0001752724-22-053819.txt : 20220301 0001752724-22-053819.hdr.sgml : 20220301 20220301141912 ACCESSION NUMBER: 0001752724-22-053819 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20211231 FILED AS OF DATE: 20220301 PERIOD START: 20220930 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Vertical Capital Income Fund CENTRAL INDEX KEY: 0001517767 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-22554 FILM NUMBER: 22696771 BUSINESS ADDRESS: STREET 1: 80 ARKAY DRIVE STREET 2: SUITE 110 CITY: HAUPPAUGE STATE: NY ZIP: 11788 BUSINESS PHONE: 631-470-2600 MAIL ADDRESS: STREET 1: 80 ARKAY DRIVE STREET 2: SUITE 110 CITY: HAUPPAUGE STATE: NY ZIP: 11788 NPORT-P 1 primary_doc.xml NPORT-P false 0001517767 XXXXXXXX Vertical Capital Income Fund 811-22554 0001517767 549300LVMWHJGZNVXZ22 80 ARKAY DRIVE SUITE 110 HAUPPAUGE 11788 631-470-2600 Vertical Capital Income Fund 549300LVMWHJGZNVXZ22 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77316.56000000 0.065806047862 Long ABS-MBS US N 3 2027-04-01 Fixed 7.00000000 N N N N N N N/A N/A Loan ID 201795 N/A 253485.00000000 PA USD 266159.25000000 0.226534759754 Long ABS-MBS US N 3 2025-10-31 Fixed 7.50000000 N N N N N N N/A N/A Loan ID 201991 N/A 249446.45000000 PA USD 254435.38000000 0.216556282306 Long ABS-MBS US N 3 2031-08-01 Fixed 8.00000000 N N N N N N N/A N/A Loan ID 201412 N/A 133909.32000000 PA USD 136587.51000000 0.116253028077 Long ABS-MBS US N 3 2045-12-01 Fixed 5.75000000 N N N N N N N/A N/A Loan ID 201958 N/A 150000.00000000 PA USD 153000.00000000 0.130222106661 Long ABS-MBS US N 3 2022-05-01 Fixed 8.99000000 N N N N N N N/A N/A Loan ID 201221 N/A 56186.05000000 PA USD 53757.83000000 0.045754626615 Long ABS-MBS US N 3 2043-05-01 Fixed 3.25000000 N N N N N N N/A N/A Loan ID 201060 N/A 91205.35000000 PA USD 87550.15000000 0.074516110925 Long ABS-MBS US N 3 2035-07-01 Fixed 3.75000000 N N N N N N N/A N/A Loan ID 200966 N/A 132642.14000000 PA USD 132596.24000000 0.112855958877 Long ABS-MBS US N 3 2044-07-01 Fixed 4.87500000 N N N N N N N/A N/A Loan ID 201208 N/A 104490.89000000 PA USD 103070.97000000 0.087726266987 Long ABS-MBS US N 3 2045-04-01 Fixed 4.62500000 N N N N N N N/A N/A Loan ID 200853 N/A 94174.12000000 PA USD 94786.92000000 0.080675505924 Long ABS-MBS US N 3 2037-04-01 Fixed 5.00000000 N Y N N N N N/A N/A Loan ID 200423 N/A 114532.71000000 PA USD 112502.62000000 0.095753778963 Long ABS-MBS US N 3 2043-06-01 Fixed 4.50000000 N N N N N N N/A N/A Loan ID 201664 N/A 18973.90000000 PA USD 18973.90000000 0.016149158363 Long ABS-MBS US N 3 2033-08-01 Fixed 10.00000000 N N N N N N N/A N/A Loan ID 200684 N/A 113938.11000000 PA USD 114022.15000000 0.097047088752 Long ABS-MBS US N 3 2044-04-01 Fixed 4.87500000 N N N N N N N/A N/A Loan ID 201336 N/A 176940.99000000 PA USD 172652.47000000 0.146948812834 Long ABS-MBS US N 3 2046-01-01 Fixed 4.75000000 N N N N N N N/A N/A Loan ID 201104 N/A 146074.86000000 PA USD 142944.41000000 0.121663543828 Long ABS-MBS US N 3 2045-04-01 Fixed 4.37500000 N N N N N N N/A N/A Loan ID 201965 N/A 212502.31000000 PA USD 201877.19000000 0.171822699142 Long ABS-MBS US N 3 2038-05-01 Fixed 8.00000000 Y N N N N N N/A N/A Loan ID 202020 N/A 172500.00000000 PA USD 175950.00000000 0.149755422660 Long ABS-MBS US N 3 2026-12-01 Fixed 0.08740000 N N N N N N N/A N/A Loan ID 200042 N/A 36294.46000000 PA USD 37020.35000000 0.031508940956 Long ABS-MBS US N 3 2037-12-01 Fixed 7.00000000 N N N N N N N/A N/A Loan ID 200404 N/A 49088.29000000 PA USD 50070.06000000 0.042615873816 Long ABS-MBS US N 3 2037-05-01 Fixed 8.10000000 N N N N N N N/A N/A Loan ID 201447 N/A 235904.47000000 PA USD 235183.33000000 0.200170383557 Long ABS-MBS US N 3 2044-10-01 Fixed 4.87500000 N N N N N N N/A N/A Loan ID 200545 N/A 34086.28000000 PA USD 33308.53000000 0.028349718603 Long ABS-MBS US N 3 2029-02-01 Fixed 4.37500000 N N N N N N N/A N/A Loan ID 201784 N/A 303076.45000000 PA USD 318230.27000000 0.270853700411 Long ABS-MBS US N 3 2050-04-01 Fixed 6.75000000 N N N N N N N/A N/A Loan ID 202016 N/A 56250.00000000 PA USD 56250.00000000 0.047875774507 Long ABS-MBS US N 3 2022-11-01 Fixed 8.00000000 N N N N N N N/A N/A Loan ID 201674 N/A 23778.92000000 PA USD 24254.50000000 0.020643608405 Long ABS-MBS US N 3 2048-12-01 Fixed 9.90000000 N N N N N N N/A N/A Loan ID 201825 N/A 125029.56000000 PA USD 121419.36000000 0.103343038226 Long ABS-MBS US N 3 2039-11-01 Fixed 3.87500000 N N N N N N N/A N/A Loan ID 201978 N/A 156750.00000000 PA USD 159885.00000000 0.136082101461 Long ABS-MBS US N 3 2023-08-01 Fixed 9.00000000 N N N N N N N/A N/A Loan ID 201260 N/A 158007.78000000 PA USD 156751.62000000 0.133415203784 Long ABS-MBS US N 3 2045-09-01 Fixed 4.75000000 N N N N N N N/A N/A Loan ID 201113 N/A 75141.32000000 PA USD 76644.15000000 0.065233742982 Long ABS-MBS US N 3 2052-12-01 Fixed 5.75000000 N N N N N N N/A N/A Loan ID 201753 N/A 1095265.79000000 PA USD 1096665.23000000 0.933399062439 Long ABS-MBS US N 3 2050-04-01 Fixed 4.87500000 N N N N N N N/A N/A Loan ID 200947 N/A 257409.34000000 PA USD 247388.81000000 0.210558771259 Long ABS-MBS US N 3 2043-02-01 Fixed 4.00000000 N N N N N N N/A N/A Loan ID 201879 N/A 11882.33000000 PA USD 12119.98000000 0.010315616524 Long ABS-MBS US N 3 2026-10-01 Fixed 9.31000000 N N N N N N N/A N/A Loan ID 200076 N/A 157870.83000000 PA USD 101720.18000000 0.086576576010 Long ABS-MBS US N 3 2041-12-01 Fixed 4.25000000 Y N N N N N N/A N/A Loan ID 201205 N/A 134634.30000000 PA USD 133045.22000000 0.113238096925 Long ABS-MBS US N 3 2045-01-01 Fixed 4.62500000 N N N N N N N/A N/A Loan ID 201534 N/A 39677.61000000 PA USD 39424.38000000 0.033555070702 Long ABS-MBS US N 3 2047-05-01 Fixed 4.87500000 N N N N N N N/A N/A Loan ID 201394 N/A 68792.11000000 PA USD 70167.95000000 0.059721688033 Long ABS-MBS US N 3 2034-06-01 Fixed 6.70000000 N N N N N N N/A N/A LOAN ID 200468 N/A 101915.37000000 PA USD 45825.22000000 0.039002984879 Long ABS-MBS US N 3 2044-12-01 Fixed 0.00000000 Y N N N N N N/A N/A Loan ID 202009 N/A 266300.00000000 PA USD 279615.00000000 0.237987283360 Long ABS-MBS US N 3 2024-10-31 Fixed 7.00000000 N N N N N N N/A N/A Loan ID 201936 N/A 164353.42000000 PA USD 166490.79000000 0.141704453683 Long ABS-MBS US N 3 2051-05-01 Fixed 7.99000000 N N N N N N N/A N/A Loan ID 200832 N/A 255926.16000000 PA USD 244162.54000000 0.207812812592 Long ABS-MBS US N 3 2044-10-01 Fixed 4.25000000 N N N N N N N/A N/A Loan ID 201871 N/A 8534.55000000 PA USD 8705.24000000 0.007409246351 Long ABS-MBS US N 3 2026-05-01 Fixed 9.97000000 N N N N N N N/A N/A Loan ID 201263 N/A 45787.20000000 PA USD 45479.25000000 0.038708521205 Long ABS-MBS US N 3 2045-10-01 Fixed 4.75000000 N N N N N N N/A N/A Loan ID 201889 N/A 20361.46000000 PA USD 20768.69000000 0.017676748786 Long ABS-MBS US N 3 2039-02-01 Fixed 9.49920000 N Y N N N N N/A N/A Loan ID 200977 N/A 323048.13000000 PA USD 306817.88000000 0.261140331340 Long ABS-MBS US N 3 2044-09-01 Fixed 4.87500000 N N N N N N N/A N/A Loan ID 200692 N/A 219378.56000000 PA USD 216605.85000000 0.184358628119 Long ABS-MBS US N 3 2044-07-01 Fixed 4.62500000 N N N N N N N/A N/A Loan ID 201973 N/A 204430.48000000 PA USD 208519.09000000 0.177475785483 Long ABS-MBS US N 3 2031-07-01 Fixed 0.07990000 N N N N N N N/A N/A Loan ID 201959 N/A 498326.82000000 PA USD 508293.36000000 0.432621125106 Long ABS-MBS US N 3 2031-06-01 Fixed 7.99000000 N N N N N N N/A N/A Loan ID 201023 N/A 123020.94000000 PA USD 125481.36000000 0.106800307490 Long ABS-MBS US N 3 2036-02-01 Fixed 6.45000000 N Y N N N N N/A N/A Loan ID 201291 N/A 280706.59000000 PA USD 280438.27000000 0.238687988940 Long ABS-MBS US N 3 2045-08-01 Fixed 5.00000000 N N N N N N N/A N/A Loan ID 201415 N/A 50672.79000000 PA USD 51686.25000000 0.043991453336 Long ABS-MBS US N 3 2034-04-01 Fixed 8.00000000 N N N N N N N/A N/A Loan ID 201470 N/A 260763.93000000 PA USD 254422.09000000 0.216544970856 Long ABS-MBS US N 3 2044-10-01 Fixed 4.37500000 N N N N N N N/A N/A Loan ID 201814 N/A 48990.61000000 PA USD 49970.42000000 0.042531067733 Long ABS-MBS US N 3 2033-03-01 Fixed 7.74000000 N Y N N N N N/A N/A Loan ID 200786 N/A 203937.75000000 PA USD 201998.05000000 0.171925566095 Long ABS-MBS US N 3 2044-07-01 Fixed 4.62500000 N N N N N N N/A N/A Loan ID 201934 N/A 305000.00000000 PA USD 305000.00000000 0.259593088443 Long ABS-MBS US N 3 2022-05-01 Fixed 8.00000000 N N N N N N N/A N/A Loan ID 200830 N/A 173562.98000000 PA USD 158719.79000000 0.135090362239 Long ABS-MBS US N 3 2044-07-01 Fixed 2.87500000 N N N N N N N/A N/A Loan ID 201130 N/A 