NPORT-P
    false
    
      
      
        
          0001061353
          XXXXXXXX
        
      
      
      
      
      
    
  
  
    
      CREDIT SUISSE HIGH YIELD BOND FUND
      811-08777
      0001061353
      549300R9HE7C1IL42N58
      ELEVEN MADISON AVENUE
      NEW YORK
      
      10010
      212-325-2000
      CREDIT SUISSE HIGH YIELD BOND FUND
      549300R9HE7C1IL42N58
      2021-10-31
      2021-07-31
      N
    
    
      350704119.38
      84102474.81
      266601644.57
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      77000000.00000000
      0.00000000
      0.00000000
      0.00000000
      5765916.79000000
      0.00000000
      0.00000000
      13489634.67000000
      
        
          USD
          
          
        
      
      
      
      
        
      
      N
      
        
          
        
        
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        HERENS HOLDCO SARL
        2221002FZ55AMAUX4G64
        Herens Holdco Sarl
        427169AA5
        
          
        
        1200000.00000000
        PA
        USD
        1192584.00000000
        0.447328073284
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2028-05-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTELLIGENT PACKAGING
        N/A
        Intelligent Packaging Ltd Finco Inc / Intelligent Packaging Ltd Co-Issuer LLC
        45827MAA5
        
          
        
        600000.00000000
        PA
        USD
        626076.00000000
        0.234835760675
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-09-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Amentum Government Services Holdings LLC
        5493008CT6B5L54YSE94
        Amentum Government Services Holdings LLC 2020 2nd Lien Term Loan
        02351UAB0
        
          
        
        1500000.00000000
        PA
        USD
        1507500.00000000
        0.565450375383
        Long
        LON
        CORP
        US
        N
        
        3
        
          2028-01-31
          Floating
          10.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LTR GROUP HOLDINGS LLC
        N/A
        LTR GROUP HOLDINGS LLC
        000000000
        
          
        
        2100.00000000
        NS
        USD
        200088.00000000
        0.075051299973
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        Sprint Holdings LLC
        N/A
        SPRINT HOLDINGS LLC CLASS G
        000000000
        
          
        
        865.38000000
        NS
        USD
        0.00000000
        0.000000
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        PMHC II, Inc.
        549300GYZ1T3S8OPH343
        PMHC II, Inc. 2018 1st Lien Term Loan
        69346EAB3
        
          
        
        2452497.50000000
        PA
        USD
        2436151.60000000
        0.913779659510
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-03-31
          Floating
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARDAGH PKG FIN/HLDGS USA
        N/A
        Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
        03969AAL4
        
          
        
        276000.00000000
        PA
        USD
        285246.00000000
        0.106993338491
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2025-02-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOOZ ALLEN HAMILTON INC
        549300D7XCH2480XU542
        Booz Allen Hamilton Inc
        09951LAB9
        
          
        
        600000.00000000
        PA
        USD
        619653.00000000
        0.232426548230
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASBURY AUTOMOTIVE GROUP
        549300JH4DTA7U42GL91
        Asbury Automotive Group Inc
        043436AU8
        
          
        
        61000.00000000
        PA
        USD
        63287.50000000
        0.023738600750
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ditech Holding Corporation
        Z4TM9IUZR644E7BFXU45
        Ditech Holding Corporation 2013 Term Loan
        93317CAL0
        
          
        
        142617.37000000
        PA
        USD
        28731.70000000
        0.010777015290
        Long
        LON
        CORP
        US
        N
        
        2
        
          2022-06-30
          None
          0.00000000
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        JASON INC
        N/A
        JASON INC
        000000000
        
          
        
        27589.06000000
        NS
        USD
        275890.60000000
        0.103484207850
        Long
        EC
        CORP
        US
        
        N
        
        2
        
          N
          N
          N
        
      
      
        STARWOOD PROPERTY TRUST
        BUGSFQZERKRBFWIG5267
        Starwood Property Trust Inc
        85571BAS4
        
          
        
        1880000.00000000
        PA
        USD
        1974000.00000000
        0.740430541298
        Long
        DBT
        
        US
        N
        
        2
        
          2023-11-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACRISURE LLC / FIN INC
        N/A
        Acrisure LLC / Acrisure Finance Inc
        00489LAA1
        
          
        
        3178000.00000000
        PA
        USD
        3230230.43000000
        1.211631846911
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SS&C Technologies Inc
        549300KY09TR3J12JU49
        SS&C Technologies Inc
        78466CAC0
        
          
        
        1500000.00000000
        PA
        USD
        1589400.00000000
        0.596170365926
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-30
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Golden Nugget, Inc.
        N/A
        Golden Nugget, Inc. 2020 Initial Term Loan
        51509HAC5
        
          
        
        22650.19000000
        PA
        USD
        25254.96000000
        0.009472919809
        Long
        LON
        CORP
        US
        N
        
        3
        
          2023-10-04
          Floating
          13.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRIVIUM PACKAGING FIN
        724500GMZWW3PVYET548
        Trivium Packaging Finance BV
        89686QAA4
        
          
        
        250000.00000000
        PA
        USD
        261562.50000000
        0.098109859907
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2026-08-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Owens & Minor Inc
        549300LMT5KQQXCEZ733
        Owens & Minor Inc
        690732AE2
        
          
        
        2619000.00000000
        PA
        USD
        2760281.96000000
        1.035358189351
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRANITE MERGER SUB 2 INC
        N/A
        Granite Merger Sub 2 Inc
        81112FAA9
        
          
        
        1500000.00000000
        PA
        USD
        1708410.00000000
        0.640810000536
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          11.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TALLGRASS NRG PRTNR/FIN
        N/A
        Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
        87470LAH4
        
          
        
        750000.00000000
        PA
        USD
        815733.75000000
        0.305974762952
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LTI Holdings, Inc.
        5493003GUY3WBOTOAP97
        LTI Holdings, Inc. 2018 Add On 1st Lien Term Loan
        50217UAS6
        
          
        
        589393.95000000
        PA
        USD
        580461.68000000
        0.217726218807
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-09-06
          Floating
          3.59200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        USS Ultimate Holdings, Inc.
        N/A
        USS Ultimate Holdings Inc 2nd Lien Term Loan
        90352HAD9
        
          
        
        1000000.00000000
        PA
        USD
        1002190.00000000
        0.375912909920
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-08-25
          Floating
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Zep Inc.
        NU75S1Y8UH3706J5CS61
        Zep Inc. 2017 1st Lien Term Loan
        98944EAN2
        
          
        
        2424433.24000000
        PA
        USD
        2361397.98000000
        0.885740215072
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-08-12
          Floating
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STONEX GROUP INC
        549300JUF07L8VF02M60
        StoneX Group Inc
        46116VAE5
        
          
        
        1608000.00000000
        PA
        USD
        1748587.44000000
        0.655880215150
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          8.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dayco Products, LLC
        549300KMSX88XFVFQO13
        Dayco Products, LLC 2017 Term Loan B
        239579BA2
        
          
        
        955924.27000000
        PA
        USD
        933421.81000000
        0.350118549158
        Long
        LON
        CORP
        US
        N
        
        2
        
          2023-05-19
          Floating
          4.38500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oaktree CLO Ltd
        N/A
        Oaktree CLO 2019-4 Ltd
        67400JAA1
        
          
        
        1000000.00000000
        PA
        USD
        996725.00000000
        0.373863035094
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-10-20
          Floating
          7.36400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENNECO INC
        549300U0EXXFAQFAD785
        Tenneco Inc
        880349AS4
        
          
        
        350000.00000000
        PA
        USD
        396777.50000000
        0.148827851621
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TVC Albany, Inc.
        213800NZ3NYANI524X07
        TVC Albany, Inc. 2018 2nd Lien Term Loan
        33941LAE6
        
          
        
        1125000.00000000
        PA
        USD
        1068750.00000000
        0.400878997473
        Long
        LON
        CORP
        US
        N
        
        3
        
          2026-07-23
          Floating
          7.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EG GLOBAL FINANCE PLC
        549300TL8Q5207VYET27
        eG Global Finance PLC
        28228PAB7
        
          
        
        1425000.00000000
        PA
        USD
        1496228.63000000
        0.561222580758
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-10-30
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KORN/FERRY INTERNATIONAL
        549300FOD20OM0GT5G40
        Korn Ferry
        50067PAA7
        
          
        
        575000.00000000
        PA
        USD
        595654.00000000
        0.223424728291
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GTT Communications Inc
        549300ETSL7K1ZX05H30
        GTT Communications Inc
        362393AA8
        
          
        
        4000000.00000000
        PA
        USD
        397160.00000000
        0.148971324104
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-31
          Fixed
          7.87500000
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        Battalion CLO LTD
        5493000R542V1ZNEEG67
        Battalion CLO VII Ltd
        07131YAE2
        
          
        
        1500000.00000000
        PA
        USD
        1500807.00000000
        0.562939888244
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2028-07-17
          Floating
          6.44400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CDK Global Inc
        5493000L10CYRTHIJ385
        CDK Global Inc
        12508EAF8
        
          
        
        890000.00000000
        PA
        USD
        940418.50000000
        0.352742947822
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CINEMARK USA INC
        54930008H2137JSCPQ09
        Cinemark USA Inc
        172441BC0
        
          
        
        1265000.00000000
        PA
        USD
        1355068.00000000
        0.508274434010
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Traverse Midstream Partners LLC
        549300DHTM8B2X5QMJ22
        Traverse Midstream Partners LLC 2017 Term Loan
        89435TAB0
        
          
        
        1794765.90000000
        PA
        USD
        1798507.99000000
        0.674604987115
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-09-27
          Floating
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACRISURE LLC / FIN INC
        N/A
        Acrisure LLC / Acrisure Finance Inc
        00489LAD5
        
          
        
        1000000.00000000
        PA
        USD
        1121330.00000000
        0.420601306420
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-01
          Fixed
          10.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alera Group Holdings, Inc.
        549300BPCKH0Q3R2H875
        Alera Group Holdings, Inc. 2018 Term Loan B
        01449KAB8
        
          
        
        1229161.77000000
        PA
        USD
        1230698.22000000
        0.461624391696
        Long
        LON
        CORP
        US
        N
        
        3
        
          2025-08-01
          Floating
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTHERN OIL AND GAS INC
        OKFF0PIZDDMNH4UCYE51
        Northern Oil and Gas Inc
        665531AG4
        
          
        
        595000.00000000
        PA
        USD
        623991.38000000
        0.234053837517
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-01
          Fixed
          8.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLIED UNIVERSAL
        N/A
        Allied Universal Holdco LLC / Allied Universal Finance Corp
        019576AC1
        
          
        
        1650000.00000000
        PA
        USD
        1654174.50000000
        0.620466727678
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Core & Main LP
        549300ZSLF8Q660SCD17
        Core & Main LP
        14987KAA1
        
          
        
        675000.00000000
        PA
        USD
        685428.75000000
        0.257098470305
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-15
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIRGIN MEDIA SECURED FIN
        213800X3RLP4NOTPY579
        Virgin Media Secured Finance PLC
        000000000
        
          
        
        1000000.00000000
        PA
        
        1446944.91000000
        0.542736678287
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-04-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NFP CORP
        VO2L9FZNXDJNQNEYH039
        NFP Corp
        65342RAE0
        
          
        
        600000.00000000
        PA
        USD
        612468.00000000
        0.229731516093
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBAL NET LEASE/GLOBAL
        N/A
        Global Net Lease Inc / Global Net Lease Operating Partnership LP
        37892AAA8
        
          
        
        1606000.00000000
        PA
        USD
        1598251.90000000
        0.599490638018
        Long
        DBT
        
        US
        N
        
        2
        
          2027-12-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR COMPANY
        20S05OYHG0MQM4VUIC57
        Ford Motor Co
        345370CV0
        
          
        
        600000.00000000
        PA
        USD
        666888.00000000
        0.250143993325
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-21
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAZZ SECURITIES DAC
        6354009DV8VV7K6KOO02
        Jazz Securities DAC
        47216FAA5
        
          
        
        2100000.00000000
        PA
        USD
        2189481.00000000
        0.821255624109
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2029-01-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC Holdings LLC
        3HG2WD2W22M120IUNG49
        CSC Holdings LLC
        126307AQ0
        
          
        
        525000.00000000
        PA
        USD
        550759.13000000
        0.206585045973
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIX FLAGS THEME PARKS
        5493003MX0ZXTM8EVY68
        Six Flags Theme Parks Inc
        83001WAC8
        
          
        
        400000.00000000
        PA
        USD
        428854.00000000
        0.160859472825
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Global Advisors
        5493008BJIBKQ5KTIF74
        State Street Navigator Securities Lending Government Money Market Portfolio
        857492706
        
          
        
        743302.50000000
        NS
        USD
        743302.50000000
        0.278806419667
        Long
        STIV
        RF
        US
        N
        
        2
        
          
          N
          N
        
      
      
        GRAFTECH FINANCE INC
        1Z010BU876CF2HDBIN43
        GrafTech Finance Inc
        384311AA4
        
          
        
        1200000.00000000
        PA
        USD
        1234500.00000000
        0.463050406906
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALRIV SCI HLD CORP
        N/A
        Clarivate Science Holdings Corp
        18064PAB5
        
          
        
        600000.00000000
        PA
        USD
        605892.00000000
        0.227264914654
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-30
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        William Morris Endeavor Entertainment, LLC
        5493008R7J9HEQ30DZ33
        William Morris Endeavor Entertainment, LLC 2018 1st Lien Term Loan
        96925HAF9
        
          
        
        2386810.90000000
        PA
        USD
        2325445.99000000
        0.872254930666
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-05-18
          Floating
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Electrical Components International, Inc.
        N/A
        Electrical Components International, Inc. 2021 Term Loan B
        29279EAG7
        
          
        
        1020000.00000000
        PA
        USD
        1021275.00000000
        0.383071530427
        Long
        LON
        CORP
        US
        N
        
        3
        
          2025-06-26
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSDIGM INC
        88Q84GB3X55CF5OC7582
        TransDigm Inc
        893647BH9
        
          
        
        1250000.00000000
        PA
        USD
        1326125.00000000
        0.497418161894
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROCKIES EXPRESS PIPELINE
        W2ZGZGZKY5GGNY6F3V51
        Rockies Express Pipeline LLC
        77340RAT4
        
          
        
        600000.00000000
        PA
        USD
        608097.00000000
        0.228091991323
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRINSEO OP / TRINSEO FIN
        N/A
        Trinseo Materials Operating SCA / Trinseo Materials Finance Inc
        89668QAF5
        
          
        
        600000.00000000
        PA
        USD
        611841.00000000
        0.229496333747
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2029-04-01
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Natural Foods, Inc.
        549300GKGW6WPZ282D40
        United Natural Foods, Inc. Term Loan B
        91116KAB1
        
          
        
        968011.35000000
        PA
        USD
        966196.33000000
        0.362411991703
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-10-22
          Floating
          3.59200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KKR Financial CLO Ltd
        254900VCKMCY079T6M57
        KKR Clo 16 Ltd
        48251DAE6
        
          
        
        1500000.00000000
        PA
        USD
        1495420.50000000
        0.560919458097
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-01-20
          Floating
          6.88400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Altice Financing SA
        549300DIYGW8HVDF7Q17
        Altice Financing SA
        02154CAE3
        
          
        
        2300000.00000000
        PA
        USD
        2395864.00000000
        0.898668124821
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2026-05-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sprint Holdings LLC
        N/A
        SPRINT HOLDINGS LLC CLASS H
        000000000
        
          
        
        78.47000000
        NS
        USD
        0.00000000
        0.000000
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        Vida Capital INC.
        2549001PDYPC4244EX25
        Vida Capital INC. 2019 Term Loan
        92648EAB0
        
          
        
        1406250.00000000
        PA
        USD
        1321875.00000000
        0.495824023190
        Long
        LON
        CORP
        US
        N
        
        3
        
          2026-10-01
          Floating
          6.09200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hornblower Sub, LLC
        N/A
        Hornblower Sub, LLC 2020 Repriced Term Loan B
        44055EAG6
        
          
        
        1547299.20000000
        PA
        USD
        1432536.02000000
        0.537332026706
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-04-27
          Floating
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Epicor Software Corporation
        JGNXVGGGXR4O1L5I7S73
        Epicor Software Corporation 2020 2nd Lien Term Loan
        29426NAQ7
        
          
        
        2560000.00000000
        PA
        USD
        2650662.40000000
        0.994240828587
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-07-30
          Floating
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -104371.18000000
        -0.03914873824
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            1077650.35000000
            GBP
            1394186.43000000
            USD
            2021-10-13
            -104371.18000000
          
        
        
          N
          N
          N
        
      
      
        PIONEER ENERGY SERVICES
        529900NHYED469G7XK29
        Pioneer Energy Services Corp
        723664AC2
        
          
        
        399528.00000000
        PA
        USD
        465450.12000000
        0.174586364893
        Long
        DBT
        CORP
        US
        N
        
        3
        
          2025-08-28
          Fixed
          5.00000000
          N
          N
          N
          N
          N
          
            
              Pioneer Energy Services Corp
              Pioneer Energy Services Corp
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        KAISER ALUMINUM CORP
        N/A
        Kaiser Aluminum Corp
        483007AL4
        
          
        
        300000.00000000
        PA
        USD
        312394.50000000
        0.117176508983
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Polar US Borrower, LLC
        549300VWTN2NKZWJ5F70
        Polar US Borrower, LLC 2018 1st Lien Term Loan
        80643UAB4
        
          
        
        2268008.47000000
        PA
        USD
        2273678.49000000
        0.852837383530
        Long
        LON
        CORP
        US
        N
        
        3
        
          2025-10-15
          Floating
          4.89700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ITT HOLDINGS LLC
        549300TH2PHOLK31LB42
        ITT Holdings LLC
        45074JAA2
        
          
        
        1460000.00000000
        PA
        USD
        1458532.70000000
        0.547083159352
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EAGLE INT GLO/RUYI US FI
        N/A
        Eagle Intermediate Global Holding BV/Ruyi US Finance LLC
        26963PAA2
        
          
        
        2500000.00000000
        PA
        USD
        2347162.50000000
        0.880400608100
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2025-05-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMSCOPE TECH LLC
        M4TWC4QDOKW45N7T6Y12
        CommScope Technologies LLC
        20337YAA5
        
          
        
        1690000.00000000
        PA
        USD
        1717462.50000000
        0.644205515974
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bulldog Purchaser Inc.
        N/A
        Bulldog Purchaser Inc. 2018 Term Loan
        12021UAC7
        
          
        
        1843130.96000000
        PA
        USD
        1785533.12000000
        0.669738224188
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-09-05
          Floating
          3.88500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Churchill Downs Inc
        529900FODTBQC8MIS994
        Churchill Downs Inc
        171484AE8
        
