Full register · per filed schedule / annual report · as of 02/28/26
| # | Company | Industry | Acquired | Status | Fair value | % |
|---|---|---|---|---|---|---|
| 1 | Roper/Outgo Forward Flow Loan Portfolio (Corporate) | 43.0% | ||||
| 2 | BP LPI, Class B (Asset-Based Loan, floating) | 7.5% | ||||
| 3 | Santander Bank N.A. Loan Portfolio (Consumer Unsecured) | 7.4% | ||||
| 4 | Midland Equipment Finance Portfolio (Equipment Equity) | 6.6% | ||||
| 5 | GCFRF (CLO zero-coupon, two positions total) | 5.3% | ||||
| 6 | Deutsche Pfandbriefbank AG (Real Estate ABL) | 3.0% | ||||
| 7 | Allo Communications LLC (Infrastructure PIK) | 1.5% | ||||
| 8 | Spirit Airlines Pass Through Trust 2025-1 Class B (Transportation ABS) | 1.4% |
per-company % as filed — the percent basis varies by filer; fair value is the comparable figure
| # | Position | Kind | Coupon | Maturity | Level | Flags | Fair value | % net assets |
|---|---|---|---|---|---|---|---|---|
| 1 | Midland Equipment Finance Portfolio Loan Portfolio | Equity | L3 | $103M | 26.7% | |||
| 2 | First American Treasury Obliga | Short-term | L1 | $55.2M | 14.3% | |||
| 3 | Time Forward Flow Purchase Agreement Loan Portfolio | Equity | L3 | $27.1M | 7.0% | |||
| 4 | Floating Rate Senior Secured Class B Notes(BP LPI | Loan | 13.67% | 12/22/31 | L3 | $25.0M | 6.5% | |
| 5 | SANTANDER BANK, N.A. | Equity | L3 | $21.9M | 5.7% | |||
| 6 | VCI Asset Holdings 2 T/L (2/26) | Loan | 9.50% | 02/06/31 | L2 | $15.5M | 4.0% | |
| 7 | Floating Rate Senior Secured Class B Delayed Draw | Loan | 11.22% | 12/22/31 | L3 | $11.6M | 3.0% | |
| 8 | GASL Bermuda 2nd Amend B-1 R/C | Loan | 6.30% | 12/15/30 | L3 | $10.6M | 2.8% | |
| 9 | PROJECT HUDSON (PBB) CREDIT LINKED NOTE | Debt | 20.43% | 01/31/32 | L3 | $10.00M | 2.6% | |
| 10 | CPS Auto Trust | Asset-backed | 8.75% | 05/17/33 | L2 | $9.99M | 2.6% | |
| 11 | Guggenheim Investments Private Debt Fund IV Unleve | Loan | 10.91% | 01/17/39 | L3 | $9.75M | 2.5% | |
| 12 | Jonah Energy South Texas (3/26) T/L | Loan | 9.70% | 04/01/30 | L3 | $9.70M | 2.5% | |
| 13 | Page Eleven Funding R/C | Loan | 10.61% | 10/18/27 | L3 | $8.71M | 2.3% | |
| 14 | Guggenheim Investments Private Debt Fund IV Unleve | Loan | 7.76% | 01/17/39 | L3 | $7.93M | 2.1% | |
| 15 | Trinitas CLO Ltd | CLO / CBO | 9.37% | 01/23/39 | L2 | $7.63M | 2.0% | |
| 16 | ARES CLO Ltd | CLO / CBO | 9.17% | 01/25/39 | L2 | $6.75M | 1.7% | |
| 17 | SUNDVALL LEASING LLC | Equity | L3 | $6.69M | 1.7% | |||
| 18 | Oaktree ABIF Blocker Holdings LLC | Equity | L3 | $5.72M | 1.5% | |||
| 19 | Eldridge MMPC CLO Ltd. | CLO / CBO | 8.63% | 01/15/38 | L2 | $5.61M | 1.5% | |
| 20 | Allo Communications Delayed Draw T/L (4/25) | Loan | 15.50% | 04/16/32 | L3 | $5.16M | 1.3% | |