103995.59000000 PA USD 103649.76000000 0.088218889556 Long ABS-MBS US N 3 2037-12-01 Fixed 4.85000000 N Y N N N N N/A N/A Loan ID 201910 N/A 11042.86000000 PA USD 11263.72000000 0.009586832334 Long ABS-MBS US N 3 2026-07-01 Fixed 6.00000000 N Y N N N N N/A N/A Loan ID 202004 N/A 471090.84000000 PA USD 480512.66000000 0.408976280149 Long ABS-MBS US N 3 2024-09-01 Fixed 7.25000000 N N N N N N N/A N/A Loan ID 201899 N/A 16606.92000000 PA USD 16939.06000000 0.014417255412 Long ABS-MBS US N 3 2024-10-01 Fixed 10.50000000 N N N N N N N/A N/A Loan ID 200948 N/A 137980.06000000 PA USD 136378.21000000 0.116074887640 Long ABS-MBS US N 3 2042-12-01 Fixed 4.62500000 N N N N N N N/A N/A LOAN ID 200891 N/A 184824.85000000 PA USD 179198.33000000 0.152520157142 Long ABS-MBS US N 3 2044-10-01 Fixed 4.25000000 N N N N N N N/A N/A Loan ID 201956 N/A 317895.20000000 PA USD 320662.17000000 0.272923551007 Long ABS-MBS US N 3 2051-03-01 Fixed 8.25000000 N N N N N N N/A N/A Loan ID 201010 N/A 69272.41000000 PA USD 69272.41000000 0.058959471658 Long ABS-MBS US N 3 2039-04-01 Fixed 5.50000000 N N N N N N N/A N/A Loan ID 201485 N/A 56360.14000000 PA USD 57487.34000000 0.048928905367 Long ABS-MBS US N 3 2038-03-01 Fixed 5.75000000 N N N N N N N/A N/A Loan ID 201954 N/A 27587.61000000 PA USD 28139.36000000 0.023950109407 Long ABS-MBS US N 3 2025-06-01 Fixed 6.75000000 N N N N N N N/A N/A LOAN ID 201598 N/A 62392.85000000 PA USD 63640.71000000 0.054166191670 Long ABS-MBS US N 3 2037-01-01 Fixed 6.60000000 N N N N N N N/A N/A Loan ID 201478 N/A 100215.96000000 PA USD 98965.17000000 0.084231718454 Long ABS-MBS US N 3 2045-10-01 Fixed 4.62500000 N N N N N N N/A N/A Loan ID 200645 N/A 106265.67000000 PA USD 106689.58000000 0.090806155989 Long ABS-MBS US N 3 2044-04-01 Fixed 5.00000000 N N N N N N N/A N/A Loan ID 201817 N/A 96996.89000000 PA USD 97131.59000000 0.082671112896 Long ABS-MBS US N 3 2026-07-01 Fixed 4.12500000 N N N N N N N/A N/A Loan ID 201131 N/A 113917.79000000 PA USD 116196.15000000 0.098897434241 Long ABS-MBS US N 3 2053-05-01 Fixed 7.35300000 N N N N N N N/A N/A Loan ID 201985 N/A 496000.00000000 PA USD 505920.00000000 0.430601099361 Long ABS-MBS US N 3 2024-07-01 Fixed 9.00000000 N N N N N N N/A N/A Loan ID 201354 N/A 461566.72000000 PA USD 442877.85000000 0.376944356998 Long ABS-MBS US N 3 2046-07-01 Fixed 3.37500000 N N N N N N N/A N/A Loan ID 201841 N/A 39542.47000000 PA USD 40333.32000000 0.034328692150 Long ABS-MBS US N 3 2025-05-01 Fixed 10.06000000 N N N N N N N/A N/A Loan ID 200417 N/A 59556.18000000 PA USD 60747.30000000 0.051703538431 Long ABS-MBS US N 3 2035-05-01 Fixed 7.00000000 N N N N N N N/A N/A Loan ID 200208 N/A 39520.44000000 PA USD 38435.97000000 0.032713810359 Long ABS-MBS US N 3 2043-01-01 Fixed 4.25000000 N N N N N N N/A N/A Loan ID 201092 N/A 230900.54000000 PA USD 233889.77000000 0.199069402457 Long ABS-MBS US N 3 2046-04-01 Fixed 5.25000000 N N N N N N N/A N/A Loan ID 201994 N/A 198483.47000000 PA USD 202453.14000000 0.172312904516 Long ABS-MBS US N 3 2023-09-01 Fixed 8.99000000 N N N N N N N/A N/A Loan ID 200974 N/A 139577.43000000 PA USD 135711.72000000 0.115507621418 Long ABS-MBS US N 3 2044-10-01 Fixed 4.25000000 N N N N N N N/A N/A Loan ID 201810 N/A 74517.59000000 PA USD 72363.91000000 0.061590724225 Long ABS-MBS US N 3 2042-02-01 Fixed 3.75000000 N N N N N N N/A N/A Loan ID 201587 N/A 296991.74000000 PA USD 289196.07000000 0.246141970416 Long ABS-MBS US N 3 2048-01-01 Fixed 4.37500000 N N N N N N N/A N/A Loan ID 201309 N/A 148846.73000000 PA USD 142780.92000000 0.121524393421 Long ABS-MBS US N 3 2045-09-01 Fixed 4.00000000 N N N N N N N/A N/A Loan ID 201856 N/A 45651.98000000 PA USD 40461.40000000 0.034437704225 Long ABS-MBS US N 3 2037-06-01 Fixed 7.90000000 N N N N N N N/A N/A Loan ID 201027 N/A 97681.51000000 PA USD 99635.14000000 0.084801946590 Long ABS-MBS US N 3 2037-03-01 Fixed 9.53800000 N N N N N N N/A N/A Loan ID 201333 N/A 340887.95000000 PA USD 323827.24000000 0.275617420831 Long ABS-MBS US N 3 2046-01-01 Fixed 3.87500000 N N N N N N N/A N/A Loan ID 201407 N/A 226559.01000000 PA USD 226492.05000000 0.192773018909 Long ABS-MBS US N 3 2046-01-01 Fixed 4.87500000 N N N N N N N/A N/A Loan ID 201835 N/A 35988.24000000 PA USD 36708.00000000 0.031243092100 Long ABS-MBS US N 3 2027-01-01 Fixed 7.50000000 N N N N N N N/A N/A Loan ID 200088 N/A 105856.81000000 PA USD 90911.51000000 0.077377048052 Long ABS-MBS US N 3 2039-06-01 Fixed 7.00000000 N N N N N N N/A N/A Loan ID 200785 N/A 100574.74000000 PA USD 98923.50000000 0.084196252080 Long ABS-MBS US N 3 2044-08-01 Fixed 4.50000000 N N N N N N N/A N/A Loan ID 201411 N/A 152890.64000000 PA USD 151922.10000000 0.129304679153 Long ABS-MBS US N 3 2045-12-01 Fixed 4.75000000 N N N N N N N/A N/A Loan ID 200914 N/A 133611.35000000 PA USD 122502.73000000 0.104265121388 Long ABS-MBS US N 3 2047-12-01 Fixed 2.87500000 N N N N N N N/A N/A Loan ID 201955 N/A 207736.93000000 PA USD 208207.50000000 0.177210583482 Long ABS-MBS US N 3 2051-03-01 Fixed 7.25000000 N N N N N N N/A N/A Loan ID 201743 N/A 138886.31000000 PA USD 140186.62000000 0.119316320144 Long ABS-MBS US N 3 2048-09-01 Fixed 5.49900000 N N N N N N N/A N/A Loan ID 200700 N/A 78705.50000000 PA USD 76470.18000000 0.065085672786 Long ABS-MBS US N 3 2044-02-01 Fixed 4.25000000 N N N N N N N/A N/A Loan ID 200317 N/A 57003.67000000 PA USD 58143.74000000 0.049487583738 Long ABS-MBS US N 3 2032-09-01 Fixed 7.00000000 N N N N N N N/A N/A Loan ID 201969 N/A 300819.73000000 PA USD 300784.90000000 0.256005511960 Long ABS-MBS US N 3 2051-04-01 Fixed 8.25000000 N N N N N N N/A N/A Loan ID 200783 N/A 74979.53000000 PA USD 74527.84000000 0.063432498887 Long ABS-MBS US N 3 2044-09-01 Fixed 4.75000000 N N N N N N N/A N/A Loan ID 201803 N/A 25559.65000000 PA USD 26070.84000000 0.022189540570 Long ABS-MBS US N 3 2034-09-01 Fixed 7.05000000 N N N N N N N/A N/A Loan ID 201824 N/A 276903.66000000 PA USD 282441.73000000 0.240393183593 Long ABS-MBS US N 3 2037-10-01 Fixed 8.49960000 N N N N N N N/A N/A Loan ID 200944 N/A 93806.53000000 PA USD 92122.77000000 0.078407981574 Long ABS-MBS US N 3 2044-02-01 Fixed 4.50000000 N N N N N N N/A N/A Loan ID 200029 N/A 186878.31000000 PA USD 190615.88000000 0.162237918018 Long ABS-MBS US N 3 2037-07-01 Fixed 6.31000000 N N N N N N N/A N/A Loan ID 200996 N/A 50784.72000000 PA USD 44460.11000000 0.037841105794 Long ABS-MBS US N 3 2048-08-01 Fixed 2.50000000 N Y N N N N N/A N/A Loan ID 201763 N/A 144595.74000000 PA USD 147487.65000000 0.125530408428 Long ABS-MBS US N 3 2050-02-01 Fixed 7.37500000 N N N N N N N/A N/A Loan ID 201859 N/A 592500.00000000 PA USD 604350.00000000 0.514377321313 Long ABS-MBS US N 3 2025-12-31 Fixed 7.50000000 N N N N N N N/A N/A Loan ID 201254 N/A 193972.63000000 PA USD 197852.08000000 0.168396827875 Long ABS-MBS US N 3 2034-09-01 Fixed 7.25000000 N N N N N N N/A N/A Loan ID 201805 N/A 109136.02000000 PA USD 109810.18000000 0.093462176290 Long ABS-MBS US N 3 2036-10-01 Fixed 4.37500000 N Y N N N N N/A N/A Loan ID 202001 N/A 360000.00000000 PA USD 302111.16000000 0.257134324844 Long ABS-MBS US N 3 2026-08-31 Fixed 7.50000000 N N N N N N N/A N/A Loan ID 201148 N/A 85299.73000000 PA USD 82827.49000000 0.070496537498 Long ABS-MBS US N 3 2042-10-01 Fixed 3.95000000 N N N N N N N/A N/A Loan ID 201395 N/A 80368.76000000 PA USD 23434.28000000 0.019945498756 Long ABS-MBS US N 3 2044-07-01 Fixed 6.30000000 Y N N N N N N/A N/A Loan ID 201122 N/A 74425.72000000 PA USD 74371.18000000 0.063299161663 Long ABS-MBS US N 3 2048-11-01 Fixed 4.75000000 N N N N N N N/A N/A Loan ID 200405 N/A 80512.28000000 PA USD 80403.49000000 0.068433410789 Long ABS-MBS US N 3 2035-12-01 Fixed 4.87000000 N Y N N N N N/A N/A Loan ID 201930 N/A 297456.77000000 PA USD 303405.91000000 0.258236318783 Long ABS-MBS US N 3 2051-04-01 Fixed 8.00000000 N N N N N N N/A N/A Loan ID 201414 N/A 68644.27000000 PA USD 65212.06000000 0.055503606751 Long ABS-MBS US N 3 2044-07-01 Fixed 4.25000000 N N N N N N N/A N/A Loan ID 200808 N/A 53419.51000000 PA USD 43689.21000000 0.037184973624 Long ABS-MBS US N 3 2050-11-01 Fixed 4.25000000 N Y N N N N N/A N/A Loan ID 201499 N/A 72096.27000000 PA USD 71813.05000000 0.061121873573 Long ABS-MBS US N 3 2045-05-01 Fixed 4.75000000 N N N N N N N/A N/A Loan ID 200043 N/A 42176.71000000 PA USD 43020.24000000 0.036615596613 Long ABS-MBS US N 3 2039-07-01 Fixed 6.12500000 N N N N N N 2022-01-28 Vertical Capital Income Fund Brian Curley Brian Curley Assistant Treasurer XXXX NPORT-EX 2 vertical_nport.htm VERTICAL NQ