          
        
        1868000.00000000
        PA
        USD
        1938050.00000000
        0.726946003324
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Golden Nugget Inc
        91D14OD6M4H1RVBN7R43
        Golden Nugget Inc
        38113YAE9
        
          
        
        3250000.00000000
        PA
        USD
        3262187.50000000
        1.223618670943
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMN HEALTHCARE INC
        549300H27NUKBFFQEE84
        AMN Healthcare Inc
        00175PAC7
        
          
        
        660000.00000000
        PA
        USD
        678852.90000000
        0.254631925131
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LTI Holdings, Inc.
        5493003GUY3WBOTOAP97
        LTI Holdings, Inc. 2018 2nd Lien Term Loan
        50217UAV9
        
          
        
        1222916.67000000
        PA
        USD
        1220623.70000000
        0.457845525285
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-09-06
          Floating
          6.84200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABB Concise Optical Group LLC
        5493006R7UTLUVVF4J23
        ABB Concise Optical Group LLC 2016 Term Loan B
        00037PAM3
        
          
        
        1456683.01000000
        PA
        USD
        1410710.09000000
        0.529145306764
        Long
        LON
        CORP
        US
        N
        
        2
        
          2023-06-15
          Floating
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Plastipak Holdings Inc
        N/A
        Plastipak Holdings Inc
        727610AN7
        
          
        
        3435000.00000000
        PA
        USD
        3516959.10000000
        1.319181322257
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TransDigm Inc
        88Q84GB3X55CF5OC7582
        TransDigm Inc
        893647BE6
        
          
        
        1940000.00000000
        PA
        USD
        2039696.60000000
        0.765072774884
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deerfield Dakota Holding, LLC
        549300FDREJLOIGXY104
        Deerfield Dakota Holding, LLC 2021 USD 2nd Lien Term Loan
        24440EAG2
        
          
        
        1298076.92000000
        PA
        USD
        1331340.14000000
        0.499374316369
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-04-07
          Floating
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Finastra USA, Inc.
        549300ZB2RO6QC7YTK71
        Finastra USA, Inc. USD 1st Lien Term Loan
        02034DAC1
        
          
        
        693511.88000000
        PA
        USD
        683660.54000000
        0.256435229836
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-06-13
          Floating
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROCKIES EXPRESS PIPELINE
        W2ZGZGZKY5GGNY6F3V51
        Rockies Express Pipeline LLC
        77340RAR8
        
          
        
        300000.00000000
        PA
        USD
        309607.50000000
        0.116131129085
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTICE FRANCE SA
        5493001ZMCICV4N02J21
        Altice France SA/France
        67054KAA7
        
          
        
        484000.00000000
        PA
        USD
        503965.00000000
        0.189032967449
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2026-05-01
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US FOODS INC
        5493000JOOFAOUY1JZ87
        US Foods Inc
        90290MAD3
        
          
        
        900000.00000000
        PA
        USD
        919125.00000000
        0.344755937827
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GrafTech Finance, Inc.
        1Z010BU876CF2HDBIN43
        GrafTech Finance, Inc. 2018 Term Loan B
        38431EAB4
        
          
        
        967499.94000000
        PA
        USD
        968409.39000000
        0.363242091608
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-02-12
          Floating
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lithia Motors Inc
        SE8N1EZEHPZQBCBVKD53
        Lithia Motors Inc
        536797AC7
        
          
        
        1403000.00000000
        PA
        USD
        1444381.49000000
        0.541775161338
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAMOND SPORTS GR/DIAMON
        N/A
        Diamond Sports Group LLC / Diamond Sports Finance Co
        25277LAA4
        
          
        
        925000.00000000
        PA
        USD
        537656.25000000
        0.201670267588
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RBS GLOBAL & REXNORD LLC
        N/A
        RBS Global Inc / Rexnord LLC
        75524DAP5
        
          
        
        2300000.00000000
        PA
        USD
        2353187.50000000
        0.882660534144
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED RENTALS NORTH AM
        NGIZXNT70J2LYT3FBI09
        United Rentals North America Inc
        911365BG8
        
          
        
        445000.00000000
        PA
        USD
        470531.88000000
        0.176492489668
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Anchorage Credit Funding Ltd.
        549300VR9XUOV1E0U888
        Anchorage Credit Funding 4 Ltd
        03329VAG4
        
          
        
        1250000.00000000
        PA
        USD
        1216801.25000000
        0.456411756935
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2039-04-27
          Fixed
          6.65900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRESIDIO HOLDING INC
        N/A
        Presidio Holdings Inc
        74101XAE0
        
          
        
        235000.00000000
        PA
        USD
        242706.83000000
        0.091037259125
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIVE NATION ENTERTAINMEN
        5493007B9BM9ZXJINO78
        Live Nation Entertainment Inc
        538034AN9
        
          
        
        400000.00000000
        PA
        USD
        416500.00000000
        0.156225592933
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLIANT HOLD / CO-ISSUER
        N/A
        Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
        01883LAA1
        
          
        
        419000.00000000
        PA
        USD
        437875.95000000
        0.164243529219
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jeld-Wen Inc
        549300XWE6NM0N1HFW16
        Jeld-Wen Inc
        475795AD2
        
          
        
        600000.00000000
        PA
        USD
        624603.00000000
        0.234283250955
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENDURE DIGITAL INC
        N/A
        Endure Digital Inc
        29279XAA8
        
          
        
        900000.00000000
        PA
        USD
        875299.50000000
        0.328317367063
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Octagon Investment Partners 48 LTD
        N/A
        Octagon Investment Partners 48 Ltd
        67577QAA2
        
          
        
        1050000.00000000
        PA
        USD
        1053389.40000000
        0.395117367598
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-10-20
          Floating
          7.79400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SALLY HOLDINGS/SALLY CAP
        N/A
        Sally Holdings LLC / Sally Capital Inc
        79546VAM8
        
          
        
        300000.00000000
        PA
        USD
        326428.50000000
        0.122440542527
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-30
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRANITE US HOLDINGS CORP
        N/A
        Granite US Holdings Corp
        38748YAA0
        
          
        
        150000.00000000
        PA
        USD
        167282.25000000
        0.062746143321
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-01
          Fixed
          11.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UTEX Industries Inc.
        N/A
        UTEX Industries Inc. 2020 Second Out Term Loan
        91759UAU9
        
          
        
        98623.32000000
        PA
        USD
        96157.74000000
        0.036067947050
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-12-03
          Floating
          11.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hornblower Sub, LLC
        N/A
        Hornblower Sub, LLC 2020 Term Loan
        44055EAF8
        
          
        
        1082474.23000000
        PA
        USD
        1139304.13000000
        0.427343249077
        Long
        LON
        CORP
        US
        N
        
        3
        
          2025-11-10
          Floating
          9.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIVE NATION ENTERTAINMEN
        5493007B9BM9ZXJINO78
        Live Nation Entertainment Inc
        538034AK5
        
          
        
        2200000.00000000
        PA
        USD
        2238544.00000000
        0.839658736393
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NFP CORP
        VO2L9FZNXDJNQNEYH039
        NFP Corp
        65342RAD2
        
          
        
        2400000.00000000
        PA
        USD
        2491008.00000000
        0.934355826655
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cedar Funding Ltd
        549300PQ60B57EBTK013
        Cedar Funding VI CLO Ltd
        15032CAE3
        
          
        
        1500000.00000000
        PA
        USD
        1477846.50000000
        0.554327600785
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-04-20
          Floating
          6.85400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NAVIOS MARITIME HLDS/FIN
        N/A
        Navios Maritime Holdings Inc / Navios Maritime Finance II US Inc
        639365AH8
        
          
        
        2117000.00000000
        PA
        USD
        2114152.64000000
        0.793000599606
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2022-08-15
          Fixed
          11.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GTT Communications, Inc.
        N/A
        GTT Communications, Inc. 2020 Term Loan
        000000000
        
          
        
        259283.85000000
        PA
        USD
        263821.32000000
        0.098957123998
        Long
        LON
        CORP
        NL
        N
        
        2
        
          2021-12-31
          Floating
          8.50000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        CPI CG INC
        N/A
        CPI CG Inc
        12598FAA7
        
          
        
        300000.00000000
        PA
        USD
        320287.50000000
        0.120137105874
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          8.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WINNEBAGO INDUSTRIES
        549300B7OYKYJLTE3G11
        Winnebago Industries Inc
        974637AC4
        
          
        
        990000.00000000
        PA
        USD
        1067779.35000000
        0.400514914948
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MILEAGE PLUS HLDINGS LLC
        N/A
        Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
        599191AA1
        
          
        
        1000000.00000000
        PA
        USD
        1088750.00000000
        0.408380826665
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-20
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HARSCO CORP
        KAO98FK89NPNNPQGUZ43
        Harsco Corp
        415864AM9
        
          
        
        690000.00000000
        PA
        USD
        718248.60000000
        0.269408915747
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-31
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH COS INC
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        071734AJ6
        
          
        
        325000.00000000
        PA
        USD
        306283.25000000
        0.114884231300
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2030-01-30
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        503.96000000
        0.000189031091
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            37736.95000000
            USD
            27500.00000000
            GBP
            2021-10-13
            503.96000000
          
        
        
          N
          N
          N
        
      
      
        HCA Inc
        L3CJ6J7LJ2DX62FTXD46
        HCA Inc
        404121AJ4
        
          
        
        1250000.00000000
        PA
        USD
        1505025.00000000
        0.564522024021
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US Radiology Specialists, Inc.
        N/A
        US Radiology Specialists, Inc. 2020 Term Loan
        90372AAJ7
        
          
        
        1203950.00000000
        PA
        USD
        1213732.09000000
        0.455260541230
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-12-15
          Floating
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MADISON IAQ LLC
        549300IXDNBXNHUPBU73
        Madison IAQ LLC
        55760LAB3
        
          
        
        600000.00000000
        PA
        USD
        607170.00000000
        0.227744281540
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-30
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Strategic Materials, Inc.
        N/A
        Strategic Materials, Inc. 2nd Lien Term Loan
        86274EAE7
        
          
        
        800000.00000000
        PA
        USD
        460000.00000000
        0.172542071427
        Long
        LON
        CORP
        US
        N
        
        3
        
          2025-10-31
          Floating
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIRIUS XM RADIO INC
        WP5O65E6BMU84LNO4227
        Sirius XM Radio Inc
        82967NBJ6
        
          
        
        300000.00000000
        PA
        USD
        309750.00000000
        0.116184579618
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONAL CINEMEDIA LLC
        7LJEQIVQVLNGS4X6T547
        National CineMedia LLC
        63530QAJ8
        
          
        
        375000.00000000
        PA
        USD
        352996.88000000
        0.132406114962
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Project Investor Holdings, LLC
        N/A
        PROJECT INVESTOR HOLDINGS, LLC
        000000000
        
          
        
        5400.00000000
        NS
        USD
        54.00000000
        0.000020254938
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        LCPR SR SECURED FIN DAC
        549300LE5FM8IKMXSP90
        LCPR Senior Secured Financing DAC
        50201DAA1
        
          
        
        2000000.00000000
        PA
        USD
        2139580.00000000
        0.802538185182
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2027-10-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GCP APPLIED TECHNOLOGIES
        5493007G654QKQVEKV09
        GCP Applied Technologies Inc
        36164YAB7
        
          
        
        725000.00000000
        PA
        USD
        743306.25000000
        0.278807826260
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southern Graphics, Inc.
        5493008I5XFLJGVXP632
        Southern Graphics, Inc. 2nd Lien Term Loan
        84302UAL6
        
          
        
        0.00000000
        PA
        USD
        0.00000000
        0.000000
        Long
        LON
        CORP
        US
        N
        
        2
        
          2023-12-31
          Floating
          7.59200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Idemia Group
        N/A
        Idemia Group 2021 USD Term Loan B
        000000000
        
          
        
        2421984.72000000
        PA
        USD
        2417189.19000000
        0.906667021465
        Long
        LON
        CORP
        FR
        N
        
        2
        
          2026-01-09
          Floating
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carestream Health, Inc.
        5493008C1W5RQW9E4I05
        Carestream Health, Inc. 2020 Extended Term Loan
        14173VAN3
        
          
        
        852849.63000000
        PA
        USD
        858819.58000000
        0.322135889816
        Long
        LON
        CORP
        US
        N
        
        2
        
          2023-05-08
          Floating
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVIENT CORP
        SM8L9RZYIB34LNTWO040
        Avient Corp
        73179PAM8
        
          
        
        300000.00000000
        PA
        USD
        315565.50000000
        0.118365924002
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MERLIN ENTERTAINMENTS
        549300ZTI0VEFO6WV007
        Merlin Entertainments Ltd
        59010QAB2
        
          
        
        1300000.00000000
        PA
        USD
        1358552.00000000
        0.509581252655
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-06-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENESIS ENERGY LP/GENESI
        N/A
        Genesis Energy LP / Genesis Energy Finance Corp
        37185LAF9
        
          
        
        2750000.00000000
        PA
        USD
        2739096.25000000
        1.027411610463
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CORELOGIC INC
        54930086CD8K2UIL0516
        CoreLogic Inc
        21871DAD5
        
          
        
        2400000.00000000
        PA
        USD
        2399796.00000000
        0.900142984440
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BCP Renaissance Parent LLC
        549300GVXMQFQZDSJR97
        BCP Renaissance Parent LLC Term Loan B2
        000000000
        
          
        
        977833.81000000
        PA
        USD
        964388.60000000
        0.361733927619
        Long
        LON
        CORP
        US
        N
        
        3
        
          2024-11-01
          Floating
          3.63500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PES ENERGY
        N/A
        PES ENERGY
        000000000
        
          
        
        111570.00000000
        NS
        USD
        1115.70000000
        0.000418489541
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        Blackstone Mortgage Trust, Inc.
        N/A
        Blackstone Mortgage Trust, Inc. 2021 Term Loan B2
        09259GAE3
        
          
        
        843625.00000000
        PA
        USD
        840461.41000000
        0.315249897034
        Long
        LON
        CORP
        US
        N
        
        3
        
          2026-04-23
          Floating
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SURGERY CENTER HOLDINGS
        54930054EVI5HWPPW113
        Surgery Center Holdings Inc
        86881WAD4
        
          
        
        775000.00000000
        PA
        USD
        847567.13000000
        0.317915191921
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          10.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        POWDR CORP
        549300XIF5ZPMVRIGO50
        Powdr Corp
        73900LAA9
        
          
        
        942000.00000000
        PA
        USD
        989749.98000000
        0.371246764661
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tacala, LLC
        549300XTM341KBSTDI88
        Tacala, LLC 2nd Lien Term Loan
        873412AC4
        
          
        
        300000.00000000
        PA
        USD
        300600.00000000
        0.112752492763
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-02-04
          Floating
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Akorn, Inc.
        N/A
        Akorn, Inc. 2020 Take Back Term Loan
        00972HAB2
        
          
        
        808548.84000000
        PA
        USD
        823709.13000000
        0.308966259877
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-10-01
          Floating
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LAREDO PETROLEUM INC
        549300X0PTWU2QSLSL14
        Laredo Petroleum Inc
        516806AH9
        
          
        
        350000.00000000
        PA
        USD
        339157.00000000
        0.127214894171
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-31
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AQGEN ASCENSUS INC
        N/A
        AQGEN ASCENSUS INC 2021 2ND LIEN TERM LOAN
        000000000
        
          
        
        2000000.00000000
        PA
        USD
        1990000.00000000
        0.746432004652
        Long
        LON
        CORP
        US
        N
        
        3
        
          2029-05-04
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Athenahealth, Inc.
        5493004JZ4RQIZBHP241
        Athenahealth, Inc. 2021 Term Loan B1
        04685YAM1
        
          
        
        2210652.83000000
        PA
        USD
        2213968.81000000
        0.830440792505
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-02-11
          Floating
          4.41000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRIPADVISOR INC
        549300XVG45PT5BART17
        TripAdvisor Inc
        896945AA0
        
          
        
        202000.00000000
        PA
        USD
        215920.83000000
        0.080990059287
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MGM GROWTH/MGM FINANCE
        N/A
        MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
        55303XAJ4
        
          
        
        1250000.00000000
        PA
        USD
        1398831.25000000
        0.524689655330
        Long
        DBT
        
        US
        N
        
        2
        
          2027-02-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        National CineMedia LLC
        7LJEQIVQVLNGS4X6T547
        National CineMedia LLC
        63530QAH2
        
          
        
        750000.00000000
        PA
        USD
        626910.00000000
        0.235148586953
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILLENBRAND INC
        U246OE781574J2BUD366
        Hillenbrand Inc
        431571AD0
        
          
        
        600000.00000000
        PA
        USD
        641670.00000000
        0.240684936897
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MUELLER WATER PRODUCTS
        549300F7ZU4P1F8V8L60
        Mueller Water Products Inc
        624758AF5
        
          
        
        300000.00000000
        PA
        USD
        311008.50000000
        0.116656632220
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARK RIVER HOLDINGS INC
        N/A
        Park River Holdings Inc
        70082LAB3
        
          
        
        300000.00000000
        PA
        USD
        303412.50000000
        0.113807437493
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-01
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW FORTRESS ENERGY INC
        N/A
        New Fortress Energy Inc
        644393AB6
        
          
        
        1450000.00000000
        PA
        USD
        1466740.25000000
        0.550161741262
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-30
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bright Bidco B.V.
        549300IL6Q1JWU688H15
        Bright Bidco B.V. 2018 Term Loan B
        000000000
        
          
        
        346593.64000000
        PA
        USD
        278669.95000000
        0.104526718298
        Long
        LON
        CORP
        NL
        N
        
        2
        
          2024-06-30
          Floating
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GTCR AP Finance Inc
        N/A
        GTCR AP Finance Inc
        40060QAA3
        
          
        
        1200000.00000000
        PA
        USD
        1276620.00000000
        0.478849259185
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Newmark Group Inc
        N/A
        Newmark Group Inc
        65158NAB8
        
          
        
        1100000.00000000
        PA
        USD
        1195650.50000000
        0.448478291245
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-15
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FOUNDATION BUILDING M
        549300ZVE6MONHB01I28
        Foundation Building Materials Inc
        350392AA4
        
          
        
        1600000.00000000
        PA
        USD
        1575776.00000000
        0.591060119880
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTIN BIDCO INC
        N/A
        Austin BidCo Inc
        92837TAA0
        
          
        
        2800000.00000000
        PA
        USD
        2873878.00000000
        1.077967093802
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-15
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERTAPE POLYMER GROUP
        549300ESFR3Z1YNR6O65
        Intertape Polymer Group Inc
        460919AB9
        
