealized appreciation or depreciation. On the settlement date, the Fund records either realized gains or losses equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed.

Risks to the Fund of entering into forward contracts include counterparty risk, market risk and illiquidity risk. Counterparty risk arises upon entering into these contracts from the potential inability of counterparties to meet the terms of their contracts. If the counterparty defaults, the Fund’s loss will generally consist of the net amount of contractual payments that the Fund has not yet received though the Fund’s maximum exposure due to counterparty risk could extend to the notional amount of the contract. Market risk is the risk that the value of the forward contract will depreciate due to unfavorable changes in the exchange rates. These contracts may involve market risk in excess of the unrealized appreciation or depreciation reported on the Statement of Assets and Liabilities. Illiquidity risk arises because the secondary market for forwards may have less liquidity relative to markets for other securities. Currency transactions are also subject to risks different from those of other portfolio transactions. Because currency control is of great importance to the issuing governments and influences economic planning and policy, purchases and sales of currency and related instruments can be adversely affected by government exchange controls, limitations or restrictions on repatriation of currency, and manipulations or exchange restrictions imposed by governments.

Forward foreign currency contracts outstanding at the end of the period, if any, are reported on a schedule at the end of the Fund’s Portfolio of Investments.

Master Agreements: The Fund holds derivative instruments and other financial instruments whereby the Fund may be a party to ISDA (International Swaps and Derivatives Association, Inc.) Master Agreements or similar agreements (“Master Agreements”) with certain counterparties that govern such instruments. Master Agreements may contain provisions regarding, among other things, the parties’ general obligations, representations, agreements, collateral requirements, events of default and early termination. Collateral can be in the form of cash or securities as agreed to by the Fund and applicable counterparty. Collateral requirements are generally determined based on the Fund’s net position with each counterparty. Master Agreements may also include certain provisions that require the Fund to post additional collateral upon the occurrence of certain events, such as when a Fund’s net assets fall below a specified level. In addition, Master Agreements typically specify certain standard termination events, such as failure of a party to pay or deliver, credit support defaults and other events of default. Termination events applicable to the Fund may also occur upon a decline in the Fund’s net assets below a specified level over a certain period of time. Additional termination events applicable to counterparties may occur upon a decline in a counterparty’s long-term and short-term credit ratings below a specified level, or upon a decline in the ratings of a counterparty’s credit support provider. Upon the occurrence of a termination event, the other party may elect to terminate early and cause settlement of all instruments outstanding pursuant to a particular Master Agreement, including the payment of any losses and costs resulting from such early termination, as reasonably determined by the terminating party. Any decision by one or more of the Fund’s counterparties to elect early termination could cause the Fund to accelerate the payment of liabilities, which settlement amounts could be in excess of the amount of assets that are already posted as collateral. Typically, the Master Agreement will permit a single net payment in the event of default. Note, however, that bankruptcy or insolvency laws of a particular jurisdiction may impose restrictions on or prohibitions against the right of offset in bankruptcy, insolvency or other events. As a result, the early termination with respect to derivative instruments subject to Master Agreements that are in a net liability position could be material to the Fund’s financial statements.

Note 2. Repurchase Agreements

As of March 31, 2021, the Fund held an undivided interest in a joint repurchase agreement with Bank of America Securities LLC:


	Percentage Ownership			Principal Amount
AIG Senior Floating Rate Fund		2.68	%	$	2,825,000