 |
Credit Opportunities Portfolio
|
July 31, 2025
|
|||
|
Schedule of Investments (Unaudited)
|
|||||||||||||||||
|
(in thousands, except share data)
|
|||||||||||||||||
|
Issuer
|
|
Asset
|
|
Reference Rate & Spread
|
|
Maturity
Date |
|
Currency
|
|
|
Par
|
|
|
Fair Value
|
|
Footnotes
|
|
|
Leveraged Loans - 69.30%
|
|||||||||||||||||
|
Aerospace & Defense - 0.29%
|
|||||||||||||||||
|
Altitude II IRL WH Borrower DAC
|
Revolver 1L 05/23
|
SOFR + 10.00%
|
1/12/2030
|
USD
|
41
|
$ |
-
|
(b) (f)
|
|||||||||
|
Ultra Electronics Holdings Ltd
|
TL 1L B 11/21
|
SOFR + 3.50%
|
8/3/2029
|
USD
|
130
|
130
|
|||||||||||
|
Ultra Electronics Holdings Ltd
|
TL 1L B 11/21
|
EURIBOR + 3.50%
|
8/6/2029
|
EUR
|
104
|
119
|
|||||||||||
|
Vertex Aerospace Services LLC
|
TL 1L B 12/21
|
SOFR + 2.25%
|
12/6/2030
|
USD
|
1,488
|
1,491
|
|||||||||||
|
Agricultural Products & Services - 0.06%
|
|||||||||||||||||
|
Bloom Fresh International Limited
|
TL 1L B1 07/23
|
SOFR + 5.25%
|
8/9/2030
|
USD
|
275
|
275
|
(b)
|
||||||||||
|
Bloom Fresh International Limited
|
TL 1L B2 08/23
|
EURIBOR + 5.25%
|
8/9/2030
|
EUR
|
61
|
70
|
(b)
|
||||||||||
|
Air Freight & Logistics - 1.40%
|
|||||||||||||||||
|
CSafe Global
|
Revolver 1L 03/24
|
SOFR + 5.75%
|
3/8/2029
|
USD
|
36
|
32
|
(a) (b) (f)
|
||||||||||
|
CSafe Global
|
TL 1L 03/24
|
SONIA + 5.75%
|
12/14/2028
|
GBP
|
48
|
64
|
(a) (b)
|
||||||||||
|
CSafe Global
|
TL 1L 03/24
|
SOFR + 5.75%
|
12/14/2028
|
USD
|
345
|
349
|
(a) (b)
|
||||||||||
|
CSafe Global
|
TL 1L DD 03/24
|
SOFR + 5.75%
|
12/14/2028
|
USD
|
15
|
15
|
(a) (b)
|
||||||||||
|
Envirotainer Ltd
|
TL 1L B3 01/25
|
EURIBOR + 5.00%
|
7/30/2029
|
EUR
|
4,740
|
5,436
|
(a) (b)
|
||||||||||
|
Envirotainer Ltd
|
TL 1L B4 01/25
|
SOFR + 5.00%
|
7/30/2029
|
USD
|
2,412
|
2,424
|
(a) (b)
|
||||||||||
|
Envirotainer Ltd
|
TL 1L DD 01/25
|
EURIBOR + 5.00%
|
7/30/2029
|
EUR
|
865
|
5
|
(a) (b) (f)
|
||||||||||
|
Alternative Carriers - 2.01%
|
|||||||||||||||||
|
Level 3 Financing Inc
|
TL 1L B 03/25
|
SOFR + 4.25%
|
3/29/2032
|
USD
|
2,047
|
2,068
|
|||||||||||
|
Lumen Technologies Inc
|
TL 1L B2 03/24
|
SOFR + 2.35%
|
4/15/2030
|
USD
|
4,945
|
4,923
|
|||||||||||
|
Zayo Group LLC
|
TL 1L B 03/20
|
SOFR + 3.00%
|
3/9/2027
|
USD
|
5,178
|
5,013
|
(a)
|
||||||||||
|
Application Software - 6.63%
|
|||||||||||||||||
|
Avetta LLC
|
Revolver 1L 07/24 (Multicurrency)
|
SOFR + 4.50%
|
7/26/2030
|
USD
|
5
|
-
|
(a) (b) (f)
|
||||||||||
|
Avetta LLC
|
Revolver 1L 07/24
|
SOFR + 4.25%
|
7/26/2030
|
USD
|
11
|
-
|
(a) (b) (f)
|
||||||||||
|
Avetta LLC
|
TL 1L 07/24
|
SOFR + 4.25%
|
7/28/2031
|
USD
|
94
|
95
|
(a) (b)
|
||||||||||
|
Avetta LLC
|
TL 1L DD 07/24
|
SOFR + 4.25%
|
7/28/2031
|
USD
|
23
|
-
|
(a) (b) (f)
|
||||||||||
|
Ellucian Inc
|
TL 2L 11/24
|
SOFR + 4.75%
|
11/22/2032
|
USD
|
1,478
|
1,522
|
|||||||||||
|
Envestnet Inc
|
TL 1L B 09/24
|
SOFR + 3.00%
|
11/25/2031
|
USD
|
3,073
|
3,083
|
|||||||||||
|
Granicus Inc
|
Revolver 1L 01/24
|
SOFR + 5.25%
|
1/17/2031
|
USD
|
23
|
6
|
(a) (b) (f)
|
||||||||||
|
Granicus Inc
|
TL 1L 01/24
|
2.25% PIK, SOFR + 3.50%
|
1/17/2031
|
USD
|
166
|
167
|
(a) (b) (c)
|
||||||||||
|
Granicus Inc
|
TL 1L DD 01/24
|
2.25% PIK, SOFR + 3.00%
|
1/17/2031
|
USD
|
25
|
25
|
(a) (b) (c)
|
||||||||||
|
Personify Health Inc
|
TL 1L 11/23 PIK
|
3.00% PIK, SOFR + 3.25%
|
11/8/2029
|
USD
|
222
|
219
|
(b) (c)
|
||||||||||
|
Qlik Technologies Inc
|
TL 1L 11/24
|
SOFR + 3.25%
|
10/26/2030
|
USD
|
3,998
|
4,013
|
|||||||||||
|
Qualtrics International Inc
|
TL 1L B2 02/25
|
SOFR + 2.25%
|
6/28/2030
|
USD
|
3,048
|
3,050
|
|||||||||||
|
Solera LLC
|
TL 2L 06/21 PIK Toggle
|
SOFR + 9.00%
|
6/4/2029
|
USD
|
17,315
|
17,315
|
(b) (c)
|
||||||||||
|
TIBCO Software Inc
|
TL 1L B1 11/24
|
SOFR + 3.50%
|
3/29/2029
|
USD
|
9,712
|
9,740
|
|||||||||||
|
Zellis Holdings Ltd
|
TL 1L B1 06/24
|
SONIA + 4.40%
|
8/13/2031
|
GBP
|
177
|
232
|
(a) (b)
|
||||||||||
|
Zellis Holdings Ltd
|
TL 1L B2 DD 06/24
|
SONIA + 4.90%
|
8/13/2031
|
GBP
|
39
|
23
|
(a) (b) (f)
|
||||||||||
|
Asset Management & Custody Banks - 0.03%
|
|||||||||||||||||
|
Rockefeller Capital Management LP
|
TL 1L 04/24
|
SOFR + 4.75%
|
4/4/2031
|
USD
|
170
|
170
|
(a) (b)
|
||||||||||
|
Automotive Parts & Equipment - 2.56%
|
|||||||||||||||||
|
Belron Finance Ltd
|
TL 1L B 09/24
|
SOFR + 2.75%
|
10/16/2031
|
USD
|
3,048
|
3,066
|
|||||||||||
|
Innovative XCessories & Services LLC
|
TL 1L 02/20
|
SOFR + 4.25%
|
3/5/2027
|
USD
|
12,447
|
12,173
|
(a)
|
||||||||||
|
Broadcasting - 2.59%
|
|||||||||||||||||
|
EW Scripps Co/The
|
Revolver 1L 04/25
|
SOFR + 5.50%
|
3/31/2028
|
USD
|
381
|
220
|
(b) (f)
|
||||||||||
|
NEP Broadcasting LLC
|
TL 1L B 12/23
|
1.50% PIK, EURIBOR + 3.50%
|
8/19/2026
|
EUR
|
6,768
|
7,157
|
(c)
|
||||||||||
|
NEP Broadcasting LLC
|
TL 2L 09/18
|
10/19/2026
|
USD
|
14,698
|
8,029
|
(d)
|
|||||||||||
|
Broadline Retail - 0.08%
|
|||||||||||||||||
|
AutoScout24 GmbH
|
TL 1L B 10/24
|
EURIBOR + 3.50%
|
12/10/2031
|
EUR
|
411
|
472
|
|||||||||||
|
Building Products - 1.05%
|
|||||||||||||||||
|
DiversiTech Holdings Inc
|
TL 2L B 12/21
|
SOFR + 6.75%
|
12/21/2029
|
USD
|
1,945
|
1,977
|
|||||||||||
|
Foundation Building Materials LLC
|
TL 1L B3 04/25
|
SOFR + 5.25%
|
1/29/2031
|
USD
|
1,855
|
1,819
|
|||||||||||
|
Oldcastle Buildingenvelope Inc
|
TL 1L B 04/22
|
SOFR + 4.25%
|
4/29/2029
|
USD
|
299
|
273
|
|||||||||||
|
PrimeSource Building Products Inc
|
TL 1L B 01/21
|
SOFR + 3.25%
|
12/28/2027
|
USD
|
2,181
|
2,154
|
|||||||||||
|
Cable & Satellite - 0.22%
|
|||||||||||||||||
|
Virgin Media Inc
|
TL 1L 09/19
|
SOFR + 2.50%
|
1/31/2028
|
USD
|
1,328
|
1,314
|
|||||||||||
|
Cargo Ground Transportation - 0.04%
|
|||||||||||||||||
|
Lazer Logistics Inc
|
Revolver 1L 05/23
|
SOFR + 5.00%
|
5/4/2029
|
USD
|
24
|
-
|
(a) (b) (f)
|
||||||||||
|
Lazer Logistics Inc
|
TL 1L 11/23
|
SOFR + 5.00%
|
5/6/2030
|
USD
|
4
|
4
|
(a) (b)
|
||||||||||
|
Lazer Logistics Inc
|
TL 1L B 05/23
|
SOFR + 5.00%
|
5/6/2030
|
USD
|
195
|
197
|
(a) (b)
|
||||||||||
|
Lazer Logistics Inc
|
TL 1L DD 05/23
|
SOFR + 5.00%
|
5/6/2030
|
USD
|
30
|
30
|
(a) (b)
|
||||||||||
|
Lazer Logistics Inc
|
TL 1L DD 11/23
|
SOFR + 5.00%
|
5/6/2030
|
USD
|
7
|
7
|
(a) (b)
|
||||||||||
|
Casinos & Gaming - 0.11%
|
|||||||||||||||||
|
Entain PLC
|
TL 1L B3 07/21
|
SOFR + 2.75%
|
10/31/2029
|
USD
|
625
|
627
|
|||||||||||
|
Commercial Printing - 0.49%
|
|||||||||||||||||
|
Multi-Color Corp
|
TL 1L B 10/21
|
EURIBOR + 5.00%
|
10/30/2028
|
EUR
|
2,947
|
2,918
|
|||||||||||
|
Commodity Chemicals - 0.59%
|
|||||||||||||||||
|
Ineos Quattro Holdings Ltd
|
TL 1L B 01/20
|
EURIBOR + 2.00%
|
1/29/2027
|
EUR
|
631
|
704
|
|||||||||||
|
SI Group Inc
|
TL 1L B-1A 09/24
|
10/16/2028
|
USD
|
4,336
|
1,604
|
(d)
|
|||||||||||
|
SI Group Inc
|
TL 1L B-1B 09/24
|
0.75% PIK, SOFR + 4.75%
|
10/16/2028
|
USD
|
3,233
|
1,196
|
(c)
|
||||||||||
|
Construction & Engineering - 0.09%
|
|||||||||||||||||
|
Fortna Group Inc
|
Revolver 1L 01/25
|
SOFR + 4.75%
|
6/1/2029
|
USD
|
513
|
257
|
(a) (b) (f)
|
||||||||||
|
Woolpert Inc
|
Revolver 1L 05/24
|
SOFR + 5.00%
|
4/5/2029
|
USD
|
39
|
2
|
(a) (b) (f)
|
||||||||||
|
Woolpert Inc
|
TL 1L 05/24
|
SOFR + 5.00%
|
4/5/2030
|
USD
|
247
|
249
|
(a) (b)
|
||||||||||
|
Woolpert Inc
|
TL 1L DD 05/24
|
SOFR + 5.00%
|
4/5/2030
|
USD
|
77
|
41
|
(a) (b) (f)
|
||||||||||
|
Construction Machinery & Heavy Transportation Equipment - 1.28%
|
|||||||||||||||||
|
Accuride Corp
|
TL 1L 03/25
|
3.00% PIK, SOFR + 1.50%
|
3/7/2030
|
USD
|
3,212
|
7,458
|
(a) (b) (c)
|
||||||||||
|
Shaw Development LLC
|
TL 1L 10/23
|
SOFR + 6.00%
|
10/30/2029
|
USD
|
147
|
135
|
(a) (b)
|
||||||||||
|
Construction Materials - 0.20%
|
|||||||||||||||||
|
Quimper AB
|
TL 1L B 11/24
|
EURIBOR + 3.75%
|
3/29/2030
|
EUR
|
1,012
|
1,161
|
(a)
|
||||||||||
|
Consumer Finance - 0.62%
|
|||||||||||||||||
|
Discover Financial Services
|
TL 1L DD 09/24
|
15.00%
|
9/6/2034
|
USD
|
766
|
764
|
(a) (b) (f)
|
||||||||||
|
Navient Corp
|
TL 06/25 Class B
|
SOFR + 2.20%
|
6/15/2072
|
USD
|
1,614
|
1,614
|
(a) (b)
|
||||||||||
|
Navient Corp
|
TL 06/25 Class C
|
SOFR + 3.15%
|
6/15/2072
|
USD
|
1,288
|
1,288
|
(a) (b)
|
||||||||||
|
Data Processing & Outsourced Services - 0.10%
|
|||||||||||||||||
|
Encora Digital LLC
|
TL 1L 12/21 PIK
|
9.75% PIK
|
12/20/2029
|
USD
|
615
|
601
|
(a) (b) (c)
|
||||||||||
|
Diversified Chemicals - 0.63%
|
|||||||||||||||||
|
Hexion International Cooperatief UA
|
TL 1L 12/24
|
SOFR + 4.00%
|
3/15/2029
|
USD
|
3,067
|
3,063
|
|||||||||||
|
Trinseo Materials Operating SCA / Trinseo Materials Finance Inc
|
Revolver 1L 07/24
|
SOFR + 4.75%
|
1/18/2028
|
USD
|
732
|
665
|
(b) (f)
|
||||||||||
|
Diversified Financial Services - 0.00%
|
|||||||||||||||||
|
Kestra Financial Inc
|
TL DD 02/25
|
12.00%
|
USD
|
615
|
-
|
(a) (b) (f)
|
|||||||||||
|
Diversified Metals & Mining - 0.02%
|
|||||||||||||||||
|
Foresight Energy LLC
|
TL 1L A 06/20
|
SOFR + 8.00%
|
6/30/2027
|
USD
|
118
|
117
|
(a) (b)
|
||||||||||
|
Diversified Support Services - 0.38%
|
|||||||||||||||||
|
Apex Service Partners LLC
|
Revolver 1L 09/24
|
SOFR + 5.00%
|
10/24/2029
|
USD
|
26
|
-
|
(a) (b) (f)
|
||||||||||
|
Apex Service Partners LLC
|
TL 1L 09/24
|
SOFR + 5.00%
|
10/24/2030
|
USD
|
300
|
303
|
(a) (b)
|
||||||||||
|
Apex Service Partners LLC
|
TL 1L 09/24 (Replacement)
|
SOFR + 5.00%
|
10/24/2030
|
USD
|
77
|
78
|
(a) (b)
|
||||||||||
|
Apex Service Partners LLC
|
TL Unsec 10/23 PIK
|
14.25% PIK
|
4/23/2031
|
USD
|
82
|
85
|
(a) (b) (c)
|
||||||||||
|
Apex Service Partners LLC
|
TL Unsec DD 10/23 PIK
|
14.25% PIK
|
4/23/2031
|
USD
|
40
|
41
|
(a) (b) (c)
|
||||||||||
|
Legence Holdings LLC (aka Therma)
|
TL 1L 01/25
|
SOFR + 3.25%
|
12/18/2028
|
USD
|
1,224
|
1,229
|
|||||||||||
|
Magna Legal Services LLC
|
Revolver 1L 11/22
|
SOFR + 5.00%
|
11/22/2028
|
USD
|
27
|
-
|
(a) (b) (f)
|
||||||||||
|
Magna Legal Services LLC
|
TL 1L 11/22
|
SOFR + 5.00%
|
11/21/2029
|
USD
|
226
|
228
|
(a) (b)
|
||||||||||
|
Magna Legal Services LLC
|
TL 1L DD 11/22
|
SOFR + 5.00%
|
11/21/2029
|
USD
|
63
|
64
|
(a) (b)
|
||||||||||
|
Magna Legal Services LLC
|
TL 1L DD 12/23
|
SOFR + 5.00%
|
11/21/2029
|
USD
|
13
|
11
|
(a) (b) (f)
|
||||||||||
|
Service Express Inc
|
Revolver 1L 08/24
|
SOFR + 4.75%
|
8/15/2031
|
USD
|
27
|
-
|
(a) (b) (f)
|
||||||||||
|
Service Express Inc
|
TL 1L 08/24
|
SOFR + 4.75%
|
8/15/2031
|
USD
|
196
|
197
|
(a) (b)
|
||||||||||
|
Service Express Inc
|
TL 1L DD 08/24
|
SOFR + 4.75%
|
8/15/2031
|
USD
|
47
|
11
|
(a) (b) (f)
|
||||||||||
|
Education Services - 0.43%
|
|||||||||||||||||
|
Cadence Education LLC
|
Revolver 1L 05/24
|
SOFR + 5.00%
|
5/1/2030
|
USD
|
18
|
-
|
(a) (b) (f)
