Forward Foreign Currency Exchange Contracts (OTC) | |||||||
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation | Unrealized (Depreciation) | ||
USD | 8,277,009 | EUR | 7,902,668 | Standard Chartered Bank | 8/2/22 | $200,090 | $ — |
USD | 8,075,070 | EUR | 7,902,668 | Standard Chartered Bank | 9/2/22 | — | (19,101) |
GBP | 71,994 | USD | 85,785 | Bank of America, N.A. | 9/30/22 | 2,008 | — |
USD | 2,294,394 | EUR | 2,165,546 | Standard Chartered Bank | 9/30/22 | 71,932 | — |
USD | 2,263,072 | EUR | 2,136,863 | Standard Chartered Bank | 9/30/22 | 70,047 | — |
USD | 2,204,111 | EUR | 2,079,497 | State Street Bank and Trust Company | 9/30/22 | 69,959 | — |
USD | 2,022,858 | EUR | 1,909,083 | State Street Bank and Trust Company | 9/30/22 | 63,600 | — |
USD | 2,669,236 | GBP | 2,185,975 | State Street Bank and Trust Company | 9/30/22 | 3,557 | — |
EUR | 4,617,685 | USD | 4,738,629 | JPMorgan Chase Bank, N.A. | 10/31/22 | 11,262 | — |
USD | 5,184,732 | EUR | 5,069,099 | Bank of America, N.A. | 10/31/22 | — | (29,496) |
Forward Foreign Currency Exchange Contracts (OTC) (continued) | |||||||
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation | Unrealized (Depreciation) | ||
USD | 2,434,620 | EUR | 2,371,227 | Goldman Sachs International | 10/31/22 | $ — | $ (4,497) |
USD | 2,434,364 | EUR | 2,371,227 | Goldman Sachs International | 10/31/22 | — | (4,753) |
USD | 4,583,307 | EUR | 4,481,264 | State Street Bank and Trust Company | 10/31/22 | — | (26,257) |
$492,455 | $(84,104) |
Description | Date(s) of Acquisition | Shares | Cost | Value |
Common Stocks | ||||
Nine Point Energy Holdings, Inc. | 7/15/14 | 758 | $34,721 | $0 |
Total Common Stocks | $34,721 | $0 | ||
Convertible Preferred Stocks | ||||
Nine Point Energy Holdings, Inc., Series A, 12.00%, (PIK) | 5/26/17 | 14 | $14,000 | $0 |
Total Convertible Preferred Stocks | $14,000 | $0 | ||
Total Restricted Securities | $48,721 | $0 |
Name | Value, beginning of period | Purchases | Sales proceeds | Net realized gain (loss) | Change in unrealized appreciation (depreciation) | Value, end of period | Dividend income | Units/Shares, end of period |
Short-Term Investments | ||||||||
Cash Reserves Fund | $10,468,093 | $98,905,088 | $(109,372,695) | $(486) | $ — | $ — | $5,492 | — |
Liquidity Fund | — | 47,821,486 | (45,631,134) | — | — | 2,190,352 | 9,687 | 2,190,352 |
Total | $(486) | $ — | $2,190,352 | $15,179 |
• | Level 1 – quoted prices in active markets for identical investments |
• | Level 2 – other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.) |
• | Level 3 – significant unobservable inputs (including a fund's own assumptions in determining the fair value of investments) |
Asset Description | Level 1 | Level 2 | Level 3* | Total |
Asset-Backed Securities | $ — | $ 27,816,911 | $ — | $ 27,816,911 |
Closed-End Funds | 6,841,208 | — | — | 6,841,208 |
Common Stocks | 915,020 | 1,097,635 | 934,158 | 2,946,813 |
Convertible Preferred Stocks | — | 586 | 0 | 586 |
Corporate Bonds | — | 28,381,922 | — | 28,381,922 |
Senior Floating-Rate Loans (Less Unfunded Loan Commitments) | — | 517,581,421 | 391,209 | 517,972,630 |
Warrants | — | — | 0 | 0 |
Short-Term Investments | 2,190,352 | — | — | 2,190,352 |
Total Investments | $9,946,580 | $574,878,475 | $1,325,367 | $586,150,422 |
Forward Foreign Currency Exchange Contracts | $ — | $ 492,455 | $ — | $ 492,455 |
Total | $9,946,580 | $575,370,930 | $1,325,367 | $586,642,877 |
Liability Description | ||||
Forward Foreign Currency Exchange Contracts | $ — | $ (84,104) | $ — | $ (84,104) |
Total | $ — | $ (84,104) | $ — | $ (84,104) |
* | None of the unobservable inputs for Level 3 assets, individually or collectively, had a material impact on the Fund. |