 

VERTICAL CAPITAL INCOME FUND
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2021
 
Principal Amount ($)       Loan Type Coupon Rate (%) Maturity Fair Value
    LOANS — 96.9%      
    MORTGAGE LOANS (PRIVATE) — 96.9%      
46,207   Loan ID 200012 ARM 9.8000 07/01/37 $ 47,131
31,089   Loan ID 200016 ARM 10.3800 01/01/31   31,711
42,174   Loan ID 200018 Fixed 7.0000 01/01/33   43,018
96,419   Loan ID 200023 Fixed 5.8800 12/01/50   89,661
199,973   Loan ID 200026 Fixed 4.7500 01/01/50   203,969
186,878   Loan ID 200029 Fixed 6.3100 07/01/37   190,616
522,410   Loan ID 200035 Fixed 4.6300 11/01/50   496,290
103,142   Loan ID 200041 Fixed 4.8800 08/01/39   103,334
36,294   Loan ID 200042 Fixed 7.0000 12/01/37   37,020
42,177   Loan ID 200043 Fixed 6.1300 07/01/39   43,020
46,253   Loan ID 200048 Fixed 5.5000 08/01/39   47,178
48,380   Loan ID 200054 Fixed 8.2500 03/01/39   49,347
72,667   Loan ID 200055 Fixed 10.0000 01/05/36   74,120
27,794   Loan ID 200060 Fixed 5.7500 08/01/39   28,350
157,871   Loan ID 200076 Fixed 4.2500 12/01/41   101,720
10,817   Loan ID 200078 Fixed 7.0000 08/01/36   11,033
130,884   Loan ID 200079 Fixed 5.0000 02/01/59   130,260
61,587   Loan ID 200082 Fixed 8.2500 04/01/40   60,365
162,932   Loan ID 200084 Fixed 7.0000 03/01/39   154,529
105,857   Loan ID 200088 Fixed 7.0000 06/01/39   90,912
246,974   Loan ID 200089 Fixed 3.8800 03/01/52   217,858
268,582   Loan ID 200090 Fixed 4.5000 11/01/36   182,859
67,124   Loan ID 200102 Fixed 8.2500 03/01/40   68,466
102,161   Loan ID 200110 Fixed 8.2500 08/01/39   104,204
66,079   Loan ID 200128 Fixed 4.7100 07/01/37   61,041
430,721   Loan ID 200129 Fixed 4.6300 03/01/52   396,237
109,176   Loan ID 200135 Fixed 4.3800 12/01/42   106,731
70,789   Loan ID 200141 Fixed 4.2500 02/01/42   68,498
135,682   Loan ID 200158 Fixed 3.6300 12/01/42   127,455
173,813   Loan ID 200165 Fixed 4.3800 12/01/41   170,078
79,350   Loan ID 200174 Fixed 7.3400 04/01/37   80,937
44,675   Loan ID 200175 Fixed 9.6000 05/01/37   45,568
383   Loan ID 200177 Fixed 8.0000 01/11/22   391
104,065   Loan ID 200181 Fixed 7.5000 06/01/41   98,862
 
 

 

VERTICAL CAPITAL INCOME FUND
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)
December 31, 2021
 
Principal Amount ($)       Loan Type Coupon Rate (%) Maturity Fair Value
    LOANS — 96.9% (Continued)      
    MORTGAGE LOANS (PRIVATE) — 96.9% (Continued)      
65,454   Loan ID 200184 Fixed 4.3800 12/01/42 $ 63,955
25,311   Loan ID 200185 Fixed 5.3800 06/01/42   25,768
47,846   Loan ID 200186 Fixed 5.1300 08/01/42   48,295
145,362   Loan ID 200194 Fixed 4.7500 09/01/41   144,840
227,084   Loan ID 200195 Fixed 3.8800 03/01/42   216,984
35,914   Loan ID 200198 Fixed 5.2500 10/01/42   36,392
32,386   Loan ID 200201 Fixed 5.1300 08/01/41   32,727
18,385   Loan ID 200206 Fixed 3.9900 12/01/42   17,658
39,520   Loan ID 200208 Fixed 4.2500 01/01/43   38,436
161,353   Loan ID 200209 Fixed 3.8800 08/01/42   154,117
127,586   Loan ID 200217 Fixed 5.2500 07/01/40   129,436
64,895   Loan ID 200218 Fixed 4.2500 12/01/41   63,247
44,745   Loan ID 200228 Fixed 4.6300 08/01/42   44,238
104,186   Loan ID 200243 Fixed 3.7500 04/01/43   98,548
22,775   Loan ID 200244 Fixed 5.0000 05/01/42   22,836
80,025   Loan ID 200286 Fixed 4.5000 07/01/43   78,679
85,201   Loan ID 200287 Fixed 4.3800 07/01/43   83,256
30,233   Loan ID 200313 Fixed 8.5000 03/01/28   28,721
255,045   Loan ID 200315 ARM 3.3800 06/01/37   248,208
57,004   Loan ID 200317 Fixed 7.0000 09/01/32   58,144
87,254   Loan ID 200332 Fixed 5.7800 10/01/37   89,000
83,338   Loan ID 200334 Fixed 7.0000 01/01/33   85,005
251,344   Loan ID 200335 Fixed 5.0000 11/01/52   253,466
40,039   Loan ID 200338 ARM 10.5000 08/01/29   38,037
15,805   Loan ID 200340 Fixed 7.0000 03/01/30   16,121
52,568   Loan ID 200348 Fixed 6.5000 07/01/38   53,620
58,466   Loan ID 200352 Fixed 7.0000 08/01/30   59,635
54,683   Loan ID 200358 Fixed 5.0000 04/01/25   54,319
58,265   Loan ID 200361 Fixed 7.5000 01/01/34   59,431
78,722   Loan ID 200366 Fixed 6.2500 03/01/34   80,296
146,514   Loan ID 200368 Fixed 4.5000 04/01/36   144,914
62,473   Loan ID 200374 ARM 7.0000 05/01/34   63,722
169,892   Loan ID 200380 Fixed 4.2200 04/01/49   166,098
268,643   Loan ID 200384 Fixed 5.0000 11/01/47   252,920
 
 

 

VERTICAL CAPITAL INCOME FUND
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)
December 31, 2021
 
Principal Amount ($)       Loan Type Coupon Rate (%) Maturity Fair Value
    LOANS — 96.9% (Continued)      
    MORTGAGE LOANS (PRIVATE) — 96.9% (Continued)      
131,130   Loan ID 200385 Fixed 8.2500 01/01/40 $ 133,752
183,896   Loan ID 200390 Fixed 4.7800 04/16/47   182,045
134,388   Loan ID 200391 Fixed 4.0000 01/13/35   130,301
58,252   Loan ID 200392 Fixed 10.0000 06/05/34   55,339
75,048   Loan ID 200395 Fixed 4.8600 04/01/47   68,632
64,677   Loan ID 200396 Fixed 10.0000 02/01/36   65,971
53,068   Loan ID 200399 Fixed 4.9800 06/01/37   53,418
37,946   Loan ID 200403 Fixed 8.3000 10/15/32   38,705
49,088   Loan ID 200404 Fixed 8.1000 05/01/37   50,070
80,512   Loan ID 200405 Fixed 4.8700 12/01/35   80,403
109,519   Loan ID 200406 Fixed 4.8800 10/01/51   109,878
325,949   Loan ID 200409 Fixed 6.0000 02/01/49   311,325
93,454   Loan ID 200411 Fixed 8.2800 06/01/37   95,323
59,556   Loan ID 200417 Fixed 7.0000 05/01/35   60,747
139,688   Loan ID 200420 Fixed 4.2300 04/10/38   136,393
114,533   Loan ID 200423 Fixed 4.5000 06/01/43   112,503
196,189   Loan ID 200430 Fixed 3.6300 07/01/43   183,890
255,097   Loan ID 200432 Fixed 4.8800 05/01/43   254,524
89,129   Loan ID 200433 Fixed 4.2500 08/01/43   86,700
187,112   Loan ID 200435 Fixed 4.6300 11/01/52   186,565
38,665   Loan ID 200439 Fixed 5.0000 08/01/41   38,879
120,219   Loan ID 200445 Fixed 5.2500 02/01/39   122,048
24,092   Loan ID 200447 Fixed 5.8800 11/04/34   24,573
71,707   Loan ID 200448 Fixed 5.7500 05/01/42   73,141
127,663   Loan ID 200449 Fixed 5.0000 02/01/42   119,637
312,448   Loan ID 200451 Fixed 6.2500 07/01/38   318,697
162,118   Loan ID 200460 Fixed 7.0000 07/01/41   165,360
354,914   Loan ID 200462 Fixed 6.0000 07/01/45   362,012
208,688   Loan ID 200465 Fixed 6.5000 07/01/37   212,862
101,915   Loan ID 200468 Fixed 5.6300 12/01/44   45,825
112,586   Loan ID 200469 Fixed 6.5000 07/01/37   114,837
229,333   Loan ID 200474 Fixed 5.7500 11/01/50   233,920
100,645   Loan ID 200489 Fixed 4.0000 03/01/43   96,790
177,669   Loan ID 200491 Fixed 5.5000 10/01/39   181,222
 
 

 

VERTICAL CAPITAL INCOME FUND
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)
December 31, 2021
 
