NPORT-EX 2 kcop4.htm SCHEDULE OF INVESTMENTS
 KKR  Credit Opportunities Portfolio
 July 31, 2022

SCHEDULE OF INVESTMENTS (Unaudited)
                                
 
    
(Stated in United States Dollars, unless otherwise noted)
                                
 
    
Issuer
 
Asset
 
Reference Rate & Spread
 
Interest Rate
 
Maturity Date
 
Country
 
Currency
 
 Par
 
  
 Fair Value
 
Footnotes
Corporate Loans - 68.32%
                                      
Aerospace & Defense - 1.88%
                                      
        Amentum Services Inc
  
TL 2L 12/21
  
SOFR (3M) + 7.50%
  
9.43%
  
2/15/2030
  
USA
  
USD
  
         2,767,140
   $
            2,586,169
  
(b) (d) (h)
        Arcfield Acquisition Corp
  
Revolver 1L 03/22
  
LIBOR (3M) + 5.75%
  
8.54%
  
3/10/2027
  
USA
  
USD
  
            143,583
    
                   (3,331)
  
(a) (b) (e) (h) (i)
        Arcfield Acquisition Corp
  
TL 1L 03/22
  
LIBOR (3M) + 5.75%
  
8.54%
  
3/10/2028
  
USA
  
USD
  
            986,657
    
                 963,767
  
(a) (b) (d) (h)
        EaglePicher Technologies LLC
  
TL 2L 02/18
  
LIBOR (1M) + 7.25%
  
9.62%
  
3/8/2026
  
USA
  
USD
  
         2,506,459
    
              1,888,203
  
(d)
        Sequa Corp
  
TL 1L 07/20
  
LIBOR (3M) + 6.75%
  
8.30%
  
11/28/2023
  
USA
  
USD
  
         4,081,004
    
              4,073,373
  
(d)
        Ultra Electronics Holdings PLC
  
TL 1L B 11/21
  
LIBOR (3M) + 3.75%
  
6.54%
  
11/17/2028
  
GBR
  
USD
  
            133,190
    
                 128,404
  
(a) (d)
        Ultra Electronics Holdings PLC
  
TL 1L B 11/21
  
LIBOR (3M) + 3.75%
  
3.98%
  
11/17/2028
  
LUX
  
EUR
  
            104,000
    
                   99,649
  
(a) (d)
                                       
Air Freight & Logistics - 1.36%
                                      
        Envirotainer Ltd
  
TL 1L B1 07/22
  
EURIBOR (3M) + 6.00%
  
6.23%
  
7/29/2029
  
SWE
  
EUR
  
         4,739,642
    
              4,723,129
  
(b) (h)
        Envirotainer Ltd
  
TL 1L B2 07/22
  
SOFR (3M) + 5.75%
  
8.36%
  
7/29/2029
  
SWE
  
USD
  
         2,411,934
    
              2,351,681
  
(b) (d) (h)
        Envirotainer Ltd
  
TL 1L DD 07/22
  
EURIBOR (3M) + 6.00%
  
6.23%
  
7/29/2029
  
SWE
  
EUR
  
            865,234
    
                 (22,582)
  
(b) (e) (h) (i)
                                       
Alternative Carriers - 1.36%
                                      
        Segra
  
TL 1L B 08/21
  
LIBOR (3M) + 4.50%
  
6.75%
  
10/4/2028
  
USA
  
USD
  
         7,412,639
    
              7,030,444
  
(d)
                                       
Apparel, Accessories & Luxury Goods - 4.00%
                                      
        Varsity Brands Inc
  
TL 1L 11/17
  
LIBOR (1M) + 3.50%
  
5.87%
  
12/16/2024
  
USA
  
USD
  
       21,762,856
    
            20,738,805
  
(d)
                                       
Application Software - 8.11%
                                      
        Community Brands Inc
  
Revolver 1L 02/22
  
SOFR (3M) + 5.75%
  
8.54%
  
2/24/2028
  
USA
  
USD
  
              60,610
    
                   (1,970)
  
(a) (b) (e) (h) (i)
        Community Brands Inc
  
TL 1L 02/22
  
SOFR (3M) + 5.75%
  
8.18%
  
2/24/2028
  
USA
  
USD
  
         1,027,724
    
                 994,323
  
(a) (b) (d) (h)
        Community Brands Inc
  
TL 1L DD 02/22
  
SOFR (3M) + 5.75%
  
8.54%
  
2/24/2028
  
USA
  
USD
  
            121,212
    
                   (3,939)
  
(a) (b) (e) (h) (i)
        Follett Software Co
  
Revolver 1L 08/21
  
SOFR (3M) + 5.75%
  
8.54%
  
8/31/2027
  
USA
  
USD
  
            136,050
    
                   (2,721)
  
(b) (e) (h) (i)
        Follett Software Co
  
TL 1L 08/21
  
SOFR (3M) + 5.75%
  
8.54%
  
8/31/2028
  
USA
  
USD
  
         1,541,949
    
              1,511,110
  
(b) (d) (h)
        Med-Metrix
  
Revolver 1L 09/21
  
LIBOR (3M) + 6.00%
  
0.50%
  
9/15/2027
  
USA
  
USD
  
            158,828
    
                           -
  
(a) (b) (e) (h) (i)
        Med-Metrix
  
TL 1L 09/21
  
LIBOR (3M) + 6.00%
  
7.00%
  
9/15/2027
  
USA
  
USD
  
         1,261,093
    
              1,261,093
  
(a) (b) (d) (h)
        Med-Metrix
  
TL 1L DD 09/21
  
LIBOR (3M) + 6.00%
  
1.00%
  
9/15/2027
  
USA
  
USD
  
            634,994
    
                 126,744
  
(a) (b) (e) (h) (i)
        Misys Ltd
  
TL 1L 04/17
  
LIBOR (3M) + 3.50%
  
6.87%
  
6/13/2024
  
USA
  
USD
  
         2,877,805
    
              2,696,331
  
(d)
        Misys Ltd
  
TL 2L 04/17 USD
  
LIBOR (3M) + 7.25%
  
10.62%
  
6/13/2025
  
USA
  
USD
  
         9,735,446
    
              8,622,003
  
(d)
        SAMBA Safety Inc
  
Revolver 1L 09/21
  
LIBOR (3M) + 5.25%
  
2.25%
  
9/1/2027
  
USA
  
USD
  
              41,810
    
                     9,996
  
(a) (b) (e) (h) (i)
        SAMBA Safety Inc
  
TL 1L 09/21
  
LIBOR (3M) + 5.25%
  
7.50%
  
9/1/2027
  
USA
  
USD
  
            467,968
    
                 462,867
  
(a) (b) (d) (h)
        SAMBA Safety Inc
  
TL 1L DD 09/21
  
LIBOR (3M) + 5.75%
  
1.00%
  
9/1/2027
  
USA
  
USD
  
            104,520
    
                   (1,139)
  
(a) (b) (e) (h) (i)
        Solera LLC
  
TL 2L 06/21
  
LIBOR (1M) + 8.00%
  
9.80%
  
6/4/2029
  
USA
  
USD
  
       16,105,314
    
            16,065,051
  
(d)
        TIBCO Software Inc
  
TL 2L 02/20
  
LIBOR (1M) + 7.25%
  
9.63%
  
3/3/2028
  
USA
  
USD
  
       10,435,002
    
            10,382,827
  
(d)
                                       
Auto Parts & Equipment - 0.55%
                                      
        Innovative XCessories & Services LLC
  
TL 1L 02/20
  
LIBOR (1M) + 4.25%
  
6.62%
  
3/5/2027
  
USA
  
USD
  
         1,232,482
    
                 905,874
  
(d)
        Rough Country LLC
  
TL 2L 07/21
  
LIBOR (3M) + 6.50%
  
8.75%
  
7/30/2029
  
USA
  
USD
  
            861,230
    
                 827,319
  
(d)
        Wheel Pros Inc
  
TL 1L B 05/21
  
LIBOR (1M) + 4.50%
  
6.66%
  
5/11/2028
  
USA
  
USD
  
         1,352,573
    
              1,140,990
  
(d)
                                       
Broadcasting - 4.04%
                                      
        NEP Broadcasting LLC
  
TL 1L 05/20
  
LIBOR (3M) + 8.25%
  
10.50%
  
6/1/2025
  
USA
  
USD
  
            151,157
    
                 155,691
  
(b) (d) (h)
        NEP Broadcasting LLC
  
TL 1L B 09/18
  
LIBOR (1M) + 3.25%
  
5.62%
  
10/20/2025
  
USA
  
USD
  
         8,802,282
    
              8,307,154
  
(d)
        NEP Broadcasting LLC
  
TL 2L 09/18
  
LIBOR (1M) + 7.00%
  
9.37%
  
10/19/2026
  
USA
  
USD
  
       13,482,722
    
            12,471,585
  
(d)
                                       
Building Products - 1.06%
                                      
        DiversiTech Holdings Inc
  
TL 2L B 12/21
  
LIBOR (3M) + 6.75%
  
9.00%
  
12/15/2029
  
USA
  
USD
  
         1,945,020
    
              1,833,181
  
(d)
        VC GB Holdings Inc (Visual Comfort)
  
TL 2L 06/21
  
LIBOR (3M) + 6.75%
  
9.63%
  
7/23/2029
  
USA
  
USD
  
         4,110,401
    
              3,675,377
  
(d)
                                       
Construction & Engineering - 2.63%
                                      
        Brand Energy & Infrastructure Services Inc
  
TL 1L 05/17
  
LIBOR (3M) + 4.25%
  
6.94%
  
6/21/2024
  
USA
  
USD
  
            715,832
    
                 655,641
  
(d)
        Total Safety US Inc
  
TL 1L B 07/19
  
LIBOR (3M) + 6.00%
  
7.01%
  
8/18/2025
  
USA
  
USD
  
         6,607,874
    
              6,360,079
  
(a) (d)
        USIC Holdings Inc
  
TL 2L 05/21
  
LIBOR (1M) + 6.50%
  
8.87%
  
5/14/2029
  
USA
  
USD
  
         2,682,939
    
              2,445,955
  
(a) (d)
        Yak Access LLC
  
TL 1L B 05/18
  
LIBOR (3M) + 5.00%
  
6.57%
  
7/11/2025
  
USA
  
USD
  
         6,708,950
    
              4,161,226
  
(d)
                                       
Construction Machinery & Heavy Trucks - 1.46%
                                      
        Accuride Corp
  
TL 1L B 10/17
  
LIBOR (3M) + 5.25%
  
7.50%
  
11/17/2023
  
USA
  
USD
  
         8,662,381
    
              7,568,799
  
(d)
                                       
Data Processing & Outsourced Services - 0.56%
                                      
        Encora Digital Inc
  
TL 1L 12/21
  
LIBOR (6M) + 5.50%
  
8.29%
  
12/13/2028
  
CYM
  
USD
  
         1,652,370
    
              1,558,681
  
(a) (b) (d) (h)
        Encora Digital Inc
  
TL 1L 12/21
  
9.75%
  
9.75%
  
12/13/2029
  
CYM
  
USD
  
            459,686
    
                 432,059
  
(a) (b) (f) (h)
        Encora Digital Inc
  
TL 1L DD 12/21
  
LIBOR (6M) + 5.50%
  
8.29%
  
12/13/2028
  
CYM
  
USD
  
            398,160
    
                 (22,576)
  
