Principal
Value
|
| Description
|
| Stated
Coupon
|
| Stated
Maturity
|
| Value
|
CORPORATE BONDS AND NOTES (Continued)
|
|
| Trading Companies & Distributors (Continued)
|
|
|
|
|
|
|
$3,884,000
|
| SRS Distribution, Inc. (a) (b)
|
| 6.00%
|
| 12/01/29
|
| $3,324,976
|
5,952,000
|
| United Rentals, Inc. (a) (b)
|
| 6.00%
|
| 12/15/29
|
| 5,920,890
|
|
|
|
| 10,146,786
|
|
| Total Corporate Bonds and Notes
|
| 509,270,879
|
|
| (Cost $557,875,693)
|
|
|
|
|
|
|
Principal
Value
|
| Description
|
| Rate (c)
|
| Stated
Maturity (d)
|
| Value
|
SENIOR FLOATING-RATE LOAN INTERESTS – 21.8%
|
|
| Application Software – 8.6%
|
|
|
|
|
|
|
707,558
|
| Applied Systems, Inc., 2026 Term Loan, 3 Mo. CME Term SOFR + 4.50%, 0.50% Floor (b)
|
| 9.74%
|
| 09/18/26
|
| 711,149
|
3,500,000
|
| Epicor Software Corp., Second Lien Term Loan, 1 Mo. CME Term SOFR + CSA + 7.75%, 1.00% Floor (b)
|
| 13.18%
|
| 07/30/28
|
| 3,527,615
|
8,631,755
|
| Gainwell Acquisition Corp. (fka Milano), Term Loan B, 3 Mo. CME Term SOFR + CSA + 4.00%, 0.75% Floor (b)
|
| 9.34%
|
| 10/01/27
|
| 8,513,068
|
4,408,904
|
| Greeneden U.S. Holdings II, LLC (Genesys Telecommunications Laboratories, Inc.), Initial Dollar Term Loan, 1 Mo. CME Term SOFR + CSA + 4.00%, 0.75% Floor (b)
|
| 9.45%
|
| 12/01/27
|
| 4,414,437
|
6,414,323
|
| Informatica Corporation, Initial Term Loan B, 1 Mo. CME Term SOFR + CSA + 2.75%, 0.00% Floor (b)
|
| 8.20%
|
| 10/29/28
|
| 6,417,338
|
3,131,932
|
| Internet Brands, Inc. (Web MD/MH Sub I. LLC), 2020 June New Term Loan, 1 Mo. CME Term SOFR + CSA + 3.75%, 1.00% Floor (b)
|
| 9.20%
|
| 09/15/24
|
| 3,137,146
|
8,877,441
|
| Internet Brands, Inc. (Web MD/MH Sub I. LLC), 2nd Lien Term Loan, 1 Mo. CME Term SOFR + 6.25%, 0.00% Floor (b)
|
| 11.58%
|
| 02/23/29
|
| 7,785,516
|
1,876,576
|
| Internet Brands, Inc. (Web MD/MH Sub I. LLC), Initial Term Loan, 1 Mo. CME Term SOFR + CSA + 3.75%, 0.00% Floor (b)
|
| 9.20%
|
| 09/13/24
|
| 1,879,982
|
111,260
|
| ION Trading Technologies Limited, Term Loan B, 3 Mo. CME Term SOFR + CSA + 4.75%, 0.00% Floor (b)
|
| 10.09%
|
| 04/01/28
|
| 109,208
|
5,813,300
|
| LogMeIn, Inc. (GoTo Group, Inc.), Term Loan B, 3 Mo. CME Term SOFR + CSA + 4.75%, 0.00% Floor (b)
|
| 10.27%
|
| 08/31/27
|
| 3,776,843
|
1,334,014
|
| Open Text Corp. (GXS), Term Loan B, 1 Mo. CME Term SOFR + CSA + 1.75%, 0.00% Floor (b)
|
| 7.18%
|
| 05/30/25
|
| 1,337,162
|
3,538,182
|
| RealPage, Inc., Second Lien Term Loan, 1 Mo. CME Term SOFR + CSA + 6.50%, 0.75% Floor (b)
|
| 11.95%
|
| 04/22/29
|
| 3,563,233
|
1,196,962
|
| Ultimate Kronos Group (UKG, Inc.), 2021 Term Loan, 3 Mo. CME Term SOFR + CSA + 3.25%, 0.50% Floor (b)
|
| 8.62%
|
| 05/03/26
|
| 1,198,632
|
2,675,976
|
| Ultimate Kronos Group (UKG, Inc.), Initial Term Loan B, 3 Mo. CME Term SOFR + CSA + 3.75%, 0.00% Floor (b)
|
| 9.22%
|
| 05/03/26
|
| 2,680,017
|
|
|
|
| 49,051,346
|
|
| Cable & Satellite – 0.3%
|
|
|
|
|
|
|
1,546,450
|
| Cablevision (aka CSC Holdings, LLC), March 2017 Term Loan B-1, 1 Mo. LIBOR + 2.25%, 0.00% Floor (b)
|
| 7.67%
|
| 07/17/25
|
| 1,494,257
|
|
| Education Services – 0.0%
|
|
|
|
|
|
|
142,291
|
| Ascensus Holdings, Inc. (Mercury), Second Lien Term Loan, 3 Mo. CME Term SOFR + CSA + 6.50%, 0.50% Floor
|
| 12.03%
|
| 08/02/29
|
| 134,999
|
|
| Electric Utilities – 0.5%
|
|
|
|
|
|
|
2,984,616
|
| PG&E Corp., Term Loan B, 1 Mo. CME Term SOFR + CSA + 3.00%, 0.50% Floor (b)
|
| 8.45%
|
| 06/23/25
|
| 2,986,899
|