|
||||||||||
|
Cadence Education LLC
|
TL 1L 05/24
|
SOFR + 5.00%
|
5/1/2031
|
USD
|
115
|
115
|
(a) (b)
|
||||||||||
|
Cadence Education LLC
|
TL 1L DD 05/24
|
SOFR + 5.00%
|
5/1/2031
|
USD
|
30
|
17
|
(a) (b) (f)
|
||||||||||
|
IU Finance Management GmbH
|
TL 1L B 11/24
|
EURIBOR + 3.75%
|
12/8/2031
|
EUR
|
2,104
|
2,407
|
|||||||||||
|
Electrical Components & Equipment - 1.90%
|
|||||||||||||||||
|
Sunrun Charis Portfolio 2023 LLC
|
TL 1L 07/23
|
6.93%
|
4/30/2059
|
USD
|
5,106
|
5,230
|
(b)
|
||||||||||
|
Sunrun Romulus Portfolio 2024 LLC
|
TL 1L 02/24
|
6.48%
|
1/31/2054
|
USD
|
6,071
|
6,091
|
(b)
|
||||||||||
|
Electronic Equipment & Instruments - 0.69%
|
|||||||||||||||||
|
Excelitas Technologies Corp
|
Revolver 1L 08/22
|
SOFR + 5.25%
|
8/12/2028
|
USD
|
352
|
-
|
(a) (b) (f)
|
||||||||||
|
Excelitas Technologies Corp
|
TL 1L 08/22
|
SOFR + 5.25%
|
8/12/2029
|
USD
|
3,442
|
3,442
|
(a) (b)
|
||||||||||
|
Excelitas Technologies Corp
|
TL 1L 08/22
|
EURIBOR + 5.25%
|
8/12/2029
|
EUR
|
588
|
671
|
(a) (b)
|
||||||||||
|
Environmental & Facilities Services - 0.66%
|
|||||||||||||||||
|
48Forty Solutions LLC
|
Revolver 1L 03/22
|
11/30/2029
|
USD
|
610
|
160
|
(a) (b) (d) (f)
|
|||||||||||
|
48Forty Solutions LLC
|
TL 1L 02/22
|
11/30/2029
|
USD
|
4,599
|
2,134
|
(a) (b) (d)
|
|||||||||||
|
48Forty Solutions LLC
|
TL 1L 03/22
|
11/30/2029
|
USD
|
3,210
|
1,489
|
(a) (b) (d)
|
|||||||||||
|
Arcwood Environmental (fka Heritage Environmental Services Inc)
|
Revolver 1L 01/24
|
SOFR + 5.50%
|
1/31/2030
|
USD
|
23
|
-
|
(a) (b) (f)
|
||||||||||
|
Arcwood Environmental (fka Heritage Environmental Services Inc)
|
TL 1L 01/24
|
SOFR + 5.50%
|
1/31/2031
|
USD
|
165
|
167
|
(a) (b)
|
||||||||||
|
Financial Exchanges & Data - 0.52%
|
|||||||||||||||||
|
IntraFi Network LLC
|
TL 1L B 01/25
|
SOFR + 3.50%
|
7/31/2031
|
USD
|
3,081
|
3,090
|
(a)
|
||||||||||
|
Food Distributors - 0.14%
|
|||||||||||||||||
|
Lipari Foods LLC
|
TL 1L 10/22
|
SOFR + 6.50%
|
10/31/2028
|
USD
|
753
|
729
|
(b)
|
||||||||||
|
Lipari Foods LLC
|
TL 1L DD 10/22
|
SOFR + 6.50%
|
10/31/2028
|
USD
|
97
|
94
|
(b)
|
||||||||||
|
Health Care Equipment - 3.91%
|
|||||||||||||||||
|
Drive DeVilbiss Healthcare LLC
|
TL 1L 03/21
|
4.00% PIK, SOFR + 5.50%
|
6/1/2026
|
USD
|
20,957
|
18,067
|
(a) (b) (c)
|
||||||||||
|
Drive DeVilbiss Healthcare LLC
|
TL 1L 09/22 PIK
|
9.00% PIK, SOFR + 1.00%
|
6/1/2026
|
USD
|
3,180
|
3,236
|
(a) (b) (c)
|
||||||||||
|
PartsSource Inc
|
Revolver 1L 10/21
|
SOFR + 5.75%
|
8/21/2026
|
USD
|
87
|
44
|
(a) (b) (f)
|
||||||||||
|
PartsSource Inc
|
TL 1L 10/21
|
SOFR + 5.75%
|
8/23/2028
|
USD
|
1,289
|
1,289
|
(a) (b)
|
||||||||||
|
PartsSource Inc
|
TL 1L DD 08/21
|
SOFR + 5.75%
|
8/23/2028
|
USD
|
95
|
95
|
(a) (b)
|
||||||||||
|
PartsSource Inc
|
TL 1L DD 10/23
|
SOFR + 5.75%
|
8/23/2028
|
USD
|
367
|
265
|
(a) (b) (f)
|
||||||||||
|
Zeus Industrial Products Inc
|
Revolver 1L 02/24
|
SOFR + 5.50%
|
2/28/2030
|
USD
|
36
|
-
|
(a) (b) (f)
|
||||||||||
|
Zeus Industrial Products Inc
|
TL 1L 02/24
|
SOFR + 5.50%
|
2/28/2031
|
USD
|
258
|
258
|
(a) (b)
|
||||||||||
|
Zeus Industrial Products Inc
|
TL 1L DD 02/24
|
SOFR + 5.50%
|
2/28/2031
|
USD
|
48
|
24
|
(a) (b) (f)
|
||||||||||
|
Health Care Facilities - 2.12%
|
|||||||||||||||||
|
Independent Vetcare Ltd
|
TL 1L B11 01/24
|
EURIBOR + 4.00%
|
12/12/2028
|
EUR
|
653
|
750
|
|||||||||||
|
LifePoint Hospitals Inc
|
TL 1L B 09/24
|
SOFR + 3.75%
|
5/17/2031
|
USD
|
1,615
|
1,615
|
|||||||||||
|
Mehilainen Oy
|
TL 1L 06/25
|
EURIBOR + 3.50%
|
8/5/2031
|
EUR
|
1,304
|
1,495
|
|||||||||||
|
ScionHealth
|
TL 1L B 12/21
|
SOFR + 5.25%
|
12/23/2028
|
USD
|
2,371
|
945
|
(a)
|
||||||||||
|
VetCor Professional Practices LLC
|
Revolver 1L 08/22
|
SOFR + 5.75%
|
8/31/2029
|
USD
|
573
|
-
|
(b) (f)
|
||||||||||
|
VetCor Professional Practices LLC
|
TL 1L B 08/22
|
SOFR + 5.75%
|
8/31/2029
|
USD
|
7,847
|
7,847
|
(b)
|
||||||||||
|
Health Care Services - 3.07%
|
|||||||||||||||||
|
Affidea BV
|
TL 1L B 01/25
|
EURIBOR + 3.75%
|
7/2/2029
|
EUR
|
1,254
|
1,439
|
|||||||||||
|
Affordable Care Inc
|
Revolver 1L 08/21
|
SOFR + 5.50%
|
8/2/2027
|
USD
|
177
|
53
|
(a) (b) (f)
|
||||||||||
|
Affordable Care Inc
|
TL 1L 08/21
|
3.25% PIK, SOFR + 2.75%
|
8/2/2028
|
USD
|
1,602
|
1,569
|
(a) (b) (c)
|
||||||||||
|
Affordable Care Inc
|
TL 1L DD 08/21
|
3.25% PIK, SOFR + 2.75%
|
8/2/2028
|
USD
|
288
|
282
|
(a) (b) (c)
|
||||||||||
|
Affordable Care Inc
|
TL 1L DD 08/23
|
3.25% PIK, SOFR + 2.75%
|
8/2/2028
|
USD
|
312
|
306
|
(a) (b) (c)
|
||||||||||
|
American Vision Partners
|
Revolver 1L 09/21
|
SOFR + 5.75%
|
9/30/2026
|
USD
|
158
|
92
|
(a) (b) (f)
|
||||||||||
|
American Vision Partners
|
TL 1L 09/21
|
SOFR + 5.75%
|
9/30/2027
|
USD
|
1,857
|
1,856
|
(a) (b)
|
||||||||||
|
American Vision Partners
|
TL 1L DD 09/21
|
SOFR + 5.75%
|
9/30/2027
|
USD
|
767
|
766
|
(a) (b)
|
||||||||||
|
Amerivet Partners Management Inc
|
Revolver 1L 02/22
|
SOFR + 5.50%
|
2/25/2028
|
USD
|
197
|
(1)
|
(a) (b) (f)
|
||||||||||
|
Amerivet Partners Management Inc
|
TL 1L 02/22
|
SOFR + 5.50%
|
2/25/2028
|
USD
|
1,135
|
1,129
|
(a) (b)
|
||||||||||
|
Amerivet Partners Management Inc
|
TL 1L DD 02/22
|
SOFR + 5.50%
|
2/25/2028
|
USD
|
69
|
69
|
(a) (b)
|
||||||||||
|
Amerivet Partners Management Inc
|
TL 1L DD 11/22
|
SOFR + 5.50%
|
2/25/2028
|
USD
|
526
|
523
|
(a) (b)
|
||||||||||
|
CHG Healthcare Services Inc
|
TL 1L B1 12/24
|
SOFR + 3.00%
|
9/29/2028
|
USD
|
1,476
|
1,477
|
|||||||||||
|
Dental365 LLC
|
Revolver 1L 05/24
|
SOFR + 5.00%
|
5/5/2028
|
USD
|
32
|
-
|
(a) (b) (f)
|
||||||||||
|
Dental365 LLC
|
TL 1L 05/24
|
SOFR + 5.00%
|
8/5/2028
|
USD
|
87
|
87
|
(a) (b)
|
||||||||||
|
Dental365 LLC
|
TL 1L DD 05/24
|
SOFR + 5.00%
|
8/7/2028
|
USD
|
86
|
68
|
(a) (b) (f)
|
||||||||||
|
Dental365 LLC
|
TL 1L DD 05/24 (2021 and 2023)
|
SOFR + 5.00%
|
8/5/2028
|
USD
|
47
|
47
|
(a) (b)
|
||||||||||
|
Inizio Group Ltd
|
TL 1L B 08/21
|
EURIBOR + 4.00%
|
8/19/2028
|
EUR
|
1,319
|
1,462
|
|||||||||||
|
MB2 Dental Solutions LLC
|
Revolver 1L 02/24
|
SOFR + 5.50%
|
2/13/2031
|
USD
|
21
|
4
|
(a) (b) (f)
|
||||||||||
|
MB2 Dental Solutions LLC
|
TL 1L 02/24
|
SOFR + 5.50%
|
2/13/2031
|
USD
|
302
|
305
|
(a) (b)
|
||||||||||
|
MB2 Dental Solutions LLC
|
TL 1L DD 1 02/24
|
SOFR + 5.50%
|
2/13/2031
|
USD
|
106
|
39
|
(a) (b) (f)
|
||||||||||
|
MB2 Dental Solutions LLC
|
TL 1L DD 2 02/24
|
SOFR + 5.50%
|
2/13/2031
|
USD
|
44
|
44
|
(a) (b)
|
||||||||||
|
MB2 Dental Solutions LLC
|
TL Mezz 10/24 PIK
|
14.50% PIK
|
8/13/2031
|
USD
|
560
|
543
|
(a) (b) (c)
|
||||||||||
|
Sotera Health Holdings LLC
|
TL 1L 05/24
|
SOFR + 3.25%
|
5/30/2031
|
USD
|
3,079
|
3,092
|
|||||||||||
|
Southern Veterinary Partners LLC
|
TL 1L B 07/25
|
SOFR + 2.50%
|
12/4/2031
|
USD
|
3,067
|
3,072
|
|||||||||||
|
Health Care Technology - 1.80%
|
|||||||||||||||||
|
Milano Acquisition Corp
|
TL 1L 08/20
|
SOFR + 4.00%
|
10/1/2027
|
USD
|
7,742
|
7,647
|
|||||||||||
|
Zelis Healthcare Corp
|
TL 1L B 01/24
|
SOFR + 2.75%
|
9/28/2029
|
USD
|
3,079
|
3,073
|
|||||||||||
|
Hotels, Resorts & Cruise Lines - 0.17%
|
|||||||||||||||||
|
Highgate Hotels Inc
|
Revolver 1L 11/23
|
SOFR + 5.50%
|
11/5/2029
|
USD
|
13
|
4
|
(a) (b) (f)
|
||||||||||
|
Highgate Hotels Inc
|
TL 1L 11/23
|
SOFR + 5.50%
|
11/5/2029
|
USD
|
105
|
106
|
(a) (b)
|
||||||||||
|
Travel + Leisure Co
|
TL 1L B 12/24
|
SOFR + 2.50%
|
12/14/2029
|
USD
|
869
|
872
|
|||||||||||
|
Human Resource & Employment Services - 2.76%
|
|||||||||||||||||
|
Insight Global LLC
|
Revolver 1L 11/24
|
SOFR + 5.00%
|
9/22/2028
|
USD
|
428
|
55
|
(a) (b) (f)
|
||||||||||
|
Insight Global LLC
|
TL 1L 11/24
|
SOFR + 5.00%
|
9/22/2028
|
USD
|
6,285
|
6,348
|
(a) (b)
|
||||||||||
|
Oxford Global Resources LLC
|
Revolver 1L 08/21
|
SOFR + 6.00%
|
8/17/2027
|
USD
|
129
|
-
|
(a) (b) (f)
|
||||||||||
|
Oxford Global Resources LLC
|
TL 1L 06/22
|
SOFR + 6.00%
|
8/17/2027
|
USD
|
6,445
|
6,445
|
(a) (b)
|
||||||||||
|
Oxford Global Resources LLC
|
TL 1L 08/21
|
SOFR + 6.00%
|
8/17/2027
|
USD
|
1,438
|
1,438
|
(a) (b)
|
||||||||||
|
Oxford Global Resources LLC
|
TL 1L DD 08/21
|
SOFR + 6.00%
|
8/17/2027
|
USD
|
120
|
120
|
(a) (b)
|
||||||||||
|
SIRVA Worldwide Inc
|
TL 1L 08/24 (Superpriority)
|
SOFR + 8.00%
|
2/20/2029
|
USD
|
269
|
269
|
(a) (b)
|
||||||||||
|
SIRVA Worldwide Inc
|
TL 1L 08/24 (Takeback PIK)
|
5.00% PIK, SOFR + 3.00%
|
8/20/2029
|
USD
|
1,136
|
1,136
|
(a) (b) (c)
|
||||||||||
|
SIRVA Worldwide Inc
|
TL 1L DD 08/24
|
SOFR + 8.00%
|
2/20/2029
|
USD
|
1,008
|
638
|
(a) (b) (f)
|
||||||||||
|
Industrial Machinery & Supplies & Components - 1.20%
|
|||||||||||||||||
|
Consilium Safety Group AB
|
TL 1L B 04/24
|
EURIBOR + 5.50%
|
4/7/2031
|
EUR
|
223
|
257
|
(b)
|
||||||||||
|
Consilium Safety Group AB
|
TL 1L B 04/24
|
SOFR + 5.50%
|
4/7/2031
|
USD
|
108
|
109
|
(b)
|
||||||||||
|
Consilium Safety Group AB
|
TL 1L DD 04/24
|
EURIBOR + 5.50%
|
4/7/2031
|
EUR
|
65
|
1
|
(b) (f)
|
||||||||||
|
CPM Holdings Inc
|
TL 1L 09/23
|
SOFR + 4.50%
|
9/28/2028
|
USD
|
2,051
|
2,020
|
|||||||||||
|
Dexko Global Inc
|
TL 1L 10/21
|
EURIBOR + 4.00%
|
10/4/2028
|
EUR
|
407
|
445
|
|||||||||||
|
Dexko Global Inc
|
TL 1L B 09/21
|
SOFR + 3.75%
|
10/4/2028
|
USD
|
1,098
|
1,050
|
|||||||||||
|
Dexko Global Inc
|
TL 1L B 09/21
|
EURIBOR + 4.00%
|
10/4/2028
|
EUR
|
309
|
337
|
|||||||||||
|
Engineered Machinery Holdings Inc
|
TL 2L 08/21
|
SOFR + 6.00%
|
5/21/2029
|
USD
|
298
|
299
|
|||||||||||
|
ProMach Group Inc
|
TL 1L B 02/25
|
SOFR + 2.75%
|
8/31/2028
|
USD
|
820
|
823
|
|||||||||||
|
Time Manufacturing Co
|
Revolver 1L 12/21
|
SOFR + 6.50%
|
12/1/2027
|
USD
|
154
|
115
|
(a) (b) (f)
|
||||||||||
|
Time Manufacturing Co
|
TL 1L 06/22
|
2.00% PIK, EURIBOR + 4.50%
|
12/1/2027
|
EUR
|
377
|
351
|
(a) (b) (c)
|
||||||||||
|
Time Manufacturing Co
|
TL 1L 12/21
|
2.00% PIK, SOFR + 4.50%
|
12/1/2027
|
USD
|
933
|
761
|
(a) (b) (c)
|
||||||||||
|
Time Manufacturing Co
|
TL 1L 12/21
|
2.00% PIK, EURIBOR + 4.50%
|
12/1/2027
|
EUR
|
602
|
560
|
(a) (b) (c)
|
||||||||||
|
Insurance Brokers - 3.17%
|
|||||||||||||||||
|
DOXA Insurance Holdings LLC
|
Revolver 1L 12/23
|
SOFR + 5.25%
|
12/20/2029
|
USD
|
10
|
1
|
(a) (b) (f)
|
||||||||||
|
DOXA Insurance Holdings LLC
|
TL 1L 12/23
|
SOFR + 5.25%
|
12/20/2030
|
USD
|
47
|
48
|
(a) (b)
|
||||||||||
|
DOXA Insurance Holdings LLC
|
TL 1L DD 12/23
|
SOFR + 5.25%
|
12/20/2030
|
USD
|
45
|
45
|
(a) (b) (f)
|
||||||||||
|
Foundation Risk Partners Corp
|
Revolver 1L 10/21
|
SOFR + 4.75%
|
10/29/2029
|
USD
|
142
|
-
|
(a) (b) (f)
|
||||||||||
|
Foundation Risk Partners Corp
|
TL 1L 03/22
|
SOFR + 4.75%
|
10/29/2030
|
USD
|
813
|
821
|
(a) (b)
|