(a) (b) (e) (h) (i)
        West Corp
  
TL 1L 09/17
  
LIBOR (1M) + 4.00%
  
6.37%
  
10/10/2024
  
USA
  
USD
  
         1,141,288
    
                 957,261
  
(d)
                                       
Department Stores - 0.08%
                                      
        Belk Inc
  
TL 1L 02/21
  
LIBOR (3M) + 7.50%
  
9.01%
  
7/31/2025
  
USA
  
USD
  
              53,180
    
                   47,979
  
(a) (d)
        Belk Inc
  
TL 1L EXIT 02/21
  
8.00% PIK, 5.00%
  
10.00%
  
7/31/2025
  
USA
  
USD
  
            966,743
    
                 366,879
  
(a) (d) (f)
                                       
Distributors - 1.79%
                                      
        Caldic BV
  
TL 1L B 01/22
  
SOFR (6M) + 4.00%
  
4.67%
  
2/26/2029
  
NLD
  
USD
  
            108,388
    
                   99,717
  
(d)
        Caldic BV
  
TL 1L B 02/22
  
EURIBOR (6M) + 4.00%
  
4.00%
  
2/4/2029
  
NLD
  
EUR
  
              61,831
    
                   58,739
  
(d)
        Caldic BV
  
TL 2L 03/22
  
SOFR (3M) + 7.25%
  
10.04%
  
12/30/2029
  
NLD
  
USD
  
         6,499,085
    
              6,153,333
  
(b) (d) (h)
        Parts Town LLC
  
TL 1L 11/21
  
LIBOR (3M) + 5.50%
  
8.29%
  
11/1/2028
  
USA
  
USD
  
            842,305
    
                 810,971
  
(a) (b) (d) (h)
        Parts Town LLC
  
TL 1L B 11/21
  
LIBOR (6M) + 5.50%
  
7.75%
  
11/1/2028
  
USA
  
USD
  
            924,867
    
                 890,462
  
(a) (b) (h)
        Parts Town LLC
  
TL 1L DD 11/21
  
LIBOR (3M) + 5.50%
  
8.29%
  
11/1/2028
  
USA
  
USD
  
         1,291,084
    
              1,243,056
  
(a) (b) (d) (h) (i)
                                       
Diversified Metals & Mining - 0.02%
                                      
        Foresight Energy LLC
  
TL 1L A 06/20
  
LIBOR (3M) + 8.00%
  
10.25%
  
6/30/2027
  
USA
  
USD
  
            122,639
    
                 122,639
  
(a) (b) (d) (h)
                                       
Diversified Support Services - 0.03%
                                      
        Access CIG LLC
  
TL 2L 02/18
  
LIBOR (3M) + 7.75%
  
9.32%
  
2/27/2026
  
USA
  
USD
  
            143,000
    
                 137,280
  
(d)
                                       
Education Services - 1.40%
                                      
        Jostens Inc
  
TL 1L 12/18
  
LIBOR (3M) + 5.50%
  
6.51%
  
12/19/2025
  
USA
  
USD
  
         7,536,255
    
              7,277,234
  
(d)
                                       
Electronic Equipment & Instruments  - 0.69%
                                      
        Excelitas Technologies Corp
  
TL 2L 10/17
  
LIBOR (3M) + 7.50%
  
9.79%
  
12/1/2025
  
USA
  
USD
  
         3,690,005
    
              3,588,530
  
(a) (d)
                                       
Environmental & Facilities Services - 1.23%
                                      
        48Forty Solutions LLC
  
Revolver 1L 03/22
  
SOFR (3M) + 6.00%
  
0.50%
  
11/30/2026
  
USA
  
USD
  
            610,068
    
                 (11,591)
  
(a) (b) (e) (h) (i)
        48Forty Solutions LLC
  
TL 1L 02/22
  
SOFR (3M) + 6.00%
  
7.23%
  
11/30/2026
  
USA
  
USD
  
         4,747,583
    
              4,657,379
  
(a) (b) (d) (h)
        48Forty Solutions LLC
  
TL 1L 03/22
  
SOFR (3M) + 6.00%
  
7.22%
  
11/30/2026
  
USA
  
USD
  
         1,969,304
    
              1,931,888
  
(a) (b) (d) (h)
        48Forty Solutions LLC
  
TL 1L DD 03/22
  
SOFR (3M) + 6.00%
  
1.00%
  
11/30/2026
  
USA
  
USD
  
         1,203,805
    
                 (22,872)
  
(a) (b) (e) (h) (i)
                                       
Financial Exchanges & Data - 0.14%
                                      
        IntraFi Network LLC
  
TL 2L 11/21
  
LIBOR (1M) + 6.25%
  
8.12%
  
11/5/2029
  
USA
  
USD
  
            751,420
    
                 712,598
  
(d)
                                       
Health Care Equipment - 5.54%
                                      
        Drive DeVilbiss Healthcare LLC
  
TL 1L 03/21
  
LIBOR (3M) + 9.50%
  
10.51%
  
6/1/2025
  
USA
  
USD
  
       19,725,185
    
            18,689,613
  
(a) (f)
        Orchid Orthopedic Solutions LLC
  
TL 1L 02/19
  
LIBOR (3M) + 4.50%
  
6.75%
  
3/5/2026
  
USA
  
USD
  
         6,955,722
    
              6,016,699
  
(d)
        PartsSource Inc
  
Revolver 1L 10/21
  
LIBOR (3M) + 5.75%
  
8.54%
  
8/21/2026
  
USA
  
USD
  
              87,104
    
                   (2,308)
  
(a) (b) (e) (h) (i)
        PartsSource Inc
  
TL 1L 10/21
  
LIBOR (3M) + 5.75%
  
8.54%
  
8/23/2028
  
USA
  
USD
  
         1,328,938
    
              1,293,721
  
(a) (b) (d) (h)
        PartsSource Inc
  
TL 1L DD 08/21
  
LIBOR (3M) + 5.75%
  
1.00%
  
8/23/2028
  
USA
  
USD
  
            464,562
    
                 (12,311)
  
(a) (b) (e) (h) (i)
        Tecomet Inc
  
TL 1L 10/17
  
LIBOR (3M) + 3.50%
  
5.79%
  
5/1/2024
  
USA
  
USD
  
         3,052,667
    
              2,671,084
  
(d)
                                       
Health Care Facilities - 0.85%
                                      
        Lakefield Veterinary Group
  
TL 1L 11/21
  
LIBOR (1M) + 5.50%
  
8.29%
  
11/23/2028
  
USA
  
USD
  
         2,210,623
    
              2,147,621
  
(b) (d) (h)
        Lakefield Veterinary Group
  
TL 1L DD 11/21
  
LIBOR (1M) + 5.50%
  
1.93%
  
11/23/2028
  
USA
  
USD
  
         1,267,611
    
                 383,418
  
(b) (e) (h) (i)
        ScionHealth
  
TL 1L B 12/21
  
LIBOR (1M) + 5.25%
  
7.62%
  
12/23/2028
  
USA
  
USD
  
         2,445,989
    
              1,897,170
  
(d)
                                       
Health Care Services - 1.66%
                                      
        Affordable Care Inc
  
Revolver 1L 08/21
  
LIBOR (3M) + 5.50%
  
0.50%
  
8/2/2027
  
USA
  
USD
  
            177,081
    
                   (3,365)
  
(a) (b) (e) (h) (i)
        Affordable Care Inc
  
TL 1L 08/21
  
LIBOR (3M) + 5.50%
  
7.75%
  
8/2/2028
  
USA
  
USD
  
         1,591,917
    
              1,561,671
  
(a) (b) (d) (h)
        Affordable Care Inc
  
TL 1L DD 08/21
  
LIBOR (3M) + 5.50%
  
1.38%
  
8/2/2028
  
USA
  
USD
  
            599,276
    
                   70,125
  
(a) (b) (e) (h) (i)
        American Vision Partners
  
Revolver 1L 09/21
  
LIBOR (3M) + 5.75%
  
0.50%
  
9/30/2026
  
USA
  
USD
  
            158,140
    
                   (3,969)
  
(a) (b) (e) (h) (i)
        American Vision Partners
  
TL 1L 09/21
  
LIBOR (3M) + 5.75%
  
8.56%
  
9/30/2027
  
USA
  
USD
  
         1,914,820
    
              1,866,758
  
(a) (b) (d) (h)
        American Vision Partners
  
TL 1L DD 09/21
  
LIBOR (3M) + 5.75%
  
5.77%
  
9/30/2027
  
USA
  
USD
  
            790,690
    
                 770,844
  
(a) (b) (h) (i)
        Amerivet Partners Management Inc
  
Revolver 1L 02/22
  
SOFR (3M) + 5.50%
  
8.29%
  
2/25/2028
  
USA
  
USD
  
            197,240
    
                   (6,844)
  
(a) (b) (e) (h) (i)
        Amerivet Partners Management Inc
  
TL 1L 02/22
  
SOFR (3M) + 5.50%
  
7.70%
  
2/25/2028
  
USA
  
USD
  
         2,246,859
    
              2,168,893
  
(a) (b) (d) (h)
        Amerivet Partners Management Inc
  
TL 1L DD 02/22
  
SOFR (3M) + 5.50%
  
7.86%
  
2/25/2028
  
USA
  
USD
  
         1,577,920
    
                 (54,754)
  
(a) (b) (e) (h) (i)
        Novotech Pty Ltd
  
TL 1L 01/22
  
SOFR (3M) + 5.75%
  
8.04%
  
1/13/2028
  
AUS
  
USD
  
         1,144,851
    
              1,122,183
  
(a) (b) (d) (h)
        Novotech Pty Ltd
  
TL 1L 01/22 (AUD)
  
BBSY (1M) + 5.25%
  
5.75%
  
1/13/2028
  
AUS
  
AUD
  
         1,579,895
    
              1,077,269
  
(a) (b) (d) (h)
        Novotech Pty Ltd
  
TL 1L DD 01/22
  
SOFR (1M) + 5.75%
  
8.11%
  
1/13/2028
  
AUS
  
USD
  
            266,244
    
                   (5,272)
  
(a) (b) (e) (h) (i)
        Paradigm Acquisition Corp
  
TL 2L 10/18 LC
  
LIBOR (1M) + 7.50%
  
9.87%
  
10/26/2026
  
USA
  
USD
  
              11,538
    
                   11,279
  
(d)
                                       
Health Care Technology - 0.07%
                                      
        athenahealth Inc
  
TL 1L 01/22
  
SOFR (1M) + 3.50%
  
5.65%
  
2/15/2029
  
USA
  
USD
  
            367,585
    
                 351,425
    
        athenahealth Inc
  
TL 1L DD 01/22
  
SOFR (1M) + 3.50%
  
6.29%
  
2/15/2029
  
USA
  
USD
  
              54,442
    
                   (2,393)
  
(e) (i)
                                       
