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Share Name | Share Symbol | Market | Type |
---|---|---|---|
KKR Income Opportunities Fund | NYSE:KIO | NYSE | Common Stock |
Price Change | % Change | Share Price | High Price | Low Price | Open Price | Shares Traded | Last Trade | |
---|---|---|---|---|---|---|---|---|
0.08 | 0.60% | 13.38 | 13.38 | 13.3034 | 13.38 | 90,818 | 01:00:00 |
The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete. |
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION WASHINGTON, DC 20549 FORM NPORT-P Monthly Portfolio Investments Report |
Confidential | ☐ |
Filer CIK | 0001515940 |
Filer CCC | ******** |
Filer Investment Company Type | |
Is this a LIVE or TEST Filing? | ☐ LIVE ☐ TEST |
Would you like a Return Copy? | ☐ |
Is this an electronic copy of an official filing submitted in paper format? | ☐ |
Name | |
Phone | |
E-Mail Address |
Notify via Filing Website only? | ☐ |
Notification E-mail Address | |
Series ID |
Class (Contract) ID |
a. Name of Registrant | KKR Income Opportunities Fund |
b. Investment Company Act file number for Registrant: (e.g., 811-______) | 811-22543 |
c. CIK number of Registrant | 0001515940 |
d. LEI of Registrant | 549300H65GA67Q2C3B36 |
e. Address and telephone number of Registrant: |
i. Street Address 1 | 555 California Street |
ii. Street Address 2 | 50th Floor |
iii. City | San Francisco |
iv. State, if applicable | |
v. Foreign country, if applicable | |
vi. Zip / Postal Code | 94104 |
vii. Telephone number | 415-315-3620 |
a. Name of Series. | KKR Income Opportunities Fund |
b. EDGAR series identifier (if any). | |
c. LEI of Series. | N/A |
a. Date of fiscal year-end. | 2023-10-31 |
b. Date as of which information is reported. | 2023-01-31 |
a. Does the Fund anticipate that this will be its final filing on Form N PORT? | ☐ Yes ☒ No |
Report the following information for the Fund and its consolidated subsidiaries. |
a. Total assets, including assets attributable to miscellaneous securities reported in Part D. | 454461953.910000000000 |
b. Total liabilities. | 186664386.540000000000 |
c. Net assets. | 267797567.370000000000 |
a. Assets attributable to miscellaneous securities reported in Part D. | 0.000000000000 |
b. Assets invested in a Controlled Foreign Corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities. | 0.000000000000 |
c. Borrowings attributable to amounts payable for notes payable, bonds, and similar debt, as reported pursuant to rule 6-04(13)(a) of Regulation S-X [17 CFR 210.6-04(13)(a)]. |
Amounts payable within one year. | |
Banks or other financial institutions for borrowings. | 108842991.870000000000 |
Controlled companies. | 0.000000000000 |
Other affiliates. | 0.000000000000 |
Others. | 0.000000000000 |
Amounts payable after one year. | |
Banks or other financial institutions for borrowings. | 0.000000000000 |
Controlled companies. | 0.000000000000 |
Other affiliates. | 0.000000000000 |
Others. | 0.000000000000 |
d. Payables for investments purchased either (i) on a delayed delivery, when-issued, or other firm commitment basis, or (ii) on a standby commitment basis. |
(i) On a delayed delivery, when-issued, or other firm commitment basis: | 1068000.000000000000 |
(ii) On a standby commitment basis: | 0.000000000000 |
e. Liquidation preference of outstanding preferred stock issued by the Fund. | 50000000.000000000000 |
f. Cash and cash equivalents not reported in Parts C and D. | 4733919.440000000000 |
If the average value of the Fund's debt securities positions for the previous three months, in the aggregate, exceeds 25% or more of the Fund's net asset value, provide: |
a. Interest Rate Risk (DV01). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 1 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years. |
b. Interest Rate Risk (DV100). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 100 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years. |
Currency Metric Record | ISO Currency code | 3 month | 1 year | 5 years | 10 years | 30 years | — | — | — | — | — | — | — |
---|
c. Credit Spread Risk (SDV01, CR01 or CS01). Provide the change in value of the portfolio resulting from a 1 basis point change in credit spreads where the shift is applied to the option adjusted spread, aggregated by investment grade and non-investment grade exposures, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years. |
Credit Spread Risk | 3 month | 1 year | 5 years | 10 years | 30 years | — | — | — | — | — | — |
---|
For purposes of Item B.3., calculate value as the sum of the absolute values of: (i) the value of each debt security, (ii) the notional value of each swap, including, but not limited to, total return swaps, interest rate swaps, and credit default swaps, for which the underlying reference asset or assets are debt securities or an interest rate; (iii) the notional value of each futures contract for which the underlying reference asset or assets are debt securities or an interest rate; and (iv) the delta-adjusted notional value of any option for which the underlying reference asset is an asset described in clause (i),(ii), or (iii). Report zero for maturities to which the Fund has no exposure. For exposures that fall between any of the listed maturities in (a) and (b), use linear interpolation to approximate exposure to each maturity listed above. For exposures outside of the range of maturities listed above, include those exposures in the nearest maturity. |
a. For each borrower in any securities lending transaction, provide the following information: |
Borrower Information Record | Name of borrower | LEI (if any) of borrower | Aggregate value of all securities on loan to the borrower |
---|---|---|---|
— | — | — | — |
b. Did any securities lending counterparty provide any non-cash collateral? | ☐ Yes ☒ No |
a. Monthly total returns of the Fund for each of the preceding three months. If the Fund is a Multiple Class Fund, report returns for each class. Such returns shall be calculated in accordance with the methodologies outlined in Item 26(b) (1) of Form N-1A, Instruction 13 to sub-Item 1 of Item 4 of Form N-2, or Item 26(b) (i) of Form N-3, as applicable. |
Monthly Total Return Record | Monthly total returns of the Fund for each of the preceding three months | Class identification number(s) (if any) of the Class(es) for which returns are reported | ||
Month 1 | Month 2 | Month 3 | ||
#1 | 5.37 | -3.93 | 8.48 |
b. For each of the preceding three months, monthly net realized gain (loss) and net change in unrealized appreciation (or depreciation) attributable to derivatives for each of the following categories: commodity contracts, credit contracts, equity contracts, foreign exchange contracts, interest rate contracts, and other contracts. Within each such asset category, further report the same information for each of the following types of derivatives instrument: forward, future, option, swaption, swap, warrant, and other. Report in U.S. dollars. Losses and depreciation shall be reported as negative numbers. |
i. Asset category. |
c. For each of the preceding three months, monthly net realized gain (loss) and net change in unrealized appreciation (or depreciation) attributable to investment other than derivatives. Report in U.S. dollars. Losses and depreciation shall be reported as negative numbers. |
Month | Monthly net realized gain(loss) | Monthly net change in unrealized appreciation (or depreciation) |
---|---|---|
Month 1 | 1891197.86 | 6657109.150000000000 |
Month 2 | -934677.190000000000 | -8021473.890000000000 |
Month 3 | 663275.230000000000 | 19321560.010000000000 |
a. Provide the aggregate dollar amounts for sales and redemptions/repurchases of Fund shares during each of the preceding three months. If shares of the Fund are held in omnibus accounts, for purposes of calculating the Fund's sales, redemptions, and repurchases, use net sales or redemptions/repurchases from such omnibus accounts. The amounts to be reported under this Item should be after any front-end sales load has been deducted and before any deferred or contingent deferred sales load or charge has been deducted. Shares sold shall include shares sold by the Fund to a registered unit investment trust. For mergers and other acquisitions, include in the value of shares sold any transaction in which the Fund acquired the assets of another investment company or of a personal holding company in exchange for its own shares. For liquidations, include in the value of shares redeemed any transaction in which the Fund liquidated all or part of its assets. Exchanges are defined as the redemption or repurchase of shares of one Fund or series and the investment of all or part of the proceeds in shares of another Fund or series in the same family of investment companies. |
Month | Total net asset value of shares sold (including exchanges but excluding reinvestment of dividends and distributions) | Total net asset value of shares sold in connection with reinvestments of dividends and distributions | Total net asset value of shares redeemed or repurchased, including exchanges |
---|---|---|---|
Month 1 | .000000000000 | .000000000000 | .000000000000 |
Month 2 | .000000000000 | .000000000000 | .000000000000 |
Month 3 | .000000000000 | .000000000000 | .000000000000 |
a. If applicable, provide the Fund's current Highly Liquid Investment Minimum. |
—
|
b. If applicable, provide the number of days that the Fund's holdings in Highly Liquid Investments fell below the Fund's Highly Liquid Investment Minimum during the reporting period. |
—
|
c. Did the Fund's Highly Liquid Investment Minimum change during the reporting period? | ☐ Yes ☐ No ☐ N/A |
For portfolio investments of open-end management investment companies, provide the percentage of the Fund's Highly Liquid Investments that it has pledged as margin or collateral in connection with derivatives transactions that are classified among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]: |
(1) Moderately Liquid Investments |
(2) Less Liquid Investments |
(3) Illiquid Investments |
For purposes of Item B.8, when computing the required percentage, the denominator should only include assets (and exclude liabilities) that are categorized by the Fund as Highly Liquid Investments. |
Classification |
—
|
If the Fund is excepted from the rule 18f-4 [17 CFR 270.18f-4] program requirement and limit on fund leverage risk under rule 18f-4(c)(4) [17 CFR 270.18f-4(c)(4)], provide the following information: |
a. Derivatives exposure (as defined in rule 18f-4(a) [17 CFR 270.18f-4(a)]), reported as a percentage of the Fund’s net asset value. |
—
|
b. Exposure from currency derivatives that hedge currency risks, as provided in rule 18f-4(c)(4)(i)(B) [17 CFR 270.18f-4(c)(4)(i)(B)], reported as a percentage of the Fund's net asset value. |
—
|
c. Exposure from interest rate derivatives that hedge interest rate risks, as provided in rule 18f-4(c)(4)(i)(B) [17 CFR 270.18f-4(c)(4)(i)(B)], reported as a percentage of the Fund's net asset value. |
—
|
d. The number of business days, if any, in excess of the five-business-day period described in rule 18f-4(c)(4)(ii) [17 CFR 270.18f-4(c)(4)(ii)], that the Fund’s derivatives exposure exceeded 10 percent of its net assets during the reporting period. |
—
|
For Funds subject to the limit on fund leverage risk described in rule 18f-4(c)(2) [17 CFR 270.18f-4(c)(2)], provide the following information, as determined in accordance with the requirement under rule 18f-4(c)(2)(ii) to determine the fund’s compliance with the applicable VaR test at least once each business day: |
a. Median daily VaR during the reporting period, reported as a percentage of the Fund's net asset value. |
—
|
b. For Funds that were subject to the Relative VaR Test during the reporting period, provide: | |
i. As applicable, the name of the Fund’s Designated Index, or a statement that the Fund's Designated Reference Portfolio is the Fund’s Securities Portfolio. |
—
|
ii. As applicable, the index identifier for the Fund’s Designated Index. |
—
|
iii. Median VaR Ratio during the reporting period, reported as a percentage of the VaRof the Fund's Designated Reference Portfolio. |
—
|
c. Backtesting Results. Number of exceptions that the Fund identified as a result of its backtesting of its VaR calculation model (as described in rule 18f-4(c)(1)(iv) [17 CFR 270.18f-4(c)(1)(iv)] during the reporting period. |
—
|
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Schedule of Portfolio Investments Record: 1 |
a. Name of issuer (if any). | CSC HOLDINGS LLC |
b. LEI (if any) of issuer. (1) | 3HG2WD2W22M120IUNG49 |
c. Title of the issue or description of the investment. | CSC Holdings LLC |
d. CUSIP (if any). | 126307BA4 |
At least one of the following other identifiers: |
- ISIN | US126307BA42 |
Balance. (2) |
a. Balance | 4702000.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2968255.050000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.1083950759 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2030-01-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 5.750000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 2 |
a. Name of issuer (if any). | CSC HOLDINGS LLC |
b. LEI (if any) of issuer. (1) | 3HG2WD2W22M120IUNG49 |
c. Title of the issue or description of the investment. | CSC Holdings LLC |
d. CUSIP (if any). | 126307BK2 |
At least one of the following other identifiers: |
- ISIN | US126307BK24 |
Balance. (2) |
a. Balance | 806000.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 484571.230000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.1809468379 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2031-11-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 5.000000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 3 |
a. Name of issuer (if any). | COLOUROZ INVESTMENT 1 GM |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | ColourOZ Investment 1 GmbH |
d. CUSIP (if any). | N/A |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00WHMVNH9 |
Description of other unique identifier. | BBGID |
Balance. (2) |
a. Balance | 8774.200000000001 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | 6395.790000000000 |
f. Exchange rate. | .919840000000 |
g. Percentage value compared to net assets of the Fund. | 0.0023882928 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
GERMANY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-09-07 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 5.000000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 4 |
a. Name of issuer (if any). | COLOUROZ INVESTMENT 1 GM |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | ColourOZ Investment 1 GmbH |
d. CUSIP (if any). | N/A |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00WHMVNH9 |
Description of other unique identifier. | BBGID |
Balance. (2) |
a. Balance | 13144.990000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | 9581.790000000001 |
f. Exchange rate. | .919840000000 |
g. Percentage value compared to net assets of the Fund. | 0.0035779974 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
GERMANY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-09-07 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 6.667000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 5 |
a. Name of issuer (if any). | FLINT GROUP GMBH |
b. LEI (if any) of issuer. (1) | 529900HYSM9MD1C1LG96 |
c. Title of the issue or description of the investment. | Flint Group GmbH |
d. CUSIP (if any). | N/A |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00WHMVNQ9 |
Description of other unique identifier. | BBGID |
Balance. (2) |
a. Balance | 218.800000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | 159.490000000000 |
f. Exchange rate. | .919840000000 |
g. Percentage value compared to net assets of the Fund. | 0.0000595562 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
GERMANY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-09-07 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 5.000000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 6 |
a. Name of issuer (if any). | FLINT GROUP GMBH |
b. LEI (if any) of issuer. (1) | 529900HYSM9MD1C1LG96 |
c. Title of the issue or description of the investment. | Flint Group GmbH |
d. CUSIP (if any). | N/A |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00WHMVNQ9 |
Description of other unique identifier. | BBGID |
Balance. (2) |
a. Balance | .560000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | .410000000000 |
f. Exchange rate. | .919840000000 |
g. Percentage value compared to net assets of the Fund. | 0.0000001531 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
GERMANY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-09-07 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 5.000000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 7 |
a. Name of issuer (if any). | FLINT GROUP GMBH |
b. LEI (if any) of issuer. (1) | 529900HYSM9MD1C1LG96 |
c. Title of the issue or description of the investment. | Flint Group GmbH |
d. CUSIP (if any). | N/A |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00WHMVNQ9 |
Description of other unique identifier. | BBGID |
Balance. (2) |
a. Balance | 1957.050000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | 1426.550000000000 |
f. Exchange rate. | .919840000000 |
g. Percentage value compared to net assets of the Fund. | 0.0005326971 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
GERMANY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-09-07 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 6.667000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 8 |
a. Name of issuer (if any). | FLINT GROUP GMBH |
b. LEI (if any) of issuer. (1) | 529900HYSM9MD1C1LG96 |
c. Title of the issue or description of the investment. | Flint Group GmbH |
d. CUSIP (if any). | N/A |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00WHMVNQ9 |
Description of other unique identifier. | BBGID |
Balance. (2) |
a. Balance | 259.970000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | 189.500000000000 |
f. Exchange rate. | .919840000000 |
g. Percentage value compared to net assets of the Fund. | 0.0000707624 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
GERMANY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-09-07 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 5.523000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 9 |
a. Name of issuer (if any). | AMERICAN AIRLINES GROUP |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | American Airlines Group Inc |
d. CUSIP (if any). | 02376RAE2 |
At least one of the following other identifiers: |
- ISIN | US02376RAE27 |
Balance. (2) |
a. Balance | 10343000.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 9700573.830000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 3.6223532294 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-03-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 3.750000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 10 |
