| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| Bowtie Germany BidCo GmbH | 566.23 k | 500.00 k principal | 1.92 | Loan | Long | Germany |
| Assystem Technologies Services SASU | 558.29 k | 500.00 k principal | 1.89 | Loan | Long | France |
| Wittur Holding GmbH | 556.18 k | 500.00 k principal | 1.89 | Loan | Long | Germany |
| DRW Holdings LLC | 518.31 k | 519.12 k principal | 1.76 | Loan | Long | USA |
| Adevinta ASA | 500.84 k | 499.81 k principal | 1.70 | Loan | Long | Norway |
| Virgin Media Bristol LLC | 500.51 k | 500.00 k principal | 1.70 | Loan | Long | USA |
| Gainwell Acquisition Corp | 499.42 k | 497.49 k principal | 1.69 | Loan | Long | USA |
| 84 Lumber Co | 497.44 k | 496.25 k principal | 1.69 | Loan | Long | USA |
| Citadel Securities LP | 494.95 k | 497.50 k principal | 1.68 | Loan | Long | USA |
| CSC Holdings LLC | 489.28 k | 496.10 k principal | 1.66 | Loan | Long | USA |
| MPH Acquisition Holdings LLC | 440.44 k | 450.00 k principal | 1.49 | Loan | Long | USA |
| Global Business Travel Holdings Ltd | 434.30 k | 445.43 k principal | 1.47 | Loan | Long | UK |
| EW Scripps Co/The | 434.23 k | 433.75 k principal | 1.47 | Loan | Long | USA |
| S&S Holdings LLC | 414.88 k | 414.24 k principal | 1.41 | Loan | Long | USA |
| Yak Access LLC | 414.39 k | 460.64 k principal | 1.41 | Loan | Long | USA |
| Constant Contact Inc | 411.21 k | 410.95 k principal | 1.40 | Loan | Long | USA |
| Mallinckrodt International Finance SA | 404.98 k | 431.61 k principal | 1.37 | Loan | Long | Luxembourg |
| Skopima Merger Sub Inc | 373.16 k | 375.00 k principal | 1.27 | Loan | Long | USA |
| One Call Corp | 350.76 k | 349.13 k principal | 1.19 | Loan | Long | USA |
| Ahead DB Holdings LLC | 350.11 k | 349.13 k principal | 1.19 | Loan | Long | USA |
| BW Gas & Convenience Holdings LLC | 349.13 k | 349.13 k principal | 1.18 | Loan | Long | USA |
| Crown Subsea Communications Holding Inc | 343.28 k | 340.58 k principal | 1.16 | Loan | Long | USA |
| Clear Channel Outdoor Holdings Inc | 342.17 k | 346.46 k principal | 1.16 | Loan | Long | USA |
| Triton Solar US Acquisition Co | 339.94 k | 343.52 k principal | 1.15 | Loan | Long | USA |
| US Renal Care Inc | 337.85 k | 346.46 k principal | 1.15 | Loan | Long | USA |
| Carestream Health Inc | 331.16 k | 329.58 k principal | 1.12 | Loan | Long | USA |
| Safety Products/JHC Acquisition Corp | 327.85 k | 342.41 k principal | 1.11 | Loan | Long | USA |
| Voyage Australia Pty Ltd | 325.61 k | 325.00 k principal | 1.10 | Loan | Long | Australia |
| Univision Communications Inc | 324.94 k | 325.00 k principal | 1.10 | Loan | Long | USA |
| SLV GmbH | 323.93 k | 290.52 k principal | 1.10 | Loan | Long | Germany |
| Engineered Components & Systems LLC | 322.56 k | 325.00 k principal | 1.09 | Loan | Long | USA |
| Upfield BV | 320.42 k | 289.47 k principal | 1.09 | Loan | Long | Netherlands |
| Organon & Co | 314.10 k | 313.35 k principal | 1.07 | Loan | Long | USA |
| Ultra Clean Holdings Inc | 300.88 k | 300.00 k principal | 1.02 | Loan | Long | USA |
| Dawn Acquisition LLC | 298.16 k | 352.01 k principal | 1.01 | Loan | Long | USA |
| SuperMoose Borrower LLC | 276.17 k | 291.75 k principal | 0.94 | Loan | Long | USA |