Hotels, Resorts & Cruise Lines - 1.00%
                                      
        B&B Hotels SAS
  
TL 1L B3A 01/20
  
EURIBOR (6M) + 3.88%
  
3.88%
  
7/31/2026
  
FRA
  
EUR
  
         1,886,660
    
              1,736,035
  
(d)
        B&B Hotels SAS
  
TL 1L B4 03/21
  
EURIBOR (6M) + 5.50%
  
5.50%
  
7/31/2026
  
FRA
  
EUR
  
            337,480
    
                 326,812
  
(d)
        NCL Corp Ltd
  
TL 1L A 06/16
  
LIBOR (3M) + 2.00%
  
4.25%
  
1/2/2024
  
USA
  
USD
  
         2,780,342
    
              2,610,922
  
(d)
        Piolin BidCo SAU
  
TL 1L B 05/20
  
EURIBOR (6M) + 7.50%
  
7.73%
  
9/16/2026
  
ESP
  
EUR
  
            539,891
    
                 550,414
  
(d)
                                       
Human Resource & Employment Services - 3.04%
                                      
        Insight Global LLC
  
Revolver 1L 09/21
  
LIBOR (3M) + 6.00%
  
1.09%
  
9/22/2027
  
USA
  
USD
  
            427,591
    
                   20,567
  
(a) (b) (e) (h) (i)
        Insight Global LLC
  
TL 1L 02/22
  
LIBOR (3M) + 6.00%
  
8.25%
  
9/22/2028
  
USA
  
USD
  
         1,048,221
    
              1,020,024
  
(a) (b) (d) (h)
        Insight Global LLC
  
TL 1L 09/21
  
LIBOR (3M) + 6.00%
  
8.30%
  
9/22/2028
  
USA
  
USD
  
         5,415,063
    
              5,269,398
  
(a) (b) (d) (h)
        Oxford Global Resources LLC
  
Revolver 1L 08/21
  
SOFR (1M) + 6.00%
  
3.35%
  
8/17/2027
  
USA
  
USD
  
            128,823
    
                   81,390
  
(a) (b) (e) (h) (i)
        Oxford Global Resources LLC
  
TL 1L 06/22
  
SOFR (1M) + 6.00%
  
8.79%
  
8/17/2027
  
USA
  
USD
  
         6,644,108
    
              6,523,185
  
(a) (b) (d) (h)
        Oxford Global Resources LLC
  
TL 1L 08/21
  
SOFR (1M) + 6.00%
  
7.10%
  
8/17/2027
  
USA
  
USD
  
         1,483,133
    
              1,456,140
  
(a) (b) (d) (h)
        Oxford Global Resources LLC
  
TL 1L DD 08/21
  
SOFR (1M) + 6.00%
  
1.00%
  
8/17/2027
  
USA
  
USD
  
            257,645
    
                   (4,689)
  
(a) (b) (e) (h) (i)
        SIRVA Worldwide Inc
  
TL 1L 07/18
  
LIBOR (3M) + 5.50%
  
7.82%
  
8/4/2025
  
USA
  
USD
  
         1,638,068
    
              1,475,080
  
(d)
        SIRVA Worldwide Inc
  
TL 2L 07/18
  
LIBOR (3M) + 9.50%
  
11.71%
  
8/3/2026
  
USA
  
USD
  
              59,000
    
                   49,806
  
(d)
                                       
Industrial Machinery - 1.38%
                                      
        CPM Holdings Inc
  
TL 2L 10/18
  
LIBOR (1M) + 8.25%
  
9.96%
  
11/16/2026
  
USA
  
USD
  
            371,172
    
                 358,181
  
(d)
        Engineered Machinery Holdings Inc
  
TL 2L 08/21
  
LIBOR (3M) + 6.00%
  
8.25%
  
5/21/2029
  
USA
  
USD
  
            297,640
    
                 285,920
  
(d)
        SPX Corp
  
TL 1L B 03/22
  
SOFR (1M) + 4.50%
  
6.93%
  
4/5/2029
  
USA
  
USD
  
         4,855,080
    
              4,606,281
  
(d)
        Time Manufacturing Co
  
Revolver 1L 12/21
  
LIBOR (3M) + 6.50%
  
2.63%
  
12/1/2027
  
USA
  
USD
  
            153,560
    
                   58,913
  
(a) (b) (e) (h) (i)
        Time Manufacturing Co
  
TL 1L 06/22
  
EURIBOR (3M) + 6.50%
  
7.25%
  
12/1/2027
  
USA
  
EUR
  
            374,208
    
                 355,839
  
(a) (b) (d) (h)
        Time Manufacturing Co
  
TL 1L 12/21
  
LIBOR (3M) + 6.50%
  
9.29%
  
12/1/2027
  
USA
  
USD
  
            926,079
    
                 860,420
  
(a) (b) (d) (h)
        Time Manufacturing Co
  
TL 1L 12/21
  
EURIBOR (3M) + 6.50%
  
7.25%
  
12/1/2027
  
USA
  
EUR
  
            597,000
    
                 567,694
  
(a) (b) (d) (h)
                                       
Insurance Brokers - 2.74%
                                      
        Alera Group Intermediate Holdings Inc
  
TL 1L 09/21
  
LIBOR (3M) + 5.50%
  
8.31%
  
10/2/2028
  
USA
  
USD
  
            658,554
    
                 639,719
  
(a) (b) (d) (h)
        Alera Group Intermediate Holdings Inc
  
TL 1L DD 09/21
  
LIBOR (3M) + 5.50%
  
4.59%
  
10/2/2028
  
USA
  
USD
  
            187,134
    
                 175,373
  
(a) (b) (e) (h) (i)
        Alera Group Intermediate Holdings Inc
  
TL 1L DD 12/21
  
LIBOR (3M) + 5.50%
  
8.31%
  
10/2/2028
  
USA
  
USD
  
            540,691
    
                 133,747
  
(a) (b) (e) (h) (i)
        CFC Underwriting Ltd
  
TL 1L 05/22
  
SOFR (3M) + 5.50%
  
8.29%
  
5/16/2029
  
GBR
  
USD
  
         5,343,384
    
              5,149,953
  
(a) (b) (d) (h)
        CFC Underwriting Ltd
  
TL 1L DD 05/22
  
SOFR (3M) + 5.50%
  
1.10%
  
5/16/2029
  
GBR
  
USD
  
            801,508
    
                 (29,015)
  
(a) (b) (e) (h) (i)
        Foundation Risk Partners Corp
  
Revolver 1L 10/21
  
LIBOR (3M) + 5.75%
  
0.38%
  
10/29/2027
  
USA
  
USD
  
            141,750
    
                   (5,231)
  
(a) (b) (e) (h) (i)
        Foundation Risk Partners Corp
  
TL 1L 03/22
  
LIBOR (1M) + 5.50%
  
7.75%
  
10/29/2028
  
USA
  
USD
  
            838,028
    
                 807,104
  
(a) (b) (d) (h)
        Foundation Risk Partners Corp
  
TL 1L 10/21
  
LIBOR (3M) + 5.75%
  
8.54%
  
10/29/2028
  
USA
  
USD
  
         1,339,064
    
              1,289,652
  
(a) (b) (d) (h)
        Foundation Risk Partners Corp
  
TL 1L DD 03/22
  
LIBOR (3M) + 5.75%
  
7.39%
  
10/29/2028
  
USA
  
USD
  
         3,360,512
    
                 601,868
  
(a) (b) (e) (h) (i)
        Foundation Risk Partners Corp
  
TL 1L DD 10/21
  
LIBOR (3M) + 5.50%
  
7.75%
  
10/29/2028
  
USA
  
USD
  
            291,232
    
                 280,485
  
(a) (b) (d) (h) (i)
        Galway Partners Holdings LLC
  
Revolver 1L 09/21
  
LIBOR (3M) + 5.25%
  
0.50%
  
9/30/2027
  
USA
  
USD
  
            205,492
    
                   (7,192)
  
(a) (b) (e) (h) (i)
        Galway Partners Holdings LLC
 
TL 1L 09/21
 
LIBOR (3M) + 5.25%
 
7.50%
 
9/29/2028
 
USA
 
USD
 
         2,666,889
    
              2,573,547
 
(a) (b) (h)
        Galway Partners Holdings LLC
 
TL 1L DD 09/21
 
LIBOR (3M) + 5.25%
 
0.50%
 
9/29/2028
 
USA
 
USD
 
            255,218
    
                   (8,933)
 
(a) (b) (e) (h) (i)
        Integrity Marketing Group LLC
  
TL 1L DD 06/22
  
LIBOR (3M) + 5.75%
  
0.50%
  
8/27/2025
  
USA
  
USD
  
         5,591,940
    
               (148,186)
  
(a) (b) (e) (h) (i)
        Integrity Marketing Group LLC
  
TL 1L DD 12/21
  
LIBOR (3M) + 5.50%
  
7.66%
  
8/27/2025
  
USA
  
USD
  
         2,945,601
    
              2,593,314
  
(a) (b) (e) (h) (i)
                                       
IT Consulting & Other Services - 3.14%
                                      
        3Pillar Global Inc
  
Revolver 1L 11/21
  
LIBOR (3M) + 6.00%
  
8.79%
  
11/23/2026
  
USA
  
USD
  
            186,240
    
                   (4,917)
  
(a) (b) (e) (h) (i)
        3Pillar Global Inc
  
TL 1L 11/21
  
LIBOR (3M) + 5.75%
  
8.54%
  
11/23/2027
  
USA
  
USD
  
         1,945,735
    
              1,894,368
  
(a) (b) (d) (h)
        3Pillar Global Inc
  
TL 1L DD 11/21
  
LIBOR (3M) + 6.00%
  
8.79%
  
11/23/2027
  
USA
  
USD
  
            620,800
    
                 (16,389)
  
(a) (b) (e) (h) (i)
        PSAV Inc
  
TL 1L B1 12/20
  
0.25% PIK, LIBOR (3M) + 3.25%
  
5.11%
  
3/3/2025
  
USA
  
USD
  
         9,329,099
    
              8,029,602
  
(d) (f)
        PSAV Inc
  
TL 1L B3 12/20
  
10.00% PIK, 5.00%
  
15.00%
  
10/15/2026
  
USA
  
USD
  
            627,741
    
                 640,295
  
(d) (f)
        PSAV Inc
  
TL 2L 02/18
  
LIBOR (3M) + 7.25%
  
8.58%
  
9/1/2025
  
USA
  
USD
  
         7,411,513
    
              5,688,336
  
(d)
                                       
Leisure Facilities - 0.88%
                                      
        United PF Holdings LLC
  
TL 1L 01/20
  
LIBOR (3M) + 4.00%
  
6.79%
  
12/30/2026
  
USA
  
USD
  
         5,044,182
    
              4,533,459
  
(d)
        United PF Holdings LLC
  
TL 1L B 06/20
  
LIBOR (3M) + 8.50%
  
10.75%
  
12/30/2026
  
USA
  
USD
  
              55,988
    
                   54,028
  
(d)
                                       
Leisure Products - 2.09%
                                      
        Areas Worldwide SASU
  
TL 1L B1 06/19
  
EURIBOR (6M) + 4.75%
  
4.75%
  
7/1/2026
  
ESP
  
EUR
  
       12,328,214
    
            10,835,996
  
(d)
                                       
Life & Health Insurance - 0.63%
                                      
        Luxembourg Life Fund - Absolute Return Fund II
  
TL 1L 02/22
  
SOFR (3M) + 7.50%
  
10.29%
  
2/10/2027
  
LUX
  
USD
  
         3,306,282
    
              3,280,493
  
(b) (h)
                                       