a. Name of issuer (if any). | LBM ACQUISITION LLC |
b. LEI (if any) of issuer. (1) | 549300FAEB3VWZL4NI86 |
c. Title of the issue or description of the investment. | LBM Acquisition LLC |
d. CUSIP (if any). | 05552BAA4 |
At least one of the following other identifiers: |
- ISIN | US05552BAA44 |
Balance. (2) |
a. Balance | 6181000.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4706213.400000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.7573772033 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2029-01-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.250000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 11 |
a. Name of issuer (if any). | BCPE ULYSSES INTERMEDIAT |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | BCPE Ulysses Intermediate Inc |
d. CUSIP (if any). | 05553LAA1 |
At least one of the following other identifiers: |
- ISIN | US05553LAA17 |
Balance. (2) |
a. Balance | 5294000.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3977593.960000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.4852987647 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2027-04-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 7.750000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☒ Yes ☐ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 12 |
a. Name of issuer (if any). | CHS/COMMUNITY HEALTH SYS |
b. LEI (if any) of issuer. (1) | 5493007X5NC5XI1BB106 |
c. Title of the issue or description of the investment. | CHS/Community Health Systems Inc |
d. CUSIP (if any). | 12543DBE9 |
At least one of the following other identifiers: |
- ISIN | US12543DBE94 |
Balance. (2) |
a. Balance | 2725000.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1672046.380000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.6243695178 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2028-04-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.875000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 13 |
a. Name of issuer (if any). | CHS/COMMUNITY HEALTH SYS |
b. LEI (if any) of issuer. (1) | 5493007X5NC5XI1BB106 |
c. Title of the issue or description of the investment. | CHS/Community Health Systems Inc |
d. CUSIP (if any). | 12543DBJ8 |
At least one of the following other identifiers: |
- ISIN | US12543DBJ81 |
Balance. (2) |
a. Balance | 1484000.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 940930.200000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.3513587555 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2029-04-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.875000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 14 |
a. Name of issuer (if any). | CHS/COMMUNITY HEALTH SYS |
b. LEI (if any) of issuer. (1) | 5493007X5NC5XI1BB106 |
c. Title of the issue or description of the investment. | CHS/Community Health Systems Inc |
d. CUSIP (if any). | 12543DBL3 |
At least one of the following other identifiers: |
- ISIN | US12543DBL38 |
Balance. (2) |
a. Balance | 1997000.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1203248.300000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.4493126326 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2030-04-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.125000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 15 |
a. Name of issuer (if any). | CABLEVISION LIGHTPATH |
b. LEI (if any) of issuer. (1) | 5493002ZVBLRLGES1R71 |
c. Title of the issue or description of the investment. | Cablevision Lightpath LLC |
d. CUSIP (if any). | 12687GAB5 |
At least one of the following other identifiers: |
- ISIN | US12687GAB59 |
Balance. (2) |
a. Balance | 1048000.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 805618.560000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.3008311718 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2028-09-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 5.625000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 16 |
a. Name of issuer (if any). | CAESARS ENTERTAIN INC |
b. LEI (if any) of issuer. (1) | 549300FA4CTCW903Y781 |
c. Title of the issue or description of the investment. | Caesars Entertainment Inc |
d. CUSIP (if any). | 12769GAB6 |
At least one of the following other identifiers: |
- ISIN | US12769GAB68 |
Balance. (2) |
a. Balance | 638000.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 649962.500000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.2427066483 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2030-02-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 7.000000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 17 |
a. Name of issuer (if any). | CAMELOT RETURN MERGER SU |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | Camelot Return Merger Sub Inc |
d. CUSIP (if any). | 13323NAA0 |
At least one of the following other identifiers: |
- ISIN | US13323NAA00 |
Balance. (2) |
a. Balance | 985000.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 927377.500000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.3462979552 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2028-08-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 8.750000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 18 |
a. Name of issuer (if any). | CARNIVAL CORP |
b. LEI (if any) of issuer. (1) | F1OF2ZSX47CR0BCWA982 |
c. Title of the issue or description of the investment. | Carnival Corp |
d. CUSIP (if any). | 143658BN1 |
At least one of the following other identifiers: |
- ISIN | US143658BN13 |
Balance. (2) |
a. Balance | 10373000.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 8624215.930000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 3.2204235515 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
PANAMA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2027-03-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 5.750000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 19 |
a. Name of issuer (if any). | CARNIVAL CORP |
b. LEI (if any) of issuer. (1) | F1OF2ZSX47CR0BCWA982 |
c. Title of the issue or description of the investment. | Carnival Corp |
d. CUSIP (if any). | 143658BR2 |
At least one of the following other identifiers: |
- ISIN | US143658BR27 |
Balance. (2) |
a. Balance | 4931000.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3901678.410000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.4569506543 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
PANAMA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2029-05-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.000000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 20 |
a. Name of issuer (if any). | MAXIM CRANE WORKS LLC |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | Maxim Crane Works Holdings Capital LLC |
d. CUSIP (if any). | 18911YAA3 |
At least one of the following other identifiers: |
- ISIN | US18911YAA38 |
- Ticker (if ISIN is not available). | CLDCRN |
Balance. (2) |
a. Balance | 5952000.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 5755685.780000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 2.1492673875 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2024-08-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 10.125000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 21 |
a. Name of issuer (if any). | COMMSCOPE INC |
b. LEI (if any) of issuer. (1) | 549300Z6K4JXMFE8QY54 |
c. Title of the issue or description of the investment. | CommScope Inc |
d. CUSIP (if any). | 203372AV9 |
At least one of the following other identifiers: |
- ISIN | US203372AV94 |
Balance. (2) |
a. Balance | 2826000.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2217410.330000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.8280173535 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2028-07-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 7.125000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 22 |
a. Name of issuer (if any). | COMMSCOPE TECH LLC |
b. LEI (if any) of issuer. (1) | M4TWC4QDOKW45N7T6Y12 |
c. Title of the issue or description of the investment. | CommScope Technologies LLC |
d. CUSIP (if any). | 20337YAA5 |
At least one of the following other identifiers: |
- ISIN | US20337YAA55 |
- Ticker (if ISIN is not available). | COMM |
Balance. (2) |
a. Balance | 6801000.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 6448504.170000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 2.4079771274 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-06-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.000000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 23 |
a. Name of issuer (if any). | CONDUENT BUS SERVICES |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | Conduent Business Services LLC / Conduent State & Local Solutions Inc |
d. CUSIP (if any). | 20679LAB7 |
At least one of the following other identifiers: |
- ISIN | US20679LAB71 |
Balance. (2) |
a. Balance | 5451000.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4832393.270000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.8044948345 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2029-11-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.000000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 24 |
a. Name of issuer (if any). | FLINT GROUP GMBH |
b. LEI (if any) of issuer. (1) | 529900HYSM9MD1C1LG96 |
c. Title of the issue or description of the investment. | Flint Group GmbH |
d. CUSIP (if any). | N/A |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00WHMVNQ9 |
Description of other unique identifier. | BBGID |
Balance. (2) |
a. Balance | 97528.990000000005 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | 71091.919999999998 |
f. Exchange rate. | .919840000000 |
g. Percentage value compared to net assets of the Fund. | 0.0265468879 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
GERMANY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-09-07 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 6.667000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 25 |
a. Name of issuer (if any). | FINASTRA USA INC |
b. LEI (if any) of issuer. (1) | 549300ZB2RO6QC7YTK71 |
c. Title of the issue or description of the investment. | Finastra USA Inc |
d. CUSIP (if any). | 02034DAF4 |
At least one of the following other identifiers: |
- ISIN | US02034DAF42 |
Balance. (2) |
a. Balance | 8063621.710000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 6415054.570000000300 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 2.3954864986 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-06-13 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 12.075290000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 26 |
a. Name of issuer (if any). | EMERALD EXPO HOLDINGS INC |
b. LEI (if any) of issuer. (1) | 549300YQCBSQUCZ74696 |
c. Title of the issue or description of the investment. | Emerald X Inc |
d. CUSIP (if any). | 29088UAF4 |
At least one of the following other identifiers: |
- ISIN | US29088UAF49 |
Balance. (2) |
a. Balance | 2186901.939999999900 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2151091.419999999900 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.8032527857 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2024-05-22 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 7.069710000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 27 |
a. Name of issuer (if any). | WEST CORP |
b. LEI (if any) of issuer. (1) | 5493005Z5DB0O5S30R71 |
c. Title of the issue or description of the investment. | Intrado Corp |
d. CUSIP (if any). | 68162RAC5 |
At least one of the following other identifiers: |
- ISIN | US68162RAC51 |
Balance. (2) |
a. Balance | 2598469.049999999800 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2446341.680000000200 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.9135040710 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2024-10-10 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 8.825290000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 28 |
a. Name of issuer (if any). | DELTA AIR LINES INC |
b. LEI (if any) of issuer. (1) | Q2CCMS6R0AS67HJMBN42 |
c. Title of the issue or description of the investment. | Delta Air Lines Inc |
d. CUSIP (if any). | 247361ZU5 |
At least one of the following other identifiers: |
- ISIN | US247361ZU54 |
Balance. (2) |
a. Balance | 474000.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 452613.120000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.1690131559 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2024-10-28 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 2.900000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 29 |
a. Name of issuer (if any). | FERTITTA ENTERTAINMENT |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc |
d. CUSIP (if any). | 31556TAC3 |
At least one of the following other identifiers: |
- ISIN | US31556TAC36 |
Balance. (2) |
a. Balance | 3373000.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2803705.060000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.0469494131 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2030-01-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.750000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 30 |
a. Name of issuer (if any). | WEST CORP |
b. LEI (if any) of issuer. (1) | 5493005Z5DB0O5S30R71 |
c. Title of the issue or description of the investment. | Intrado Corp |
d. CUSIP (if any). | 68162RAC5 |
At least one of the following other identifiers: |
- ISIN | US68162RAC51 |
Balance. (2) |
a. Balance | 470736.929999999990 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 443177.630000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.1654897893 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2024-10-10 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 8.825290000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 31 |
a. Name of issuer (if any). | WEST CORP |
b. LEI (if any) of issuer. (1) | 5493005Z5DB0O5S30R71 |
c. Title of the issue or description of the investment. | Intrado Corp |
d. CUSIP (if any). | 68162RAC5 |
At least one of the following other identifiers: |
- ISIN | US68162RAC51 |
Balance. (2) |
a. Balance | 717422.640000000010 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 675421.140000000010 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.2522133217 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2024-10-10 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 8.825290000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 32 |
a. Name of issuer (if any). | WEST CORP |
b. LEI (if any) of issuer. (1) | 5493005Z5DB0O5S30R71 |
c. Title of the issue or description of the investment. | Intrado Corp |
d. CUSIP (if any). | 68162RAC5 |
At least one of the following other identifiers: |
- ISIN | US68162RAC51 |
Balance. (2) |
a. Balance | 1194200.580000000100 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1124286.100000000100 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.4198268532 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2024-10-10 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 8.825290000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 33 |
a. Name of issuer (if any). | VANTAGE SPEC CHEM |
b. LEI (if any) of issuer. (1) | 54930057U5S5AY44VU09 |
c. Title of the issue or description of the investment. | Vantage Specialty Chemicals Inc |
d. CUSIP (if any). | 92210XAC4 |
At least one of the following other identifiers: |
- ISIN | US92210XAC48 |
- Ticker (if ISIN is not available). | VANSPE |
Balance. (2) |
a. Balance | 5170070.129999999900 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 5122143.580000000100 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.9126923483 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2024-10-28 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 8.325290000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 34 |
a. Name of issuer (if any). | VANTAGE SPEC CHEM |
b. LEI (if any) of issuer. (1) | 54930057U5S5AY44VU09 |
c. Title of the issue or description of the investment. | Vantage Specialty Chemicals Inc |
d. CUSIP (if any). | 92210XAC4 |
At least one of the following other identifiers: |
- ISIN | US92210XAC48 |
- Ticker (if ISIN is not available). | VANSPE |
Balance. (2) |
a. Balance | 5449329.519999999600 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 5398814.240000000200 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 2.0160057065 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2024-10-28 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 8.229860000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 35 |
a. Name of issuer (if any). | VANTAGE SPEC CHEM |
b. LEI (if any) of issuer. (1) | 54930057U5S5AY44VU09 |
c. Title of the issue or description of the investment. | Vantage Specialty Chemicals Inc |
d. CUSIP (if any). | 92211YAB3 |
At least one of the following other identifiers: |
- ISIN | US92211YAB39 |
- Ticker (if ISIN is not available). | VANSPE |
Balance. (2) |
a. Balance | 3725748.560000000100 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3507438.319999999800 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.3097349444 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-10-26 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 12.984860000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 36 |
a. Name of issuer (if any). | TECOSTAR HOLDINGS INC |
b. LEI (if any) of issuer. (1) | 549300IXCNJ4GPQ18L22 |
c. Title of the issue or description of the investment. | TecoStar Holdings Inc |
d. CUSIP (if any). | 87876HAC4 |
At least one of the following other identifiers: |
- ISIN | US87876HAC43 |
Balance. (2) |
a. Balance | 2259253.609999999900 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1988956.510000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.7427089535 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2024-05-01 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 8.288430000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 37 |
a. Name of issuer (if any). | ACCESS CIG LLC |
b. LEI (if any) of issuer. (1) | 5493002EU9Z6IQMPAN35 |
c. Title of the issue or description of the investment. | Access CIG LLC |
d. CUSIP (if any). | 00435CAL2 |
At least one of the following other identifiers: |
- ISIN | US00435CAL28 |
- Ticker (if ISIN is not available). | ACCCIG |
Balance. (2) |
a. Balance | 1292375.010000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1176061.260000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.4391605464 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2026-02-27 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 12.118710000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 38 |
a. Name of issuer (if any). | AVSC HOLDING CORP |
b. LEI (if any) of issuer. (1) | 549300CLJBQ9YSR4U689 |
c. Title of the issue or description of the investment. | AVSC Holding Corp |