||||||||||
|
Foundation Risk Partners Corp
|
TL 1L 10/21
|
SOFR + 4.75%
|
10/29/2030
|
USD
|
1,299
|
1,312
|
(a) (b)
|
||||||||||
|
Foundation Risk Partners Corp
|
TL 1L DD 03/22
|
SOFR + 4.75%
|
10/29/2030
|
USD
|
3,285
|
3,318
|
(a) (b)
|
||||||||||
|
Foundation Risk Partners Corp
|
TL 1L DD 10/21
|
SOFR + 4.75%
|
10/29/2030
|
USD
|
282
|
285
|
(a) (b)
|
||||||||||
|
Galway Partners Holdings LLC
|
Revolver 1L 09/21
|
SOFR + 4.50%
|
9/29/2028
|
USD
|
205
|
37
|
(a) (b) (f)
|
||||||||||
|
Galway Partners Holdings LLC
|
TL 1L 07/24
|
SOFR + 4.50%
|
9/29/2028
|
USD
|
2,549
|
2,549
|
(a) (b)
|
||||||||||
|
Howden Group Holdings Ltd
|
TL 1L 11/24
|
EURIBOR + 3.50%
|
2/15/2031
|
EUR
|
1,891
|
2,171
|
|||||||||||
|
Integrity Marketing Group LLC
|
TL 1L 08/24
|
SOFR + 5.00%
|
8/25/2028
|
USD
|
8,317
|
8,317
|
(a) (b)
|
||||||||||
|
Interactive Media & Services - 2.67%
|
|||||||||||||||||
|
Twitter Inc
|
TL 1L 02/25
|
9.50%
|
10/26/2029
|
USD
|
11,464
|
11,139
|
|||||||||||
|
Twitter Inc
|
TL 1L B1 10/22
|
SOFR + 6.50%
|
10/26/2029
|
USD
|
4,852
|
4,736
|
|||||||||||
|
Internet Services & Infrastructure - 0.36%
|
|||||||||||||||||
|
team.blue Finco SARL
|
TL 1L 06/24
|
EURIBOR + 3.45%
|
9/28/2029
|
EUR
|
1,871
|
2,140
|
|||||||||||
|
IT Consulting & Other Services - 1.26%
|
|||||||||||||||||
|
3Pillar Global Inc
|
Revolver 1L 11/21
|
SOFR + 6.00%
|
11/23/2026
|
USD
|
186
|
16
|
(a) (b) (f)
|
||||||||||
|
3Pillar Global Inc
|
TL 1L 11/21
|
SOFR + 6.00%
|
11/23/2027
|
USD
|
1,887
|
1,821
|
(a) (b)
|
||||||||||
|
3Pillar Global Inc
|
TL 1L DD 11/21
|
SOFR + 6.00%
|
11/23/2027
|
USD
|
607
|
586
|
(a) (b)
|
||||||||||
|
Sabre Inc
|
TL 1L B1 06/21
|
SOFR + 3.50%
|
12/17/2027
|
USD
|
534
|
532
|
|||||||||||
|
Sabre Inc
|
TL 1L B1 11/24
|
SOFR + 6.00%
|
11/15/2029
|
USD
|
3,969
|
3,974
|
|||||||||||
|
Sabre Inc
|
TL 1L B2 06/21
|
SOFR + 3.50%
|
12/17/2027
|
USD
|
291
|
290
|
|||||||||||
|
Sabre Inc
|
TL 1L B2 11/24
|
SOFR + 6.00%
|
11/15/2029
|
USD
|
266
|
258
|
|||||||||||
|
Leisure Facilities - 0.76%
|
|||||||||||||||||
|
Aimbridge Acquisition Co Inc
|
TL 1L 02/25 (First Out)
|
SOFR + 5.50%
|
3/11/2030
|
USD
|
2,699
|
2,699
|
(b)
|
||||||||||
|
Aimbridge Acquisition Co Inc
|
TL 1L 02/25 (Second Out)
|
SOFR + 7.50%
|
3/11/2030
|
USD
|
1,802
|
1,802
|
(b)
|
||||||||||
|
Leisure Products - 1.74%
|
|||||||||||||||||
|
Camping World Good Sam
|
TL 1L B 05/21
|
SOFR + 2.50%
|
6/3/2028
|
USD
|
8,408
|
8,301
|
|||||||||||
|
Topgolf Callaway Brands Corp
|
TL 1L B 03/23
|
SOFR + 3.00%
|
3/15/2030
|
USD
|
2,107
|
2,085
|
|||||||||||
|
Life Sciences Tools & Services - 0.15%
|
|||||||||||||||||
|
Clinigen Ltd
|
TL 1L B 01/25
|
EURIBOR + 3.75%
|
4/19/2029
|
EUR
|
760
|
870
|
|||||||||||
|
Oil & Gas Equipment & Services - 0.94%
|
|||||||||||||||||
|
WaterBridge NDB Operating LLC
|
TL 1L B 04/24
|
SOFR + 4.00%
|
5/10/2029
|
USD
|
5,583
|
5,607
|
|||||||||||
|
Oil & Gas Storage & Transportation - 1.58%
|
|||||||||||||||||
|
Brazos Midstream Holdings LLC
|
TL 1L B 02/25
|
SOFR + 3.00%
|
2/11/2030
|
USD
|
498
|
499
|
|||||||||||
|
NGL Energy Partners LP / NGL Energy Finance Corp
|
TL 1L B 01/24
|
SOFR + 3.75%
|
2/3/2031
|
USD
|
1,617
|
1,621
|
|||||||||||
|
UGI Energy Services LLC
|
TL 1L B 06/24
|
SOFR + 2.50%
|
2/22/2030
|
USD
|
1,521
|
1,530
|
|||||||||||
|
WaterBridge Midstream Operating LLC
|
TL 1L B 06/24
|
SOFR + 4.75%
|
6/27/2029
|
USD
|
5,748
|
5,767
|
|||||||||||
|
Other Specialized REITs - 0.61%
|
|||||||||||||||||
|
Pretium Partners LLC P1
|
P1 Mezz TL Unsec 08/19
|
5.25% PIK, 2.75%
|
10/22/2026
|
USD
|
433
|
433
|
(a) (b) (c)
|
||||||||||
|
Pretium Partners LLC P2
|
TL 1L 12/21
|
11.00%
|
12/16/2029
|
USD
|
3,271
|
3,205
|
(a) (b)
|
||||||||||
|
Other Specialty Retail - 0.35%
|
|||||||||||||||||
|
Harbor Freight Tools USA Inc
|
TL 1L B 05/24
|
SOFR + 2.25%
|
6/11/2031
|
USD
|
2,109
|
2,067
|
|||||||||||
|
Packaged Foods & Meats - 0.14%
|
|||||||||||||||||
|
Valeo Foods Group Ltd
|
TL 1L 05/21
|
EURIBOR + 4.00%
|
9/29/2028
|
EUR
|
750
|
860
|
|||||||||||
|
Paper & Plastic Packaging Products & Materials - 0.05%
|
|||||||||||||||||
|
Pretium Packaging LLC
|
TL 1L A 10/23
|
1.25% PIK, SOFR + 3.75%
|
10/2/2028
|
USD
|
52
|
52
|
(c)
|
||||||||||
|
Pretium Packaging LLC
|
TL 2L 09/21
|
10/1/2029
|
USD
|
810
|
247
|
(b) (d)
|
|||||||||||
|
Passenger Airlines - 1.03%
|
|||||||||||||||||
|
Philippine Airlines 777 (Warbug Pincus)
|
TL 1L DD 07/25 (MSN 61730)
|
7.18%
|
12/31/2027
|
USD
|
3,853
|
2,473
|
(b) (f)
|
||||||||||
|
Philippine Airlines 777 (Warbug Pincus)
|
TL 1L DD 07/25 (MSN 61731)
|
3.04%
|
12/31/2027
|
USD
|
3,853
|
2,473
|
(b) (f)
|
||||||||||
|
Vietjet Aviation JSC
|
TL 1L DD 03/25
|
9.36%
|
3/28/2037
|
USD
|
2,414
|
1,169
|
(b) (f)
|
||||||||||
|
Pharmaceuticals - 1.35%
|
|||||||||||||||||
|
Antigua Bidco Ltd
|
TL 1L B3 05/24
|
EURIBOR + 4.25%
|
2/28/2030
|
EUR
|
1,485
|
1,333
|
|||||||||||
|
Arrotex Australia Group Pty Ltd
|
TL 1L B1 06/23
|
BBSY + 6.75%
|
6/30/2028
|
AUD
|
588
|
378
|
(b)
|
||||||||||
|
Arrotex Australia Group Pty Ltd
|
TL 1L B2 06/23
|
BBSY + 6.75%
|
6/30/2028
|
AUD
|
149
|
96
|
(b)
|
||||||||||
|
Dechra Pharmaceuticals Ltd
|
TL 1L B 12/24
|
EURIBOR + 3.50%
|
1/27/2032
|
EUR
|
2,091
|
2,404
|
|||||||||||
|
iNova Pharmaceuticals (Australia) Pty Limited
|
TL 1L B 11/24
|
BBSY + 4.75%
|
11/15/2031
|
AUD
|
1,303
|
842
|
(b)
|
||||||||||
|
iNova Pharmaceuticals (Australia) Pty Limited
|
TL 1L DD C 11/24
|
BBSY + 4.75%
|
11/15/2031
|
AUD
|
149
|
1
|
(b) (f)
|
||||||||||
|
Laboratoires Vivacy SAS
|
TL 1L B 03/23
|
EURIBOR + 6.70%
|
3/20/2030
|
EUR
|
798
|
865
|
(a) (b)
|
||||||||||
|
Laboratoires Vivacy SAS
|
TL 1L DD 03/23
|
EURIBOR + 6.70%
|
3/20/2030
|
EUR
|
63
|
8
|
(a) (b) (f)
|
||||||||||
|
Opella Healthcare LLC
|
TL 1L B 03/25
|
EURIBOR + 3.50%
|
3/31/2032
|
EUR
|
1,858
|
2,134
|
|||||||||||
|
Property & Casualty Insurance - 0.70%
|
|||||||||||||||||
|
Alacrity Solutions Group LLC
|
Revolver 1L 02/25
|
SOFR + 5.25%
|
2/28/2030
|
USD
|
507
|
-
|
(a) (b) (f)
|
||||||||||
|
Alacrity Solutions Group LLC
|
TL 1L 02/25
|
SOFR + 5.25%
|
2/28/2030
|
USD
|
3,073
|
3,073
|
(a) (b) (c)
|
||||||||||
|
Alacrity Solutions Group LLC
|
TL 1L 03/25
|
SOFR + 5.25%
|
2/28/2030
|
USD
|
42
|
42
|
(a) (b) (c)
|
||||||||||
|
Alacrity Solutions Group LLC
|
TL 1L DD 02/25
|
SOFR + 5.25%
|
2/28/2030
|
USD
|
674
|
-
|
(a) (b) (f)
|
||||||||||
|
Alacrity Solutions Group LLC
|
TL Mezz 02/25 PIK
|
8.00% PIK
|
2/28/2030
|
USD
|
1,042
|
1,042
|
(a) (b) (c)
|
||||||||||
|
Publishing - 0.19%
|
|||||||||||||||||
|
Emerald Expositions Holding Inc
|
TL 1L B 01/25
|
SOFR + 3.75%
|
1/30/2032
|
USD
|
1,114
|
1,124
|
|||||||||||
|
Real Estate Operating Companies - 0.17%
|
|||||||||||||||||
|
Opendoor Labs Inc
|
TL DD 02/25
|
12.50%
|
2/25/2029
|
USD
|
1,487
|
994
|
(a) (b) (f)
|
||||||||||
|
Research & Consulting Services - 1.99%
|
|||||||||||||||||
|
BDO USA PA
|
TL 1L 08/23
|
SOFR + 5.00%
|
8/31/2028
|
USD
|
144
|
145
|
(a) (b)
|
||||||||||
|
HKA
|
TL 1L B 08/22
|
SOFR + 5.25%
|
8/9/2029
|
USD
|
4,176
|
4,176
|
(b)
|
||||||||||
|
HKA
|
TL 1L DD 08/22
|
SOFR + 5.25%
|
8/9/2029
|
USD
|
1,319
|
1,319
|
(b)
|
||||||||||
|
Kroll
|
TL 1L B 03/20
|
SOFR + 3.75%
|
4/9/2027
|
USD
|
6,282
|
6,236
|
|||||||||||
|
Single-Family Residential REITs - 1.33%
|
|||||||||||||||||
|
Avenue One PropCo
|
TL Unsec DD 03/24
|
7.00% PIK
|
3/15/2034
|
USD
|
7,908
|
7,908
|
(a) (b) (c)
|
||||||||||
|
Soft Drinks & Non-alcoholic Beverages - 0.34%
|
|||||||||||||||||
|
Primo Brands Corp
|
TL 1L B 01/25
|
SOFR + 2.25%
|
3/31/2028
|
USD
|
1,611
|
1,616
|
|||||||||||
|
Tropicana Products Inc
|
Revolver 1L 02/25
|
SOFR + 4.75%
|
1/24/2029
|
USD
|
530
|
416
|
(a) (b) (f)
|
||||||||||
|
Specialized Consumer Services - 0.07%
|
|||||||||||||||||
|
Spotless Brands LLC
|
TL 1L 02/23
|
SOFR + 5.75%
|
7/25/2028
|
USD
|
152
|
154
|
(a) (b)
|
||||||||||
|
Spotless Brands LLC
|
TL 1L DD 02/23
|
SOFR + 5.75%
|
7/25/2028
|
USD
|
232
|
234
|
(a) (b)
|
||||||||||
|
Specialized Finance - 0.16%
|
|||||||||||||||||
|
Alter Domus Sarl
|
TL 1L B 05/24
|
SOFR + 3.00%
|
10/30/2031
|
USD
|
823
|
829
|
|||||||||||
|
Alter Domus Sarl
|
TL 1L DD 05/24
|
SOFR + 3.50%
|
10/30/2031
|
USD
|
61
|
-
|
(f)
|
||||||||||
|
BHG FUNDING 05 LLC
|
TL 1L DD 11/22
|
22.00%
|
11/8/2027
|
USD
|
110
|
106
|
(b)
|
||||||||||
|
Specialty Chemicals - 3.74%
|
|||||||||||||||||
|
Champion/DSM engg
|
TL 1L B1 03/23
|
SOFR + 5.50%
|
3/29/2030
|
USD
|
7,231
|
6,876
|
|||||||||||
|
Flint Group GmbH
|
TL 2L B 09/23 PIK
|
6.90% PIK, SOFR + 0.10%
|
12/31/2027
|
USD
|
391
|
28
|
(c)
|
||||||||||
|
Flint Group GmbH
|
TL 2L B 09/23 PIK
|
6.90% PIK, EURIBOR + 0.10%
|
12/31/2027
|
EUR
|
1,068
|
86
|
(c)
|
||||||||||
|
Solenis International LP
|
TL 1L B 05/24
|
EURIBOR + 3.75%
|
6/20/2031
|
EUR
|
719
|
824
|
|||||||||||
|
Vantage Specialty Chemicals Inc
|
TL 1L B 02/23
|
SOFR + 4.75%
|
10/26/2026
|
USD
|
14,810
|
14,440
|
(a)
|
||||||||||
|
Systems Software - 2.34%
|
|||||||||||||||||
|
Aareon AG
|
TL 1L 09/24
|
EURIBOR + 4.50%
|
10/1/2031
|
EUR
|
376
|
430
|
(a) (b)
|
||||||||||
|
Aareon AG
|
TL 1L DD 09/24
|
EURIBOR + 4.75%
|
10/1/2031
|
EUR
|
86
|
-
|
(a) (b) (f)
|
||||||||||
|
Civica Group Ltd
|
TL 1L 08/23
|
BBSW + 5.50%
|
8/30/2030
|
AUD
|
12
|
8
|
(a) (b)
|
||||||||||
|
Civica Group Ltd
|
TL 1L 08/23
|
SONIA + 5.50%
|
8/30/2030
|
GBP
|
222
|
293
|
(a) (b)
|
||||||||||
|
Civica Group Ltd
|
TL 1L DD 08/23
|
SONIA + 5.50%
|
8/30/2030
|
GBP
|
94
|
41
|
(a) (b) (f)
|
||||||||||
|
OEConnection LLC
|
Revolver 1L 04/24
|
SOFR + 5.25%
|
4/22/2031
|
USD
|
20
|
-
|
(a) (b) (f)
|
||||||||||
|
OEConnection LLC
|
TL 1L 04/24
|
SOFR + 5.25%
|
4/22/2031
|
USD
|
183
|
185
|
(a) (b)
|
||||||||||
|
OEConnection LLC
|
TL 1L DD 04/24
|
SOFR + 5.25%
|
4/22/2031
|
USD
|
32
|
32
|
(a) (b)
|
||||||||||
|
Precisely Software Inc
|
TL 1L B 10/21
|
SOFR + 4.00%
|
4/24/2028
|
USD
|
4,293
|
4,169
|
|||||||||||
|
Precisely Software Inc
|
TL 2L 03/21
|
SOFR + 7.25%
|
4/23/2029
|
USD
|
5,149
|
4,840
|
|||||||||||
|
SolarWinds Holdings Inc
|
TL 1L 03/25
|
SOFR + 4.00%
|
4/16/2032
|
USD
|
3,965
|
3,925
|
|||||||||||
|
Trading Companies & Distributors - 1.34%
|
|||||||||||||||||
|
FleetPride Corporation
|
TL 1L B 09/23
|
SOFR + 4.50%
|
9/29/2028
|
USD
|
3,514
|
3,342
|
|||||||||||
|
FleetPride Corporation
|
TL 2L 01/19
|
SOFR + 8.75%
|
2/4/2027
|
USD
|
3,778
|
3,679
|
|||||||||||
|
Radwell International LLC
|
Revolver 1L 04/22
|
SOFR + 5.50%
|
4/1/2029
|
USD
|
68
|
11
|
(a) (b) (f)
|
||||||||||
|
Radwell International LLC
|
TL 1L 04/22
|
SOFR + 5.50%
|
4/1/2029
|
USD
|
24
|
24
|
(a) (b)
|
||||||||||
|
Radwell International LLC
|
TL 1L 12/22
|
SOFR + 5.50%
|
4/1/2029
|
USD
|
886
|
891
|
(a) (b)
|
||||||||||