Life Sciences Tools & Services - 1.09%
                                      
        PAREXEL International Corp
  
TL 2L 07/21
  
LIBOR (1M) + 6.50%
  
8.87%
  
11/15/2029
  
USA
  
USD
  
         5,766,010
    
              5,645,500
  
(b) (d) (h)
                                       
Marine Ports & Services - 1.77%
                                      
        Direct ChassisLink Inc
  
TL 2L B 04/19
  
LIBOR (3M) + 6.75%
  
9.18%
  
4/10/2026
  
USA
  
USD
  
         9,244,575
    
              9,192,575
  
(d)
                                       
Movies & Entertainment - 0.20%
                                      
        Cast & Crew Entertainment Services LLC
  
TL 1L 01/19
  
LIBOR (1M) + 3.50%
  
5.87%
  
2/9/2026
  
USA
  
USD
  
         1,041,139
    
              1,013,304
  
(d)
                                       
Personal Products - 0.15%
                                      
        Pretium Packaging LLC
  
TL 1L 09/21
  
LIBOR (3M) + 4.00%
  
6.16%
  
10/2/2028
  
USA
  
USD
  
              65,541
    
                   61,649
  
(d)
        Pretium Packaging LLC
  
TL 2L 09/21
  
LIBOR (3M) + 6.75%
  
8.79%
  
10/1/2029
  
USA
  
USD
  
            810,470
    
                 743,768
  
(b) (d) (h)
                                       
Property & Casualty Insurance - 0.94%
                                      
        Alacrity Solutions Group LLC
  
Revolver 1L 12/21
  
PRIME (3M) + 4.25%
  
1.51%
  
12/22/2027
  
USA
  
USD
  
            505,280
    
                   49,467
  
(b) (e) (h) (i)
        Alacrity Solutions Group LLC
  
TL 1L 12/21
  
LIBOR (3M) + 5.25%
  
7.58%
  
12/22/2028
  
USA
  
USD
  
         5,582,272
    
              5,375,170
  
(b) (d) (h)
        Alacrity Solutions Group LLC
  
TL 1L DD 06/22
  
SOFR (3M) + 5.25%
  
0.00%
  
12/22/2028
  
USA
  
USD
  
         2,469,245
    
                 (91,609)
  
(b) (e) (h) (i)
                                       
Publishing - 0.00%
                                      
        Emerald Expositions Holding Inc
  
TL 1L B 11/17
  
LIBOR (1M) + 2.50%
  
4.87%
  
5/22/2024
  
USA
  
USD
  
                7,559
    
                     7,266
  
(d)
                                       
Real Estate Operating Companies - 1.30%
                                      
        Opendoor Labs Inc
  
TL 2L DD 10/21
  
10.00%
  
10.00%
  
4/1/2026
  
USA
  
USD
  
       11,000,000
    
              6,744,387
  
(a) (b) (e) (h) (i)
                                       
Real Estate Services  - 0.41%
                                      
        SitusAMC Holdings Corp
  
TL 1L 12/21
  
LIBOR (1M) + 5.75%
  
8.00%
  
12/22/2027
  
USA
  
USD
  
         2,230,440
    
              2,150,144
  
(a) (b) (d) (h)
                                       
Research & Consulting Services - 1.24%
                                      
        Element Materials Technology Group US Holdings Inc
  
TL 1L B 03/22
  
EURIBOR (6M) + 4.25%
  
4.25%
  
4/12/2029
  
USA
  
EUR
  
              51,387
    
                   51,207
  
(d)
        Element Materials Technology Group US Holdings Inc
  
TL 1L B 04/22
  
SOFR (3M) + 4.25%
  
6.36%
  
6/22/2029
  
USA
  
USD
  
            143,710
    
                 138,560
    
        Element Materials Technology Group US Holdings Inc
  
TL 1L DD 04/22
  
SOFR (3M) + 4.25%
  
7.04%
  
6/22/2029
  
USA
  
USD
  
              66,328
    
                   (2,377)
  
(e) (i)
        Element Materials Technology Group US Holdings Inc
  
TL 2L DD 07/22
  
SONIA (3M) + 7.25%
  
10.04%
  
6/1/2030
  
USA
  
GBP
  
         1,732,908
    
              1,574,847
  
(b) (e) (h) (i)
        Element Materials Technology Group US Holdings Inc
  
TL Unsec DD 07/22
  
SOFR (3M) + 8.50%
  
11.29%
  
7/9/2031
  
USA
  
USD
  
         5,381,166
    
              3,975,336
  
(b) (e) (f) (h) (i)
        TMF Group Holding BV
  
TL 2L 12/17 EUR
  
EURIBOR (6M) + 6.88%
  
6.88%
  
5/4/2026
  
NLD
  
EUR
  
            693,210
    
                 692,551
  
(d)
                                       
Security & Alarm Services - 0.07%
                                      
        Monitronics International Inc
  
TL 1L EXIT 08/19
  
LIBOR (3M) + 7.50%
  
10.31%
  
3/29/2024
  
USA
  
USD
  
            515,504
    
                 344,465
  
(d)
                                       
Specialized Consumer Services - 0.25%
                                      
        Learning Care Group Inc
  
TL 1L B 05/20
  
LIBOR (3M) + 8.50%
  
10.66%
  
3/13/2025
  
USA
  
USD
  
            276,223
    
                 273,461
  
(d)
        Learning Care Group Inc
  
TL 2L 03/18
  
LIBOR (3M) + 7.50%
  
9.00%
  
3/13/2026
  
USA
  
USD
  
            194,997
    
                 188,172
  
(d)
        SavATree LLC
  
Revolver 1L 10/21
  
LIBOR (3M) + 5.50%
  
0.50%
  
10/12/2028
  
USA
  
USD
  
            128,932
    
                   (1,921)
  
(a) (b) (e) (h) (i)
        SavATree LLC
  
TL 1L 10/21
  
LIBOR (3M) + 5.50%
  
6.51%
  
10/12/2028
  
USA
  
USD
  
            853,146
    
                 840,434
  
(a) (b) (h)
        SavATree LLC
  
TL 1L DD 10/21
  
LIBOR (3M) + 5.50%
  
0.50%
  
10/12/2028
  
USA
  
USD
  
            148,273
    
                   (2,209)
  
(a) (b) (e) (h) (i)
                                       
Specialized REITs  - 0.62%
                                      
        Pretium Partners LLC P2
  
TL 1L 12/21
  
11.00%
  
11.00%
  
12/16/2029
  
USA
  
USD
  
         3,270,612
    
              3,205,200
  
(a) (b) (d) (h)
                                       
Specialty Chemicals - 3.70%
                                      
        Aruba Investments Inc
  
TL 2L 10/20
  
LIBOR (1M) + 7.75%
  
10.01%
  
11/24/2028
  
USA
  
USD
  
            465,220
    
                 434,981
  
(d)
        Flint Group GmbH
  
TL 1L 01/17
  
LIBOR (3M) + 4.25%
  
0.75%
  
9/21/2023
  
DEU
  
USD
  
         1,169,087
    
                 977,649
  
(f)
        Flint Group GmbH
  
TL 1L B 04/14
  
0.75% PIK, EURIBOR (3M) + 4.25%
  
0.75%
  
9/21/2023
  
DEU
  
EUR
  
         3,511,166
    
              3,008,425
  
(f)
        Flint Group GmbH
  
TL 1L B3 05/15
  
0.75% PIK, EURIBOR (3M) + 4.25%
  
0.75%
  
9/21/2023
  
DEU
  
EUR
  
              72,000
    
                   61,691
  
(f)
        Flint Group GmbH
  
TL 1L B4 11/15
  
0.75% PIK, EURIBOR (3M) + 4.25%
  
0.75%
  
9/21/2023
  
DEU
  
EUR
  
            623,507
    
                 534,232
  
(f)
        Flint Group GmbH
  
TL 1L B5 02/17
  
0.75% PIK, EURIBOR (3M) + 4.25%
  
0.75%
  
9/21/2023
  
DEU
  
EUR
  
            457,405
    
                 391,913
  
(f)
        Flint Group GmbH
  
TL 1L B6 03/17
  
0.75% PIK, EURIBOR (3M) + 4.25%
  
0.75%
  
9/21/2023
  
DEU
  
EUR
  
              35,944
    
                   30,797
  
(f)
        Flint Group GmbH
  
TL 1L B7 04/14
  
0.75% PIK, EURIBOR (3M) + 4.25%
  
0.75%
  
9/21/2023
  
DEU
  
EUR
  
              79,738
    
                   68,321
  
(f)
        Flint Group GmbH
  
TL 1L C 04/14
  
0.75% PIK, EURIBOR (3M) + 4.25%
  
0.75%
  
9/21/2023
  
DEU
  
USD
  
            194,459
    
                 162,617
  
(f)
        Vantage Specialty Chemicals Inc
  
TL 1L B 10/17
  
LIBOR (3M) + 3.50%
  
6.02%
  
10/28/2024
  
USA
  
USD
  
       13,110,982
    
            12,563,336
  
(d)
        Vantage Specialty Chemicals Inc
  
TL 2L 10/17
  
LIBOR (3M) + 8.25%
  
9.82%
  
10/27/2025
  
USA
  
USD
  
         1,045,139
    
              1,008,559
  
(d)
                                       
Tires & Rubber - 0.60%
                                      
        American Tire Distributors Inc
  
TL 1L B 10/21
  
LIBOR (3M) + 6.25%
  
9.03%
  
10/8/2028
  
USA
  
USD
  
         3,266,693
    
              3,100,630
  
(d)
                                       
Trucking - 0.44%
                                      
        Kenan Advantage Group Inc/The
  
TL 2L 08/21
  
LIBOR (1M) + 7.25%
  
9.62%
  
9/1/2027
  
USA
  
USD
  
         2,498,320
    
              2,285,963
  
(d)
Total Corporate Loans (Amortized Cost $373,778,548)
                          
  410,282,613
   $
     354,175,630
    
                                       
High Yield Securities - 60.41%
                                      
Airlines - 2.13%
                                      
        American Airlines Group Inc
  
3.750% 03/2025
          
3/1/2025
  
USA
  
USD
  
         9,379,000
   $
            8,245,360
  
(d) (h)
        Delta Air Lines Inc
  
4.375% 04/2028
          
4/19/2028
  
USA
  
USD
  
         2,995,000
    
              2,805,941
  
(d)
                                       
Alternative Carriers - 1.20%
                                      
        Zayo Group LLC
  
6.125% 03/2028
          
3/1/2028
  
USA
  
USD
  
         8,000,000
    
              6,221,000
  
(d) (h)
                                       
Apparel, Accessories & Luxury Goods - 0.46%
                                      
        Varsity Brands Inc
  
L+8.000% 12/2024
          
12/22/2024
  
USA
  
USD
  
         2,387,000
    
              2,387,000
  
(b) (d) (h)
                                       
Application Software - 1.61%
                                      
        Cision Ltd
  
9.500% 02/2028
          
2/15/2028
  
USA
  
USD
  
       10,042,000
    
              8,330,105
  
(d) (h)
                                       