d. CUSIP (if any). | 00241YAQ7 |
At least one of the following other identifiers: |
- ISIN | US00241YAQ70 |
- Ticker (if ISIN is not available). | AVSV |
Balance. (2) |
a. Balance | 4448850.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3714789.750000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.3871633662 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-09-01 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 11.651290000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 39 |
a. Name of issuer (if any). | WEST CORP |
b. LEI (if any) of issuer. (1) | 5493005Z5DB0O5S30R71 |
c. Title of the issue or description of the investment. | Intrado Corp |
d. CUSIP (if any). | 68162RAD3 |
At least one of the following other identifiers: |
- ISIN | US68162RAD35 |
Balance. (2) |
a. Balance | 1687250.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1594451.250000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.5953942247 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2024-10-10 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 8.075290000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 40 |
a. Name of issuer (if any). | NEP EUROPE FINCO BV |
b. LEI (if any) of issuer. (1) | 549300M5F3LSBUNG0C68 |
c. Title of the issue or description of the investment. | NEP Europe Finco BV |
d. CUSIP (if any). | 62908HAE5 |
At least one of the following other identifiers: |
- ISIN | US62908HAE53 |
Balance. (2) |
a. Balance | 2176046.410000000100 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | 2077858.889999999900 |
f. Exchange rate. | .919840000000 |
g. Percentage value compared to net assets of the Fund. | 0.7759065590 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
NETHERLANDS
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-10-20 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 5.630000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 41 |
a. Name of issuer (if any). | CASPER BIDCO SASU |
b. LEI (if any) of issuer. (1) | 969500OUD0VB2606MD53 |
c. Title of the issue or description of the investment. | Casper Bidco SASU |
d. CUSIP (if any). | N/A |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00PKC7YP6 |
Description of other unique identifier. | BBGID |
Balance. (2) |
a. Balance | 656590.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | 687397.989999999990 |
f. Exchange rate. | .919840000000 |
g. Percentage value compared to net assets of the Fund. | 0.2566856737 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
FRANCE
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2027-07-30 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 8.500000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 42 |
a. Name of issuer (if any). | GENESIS ENERGY LP/FIN |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | Genesis Energy LP / Genesis Energy Finance Corp |
d. CUSIP (if any). | 37185LAJ1 |
At least one of the following other identifiers: |
- ISIN | US37185LAJ17 |
Balance. (2) |
a. Balance | 2842000.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2795817.500000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.0440040690 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-10-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.500000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 43 |
a. Name of issuer (if any). | GENESIS ENERGY LP/FIN |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | Genesis Energy LP / Genesis Energy Finance Corp |
d. CUSIP (if any). | 37185LAN2 |
At least one of the following other identifiers: |
- ISIN | US37185LAN29 |
Balance. (2) |
a. Balance | 1776000.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1807062.240000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.6747866524 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2030-04-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 8.875000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 44 |
a. Name of issuer (if any). | HAEMONETICS CORP |
b. LEI (if any) of issuer. (1) | 549300ZEL6TXZS6F5F95 |
c. Title of the issue or description of the investment. | Haemonetics Corp |
d. CUSIP (if any). | 405024AB6 |
At least one of the following other identifiers: |
- ISIN | US405024AB67 |
Balance. (2) |
a. Balance | 3563000.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3057410.300000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.1416871072 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2026-03-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | .000000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☒ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
#1 | Haemonetics Corp | Haemonetics Corp | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 405024100 | ||
ISIN (if CUSIP is not available) | US4050241003 | ||
Ticker (if CUSIP and ISIN are not available) | HAE | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 5.703300000000 | United States Dollar |
v. Delta (if applicable). | XXXX |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 45 |
a. Name of issuer (if any). | HERCULES ACHIEVEMENT/VAR |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | Hercules Achievement Inc / Varsity Brands Holding Co Inc |
d. CUSIP (if any). | 42704WAA8 |
At least one of the following other identifiers: |
- ISIN | US42704WAA80 |
Balance. (2) |
a. Balance | 1270000.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1270000.000000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.4742388112 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☐ 2 ☒ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2024-12-22 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 12.753860000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 46 |
a. Name of issuer (if any). | INTERCEPT PHARMAS |
b. LEI (if any) of issuer. (1) | 254900JMB8TX5P688V24 |
c. Title of the issue or description of the investment. | Intercept Pharmaceuticals Inc |
d. CUSIP (if any). | 45845PAA6 |
At least one of the following other identifiers: |
- ISIN | US45845PAA66 |
Balance. (2) |
a. Balance | 1669000.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1660530.190000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.6200691837 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-07-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 3.250000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☒ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
#1 | Intercept Pharmaceuticals Inc | Intercept Pharmaceuticals Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 45845P108 | ||
ISIN (if CUSIP is not available) | US45845P1084 | ||
Ticker (if CUSIP and ISIN are not available) | ICPT | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 5.035800000000 | United States Dollar |
v. Delta (if applicable). | XXXX |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 47 |
a. Name of issuer (if any). | LABL INC |
b. LEI (if any) of issuer. (1) | 5493004FUZN8R6Y3VB98 |
c. Title of the issue or description of the investment. | LABL Inc |
d. CUSIP (if any). | 50168AAA8 |
At least one of the following other identifiers: |
- ISIN | US50168AAA88 |
- Ticker (if ISIN is not available). | WSPKHD |
Balance. (2) |
a. Balance | 3814000.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3633330.820000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.3567452668 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2027-07-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 10.500000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 48 |
a. Name of issuer (if any). | LABL INC |
b. LEI (if any) of issuer. (1) | 5493004FUZN8R6Y3VB98 |
c. Title of the issue or description of the investment. | LABL Inc |
d. CUSIP (if any). | 50168QAC9 |
At least one of the following other identifiers: |
- ISIN | US50168QAC96 |
Balance. (2) |
a. Balance | 1197000.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1084033.130000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.4047957346 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2028-11-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 5.875000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 49 |
a. Name of issuer (if any). | LABL INC |
b. LEI (if any) of issuer. (1) | 5493004FUZN8R6Y3VB98 |
c. Title of the issue or description of the investment. | LABL Inc |
d. CUSIP (if any). | 50168QAD7 |
At least one of the following other identifiers: |
- ISIN | US50168QAD79 |
Balance. (2) |
a. Balance | 332000.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 279087.500000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.1042158458 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2029-11-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 8.250000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 50 |
a. Name of issuer (if any). | LIFEPOINT HEALTH INC |
b. LEI (if any) of issuer. (1) | 549300G8ZVHRTBBBSZ90 |
c. Title of the issue or description of the investment. | LifePoint Health Inc |
d. CUSIP (if any). | 53219LAU3 |
At least one of the following other identifiers: |
- ISIN | US53219LAU35 |
Balance. (2) |
a. Balance | 1727000.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1155735.440000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.4315705521 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2029-01-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 5.375000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 51 |
a. Name of issuer (if any). | METIS MERGER SUB LLC |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | Metis Merger Sub LLC |
d. CUSIP (if any). | 59155LAA0 |
At least one of the following other identifiers: |
- ISIN | US59155LAA08 |
Balance. (2) |
a. Balance | 4846000.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4136715.210000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.5447172469 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2029-05-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.500000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 52 |
a. Name of issuer (if any). | MSILF Government Portfolio |
b. LEI (if any) of issuer. (1) | 549300BI6Y5SI6BYPB26 |
c. Title of the issue or description of the investment. | MSILF Government Portfolio |
d. CUSIP (if any). | 61747C707 |
At least one of the following other identifiers: |
- ISIN | US61747C7074 |
- Ticker (if ISIN is not available). | MVRXX |
Balance. (2) |
a. Balance | 2771109.690000000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2771109.690000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.0347777679 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle)
|
b. Issuer type. (7) |
Registered fund
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 53 |
a. Name of issuer (if any). | NCL CORPORATION LTD |
b. LEI (if any) of issuer. (1) | UNZWILHE4KMRP9K2L524 |
c. Title of the issue or description of the investment. | NCL Corp Ltd |
d. CUSIP (if any). | 62886HBD2 |
At least one of the following other identifiers: |
- ISIN | US62886HBD26 |
Balance. (2) |
a. Balance | 2997000.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2300197.500000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.8589314394 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
BERMUDA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2027-02-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 1.125000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☒ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
#1 | Norwegian Cruise Line Holdings | Norwegian Cruise Line Holdings | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | N/A | ||
ISIN (if CUSIP is not available) | BMG667211046 | ||
Ticker (if CUSIP and ISIN are not available) | NCLH | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 29.685000000000 | United States Dollar |
v. Delta (if applicable). | XXXX |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 54 |
a. Name of issuer (if any). | GPD COS INC |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | GPD Cos Inc |
d. CUSIP (if any). | 64051NAA1 |
At least one of the following other identifiers: |
- ISIN | US64051NAA19 |
Balance. (2) |
a. Balance | 2558000.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2296303.810000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.8574774717 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2026-04-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 10.125000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 55 |
a. Name of issuer (if any). | NFP CORP |
b. LEI (if any) of issuer. (1) | VO2L9FZNXDJNQNEYH039 |
c. Title of the issue or description of the investment. | NFP Corp |
d. CUSIP (if any). | 65342RAD2 |
At least one of the following other identifiers: |
- ISIN | US65342RAD26 |
Balance. (2) |
a. Balance | 13892000.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 12029152.260000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 4.4918825731 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2028-08-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.875000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 56 |
a. Name of issuer (if any). | OCCIDENTAL PETROLEUM COR |
b. LEI (if any) of issuer. (1) | IM7X0T3ECJW4C1T7ON55 |
c. Title of the issue or description of the investment. | Occidental Petroleum Corp |
d. CUSIP (if any). | 674599CL7 |
At least one of the following other identifiers: |
- ISIN | US674599CL77 |
Balance. (2) |
a. Balance | 1990000.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1592000.000000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.5944788878 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2047-02-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 4.100000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 57 |
a. Name of issuer (if any). | OCCIDENTAL PETROLEUM COR |
b. LEI (if any) of issuer. (1) | IM7X0T3ECJW4C1T7ON55 |
c. Title of the issue or description of the investment. | Occidental Petroleum Corp |
d. CUSIP (if any). | 674599CN3 |
At least one of the following other identifiers: |
- ISIN | US674599CN34 |
Balance. (2) |
a. Balance | 1421000.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1124716.380000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.4199875268 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2048-03-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 4.200000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 58 |
a. Name of issuer (if any). | OSCAR ACQUISITIONCO LLC |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | Oscar AcquisitionCo LLC / Oscar Finance Inc |
d. CUSIP (if any). | 687785AB1 |
At least one of the following other identifiers: |
- ISIN | US687785AB10 |
Balance. (2) |
a. Balance | 713000.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 639029.820000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.2386242064 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2030-04-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 9.500000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 59 |
a. Name of issuer (if any). | PARK RIVER HOLDINGS INC |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | Park River Holdings Inc |
d. CUSIP (if any). | 70082LAA5 |
At least one of the following other identifiers: |
- ISIN | US70082LAA52 |
Balance. (2) |
a. Balance | 4654000.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3253284.550000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.2148297619 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2029-02-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 5.625000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 60 |
a. Name of issuer (if any). | PARK RIVER HOLDINGS INC |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | Park River Holdings Inc |
d. CUSIP (if any). | 70082LAB3 |
At least one of the following other identifiers: |
- ISIN | US70082LAB36 |
Balance. (2) |
a. Balance | 4980000.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3542174.400000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.3227059658 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2029-08-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.750000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 61 |
a. Name of issuer (if any). | PATRICK INDUSTRIES INC |
b. LEI (if any) of issuer. (1) | 549300FZ5ZTCCJ3Z5W14 |
c. Title of the issue or description of the investment. | Patrick Industries Inc |
d. CUSIP (if any). | 703343AD5 |
At least one of the following other identifiers: |
- ISIN | US703343AD59 |
Balance. (2) |
a. Balance | 7958000.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 6813957.920000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 2.5444435463 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2029-05-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 4.750000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 62 |
a. Name of issuer (if any). | PATRICK INDUSTRIES INC |
b. LEI (if any) of issuer. (1) | 549300FZ5ZTCCJ3Z5W14 |
c. Title of the issue or description of the investment. | Patrick Industries Inc |
d. CUSIP (if any). | 703343AG8 |
At least one of the following other identifiers: |
- ISIN | US703343AG80 |
Balance. (2) |
a. Balance | 2097000.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1897785.000000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.7086640176 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2028-12-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 1.750000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☒ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
#1 | Patrick Industries Inc | Patrick Industries Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 703343103 | ||
ISIN (if CUSIP is not available) | US7033431039 | ||
Ticker (if CUSIP and ISIN are not available) | PATK | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 9.988700000000 | United States Dollar |
v. Delta (if applicable). | XXXX |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 63 |
a. Name of issuer (if any). | POLAR US BORROWER LLC |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | Polar US Borrower LLC / Schenectady International Group Inc |
d. CUSIP (if any). | 73103PAA5 |
At least one of the following other identifiers: |
- ISIN | US73103PAA57 |
Balance. (2) |
a. Balance | 6041000.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2732163.070000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.0202344617 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2026-05-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.750000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 64 |
a. Name of issuer (if any). | REAL HERO MERGER SUB 2 |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | Real Hero Merger Sub 2 Inc |
d. CUSIP (if any). | 75602BAA7 |
At least one of the following other identifiers: |
- ISIN | US75602BAA70 |
Balance. (2) |
