NPORT-EX 3 kcop7.htm KCOP SOI


Credit Opportunities Portfolio  
     
January 31, 2024
         

SCHEDULE OF INVESTMENTS (Unaudited)
                                      
(Stated in United States Dollars, unless otherwise noted)
                                    
                                         
                                         
Issuer
  
Asset
  
Reference Rate & Spread
    
Maturity
Date
    
Currency
    
Par
        
Fair Value
  
Footnotes
Leveraged Loans - 58.98%
                                        
 Aerospace & Defense - 0.79%
  
 
                                    
        Altitude II IRL WH Borrower DAC
  
Revolver 1L 05/23
  
SOFR + 10.00%
    
1/12/2030
    
USD
    
40,906
       $
               20,089
  
(b) (g)
        Amentum Services Inc
  
TL 2L B 12/21
  
SOFR + 7.50%
    
2/15/2030
    
USD
    
2,742,831
        
2,749,688
    
        Arcfield Acquisition Corp
  
Revolver 1L 03/22
  
SOFR + 6.25%
    
8/4/2028
    
USD
    
143,583
        
-
  
(a) (b) (g)
        Arcfield Acquisition Corp
  
TL 1L 03/22
  
SOFR + 6.25%
    
8/4/2029
    
USD
    
976,766
        
991,222
  
(a) (b)
        Ultra Electronics Holdings Ltd
  
TL 1L B 11/21
  
SOFR + 3.50%
    
8/3/2029
    
USD
    
131,533
        
130,300
    
        Ultra Electronics Holdings Ltd
  
TL 1L B 11/21
  
EURIBOR + 3.25%
    
8/6/2029
    
EUR
    
104,000
        
111,730
    
        Vertex Aerospace Services Corp
  
TL 1L B 12/21
  
SOFR + 3.25%
    
12/6/2028
    
USD
    
1,531,389
        
1,534,076
    
   
 
                                    
 Agricultural Products & Services - 0.05%
  
 
                                    
        Bloom Fresh International Limited
  
TL 1L B1 07/23
  
SOFR + 5.75%
    
8/9/2030
    
USD
    
275,319
        
274,713
  
(b)
        Bloom Fresh International Limited
  
TL 1L B2 08/23
  
EURIBOR + 5.75%
    
8/9/2030
    
EUR
    
61,259
        
66,080
  
(b)
   
 
                                    
 Air Freight & Logistics - 1.06%
  
 
                                    
        Envirotainer Ltd
  
TL 1L B1 07/22
  
EURIBOR + 5.75%
    
7/30/2029
    
EUR
    
4,739,642
        
5,041,442
  
(a) (b)
        Envirotainer Ltd
  
TL 1L B2 07/22
  
SOFR + 5.75%
    
7/30/2029
    
USD
    
2,411,934
        
2,373,102
  
(a) (b)
        Envirotainer Ltd
  
TL 1L DD 07/22
  
EURIBOR + 5.75%
    
7/30/2029
    
EUR
    
865,234
        
(15,060)
  
(a) (b) (g)
   
 
                                    
 Alternative Carriers - 1.51%
  
 
                                    
        Level 3 Financing Inc
  
TL 1L 11/19
  
SOFR + 1.75%
    
3/1/2027
    
USD
    
10,940,710
        
10,557,785
    
   
 
                                    
 Apparel, Accessories & Luxury Goods - 2.79%
  
 
                                    
        Varsity Brands Inc
  
TL 1L 02/23
  
SOFR + 5.00%
    
12/15/2026
    
USD
    
19,486,859
        
19,450,321
    
   
 
                                    
 Application Software - 5.08%
  
 
                                    
        Community Brands Inc
  
Revolver 1L 02/22
  
SOFR + 5.50%
    
2/24/2028
    
USD
    
60,610
        
(558)
  
(a) (b) (g)
        Community Brands Inc
  
TL 1L 02/22
  
SOFR + 5.50%
    
2/24/2028
    
USD
    
1,012,270
        
1,002,957
  
(a) (b)
        Community Brands Inc
  
TL 1L DD 02/22
  
SOFR + 5.50%
    
2/24/2028
    
USD
    
121,212
        
(1,115)
  
(a) (b) (g)
        Follett Software Co
  
Revolver 1L 08/21
  
SOFR + 5.75%
    
8/31/2027
    
USD
    
136,050
        
-
  
(a) (b) (g)
        Follett Software Co
  
TL 1L 08/21
  
SOFR + 5.75%
    
8/31/2028
    
USD
    
1,518,645
        
1,518,645
  
(a) (b)
        Granicus Inc
  
Revolver 1L 01/24
  
2.25% PIK, SOFR + 3.50%
    
1/17/2031
    
USD
    
22,901
        
-
  
(b) (d) (g)
        Granicus Inc
  
TL 1L 01/24
  
2.25% PIK, SOFR + 3.50%
    
1/17/2031
    
USD
    
158,476
        
157,684
  
(b) (d)
        Granicus Inc
  
TL 1L DD 01/24
  
2.25% PIK, SOFR + 3.50%
    
1/17/2031
    
USD
    
27,481
        
(137)
  
(b) (d) (g)
        Med-Metrix
  
Revolver 1L 09/21
  
SOFR + 6.00%
    
9/15/2027
    
USD
    
158,828
        
-
  
(a) (b) (g)
        Med-Metrix
  
TL 1L 09/21
  
SOFR + 6.00%
    
9/15/2027
    
USD
    
1,242,034
        
1,242,034
  
(a) (b)
        Med-Metrix
  
TL 1L DD 09/21
  
SOFR + 6.00%
    
9/15/2027
    
USD
    
631,302
        
399,413
  
(a) (b) (g)
        SAMBA Safety Inc
  
Revolver 1L 09/21
  
SOFR + 5.25%
    
9/1/2027
    
USD
    
41,810
        
-
  
(b) (g)
        SAMBA Safety Inc
  
TL 1L 09/21
  
SOFR + 5.25%
    
9/1/2027
    
USD
    
564,127
        
564,127
  
(b)
        Solera LLC
  
TL 2L 06/21
  
SOFR + 9.00%
    
6/4/2029
    
USD
    
17,314,785
        
17,314,785
  
(b)
        TIBCO Software Inc
  
TL 1L B 09/22
  
SOFR + 4.50%
    
3/30/2029
    
USD
    
13,206,107
        
12,979,160
    
        Virgin Pulse Inc
  
TL 1L 11/23
  
SOFR + 5.75%
    
11/8/2029
    
USD
    
214,608
        
215,016
  
(b)
   
 
                                    
 Automotive Parts & Equipment - 1.30%
  
 
                                    
        Innovative XCessories & Services LLC
  
TL 1L 02/20
  
SOFR + 4.25%
    
3/5/2027
    
USD
    
6,668,399
        
5,934,875
    
        Parts Authority Inc
  
TL 1L 10/20
  
SOFR + 3.75%
    
10/28/2027
    
USD
    
1,258,809
        
1,199,645
    
        Wheel Pros Inc
  
TL 1L 09/23
  
SOFR + 8.88%
    
2/10/2028
    
USD
    
902,052
        
973,540
    
        Wheel Pros Inc
  
TL 1L 09/23
  
SOFR + 4.50%
    
5/11/2028
    
USD
    
1,215,678
        
932,024
    
   
 
                                    
 Broadcasting - 2.60%
  
 
                                    
        NEP Broadcasting LLC
  
TL 1L 12/23
  
1.50% PIK, SOFR + 8.25%
    
6/1/2026
    
USD
    
152,099
        
155,141
  
(b) (d)
        NEP Broadcasting LLC
  
TL 1L B 12/23
  
1.50% PIK, EURIBOR + 3.50%
    
8/19/2026
    
EUR
    
2,089,857
        
2,164,697
  
(d)
        NEP Broadcasting LLC
  
TL 1L B 12/23
  
1.50% PIK, SOFR + 3.25%
    
8/19/2026
    
USD
    
3,871,387
        
3,798,799
  
(d)
        NEP Broadcasting LLC
  
TL 2L 09/18
  
SOFR + 7.00%
    
10/19/2026
    
USD
    
14,697,782
        
11,990,892
    
   
 
                                    
 Broadline Retail - 0.04%
  
 
                                    
        Belk Inc
  
TL 1L 02/21
  
PRIME + 6.50%
    
7/31/2025
    
USD
    
53,180
        
48,245
  
(a)
        Belk Inc
  
TL 1L EXIT 02/21 PIK Toggle
        
7/31/2025
    
USD
    
995,260
        
222,689
  
(a) (d) (e)
   
 
                                    
 Building Products - 0.84%
  
 
                                    
        American Builders & Contractors Supply Co Inc
  
TL 1L B 01/24
  
SOFR + 2.00%
    
1/29/2031
    
USD
    
93,898
        
93,957
    
        DiversiTech Holdings Inc
  
TL 2L B 12/21
  
SOFR + 6.75%
    
12/21/2029
    
USD
    
1,945,020
        
1,786,987
    
        VC GB Holdings Inc (Visual Comfort)
  
TL 2L 06/21
  
SOFR + 6.75%
    
7/23/2029
    
USD
    
4,110,401
        
4,009,696
    
   
 
                                    
 Cable & Satellite - 1.39%
  
 
                                    
        Astound Broadband (RCN/Radiate)
  
TL 1L B 10/21
  
SOFR + 3.25%
    
9/25/2026
    
USD
    
10,027,048
        
8,158,658
    
        Virgin Media Inc
  
TL 1L 09/19
  
SOFR + 2.50%
    
1/31/2028
    
USD
    
1,564,478
        
1,538,938
    
   
 
                                    
 Cargo Ground Transportation - 0.03%
  
 
                                    
        Lazer Logistics Inc
  
Revolver 1L 05/23
  
SOFR + 6.25%
    
5/4/2029
    
USD
    
24,046
        
-
  
(a) (b) (g)
        Lazer Logistics Inc
  
TL 1L 11/23
  
SOFR + 5.50%
    
5/6/2030
    
USD
    
3,687
        
3,631
  
(a) (b)
        Lazer Logistics Inc
  
TL 1L B 05/23
  
SOFR + 6.25%
    
5/6/2030
    
USD
    
197,881
        
201,839
  
(a) (b)
        Lazer Logistics Inc
  
TL 1L DD 05/23
  
SOFR + 6.25%
    
5/6/2030
    
USD
    
29,982
        
30,582
  
(a) (b)
        Lazer Logistics Inc
  
TL 1L DD 11/23
  
SOFR + 5.50%
    
5/6/2030
    
USD
    
17,626
        
2,008
  
(a) (b) (g)
   
 
                                    
 Casinos & Gaming - 0.09%
  
 
                                    
        Entain PLC
  
TL 1L B2 10/22
  
SOFR + 3.50%
    
10/31/2029
    
USD
    
633,107
        
633,964
    
   
 
                                    
 Commodity Chemicals - 1.00%
  
 
                                    
        Plaskolite, LLC
  
TL 1L 04/21
  
SOFR + 4.00%
    
12/15/2025
    
USD
    
7,204,981
        
6,987,354
    
   
 
                                    
 Construction & Engineering - 1.92%
  
 
                                    
        Brand Energy & Infrastructure Services Inc
  
TL 1L B 07/23
  
SOFR + 5.50%
    
8/1/2030
    
USD
    
1,529,449
        
1,528,073
    
        Total Safety US Inc
  
TL 1L B 07/19
  
SOFR + 6.00%
    
8/16/2025
    
USD
    
6,033,276
        
5,882,445
  
(a)
        USIC Holdings Inc
  
TL 2L 05/21
  
SOFR + 6.50%
    
5/14/2029
    
USD
    
2,404,193
        
2,256,335
  
(a)
        Yak Access LLC
  
TL 1L 03/23
  
SOFR + 6.40%
    
3/10/2028
    
USD
    
3,988,412
        
3,739,136
    
   
 
                                    
 Construction Machinery & Heavy Transportation Equipment - 1.32%
  
 
                                    
        Accuride Corp
  
TL 1L B 07/23
  
1.62% PIK, SOFR + 5.25%
    
5/18/2026
    
USD
    
7,521,596
        
6,242,925
  
(a) (d)
        American Trailer Works Inc
  
TL 1L 02/21
  
SOFR + 3.75%
    
3/3/2028
    
USD
    
2,847,311
        
2,788,870
    
        Shaw Development LLC
  
TL 1L 10/23
  
SOFR + 6.00%
    
10/30/2029
    
USD
    
148,613
        
148,598
  
(a) (b)
        Shaw Development LLC
  
TL 1L DD 10/23
  
SOFR + 6.00%
    
10/30/2029
    
USD
    
17,692
        
(2)
  
(a) (b) (g)
   
 
                                    
 Construction Materials - 0.17%
  
 
                                    
        Summit Materials Holdings LP
  
TL 1L B 11/23
  
SOFR + 2.50%
    
1/12/2029
    
USD
    
1,200,190
        
1,205,069
    
   
 
                                    
 Data Processing & Outsourced Services - 1.37%
  
 
                                    
        Encora Digital LLC
  
TL 1L 12/21
  
SOFR + 5.08%
    
12/20/2028
    
USD
    
1,652,370
        
1,652,370
  
(a) (b)
        Encora Digital LLC
  
TL 1L 12/21
  
9.75% PIK
    
12/13/2029
    
USD
    
531,342
        
512,373
  
(a) (b) (d)
        Encora Digital LLC
  
TL 1L DD 12/21
  
SOFR + 5.08%
    
12/20/2028
    
USD
    
398,160
        
398,160
  
(a) (b)
        West Corp
  
TL 1L B3 01/23
  
SOFR + 4.00%
    
4/10/2027
    
USD
    
7,247,545
        
6,958,947
    
   
 
                                    
 Distributors - 1.39%
  
 
                                    