| Wheel Pros Inc | 274.95 k | 275.00 k principal | 0.93 | Loan | Long | USA |
| Sunset Debt Merger Sub Inc | 273.11 k | 275.00 k principal | 0.93 | Loan | Long | USA |
| Cowen Inc | 272.26 k | 272.94 k principal | 0.92 | Loan | Long | USA |
| US Farathane LLC | 251.14 k | 268.13 k principal | 0.85 | Loan | Long | USA |
| United Airlines Inc | 250.21 k | 248.75 k principal | 0.85 | Loan | Long | USA |
| Veritas US Inc | 248.56 k | 248.25 k principal | 0.84 | Loan | Long | USA |
| TMS International Corp/DE | 247.94 k | 247.32 k principal | 0.84 | Loan | Long | USA |
| Dcert Buyer Inc | 247.33 k | 247.49 k principal | 0.84 | Loan | Long | USA |
| CenturyLink Inc | 245.61 k | 248.11 k principal | 0.83 | Loan | Long | USA |
| IXS Holdings Inc | 243.06 k | 246.92 k principal | 0.82 | Loan | Long | USA |
| Upfield BV | 233.03 k | 210.53 k principal | 0.79 | Loan | Long | Netherlands |
| Gopher Resource LLC | 232.54 k | 247.38 k principal | 0.79 | Loan | Long | USA |
| First Brands Group LLC | 227.11 k | 225.00 k principal | 0.77 | Loan | Long | USA |
| Advantage Sales & Marketing Inc | 223.84 k | 223.31 k principal | 0.76 | Loan | Long | USA |
| DG Investment Intermediate Holdings 2 Inc | 209.18 k | 208.99 k principal | 0.71 | Loan | Long | USA |
| TMS International Corp/DE | 205.20 k | 204.69 k principal | 0.70 | Loan | Long | USA |
| SCIH Salt Holdings Inc | 203.81 k | 205.48 k principal | 0.69 | Loan | Long | USA |
| Ahlstrom-Munksjo Oyj | 200.50 k | 200.00 k principal | 0.68 | Loan | Long | USA |
| KRATON Polymers US LLC | 200.38 k | 200.00 k principal | 0.68 | Loan | Long | USA |
| Sunshine Luxembourg VII Sarl | 200.02 k | 199.00 k principal | 0.68 | Loan | Long | Luxembourg |
| Tronox Finance LLC | 199.71 k | 201.22 k principal | 0.68 | Loan | Long | USA |
| Revint Intermediate II LLC | 199.50 k | 199.00 k principal | 0.68 | Loan | Long | USA |
| Caesars Resort Collection LLC | 198.40 k | 198.00 k principal | 0.67 | Loan | Long | USA |
| Whole Earth Brands Inc | 198.25 k | 199.00 k principal | 0.67 | Loan | Long | USA |
| Auris Luxembourg III Sarl | 196.30 k | 197.47 k principal | 0.67 | Loan | Long | Luxembourg |
| Edgewater Generation LLC | 194.32 k | 205.01 k principal | 0.66 | Loan | Long | USA |
| Triton Water Holdings Inc | 190.17 k | 190.00 k principal | 0.65 | Loan | Long | USA |
| Parkway Generation LLC | 182.14 k | 183.00 k principal | 0.62 | Loan | Long | USA |
| American Airlines Inc | 181.64 k | 175.00 k principal | 0.62 | Loan | Long | Cayman Islands |
| AppLovin Corp | 174.94 k | 175.00 k principal | 0.59 | Loan | Long | USA |
| Echo Global Logistics Inc | 174.58 k | 175.00 k principal | 0.59 | Loan | Long | USA |
| CT Technologies Intermediate Holdings Inc | 174.45 k | 174.13 k principal | 0.59 | Loan | Long | USA |
| Oryx Midstream Services Permian Basin LLC | 174.11 k | 175.00 k principal | 0.59 | Loan | Long | USA |
| First Brands Group LLC | 167.23 k | 166.15 k principal | 0.57 | Loan | Long | USA |
| Winterbotham Darby & Co Ltd | 166.97 k | 125.00 k principal | 0.57 | Loan | Long | UK |
| Cimpress USA Inc | 160.98 k | 160.78 k principal | 0.55 | Loan | Long | USA |