a. Balance | 3115000.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2317435.400000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.8653683537 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2029-02-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.250000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 65 |
a. Name of issuer (if any). | ROYAL CARIBBEAN CRUISES |
b. LEI (if any) of issuer. (1) | K2NEH8QNVW44JIWK7Z55 |
c. Title of the issue or description of the investment. | Royal Caribbean Cruises Ltd |
d. CUSIP (if any). | 780153BG6 |
At least one of the following other identifiers: |
- ISIN | US780153BG60 |
Balance. (2) |
a. Balance | 4592000.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3955181.440000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.4769295624 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
LIBERIA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2028-04-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 5.500000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 66 |
a. Name of issuer (if any). | ROYAL CARIBBEAN CRUISES |
b. LEI (if any) of issuer. (1) | K2NEH8QNVW44JIWK7Z55 |
c. Title of the issue or description of the investment. | Royal Caribbean Cruises Ltd |
d. CUSIP (if any). | 780153BL5 |
At least one of the following other identifiers: |
- ISIN | US780153BL55 |
Balance. (2) |
a. Balance | 2038000.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2165375.000000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.8085865086 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
LIBERIA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2027-08-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 11.625000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 67 |
a. Name of issuer (if any). | SRS DISTRIBUTION INC |
b. LEI (if any) of issuer. (1) | 549300ZQ3XP75BCYM468 |
c. Title of the issue or description of the investment. | SRS Distribution Inc |
d. CUSIP (if any). | 78471RAC0 |
At least one of the following other identifiers: |
- ISIN | US78471RAC07 |
Balance. (2) |
a. Balance | 1706000.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1469318.090000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.5486674522 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2029-07-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.125000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 68 |
a. Name of issuer (if any). | SRS DISTRIBUTION INC |
b. LEI (if any) of issuer. (1) | 549300ZQ3XP75BCYM468 |
c. Title of the issue or description of the investment. | SRS Distribution Inc |
d. CUSIP (if any). | 78471RAD8 |
At least one of the following other identifiers: |
- ISIN | US78471RAD89 |
Balance. (2) |
a. Balance | 7576000.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 6482442.280000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 2.4206501738 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2029-12-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.000000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 69 |
a. Name of issuer (if any). | SPOTIFY USA INC |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | Spotify USA Inc |
d. CUSIP (if any). | 84921RAB6 |
At least one of the following other identifiers: |
- ISIN | US84921RAB69 |
Balance. (2) |
a. Balance | 4598000.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3857722.000000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.4405366105 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2026-03-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | .000000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☒ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
#1 | Spotify Technology SA | Spotify Technology SA | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | N/A | ||
ISIN (if CUSIP is not available) | LU1778762911 | ||
Ticker (if CUSIP and ISIN are not available) | SPOT | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 1.941000000000 | United States Dollar |
v. Delta (if applicable). | XXXX |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 70 |
a. Name of issuer (if any). | THOR INDUSTRIES |
b. LEI (if any) of issuer. (1) | 254900XZO1228PDSG060 |
c. Title of the issue or description of the investment. | Thor Industries Inc |
d. CUSIP (if any). | 885160AA9 |
At least one of the following other identifiers: |
- ISIN | US885160AA99 |
Balance. (2) |
a. Balance | 1350000.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1124239.500000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.4198094520 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2029-10-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 4.000000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 71 |
a. Name of issuer (if any). | CLOUD SOFTWARE GRP HOLDG |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | Cloud Software Group Holdings Inc |
d. CUSIP (if any). | 88632QAE3 |
At least one of the following other identifiers: |
- ISIN | US88632QAE35 |
Balance. (2) |
a. Balance | 4610000.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4051840.100000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.5130234900 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2029-03-31 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.500000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 72 |
a. Name of issuer (if any). | TPRO ACQUISITION CORP |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | TPro Acquisition Corp |
d. CUSIP (if any). | 89238QAB5 |
At least one of the following other identifiers: |
- ISIN | US89238QAB59 |
- Ticker (if ISIN is not available). | TRUCKP |
Balance. (2) |
a. Balance | 4726000.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4615847.150000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.7236329648 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2024-10-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 11.000000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 73 |
a. Name of issuer (if any). | UNIFRAX ESCROW ISS CORP |
b. LEI (if any) of issuer. (1) | 549300RRU6BWJLD0YT71 |
c. Title of the issue or description of the investment. | ASP Unifrax Holdings Inc |
d. CUSIP (if any). | 90473LAA0 |
At least one of the following other identifiers: |
- ISIN | US90473LAA08 |
Balance. (2) |
a. Balance | 2959000.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2538760.870000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.9480149110 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2028-09-30 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 5.250000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 74 |
a. Name of issuer (if any). | UNIFRAX ESCROW ISS CORP |
b. LEI (if any) of issuer. (1) | 549300RRU6BWJLD0YT71 |
c. Title of the issue or description of the investment. | ASP Unifrax Holdings Inc |
d. CUSIP (if any). | 90473LAC6 |
At least one of the following other identifiers: |
- ISIN | US90473LAC63 |
Balance. (2) |
a. Balance | 2371000.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1710465.050000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.6387156787 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2029-09-30 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 7.500000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 75 |
a. Name of issuer (if any). | VICTORS MERGER CORP |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | Victors Merger Corp |
d. CUSIP (if any). | 92641PAA4 |
At least one of the following other identifiers: |
- ISIN | US92641PAA49 |
Balance. (2) |
a. Balance | 11955000.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 7302549.520000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 2.7268916562 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2029-05-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.375000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 76 |
a. Name of issuer (if any). | VIKING CRUISES LTD |
b. LEI (if any) of issuer. (1) | 549300IJP90T4MV2GL84 |
c. Title of the issue or description of the investment. | Viking Cruises Ltd |
d. CUSIP (if any). | 92676XAD9 |
At least one of the following other identifiers: |
- ISIN | US92676XAD93 |
Balance. (2) |
a. Balance | 2512000.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2143715.680000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.8004985635 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
BERMUDA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2027-09-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 5.875000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 77 |
a. Name of issuer (if any). | VIKING CRUISES LTD |
b. LEI (if any) of issuer. (1) | 549300IJP90T4MV2GL84 |
c. Title of the issue or description of the investment. | Viking Cruises Ltd |
d. CUSIP (if any). | 92676XAF4 |
At least one of the following other identifiers: |
- ISIN | US92676XAF42 |
Balance. (2) |
a. Balance | 3548000.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3091390.140000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.1543757363 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
BERMUDA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2029-02-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 7.000000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 78 |
a. Name of issuer (if any). | WHEEL PROS INC |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | Wheel Pros Inc |
d. CUSIP (if any). | 96289WAA7 |
At least one of the following other identifiers: |
- ISIN | US96289WAA71 |
Balance. (2) |
a. Balance | 5638000.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2282032.650000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.8521483867 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2029-05-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.500000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 79 |
a. Name of issuer (if any). | ZAYO GROUP HOLDINGS INC |
b. LEI (if any) of issuer. (1) | 529900Z6OTS7RT0V0I47 |
c. Title of the issue or description of the investment. | Zayo Group Holdings Inc |
d. CUSIP (if any). | 98919VAB1 |
At least one of the following other identifiers: |
- ISIN | US98919VAB18 |
- Ticker (if ISIN is not available). | ZAYO |
Balance. (2) |
a. Balance | 4345000.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2994074.330000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.1180364181 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2028-03-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.125000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 80 |
a. Name of issuer (if any). | CTI FOODS HOLDINGS CO LLC |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | CTI FOODS HOLDINGS CO LLC |
d. CUSIP (if any). | N/A |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | 0633556D |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG003QJ4KW9 |
Description of other unique identifier. | USER DEFINED |
Balance. (2) |
a. Balance | 955.000800000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | .000000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.0000000000 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☐ 2 ☒ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 81 |
a. Name of issuer (if any). | VERISURE HOLDING AB |
b. LEI (if any) of issuer. (1) | 549300VQQCWGISM3N408 |
c. Title of the issue or description of the investment. | Verisure Holding AB |
d. CUSIP (if any). | BK4334524 |
At least one of the following other identifiers: |
- ISIN | XS2204842467 |
Balance. (2) |
a. Balance | 2592000.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | 2618121.760000000000 |
f. Exchange rate. | .919840000000 |
g. Percentage value compared to net assets of the Fund. | 0.9776495678 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
SWEDEN
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2026-07-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 3.875000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 82 |
a. Name of issuer (if any). | FORESIGHT ENERGY EQUITY SHARES |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | FORESIGHT ENERGY EQUITY SHARES |
d. CUSIP (if any). | N/A |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | FELP_EXIT_EQUITY |
Description of other unique identifier. | USER DEFINED |
Balance. (2) |
a. Balance | 320379.961704000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3820338.820000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.4265771185 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☐ 2 ☒ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 83 |
a. Name of issuer (if any). | COLOUROZ INVESTMENT 1 GM |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | ColourOZ Investment 1 GmbH |
d. CUSIP (if any). | N/A |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00WHMVNH9 |
Description of other unique identifier. | BBGID |
Balance. (2) |
a. Balance | 4545.510000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | 3313.360000000000 |
f. Exchange rate. | .919840000000 |
g. Percentage value compared to net assets of the Fund. | 0.0012372629 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
GERMANY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-09-07 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 5.000000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 84 |
a. Name of issuer (if any). | COLOUROZ INVESTMENT 1 GM |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | ColourOZ Investment 1 GmbH |
d. CUSIP (if any). | N/A |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00WHMVNH9 |
Description of other unique identifier. | BBGID |
Balance. (2) |
a. Balance | 1297.520000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | 945.800000000000 |
f. Exchange rate. | .919840000000 |
g. Percentage value compared to net assets of the Fund. | 0.0003531772 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
GERMANY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-09-07 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 5.000000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 85 |
a. Name of issuer (if any). | COLOUROZ INVESTMENT 1 GM |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | ColourOZ Investment 1 GmbH |
d. CUSIP (if any). | N/A |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00WHMVNH9 |
Description of other unique identifier. | BBGID |
Balance. (2) |
a. Balance | 23.150000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | 16.870000000000 |
f. Exchange rate. | .919840000000 |
g. Percentage value compared to net assets of the Fund. | 0.0000062995 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
GERMANY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-09-07 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 5.000000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 86 |
a. Name of issuer (if any). | COLOUROZ INVESTMENT 1 GM |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | ColourOZ Investment 1 GmbH |
d. CUSIP (if any). | N/A |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00WHMVNH9 |
Description of other unique identifier. | BBGID |
Balance. (2) |
a. Balance | 11.990000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | 8.740000000000 |
f. Exchange rate. | .919840000000 |
g. Percentage value compared to net assets of the Fund. | 0.0000032637 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
GERMANY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-09-07 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 5.000000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 87 |
a. Name of issuer (if any). | COLOUROZ INVESTMENT 1 GM |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | ColourOZ Investment 1 GmbH |
d. CUSIP (if any). | N/A |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00WHMVNH9 |
Description of other unique identifier. | BBGID |
Balance. (2) |
a. Balance | 80.930000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | 58.990000000000 |
f. Exchange rate. | .919840000000 |
g. Percentage value compared to net assets of the Fund. | 0.0000220278 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
GERMANY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-09-07 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 5.000000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 88 |
a. Name of issuer (if any). | COLOUROZ INVESTMENT 1 GM |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | ColourOZ Investment 1 GmbH |
d. CUSIP (if any). | N/A |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00WHMVNH9 |
Description of other unique identifier. | BBGID |
Balance. (2) |
a. Balance | 11.970000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | 8.730000000000 |
f. Exchange rate. | .919840000000 |
g. Percentage value compared to net assets of the Fund. | 0.0000032599 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
GERMANY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-09-07 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 5.000000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 89 |
a. Name of issuer (if any). | FLINT GROUP GMBH |
b. LEI (if any) of issuer. (1) | 529900HYSM9MD1C1LG96 |
c. Title of the issue or description of the investment. | Flint Group GmbH |
d. CUSIP (if any). | N/A |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00WHMVNS7 |
Description of other unique identifier. | BBGID |
Balance. (2) |
a. Balance | 8010.020000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | 5838.760000000000 |
f. Exchange rate. | .919840000000 |
g. Percentage value compared to net assets of the Fund. | 0.0021802887 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
GERMANY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-09-07 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 5.000000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 90 |
a. Name of issuer (if any). | FLINT GROUP GMBH |
b. LEI (if any) of issuer. (1) | 529900HYSM9MD1C1LG96 |
c. Title of the issue or description of the investment. | Flint Group GmbH |
d. CUSIP (if any). | N/A |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00WHMVNS7 |
Description of other unique identifier. | BBGID |
Balance. (2) |
a. Balance | 21.020000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | 15.330000000000 |
f. Exchange rate. | .919840000000 |
g. Percentage value compared to net assets of the Fund. | 0.0000057245 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
GERMANY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-09-07 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 5.000000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 91 |
a. Name of issuer (if any). | FLINT GROUP GMBH |
b. LEI (if any) of issuer. (1) | 529900HYSM9MD1C1LG96 |
c. Title of the issue or description of the investment. | Flint Group GmbH |
d. CUSIP (if any). | N/A |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00WHMVNS7 |
Description of other unique identifier. | BBGID |
Balance. (2) |
a. Balance | 1241.330000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | 904.850000000000 |
f. Exchange rate. | .919840000000 |