          
        
        1695000.00000000
        PA
        USD
        1737798.75000000
        0.651833469670
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2029-06-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jason Group, Inc
        N/A
        Jason Group, Inc 2nd Lien Term Loan
        000000000
        
          
        
        333300.45000000
        PA
        USD
        328300.94000000
        0.123142878780
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2026-02-28
          Floating
          11.00000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        SYNAPTICS INC
        549300AJ3LI4FWNRQX29
        Synaptics Inc
        87157DAG4
        
          
        
        1200000.00000000
        PA
        USD
        1218228.00000000
        0.456946918675
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Proppants Holdings LLC
        N/A
        PROPPANTS HOLDINGS, LLC
        000000000
        
          
        
        89998.00000000
        NS
        USD
        4499.90000000
        0.001687874059
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        STERICYCLE INC
        B8PTJH2P0AXSWSMP2136
        Stericycle Inc
        858912AG3
        
          
        
        300000.00000000
        PA
        USD
        304776.00000000
        0.114318874698
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Serta Simmons Bedding, LLC
        549300M4F4V4WFPNI116
        Serta Simmons Bedding, LLC 2020 Super Priority Second Out Term Loan
        81753HAG6
        
          
        
        1061775.01000000
        PA
        USD
        1010947.84000000
        0.379197900909
        Long
        LON
        CORP
        US
        N
        
        2
        
          2023-08-10
          Floating
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        W & T OFFSHORE INC
        549300Q7EOY2YIO3YK85
        W&T Offshore Inc
        92922PAL0
        
          
        
        2500000.00000000
        PA
        USD
        2402725.00000000
        0.901241627325
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-01
          Fixed
          9.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMPASS GROUP DIVERSIFIE
        549300I6PTUQPX21TE93
        Compass Group Diversified Holdings LLC
        20451RAB8
        
          
        
        1750000.00000000
        PA
        USD
        1817812.50000000
        0.681845943948
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CEDAR FAIR LP
        549300TUVLNQQ6BVKH61
        Cedar Fair LP
        150190AE6
        
          
        
        1575000.00000000
        PA
        USD
        1603523.25000000
        0.601467876384
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLEVELAND-CLIFFS INC
        549300TM2WLI2BJMDD86
        Cleveland-Cliffs Inc
        185899AJ0
        
          
        
        199000.00000000
        PA
        USD
        232830.00000000
        0.087332544544
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-17
          Fixed
          9.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTICE FRANCE SA
        5493001ZMCICV4N02J21
        Altice France SA/France
        02156LAE1
        
          
        
        1285000.00000000
        PA
        USD
        1296275.88000000
        0.486222011904
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2029-01-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Acrisure, LLC
        549300R0Z1Q47XRTGO22
        Acrisure, LLC 2020 Term Loan B
        00488PAL9
        
          
        
        0.01000000
        PA
        USD
        0.01000000
        0.000000003750
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-02-15
          Floating
          3.60700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATLAS LUXCO 4 / ALL UNI
        N/A
        Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl
        049362AA4
        
          
        
        639000.00000000
        PA
        USD
        639798.75000000
        0.239983047003
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2028-06-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RP ESCROW ISSUER LLC
        N/A
        RP Escrow Issuer LLC
        74969PAA6
        
          
        
        335000.00000000
        PA
        USD
        343728.43000000
        0.128929598523
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Airxcel, Inc.
        549300A4MOMQ8PMPXC81
        Airxcel, Inc. 2018 2nd Lien Term Loan
        00956TAB6
        
          
        
        2000000.00000000
        PA
        USD
        1978330.00000000
        0.742054687318
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-04-27
          Floating
          8.84200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Project Leopard Holdings, Inc.
        N/A
        Project Leopard Holdings, Inc. 2019 Term Loan
        74338UAE1
        
          
        
        720272.24000000
        PA
        USD
        723812.38000000
        0.271495842108
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-07-05
          Floating
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STARWOOD PROPERTY TRUST
        BUGSFQZERKRBFWIG5267
        Starwood Property Trust Inc
        85571BAG0
        
          
        
        970000.00000000
        PA
        USD
        974510.50000000
        0.365530565864
        Long
        DBT
        
        US
        N
        
        2
        
          2021-12-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMSCOPE TECH LLC
        M4TWC4QDOKW45N7T6Y12
        CommScope Technologies LLC
        20338HAB9
        
          
        
        1750000.00000000
        PA
        USD
        1772837.50000000
        0.664976205551
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WeWork Cos Inc
        549300D8U9TF7WBED521
        WeWork Cos Inc
        96208LAA9
        
          
        
        2864000.00000000
        PA
        USD
        2927867.20000000
        1.098217981634
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADIENT US LLC
        213800SOTRCDGZUHL712
        Adient US LLC
        00688JAB3
        
          
        
        300000.00000000
        PA
        USD
        328335.00000000
        0.123155654395
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          9.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAMES HARDIE INTL FIN
        635400G32A4Q1LVQ8M88
        James Hardie International Finance DAC
        47032FAB5
        
          
        
        1970000.00000000
        PA
        USD
        2094888.15000000
        0.785774653933
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2028-01-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARCOSA INC
        549300WFHLTCZV7D6V29
        Arcosa Inc
        039653AA8
        
          
        
        1250000.00000000
        PA
        USD
        1281250.00000000
        0.480585932643
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOPER-STANDARD AUTOMOTI
        ITCH5B3Q4RTX2PH9UN62
        Cooper-Standard Automotive Inc
        216762AF1
        
          
        
        2450000.00000000
        PA
        USD
        2259537.00000000
        0.847533031405
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        API GROUP DE INC
        549300XP4G7B4QYA0G83
        APi Group DE Inc
        001877AA7
        
          
        
        710000.00000000
        PA
        USD
        693183.65000000
        0.260007267066
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIX FLAGS ENTERTAINMENT
        549300JYTDUAA4JQ3717
        Six Flags Entertainment Corp
        83001AAB8
        
          
        
        2150000.00000000
        PA
        USD
        2166125.00000000
        0.812494987978
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-31
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        6601.99000000
        0.002476350065
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            1541865.04000000
            USD
            1304006.00000000
            EUR
            2021-10-13
            6601.99000000
          
        
        
          N
          N
          N
        
      
      
        ADAMS HOMES INC
        N/A
        Adams Homes Inc
        00623PAA9
        
          
        
        600000.00000000
        PA
        USD
        630375.00000000
        0.236448278860
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TELENET FINANCE LUX NOTE
        2138007RI9GLJPCC3E25
        Telenet Finance Luxembourg Notes Sarl
        000000000
        
          
        
        1600000.00000000
        PA
        USD
        1688320.00000000
        0.633274413112
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2028-03-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENDO DAC/FIN LLC/FINCO
        N/A
        Endo Dac / Endo Finance LLC / Endo Finco Inc
        29273DAA8
        
          
        
        1350000.00000000
        PA
        USD
        1339895.25000000
        0.502583265066
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2024-10-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARGO AIRCRAFT MANAGEMEN
        549300GH5J7LOMV44F11
        Cargo Aircraft Management Inc
        14180LAA4
        
          
        
        2900000.00000000
        PA
        USD
        2971064.50000000
        1.114420919942
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELASTIC NV
        2549003I48WHHH937I59
        Elastic NV
        28415LAA1
        
          
        
        1950000.00000000
        PA
        USD
        1959828.00000000
        0.735114745132
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2029-07-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Benefit Street Partners CLO Ltd
        549300MYLNCW81S1Y182
        Benefit Street Partners CLO X Ltd
        08181MAG0
        
          
        
        1250000.00000000
        PA
        USD
        1238733.75000000
        0.464638450373
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-04-20
          Floating
          6.88400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southern Graphics, Inc.
        5493008I5XFLJGVXP632
        Southern Graphics, Inc. 2018 Term Loan B
        84302UAN2
        
          
        
        0.00000000
        PA
        USD
        0.00000000
        0.000000
        Long
        LON
        CORP
        US
        N
        
        2
        
          2022-12-31
          Floating
          3.34200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMC ENTERTAINMENT HLDGS
        549300ZO77UNR6NRBR11
        AMC Entertainment Holdings Inc
        00165CAP9
        
          
        
        2374227.00000000
        PA
        USD
        2104158.68000000
        0.789251950562
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          12.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXC Holdings III Corp.
        5493001KJFQIB7D17Q74
        EXC Holdings III Corp. USD 2017 2nd Lien Term Loan
        26929CAF3
        
          
        
        2250000.00000000
        PA
        USD
        2250697.50000000
        0.844217410447
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-12-01
          Floating
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SERVICE CORP INTL
        549300RKVM2ME20JHZ15
        Service Corp International/US
        817565CG7
        
          
        
        589000.00000000
        PA
        USD
        608834.58000000
        0.228368651281
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UTEX Industries Inc.
        N/A
        UTEX Industries Inc. 2020 First Out Exit Term Loan A
        000000000
        
          
        
        114597.28000000
        PA
        USD
        115552.45000000
        0.043342737133
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-12-03
          Floating
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        POLAR US BORROWER LLC
        N/A
        Polar US Borrower LLC / Schenectady International Group Inc
        73103PAA5
        
          
        
        1500000.00000000
        PA
        USD
        1529760.00000000
        0.573799911274
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH COS INC
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        071734AN7
        
          
        
        600000.00000000
        PA
        USD
        618000.00000000
        0.231806522047
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2028-06-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KBR INC
        254900OFQDXZRKRCV808
        KBR Inc
        48242WAC0
        
          
        
        365000.00000000
        PA
        USD
        369865.45000000
        0.138733371505
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-30
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC Holdings LLC
        3HG2WD2W22M120IUNG49
        CSC Holdings LLC
        126307AS6
        
          
        
        750000.00000000
        PA
        USD
        793623.75000000
        0.297681490780
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MURPHY OIL USA INC
        N32S6DTR2ZZ5222WHV58
        Murphy Oil USA Inc
        626738AF5
        
          
        
        300000.00000000
        PA
        USD
        299656.50000000
        0.112398593970
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Reichhold Industries Inc
        N/A
        Reichhold Industries Inc
        759219AB4
        
          
        
        271655.00000000
        PA
        USD
        3667.34000000
        0.001375587913
        Long
        DBT
        CORP
        US
        N
        
        3
        
          2018-05-01
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        SPEEDWAY MOT/SPEEDWAY FD
        N/A
        Speedway Motorsports LLC / Speedway Funding II Inc
        84779MAA2
        
          
        
        3135000.00000000
        PA
        USD
        3190238.70000000
        1.196631290532
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GTT Communications, Inc.
        N/A
        GTT Communications, Inc. 2020 Delayed Draw Term Loan
        000000000
        
          
        
        452363.65000000
        PA
        USD
        460280.01000000
        0.172647100786
        Long
        LON
        CORP
        US
        N
        
        2
        
          2021-12-31
          Floating
          8.50000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        ORTHO-CLINICAL INC/SA
        N/A
        Ortho-Clinical Diagnostics Inc / Ortho-Clinical Diagnostics SA
        68752DAC2
        
          
        
        180000.00000000
        PA
        USD
        193291.20000000
        0.072501878340
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENDO LUX FIN CO I SARL
        N/A
        Endo Luxembourg Finance Co I Sarl / Endo US Inc
        29280BAA3
        
          
        
        600000.00000000
        PA
        USD
        597147.00000000
        0.223984739840
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2029-04-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEAWORLD PARKS & ENTERTA
        549300UZV72O3371JJ53
        SeaWorld Parks & Entertainment Inc
        81282UAC6
        
          
        
        600000.00000000
        PA
        USD
        647415.00000000
        0.242839837332
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESCO DISTRIBUTION INC
        549300I2CEZJG9N4AH67
        WESCO Distribution Inc
        95081QAN4
        
          
        
        750000.00000000
        PA
        USD
        807183.75000000
        0.302767730972
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Anchorage Credit Opportunities CLO, LLC
        549300QYWD7GXVL7MN11
        Anchorage Credit Opportunities Clo 1 Ltd
        03330GAA7
        
          
        
        1500000.00000000
        PA
        USD
        1495765.50000000
        0.561048864650
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-01-20
          Floating
          7.68400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMMIT MATERIALS LLC/FIN
        N/A
        Summit Materials LLC / Summit Materials Finance Corp
        86614RAN7
        
          
        
        300000.00000000
        PA
        USD
        319014.00000000
        0.119659426900
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UTEX INDUSTRIES COMMON
        N/A
        UTEX INDUSTRIES COMMON
        000000000
        
          
        
        15074.00000000
        NS
        USD
        618034.00000000
        0.231819275157
        Long
        EC
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        Peraton Corp.
        549300EQPCK07ZW63836
        Peraton Corp. 2nd Lien Term Loan B1
        71360HAG2
        
          
        
        1750000.00000000
        PA
        USD
        1787187.50000000
        0.670358767997
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-02-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HESS MIDSTREAM OPERATION
        N/A
        Hess Midstream Operations LP
        428104AA1
        
          
        
        1500000.00000000
        PA
        USD
        1573297.50000000
        0.590130455698
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CPI International Inc.
        5493003UP57IOOYDIV65
        CPI International Inc. 2017 2nd Lien Add-On Term Loan
        12632BAK2
        
          
        
        999376.60000000
        PA
        USD
        934417.12000000
        0.350491881438
        Long
        LON
        CORP
        US
        N
        
        3
        
          2025-07-28
          Floating
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ingevity Corp
        5493009UTFC4B5IMGF87
        Ingevity Corp
        45688CAA5
        
          
        
        2200000.00000000
        PA
        USD
        2242856.00000000
        0.841276130767
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Serta Simmons Bedding, LLC
        549300M4F4V4WFPNI116
        Serta Simmons Bedding, LLC 2020 Super Priority First Out Term Loan
        81753HAF8
        
          
        
        1752080.69000000
        PA
        USD
        1771546.31000000
        0.664491891209
        Long
        LON
        CORP
        US
        N
        
        2
        
          2023-08-10
          Floating
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INSTALLED BUILDING PRODU
        549300I95Y9P9YM5FI86
        Installed Building Products Inc
        45780RAA9
        
          
        
        1570000.00000000
        PA
        USD
        1644653.50000000
        0.616895481891
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENESIS ENERGY LP/FIN
        N/A
        Genesis Energy LP / Genesis Energy Finance Corp
        37185LAK8
        
          
        
        1125000.00000000
        PA
        USD
        1111820.63000000
        0.417034422947
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1227.87000000
        -0.00046056355
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            50507.84000000
            USD
            41500.00000000
            EUR
            2021-10-13
            -1227.87000000
          
        
        
          N
          N
          N
        
      
      
        ZAYO GROUP HOLDINGS INC
        529900Z6OTS7RT0V0I47
        Zayo Group Holdings Inc
        98919VAB1
        
          
        
        600000.00000000
        PA
        USD
        611346.00000000
        0.229310663475
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bulldog Purchaser Inc.
        N/A
        Bulldog Purchaser Inc. 2018 2nd Lien Term Loan
        12021UAE3
        
          
        
        1959000.00000000
        PA
        USD
        1787587.50000000
        0.670508804581
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-09-04
          Floating
          7.88500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC Holdings LLC
        3HG2WD2W22M120IUNG49
        CSC Holdings LLC
        126307AH0
        
          
        
        1315000.00000000
        PA
        USD
        1422501.25000000
        0.533568070179
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRIMAS CORP
        75G1WUQ8QK4P5MZOYD78
        TriMas Corp
        896215AH3
        
          
        
        2970000.00000000
        PA
        USD
        3021277.05000000
        1.133255218613
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ascend Performance Materials Operations LLC
        549300NIMFUIRMMAGQ29
        Ascend Performance Materials Operations LLC 2021 Term Loan B
        04350TAC8
        
          
        
        2210765.62000000
        PA
        USD
        2244844.57000000
        0.842022026390
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-08-27
          Floating
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IMOLA MERGER CORP
        N/A
        Imola Merger Corp
        45258LAA5
        
          
        
        1800000.00000000
        PA
        USD
        1860273.00000000
        0.697772514869
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MOTION BONDCO DAC
        635400KFD3IETNQLA755
        Motion Bondco DAC
        61978XAA5
        
          
        
        1000000.00000000
        PA
        USD
        1018865.00000000
        0.382167560010
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2027-11-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        CNX Resources Corp
        549300JK3KH8PWM3B226
        CNX Resources Corp
        12653CAC2
        
          
        
        850000.00000000
        PA
        USD
        910460.50000000
        0.341505957875
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-14
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MADISON IAQ LLC
        549300IXDNBXNHUPBU73
        Madison IAQ LLC
        55760LAA5
        
          
        
        600000.00000000
        PA
        USD
        601632.00000000
        0.225667025036
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-30
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARDAGH METAL PACKAGING
        N/A
        Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC
        03969YAB4
        
          
        
        600000.00000000
        PA
        USD
        602250.00000000
        0.225898831558
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2029-09-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMWINS GROUP INC
        549300SJE7MUB8NMRG61
        AmWINS Group Inc
        031921AB5
        
          
        
        300000.00000000
        PA
        USD
        306375.00000000
        0.114918645942
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-30
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ESC CB144A HIGH RIDGE
        N/A
        ESC CB144A HIGH RIDGE
        429ESCAA4
        
          
        
        2000000.00000000
        PA
        USD
        20000.00000000
        0.007501829192
        Long
        DBT
        CORP
        US
        N
        
        3
        
          2025-03-15
          None
          0.00000000
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        SUBURBAN PROPANE PARTNRS
        N/A
        Suburban Propane Partners LP/Suburban Energy Finance Corp
        864486AL9
        
          
        
        300000.00000000
        PA
        USD
        312495.00000000
        0.117214205675
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VAIL RESORTS INC
        529900PSZHRNU9HKH870
        Vail Resorts Inc
        91879QAL3
        
          
        
        920000.00000000
        PA
        USD
        978328.00000000
        0.366962477511
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOYNE USA INC
        N/A
        Boyne USA Inc
        103557AC8
        
          
        
        600000.00000000
        PA
        USD
        619500.00000000
        0.232369159237
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Anchorage Capital CLO LTD
        549300H5Q0HJ2EHSSX26
        Anchorage Capital CLO 15 Ltd
        03329GAG7
        
          
        
        1000000.00000000
        PA
        USD
        1000697.00000000
        0.375352898371
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-07-20
          Floating
          7.53400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIX FLAGS ENTERTAINMENT
        549300JYTDUAA4JQ3717
        Six Flags Entertainment Corp
        83001AAC6
        
          
        