Principal Amount ($)       Loan Type Coupon Rate (%) Maturity Fair Value
    LOANS — 96.9% (Continued)      
    MORTGAGE LOANS (PRIVATE) — 96.9% (Continued)      
248,193   Loan ID 200494 Fixed 4.6300 10/01/43 $ 245,588
177,395   Loan ID 200500 Fixed 5.8800 02/01/37   180,943
58,315   Loan ID 200507 Fixed 4.5000 09/01/42   57,380
88,166   Loan ID 200517 Fixed 8.0000 05/01/39   88,166
176,559   Loan ID 200518 Fixed 3.0000 12/01/50   160,706
99,651   Loan ID 200527 Fixed 4.5000 12/01/43   98,013
93,816   Loan ID 200532 Fixed 3.2500 07/01/43   85,563
34,086   Loan ID 200545 Fixed 4.3800 02/01/29   33,309
119,350   Loan ID 200564 Fixed 4.8800 05/01/39   119,578
83,074   Loan ID 200573 Fixed 3.7500 09/01/42   78,603
117,346   Loan ID 200574 Fixed 4.8800 01/01/44   117,388
161,217   Loan ID 200578 Fixed 4.7500 08/01/40   158,147
42,202   Loan ID 200579 Fixed 4.8800 05/01/42   31,465
149,917   Loan ID 200580 Fixed 4.1300 11/01/41   145,302
285,762   Loan ID 200586 Fixed 3.5000 01/01/43   265,987
57,771   Loan ID 200593 Fixed 3.8800 06/01/42   55,185
33,863   Loan ID 200597 Fixed 5.6300 02/01/44   34,541
63,316   Loan ID 200604 Fixed 3.5000 01/01/43   58,920
111,319   Loan ID 200612 Fixed 4.5000 02/01/43   109,464
305,637   Loan ID 200616 Fixed 4.8800 02/01/44   305,422
148,230   Loan ID 200630 Fixed 5.2500 09/01/43   150,305
204,856   Loan ID 200634 Fixed 4.3800 01/01/44   200,315
106,266   Loan ID 200645 Fixed 5.0000 04/01/44   106,690
126,253   Loan ID 200649 Fixed 4.3800 03/01/44   123,339
116,658   Loan ID 200650 Fixed 4.8800 05/01/44   116,706
196,851   Loan ID 200651 Fixed 3.6300 07/01/43   184,440
122,432   Loan ID 200655 Fixed 3.3800 05/01/43   112,711
164,844   Loan ID 200656 Fixed 6.8800 11/01/45   168,141
136,423   Loan ID 200657 Fixed 4.8800 08/01/51   136,725
157,304   Loan ID 200660 Fixed 5.8800 03/01/38   160,450
188,811   Loan ID 200662 Fixed 5.0000 03/01/44   189,376
62,048   Loan ID 200663 Fixed 4.7500 05/01/44   61,774
140,407   Loan ID 200669 Fixed 5.2500 04/01/44   141,932
40,882   Loan ID 200670 Fixed 4.3800 02/01/29   39,974
 
 

 

VERTICAL CAPITAL INCOME FUND
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)
December 31, 2021
 
Principal Amount ($)       Loan Type Coupon Rate (%) Maturity Fair Value
    LOANS — 96.9% (Continued)      
    MORTGAGE LOANS (PRIVATE) — 96.9% (Continued)      
278,138   Loan ID 200674 Fixed 4.5000 05/01/44 $ 273,772
229,812   Loan ID 200679 Fixed 5.0000 04/01/44   230,824
113,938   Loan ID 200684 Fixed 4.8800 04/01/44   114,022
207,230   Loan ID 200685 Fixed 4.8800 05/01/44   206,811
199,305   Loan ID 200690 Fixed 4.2500 04/01/44   193,953
219,379   Loan ID 200692 Fixed 4.6300 07/01/44   216,606
95,700   Loan ID 200694 Fixed 4.5000 09/01/43   94,101
41,705   Loan ID 200696 Fixed 3.7500 10/01/42   39,527
78,706   Loan ID 200700 Fixed 4.2500 02/01/44   76,470
86,101   Loan ID 200704 Fixed 4.3800 03/01/43   84,079
44,871   Loan ID 200709 Fixed 4.3800 04/01/43   43,878
101,281   Loan ID 200710 Fixed 4.5000 07/01/44   97,743
556,515   Loan ID 200714 Fixed 4.1800 11/01/36   543,243
181,492   Loan ID 200716 ARM 3.0800 08/01/37   178,686
125,827   Loan ID 200720 ARM 3.5000 04/01/42   116,198
142,616   Loan ID 200726 Fixed 4.3800 09/01/37   95,217
180,792   Loan ID 200732 Fixed 4.1300 09/01/27   175,854
90,270   Loan ID 200735 Fixed 4.5000 06/01/44   88,764
130,418   Loan ID 200736 Fixed 4.7500 05/01/44   127,412
157,532   Loan ID 200742 Fixed 4.2500 04/01/43   102,396
54,027   Loan ID 200753 Fixed 5.2500 05/01/44   54,780
46,700   Loan ID 200755 Fixed 4.2500 06/01/43   45,445
167,111   Loan ID 200756 Fixed 4.8800 11/01/43   158,072
190,058   Loan ID 200771 Fixed 4.5000 12/01/61   186,737
39,702   Loan ID 200775 Fixed 4.2500 04/01/43   38,589
72,453   Loan ID 200776 Fixed 4.2500 03/01/44   70,357
48,460   Loan ID 200777 Fixed 4.7500 06/01/44   48,042
151,695   Loan ID 200781 Fixed 4.6300 09/01/44   149,482
74,980   Loan ID 200783 Fixed 4.7500 09/01/44   74,528
100,575   Loan ID 200785 Fixed 4.5000 08/01/44   98,924
203,938   Loan ID 200786 Fixed 4.6300 07/01/44   201,998
39,145   Loan ID 200787 Fixed 4.7500 09/01/44   38,875
183,597   Loan ID 200791 Fixed 4.8800 06/01/44   183,062
80,785   Loan ID 200795 Fixed 6.7500 08/01/36   82,400
 
 

 

VERTICAL CAPITAL INCOME FUND
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)
December 31, 2021
 
Principal Amount ($)       Loan Type Coupon Rate (%) Maturity Fair Value
    LOANS — 96.9% (Continued)      
    MORTGAGE LOANS (PRIVATE) — 96.9% (Continued)      
68,643   Loan ID 200796 Fixed 5.8800 12/01/53 $ 37,717
55,536   Loan ID 200799 Fixed 4.0000 02/05/53   52,330
60,580   Loan ID 200800 Fixed 4.0000 01/01/53   58,819
144,947   Loan ID 200805 Fixed 4.6300 07/01/50   126,652
53,420   Loan ID 200808 Fixed 4.2500 11/01/50   43,689
111,826   Loan ID 200809 Fixed 5.0000 04/01/50   102,194
218,729   Loan ID 200814 Fixed 8.2500 07/01/39   223,103
270,700   Loan ID 200817 Fixed 5.0000 01/01/50   235,965
187,842   Loan ID 200821 Fixed 4.2500 08/01/44   182,784
72,734   Loan ID 200823 Fixed 4.2500 09/01/44   70,755
198,993   Loan ID 200824 Fixed 4.2500 08/01/44   193,494
94,278   Loan ID 200826 Fixed 4.3800 09/01/44   92,012
173,563   Loan ID 200830 ARM 1.2500 07/01/44   158,720
36,161   Loan ID 200831 Fixed 4.2500 10/01/44   35,084
255,926   Loan ID 200832 Fixed 4.2500 10/01/44   244,163
142,767   Loan ID 200834 Fixed 4.1300 07/01/43   137,986
161,209   Loan ID 200846 Fixed 4.3800 11/01/43   157,808
94,174   Loan ID 200853 Fixed 5.0000 04/01/37   94,787
247,443   Loan ID 200858 Fixed 5.0000 01/01/53   249,250
146,406   Loan ID 200860 Fixed 3.8800 03/01/52   137,626
243,479   Loan ID 200866 Fixed 3.4000 05/01/53   228,222
105,207   Loan ID 200867 Fixed 4.5800 09/01/53   104,272
169,389   Loan ID 200880 Fixed 4.2500 06/01/43   164,616
51,700   Loan ID 200883 Fixed 3.3800 05/01/28   47,629
72,308   Loan ID 200886 Fixed 4.2500 10/01/44   70,279
204,811   Loan ID 200887 Fixed 4.7500 09/01/44   203,481
184,825   Loan ID 200891 Fixed 4.2500 10/01/44   179,198
221,307   Loan ID 200892 Fixed 3.7500 09/01/43   209,344
174,176   Loan ID 200897 Fixed 4.7500 10/01/44   173,212
355,361   Loan ID 200907 ARM 3.1300 08/01/47   342,797
97,405   Loan ID 200908 Fixed 4.0000 06/01/49   94,839
117,356   Loan ID 200909 Fixed 4.8700 04/01/47   111,489
624,831   Loan ID 200912 Fixed 4.5000 03/01/37   617,647
54,083   Loan ID 200913 Fixed 4.2500 05/01/47   52,901
 
 

 

VERTICAL CAPITAL INCOME FUND
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)
December 31, 2021
 
Principal Amount ($)       Loan Type Coupon Rate (%) Maturity Fair Value
    LOANS — 96.9% (Continued)      
    MORTGAGE LOANS (PRIVATE) — 96.9% (Continued)      
133,611   Loan ID 200914 Fixed 2.8800 12/01/47 $ 122,503
79,452   Loan ID 200916 Fixed 4.0000 10/01/37   75,615
149,027   Loan ID 200917 Fixed 4.8800 01/01/51   149,418
81,840   Loan ID 200921 ARM 3.6300 07/01/51   80,194
393,659   Loan ID 200922 Fixed 3.3400 09/01/53   373,019
114,781   Loan ID 200928 Fixed 4.8000 02/01/41   114,808
175,059   Loan ID 200940 Fixed 3.2500 02/01/43   159,777
100,745   Loan ID 200941 Fixed 3.7800 01/01/43   93,610
239,536   Loan ID 200942 Fixed 4.0000 04/01/43   230,207
93,807   Loan ID 200944 Fixed 4.5000 02/01/44   92,123
257,409   Loan ID 200947 Fixed 4.0000 02/01/43   247,389
137,980   Loan ID 200948 Fixed 4.6300 05/01/61   136,378
247,560   Loan ID 200956 Fixed 5.0000 08/01/51   249,239
372,374   Loan ID 200959 Fixed 4.0000 11/01/42   358,150
132,642   Loan ID 200966 Fixed 4.8800 07/01/44   132,596
139,577   Loan ID 200974 Fixed 4.2500 10/01/44   135,712
323,048   Loan ID 200977 Fixed 4.8800 09/01/44   306,818
151,518   Loan ID 200993 Fixed 2.0000 07/15/49   128,762
50,785   Loan ID 200996 Fixed 2.5000 08/01/48   44,460
115,999   Loan ID 201005 Fixed 4.7500 07/01/41   115,492
38,435   Loan ID 201006 Fixed 6.8800 03/01/38   39,204
83,521   Loan ID 201007 Fixed 7.1300 04/01/37   85,192
69,272   Loan ID 201010 Fixed 5.5000 04/01/39   69,272
41,956   Loan ID 201012 Fixed 7.5000 12/01/38   27,271
50,994   Loan ID 201013 Fixed 7.5000 12/01/38   33,146
102,056   Loan ID 201016 Fixed 6.5000 05/01/46   104,097
54,148   Loan ID 201022 ARM 2.3800 05/01/37   53,151
123,021   Loan ID 201023 Fixed 6.4500 02/01/36   125,481
97,682   Loan ID 201027 ARM 9.5400 03/01/37   99,635
128,947   Loan ID 201032 Fixed 4.5000 11/01/44   126,545
75,724   Loan ID 201036 Fixed 4.3800 12/01/44   73,998
63,248   Loan ID 201037 Fixed 8.2500 07/01/39   64,513
85,242   Loan ID 201041 Fixed 3.7500 11/01/52   81,522
102,217   Loan ID 201043 Fixed 4.0000 04/01/39   96,034
 