g. Percentage value compared to net assets of the Fund. | 0.0003378858 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
GERMANY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-09-07 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 6.667000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 92 |
a. Name of issuer (if any). | COLOUROZ INVESTMENT 1 GM |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | ColourOZ Investment 1 GmbH |
d. CUSIP (if any). | N/A |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00WJSK291 |
Description of other unique identifier. | BBGID |
Balance. (2) |
a. Balance | 4242.420000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | 3092.430000000000 |
f. Exchange rate. | .919840000000 |
g. Percentage value compared to net assets of the Fund. | 0.0011547640 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
GERMANY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2024-09-21 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 5.000000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☒ Yes ☐ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 93 |
a. Name of issuer (if any). | COLOUROZ INVESTMENT 1 GM |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | ColourOZ Investment 1 GmbH |
d. CUSIP (if any). | N/A |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00WJSK291 |
Description of other unique identifier. | BBGID |
Balance. (2) |
a. Balance | 11.050000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | 8.060000000000 |
f. Exchange rate. | .919840000000 |
g. Percentage value compared to net assets of the Fund. | 0.0000030097 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
GERMANY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2024-09-21 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 5.000000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☒ Yes ☐ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 94 |
a. Name of issuer (if any). | COLOUROZ INVESTMENT 1 GM |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | ColourOZ Investment 1 GmbH |
d. CUSIP (if any). | N/A |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00WJSK291 |
Description of other unique identifier. | BBGID |
Balance. (2) |
a. Balance | 2233.330000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | 1627.940000000000 |
f. Exchange rate. | .919840000000 |
g. Percentage value compared to net assets of the Fund. | 0.0006078995 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
GERMANY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2024-09-21 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 6.667000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☒ Yes ☐ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 95 |
a. Name of issuer (if any). | COLOUROZ INVESTMENT 1 GM |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | ColourOZ Investment 1 GmbH |
d. CUSIP (if any). | N/A |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00WJSK291 |
Description of other unique identifier. | BBGID |
Balance. (2) |
a. Balance | 80338.759999999995 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | 58561.419999999998 |
f. Exchange rate. | .919840000000 |
g. Percentage value compared to net assets of the Fund. | 0.0218677939 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
GERMANY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2024-09-21 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 5.752000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☒ Yes ☐ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 96 |
a. Name of issuer (if any). | FLINT GROUP GMBH |
b. LEI (if any) of issuer. (1) | 529900HYSM9MD1C1LG96 |
c. Title of the issue or description of the investment. | Flint Group GmbH |
d. CUSIP (if any). | N/A |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00WHMVNJ7 |
Description of other unique identifier. | BBGID |
Balance. (2) |
a. Balance | 7.410000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | 5.400000000000 |
f. Exchange rate. | .919840000000 |
g. Percentage value compared to net assets of the Fund. | 0.0000020164 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
GERMANY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-09-07 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 5.000000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 97 |
a. Name of issuer (if any). | FLINT GROUP GMBH |
b. LEI (if any) of issuer. (1) | 529900HYSM9MD1C1LG96 |
c. Title of the issue or description of the investment. | Flint Group GmbH |
d. CUSIP (if any). | N/A |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00WHMVNJ7 |
Description of other unique identifier. | BBGID |
Balance. (2) |
a. Balance | 7.430000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | 5.420000000000 |
f. Exchange rate. | .919840000000 |
g. Percentage value compared to net assets of the Fund. | 0.0000020239 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
GERMANY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-09-07 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 5.000000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 98 |
a. Name of issuer (if any). | FLINT GROUP GMBH |
b. LEI (if any) of issuer. (1) | 529900HYSM9MD1C1LG96 |
c. Title of the issue or description of the investment. | Flint Group GmbH |
d. CUSIP (if any). | N/A |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00WHMVNJ7 |
Description of other unique identifier. | BBGID |
Balance. (2) |
a. Balance | 2876.610000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | 2096.850000000000 |
f. Exchange rate. | .919840000000 |
g. Percentage value compared to net assets of the Fund. | 0.0007829982 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
GERMANY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-09-07 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 5.000000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 99 |
a. Name of issuer (if any). | FLINT GROUP GMBH |
b. LEI (if any) of issuer. (1) | 529900HYSM9MD1C1LG96 |
c. Title of the issue or description of the investment. | Flint Group GmbH |
d. CUSIP (if any). | N/A |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00WHMVNJ7 |
Description of other unique identifier. | BBGID |
Balance. (2) |
a. Balance | 2755.330000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | 2008.450000000000 |
f. Exchange rate. | .919840000000 |
g. Percentage value compared to net assets of the Fund. | 0.0007499881 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
GERMANY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-09-07 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 6.667000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 100 |
a. Name of issuer (if any). | FLINT GROUP GMBH |
b. LEI (if any) of issuer. (1) | 529900HYSM9MD1C1LG96 |
c. Title of the issue or description of the investment. | Flint Group GmbH |
d. CUSIP (if any). | N/A |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00WHMVNJ7 |
Description of other unique identifier. | BBGID |
Balance. (2) |
a. Balance | 137040.359999999990 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | 99892.979999999996 |
f. Exchange rate. | .919840000000 |
g. Percentage value compared to net assets of the Fund. | 0.0373016757 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
GERMANY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-09-07 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 5.752000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 101 |
a. Name of issuer (if any). | FLINT GROUP GMBH |
b. LEI (if any) of issuer. (1) | 529900HYSM9MD1C1LG96 |
c. Title of the issue or description of the investment. | Flint Group GmbH |
d. CUSIP (if any). | N/A |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00WHMVNN2 |
Description of other unique identifier. | BBGID |
Balance. (2) |
a. Balance | 79.340000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | 57.830000000000 |
f. Exchange rate. | .919840000000 |
g. Percentage value compared to net assets of the Fund. | 0.0000215947 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
GERMANY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-09-07 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 5.000000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 102 |
a. Name of issuer (if any). | FLINT GROUP GMBH |
b. LEI (if any) of issuer. (1) | 529900HYSM9MD1C1LG96 |
c. Title of the issue or description of the investment. | Flint Group GmbH |
d. CUSIP (if any). | N/A |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00WHMVNN2 |
Description of other unique identifier. | BBGID |
Balance. (2) |
a. Balance | .200000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | .150000000000 |
f. Exchange rate. | .919840000000 |
g. Percentage value compared to net assets of the Fund. | 0.0000000560 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
GERMANY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-09-07 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 5.000000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 103 |
a. Name of issuer (if any). | FLINT GROUP GMBH |
b. LEI (if any) of issuer. (1) | 529900HYSM9MD1C1LG96 |
c. Title of the issue or description of the investment. | Flint Group GmbH |
d. CUSIP (if any). | N/A |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00WHMVNN2 |
Description of other unique identifier. | BBGID |
Balance. (2) |
a. Balance | 1946.500000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | 1418.870000000000 |
f. Exchange rate. | .919840000000 |
g. Percentage value compared to net assets of the Fund. | 0.0005298293 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
GERMANY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-09-07 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 6.667000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 104 |
a. Name of issuer (if any). | FLINT GROUP GMBH |
b. LEI (if any) of issuer. (1) | 529900HYSM9MD1C1LG96 |
c. Title of the issue or description of the investment. | Flint Group GmbH |
d. CUSIP (if any). | N/A |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00WHMVNN2 |
Description of other unique identifier. | BBGID |
Balance. (2) |
a. Balance | 102777.679999999990 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | 74917.839999999997 |
f. Exchange rate. | .919840000000 |
g. Percentage value compared to net assets of the Fund. | 0.0279755491 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
GERMANY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-09-07 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 5.752000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 105 |
a. Name of issuer (if any). | WEST CORP |
b. LEI (if any) of issuer. (1) | 5493005Z5DB0O5S30R71 |
c. Title of the issue or description of the investment. | Intrado Corp |
d. CUSIP (if any). | 68162RAC5 |
At least one of the following other identifiers: |
- ISIN | US68162RAC51 |
Balance. (2) |
a. Balance | 707666.290000000040 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 666235.969999999970 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.2487834287 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2024-10-10 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 8.825290000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 106 |
a. Name of issuer (if any). | WEST CORP |
b. LEI (if any) of issuer. (1) | 5493005Z5DB0O5S30R71 |
c. Title of the issue or description of the investment. | Intrado Corp |
d. CUSIP (if any). | 68162RAC5 |
At least one of the following other identifiers: |
- ISIN | US68162RAC51 |
Balance. (2) |
a. Balance | 1508545.320000000100 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1420227.540000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.5303362364 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2024-10-10 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 8.825290000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 107 |
a. Name of issuer (if any). | ARMOR MERGER SUB CORP |
b. LEI (if any) of issuer. (1) | 549300MC6XO5P96H8E79 |
c. Title of the issue or description of the investment. | Accuride Corp |
d. CUSIP (if any). | 00439CBC7 |
At least one of the following other identifiers: |
- ISIN | US00439CBC73 |
- Ticker (if ISIN is not available). | ACW |
Balance. (2) |
a. Balance | 5759082.650000000400 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4780038.599999999600 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.7849447428 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-11-10 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 9.979860000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 108 |
a. Name of issuer (if any). | TMF SAPPHIRE BIDCO BV |
b. LEI (if any) of issuer. (1) | 213800H27OKZZZ2CB779 |
c. Title of the issue or description of the investment. | TMF Sapphire Bidco BV |
d. CUSIP (if any). | N/A |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00JC0JCF1 |
Description of other unique identifier. | BBGID |
Balance. (2) |
a. Balance | 440830.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | 462556.640000000010 |
f. Exchange rate. | .919840000000 |
g. Percentage value compared to net assets of the Fund. | 0.1727262292 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
NETHERLANDS
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2026-06-08 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 8.797000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 109 |
a. Name of issuer (if any). | VARSITY BRANDS HOLDING |
b. LEI (if any) of issuer. (1) | 549300YOKDS0ZSYJRX81 |
c. Title of the issue or description of the investment. | Varsity Brands Holding Co Inc |
d. CUSIP (if any). | 42703UAG0 |
At least one of the following other identifiers: |
- ISIN | US42703UAG04 |
Balance. (2) |
a. Balance | 13459189.840000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 13391893.890000001000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 5.0007526288 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2024-12-15 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 8.069710000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 110 |
a. Name of issuer (if any). | VARSITY BRANDS HOLDING |
b. LEI (if any) of issuer. (1) | 549300YOKDS0ZSYJRX81 |
c. Title of the issue or description of the investment. | Varsity Brands Holding Co Inc |
d. CUSIP (if any). | 42703UAG0 |
At least one of the following other identifiers: |
- ISIN | US42703UAG04 |
Balance. (2) |
a. Balance | 3307340.100000000100 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3290803.399999999900 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.2288399153 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2024-12-15 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 8.069710000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 111 |
a. Name of issuer (if any). | VECTRA CO |
b. LEI (if any) of issuer. (1) | JUC8K6CTM7PVMRAKXF33 |
c. Title of the issue or description of the investment. | Vectra Co |
d. CUSIP (if any). | 92243BAE9 |
At least one of the following other identifiers: |
- ISIN | US92243BAE92 |
- Ticker (if ISIN is not available). | VECTRA |
Balance. (2) |
a. Balance | 1957223.460000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 978611.729999999980 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.3654296563 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2026-03-09 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 11.633570000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 112 |
a. Name of issuer (if any). | YAK ACCESS LLC |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | Yak Access LLC |
d. CUSIP (if any). | 98432UAB1 |
At least one of the following other identifiers: |
- ISIN | US98432UAB17 |
Balance. (2) |
a. Balance | 5622554.559999999600 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2285568.430000000200 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.8534687049 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-07-11 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 11.500000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 113 |
a. Name of issuer (if any). | SIRVA WORLDWIDE INC |
b. LEI (if any) of issuer. (1) | 549300NHGBSB7RBY2786 |
c. Title of the issue or description of the investment. | SIRVA Worldwide Inc |
d. CUSIP (if any). | 82968EAB3 |
At least one of the following other identifiers: |
- ISIN | US82968EAB39 |
- Ticker (if ISIN is not available). | SIRV |
Balance. (2) |
a. Balance | 348084.330000000020 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 312144.620000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.1165599162 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-08-02 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 9.883570000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 114 |
a. Name of issuer (if any). | SIRVA WORLDWIDE INC |
b. LEI (if any) of issuer. (1) | 549300NHGBSB7RBY2786 |
c. Title of the issue or description of the investment. | SIRVA Worldwide Inc |
d. CUSIP (if any). | 82968EAB3 |
At least one of the following other identifiers: |
- ISIN | US82968EAB39 |
- Ticker (if ISIN is not available). | SIRV |
Balance. (2) |
a. Balance | 928224.870000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 832385.650000000020 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.3108264418 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-08-02 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 9.883570000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 115 |
a. Name of issuer (if any). | SIRVA WORLDWIDE INC |
b. LEI (if any) of issuer. (1) | 549300NHGBSB7RBY2786 |
c. Title of the issue or description of the investment. | SIRVA Worldwide Inc |
d. CUSIP (if any). | 82968EAB3 |
At least one of the following other identifiers: |
- ISIN | US82968EAB39 |
Balance. (2) |
a. Balance | 287749.710000000020 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 258039.549999999990 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.0963561964 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-08-02 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 9.914710000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 116 |
a. Name of issuer (if any). | SIRVA WORLDWIDE INC |
b. LEI (if any) of issuer. (1) | 549300NHGBSB7RBY2786 |
c. Title of the issue or description of the investment. | SIRVA Worldwide Inc |
d. CUSIP (if any). | 82968EAB3 |
At least one of the following other identifiers: |
- ISIN | US82968EAB39 |
Balance. (2) |
a. Balance | 227270.060000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 203804.429999999990 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.0761039139 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-08-02 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 10.234860000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 117 |
a. Name of issuer (if any). | SIRVA WORLDWIDE INC |
b. LEI (if any) of issuer. (1) | 549300NHGBSB7RBY2786 |
