Xai 八角形浮动利率和另类收益信托*
投资明细表
2023年12月31日(未经审计)
| 参考汇率& 利差 | 到期日 | 本金金额 | 价值 | |||||||||
| 抵押贷款债券债务-26.91%(A)(B) | ||||||||||||
| Anclage Capital CLO 13 LLC | 3M SOFR+6.96% | 04/15/2034 | $ | 1,500,000 | $ | 1,443,881 | ||||||
| 安克雷奇资本CLO 16有限公司 | 3M SOFR+7.61% | 01/19/2035 | 2,000,000 | 1,920,429 | ||||||||
| 安克雷奇资本CLO 17有限公司 | 3M SOFR+7.12% | 07/15/2034 | 1,250,000 | 1,154,718 | ||||||||
| 安克雷奇资本CLO 19有限公司 | 3M SOFR+7.51% | 10/15/2034 | 1,000,000 | 776,629 | ||||||||
| 安克雷奇资本CLO 21有限公司 | 3M SOFR+7.61% | 10/20/2034 | 500,000 | 479,786 | ||||||||
| 安克雷奇资本CLO 4-R有限公司 | 3M SOFR+5.76% | 01/28/2031 | 2,000,000 | 1,867,178 | ||||||||
| 安克雷奇资本CLO 9有限公司 | 3M SOFR+7.08% | 07/15/2032 | 2,000,000 | 1,887,229 | ||||||||
| Apidos CLO XLV有限公司 | 3M SOFR+8.40% | 04/26/2036 | 500,000 | 512,126 | ||||||||
| Apidos CLO XXVII | 3M SOFR+6.66% | 07/17/2030 | 375,000 | 362,625 | ||||||||
| Apidos CLO XXXII | 3M SOFR+7.01% | 01/20/2033 | 250,000 | 248,147 | ||||||||
| 战神Li CLO有限公司。 | 3M SOFR+7.11% | 07/15/2034 | 250,000 | 238,555 | ||||||||
| Ares LV CLO Ltd. | 3M SOFR+6.61% | 07/15/2034 | 1,525,000 | 1,522,549 | ||||||||
| Atrium IX LLC | 3M SOFR+6.71% | 05/28/2030 | 900,000 | 869,867 | ||||||||
| 中庭XIV有限责任公司 | 3M SOFR+5.91% | 08/23/2030 | 500,000 | 490,362 | ||||||||
| BallyRock CLO 20 Ltd. | 3M SOFR+7.25% | 07/15/2034 | 4,000,000 | 3,999,400 | ||||||||
| 大队CLO XXI有限公司 | 3M SOFR+6.72% | 07/15/2034 | 1,000,000 | 884,266 | ||||||||
| Benefit Street Partners CLO XVII Ltd. | 3M SOFR+6.61% | 07/15/2032 | 1,100,000 | 1,048,272 | ||||||||
| Benefit Street Partners CLO XXIV Ltd. | 3M SOFR+6.87% | 10/20/2034 | 1,000,000 | 990,168 | ||||||||
| Benefit Street Partners CLO XXIX Ltd. | 3M SOFR+7.81% | 01/25/2036 | 1,750,000 | 1,730,066 | ||||||||
| Benefit Street Partners CLO XXVIII Ltd. | 3M SOFR+7.59% | 10/20/2035 | 2,000,000 | 1,979,861 | ||||||||
| 惠益街合伙人CLO XXXII Ltd. | 3M SOFR+7.35% | 10/25/2036 | 2,400,000 | 2,373,754 | ||||||||
| 凯雷美国CLO 2022-5 Ltd. | 3M SOFR+8.46% | 10/15/2035 | 2,000,000 | 2,004,512 | ||||||||
| CIFC Funding 2015-I Ltd. | 3M SOFR+6.26% | 01/22/2031 | 500,000 | 473,913 | ||||||||
| CIFC Funding 2018-I Ltd. | 3M SOFR+5.26% | 04/18/2031 | 1,750,000 | 1,628,436 | ||||||||
| 中金公司融资2019-III有限公司。 | 3M SOFR+7.06% | 10/16/2034 | 2,750,000 | 2,753,618 | ||||||||
| 中金公司融资2019-V有限公司。 | 3M SOFR+7.04% | 01/15/2035 | 1,000,000 | 994,209 | ||||||||
| 中金公司融资2019-VI有限公司。 | 3M SOFR+7.66% | 01/16/2033 | 500,000 | 501,787 | ||||||||
| CIFC Funding 2022-I Ltd. | 3M SOFR+6.40% | 04/17/2035 | 2,000,000 | 1,959,200 | ||||||||
| CIFC Funding 2022-III Ltd. | 3M SOFR+7.27% | 04/21/2035 | 850,000 | 848,274 | ||||||||
| 三叶草CLO 2021-3有限责任公司 | 3M SOFR+6.72% | 01/25/2035 | 1,000,000 | 989,129 | ||||||||
| Elmwood CLO VI有限公司 | 3M SOFR+6.76% | 10/20/2034 | 1,750,000 | 1,760,009 | ||||||||
| 艾姆伍德CLO VII有限公司 | 3M SOFR+7.50% | 01/17/2034 | 2,000,000 | 1,931,806 | ||||||||
| 榆树CLO xi有限公司 | 3M SOFR+6.26% | 10/20/2034 | 750,000 | 736,033 | ||||||||
| HPS贷款管理11-2017 Ltd. | 3M SOFR+8.11% | 05/06/2030 | 1,000,000 | 500,567 | ||||||||
| 麦迪逊公园基金有限公司。 | 3M SOFR+8.95% | 10/25/2035 | 1,250,000 | 1,280,426 | ||||||||
| 麦迪逊公园基金LXIII有限公司 | 3M SOFR + 8.57% | 04/21/2035 | 1,250,000 | 1,254,112 | ||||||||
| Madison Park Funding XLVI Ltd. | 3M SOFR + 6.51% | 10/15/2034 | 550,000 | 548,667 | ||||||||
| Madison Park Funding XLVIII Ltd. | 3M SOFR + 6.51% | 04/19/2033 | 1,500,000 | 1,485,055 | ||||||||
| Madison Park Funding XVII Ltd. | 3M SOFR + 7.74% | 07/21/2030 | 1,000,000 | 782,922 | ||||||||
| 麦迪逊公园基金XXVII有限公司。 | 3M SOFR+5.26% | 04/20/2030 | 1,500,000 | 1,431,750 | ||||||||
| Madison Park Funding XXXVII Ltd. | 3M SOFR + 6.41% | 07/15/2033 | 750,000 | 740,460 | ||||||||
| Magnetite XXIV Ltd | 3M SOFR+6.40% | 04/15/2035 | 500,000 | 483,324 | ||||||||
| Neuberger Berman Loan Advisers CLO 24 Ltd. | 3M SOFR + 6.28% | 04/19/2030 | 1,000,000 | 968,733 | ||||||||
| Neuberger Berman Loan Advisers CLO 32 Ltd. | 3M SOFR + 6.36% | 01/20/2032 | 1,500,000 | 1,460,124 | ||||||||
| Neuberger Berman贷款顾问CLO 40 Ltd. | 3M SOFR + 6.11% | 04/16/2033 | 1,670,000 | 1,626,391 | ||||||||
| Neuberger Berman Loan Advisers CLO 47 Ltd. | 3M SOFR+6.25% | 04/14/2035 | 1,000,000 | 967,865 | ||||||||
| OHA Credit Funding 12 Ltd. | 3M SOFR + 8.00% | 07/20/2036 | 2,000,000 | 2,005,126 | ||||||||
| OHA Credit Funding 2 Ltd. | 3M SOFR+6.62% | 04/21/2034 | 1,000,000 | 1,000,049 | ||||||||
| OHA Credit Funding 5 Ltd. | 3M SOFR + 6.51% | 04/18/2033 | 1,000,000 | 995,134 | ||||||||
| OHA Credit Funding 7 Ltd. | 3M SOFR+6.25% | 02/24/2037 | 900,000 | 887,443 | ||||||||
| OHA Credit Funding 9 Ltd. | 3M SOFR + 6.51% | 07/19/2035 | 1,000,000 | 1,003,643 | ||||||||
| Rad CLO 10 Ltd. | 3M SOFR + 6.11% | 04/23/2034 | 2,000,000 | 1,930,812 | ||||||||
| Rad CLO 11 Ltd. | 3M SOFR + 6.51% | 04/15/2034 | 1,300,000 | 1,267,375 | ||||||||
| Rad CLO 12 Ltd. | 3M SOFR+6.61% | 10/30/2034 | 2,000,000 | 1,908,224 | ||||||||
| Rad CLO 4 Ltd. | 3M SOFR+7.01% | 04/25/2032 | 2,328,764 | 2,271,017 | ||||||||
| 赛艇会七期基金有限公司。 | 3M SOFR+6.66% | 06/20/2034 | 1,000,000 | 971,333 | ||||||||
| 赛艇八号基金有限公司。 | 3M SOFR + 6.36% | 10/17/2030 | 500,000 | 496,009 | ||||||||