        600000.00000000
        PA
        USD
        619761.00000000
        0.232467058108
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PIONEER ENERGY SERVICES CORP
        529900NHYED469G7XK29
        PIONEER ENERGY SERVICES CORP
        723664207
        
          
        
        4254.00000000
        NS
        USD
        68064.00000000
        0.025530225107
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        WESCO DISTRIBUTION INC
        549300I2CEZJG9N4AH67
        WESCO Distribution Inc
        95081QAP9
        
          
        
        750000.00000000
        PA
        USD
        836643.75000000
        0.313817925373
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GEMS MENASA KY LTD/GEMS
        N/A
        GEMS MENASA Cayman Ltd / GEMS Education Delaware LLC
        36166LAA5
        
          
        
        2765000.00000000
        PA
        USD
        2859148.25000000
        1.072442090374
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2026-07-31
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Western Dental Services Inc.
        N/A
        Western Dental Services Inc. Term Loan
        74049LAL5
        
          
        
        1623929.59000000
        PA
        USD
        1624603.52000000
        0.609374905627
        Long
        LON
        CORP
        US
        N
        
        2
        
          2023-06-30
          Floating
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sprint Holdings LLC
        N/A
        SPRINT HOLDINGS LLC CLASS I SH
        000000000
        
          
        
        191.64000000
        NS
        USD
        1.92000000
        0.000000720175
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        470.40000000
        0.000176443022
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            27684.53000000
            EUR
            33344.93000000
            USD
            2021-10-13
            470.40000000
          
        
        
          N
          N
          N
        
      
      
        HORIZON THERAPEUTICS USA
        N/A
        Horizon Therapeutics USA Inc
        44055PAA4
        
          
        
        1250000.00000000
        PA
        USD
        1335493.75000000
        0.500932300006
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Project Investor Holdings, LLC
        N/A
        Project Investor Holdings, LLC Warrants
        000000000
        
          
        
        22499.00000000
        NS
        USD
        0.00000000
        0.000000
        N/A
        DE
        
        US
        N
        
        3
        
          
            
              N/A
              N/A
            
            Call
            Purchased
            
              
                Preferred Proppants LLC
                Preferred Proppants LLC
                
                  
                
              
            
            1.00000000
            1.00000000
            USD
            2022-02-20
            XXXX
            -11699.48000000
          
        
        
          N
          N
          N
        
      
      
        ISTAR INC
        QFFLKWYYS3UPWD86E794
        iStar Inc
        45031UCF6
        
          
        
        300000.00000000
        PA
        USD
        318513.00000000
        0.119471506079
        Long
        DBT
        
        US
        N
        
        2
        
          2024-10-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST QUANTUM MINERALS L
        549300I7UVBGWRYMYZ18
        First Quantum Minerals Ltd
        335934AR6
        
          
        
        2150000.00000000
        PA
        USD
        2250620.00000000
        0.844188340859
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2026-03-01
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AKORN
        549300REUQNNF5W5TA64
        AKORN
        000000000
        
          
        
        68836.00000000
        NS
        USD
        1001563.80000000
        0.375678027648
        Long
        EC
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        BORGWARNER INC
        549300DSFX2IE88NSX47
        BorgWarner Inc
        099724AM8
        
          
        
        640000.00000000
        PA
        USD
        740584.89000000
        0.277787067365
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sensata Technologies BV
        PUCKW5P5O3XMOZVH7T53
        Sensata Technologies BV
        81725WAJ2
        
          
        
        1628000.00000000
        PA
        USD
        1819290.00000000
        0.682400141579
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2025-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SENSATA TECHNOLOGIES BV
        PUCKW5P5O3XMOZVH7T53
        Sensata Technologies BV
        81725WAK9
        
          
        
        345000.00000000
        PA
        USD
        355013.63000000
        0.133162580663
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2029-04-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EMERGENT BIOSOLUTIONS
        549300YW6TUOX8BE5103
        Emergent BioSolutions Inc
        29089QAC9
        
          
        
        1064000.00000000
        PA
        USD
        1059616.32000000
        0.397453032110
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -54.00000000
        -0.00002025493
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            22692.67000000
            GBP
            31501.94000000
            USD
            2021-10-13
            -54.00000000
          
        
        
          N
          N
          N
        
      
      
        Viant Medical Holdings, Inc.
        N/A
        Viant Medical Holdings, Inc. 2019 Term Loan
        58506PAJ0
        
          
        
        994936.70000000
        PA
        USD
        997424.04000000
        0.374125239027
        Long
        LON
        CORP
        US
        N
        
        3
        
          2025-07-02
          Floating
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATLAS LUXCO 4 / ALL UNI
        N/A
        Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl
        019579AA9
        
          
        
        1011000.00000000
        PA
        USD
        1016055.00000000
        0.381113553008
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2028-06-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Battalion CLO LTD
        549300WYAEH0STKIKE49
        Battalion CLO 18 Ltd
        07134PAA6
        
          
        
        1250000.00000000
        PA
        USD
        1253222.50000000
        0.470073056759
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2032-10-15
          Floating
          8.06600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CEDAR FAIR/CAN/MAGNUM/MI
        N/A
        Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op
        150190AB2
        
          
        
        2000000.00000000
        PA
        USD
        2045160.00000000
        0.767122049565
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST QUANTUM MINERALS L
        549300I7UVBGWRYMYZ18
        First Quantum Minerals Ltd
        335934AK1
        
          
        
        300000.00000000
        PA
        USD
        306000.00000000
        0.114777986645
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2023-04-01
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GO DADDY OPCO/FINCO
        N/A
        Go Daddy Operating Co LLC / GD Finance Co Inc
        38016LAA3
        
          
        
        388000.00000000
        PA
        USD
        407498.94000000
        0.152849372199
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        White Forest Resource Inc
        N/A
        White Forest Resource Inc
        000000000
        
          
        
        10.00000000
        NS
        USD
        0.00000000
        0.000000
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        PARK RIVER HOLDINGS INC
        N/A
        Park River Holdings Inc
        70082LAA5
        
          
        
        1800000.00000000
        PA
        USD
        1768491.00000000
        0.663345870522
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bausch Health Cos Inc
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        071734AF4
        
          
        
        1600000.00000000
        PA
        USD
        1661656.00000000
        0.623272974433
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2029-05-30
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -3349.11000000
        -0.00125622255
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1290971.67000000
            EUR
            1529640.06000000
            USD
            2021-10-13
            -3349.11000000
          
        
        
          N
          N
          N
        
      
      
        AUTOMATION TOOLING SYSTE
        5493005KP4RP3IU7HQ41
        ATS Automation Tooling Systems Inc
        001940AC9
        
          
        
        1475000.00000000
        PA
        USD
        1504500.00000000
        0.564325101004
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-12-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ISTAR INC
        QFFLKWYYS3UPWD86E794
        iStar Inc
        45031UCJ8
        
          
        
        2100000.00000000
        PA
        USD
        2197860.00000000
        0.824398515449
        Long
        DBT
        
        US
        N
        
        2
        
          2026-02-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIDCONTINENT COMM & FIN
        N/A
        Midcontinent Communications / Midcontinent Finance Corp
        59565XAC4
        
          
        
        1555000.00000000
        PA
        USD
        1625006.10000000
        0.609525909947
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Palmer Square Credit Funding
        N/A
        Palmer Square Credit Funding 2019-1 Ltd
        69700TAN4
        
          
        
        1500000.00000000
        PA
        USD
        1516951.50000000
        0.568995552314
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2037-04-20
          Fixed
          5.45900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLARIOS GLOBAL LP/US FIN
        N/A
        Clarios Global LP / Clarios US Finance Co
        69867DAC2
        
          
        
        3430000.00000000
        PA
        USD
        3708687.50000000
        1.391097007665
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2027-05-15
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASBURY AUTOMOTIVE GROUP
        549300JH4DTA7U42GL91
        Asbury Automotive Group Inc
        043436AV6
        
          
        
        733000.00000000
        PA
        USD
        777089.95000000
        0.291479803604
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRC Companies, Inc.
        549300NDNIISP8W25590
        TRC Companies, Inc. 2021 Term Loan
        87290DAE7
        
          
        
        1077506.97000000
        PA
        USD
        1076160.09000000
        0.403658458947
        Long
        LON
        CORP
        US
        N
        
        3
        
          2024-06-21
          Floating
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aston FinCo S.a.r.l.
        N/A
        Aston FinCo S.a.r.l. 2019 Term Loan B
        04625CAC4
        
          
        
        1735587.22000000
        PA
        USD
        1731708.18000000
        0.649548948879
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-10-09
          Floating
          4.33500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Stevens Holding Co Inc
        N/A
        Stevens Holding Co Inc
        86024TAA5
        
          
        
        1500000.00000000
        PA
        USD
        1612005.00000000
        0.604649308371
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOYD GAMING CORP
        254900787YGRYS2A1Z35
        Boyd Gaming Corp
        103304BV2
        
          
        
        500000.00000000
        PA
        USD
        517927.40000000
        0.194270144445
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BCP Renaissance Parent LLC
        549300GVXMQFQZDSJR97
        BCP Renaissance Parent LLC 2017 Term Loan B
        05549PAB7
        
          
        
        1204016.42000000
        PA
        USD
        1190898.66000000
        0.446695916644
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-10-31
          Floating
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROWN AMER/CAP CORP VI
        N/A
        Crown Americas LLC / Crown Americas Capital Corp VI
        228187AB6
        
          
        
        650000.00000000
        PA
        USD
        674375.00000000
        0.252952303084
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Callaway Golf Company
        5493005UB0KFRKBPCU72
        Callaway Golf Company Term Loan B
        13119DAF9
        
          
        
        773658.54000000
        PA
        USD
        778493.91000000
        0.292006417010
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-01-02
          Floating
          4.58900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRESIDIO HOLDING INC
        N/A
        Presidio Holdings Inc
        74101XAF7
        
          
        
        850000.00000000
        PA
        USD
        926525.50000000
        0.347531802174
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GFL ENVIRONMENTAL INC
        549300FYK4MBXWIVZU26
        GFL Environmental Inc
        36168QAF1
        
          
        
        625000.00000000
        PA
        USD
        658109.38000000
        0.246851207936
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2026-12-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Finastra USA, Inc.
        549300ZB2RO6QC7YTK71
        Finastra USA, Inc. USD 2nd Lien Term Loan
        02034DAF4
        
          
        
        2529090.91000000
        PA
        USD
        2550436.44000000
        0.956646926958
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-06-13
          Floating
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLIANT HOLD / CO-ISSUER
        N/A
        Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
        01883LAB9
        
          
        
        1000000.00000000
        PA
        USD
        993750.00000000
        0.372747138001
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNX RESOURCES CORP
        549300JK3KH8PWM3B226
        CNX Resources Corp
        12653CAJ7
        
          
        
        800000.00000000
        PA
        USD
        848084.00000000
        0.318109065444
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RADIOLOGY PARTNERS INC
        549300SFTAG2177WUZ08
        Radiology Partners Inc
        75041VAA2
        
          
        
        2750000.00000000
        PA
        USD
        2973080.00000000
        1.115176916779
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          9.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIRIUS XM RADIO INC
        WP5O65E6BMU84LNO4227
        Sirius XM Radio Inc
        82967NBC1
        
          
        
        898000.00000000
        PA
        USD
        984715.55000000
        0.369358392964
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIVE NATION ENTERTAINMEN
        5493007B9BM9ZXJINO78
        Live Nation Entertainment Inc
        538034AR0
        
          
        
        500000.00000000
        PA
        USD
        511250.00000000
        0.191765508732
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRONOX INC
        549300EPZ4YXC7E5P181
        Tronox Inc
        897051AC2
        
          
        
        1200000.00000000
        PA
        USD
        1222500.00000000
        0.458549309390
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vantage Specialty Chemicals, Inc.
        54930057U5S5AY44VU09
        Vantage Specialty Chemicals, Inc. 2017 2nd Lien Term Loan
        92211YAB3
        
          
        
        2000000.00000000
        PA
        USD
        1937300.00000000
        0.726664684730
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-10-27
          Floating
          9.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jason Group, Inc
        N/A
        Jason Group, Inc Term Loan
        000000000
        
          
        
        489615.19000000
        PA
        USD
        482270.96000000
        0.180895718320
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2025-08-28
          Floating
          7.00000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        LCPR SR SECURED FIN DAC
        549300LE5FM8IKMXSP90
        LCPR Senior Secured Financing DAC
        50201DAD5
        
          
        
        300000.00000000
        PA
        USD
        307750.50000000
        0.115434584245
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2029-07-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nuvei Technologies Corp.
        N/A
        Nuvei Technologies Corp. 2021 USD Incremental Term Loan
        000000000
        
          
        
        245125.70000000
        PA
        USD
        244512.89000000
        0.091714696807
        Long
        LON
        CORP
        CA
        N
        
        2
        
          2025-10-30
          Floating
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GYP HOLDINGS III CORP
        549300055I1KJWZH9690
        GYP Holdings III Corp
        36261NAA5
        
          
        
        2400000.00000000
        PA
        USD
        2431908.00000000
        0.912187921392
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAMS SCOTSMAN INTL
        549300V3TCHCBOBTGH07
        Williams Scotsman International Inc
        96950GAE2
        
          
        
        865000.00000000
        PA
        USD
        893112.50000000
        0.334998871233
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NOVELIS CORP
        549300G5F3W3B52WYL23
        Novelis Corp
        670001AE6
        
          
        
        182000.00000000
        PA
        USD
        194040.21000000
        0.072782825594
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-30
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jacobs Entertainment Inc
        5493004U9JIWY3HSUO63
        Jacobs Entertainment Inc
        469815AH7
        
          
        
        2200000.00000000
        PA
        USD
        2294567.00000000
        0.860672485235
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-01
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Flex Acquisition Co Inc
        549300HHED2KGPBEDW39
        Flex Acquisition Co Inc
        33936YAA3
        
          
        
        2500000.00000000
        PA
        USD
        2541125.00000000
        0.953154285337
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-15
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TASEKO MINES LTD
        549300XKUO1JSLU7KX54
        Taseko Mines Ltd
        876511AF3
        
          
        
        1250000.00000000
        PA
        USD
        1287900.00000000
        0.483080290850
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2026-02-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WHITE CAP BUYER LLC
        N/A
        White Cap Buyer LLC
        96350RAA2
        
          
        
        1100000.00000000
        PA
        USD
        1175922.00000000
        0.441078299384
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATKORE INC
        52990002TI38AM4RPV48
        Atkore Inc
        047649AA6
        
          
        
        1425000.00000000
        PA
        USD
        1458907.88000000
        0.547223886166
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAMOND SPORTS GR/DIAMON
        N/A
        Diamond Sports Group LLC / Diamond Sports Finance Co
        25277LAC0
        
          
        
        1507000.00000000
        PA
        USD
        600049.73000000
        0.225073529072
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PES Holdings, LLC
        N/A
        PES Holdings, LLC 2018 Term Loan C
        71571EAD1
        
          
        
        2595014.62000000
        PA
        USD
        58387.83000000
        0.021900776378
        Long
        LON
        CORP
        US
        N
        
        2
        
          2022-12-31
          Floating
          7.75000000
          Y
          Y
          Y
        
        
          N
          N
          N
        
      
      
        Ziggo BV
        213800TQASLF9JXH5J59
        Ziggo BV
        98954NAA7
        
          
        
        2596000.00000000
        PA
        USD
        2697406.25000000
        1.011774047512
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2027-01-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Metro-Goldwyn-Mayer Inc.
        8JA4NT75BITP5LG6P072
        Metro-Goldwyn-Mayer Inc. 2018 2nd Lien Term Loan
        591611AH1
        
          
        
        2458450.70000000
        PA
        USD
        2466637.34000000
        0.925214600224
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-07-03
          Floating
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Battalion CLO LTD
        549300SBOOCXWC0VGZ76
        Battalion Clo XIV Ltd
        07090AAJ2
        
          
        
        1500000.00000000
        PA
        USD
        1505433.00000000
        0.564675061336
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-04-20
          Floating
          4.08400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Venture CDO Ltd
        549300Q6VG2813TG2830
        Venture 41 Clo Ltd
        92326KAA7
        
          
        
        1000000.00000000
        PA
        USD
        1000601.00000000
        0.375316889591
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-01-20
          Floating
          7.84400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pgt Innovations Inc
        549300LRW9WM59C1S579
        PGT Innovations Inc
        69344BAA3
        
          
        
        600000.00000000
        PA
        USD
        629145.00000000
        0.235986916365
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-01
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -261.98000000
        -0.00009826646
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            26849.80000000
            EUR
            31621.33000000
            USD
            2021-10-13
            -261.98000000
          
        
        
          N
          N
          N
        
      
      
        NGL ENRGY OP/FIN CORP
        N/A
        NGL Energy Operating LLC / NGL Energy Finance Corp
        62922LAA6
        
          
        
        1400000.00000000
        PA
        USD
        1440292.00000000
        0.540241228565
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AG ISSUER LLC
        N/A
        AG Issuer LLC
        00119LAA9
        
          
        
        1190000.00000000
        PA
        USD
        1250785.20000000
        0.469158846344
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-01
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAJORDRIVE HOLDINGS IV L
        N/A
        MajorDrive Holdings IV LLC
        56085RAA8
        
          
        
        600000.00000000
        PA
        USD
        591759.00000000
        0.221963747055
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UPC BROADBAND FINCO BV
        213800MNFBDEQRS6HZ22
        UPC Broadband Finco BV
        90320BAA7
        
          
        
        900000.00000000
        PA
        USD
        919260.00000000
        0.344806575174
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2031-07-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
    
    
      2021-08-24
      CREDIT SUISSE HIGH YIELD BOND FUND
      Shuang Wu
      Shuang Wu
      Assistant Treasurer
    
  
  XXXX




FOR VALIDATION PURPOSES ONLY - [210630.TX]

Credit Suisse High Yield Bond Fund

Schedule of Investments

July 31, 2021 (unaudited)

 

Par
(000)
             

Ratings†
  (S&P/Moody’s)  

       Maturity            Rate%            Value    
                        
 

CORPORATE BONDS (87.0%)

                   
 

Advertising (0.1%)

                   
$           202       

TripAdvisor, Inc., Rule 144A, Company Guaranteed Notes
(Callable 07/15/22 @ 103.50)(1)

     (BB-, B1)        07/15/25          7.000        $        215,921  
                        

 

 

 
 

Aerospace & Defense (1.4%)

                   
  365       

KBR, Inc., Rule 144A, Company Guaranteed Notes
(Callable 09/30/23 @ 102.38)(1)

     (BB-, B1)        09/30/28          4.750          369,865  
  1,250       

TransDigm, Inc., Global Company Guaranteed Notes
(Callable 03/15/22 @ 103.75)