c. Title of the issue or description of the investment. | SIRVA Worldwide Inc |
d. CUSIP (if any). | 82968EAB3 |
At least one of the following other identifiers: |
- ISIN | US82968EAB39 |
Balance. (2) |
a. Balance | 25671.220000000001 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 23020.669999999998 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.0085962954 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-08-02 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 10.229860000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 118 |
a. Name of issuer (if any). | SIRVA WORLDWIDE INC |
b. LEI (if any) of issuer. (1) | 549300NHGBSB7RBY2786 |
c. Title of the issue or description of the investment. | SIRVA Worldwide Inc |
d. CUSIP (if any). | 82968EAE7 |
At least one of the following other identifiers: |
- ISIN | US82968EAE77 |
- Ticker (if ISIN is not available). | SIRV |
Balance. (2) |
a. Balance | 389911.830000000020 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 337371.210000000020 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.1259799382 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2026-08-02 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 14.229860000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 119 |
a. Name of issuer (if any). | SIRVA WORLDWIDE INC |
b. LEI (if any) of issuer. (1) | 549300NHGBSB7RBY2786 |
c. Title of the issue or description of the investment. | SIRVA Worldwide Inc |
d. CUSIP (if any). | 82968EAE7 |
At least one of the following other identifiers: |
- ISIN | US82968EAE77 |
- Ticker (if ISIN is not available). | SIRV |
Balance. (2) |
a. Balance | 379914.090000000030 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 328720.669999999980 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.1227496849 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2026-08-02 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 14.234860000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 120 |
a. Name of issuer (if any). | SIRVA WORLDWIDE INC |
b. LEI (if any) of issuer. (1) | 549300NHGBSB7RBY2786 |
c. Title of the issue or description of the investment. | SIRVA Worldwide Inc |
d. CUSIP (if any). | 82968EAE7 |
At least one of the following other identifiers: |
- ISIN | US82968EAE77 |
- Ticker (if ISIN is not available). | SIRV |
Balance. (2) |
a. Balance | 379914.090000000030 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 328720.669999999980 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.1227496849 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2026-08-02 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 13.914710000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 121 |
a. Name of issuer (if any). | NEP GROUP INC |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | NEP Group Inc |
d. CUSIP (if any). | 62908HAD7 |
At least one of the following other identifiers: |
- ISIN | US62908HAD70 |
- Ticker (if ISIN is not available). | NEPBRO |
Balance. (2) |
a. Balance | 4479724.250000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4047430.859999999900 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.5113770075 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-10-20 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 7.819710000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 122 |
a. Name of issuer (if any). | NEP GROUP INC |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | NEP Group Inc |
d. CUSIP (if any). | 62908HAB1 |
At least one of the following other identifiers: |
- ISIN | US62908HAB15 |
- Ticker (if ISIN is not available). | NEPBRO |
Balance. (2) |
a. Balance | 7494509.559999999600 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 5643365.700000000200 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 2.1073252291 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2026-10-19 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 11.569710000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 123 |
a. Name of issuer (if any). | OUTCOMES GROUP HOLDINGS |
b. LEI (if any) of issuer. (1) | 5493005V7ZG5K84MO728 |
c. Title of the issue or description of the investment. | Outcomes Group Holdings Inc |
d. CUSIP (if any). | 21652EAE6 |
At least one of the following other identifiers: |
- ISIN | US21652EAE68 |
- Ticker (if ISIN is not available). | PARACQ |
Balance. (2) |
a. Balance | 213465.380000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 204926.760000000010 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.0765230103 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2026-10-26 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 12.229860000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 124 |
a. Name of issuer (if any). | W3 TOPCO LLC |
b. LEI (if any) of issuer. (1) | 5493002306OVRIN7KH42 |
c. Title of the issue or description of the investment. | W3 TopCo LLC |
d. CUSIP (if any). | 92939YAD0 |
At least one of the following other identifiers: |
- ISIN | US92939YAD04 |
- Ticker (if ISIN is not available). | TOTSAF |
Balance. (2) |
a. Balance | 4555061.559999999600 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4359034.490000000200 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.6277349092 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-08-16 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 10.698710000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 125 |
a. Name of issuer (if any). | W3 TOPCO LLC |
b. LEI (if any) of issuer. (1) | 5493002306OVRIN7KH42 |
c. Title of the issue or description of the investment. | W3 TopCo LLC |
d. CUSIP (if any). | 92939YAD0 |
At least one of the following other identifiers: |
- ISIN | US92939YAD04 |
- Ticker (if ISIN is not available). | TOTSAF |
Balance. (2) |
a. Balance | 620408.120000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 593708.849999999980 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.2217006136 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-08-16 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 10.752710000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 126 |
a. Name of issuer (if any). | CPM HOLDINGS INC |
b. LEI (if any) of issuer. (1) | 549300FBUISJCXV8IB65 |
c. Title of the issue or description of the investment. | CPM Holdings Inc |
d. CUSIP (if any). | 12654NAE3 |
At least one of the following other identifiers: |
- ISIN | US12654NAE31 |
- Ticker (if ISIN is not available). | CPMH |
Balance. (2) |
a. Balance | 1321318.889999999900 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1304802.399999999900 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.4872345977 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2026-11-15 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 12.618710000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 127 |
a. Name of issuer (if any). | CHAMP ACQUISITION CORP |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | Champ Acquisition Corp |
d. CUSIP (if any). | 15807EAC6 |
At least one of the following other identifiers: |
- ISIN | US15807EAC66 |
Balance. (2) |
a. Balance | 2592865.750000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2594499.259999999800 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.9688285392 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-12-21 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 10.229860000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 128 |
a. Name of issuer (if any). | FEMUR BUYER INC |
b. LEI (if any) of issuer. (1) | 2549000I18BON7XEKV12 |
c. Title of the issue or description of the investment. | Femur Buyer Inc |
d. CUSIP (if any). | 31446JAC9 |
At least one of the following other identifiers: |
- ISIN | US31446JAC99 |
Balance. (2) |
a. Balance | 5642912.990000000200 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 5008113.490000000200 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.8701116441 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2026-03-05 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 9.229860000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 129 |
a. Name of issuer (if any). | AIMBRIDGE ACQUISITION CO |
b. LEI (if any) of issuer. (1) | 549300SPGKLVE9WYCQ20 |
c. Title of the issue or description of the investment. | Aimbridge Acquisition Co Inc |
d. CUSIP (if any). | 00900YAD8 |
At least one of the following other identifiers: |
- ISIN | US00900YAD85 |
Balance. (2) |
a. Balance | 2591770.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2399538.419999999900 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.8960269668 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2026-02-01 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 8.133570000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 130 |
a. Name of issuer (if any). | UNITED PF HOLDINGS LLC |
b. LEI (if any) of issuer. (1) | 2549002AF6PASVP2G486 |
c. Title of the issue or description of the investment. | United PF Holdings LLC |
d. CUSIP (if any). | 91132UAG8 |
At least one of the following other identifiers: |
- ISIN | US91132UAG85 |
Balance. (2) |
a. Balance | 6518838.980000000400 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 5140104.540000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.9193992651 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2026-12-30 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 8.729860000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 131 |
a. Name of issuer (if any). | FORESIGHT ENERGY LLC |
b. LEI (if any) of issuer. (1) | 549300HM3UR1W0JJ7F28 |
c. Title of the issue or description of the investment. | Foresight Energy LLC |
d. CUSIP (if any). | 34552KAB2 |
At least one of the following other identifiers: |
- ISIN | US34552KAB26 |
Balance. (2) |
a. Balance | 2171458.060000000100 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2171458.060000000100 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.8108580228 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☐ 2 ☒ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2027-06-30 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 12.729860000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 132 |
a. Name of issuer (if any). | ARUBA INVESTMENT HOLDING |
b. LEI (if any) of issuer. (1) | 254900GMIYFF4FZ0A357 |
c. Title of the issue or description of the investment. | Aruba Investments Holdings LLC |
d. CUSIP (if any). | 04317JAF5 |
At least one of the following other identifiers: |
- ISIN | US04317JAF57 |
Balance. (2) |
a. Balance | 1841010.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1673781.860000000100 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.6250175744 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2028-11-24 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 12.138710000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 133 |
a. Name of issuer (if any). | AVSC HOLDING CORP |
b. LEI (if any) of issuer. (1) | 549300CLJBQ9YSR4U689 |
c. Title of the issue or description of the investment. | AVSC Holding Corp |
d. CUSIP (if any). | 00241YAT1 |
At least one of the following other identifiers: |
- ISIN | US00241YAT10 |
Balance. (2) |
a. Balance | 6667202.500000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 6267170.349999999600 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 2.3402641075 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-03-01 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 7.884290000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 134 |
a. Name of issuer (if any). | AVSC HOLDING CORP |
b. LEI (if any) of issuer. (1) | 549300CLJBQ9YSR4U689 |
c. Title of the issue or description of the investment. | AVSC Holding Corp |
d. CUSIP (if any). | 00241YAT1 |
At least one of the following other identifiers: |
- ISIN | US00241YAT10 |
Balance. (2) |
a. Balance | 43265.230000000003 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 40669.320000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.0151865905 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-03-01 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 7.884290000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 135 |
a. Name of issuer (if any). | YAK ACCESS T/L |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | YAK ACCESS T/L |
d. CUSIP (if any). | N/A |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | LX208881 |
Description of other unique identifier. | LOAN X ID |
Balance. (2) |
a. Balance | 958261.600000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 948678.980000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.3542522769 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☐ 2 ☒ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2026-07-10 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 12.477310000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 136 |
a. Name of issuer (if any). | GO DADDY OPERATING CO LLC |
b. LEI (if any) of issuer. (1) | 5493005GJOH8HLL11157 |
c. Title of the issue or description of the investment. | Go Daddy Operating Co LLC |
d. CUSIP (if any). | 38017BAT3 |
At least one of the following other identifiers: |
- ISIN | US38017BAT35 |
Balance. (2) |
a. Balance | 3426730.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3443880.779999999800 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.2860015174 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2029-11-10 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 7.811440000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 137 |
a. Name of issuer (if any). | NOMAD FOODS US LLC |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | Nomad Foods US LLC |
d. CUSIP (if any). | N/A |
At least one of the following other identifiers: |
- ISIN | XAG6562AAM99 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG01B9FH5B9 |
Description of other unique identifier. | BBGID |
Balance. (2) |
a. Balance | 2285210.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2294579.360000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.8568335338 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2029-11-08 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 8.225140000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 138 |
a. Name of issuer (if any). | DELTA 2 LUX SARL |
b. LEI (if any) of issuer. (1) | 549300BBG8Z3D6QSYP53 |
c. Title of the issue or description of the investment. | Delta 2 Lux Sarl |
d. CUSIP (if any). | N/A |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG01BGWWDZ4 |
Description of other unique identifier. | BBGID |
Balance. (2) |
a. Balance | 3426380.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3443871.669999999900 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.2859981156 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
LUXEMBOURG
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2030-01-15 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 7.811440000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 139 |
a. Name of issuer (if any). | Four Seasons Holdings Inc. |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | Four Seasons Holdings Inc., Senior Secured First Lien Term Loan |
d. CUSIP (if any). | N/A |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | LX209372 |
Description of other unique identifier. | LOAN X ID |
Balance. (2) |
a. Balance | 802480.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 807146.420000000040 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.3014016998 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2029-11-30 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 7.911440000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 140 |
a. Name of issuer (if any). | WYNDHAM WORLDWIDE CORP |
b. LEI (if any) of issuer. (1) | T4VNTWMFQ7JQB65L7T35 |
c. Title of the issue or description of the investment. | Travel + Leisure Co |
d. CUSIP (if any). | 98309GAD8 |
At least one of the following other identifiers: |
- ISIN | US98309GAD88 |
Balance. (2) |
a. Balance | 961162.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 963266.939999999940 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.3596996603 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2029-12-14 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 8.608060000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 141 |
a. Name of issuer (if any). | SUMMIT MATERIALS LLC |
b. LEI (if any) of issuer. (1) | 549300C97P3BW8QROE16 |
c. Title of the issue or description of the investment. | Summit Materials LLC |
d. CUSIP (if any). | 86614DAJ7 |
At least one of the following other identifiers: |
- ISIN | US86614DAJ72 |
Balance. (2) |
a. Balance | 1167934.149999999900 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1172559.169999999900 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.4378528086 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2027-12-14 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 7.608060000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 142 |
a. Name of issuer (if any). | MONITRONICS INTERNATIONA |
b. LEI (if any) of issuer. (1) | SCAKOG18M6QWWML8YF46 |
c. Title of the issue or description of the investment. | Monitronics International Inc |
d. CUSIP (if any). | 60945HAB0 |
At least one of the following other identifiers: |
- ISIN | US60945HAB06 |
Balance. (2) |
a. Balance | 2530820.169999999900 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1657687.210000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.6190075684 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2024-03-29 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 12.325290000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 143 |
a. Name of issuer (if any). | UNITED PF HOLDINGS LLC |
b. LEI (if any) of issuer. (1) | 2549002AF6PASVP2G486 |
c. Title of the issue or description of the investment. | United PF Holdings LLC |
d. CUSIP (if any). | 91132UAK9 |
At least one of the following other identifiers: |
- ISIN | US91132UAK97 |
Balance. (2) |
a. Balance | 486198.729999999980 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 388958.979999999980 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.1452436569 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2026-11-12 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 13.229860000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 144 |
a. Name of issuer (if any). | AMENTUM GOVERNMENT SERVI |
b. LEI (if any) of issuer. (1) | 5493008CT6B5L54YSE94 |
c. Title of the issue or description of the investment. | Amentum Government Services Holdings LLC |
d. CUSIP (if any). | 02351UAC8 |
At least one of the following other identifiers: |
- ISIN | US02351UAC80 |
Balance. (2) |
a. Balance | 1965870.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1915740.320000000100 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.7153688283 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☐ 2 ☒ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2030-02-15 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 12.177890000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 145 |