| 赛艇十二号基金有限公司。 | 3M SOFR+6.61% | 10/15/2032 | 500,000 | 499,458 | ||||||||
| 赛艇十四号基金有限公司。 | 3M SOFR+6.21% | 10/25/2031 | 750,000 | 711,027 | ||||||||
| 赛艇会十九大基金有限公司。 | 3M SOFR+6.88% | 04/20/2035 | 750,000 | 753,918 | ||||||||
| 赛艇十六世基金有限公司。 | 3M SOFR+7.26% | 01/15/2033 | 1,400,000 | 1,387,392 | ||||||||
| 赛艇十八号基金有限公司。 | 3M SOFR+6.21% | 01/15/2034 | 2,000,000 | 1,962,226 | ||||||||
1
Xai八角形浮动利率与另类收益信托
投资明细表
2023年12月31日(未经审计)(续)
| 参考汇率& 利差 | 到期日 | 本金金额 | 价值 | |||||||||
| 抵押贷款债券债务-26.91%(A)(B)(续) | ||||||||||||
| 赛艇会第二十二届基金有限公司。 | 3M SOFR+7.19% | 07/20/2035 | $ | 1,350,000 | $ | 1,309,402 | ||||||
| 赛艇会第二十三届基金有限公司。 | 3M SOFR+6.96% | 01/20/2035 | 2,750,000 | 2,749,946 | ||||||||
| 赛艇会XXIV基金有限公司。 | 3M SOFR+7.06% | 01/20/2035 | 250,000 | 245,542 | ||||||||
| RR 19有限公司 | 3M SOFR+6.76% | 10/15/2035 | 500,000 | 504,280 | ||||||||
| Sound Point CLO II Ltd. | 3M SOFR+5.76% | 01/26/2031 | 250,000 | 164,445 | ||||||||
| Sound Point CLO XVIII Ltd. | 3M SOFR+5.76% | 01/21/2031 | 500,000 | 328,913 | ||||||||
| 交响乐团XXI有限公司。 | 3M SOFR+6.86% | 07/15/2032 | 1,000,000 | 938,536 | ||||||||
| 二十四交响乐团有限公司。 | 3M SOFR+7.26% | 01/23/2032 | 1,000,000 | 983,926 | ||||||||
| THL Credit Wind River 2017-1 CLO Ltd. | 3M SOFR+7.32% | 04/18/2036 | 1,500,000 | 1,342,502 | ||||||||
| THL Credit Wind River 2017-4 CLO Ltd. | 3M SOFR+6.06% | 11/20/2030 | 500,000 | 474,644 | ||||||||
| THL Credit Wind River 2019-1 CLO Ltd. | 3M SOFR+6.86% | 07/20/2034 | 875,000 | 750,314 | ||||||||
| Voya CLO 2020-2 Ltd. | 3M SOFR+6.66% | 07/19/2034 | 1,125,000 | 1,123,957 | ||||||||
| 风河2021-3 CLO有限公司 | 3M SOFR+6.86% | 07/20/2033 | 1,000,000 | 946,033 | ||||||||
| 抵押贷款债务总额(成本为89,495,071美元) | 88,803,816 | |||||||||||
| 预估收益率 | 到期日 | 本金金额 | 价值 | |||||||||
| 抵押贷款债券权益-54.56%(A)(C) | ||||||||||||
| ALM 2020 Ltd. | 6.27% | 10/15/2029 | 5,000,000 | 1,895,975 | ||||||||
| Anclage Capital CLO 13 LLC | 15.47% | 04/15/2034 | 7,000,000 | 4,257,400 | ||||||||
| 安克雷奇资本CLO 15有限公司 | 28.86% | 07/20/2034 | 1,783,000 | 1,261,472 | ||||||||
| 安克雷奇资本CLO 16有限公司 | 14.04% | 01/19/2035 | 2,500,000 | 1,321,892 | ||||||||
| 安克雷奇资本CLO 18有限公司 | 16.44% | 04/15/2034 | 850,000 | 533,205 | ||||||||
| 安克雷奇资本CLO 19有限公司 | 14.24% | 10/15/2034 | 7,000,000 | 3,956,400 | ||||||||
| 安克雷奇资本CLO 1-R有限公司 | 12.00% | 04/13/2031 | 4,150,000 | 1,477,279 | ||||||||
| 安克雷奇资本CLO 20有限公司 | 13.00% | 01/20/2035 | 1,750,000 | 974,008 | ||||||||
| 安克雷奇资本CLO 3-R有限公司 | 8.99% | 01/28/2031 | 1,400,000 | 523,138 | ||||||||
| 安克雷奇资本CLO 7有限公司 | 20.95% | 01/28/2031 | 1,750,000 | 607,985 | ||||||||
| Apidos CLO XXVII | 4.53% | 07/17/2030 | 1,300,000 | 268,801 | ||||||||
| 战神Li CLO有限公司。 | 15.11% | 07/15/2034 | 2,646,041 | 1,357,154 | ||||||||
| 战神Li CLO有限公司。 | 15.48% | 07/15/2034 | 1,699,959 | 871,909 | ||||||||
| Ares lix CLO Ltd. | 25.42% | 04/25/2034 | 3,500,000 | 2,317,350 | ||||||||
| Ares Xli CLO Ltd. | 13.35% | 04/15/2034 | 2,343,500 | 893,577 | ||||||||
| ARES XLIV CLO有限公司 | 13.82% | 04/15/2034 | 2,845,572 | 888,388 | ||||||||
| 大队CLO XV有限公司 | 13.65% | 01/17/2033 | 4,500,000 | 2,800,116 | ||||||||
| Battalion CLO XVI Ltd | 12.75% | 12/19/2032 | 3,500,000 | 1,812,650 | ||||||||
| Benefit Street Partners CLO XXIII Ltd. | 20.74% | 04/25/2034 | 5,000,000 | 4,120,000 | ||||||||
| Benefit Street Partners CLO XXV Ltd. | 46.98% | 01/15/2035 | 5,250,000 | 4,382,521 | ||||||||
| Carbone CLO有限公司 | 11.95% | 01/20/2031 | 7,850,000 | 2,673,357 | ||||||||
| 凯雷美国CLO 2019-4 Ltd. | 20.09% | 04/15/2035 | 8,740,000 | 6,731,548 | ||||||||
| 凯雷美国CLO 2021-4有限公司 | 22.06% | 04/20/2034 | 1,000,000 | 747,800 | ||||||||
| 凯雷美国CLO 2021-5有限公司 | 15.51% | 07/20/2034 | 4,000,000 | 2,719,200 | ||||||||
| CIFC Funding 2017-III Ltd. | 7.66% | 07/20/2030 | 1,400,000 | 466,816 | ||||||||
| CIFC Funding 2017-V Ltd. | 4.82% | 11/16/2030 | 4,500,000 | 1,575,180 | ||||||||
| CIFC Funding 2018-I Ltd. | 11.33% | 04/18/2031 | 3,250,000 | 1,366,306 | ||||||||
| CIFC资助2018-III有限公司 | 15.40% | 07/18/2031 | 3,000,000 | 1,205,256 | ||||||||
| 中金公司融资2019-III有限公司。 | 19.10% | 10/16/2034 | 750,000 | 599,700 | ||||||||
| 中金公司融资2019-V有限公司。 | 19.75% | 01/15/2035 | 2,500,000 | 1,956,482 | ||||||||
| 中金公司融资2019-V有限公司。 | 21.11% | 01/15/2035 | 1,000,000 | 782,593 | ||||||||
| CIFC资助2020-II有限公司 | 27.17% | 10/20/2034 | 1,000,000 | 824,600 | ||||||||
| CIFC资助2020-III有限公司 | 20.83% | 10/20/2034 | 150,000 | 124,950 | ||||||||
| CIFC Funding 2021-II Ltd. | 18.35% | 04/15/2034 | 4,000,000 | 3,121,600 | ||||||||
| CIFC Funding 2021-VII Ltd. | 18.65% | 01/23/2035 | 1,000,000 | 772,891 | ||||||||
| CIFC Funding 2022-IV，Ltd. | 20.60% | 07/16/2035 | 2,500,000 | 2,174,778 | ||||||||
| Clover CLO 2019-1有限公司 | 44.88% | 04/18/2035 | 8,339,200 | 6,382,436 | ||||||||
| 三叶草CLO 2021-3有限责任公司 | 21.43% | 01/25/2035 | 5,500,000 | 4,379,100 | ||||||||
| 德莱顿43高级贷款基金 | 14.52% | 04/20/2034 | 3,000,000 | 1,416,000 | ||||||||
| 德莱顿87 CLO有限公司 | 16.63% | 05/20/2034 | 2,000,000 | 1,301,000 | ||||||||
| 德莱顿95 CLO有限公司 | 16.56% | 08/20/2034 | 1,750,000 | 1,060,325 | ||||||||
| Elmwood CLO 14 Ltd. | 23.76% | 04/20/2035 | 10,000,000 | 8,386,270 | ||||||||
| 榆木CLO I有限公司 | 15.24% | 10/20/2033 | 6,000,000 | 4,166,018 | ||||||||