| USIC Holdings Inc | 152.20 k | 152.20 k principal | 0.52 | Loan | Long | USA |
| Trident TPI Holdings Inc | 151.11 k | 151.00 k principal | 0.51 | Loan | Long | USA |
| Directv Financing LLC | 150.33 k | 150.00 k principal | 0.51 | Loan | Long | USA |
| Sitel Worldwide Corp | 150.14 k | 150.00 k principal | 0.51 | Loan | Long | USA |
| Mermaid Bidco Inc | 149.81 k | 149.25 k principal | 0.51 | Loan | Long | USA |
| Summer BC Holdco B SARL | 148.64 k | 148.49 k principal | 0.50 | Loan | Long | Luxembourg |
| Xperi Holding Corp | 148.03 k | 148.13 k principal | 0.50 | Loan | Long | USA |
| Jane Street Group LLC | 147.93 k | 148.88 k principal | 0.50 | Loan | Long | USA |
| Gems Menasa Cayman Ltd | 147.05 k | 146.29 k principal | 0.50 | Loan | Long | Cayman Islands |
| Paysafe Holdings US Corp | 147.00 k | 150.00 k principal | 0.50 | Loan | Long | USA |
| Sylvamo Corp | 144.32 k | 143.33 k principal | 0.49 | Loan | Long | USA |
| Rohm Holding GmbH | 142.13 k | 142.07 k principal | 0.48 | Loan | Long | Germany |
| Air Methods Corp | 139.24 k | 146.18 k principal | 0.47 | Loan | Long | USA |
| SLV GmbH | 130.86 k | 117.36 k principal | 0.44 | Loan | Long | Germany |
| Clarios Global LP | 127.24 k | 127.74 k principal | 0.43 | Loan | Long | Canada |
| BW NHHC Holdco Inc | 127.11 k | 148.47 k principal | 0.43 | Loan | Long | USA |
| Dexko Global Inc | 125.75 k | 126.00 k principal | 0.43 | Loan | Long | USA |
| AI Aqua Merger Sub Inc | 125.50 k | 125.00 k principal | 0.43 | Loan | Long | USA |
| SUPERANNUATION AND INVESTMENTS T/L (CSF) | 125.23 k | 125.00 k principal | 0.42 | Loan | Long | USA |
| Air Canada | 125.07 k | 125.00 k principal | 0.42 | Loan | Long | Canada |
| MeridianLink Inc | 125.04 k | 125.00 k principal | 0.42 | Loan | Long | USA |
| Ima Financial Group Inc/The | 124.79 k | 125.00 k principal | 0.42 | Loan | Long | USA |
| Gray Television Inc | 124.55 k | 125.00 k principal | 0.42 | Loan | Long | USA |
| athenahealth Inc | 124.55 k | 124.38 k principal | 0.42 | Loan | Long | USA |
| Tivity Health Inc | 123.25 k | 123.13 k principal | 0.42 | Loan | Long | USA |
| Franchise Group Inc | 122.67 k | 122.32 k principal | 0.42 | Loan | Long | USA |
| LBM Acquisition LLC | 120.76 k | 121.67 k principal | 0.41 | Loan | Long | USA |
| Liqui-Box Holdings Inc | 115.41 k | 123.44 k principal | 0.39 | Loan | Long | USA |
| LogMeIn Inc | 115.31 k | 115.79 k principal | 0.39 | Loan | Long | USA |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp | 100.35 k | 100.00 k principal | 0.34 | Debt | Long | USA |
| Rexnord LLC, Senior Secured First Lien Term Loan | 100.19 k | 100.00 k principal | 0.34 | Loan | Long | USA |
| APX Group Inc | 99.68 k | 99.70 k principal | 0.34 | Loan | Long | USA |
| PetVet Care Centers LLC | 99.61 k | 99.50 k principal | 0.34 | Loan | Long | USA |
| Pluto Acquisition I Inc | 99.56 k | 99.75 k principal | 0.34 | Loan | Long | USA |
| Service Properties Trust | 98.11 k | 100.00 k principal | 0.33 | Debt | Long | USA |
| Grinding Media Inc | 97.52 k | 97.46 k principal | 0.33 | Loan | Long | USA |
| APi Group DE Inc | 94.98 k | 95.00 k principal | 0.32 | Loan | Long | USA |
| ENGINEERED COMPONENTS DELAYED DRAW T/L (CENTROMOTI | 91.06 k | 91.74 k principal | 0.31 | Loan | Long | USA |