|
TOTAL LEVERAGED LOANS (Amortized cost $425,897)
|
$ |
412,800
|
|||||||||||||||
|
High Yield Securities - 41.14%
|
|||||||||||||||||
|
Aerospace & Defense - 0.62%
|
|||||||||||||||||
|
Ultra Electronics Holdings Ltd
|
7.25% 01/2030
|
1/31/2030
|
USD
|
870
|
$ |
870
|
(a) (b)
|
||||||||||
|
Ultra Electronics Holdings Ltd
|
9.0% PIK 01/2031
|
1/31/2031
|
USD
|
2,798
|
2,798
|
(a) (b) (c)
|
|||||||||||
|
Alternative Carriers - 3.94%
|
|||||||||||||||||
|
iliad SA
|
8.500% 04/2031 144A
|
4/15/2031
|
USD
|
3,564
|
3,826
|
(e)
|
|||||||||||
|
Level 3 Financing Inc
|
10.000% 10/2032 144A
|
10/15/2032
|
USD
|
3,906
|
3,934
|
(e)
|
|||||||||||
|
Level 3 Financing Inc
|
3.875% 10/2030 144A
|
10/15/2030
|
USD
|
4,582
|
3,952
|
(e)
|
|||||||||||
|
Level 3 Financing Inc
|
4.000% 04/2031 144A
|
4/15/2031
|
USD
|
6,733
|
5,824
|
(e)
|
|||||||||||
|
Zayo Group LLC
|
4.000% 03/2027 144A
|
3/1/2027
|
USD
|
6,234
|
5,936
|
(a) (e)
|
|||||||||||
|
Application Software - 1.52%
|
|||||||||||||||||
|
Cision Ltd
|
10.000% 06/2031 144A
|
6/30/2031
|
USD
|
9,138
|
2,513
|
(e)
|
|||||||||||
|
Cvent Holding Corp
|
8.000% 06/2030 144A
|
6/15/2030
|
USD
|
3
|
3
|
(e)
|
|||||||||||
|
Dye & Durham Ltd
|
8.625% 04/2029 144A
|
4/15/2029
|
USD
|
6,163
|
6,427
|
(e)
|
|||||||||||
|
TIBCO Software Inc
|
6.500% 03/2029 144A
|
3/31/2029
|
USD
|
76
|
77
|
(e)
|
|||||||||||
|
Asset Management & Custody Banks - 0.38%
|
|||||||||||||||||
|
Hightower Holding LLC
|
9.125% 01/2030 144A
|
1/31/2030
|
USD
|
2,102
|
2,244
|
(e)
|
|||||||||||
|
Automotive Parts & Equipment - 1.07%
|
|||||||||||||||||
|
Adient Global Holdings Ltd
|
7.500% 02/2033 144A
|
2/15/2033
|
USD
|
2,063
|
2,105
|
(e)
|
|||||||||||
|
Garrett Motion Inc
|
7.750% 05/2032 144A
|
5/31/2032
|
USD
|
1,851
|
1,922
|
(e)
|
|||||||||||
|
Truck Hero Inc
|
6.250% 02/2029 144A
|
2/1/2029
|
USD
|
3,372
|
2,320
|
(e)
|
|||||||||||
|
Automotive Retail - 1.28%
|
|||||||||||||||||
|
Mavis Discount Tire Inc
|
6.500% 05/2029 144A
|
5/15/2029
|
USD
|
7,716
|
7,631
|
(e)
|
|||||||||||
|
Biotechnology - 0.32%
|
|||||||||||||||||
|
Immunocore Holdings PLC
|
2.500% 02/2030
|
2/1/2030
|
USD
|
2,163
|
1,897
|
||||||||||||
|
Broadline Retail - 0.36%
|
|||||||||||||||||
|
Bubbles Bidco SPA
|
4.250% 09/2031 144A
|
9/30/2031
|
EUR
|
1,831
|
2,117
|
(e)
|
|||||||||||
|
Building Products - 2.58%
|
|||||||||||||||||
|
Oldcastle Buildingenvelope Inc
|
9.500% 04/2030 144A
|
4/15/2030
|
USD
|
6,359
|
4,833
|
(e)
|
|||||||||||
|
PrimeSource Building Products Inc
|
5.625% 02/2029 144A
|
2/1/2029
|
USD
|
7,169
|
6,193
|
(e)
|
|||||||||||
|
PrimeSource Building Products Inc
|
6.750% 08/2029 144A
|
8/1/2029
|
USD
|
4,933
|
4,322
|
(e)
|
|||||||||||
|
Cable & Satellite - 4.00%
|
|||||||||||||||||
|
Block Communications Inc
|
4.875% 03/2028 144A
|
3/1/2028
|
USD
|
7,016
|
6,602
|
(e)
|
|||||||||||
|
Cable One Inc
|
4.000% 11/2030 144A
|
11/15/2030
|
USD
|
4,661
|
3,594
|
(e)
|
|||||||||||
|
Cablevision Lightpath LLC
|
5.625% 09/2028 144A
|
9/15/2028
|
USD
|
8,333
|
8,313
|
(e)
|
|||||||||||
|
CSC Holdings LLC (Altice USA)
|
11.750% 01/2029 144A
|
1/31/2029
|
USD
|
706
|
661
|
(e)
|
|||||||||||
|
CSC Holdings LLC (Altice USA)
|
4.125% 12/2030 144A
|
12/1/2030
|
USD
|
6,904
|
4,648
|
(e)
|
|||||||||||
|
Casinos & Gaming - 1.09%
|
|||||||||||||||||
|
Allwyn International AS
|
7.250% 04/2030 144A
|
4/30/2030
|
EUR
|
1,353
|
1,636
|
(e)
|
|||||||||||
|
Cirsa Funding Luxembourg SA
|
8.625% 05/2030 144A
|
5/15/2030
|
EUR
|
2,143
|
2,575
|
(e)
|
|||||||||||
|
Great Canadian Gaming Corp
|
8.750% 11/2029 144A
|
11/15/2029
|
USD
|
2,332
|
2,285
|
(e)
|
|||||||||||
|
Commercial Printing - 0.28%
|
|||||||||||||||||
|
Multi-Color Corp
|
10.500% 07/2027 144A
|
7/15/2027
|
USD
|
399
|
377
|
(e)
|
|||||||||||
|
Multi-Color Corp
|
9.500% 11/2028 144A
|
11/1/2028
|
USD
|
1,388
|
1,297
|
(e)
|
|||||||||||
|
Commodity Chemicals - 0.08%
|
|||||||||||||||||
|
Mativ Holdings Inc
|
8.000% 10/2029 144A
|
10/1/2029
|
USD
|
508
|
459
|
(e)
|
|||||||||||
|
Construction & Engineering - 1.05%
|
|||||||||||||||||
|
Brand Energy & Infrastructure Services Inc
|
10.375% 08/2030 144A
|
8/1/2030
|
USD
|
2,278
|
2,070
|
(e)
|
|||||||||||
|
Maxim Crane Works LP / Maxim Finance Corp
|
11.500% 09/2028 144A
|
9/1/2028
|
USD
|
3,924
|
4,163
|
(e)
|
|||||||||||
|
Consumer Finance - 0.14%
|
|||||||||||||||||
|
Global Lending Services LLC
|
12.500% 02/2033
|
2/5/2033
|
USD
|
150
|
150
|
(a) (b) (c)
|
|||||||||||
|
Global Lending Services LLC
|
12.500% 05/2033
|
5/5/2033
|
USD
|
90
|
90
|
(a) (b)
|
|||||||||||
|
Global Lending Services LLC
|
12.500% 12/2032
|
12/31/2032
|
USD
|
141
|
141
|
(a) (b) (c)
|
|||||||||||
|
Global Lending Services LLC
|
12.500% 12/2032 - Nov 2024
|
12/31/2032
|
USD
|
140
|
140
|
(a) (b) (c)
|
|||||||||||
|
Vehicle Secured Funding Trust
|
15.000% 01/2046
|
1/25/2046
|
USD
|
335
|
335
|
(b) (c)
|
|||||||||||
|
Diversified Chemicals - 2.14%
|
|||||||||||||||||
|
Chemours Co/The
|
4.625% 11/2029 144A
|
11/15/2029
|
USD
|
4,354
|
3,692
|
(e)
|
|||||||||||
|
Chemours Co/The
|
5.375% 05/2027
|
5/15/2027
|
USD
|
71
|
70
|
||||||||||||
|
Chemours Co/The
|
5.750% 11/2028 144A
|
11/15/2028
|
USD
|
4,286
|
3,940
|
(e)
|
|||||||||||
|
Chemours Co/The
|
8.000% 01/2033 144A
|
1/15/2033
|
USD
|
3,750
|
3,492
|
(e)
|
|||||||||||
|
Fire BC SpA
|
10.000% 02/2028 144A
|
2/6/2028
|
EUR
|
1,276
|
1,538
|
(e)
|
|||||||||||
|
Diversified Support Services - 1.38%
|
|||||||||||||||||
|
Allied Universal Holdco LLC
|
6.000% 06/2029 144A
|
6/1/2029
|
USD
|
4,076
|
3,971
|
(e)
|
|||||||||||
|
Garda World Security Corp
|
8.250% 08/2032 144A
|
8/1/2032
|
USD
|
2,053
|
2,119
|
(e)
|
|||||||||||
|
Garda World Security Corp
|
8.375% 10/2032 144A
|
11/15/2032
|
USD
|
2,062
|
2,126
|
(e)
|
|||||||||||
|
Electronic Components - 1.46%
|
|||||||||||||||||
|
CommScope Inc
|
5.000% 03/2027
|
3/15/2027
|
USD
|
8,825
|
8,650
|
(e)
|
|||||||||||
|
CommScope Inc
|
8.250% 03/2027 144A
|
3/1/2027
|
USD
|
16
|
16
|
(e)
|
|||||||||||
|
Health Care Facilities - 0.02%
|
|||||||||||||||||
|
AHP Health Partners Inc
|
5.750% 07/2029 144A
|
7/15/2029
|
USD
|
109
|
105
|
(e)
|
|||||||||||
|
Health Care Technology - 0.00%
|
|||||||||||||||||
|
Teladoc Health Inc
|
1.250% 06/2027
|
6/1/2027
|
USD
|
3
|
3
|
||||||||||||
|
Hotels, Resorts & Cruise Lines - 1.97%
|
|||||||||||||||||
|
NCL Corp Ltd
|
0.875% 04/2030 144A
|
4/15/2030
|
USD
|
4,162
|
5,093
|
(e)
|
|||||||||||
|
NCL Corp Ltd
|
1.125% 02/2027
|
2/15/2027
|
USD
|
6,327
|
6,659
|
||||||||||||
|
Household Products - 0.11%
|
|||||||||||||||||
|
Energizer Holdings Inc
|
6.500% 12/2027 144A
|
12/31/2027
|
USD
|
670
|
680
|
(e)
|
|||||||||||
|
Industrial Machinery & Supplies & Components - 2.56%
|
|||||||||||||||||
|
SPX FLOW Inc
|
8.750% 04/2030 144A
|
4/1/2030
|
USD
|
14,735
|
15,232
|
(e)
|
|||||||||||
|
Integrated Telecommunication Services - 0.28%
|
|||||||||||||||||
|
Numericable-SFR
|
8.125% 02/2027 144A
|
2/1/2027
|
USD
|
1,776
|
1,647
|
(e)
|
|||||||||||
|
IT Consulting & Other Services - 1.74%
|
|||||||||||||||||
|
Centurion Bidco SpA
|
8.625% 02/2030 144A
|
2/15/2030
|
EUR
|
628
|
777
|
(e)
|
|||||||||||
|
Sabre Inc
|
10.750% 11/2029 144A
|
11/15/2029
|
USD
|
2,255
|
2,331
|
(e)
|
|||||||||||
|
Sabre Inc
|
11.125% 07/2030 144A
|
7/15/2030
|
USD
|
4,520
|
4,771
|
(e)
|
|||||||||||
|
Sabre Inc
|
7.320% 08/2026
|
8/1/2026
|
USD
|
1,544
|
1,693
|
||||||||||||
|
Sabre Inc
|
8.625% 06/2027 144A
|
6/1/2027
|
USD
|
803
|
816
|
(e)
|
|||||||||||
|
Leisure Facilities - 1.16%
|
|||||||||||||||||
|
Merlin Entertainments PLC
|
4.500% 11/2027 144A
|
11/15/2027
|
EUR
|
2,851
|
3,083
|
(e)
|
|||||||||||
|
Merlin Entertainments PLC
|
6.625% 11/2027 144A
|
11/15/2027
|
USD
|
3,997
|
3,796
|
(e)
|
|||||||||||
|
Merlin Entertainments PLC
|
7.375% 06/2030 144A
|
6/15/2030
|
EUR
|
41
|
44
|
(e)
|
|||||||||||
|
Marine Ports & Services - 0.24%
|
|||||||||||||||||
|
Direct ChassisLink Inc
|
7.750% 11/2029 144A
|
11/15/2029
|
USD
|
1,391
|
1,421
|
(e)
|
|||||||||||
|
Oil & Gas Equipment & Services - 0.12%
|
|||||||||||||||||
|
Archrock Partners LP / Archrock Partners Finance Corp
|
6.875% 04/2027 144A
|
4/1/2027
|
USD
|
176
|
177
|
(e)
|
|||||||||||
|
Aris Water (fka Solaris Midstream Holdings LLC)
|
7.250% 04/2030 144A
|
4/1/2030
|
USD
|
509
|
522
|
(e)
|
|||||||||||
|
Oil & Gas Exploration & Production - 1.27%
|
|||||||||||||||||
|
Encino Acquisition Partners Holdings LLC
|
8.500% 05/2028 144A
|
5/1/2028
|
USD
|
1,658
|
1,693
|
(e)
|
|||||||||||
|
Northern Oil & Gas Inc
|
8.125% 03/2028 144A
|
3/1/2028
|
USD
|
1,732
|
1,750
|
(e)
|
|||||||||||
|
Northern Oil & Gas Inc
|
8.750% 06/2031 144A
|
6/15/2031
|
USD
|
153
|
157
|
(e)
|
|||||||||||
|
Sitio Royalties Corp
|
7.875% 11/2028 144A
|
11/1/2028
|
USD
|
1,596
|
1,667
|
(e)
|
|||||||||||
|
SM Energy Co
|
7.000% 08/2032 144A
|
8/1/2032
|
USD
|
576
|
571
|
(e)
|
|||||||||||
|
Talos Production Inc
|
9.375% 02/2031 144A
|
2/1/2031
|
USD
|
1,697
|
1,732
|
(e)
|
|||||||||||
|
Oil & Gas Storage & Transportation - 1.65%
|
|||||||||||||||||
|
Genesis Energy
|
8.875% 04/2030
|
4/15/2030
|
USD
|
1,739
|
1,842
|
||||||||||||
|
NGL Energy Partners LP / NGL Energy Finance Corp
|
8.125% 02/2029 144A
|
2/15/2029
|
USD
|
2,984
|
2,956
|
(e)
|
|||||||||||
|
NGL Energy Partners LP / NGL Energy Finance Corp
|
8.375% 02/2032 144A
|
2/15/2032
|
USD
|
4,017
|
3,933
|
(e)
|
|||||||||||
|
TransMontaigne Partners LLC
|
8.500% 06/2030 144A
|
6/15/2030
|
USD
|
1,024
|
1,071
|
(e)
|
|||||||||||
|
Packaged Foods & Meats - 0.24%
|
|||||||||||||||||
|
Chobani LLC
|
9.500% 10/2029 144A PIK
|
10/1/2029
|
USD
|
1,355
|
1,456
|
(c) (e)
|
|||||||||||
|
Paper & Plastic Packaging Products & Materials - 0.98%
|
|||||||||||||||||
|
Novolex Holdings LLC
|
8.750% 04/2030 144A
|
4/15/2030
|
USD
|
5,725
|
5,848
|
(e)
|
|||||||||||
|
Paper Products - 0.48%
|
|||||||||||||||||
|
Fiber Bidco Spa
|
10.750% 06/2029 SUN 144A
|
6/15/2029
|
EUR
|
2,739
|
2,862
|
(d) (e)
|
|||||||||||
|
Property & Casualty Insurance - 0.60%
|
|||||||||||||||||
|
IQUW UK Ltd
|
8.807% 01/2035 Senior HoldCo
|
3/19/2035
|
USD
|
3,552
|
3,552
|
(a) (b)
|
|||||||||||
|
Real Estate Services - 1.93%
|
|||||||||||||||||
|
Anywhere Real Estate Group LLC
|
7.000% 04/2030 144A
|
4/15/2030
|
USD
|
3,022
|
2,897
|
(e)
|
|||||||||||
|
Anywhere Real Estate Group LLC
|
9.750% 04/2030 144A
|
4/15/2030
|
USD
|
6,624
|
6,904
|
(e)
|
|||||||||||
|
Emeria Europe SAS
|
7.750% 03/2028
|
3/31/2028
|
EUR
|
1,598
|
1,681
|
(e)
|
|||||||||||
|
Research & Consulting Services - 0.17%
|
|||||||||||||||||
|
Amentum Holdings Inc
|
7.250% 08/2032 144A
|
8/1/2032
|
USD
|
948
|
981
|
(e)
|
|||||||||||
|
Restaurants - 1.73%
|
|||||||||||||||||
|
Golden Nugget Inc.