Auto Parts & Equipment - 1.42%
                                      
        Wheel Pros Inc
  
6.500% 05/2029
          
5/15/2029
  
USA
  
USD
  
       10,121,000
    
              7,364,546
  
(d) (h)
                                       
Automotive Retail - 1.64%
                                      
        Mavis Discount Tire Inc
  
6.500% 05/2029
          
5/15/2029
  
USA
  
USD
  
         9,975,000
    
              8,508,395
  
(d) (h)
                                       
Biotechnology - 0.59%
                                      
        Intercept Pharmaceuticals Inc
  
3.250% 07/2023
          
7/1/2023
  
USA
  
USD
  
            189,000
    
                 183,668
  
(d)
        Radius Health Inc
  
3.000% 09/2024
          
9/1/2024
  
USA
  
USD
  
         2,953,000
    
              2,888,403
  
(d)
                                       
Broadcasting - 1.36%
                                      
        Spotify USA Inc
  
0.000% 03/2026
          
3/15/2026
  
USA
  
USD
  
         7,930,000
    
              6,518,460
  
(d) (g)
        Univision Communications Inc
  
7.375% 06/2030
          
6/30/2030
  
USA
  
USD
  
            504,000
    
                 510,958
  
(d) (h)
                                       
Building Products - 12.03%
                                      
        Acproducts Inc (aka Cabinetworks)
  
6.375% 05/2029
          
5/15/2029
  
USA
  
USD
  
       17,269,000
    
              9,738,748
  
(d) (h)
        Cornerstone (Ply Gem Holdings Inc)
  
8.750% 08/2028
          
8/1/2028
  
USA
  
USD
  
         3,191,000
    
              2,984,112
  
(d) (h)
        LBM Borrower LLC
  
6.250% 01/2029
          
1/15/2029
  
USA
  
USD
  
       14,818,000
    
            11,223,598
  
(d) (h)
        LBM Borrower LLC
  
7.750% 04/2027
          
4/1/2027
  
USA
  
USD
  
         7,743,000
    
              5,423,971
  
(d) (h)
        MI Windows and Doors Inc
  
5.500% 02/2030
          
2/1/2030
  
USA
  
USD
  
         2,045,000
    
              1,733,866
  
(d) (h)
        Oldcastle Buildingenvelope Inc
  
9.500% 04/2030
          
4/15/2030
  
USA
  
USD
  
            152,000
    
                 124,327
  
(d) (h)
        PrimeSource Building Products Inc
  
5.625% 02/2029
          
2/1/2029
  
USA
  
USD
  
         8,876,000
    
              5,757,248
  
(d) (h)
        PrimeSource Building Products Inc
  
6.750% 08/2029
          
8/1/2029
  
USA
  
USD
  
         7,522,000
    
              5,140,798
  
(d) (h)
        SRS Distribution Inc
  
6.000% 12/2029
          
12/1/2029
  
USA
  
USD
  
       13,809,000
    
            11,976,919
  
(d) (h)
        SRS Distribution Inc
  
6.125% 07/2029
          
7/1/2029
  
USA
  
USD
  
         9,167,000
    
              8,258,688
  
(d) (h)
                                 
 
    
Cable & Satellite - 2.16%
                                
 
    
        CSC Holdings LLC (Altice USA)
  
5.000% 11/2031
          
11/15/2031
  
USA
  
USD
  
         2,754,000
    
              2,079,187
  
(d) (h)
        CSC Holdings LLC (Altice USA)
  
5.750% 01/2030
          
1/15/2030
  
USA
  
USD
  
         5,101,000
    
              4,134,896
  
(d) (h)
        RCN Grande (Radiate)
  
6.500% 09/2028
          
9/15/2028
  
USA
  
USD
  
         6,272,000
    
              4,991,791
  
(d) (h)
                                       
Commercial Printing - 1.17%
                                      
        Multi-Color Corp
  
10.500% 07/2027
          
7/15/2027
  
USA
  
USD
  
         4,947,000
    
              4,712,191
  
(d) (h)
        Multi-Color Corp
  
5.875% 10/2028
          
11/1/2028
  
USA
  
USD
  
         1,497,000
    
              1,370,691
  
(d) (h)
                                       
Commodity Chemicals - 1.24%
                                      
        Cornerstone Chemical Co
  
6.750% 08/2024
          
8/15/2024
  
USA
  
USD
  
         3,495,000
    
              3,087,021
  
(d) (h)
        SI Group Inc
  
6.750% 05/2026
          
5/15/2026
  
USA
  
USD
  
         4,943,000
    
              3,322,512
  
(d) (h)
                                       
Construction & Engineering - 0.46%
                                      
        Maxim Crane Works LP / Maxim Finance Corp
  
10.125% 08/2024
          
8/1/2024
  
USA
  
USD
  
         2,483,000
    
              2,360,278
  
(d) (h)
                                       
Construction Materials - 0.11%
                                      
        Cemex Materials LLC
  
7.700% - 07/2025
          
7/21/2025
  
USA
  
USD
  
            554,000
    
                 557,047
  
(d) (h)
                                       
Data Processing & Outsourced Services - 1.97%
                                      
        West Corp
  
8.500% 10/2025
          
10/15/2025
  
USA
  
USD
  
         2,553,000
    
              2,243,806
  
(d) (h)
        Xerox Business Services /Conduent
  
6.000% 11/2029
          
11/1/2029
  
USA
  
USD
  
         9,425,000
    
              7,954,087
  
(d) (h)
                                       
Department Stores - 0.00%
                                      
        JC Penney Corp Inc
  
8.625% 03/2025
          
3/15/2025
  
USA
  
USD
  
              97,819
    
                           -
  
 (b) (c) (h)
                                       
Electronic Components - 1.82%
                                      
        CommScope Inc
  
6.000% 06/2025
          
6/15/2025
  
USA
  
USD
  
         7,686,000
    
              7,118,312
  
(d) (h)
        CommScope Inc
  
7.125% 07/2028
          
7/1/2028
  
USA
  
USD
  
         2,770,000
    
              2,299,100
  
(d) (h)
                                       
Health Care Equipment - 1.08%
                                      
        Haemonetics Corp
  
0.000% 03/2026
          
3/1/2026
  
USA
  
USD
  
         6,892,000
    
              5,603,582
  
(g)
                                       
Health Care Facilities - 1.88%
                                      
        AHP Health Partners Inc
  
5.750% 07/2029
          
7/15/2029
  
USA
  
USD
  
         1,589,000
    
              1,182,852
  
(d) (h)
        CHS/Community Health Systems, Inc.
  
6.125% 04/2030
          
4/1/2030
  
USA
  
USD
  
         2,234,000
    
              1,200,362
  
(d) (h)
        CHS/Community Health Systems, Inc.
  
6.875% 04/2028
          
4/1/2028
  
USA
  
USD
  
         3,254,000
    
              1,813,633
  
(d) (h)
        CHS/Community Health Systems, Inc.
  
6.875% 04/2029
          
4/15/2029
  
USA
  
USD
  
            599,000
    
                 334,068
  
(d) (h)
        LifePoint Hospitals Inc
  
5.375% 01/2029
          
1/15/2029
  
USA
  
USD
  
         6,718,000
    
              5,199,900
  
(d) (h)
                                       
Health Care Technology - 0.50%
                                      
        athenahealth Inc
  
6.500% 02/2030
          
2/15/2030
  
USA
  
USD
  
         2,859,000
    
              2,590,969
  
(d) (h)
                                       
Hotels, Resorts & Cruise Lines - 7.39%
                                      
        Carnival Corp
  
5.750% 03/2027
          
3/1/2027
  
USA
  
USD
  
       12,506,000
    
            10,059,514
  
(d) (h)
        Carnival Corp
  
6.000% 05/2029
          
5/1/2029
  
USA
  
USD
  
         6,033,000
    
              4,660,010
  
(d) (h)
        NCL Corp Ltd
  
1.125% 02/2027
          
2/15/2027
  
USA
  
USD
  
         3,608,000
    
              2,473,284
  
(d) (h)
        NCL Corp Ltd
  
3.625% 12/2024
          
12/15/2024
  
USA
  
USD
  
         5,007,000
    
              4,320,115
  
(d) (h)
        NCL Corp Ltd
  
6.125% 03/2028
          
3/15/2028
  
USA
  
USD
  
            833,000
    
                 646,083
  
(d) (h)
        Royal Caribbean Cruises Ltd
  
5.500% 04/2028
          
4/1/2028
  
USA
  
USD
  
         8,085,000
    
              6,081,092
  
(d) (h)
        Viking Cruises Ltd
  
5.000% 02/2028
          
2/15/2028
  
USA
  
USD
  
         4,466,000
    
              3,970,162
  
(d) (h)
        Viking Cruises Ltd
  
5.875% 09/2027
          
9/15/2027
  
USA
  
USD
  
         2,218,000
    
              1,810,842
  
(d) (h)
        Viking Cruises Ltd
  
7.000% 02/2029
          
2/15/2029
  
USA
  
USD
  
         5,315,000
    
              4,305,602
  
(d) (h)
                                       
Industrial Conglomerates - 0.84%
                                      
        Unifrax I LLC / Unifrax Holding Co
  
5.250% 09/2028
          
9/30/2028
  
USA
  
USD
  
         3,573,000
    
              3,008,127
  
(d) (h)
        Unifrax I LLC / Unifrax Holding Co
  
7.500% 09/2029
          
9/30/2029
  
USA
  
USD
  
         1,674,000
    
              1,326,377
  
(d) (h)
                                       
Industrial Machinery - 1.25%
                                      
        SPX Corp
  
8.750% 04/2030
          
4/1/2030
  
USA
  
USD
  
         7,837,000
    
              6,495,384
  
(d) (h)
                                       
Insurance Brokers - 4.41%
                                      
        Alliant Holdings I Inc
  
6.750% 10/2027
          
10/15/2027
  
USA
  
USD
  
         1,757,000
    
              1,671,750
  
(d) (h)
        Hub International Ltd
  
5.625% 12/2029
          
12/1/2029
  
USA
  
USD
  
         1,888,000
    
              1,675,105
  
(d) (h)
        National Financial Partners Corp
  
6.875% 08/2028
          
8/15/2028
  
USA
  
USD
  
       22,176,000
    
            19,520,646
  
(d) (h)
                                       
Integrated Oil & Gas - 0.76%
                                      
        Occidental Petroleum Corp
  
4.100% 02/2047
          
2/15/2047
  
USA
  
USD
  
         2,828,000
    
              2,294,731
  
(d)
        Occidental Petroleum Corp
  
4.200% 03/2048
          
3/15/2048
  
USA
  
USD
  
         2,038,000
    
              1,665,684
  
(d)
                                       
Leisure Facilities - 1.93%
                                      
        Life Time Fitness Inc
  
5.750% 01/2026
          
1/15/2026
  
USA
  
USD
  
            157,000
    
                 147,778
  
(d) (h)
        Merlin Entertainments PLC
  
4.500% 11/2027
          
11/15/2027
  
IRL
  
EUR
  
         4,898,000
    
              3,940,446
  
(d) (h)
        Merlin Entertainments PLC
  
6.625% 11/2027
          
11/15/2027
  
IRL
  
USD
  
         7,389,000
    
              5,934,311
  
(d) (h)
                                       