        Caldic BV
  
TL 1L B 01/22
  
SOFR + 3.75%
    
2/26/2029
    
USD
    
106,758
        
106,225
    
        Caldic BV
  
TL 1L B 02/22
  
EURIBOR + 3.50%
    
2/26/2029
    
EUR
    
61,831
        
66,519
    
        Caldic BV
  
TL 2L 03/22
  
SOFR + 7.25%
    
2/25/2030
    
USD
    
6,499,085
        
6,491,936
  
(b)
        Parts Town LLC
  
TL 1L 11/21
  
SOFR + 5.98%
    
11/1/2028
    
USD
    
829,607
        
829,607
  
(a) (b)
        Parts Town LLC
  
TL 1L B 11/21
  
SOFR + 5.98%
    
11/1/2028
    
USD
    
910,889
        
910,889
  
(a) (b)
        Parts Town LLC
  
TL 1L DD 11/21
  
SOFR + 5.98%
    
11/1/2028
    
USD
    
1,271,621
        
1,271,621
  
(a) (b)
   
 
                                    
 Diversified Metals & Mining - 0.02%
  
 
                                    
        Foresight Energy LLC
  
TL 1L A 06/20
  
SOFR + 8.00%
    
6/30/2027
    
USD
    
120,377
        
120,377
  
(a) (b)
   
 
                                    
 Diversified Support Services - 0.18%
  
 
                                    
        Access CIG LLC
  
TL 2L 02/18
  
SOFR + 7.75%
    
2/27/2026
    
USD
    
41,403
        
41,468
    
        Apex Service Partners LLC
  
Revolver 1L 10/23
  
SOFR + 6.50%
    
10/24/2029
    
USD
    
25,732
        
4,632
  
(a) (b) (g)
        Apex Service Partners LLC
  
TL 1L 10/23
  
2.00% PIK, SOFR + 5.00%
    
10/24/2030
    
USD
    
299,876
        
299,876
  
(a) (b) (d)
        Apex Service Partners LLC
  
TL 1L 10/23 PIK
  
14.25% PIK
    
4/23/2031
    
USD
    
66,587
        
65,029
  
(a) (b) (d)
        Apex Service Partners LLC
  
TL 1L DD 10/23
  
SOFR + 7.00%
    
10/24/2030
    
USD
    
77,197
        
35,922
  
(a) (b) (d) (g)
        Apex Service Partners LLC
  
TL 1L DD 10/23 PIK
  
14.25% PIK
    
4/23/2031
    
USD
    
32,539
        
31,777
  
(a) (b) (d)
        Magna Legal Services LLC
  
Revolver 1L 11/22
  
SOFR + 6.50%
    
11/22/2028
    
USD
    
26,940
        
-
  
(a) (b) (g)
        Magna Legal Services LLC
  
TL 1L 11/22
  
SOFR + 6.50%
    
11/22/2029
    
USD
    
229,373
        
233,961
  
(a) (b)
        Magna Legal Services LLC
  
TL 1L DD 11/22
  
SOFR + 6.50%
    
11/22/2029
    
USD
    
64,213
        
65,497
  
(a) (b)
        Magna Legal Services LLC
  
TL 1L DD 12/23
  
SOFR + 6.00%
    
11/21/2029
    
USD
    
12,599
        
1,604
  
(a) (b) (g)
        Trescal SA
  
TL 1L B1 05/23
  
EURIBOR + 6.50%
    
5/2/2030
    
EUR
    
197,463
        
212,342
  
(a) (b)
        Trescal SA
  
TL 1L B2 04/23
  
SOFR + 6.50%
    
5/2/2030
    
USD
    
215,855
        
214,711
  
(a) (b)
        Trescal SA
  
TL 1L DD 05/23
  
EURIBOR + 6.50%
    
5/2/2030
    
EUR
    
113,999
        
46,003
  
(a) (b) (g)
   
 
                                    
 Electronic Equipment & Instruments - 0.73%
  
 
                                    
        Excelitas Technologies Corp
  
Revolver 1L 08/22
  
SOFR + 5.75%
    
8/12/2028
    
USD
    
351,770
        
215,752
  
(a) (b) (g)
        Excelitas Technologies Corp
  
TL 1L 08/22
  
SOFR + 5.75%
    
8/12/2029
    
USD
    
3,853,991
        
3,884,437
  
(a) (b)
        Excelitas Technologies Corp
  
TL 1L 08/22
  
EURIBOR + 5.75%
    
8/12/2029
    
EUR
    
596,672
        
650,147
  
(a) (b)
        Excelitas Technologies Corp
  
TL 1L DD 08/22
  
SOFR + 5.75%
    
8/12/2029
    
USD
    
457,301
        
343,657
  
(a) (b) (g)
   
 
                                    
 Environmental & Facilities Services - 1.14%
  
 
                                    
        48Forty Solutions LLC
  
Revolver 1L 03/22
  
SOFR + 6.00%
    
11/30/2026
    
USD
    
610,068
        
339,198
  
(a) (b) (g)
        48Forty Solutions LLC
  
TL 1L 02/22
  
SOFR + 6.00%
    
11/30/2026
    
USD
    
4,676,191
        
4,470,439
  
(a) (b)
        48Forty Solutions LLC
  
TL 1L 03/22
  
SOFR + 6.00%
    
11/30/2026
    
USD
    
3,125,393
        
2,987,876
  
(a) (b)
        Heritage Environmental Services Inc
  
Revolver 1L 01/24
  
SOFR + 5.50%
    
1/31/2030
    
USD
    
22,998
        
-
  
(b) (g)
        Heritage Environmental Services Inc
  
TL 1L 01/24
  
SOFR + 5.50%
    
1/31/2031
    
USD
    
167,260
        
166,006
  
(b)
   
 
                                    
 Financial Exchanges & Data - 0.06%
  
 
                                    
        IntraFi Network LLC
  
TL 2L 11/21
  
SOFR + 6.25%
    
11/5/2029
    
USD
    
439,381
        
434,166
    
   
 
                                    
 Food Distributors - 0.12%
  
 
                                    
        Lipari Foods LLC
  
TL 1L 10/22
  
SOFR + 6.50%
    
10/31/2028
    
USD
    
765,008
        
767,379
  
(b)
        Lipari Foods LLC
  
TL 1L DD 10/22
  
SOFR + 6.50%
    
10/31/2028
    
USD
    
219,141
        
99,028
  
(b) (g)
   
 
                                    
 Health Care Equipment - 3.88%
  
 
                                    
        Drive DeVilbiss Healthcare LLC
  
TL 1L 03/21
  
4.00% PIK, SOFR + 5.50%
    
6/1/2025
    
USD
    
20,656,017
        
16,722,802
  
(d)
        Drive DeVilbiss Healthcare LLC
  
TL 1L 09/22
  
9.00% PIK, SOFR + 1.00%
    
6/1/2025
    
USD
    
2,894,811
        
2,894,811
  
(b) (d)
        Orchid Orthopedic Solutions LLC
  
TL 1L 02/19
  
SOFR + 4.50%
    
3/5/2026
    
USD
    
6,821,935
        
6,020,358
    
        PartsSource Inc
  
Revolver 1L 10/21
  
SOFR + 5.75%
    
8/21/2026
    
USD
    
87,104
        
27,099
  
(a) (b) (g)
        PartsSource Inc
  
TL 1L 10/21
  
SOFR + 5.75%
    
8/23/2028
    
USD
    
1,308,904
        
1,308,904
  
(a) (b)
        PartsSource Inc
  
TL 1L DD 08/21
  
SOFR + 5.75%
    
8/23/2028
    
USD
    
464,562
        
96,397
  
(a) (b) (g)
   
 
                                    
 Health Care Facilities - 1.70%
  
 
                                    
        Lakefield Veterinary Group
  
TL 1L 11/21
  
SOFR + 5.50%
    
11/23/2028
    
USD
    
2,177,297
        
2,175,556
  
(b)
        Lakefield Veterinary Group
  
TL 1L DD 11/21
  
SOFR + 5.50%
    
11/23/2028
    
USD
    
764,923
        
764,311
  
(b)
        ScionHealth
  
TL 1L B 12/21
  
SOFR + 5.25%
    
12/23/2028
    
USD
    
2,409,114
        
923,486
    
        VetCor Professional Practices LLC
  
Revolver 1L 08/22
  
SOFR + 5.75%
    
8/31/2029
    
USD
    
573,499
        
-
  
(b) (g)
        VetCor Professional Practices LLC
  
TL 1L B 08/22
  
SOFR + 5.75%
    
8/31/2029
    
USD
    
7,926,501
        
7,976,438
  
(b)
   
 
                                    
 Health Care Services - 1.57%
  
 
                                    
        Affordable Care Inc
  
Revolver 1L 08/21
  
SOFR + 5.50%
    
8/2/2027
    
USD
    
177,081
        
26,562
  
(a) (b) (g)
        Affordable Care Inc
  
TL 1L 08/21 PIK
  
SOFR + 5.50%
    
8/2/2028
    
USD
    
1,579,754
        
1,579,754
  
(a) (b)
        Affordable Care Inc
  
TL 1L DD 08/21
  
SOFR + 5.50%
    
8/2/2028
    
USD
    
284,039
        
284,039
  
(a) (b)
        Affordable Care Inc
  
TL 1L DD 08/23
  
SOFR + 5.50%
    
8/2/2028
    
USD
    
313,354
        
117,758
  
(a) (b) (g)
        American Vision Partners
  
Revolver 1L 09/21
  
SOFR + 6.00%
    
9/30/2026
    
USD
    
158,140
        
83,751
  
(a) (b) (g)
        American Vision Partners
  
TL 1L 09/21
  
SOFR + 6.00%
    
9/30/2027
    
USD
    
1,885,881
        
1,828,550
  
(a) (b)
        American Vision Partners
  
TL 1L DD 09/21
  
SOFR + 6.00%
    
9/30/2027
    
USD
    
778,830
        
755,153
  
(a) (b)
        Amerivet Partners Management Inc
  
Revolver 1L 02/22
  
SOFR + 5.50%
    
2/25/2028
    
USD
    
197,240
        
-
  
(a) (b) (g)
        Amerivet Partners Management Inc
  
TL 1L 02/22
  
SOFR + 5.50%
    
2/25/2028
    
USD
    
1,918,884
        
1,918,884
  
(a) (b)
        Amerivet Partners Management Inc
  
TL 1L DD 02/22
  
SOFR + 5.50%
    
2/25/2028
    
USD
    
70,117
        
70,117
  
(a) (b)
        Amerivet Partners Management Inc
  
TL 1L DD 11/22
  
SOFR + 5.50%
    
2/25/2028
    
USD
    
533,917
        
533,917
  
(a) (b)
        CHG Healthcare Services Inc
  
TL 1L 09/21
  
SOFR + 3.25%
    
9/29/2028
    
USD
    
1,498,701
        
1,495,786
    
        Novotech Pty Ltd
  
TL 1L B1 07/23
  
SOFR + 5.25%
    
1/13/2028
    
USD
    
1,088,942
        
1,088,942
  
(a) (b)
        Novotech Pty Ltd
  
TL 1L B2 01/22
  
SOFR + 5.25%
    
1/13/2028
    
USD
    
1,144,851
        
1,144,851
  
(a) (b)
        Novotech Pty Ltd
  
TL 1L DD 01/22
  
SOFR + 5.25%
    
1/13/2028
    
USD
    
266,244
        
-
  
(a) (b) (g)
   
 
                                    
 Health Care Technology - 0.33%
  
 
                                    
        athenahealth Inc
  
TL 1L 01/22
  
SOFR + 3.25%
    
2/15/2029
    
USD
    
329,864
        
325,946
    
        GoodRx Inc
  
TL 1L 10/18
  
SOFR + 2.75%
    
10/10/2025
    
USD
    
1,948,004
        
1,948,238
    
   
 
                                    
 Hotels, Resorts & Cruise Lines - 0.53%
  
 
                                    
        Highgate Hotels Inc
  
Revolver 1L 11/23
  
SOFR + 5.50%
    
11/5/2029
    
USD
    
13,310
        
(80)
  
(a) (b) (g)
        Highgate Hotels Inc
  
TL 1L 11/23
  
SOFR + 5.50%
    
11/5/2029
    
USD
    
106,500
        
105,861
  
(a) (b)
        Hilton Grand Vacations Inc
  
TL 1L B 01/24
  
SOFR + 2.75%
    
1/17/2031
    
USD
    
732,110
        
731,744
    
        Playa Resorts Holding BV
  
TL 1L B 11/22
  
SOFR + 4.25%
    
1/5/2029
    
USD
    
1,951,191
        
1,953,513
    
        Travel + Leisure Co
  
TL 1L 12/23
  
SOFR + 3.25%
    
12/14/2029
    
USD
    
879,474
        
881,673
    
   
 
                                    
 Human Resource & Employment Services - 2.29%
  
 
                                    
        Insight Global LLC
  
Revolver 1L 09/21
  
SOFR + 6.00%
    
9/22/2027
    
USD
    
427,591
        
42,759
  
(a) (b) (g)
        Insight Global LLC
  
TL 1L 02/22
  
SOFR + 6.00%
    
9/22/2028
    
USD
    
1,032,379
        
1,032,379
  
(a) (b)
        Insight Global LLC
  
TL 1L 09/21
  
SOFR + 6.00%
    
9/22/2028
    
USD
    
5,333,223
        
5,333,223
  
(a) (b)
        Oxford Global Resources LLC
  
Revolver 1L 08/21
  
SOFR + 6.00%
    
8/17/2027
    
USD
    
128,823
        
-
  
(a) (b) (g)
        Oxford Global Resources LLC
  
TL 1L 06/22
  
SOFR + 6.00%
    
8/17/2027
    
USD
    
6,544,446
        
6,609,891
  
(a) (b)
        Oxford Global Resources LLC
  
TL 1L 08/21
  
SOFR + 6.00%
    
8/17/2027
    
USD
    
1,460,718
        
1,475,326
  
(a) (b)
        Oxford Global Resources LLC
  
TL 1L DD 08/21
  
SOFR + 6.00%
    
8/17/2027
    
USD
    
256,429
        
124,502
  
(a) (b) (g)
        SIRVA Worldwide Inc
  
TL 1L 07/18
  
SOFR + 5.50%
    
8/4/2025
    
USD
    
1,570,750
        
1,327,283
  
(a)
        SIRVA Worldwide Inc
  
TL 2L 07/18
  
SOFR + 9.50%
    
8/3/2026
    
USD
    
59,000
        
50,832
  
(a)
   