|
6.750% 07/2030 144A
|
1/15/2030
|
USD
|
10,919
|
10,281
|
(e)
|
|||||||||||
|
Specialty Chemicals - 0.26%
|
|||||||||||||||||
|
Solenis International LP
|
9.625% 11/2028 144A
|
11/15/2028
|
EUR
|
1,270
|
1,530
|
(e)
|
|||||||||||
|
TOTAL HIGH YIELD SECURITIES (Amortized cost $247,659)
|
$ |
245,108
|
|||||||||||||||
|
Asset Backed Securities - 19.25%
|
|||||||||||||||||
|
Consumer Finance - 2.05%
|
|||||||||||||||||
|
Sunrun Bacchus Issuer 2025-1 LLC
|
SUNRN 2025-1A A2B
|
6.41%
|
4/30/2060
|
USD
|
12,224
|
$ |
12,186
|
(a) (e)
|
|||||||||
|
Diversified Real Estate Activities - 2.95%
|
|||||||||||||||||
|
Morgan Stanley Residential Mortgage Loan Trust 2025-HX1
|
MSRM 2025-HX1 AIOS
|
0.33%
|
3/25/2070
|
USD
|
48,747
|
327
|
(e) (g)
|
||||||||||
|
Morgan Stanley Residential Mortgage Loan Trust 2025-HX1
|
MSRM 2025-HX1 B1
|
7.33%
|
3/25/2070
|
USD
|
1,124
|
1,132
|
(e) (g)
|
||||||||||
|
Morgan Stanley Residential Mortgage Loan Trust 2025-HX1
|
MSRM 2025-HX1 B2
|
7.33%
|
3/25/2070
|
USD
|
1,248
|
1,221
|
(e) (g)
|
||||||||||
|
Morgan Stanley Residential Mortgage Loan Trust 2025-HX1
|
MSRM 2025-HX1 B3
|
7.33%
|
3/25/2070
|
USD
|
824
|
745
|
(e) (g)
|
||||||||||
|
Morgan Stanley Residential Mortgage Loan Trust 2025-HX1
|
MSRM 2025-HX1 XS
|
1.17%
|
3/25/2070
|
USD
|
48,747
|
1,532
|
(e) (g)
|
||||||||||
|
Santander Mortgage Asset Receivable Trust 2025-NQM1
|
SAN 2025-NQM1 AIOS
|
0.42%
|
1/25/2065
|
USD
|
45,158
|
339
|
(a) (b) (e) (g)
|
||||||||||
|
Santander Mortgage Asset Receivable Trust 2025-NQM1
|
SAN 2025-NQM1 B2
|
7.32%
|
1/25/2065
|
USD
|
757
|
718
|
(a) (b) (e) (g)
|
||||||||||
|
Santander Mortgage Asset Receivable Trust 2025-NQM1
|
SAN 2025-NQM1 B3
|
7.32%
|
1/25/2065
|
USD
|
781
|
710
|
(a) (b) (e) (g)
|
||||||||||
|
Santander Mortgage Asset Receivable Trust 2025-NQM1
|
SAN 2025-NQM1 XS
|
0.00%
|
1/25/2065
|
USD
|
45,158
|
1,861
|
(a) (b) (e) (g) (i)
|
||||||||||
|
Unison Trust 2025-1
|
UNSN 2025-1 A
|
6.00%
|
7/25/2055
|
USD
|
7,628
|
7,033
|
(e) (g)
|
||||||||||
|
Vontive Mortgage Trust 2025-RTL1
|
VNTV 2025-RTL1 A2
|
8.01%
|
3/25/2030
|
USD
|
571
|
574
|
(e) (h)
|
||||||||||
|
Vontive Mortgage Trust 2025-RTL1
|
VNTV 2025-RTL1 M
|
9.50%
|
3/25/2030
|
USD
|
1,386
|
1,379
|
(e) (h)
|
||||||||||
|
Household Products - 0.20%
|
|||||||||||||||||
|
Laurel Road Prime Student Loan Trust 2017-B
|
DRB 2017-B R
|
0.00%
|
8/25/2042
|
USD
|
1
|
1,190
|
(b) (e) (i)
|
||||||||||
|
Renewable Electricity - 0.91%
|
|||||||||||||||||
|
SSI ABS-2025-1 Issuer LLC
|
SSI 2025-1 A
|
6.15%
|
7/25/2065
|
USD
|
2,777
|
2,787
|
(e)
|
||||||||||
|
SSI ABS-2025-1 Issuer LLC
|
SSI 2025-1 B
|
7.82%
|
7/25/2065
|
USD
|
2,611
|
2,611
|
(e)
|
||||||||||
|
Specialized Finance - 13.15%
|
|||||||||||||||||
|
AB BSL CLO 6 Ltd
|
ABBSL 2025-6A E
|
SOFR + 6.00%
|
7/20/2037
|
USD
|
208
|
209
|
(b) (e)
|
||||||||||
|
AGL CLO 7 Ltd
|
AGL 2020-7A ER
|
SOFR + 6.35%
|
7/15/2034
|
USD
|
1,188
|
1,194
|
(b) (e)
|
||||||||||
|
AMMC CLO 26 Ltd
|
AMMC 2023-26A ER
|
SOFR + 6.50%
|
4/15/2036
|
USD
|
500
|
504
|
(b) (e)
|
||||||||||
|
Anchorage Capital Clo 20 Ltd
|
ANCHC 2021-20A ER
|
SOFR + 7.00%
|
1/20/2035
|
USD
|
342
|
341
|
(b) (e)
|
||||||||||
|
Anchorage Capital CLO 21 Ltd
|
ANCHC 2021-21A ER
|
SOFR + 6.25%
|
10/20/2034
|
USD
|
897
|
906
|
(b) (e)
|
||||||||||
|
Anchorage Capital CLO 26 Ltd
|
ANCHC 2023-26A ER
|
SOFR + 6.25%
|
3/19/2038
|
USD
|
721
|
724
|
(b) (e)
|
||||||||||
|
Anchorage Capital CLO 6 Ltd
|
ANCHC 2015-6A ER3
|
SOFR + 7.29%
|
4/22/2034
|
USD
|
376
|
380
|
(b) (e)
|
||||||||||
|
Apidos CLO XI
|
APID 2012-11A ER4
|
SOFR + 6.00%
|
4/17/2034
|
USD
|
2,064
|
2,080
|
(b) (e)
|
||||||||||
|
Apidos CLO XXIII
|
APID 2015-23A ERR
|
SOFR + 5.20%
|
4/15/2033
|
USD
|
535
|
538
|
(b) (e)
|
||||||||||
|
Arbour CLO V DAC
|
ARBR 5A ER
|
EURIBOR + 5.80%
|
6/15/2038
|
EUR
|
738
|
851
|
(b) (e)
|
||||||||||
|
Arbour CLO VI DAC
|
ARBR 6A ER
|
EURIBOR + 6.01%
|
11/15/2037
|
EUR
|
611
|
714
|
(b) (e)
|
||||||||||
|
Ares LXII CLO Ltd
|
ARES 2021-62A E
|
SOFR + 6.76%
|
1/25/2034
|
USD
|
512
|
511
|
(b) (e)
|
||||||||||
|
Ares LXV CLO Ltd
|
ARES 2022-65A E
|
SOFR + 7.10%
|
7/25/2034
|
USD
|
1,078
|
1,085
|
(b) (e)
|
||||||||||
|
Ares XXVII CLO Ltd
|
ARES 2013-2A ER3
|
SOFR + 6.75%
|
10/28/2034
|
USD
|
903
|
909
|
(b) (e)
|
||||||||||
|
Bain Capital Credit Clo 2019-3 Ltd
|
BCC 2019-3A ERR
|
SOFR + 6.85%
|
10/21/2034
|
USD
|
488
|
482
|
(b) (e)
|
||||||||||
|
Bain Capital Credit CLO 2021-6 Ltd
|
BCC 2021-6A E
|
SOFR + 6.76%
|
10/21/2034
|
USD
|
470
|
464
|
(b) (e)
|
||||||||||
|
Bain Capital Credit CLO 2023-1 Ltd
|
BCC 2023-1A ER
|
SOFR + 6.25%
|
7/16/2038
|
USD
|
918
|
924
|
(b) (e)
|
||||||||||
|
Bain Capital Euro CLO 2023-1 DAC
|
BCCE 2023-1A ER
|
EURIBOR + 6.00%
|
1/25/2038
|
EUR
|
1,567
|
1,822
|
(b) (e)
|
||||||||||
|
Barings CLO Ltd 2022-I
|
BABSN 2022-1A E
|
SOFR + 7.00%
|
4/15/2035
|
USD
|
657
|
641
|
(b) (e)
|
||||||||||
|
Benefit Street Partners CLO XXXIV Ltd
|
BSP 2024-34A E
|
SOFR + 6.70%
|
7/25/2037
|
USD
|
367
|
375
|
(b) (e)
|
||||||||||
|
BlueMountain CLO XXVI Ltd
|
BLUEM 2019-26A ER
|
SOFR + 7.39%
|
10/20/2034
|
USD
|
754
|
753
|
(b) (e)
|
||||||||||
|
BlueMountain CLO XXXII Ltd
|
BLUEM 2021-32A ER
|
SOFR + 6.60%
|
10/15/2034
|
USD
|
1,093
|
1,073
|
(b) (e)
|
||||||||||
|
BlueMountain CLO XXXIV Ltd
|
BLUEM 2022-34A E
|
SOFR + 7.55%
|
4/20/2035
|
USD
|
1,278
|
1,273
|
(b) (e)
|
||||||||||
|
Broad River Bsl Funding Clo Ltd 2020-1
|
BDRVR 2020-1A ER
|
SOFR + 6.50%
|
7/20/2034
|
USD
|
1,500
|
1,508
|
(b) (e)
|
||||||||||
|
Capital Four CLO VII DAC
|
CFOUR 7A F
|
EURIBOR + 8.22%
|
4/25/2037
|
EUR
|
314
|
364
|
(b) (e)
|
||||||||||
|
Carlyle Euro CLO 2021-1 DAC
|
CGMSE 2021-1A D
|
EURIBOR + 6.12%
|
1/15/2034
|
EUR
|
589
|
668
|
(b) (e)
|
||||||||||
|
CARLYLE US CLO 2021-4 LTD
|
CGMS 2021-4A E
|
SOFR + 6.60%
|
4/20/2034
|
USD
|
473
|
477
|
(b) (e)
|
||||||||||
|
CARLYLE US CLO 2021-5 LTD
|
CGMS 2021-5A E
|
SOFR + 6.51%
|
7/20/2034
|
USD
|
332
|
332
|
(b) (e)
|
||||||||||
|
CARLYLE US CLO 2021-8 LTD
|
CGMS 2021-8A E
|
SOFR + 6.50%
|
10/15/2034
|
USD
|
371
|
373
|
(b) (e)
|
||||||||||
|
Carlyle US CLO 2024-2 Ltd
|
CGMS 2024-2A E
|
SOFR + 6.85%
|
4/25/2037
|
USD
|
451
|
457
|
(b) (e)
|
||||||||||
|
CarVal CLO IV Ltd
|
CARVL 2021-1A E
|
SOFR + 6.60%
|
7/20/2034
|
USD
|
2,000
|
2,018
|
(b) (e)
|
||||||||||
|
CarVal CLO VC Ltd
|
CARVL 2021-2A E
|
SOFR + 6.75%
|
10/15/2034
|
USD
|
447
|
450
|
(b) (e)
|
||||||||||
|
Carval Clo XII-C Ltd
|
CARVL 2025-1A E
|
SOFR + 5.90%
|
7/20/2038
|
USD
|
985
|
992
|
(b) (e)
|
||||||||||
|
CBAMR 2017-4 Ltd
|
CBAMR 2017-4A ER
|
SOFR + 6.00%
|
3/31/2038
|
USD
|
651
|
633
|
(b) (e)
|
||||||||||
|
Cedar Funding XVIII CLO Ltd
|
CEDF 2024-18A E
|
SOFR + 6.65%
|
4/23/2037
|
USD
|
616
|
626
|
(b) (e)
|
||||||||||
|
CIFC Funding 2021-VII Ltd
|
CIFC 2021-7A E
|
SOFR + 6.35%
|
1/23/2035
|
USD
|
644
|
649
|
(b) (e)
|
||||||||||
|
Clonmore Park CLO DAC
|
CLONP 1A ER
|
EURIBOR + 6.82%
|
8/21/2035
|
EUR
|
406
|
469
|
(b) (e)
|
||||||||||
|
CVC Cordatus Loan Fund XXVIII DAC
|
CORDA 28A ER
|
EURIBOR + 5.75%
|
8/15/2038
|
EUR
|
1,442
|
1,646
|
(b) (e)
|
||||||||||
|
CVC Cordatus Loan Fund XXVIII DAC
|
CORDA 28A FR
|
EURIBOR + 8.75%
|
8/15/2038
|
EUR
|
725
|
817
|
(b) (e)
|
||||||||||
|
Elmwood CLO 23 Ltd
|
ELM23 2023-2A ER
|
SOFR + 5.90%
|
4/16/2036
|
USD
|
207
|
206
|
(b) (e)
|
||||||||||
|
Fair Oaks Loan Funding V DAC
|
FOAKS 5A E
|
EURIBOR + 6.69%
|
10/15/2036
|
EUR
|
321
|
376
|
(b) (e)
|
||||||||||
|
Galaxy 33 CLO Ltd
|
GALXY 2024-33A E
|
SOFR + 6.65%
|
4/20/2037
|
USD
|
428
|
434
|
(b) (e)
|
||||||||||
|
Galaxy XXII CLO Ltd
|
GALXY 2016-22A ERRR
|
SOFR + 6.75%
|
4/16/2034
|
USD
|
421
|
424
|
(b) (e)
|
||||||||||
|
Galaxy XXV CLO Ltd
|
GALXY 2018-25A ER
|
SOFR + 6.50%
|
4/25/2036
|
USD
|
270
|
272
|
(b) (e)
|
||||||||||
|
Generate CLO 12 Ltd
|
GNRT 2023-12A ER
|
SOFR + 6.40%
|
7/20/2038
|
USD
|
2,045
|
2,045
|
(b) (e)
|
||||||||||
|
Generate CLO Ltd
|
GNRT 2024-15A E
|
SOFR + 6.70%
|
7/20/2037
|
USD
|
493
|
500
|
(b) (e)
|
||||||||||
|
Golub Capital Partners CLO 50B-R Ltd
|
GCBSL 2020-50A ER
|
SOFR + 7.10%
|
4/20/2035
|
USD
|
819
|
826
|
(b) (e)
|
||||||||||
|
Golub Capital Partners CLO 58B Ltd
|
GCBSL 2021-58A E
|
SOFR + 6.81%
|
1/25/2035
|
USD
|
549
|
552
|
(b) (e)
|
||||||||||
|
Harvest Clo Xxxvi DAC
|
HARVT 36A E
|
EURIBOR + 5.70%
|
7/15/2038
|
EUR
|
1,052
|
1,201
|
(b) (e)
|
||||||||||
|
HPS Loan Management 10-2016 Ltd
|
HLM 10A-16 DR3
|
SOFR + 6.45%
|
4/20/2034
|
USD
|
967
|
974
|
(b) (e)
|
||||||||||
|
HPS Loan Management 2021-16 Ltd
|
HLM 2021-16A E
|
SOFR + 6.50%
|
1/23/2035
|
USD
|
612
|
614
|
(b) (e)
|
||||||||||
|
Jamestown CLO XIV Ltd
|
JTWN 2019-14A DRR
|
SOFR + 5.65%
|
10/20/2034
|
USD
|
1,514
|
1,511
|
(b) (e)
|
||||||||||
|
Jamestown CLO XV Ltd
|
JTWN 2020-15A ER
|
SOFR + 7.06%
|
7/15/2035
|
USD
|
412
|
409
|
(b) (e)
|
||||||||||
|
Jamestown CLO XVI Ltd
|
JTWN 2021-16A ER
|
SOFR + 6.95%
|
7/25/2034
|
USD
|
724
|
727
|
(b) (e)
|
||||||||||
|
Madison Park Funding LXIII Ltd
|
MDPK 2023-63A ER
|
SOFR + 6.00%
|
7/21/2038
|
USD
|
681
|
684
|
(b) (e)
|
||||||||||
|
Madison Park Funding XLIX Ltd
|
MDPK 2021-49A ER
|
SOFR + 4.60%
|
10/19/2034
|
USD
|
1,658
|
1,635
|
(b) (e)
|
||||||||||
|
Madison Park Funding XLVI Ltd
|
MDPK 2020-46A ERR
|
SOFR + 5.25%
|
10/15/2034
|
USD
|
1,113
|
1,100
|
(b) (e)
|
||||||||||
|
Madison Park Funding XXI Ltd
|
MDPK 2016-21A DRR
|
SOFR + 7.76%
|
10/15/2032
|
USD
|
2,504
|
2,529
|
(b) (e)
|
||||||||||
|
Madison Park Funding XXXVI Ltd
|
MDPK 2019-36A ERR
|
SOFR + 5.60%
|
4/15/2035
|
USD
|
974
|
972
|