| Elmwood CLO II Ltd. | 18.71% | 04/20/2034 | 6,500,000 | 5,241,600 | ||||||||
2
Xai八角形浮动利率与另类收益信托
投资明细表
2023年12月31日(未经审计)(续)
| 预估收益率 | 到期日 | 本金金额 | 价值 | |||||||||
| 抵押贷款债券权益-54.56%(A)(C)(续) | ||||||||||||
| 榆木CLO III有限公司 | 18.73% | 10/20/2034 | $ | 5,250,000 | $ | 3,989,475 | ||||||
| 艾姆伍德CLO VII有限公司 | 20.48% | 01/17/2034 | 8,350,000 | 5,413,305 | ||||||||
| 榆木八世有限公司 | 18.00% | 01/20/2034 | 5,000,000 | 4,130,500 | ||||||||
| 景顺CLO 2021-1有限公司 | 18.85% | 04/15/2034 | 3,000,000 | 1,979,700 | ||||||||
| 景顺CLO有限公司(D)(E) | 不适用 | 07/15/2034 | 500,000 | 120,450 | ||||||||
| 景顺CLO有限公司 | 15.32% | 07/15/2034 | 5,000,000 | 2,892,000 | ||||||||
| 麦迪逊公园基金XVIII有限公司 | 13.31% | 10/21/2030 | 4,000,000 | 1,753,560 | ||||||||
| 麦迪逊公园基金XX有限公司。 | 18.41% | 07/27/2030 | 1,740,000 | 567,522 | ||||||||
| 麦迪逊公园基金XXIX有限公司。 | 13.55% | 10/18/2047 | 3,750,000 | 1,673,580 | ||||||||
| 麦迪逊公园基金XXVIII有限公司 | 16.03% | 07/15/2030 | 5,000,000 | 2,419,820 | ||||||||
| Madison Park Funding XXXVII Ltd. | 19.96% | 07/15/2049 | 5,500,000 | 3,561,800 | ||||||||
| 磁铁矿XIX有限公司 | 26.78% | 04/17/2034 | 3,200,000 | 1,949,120 | ||||||||
| 尼亚加拉公园CLO有限公司 | 17.83% | 07/17/2032 | 2,648,000 | 1,548,021 | ||||||||
| Nyack Park CLO Ltd. | 18.16% | 10/20/2034 | 1,000,000 | 766,000 | ||||||||
| 橡树山信贷合作伙伴X-R有限公司。 | 49.14% | 04/20/2034 | 9,091,692 | 4,077,624 | ||||||||
| OHA信贷合伙人xi有限公司。 | 22.04% | 01/20/2032 | 2,750,000 | 1,499,378 | ||||||||
| OHA Credit Partners XII Ltd. | 28.88% | 07/23/2030 | 1,500,000 | 703,520 | ||||||||
| OHA Credit Partners XIII Ltd. | 23.57% | 10/21/2034 | 1,600,000 | 1,155,840 | ||||||||
| Point au Roche Park CLO Ltd. | 32.28% | 07/20/2034 | 5,000,000 | 3,485,000 | ||||||||
| Rad CLO 12 Ltd. | 25.46% | 10/30/2034 | 4,500,000 | 3,178,350 | ||||||||
| Recette CLO有限公司。 | 13.63% | 04/20/2034 | 10,400,000 | 3,492,320 | ||||||||
| Recette CLO有限公司。(D)(E) | 不适用 | 04/20/2034 | 10,400,000 | 82,472 | ||||||||
| 赛艇会十九大基金有限公司。 | 22.15% | 04/20/2035 | 6,017,000 | 5,458,231 | ||||||||
| 赛艇十八号基金有限公司。 | 32.39% | 01/15/2034 | 7,175,322 | 5,303,280 | ||||||||
| 赛艇会XXIV基金有限公司。 | 14.84% | 01/20/2035 | 5,000,000 | 3,348,170 | ||||||||
| Rockland Park CLO Ltd. | 16.61% | 04/20/2034 | 9,000,000 | 6,217,200 | ||||||||
| Rockland Park CLO Ltd.(D)(E) | 不适用 | 04/20/2034 | 9,000,000 | 26,010 | ||||||||
| Rockland Park CLO Ltd.(D)(E) | 不适用 | 04/20/2034 | 9,000,000 | 95,130 | ||||||||
| RR 2有限公司 | 23.34% | 10/15/2117 | 9,358,000 | 5,848,750 | ||||||||
| 第六街CLO XVII有限公司 | 14.11% | 01/20/2034 | 1,100,000 | 749,650 | ||||||||
| THL Credit Wind River 2018-2 CLO Ltd. | 7.09% | 07/15/2030 | 3,031,000 | 889,384 | ||||||||
| THL Credit Wind River 2018-3 CLO Ltd. | 12.95% | 01/20/2031 | 3,000,000 | 1,539,900 | ||||||||
| 汤普森公园CLO有限公司 | 24.02% | 04/15/2034 | 4,000,000 | 3,463,600 | ||||||||
| 风河2016-1 CLO Ltd.(e) | 不适用 | 12/31/2049 | 4,000,000 | 400 | ||||||||
| 抵押贷款债券股本总额(成本205,683,427美元) | 180,076,088 | |||||||||||
| 息票 | 到期日 | 本金金额 | 价值 | |||||||||
| 公司债券-6.15% | ||||||||||||
| 汽车-0.14% | ||||||||||||
| 福特汽车信贷有限责任公司，高级无担保债券 | 6.95% | 03/06/2026 | 455,000 | 466,280 | ||||||||
| 化学品-0.33% | ||||||||||||
| Herens Holdco S.a.r.l，高级担保债券(a) | 4.75% | 05/15/2028 | 444,000 | 361,574 | ||||||||
| 照明买方有限责任公司，高级无担保债券(a) | 9.00% | 07/01/2028 | 750,000 | 725,906 | ||||||||
| 1,087,480 | ||||||||||||
| 建筑与工程-0.21% | ||||||||||||
| 布兰德工业服务公司，高级担保债券(a) | 10.38% | 08/01/2030 | 652,000 | 694,597 | ||||||||
| 多元化消费服务-0.14% | ||||||||||||
| Sabre GLBL，Inc.，高级担保债券(a) | 11.25% | 12/15/2027 | 461,000 | 451,724 | ||||||||
| 多元化的电讯服务-0.76% | ||||||||||||
| Altice Finding S.A.，高级担保债券(a) | 5.75% | 08/15/2029 | 1,197,000 | 1,056,915 | ||||||||
| Altice France S.A.，高级担保债券(a) | 5.50% | 10/15/2029 | 667,000 | 519,880 | ||||||||
| 联合通信公司，高级担保债券(a) | 5.00% | 10/01/2028 | 1,125,000 | 922,500 | ||||||||
| 2,499,295 | ||||||||||||
| 电力公用事业-0.29% | ||||||||||||
| PG&E Corp.，高级担保债券 | 5.00% | 07/01/2028 | 1,000,000 | 973,810 | ||||||||
| 电子设备、仪器及部件-0.04% | ||||||||||||
| Coherent Corp.，高级无担保债券(a) | 5.00% | 12/15/2029 | 146,000 | 138,817 | ||||||||
| 天然气公用事业-0.29% | ||||||||||||
| Ferrellgas LP，高级无担保债券(a) | 5.88% | 04/01/2029 | 1,000,000 | 947,100 | ||||||||
3
Xai八角形浮动利率与另类收益信托
投资明细表
2023年12月31日(未经审计)(续)
| 息票 | 到期日 | 本金金额 | 价值 | |||||||||
| 公司债-6.15%(续) | ||||||||||||
| 医疗保健设备和用品 -0.22% | ||||||||||||
| Medline借款人，LP，高级担保债券(a) | 3.88% | 04/01/2029 | $ | 727,000 | $ | 657,935 | ||||||
| Medline借款人，LP，高级无担保债券(a) | 5.25% | 10/01/2029 | 62,000 | 58,397 | ||||||||
| 716,332 | ||||||||||||
| 医疗保健提供者和服务-0.17% | ||||||||||||
| LifePoint Health，Inc.，高级担保债券(a) | 9.88% | 08/15/2030 | 552,000 | 559,167 | ||||||||
| 医疗保健技术-0.39% | ||||||||||||
| AthenaHealth Group，Inc.，高级无担保债券(a) | 6.50% | 02/15/2030 | 1,411,000 | 1,283,379 | ||||||||
| 酒店、餐饮和休闲-0.60% | ||||||||||||
| CEC娱乐有限责任公司，高级担保债券(a) | 6.75% | 05/01/2026 | 470,000 | 458,673 | ||||||||
| 费尔蒂塔娱乐有限责任公司，高级无担保债券(a) | 6.75% | 01/15/2030 | 328,000 | 288,155 | ||||||||
| 希尔顿大度假借款人托管有限责任公司，高级无担保债券(a) | 5.00% | 06/01/2029 | 529,000 | 486,865 | ||||||||
| Science Games Holdings LP，高级无担保债券(a) | 6.63% | 03/01/2030 | 205,000 | 193,274 | ||||||||
| 海洋世界公园和娱乐公司，高级无担保债券(a) | 5.25% | 08/15/2029 | 600,000 | 562,500 | ||||||||