 
                                    
 Industrial Machinery & Supplies & Components - 1.40%
  
 
                                    
        Chart Industries Inc
  
TL 1L B 09/23
  
SOFR + 3.25%
    
3/15/2030
    
USD
    
2,165,350
        
2,171,034
    
        Engineered Machinery Holdings Inc
  
TL 2L 08/21
  
SOFR + 6.00%
    
5/21/2029
    
USD
    
297,640
        
293,175
    
        ProMach Group Inc
  
TL 1L B 08/21
  
SOFR + 3.75%
    
8/31/2028
    
USD
    
901,949
        
904,813
    
        SPX FLOW Inc
  
TL 1L B 03/22
  
SOFR + 4.50%
    
4/5/2029
    
USD
    
3,140,864
        
3,143,895
    
        Time Manufacturing Co
  
Revolver 1L 12/21
  
SOFR + 6.50%
    
12/1/2027
    
USD
    
153,560
        
89,242
  
(a) (b) (g)
        Time Manufacturing Co
  
TL 1L 06/22
  
EURIBOR + 6.50%
    
12/1/2027
    
EUR
    
370,457
        
374,742
  
(a) (b)
        Time Manufacturing Co
  
TL 1L 12/21
  
SOFR + 6.50%
    
12/1/2027
    
USD
    
916,772
        
857,823
  
(a) (b)
        Time Manufacturing Co
  
TL 1L 12/21
  
EURIBOR + 6.50%
    
12/1/2027
    
EUR
    
591,000
        
597,837
  
(a) (b)
        WireCo WorldGroup Inc
  
TL 1L B 12/23
  
SOFR + 3.75%
    
11/13/2028
    
USD
    
1,290,639
        
1,293,866
    
   
 
                                    
 Insurance Brokers - 3.36%
  
 
                                    
        Alera Group Intermediate Holdings Inc
  
TL 1L 09/21
  
SOFR + 6.00%
    
10/2/2028
    
USD
    
648,601
        
648,601
  
(a) (b)
        Alera Group Intermediate Holdings Inc
  
TL 1L DD 09/21
  
SOFR + 6.00%
    
10/2/2028
    
USD
    
184,323
        
184,323
  
(a) (b)
        Alera Group Intermediate Holdings Inc
  
TL 1L DD 12/21
  
SOFR + 6.00%
    
10/2/2028
    
USD
    
533,078
        
533,078
  
(a) (b)
        CFC Underwriting Ltd
  
TL 1L B 05/22
  
SOFR + 5.00%
    
5/16/2029
    
USD
    
5,343,384
        
5,396,818
  
(a) (b)
        CFC Underwriting Ltd
  
TL 1L DD 05/22
  
SONIA + 5.00%
    
5/16/2029
    
GBP
    
630,571
        
7,996
  
(a) (b) (g)
        DOXA Insurance Holdings LLC
  
Revolver 1L 12/23
  
SOFR + 5.50%
    
12/20/2029
    
USD
    
10,306
        
(103)
  
(a) (b) (g)
        DOXA Insurance Holdings LLC
  
TL 1L 12/23
  
SOFR + 5.50%
    
12/31/2030
    
USD
    
48,090
        
47,610
  
(a) (b)
        DOXA Insurance Holdings LLC
  
TL 1L DD 12/23
  
SOFR + 5.50%
    
12/20/2030
    
USD
    
45,693
        
(457)
  
(a) (b) (g)
        Foundation Risk Partners Corp
  
Revolver 1L 10/21
  
SOFR + 6.00%
    
10/29/2027
    
USD
    
141,750
        
-
  
(a) (b) (g)
        Foundation Risk Partners Corp
  
TL 1L 03/22
  
SOFR + 6.00%
    
10/30/2028
    
USD
    
825,426
        
825,426
  
(a) (b)
        Foundation Risk Partners Corp
  
TL 1L 10/21
  
SOFR + 6.00%
    
10/29/2028
    
USD
    
1,318,928
        
1,318,928
  
(a) (b)
        Foundation Risk Partners Corp
  
TL 1L DD 03/22
  
SOFR + 6.00%
    
10/29/2028
    
USD
    
3,334,308
        
2,862,156
  
(a) (b) (g)
        Foundation Risk Partners Corp
  
TL 1L DD 10/21
  
SOFR + 6.00%
    
10/29/2028
    
USD
    
286,854
        
286,854
  
(a) (b)
        Galway Partners Holdings LLC
  
Revolver 1L 09/21
  
SOFR + 5.25%
    
9/30/2027
    
USD
    
205,492
        
(349)
  
(a) (b) (g)
        Galway Partners Holdings LLC
  
TL 1L 09/21
  
SOFR + 5.25%
    
9/29/2028
    
USD
    
2,878,634
        
2,873,739
  
(a) (b)
        Integrity Marketing Group LLC
  
TL 1L DD 08/23
  
SOFR + 6.02%
    
8/27/2026
    
USD
    
2,901,497
        
2,901,497
  
(a) (b)
        Integrity Marketing Group LLC
  
TL 1L DD 08/23
  
SOFR + 6.02%
    
8/27/2026
    
USD
    
5,520,234
        
5,520,234
  
(a) (b)
   
 
                                    
 Integrated Oil & Gas - 0.08%
  
 
                                    
        CEPSA Holdco (Matador Bidco)
  
TL 1L B 10/19
  
SOFR + 4.50%
    
10/15/2026
    
USD
    
547,443
        
550,230
    
   
 
                                    
 IT Consulting & Other Services - 2.93%
  
 
                                    
        3Pillar Global Inc
  
Revolver 1L 11/21
  
SOFR + 6.00%
    
11/23/2026
    
USD
    
186,240
        
45,226
  
(a) (b) (g)
        3Pillar Global Inc
  
TL 1L 11/21
  
SOFR + 5.75%
    
11/23/2027
    
USD
    
1,916,403
        
1,916,403
  
(a) (b)
        3Pillar Global Inc
  
TL 1L DD 11/21
  
SOFR + 5.75%
    
11/23/2027
    
USD
    
616,783
        
616,783
  
(a) (b)
        PSAV Inc (aka Encore)
  
TL 1L B1 12/20
  
0.25% PIK, SOFR + 3.25%
    
3/3/2025
    
USD
    
10,204,459
        
10,083,996
  
(d)
        PSAV Inc (aka Encore)
  
TL 1L B3 12/20
  
10.00% PIK, 5.00%
    
10/15/2026
    
USD
    
692,908
        
711,748
  
(d)
        PSAV Inc (aka Encore)
  
TL 2L 02/18
  
SOFR + 7.25%
    
9/1/2025
    
USD
    
7,628,543
        
7,056,403
    
   
 
                                    
 Leisure Facilities - 2.70%
  
 
                                    
        Aimbridge Acquisition Co Inc
  
TL 1L B 09/20
  
SOFR + 4.75%
    
2/2/2026
    
USD
    
61,512
        
59,282
    
        Aimbridge Acquisition Co Inc
  
TL 1L B 10/19
  
SOFR + 3.75%
    
2/2/2026
    
USD
    
9,426,248
        
9,029,875
    
        ClubCorp Club Operations Inc
  
TL 1L 10/23
  
SOFR + 5.00%
    
9/18/2026
    
USD
    
9,829,545
        
9,726,335
    
   
 
                                    
 Leisure Products - 0.10%
  
 
                                    
        Topgolf Callaway Brands Corp
  
TL 1L B 03/23
  
SOFR + 3.50%
    
3/15/2030
    
USD
    
704,278
        
703,764
    
   
 
                                    
 Life & Health Insurance - 0.40%
  
 
                                    
        Luxembourg Life Fund - Absolute Return Fund II
  
TL 1L 02/22
  
SOFR + 7.50%
    
2/10/2027
    
USD
    
2,823,652
        
2,794,850
  
(b)
   
 
                                    
 Oil & Gas Storage & Transportation - 1.15%
  
 
                                    
        Brazos Midstream Holdings LLC
  
TL 1L B 01/23
  
SOFR + 3.75%
    
2/11/2030
    
USD
    
532,278
        
531,849
    
        NGL Energy Partners LP / NGL Energy Finance Corp
  
TL 1L B 01/24
  
SOFR + 4.50%
    
2/3/2031
    
USD
    
3,130,760
        
3,129,789
    
        Oryx Midstream Services LLC
  
TL 1L B 01/23
  
SOFR + 3.25%
    
10/5/2028
    
USD
    
2,787,063
        
2,786,408
    
        UGI Energy Services LLC
  
TL 1L B 02/23
  
SOFR + 3.25%
    
2/22/2030
    
USD
    
1,544,896
        
1,548,063
    
   
 
                                    
 Other Specialized REITs - 0.46%
  
 
                                    
        Pretium Partners LLC P2
  
TL 1L 12/21
  
11.00%
    
12/16/2029
    
USD
    
3,270,612
        
3,205,200
  
(a) (b)
   
 
                                    
 Packaged Foods & Meats - 0.13%
  
 
                                    
        NovaTaste Austria GmbH
  
TL 1L B 05/23
  
EURIBOR + 7.00%
    
5/30/2030
    
EUR
    
372,095
        
394,622
  
(b)
        NovaTaste Austria GmbH
  
TL 1L DD CAR 05/23
  
EURIBOR + 7.00%
    
5/30/2030
    
EUR
    
116,280
        
(2,388)
  
(b) (g)
        Solina France SASU
  
TL 1L 10/22
  
SOFR + 6.50%
    
7/28/2028
    
USD
    
500,000
        
505,000
  
(b)
   
 
                                    
 Paper & Plastic Packaging Products & Materials - 0.09%
  
 
                                    
        Pretium Packaging LLC
  
TL 1L A 10/23
  
2.50% PIK, SOFR + 2.50%
    
10/2/2028
    
USD
    
50,504
        
50,517
  
(d)
        Pretium Packaging LLC
  
TL 1L A1 10/23
  
2.30% PIK, SOFR + 2.30%
    
10/2/2028
    
USD
    
60,793
        
49,971
  
(d)
        Pretium Packaging LLC
  
TL 2L 09/21
  
SOFR + 6.75%
    
10/1/2029
    
USD
    
810,470
        
522,510
  
(b)
   
 
                                    
 Pharmaceuticals - 0.37%
  
 
                                    
        Arrotex Australia Group Pty Ltd
  
TL 1L B1 06/23
  
BBSY + 6.75%
    
6/30/2028
    
AUD
    
588,281
        
387,309
  
(b)
        Arrotex Australia Group Pty Ltd
  
TL 1L B2 06/23
  
BBSY + 6.75%
    
6/30/2028
    
AUD
    
149,455
        
98,398
  
(b)
        Dechra Pharmaceuticals Ltd
  
TL 1L B1 01/24
  
SOFR + 6.25%
    
1/24/2031
    
USD
    
191,318
        
186,535
  
(a) (b)
        Dechra Pharmaceuticals Ltd
  
TL 1L B2 01/24
  
EURIBOR + 6.25%
    
1/24/2031
    
EUR
    
173,494
        
182,872
  
(a) (b)
        Dechra Pharmaceuticals Ltd
  
TL 1L DD 01/24
  
EURIBOR + 6.25%
    
1/24/2031
    
EUR
    
41,638
        
(1,125)
  
(a) (b) (g)
        Dechra Pharmaceuticals Ltd
  
TL 1L DD 01/24
  
SOFR + 6.25%
    
1/24/2031
    
USD
    
45,916
        
(1,148)
  
(a) (b) (g)
        iNova Pharmaceuticals (Australia) Pty Limited
  
TL 1L B 10/22
  
BBSY + 6.50%
    
10/30/2028
    
AUD
    
1,317,795
        
865,181
  
(b)
        iNova Pharmaceuticals (Australia) Pty Limited
  
TL 1L DD - C 10/22
  
BBSY + 6.50%
    
10/30/2028
    
AUD
    
133,689
        
22,401
  
(b) (g)
        Laboratoires Vivacy SAS
  
TL 1L B 03/23
  
EURIBOR + 6.75%
    
9/30/2030
    
EUR
    
780,884
        
833,478
  
(a) (b)
        Laboratoires Vivacy SAS
  
TL 1L DD 03/23
  
EURIBOR + 6.75%
    
9/30/2030
    
EUR
    
62,974
        
10,232
  
(a) (b) (g)
   
 
                                    
 Property & Casualty Insurance - 0.91%
  
 
                                    
        Alacrity Solutions Group LLC
  
Revolver 1L 12/21
  
SOFR + 5.25%
    
12/22/2027
    
USD
    
505,280
        
194,533
  
(b) (g)
        Alacrity Solutions Group LLC
  
TL 1L 12/21
  
SOFR + 5.25%
    
12/22/2028
    
USD
    
5,498,538
        
5,498,538
  
(b)
        Alacrity Solutions Group LLC
  
TL 1L DD 06/22
  
SOFR + 5.25%
    
12/22/2028
    
USD
    
2,466,179
        
670,905
  
(b) (g)
   
 
                                    
 Publishing - 0.16%
  
 
                                    
        Emerald Expositions Holding Inc
  
TL 1L B 05/17
  
SOFR + 5.00%
    
5/22/2026
    
USD
    
1,125,003
        
1,131,893
    
   
 
                                    
 Real Estate Operating Companies - 0.41%
  
 
                                    
        Opendoor Labs Inc
  
TL 2L DD 10/21
  
10.00%
    
4/1/2026
    
USD
    
2,931,835
        
2,822,771
  
(a) (b)
   
 
                                    
 Real Estate Services - 0.30%
  
 
                                    
        SitusAMC Holdings Corp
  
TL 1L 12/21
  
SOFR + 5.50%
    
12/22/2027
    
USD
    
2,078,245
        
2,078,245
  
(a) (b)
   
 
                                    
 Research & Consulting Services - 2.08%
  
 
                                    