(b) (e)
|
||||||||||
|
Marble Point CLO XVI Ltd
|
MP16 2019-2A ER
|
SOFR + 7.27%
|
11/16/2034
|
USD
|
691
|
684
|
(b) (e)
|
||||||||||
|
Neuberger Berman Loan Advisers CLO 35 Ltd
|
NEUB 2019-35A ER
|
SOFR + 5.95%
|
1/19/2033
|
USD
|
624
|
624
|
(b) (e)
|
||||||||||
|
Neuberger Berman Loan Advisers Clo 42 Ltd
|
NEUB 2021-42A ER
|
SOFR + 4.60%
|
7/16/2036
|
USD
|
436
|
435
|
(b) (e)
|
||||||||||
|
Neuberger Berman Loan Advisers CLO 45 Ltd
|
NEUB 2021-45A ER
|
SOFR + 4.85%
|
10/14/2036
|
USD
|
1,391
|
1,382
|
(b) (e)
|
||||||||||
|
Oaktree CLO 2021-2 Ltd
|
OAKCL 2021-2A ER
|
SOFR + 4.50%
|
1/15/2035
|
USD
|
1,504
|
1,482
|
(b) (e)
|
||||||||||
|
OCP Euro Clo 2025-13 DAC
|
OCPE 2025-13A E
|
EURIBOR + 5.80%
|
7/18/2038
|
EUR
|
946
|
1,091
|
(b) (e)
|
||||||||||
|
Octagon 67 Ltd
|
OCT67 2023-1A ER
|
SOFR + 7.41%
|
7/25/2038
|
USD
|
347
|
354
|
(b) (e)
|
||||||||||
|
Octagon Investment Partners 51 Ltd
|
OCT51 2021-1A ER
|
SOFR + 5.65%
|
7/20/2034
|
USD
|
1,714
|
1,693
|
(b) (e)
|
||||||||||
|
OHA Credit Funding 10 Ltd
|
OAKC 2021-10A E
|
SOFR + 6.25%
|
1/18/2036
|
USD
|
497
|
502
|
(b) (e)
|
||||||||||
|
Palmer Square European CLO 2023-2 DAC
|
PLMER 2023-2A F
|
EURIBOR + 8.39%
|
10/15/2036
|
EUR
|
368
|
425
|
(b) (e)
|
||||||||||
|
Palmer Square European Loan Funding 2025-1 DAC
|
PSTET 2025-1A E
|
EURIBOR + 4.70%
|
10/15/2034
|
EUR
|
337
|
372
|
(b) (e)
|
||||||||||
|
Parallel 2021-1 Ltd
|
PARL 2021-1A ER
|
SOFR + 6.25%
|
7/15/2034
|
USD
|
578
|
563
|
(b) (e)
|
||||||||||
|
Parallel 2023-1 Ltd
|
PARL 2023-1A DR
|
SOFR + 7.25%
|
7/20/2036
|
USD
|
1,060
|
1,065
|
(b) (e)
|
||||||||||
|
Penta CLO 14 DAC
|
PENTA 2023-14A ER
|
EURIBOR + 6.35%
|
10/20/2037
|
EUR
|
449
|
520
|
(b) (e)
|
||||||||||
|
Penta CLO 16 DAC
|
PENTA 2024-16A E
|
EURIBOR + 6.79%
|
10/18/2036
|
EUR
|
420
|
486
|
(b) (e)
|
||||||||||
|
Post CLO 2021-1 LTD
|
POST 2021-1A ER
|
SOFR + 5.70%
|
10/15/2034
|
USD
|
1,515
|
1,524
|
(b) (e)
|
||||||||||
|
Providus Clo X DAC
|
PRVD 10A E
|
EURIBOR + 6.74%
|
11/18/2038
|
EUR
|
251
|
294
|
(b) (e)
|
||||||||||
|
Providus Clo XII DAC
|
PRVD 12A E
|
EURIBOR + 5.80%
|
8/18/2038
|
EUR
|
420
|
484
|
(b) (e)
|
||||||||||
|
Rad CLO 14 Ltd
|
RAD 2021-14A E
|
SOFR + 6.50%
|
1/15/2035
|
USD
|
335
|
331
|
(b) (e)
|
||||||||||
|
Rad CLO 4 Ltd
|
RAD 2019-4A ER
|
SOFR + 6.50%
|
4/25/2032
|
USD
|
338
|
340
|
(b) (e)
|
||||||||||
|
Rad CLO 7 Ltd
|
RAD 2020-7A ER
|
SOFR + 6.30%
|
4/17/2036
|
USD
|
310
|
310
|
(b) (e)
|
||||||||||
|
Regatta XXIII Funding Ltd
|
REG23 2021-4A E
|
SOFR + 6.70%
|
1/20/2035
|
USD
|
804
|
809
|
(b) (e)
|
||||||||||
|
Regatta XXVIII Funding Ltd
|
REG28 2024-2A E
|
SOFR + 7.00%
|
4/25/2037
|
USD
|
429
|
435
|
(b) (e)
|
||||||||||
|
RR 18 Ltd
|
RRAM 2021-18A D
|
SOFR + 6.51%
|
10/15/2034
|
USD
|
553
|
558
|
(b) (e)
|
||||||||||
|
Sandstone Peak Ltd
|
SAND 2021-1A E
|
SOFR + 6.80%
|
10/15/2034
|
USD
|
643
|
647
|
(b) (e)
|
||||||||||
|
Sculptor CLO XXVIII Ltd
|
SCUL 28A ER
|
SOFR + 6.30%
|
1/20/2035
|
USD
|
1,066
|
1,061
|
(b) (e)
|
||||||||||
|
Silver Point CLO 10 Ltd
|
SPCLO 2025-10A E
|
SOFR + 5.80%
|
7/15/2038
|
USD
|
518
|
520
|
(b) (e)
|
||||||||||
|
Sixth Street CLO VIII Ltd
|
SIXST 2017-8A DR2
|
SOFR + 6.75%
|
10/20/2034
|
USD
|
466
|
470
|
(b) (e)
|
||||||||||
|
TCW CLO 2022-1 Ltd
|
TCW 2022-1A DJR
|
SOFR + 4.28%
|
1/20/2038
|
USD
|
629
|
629
|
(b) (e)
|
||||||||||
|
Trestles CLO VIII Ltd
|
TREST 2025-8A E
|
SOFR + 5.50%
|
6/11/2035
|
USD
|
494
|
500
|
(b) (e)
|
||||||||||
|
Trimaran Cavu 2021-2 Ltd
|
CAVU 2021-2A E
|
SOFR + 7.46%
|
10/25/2034
|
USD
|
452
|
457
|
(b) (e)
|
||||||||||
|
Trimaran Cavu 2021-3 Ltd
|
CAVU 2021-3A E
|
SOFR + 7.63%
|
1/18/2035
|
USD
|
408
|
411
|
(b) (e)
|
||||||||||
|
Trinitas Euro CLO VI DAC
|
TRNTE 6A F
|
EURIBOR + 8.31%
|
4/15/2037
|
EUR
|
1,192
|
1,373
|
(b) (e)
|
||||||||||
|
Trinitas Euro CLO VII DAC
|
TRNTE 7A E
|
EURIBOR + 6.55%
|
7/25/2037
|
EUR
|
338
|
391
|
(b) (e)
|
||||||||||
|
Voya CLO 2017-3 Ltd
|
VOYA 2017-3A DRR
|
SOFR + 5.80%
|
4/20/2034
|
USD
|
2,241
|
2,226
|
(b) (e)
|
||||||||||
|
Voya CLO 2019-3 Ltd
|
VOYA 2019-3A ER
|
SOFR + 6.76%
|
10/17/2032
|
USD
|
367
|
366
|
(b) (e)
|
||||||||||
|
Voya CLO 2019-4 Ltd
|
VOYA 2019-4A ER
|
SOFR + 6.97%
|
1/15/2035
|
USD
|
1,051
|
1,059
|
(b) (e)
|
||||||||||
|
Voya CLO 2022-1 Ltd
|
VOYA 2022-1A ER
|
SOFR + 6.90%
|
4/20/2035
|
USD
|
791
|
797
|
(b) (e)
|
||||||||||
|
Wilton Park CLO DAC
|
WILPA 1A ER
|
EURIBOR + 5.70%
|
7/15/2038
|
EUR
|
525
|
603
|
(b) (e)
|
||||||||||
|
Wind River 2023-1 CLO Ltd
|
WINDR 2023-1A ER
|
SOFR + 6.75%
|
7/25/2038
|
USD
|
814
|
829
|
(b) (e)
|
||||||||||
|
TOTAL ASSET BACKED SECURITIES (Amortized cost $113,655)
|
$ |
114,670
|
|||||||||||||||
|
Issuer
|
|
Asset
|
|
|
|
Maturity Date
|
|
Currency
|
|
|
Shares
|
|
|
Fair Value
|
|
|
|
|
Equity & Other Investments - 6.79%
|
|||||||||||||||||
|
Aerospace & Defense - 0.16%
|
|||||||||||||||||
|
Altitude II
|
Private Equity
|
USD
|
588,003
|
$ |
617
|
(a) (b)
|
|||||||||||
|
Ultra Electronics Holdings Ltd
|
Private Equity (B Shares)
|
USD
|
43,729
|
83
|
(a) (b) (d)
|
||||||||||||
|
Ultra Electronics Holdings Ltd
|
Private Equity
|
USD
|
13,548,132
|
259
|
(a) (b) (d)
|
||||||||||||
|
Broadline Retail - 0.04%
|
|||||||||||||||||
|
Belk Inc
|
Common Stock
|
USD
|
9,586
|
246
|
(a) (b) (d)
|
||||||||||||
|
Construction & Engineering - 0.00%
|
|||||||||||||||||
|
Yak Access LLC
|
Common Stock
|
USD
|
11,000
|
1
|
(a) (d)
|
||||||||||||
|
Consumer Finance - 0.14%
|
|||||||||||||||||
|
Auxilior Capital Partners Inc
|
14.500% 04/2030
|
4/30/2030
|
USD
|
1
|
101
|
(a) (b) (c)
|
|||||||||||
|
Discover Financial Services
|
Private Equity
|
USD
|
416,840
|
436
|
(a) (b)
|
||||||||||||
|
Global Lending Services LLC
|
Private Equity
|
USD
|
130,422
|
157
|
(a) (b) (d)
|
||||||||||||
|
SunPower Financial
|
Private Equity
|
USD
|
27,301
|
30
|
(a) (b)
|
||||||||||||
|
Vehicle Secured Funding Trust
|
Private Equity
|
USD
|
111,575
|
137
|
(b) (d)
|
||||||||||||
|
Diversified Financial Services - 0.02%
|
|||||||||||||||||
|
Kestra Financial Inc
|
12.000% PIK 12/2031
|
USD
|
123
|
123
|
(a) (b) (c)
|
||||||||||||
|
Diversified Metals & Mining - 0.02%
|
|||||||||||||||||
|
Foresight Energy LLC
|
Common Stock
|
USD
|
17,979
|
134
|
(a) (b) (d)
|
||||||||||||
|
Diversified Real Estate Activities - 0.00%
|
|||||||||||||||||
|
Residential Opportunities I LLC
|
Private Equity
|
USD
|
1
|
1
|
(b) (d)
|
||||||||||||
|
Diversified Support Services - 0.02%
|
|||||||||||||||||
|
Magna Legal Services LLC
|
Common Stock
|
USD
|
618
|
102
|
(a) (b) (d)
|
||||||||||||
|
Food Distributors - 0.00%
|
|||||||||||||||||
|
Lipari Foods LLC
|
Common Stock
|
USD
|
63,958
|
21
|
(b) (d)
|
||||||||||||
|
Health Care Facilities - 0.00%
|
|||||||||||||||||
|
Quorum Health Corp
|
Trade Claim
|
USD
|
212,000
|
17
|
(b) (d)
|
||||||||||||
|
Health Care Services - 0.16%
|
|||||||||||||||||
|
Affordable Care Inc
|
11.750% 12/2069 PIK
|
USD
|
677,000
|
677
|
(a) (b) (c)
|
||||||||||||
|
American Vision Partners
|
Private Equity
|
USD
|
53,939
|
45
|
(a) (b) (d)
|
||||||||||||
|
Amerivet Partners Management Inc
|
11.500% 12/2059 PIK
|
USD
|
298
|
219
|
(a) (b) (c)
|
||||||||||||
|
MB2 Dental Solutions LLC
|
Warrants 08/15/2031
|
8/15/2031
|
USD
|
21,438
|
9
|
(a) (b) (d)
|
|||||||||||
|
Health Care Technology - 3.14%
|
|||||||||||||||||
|
athenahealth Inc
|
Private Equity
|
USD
|
12,641,498
|
18,712
|
(a) (b) (d)
|
||||||||||||
|
Human Resource & Employment Services - 0.01%
|
|||||||||||||||||
|
SIRVA Worldwide Inc
|
Common Stock (Class A)
|
USD
|
2,131
|
-
|
(a) (b) (d)
|
||||||||||||
|
SIRVA Worldwide Inc
|
Common Stock (Class B)
|
USD
|
1,646
|
-
|
(a) (b) (d)
|
||||||||||||
|
SIRVA Worldwide Inc
|
15.250% 08/2030 (Class A)
|
8/20/2030
|
USD
|
490
|
77
|
(a) (b) (d)
|
|||||||||||
|
SIRVA Worldwide Inc
|
15.250% 08/2030 (Class B)
|
8/20/2030
|
USD
|
15
|
2
|
(a) (b) (d)
|
|||||||||||
|
Leisure Facilities - 2.28%
|
|||||||||||||||||
|
Aimbridge Acquisition Co Inc
|
Common Stock
|
USD
|
164,811
|
10,931
|
(a) (b) (d)
|
||||||||||||
|
Pure Gym Ltd
|
Private Equity
|
GBP
|
1,416,469
|
2,633
|
(a) (b) (d)
|
||||||||||||
|
Marine Transportation - 0.02%
|
|||||||||||||||||
|
Australis Maritime II
|
Private Equity
|
USD
|
88,011
|
88
|
(b)
|
||||||||||||
|
Other Specialized REITs - 0.31%
|
|||||||||||||||||
|
Pretium Partners LLC P2
|
Private Equity
|
USD
|
1,635,306
|
1,849
|
(a) (b)
|
||||||||||||
|
Property & Casualty Insurance - 0.10%
|
|||||||||||||||||
|
Alacrity Solutions Group LLC
|
Common Stock
|
USD
|
630
|
68
|
(a) (b) (d)
|
||||||||||||
|
Alacrity Solutions Group LLC
|
8.000% Pref Equity
|
USD
|
674
|
507
|
(a) (b) (c)
|
||||||||||||
|
Single-Family Residential REITs - 0.32%
|
|||||||||||||||||
|
Avenue One PropCo
|
Private Equity
|
USD
|
2,443,830
|
1,874
|
(a) (b) (d)
|
||||||||||||
|
Specialized Finance - 0.05%
|
|||||||||||||||||
|
TDC LLP
|
8.000% 06/2049 Pref Equity
|
GBP
|
226,219
|
305
|
(b)
|
||||||||||||
|
TDC LLP
|
Private Equity
|
GBP
|
9,901
|
13
|
(b) (d)
|
||||||||||||
|
TOTAL EQUITY & OTHER INVESTMENTS (Cost $40,323)
|
$ |
40,474
|
|||||||||||||||
|
TOTAL INVESTMENTS (Cost $827,534) - 136.48%
|
$ |
813,052
|
|||||||||||||||
|
LIABILITIES EXCEEDING OTHER ASSETS, NET - (36.48%)
|
(217,301)
|
||||||||||||||||
|
NET ASSETS - 100.00%
|
$ |
595,751
|
|||||||||||||||
|
TL
|
Term loan
|
||||||||||||||||
|
DD
|
Delayed draw term loan
|
||||||||||||||||
|
1L
|
First lien
|
||||||||||||||||
|
2L
|
Second lien
|
||||||||||||||||
|
BBSW
|
Bank Bill Swap Rate as of July 31, 2025 was 3.68%.