 

 

VERTICAL CAPITAL INCOME FUND
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)
December 31, 2021
 
Principal Amount ($)       Loan Type Coupon Rate (%) Maturity Fair Value
    LOANS — 96.9% (Continued)      
    MORTGAGE LOANS (PRIVATE) — 96.9% (Continued)      
155,225   Loan ID 201044 Fixed 4.8700 03/29/37 $ 155,590
95,735   Loan ID 201045 Fixed 3.3800 07/01/37   83,018
276,448   Loan ID 201046 Fixed 3.0000 10/01/58   156,631
102,717   Loan ID 201047 Fixed 3.6300 04/01/53   94,776
61,421   Loan ID 201053 Fixed 3.8600 07/01/53   59,107
188,013   Loan ID 201054 Fixed 2.4000 05/17/50   160,292
144,118   Loan ID 201057 Fixed 4.3800 01/01/50   141,843
101,975   Loan ID 201058 Fixed 4.2500 08/01/37   99,742
91,205   Loan ID 201060 ARM 2.3800 07/01/35   87,550
76,772   Loan ID 201061 Fixed 5.0000 02/01/50   73,015
105,727   Loan ID 201063 Fixed 4.0000 09/01/47   102,264
212,104   Loan ID 201066 Fixed 4.2500 12/01/46   207,611
396,843   Loan ID 201067 Fixed 4.7500 01/01/44   394,620
61,370   Loan ID 201069 Fixed 4.6300 12/01/44   60,724
68,345   Loan ID 201072 Fixed 3.5000 03/01/28   63,636
85,704   Loan ID 201075 Fixed 4.3800 10/01/44   83,717
204,916   Loan ID 201084 Fixed 5.0000 08/01/38   206,274
143,282   Loan ID 201091 Fixed 4.1300 01/01/45   138,200
230,901   Loan ID 201092 Fixed 5.2500 04/01/46   233,890
127,812   Loan ID 201093 Fixed 4.1300 02/01/45   115,532
318,423   Loan ID 201101 Fixed 4.6300 03/01/45   309,211
136,013   Loan ID 201103 ARM 2.1300 05/01/44   128,103
146,075   Loan ID 201104 Fixed 4.3800 04/01/45   142,944
66,154   Loan ID 201107 Fixed 5.1500 02/01/36   66,986
147,509   Loan ID 201111 Fixed 4.8800 04/01/50   133,965
75,141   Loan ID 201113 Fixed 5.7500 12/01/52   76,644
114,477   Loan ID 201114 Fixed 8.0900 05/01/54   116,766
468,846   Loan ID 201115 Fixed 4.0000 02/01/51   453,283
74,426   Loan ID 201122 Fixed 4.7500 11/01/48   74,371
205,679   Loan ID 201124 Fixed 4.7500 04/01/40   205,202
67,258   Loan ID 201127 ARM 2.3800 04/01/37   64,339
103,996   Loan ID 201130 Fixed 4.8500 12/01/37   103,650
113,918   Loan ID 201131 Fixed 8.2500 05/01/53   116,196
154,853   Loan ID 201132 Fixed 4.2500 07/01/37   139,662
 
 

 

VERTICAL CAPITAL INCOME FUND
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)
December 31, 2021
 
Principal Amount ($)       Loan Type Coupon Rate (%) Maturity Fair Value
    LOANS — 96.9% (Continued)      
    MORTGAGE LOANS (PRIVATE) — 96.9% (Continued)      
177,436   Loan ID 201134 Fixed 4.6300 10/01/53 $ 163,303
164,656   Loan ID 201139 Fixed 3.0000 11/01/53   149,706
77,303   Loan ID 201143 Fixed 3.5000 11/01/37   67,817
124,161   Loan ID 201146 Fixed 4.8800 08/01/54   124,477
103,126   Loan ID 201147 Fixed 4.1300 11/01/51   96,183
85,300   Loan ID 201148 Fixed 3.9500 10/01/42   82,827
344,579   Loan ID 201149 Fixed 5.0000 12/01/61   135,523
88,115   Loan ID 201155 Fixed 6.0000 11/01/53   60,915
187,167   Loan ID 201160 Fixed 4.9200 10/01/49   173,042
356,020   Loan ID 201163 Fixed 4.7500 12/01/49   322,989
156,230   Loan ID 201164 Fixed 4.2500 11/01/51   151,102
399,033   Loan ID 201168 Fixed 3.8800 04/01/52   363,664
49,982   Loan ID 201170 Fixed 4.3800 07/01/37   49,160
101,447   Loan ID 201173 Fixed 4.2800 11/01/47   83,770
121,426   Loan ID 201176 Fixed 4.2500 07/01/53   119,129
289,034   Loan ID 201179 Fixed 4.7500 05/01/51   260,315
249,559   Loan ID 201181 Fixed 4.5000 04/01/34   237,081
124,360   Loan ID 201183 Fixed 3.5000 10/01/52   117,563
58,455   Loan ID 201184 Fixed 4.0000 06/01/49   56,874
229,644   Loan ID 201185 Fixed 7.2500 10/01/53   234,237
75,792   Loan ID 201187 Fixed 5.0000 11/01/48   54,729
572,126   Loan ID 201196 Fixed 4.3800 11/01/36   562,882
303,197   Loan ID 201199 Fixed 5.1300 11/01/46   306,654
134,634   Loan ID 201205 Fixed 4.6300 01/01/45   133,045
104,491   Loan ID 201208 Fixed 4.6300 04/01/45   103,071
163,291   Loan ID 201209 Fixed 4.2500 04/01/45   158,799
386,665   Loan ID 201212 Fixed 4.6300 03/01/61   382,621
178,996   Loan ID 201213 Fixed 4.8800 08/01/44   178,187
486,423   Loan ID 201214 ARM 2.7500 09/01/43   457,202
56,186   Loan ID 201221 Fixed 3.2500 05/01/43   53,758
44,334   Loan ID 201222 Fixed 5.1300 01/01/45   44,339
143,463   Loan ID 201240 Fixed 4.2500 10/01/45   139,046
270,433   Loan ID 201241 Fixed 4.3800 07/01/45   264,811
100,570   Loan ID 201243 Fixed 4.6300 11/01/45   99,407
 
 

 

VERTICAL CAPITAL INCOME FUND
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)
December 31, 2021
 
Principal Amount ($)       Loan Type Coupon Rate (%) Maturity Fair Value
    LOANS — 96.9% (Continued)      
    MORTGAGE LOANS (PRIVATE) — 96.9% (Continued)      
365,252   Loan ID 201244 Fixed 4.5000 06/01/45 $ 359,170
103,416   Loan ID 201245 Fixed 4.7500 08/01/44   102,906
92,106   Loan ID 201248 Fixed 4.8800 07/01/44   91,814
456,329   Loan ID 201249 Fixed 4.6300 03/01/59   449,597
193,973   Loan ID 201254 Fixed 7.2500 05/01/60   197,852
212,770   Loan ID 201255 ARM 6.7500 06/01/35   217,025
158,008   Loan ID 201260 Fixed 4.7500 09/01/45   156,752
45,787   Loan ID 201263 Fixed 4.7500 10/01/45   45,479
134,222   Loan ID 201266 Fixed 4.5000 02/01/46   131,562
137,296   Loan ID 201270 Fixed 4.1300 02/01/45   132,473
232,134   Loan ID 201271 Fixed 4.5000 06/01/45   228,196
221,660   Loan ID 201273 Fixed 4.5000 12/01/45   217,246
198,389   Loan ID 201274 Fixed 4.1300 10/01/45   191,531
22,525   Loan ID 201285 Fixed 4.6300 11/01/28   22,976
280,707   Loan ID 201291 Fixed 5.0000 08/01/45   280,438
113,167   Loan ID 201294 Fixed 4.6300 02/01/46   110,039
701,926   Loan ID 201296 Fixed 4.2500 02/01/46   679,807
66,403   Loan ID 201301 Fixed 4.5500 10/01/44   65,423
136,381   Loan ID 201305 Fixed 4.6300 08/01/44   134,525
106,796   Loan ID 201306 Fixed 3.8800 09/01/45   101,516
163,078   Loan ID 201307 Fixed 4.2500 10/01/48   158,411
57,456   Loan ID 201308 Fixed 4.6300 11/01/45   56,672
148,847   Loan ID 201309 Fixed 4.0000 09/01/45   142,781
297,241   Loan ID 201313 Fixed 4.6300 01/01/46   292,921
158,247   Loan ID 201319 Fixed 4.3800 10/01/45   154,416
126,207   Loan ID 201324 Fixed 5.2500 04/01/46   127,723
163,224   Loan ID 201326 Fixed 4.6300 03/01/46   161,252
175,688   Loan ID 201328 Fixed 4.2500 11/01/45   123,177
340,888   Loan ID 201333 Fixed 3.8800 11/01/45   323,827
176,941   Loan ID 201336 Fixed 4.7500 01/01/46   172,652
221,008   Loan ID 201350 Fixed 4.0000 06/01/45   179,818
461,567   Loan ID 201354 Fixed 3.3800 07/01/46   442,878
125,699   Loan ID 201355 Fixed 5.2500 12/01/45   127,330
140,034   Loan ID 201358 Fixed 4.8800 07/01/45   139,944
 
 

 

VERTICAL CAPITAL INCOME FUND
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)
December 31, 2021
 
Principal Amount ($)       Loan Type Coupon Rate (%) Maturity Fair Value
    LOANS — 96.9% (Continued)      
    MORTGAGE LOANS (PRIVATE) — 96.9% (Continued)      
313,028   Loan ID 201365 Fixed 4.2500 10/01/45 $ 303,061
168,893   Loan ID 201370 Fixed 4.2500 07/01/46   163,803
241,889   Loan ID 201372 Fixed 4.6300 08/01/46   238,233
133,219   Loan ID 201375 Fixed 4.5000 06/01/45   130,947
250,600   Loan ID 201377 Fixed 3.8800 05/01/46   244,365
294,145   Loan ID 201381 Fixed 4.8800 07/01/45   293,375
129,299   Loan ID 201385 Fixed 4.6300 12/01/45   129,299
213,000   Loan ID 201390 Fixed 5.1300 09/01/45   214,045
369,885   Loan ID 201391 Fixed 5.1300 10/01/45   365,593
404,891   Loan ID 201393 Fixed 3.7500 04/01/56   397,752
68,792   Loan ID 201394 Fixed 6.7000 06/01/34   70,168
80,369   Loan ID 201395 Fixed 6.3000 07/01/44   23,434
79,834   Loan ID 201400 Fixed 4.7500 07/01/44   79,409
83,665   Loan ID 201401 Fixed 4.7500 10/01/44   83,160
87,444   Loan ID 201403 Fixed 4.7500 08/01/44   79,338
66,931   Loan ID 201405 Fixed 5.2500 08/01/44   67,727
51,006   Loan ID 201406 Fixed 4.2500 06/01/46   49,324
226,559   Loan ID 201407 Fixed 4.8800 01/01/46   226,492
152,891   Loan ID 201411 Fixed 4.7500 12/01/45   151,922
133,909   Loan ID 201412 Fixed 5.7500 12/01/45   136,588
315,251   Loan ID 201413 Fixed 4.5000 07/01/45   299,489
68,644   Loan ID 201414 Fixed 4.2500 07/01/44   65,212
50,673   Loan ID 201415 Fixed 8.0000 04/01/34   51,686
55,110   Loan ID 201417 Fixed 6.0000 08/01/37   56,212
37,890   Loan ID 201419 Fixed 10.0000 11/01/33   38,647
53,346   Loan ID 201422 Fixed 4.6300 10/01/46   52,439
496,990   Loan ID 201428 ARM 2.5000 04/01/45   471,769
91,639   Loan ID 201434 Fixed 4.3800 06/01/46   89,414
83,979   Loan ID 201436 Fixed 4.3800 05/01/45   82,057
167,847   Loan ID 201439 Fixed 5.0000 12/01/45   168,439
298,374   Loan ID 201440 Fixed 4.6300 07/01/46   213,321
279,990   Loan ID 201442 Fixed 4.8800 12/01/45   279,528
47,569   Loan ID 201444 Fixed 4.5000 11/01/44   46,659
235,904   Loan ID 201447 Fixed 4.8800 10/01/44   235,183
 