a. Name of issuer (if any). | CASTLE US HOLDING CORP |
b. LEI (if any) of issuer. (1) | 254900VXLMLPIE9ID612 |
c. Title of the issue or description of the investment. | Castle US Holding Corp |
d. CUSIP (if any). | 14852LAA1 |
At least one of the following other identifiers: |
- ISIN | US14852LAA17 |
Balance. (2) |
a. Balance | 6449000.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2485330.190000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.9280630195 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2028-02-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 9.500000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 146 |
a. Name of issuer (if any). | Hilton Grand Vacations Inc |
b. LEI (if any) of issuer. (1) | 549300O9K6MFD8D07574 |
c. Title of the issue or description of the investment. | Hilton Grand Vacations Inc |
d. CUSIP (if any). | 43283X105 |
At least one of the following other identifiers: |
- ISIN | US43283X1054 |
- Ticker (if ISIN is not available). | HGV |
Balance. (2) |
a. Balance | 67230.000000000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3184012.800000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.1889625553 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☐ 2 ☒ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 147 |
a. Name of issuer (if any). | LIFE TIME INC |
b. LEI (if any) of issuer. (1) | 549300PALKE96VYH4X17 |
c. Title of the issue or description of the investment. | Life Time Inc |
d. CUSIP (if any). | 53190FAA3 |
At least one of the following other identifiers: |
- ISIN | US53190FAA30 |
Balance. (2) |
a. Balance | 1713000.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1648488.420000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.6155725895 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2026-01-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 5.750000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 148 |
a. Name of issuer (if any). | MOTION BONDCO DAC |
b. LEI (if any) of issuer. (1) | 635400KFD3IETNQLA755 |
c. Title of the issue or description of the investment. | Motion Bondco DAC |
d. CUSIP (if any). | 61978XAA5 |
At least one of the following other identifiers: |
- ISIN | US61978XAA54 |
- Ticker (if ISIN is not available). | MERLLN |
Balance. (2) |
a. Balance | 4653000.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4217924.820000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.5750422461 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
IRELAND
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2027-11-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.625000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 149 |
a. Name of issuer (if any). | NCL CORPORATION LTD |
b. LEI (if any) of issuer. (1) | UNZWILHE4KMRP9K2L524 |
c. Title of the issue or description of the investment. | NCL Corp Ltd |
d. CUSIP (if any). | 62886HAP6 |
At least one of the following other identifiers: |
- ISIN | US62886HAP64 |
Balance. (2) |
a. Balance | 7439000.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 6993180.730000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 2.6113682804 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
BERMUDA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2024-12-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 3.625000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 150 |
a. Name of issuer (if any). | NCL FINANCE LTD |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | NCL Finance Ltd |
d. CUSIP (if any). | 62888HAA7 |
At least one of the following other identifiers: |
- ISIN | US62888HAA77 |
Balance. (2) |
a. Balance | 689000.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 560849.450000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.2094303752 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
BERMUDA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2028-03-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.125000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 151 |
a. Name of issuer (if any). | NGL ENRGY OP/FIN CORP |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | NGL Energy Operating LLC / NGL Energy Finance Corp |
d. CUSIP (if any). | 62922LAA6 |
At least one of the following other identifiers: |
- ISIN | US62922LAA61 |
Balance. (2) |
a. Balance | 9721000.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 9245442.650000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 3.4523997887 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2026-02-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 7.500000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 152 |
a. Name of issuer (if any). | RADIATE HOLDCO / FINANCE |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | Radiate Holdco LLC / Radiate Finance Inc |
d. CUSIP (if any). | 75026JAE0 |
At least one of the following other identifiers: |
- ISIN | US75026JAE01 |
Balance. (2) |
a. Balance | 4251000.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2220361.070000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.8291192081 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2028-09-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.500000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 153 |
a. Name of issuer (if any). | REDFIN CORP |
b. LEI (if any) of issuer. (1) | 549300HXWD3JEMZU3O57 |
c. Title of the issue or description of the investment. | Redfin Corp |
d. CUSIP (if any). | 75737FAC2 |
At least one of the following other identifiers: |
- ISIN | US75737FAC23 |
Balance. (2) |
a. Balance | 3864000.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2564730.000000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.9577122097 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-10-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | .000000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☒ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
#1 | Redfin Corp | Redfin Corp | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 75737F108 | ||
ISIN (if CUSIP is not available) | US75737F1084 | ||
Ticker (if CUSIP and ISIN are not available) | RDFN | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 13.792000000000 | United States Dollar |
v. Delta (if applicable). | XXXX |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 154 |
a. Name of issuer (if any). | SPX FLOW INC |
b. LEI (if any) of issuer. (1) | 5493003YXEKRBINIEM78 |
c. Title of the issue or description of the investment. | SPX FLOW Inc |
d. CUSIP (if any). | 758071AA2 |
At least one of the following other identifiers: |
- ISIN | US758071AA21 |
Balance. (2) |
a. Balance | 11070000.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 9125970.620000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 3.4077869749 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2030-04-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 8.750000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 155 |
a. Name of issuer (if any). | COLOUROZ INVESTMENT 1 GM |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | ColourOZ Investment 1 GmbH |
d. CUSIP (if any). | N/A |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00WHMVNH9 |
Description of other unique identifier. | BBGID |
Balance. (2) |
a. Balance | 3.420000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | 2.490000000000 |
f. Exchange rate. | .919840000000 |
g. Percentage value compared to net assets of the Fund. | 0.0000009298 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
GERMANY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-09-07 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 5.000000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 156 |
a. Name of issuer (if any). | COLOUROZ INVESTMENT 1 GM |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | ColourOZ Investment 1 GmbH |
d. CUSIP (if any). | N/A |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00WHMVNH9 |
Description of other unique identifier. | BBGID |
Balance. (2) |
a. Balance | 6809.830000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | 4963.890000000000 |
f. Exchange rate. | .919840000000 |
g. Percentage value compared to net assets of the Fund. | 0.0018535979 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
GERMANY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-09-07 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 6.667000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 157 |
a. Name of issuer (if any). | COLOUROZ INVESTMENT 1 GM |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | ColourOZ Investment 1 GmbH |
d. CUSIP (if any). | N/A |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00WHMVNH9 |
Description of other unique identifier. | BBGID |
Balance. (2) |
a. Balance | 1943.870000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | 1416.950000000000 |
f. Exchange rate. | .919840000000 |
g. Percentage value compared to net assets of the Fund. | 0.0005291123 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
GERMANY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-09-07 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 6.667000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 158 |
a. Name of issuer (if any). | COLOUROZ INVESTMENT 1 GM |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | ColourOZ Investment 1 GmbH |
d. CUSIP (if any). | N/A |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00WHMVNH9 |
Description of other unique identifier. | BBGID |
Balance. (2) |
a. Balance | 343156.010000000010 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | 250137.100000000010 |
f. Exchange rate. | .919840000000 |
g. Percentage value compared to net assets of the Fund. | 0.0934052921 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
GERMANY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-09-07 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 5.752000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 159 |
a. Name of issuer (if any). | COLOUROZ INVESTMENT 1 GM |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | ColourOZ Investment 1 GmbH |
d. CUSIP (if any). | N/A |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00WHMVNH9 |
Description of other unique identifier. | BBGID |
Balance. (2) |
a. Balance | 662393.370000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | 482839.140000000010 |
f. Exchange rate. | .919840000000 |
g. Percentage value compared to net assets of the Fund. | 0.1803000471 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
GERMANY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-09-07 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 5.752000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 160 |
a. Name of issuer (if any). | COLOUROZ INVESTMENT 1 GM |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | ColourOZ Investment 1 GmbH |
d. CUSIP (if any). | N/A |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00WHMVNH9 |
Description of other unique identifier. | BBGID |
Balance. (2) |
a. Balance | 97954.020000000004 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | 71401.729999999996 |
f. Exchange rate. | .919840000000 |
g. Percentage value compared to net assets of the Fund. | 0.0266625760 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
GERMANY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-09-07 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 5.752000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 161 |
a. Name of issuer (if any). | COLOUROZ INVESTMENT 1 GM |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | ColourOZ Investment 1 GmbH |
d. CUSIP (if any). | N/A |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00WHMVNH9 |
Description of other unique identifier. | BBGID |
Balance. (2) |
a. Balance | 41.920000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | 30.560000000000 |
f. Exchange rate. | .919840000000 |
g. Percentage value compared to net assets of the Fund. | 0.0000114116 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
GERMANY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-09-07 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 5.000000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 162 |
a. Name of issuer (if any). | CASPER BIDCO SASU |
b. LEI (if any) of issuer. (1) | 969500OUD0VB2606MD53 |
c. Title of the issue or description of the investment. | Casper Bidco SASU |
d. CUSIP (if any). | N/A |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00RKV8PP8 |
Description of other unique identifier. | BBGID |
Balance. (2) |
a. Balance | 2427830.210000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | 2549783.910000000100 |
f. Exchange rate. | .919840000000 |
g. Percentage value compared to net assets of the Fund. | 0.9521310948 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
FRANCE
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2026-07-30 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 5.177000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 163 |
a. Name of issuer (if any). | SPEEDSTER BIDCO T/L 2/20 |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | SPEEDSTER BIDCO T/L 2/20 |
d. CUSIP (if any). | N/A |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | LX185579 |
Description of other unique identifier. | LOAN X ID |
Balance. (2) |
a. Balance | 2260250.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | 2314714.300000000000 |
f. Exchange rate. | .919840000000 |
g. Percentage value compared to net assets of the Fund. | 0.8643522504 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
GERMANY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2027-03-31 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 5.108000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 164 |
a. Name of issuer (if any). | SPEEDSTER BIDCO GMBH |
b. LEI (if any) of issuer. (1) | 254900LE837QB2YYV824 |
c. Title of the issue or description of the investment. | Speedster Bidco GmbH |
d. CUSIP (if any). | N/A |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00RM63CD8 |
Description of other unique identifier. | BBGID |
Balance. (2) |
a. Balance | 986298.280000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | 912420.270000000000 |
f. Exchange rate. | .919840000000 |
g. Percentage value compared to net assets of the Fund. | 0.3407126805 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
GERMANY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2028-03-31 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 8.108000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 165 |
a. Name of issuer (if any). | IXS HOLDINGS INC |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | IXS Holdings Inc |
d. CUSIP (if any). | 45074HAB4 |
At least one of the following other identifiers: |
- ISIN | US45074HAB42 |
- Ticker (if ISIN is not available). | INNXCE |
Balance. (2) |
a. Balance | 4361249.240000000200 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3552368.339999999900 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.3265125501 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2027-03-05 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 7.816430000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 166 |
a. Name of issuer (if any). | NEP GROUP INC |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | NEP Group Inc |
d. CUSIP (if any). | 62908HAG0 |
At least one of the following other identifiers: |
- ISIN | US62908HAG02 |
Balance. (2) |
a. Balance | 1585953.260000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1561846.770000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.5832191776 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☐ 2 ☒ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-05-15 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 12.633570000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 167 |
a. Name of issuer (if any). | AVSC HOLDING CORP |
b. LEI (if any) of issuer. (1) | 549300CLJBQ9YSR4U689 |
c. Title of the issue or description of the investment. | AVSC Holding Corp |
d. CUSIP (if any). | 00241YAS3 |
At least one of the following other identifiers: |
- ISIN | US00241YAS37 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | LX191086 |
Description of other unique identifier. | LOAN X ID |
Balance. (2) |
a. Balance | 2125488.660000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2246386.450000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.8388375115 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2026-12-04 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 10.000000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☒ Yes ☐ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 168 |
a. Name of issuer (if any). | BELK INC |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | Belk Inc |
d. CUSIP (if any). | 07783AAJ4 |
At least one of the following other identifiers: |
- ISIN | US07783AAJ43 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00ZFC73H7 |
Description of other unique identifier. | BBGID |
Balance. (2) |
a. Balance | 459874.730000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 394487.440000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.1473080745 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-07-31 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 12.198710000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 169 |
a. Name of issuer (if any). | BELK INC |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | Belk Inc |
d. CUSIP (if any). | 07783AAK1 |
At least one of the following other identifiers: |
- ISIN | US07783AAK16 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00ZFC73H7 |
Description of other unique identifier. | BBGID |
Balance. (2) |
a. Balance | 8623335.960000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1600706.740000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.5977301272 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-07-31 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 13.000000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☒ Yes ☐ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 170 |
a. Name of issuer (if any). | CASPER BIDCO SASU |
b. LEI (if any) of issuer. (1) | 969500OUD0VB2606MD53 |
c. Title of the issue or description of the investment. | Casper Bidco SASU |
d. CUSIP (if any). | N/A |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00ZHRWMW5 |
Description of other unique identifier. | BBGID |
Balance. (2) |
a. Balance | 1159680.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | 1246557.659999999900 |
f. Exchange rate. | .919840000000 |
g. Percentage value compared to net assets of the Fund. | 0.4654850573 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
FRANCE
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2026-07-30 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 7.237000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 171 |