| 1,989,467 | ||||||||||||
| 工业集团-0.44% | ||||||||||||
| API Group DE，Inc.，高级无担保债券(a) | 4.75% | 10/15/2029 | 1,034,000 | 968,403 | ||||||||
| MajorDrive Holdings IV，LLC，高级无担保债券(a) | 6.38% | 06/01/2029 | 545,000 | 472,215 | ||||||||
| 1,440,618 | ||||||||||||
| 保险业--0.41% | ||||||||||||
| 联合控股中级，有限责任公司，高级担保债券(a) | 4.25% | 10/15/2027 | 750,000 | 718,695 | ||||||||
| 联合控股中级，有限责任公司，高级担保债券(a) | 6.75% | 04/15/2028 | 622,000 | 635,336 | ||||||||
| 1,354,031 | ||||||||||||
| 机械--0.25% | ||||||||||||
| 查特工业公司，高级担保债券(a) | 7.50% | 01/01/2030 | 472,000 | 493,653 | ||||||||
| 查特工业公司，高级无担保债券(a) | 9.50% | 01/01/2031 | 316,000 | 343,255 | ||||||||
| 836,908 | ||||||||||||
| 专业服务--0.59% | ||||||||||||
| Conducent Business Services LLC，高级担保债券(a) | 6.00% | 11/01/2029 | 2,176,000 | 1,948,390 | ||||||||
| 软件-0.30% | ||||||||||||
| McAfee Corp.，高级无担保债券(a) | 7.38% | 02/15/2030 | 1,102,000 | 1,004,605 | ||||||||
| 交通基础设施-0.58% | ||||||||||||
| 优步技术公司，高级无担保债券(a) | 4.50% | 08/15/2029 | 2,000,000 | 1,911,000 | ||||||||
| 公司债券总额(成本21,033,170美元) | 20,303,000 | |||||||||||
| 参考汇率& 跨页 | 到期日 | 本金金额 | 价值 | |||||||||
| 有担保的第二留置权贷款-2.54%(b) | ||||||||||||
| 航空航天和国防-0.62% | ||||||||||||
| Amentum政府服务控股有限公司，第2批 | 1M SOFR+7.50% | 02/15/2030 | 2,016,807 | 1,997,909 | ||||||||
| 新康斯特利斯控股公司，TL | 3M SOFR+11.25% | 03/27/2026 | 108,563 | 51,568 | ||||||||
| 2,049,477 | ||||||||||||
| 航空货运和物流业-0.19% | ||||||||||||
| LaserShip，Inc.(ASP LS Acquisition Corp.)，初始 | 6M SOFR+7.50% | 05/07/2029 | 745,852 | 616,573 | ||||||||
| 汽车零部件-0.09% | ||||||||||||
| Safe Fleet Holdings LLC，首字母 | 1M SOFR+6.75% | 02/02/2026 | 288,433 | 280,068 | ||||||||
| 建筑产品-0.18% | ||||||||||||
| ICEBOX HOLDCO III，Inc.，首字母 | 3M SOFR+6.75% | 12/21/2029 | 468,750 | 424,219 | ||||||||
| VC GB Holdings I Corp.，首字母 | 3M SOFR+6.75% | 07/23/2029 | 169,492 | 162,607 | ||||||||
| 586,826 | ||||||||||||
| 化学品-0.07% | ||||||||||||
| CP Iris Holdco I，Inc.，首字母 | 1M SOFR+7.00% | 10/01/2029 | 258,621 | 232,112 | ||||||||
| 商业服务和供应品-0.22% | ||||||||||||
| AVSC控股公司，初始 | 1M SOFR+7.25% | 09/01/2025 | 805,556 | 735,472 | ||||||||
| 通信设备-0.10% | ||||||||||||
| Global Tel*Link Corp.，TL | 3M SOFR+10.00% | 11/29/2026 | 347,222 | 305,556 | ||||||||
| MLN US Holdco LLC，条款B-1 | 3M SOFR + 6.70% | 10/18/2027 | 128,761 | 19,314 | ||||||||
| 324,870 |
4
Xai八角形浮动利率与另类收益信托
投资明细表
2023年12月31日(未经审计)(续)
| 参考汇率& 利差 | 到期日 | 本金金额 | 价值 | |||||||||
| 有担保的第二留置权贷款-2.54%(b)(续) | ||||||||||||
| 建筑工程-0.08% | ||||||||||||
| DG Investment Intermediate Holdings 2，Inc.，初始 | 1M SOFR+6.75% | 03/30/2029 | $ | 292,804 | $ | 263,035 | ||||||
| 多样化的消费者服务- 0.03% | ||||||||||||
| TruGreen LP，首字母 | 3M SOFR + 8.50% | 11/02/2028 | 125,392 | 92,790 | ||||||||
| 多元化金融服务-0.07% | ||||||||||||
| Nexus Buyer LLC，初始 | 1M SOFR+6.25% | 11/05/2029 | 245,536 | 238,783 | ||||||||
| 电子设备、仪器及部件-0.02% | ||||||||||||
| Infinite Bidco LLC.，初始 | 1M SOFR+7.00% | 03/02/2029 | 69,869 | 58,690 | ||||||||
| 医疗保健提供者和服务- 0.04% | ||||||||||||
| Verscend控股公司，TL | 1M SOFR+7.00% | 04/02/2029 | 135,802 | 135,802 | ||||||||
| 保险业--0.31% | ||||||||||||
| Asurion，LLC，New B-4 | 1M SOFR+5.25% | 01/20/2029 | 1,104,603 | 1,038,669 | ||||||||
| 软件-0.52% | ||||||||||||
| Ascend Learning，LLC，初始 | 1M SOFR + 5.75% | 12/10/2029 | 462,963 | 395,667 | ||||||||
| DCert Buyer，Inc.，第一修正案再融资 | 1M SOFR+7.00% | 02/19/2029 | 156,627 | 141,910 | ||||||||
| 鹰景科技公司，TL | 3M SOFR+7.50% | 08/14/2026 | 198,167 | 172,406 | ||||||||
| UKG，Inc.，2021年增量 | 3M SOFR+5.25% | 05/03/2027 | 75,676 | 75,689 | ||||||||
| WebMD Health Corp.和MH SubI，LLC，2021年更换 | 1M SOFR+6.25% | 02/23/2029 | 1,000,000 | 928,210 | ||||||||
| 1,713,882 | ||||||||||||
| 有担保的第二留置权贷款总额(成本为9,105,051美元) | 8,367,049 | |||||||||||
| 参考汇率& 跨页 | 到期日 | 本金金额 | 价值 | |||||||||
| 优先担保第一留置权贷款-73.69%(b) | ||||||||||||
| 航空航天和国防--1.37% | ||||||||||||
| Amentum政府服务控股有限责任公司，第三批 | 1M SOFR+4.00% | 02/15/2029 | 1,386,627 | 1,384,547 | ||||||||
| 王朝收购有限公司，初始条款B-1 | 1M SOFR+4.00% | 08/24/2028 | 337,754 | 338,426 | ||||||||
| 王朝收购有限公司，初始条款B-2 | 1M SOFR+4.00% | 08/24/2028 | 144,752 | 145,040 | ||||||||
| 新康斯特利斯控股公司，TL | 3M SOFR+7.75% | 09/27/2025 | 120,663 | 103,770 | ||||||||
| Peraton Corp.，B期 | 1M SOFR+3.75% | 02/01/2028 | 1,329,788 | 1,331,450 | ||||||||
| SPIRIT AeroSystems，Inc. | 3M SOFR+4.25% | 01/15/2027 | 113,223 | 113,458 | ||||||||
| TransDigm，Inc.，J部分 | 1M SOFR+3.25% | 02/28/2031 | 1,088,291 | 1,092,372 | ||||||||
| 4,509,063 | ||||||||||||
| 航空货运和物流业-0.74% | ||||||||||||
| Apple Bidco，LLC，第一修正案 | 1M SOFR+3.50% | 09/22/2028 | 530,065 | 531,612 | ||||||||
| LaserShip，Inc.(ASP LS收购公司)，2023年增量 | 1M SOFR+7.00% | 09/29/2027 | 500,000 | 485,000 | ||||||||
| LaserShip，Inc.(ASP LS Acquisition Corp.)，初始 | 6M SOFR+4.50% | 05/07/2028 | 1,562,491 | 1,430,976 | ||||||||
| 2,447,588 | ||||||||||||
| 航空公司-0.86% | ||||||||||||
| Avolon LLC，条款B-6 | 1M SOFR+2.50% | 06/22/2028 | 1,419,001 | 1,421,186 | ||||||||
| 美国联合航空公司，B类 | 1M SOFR+3.75% | 04/21/2028 | 1,432,140 | 1,435,320 | ||||||||
| 2,856,506 | ||||||||||||
| 汽车零部件-1.38% | ||||||||||||
| 第一品牌集团有限责任公司，2022-II增量 | 600万SOFR+5.00% | 03/30/2027 | 1,333,311 | 1,320,818 | ||||||||
| 第一品牌集团有限责任公司，再融资 | 600万SOFR+5.00% | 03/30/2027 | 564,219 | 558,577 | ||||||||