| 21 | EnFin Residential Solar Finance I Amended and Rest | Loan | 11.36% | 05/02/28 | L3 | $5.00M | 1.3% | |
| 22 | PAR Issuer Trust | Asset-backed | 7.84% | 12/15/32 | L2 | $5.00M | 1.3% | |
| 23 | Rockford Tower CLO Ltd | CLO / CBO | 6.82% | 03/15/38 | L2 | $5.00M | 1.3% | |
| 24 | Hertz Vehicle Financing III - Class B | Loan | 9.28% | 06/28/28 | L3 | $4.99M | 1.3% | |
| 25 | Alliance Equipment Finance R/C (4/25) | Loan | 13.08% | 04/25/31 | L3 | $4.96M | 1.3% | |
| 26 | AB BSL CLO Ltd | CLO / CBO | 9.27% | 01/15/39 | L2 | $4.89M | 1.3% | |
| 27 | CIFC Funding Ltd | CLO / CBO | 7.39% | 01/17/39 | L2 | $4.81M | 1.2% | |
| 28 | SPIRIT AIR 2025-1 PTT B | Debt | 11.00% | 02/15/30 | L3 | $4.75M | 1.2% | |
| 29 | Marble Point CLO XIX Ltd | CLO / CBO | 6.67% | 10/19/38 | L2 | $4.51M | 1.2% | |
| 30 | Fortress Credit BSL Limited | CLO / CBO | 7.17% | 07/24/36 | L2 | $4.01M | 1.0% | |
| 31 | OUTGO, INC. | Equity | L3 | $3.80M | 1.0% | |||
| 32 | Bridge Street CLO | CLO / CBO | 9.02% | 04/20/38 | L2 | $3.69M | 1.0% | |
| 33 | ARES CLO Ltd | CLO / CBO | 6.62% | 07/25/34 | L2 | $3.64M | 0.9% | |
| 34 | Kinetic ABS Issuer LLC | Asset-backed | 7.65% | 02/25/56 | L2 | $3.52M | 0.9% | |
| 35 | JP Morgan Mortgage Trust | Mortgage-backed | 8.04% | 07/25/64 | L2 | $3.13M | 0.8% | |
| 36 | Avis Budget Rental Car Funding | Asset-backed | 7.52% | 02/20/30 | L2 | $3.03M | 0.8% | |
| 37 | MetroNet Infrastructure Issuer | Asset-backed | 7.10% | 04/20/56 | L2 | $2.97M | 0.8% | |
| 38 | Rockford Tower CLO Ltd | CLO / CBO | 7.02% | 03/31/38 | L2 | $2.96M | 0.8% | |
| 39 | ABPCI Direct Lending Fund CLO | CLO / CBO | 11.17% | 07/20/37 | L2 | $2.96M | 0.8% | |
| 40 | AB BSL CLO 1 Ltd | CLO / CBO | 8.22% | 10/15/38 | L2 | $2.92M | 0.8% | |
| 41 | Bain Capital Credit CLO, Limit | CLO / CBO | 6.62% | 10/20/36 | L2 | $2.92M | 0.8% | |
| 42 | Hartwick Park CLO, Ltd. | CLO / CBO | 6.37% | 01/20/37 | L2 | $2.91M | 0.8% | |
| 43 | Neuberger Berman CLO Ltd | CLO / CBO | 8.52% | 12/25/37 | L2 | $2.90M | 0.8% | |
| 44 | Harvest US CLO Ltd | CLO / CBO | 9.77% | 01/15/37 | L2 | $2.81M | 0.7% | |
| 45 | Anchorage Capital CLO LTD | CLO / CBO | 9.07% | 04/20/37 | L2 | $2.77M | 0.7% | |
| 46 | ARES CLO Ltd | CLO / CBO | 7.92% | 10/24/36 | L2 | $2.73M | 0.7% | |
| 47 | Regatta XX Funding Ltd | CLO / CBO | 6.27% | 01/15/38 | L2 | $2.60M | 0.7% | |
| 48 | Dryden Senior Loan Fund | CLO / CBO | 10.79% | 04/15/38 | L2 | $2.51M | 0.7% | |
| 49 | Eldridge MMPC CLO Ltd. | CLO / CBO | 10.58% | 01/15/38 | L2 | $2.46M | 0.6% | |
| 50 | HalseyPoint CLO I, Ltd. | CLO / CBO | 7.47% | 10/20/37 | L2 | $2.45M | 0.6% | |
| 51 | GoldenTree Loan Management US | CLO / CBO | 8.17% | 01/20/38 | L2 | $2.45M | 0.6% | |
| 52 | Avis Budget Rental Car Funding | Asset-backed | 7.20% | 06/20/30 | L2 | $2.44M | 0.6% | |