 

 

VERTICAL CAPITAL INCOME FUND
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)
December 31, 2021
 
Principal Amount ($)       Loan Type Coupon Rate (%) Maturity Fair Value
    LOANS — 96.9% (Continued)      
    MORTGAGE LOANS (PRIVATE) — 96.9% (Continued)      
85,754   Loan ID 201449 Fixed 4.0000 08/01/44 $ 82,200
208,142   Loan ID 201451 Fixed 4.2500 06/01/45   201,815
218,568   Loan ID 201458 Fixed 3.8800 09/01/46   203,281
250,718   Loan ID 201461 Fixed 4.1300 12/01/44   236,497
278,224   Loan ID 201464 Fixed 4.3800 06/01/45   266,863
94,925   Loan ID 201465 Fixed 5.1300 12/01/44   95,482
260,764   Loan ID 201470 Fixed 4.3800 10/01/44   254,422
209,224   Loan ID 201471 Fixed 4.5000 01/01/45   205,407
285,385   Loan ID 201473 Fixed 4.5000 02/01/45   280,977
91,119   Loan ID 201475 ARM 6.6300 09/01/36   12,522
133,930   Loan ID 201476 ARM 8.5000 02/01/37   127,234
74,604   Loan ID 201477 Fixed 6.7500 11/01/36   76,096
100,216   Loan ID 201478 Fixed 4.6300 10/01/45   98,965
139,869   Loan ID 201482 Fixed 4.6300 02/01/51   137,666
275,895   Loan ID 201483 Fixed 4.1300 12/01/45   266,090
71,474   Loan ID 201484 Fixed 4.5000 10/01/46   69,954
56,360   Loan ID 201485 Fixed 5.7500 03/01/38   57,487
157,136   Loan ID 201487 Fixed 4.6300 02/01/52   160,279
85,863   Loan ID 201489 Fixed 4.7500 03/01/46   85,213
72,096   Loan ID 201499 Fixed 4.7500 05/01/45   71,813
98,512   Loan ID 201502 Fixed 5.2500 04/01/44   99,842
139,537   Loan ID 201503 Fixed 5.0000 07/01/46   139,985
420,690   Loan ID 201504 Fixed 4.5000 07/01/45   413,828
85,710   Loan ID 201505 ARM 4.0000 09/01/46   86,271
287,926   Loan ID 201506 Fixed 5.0000 02/01/47   288,948
209,274   Loan ID 201508 Fixed 5.0000 02/01/47   210,310
114,883   Loan ID 201513 Fixed 4.0000 01/01/46   114,883
70,428   Loan ID 201515 Fixed 5.1300 04/01/47   70,538
89,785   Loan ID 201519 Fixed 4.7500 09/01/45   89,343
74,383   Loan ID 201523 Fixed 5.1300 07/01/45   75,045
354,967   Loan ID 201533 Fixed 4.7500 05/01/46   351,128
39,678   Loan ID 201534 Fixed 4.8800 05/01/47   39,424
311,768   Loan ID 201535 Fixed 4.8800 08/01/47   311,768
189,985   Loan ID 201551 Fixed 4.5000 02/01/47   166,843
 
 

 

VERTICAL CAPITAL INCOME FUND
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)
December 31, 2021
 
Principal Amount ($)       Loan Type Coupon Rate (%) Maturity Fair Value
    LOANS — 96.9% (Continued)      
    MORTGAGE LOANS (PRIVATE) — 96.9% (Continued)      
129,079   Loan ID 201552 Fixed 4.0000 08/01/47 $ 128,900
44,990   Loan ID 201556 Fixed 4.9900 12/01/47   44,668
125,276   Loan ID 201558 Fixed 4.5000 08/01/47   125,276
99,522   Loan ID 201579 Fixed 4.7500 12/01/36   98,851
80,240   Loan ID 201581 Fixed 4.1300 10/01/46   77,140
81,652   Loan ID 201583 Fixed 5.2500 08/01/47   53,074
42,258   Loan ID 201585 Fixed 5.5000 03/01/48   43,014
366,633   Loan ID 201586 Fixed 4.6300 05/01/47   359,628
296,992   Loan ID 201587 Fixed 4.3800 01/01/48   289,196
33,557   Loan ID 201589 Fixed 5.3800 06/01/48   33,775
138,286   Loan ID 201590 Fixed 5.2000 05/01/48   83,537
301,723   Loan ID 201591 Fixed 5.3800 08/01/48   305,177
62,393   Loan ID 201598 Fixed 6.0000 01/01/37   63,641
324,234   Loan ID 201599 Fixed 5.0000 07/01/38   245,936
44,013   Loan ID 201600 Fixed 6.0000 01/01/36   24,718
34,404   Loan ID 201602 Fixed 5.0000 04/20/32   34,639
58,302   Loan ID 201604 Fixed 8.5000 01/01/48   50,965
66,846   Loan ID 201605 Fixed 8.7500 03/01/48   68,183
88,114   Loan ID 201606 Fixed 9.9900 05/01/48   89,876
58,983   Loan ID 201611 Fixed 9.9900 07/01/48   10,636
253,102   Loan ID 201612 Fixed 8.9900 10/01/25   258,164
492,634   Loan ID 201615 Fixed 10.5000 01/01/22   502,486
28,515   Loan ID 201624 Fixed 11.0000 07/22/28   27,089
42,675   Loan ID 201627 Fixed 10.4500 02/19/47   43,528
48,024   Loan ID 201628 Fixed 11.0000 07/25/40   48,984
35,106   Loan ID 201629 Fixed 11.0000 03/06/33   35,106
46,187   Loan ID 201630(a) Fixed 9.9500 01/28/20   43,878
41,615   Loan ID 201631 Fixed 9.9500 07/25/31   39,535
64,026   Loan ID 201634 Fixed 7.9500 02/28/48   60,824
64,513   Loan ID 201635 Fixed 9.9500 03/14/46   65,803
73,431   Loan ID 201636 Fixed 9.4500 05/13/31   74,900
97,519   Loan ID 201637 Fixed 11.0000 05/22/45   99,469
136,830   Loan ID 201638 Fixed 8.5000 09/19/44   139,567
313,639   Loan ID 201639 Fixed 5.0000 09/01/48   313,639
 
 

 

VERTICAL CAPITAL INCOME FUND
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)
December 31, 2021
 
Principal Amount ($)       Loan Type Coupon Rate (%) Maturity Fair Value
    LOANS — 96.9% (Continued)      
    MORTGAGE LOANS (PRIVATE) — 96.9% (Continued)      
335,174   Loan ID 201640 Fixed 5.1300 04/01/49 $ 336,579
158,632   Loan ID 201641(a) DSI 10.5000 06/01/20   150,700
669,302   Loan ID 201645(a) Fixed 8.0000 07/01/20   104,175
39,889   Loan ID 201647 Fixed 6.0000 10/01/31   40,687
29,645   Loan ID 201648 Fixed 7.1500 08/14/30   28,163
52,597   Loan ID 201649 Fixed 4.8000 02/20/30   52,813
35,505   Loan ID 201650 Fixed 7.0000 11/14/31   36,215
49,853   Loan ID 201651 Fixed 7.0000 12/01/36   34,086
247,013   Loan ID 201652 Fixed 5.0000 10/01/36   115,617
192,718   Loan ID 201653 Fixed 4.2500 06/01/48   192,718
432,995   Loan ID 201654 Fixed 4.8800 07/01/49   432,112
145,632   Loan ID 201655 Fixed 7.7000 01/01/49   148,545
115,691   Loan ID 201656 Fixed 4.6300 06/01/49   113,029
240,518   Loan ID 201657 Fixed 5.2500 11/01/48   242,739
127,693   Loan ID 201662 Fixed 5.3800 09/01/48   128,325
415,268   Loan ID 201663 Fixed 4.7500 10/01/48   415,268
18,974   Loan ID 201664 Fixed 10.0000 08/01/33   18,974
41,064   Loan ID 201665 Fixed 9.9900 08/01/48   41,885
17,714   Loan ID 201666 Fixed 10.0000 06/01/33   18,069
16,435   Loan ID 201667 Fixed 10.0000 07/01/33   16,764
15,419   Loan ID 201668 Fixed 9.7500 11/01/33   15,727
55,040   Loan ID 201670 Fixed 8.0000 09/15/48   55,040
22,492   Loan ID 201671 Fixed 9.0000 09/15/48   22,492
21,007   Loan ID 201672 Fixed 9.9000 10/15/48   21,427
51,144   Loan ID 201673 Fixed 9.9900 06/01/48   52,167
23,779   Loan ID 201674 Fixed 9.9000 12/01/48   24,255
110,926   Loan ID 201676 Fixed 9.6300 10/01/48   113,145
79,568   Loan ID 201677 Fixed 9.2500 11/01/48   81,159
23,767   Loan ID 201678 Fixed 10.0000 08/01/48   24,243
42,309   Loan ID 201679 Fixed 7.7000 03/01/47   43,155
39,139   Loan ID 201680 Fixed 9.9000 09/15/48   39,922
176,056   Loan ID 201682 Fixed 5.0000 07/01/48   123,086
399,859   Loan ID 201684 Fixed 4.5000 08/01/49   391,993
282,194   Loan ID 201685 Fixed 5.5000 02/01/49   284,646
 
 

 

VERTICAL CAPITAL INCOME FUND
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)
December 31, 2021
 