| Garrett LX I S.a.r.l，第三修正案增量 | 3M SOFR+4.50% | 04/30/2028 | 981,152 | 981,152 | ||||||||
| IXS控股公司，英文缩写 | 6M SOFR+4.25% | 03/05/2027 | 1,144,253 | 976,906 | ||||||||
| LTR Intermediate Holdings，Inc.初始 | 1M SOFR+4.50% | 05/05/2028 | 363,569 | 336,149 | ||||||||
| PHINIA，Inc.，Term B | 3M SOFR+4.00% | 07/03/2028 | 374,628 | 376,033 | ||||||||
| 4,549,635 | ||||||||||||
| 汽车-0.66% | ||||||||||||
| 美国车桥制造公司，术语B | 1M SOFR+3.50% | 12/13/2029 | 217,925 | 218,470 | ||||||||
| RVR Dealership Holdings，LLC，TL | 3M SOFR + 3.75% | 02/08/2028 | 994,680 | 853,436 | ||||||||
| 天纳克公司，Term B | 3M SOFR+5.00% | 11/17/2028 | 1,076,970 | 947,130 | ||||||||
| 卡车英雄公司，增量 | 1M SOFR+5.00% | 01/31/2028 | 173,306 | 172,439 | ||||||||
| 2,191,475 | ||||||||||||
| 甜菜碱- 0.06% | ||||||||||||
| Triton Water Holdings，Inc.初始 | 3M SOFR+3.25% | 03/31/2028 | 199,694 | 197,598 |
5
Xai八角形浮动利率与另类收益信托
投资明细表
2023年12月31日(未经审计)(续)
| 参考汇率& 利差 | 到期日 | 本金金额 | 价值 | |||||||||
| 高级 有抵押第一留置权贷款- 73.69%(b)(续) | ||||||||||||
| 建筑产品- 3.08% | ||||||||||||
| AI Aqua Merger Sub，Inc.，2023年增量期B | 1M SOFR+4.25% | 07/31/2028 | $ | 952,211 | $ | 955,486 | ||||||
| AI Aqua Merger Sub，Inc.，初始术语B | 1M SOFR+3.75% | 07/31/2028 | 1,275,976 | 1,275,261 | ||||||||
| 基石建筑品牌公司，B批次 | 1M SOFR+3.25% | 04/12/2028 | 1,373,467 | 1,370,610 | ||||||||
| 基础建材股份有限公司 | 3M SOFR+3.25% | 01/31/2028 | 220,517 | 219,628 | ||||||||
| ICEBOX HOLDCO III，Inc.，首字母 | 3M SOFR+3.50% | 12/22/2028 | 651,280 | 645,745 | ||||||||
| Janus International Group LLC，第6号修正案，再融资 | 1M SOFR+3.25% | 08/03/2030 | 426,307 | 426,708 | ||||||||
| LHS借款人，LLC，首字母 | 1M SOFR+4.75% | 02/16/2029 | 901,875 | 812,815 | ||||||||
| Park River Holdings，Inc.，简写 | 3M LIBOR+3.25% | 12/28/2027 | 1,340,705 | 1,306,356 | ||||||||
| Snap One Holdings Corp.，首字母 | 3M SOFR+4.50% | 12/08/2028 | 748,917 | 724,577 | ||||||||
| Tamko Building Products，LLC，2023年指定再融资 | 3M SOFR+3.50% | 09/20/2030 | 894,878 | 897,491 | ||||||||
| VC GB Holdings I Corp.，首字母 | 3M SOFR+3.00% | 07/21/2028 | 1,313,105 | 1,302,784 | ||||||||
| 白色帽子买家，有限责任公司，首字母 | 1M SOFR+3.75% | 10/19/2027 | 215,936 | 216,297 | ||||||||
| 10,153,758 | ||||||||||||
| 资本市场-1.28% | ||||||||||||
| Citadel Securities LP，重新定价 | 1M SOFR+2.50% | 07/29/2030 | 2,278,267 | 2,281,115 | ||||||||
| Hudson River Trading LLC，TL | 3M SOFR+3.00% | 03/20/2028 | 1,708,029 | 1,700,291 | ||||||||
| Saphilux S.a.r.l，工厂B | 1D SOFR + 4.75% | 07/18/2028 | 241,331 | 241,483 | ||||||||
| 4,222,889 | ||||||||||||
| 化学品- 3.84% | ||||||||||||
| CP Iris Holdco I，Inc.，延迟抽奖 | 1M SOFR+3.75% | 10/02/2028 | 38,633 | 38,520 | ||||||||
| CP Iris Holdco I，Inc.，首字母 | 1M SOFR+3.75% | 10/02/2028 | 229,479 | 228,808 | ||||||||
| Derby Buyer LLC，初始 | 1M SOFR+4.25% | 11/01/2030 | 679,637 | 679,637 | ||||||||
| Discovery Buyer Corp.初始 | 3M SOFR + 4.38% | 10/04/2029 | 650,686 | 640,464 | ||||||||
| Herens Holdco S.a.r.l，设施B | 3M SOFR + 3.93% | 07/03/2028 | 1,585,564 | 1,431,764 | ||||||||
| Hampton Holdings Corp.，初始 | 3M SOFR+4.50% | 03/15/2029 | 1,834,747 | 1,759,064 | ||||||||
| Illuminate Buyer，LLC，2021年再融资条款B | 1M SOFR+3.50% | 06/30/2027 | 1,537,964 | 1,538,733 | ||||||||
| 英力士金融有限责任公司，2027-II | 1M SOFR+3.75% | 11/08/2027 | 238,591 | 239,114 | ||||||||
| 英力士金融有限责任公司，2030 | 1M SOFR+3.50% | 02/18/2030 | 638,903 | 638,903 | ||||||||
| LSF11 A5 HoldCo LLC，TL | 1M SOFR+3.50% | 10/15/2028 | 1,040,155 | 1,040,810 | ||||||||
| Nouryon USA LLC，2023 | 3M SOFR+4.00% | 04/03/2028 | 394,638 | 395,526 | ||||||||
| Nouryon USA LLC，2023年再融资 | 1M SOFR+4.00% | 04/03/2028 | 275,611 | 276,386 | ||||||||
| 奥林巴斯水务美国控股公司，2022年增量 | 3M SOFR+4.50% | 11/09/2028 | 328,402 | 328,264 | ||||||||
| 奥林巴斯水务美国控股公司，首字母 | 3M SOFR + 3.75% | 11/09/2028 | 342,405 | 341,357 | ||||||||
| PMHC II，Inc.，姓名首字母 | 3M SOFR+4.25% | 04/23/2029 | 1,428,418 | 1,362,954 | ||||||||
| 极地美国借款人，LLC，首字母 | 6M SOFR+4.75% | 10/15/2025 | 838,635 | 567,756 | ||||||||
| Vantage特种化学品公司，2023 | 1M SOFR+4.75% | 10/26/2026 | 1,196,632 | 1,150,262 | ||||||||
| 12,658,322 | ||||||||||||
| 商业服务和供应品-1.93% | ||||||||||||
| 联合环球控股有限责任公司，第3号修正案 | 1M SOFR+4.75% | 05/12/2028 | 1,598,268 | 1,596,015 | ||||||||
| Ankura Consulting Group，LLC，截止日期 | 1M SOFR+4.50% | 03/17/2028 | 174,779 | 174,342 | ||||||||
| Belfor USA Group，Inc.，首批B-1定期贷款 | 1M SOFR+3.75% | 11/01/2030 | 1,382,889 | 1,385,489 | ||||||||
| 加尔达世界安全公司，四附加 | 3M SOFR+4.25% | 02/01/2029 | 538,601 | 538,504 | ||||||||
| Genuine Financial Holdings，LLC，2023年 | 1M SOFR+4.00% | 09/27/2030 | 854,165 | 850,500 | ||||||||
| 行动环境集团，Inc.，简写 | 3M SOFR+4.50% | 10/24/2030 | 614,051 | 615,586 | ||||||||
| Viad公司，初始 | 100万LIBOR+5.00% | 07/30/2028 | 1,203,750 | 1,196,227 | ||||||||
| 6,356,663 | ||||||||||||
| 通信设备-0.28% | ||||||||||||
| Casa Systems，Inc.超优先级 | 3M SOFR + 6.50% | 12/20/2027 | 746,304 | 519,928 | ||||||||
| Global Tel*Link Corp.，TL | 3M SOFR+4.25% | 11/29/2025 | 440,832 | 419,562 | ||||||||
| 939,490 | ||||||||||||
| 建筑与工程--1.63% | ||||||||||||
| 品牌工业服务公司，B部分 | 3M SOFR+5.50% | 08/01/2030 | 1,708,416 | 1,696,218 | ||||||||
| DG Investment Intermediate Holdings 2，Inc.，初始截止日期 | 1M SOFR+3.75% | 03/31/2028 | 84,203 | 83,301 | ||||||||