a. Name of issuer (if any). | MEDICAL DEPOT HOLDINGS I |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | Medical Depot Holdings Inc |
d. CUSIP (if any). | 58455MAA7 |
At least one of the following other identifiers: |
- ISIN | US58455MAA71 |
Balance. (2) |
a. Balance | 7567030.310000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 6848162.430000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 2.5572160708 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-06-01 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 9.139620000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 172 |
a. Name of issuer (if any). | WHEEL PROS INC |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | Wheel Pros Inc |
d. CUSIP (if any). | 96289EAG4 |
At least one of the following other identifiers: |
- ISIN | US96289EAG44 |
Balance. (2) |
a. Balance | 767838.329999999960 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 537859.229999999980 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.2008454503 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2028-05-11 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 9.315570000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 173 |
a. Name of issuer (if any). | US INFRASTRUCTURE CORP |
b. LEI (if any) of issuer. (1) | 5493003GZNDEEKCUW016 |
c. Title of the issue or description of the investment. | United States Infrastructure Corp |
d. CUSIP (if any). | 90290HAR3 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG011M8L4N7 |
Description of other unique identifier. | BBGID |
Balance. (2) |
a. Balance | 431521.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 408732.380000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.1526273685 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2029-05-14 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 11.069710000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 174 |
a. Name of issuer (if any). | Polaris Newco, LLC |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | Polaris Newco, LLC, Senior Secured Second Lien Term Loan |
d. CUSIP (if any). | N/A |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | LX195282 |
Description of other unique identifier. | LOAN X ID |
Balance. (2) |
a. Balance | 11074727.230000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 10853232.689999999000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 4.0527749362 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2029-06-01 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 12.734860000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 175 |
a. Name of issuer (if any). | VC GB HOLDINGS I CORP |
b. LEI (if any) of issuer. (1) | 549300K4B21TSY42LF51 |
c. Title of the issue or description of the investment. | VC GB Holdings I Corp |
d. CUSIP (if any). | N/A |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG011FQYMM2 |
Description of other unique identifier. | BBGID |
Balance. (2) |
a. Balance | 1927630.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1587085.250000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.5926436396 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2029-09-30 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 11.133570000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 176 |
a. Name of issuer (if any). | ROUGH COUNTRY LLC |
b. LEI (if any) of issuer. (1) | 549300ULXHJ9CR0QDU59 |
c. Title of the issue or description of the investment. | Rough Country LLC |
d. CUSIP (if any). | 74934KAD3 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG011RHZNX4 |
Description of other unique identifier. | BBGID |
Balance. (2) |
a. Balance | 841950.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 760558.689999999940 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.2840050780 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2029-07-29 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 11.229860000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 177 |
a. Name of issuer (if any). | PAREXEL INTERNATIONAL CORP TL 2L 07/21 |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | Parexel International Corporation, Senior Secured Second Lien Term Loan |
d. CUSIP (if any). | N/A |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | LX196816 |
Description of other unique identifier. | LOAN X ID |
Balance. (2) |
a. Balance | 5637180.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 5556004.610000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 2.0747031665 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☐ 2 ☒ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2029-07-27 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 10.571430000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 178 |
a. Name of issuer (if any). | GRIDIRON FIBER CORP |
b. LEI (if any) of issuer. (1) | 254900FRDJ7U5ZYHHW28 |
c. Title of the issue or description of the investment. | Gridiron Fiber Corp |
d. CUSIP (if any). | 39809RAB7 |
At least one of the following other identifiers: |
- ISIN | US39809RAB78 |
Balance. (2) |
a. Balance | 5192669.059999999600 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4814019.629999999900 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.7976338162 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2028-10-04 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 9.234440000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 179 |
a. Name of issuer (if any). | KENAN ADVANTAGE GROUP |
b. LEI (if any) of issuer. (1) | 549300GVUXCXDWYPIY65 |
c. Title of the issue or description of the investment. | Kenan Advantage Group Inc/The |
d. CUSIP (if any). | 48853UBH2 |
At least one of the following other identifiers: |
- ISIN | US48853UBH23 |
Balance. (2) |
a. Balance | 2135010.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1996234.350000000100 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.7454266182 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2027-09-01 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 11.819710000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 180 |
a. Name of issuer (if any). | ENGINEERED MACHINERY HOL |
b. LEI (if any) of issuer. (1) | 5493008AR0NPSLW8EW07 |
c. Title of the issue or description of the investment. | Engineered Machinery Holdings Inc |
d. CUSIP (if any). | 26658NAQ2 |
At least one of the following other identifiers: |
- ISIN | US26658NAQ25 |
Balance. (2) |
a. Balance | 289880.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 265466.310000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.0991294703 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2029-05-21 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 10.729860000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 181 |
a. Name of issuer (if any). | ORYX MIDSTREAM SERVICES |
b. LEI (if any) of issuer. (1) | 254900YYHRDANYFAHC43 |
c. Title of the issue or description of the investment. | Oryx Midstream Services Permian Basin LLC |
d. CUSIP (if any). | 68764JAB7 |
At least one of the following other identifiers: |
- ISIN | US68764JAB70 |
Balance. (2) |
a. Balance | 2264261.390000000100 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2260955.569999999800 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.8442778597 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2028-10-05 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 7.924290000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 182 |
a. Name of issuer (if any). | NEXUS BUYER LLC |
b. LEI (if any) of issuer. (1) | 254900PILSANV8WOOF24 |
c. Title of the issue or description of the investment. | Nexus Buyer LLC |
d. CUSIP (if any). | 65343UAE2 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG0133QD3N5 |
Description of other unique identifier. | BBGID |
Balance. (2) |
a. Balance | 623220.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 579077.329999999960 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.2162369642 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2029-11-01 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 10.819710000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 183 |
a. Name of issuer (if any). | KNIGHT HEALTH HOLDINGS L |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | Knight Health Holdings LLC |
d. CUSIP (if any). | 49902TAB8 |
At least one of the following other identifiers: |
- ISIN | US49902TAB89 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | LX201126 |
Description of other unique identifier. | LOAN X ID |
Balance. (2) |
a. Balance | 1729411.200000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1023232.080000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.3820916262 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2028-12-23 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 9.819710000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 184 |
a. Name of issuer (if any). | ICEBOX HOLDCO III INC |
b. LEI (if any) of issuer. (1) | 254900DLB65AKI8CQ466 |
c. Title of the issue or description of the investment. | Icebox Holdco III Inc |
d. CUSIP (if any). | 45114NAF4 |
At least one of the following other identifiers: |
- ISIN | US45114NAF42 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG013Y0GC19 |
Description of other unique identifier. | BBGID |
Balance. (2) |
a. Balance | 1381023.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1236015.590000000100 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.4615484756 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2029-12-22 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 11.479860000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 185 |
a. Name of issuer (if any). | SPX FLOW INC |
b. LEI (if any) of issuer. (1) | 5493003YXEKRBINIEM78 |
c. Title of the issue or description of the investment. | SPX FLOW Inc |
d. CUSIP (if any). | N/A |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG015VK3120 |
Description of other unique identifier. | BBGID |
Balance. (2) |
a. Balance | 2389080.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2305032.170000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.8607367844 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2029-04-05 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 8.923040000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 186 |
a. Name of issuer (if any). | TIBCO SOFTWARE INC |
b. LEI (if any) of issuer. (1) | 04EEB871XLHVNY4RZJ65 |
c. Title of the issue or description of the investment. | TIBCO Software Inc |
d. CUSIP (if any). | 88632NAV2 |
At least one of the following other identifiers: |
- ISIN | US88632NAV29 |
Balance. (2) |
a. Balance | 7001400.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 6480670.879999999900 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 2.4199887040 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2029-03-30 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 9.180230000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 187 |
a. Name of issuer (if any). | Medical Depot Holdings, Inc. |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | Medical Depot Holdings, Inc., Senior Secured First Lien Term Loan |
d. CUSIP (if any). | 58455MAJ8 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | LX208452~503869 |
Description of other unique identifier. | USER DEFINED |
Balance. (2) |
a. Balance | 985255.489999999990 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 985255.489999999990 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.3679105451 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☐ 2 ☒ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-06-02 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 5.580230000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 188 |
a. Name of issuer (if any). | Medical Depot Holdings, Inc. |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | Medical Depot Holdings, Inc., Senior Secured First Lien Term Loan |
d. CUSIP (if any). | 58455MAJ8 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | LX208452~516850 |
Description of other unique identifier. | USER DEFINED |
Balance. (2) |
a. Balance | 23457.830000000002 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 23457.830000000002 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.0087595381 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☐ 2 ☒ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-06-02 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 5.580230000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☒ Yes ☐ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 189 |
a. Name of issuer (if any). | YAK ACCESS INCREMENTAL T/L |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | YAK ACCESS INCREMENTAL T/L |
d. CUSIP (if any). | N/A |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | LX210149 |
Description of other unique identifier. | LOAN X ID |
Balance. (2) |
a. Balance | 718696.020000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 711509.060000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.2656891424 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☐ 2 ☒ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-02-10 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 12.861560000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 190 |
a. Name of issuer (if any). | Ciena Corporation |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | Ciena Corporation, Senior Secured First Lien Term Loan |
d. CUSIP (if any). | 9TERM7CW2 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | LX210429 |
Description of other unique identifier. | LOAN X ID |
Balance. (2) |
a. Balance | 328220.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 328630.280000000030 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.1227159317 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2030-01-12 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 6.858060000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 191 |
a. Name of issuer (if any). | YAK ACCESS T/L 2ND LIEN INCREMENTAL |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | YAK ACCESS T/L 2ND LIEN INCREMENTAL |
d. CUSIP (if any). | N/A |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | LX210698 |
Description of other unique identifier. | LOAN X ID |
Balance. (2) |
a. Balance | 841477.810000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 833063.030000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.3110793866 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Loan
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☐ 2 ☒ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2026-07-10 |
b. Coupon. |
i. Coupon category. (13) | Floating |
ii. Annualized rate. | 14.488270000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 192 |
a. Name of issuer (if any). | PROSERV ACQUISITION LLC |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | PROSERV ACQUISITION LLC |
d. CUSIP (if any). | N/A |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | PROSERV_COMMON |
Description of other unique identifier. | USER DEFINED |
Balance. (2) |
a. Balance | 114010.000000000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 94844.920000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.0354166473 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☐ 2 ☒ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 193 |
a. Name of issuer (if any). | PROSERV ACQUISITION LLC PREFERRED STOCK |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | PROSERV ACQUISITION LLC PREFERRED STOCK |
d. CUSIP (if any). | N/A |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | PROSERV_PREF |
Description of other unique identifier. | USER DEFINED |
Balance. (2) |
a. Balance | 36249.000000000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 409048.220000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.1527453083 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-preferred
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☐ 2 ☒ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 194 |
a. Name of issuer (if any). | QUORUM HEALTH CORP |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | QUORUM HEALTH CORP |
d. CUSIP (if any). | N/A |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | QUORUM_TRUST_CLAIMS |
Description of other unique identifier. | USER DEFINED |
Balance. (2) |
a. Balance | 3964000.000000000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 438022.000000000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.1635645926 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☐ 2 ☒ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 195 |
a. Name of issuer (if any). | DOUGLAS GMBH |
b. LEI (if any) of issuer. (1) | 529900381YTPHVY9AI06 |
c. Title of the issue or description of the investment. | Douglas GmbH |
d. CUSIP (if any). | BO6582668 |
At least one of the following other identifiers: |
- ISIN | XS2326498289 |
Balance. (2) |
a. Balance | 10461000.000000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | 9875707.600000000000 |
f. Exchange rate. | .919840000000 |
g. Percentage value compared to net assets of the Fund. | 3.6877510490 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
GERMANY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2026-04-08 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.000000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 196 |
a. Name of issuer (if any). | KIRK BEAUTY SUN GMBH |
b. LEI (if any) of issuer. (1) | 9845005056B369360745 |
c. Title of the issue or description of the investment. | Kirk Beauty SUN GmbH |
d. CUSIP (if any). | BO6926766 |
At least one of the following other identifiers: |
- ISIN | XS2326508186 |
Balance. (2) |
a. Balance | 7967248.250000000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | 6106398.960000000000 |
f. Exchange rate. | .919840000000 |
g. Percentage value compared to net assets of the Fund. | 2.2802294360 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
GERMANY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2026-10-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 8.250000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☒ Yes ☐ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
The Fund may provide any information it believes would be helpful in understanding the information reported in response to any Item of this Form. The Fund may also explain any assumptions that it made in responding to any Item of this Form. To the extent responses relate to a particular Item, provide the Item number(s), as applicable. |
The Registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized. |
Registrant: | KKR Income Opportunities Fund |
By (Signature): | /s/ Thomas Murphy |
Name: | Thomas Murphy |
Title: | Treasurer, Chief Accounting Officer & Chief Financial Officer |
Date: | 2023-03-29 |
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