Principal Amount ($)       Loan Type Coupon Rate (%) Maturity Fair Value
    LOANS — 96.9% (Continued)      
    MORTGAGE LOANS (PRIVATE) — 96.9% (Continued)      
99,656   Loan ID 201686 Fixed 4.2500 07/01/49 $ 95,997
104,929   Loan ID 201687 Fixed 5.5000 07/01/48   96,418
203,956   Loan ID 201689 Fixed 4.5000 04/01/49   200,062
154,875   Loan ID 201692 Fixed 8.4900 11/01/29   157,972
64,145   Loan ID 201696 Fixed 5.1300 10/01/48   64,128
82,342   Loan ID 201698 Fixed 4.3800 12/01/47   79,679
262,044   Loan ID 201699 Fixed 5.5200 09/01/49   264,775
319,335   Loan ID 201700 Fixed 6.1300 06/01/49   325,722
61,644   Loan ID 201701 Fixed 5.0000 08/01/49   61,350
177,365   Loan ID 201707 Fixed 4.8800 08/01/49   167,235
203,177   Loan ID 201709 Fixed 5.3300 09/01/49   201,775
145,528   Loan ID 201710 Fixed 6.7000 11/01/49   148,438
717,034   Loan ID 201711 Fixed 4.8800 10/01/49   707,357
183,604   Loan ID 201713 Fixed 10.1100 12/01/49   174,424
108,099   Loan ID 201715 Fixed 10.1300 12/01/49   110,261
235,820   Loan ID 201716 Fixed 10.1500 12/01/49   240,537
431,952   Loan ID 201717 Fixed 6.5000 12/01/48   440,591
115,707   Loan ID 201719 Fixed 4.7500 09/01/49   115,707
135,937   Loan ID 201720 Fixed 4.3800 04/01/49   132,058
248,381   Loan ID 201724 Fixed 5.3800 01/01/49   138,948
76,451   Loan ID 201725 Fixed 8.4900 12/01/22   72,629
55,046   Loan ID 201726 Fixed 8.4900 12/01/22   52,294
73,825   Loan ID 201728 Fixed 9.4900 01/01/22   75,301
126,844   Loan ID 201732 Fixed 5.1300 05/01/47   127,188
77,408   Loan ID 201733 Fixed 5.2500 04/01/44   78,513
124,840   Loan ID 201739 ARM 7.1300 04/01/48   127,337
226,345   Loan ID 201741 ARM 8.0000 07/01/48   230,871
138,886   Loan ID 201743 Fixed 5.5000 09/01/48   140,187
289,664   Loan ID 201744 Fixed 5.6300 05/01/49   289,664
365,238   Loan ID 201746 Fixed 4.8800 07/01/49   362,645
541,223   Loan ID 201750 Fixed 6.1300 04/01/50   552,047
1,095,266   Loan ID 201753 Fixed 4.8800 04/01/50   1,096,664
248,290   Loan ID 201756 Fixed 5.0000 03/01/50   248,710
272,373   Loan ID 201757 ARM 5.1300 04/01/50   276,563
 
 

 

VERTICAL CAPITAL INCOME FUND
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)
December 31, 2021
 
Principal Amount ($)       Loan Type Coupon Rate (%) Maturity Fair Value
    LOANS — 96.9% (Continued)      
    MORTGAGE LOANS (PRIVATE) — 96.9% (Continued)      
414,940   Loan ID 201758 Fixed 5.8800 03/01/50 $ 417,349
258,302   Loan ID 201759 ARM 5.7500 03/01/50   262,617
255,778   Loan ID 201761 Fixed 6.8800 02/01/50   260,894
421,752   Loan ID 201762 Fixed 5.9900 03/01/50   430,187
144,596   Loan ID 201763 Fixed 7.3800 04/01/50   147,488
215,253   Loan ID 201767 Fixed 5.2500 07/01/49   215,253
188,043   Loan ID 201768 Fixed 6.7500 04/01/50   191,804
214,390   Loan ID 201770 Fixed 9.3800 04/01/50   218,678
348,515   Loan ID 201772 Fixed 8.1300 03/01/50   365,941
708,380   Loan ID 201776 Fixed 6.6300 01/01/50   722,547
124,456   Loan ID 201777 Fixed 5.8800 04/01/49   126,945
441,294   Loan ID 201780 Fixed 6.1300 04/01/50   444,408
303,076   Loan ID 201784 Fixed 6.7500 04/01/50   318,230
273,000   Loan ID 201785 Interest Only 8.0000 08/31/23   286,650
935,000   Loan ID 201787 ARM 6.3500 03/01/60   953,699
253,485   Loan ID 201795 Interest Only 7.5000 10/31/25   266,159
247,000   Loan ID 201797(a) Fixed 10.9900 12/01/21   247,000
752,300   Loan ID 201800 Interest Only 7.5000 12/31/23   750,420
34,922   Loan ID 201802 Fixed 4.2500 10/01/29   34,965
25,560   Loan ID 201803 Fixed 7.0500 09/01/34   26,071
173,214   Loan ID 201804 Fixed 4.0000 03/01/58   172,504
109,136   Loan ID 201805 Fixed 4.3800 08/01/59   109,810
27,172   Loan ID 201806 DSI 9.0000 06/01/26   27,715
71,645   Loan ID 201807 Fixed 5.0000 08/01/43   67,144
119,048   Loan ID 201808 Fixed 3.8800 06/01/60   117,834
164,064   Loan ID 201809 Fixed 3.7500 11/01/59   161,262
74,518   Loan ID 201810 Fixed 3.7500 02/01/42   72,364
61,326   Loan ID 201811 DSI 11.8300 05/01/35   62,552
30,989   Loan ID 201812 Fixed 9.2400 02/01/27   31,609
75,885   Loan ID 201813 DSI 6.0000 01/01/39   55,406
48,991   Loan ID 201814 DSI 7.7400 03/01/33   49,970
66,155   Loan ID 201815 Fixed 8.0000 09/01/33   67,478
51,896   Loan ID 201816 Fixed 4.6300 04/01/29   49,301
96,997   Loan ID 201817 Fixed 4.1300 10/01/34   97,132
 
 

 

VERTICAL CAPITAL INCOME FUND
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)
December 31, 2021
 
Principal Amount ($)       Loan Type Coupon Rate (%) Maturity Fair Value
    LOANS — 96.9% (Continued)      
    MORTGAGE LOANS (PRIVATE) — 96.9% (Continued)      
54,542   Loan ID 201818 Fixed 10.3900 12/01/41 $ 55,633
53,204   Loan ID 201819 Fixed 3.8800 11/01/29   53,224
94,448   Loan ID 201820 Fixed 3.7500 03/01/42   92,921
65,731   Loan ID 201821 Fixed 6.4500 05/01/30   67,046
48,649   Loan ID 201822 DSI 8.9200 01/01/36   46,217
72,251   Loan ID 201823 Fixed 9.6300 03/01/40   72,810
276,904   Loan ID 201824 DSI 8.5000 10/01/37   282,442
125,030   Loan ID 201825 Fixed 3.8800 03/01/40   121,419
62,040   Loan ID 201826 Fixed 8.5000 11/01/30   63,281
29,389   Loan ID 201827 Fixed 10.7800 03/01/26   29,977
28,759   Loan ID 201828 Fixed 8.2500 10/01/30   29,335
110,771   Loan ID 201829 DSI 10.4600 08/01/37   112,986
32,813   Loan ID 201830 DSI 10.5600 10/01/26   31,172
62,302   Loan ID 201831 DSI 11.1100 02/01/38   63,548
53,622   Loan ID 201832 Fixed 6.2500 06/01/34   45,671
36,387   Loan ID 201833 DSI 12.6800 06/01/23   37,115
60,495   Loan ID 201834 DSI 9.1500 04/01/38   61,705
35,988   Loan ID 201835 DSI 7.5000 01/01/27   36,708
28,117   Loan ID 201836 DSI 8.8400 07/01/27   28,679
45,568   Loan ID 201837 DSI 7.0000 09/01/31   46,479
45,214   Loan ID 201838 DSI 9.0700 07/01/27   46,119
43,083   Loan ID 201839 DSI 11.1100 08/01/39   43,945
66,855   Loan ID 201840 DSI 10.8700 10/01/41   68,192
39,542   Loan ID 201841 Fixed 10.0600 05/01/25   40,333
70,730   Loan ID 201842 DSI 11.0300 03/01/28   72,144
34,342   Loan ID 201843 Fixed 9.1800 08/01/31   35,028
46,463   Loan ID 201844 DSI 11.4900 11/01/28   47,393
19,407   Loan ID 201845 DSI 7.0000 02/01/24   19,795
42,339   Loan ID 201846 Fixed 8.5000 05/01/34   43,185
122,848   Loan ID 201847 Fixed 2.3800 06/01/33   110,407
53,487   Loan ID 201848 DSI 4.2900 11/01/32   54,116
51,102   Loan ID 201849 DSI 4.4800 06/01/35   51,982
93,505   Loan ID 201850 Fixed 4.6300 10/01/42   92,921
124,298   Loan ID 201851 DSI 4.5000 08/30/23   126,267
 
 

 

VERTICAL CAPITAL INCOME FUND
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)
December 31, 2021
 
Principal Amount ($)       Loan Type Coupon Rate (%) Maturity Fair Value
    LOANS — 96.9% (Continued)      
    MORTGAGE LOANS (PRIVATE) — 96.9% (Continued)      
90,433   Loan ID 201853 DSI 4.9100 02/01/34 $ 92,242
84,903   Loan ID 201855 DSI 4.3900 07/01/36   85,932
45,652   Loan ID 201856 Fixed 7.9000 06/01/37   40,461
50,840   Loan ID 201857 Fixed 3.2500 04/01/35   44,038
367,509   Loan ID 201858 Fixed 4.6300 02/01/59   374,860
592,500   Loan ID 201859 Interest Only 7.5000 12/31/25   604,350
122,690   Loan ID 201861 Fixed 5.0000 05/01/40   122,690
22,403   Loan ID 201862 DSI 10.0000 05/01/27   22,851
21,221   Loan ID 201864 DSI 7.0600 01/01/35   20,160
27,945   Loan ID 201865 Fixed 6.5000 01/01/32   28,504
52,204   Loan ID 201866 Fixed 4.8800 01/01/44   52,170
33,429   Loan ID 201867 DSI 4.2300 12/01/32   32,460
54,964   Loan ID 201868 DSI 7.5400 09/01/34   56,064
17,717   Loan ID 201869 DSI 8.3900 07/01/24   18,071
13,083   Loan ID 201870 DSI 9.4800 02/01/23   13,345
8,535   Loan ID 201871 Fixed 9.9700 05/01/26   8,705
34,371   Loan ID 201872 DSI 8.1000 09/01/38   35,059
16,584   Loan ID 201873 Fixed 6.6500 02/01/27   16,915
24,529   Loan ID 201874 DSI 10.5400 05/01/27   25,019
9,209   Loan ID 201875 Fixed 10.9800 06/01/30   9,394
14,704   Loan ID 201876 Fixed 8.3100 02/01/27   14,998
7,009   Loan ID 201877 DSI 9.8300 11/01/28   7,149
25,886   Loan ID 201878 DSI 9.0500 08/01/24   26,404
11,882   Loan ID 201879 Fixed 9.3100 10/01/26   12,120
20,797   Loan ID 201881 DSI 4.5900 05/01/26   20,477
10,625   Loan ID 201882 Fixed 8.3100 04/01/27   10,838
28,867   Loan ID 201883 Fixed 4.6300 06/01/33   28,709
7,997   Loan ID 201884 DSI 11.3900 02/01/22   8,157
21,237   Loan ID 201885 Fixed 5.0000 05/01/34   21,407
4,971   Loan ID 201886 Fixed 10.6100 12/01/22   5,070
41,804   Loan ID 201887 Fixed 6.2500 01/01/42   39,714
20,361   Loan ID 201889 DSI 9.5000 02/01/39   20,769
8,606   Loan ID 201890 Fixed 4.5000 11/01/25   8,540
16,718   Loan ID 201891 Fixed 10.2900 07/01/26   17,052
 