Oil & Gas Storage & Transportation - 4.33%
                                      
        Genesis Energy
  
5.625% 06/2024
          
6/15/2024
  
USA
  
USD
  
         7,725,000
    
              7,436,175
  
(d)
        Genesis Energy
  
6.500% 10/2025
          
10/1/2025
  
USA
  
USD
  
         8,199,000
    
              7,952,620
  
(d)
        Global Partners LP / GLP Finance Corp
  
6.875% 01/2029
          
1/15/2029
  
USA
  
USD
  
            613,000
    
                 560,031
  
(d)
        Global Partners LP / GLP Finance Corp
  
7.000% 08/2027
          
8/1/2027
  
USA
  
USD
  
            415,000
    
                 380,088
  
(d)
        NGL Energy Partners LP / NGL Energy Finance Corp
  
7.500% 02/2026
          
2/1/2026
  
USA
  
USD
  
         6,684,000
    
              6,126,153
  
(d) (h)
                                       
Pharmaceuticals - 0.37%
                                      
        Revance Therapeutics Inc
  
1.750% 02/2027
          
2/15/2027
  
USA
  
USD
  
         2,287,000
    
              1,935,374
  
(d)
                                       
Real Estate Services  - 0.80%
                                      
        Redfin Corp
  
0.000% 10/2025
          
10/15/2025
  
USA
  
USD
  
         6,764,000
    
              4,140,772
  
(d) (g)
                                       
Soft Drinks - 0.08%
                                      
        Triton Water Holdings Inc
  
6.250% 04/2029
          
4/1/2029
  
USA
  
USD
  
            564,000
    
                 425,515
  
(d) (h)
                                       
Specialty Stores - 2.30%
                                      
        Douglas Holding AG
  
6.000% 04/2026
          
4/8/2026
  
DEU
  
EUR
  
         8,654,000
    
              7,443,148
  
(d) (h)
        Douglas Holding AG
  
8.250% 10/2026
          
10/1/2026
  
DEU
  
EUR
  
         6,894,559
    
              4,468,526
  
(d) (h)
                                       
Trading Companies & Distributors - 1.12%
                                      
        TruckPro LLC
  
11.000% 10/2024
          
10/15/2024
  
USA
  
USD
  
         3,746,000
    
              3,747,255
  
(d) (h)
        White Cap Construction Supply Inc
  
6.875% 10/2028
          
10/15/2028
  
USA
  
USD
  
         2,443,000
    
              2,070,027
  
(d) (h)
Total High Yield Securities (Amortized Cost $378,461,355)
                          