| DG投资中介控股2，Inc.，增量 | 1M SOFR+4.75% | 03/31/2028 | 2,114,989 | 2,106,170 | ||||||||
| TRC Companies LLC，首字母 | 1M SOFR+3.75% | 12/08/2028 | 1,516,466 | 1,511,856 | ||||||||
| 5,397,545 | ||||||||||||
| 建筑材料-0.17% | ||||||||||||
| Mativ Holdings，Inc.，条款B | 1M SOFR+3.75% | 04/20/2028 | 215,457 | 213,841 | ||||||||
| 士麦那预拌混凝土有限责任公司，2023 | 1M SOFR+3.50% | 04/02/2029 | 363,597 | 364,204 | ||||||||
| 578,045 |
6
Xai八角形浮动利率与另类收益信托
投资明细表
2023年12月31日(未经审计)(续)
| 参考汇率& 利差 | 到期日 | 本金金额 | 价值 | |||||||||
优先担保第一留置权贷款-73.69%(b)(续) | ||||||||||||
| 集装箱和包装-2.45% | ||||||||||||
| Clydesdale收购控股公司，条款B | 1M SOFR+4.18% | 04/13/2029 | $ | 3,269,575 | $ | 3,280,463 | ||||||
| Labl，Inc.，姓名首字母 | 1M SOFR+5.00% | 10/29/2028 | 952,441 | 911,419 | ||||||||
| 鹈鹕产品公司，首字母 | 3M SOFR+4.25% | 12/29/2028 | 481,441 | 443,730 | ||||||||
| Proampac PG借款人有限责任公司，2023-1 TL | 1M SOFR+3.50% | 09/15/2028 | 925,694 | 925,981 | ||||||||
| RLG Holdings，LLC，初步成交日期 | 1M SOFR+4.25% | 07/07/2028 | 1,639,904 | 1,536,590 | ||||||||
| Sabert Corp.，2023年再融资 | 1M SOFR+3.75% | 12/10/2026 | 972,213 | 977,687 | ||||||||
| 8,075,870 | ||||||||||||
| 分销商-0.91% | ||||||||||||
| 美国轮胎经销公司，首字母 | 3M SOFR+6.25% | 10/20/2028 | 492,682 | 409,419 | ||||||||
| Aramsco Parent，Inc.，初始截止日期 | 3M SOFR+4.75% | 10/10/2030 | 695,140 | 693,695 | ||||||||
| BCPE帝国控股公司，2023年延期 | 1M SOFR+4.75% | 12/11/2028 | 1,885,205 | 1,888,504 | ||||||||
| 2,991,618 | ||||||||||||
| 多元化消费服务-3.00% | ||||||||||||
| 中央母公司，2023年再融资 | 3M SOFR+4.00% | 07/06/2029 | 1,147,671 | 1,152,239 | ||||||||
| EP采购商，有限责任公司，2023年增量 | 3M SOFR+4.50% | 11/06/2028 | 317,627 | 312,862 | ||||||||
| KUEHG Corp.，首字母 | 3M SOFR+5.00% | 06/12/2030 | 619,228 | 621,198 | ||||||||
| 学习关怀集团美国第2号，Inc. | 3M SOFR+4.75% | 08/11/2028 | 1,699,937 | 1,707,587 | ||||||||
| LifeMiles Ltd.，简写 | 3M SOFR+5.25% | 08/30/2026 | 65,286 | 64,008 | ||||||||
| PUG LLC，条款B-2 | 1M SOFR+4.25% | 02/12/2027 | 1,496,428 | 1,481,463 | ||||||||
| Sabre GLBL，Inc.，2021年B-1期 | 1M SOFR+3.50% | 12/17/2027 | 177,993 | 155,121 | ||||||||
| Sabre GLBL，Inc.，2021年B-2期 | 1M SOFR+3.50% | 12/17/2027 | 278,853 | 243,020 | ||||||||
| Sabre GLBL，Inc.，2022年B期 | 1M SOFR+4.25% | 06/30/2028 | 62,206 | 54,772 | ||||||||
| Sabre GLBL，Inc.，2022年B-2期 | 1M SOFR+5.00% | 06/30/2028 | 58,182 | 51,520 | ||||||||
| Spin Holdco，Inc.，首字母 | 3M SOFR+4.00% | 03/04/2028 | 2,156,289 | 1,887,529 | ||||||||
| 史泰博公司，2019年再融资B-1 | 3M LIBOR+5.00% | 04/16/2026 | 952,832 | 900,064 | ||||||||
| The Knot Worldwide，Inc.第4号修正案 | 1M SOFR+4.50% | 01/31/2028 | 1,095,792 | 1,090,313 | ||||||||
| TruGreen LP，第二次再融资 | 1M SOFR+4.00% | 11/02/2027 | 178,236 | 171,820 | ||||||||
| 9,893,516 | ||||||||||||
| 多元化金融服务--3.56% | ||||||||||||
| Aretec Group，Inc.增量条款B | 1M SOFR+4.50% | 08/09/2030 | 376,633 | 375,819 | ||||||||
| Ascensus Holdings，Inc.，初始 | 1M SOFR+3.50% | 08/02/2028 | 245,243 | 244,385 | ||||||||
| Citco Funding LLC，2023年额外条款B | 3M SOFR+3.25% | 04/27/2028 | 785,958 | 787,922 | ||||||||
| CoreLogic公司，初始 | 1M SOFR+3.50% | 06/02/2028 | 1,987,297 | 1,928,930 | ||||||||
| Focus Financial Partners，LLC，B-5档 | 1M SOFR+3.25% | 06/30/2028 | 1,023,486 | 1,024,335 | ||||||||
| Galaxy US Opco，Inc.，初始 | 1M SOFR+4.75% | 04/29/2029 | 609,252 | 499,587 | ||||||||
| GTCR W合并子有限责任公司，首字母 | 1M SOFR+3.00% | 09/20/2030 | 2,571,098 | 2,580,740 | ||||||||
| HighTower Holding，LLC，Initial | 3M SOFR+4.00% | 04/21/2028 | 1,059,854 | 1,055,000 | ||||||||
| Nexus Buyer LLC，初始 | 1M SOFR+3.75% | 11/09/2026 | 342,503 | 338,301 | ||||||||
| Nexus Buyer，LLC，第5号修正案 | 1M SOFR+4.50% | 12/13/2028 | 2,610,414 | 2,585,954 | ||||||||
| VeriFone系统公司，TL | 3M SOFR+4.00% | 08/20/2025 | 335,583 | 323,885 | ||||||||
| 11,744,858 | ||||||||||||
| 多元化的电讯服务-5.34% | ||||||||||||
| Altice Finding S.A.，条款B | 3M SOFR+5.00% | 10/31/2027 | 1,408,637 | 1,398,959 | ||||||||
| Altice France S.A.，期限B-14再融资 | 3M SOFR+5.50% | 08/15/2028 | 2,737,095 | 2,450,849 | ||||||||
| Cogeco融资2 LP，期限B | 1M SOFR+3.25% | 09/18/2030 | 1,450,581 | 1,426,110 | ||||||||
| 联合通信公司，术语B-1 | 1M SOFR+3.50% | 10/02/2027 | 700,484 | 649,376 | ||||||||
| DirecTV融资有限责任公司，成交日期 | 1M SOFR+5.00% | 08/02/2027 | 1,964,468 | 1,962,268 | ||||||||
| LCPR贷款融资有限责任公司，2021年额外 | 1M SOFR+3.75% | 10/16/2028 | 583,258 | 583,987 | ||||||||
| 索伦森通信，有限责任公司，首字母 | 1M SOFR+5.50% | 03/17/2026 | 158,544 | 157,619 | ||||||||
| Syniverse Holdings，LLC，Initial | 3M SOFR+7.00% | 05/13/2027 | 425,170 | 370,430 | ||||||||
| ViaSat，Inc.，增量 | 1M SOFR+4.50% | 05/30/2030 | 1,163,173 | 1,138,456 | ||||||||
| ViaSat，Inc.，首字母 | 1M SOFR+4.50% | 03/02/2029 | 589,403 | 576,972 | ||||||||
| Virgin Media Bristol LLC，设施Y | 6M SOFR+3.25% | 03/31/2031 | 2,109,170 | 2,098,033 | ||||||||
| WideOpenWest Finance LLC，条款B | 3M SOFR+3.00% | 12/20/2028 | 1,492,386 | 1,374,234 | ||||||||
| Windstream Services II，LLC，Initial | 1M SOFR+6.25% | 09/21/2027 | 1,418,780 | 1,336,604 | ||||||||
| Xplornet Communications，Inc.，再融资 | 3M SOFR+4.00% | 10/02/2028 | 138,504 | 82,302 | ||||||||
| Zacapa S.a.r.l，首字母 | 3M SOFR+4.00% | 03/22/2029 | 2,011,090 | 2,003,549 | ||||||||
| 17,609,748 | ||||||||||||
7
Xai八角形浮动利率与另类收益信托
投资明细表
2023年12月31日(未经审计)(续)
| 参考汇率& 利差 | 到期日 | 本金金额 | 价值 | |||||||||
| 优先担保第一留置权贷款-73.69%(b)(续) | ||||||||||||