 

 

VERTICAL CAPITAL INCOME FUND
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)
December 31, 2021
 
Principal Amount ($)       Loan Type Coupon Rate (%) Maturity Fair Value
    LOANS — 96.9% (Continued)      
    MORTGAGE LOANS (PRIVATE) — 96.9% (Continued)      
14,216   Loan ID 201892 DSI 9.9600 06/01/23 $ 14,500
30,416   Loan ID 201893 DSI 5.0400 06/30/26   30,632
12,674   Loan ID 201895 Fixed 9.6900 05/01/26   12,927
7,425   Loan ID 201896 Fixed 9.6800 09/01/25   7,574
17,825   Loan ID 201897 Fixed 8.2800 03/01/27   18,182
13,177   Loan ID 201898 Fixed 10.3100 10/01/26   13,440
16,607   Loan ID 201899 DSI 10.5000 10/01/24   16,939
15,121   Loan ID 201900(a) DSI 12.1300 01/29/19   14,365
20,906   Loan ID 201901 DSI 8.7400 09/01/28   19,861
15,882   Loan ID 201902 Fixed 10.5500 10/01/26   16,200
15,883   Loan ID 201904 DSI 10.1900 08/01/29   16,201
8,725   Loan ID 201905 DSI 10.8900 01/01/24   8,900
68,838   Loan ID 201907 Fixed 9.8500 09/01/30   65,396
24,285   Loan ID 201908 DSI 11.6200 09/01/27   24,771
52,858   Loan ID 201909 DSI 9.2400 07/01/33   53,915
11,043   Loan ID 201910 DSI 6.0000 07/01/26   11,264
16,296   Loan ID 201911 DSI 8.0000 07/01/31   16,622
38,545   Loan ID 201912 Fixed 7.7500 08/01/34   36,617
7,254   Loan ID 201913 Fixed 9.3100 11/01/26   7,399
25,475   Loan ID 201914 DSI 9.3300 08/01/26   24,201
93,618   Loan ID 201916 Fixed 3.7500 05/01/38   91,463
221,300   Loan ID 201924 Interest Only 7.5000 02/28/26   231,581
345,000   Loan ID 201925 Interest Only 7.0000 02/29/24   303,911
187,946   Loan ID 201926 Fixed 11.9900 03/01/22   187,946
302,384   Loan ID 201927 Fixed 8.9900 04/01/51   308,432
1,610,000   Loan ID 201928 ARM 7.8800 04/01/50   1,642,199
393,750   Loan ID 201929 Fixed 8.9900 04/01/23   401,625
297,457   Loan ID 201930 Fixed 8.9900 04/01/51   303,406
283,500   Loan ID 201933 Interest Only 7.5000 04/30/26   297,675
305,000   Loan ID 201934 Fixed 9.0000 05/01/22   305,000
239,315   Loan ID 201935 Fixed 10.5000 05/01/26   244,101
164,353   Loan ID 201936 Fixed 8.9900 05/01/51   166,491
360,000   Loan ID 201937 Interest Only 7.0000 04/30/24   367,200
469,994   Loan ID 201938 Fixed 7.4900 05/01/51   469,394
 
 

 

VERTICAL CAPITAL INCOME FUND
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)
December 31, 2021
 
Principal Amount ($)       Loan Type Coupon Rate (%) Maturity Fair Value
    LOANS — 96.9% (Continued)      
    MORTGAGE LOANS (PRIVATE) — 96.9% (Continued)      
2,792,726   Loan ID 201939 Fixed 6.7500 05/01/51 $ 1,729,566
69,038   Loan ID 201940 Fixed 5.2500 06/20/50   68,811
242,085   Loan ID 201941 Fixed 5.1300 12/01/48   142,146
123,443   Loan ID 201942 Fixed 5.0000 06/01/50   122,769
100,604   Loan ID 201943 Interest Only 7.0000 05/31/24   102,616
195,999   Loan ID 201944 Interest Only 8.0000 05/31/24   205,799
170,000   Loan ID 201945 Fixed 8.9900 06/01/22   170,000
219,000   Loan ID 201946 Fixed 9.9900 05/01/22   219,000
349,723   Loan ID 201947 Fixed 7.2500 12/01/37   348,933
138,801   Loan ID 201948 Fixed 4.2500 06/01/34   136,120
86,101   Loan ID 201949 Fixed 5.5000 03/01/24   87,823
174,838   Loan ID 201950 Fixed 6.5000 10/01/26   171,195
10,061   Loan ID 201951 Fixed 7.2500 03/01/24   10,263
10,233   Loan ID 201953 Fixed 6.5000 03/01/24   10,438
27,588   Loan ID 201954 Fixed 6.7500 03/01/24   28,139
207,737   Loan ID 201955 Fixed 7.7500 03/01/51   208,208
317,895   Loan ID 201956 Fixed 8.2500 03/01/51   320,662
404,304   Loan ID 201957 Fixed 8.9900 06/01/26   324,940
150,000   Loan ID 201958 Fixed 8.9900 05/01/23   153,000
498,327   Loan ID 201959 Fixed 8.9900 06/01/31   508,293
222,000   Loan ID 201960 Interest Only 7.5000 05/31/26   233,100
157,500   Loan ID 201961 Interest Only 7.0000 05/31/23   165,375
230,123   Loan ID 201962 Fixed 9.9900 06/01/26   234,726
85,590   Loan ID 201963 Fixed 10.4900 06/01/26   87,302
212,502   Loan ID 201965 Fixed 8.0000 05/01/38   201,877
382,162   Loan ID 201966 Fixed 7.0000 01/01/27   363,054
91,223   Loan ID 201967 Fixed 7.0000 03/01/43   77,317
252,842   Loan ID 201968 Fixed 6.0000 03/01/43   257,898
300,820   Loan ID 201969 Fixed 8.2500 04/01/51   300,785
174,000   Loan ID 201971 Fixed 9.4900 07/01/23   177,480
153,508   Loan ID 201972 Fixed 8.9900 07/01/26   156,578
204,546   Loan ID 201973 Fixed 8.9900 07/01/31   208,637
168,000   Loan ID 201974 Interest Only 8.0000 06/30/24   176,400
79,750   Loan ID 201976 Fixed 9.4900 07/01/31   81,345
 
 

 

VERTICAL CAPITAL INCOME FUND
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)
December 31, 2021
 
Principal Amount ($)       Loan Type Coupon Rate (%) Maturity Fair Value
    LOANS — 96.9% (Continued)      
    MORTGAGE LOANS (PRIVATE) — 96.9% (Continued)      
146,877   Loan ID 201977 Fixed 8.7500 06/01/51 $ 133,867
156,750   Loan ID 201978 Fixed 9.9900 08/01/23   159,885
240,000   Loan ID 201979 Fixed 10.9900 08/01/22   240,000
304,452   Loan ID 201983 Fixed 9.9900 08/01/26   310,541
162,140   Loan ID 201984 Fixed 8.9900 08/01/26   165,383
496,000   Loan ID 201985 Interest Only 9.0000 07/31/24   505,920
221,994   Loan ID 201986 Interest Only 7.5000 06/30/26   233,094
146,300   Loan ID 201987 Interest Only 7.5000 06/30/26   153,615
142,500   Loan ID 201988 Interest Only 7.0000 07/31/24   149,625
176,000   Loan ID 201989 Fixed 9.5000 09/01/22   176,000
202,052   Loan ID 201990 Fixed 8.9900 08/01/51   197,449
249,446   Loan ID 201991 Fixed 8.9900 08/01/31   254,435
295,718   Loan ID 201992 Fixed 9.9900 08/01/26   301,632
160,983   Loan ID 201993 Fixed 8.9900 08/01/31   164,203
198,483   Loan ID 201994 Fixed 9.9900 09/01/24   202,453
161,250   Loan ID 201995 Fixed 8.9900 09/01/22   161,250
311,250   Loan ID 201996 Fixed 8.9900 09/01/23   317,475
1,034,500   Loan ID 201999 Interest Only 7.5000 08/31/26   831,024
198,800   Loan ID 202000 Interest Only 7.0000 08/31/24   188,860
360,000   Loan ID 202001 Interest Only 7.5000 08/31/26   302,111
122,500   Loan ID 202002 Interest Only 7.0000 08/31/24   128,625
153,000   Loan ID 202003 Interest Only 7.0000 08/31/24   145,350
471,392   Loan ID 202004 Fixed 8.2500 09/01/24   480,820
84,387   Loan ID 202005 Fixed 9.9900 09/01/36   86,074
248,000   Loan ID 202006 Fixed 8.9900 10/01/22   248,000
453,251   Loan ID 202007 Fixed 8.9900 10/01/26   462,316
266,300   Loan ID 202008 Interest Only 7.0000 09/30/24   279,615
266,300   Loan ID 202009 Interest Only 7.0000 10/31/24   279,615
61,500   Loan ID 202010 Interest Only 7.0000 10/31/24   64,575
385,464   Loan ID 202011 Interest Only 7.0000 10/31/24   404,737
134,400   Loan ID 202012 Fixed 9.4900 12/01/31   137,088
52,468   Loan ID 202013 Fixed 8.4900 11/01/31   53,517
52,468   Loan ID 202014 Fixed 8.4900 11/01/31   53,517
243,732   Loan ID 202015 Fixed 8.9900 10/01/26   248,607
 
 

 

VERTICAL CAPITAL INCOME FUND
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)
December 31, 2021
 
Principal Amount ($)       Loan Type Coupon Rate (%) Maturity Fair Value
    LOANS — 96.9% (Continued)      
    MORTGAGE LOANS (PRIVATE) — 96.9% (Continued)      
56,250   Loan ID 202016 Fixed 8.9900 11/01/22 $ 56,250
93,624   Loan ID 202017 Fixed 8.9900 11/01/26   95,496
283,500   Loan ID 202018 Fixed 11.4900 12/01/24   289,170
252,000   Loan ID 202019 Fixed 9.9900 12/01/22   252,000
172,500   Loan ID 202020 Fixed 9.9900 12/01/26   175,950
192,000   Loan ID 202021 Fixed 10.0000 12/01/23   195,840
4,000,000   Loan ID 202022 Fixed 11.0000 03/01/22   3,920,000
114,234   Loan ID 202023 Fixed 0.0875 08/01/51   113,091
128,050   Loan ID 202024 Fixed 8.9900 01/01/52   130,611
345,000   Loan ID 202025 Fixed 8.5000 01/01/52   351,900
236,300   Loan ID 202026 Interest Only 7.5000 11/30/26   241,026
319,500   Loan ID 202027 Interest Only 7.0000 11/30/24   325,890
129,500   Loan ID 202028 Interest Only 8.0000 11/30/24   135,975
  TOTAL LOANS (Cost $105,518,738)    

113,885,381

             
  OTHER INVESTMENTS(b) (Cost - $413,474) – 0.3%         305,078
             
    TOTAL INVESTMENTS – 97.2% (Cost $105,932,212)     $ 114,190,459
    OTHER ASSETS IN EXCESS OF LIABILITIES- 2.8%    

3,301,113

    NET ASSETS - 100.0%        

$ 117,491,572

           
               
 

 

ARM Adjustable Rate Mortgage
DSI Daily Simple Interest
   
(a) Loan is in loss mitigation, which means the Fund is restructuring the loan with the delinquent borrower.
(b) Illiquid securities, non-income producing defaulted securities.