  387,064,378
   $
     313,175,123
    
                                       
Asset Backed Securities - 6.98%
                                      
Specialized Finance - 6.98%
                                      
        Harvest CLO XXI DAC
  
HARVT 21A DR
  
EURIBOR (3M) + 3.40%
  
3.40%
  
7/15/2031
  
IRL
  
EUR
  
            602,000
   $
               546,231
  
(b)
        522 Funding CLO LTD
  
MORGN 2019-5A ER
  
SOFR (3M) + 6.76%
  
7.13%
  
4/15/2035
  
USA
  
USD
  
         1,260,712
    
              1,122,662
  
(b)
        AGL CLO 7 Ltd
  
AGL 2020-7A ER
  
LIBOR (3M) + 6.35%
  
8.86%
  
7/15/2034
  
USA
  
USD
  
         1,187,688
    
              1,038,860
  
(b)
        Aimco CDO
  
AIMCO 2021-16A E
  
LIBOR (3M) + 6.20%
  
8.94%
  
1/17/2035
  
USA
  
USD
  
         1,075,210
    
                 940,191
  
(b)
        ALM Loan Funding Ltd
  
ALM 2020-1A D
  
LIBOR (3M) + 6.00%
  
8.51%
  
10/15/2029
  
USA
  
USD
  
            865,360
    
                 787,505
  
(b)
        ARES CLO Ltd
  
ARESE 15A E
  
EURIBOR (3M) + 6.11%
  
3.20%
  
1/15/2036
  
IRL
  
EUR
  
            879,000
    
                 729,008
  
(b)
        Ares LXV CLO Ltd
  
ARES 2022-65A E
  
SOFR (3M) + 7.10%
  
7.05%
  
7/25/2034
  
USA
  
USD
  
         1,078,040
    
                 960,902
  
(b)
        Ballyrock CDO Ltd
  
BALLY 2020-14A D
  
LIBOR (3M) + 7.00%
  
9.71%
  
1/20/2034
  
USA
  
USD
  
            250,000
    
                 221,145
  
(b)
        Ballyrock CLO Ltd
  
BALLY 2019-1A DR
  
LIBOR (3M) + 6.75%
  
9.26%
  
7/15/2032
  
USA
  
USD
  
            431,180
    
                 386,506
  
(b)
        Bbam US Clo I Ltd
  
BBAM 2022-1A D
  
SOFR (3M) + 6.80%
  
0.00%
  
4/15/2035
  
USA
  
USD
  
         1,285,000
    
              1,062,515
  
(b)
        Broad River BSL Funding CLO
  
BDRVR 2020-1A ER
  
LIBOR (3M) + 6.50%
  
9.21%
  
7/20/2034
  
USA
  
USD
  
         1,500,000
    
              1,364,374
  
(b)
        Carlyle Global Market Strategies
  
CGMS 2020-2A DR
  
LIBOR (3M) + 6.70%
  
9.48%
  
1/25/2035
  
USA
  
USD
  
            640,460
    
                 550,283
  
(b)
        Carlyle Global Market Strategies
  
CGMS 2021-8A E
  
LIBOR (3M) + 6.50%
  
9.01%
  
10/15/2034
  
USA
  
USD
  
            370,690
    
                 330,363
  
(b)
        Carlyle Global Market Strategies
  
CGMS 2021-9A E Mtge
  
LIBOR (3M) + 6.63%
  
9.34%
  
10/20/2034
  
USA
  
USD
  
            819,560
    
                 732,341
  
(b)
        CarVal CLO
  
CARVL 2021-1A E
  
LIBOR (3M) + 6.60%
  
9.31%
  
7/20/2034
  
USA
  
USD
  
         2,000,000
    
              1,772,304
  
(b)
        CarVal CLO
  
CARVL 2021-2A E
  
LIBOR (3M) + 6.75%
  
9.26%
  
10/15/2034
  
USA
  
USD
  
            446,919
    
                 399,244
  
(b)
        CFIP CLO Ltd
  
CFIP 2021-1A E
  
LIBOR (3M) + 6.97%
  
9.68%
  
1/20/2035
  
USA
  
USD
  
            445,082
    
                 391,574
  
(b)
        CIFC Funding Ltd
  
CIFC 2021-7A E
  
LIBOR (3M) + 6.35%
  
9.13%
  
1/23/2035
  
USA
  
USD
  
            644,186
    
                 548,743
  
(b)
        Connecticut Avenue Securities Trust 2022-R07
  
CAS 2022-R07 1B1
  
SOFR (3M) + 6.80%
  
7.89%
  
6/25/2042
  
USA
  
USD
  
              43,510
    
                   45,369
  
(h)
        CVC Cordatus Loan Fund XVIII DAC
  
CORDA 18A ER
  
EURIBOR (3M) + 6.06%
  
6.29%
  
7/29/2034
  
IRL
  
EUR
  
         1,198,000
    
                 948,156
  
(b)
        Dryden Senior Loan Fund
  
DRSLF 2021-92A E
  
LIBOR (3M) + 6.50%
  
7.98%
  
11/20/2034
  
USA
  
USD
  
            463,342
    
                 401,403
  
(b)
        Eaton Vance CDO Ltd
  
EATON 2020-2A ER
  
LIBOR (3M) + 6.50%
  
9.01%
  
1/15/2035
  
USA
  
USD
  
            510,460
    
                 432,615
  
(b)
        Elmwood CLO
  
ELMW5 2020-2A ER
  
LIBOR (3M) + 6.10%
  
8.81%
  
10/20/2034
  
USA
  
USD
  
         1,500,000
    
              1,306,048
  
(b)
        Elmwood CLO
  
ELMW6 2020-3A ER
  
LIBOR (3M) + 6.50%
  
7.56%
  
10/20/2034
  
USA
  
USD
  
            558,701
    
                 497,692
  
(b)
        Goldentree Loan Management US Clo 12 Ltd
  
GLM 2022-12A E
  
SOFR (3M) + 7.25%
  
8.29%
  
4/20/2034
  
USA
  
USD
  
            291,777
    
                 268,351
  
(b)
        Golub Capital Partners CLO Ltd
  
GCBSL 2021-58A E
  
LIBOR (3M) + 6.81%
  
9.59%
  
1/25/2035
  
USA
  
USD
  
            549,013
    
                 492,260
  
(b)
        Guardia 1 Ltd
  
GUARD 2019-1A D
  
7.11%
  
7.11%
  
10/20/2037
  
USA
  
USD
  
         1,550,000
    
              1,336,731
  
(b)
        Gulf Stream Meridian
  
GSM 2021-6A D
  
LIBOR (3M) + 6.36%
  
8.87%
  
1/15/2037
  
USA
  
USD
  
         1,118,253
    
                 953,571
  
(b)
        Kayne CLO 7 Ltd
  
KAYNE 2020-1A E
  
LIBOR (3M) + 6.50%
  
9.24%
  
4/17/2033
  
USA
  
USD
  
            310,460
    
                 283,577
  
(b)
        Madison Park Funding Ltd
  
MDPK 2021-52A E
  
LIBOR (3M) + 6.50%
  
9.26%
  
1/22/2035
  
USA
  
USD
  
            742,891
    
                 660,569
  
(b)
        Madison Park Funding Ltd
  
MDPK 2021-59A E
  
LIBOR (3M) + 6.60 %
  
9.34%
  
1/18/2034
  
USA
  
USD
  
            814,787
    
                 743,359
  
(b)
        Madison Park Funding XLV Ltd
  
MDPK 2020-45A ER
  
LIBOR (3M) + 6.35%
  
8.86%
  
7/15/2034
  
USA
  
USD
  
            429,000
    
                 380,473
  
(b)
        Morgan Stanley Eaton Vance CLO Ltd
  
MSEV 2021-1A E
  
LIBOR (3M) + 6.75%
  
9.53%
  
10/20/2034
  
USA
  
USD
  
            520,000
    
                 458,415
  
(b)
        Neuberger Berman CLO Ltd
  
NEUB 2021-46A E
  
LIBOR (3M) + 6.25%
  
8.96%
  
1/20/2036
  
USA
  
USD
  
         1,067,761
    
                 908,601
  
(b)
        Oak Hill Credit Partners
  
OAKC 2021-10A E
  
LIBOR (3M) + 6.25%
  
8.99%
  
1/18/2036
  
USA
  
USD
  
            497,312
    
                 435,886
  
(b)
        Octagon Investment Partners Ltd
  
OCT56 2021-1A E
  
LIBOR (3M) + 6.53%
  
9.04%
  
10/15/2034
  
USA
  
USD
  
            383,000
    
                 332,795
  
(b)
        Otranto Park
  
OTOPK 1A E
  
EURIBOR (3M) + 7.05%
  
0.00%
  
5/15/2035
  
IRL
  
EUR
  
            428,000
    
                 377,050
  
(b)
        Palmer Square CLO Ltd
  
PFIXD 2019-1A E
  
7.11%
  
7.11%
  
4/20/2037
  
USA
  
USD
  
            930,641
    
                 780,092
  
(b)
        Park Avenue Institutional Advisers CLO Ltd
  
PAIA 2021-2A E
  
LIBOR (3M) + 7.01%
  
9.52%
  
7/15/2034
  
USA
  
USD
  
         1,115,485
    
              1,000,043
  
(b)
        Pikes Peak CLO
  
PIPK 2021-9A E
  
LIBOR (3M) + 6.58%
  
9.35%
  
10/27/2034
  
USA
  
USD
  
            405,000
    
                 355,530
  
(b)
        Post CLO
  
POST 2021-1A E
  
LIBOR (3M) + 6.45%
  
8.96%
  
10/15/2034
  
USA
  
USD
  
            250,000
    
                 218,899
  
(b)
        PPM CLO 4 Ltd
  
PPMC 2020-4A ER
  
LIBOR (3M) + 6.50%
  
9.24%
  
10/18/2034
  
USA
  
USD
  
            332,741
    
                 286,274
  
(b)
        Rad CLO Ltd
  
RAD 2021-14A E
  
LIBOR (3M) + 6.50%
  
9.01%
  
1/15/2035
  
USA
  
USD
  
            335,000
    
                 288,180
  
(b)
        Rad CLO Ltd
  
RAD 2021-15A E
  
LIBOR (3M) + 6.20%
  
8.91%
  
1/20/2034
  
USA
  
USD
  
            928,117
    
                 833,512
  
(b)
        REESE PARK CLO LTD
  
RESPK 2020-1A ER
  
LIBOR (3M) + 6.50%
  
9.01%
  
10/15/2034
  
USA
  
USD
  
         1,375,020
    
              1,225,252
  
(b)
        Regatta Funding Ltd
  
REG20 2021-2A E
  
LIBOR (3M) + 6.25%
  
8.76%
  
10/15/2034
  
USA
  
USD
  
            208,000
    
                 177,605
  
(b)
        Regatta Funding Ltd
  
REG21 2021-3A E
  
LIBOR (3M) + 6.75%
  
9.46%
  
10/20/2034
  
USA
  
USD
  
            321,680
    
                 283,755
  
(b)
        Regatta Funding Ltd
  
REG23 2021-4A E
  
LIBOR (3M) + 6.70%
  
9.41%
  
1/20/2035
  
USA
  
USD
  
            804,000
    
                 689,123
  
(b)
        Sand Trust 2001-1
  
SAND 2021-1A E
  
LIBOR (3M) + 6.80%
  
9.31%
  
10/15/2034
  
USA
  
USD
  
            643,000
    
                 576,334
  
(b)
        Sound Point CLO Ltd
  
SNDPT 2021-1A E
  
LIBOR (3M) + 6.85%
  
9.63%
  
4/25/2034
  
USA
  
USD
  
            290,000
    
                 259,386
  
(b)
        Sound Point Euro CLO
  
SNDPE 2A ER
  
EURIBOR (3M) + 6.34%
  
6.38%
  
1/26/2036
  
IRL
  
EUR
  
            500,000
    
                 413,918
  
(b)
        Symphony CLO Ltd
  
SYMP 2020-22A E
  
LIBOR (3M) + 6.25%
  
8.99%
  
4/18/2033
  
USA
  
USD
  
            598,680
    
                 538,077
  
(b)
        TICP CLO Ltd
  
TICP 2017-9A E
  
LIBOR (3M) + 5.60%
  
8.31%
  
1/20/2031
  
USA
  
USD
  
            738,460
    
                 651,332
  
(b)
        Tikehau CLO DAC
  
TIKEH 2015-1A DRR EUR
  
EURIBOR (3M) + 3.40%
  
3.40%
  
8/4/2034
  
IRL
  
EUR
  
            637,000
    
                 572,776
  
(b)
        Tikehau CLO V DAC
  
TIKEH 5A D1
  
EURIBOR (3M) + 3.90%
  
3.90%
  
4/15/2032
  
IRL
  
EUR
  
            301,000
    
                 277,171
  
(b)
        Trinitas Euro CLO II DAC
  
TRNTE 2A ER
  
EURIBOR (3M) + 7.23%
  
7.05%
  
4/15/2035
  
USA
  
EUR
  
         1,770,566
    
              1,615,122
  
(b)
Total Asset Backed Securities (Amortized Cost $41,246,209)
                          
     41,241,744
   $
       36,190,053
    

Issuer
 
Asset
 
 
 
Preferred Rate
 
Maturity Date
 
Country
 
Currency
 
  
 Shares
 
  
 Fair Value
 
Footnotes
Equity & Other Investments - 5.84%
                                        
Application Software - 0.02%
                                        
        Med-Metrix
  
Common Stock
              
USA
  
USD
    
                   597
   $
                 50,755
  
(a) (b) (h)
        Med-Metrix
  
8.000% 12/2050
      
8.00%
  
12/16/2050
  
USA
  
USD
    
                   597
    
                   29,862
  
(a) (b) (h)
                                         
Diversified Metals & Mining - 0.05%
                                        
        Foresight Energy LLC
  
Common Stock
              
USA
  
USD
    
              17,979
    
                 263,398
  
(a) (b) (h)
                                         
Health Care Services - 0.20%
                                        
        Affordable Care Inc
  
11.750% 12/2069
      
11.75%
  
12/31/2069
  
USA
  
USD
    
            677,000
    
                 689,729
  
(a) (b) (h)
        American Vision Partners
  
Private Equity
              
USA
  
USD
    
              49,770
    
                   42,434
  
(a) (b) (h)
        Amerivet Partners Management Inc
  
11.500% 12/2059
      
11.50%
  
12/31/2059
  
USA
  
USD
    
                   298
    
                 286,278
  
(a) (b) (h)
                                         
Health Care Technology - 2.49%
                                        
        athenahealth Inc
  
Athena Minerva Agg LLC
              
USA
  
USD
    
       12,641,498
    
            12,927,955
  
(b) (h)
                                         
Hotels, Resorts & Cruise Lines - 0.60%
                                        
        Hilton Grand Vacations Inc
  
Common Stock
              
USA
  
USD
    
              75,777
    
              3,089,428
    
                                         
Leisure Facilities - 0.34%
                                        
        Pure Gym Ltd
  
Fitness Agg LP
              
GBR
  
GBP
    
         1,416,469
    
              1,769,987
  
(b) (h)
                                         
Residential REITs - 1.89%
                                        
        Avenue One PropCo
  
KC AO Member LLC
              
USA
  
USD
    
         9,773,334
    
              9,773,334
  
(b) (h)
                                         
Specialized REITs  - 0.26%
                                        
        Pretium Partners LLC P2
  
SFR 2021-1 Holdings LLC
              
USA
  
USD
    
         1,635,306
    
              1,354,377
  
(b) (h)
Total Equity & Other Investments (Cost $30,513,203)
                            
     26,288,625
   $
       30,277,537
    
                                         
Trade Claim - 0.00%
                                        
Health Care Facilities - 0.00%
                                        
        Quorum Health Corp
                  
USA
  
USD
    
            212,000
   $
                20,649
  
(a) (b) (h)
Total Trade Claim (Cost $85,850)
                            
          212,000
   $
               20,649
    
                                         
Total Investments (Cost $824,085,165) - 141.56%
                          
 865,089,360
   $
     733,838,992
    
Liabilities Exceeding Other Assets, Net - (41.56%)
                                  
     (215,448,182)
    
Net Assets - 100.00%
                                 $
    518,390,810
    
                                   
 
    

 
TL
Term loan
                          
 
    
 
DD
Delayed draw term loan
                        
 
    
 
1L
First lien
                          
 
    
 
2L
Second lien
                          
 
    
 
(a)
Security considered restricted.
                      
 
    
 
(b)
Value determined using significant unobservable inputs.
                      
 
    
 
(c)
Non-income producing security.
                      
 
    
 
(d)
Investment is held as collateral for the fund's credit facility.
                  
 
    
 
(e)
Investment is an unfunded or partially funded commitment.
                  
 
    
 
(f)
Represents a payment-in-kind (“PIK”) security which may pay interest/dividend in additional par/shares.
      
 
    
 
(g)
Zero coupon bond.
                          
 
    
 
(h)
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.
    
       
 
(i)
Par value represents the full commitment for delayed draw term loans and revolving lines of credit.
          
 
    

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
Common Stock
                              
Foresight Energy LLC
  
 Common Stock
    
           17,979
   $
          200,230
   $
           263,398
  
1/10/2022
  
0.05%
Med-Metrix
  
 Common Stock
    
                597
    
              29,862
    
               50,755
  
1/29/2022
  
0.01%
Preferred Stock
                              
Affordable Care Inc
  
 11.750% 12/2069
    
         677,000
    
            663,528
    
             689,729
  
12/1/2021
  
0.13%
Amerivet Partners Management Inc
 11.500% 12/2059
    
                298
    
            288,779
    
             286,278
  
12/11/2021
  
0.06%
Med-Metrix
  
 8.000% 12/2050
    
                597
    
              29,862
    
               29,862
  
1/27/2022
  
0.01%
Private Equity
                              
American Vision Partners
  
 Private Equity
    
           49,770
    
              49,770
    
               42,434
  
12/7/2021
  
0.01%
Revolver
                              
3Pillar Global Inc
  
 Revolver 1L 11/21
    
         186,240
    
                      -
    
               (4,917)
  
11/23/2021
  
0.00%
48Forty Solutions LLC
  
 Revolver 1L 03/22
    
         610,068
    
                      -
    
             (11,591)
  
11/27/2021
  
0.00%
Affordable Care Inc
  
 Revolver 1L 08/21
    
         177,081
    
                      -
    
               (3,365)
  
12/2/2021
  
0.00%
American Vision Partners
  
 Revolver 1L 09/21
    
         158,140
    
                      -
    
               (3,969)
  
12/8/2021
  
0.00%
Amerivet Partners Management Inc
 Revolver 1L 02/22
    
         197,240
    
                      -
    
               (6,844)
  
12/14/2021
  
0.00%
Arcfield Acquisition Corp
  
 Revolver 1L 03/22
    
         143,583
    
                      -
    
               (3,331)
  
12/16/2021
  
0.00%
Community Brands Inc
  
 Revolver 1L 02/22
    
           60,610
    
                      -
    
               (1,970)
  
12/25/2021
  
0.00%
Foundation Risk Partners Corp
  
 Revolver 1L 10/21
    
         141,750
    
                      -
    
               (5,231)
  
1/13/2022
  
0.00%
Galway Partners Holdings LLC
  
 Revolver 1L 09/21
    
         205,492
    
                      -
    
               (7,192)
  
1/19/2022
  
0.00%
Insight Global LLC
  
 Revolver 1L 09/21
    
         427,591
    
              32,069
    
               20,567
  
1/23/2022
  
0.00%
Med-Metrix
  
 Revolver 1L 09/21
    
         158,828
    
                      -
    
                      -
  
1/28/2022
  
0.00%
Oxford Global Resources LLC
  
 Revolver 1L 08/21
    
         128,823
    
              83,735
    
               81,390
  
2/8/2022
  
0.02%
PartsSource Inc
  
 Revolver 1L 10/21
    
           87,104
    
                      -
    
               (2,308)
  