        BDO USA PA
  
TL 1L 08/23
  
SOFR + 6.00%
    
8/31/2028
    
USD
    
146,534
        
146,988
  
(a) (b)
        Element Materials Technology Group US Holdings Inc
  
TL 1L B 03/22
  
EURIBOR + 4.25%
    
7/6/2029
    
EUR
    
51,387
        
55,397
    
        Element Materials Technology Group US Holdings Inc
  
TL 1L B 04/22
  
SOFR + 4.25%
    
7/6/2029
    
USD
    
142,273
        
141,597
    
        Element Materials Technology Group US Holdings Inc
  
TL 1L DD - B 04/22
  
SOFR + 4.25%
    
7/6/2029
    
USD
    
65,664
        
65,352
    
        Element Materials Technology Group US Holdings Inc
  
TL 2L 07/22
  
SONIA + 7.25%
    
6/24/2030
    
GBP
    
1,336,815
        
1,669,747
  
(b)
        Element Materials Technology Group US Holdings Inc
  
TL 2L DD 06/22
  
SONIA + 7.25%
    
6/24/2030
    
GBP
    
413,113
        
515,999
  
(b)
        Element Materials Technology Group US Holdings Inc
  
TL Unsec DD 07/22
  
8.50% PIK
    
7/9/2031
    
USD
    
6,460,475
        
6,176,214
  
(b) (d)
        HKA
  
TL 1L B 08/22
  
SOFR + 5.75%
    
8/9/2029
    
USD
    
4,176,369
        
4,040,637
  
(b)
        HKA
  
TL 1L DD (CAR) 08/22
  
SOFR + 5.75%
    
8/9/2029
    
USD
    
1,318,854
        
1,275,991
  
(b)
        KBR Inc
  
TL 1L 01/24
  
SOFR + 2.25%
    
1/17/2031
    
USD
    
415,360
        
415,013
    
   
 
                                    
 Specialized Consumer Services - 0.33%
  
 
                                    
        Circana Group (f.k.a. NPD Group)
  
Revolver 1L 08/22
  
SOFR + 5.75%
    
12/1/2027
    
USD
    
51,095
        
28,409
  
(a) (b) (g)
        Circana Group (f.k.a. NPD Group)
  
TL 1L 08/22
  
2.75% PIK, SOFR + 3.50%
    
12/1/2028
    
USD
    
978,687
        
988,474
  
(a) (b) (d)
        SavATree LLC
  
Revolver 1L 10/21
  
SOFR + 5.25%
    
10/12/2028
    
USD
    
128,932
        
-
  
(a) (b) (g)
        SavATree LLC
  
TL 1L 10/21
  
SOFR + 5.25%
    
10/12/2028
    
USD
    
987,654
        
987,654
  
(a) (b)
        Spotless Brands LLC
  
TL 1L 02/23
  
SOFR + 6.50%
    
7/25/2028
    
USD
    
154,845
        
157,168
  
(a) (b)
        Spotless Brands LLC
  
TL 1L DD 02/23
  
SOFR + 6.75%
    
7/25/2028
    
USD
    
234,626
        
125,525
  
(a) (b) (g)
   
 
                                    
 Specialized Finance - 0.02%
  
 
                                    
        BHG FUNDING 05 LLC
  
TL 1L DD 11/22
  
Variable
    
11/8/2027
    
USD
    
110,157
        
109,683
  
(b) (h)
   
 
                                    
 Specialty Chemicals - 3.78%
  
 
                                    
        Aruba Investments Inc
  
TL 2L 10/20
  
SOFR + 7.75%
    
11/24/2028
    
USD
    
465,220
        
441,610
    
        Champion/DSM engg
  
TL 1L B1 03/23
  
EURIBOR + 5.50%
    
3/29/2030
    
EUR
    
1,839,940
        
1,882,706
    
        Champion/DSM engg
  
TL 1L B1 03/23
  
SOFR + 5.50%
    
3/29/2030
    
USD
    
8,172,189
        
7,669,599
    
        Flint Group GmbH
  
TL 1L 08/23
  
EURIBOR + 8.00%
    
6/30/2026
    
EUR
    
427,556
        
468,772
    
        Flint Group GmbH
  
TL 1L 09/23 PIK
  
6.90% PIK, SOFR + 0.36%
    
12/30/2027
    
USD
    
350,020
        
259,015
  
(d)
        Flint Group GmbH
  
TL 1L 09/23 PIK
  
6.90% PIK, EURIBOR + 0.10%
    
12/30/2027
    
EUR
    
1,201,519
        
956,884
  
(d)
        Flint Group GmbH
  
TL 1L B 09/23
  
0.75% PIK, SOFR + 4.51%
    
12/31/2026
    
USD
    
696,804
        
634,092
  
(d)
        Flint Group GmbH
  
TL 1L B 09/23
  
0.75% PIK, EURIBOR + 4.25%
    
12/31/2026
    
EUR
    
2,413,183
        
2,395,782
  
(d)
        Flint Group GmbH
  
TL 2L 09/23 PIK
  
6.90% PIK, SOFR + 0.36%
    
12/30/2027
    
USD
    
466,769
        
55,235
  
(d)
        Flint Group GmbH
  
TL 2L 09/23 PIK
  
6.90% PIK, EURIBOR + 0.10%
    
12/30/2027
    
EUR
    
1,602,291
        
201,369
  
(d)
        Vantage Specialty Chemicals Inc
  
TL 1L B 02/23
  
SOFR + 4.75%
    
10/26/2026
    
USD
    
11,702,849
        
11,357,615
    
   
 
                                    
 Systems Software - 0.32%
  
 
                                    
        Aareon AG
  
TL 1L 08/23
  
EURIBOR + 6.25%
    
8/19/2030
    
EUR
    
296,880
        
314,340
  
(a) (b)
        Aareon AG
  
TL 1L DD CAR 08/23
  
EURIBOR + 6.25%
    
8/19/2030
    
EUR
    
74,220
        
78,585
  
(a) (b)
        Civica Group Ltd
  
TL 1L 08/23
  
BBSW + 6.25%
    
8/30/2030
    
AUD
    
12,272
        
7,974
  
(a) (b)
        Civica Group Ltd
  
TL 1L 08/23
  
SONIA + 6.25%
    
8/30/2030
    
GBP
    
221,717
        
278,341
  
(a) (b)
        Civica Group Ltd
  
TL 1L DD 08/23
  
SONIA + 6.25%
    
8/30/2030
    
GBP
    
94,171
        
(1,194)
  
(a) (b) (g)
        SolarWinds Holdings Inc
  
TL 1L B 01/24
  
SOFR + 3.25%
    
2/5/2027
    
USD
    
1,532,400
        
1,535,917
    
   
 
                                    
 Trading Companies & Distributors - 0.25%
  
 
                                    
        Radwell International LLC/PA
  
Revolver 1L 04/22
  
SOFR + 6.75%
    
4/1/2028
    
USD
    
68,154
        
9,087
  
(a) (b) (g)
        Radwell International LLC/PA
  
TL 1L 04/22
  
SOFR + 6.53%
    
4/1/2029
    
USD
    
24,054
        
24,054
  
(a) (b)
        Radwell International LLC/PA
  
TL 1L 12/22
  
SOFR + 6.75%
    
4/1/2029
    
USD
    
899,639
        
917,632
  
(a) (b)
        Univar Inc
  
TL 1L B 06/23
  
SOFR + 4.50%
    
8/1/2030
    
USD
    
792,794
        
794,887
    
TOTAL LEVERAGED LOANS (Amortized cost $419,815,858)
  
 
                             $
     411,360,738
    
   
 
                                    
High Yield Securities - 53.89%
  
 
                                    
   
 
                                    
 Advertising - 0.09%
  
 
                                    
        Outfront Media Capital LLC / Outfront Media Capital Corp
  
5.000% 08/2027
        
8/15/2027
    
USD
    
648,000
       $
             620,866
  
(f)
   
 
                                    
 Aerospace & Defense - 0.76%
  
 
                                    
        Aviation Capital Group LLC
  
5.500% 12/2024
        
12/15/2024
    
USD
    
485,000
        
483,463
  
(f)
        Rolls-Royce PLC
  
4.625% 02/2026
        
2/16/2026
    
EUR
    
491,000
        
536,262
  
(f)
        Ultra Electronics Holdings Ltd
  
7.25% 01/2030
        
1/31/2030
    
USD
    
2,162,000
        
2,117,030
  
(a) (b)
        Ultra Electronics Holdings Ltd
  
9.0% PIK 01/2031
        
1/31/2031
    
USD
    
2,272,448
        
2,173,597
  
(a) (b) (d)
   
 
                                    
 Alternative Carriers - 0.55%
  
 
                                    
        Level 3 Financing Inc
  
3.750% 07/2029
        
7/15/2029
    
USD
    
48,000
        
25,440
  
(f)
        Zayo Group LLC
  
4.000% 03/2027
        
3/1/2027
    
USD
    
5,034,000
        
3,833,732
  
(f)
   
 
                                    
 Apparel, Accessories & Luxury Goods - 0.13%
  
 
                                    
        Hanesbrands Inc
  
4.875% 05/2026
        
5/15/2026
    
USD
    
952,000
        
919,106
  
(f)
   
 
                                    
 Application Software - 1.16%
  
 
                                    
        Cision Ltd
  
9.500% 02/2028
        
2/15/2028
    
USD
    
10,042,000
        
4,994,037
  
(a) (f)
        Cvent Holding Corp
  
8.000% 06/2030
        
6/15/2030
    
USD
    
1,411,000
        
1,465,235
  
(f)
        TeamSystem SpA
  
3.500% 02/2028
        
2/15/2028
    
EUR
    
1,059,000
        
1,079,842
  
(f)
        TeamSystem SpA
  
6.250% 02/2028
        
2/15/2028
    
EUR
    
496,000
        
536,216
  
(b) (f)
   
 
                                    
 Automobile Manufacturers - 0.14%
  
 
                                    
        JB Poindexter & Co Inc
  
8.750% 12/2031
        
12/15/2031
    
USD
    
977,000
        
1,001,425
  
(f)
   
 
                                    
 Automotive Parts & Equipment - 2.12%
  
 
                                    
        Forvia SE
  
2.625% 06/2025
        
6/15/2025
    
EUR
    
951,000
        
1,007,641
  
(f)
        IHO Verwaltungs GmbH
  
3.750% 09/2026
        
9/15/2026
    
EUR
    
1,000,776
        
1,064,369
  
(d) (f)
        Patrick Industries Inc
  
1.750% 12/2028
        
12/1/2028
    
USD
    
603,000
        
686,274
    
        Power Solutions
  
4.375% 05/2026
        
5/15/2026
    
EUR
    
950,000
        
1,020,104
  
(f)
        Truck Hero Inc
  
6.250% 02/2029
        
2/1/2029
    
USD
    
6,000,000
        
5,210,460
  
(f)
        Wheel Pros Inc
  
6.500% 05/2028
        
5/11/2028
    
USD
    
10,121,000
        
4,875,286
  
(b) (f)
        ZF Finance GmbH
  
3.000% 09/2025
        
9/21/2025
    
EUR
    
900,000
        
953,377
  
(f)
   
 
                                    
 Automotive Retail - 1.32%
  
 
                                    
        Mavis Discount Tire Inc
  
6.500% 05/2029
        
5/15/2029
    
USD
    
9,975,000
        
9,177,653
  
(f)
   
 
                                    
 Biotechnology - 0.22%
  
 
                                    
        Grifols SA
  
1.625% 02/2025
        
2/15/2025
    
EUR
    
532,000
        
559,920
  
(f)
        Grifols SA
  
3.200% 05/2025
        
5/1/2025
    
EUR
    
949,000
        
980,322
  
(f)
   
 
                                    
 Broadline Retail - 0.00%
  
 
                                    
        JC Penney Corp Inc
  
8.625% 03/2025
        
3/15/2025
    
USD
    
97,819
        
-
  
(b) (e) (f)
   
 
                                    
 Building Products - 9.59%
  
 
                                    
        Acproducts Inc (aka Cabinetworks)
  
6.375% 05/2029
        
5/15/2029
    
USD
    
17,269,000
        
12,888,977
  
(f)
        Cornerstone (Ply Gem Holdings Inc)
  
6.125% 01/2029
        
1/15/2029
    
USD
    
12,792,000
        
11,392,044
  
(f)
        LBM Borrower LLC
  
6.250% 01/2029
        
1/15/2029
    
USD
    
3,055,000
        
2,776,231
  
(f)
        Oldcastle Buildingenvelope Inc
  
9.500% 04/2030
        
4/15/2030
    
USD
    
14,457,000
        
14,013,050
  
(f)
        PrimeSource Building Products Inc
  
5.625% 02/2029
        
2/1/2029
    
USD
    
7,169,000
        
5,857,124
  
(f)
        PrimeSource Building Products Inc
  
6.750% 08/2029
        
8/1/2029
    
USD
    
4,981,000
        
4,227,822
  
(f)
        Specialty Building Products Holdings LLC
  
6.375% 09/2026
        
9/30/2026
    
USD
    
537,000
        
528,414
  
(f)
        SRS Distribution Inc
  
6.000% 12/2029
        
12/1/2029
    
USD
    
8,573,000
        
8,023,599
  
(f)
        SRS Distribution Inc
  
6.125% 07/2029
        
7/1/2029
    
USD
    
7,529,000
        
7,131,845
  
(f)
   
 
                                    
 Cable & Satellite - 2.06%
  
 
                                    
        Astound Broadband (RCN/Radiate)
  
6.500% 09/2028
        
9/15/2028
    
USD
    
6,272,000
        
2,706,211
  
(f)
        Block Communications Inc
  
4.875% 03/2028
        
3/1/2028
    
USD
    
6,358,000
        
5,717,400
  
(f)
        Cable One Inc
  
0.000% 03/2026
        
3/15/2026
    
USD
    
487,000
        
418,576
  
(c)
        Cablevision Lightpath LLC
  
5.625% 09/2028
        
9/15/2028
    
USD
    
811,000
        
686,033
  
(f)
        CSC Holdings LLC (Altice USA)
  
11.750% 01/2029
        
1/31/2029
    
USD
    
706,000
        
717,547
  
(f)
        CSC Holdings LLC (Altice USA)
  