|
||||||||||||||||
|
BBSY
|
Bank Bill Swap Reference Bid Rate as of July 31, 2025 was 3.73%.
|
||||||||||||||||
|
EURIBOR
|
Euro InterBank Offered Rate as of July 31, 2025 was 1.89%.
|
||||||||||||||||
|
SOFR
|
Secured Overnight Financing Rate as of July 31, 2025 was 4.35%.
|
||||||||||||||||
|
SONIA
|
Sterling Overnight Index Average as of July 31, 2025 was 4.22%.
|
||||||||||||||||
|
(a)
|
Security considered restricted.
|
||||||||||||||||
|
(b)
|
Value determined using significant unobservable inputs.
|
||||||||||||||||
|
(c)
|
Represents a payment-in-kind (“PIK”) security which may pay interest/dividend in additional par/shares.
|
||||||||||||||||
|
(d)
|
Non-income producing security.
|
||||||||||||||||
|
(e)
|
Securities exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may only be resold to qualified institutional buyers in transactions exempt from registration.
|
||||||||||||||||
|
(f)
|
Investment is an unfunded or partially funded commitment.
|
||||||||||||||||
|
(g)
|
Variable rate securities. The effective rate shown is based on the latest available information as of July 31, 2025. Certain variable rate securities are based on a published reference rate and spread. Interest rates for certain variable
rate securities are determined by the issuer, or agent, and are based on current market conditions, and these securities do not indicate a reference rate and spread in their description.
|
||||||||||||||||
|
(h)
|
Debt obligation initially issued at one coupon which converts to a higher coupon at a specified date. The rate shown is the rate at July 31, 2025.
|
||||||||||||||||
|
(i)
|
Zero coupon bond
|
||||||||||||||||
The following are the details of the
restricted securities held by the Fund:
|
Issuer
|
Asset
|
Par/Shares
|
Cost
|
Fair Value
|
Acquisition Date
|
% of Net Assets
|
||||||||||||||
|
Leveraged Loans
|
||||||||||||||||||||
|
3Pillar Global Inc
|
TL 1L 11/21
|
1,887
|
$
|
1,884
|
$
|
1,821
|
11/23/2021
|
0.31%
|
||||||||||||
|
3Pillar Global Inc
|
TL 1L DD 11/21
|
607
|
607
|
586
|
11/23/2021
|
0.10%
|
||||||||||||||
|
48Forty Solutions LLC
|
TL 1L 02/22
|
4,599
|
4,562
|
2,134
|
2/11/2022
|
0.36%
|
||||||||||||||
|
48Forty Solutions LLC
|
TL 1L 03/22
|
3,210
|
3,192
|
1,489
|
3/11/2022
|
0.25%
|
||||||||||||||
|
Aareon AG
|
TL 1L 09/24
|
376
|
415
|
430
|
9/30/2024
|
0.07%
|
||||||||||||||
|
Aareon AG
|
TL 1L DD 09/24
|
86
|
-
|
-
|
9/30/2024
|
0.00%
|
||||||||||||||
|
Accuride Corp
|
TL 1L 03/25
|
3,212
|
4,278
|
7,458
|
3/7/2025
|
1.25%
|
||||||||||||||
|
Affordable Care Inc
|
TL 1L 08/21
|
1,602
|
1,586
|
1,569
|
8/2/2021
|
0.26%
|
||||||||||||||
|
Affordable Care Inc
|
TL 1L DD 08/21
|
288
|
288
|
282
|
8/2/2021
|
0.05%
|
||||||||||||||
|
Affordable Care Inc
|
TL 1L DD 08/23
|
312
|
312
|
306
|
7/7/2023
|
0.05%
|
||||||||||||||
|
Alacrity Solutions Group LLC
|
TL 1L 02/25
|
3,073
|
3,756
|
3,073
|
2/28/2025
|
0.52%
|
||||||||||||||
|
Alacrity Solutions Group LLC
|
TL 1L 03/25
|
42
|
-
|
42
|
2/28/2025
|
0.01%
|
||||||||||||||
|
Alacrity Solutions Group LLC
|
TL 1L DD 02/25
|
674
|
-
|
-
|
2/28/2025
|
0.00%
|
||||||||||||||
|
Alacrity Solutions Group LLC
|
TL Mezz 02/25 PIK
|
1,042
|
1,271
|
1,042
|
2/28/2025
|
0.17%
|
||||||||||||||
|
American Vision Partners
|
TL 1L 09/21
|
1,857
|
1,838
|
1,856
|
9/30/2021
|
0.31%
|
||||||||||||||
|
American Vision Partners
|
TL 1L DD 09/21
|
767
|
764
|
766
|
9/30/2021
|
0.13%
|
||||||||||||||
|
Amerivet Partners Management Inc
|
TL 1L 02/22
|
1,135
|
1,123
|
1,129
|
2/25/2022
|
0.19%
|
||||||||||||||
|
Amerivet Partners Management Inc
|
TL 1L DD 02/22
|
69
|
69
|
69
|
2/25/2022
|
0.01%
|
||||||||||||||
|
Amerivet Partners Management Inc
|
TL 1L DD 11/22
|
526
|
526
|
523
|
9/29/2023
|
0.09%
|
||||||||||||||
|
Apex Service Partners LLC
|
TL 1L 09/24
|
300
|
297
|
303
|
10/24/2023
|
0.05%
|
||||||||||||||
|
Apex Service Partners LLC
|
TL 1L 09/24 (Replacement)
|
77
|
77
|
78
|
10/24/2023
|
0.01%
|
||||||||||||||
|
Apex Service Partners LLC
|
TL Unsec 10/23 PIK
|
82
|
81
|
85
|
10/24/2023
|
0.01%
|
||||||||||||||
|
Apex Service Partners LLC
|
TL Unsec DD 10/23 PIK
|
40
|
39
|
41
|
10/24/2023
|
0.01%
|
||||||||||||||
|
Arcwood Environmental (fka Heritage Environmental Services Inc)
|
TL 1L 01/24
|
165
|
164
|
167
|
1/31/2024
|
0.03%
|
||||||||||||||
|
Avenue One PropCo
|
TL Unsec DD 03/24
|
7,908
|
7,908
|
7,908
|
3/15/2024
|
1.33%
|
||||||||||||||
|
Avetta LLC
|
TL 1L 07/24
|
94
|
93
|
95
|
7/26/2024
|
0.02%
|
||||||||||||||
|
Avetta LLC
|
TL 1L DD 07/24
|
23
|
-
|
-
|
7/26/2024
|
0.00%
|
||||||||||||||
|
BDO USA PA
|
TL 1L 08/23
|
144
|
142
|
145
|
8/31/2023
|
0.02%
|
||||||||||||||
|
Cadence Education LLC
|
TL 1L 05/24
|
115
|
114
|
115
|
5/1/2024
|
0.02%
|
||||||||||||||
|
Cadence Education LLC
|
TL 1L DD 05/24
|
30
|
17
|
17
|
5/1/2024
|
0.00%
|
||||||||||||||
|
Civica Group Ltd
|
TL 1L 08/23
|
12
|
8
|
8
|
8/29/2023
|
0.00%
|
||||||||||||||
|
Civica Group Ltd
|
TL 1L 08/23
|
222
|
274
|
293
|
8/30/2023
|
0.05%
|
||||||||||||||
|
Civica Group Ltd
|
TL 1L DD 08/23
|
94
|
39
|
41
|
8/30/2023
|
0.01%
|
||||||||||||||
|
CSafe Global
|
TL 1L 03/24
|
48
|
62
|
64
|
3/8/2024
|
0.01%
|
||||||||||||||
|
CSafe Global
|
TL 1L 03/24
|
345
|
345
|
349
|
3/8/2024
|
0.06%
|
||||||||||||||
|
CSafe Global
|
TL 1L DD 03/24
|
15
|
15
|
15
|
3/8/2024
|
0.00%
|
||||||||||||||
|
Dental365 LLC
|
TL 1L 05/24
|
87
|
87
|
87
|
5/31/2024
|
0.01%
|
||||||||||||||
|
Dental365 LLC
|
TL 1L DD 05/24
|
86
|
68
|
68
|
5/31/2024
|
0.01%
|
||||||||||||||
|
Dental365 LLC
|
TL 1L DD 05/24 (2021 and 2023)
|
47
|
47
|
47
|
5/31/2024
|
0.01%
|
||||||||||||||
|
Discover Financial Services
|
TL 1L DD 09/24
|
766
|
764
|
764
|
9/6/2024
|
0.13%
|
||||||||||||||
|
DOXA Insurance Holdings LLC
|
TL 1L 12/23
|
47
|
47
|
48
|
12/20/2023
|
0.01%
|
||||||||||||||
|
DOXA Insurance Holdings LLC
|
TL 1L DD 12/23
|
45
|
45
|
45
|
12/20/2023
|
0.01%
|
||||||||||||||
|
Drive DeVilbiss Healthcare LLC
|
TL 1L 03/21
|
20,957
|
20,934
|
18,067
|
3/31/2021
|
3.03%
|
||||||||||||||
|
Drive DeVilbiss Healthcare LLC
|
TL 1L 09/22 PIK
|
3,180
|
3,180
|
3,236
|
9/26/2022
|
0.54%
|
||||||||||||||
|
Encora Digital LLC
|
TL 1L 12/21 PIK
|
615
|
606
|
601
|
12/20/2021
|
0.10%
|
||||||||||||||
|
Envirotainer Ltd
|
TL 1L B3 01/25
|
4,740
|
4,766
|
5,436
|
12/30/2024
|
0.91%
|
||||||||||||||
|
Envirotainer Ltd
|
TL 1L B4 01/25
|
2,412
|
2,372
|
2,424
|
12/30/2024
|
0.41%
|
||||||||||||||
|
Envirotainer Ltd
|
TL 1L DD 01/25
|
865
|
-
|
5
|
12/13/2024
|
0.00%
|
||||||||||||||
|
Excelitas Technologies Corp
|
TL 1L 08/22
|
3,442
|
3,414
|
3,442
|
8/11/2022
|
0.58%
|
||||||||||||||
|
Excelitas Technologies Corp
|
TL 1L 08/22
|
588
|
600
|
671
|
8/11/2022
|
0.11%
|
||||||||||||||
|
Foresight Energy LLC
|
TL 1L A 06/20
|
118
|
118
|
117
|
6/30/2020
|
0.02%
|
||||||||||||||
|
Foundation Risk Partners Corp
|
TL 1L 03/22
|
813
|
805
|
821
|
4/14/2022
|
0.14%
|
||||||||||||||
|
Foundation Risk Partners Corp
|
TL 1L 10/21
|
1,299
|
1,279
|
1,312
|
10/29/2021
|
0.22%
|
||||||||||||||
|
Foundation Risk Partners Corp
|
TL 1L DD 03/22
|
3,285
|
3,280
|
3,318
|
4/14/2022
|
0.56%
|
||||||||||||||
|
Foundation Risk Partners Corp
|
TL 1L DD 10/21
|
282
|
280
|
285
|
10/29/2021
|
0.05%
|
||||||||||||||
|
Galway Partners Holdings LLC
|
TL 1L 07/24
|
2,549
|
2,527
|
2,549
|
9/30/2021
|
0.43%
|
||||||||||||||
|
Granicus Inc
|
TL 1L 01/24
|
166
|
165
|
167
|
1/17/2024
|
0.03%
|
||||||||||||||
|
Granicus Inc
|
TL 1L DD 01/24
|
25
|
25
|
25
|
1/17/2024
|
0.00%
|
||||||||||||||
|
Highgate Hotels Inc
|
TL 1L 11/23
|
105
|
104
|
106
|
11/3/2023
|
0.02%
|
||||||||||||||
|
Innovative XCessories & Services LLC
|
TL 1L 02/20
|
12,447
|
11,891
|
12,173
|
2/28/2020
|
2.04%
|
||||||||||||||
|
Insight Global LLC
|
TL 1L 11/24
|
6,285
|
6,232
|
6,348
|
11/1/2024
|
1.07%
|
||||||||||||||
|
Integrity Marketing Group LLC
|
TL 1L 08/24
|
8,317
|
8,316
|
8,317
|
12/3/2021
|
1.40%
|
||||||||||||||
|
IntraFi Network LLC
|
TL 1L B 01/25
|
3,081
|
3,098
|
3,090
|
12/12/2024
|
0.52%
|
||||||||||||||
|
Kestra Financial Inc
|
TL DD 02/25
|
615
|
-
|
-
|
2/3/2025
|
0.00%
|
||||||||||||||
|
Laboratoires Vivacy SAS
|
TL 1L B 03/23
|
798
|
830
|
865
|
3/20/2023
|
0.15%
|
||||||||||||||
|
Laboratoires Vivacy SAS
|
TL 1L DD 03/23
|
63
|
11
|
8
|
3/20/2023
|
0.00%
|
||||||||||||||
|
Lazer Logistics Inc
|
TL 1L 11/23
|
4
|
4
|
4
|
11/6/2023
|
0.00%
|
||||||||||||||
|
Lazer Logistics Inc
|
TL 1L B 05/23
|
195
|
193
|
197
|
5/4/2023
|
0.03%
|
||||||||||||||
|
Lazer Logistics Inc
|
TL 1L DD 05/23
|
30
|
29
|
30
|
5/4/2023
|
0.01%
|
||||||||||||||
|
Lazer Logistics Inc
|
TL 1L DD 11/23
|
7
|
7
|
7
|
11/6/2023
|
0.00%
|
||||||||||||||
|
Magna Legal Services LLC
|
TL 1L 11/22
|
226
|
223
|
228
|
11/22/2022
|
0.04%
|
||||||||||||||
|
Magna Legal Services LLC
|
TL 1L DD 11/22
|
63
|
63
|
64
|
11/22/2022
|
0.01%
|
||||||||||||||
|
Magna Legal Services LLC
|
TL 1L DD 12/23
|
13
|
11
|
11
|
12/22/2023
|
0.00%
|
||||||||||||||
|
MB2 Dental Solutions LLC
|
TL 1L 02/24
|
302
|
299
|
305
|
2/13/2024
|
0.05%
|
||||||||||||||
|
MB2 Dental Solutions LLC
|
TL 1L DD 1 02/24
|
106
|
38
|
39
|
2/13/2024
|
0.01%
|
||||||||||||||
|
MB2 Dental Solutions LLC
|
TL 1L DD 2 02/24
|
44
|
43
|
44
|
2/13/2024
|
0.01%
|
||||||||||||||
|
MB2 Dental Solutions LLC
|
TL Mezz 10/24 PIK
|
560
|
537
|
543
|
11/8/2024
|
0.09%
|
||||||||||||||
|
Navient Corp
|
TL 06/25 Class B
|
1,614
|
1,614
|
1,614
|
6/13/2025
|
0.27%
|
||||||||||||||
|
Navient Corp
|
TL 06/25 Class C
|
1,288
|
1,288
|
1,288
|
6/13/2025
|
0.22%
|
||||||||||||||
|
OEConnection LLC
|
TL 1L 04/24
|
183
|
182
|
185
|
4/22/2024
|
0.03%
|
||||||||||||||
|
OEConnection LLC
|
TL 1L DD 04/24
|
32
|
32
|
32
|
4/22/2024
|
0.01%
|
||||||||||||||
|
Opendoor Labs Inc
|
TL DD 02/25
|
1,487
|
991
|
994
|
2/25/2025
|
0.17%
|
||||||||||||||
|
Oxford Global Resources LLC
|
TL 1L 06/22
|
6,445
|
6,369
|
6,445
|
6/17/2022
|
1.08%
|
||||||||||||||
|
Oxford Global Resources LLC
|
TL 1L 08/21
|
1,438
|
1,424
|
1,438
|
8/17/2021
|
0.24%
|
||||||||||||||
|
Oxford Global Resources LLC
|
TL 1L DD 08/21
|
120
|
120
|
120
|
8/17/2021
|
0.02%
|
||||||||||||||
|
PartsSource Inc
|
TL 1L 10/21
|
1,289
|
1,274
|
1,289
|
10/18/2021
|
0.22%
|
||||||||||||||
|
PartsSource Inc
|
TL 1L DD 08/21
|
95
|
95
|
95
|
10/18/2021
|
0.02%
|