| ICON Luxembourg Sarl | 90.83 k | 90.68 k principal | 0.31 | Loan | Long | Luxembourg |
| DT Midstream Inc | 90.26 k | 89.98 k principal | 0.31 | Loan | Long | USA |
| Cimpress USA Inc | 88.71 k | 88.59 k principal | 0.30 | Loan | Long | USA |
| Medical Solutions Holdings Inc | 84.02 k | 84.00 k principal | 0.29 | Loan | Long | USA |
| S&S Holdings LLC | 83.39 k | 83.26 k principal | 0.28 | Loan | Long | USA |
| Arvos BidCo Sarl | 80.10 k | 98.77 k principal | 0.27 | Loan | Long | Luxembourg |
| Raymond Bartlett Snow Holding LLC | 80.10 k | 98.76 k principal | 0.27 | Loan | Long | USA |
| First Student Bidco Inc | 76.57 k | 76.79 k principal | 0.26 | Loan | Long | USA |
| ConnectWise LLC | 74.92 k | 75.00 k principal | 0.25 | Loan | Long | USA |
| US Radiology Specialists Inc | 74.50 k | 74.44 k principal | 0.25 | Loan | Long | USA |
| Allen Media LLC | 73.93 k | 73.86 k principal | 0.25 | Loan | Long | USA |
| iHeartCommunications Inc | 67.00 k | 66.87 k principal | 0.23 | Loan | Long | USA |
| United PF Holdings LLC | 66.03 k | 68.25 k principal | 0.22 | Loan | Long | USA |
| Gray Television Inc | 63.33 k | 63.72 k principal | 0.21 | Loan | Long | USA |
| Rohm Holding GmbH | 55.44 k | 55.41 k principal | 0.19 | Loan | Long | Germany |
| SLV GmbH | 54.44 k | 48.82 k principal | 0.18 | Loan | Long | Germany |
| At Home Group Inc | 50.08 k | 50.00 k principal | 0.17 | Loan | Long | USA |
| Tronox Finance LLC | 40.47 k | 40.78 k principal | 0.14 | Loan | Long | USA |
| LogMeIn Inc | 32.95 k | 33.08 k principal | 0.11 | Loan | Long | USA |
| First Student Bidco Inc | 28.26 k | 28.35 k principal | 0.10 | Loan | Long | USA |
| Grinding Media Inc | 27.25 k | 27.23 k principal | 0.09 | Loan | Long | USA |
| Parkway Generation LLC | 24.91 k | 25.00 k principal | 0.08 | Loan | Long | USA |
| Sedgwick Claims Management Services Inc | 24.57 k | 24.50 k principal | 0.08 | Loan | Long | USA |
| Dexko Global Inc | 23.95 k | 24.00 k principal | 0.08 | Loan | Long | USA |
| Indigo Merger Sub Inc | 22.71 k | 22.67 k principal | 0.08 | Loan | Long | USA |
| Trident TPI Holdings Inc | 21.43 k | 21.42 k principal | 0.07 | Loan | Long | USA |
| Safety Products/JHC Acquisition Corp | 17.72 k | 18.51 k principal | 0.06 | Loan | Long | USA |
| Medical Solutions Holdings Inc | 16.00 k | 16.00 k principal | 0.05 | Loan | Long | USA |
| Osmosis Debt Merger Sub Inc | 11.16 k | 11.11 k principal | 0.04 | Loan | Long | USA |
| DT Midstream Inc | 9.81 k | 9.77 k principal | 0.03 | Loan | Long | USA |
| Yak Access LLC | 6.09 k | 6.77 k principal | 0.02 | Loan | Long | USA |
| AI Aqua Merger Sub Inc | 3.14 k | 3.13 k principal | 0.01 | Loan | Long | USA |
| Raymond Bartlett Snow Holding LLC | 2.51 k | 3.10 k principal | 0.01 | Loan | Long | USA |
| Arvos BidCo Sarl | 1.87 k | 2.31 k principal | 0.01 | Loan | Long | Luxembourg |
| APX Group Inc | 296.24 | 296.30 principal | 0.00 | Loan | Long | USA |
|
GBP/USD FWD 20220321
U.S. BANCORP INVESTMENTS INC.
|
-1.99 k | 1.00 contracts | -0.01 | DFE | N/A | USA |
|
EUR/USD FWD 20220321
U.S. BANCORP INVESTMENTS INC.
|
-17.01 k | 1.00 contracts | -0.06 | DFE | N/A | USA |