| 53 | CBAMR Ltd | CLO / CBO | 7.92% | 01/20/39 | L2 | $2.41M | 0.6% | |
| 54 | AGL CLO Ltd. | CLO / CBO | 10.07% | 10/20/37 | L2 | $2.30M | 0.6% | |
| 55 | RR Ltd | CLO / CBO | 7.37% | 04/15/38 | L2 | $2.13M | 0.6% | |
| 56 | Fortress Credit BSL Limited | CLO / CBO | 8.27% | 10/15/38 | L2 | $2.01M | 0.5% | |
| 57 | Fortress Credit Opportunities | CLO / CBO | 7.82% | 10/15/36 | L2 | $1.97M | 0.5% | |
| 58 | Reach Financial LLC | Asset-backed | 6.45% | 02/15/33 | L2 | $1.96M | 0.5% | |
| 59 | Kennedy Lewis CLO Ltd | CLO / CBO | 9.02% | 01/25/38 | L2 | $1.96M | 0.5% | |
| 60 | Bain Capital Credit CLO, Limit | CLO / CBO | 7.67% | 01/21/38 | L2 | $1.96M | 0.5% | |
| 61 | CIFC Funding Ltd | CLO / CBO | 8.47% | 10/20/38 | L2 | $1.95M | 0.5% | |
| 62 | American Money Management Corp | CLO / CBO | 8.82% | 01/20/37 | L2 | $1.93M | 0.5% | |
| 63 | Fortress Credit BSL Limited | CLO / CBO | 9.27% | 01/23/37 | L2 | $1.84M | 0.5% | |
| 64 | Neuberger Berman CLO Ltd | CLO / CBO | 6.47% | 04/16/35 | L2 | $1.70M | 0.4% | |
| 65 | VCI INTERMEDIATE TOPCO 2 LLC | Equity | L3 | $1.49M | 0.4% | |||
| 66 | Veros Auto Receivables Trust | Asset-backed | 7.74% | 07/15/31 | L2 | $1.49M | 0.4% | |
| 67 | Brightwood Capital MM CLO 2019 | CLO / CBO | 8.46% | 10/15/34 | L2 | $1.49M | 0.4% | |
| 68 | NATIONAL PROPERTY REIT C | Loan | 5.30% | 03/15/42 | L3 | ⊕ PIK | $1.48M | 0.4% |
| 69 | Birch Grove CLO Ltd. | CLO / CBO | 6.82% | 10/19/37 | L2 | $1.48M | 0.4% | |
| 70 | Rockford Tower CLO Ltd | CLO / CBO | 7.17% | 10/20/37 | L2 | $1.47M | 0.4% | |
| 71 | Dryden Senior Loan Fund | CLO / CBO | 6.65% | 11/15/36 | L2 | $1.47M | 0.4% | |
| 72 | Hometap Private Placement Equity | Equity | L3 | $1.40M | 0.4% | |||
| 73 | Neuberger Berman CLO Ltd | CLO / CBO | 6.37% | 04/15/39 | L2 | $1.38M | 0.4% | |
| 74 | First Help Financial LLC | Asset-backed | 7.42% | 05/15/31 | L2 | $1.24M | 0.3% | |
| 75 | TOTAL PLAY TELECOM | Debt | 11.13% | 12/31/32 | L2 | $1.13M | 0.3% | |
| 76 | CIFC Funding Ltd | CLO / CBO | 8.52% | 10/15/38 | L2 | $979K | 0.3% | |
| 77 | RR Ltd | CLO / CBO | 9.17% | 01/15/37 | L2 | $964K | 0.3% | |
| 78 | GoldenTree Loan Management US | CLO / CBO | 7.17% | 01/20/38 | L2 | $953K | 0.2% | |
| 79 | Leaseplan, LLC | Equity | L3 | $487K | 0.1% | |||
| 80 | PROP 2017-1 Series B T/L (Elix Aviation) | Loan | 6.90% | 03/15/42 | L3 | $406K | 0.1% | |
| 81 | Alliance Equipment Finance LLC Warrants | Equity | L3 | $13.4K | 0.0% | |||
| 82 | Time Forward Flow Purchase Agreement Loan Portfolio-Back Leverage | Loan | 6.21% | 03/04/28 | L3 | −$18.3M | −4.7% | |
| 83 | Midland Equipment Finance Portfolio Loan Portfolio-Back Leverage | Loan | 5.30% | 11/26/28 | L3 | −$31.3M | −8.1% | |
| 84 | Midland Equipment Finance Portfolio Loan Portfolio-Back Leverage | Loan | 5.30% | 11/26/28 | L3 | −$52.2M | −13.5% |