| 电力公用事业-0.36% | ||||||||||||
| Talen Energy Supply，LLC，初始条款B | 3M SOFR+4.50% | 05/17/2030 | $ | 779,775 | $ | 783,027 | ||||||
| Talen Energy Supply，LLC，初始期限C | 3M SOFR+4.50% | 05/17/2030 | 419,880 | 421,631 | ||||||||
| 1,204,658 | ||||||||||||
| 电气设备- 0.26% | ||||||||||||
| 能源收购股份有限公司，初始 | 3M SOFR+4.25% | 06/26/2025 | 701,839 | 691,971 | ||||||||
| 能源收购公司，Inc.，B档，7.50%(f) | 不适用 | 06/26/2025 | 181,882 | 172,788 | ||||||||
| 864,759 | ||||||||||||
| 电子设备、仪器及零部件- 0.59% | ||||||||||||
| 无限Bidco LLC，TL | 1M SOFR+3.75% | 03/02/2028 | 1,225,233 | 1,189,493 | ||||||||
| Mavenir系统公司，英文缩写 | 3M SOFR+4.75% | 08/18/2028 | 481,414 | 335,786 | ||||||||
| NATEL工程有限公司，首字母 | 1M SOFR+6.25% | 04/30/2026 | 499,718 | 427,884 | ||||||||
| 1,953,163 | ||||||||||||
| 能源设备和服务- 0.06% | ||||||||||||
| Lealand Finance Co.B.V.，全定期融资 | 1M SOFR+3.00% | 06/28/2024 | 8,469 | 5,674 | ||||||||
| Lealand Finance Co.B.V.，收回定期融资 | 1M SOFR+4.00% | 06/30/2025 | 22,963 | 8,994 | ||||||||
| WaterBridge Midstream Operating LLC，初始 | 3M SOFR+5.75% | 06/22/2026 | 170,361 | 170,383 | ||||||||
| 185,051 | ||||||||||||
| 食品和史泰博零售业-0.25% | ||||||||||||
| 上行集团，Inc.，首字母 | 3M SOFR+3.25% | 02/17/2028 | 837,860 | 836,813 | ||||||||
| 食品-0.12% | ||||||||||||
| Pacific Bells，LLC，首字母 | 3M SOFR+4.50% | 11/10/2028 | 359,641 | 357,505 | ||||||||
| 全球品牌公司，TL | 3M SOFR+4.50% | 02/05/2028 | 32,495 | 27,621 | ||||||||
| 385,126 | ||||||||||||
| 医疗保健设备和用品-1.86% | ||||||||||||
| 博士伦公司，首字母 | 3M SOFR+3.25% | 05/10/2027 | 2,168,787 | 2,140,332 | ||||||||
| 博士伦公司 | 1M SOFR+4.00% | 09/29/2028 | 1,389,375 | 1,384,165 | ||||||||
| Curium Bidco S.a.r.l，附加期限贷款 | 3M SOFR+4.50% | 07/31/2029 | 1,234,504 | 1,232,195 | ||||||||
| Medline借款人，LP，首字母 | 1M SOFR+3.00% | 10/23/2028 | 492,424 | 494,424 | ||||||||
| Sotera Health Holdings，LLC，初始增量 | 1M SOFR+3.75% | 12/11/2026 | 449,908 | 449,629 | ||||||||
| Zest Acquisition Corp.，条款B-1 | 1M SOFR+5.50% | 02/08/2028 | 438,922 | 428,498 | ||||||||
| 6,129,243 | ||||||||||||
| 医疗保健提供者和服务-3.13% | ||||||||||||
| 加速健康系统，有限责任公司，初始阶段B | 3M SOFR+4.25% | 02/15/2029 | 196,078 | 163,910 | ||||||||
| AEA International Holdings S.a.r.l，首字母 | 3M SOFR + 3.75% | 09/07/2028 | 212,889 | 213,155 | ||||||||
| 杜鹃花Topco，Inc.，首字母 | 3M SOFR+3.50% | 07/24/2026 | 994,805 | 982,868 | ||||||||
| Cambrex Corp.，B-2部分 | 1M SOFR+3.50% | 12/04/2026 | 248,356 | 242,705 | ||||||||
| Charlotte Buyer，Inc.，初始条款B | 1M SOFR+5.25% | 02/11/2028 | 231,251 | 231,988 | ||||||||
| Covetrus，Inc.，姓名首字母 | 3M SOFR+5.00% | 10/13/2029 | 1,242,263 | 1,239,940 | ||||||||
| 库里亚全球公司，2021 | 1M SOFR+3.75% | 08/30/2026 | 61,438 | 54,795 | ||||||||
| Eyecare Partners，LLC，第1号修正案 | 1M SOFR+3.75% | 11/15/2028 | 952,986 | 456,071 | ||||||||
| 全球医疗响应，Inc.，2017-2增量 | 3M SOFR+4.25% | 03/14/2025 | 514,722 | 400,840 | ||||||||
| 全球医疗响应公司，2020年再融资 | 3M SOFR+4.25% | 10/02/2025 | 1,108,793 | 863,938 | ||||||||
| Hunter US Bidco，Inc.，姓名首字母 | 3M SOFR+4.25% | 08/19/2028 | 474,011 | 471,641 | ||||||||
| 中西部兽医合作伙伴有限责任公司，初始 | 1M SOFR+4.00% | 04/27/2028 | 1,405,786 | 1,392,614 | ||||||||
| 路径兽医联盟有限责任公司，2021年更换 | 1M SOFR+3.75% | 03/31/2027 | 294,256 | 258,578 | ||||||||
| 夏普服务有限责任公司，初始 | 3M SOFR+4.00% | 12/31/2028 | 344,764 | 345,195 | ||||||||
| 夏普服务有限责任公司，B部分 | 1M SOFR+4.50% | 12/31/2028 | 194,330 | 194,088 | ||||||||
| 南方兽医合作伙伴有限责任公司，初始 | 1M SOFR+4.00% | 10/05/2027 | 803,252 | 799,838 | ||||||||
| 顶峰行为保健有限责任公司，首字母 | 3M SOFR+4.75% | 11/24/2028 | 1,274,946 | 1,271,759 | ||||||||
| 外科中心控股公司，初始 | 1M SOFR+3.50% | 12/19/2030 | 200,783 | 201,370 | ||||||||
| WCG Intermediate Corp.，首字母 | 1M SOFR+4.00% | 01/08/2027 | 530,045 | 530,543 | ||||||||
| 10,315,836 | ||||||||||||
| 医疗保健技术-2.40% | ||||||||||||
| AthenaHealth Group，Inc.，简写 | 1M SOFR+3.25% | 02/15/2029 | 3,369,855 | 3,351,321 | ||||||||
| Gainwell Acquisition Corp.，条款B | 3M SOFR+4.00% | 10/01/2027 | 2,487,179 | 2,412,564 | ||||||||
| R1 RCM Holdco，Inc.，修正案第2号条款B | 1M SOFR+3.00% | 06/21/2029 | 645,581 | 644,974 | ||||||||
| TTF Holdings，LLC，Initial | 1M SOFR+4.00% | 03/31/2028 | 717,439 | 716,542 | ||||||||
| Waystar Technologies，Inc.，简写 | 1M SOFR+4.00% | 10/22/2026 | 798,264 | 800,259 | ||||||||
| 7,925,660 | ||||||||||||
8
Xai八角形浮动利率与另类收益信托
投资明细表
2023年12月31日(未经审计)(续)
| 参考汇率& 利差 | 到期日 | 本金金额 | 价值 | |||||||||
| 优先担保第一留置权贷款-73.69%(b)(续) | ||||||||||||
| 酒店、餐饮和休闲--2.92% | ||||||||||||
| 19号控股高尔夫有限责任公司，首字母 | 1M SOFR+3.25% | 02/07/2029 | $ | 2,172,494 | $ | 2,150,769 | ||||||
| Aimbridge收购公司，Inc. | 1M SOFR+4.75% | 02/02/2026 | 244,323 | 226,304 | ||||||||
| Alterra Mountain Co.，条款B-3 | 1M SOFR+3.75% | 05/31/2030 | 233,845 | 235,014 | ||||||||
| Arcis Golf，LLC，第2号修正案 | 1M SOFR+3.75% | 11/24/2028 | 568,475 | 569,425 | ||||||||
| BCPE Grill Parent，Inc.，简写 | 1M SOFR+4.75% | 09/30/2030 | 1,040,469 | 1,017,922 | ||||||||
| 嘉年华公司，2021年递增条款B预付款 | 1M SOFR+3.25% | 10/18/2028 | 493,703 | 493,910 | ||||||||
| Dave&Buster‘s，Inc.，2023年再融资条款B | 1M SOFR+3.75% | 06/29/2029 | 580,165 | 581,099 | ||||||||
| Entain PLC，设施B2 | 3M SOFR+3.50% | 10/31/2029 | 659,417 | 660,103 | ||||||||
| Kingpin Intermediate Holdings LLC，第8号修正案 | 1M SOFR+3.50% | 02/08/2028 | 604,552 | 603,796 | ||||||||