     (B-, B3)        03/15/27          7.500          1,326,125  
  1,940       

TransDigm, Inc., Rule 144A, Senior Secured Notes
(Callable 03/15/22 @ 103.13)(1)

     (B+, Ba3)        03/15/26          6.250          2,039,697  
                        

 

 

 
                           3,735,687  
                        

 

 

 
                        
 

Air Transportation (0.4%)

                   
  1,000       

Mileage Plus Intellectual Property Assets, Ltd., Rule 144A, Senior Secured Notes
(Callable 06/30/23 @ 103.25)(1)

     (NR, Baa3)        06/20/27          6.500          1,088,750  
                        

 

 

 
                        
 

Auto Parts & Equipment (2.8%)

                   
  300       

Adient U.S. LLC, Rule 144A, Senior Secured Notes
(Callable 04/15/22 @ 104.50)(1)

     (BB-, Ba3)        04/15/25          9.000          328,335  
  640       

BorgWarner, Inc., Rule 144A, Senior Unsecured Notes (1)

     (BBB, Baa1)        10/01/25          5.000          740,585  
  3,430       

Clarios U.S. Finance Co., Rule 144A, Company Guaranteed Notes
(Callable 05/15/22 @ 104.25)(1)

     (CCC+, Caa1)        05/15/27          8.500          3,708,687  
  2,450       

Cooper-Standard Automotive, Inc., Rule 144A, Company Guaranteed Notes
(Callable 11/15/21 @ 102.81)(1)

     (CCC, Caa1)        11/15/26          5.625          2,259,537  
  350       

Tenneco, Inc., Rule 144A, Senior Secured Notes
(Callable 01/15/24 @ 103.94)(1)

     (B+, Ba3)        01/15/29          7.875          396,778  
                        

 

 

 
                           7,433,922  
                        

 

 

 
                        
 

Automakers (0.6%)

                   
  600       

Ford Motor Co., Global Senior Unsecured Notes

     (BB+, Ba2)        04/21/23          8.500          666,888  
  990       

Winnebago Industries, Inc., Rule 144A, Senior Secured Notes
(Callable 07/15/23 @ 103.13)(1)

     (BB+, B1)        07/15/28          6.250          1,067,779  
                        

 

 

 
                           1,734,667  
                        

 

 

 
                        
 

Brokerage (0.7%)

                   
  1,608       

StoneX Group, Inc., Rule 144A, Senior Secured Notes
(Callable 06/15/22 @ 104.31)(1)

     (BB-, Ba3)        06/15/25          8.625          1,748,587  
                        

 

 

 
                        
 

Building & Construction (0.9%)

                   
  600       

Adams Homes, Inc., Rule 144A, Company Guaranteed Notes
(Callable 02/15/22 @ 103.75)(1)

     (B+, B3)        02/15/25          7.500          630,375  
  1,570       

Installed Building Products, Inc., Rule 144A, Company Guaranteed Notes
(Callable 02/01/23 @ 102.88)(1)

     (B+, B1)        02/01/28          5.750          1,644,654  
                        

 

 

 
                           2,275,029  
                        

 

 

 
                        
 

Building Materials (3.4%)

                   
  1,600       

Foundation Building Materials, Inc., Rule 144A, Company Guaranteed Notes
(Callable 03/01/24 @ 103.00)(1)

     (CCC+, Caa1)        03/01/29          6.000          1,575,776  
  1,970       

James Hardie International Finance DAC, Rule 144A, Company Guaranteed Notes
(Callable 01/15/23 @ 102.50)(1)

     (BB+, Ba1)        01/15/28          5.000          2,094,888  
  600       

Jeld-Wen, Inc., Rule 144A, Company Guaranteed Notes
(Callable 12/15/22 @ 102.44)(1)

     (BB-, B2)        12/15/27          4.875          624,603  
  1,800       

Park River Holdings, Inc., Rule 144A, Company Guaranteed Notes
(Callable 02/01/24 @ 102.81)(1)

     (CCC, Caa1)        02/01/29          5.625          1,768,491  
  300       

Park River Holdings, Inc., Rule 144A, Senior Unsecured Notes
(Callable 08/01/24 @ 103.38)(1)

     (CCC, Caa1)        08/01/29          6.750          303,412  
  600       

PGT Innovations, Inc., Rule 144A, Company Guaranteed Notes
(Callable 08/16/21 @ 105.06)(1)

     (B+, B2)        08/01/26          6.750          629,145  
  300       

Summit Materials Finance Corp. Rule 144A, Company Guaranteed Notes
(Callable 07/15/23 @ 102.63)(1)

     (BB, B1)        01/15/29          5.250          319,014  
  750       

WESCO Distribution, Inc., Rule 144A, Company Guaranteed Notes
(Callable 06/15/22 @ 103.56)(1)

     (BB-, B1)        06/15/25          7.125          807,184  
  750       

WESCO Distribution, Inc., Rule 144A, Company Guaranteed Notes
(Callable 06/15/23 @ 103.63)(1)

     (BB-, B1)        06/15/28          7.250          836,644  
                        

 

 

 
                           8,959,157  
                        

 

 

 
                        

 

 

 

Par
(000)
             

Ratings†
  (S&P/Moody’s)  

       Maturity            Rate%            Value    
                        
 

CORPORATE BONDS (continued)

                   
 

Cable & Satellite TV (4.2%)

                   
$        1,315       

CSC Holdings LLC, Global Senior Unsecured Notes

     (B+, B3)        06/01/24          5.250        $     1,422,501  
        525       

CSC Holdings LLC, Rule 144A, Company Guaranteed Notes
(Callable 04/15/22 @ 102.75)(1)

     (BB, Ba3)        04/15/27          5.500             550,759  
  750       

CSC Holdings LLC, Rule 144A, Company Guaranteed Notes
(Callable 02/01/23 @ 102.69)(1)

     (BB, Ba3)        02/01/28          5.375          793,624  
  1,555       

Midcontinent Finance Corp., Rule 144A, Company Guaranteed Notes
(Callable 08/15/22 @ 102.69)(1)

     (B+, B3)        08/15/27          5.375          1,625,006  
  1,600       

Telenet Finance Luxembourg Notes Sarl, Rule 144A, Senior Secured Notes
(Callable 12/01/22 @ 102.75)(1)

     (BB-, Ba3)        03/01/28          5.500          1,688,320  
  900       

UPC Broadband Finco B.V., Rule 144A, Senior Secured Notes
(Callable 07/15/26 @ 102.44)(1)

     (BB-, B1)        07/15/31          4.875          919,260  
  1,000       

Virgin Media Secured Finance PLC, Rule 144A, Senior Secured Notes
(Callable 04/15/22 @ 102.50)(1),(2)

     (BB-, Ba3)        04/15/27          5.000          1,446,945  
  2,596       

Ziggo B.V., Rule 144A, Senior Secured Notes
(Callable 01/15/22 @ 102.75)(1)

     (B+, B1)        01/15/27          5.500          2,697,406  
                        

 

 

 
                           11,143,821  
                        

 

 

 
                        
 

Chemicals (2.9%)

                   
  300       

Avient Corp., Rule 144A, Senior Unsecured Notes
(Callable 05/15/22 @ 102.88)(1)

     (BB-, Ba3)        05/15/25          5.750          315,566  
  725       

GCP Applied Technologies, Inc., Rule 144A, Company Guaranteed Notes
(Callable 08/16/21 @ 102.75)(1)

     (BB, B1)        04/15/26          5.500          743,306  
  1,200       

Herens Holdco Sarl, Rule 144A, Senior Secured Notes
(Callable 05/15/24 @ 102.38)(1)

     (B, B2)        05/15/28          4.750          1,192,584  
  2,200       

Ingevity Corp., Rule 144A, Company Guaranteed Notes
(Callable 08/30/21 @ 102.25)(1)

     (NR, Ba3)        02/01/26          4.500          2,242,856  
  272       

Reichhold Industries, Inc., Rule 144A, Senior Secured
Notes (1),(3),(4),(5),(6)

     (NR, NR)        05/01/18          9.000          3,667  
  1,500       

Schenectady International Group, Inc., Rule 144A, Senior Unsecured Notes
(Callable 05/15/23 @ 103.38)(1)

     (CCC+, Caa2)        05/15/26          6.750          1,529,760  
  600       

Trinseo Materials Finance, Inc., Rule 144A, Company Guaranteed Notes
(Callable 04/01/24 @ 102.56)(1)

     (B-, B2)        04/01/29          5.125          611,841  
  1,200       

Tronox, Inc., Rule 144A, Company Guaranteed Notes
(Callable 03/15/24 @ 102.31)(1)

     (B, B3)        03/15/29          4.625          1,222,500  
                        

 

 

 
                           7,862,080  
                        

 

 

 
                        
 

Consumer/Commercial/Lease Financing (1.1%)

                   
  2,900       

Cargo Aircraft Management, Inc., Rule 144A, Company Guaranteed Notes
(Callable 02/01/23 @ 102.38)(1)

     (BB, Ba3)        02/01/28          4.750          2,971,064  
                        

 

 

 
                        
 

Diversified Capital Goods (2.3%)

                   
  1,425       

Atkore, Inc., Rule 144A, Senior Unsecured Notes
(Callable 06/01/26 @ 102.13)(1)

     (BB-, Ba3)        06/01/31          4.250          1,458,908  
  675       

Core & Main LP, Rule 144A, Senior Unsecured Notes
(Callable 08/15/21 @ 101.53)(1)

     (CCC+, Caa1)        08/15/25          6.125          685,429  
  1,200       

GrafTech Finance, Inc., Rule 144A, Senior Secured Notes
(Callable 12/15/23 @ 102.31)(1)

     (BB, Ba3)        12/15/28          4.625          1,234,500  
  600       

Madison IAQ LLC, Rule 144A, Senior Secured Notes
(Callable 06/30/24 @ 102.06)(1)

     (B, B1)        06/30/28          4.125          601,632  
  600       

Madison IAQ LLC, Rule 144A, Senior Unsecured Notes
(Callable 06/30/24 @ 102.94)(1)

     (CCC+, Caa1)        06/30/29          5.875          607,170  
  1,500       

Stevens Holding Co., Inc., Rule 144A, Company Guaranteed Notes
(Callable 10/01/23 @ 101.53)(1)

     (B+, B2)        10/01/26          6.125          1,612,005  
                        

 

 

 
                           6,199,644  
                        

 

 

 
                        
 

Electronics (1.3%)

                   
  1,628       

Sensata Technologies B.V., Rule 144A, Company Guaranteed Notes (1)

     (BB+, Ba3)        10/01/25          5.000          1,819,290  
  345       

Sensata Technologies B.V., Rule 144A, Company Guaranteed Notes
(Callable 04/15/24 @ 102.00)(1)

     (BB+, Ba3)        04/15/29          4.000          355,014  
  1,200       

Synaptics, Inc., Rule 144A, Company Guaranteed Notes (Callable 06/15/24 @ 102.00)(1)

     (BB-, Ba3)        06/15/29          4.000          1,218,228  
                        

 

 

 
                           3,392,532  
                        

 

 

 
                        
 

Energy - Exploration & Production (1.9%)

                   
  850       

CNX Resources Corp., Rule 144A, Company Guaranteed Notes
(Callable 03/14/22 @ 105.44)(1)

     (BB-, B1)        03/14/27          7.250          910,461  
  800       

CNX Resources Corp., Rule 144A, Company Guaranteed Notes
(Callable 01/15/24 @ 104.50)(1)

     (BB-, B1)        01/15/29          6.000          848,084  

 

 

 

Par
(000)
             

Ratings†
  (S&P/Moody’s)  

       Maturity            Rate%            Value    
                        
 

CORPORATE BONDS (continued)

                   
 

Energy - Exploration & Production

                   
$           350       

Laredo Petroleum, Inc. Rule 144A, Company Guaranteed Notes
(Callable 07/31/24 @ 103.88)(1)

     (B, B3)        07/31/29          7.750        $        339,157  
  595       

Northern Oil & Gas, Inc., Rule 144A, Senior Unsecured Notes
(Callable 03/01/24 @ 104.06)(1)

     (B, Caa1)        03/01/28          8.125          623,991  
  2,500       

W&T Offshore, Inc., Rule 144A, Secured Notes
(Callable 08/30/21 @ 104.88)(1)

     (B, Caa2)        11/01/23          9.750          2,402,725  
                        

 

 

 
                           5,124,418  
                        

 

 

 
                        
 

Environmental (0.4%)

                   
  625       

GFL Environmental, Inc., Rule 144A, Senior Secured Notes (Callable 12/15/22 @ 102.56)(1)

     (BB-, Ba3)        12/15/26          5.125          658,109  
  300       

Stericycle, Inc., Rule 144A, Company Guaranteed Notes (Callable 11/15/23 @ 101.94)(1)

     (BB-, NR)        01/15/29          3.875          304,776  
                        

 

 

 
                           962,885  
                        

 

 

 
                        
 

Food - Wholesale (0.3%)

                   
  900       

U.S. Foods, Inc., Rule 144A, Company Guaranteed Notes
(Callable 02/15/24 @ 102.38)(1)

     (B+, Caa1)        02/15/29          4.750          919,125  
                        

 

 

 
                        
 

Gaming (3.5%)

                   
  500       

Boyd Gaming Corp., Rule 144A, Senior Unsecured Notes
(Callable 06/15/26 @ 102.38)(1)

     (B, Caa1)        06/15/31          4.750          517,927  
  1,868       

Churchill Downs, Inc., Rule 144A, Company Guaranteed Notes
(Callable 01/15/23 @ 102.38)(1)

     (B+, B1)        01/15/28          4.750          1,938,050  
  3,250       

Golden Nugget, Inc., Rule 144A, Senior Unsecured Notes (Callable 08/30/21 @ 101.69)(1)

     (CCC, Caa2)        10/15/24          6.750          3,262,188  
  2,200       

Jacobs Entertainment, Inc., Rule 144A, Secured Notes
(Callable 08/30/21 @ 103.94)(1)

     (B-, B3)        02/01/24          7.875          2,294,567  
  1,250       

MGP Finance Co-Issuer, Inc., Global Company Guaranteed Notes
(Callable 11/01/26 @ 100.00)

     (BB-, B1)        02/01/27          5.750          1,398,831  
                        

 

 

 
                           9,411,563  
                        

 

 

 
                        
 

Gas Distribution (3.9%)

                   
  2,750       

Genesis Energy Finance Corp., Company Guaranteed Notes
(Callable 08/30/21 @ 100.94)

     (B+, B1)        06/15/24          5.625          2,739,096  
  1,125       

Genesis Energy Finance Corp., Company Guaranteed Notes
(Callable 08/30/21 @ 104.69)

     (B+, B1)        05/15/26          6.250          1,111,821  
  1,500       

Hess Midstream Operations LP, Rule 144A, Company Guaranteed Notes (Callable 06/15/23 @ 102.56)(1)

     (BB+, Ba3)        06/15/28          5.125          1,573,297  
  1,450       

New Fortress Energy, Inc., Rule 144A, Senior Secured Notes
(Callable 03/31/23 @ 103.25)(1)

     (NR, B1)        09/30/26          6.500          1,466,740  
  1,400       

NGL Energy Finance Corp., Rule 144A, Senior Secured Notes
(Callable 02/01/23 @ 103.75)(1)

     (BB-, B1)        02/01/26          7.500          1,440,292  
  300       

Rockies Express Pipeline LLC, Rule 144A, Senior Unsecured Notes
(Callable 04/15/29 @ 100.00)(1)

     (BB+, Ba2)        07/15/29          4.950          309,608  
  600       

Rockies Express Pipeline LLC, Rule 144A, Senior Unsecured Notes
(Callable 02/15/30 @ 100.00)(1)

     (BB+, Ba2)        05/15/30          4.800          608,097  
  300       

Suburban Energy Finance Corp., Rule 144A, Senior Unsecured Notes
(Callable 06/01/26 @ 102.50)(1)

     (BB-, B1)        06/01/31          5.000          312,495  
  750       

Tallgrass Energy Finance Corp., Rule 144A, Company Guaranteed Notes
(Callable 10/01/22 @ 105.63)(1)

     (BB-, B1)        10/01/25          7.500          815,734  
                        

 

 

 
                           10,377,180  
                        

 

 

 
                        
 

Health Facilities (0.9%)

                   
  1,250       

HCA, Inc., Company Guaranteed Notes
(Callable 03/01/28 @ 100.00)

     (BB-, Baa3)        09/01/28          5.625          1,505,025  
  775       

Surgery Center Holdings, Inc., Rule 144A, Company Guaranteed Notes
(Callable 04/15/22 @ 105.00)(1)

     (CCC, Caa2)        04/15/27          10.000          847,567  
                        

 

 

 
                           2,352,592  
                        

 

 

 
                        
 

Health Services (2.8%)

                   
  660       

AMN Healthcare, Inc., Rule 144A, Company Guaranteed Notes
(Callable 04/15/24 @ 102.00)(1)

     (BB-, Ba3)        04/15/29          4.000          678,853  
  180       

Ortho-Clinical Diagnostics S.A., Rule 144A, Senior Unsecured Notes
(Callable 06/01/22 @ 103.69)(1)

     (CCC+, B3)        06/01/25          7.375          193,291  
  2,619       

Owens & Minor, Inc., Global Senior Secured Notes
(Callable 09/15/24 @ 100.00)

     (BB-, Ba2)        12/15/24          4.375          2,760,282  

 

 

 

Par
(000)
             

Ratings†
  (S&P/Moody’s)  

       Maturity            Rate%            Value    
                        
 

CORPORATE BONDS (continued)

                   
 

Health Services

                   
$        2,750       

Radiology Partners, Inc., Rule 144A, Company Guaranteed Notes
(Callable 02/01/23 @ 104.63)(1)

     (CCC, Caa2)        02/01/28          9.250        $     2,973,080  
  335       

RP Escrow Issuer LLC, Rule 144A, Senior Secured Notes
(Callable 12/15/22 @ 102.63)(1)

     (B-, B2)        12/15/25          5.250          343,728  
  589       

Service Corp., International, Global Senior Unsecured Notes
(Callable 05/15/26 @ 102.00)

     (BB, Ba3)        05/15/31          4.000          608,835  
                        

 

 

 
                           7,558,069  
                        

 

 

 
                        
 

Insurance Brokerage (3.9%)

                   
  3,178       

Acrisure Finance, Inc., Rule 144A, Senior Unsecured Notes
(Callable 08/30/21 @ 103.50)(1)

     (CCC+, Caa2)        11/15/25          7.000          3,230,230  
  1,000       

Acrisure Finance, Inc., Rule 144A, Senior Unsecured Notes
(Callable 08/01/22 @ 107.59)(1)