5.000% 11/2031
        
11/15/2031
    
USD
    
2,754,000
        
1,388,064
  
(f)
        CSC Holdings LLC (Altice USA)
  
5.750% 01/2030
        
1/15/2030
    
USD
    
5,101,000
        
2,705,366
  
(f)
   
 
                                    
 Casinos & Gaming - 0.39%
  
 
                                    
        Allwyn International AS
  
3.875% 02/2027
        
2/15/2027
    
EUR
    
948,000
        
994,396
  
(f)
        Cirsa Funding Luxembourg SA
  
5.000% 03/2027
        
3/15/2027
    
EUR
    
997,000
        
1,047,033
  
(f)
        Scientific Games International Inc
  
7.500% 09/2031
        
9/1/2031
    
USD
    
677,000
        
704,880
  
(f)
   
 
                                    
 Commercial Printing - 0.87%
  
 
                                    
        Multi-Color Corp
  
10.500% 07/2027
        
7/15/2027
    
USD
    
4,432,000
        
4,244,382
  
(f)
        Multi-Color Corp
  
8.250% 11/2029
        
11/1/2029
    
USD
    
515,000
        
421,978
  
(f)
        Multi-Color Corp
  
9.500% 11/2028
        
11/1/2028
    
USD
    
1,388,000
        
1,386,137
  
(f)
   
 
                                    
 Commodity Chemicals - 0.32%
  
 
                                    
        Ineos Quattro Holdings Ltd
  
2.500% 01/2026
        
1/15/2026
    
EUR
    
998,000
        
1,044,102
  
(f)
        SI Group Inc
  
6.750% 05/2026
        
5/15/2026
    
USD
    
4,943,000
        
1,167,240
  
(f)
   
 
                                    
 Construction & Engineering - 3.07%
  
 
                                    
        Brand Energy & Infrastructure Services Inc
  
10.375% 06/2029
        
8/1/2030
    
USD
    
7,619,000
        
8,057,092
  
(f)
        Maxim Crane Works LP / Maxim Finance Corp
  
11.500% 09/2028
        
9/1/2028
    
USD
    
11,767,000
        
12,311,224
  
(f)
        thyssenkrupp Elevator AG
  
4.375% 07/2027
        
7/15/2027
    
EUR
    
1,003,000
        
1,058,843
  
(f)
   
 
                                    
 Consumer Electronics - 0.10%
  
 
                                    
        Energizer Holdings Inc
  
6.500% 12/2027
        
12/31/2027
    
USD
    
670,000
        
667,638
  
(f)
   
 
                                    
 Consumer Finance - 0.07%
  
 
                                    
        Navient Corp
  
5.875% 10/2024
        
10/25/2024
    
USD
    
489,000
        
489,023
    
   
 
                                    
 Diversified Chemicals - 0.25%
  
 
                                    
        Chemours Co/The
  
4.000% 05/2026
        
5/15/2026
    
EUR
    
984,000
        
1,040,377
    
        Chemours Co/The
  
5.375% 05/2027
        
5/15/2027
    
USD
    
745,000
        
725,547
    
   
 
                                    
 Diversified Support Services - 0.18%
  
 
                                    
        Allied Universal Holdco LLC
  
6.625% 07/2026
        
7/15/2026
    
USD
    
364,000
        
359,004
  
(f)
        Techem Energy Services GmbH/Germany
  
6.000% 07/2026
        
7/30/2026
    
EUR
    
825,567
        
893,412
  
(f)
   
 
                                    
 Electric Utilities - 0.14%
  
 
                                    
        Electricite de France SA
  
4% Perpetual SUN REGS
              
EUR
    
900,000
        
965,822
  
(f)
   
 
                                    
 Electronic Components - 1.29%
  
 
                                    
        CommScope Inc
  
6.000% 03/2026
        
3/1/2026
    
USD
    
2,364,000
        
2,050,687
  
(f)
        CommScope Inc
  
6.000% 06/2025
        
6/15/2025
    
USD
    
8,744,000
        
6,959,175
  
(f)
   
 
                                    
 Food Retail - 0.15%
  
 
                                    
        Burger King France SAS
  
7.750% 11/2027
        
11/1/2027
    
EUR
    
965,000
        
1,053,660
  
(d) (f)
   
 
                                    
 Health Care Facilities - 0.01%
  
 
                                    
        AHP Health Partners Inc
  
5.750% 07/2029
        
7/15/2029
    
USD
    
109,000
        
97,792
  
(f)
   
 
                                    
 Health Care Technology - 0.03%
  
 
                                    
        athenahealth Inc
  
6.500% 02/2030
        
2/15/2030
    
USD
    
260,000
        
232,523
  
(f)
   
 
                                    
 Hotels, Resorts & Cruise Lines - 6.98%
  
 
                                    
        Marriott Ownership Resorts Inc
  
0.000% 01/2026
        
1/15/2026
    
USD
    
7,515,000
        
6,683,841
  
(c)
        NCL Corp Ltd
  
1.125% 02/2027
        
2/15/2027
    
USD
    
11,602,000
        
10,347,824
    
        NCL Corp Ltd
  
3.625% 12/2024
        
12/15/2024
    
USD
    
14,811,000
        
14,525,108
  
(f)
        Viking Cruises Ltd
  
6.250% 05/2025
        
5/15/2025
    
USD
    
490,000
        
487,474
  
(f)
        Viking Cruises Ltd
  
7.000% 02/2029
        
2/15/2029
    
USD
    
5,473,000
        
5,468,731
  
(f)
        Viking Cruises Ltd
  
9.125% 07/2031
        
7/15/2031
    
USD
    
10,424,000
        
11,160,247
  
(f)
   
 
                                    
 Industrial Conglomerates - 0.44%
  
 
                                    
        Unifrax I LLC / Unifrax Holding Co
  
5.250% 09/2028
        
9/30/2028
    
USD
    
3,573,000
        
2,377,188
  
(f)
        Unifrax I LLC / Unifrax Holding Co
  
7.500% 09/2029
        
9/30/2029
    
USD
    
1,509,000
        
709,204
  
(f)
   
 
                                    
 Industrial Machinery & Supplies & Components - 1.99%
  
 
                                    
        Renk AG/Frankfurt am Main
  
5.750% 07/2025
        
7/15/2025
    
EUR
    
929,000
        
1,005,378
  
(f)
        SPX FLOW Inc
  
8.750% 04/2030
        
4/1/2030
    
USD
    
13,032,000
        
12,845,393
  
(f)
   
 
                                    
 Insurance Brokers - 2.47%
  
 
                                    
        Alliant Holdings I Inc
  
6.750% 10/2027
        
10/15/2027
    
USD
    
1,390,000
        
1,358,225
  
(f)
        National Financial Partners Corp
  
6.875% 08/2028
        
8/15/2028
    
USD
    
15,791,000
        
15,892,694
  
(f)
   
 
                                    
 Leisure Facilities - 2.49%
  
 
                                    
        Cedar Fair LP
  
5.375% 04/2027
        
4/15/2027
    
USD
    
513,000
        
508,292
    
        Merlin Entertainments PLC
  
4.500% 11/2027
        
11/15/2027
    
EUR
    
7,572,000
        
7,783,312
  
(f)
        Merlin Entertainments PLC
  
6.625% 11/2027
        
11/15/2027
    
USD
    
7,389,000
        
7,066,700
  
(f)
        Merlin Entertainments PLC
  
7.375% 02/2031
        
2/15/2031
    
USD
    
694,000
        
695,377
  
(f)
        Six Flags Entertainment Corp
  
7.250% 05/2031
        
5/15/2031
    
USD
    
1,313,000
        
1,340,107
  
(f)
   
 
                                    
 Metal, Glass & Plastic Containers - 0.15%
  
 
                                    
        Trivium Packaging Finance BV
  
3.750% 08/2026
        
8/15/2026
    
EUR
    
992,000
        
1,044,685
  
(f)
   
 
                                    
 Oil & Gas Equipment & Services - 0.14%
  
 
                                    
        Archrock Partners LP / Archrock Partners Finance Corp
  
6.875% 04/2027
        
4/1/2027
    
USD
    
488,000
        
489,618
  
(f)
        Solaris Midstream Holdings LLC
  
7.625% 04/2026
        
4/1/2026
    
USD
    
498,000
        
499,262
  
(f)
   
 
                                    
 Oil & Gas Exploration & Production - 0.37%
  
 
                                    
        Matador Resources Co
  
5.875% 09/2026
        
9/15/2026
    
USD
    
471,000
        
467,136
    
        Sitio Royalties Corp
  
7.875% 11/2028
        
11/1/2028
    
USD
    
2,047,000
        
2,100,734
  
(f)
   
 
                                    
 Oil & Gas Storage & Transportation - 4.25%
  
 
                                    
        Genesis Energy
  
6.250% 05/2026
        
5/15/2026
    
USD
    
1,649,000
        
1,642,695
    
        Genesis Energy
  
8.000% 01/2027
        
1/15/2027
    
USD
    
436,000
        
441,425
    
        Genesis Energy
  
8.250% 01/2029
        
1/15/2029
    
USD
    
878,000
        
903,326
    
        Genesis Energy
  
8.875% 04/2030
        
4/15/2030
    
USD
    
1,739,000
        
1,820,606
    
        Global Partners LP / GLP Finance Corp
  
7.000% 08/2027
        
8/1/2027
    
USD
    
497,000
        
500,231
    
        NGL Energy Partners LP / NGL Energy Finance Corp
  
7.500% 02/2026
        
2/1/2026
    
USD
    
16,254,000
        
16,553,564
  
(f)
        NGL Energy Partners LP / NGL Energy Finance Corp
  
8.125% 02/2029
        
2/15/2029
    
USD
    
2,984,000
        
3,001,213
  
(f)
        NGL Energy Partners LP / NGL Energy Finance Corp
  
8.375% 02/2032
        
2/15/2032
    
USD
    
4,017,000
        
4,049,211
  
(f)
        Rockies Express Pipeline LLC
  
3.600% 05/2025
        
5/15/2025
    
USD
    
364,000
        
353,503
  
(f)
        Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
  
6.000% 03/2027
        
3/1/2027
    
USD
    
365,000
        
359,384
  
(f)
   
 
                                    
 Other Specialty Retail - 1.69%
  
 
                                    
        Alain Afflelou SA
  
4.250% 05/2026
        
5/19/2026
    
EUR
    
970,000
        
1,041,885
  
(f)
        Douglas Holding AG
  
6.000% 04/2026
        
4/8/2026
    
EUR
    
3,615,000
        
3,886,539
  
(f)
        Douglas Holding AG
  
8.250% 10/2026
        
10/1/2026
    
EUR
    
6,383,728
        
6,866,338
  
(f)
   
 
                                    
 Passenger Airlines - 2.95%
  
 
                                    
        Air France-KLM
  
3.875% 07/2026
        
7/1/2026
    
EUR
    
1,000,000
        
1,075,974
  
(f)
        American Airlines Group Inc
  
3.750% 03/2025
        
3/1/2025
    
USD
    
11,901,000
        
11,607,189
  
(f)
        JetBlue Airways Corp
  
0.500% 04/2026
        
4/1/2026
    
USD
    
9,721,000
        
7,898,570
    
   
 
                                    
 Pharmaceuticals - 0.15%
  
 
                                    
        Nidda Healthcare Holding AG
  
7.500% 08/2026
        
8/21/2026
    
EUR
    
909,000
        
1,021,205
  
(f)
   
 
                                    
 Real Estate Services - 1.38%
  
 
                                    
        Anywhere Real Estate Group LLC
  
0.250% 06/2026
        
6/15/2026
    
USD
    
4,790,000
        
3,802,302
    
        Redfin Corp
  
0.000% 10/2025
        
10/15/2025
    
USD
    
6,764,000
        
5,820,987
  
(c)
   
 
                                    
 Restaurants - 1.89%
  
 
                                    
        Golden Nugget Inc.
  
6.750% 07/2030
        
1/15/2030
    
USD
    
14,661,000
        
13,197,422
  
(f)
   
 
                                    
 Security & Alarm Services - 0.18%
  
 
                                    
        Verisure Holding AB
  
3.250% 02/2027
        
2/15/2027
    
EUR
    
1,174,000
        
1,223,086
  
(f)
   
 
                                    
 Trading Companies & Distributors - 1.35%
  
 
                                    
        AerCap Holdings
  
6.500% 06/2045
        
6/15/2045
    
USD
    
4,959,000
        
4,932,084
  
(f)
        Neon Holdings Inc (GPD Cos Inc)
  
10.125% 04/2026
        
4/1/2026
    
USD
    
906,000
        
846,729
  
(f)
        White Cap Construction Supply Inc
  
8.250% 03/2026
        
3/15/2026
    
USD
    
3,647,000
        
3,646,216
  
(f)
TOTAL HIGH YIELD SECURITIES (Amortized cost $403,770,691)
  
 
                             $
     375,820,141
    
   
 
                                    
Asset Backed Securities - 8.30%
  
 
                                    
   
 
                                    
 Diversified Real Estate Activities - 0.01%
  
 
                                    
        SG Residential Mortgage Trust 2022-2
  
SGR 2022-2 B1
  
5.30%
    
8/25/2062
    
USD
    
57,502
       $
                  51,972
  
(f)
   
 
                                    
 Industrial Machinery & Supplies & Components - 0.01%
  
 
                                    
        Husky Injection Molding Systems Ltd
  
9.000% 02/2029
  
9.00%
    
2/15/2029
    
USD
    
89,000
        
89,556
  
(f)
   
 
                                    
 Insurance Brokers - 0.10%
  
 
                                    
        Acrisure LLC / Acrisure Finance Inc
  
8.250% 02/2029
  
8.25%
    
2/1/2029
    
USD
    
715,000
        
717,430
  
(f)
   
 
                                    
 Oil & Gas Storage & Transportation - 0.32%
  
 
                                    
        Global Partners LP / GLP Finance Corp
  
8.250% 01/2032
  
8.25%
    
1/15/2032
    
USD
    
494,000
        
507,097
  
(f)
        Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
  
7.375% 02/2029
  
7.38%
    
2/15/2029
    
USD
    
1,690,000
        
1,687,158
  
(f)
   