||||||||||||||
|
PartsSource Inc
|
TL 1L DD 10/23
|
367
|
265
|
265
|
3/28/2024
|
0.04%
|
||||||||||||||
|
Pretium Partners LLC P1
|
P1 Mezz TL Unsec 08/19
|
433
|
423
|
433
|
6/10/2024
|
0.07%
|
||||||||||||||
|
Pretium Partners LLC P2
|
TL 1L 12/21
|
3,271
|
3,206
|
3,205
|
12/16/2021
|
0.54%
|
||||||||||||||
|
Quimper AB
|
TL 1L B 11/24
|
1,012
|
1,043
|
1,161
|
1/13/2025
|
0.19%
|
||||||||||||||
|
Radwell International LLC
|
TL 1L 04/22
|
24
|
24
|
24
|
8/16/2022
|
0.00%
|
||||||||||||||
|
Radwell International LLC
|
TL 1L 12/22
|
886
|
886
|
891
|
12/1/2022
|
0.15%
|
||||||||||||||
|
Rockefeller Capital Management LP
|
TL 1L 04/24
|
170
|
168
|
170
|
4/4/2024
|
0.03%
|
||||||||||||||
|
ScionHealth
|
TL 1L B 12/21
|
2,371
|
2,269
|
945
|
12/17/2021
|
0.16%
|
||||||||||||||
|
Service Express Inc
|
TL 1L 08/24
|
196
|
195
|
197
|
8/15/2024
|
0.03%
|
||||||||||||||
|
Service Express Inc
|
TL 1L DD 08/24
|
47
|
10
|
11
|
8/15/2024
|
0.00%
|
||||||||||||||
|
Shaw Development LLC
|
TL 1L 10/23
|
147
|
145
|
135
|
10/30/2023
|
0.02%
|
||||||||||||||
|
SIRVA Worldwide Inc
|
TL 1L 08/24 (Superpriority)
|
269
|
269
|
269
|
8/20/2024
|
0.05%
|
||||||||||||||
|
SIRVA Worldwide Inc
|
TL 1L 08/24 (Takeback PIK)
|
1,136
|
1,114
|
1,136
|
8/20/2024
|
0.19%
|
||||||||||||||
|
SIRVA Worldwide Inc
|
TL 1L DD 08/24
|
1,008
|
627
|
638
|
8/22/2024
|
0.11%
|
||||||||||||||
|
Spotless Brands LLC
|
TL 1L 02/23
|
152
|
151
|
154
|
2/16/2023
|
0.03%
|
||||||||||||||
|
Spotless Brands LLC
|
TL 1L DD 02/23
|
232
|
230
|
234
|
2/16/2023
|
0.04%
|
||||||||||||||
|
Time Manufacturing Co
|
TL 1L 06/22
|
377
|
398
|
351
|
6/24/2022
|
0.06%
|
||||||||||||||
|
Time Manufacturing Co
|
TL 1L 12/21
|
933
|
923
|
761
|
12/1/2021
|
0.13%
|
||||||||||||||
|
Time Manufacturing Co
|
TL 1L 12/21
|
602
|
673
|
560
|
12/1/2021
|
0.09%
|
||||||||||||||
|
Vantage Specialty Chemicals Inc
|
TL 1L B 02/23
|
14,810
|
14,700
|
14,440
|
1/21/2021
|
2.42%
|
||||||||||||||
|
Woolpert Inc
|
TL 1L 05/24
|
247
|
247
|
249
|
5/8/2024
|
0.04%
|
||||||||||||||
|
Woolpert Inc
|
TL 1L DD 05/24
|
77
|
40
|
41
|
5/8/2024
|
0.01%
|
||||||||||||||
|
Zayo Group LLC
|
TL 1L B 03/20
|
5,178
|
4,807
|
5,013
|
3/19/2025
|
0.84%
|
||||||||||||||
|
Zellis Holdings Ltd
|
TL 1L B1 06/24
|
177
|
224
|
232
|
8/13/2024
|
0.04%
|
||||||||||||||
|
Zellis Holdings Ltd
|
TL 1L B2 DD 06/24
|
39
|
22
|
23
|
8/13/2024
|
0.00%
|
||||||||||||||
|
Zeus Industrial Products Inc
|
TL 1L 02/24
|
258
|
256
|
258
|
2/28/2024
|
0.04%
|
||||||||||||||
|
Zeus Industrial Products Inc
|
TL 1L DD 02/24
|
48
|
24
|
24
|
2/28/2024
|
0.00%
|
||||||||||||||
|
Revolver
|
||||||||||||||||||||
|
3Pillar Global Inc
|
Revolver 1L 11/21
|
186
|
28
|
16
|
11/23/2021
|
0.00%
|
||||||||||||||
|
48Forty Solutions LLC
|
Revolver 1L 03/22
|
610
|
487
|
160
|
3/11/2022
|
0.03%
|
||||||||||||||
|
Affordable Care Inc
|
Revolver 1L 08/21
|
177
|
57
|
53
|
8/2/2021
|
0.01%
|
||||||||||||||
|
Alacrity Solutions Group LLC
|
Revolver 1L 02/25
|
507
|
-
|
-
|
2/28/2025
|
0.00%
|
||||||||||||||
|
American Vision Partners
|
Revolver 1L 09/21
|
158
|
92
|
92
|
9/30/2021
|
0.02%
|
||||||||||||||
|
Amerivet Partners Management Inc
|
Revolver 1L 02/22
|
197
|
-
|
(1
|
)
|
2/25/2022
|
0.00%
|
|||||||||||||
|
Apex Service Partners LLC
|
Revolver 1L 09/24
|
26
|
-
|
-
|
9/24/2024
|
0.00%
|
||||||||||||||
|
Arcwood Environmental (fka Heritage Environmental Services Inc)
|
Revolver 1L 01/24
|
23
|
-
|
-
|
1/31/2024
|
0.00%
|
||||||||||||||
|
Avetta LLC
|
Revolver 1L 07/24 (Multicurrency)
|
5
|
-
|
-
|
7/26/2024
|
0.00%
|
||||||||||||||
|
Avetta LLC
|
Revolver 1L 07/24
|
11
|
-
|
-
|
7/26/2024
|
0.00%
|
||||||||||||||
|
Cadence Education LLC
|
Revolver 1L 05/24
|
18
|
-
|
-
|
5/1/2024
|
0.00%
|
||||||||||||||
|
CSafe Global
|
Revolver 1L 03/24
|
36
|
32
|
32
|
3/8/2024
|
0.01%
|
||||||||||||||
|
Dental365 LLC
|
Revolver 1L 05/24
|
32
|
-
|
-
|
5/31/2024
|
0.00%
|
||||||||||||||
|
DOXA Insurance Holdings LLC
|
Revolver 1L 12/23
|
10
|
1
|
1
|
12/20/2023
|
0.00%
|
||||||||||||||
|
Excelitas Technologies Corp
|
Revolver 1L 08/22
|
352
|
-
|
-
|
8/11/2022
|
0.00%
|
||||||||||||||
|
Fortna Group Inc
|
Revolver 1L 01/25
|
513
|
257
|
257
|
1/24/2025
|
0.04%
|
||||||||||||||
|
Foundation Risk Partners Corp
|
Revolver 1L 10/21
|
142
|
-
|
-
|
10/29/2021
|
0.00%
|
||||||||||||||
|
Galway Partners Holdings LLC
|
Revolver 1L 09/21
|
205
|
37
|
37
|
9/30/2021
|
0.01%
|
||||||||||||||
|
Granicus Inc
|
Revolver 1L 01/24
|
23
|
3
|
6
|
1/17/2024
|
0.00%
|
||||||||||||||
|
Highgate Hotels Inc
|
Revolver 1L 11/23
|
13
|
4
|
4
|
11/3/2023
|
0.00%
|
||||||||||||||
|
Insight Global LLC
|
Revolver 1L 11/24
|
428
|
32
|
55
|
11/1/2024
|
0.01%
|
||||||||||||||
|
Lazer Logistics Inc
|
Revolver 1L 05/23
|
24
|
-
|
-
|
5/4/2023
|
0.00%
|
||||||||||||||
|
Magna Legal Services LLC
|
Revolver 1L 11/22
|
27
|
-
|
-
|
11/22/2022
|
0.00%
|
||||||||||||||
|
MB2 Dental Solutions LLC
|
Revolver 1L 02/24
|
21
|
4
|
4
|
2/13/2024
|
0.00%
|
||||||||||||||
|
OEConnection LLC
|
Revolver 1L 04/24
|
20
|
-
|
-
|
4/22/2024
|
0.00%
|
||||||||||||||
|
Oxford Global Resources LLC
|
Revolver 1L 08/21
|
129
|
-
|
-
|
8/17/2021
|
0.00%
|
||||||||||||||
|
PartsSource Inc
|
Revolver 1L 10/21
|
87
|
44
|
44
|
10/18/2021
|
0.01%
|
||||||||||||||
|
Radwell International LLC
|
Revolver 1L 04/22
|
68
|
11
|
11
|
12/1/2022
|
0.00%
|
||||||||||||||
|
Service Express Inc
|
Revolver 1L 08/24
|
27
|
-
|
-
|
8/15/2024
|
0.00%
|
||||||||||||||
|
Time Manufacturing Co
|
Revolver 1L 12/21
|
154
|
143
|
115
|
12/1/2021
|
0.02%
|
||||||||||||||
|
Tropicana Products Inc
|
Revolver 1L 02/25
|
530
|
416
|
416
|
2/27/2025
|
0.07%
|
||||||||||||||
|
Woolpert Inc
|
Revolver 1L 05/24
|
39
|
2
|
2
|
5/8/2024
|
0.00%
|
||||||||||||||
|
Zeus Industrial Products Inc
|
Revolver 1L 02/24
|
36
|
-
|
-
|
2/28/2024
|
0.00%
|
||||||||||||||
|
High Yield
|
||||||||||||||||||||
|
Global Lending Services LLC
|
12.500% 02/2033
|
|
150
|
150
|
150
|
2/5/2025
|
0.03%
|
|||||||||||||
|
Global Lending Services LLC
|
12.500% 05/2033
|
|
90
|
90
|
90
|
5/5/2025
|
0.02%
|
|||||||||||||
|
Global Lending Services LLC
|
12.500% 12/2032
|
|
141
|
141
|
141
|
8/5/2024
|
0.02%
|
|||||||||||||
|
Global Lending Services LLC
|
12.500% 12/2032 - Nov 2024
|
140
|
140
|
140
|
11/5/2024
|
0.02%
|
||||||||||||||
|
IQUW UK Ltd
|
8.807% 01/2035 Senior HoldCo
|
3,552
|
3,552
|
3,552
|
3/19/2025
|
0.60%
|
||||||||||||||
|
Ultra Electronics Holdings Ltd
|
7.250% 01/2030
|
|
870
|
852
|
870
|
8/4/2022
|
0.15%
|
|||||||||||||
|
Ultra Electronics Holdings Ltd
|
9.000% PIK 01/2031
|
2,798
|
2,746
|
2,798
|
8/4/2022
|
0.47%
|
||||||||||||||
|
Zayo Group LLC
|
4.000% 03/2027144A
|
|
6,234
|
5,865
|
5,936
|
10/17/2023
|
1.00%
|
|||||||||||||
|
Asset Backed Securities
|
||||||||||||||||||||
|
Santander Mortgage Asset Receivable Trust 2025-NQM1
|
SAN 2025-NQM1 AIOS
|
45,158
|
371
|
339
|
3/14/2025
|
0.06%
|
||||||||||||||
|
Santander Mortgage Asset Receivable Trust 2025-NQM1
|
SAN 2025-NQM1 B2
|
757
|
734
|
718
|
3/14/2025
|
0.12%
|
||||||||||||||
|
Santander Mortgage Asset Receivable Trust 2025-NQM1
|
SAN 2025-NQM1 B3
|
781
|
762
|
710
|
3/14/2025
|
0.12%
|
||||||||||||||
|
Santander Mortgage Asset Receivable Trust 2025-NQM1
|
SAN 2025-NQM1 XS
|
45,158
|
1,551
|
1,861
|
3/14/2025
|
0.31%
|
||||||||||||||
|
Sunrun Bacchus Issuer 2025-1 LLC
|
SUNRN 2025-1A A2B
|
12,224
|
12,140
|
12,186
|
7/24/2025
|
2.05%
|
||||||||||||||
|
Equity & Other Investments
|
||||||||||||||||||||
|
Affordable Care Inc
|
11.750% 12/2069 PIK
|
677,000
|
664
|
677
|
8/2/2021
|
0.11%
|
||||||||||||||
|
Aimbridge Acquisition Co Inc
|
Common Stock
|
164,811
|
16,742
|
10,931
|
3/11/2025
|
1.83%
|
||||||||||||||
|
Alacrity Solutions Group LLC
|
8.000% Pref Equity
|
674
|
827
|
507
|
2/28/2025
|
0.09%
|
||||||||||||||
|
Alacrity Solutions Group LLC
|
Common Stock
|
630
|
699
|
68
|
2/28/2025
|
0.01%
|
||||||||||||||
|
Altitude II
|
Private Equity
|
588,003
|
588
|
617
|
12/15/2022
|
0.10%
|
||||||||||||||
|
American Vision Partners
|
Private Equity
|
53,939
|
55
|
45
|
9/30/2021
|
0.01%
|
||||||||||||||
|
Amerivet Partners Management Inc
|
11.500% 12/2059 PIK
|
298
|
289
|
219
|
2/25/2022
|
0.04%
|
||||||||||||||
|
athenahealth Inc
|
Private Equity
|
12,641,498
|
12,641
|
18,712
|
2/15/2022
|
3.14%
|
||||||||||||||
|
Auxilior Capital Partners Inc
|
14.500 %04/2030
|
|
1
|
100
|
101
|
4/30/2024
|
0.02%
|
|||||||||||||
|
Avenue One PropCo
|
Private Equity
|
2,443,830
|
2,444
|
1,874
|
3/15/2024
|
0.31%
|
||||||||||||||
|
Belk Inc
|
Common Stock
|
9,586
|
149
|
246
|
7/22/2024
|
0.04%
|
||||||||||||||
|
Discover Financial Services
|
Private Equity
|
416,840
|
417
|
436
|
9/6/2024
|
0.07%
|
||||||||||||||
|
Foresight Energy LLC
|
Common Stock
|
17,979
|
205
|
134
|
6/30/2020
|
0.02%
|
||||||||||||||
|
Global Lending Services LLC
|
Private Equity
|
130,422
|
130
|
157
|
8/5/2024
|
0.03%
|
||||||||||||||
|
Kestra Financial Inc
|
12.000% PIK 12/2031
|
123
|
123
|
123
|
2/3/2025
|
0.02%
|
||||||||||||||
|
Magna Legal Services LLC
|
Common Stock
|
618
|
62
|
102
|
11/22/2022
|
0.02%
|
||||||||||||||
|
MB2 Dental Solutions LLC
|
Warrants 08/15/2031
|
21,438
|
10
|
9
|
11/14/2024
|
0.00%
|
||||||||||||||
|
Pretium Partners LLC P2
|
Private Equity
|
1,635,306
|
1,603
|
1,849
|
12/16/2021
|
0.31%
|
||||||||||||||
|
Pure Gym Ltd
|
Private Equity
|
1,416,469
|
1,925
|
2,633
|
1/28/2022
|
0.44%
|
||||||||||||||
|
SIRVA Worldwide Inc
|
15.250% 08/2030 (Class A)
|
490
|
486
|
77
|
8/20/2024
|
0.01%
|
||||||||||||||
|
SIRVA Worldwide Inc
|
15.250% 08/2030 (Class B)
|
15
|
7
|
2
|
8/20/2024
|
0.00%
|
||||||||||||||
|
SIRVA Worldwide Inc
|
Common Stock (Class A)
|
2,131
|
6
|
-
|
8/20/2024
|
0.00%
|
||||||||||||||
|
SIRVA Worldwide Inc
|
Common Stock (Class B)
|
1,646
|
2
|
-
|
8/20/2024
|
0.00%
|
||||||||||||||
|
SunPower Financial
|
Private Equity
|
27,301
|
27
|
30
|
6/7/2023
|
0.01%
|
||||||||||||||
|
Ultra Electronics Holdings Ltd
|
Private Equity (B Shares)
|
43,729
|
-
|
83
|
9/8/2022
|
0.01%
|
||||||||||||||
|
Ultra Electronics Holdings Ltd
|
Private Equity
|
13,548,132
|
135
|
259
|
8/2/2022
|
0.04%
|
||||||||||||||
|
Yak Access LLC
|
Common Stock
|
11,000
|
-
|
1
|
3/10/2023
|
0.00%
|
||||||||||||||
|
Total
|
$
|
231,292
|
$
|
226,220
|
||||||||||||||||