     (CCC+, Caa2)        08/01/26          10.125          1,121,330  
  1,000       

Alliant Holdings Co-Issuer, Rule 144A, Senior Secured Notes
(Callable 10/15/23 @ 102.13)(1)

     (B, B2)        10/15/27          4.250          993,750  
  419       

Alliant Holdings Co-Issuer, Rule 144A, Senior Unsecured Notes
(Callable 10/15/22 @ 103.38)(1)

     (CCC+, Caa2)        10/15/27          6.750          437,876  
  300       

AmWINS Group, Inc. Rule 144A, Senior Unsecured Notes
(Callable 06/30/24 @ 102.44)(1)

     (B-, B3)        06/30/29          4.875          306,375  
  1,200       

GTCR AP Finance, Inc., Rule 144A, Senior Unsecured Notes
(Callable 05/15/22 @ 104.00)(1)

     (CCC+, Caa2)        05/15/27          8.000          1,276,620  
  600       

NFP Corp., Rule 144A, Senior Secured Notes
(Callable 08/15/23 @ 102.44)(1)

     (B, B1)        08/15/28          4.875          612,468  
  2,400       

NFP Corp., Rule 144A, Senior Unsecured Notes
(Callable 08/15/23 @ 103.44)(1)

     (CCC+, Caa2)        08/15/28          6.875          2,491,008  
                        

 

 

 
                           10,469,657  
                        

 

 

 
                        
 

Investments & Misc. Financial Services (1.2%)

                   
  1,190       

AG Issuer LLC, Rule 144A, Senior Secured Notes
(Callable 03/01/23 @ 103.13)(1)

     (B-, B2)        03/01/28          6.250          1,250,785  
  1,750       

Compass Group Diversified Holdings LLC, Rule 144A, Company Guaranteed Notes
(Callable 04/15/24 @ 102.63)(1)

     (B+, B1)        04/15/29          5.250          1,817,813  
                        

 

 

 
                           3,068,598  
                        

 

 

 
                        
 

Machinery (2.6%)

                   
  1,250       

Arcosa., Inc., Rule 144A, Company Guaranteed Notes
(Callable 04/15/24 @ 102.19)(1)

     (BB, Ba2)        04/15/29          4.375          1,281,250  
  1,475       

ATS Automation Tooling Systems, Inc., Rule 144A, Company Guaranteed Notes
(Callable 12/15/23 @ 102.06)(1)

     (B+, B2)        12/15/28          4.125          1,504,500  
  150       

Granite U.S. Holdings Corp., Rule 144A, Company Guaranteed Notes
(Callable 10/01/22 @ 105.50)(1)

     (CCC+, Caa1)        10/01/27          11.000          167,282  
  690       

Harsco Corp., Rule 144A, Company Guaranteed Notes
(Callable 07/31/22 @ 102.88)(1)

     (B+, B1)        07/31/27          5.750          718,249  
  600       

Hillenbrand, Inc., Global Company Guaranteed Notes
(Callable 06/15/22 @ 102.88)

     (BB+, Ba1)        06/15/25          5.750          641,670  
  300       

Mueller Water Products, Inc., Rule 144A, Company Guaranteed Notes
(Callable 06/15/24 @ 102.00)(1)

     (BB, Ba1)        06/15/29          4.000          311,009  
  2,300       

Rexnord LLC, Rule 144A, Company Guaranteed Notes
(Callable 08/30/21 @ 102.44)(1)

     (BB-, B1)        12/15/25          4.875          2,353,187  
                        

 

 

 
                           6,977,147  
                        

 

 

 
                        
 

Media - Diversified (0.4%)

                   
  750       

National CineMedia LLC, Global Senior Unsecured Notes
(Callable 08/30/21 @ 102.88)

     (CCC-, Caa3)        08/15/26          5.750          626,910  
  375       

National CineMedia LLC, Rule 144A, Senior Secured Notes
(Callable 04/15/23 @ 102.94)(1)

     (CCC+, B3)        04/15/28          5.875          352,997  
                        

 

 

 
                           979,907  
                        

 

 

 
                        
 

Media Content (0.9%)

                   
  1,507       

Diamond Sports Finance Co., Rule 144A, Company Guaranteed Notes
(Callable 08/15/22 @ 103.31)(1)

     (CCC-, Ca)        08/15/27          6.625          600,050  
  925       

Diamond Sports Finance Co., Rule 144A, Senior Secured Notes
(Callable 08/15/22 @ 102.69)(1)

     (CCC+, Caa1)        08/15/26          5.375          537,656  
  300       

Sirius XM Radio, Inc., Rule 144A, Company Guaranteed Notes
(Callable 07/15/24 @ 102.00)(1)

     (BB, Ba3)        07/15/28          4.000          309,750  
   898       

Sirius XM Radio, Inc., Rule 144A, Company Guaranteed Notes
(Callable 07/01/24 @ 102.75)(1)

     (BB, Ba3)        07/01/29          5.500            984,716  
                        

 

 

 
                           2,432,172  
                        

 

 

 

 

 

 

Par
(000)
             

Ratings†
(S&P/Moody’s)

     Maturity        Rate%        Value  
                        
 

CORPORATE BONDS (continued)

 
 

Metals & Mining - Excluding Steel (1.7%)

 
$           199       

Cleveland-Cliffs, Inc., Rule 144A, Senior Secured Notes
(Callable 10/17/22 @ 107.41)(1)

     (BB-, Ba2)        10/17/25          9.875        $ 232,830  
  300       

First Quantum Minerals Ltd., Rule 144A, Company Guaranteed Notes
(Callable 08/10/21 @ 101.81)(1)

     (B, Wr)        04/01/23          7.250          306,000  
  2,150       

First Quantum Minerals Ltd., Rule 144A, Company Guaranteed Notes
(Callable 08/10/21 @ 105.16)(1)

     (B, NR)        03/01/26          6.875          2,250,620  
  300       

Kaiser Aluminum Corp., Rule 144A, Company Guaranteed Notes
(Callable 06/01/26 @ 102.25)(1)

     (BB, B1)        06/01/31          4.500          312,395  
  182       

Novelis Corp., Rule 144A, Company Guaranteed Notes
(Callable 01/30/25 @ 102.38)(1)

     (BB, B1)        01/30/30          4.750          194,040  
  1,250       

Taseko Mines Ltd., Rule 144A, Senior Secured Notes
(Callable 02/15/23 @ 103.50)(1)

     (B-, Caa1)        02/15/26          7.000              1,287,900  
                        

 

 

 
                           4,583,785  
                        

 

 

 
                        
 

Oil Field Equipment & Services (0.2%)

 
  400       

Pioneer Energy Services Corp., PIK, Rule 144A, Senior Unsecured
Notes (1),(4),(6),(7),(8)

     (NR, NR)        11/15/25          5.000          465,450  
                        

 

 

 
                        
 

Oil Refining & Marketing (0.5%)

 
  1,460       

ITT Holdings LLC, Rule 144A, Senior Unsecured Notes
(Callable 08/01/24 @ 103.25)(1)

     (B, B2)        08/01/29          6.500          1,458,533  
                        

 

 

 
                        
 

Packaging (5.0%)

 
  276       

Ardagh Holdings U.S.A., Inc., Rule 144A, Company Guaranteed Notes
(Callable 08/10/21 @ 103.00)(1)

     (B-, Caa1)        02/15/25          6.000          285,246  
  600       

Ardagh Metal Packaging Finance PLC, Rule 144A, Senior Unsecured Notes
(Callable 05/15/24 @ 102.00)(1)

     (B+, B3)        09/01/29          4.000          602,250  
  650       

Crown Americas Capital Corp. VI, Global Company Guaranteed Notes
(Callable 08/30/21 @ 103.56)

     (BB-, Ba3)        02/01/26          4.750          674,375  
  2,500       

Flex Acquisition Co., Inc., Rule 144A, Senior Unsecured Notes
(Callable 08/30/21 @ 101.72)(1)

     (CCC+, Caa2)        01/15/25          6.875          2,541,125  
  600       

Intelligent Packaging Ltd. Co-Issuer LLC, Rule 144A, Senior Secured Notes
(Callable 09/15/22 @ 103.00)(1)

     (B-, B3)        09/15/28          6.000          626,076  
  1,695       

Intertape Polymer Group, Inc., Rule 144A, Company Guaranteed Notes
(Callable 06/15/24 @ 102.19)(1)

     (B+, Ba3)        06/15/29          4.375          1,737,799  
  3,435       

Plastipak Holdings, Inc., Rule 144A, Senior Unsecured Notes
(Callable 08/30/21 @ 103.13)(1)

     (B, B3)        10/15/25          6.250          3,516,959  
  2,970       

TriMas Corp., Rule 144A, Company Guaranteed Notes
(Callable 04/15/24 @ 102.06)(1)

     (BB-, Ba3)        04/15/29          4.125          3,021,277  
  250       

Trivium Packaging Finance B.V., Rule 144A, Senior Secured Notes
(Callable 08/15/22 @ 102.75)(1)

     (B, B2)        08/15/26          5.500          261,562  
                        

 

 

 
                           13,266,669  
                        

 

 

 
                        
 

Personal & Household Products (0.2%)

 
  2,000       

High Ridge Brands Co., Rule 144A, Senior Unsecured Notes
(Callable 09/07/21 @ 102.22)(1),(3),(4),(6)

     (NR, NR)        03/15/25          8.875          20,000  
  600       

MajorDrive Holdings IV LLC, Rule 144A, Senior Unsecured Notes
(Callable 06/01/24 @ 103.19)(1)

     (CCC+, Caa2)        06/01/29          6.375          591,759  
                        

 

 

 
                           611,759  
                        

 

 

 
                        
 

Pharmaceuticals (3.4%)

 
  600       

Bausch Health Cos., Inc. Rule 144A, Senior Secured Notes
(Callable 06/01/24 @ 102.44)(1)

     (BB, Ba2)        06/01/28          4.875          618,000  
  1,600       

Bausch Health Cos., Inc., Rule 144A, Company Guaranteed Notes
(Callable 05/30/24 @ 103.63)(1)

     (B, B3)        05/30/29          7.250          1,661,656  
  325       

Bausch Health Cos., Inc., Rule 144A, Company Guaranteed Notes
(Callable 01/30/25 @ 102.63)(1)

     (B, B3)        01/30/30          5.250          306,283  
  1,064       

Emergent BioSolutions, Inc., Rule 144A, Company Guaranteed Notes
(Callable 08/15/23 @ 101.94)(1)

     (BB-, Ba3)        08/15/28          3.875          1,059,617  
  1,350       

Endo Finance LLC, Rule 144A, Senior Secured Notes
(Callable 08/30/21 @ 101.47)(1)

     (B, B2)        10/15/24          5.875          1,339,895  
  600       

Endo U.S., Inc. Rule 144A, Senior Secured Notes
(Callable 04/01/24 @ 104.59)(1)

     (B, B2)        04/01/29          6.125          597,147  

 

 

 

Par
(000)
             

Ratings†
(S&P/Moody’s)

     Maturity        Rate%        Value  
                        
 

CORPORATE BONDS (continued)

 
 

Pharmaceuticals

 
$        1,250       

Horizon Therapeutics U.S.A., Inc., Rule 144A, Company Guaranteed Notes
(Callable 08/01/22 @ 104.13)(1)

     (B+, Ba3)        08/01/27          5.500        $     1,335,494  
  2,100       

Jazz Securities DAC, Rule 144A, Senior Secured Notes
(Callable 07/15/24 @ 102.19)(1)

     (BB-, Ba2)        01/15/29          4.375          2,189,481  
                           9,107,573  
                        
 

Real Estate Development & Management (1.5%)

 
  1,100       

Newmark Group, Inc., Global Senior Unsecured Notes
(Callable 10/15/23 @ 100.00)

     (BB+, NR)        11/15/23          6.125          1,195,651  
  2,864       

WeWork Cos., Inc., Rule 144A, Company Guaranteed Notes(1)

     (CCC+, Wr)        05/01/25          7.875          2,927,867  
                        

 

 

 
                           4,123,518  
                        

 

 

 
                        
 

Real Estate Investment Trusts (2.6%)

 
  1,606       

Global Net Lease Operating Partnership LP, Rule 144A, Company Guaranteed Notes
(Callable 09/15/27 @ 100.00)(1)

     (BBB-, Ba3)        12/15/27          3.750          1,598,252  
  2,100       

iStar, Inc., Global Senior Unsecured Notes
(Callable 08/15/22 @ 102.75)

     (BB, Ba3)        02/15/26          5.500          2,197,860  
  300       

iStar, Inc., Senior Unsecured Notes
(Callable 07/01/24 @ 100.00)

     (BB, Ba3)        10/01/24          4.750          318,513  
  970       

Starwood Property Trust, Inc., Global Senior Unsecured Notes
(Callable 09/15/21 @ 100.00)

     (B+, Ba3)        12/15/21          5.000          974,510  
  1,880       

Starwood Property Trust, Inc., Rule 144A, Senior Unsecured Notes
(Callable 08/01/23 @ 100.00)(1)

     (B+, Ba3)        11/01/23          5.500          1,974,000  
                        

 

 

 
                           7,063,135  
                        

 

 

 
                        
 

Recreation & Travel (5.9%)

 
  600       

Boyne U.S.A., Inc., Rule 144A, Senior Unsecured Notes
(Callable 05/15/24 @ 102.38)(1)

     (B, B1)        05/15/29          4.750          619,500  
  2,000       

Canada’s Wonderland Co., Global Company Guaranteed Notes
(Callable 04/15/22 @ 102.69)

     (CCC, B3)        04/15/27          5.375          2,045,160  
  1,575       

Cedar Fair LP, Global Company Guaranteed Notes
(Callable 07/15/24 @ 102.63)

     (CCC, B3)        07/15/29          5.250          1,603,523  
  1,300       

Merlin Entertainments Ltd., Rule 144A, Secured Notes
(Callable 03/17/26 @ 100.00)(1)

     (CCC+, B2)        06/15/26          5.750          1,358,552  
  1,000       

Motion Bondco DAC, Rule 144A, Company Guaranteed Notes
(Callable 11/15/22 @ 103.31)(1),(9)

     (CCC-, Caa2)        11/15/27          6.625          1,018,865  
  942       

Powdr Corp., Rule 144A, Senior Secured Notes
(Callable 08/01/22 @ 103.00)(1)

     (B-, B1)        08/01/25          6.000          989,750  
  600       

SeaWorld Parks & Entertainment, Inc., Rule 144A, Senior Secured Notes
(Callable 05/01/22 @ 104.38)(1)

     (B-, B2)        05/01/25          8.750          647,415  
  2,150       

Six Flags Entertainment Corp., Rule 144A, Company Guaranteed Notes
(Callable 08/30/21 @ 101.22)(1)

     (CCC, B3)        07/31/24          4.875          2,166,125  
  600       

Six Flags Entertainment Corp., Rule 144A, Company Guaranteed Notes
(Callable 04/15/22 @ 102.75)(1)

     (CCC, B3)        04/15/27          5.500          619,761  
  400       

Six Flags Theme Parks, Inc., Rule 144A, Senior Secured Notes
(Callable 07/01/22 @ 103.50)(1)

     (B, Ba2)        07/01/25          7.000          428,854  
  3,135       

Speedway Funding II, Inc., Rule 144A, Senior Unsecured Notes
(Callable 11/01/22 @ 102.44)(1)

     (BB-, B2)        11/01/27          4.875          3,190,239  
  920       

Vail Resorts, Inc., 144A, Company Guaranteed Notes
(Callable 05/15/22 @ 103.13)(1)

     (BB, B1)        05/15/25          6.250          978,328  
                        

 

 

 
                           15,666,072  
                        

 

 

 
                        
 

Software - Services (4.6%)

 
  2,800       

Austin BidCo, Inc., Rule 144A, Senior Unsecured Notes
(Callable 12/15/23 @ 103.56)(1)

     (CCC+, Caa2)        12/15/28          7.125          2,873,878  
  600       

Booz Allen Hamilton, Inc., Rule 144A, Company Guaranteed Notes
(Callable 07/01/24 @ 102.00)(1)

     (BB-, Ba2)        07/01/29          4.000          619,653  
  890       

CDK Global, Inc., Global Senior Unsecured Notes
(Callable 06/01/22 @ 102.44)

     (BB+, Ba1)        06/01/27          4.875          940,418  
  1,950       

Elastic NV, Rule 144A, Senior Unsecured Notes
(Callable 07/15/24 @ 102.06)(1)

     (B+, B1)        07/15/29          4.125          1,959,828  
  900       

Endure Digital, Inc., Rule 144A, Senior Unsecured Notes
(Callable 02/15/24 @ 103.00)(1)

     (CCC+, Caa2)        02/15/29          6.000          875,300  
  388       

GD Finance Co., Inc., Rule 144A, Company Guaranteed Notes
(Callable 06/01/22 @ 102.63)(1)

     (BB-, Ba3)        12/01/27          5.250          407,499  
  1,500       

Granite Merger Sub 2, Inc., Rule 144A, Company Guaranteed Notes
(Callable 07/15/22 @ 108.25)(1)

     (CCC+, Caa1)        07/15/27          11.000          1,708,410  

 

 

 

Par
(000)
             

Ratings†
(S&P/Moody’s)

     Maturity        Rate%        Value  
                        
 

CORPORATE BONDS (continued)

 
 

Software - Services

 
$           850       

Presidio Holdings, Inc., Rule 144A, Company Guaranteed Notes
(Callable 02/01/23 @ 104.13)(1)

     (CCC+, Caa1)        02/01/28          8.250        $        926,525  
  235       

Presidio Holdings, Inc., Rule 144A, Senior Secured Notes
(Callable 02/01/23 @ 102.44)(1)

     (B, B1)        02/01/27          4.875          242,707  
  1,500       

SS&C Technologies, Inc., Rule 144A, Company Guaranteed Notes
(Callable 03/30/22 @ 104.13)(1)

     (B+, B2)        09/30/27          5.500          1,589,400  
                        

 

 

 
                           12,143,618  
                        

 

 

 
                        
 

Specialty Retail (2.5%)

 
  61       

Asbury Automotive Group, Inc., Global Company Guaranteed Notes
(Callable 03/01/23 @ 102.25)

     (BB, B1)        03/01/28          4.500          63,288  
  733       

Asbury Automotive Group, Inc., Global Company Guaranteed Notes
(Callable 03/01/25 @ 102.38)

     (BB, B1)        03/01/30          4.750          777,090  
  1,425       

eG Global Finance PLC, Rule 144A, Senior Secured Notes
(Callable 10/30/21 @ 104.25)(1)