 
                                    
 Specialized Finance - 7.86%
  
 
                                    
        AB BSL CLO 4 Ltd
  
ABBSL 2023-4A E
  
SOFR + 8.16%
    
4/20/2036
    
USD
    
1,685,504
        
1,736,382
  
(b) (f)
        Adagio X Eur Clo DAC
  
ADAGI X-A DR
  
EURIBOR + 5.50%
    
10/20/2037
    
EUR
    
509,000
        
556,837
  
(b) (f)
        AGL CLO 7 Ltd
  
AGL 2020-7A ER
  
SOFR + 6.35%
    
7/15/2034
    
USD
    
1,187,688
        
1,201,331
  
(b) (f)
        Aimco CDO
  
AIMCO 2021-16A E
  
SOFR + 6.20%
    
1/17/2035
    
USD
    
1,075,210
        
1,081,030
  
(b) (f)
        ALM Loan Funding Ltd
  
ALM 2020-1A D
  
SOFR + 6.00%
    
10/15/2029
    
USD
    
865,360
        
863,176
  
(b) (f)
        AMMC CLO 26 Ltd
  
AMMC 2023-26A D
  
SOFR + 5.75%
    
4/15/2036
    
USD
    
459,840
        
472,556
  
(b) (f)
        Apidos CLO XLVI Ltd
  
APID 2023-46A D
  
SOFR + 5.00%
    
10/24/2036
    
USD
    
353,364
        
360,081
  
(b) (f)
        Arbour CLO DAC
  
ARBR 6A E
  
EURIBOR + 5.78%
    
11/15/2031
    
EUR
    
611,000
        
652,341
  
(b) (f)
        Arbour CLO III DAC
  
ARBR 3A DRR
  
EURIBOR + 3.10%
    
7/15/2034
    
EUR
    
779,000
        
817,222
  
(b) (f)
        Ares LXV CLO Ltd
  
ARES 2022-65A E
  
SOFR + 7.10%
    
7/25/2034
    
USD
    
1,078,040
        
1,088,757
  
(b) (f)
        Aurium CLO I DAC
  
ACLO 1A DRR
  
EURIBOR + 3.90%
    
3/23/2032
    
EUR
    
917,000
        
980,185
  
(b) (f)
        Ballyrock CLO 14 Ltd
  
BALLY 2020-14A D
  
SOFR + 7.00%
    
1/20/2034
    
USD
    
250,000
        
252,155
  
(b) (f)
        Ballyrock CLO Ltd
  
BALLY 2019-1A DR
  
SOFR + 6.75%
    
7/15/2032
    
USD
    
431,180
        
433,896
  
(b) (f)
        BBAM US CLO I Ltd
  
BBAM 2022-1A D
  
SOFR + 6.80%
    
4/15/2035
    
USD
    
1,285,000
        
1,267,968
  
(b) (f)
        Bbam US Clo III Ltdbbb
  
BBAM 2023-3A D
  
SOFR + 8.60%
    
10/15/2038
    
USD
    
1,466,876
        
1,510,931
  
(b) (f)
        Birch Grove CLO Ltd
  
BGCLO 2023-7A D
  
SOFR + 5.50%
    
10/20/2036
    
USD
    
282,683
        
286,547
  
(b) (f)
        Bluemountain Euro 2021-2 CLO DAC
  
BLUME 2021-2A D
  
EURIBOR + 3.10%
    
10/15/2035
    
EUR
    
403,282
        
417,826
  
(b) (f)
        BlueMountain Fuji Eur CLO V DAC
  
BLUME 5A D
  
EURIBOR + 3.85%
    
1/15/2033
    
EUR
    
1,501,000
        
1,622,703
  
(b) (f)
        Bridgepoint Clo V DAC
  
BRGPT 5A D
  
EURIBOR + 5.00%
    
4/15/2036
    
EUR
    
688,000
        
747,592
  
(b) (f)
        Broad River BSL Funding CLO
  
BDRVR 2020-1A ER
  
SOFR + 6.50%
    
7/20/2034
    
USD
    
1,500,000
        
1,500,920
  
(b) (f)
        Cairn Clo XVII DAC
  
CRNCL 2023-17A D
  
EURIBOR + 5.30%
    
10/18/2036
    
EUR
    
387,000
        
421,927
  
(b) (f)
        Carlyle Global Market Strategies
  
CGMS 2020-2A DR
  
SOFR + 6.70%
    
1/25/2035
    
USD
    
640,460
        
645,862
  
(b) (f)
        Carlyle Global Market Strategies
  
CGMS 2021-8A E
  
SOFR + 6.50%
    
10/15/2034
    
USD
    
370,690
        
369,984
  
(b) (f)
        Carlyle Global Market Strategies
  
CGMS 2021-9A E
  
SOFR + 6.63%
    
10/20/2034
    
USD
    
819,560
        
811,246
  
(b) (f)
        CarVal CLO
  
CARVL 2021-1A E
  
SOFR + 6.60%
    
7/20/2034
    
USD
    
2,000,000
        
2,006,305
  
(b) (f)
        CarVal CLO
  
CARVL 2021-2A E
  
SOFR + 6.75%
    
10/15/2034
    
USD
    
446,919
        
448,296
  
(b) (f)
        CIFC Funding Ltd
  
CIFC 2021-7A E
  
SOFR + 6.35%
    
1/23/2035
    
USD
    
644,186
        
642,755
  
(b) (f)
        Contego CLO XII DAC
  
CONTE 12A D
  
EURIBOR + 5.60%
    
1/25/2038
    
EUR
    
660,000
        
723,725
  
(b) (f)
        CVC Cordatus Loan Fund IV DAC
  
CORDA 4A ERRR
  
EURIBOR + 5.86%
    
2/22/2034
    
EUR
    
1,250,000
        
1,306,360
  
(b) (f)
        CVC Cordatus Loan Fund XIV DAC
  
CORDA 14A E
  
EURIBOR + 5.90%
    
5/22/2032
    
EUR
    
611,000
        
651,476
  
(b) (f)
        CVC Cordatus Loan Fund XVIII DAC
  
CORDA 18A ER
  
EURIBOR + 6.06%
    
7/29/2034
    
EUR
    
1,198,000
        
1,279,411
  
(b) (f)
        Dillon's Park CLO DAC
  
DILPK 1A D
  
EURIBOR + 3.00%
    
10/15/2034
    
EUR
    
430,000
        
447,895
  
(b) (f)
        Eaton Vance CDO Ltd
  
EATON 2020-2A ER
  
SOFR + 6.50%
    
1/15/2035
    
USD
    
510,460
        
514,818
  
(b) (f)
        Elmwood CLO
  
ELMW5 2020-2A ER
  
SOFR + 6.10%
    
10/20/2034
    
USD
    
1,500,000
        
1,497,154
  
(b) (f)
        Elmwood CLO VI Ltd
  
ELMW6 2020-3A ER
  
SOFR + 6.50%
    
10/20/2034
    
USD
    
558,701
        
562,124
  
(b) (f)
        Empower CLO Ltd
  
EMPWR 2023-2A D
  
SOFR + 5.40%
    
7/15/2036
    
USD
    
379,870
        
385,483
  
(b) (f)
        Generate CLO 3 Ltd
  
GNRT 3A D2R
  
SOFR + 4.90%
    
10/20/2036
    
USD
    
1,133,020
        
1,141,425
  
(b) (f)
        Goldentree Loan Management US Clo 12 Ltd
  
GLM 2022-12A E
  
SOFR + 7.25%
    
4/20/2034
    
USD
    
291,777
        
293,210
  
(b) (f)
        Golub Capital Partners CLO Ltd
  
GCBSL 2021-58A E
  
SOFR + 6.81%
    
1/25/2035
    
USD
    
549,013
        
552,305
  
(b) (f)
        Guardia 1 Ltd
  
GUARD 2019-1A D
  
7.11%
    
10/20/2037
    
USD
    
1,550,000
        
1,327,324
  
(b) (f)
        Harvest CLO XXI DAC
  
HARVT 21A DR
  
EURIBOR + 3.40%
    
7/15/2031
    
EUR
    
602,000
        
640,332
  
(b) (f)
        Harvest CLO XXII DAC
  
HARVT 22A DR
  
EURIBOR + 3.55%
    
1/15/2032
    
EUR
    
347,000
        
366,774
  
(b) (f)
        Harvest Clo XXXI DAC
  
HARVT 31A D
  
EURIBOR + 5.60%
    
10/15/2036
    
EUR
    
290,000
        
317,630
  
(b) (f)
        Madison Park Euro Funding XV DAC
  
MDPKE 15A DR
  
EURIBOR + 4.50%
    
7/15/2036
    
EUR
    
369,000
        
394,467
  
(b) (f)
        Madison Park Funding LIX Ltd
  
MDPK 2021-59A E
  
SOFR + 6.60%
    
1/18/2034
    
USD
    
814,787
        
818,165
  
(b) (f)
        Madison Park Funding XLV Ltd
  
MDPK 2020-45A ER
  
SOFR + 6.35%
    
7/15/2034
    
USD
    
429,000
        
433,356
  
(b) (f)
        Neuberger Berman CLO Ltd
  
NEUB 2021-46A E
  
SOFR + 6.25%
    
1/20/2036
    
USD
    
1,067,761
        
1,065,377
  
(b) (f)
        Oak Hill Credit Partners
  
OAKC 2021-10A E
  
SOFR + 6.25%
    
1/18/2036
    
USD
    
497,312
        
498,739
  
(b) (f)
        Oaktree CLO 2023-1 Ltd
  
OAKCL 2023-1A D
  
SOFR + 5.25%
    
4/15/2036
    
USD
    
1,607,042
        
1,634,975
  
(b) (f)
        Otranto Park
  
OTOPK 1A E
  
EURIBOR + 7.05%
    
5/15/2035
    
EUR
    
428,000
        
465,010
  
(b) (f)
        Palmer Square CLO Ltd
  
PFIXD 2019-1A E
  
7.11%
    
4/20/2037
    
USD
    
930,641
        
784,571
  
(b) (f)
        Palmer Square European CLO 2021-1 DAC
  
PLMER 2021-1A E
  
EURIBOR + 5.71%
    
4/15/2034
    
EUR
    
409,000
        
425,090
  
(b) (f)
        Palmer Square European CLO 2022-2 DAC
  
PLMER 2022-2A DR
  
EURIBOR + 4.00%
    
1/15/2038
    
EUR
    
769,000
        
831,351
  
(b) (f)
        Pikes Peak CLO
  
PIPK 2021-9A E
  
SOFR + 6.58%
    
10/27/2034
    
USD
    
405,000
        
400,956
  
(b) (f)
        RAD CLO 21 Ltd
  
RAD 2023-21A E
  
SOFR + 7.90%
    
1/25/2033
    
USD
    
514,371
        
516,864
  
(b) (f)
        Rad CLO 7 Ltd
  
RAD 2020-7A E
  
SOFR + 6.50%
    
4/17/2033
    
USD
    
310,460
        
313,117
  
(b) (f)
        Rad CLO Ltd
  
RAD 2021-14A E
  
SOFR + 6.50%
    
1/15/2035
    
USD
    
335,000
        
337,656
  
(b) (f)
        Rad CLO Ltd
  
RAD 2021-15A E
  
SOFR + 6.20%
    
1/20/2034
    
USD
    
928,117
        
926,208
  
(b) (f)
        REESE PARK CLO LTD
  
RESPK 2020-1A ER
  
SOFR + 6.50%
    
10/15/2034
    
USD
    
1,375,020
        
1,355,585
  
(b) (f)
        Regatta Funding Ltd
  
REG21 2021-3A E
  
SOFR + 6.75%
    
10/20/2034
    
USD
    
321,680
        
325,055
  
(b) (f)
        Regatta Funding Ltd
  
REG23 2021-4A E
  
SOFR + 6.70%
    
1/20/2035
    
USD
    
804,000
        
806,376
  
(b) (f)
        Regatta XX Funding Ltd
  
REG20 2021-2A E
  
SOFR + 6.25%
    
10/15/2034
    
USD
    
208,000
        
209,282
  
(b) (f)
        Sand Trust 2001-1
  
SAND 2021-1A E
  
SOFR + 6.80%
    
10/15/2034
    
USD
    
643,000
        
646,518
  
(b) (f)
        Sculptor European CLO V DAC
  
OZLME 5A DR
  
EURIBOR + 3.30%
    
1/14/2032
    
EUR
    
1,546,000
        
1,628,311
  
(b) (f)
        Sound Point Euro CLO
  
SNDPE 2A ER
  
EURIBOR + 6.34%
    
1/26/2036
    
EUR
    
500,000
        
533,303
  
(b) (f)
        Symphony CLO Ltd
  
SYMP 2020-22A E
  
SOFR + 6.25%
    
4/18/2033
    
USD
    
598,680
        
585,816
  
(b) (f)
        TICP CLO Ltd
  
TICP 2017-9A E
  
SOFR + 5.60%
    
1/20/2031
    
USD
    
738,460
        
738,457
  
(b) (f)
        Tikehau CLO DAC
  
TIKEH 2015-1A DRR
  
EURIBOR + 3.40%
    
8/4/2034
    
EUR
    
637,000
        
671,544
  
(b) (f)
        Tikehau CLO V DAC
  
TIKEH 5A D1
  
EURIBOR + 3.90%
    
4/15/2032
    
EUR
    
301,000
        
324,196
  
(b) (f)
        Trinitas Euro CLO II DAC
  
TRNTE 2A ER
  
EURIBOR + 7.23%
    
4/15/2035
    
EUR
    
1,770,566
        
1,924,619
  
(b) (f)
TOTAL ASSET BACKED SECURITIES (Amortized cost $54,627,086)
                                 $
57,852,434
    