2/13/2022
  
0.00%
SAMBA Safety Inc
  
 Revolver 1L 09/21
    
           41,810
    
              10,098
    
                 9,997
  
2/24/2022
  
0.00%
SavATree LLC
  
 Revolver 1L 10/21
    
         128,932
    
                      -
    
               (1,921)
  
2/27/2022
  
0.00%
Time Manufacturing Co
  
 Revolver 1L 12/21
    
         153,560
    
              69,800
    
               58,913
  
3/8/2022
  
0.01%
Corporate Loans
                              
3Pillar Global Inc
  
 TL 1L 11/21
    
      1,945,735
    
         1,928,507
    
          1,894,368
  
11/24/2021
  
0.37%
3Pillar Global Inc
  
 TL 1L DD 11/21
    
         620,800
    
                      -
    
             (16,389)
  
11/25/2021
  
0.00%
48Forty Solutions LLC
  
 TL 1L 02/22
    
      4,747,583
    
         4,706,576
    
          4,657,379
  
11/26/2021
  
0.90%
48Forty Solutions LLC
  
 TL 1L 03/22
    
      1,969,304
    
         1,951,244
    
          1,931,888
  
11/28/2021
  
0.37%
48Forty Solutions LLC
  
 TL 1L DD 03/22
    
      1,203,805
    
                      -
    
             (22,872)
  
11/29/2021
  
0.00%
Affordable Care Inc
  
 TL 1L DD 08/21
    
         599,276
    
              76,371
    
               70,125
  
11/30/2021
  
0.01%
Affordable Care Inc
  
 TL 1L 08/21
    
      1,591,917
    
         1,578,264
    
          1,561,671
  
12/3/2021
  
0.30%
Alera Group Intermediate Holdings Inc
 TL 1L 09/21
    
         658,554
    
            652,753
    
             639,719
  
12/4/2021
  
0.12%
Alera Group Intermediate Holdings Inc
 TL 1L DD 09/21
    
         187,134
    
            179,077
    
             175,373
  
12/5/2021
  
0.03%
Alera Group Intermediate Holdings Inc
 TL 1L DD 12/21
    
         540,691
    
            144,301
    
             133,747
  
12/6/2021
  
0.03%
American Vision Partners
  
 TL 1L DD 09/21
    
         790,690
    
            783,884
    
             770,844
  
12/9/2021
  
0.15%
American Vision Partners
  
 TL 1L 09/21
    
      1,914,820
    
         1,898,338
    
          1,866,758
  
12/10/2021
  
0.36%
Amerivet Partners Management Inc
 TL 1L 02/22
    
      2,246,859
    
         2,226,000
    
          2,168,893
  
12/12/2021
  
0.42%
Amerivet Partners Management Inc
 TL 1L DD 02/22
    
      1,577,920
    
                      -
    
             (54,754)
  
12/13/2021
  
-0.01%
Arcfield Acquisition Corp
  
 TL 1L 03/22
    
         986,657
    
            977,439
    
             963,767
  
12/15/2021
  
0.19%
Belk Inc
  
 TL 1L EXIT 02/21
    
         966,743
    
            637,624
    
             366,879
  
12/18/2021
  
0.07%
Belk Inc
  
 TL 1L 02/21
    
           53,180
    
              52,640
    
               47,979
  
12/19/2021
  
0.01%
CFC Underwriting Ltd
  
 TL 1L DD 05/22
    
         801,508
    
                      -
    
             (29,015)
  
12/21/2021
  
-0.01%
CFC Underwriting Ltd
  
 TL 1L 05/22
    
      5,343,384
    
         5,213,822
    
          5,149,953
  
12/22/2021
  
0.99%
Community Brands Inc
  
 TL 1L 02/22
    
      1,027,724
    
         1,008,652
    
             994,323
  
12/23/2021
  
0.19%
Community Brands Inc
  
 TL 1L DD 02/22
    
         121,212
    
                      -
    
               (3,939)
  
12/24/2021
  
0.00%
Drive DeVilbiss Healthcare LLC
  
 TL 1L 03/21
    
    19,725,185
    
       19,066,489
    
        18,689,613
  
12/28/2021
  
3.61%
Encora Digital Inc
  
 TL 1L DD 12/21
    
         398,160
    
                      -
    
             (22,576)
  
12/30/2021
  
0.00%
Encora Digital Inc
  
 TL 1L 12/21
    
      1,652,370
    
         1,622,226
    
          1,558,681
  
12/31/2021
  
0.30%
Encora Digital Inc
  
 TL 1L 12/21
    
         459,686
    
            447,557
    
             432,059
  
1/1/2022
  
0.08%
Excelitas Technologies Corp
  
 TL 2L 10/17
    
      3,690,005
    
         3,628,287
    
          3,588,530
  
1/5/2022
  
0.69%
Foresight Energy LLC
  
 TL 1L A 06/20
    
         122,639
    
            122,639
    
             122,639
  
1/11/2022
  
0.02%
Foundation Risk Partners Corp
  
 TL 1L 03/22
    
         838,028
    
            826,031
    
             807,104
  
1/12/2022
  
0.16%
Foundation Risk Partners Corp
  
 TL 1L DD 03/22
    
      3,360,512
    
            677,762
    
             601,868
  
1/14/2022
  
0.12%
Foundation Risk Partners Corp
  
 TL 1L 10/21
    
      1,339,064
    
         1,321,146
    
          1,289,652
  
1/15/2022
  
0.25%
Foundation Risk Partners Corp
  
 TL 1L DD 10/21
    
         291,232
    
            287,335
    
             280,485
  
1/16/2022
  
0.05%
Galway Partners Holdings LLC
  
 TL 1L 09/21
    
      2,666,889
    
         2,625,077
    
          2,573,547
  
1/17/2022
  
0.50%
Galway Partners Holdings LLC
  
 TL 1L DD 09/21
    
         255,218
    
                      -
    
               (8,933)
  
1/20/2022
  
0.00%
Insight Global LLC
  
 TL 1L 09/21
    
      5,415,063
    
         5,367,541
    
          5,269,398
  
1/21/2022
  
1.02%
Insight Global LLC
  
 TL 1L 02/22
    
      1,048,221
    
         1,043,317
    
          1,020,024
  
1/22/2022
  
0.20%
Integrity Marketing Group LLC
  
 TL 1L DD 06/22
    
      5,591,940
    
                      -
    
           (148,186)
  
1/24/2022
  
-0.03%
Integrity Marketing Group LLC
  
 TL 1L DD 12/21
    
      2,945,601
    
         2,654,442
    
          2,593,314
  
1/25/2022
  
0.50%
Med-Metrix
  
 TL 1L DD 09/21
    
         634,994
    
            121,322
    
             126,745
  
1/26/2022
  
0.02%
Med-Metrix
  
 TL 1L 09/21
    
      1,261,093
    
         1,250,324
    
          1,261,093
  
1/30/2022
  
0.24%
Novotech Pty Ltd
  
 TL 1L DD 01/22
    
         266,244
    
                      -
    
               (5,272)
  
1/31/2022
  
0.00%
Novotech Pty Ltd
  
 TL 1L 01/22 (AUD)
    
      1,579,895
    
         1,116,749
    
          1,078,686
  
2/1/2022
  
0.21%
Novotech Pty Ltd
  
 TL 1L 01/22
    
      1,144,851
    
         1,121,433
    
          1,122,183
  
2/2/2022
  
0.22%
Opendoor Labs Inc
  
 TL 2L DD 10/21
    
    11,000,000
    
         7,329,587
    
          6,744,387
  
2/5/2022
  
1.30%
Oxford Global Resources LLC
  
 TL 1L 06/22
    
      6,644,108
    
         6,579,251
    
          6,523,185
  
2/6/2022
  
1.26%
Oxford Global Resources LLC
  
 TL 1L 08/21
    
      1,483,133
    
         1,470,665
    
          1,456,140
  
2/7/2022
  
0.28%
Oxford Global Resources LLC
  
 TL 1L DD 08/21
    
         257,645
    
                      -
    
               (4,689)
  
2/9/2022
  
0.00%
Parts Town LLC
  
 TL 1L DD 11/21
    
      1,291,084
    
         1,279,479
    
          1,243,056
  
2/10/2022
  
0.24%
Parts Town LLC
  
 TL 1L B 11/21
    
         924,867
    
            924,867
    
             890,462
  
2/11/2022
  
0.17%
Parts Town LLC
  
 TL 1L 11/21
    
         842,305
    
            834,734
    
             810,972
  
2/12/2022
  
0.16%
PartsSource Inc
  
 TL 1L DD 08/21
    
         464,562
    
                      -
    
             (12,311)
  
2/14/2022
  
0.00%
PartsSource Inc
  
 TL 1L 10/21
    
      1,328,938
    
         1,315,703
    
          1,293,721
  
2/15/2022
  
0.25%
Pretium Partners LLC P2
  
 TL 1L 12/21
    
      3,270,612
    
         3,210,304
    
          3,205,200
  
2/19/2022
  
0.62%
SAMBA Safety Inc
  
 TL 1L DD 09/21
    
         104,520
    
                      -
    
               (1,139)
  
2/25/2022
  
0.00%
SAMBA Safety Inc
  
 TL 1L 09/21
    
         467,968
    
            464,002
    
             462,868
  
2/26/2022
  
0.09%
SavATree LLC
  
 TL 1L 10/21
    
         853,146
    
            847,779
    
             840,434
  
2/28/2022
  
0.16%
SavATree LLC
  
 TL 1L DD 10/21
    
         148,273
    
                      -
    
               (2,209)
  
3/1/2022
  
0.00%
SitusAMC Holdings Corp
  
 TL 1L 12/21
    
      2,230,440
    
         2,210,395
    
          2,150,144
  
3/2/2022
  
0.41%
Time Manufacturing Co
  
 TL 1L 12/21
    
         597,000
    
            661,967
    
             568,002
  
3/5/2022
  
0.11%
Time Manufacturing Co
  
 TL 1L 06/22
    
         374,208
    
            394,776
    
             356,032
  
3/6/2022
  
0.07%
Time Manufacturing Co
  
 TL 1L 12/21
    
         926,079
    
            907,553
    
             860,420
  
3/7/2022
  
0.17%
Total Safety US Inc
  
 TL 1L B 07/19
    
      6,607,874
    
         6,573,102
    
          6,360,079
  
3/9/2022
  
1.23%
Ultra Electronics Holdings PLC
  
 TL 1L B 11/21
    
         104,000
    
            117,138
    
               99,703
  
3/11/2022
  
0.02%
Ultra Electronics Holdings PLC
  
 TL 1L B 11/21
    
         133,190
    
            132,857
    
             128,404
  
3/12/2022
  
0.02%
USIC Holdings Inc
  
 TL 2L 05/21
    
      2,682,939
    
         2,725,699
    
          2,445,955
  
3/15/2022
  
0.47%
Trade Claim
                              
Quorum Health Corp
  
 Trade Claim
    
         212,000
    
              90,722
    
               20,649
  
2/23/2022
  
0.00%
Total
             $
  106,843,482
   $
    103,417,500