     (B-, B3)        10/30/25          8.500          1,496,229  
  1,403       

Lithia Motors, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/01/21 @ 102.63)(1)

     (BB+, Ba2)        08/01/25          5.250          1,444,381  
  300       

Murphy Oil U.S.A., Inc., Rule 144A, Company Guaranteed Notes
(Callable 02/15/26 @ 101.88)(1)

     (BB+, Ba2)        02/15/31          3.750          299,657  
  2,500       

Ruyi U.S. Finance LLC, Rule 144A, Senior Secured Notes
(Callable 08/30/21 @ 105.63)(1)

     (NR, Caa1)        05/01/25          7.500          2,347,162  
  300       

Sally Capital, Inc., Rule 144A, Secured Notes
(Callable 04/30/22 @ 104.38)(1)

     (BB+, Ba2)        04/30/25          8.750          326,428  
                        

 

 

 
                           6,754,235  
                        

 

 

 
                        
 

Support - Services (5.9%)

 
  639       

Allied Universal Finance Corp., Rule 144A, Senior Secured Notes
(Callable 06/01/24 @ 102.31)(1)

    

(B, B2)

       06/01/28          4.625          639,799  
  1,011       

Allied Universal Finance Corp., Rule 144A, Senior Secured Notes
(Callable 06/01/24 @ 102.31)(1)

     (B, B2)        06/01/28          4.625          1,016,055  
  1,650       

Allied Universal Finance Corp., Rule 144A, Senior Unsecured Notes
(Callable 06/01/24 @ 103.00)(1)

     (CCC+, Caa1)        06/01/29          6.000          1,654,174  
  710       

APi Group DE, Inc., Rule 144A, Company Guaranteed Notes
(Callable 07/15/24 @ 102.06)(1)

     (B, B1)        07/15/29          4.125          693,184  
  600       

Clarivate Science Holdings Corp., Rule 144A, Senior Unsecured Notes
(Callable 06/30/24 @ 102.44)(1)

     (CCC+, Caa1)        06/30/29          4.875          605,892  
  2,400       

CoreLogic, Inc., Rule 144A, Senior Secured Notes
(Callable 05/01/24 @ 102.25)(1)

     (B, B1)        05/01/28          4.500          2,399,796  
  300       

CPI CG, Inc., Rule 144A, Senior Secured Notes
(Callable 03/15/23 @ 104.31)(1)

     (B-, B3)        03/15/26          8.625          320,288  
  2,765       

Gems Education Delaware LLC, Rule 144A, Senior Secured Notes
(Callable 07/31/22 @ 103.56)(1)

     (B-, B3)        07/31/26          7.125          2,859,148  
  2,400       

GYP Holdings III Corp., Rule 144A, Company Guaranteed Notes
(Callable 05/01/24 @ 102.31)(1)

     (B, B2)        05/01/29          4.625          2,431,908  
  575       

Korn Ferry, Rule 144A, Company Guaranteed Notes
(Callable 12/15/22 @ 102.31)(1)

     (BB, Ba3)        12/15/27          4.625          595,654  
  445       

United Rentals North America, Inc., Company Guaranteed Notes
(Callable 01/15/23 @ 102.44)

     (BB, Ba2)        01/15/28          4.875          470,532  
  1,100       

White Cap Buyer LLC, Rule 144A, Senior Unsecured Notes (Callable 10/15/23 @ 103.44)(1)

     (CCC+, Caa1)        10/15/28          6.875          1,175,922  
  865       

Williams Scotsman International, Inc., Rule 144A, Senior Secured Notes
(Callable 08/15/23 @ 102.31)(1)

     (B+, B3)        08/15/28          4.625          893,112  
                        

 

 

 
                           15,755,464  
                        

 

 

 
 

Tech Hardware & Equipment (2.0%)

 
  1,690       

CommScope Technologies LLC, Rule 144A, Company Guaranteed
Notes (Callable 08/10/21 @ 102.00)(1)

     (CCC+, B3)        06/15/25          6.000          1,717,463  
  1,750       

CommScope Technologies LLC, Rule 144A, Company Guaranteed
Notes (Callable 03/15/22 @ 102.50)(1)

     (CCC+, B3)        03/15/27          5.000          1,772,837  
  1,800       

Imola Merger Corp., Rule 144A, Senior Secured Notes (Callable 05/15/24 @ 102.38)(1)

     (BB-, B1)        05/15/29          4.750          1,860,273  
                        

 

 

 
                           5,350,573  
                        

 

 

 
                        
 

Telecom - Wireline Integrated & Services (2.9%)

 
  2,300       

Altice Financing S.A., Rule 144A, Senior Secured Notes
(Callable 08/16/21 @ 103.75)(1)

     (B, B2)        05/15/26          7.500          2,395,864  
  484       

Altice France S.A., Rule 144A, Senior Secured Notes
(Callable 08/10/21 @ 103.69)(1)

     (B, B2)        05/01/26          7.375          503,965  

 

 

 

Par
(000)
             

Ratings†
(S&P/Moody’s)

     Maturity        Rate%        Value  
                        
 

CORPORATE BONDS (continued)

 
 

Telecom - Wireline Integrated & Services

 
$      1,285       

Altice France S.A., Rule 144A, Senior Secured Notes
(Callable 09/15/23 @ 102.56)(1)

     (B, B2)        01/15/29          5.125        $     1,296,276  
  4,000       

GTT Communications, Inc., Rule 144A, Company Guaranteed Notes
(Callable 08/30/21 @ 103.94)(1),(3)

     (D, Wr)        12/31/24          7.875          397,160  
  2,000       

LCPR Senior Secured Financing DAC, Rule 144A, Senior Secured Notes
(Callable 10/15/22 @ 103.38)(1)

     (B+, B1)        10/15/27          6.750          2,139,580  
  300       

LCPR Senior Secured Financing DAC, Rule 144A, Senior Secured Notes
(Callable 07/15/24 @ 102.56)(1)

     (B+, B1)        07/15/29          5.125          307,750  
  600       

Zayo Group Holdings, Inc., Rule 144A, Senior Unsecured Notes
(Callable 03/01/23 @ 103.06)(1)

     (CCC+, Caa1)        03/01/28          6.125          611,346  
                        

 

 

 
                           7,651,941  
                        

 

 

 
                        
 

Theaters & Entertainment (2.5%)

 
  2,374       

AMC Entertainment Holdings, Inc.,10.00% Cash, 12.00% PIK, Rule 144A, Secured Notes
(Callable 06/15/23 @ 106.00)(1),(7)

     (CCC-, Ca)        06/15/26          12.000          2,104,159  
  1,265       

Cinemark U.S.A., Inc., Rule 144A, Senior Secured Notes
(Callable 05/01/22 @ 104.38)(1)

     (BB-, Ba3)        05/01/25          8.750          1,355,068  
  2,200       

Live Nation Entertainment, Inc., Rule 144A, Company Guaranteed Notes
(Callable 08/30/21 @ 102.44)(1)

     (B-, B3)        11/01/24          4.875          2,238,544  
  400       

Live Nation Entertainment, Inc., Rule 144A, Company Guaranteed Notes
(Callable 08/30/21 @ 104.22)(1)

     (B-, B3)        03/15/26          5.625          416,500  
  500       

Live Nation Entertainment, Inc., Rule 144A, Company Guaranteed Notes
(Callable 10/15/22 @ 103.56)(1)

     (B-, B3)        10/15/27          4.750          511,250  
                        

 

 

 
                           6,625,521  
                        

 

 

 
                        
 

Transport Infrastructure/Services (0.8%)

 
  2,117       

Navios Maritime Finance II U.S., Inc., Rule 144A, Senior Secured Notes
(Callable 08/30/21 @ 100.00)(1)

     (CCC-, Caa2)        08/15/22          11.250          2,114,153  
                        

 

 

 
 

TOTAL CORPORATE BONDS (Cost $229,675,273)

         232,136,173  
                        

 

 

 
    
    
 

BANK LOANS (28.8%)

 
 

Aerospace & Defense (1.2%)

 
  1,500       

Amentum Government Services Holdings LLC, LIBOR 3M +
8.750%(6),(10)

     (NR, NR)        01/31/28          10.000          1,507,500  
  1,750       

Peraton Corp.(11)

     (NR, NR)        02/01/29          0.000          1,787,188  
                        

 

 

 
                           3,294,688  
                        

 

 

 
                        
 

Auto Parts & Equipment (0.7%)

 
  956       

Dayco Products LLC, LIBOR 3M + 4.250%(10)

     (CCC+, Caa1)        05/19/23          4.385          933,422  
  333       

Jason Group, Inc., LIBOR 3M + 1.000% Cash, 9.000% PIK(7),(10)

     (CCC-, Caa3)        03/02/26          11.000          328,301  
  490       

Jason Group, Inc., LIBOR 3M + 2.000% Cash, 4.000% PIK(7),(10)

     (B-, Caa1)        08/28/25          7.000          482,271  
                        

 

 

 
                           1,743,994  
                        

 

 

 
                        
 

Building & Construction (0.4%)

 
  1,078       

TRC Companies, Inc., LIBOR 1M + 4.500%(6),(10)

     (B, B2)        06/21/24          5.250          1,076,160  
                        

 

 

 
                        
 

Building Materials (0.7%)

 
  2,000       

Airxcel, Inc., LIBOR 1M + 8.750%(10)

     (CCC+, Caa2)        04/27/26          8.842          1,978,330  
                        

 

 

 
                        
 

Chemicals (4.3%)

 
  2,211       

Ascend Performance Materials Operations LLC, LIBOR 3M + 4.750%(10)

     (BB-, B1)        08/27/26          5.500          2,244,845  
  2,452       

PMHC II, Inc., LIBOR 12M + 3.500%(10)

     (B-, Caa1)        03/31/25          4.500          2,436,152  
  2,268       

Polar U.S. Borrower LLC, LIBOR 1M + 4.750%, LIBOR 3M + 4.750%(6),(10)

     (B-, B3)        10/15/25          4.874 - 4.897          2,273,679  
  115       

UTEX Industries, Inc., LIBOR 1M + 7.000%(10)

     (NR, NR)        12/03/25          8.500          115,552  
  99       

UTEX Industries, Inc., LIBOR 1M + 5.250%(10)

     (NR, NR)        12/03/25          11.000          96,618  
  2,000       

Vantage Specialty Chemicals, Inc., LIBOR
3M + 8.250%(5),(10)

     (CCC-, Caa3)        10/27/25          9.250          1,937,300  
  2,424       

Zep, Inc., LIBOR 3M + 4.000%(10)

     (B-, B3)        08/12/24          5.000          2,361,398  
                        

 

 

 
                           11,465,544  
                        

 

 

 
                        
 

Diversified Capital Goods (1.0%)

 
  774       

Callaway Golf Co., LIBOR 1M + 4.500%(10)

     (B, B1)        01/02/26          4.589          778,494  
  1,020       

Electrical Components International, Inc.(6),(11)

     (B-, B2)        06/26/25          0.000          1,021,275  
  967       

GrafTech Finance, Inc., LIBOR 1M + 3.000%(10)

     (BB, Ba3)        02/12/25          3.500          968,409  
                        

 

 

 
                           2,768,178  
                        

 

 

 
                        

 

 

 

Par
(000)
             

Ratings†

(S&P/Moody’s)

     Maturity        Rate%        Value  
                        
 

BANK LOANS (continued)

 
 

Electronics (2.2%)

 
$           347       

Bright Bidco B.V., LIBOR 3M + 3.500%(10)

     (CCC, Caa3)        06/30/24          4.500        $        278,670  
  999       

CPI International, Inc., LIBOR 1M + 7.250%(5),(6),(10)

     (CCC, Caa2)        07/26/25          8.250          934,417  
  2,250       

EXC Holdings III Corp., LIBOR 3M + 7.500%(10)

     (CCC+, Caa1)        12/01/25          8.500          2,250,698  
  2,422       

Idemia Group, LIBOR 3M + 4.500%(10)

     (B-, B3)        01/09/26          5.250          2,417,189  
                        

 

 

 
                           5,880,974  
                        

 

 

 
Energy - Exploration & Production (0.0%)           
  2,595       

PES Holdings LLC, 3.000% PIK(3),(7),(10)

     (NR, NR)        12/31/22          3.000          58,388  
                        

 

 

 
                        
 

Food - Wholesale (0.4%)

      
  968       

United Natural Foods, Inc., LIBOR 1M + 3.500%(10)

     (B, B2)        10/22/25          3.592          966,196  
                        

 

 

 
                        
 

Gas Distribution (1.5%)

      
  1,204       

BCP Renaissance Parent LLC, LIBOR 3M + 3.500%(10)

     (B, B2)        10/31/24          4.500          1,190,899  
  978       

BCP Renaissance Parent LLC, LIBOR 3M + 3.500%(6),(10)

     (B, B2)        11/01/24          3.635          964,388  
  1,795       

Traverse Midstream Partners LLC, LIBOR 1M + 5.500%(10)

     (B, B3)        09/27/24          6.500          1,798,508  
                        

 

 

 
                           3,953,795  
                        

 

 

 
 

Health Facility (0.6%)

      
  1,624       

Western Dental Services, Inc., LIBOR 1M + 5.250%(10)

     (B-, B3)        06/30/23          6.250          1,624,604  
                        

 

 

 
                        
 

Health Services (1.6%)

      
  2,211       

Athenahealth, Inc., LIBOR 3M + 4.250%(10)

     (B, B2)        02/11/26          4.410          2,213,969  
  853       

Carestream Health, Inc., LIBOR 3M + 6.750%(10)

     (B-, B1)        05/08/23          7.750          858,820  
  1,204       

U.S. Radiology Specialists, Inc., LIBOR 3M + 5.500%(10)

     (B-, B3)        12/10/27          6.250          1,213,732  
                        

 

 

 
                           4,286,521  
                        

 

 

 
 

Insurance Brokerage (0.5%)

      
  1,229       

Alera Group Holdings, Inc., LIBOR 1M + 4.000%(6),(10)

     (B, B2)        08/01/25          4.500          1,230,698  
                        

 

 

 
                        
 

Investments & Misc. Financial Services (1.3%)

      
  2,000       

AqGen Ascensus, Inc.(6),(11)

     (CCC, Caa2)        05/04/29          0.000          1,990,000  
  1,298       

Deerfield Dakota Holding LLC, LIBOR 1M + 6.750%(10)

     (CCC, Caa2)        04/07/28          7.500          1,331,340  
  143       

Ditech Holding Corp.(3),(11)

     (NR, NR)        06/30/22          0.000          28,732  
                        

 

 

 
                           3,350,072  
                        

 

 

 
 

Life Insurance (0.5%)

      
  1,406       

Vida Capital, Inc., LIBOR 1M + 6.000%(6),(10)

     (B, B2)        10/01/26          6.092          1,321,875  
                        

 

 

 
                        
 

Machinery (0.7%)

      
  1,223       

LTI Holdings, Inc., LIBOR 1M + 6.750%(5),(10)

     (CCC+, Caa2)        09/06/26          6.842          1,220,624  
  589       

LTI Holdings, Inc., LIBOR 1M + 3.500%(10)

     (B-, B2)        09/06/25          3.592          580,461  
                        

 

 

 
                           1,801,085  
                        

 

 

 
 

Medical Products (0.9%)

      
  1,457       

ABB Concise Optical Group LLC, LIBOR 3M + 5.000%(10)

     (CCC+, B3)        06/15/23          6.000          1,410,710  
  995       

Viant Medical Holdings, Inc., LIBOR 1M + 6.250%(6),(10)

     (CCC+, B3)        07/02/25          7.250          997,424  
                        

 

 

 
                           2,408,134  
                        

 

 

 
 

Packaging (0.2%)

      
  800       

Strategic Materials, Inc., LIBOR 3M + 7.750%(5),(6),(10)

     (CC, C)        10/31/25          8.750          460,000  
                        

 

 

 
                        
 

Personal & Household Products (1.0%)

      
  1,752       

Serta Simmons Bedding, LLC (First Out Term Loan), LIBOR 1M + 7.500%(10)

     (B, B2)        08/10/23          8.500          1,771,546  
  1,062       

Serta Simmons Bedding, LLC (Second Out Term Loan), LIBOR 1M + 7.500%(10)

     (B-, Caa2)        08/10/23          8.500          1,010,948  
                        

 

 

 
                           2,782,494  
                        

 

 

 
 

Pharmaceuticals (0.3%)

      
  809       

Akorn, Inc., LIBOR 3M + 7.500%(10)

     (CCC+, Caa2)        10/01/25          8.500          823,709  
                        

 

 

 
                           823,709  
                        

 

 

 
 

Real Estate (0.3%)

      
  844       

Blackstone Mortgage Trust, Inc., LIBOR 1M + 2.750%(6),(10)

     (B+, Ba2)        04/23/26          3.250          840,461  
                        

 

 

 
                        
 

Recreation & Travel (2.3%)

      

 

1,959

 

    

Bulldog Purchaser, Inc., LIBOR 3M + 7.750%(10)

     (CCC-, Caa3)        09/04/26          7.885          1,787,588  
  1,843       

Bulldog Purchaser, Inc., LIBOR 3M + 3.750%(10)

     (B-, B3)        09/05/25          3.885          1,785,533  

 

 

 

Par
(000)
             

Ratings†

(S&P/Moody’s)

     Maturity        Rate%        Value  
                        
 

BANK LOANS (continued)

 
 

Recreation & Travel

 
$        1,547       

Hornblower Sub LLC, LIBOR 3M + 4.500%(10)

     (CCC-, Caa2)        04/27/25          5.500        $     1,432,536  
  1,082       

Hornblower Sub LLC, LIBOR 6M + 8.125%(6),(10)

     (NR, NR)        11/10/25          9.125          1,139,304  
                        

 

 

 
                           6,144,961  
                        

 

 

 
                        
 

Restaurants (0.1%)

      
  23       

Golden Nugget, Inc., LIBOR 3M + 12.000%(6),(10)

     (NR, NR)        10/04/23          13.000          25,255  
  300       

Tacala LLC, LIBOR 1M + 7.500%(10)

     (CCC, Caa2)        02/04/28          8.250          300,600  
                        

 

 

 
                           325,855  
                        

 

 

 
                        
 

Software - Services (3.1%)

      
  1,736       

Aston FinCo Sarl, LIBOR 1M + 4.250%(10)

     (B-, B2)        10/09/26          4.335          1,731,708  
  2,560       

Epicor Software Corp., LIBOR 1M + 7.750%(10)

     (CCC, Caa2)        07/31/28          8.750          2,650,662  
  694       

Finastra U.S.A., Inc., LIBOR 6M + 3.500%(10)

     (CCC+, B2)        06/13/24          4.500          683,661  
  2,529       

Finastra U.S.A., Inc., LIBOR 6M + 7.250%(10)