                                         
Issuer
  
Asset
        
Maturity Date
    
Shares
        
Fair Value
  
Footnotes
Equity & Other Investments - 5.14%
                                        
                                         
 Aerospace & Defense - 0.10%
                                        
        Altitude II
  
Private Equity
              
USD
    
264,309
       $
               275,532
  
(a) (b)
        Ultra Electronics Holdings Ltd
  
Private Equity
              
USD
    
43,729
        
66,096
  
(a) (b)
        Ultra Electronics Holdings Ltd
  
Private Equity
              
USD
    
23,486,307
        
354,643
  
(a) (b)
                                         
 Application Software - 0.59%
                                        
        Med-Metrix
  
Common Stock
              
USD
    
597
        
74,978
  
(a) (b) (e)
        Med-Metrix
  
8.000% 12/2050 PIK Pref Equity
        
12/16/2050
    
USD
    
597
        
29,862
  
(a) (b) (d)
        TIBCO Software Inc
  
SOFR + 12%
        
12/31/2069
    
USD
    
3,724
        
4,003,106
  
(b) (d)
                                         
 Construction & Engineering - 0.02%
                                        
        Yak Access LLC
  
Common Stock
              
USD
    
11,000
        
715
  
(a) (e)
        Yak Access LLC
  
Preferred Stock
              
USD
    
2,637,983
        
136,305
  
(a) (e)
                                         
 Consumer Finance - 0.08%
                                        
        SunPower Financial
  
Private Equity
              
USD
    
36,006
        
47,858
  
(a) (b)
        Vehicle Secured Funding Trust
  
Private Equity
              
USD
    
477,485
        
477,485
  
(b)
                                         
 Diversified Metals & Mining - 0.04%
                                        
        Foresight Energy LLC
  
Common Stock
              
USD
    
17,979
        
310,305
  
(a) (b) (e)
                                         
 Diversified Real Estate Activities - 0.01%
                                        
        KKR Residential Opportunities I LLC
  
Private Equity
              
USD
    
71,577
        
93,851
  
(b)
                                         
 Diversified Support Services - 0.01%
                                        
        Magna Legal Services LLC
  
Common Stock
              
USD
    
618
        
63,120
  
(a) (b) (e)
                                         
 Food Distributors - 0.01%
                                        
        Lipari Foods LLC
  
Common Stock
              
USD
    
63,943
        
43,590
  
(b) (e)
                                         
 Health Care Facilities - 0.00%
                                        
        Quorum Health Corp
  
Trade Claim
              
USD
    
212,000
        
23,744
  
(b)
                                         
 Health Care Services - 0.14%
                                        
        Affordable Care Inc
  
11.750% 12/2069 PIK Pref Equity
        
12/31/2069
    
USD
    
677,000
        
690,269
  
(a) (b) (d)
        American Vision Partners
  
Private Equity
              
USD
    
53,939
        
38,745
  
(a) (b)
        Amerivet Partners Management Inc
  
11.500% 12/2059
        
12/31/2059
    
USD
    
298
        
208,317
  
(a) (b) (d)
                                         
 Health Care Technology - 2.19%
                                        
        athenahealth Inc
  
Private Equity
              
USD
    
12,641,498
        
15,244,256
  
(b)
                                         
 Leisure Facilities - 0.31%
                                        
        Pure Gym Ltd
  
Private Equity
              
GBP
    
1,416,469
        
2,161,310
  
(a) (b)
                                         
 Marine Transportation - 0.01%
                                        
        Australis Maritime II
  
Private Equity
              
USD
    
60,307
        
67,466
  
(b)
                                         
 Other Specialized REITs - 0.27%
                                        
        Pretium Partners LLC P2
  
Private Equity
              
USD
    
1,635,306
        
1,856,334
  
(a) (b)
                                         
 Single-Family Residential REITs - 1.33%
                                        
        Avenue One PropCo
  
Private Equity
              
USD
    
8,946,508
        
9,256,594
  
(a) (b)
                                         
 Specialized Finance - 0.04%
                                        
        Optio Invest
  
Private Equity
              
GBP
    
34,164
        
43,322
  
(b)
        Optio Invest
  
Private Equity
              
GBP
    
1,161
        
1,472
  
(b)
        TDC LLP
  
8.000% 06/2049
        
6/1/2049
    
GBP
    
179,452
        
229,151
  
(a) (b)
        TDC LLP
  
Private Equity
              
GBP
    
9,880
        
12,529
  
(a) (b)
TOTAL EQUITY & OTHER INVESTMENTS (Cost $33,429,103)
                                 $
       35,810,955
    
                                         
TOTAL INVESTMENTS (Cost $911,642,738) - 126.31%
                                 $
    880,844,268
    
LIABILITIES EXCEEDING OTHER ASSETS, NET - (26.31%)
                                
    (183,463,642)
    
NET ASSETS - 100.00%
                                 $
    697,380,626
    
                                         
                                         
                                         

 
TL
  
Term loan
                                    
 
DD
  
Delayed draw term loan
                                  
 
1L
  
First lien
                                    
 
2L
  
Second lien
                                    
 
BBSW
  
Bank Bill Swap Rate as of January 31, 2024 was 4.30%
                        
 
BBSY
  
Bank Bill Swap Reference Bid Rate as of January 31, 2024 was 4.35%
            
 
EURIBOR
  
Euro InterBank Offered Rate as of January 31, 2024 was 3.88%
                
 
PRIME
  
U.S. Prime Rate as of January 31, 2024 was 8.50%
                        
 
SOFR
  
Secured Overnight Financing Rate as of January 31, 2024 was 5.33%
            
 
SONIA
  
Sterling Overnight Index Average as of January 31, 2024 was 5.19%
              
 
(a)
  
Security considered restricted.
                                
 
(b)
  
Value determined using significant unobservable inputs.
                      
 
(c)
  
Zero coupon bond.
                                    
 
(d)
  
Represents a payment-in-kind (“PIK”) security which may pay interest/dividend in additional par/shares.
 
(e)
  
Non-income producing security.
                                
 
(f)
  
Securities exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may only be resold to qualified institutional buyers in transactions exempt from registration.
 
(g)
  
Investment is an unfunded or partially funded commitment.
                          
 
(h)
  
Interest rates for certain variable rate securities are determined by the issuer, or agent, and are based on current market conditions, and these securities do not indicate a reference rate and spread in their description.
                                           
The following are the details of the restricted securities held by the Fund:

Issuer
Asset
  
Par/Shares
    
Cost
    
Fair Value
  
Acquisition Date
  
% of Net Assets
Leveraged Loans
                          
         3Pillar Global Inc
 TL 1L 11/21
    
1,916,403
      
1,913,779
      
1,916,403
  
11/23/2021
    
0.27%
         3Pillar Global Inc
 TL 1L DD 11/21
    
616,783
      
616,565
      
616,783
  
11/23/2021
    
0.09%
         48Forty Solutions LLC
 TL 1L 02/22
    
4,676,191
      
4,615,902
      
4,470,439
  
2/11/2022
    
0.64%
         48Forty Solutions LLC
 TL 1L 03/22
    
3,125,393
      
3,106,178
      
2,987,876
  
3/11/2022
    
0.43%
         Aareon AG
 TL 1L 08/23
    
296,880
      
314,862
      
314,340
  
8/18/2023
    
0.05%
         Aareon AG
 TL 1L DD CAR 08/23
    
74,220
      
78,770
      
78,585
  
8/18/2023
    
0.01%
         Accuride Corp
 TL 1L B 07/23
    
7,521,596
      
7,431,161
      
6,242,925
  
4/27/2023
    
0.90%
         Affordable Care Inc
 TL 1L 08/21 PIK
    
1,579,754
      
1,564,075
      
1,579,754
  
8/2/2021
    
0.23%
         Affordable Care Inc
 TL 1L DD 08/21
    
284,039
      
283,490
      
284,039
  
8/2/2021
    
0.04%
         Affordable Care Inc
 TL 1L DD 08/23
    
313,354
      
117,567
      
117,758
  
7/7/2023
    
0.02%
         Alera Group Intermediate Holdings Inc
 TL 1L 09/21
    
648,601
      
642,115
      
648,601
  
9/30/2021
    
0.09%
         Alera Group Intermediate Holdings Inc
 TL 1L DD 09/21
    
184,323
      
183,486
      
184,323
  
9/30/2021
    
0.03%
         Alera Group Intermediate Holdings Inc
 TL 1L DD 12/21
    
533,078
      
532,571
      
533,078
  
12/16/2021
    
0.08%
         American Vision Partners
 TL 1L 09/21
    
1,885,881
      
1,867,022
      
1,828,550
  
9/30/2021
    
0.26%
         American Vision Partners
 TL 1L DD 09/21
    
778,830
      
775,722
      
755,153
  
9/30/2021
    
0.11%
         Amerivet Partners Management Inc
 TL 1L 02/22
    
1,918,884
      
1,890,013
      
1,918,884
  
2/25/2022
    
0.28%
         Amerivet Partners Management Inc
 TL 1L DD 02/22
    
70,117
      
70,117
      
70,117
  
2/25/2022
    
0.01%
         Amerivet Partners Management Inc
 TL 1L DD 11/22
    
533,917
      
533,917
      
533,917
  
9/29/2023
    
0.08%
         Apex Service Partners LLC
 TL 1L 10/23
    
299,876
      
296,147
      
299,876
  
10/24/2023
    
0.04%
         Apex Service Partners LLC
 TL 1L 10/23 PIK
    
66,587
      
65,070
      
65,029
  
10/24/2023
    
0.01%
         Apex Service Partners LLC
 TL 1L DD 10/23
    
77,197
      
35,837
      
35,922
  
10/24/2023
    
0.01%
         Apex Service Partners LLC
 TL 1L DD 10/23 PIK
    
32,539
      
31,768
      
31,777
  
10/24/2023
    
0.00%
         Arcfield Acquisition Corp
 TL 1L 03/22
    
976,766
      
966,998
      
991,222
  
3/10/2022
    
0.14%
         BDO USA PA
 TL 1L 08/23
    
146,534
      
143,779
      
146,988
  
8/31/2023
    
0.02%
         Belk Inc
 TL 1L 02/21
    
53,180
      
62,444
      
48,245
  
2/24/2021
    
0.01%
         Belk Inc
 TL 1L EXIT 02/21 PIK Toggle
    
995,260
      
633,454
      
222,689
  
2/24/2021
    
0.03%
         CFC Underwriting Ltd
 TL 1L B 05/22
    
5,343,384
      
5,232,984
      
5,396,818
  
5/16/2022
    
0.77%
         CFC Underwriting Ltd
 TL 1L DD 05/22
    
630,571
      
766,962
      
7,996
  
5/16/2022
    
0.00%
         Circana Group (f.k.a. NPD Group)
 TL 1L 08/22
    
978,687
      
978,687
      
988,474
  
8/1/2022
    
0.14%
         Civica Group Ltd
 TL 1L 08/23
    
12,272
      
7,735
      
7,974
  
8/29/2023
    
0.00%
         Civica Group Ltd
 TL 1L 08/23
    
221,717
      
272,763
      
278,341
  
8/30/2023
    
0.04%
         Civica Group Ltd
 TL 1L DD 08/23
    
94,171
      
115,663
      
(1,194
)
8/30/2023
    
0.00%
         Community Brands Inc
 TL 1L 02/22
    
1,012,270
      
997,113
      
1,002,957
  
2/24/2022
    
0.14%
         Community Brands Inc
 TL 1L DD 02/22
    
121,212
      
119,423
      
(1,115
)
2/24/2022
    
0.00%
         Dechra Pharmaceuticals Ltd
 TL 1L B1 01/24
    
191,318
      
186,545
      
186,535
  
10/31/2023
    
0.03%
         Dechra Pharmaceuticals Ltd
 TL 1L B2 01/24
    
173,494
      
178,994
      
182,872
  
10/31/2023
    
0.03%
         Dechra Pharmaceuticals Ltd
 TL 1L DD 01/24
    
41,638
      
42,958
      
(1,125
)
10/31/2023
    
0.00%
         Dechra Pharmaceuticals Ltd
 TL 1L DD 01/24
    
45,916
      
44,770
      
(1,148
)
10/31/2023
    
0.00%
         DOXA Insurance Holdings LLC
 TL 1L 12/23
    
48,090
      
47,610
      
47,610
  
12/20/2023
    
0.01%
         DOXA Insurance Holdings LLC
 TL 1L DD 12/23
    
45,693
      
45,236
      
(457
)
12/20/2023
    
0.00%
         Encora Digital LLC
 TL 1L 12/21
    
1,652,370
      
1,625,731
      
1,652,370
  
12/20/2021
    
0.24%
         Encora Digital LLC
 TL 1L 12/21
    
531,342
      
520,610
      
512,373
  
12/20/2021
    
0.07%
         Encora Digital LLC
 TL 1L DD 12/21
    
398,160
      
398,160
      
398,160
  
12/20/2021
    
0.06%
         Envirotainer Ltd
 TL 1L B1 07/22
    
4,739,642
      
4,744,875
      
5,041,442
  
7/29/2022
    
0.72%
         Envirotainer Ltd
 TL 1L B2 07/22
    
2,411,934
      
2,361,498
      
2,373,102
  
7/29/2022
    
0.34%
         Envirotainer Ltd
 TL 1L DD 07/22
    
865,234
      
865,518
      
(15,060
)
7/29/2022
    
0.00%
         Excelitas Technologies Corp
 TL 1L 08/22
    
3,853,991
      
3,817,913
      
3,884,437
  
8/11/2022
    
0.56%
         Excelitas Technologies Corp
 TL 1L 08/22
    
596,672
      
609,402
      
650,147
  
8/11/2022
    
0.09%
         Excelitas Technologies Corp
 TL 1L DD 08/22
    
457,301
      
455,190
      
343,657
  
8/11/2022
    
0.05%
         Follett Software Co
 TL 1L 08/21
    
1,518,645
      
1,503,459
      
1,518,645
  
8/31/2021
    
0.22%
         Foresight Energy LLC
 TL 1L A 06/20
    
120,377
      
120,377
      
120,377
  
6/30/2020
    
0.02%
         Foundation Risk Partners Corp
 TL 1L 03/22
    
825,426
      
815,185
      
825,426
  
4/14/2022
    
0.12%
         Foundation Risk Partners Corp
 TL 1L 10/21
    
1,318,928
      
1,299,144
      
1,318,928
  
10/29/2021
    
0.19%
         Foundation Risk Partners Corp
 TL 1L DD 03/22
    
3,334,308
      
2,856,249
      
2,862,156
  
4/14/2022
    
0.41%
         Foundation Risk Partners Corp
 TL 1L DD 10/21
    
286,854
      
284,427
      
286,854
  
10/29/2021
    
0.04%
         Galway Partners Holdings LLC
 TL 1L 09/21
    
2,878,634
      
2,844,395
      
2,873,739
  
9/30/2021
    
0.41%
         Highgate Hotels Inc
 TL 1L 11/23
    
106,500
      
105,435
      
105,861
  
11/3/2023
    
0.02%
         Insight Global LLC
 TL 1L 02/22
    
1,032,379
      
1,027,217
      
1,032,379
  
2/28/2022
    
0.15%
         Insight Global LLC
 TL 1L 09/21
    
5,333,223
      
5,274,739
      
5,333,223
  
9/22/2021
    
0.76%
         Integrity Marketing Group LLC
 TL 1L DD 08/23
    
2,901,497
      
2,901,498
      
2,901,497
  
12/3/2021
    
0.42%
         Integrity Marketing Group LLC
 TL 1L DD 08/23
    
5,520,234
      
5,518,948
      
5,520,234
  
6/21/2022
    
0.79%
         Laboratoires Vivacy SAS
 TL 1L B 03/23
    
780,884
      
806,593
      
833,478
  
3/20/2023
    
0.12%
         Laboratoires Vivacy SAS
 TL 1L DD 03/23
    
62,974
      
65,047
      
10,232
  
3/20/2023
    
0.00%
         Lazer Logistics Inc
 TL 1L 11/23
    
3,687
      
3,668
      
3,631
  
11/6/2023
    
0.00%
         Lazer Logistics Inc
 TL 1L B 05/23
    
197,881
      
195,902
      
201,839
  
5/4/2023
    
0.03%
         Lazer Logistics Inc
 TL 1L DD 05/23
    
29,982
      
29,682
      
30,582
  
5/4/2023
    
0.00%
         Lazer Logistics Inc
 TL 1L DD 11/23
    
17,626
      
2,274
      
2,008
  
11/6/2023
    
0.00%
         Magna Legal Services LLC
 TL 1L 11/22
    
229,373
      
226,189
      
233,961
  
11/22/2022
    
0.03%
         Magna Legal Services LLC
 TL 1L DD 11/22
    
64,213
      
64,213
      
65,497
  
11/22/2022
    
0.01%
         Magna Legal Services LLC
 TL 1L DD 12/23
    
12,599
      
12,473
      
1,604
  
12/22/2023
    
0.00%
         Med-Metrix
 TL 1L 09/21
    
1,242,034
      
1,229,614
      
1,242,034
  
9/15/2021
    
0.18%
         Med-Metrix
 TL 1L DD 09/21
    
631,302
      
398,881
      
399,413
  
9/15/2021
    
0.06%
         Novotech Pty Ltd
 TL 1L B1 07/23
    
1,088,942
      
1,116,175
      
1,088,942
  
1/14/2022
    
0.16%
         Novotech Pty Ltd
 TL 1L B2 01/22
    
1,144,851
      
1,138,189
      
1,144,851
  
1/14/2022
    
0.16%
         Novotech Pty Ltd
 TL 1L DD 01/22
    
266,244
      
262,142
      
-
  
1/14/2022
    
0.00%
         Opendoor Labs Inc
 TL 2L DD 10/21
    
2,931,835
      
2,922,860
      
2,822,771
  
10/1/2021
    
0.40%
         Oxford Global Resources LLC
 TL 1L 06/22
    
6,544,446
      
6,437,861
      
6,609,891
  
6/17/2022
    
0.95%
         Oxford Global Resources LLC
 TL 1L 08/21
    
1,460,718
      
1,446,111
      
1,475,326
  
8/17/2021
    
0.21%
         Oxford Global Resources LLC
 TL 1L DD 08/21
    
256,429
      
121,889
      
124,502
  
8/17/2021
    
0.02%
         Parts Town LLC
 TL 1L 11/21
    
829,607
      
821,311
      
829,607
  
11/10/2021
    
0.12%
         Parts Town LLC
 TL 1L B 11/21
    
910,889
      
910,889
      
910,889
  
3/31/2022
    
0.13%
         Parts Town LLC
 TL 1L DD 11/21
    
1,271,621
      
1,258,904
      
1,271,621
  
11/10/2021
    
0.18%
         PartsSource Inc
 TL 1L 10/21
    
1,308,904
      
1,289,214
      
1,308,904
  
10/18/2021
    
0.19%
         PartsSource Inc
 TL 1L DD 08/21
    
464,562
      
96,140
      
96,397
  
10/18/2021
    
0.01%
         Pretium Partners LLC P2
 TL 1L 12/21
    
3,270,612
      
3,190,444
      
3,205,200
  
12/16/2021
    
0.46%
         Radwell International LLC/PA
 TL 1L 04/22
    
24,054
      
24,054
      
24,054
  
8/16/2022
    
0.00%
         Radwell International LLC/PA
 TL 1L 12/22
    
899,639
      
899,639
      
917,632
  
12/1/2022
    
0.13%
         SavATree LLC
 TL 1L 10/21
    
987,654
      
981,698
      
987,654
  
10/12/2021
    
0.14%
         Shaw Development LLC
 TL 1L 10/23
    
148,613
      
147,127
      
148,598
  
10/30/2023
    
0.02%
         Shaw Development LLC
 TL 1L DD 10/23
    
17,692
      
17,515
      
(2
)
10/30/2023
    
0.00%
         SIRVA Worldwide Inc
 TL 1L 07/18
    
1,570,750
      
1,506,482
      
1,327,283
  
7/31/2018
    
0.19%
         SIRVA Worldwide Inc
 TL 2L 07/18
    
59,000
      
57,819
      
50,832
  
7/31/2018
    
0.01%
         SitusAMC Holdings Corp
 TL 1L 12/21
    
2,078,245
      
2,057,463
      
2,078,245
  
12/22/2021
    
0.30%
         Spotless Brands LLC
 TL 1L 02/23
    
154,845
      
152,289
      
157,168
  
2/16/2023
    
0.02%
         Spotless Brands LLC
 TL 1L DD 02/23
    
234,626
      
231,559
      
125,525
  
2/16/2023
    
0.02%
         Time Manufacturing Co
 TL 1L 06/22
    
370,457
      
391,074
      
374,742
  
6/24/2022
    
0.05%
         Time Manufacturing Co
 TL 1L 12/21
    
916,772
      
901,896
      
857,823
  
12/1/2021
    
0.12%
         Time Manufacturing Co
 TL 1L 12/21
    
591,000
      
657,939
      
597,837
  
12/1/2021
    
0.09%
         Total Safety US Inc
 TL 1L B 07/19
    
6,033,276
      
6,020,967
      
5,882,445
  
8/13/2019
    
0.84%
         Trescal SA
 TL 1L B1 05/23
    
197,463
      
212,389
      
212,342
  
5/3/2023
    
0.03%
         Trescal SA
 TL 1L B2 04/23
    
215,855
      
209,851
      
214,711
  
4/28/2023
    
0.03%
         Trescal SA
 TL 1L DD 05/23
    
113,999
      
122,682
      
46,003
  
5/3/2023
    
0.01%
         USIC Holdings Inc
 TL 2L 05/21
    
2,404,193
      
2,440,013
      
2,256,335
  
5/7/2021
    
0.32%
Revolver
 
                                
         3Pillar Global Inc
 Revolver 1L 11/21
    
186,240
      
45,226
      
45,226
  
11/23/2021
    
0.01%
         48Forty Solutions LLC
 Revolver 1L 03/22
    
610,068
      
366,041
      
339,198
  
3/11/2022
    
0.05%
         Affordable Care Inc
 Revolver 1L 08/21
    
177,081
      
177,081
      
26,562
  
8/2/2021
    
0.00%
         American Vision Partners
 Revolver 1L 09/21
    
158,140
      
88,558
      
83,751
  
9/30/2021
    
0.01%
         Amerivet Partners Management Inc
 Revolver 1L 02/22
    
197,240
      
197,240
      
-
  
2/25/2022
    
0.00%
         Apex Service Partners LLC
 Revolver 1L 10/23
    
25,732
      
4,632
      
4,632
  
10/24/2023
    
0.00%
         Arcfield Acquisition Corp
 Revolver 1L 03/22
    
143,583
      
143,583
      
-
  
3/10/2022
    
0.00%
         Circana Group (f.k.a. NPD Group)
 Revolver 1L 08/22
    
51,095
      
28,409
      
28,409
  
8/1/2022
    
0.00%
         Community Brands Inc
 Revolver 1L 02/22
    
60,610
      
59,737
      
(558
)
2/24/2022
    
0.00%
         DOXA Insurance Holdings LLC
 Revolver 1L 12/23
    
10,306
      
10,306
      
(103
)
12/20/2023
    
0.00%
         Excelitas Technologies Corp
 Revolver 1L 08/22
    
351,770
      
215,752
      
215,752
  
8/11/2022
    
0.03%
         Follett Software Co
 Revolver 1L 08/21
    
136,050
      
136,050
      
-
  
8/31/2021
    
0.00%
         Foundation Risk Partners Corp
 Revolver 1L 10/21
    
141,750
      
139,624
      
-
  
10/29/2021
    
0.00%
         Galway Partners Holdings LLC
 Revolver 1L 09/21
    
205,492
      
202,515
      
(349
)
9/30/2021
    
0.00%
         Highgate Hotels Inc
 Revolver 1L 11/23
    
13,310
      
13,310
      
(80
)
11/3/2023
    
0.00%
         Insight Global LLC
 Revolver 1L 09/21
    
427,591
      
42,759
      
42,759
  
9/22/2021
    
0.01%
         Lazer Logistics Inc
 Revolver 1L 05/23
    
24,046
      
24,046
      
-
  
5/4/2023
    
0.00%
         Magna Legal Services LLC
 Revolver 1L 11/22
    
26,940
      
26,940
      
-
  
11/22/2022
    
0.00%
         Med-Metrix
 Revolver 1L 09/21
    
158,828
      
158,828
      
-
  
9/15/2021
    
0.00%
         Oxford Global Resources LLC
 Revolver 1L 08/21
    
128,823
      
128,823
      
-
  
8/17/2021
    
0.00%
         PartsSource Inc
 Revolver 1L 10/21
    
87,104
      
27,099
      
27,099
  
10/18/2021
    
0.00%
         Radwell International LLC/PA
 Revolver 1L 04/22
    
68,154
      
9,087
      
9,087
  
12/1/2022
    
0.00%
         SavATree LLC
 Revolver 1L 10/21
    
128,932
      
127,568
      
-
  
10/12/2021
    
0.00%
         Time Manufacturing Co
 Revolver 1L 12/21
    
153,560
      
99,116
      
89,242
  
12/1/2021
    
0.01%
High Yield
 
                                
         Cision Ltd
 9.500% 02/2028
    
10,042,000
      
10,042,000
      
4,994,037
  
11/8/2021
    
0.72%
         Ultra Electronics Holdings Ltd
 7.25% 01/2030
    
2,162,000
      
2,106,801
      
2,117,030
  
8/4/2022
    
0.30%
         Ultra Electronics Holdings Ltd
 9.0% PIK 01/2031
    
2,272,448
      
2,214,288
      
2,173,597
  
8/4/2022
    
0.31%
Equity & Other Investments
 
                                
         Affordable Care Inc
 11.750% 12/2069 PIK Pref Equity
    
677,000
      
663,528
      
690,269
  
8/2/2021
    
0.10%
         Altitude II
 Private Equity
    
264,309
      
264,309
      
275,532
  
12/15/2022
    
0.04%
         American Vision Partners
 Private Equity
    
53,939
      
54,546
      
38,745
  
9/30/2021
    
0.01%
         Amerivet Partners Management Inc
 11.500% 12/2059
    
298
      
288,779
      
208,317
  
2/25/2022
    
0.03%
         Avenue One PropCo
 Private Equity
    
8,946,508
      
8,946,508
      
9,256,594
  
4/4/2022
    
1.33%
         Foresight Energy LLC
 Common Stock
    
17,979
      
205,446
      
310,305
  
6/30/2020
    
0.04%
         Magna Legal Services LLC
 Common Stock
    
618
      
61,808
      
63,120
  
11/22/2022
    
0.01%
         Med-Metrix
 8.000% 12/2050 PIK Pref Equity
    
597
      
29,862
      
29,862
  
9/15/2021
    
0.00%
         Med-Metrix
 Common Stock
    
597
      
29,862
      
74,978
  
9/15/2021
    
0.01%
         Pretium Partners LLC P2
 Private Equity
    
1,635,306
      
1,602,600
      
1,856,334
  
12/16/2021
    
0.27%
         Pure Gym Ltd
 Private Equity
    
1,416,469
      
1,924,969
      
2,161,310
  
1/28/2022
    
0.31%
         SunPower Financial
 Private Equity
    
36,006
      
36,006
      
47,858
  
6/7/2023
    
0.01%
         TDC LLP
 Private Equity
    
9,880
      
12,463
      
12,529
  
6/29/2023
    
0.00%
         TDC LLP
 8.000% 06/2049
    
179,452
      
217,823
      
229,151
  
4/24/2023
    
0.03%
         Ultra Electronics Holdings Ltd
 Private Equity
    
43,729
      
437
      
66,096
  
9/8/2022
    
0.01%
         Ultra Electronics Holdings Ltd
 Private Equity
    
23,486,307
      
234,863
      
354,643
  
8/2/2022
    
0.05%
         Yak Access LLC
 Preferred Stock
    
2,637,983
      
2,512,913
      
136,305
  
3/10/2023
    
0.02%
         Yak Access LLC
 Common Stock
    
11,000
      
-
      
715
  
3/10/2023
    
0.00%
 
 
            
152,761,484
      
140,738,119