     (CCC-, Caa2)        06/13/25          8.250          2,550,437  
  720       

Project Leopard Holdings, Inc., LIBOR 3M + 4.750%(10)

     (B, B2)        07/07/24          5.750          723,812  
                        

 

 

 
                           8,340,280  
                        

 

 

 
                        
 

Support - Services (0.5%)

      
  245       

Nuvei Technologies Corp., LIBOR 3M + 2.500%(10)

     (B+, Ba3)        10/30/25          2.625          244,513  
  1,000       

USS Ultimate Holdings, Inc., LIBOR 1M + 7.750%(5),(10)

     (CCC, Caa1)        08/25/25          8.750          1,002,190  
                        

 

 

 
                           1,246,703  
                        

 

 

 
                        
 

Telecom - Wireline Integrated & Services (0.7%)

      
  452       

GTT Communications, Inc. (1st Lien Term Loan B), LIBOR 1M + 5.000% Cash, 2.500% PIK(7),(10)

     (CCC+, NR)        12/31/21          8.500          460,280  
  259       

GTT Communications, Inc. (Incremental Term Loan), LIBOR 1M + 5.000% Cash, 2.500% PIK(7),(10)

     (CCC+, NR)        12/31/21          8.500          263,821  
  1,125       

TVC Albany, Inc., LIBOR 1M + 7.500%(5),(6),(10)

     (CCC, Caa2)        07/23/26          7.590          1,068,750  
                        

 

 

 
                           1,792,851  
                        

 

 

 
 

Theaters & Entertainment (1.8%)

      
  2,458       

Metro-Goldwyn-Mayer, Inc., LIBOR 1M + 4.500%(10)

     (CCC+, B3)        07/03/26          5.500          2,466,637  
  2,387       

William Morris Endeavor Entertainment LLC, LIBOR 1M + 2.750%(10)

     (B, B3)        05/18/25          2.850          2,325,446  
                        

 

 

 
                           4,792,083  
                        

 

 

 
 

TOTAL BANK LOANS (Cost $79,332,423)

         76,758,633  
                        

 

 

 
                        
 

ASSET BACKED SECURITIES (6.3%)

 
 

Collateralized Debt Obligations (6.3%)

 
  1,000       

Anchorage Capital CLO 15 Ltd., 2020-15A, Rule 144A, LIBOR 3M + 7.400% (1),(10)

     (NR, Ba3)        07/20/34          7.534          1,000,697  
  1,250       

Anchorage Credit Funding Ltd., 2016-4A, Rule 144A(1)

     (NR, Ba3)        04/27/39          6.659          1,216,801  
  1,500       

Anchorage Credit Opportunities CLO 1 Ltd., 2019-1A, Rule 144A, LIBOR 3M + 7.550% (1),(10)

     (BB-, NR)        01/20/32          7.684          1,495,765  
  1,250       

Battalion CLO 18 Ltd., 2020-18A, Rule 144A, LIBOR 3M + 7.940% (1),(10)

     (BB-, NR)        10/15/32          8.066          1,253,223  
  1,500       

Battalion CLO VII Ltd., 2014-7A, Rule 144A, LIBOR 3M + 6.310% (1),(10)

     (NR, Ba2)        07/17/28          6.444          1,500,807  
  1,500       

Battalion CLO XIV Ltd., 2019-14A, Rule 144A, LIBOR 3M + 3.950% (1),(10)

     (NR, Baa3)        04/20/32          4.084          1,505,433  
  1,250       

Benefit Street Partners CLO X Ltd., 2016-10A, Rule 144A, LIBOR 3M + 6.750% (1),(10)

     (BB-, NR)        04/20/34          6.884          1,238,734  
  1,500       

Cedar Funding VI CLO Ltd., 2016-6A, Rule 144A, LIBOR 3M + 6.720% (1),(10)

     (BB-, NR)        04/20/34          6.854          1,477,847  
  1,500       

KKR CLO Ltd., 16, Rule 144A, LIBOR 3M + 6.750% (1),(10)

     (NR, Ba3)        01/20/29          6.884          1,495,421  
  1,000       

Oaktree CLO Ltd., 2019-4A, Rule 144A, LIBOR 3M + 7.230% (1),(10)

     (BB-, NR)        10/20/32          7.364          996,725  
  1,050       

Octagon Investment Partners 48 Ltd., 2020-3A, Rule 144A, LIBOR 3M + 7.660% (1),(10)

     (BB-, NR)        10/20/31          7.794          1,053,389  
  1,500       

Palmer Square Credit Funding Ltd., 2019-1A, Rule 144A (1)

     (NR, Baa2)        04/20/37          5.459          1,516,951  
  1,000       

Venture 41 CLO Ltd., 2021-41A, Rule 144A, LIBOR 3M + 7.710% (1),(10)

     (BB-, NR)        01/20/34          7.844          1,000,601  
                        

 

 

 
 

TOTAL ASSET BACKED SECURITIES (Cost $16,507,816)

         16,752,394  
                        

 

 

 

 

 

 

Number of
Shares
                                       Value  
                        
 

COMMON STOCKS (0.8%)

 
 

Auto Parts & Equipment (0.1%)

 
  27,589       

Jason Group, Inc.(12)

                    $ 275,890  
                        

 

 

 
                        
 

Building & Construction (0.0%)

 
  10       

White Forest Resources, Inc.(4),(6),(12)

                       
                        

 

 

 
                        
 

Chemicals (0.2%)

 
  5,400       

Project Investor Holdings LLC(4),(5),(6),(12)

                      54  
  89,998       

Proppants Holdings LLC(4),(5),(6),(12)

                      4,500  
  15,074       

UTEX Industries, Inc.(12)

                      618,034  
                        

 

 

 
                           622,588  
                        

 

 

 
                        
 

Energy - Exploration & Production (0.0%)

 
  111,570       

PES Energy, Inc.(4),(5),(6),(12)

                      1,116  
                        

 

 

 
                        
 

Oil Field Equipment & Services (0.0%)

 
  4,254       

Pioneer Energy Services Corp.(4),(6),(12)

                      68,064  
                        

 

 

 
                        
 

Pharmaceuticals (0.4%)

 
  68,836       

Akorn Holding Company LLC(12)

                      1,001,564  
                        

 

 

 
                        
 

Support - Services (0.1%)

 
  2,100       

LTR Holdings LLC(4),(5),(6),(12)

                      200,088  
  865       

Sprint Industrial Holdings LLC, Class G(4),(5),(6),(12)

                       
  78       

Sprint Industrial Holdings LLC, Class H(4),(5),(6),(12)

                       
  192       

Sprint Industrial Holdings LLC, Class I(4),(5),(6),(12)

                      2  
                        

 

 

 
                           200,090  
                        

 

 

 
 

TOTAL COMMON STOCKS (Cost $4,948,302)

                      2,169,312  
                        

 

 

 
                        
 

WARRANT (0.0%)

 
 

Chemicals (0.0%)

 
  22,499       

Project Investor Holdings LLC, expires 02/20/2022(4),(5),(6),(12) (Cost $11,700)

                       
                        

 

 

 
                        
 

SHORT-TERM INVESTMENTS (0.3%)

 
  743,303       

State Street Navigator Securities Lending Government Money Market Portfolio, 0.05%(13) (Cost $743,303)

                      743,303  
                        
 

TOTAL INVESTMENTS AT VALUE (123.2%) (Cost $331,218,817)

                      328,559,815  
                        
 

LIABILITIES IN EXCESS OF OTHER ASSETS (-23.2%)

                      (61,953,798 ) 
                        

 

 

 
                        
 

NET ASSETS (100.0%)

                    $ 266,606,017  
                   

 

 

 

 

Credit ratings given by the S&P Global Ratings Division of S&P Global Inc. (“S&P”) and Moody’s Investors Service, Inc. (“Moody’s”) are unaudited.

(1) 

Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At July 31, 2021, these securities amounted to a value of $222,819,663 or 83.6% of net assets.

(2) 

This security is denominated in British Pound.

(3) 

Bond is currently in default.

(4) 

Not readily marketable security; security is valued at fair value as determined in good faith by, or under the direction of, the Board of Trustees.

(5) 

Illiquid security (unaudited).

(6) 

Security is valued using significant unobservable inputs.

(7) 

PIK: Payment-in-kind security for which part of the income earned may be paid as additional principal.

(8) 

Convertible security.

(9) 

Security or portion thereof is out on loan.

(10) 

Variable rate obligation — The interest rate shown is the rate in effect as of July 31, 2021. The rate may be subject to a cap and floor.

(11) 

The rates on certain variable rate securities are not based on a published reference rate and spread but are determined by the issuer or agent and are based on current market conditions. These securities do not indicate a reference rate and spread in their description above. The interest rate shown is the rate in effect as of July 31, 2021.

(12) 

Non-income producing security.

(13) 

Represents security purchased with cash collateral received for securities on loan. The rate shown is the annualized one-day yield at July 31, 2021.

 

 

 

Investment Abbreviations

1M = 1 Month

3M = 3 Month

6M = 6 Month

12M = 12 Month

LIBOR = London Interbank Offered Rate

NR = Not Rated

Sarl - société à responsabilité limitée

Forward Foreign Currency Contracts

 

Forward

Currency to be

Purchased (Local)

    

Forward

Currency to be

Sold (Local)

    

Expiration

Date

  

Counterparty

   Value on
Settlement Date
    Current
Value/
Notional
    Net Unrealized
Appreciation
(Depreciation)
 

EUR

    1,345,506     

USD

     1,592,373      10/13/21    Deutsche Bank AG    $ 1,592,373     $ 1,597,747     $ 5,374  

GBP

    27,500     

USD

     37,737      10/13/21    Deutsche Bank AG      37,737       38,241       504  

USD

    1,529,640     

EUR

     1,290,972      10/13/21    Morgan Stanley      (1,529,640     (1,532,989     (3,349

USD

    64,966     

EUR

     54,535      10/13/21    Deutsche Bank AG      (64,966     (64,758     208  

USD

    1,425,689     

GBP

     1,100,343      10/13/21    Deutsche Bank AG      (1,425,689     (1,530,114     (104,425
                    

 

 

 
  $ (101,688
 

 

 

 

Currency Abbreviations:

EUR = Euro

GBP = British Pound

USD = United States Dollar

 

 

 

SECURITY VALUATION — The Board of Trustees (the “Board”) is responsible for the Fund’s valuation process. The Board has delegated the supervision of the daily valuation process to Credit Suisse Asset Management, LLC, the Fund’s investment adviser (“Credit Suisse” or the “Adviser”), who has established a Pricing Committee which, pursuant to the policies adopted by the Board, is responsible for making fair valuation determinations and overseeing the Fund’s pricing policies. The net asset value of the Fund is determined daily as of the close of regular trading on the New York Stock Exchange, Inc. (the “Exchange”) on each day the Exchange is open for business. The valuations for fixed income securities (which may include, but are not limited to, corporate, government, municipal, mortgage-backed, collateralized mortgage obligations and asset-backed securities) and certain derivative instruments are typically the prices supplied by independent third party pricing services, which may use market prices or broker/dealer quotations or a variety of valuation techniques and methodologies. The independent third party pricing services use inputs that are observable such as issuer details, interest rates, yield curves, prepayment speeds, credit risks/spreads, default rates and quoted prices for similar securities. These pricing services generally price fixed income securities assuming orderly transactions of an institutional “round lot” size, but some trades occur in smaller “odd lot” sizes which may be effected at lower prices than institutional round lot trades. Structured note agreements are valued in accordance with a dealer-supplied valuation based on changes in the value of the underlying index. Futures contracts are valued daily at the settlement price established by the board of trade or exchange on which they are traded. Forward contracts are valued at the London closing spot rates and the London closing forward point rates on a daily basis. The currency forward contract pricing model derives the differential in point rates to the expiration date of the forward and calculates its present value. Equity securities for which market quotations are available are valued at the last reported sales price or official closing price on the primary market or exchange on which they trade. The Fund may utilize a service provided by an independent third party which has been approved by the Board to fair value certain securities. When fair value pricing is employed, the prices of securities used by the Fund to calculate its net asset value may differ from quoted or published prices for the same securities. If independent third party pricing services are unable to supply prices for a portfolio investment, or if the prices supplied are deemed by the investment adviser to be unreliable, the market price may be determined by the investment adviser using quotations from one or more brokers/dealers or at the transaction price if the security has recently been purchased and no value has yet been obtained from a pricing service or pricing broker. When reliable prices are not readily available, such as when the value of a security has been significantly affected by events after the close of the exchange or market on which the security is principally traded, but before the Fund calculates its net asset value, these securities will be fair valued in good faith by the Pricing Committee, in accordance with procedures adopted by the Board.

The Fund uses valuation techniques to measure fair value that are consistent with the market approach and/or income approach, depending on the type of security and the particular circumstance. The market approach uses prices and other relevant information generated by market transactions involving identical or comparable securities. The income approach uses valuation techniques to discount estimated future cash flows to present value.

Generally accepted accounting principles in the United States of America (“GAAP”) established a disclosure hierarchy that categorizes the inputs to valuation techniques used to value assets and liabilities at each measurement date. These inputs are summarized in the three broad levels listed below:

 

   

Level 1–quoted prices in active markets for identical investments

   

Level 2–other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.)

 

 

 

   

Level 3–significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments)

The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.

The following is a summary of the inputs used as of July 31, 2021 in valuing the Fund’s assets and liabilities carried at fair value:

 

Assets

   Level 1      Level 2      Level 3     Total  

Investments in Securities

 

Corporate Bonds

   $      $ 231,647,056      $ 489,117     $ 232,136,173  

Bank Loans

            59,907,447        16,851,186       76,758,633  

Asset Backed Securities

            16,752,394              16,752,394  

Common Stocks

            1,895,488        273,824       2,169,312  

Warrants

                   0 (1)      0 (1) 

Short-term Investment

            743,303              743,303  
  

 

 

    

 

 

    

 

 

   

 

 

 
   $      $ 310,945,688      $ 17,614,127     $ 328,559,815  
  

 

 

    

 

 

    

 

 

   

 

 

 

Other Financial Instruments*

 

 

Forward Foreign Currency Contracts

   $      $ 6,086      $     $ 6,086  

    

          

Liabilities

   Level 1      Level 2      Level 3     Total  

Other Financial Instruments*

 

 

Forward Foreign Currency Contracts

   $      $ 107,774      $     $ 107,774  

 

*

Other financial instruments include unrealized appreciation (depreciation) on forward foreign currency contracts.

(1) 

Includes zero valued securities.

The following is a reconciliation of investments as of July 31, 2021 for which significant unobservable inputs were used in determining fair value.

 

     Corporate
Bonds
     Bank Loans     Common
Stocks
    Warrants     Total  

Balance as of October 31, 2020

   $ 124,711      $  14,090,592     $ 1,605,750     $ 0 (1)    $  15,821,053  

Accrued discounts (premiums)

            (15,520                 (15,520

Purchases

     18,529        8,972,170                   8,990,699  

Sales

            (6,713,308     (1,239,068           (7,952,376

Realized gain (loss)

            64,137       1,030,074             1,094,211  

Change in unrealized appreciation (depreciation)

     345,877        495,417       (848,157           (6,863

Transfers into Level 3

            4,559,942       1,116             4,561,058  

Transfers out of Level 3

            (4,602,244     (275,891           (4,878,135
  

 

 

    

 

 

   

 

 

   

 

 

   

 

 

 

Balance as of July 31, 2021

   $  489,117      $ 16,851,186     $ 273,824     $ 0 (1)    $ 17,614,127  
  

 

 

    

 

 

   

 

 

   

 

 

   

 

 

 

Net change in unrealized appreciation (depreciation) from investments still held as of July 31, 2021

   $ 345,877      $ 434,777     $ (117,911   $  —       $ 662,743  

 

(1) 

Includes zero valued securities.    

Quantitative Disclosure About Significant Unobservable Inputs

 

Asset Class    

   Fair Value At
07/31/2021
    

Valuation

Technique

  

Unobservable

Input

  

Range

(Weighted Average)*

Bank Loans

   $ 16,851,186      Vendor pricing    Single Broker Quote    $0.58 – $1.11 ($0.98)

Common Stocks

   $ 68,064      Vendor pricing    Single Broker Quote    $16.00 (N/A)
   $ 200,088      Market Approach    EBITDA Multiples    7.3 (N/A)
   $ 5,672      Income Approach    Expected Remaining Distribution    $0.00 – $0.05 ($0.04)

Corporate Bonds

   $ 485,450      Vendor pricing    Single Broker Quote    $0.01 – $1.17 ($1.12)
   $ 3,667      Income Approach    Expected Remaining Distribution    $0.01 (N/A)

Warrants

   $ 0      Income Approach    Expected Remaining Distribution    $0.00 (N/A)

 

*

Weighted by relative fair value

Each fair value determination is based on a consideration of relevant factors, including both observable and unobservable inputs. Observable and unobservable inputs that Credit Suisse considers may include (i) the existence of any contractual restrictions on the disposition of securities; (ii) information obtained from the company, which may include an analysis of the company’s financial statements, the company’s products or intended markets or the company’s technologies; (iii) the price of the same or similar security negotiated at arm’s length in an issuer’s completed subsequent round of financing; (iv) the price and extent of public trading in similar securities of the issuer or of comparable companies; or (v) a probability and time value adjusted analysis of contractual term. Where available and appropriate, multiple valuation methodologies are applied to confirm fair value. To the extent that valuation is based on models or inputs that are less observable or unobservable in the market, determining fair value requires more judgment. Because of the inherent uncertainty of valuation, those estimated values may be materially higher or lower than the values that would have been used had a ready market for the investments existed. Accordingly, the degree of judgment exercised by the Fund in determining fair value is greatest for investments categorized in Level 3. In some circumstances, the inputs used to measure fair value might be categorized within different levels of the fair value hierarchy. In those instances, the fair value measurement is categorized in its entirety in the fair value hierarchy based on the least observable input that is significant to the fair value measurement. Additionally, changes in the market environment and other events that may occur over the life of the investments may cause the gains or losses ultimately realized on these investments to be different from the valuations used at the date of these financial statements.

During the period ended July 31, 2021, $4,561,058 was transferred from Level 2 to Level 3 due to a lack of a pricing source supported by observable inputs and $4,878,135 transferred from Level 3 to Level 2 as a result of the availability of a pricing source supported by observable inputs. All transfers, if any, are assumed to occur at the end of the reporting period.

Other information regarding the Fund is available in the most recent Report to Shareholders. This information is also available on the Fund’s website at www.credit-suisse.com/us/funds, as well as on the website of the Securities and Exchange Commission at www.sec.gov.