| 安大略省游戏GTA LP，B期 | 3M SOFR+4.25% | 08/01/2030 | 440,642 | 442,136 | ||||||||
| Playa Resorts Holding B.V.，2022 | 1M SOFR+3.25% | 01/05/2029 | 629,017 | 629,017 | ||||||||
| 塔卡拉投资公司，首字母 | 1M SOFR+4.00% | 02/05/2027 | 67,525 | 67,671 | ||||||||
| TOPGOLF Callaway Brands Corp.，首字母 | 1M SOFR+3.50% | 03/15/2030 | 440,062 | 439,605 | ||||||||
| 旅游+休闲公司，2023年增量 | 1M SOFR+3.25% | 12/14/2029 | 758,668 | 759,427 | ||||||||
| United PF Holdings，LLC，Initial | 3M SOFR+4.00% | 12/30/2026 | 500,435 | 445,012 | ||||||||
| United PF Holdings，LLC，Initial | 3M SOFR + 8.50% | 12/30/2026 | 349,200 | 310,788 | ||||||||
| 9,631,998 | ||||||||||||
| 家用耐用品-2.28% | ||||||||||||
| Conair Holdings LLC，首字母 | 3M SOFR + 3.75% | 05/17/2028 | 1,745,881 | 1,708,414 | ||||||||
| 挡泥板乐器公司，首字母 | 1M SOFR+4.00% | 12/01/2028 | 199,354 | 194,869 | ||||||||
| Homeserve USA Holding Corp.，初始条款B | 1M SOFR+3.00% | 10/21/2030 | 710,225 | 712,114 | ||||||||
| Hunter Douglas，Inc.，B-1部分 | 3M SOFR+3.50% | 02/26/2029 | 3,458,858 | 3,440,700 | ||||||||
| 床垫公司，公司，2021年TL | 3M LIBOR+4.25% | 09/25/2028 | 585,178 | 579,221 | ||||||||
| TGP Holdings III LLC，截止日期 | 1M SOFR+3.25% | 06/29/2028 | 387,064 | 336,746 | ||||||||
| 韦伯-斯蒂芬产品有限责任公司，2022年增量 | 1M SOFR+4.25% | 10/30/2027 | 134,978 | 117,516 | ||||||||
| 韦伯-斯蒂芬产品有限责任公司，初始条款B | 1M SOFR+3.25% | 10/30/2027 | 487,714 | 424,833 | ||||||||
| 7,514,413 | ||||||||||||
| 家居用品-0.33% | ||||||||||||
| 美国问候公司，初始 | 1M SOFR+6.00% | 04/06/2028 | 427,111 | 427,824 | ||||||||
| Olaplex，Inc.初始 | 1M SOFR+3.50% | 02/23/2029 | 736,232 | 679,175 | ||||||||
| 1,106,999 | ||||||||||||
| 独立电力/可再生电力生产商-0.32% | ||||||||||||
| Generation Bridge Northeast LLC，条款B | 1M SOFR+4.25% | 08/22/2029 | 763,567 | 765,797 | ||||||||
| INNIO北美控股公司，设施B | 1M SOFR+4.25% | 11/02/2028 | 301,801 | 300,669 | ||||||||
| 1,066,466 | ||||||||||||
| 工业集团-1.17% | ||||||||||||
| MajorDrive Holdings IV，LLC，2022年 | 3M SOFR+5.50% | 06/01/2029 | 292,263 | 292,263 | ||||||||
| MajorDrive Holdings IV，LLC，初始 | 3M SOFR+4.00% | 06/01/2028 | 249,637 | 248,596 | ||||||||
| SPX Flow，Inc.，TL | 1M SOFR+4.50% | 04/05/2029 | 2,183,651 | 2,188,805 | ||||||||
| Star US Bidco LLC，初始 | 1M SOFR+4.25% | 03/17/2027 | 1,143,351 | 1,141,350 | ||||||||
| 3,871,014 | ||||||||||||
| 保险--3.25% | ||||||||||||
| Acrisure LLC，B-5 2023年再融资 | 3M SOFR+4.50% | 11/06/2030 | 683,196 | 683,763 | ||||||||
| Acrisure，LLC，B-2 2021-1附加 | 100万LIBOR+3.75% | 02/15/2027 | 674,475 | 673,126 | ||||||||
| Acrisure，LLC，B-3 2021-2附加 | 100万LIBOR+4.25% | 02/15/2027 | 290,490 | 290,853 | ||||||||
| 联合控股中间体，有限责任公司，条款B-6 | 1M SOFR+3.50% | 11/06/2030 | 24,600 | 24,680 | ||||||||
| AssuredPartners，Inc.，增量 | 1M SOFR+3.50% | 02/12/2027 | 1,027,458 | 1,028,742 | ||||||||
| Asurion，LLC，New B-10 | 1M SOFR+4.00% | 08/19/2028 | 476,791 | 474,183 | ||||||||
| Asurion，LLC，New B-9 | 1M SOFR+3.25% | 07/31/2027 | 1,294,869 | 1,283,539 | ||||||||
| BroadStreet Partners，Inc.，递增条款B-3 | 1M SOFR+3.75% | 01/27/2029 | 1,666,959 | 1,669,559 | ||||||||
| Hub国际有限公司，2022年增量 | 3M SOFR+4.00% | 11/10/2029 | 278,832 | 279,716 | ||||||||
| Hub International Ltd.，2023年再融资 | 3M SOFR+4.25% | 06/20/2030 | 324,943 | 326,168 | ||||||||
| Refinance S.a.r.l，2023 | 1M SOFR+4.00% | 04/18/2030 | 1,736,046 | 1,737,851 | ||||||||
| OneDigital借款人有限责任公司，2021年再融资 | 1M SOFR+4.25% | 11/16/2027 | 2,253,632 | 2,249,418 | ||||||||
| 10,721,598 | ||||||||||||
| 互联网和目录零售- 0.27% | ||||||||||||
| Shutterly Finance，LLC，交换条款B | 3M SOFR+5.00% | 10/01/2027 | 600,115 | 430,583 | ||||||||
| Titan US Finco，LLC，首字母 | 3M SOFR+4.00% | 10/18/2028 | 458,020 | 449,812 | ||||||||
| 880,395 | ||||||||||||
9
Xai八角形浮动利率与另类收益信托
投资明细表
2023年12月31日(未经审计)(续)
| 参考汇率& 利差 | 到期日 | 本金金额 | 价值 | |||||||||
| 优先担保第一留置权贷款-73.69%(b)(续) | ||||||||||||
| IT服务-1.30% | ||||||||||||
| Avaya，Inc.，出口 | 1M SOFR+8.50% | 08/01/2028 | $ | 125 | $ | 110 | ||||||
| Constant Contact，Inc.，首字母 | 3M SOFR+4.00% | 02/10/2028 | 1,652,586 | 1,611,271 | ||||||||
| ISolved，Inc.，截止日期 | 600万SOFR+4.00% | 10/14/2030 | 520,964 | 520,965 | ||||||||
| NewFold Digital Holdings Group，Inc.，首字母 | 3M LIBOR+3.50% | 02/10/2028 | 832,817 | 812,779 | ||||||||
| Virtusa Corp.，截止日期 | 3M LIBOR+3.75% | 02/11/2028 | 1,167,675 | 1,168,165 | ||||||||
| Virtusa Corp.，增量 | 1M SOFR+3.75% | 02/15/2029 | 186,779 | 186,732 | ||||||||
| 4,300,022 | ||||||||||||
| 生命科学工具与服务--0.30% | ||||||||||||
| Catalent Pharma Solutions，Inc.，条款B-4 | 1M SOFR+3.00% | 02/22/2028 | 980,826 | 980,826 | ||||||||
| 机械-1.02% | ||||||||||||
| Chart Industries，Inc.，第5号修正案 | 1M SOFR+3.25% | 03/15/2030 | 639,250 | 639,780 | ||||||||
| 元素材料技术集团美国控股公司，延迟提取条款B融资 | 3M SOFR+4.25% | 07/06/2029 | 319,566 | 315,971 | ||||||||
| 元素材料科技集团美国控股公司，初始条款B | 3M SOFR+4.25% | 07/06/2029 | 692,393 | 684,603 | ||||||||
| Indicor，LLC，B部分 | 3M SOFR+4.00% | 11/22/2029 | 436,465 | 437,120 | ||||||||
| Pro Mach Group，Inc.，初始截止日期 | 1M SOFR+4.00% | 08/31/2028 | 903,310 | 905,008 | ||||||||
| Pro Mach Group，Inc.，增量 | 1M SOFR+5.00% | 08/31/2028 | 368,519 | 369,440 | ||||||||
| 3,351,922 | ||||||||||||
| 媒体-2.20% | ||||||||||||
| AppLovin Corp.，第9号修正案，初始 | 1M SOFR+3.10% | 08/19/2030 | 1,443,078 | 1,443,078 | ||||||||
| 阿拉贡母公司，2023年更换 | 1M SOFR+4.25% | 12/15/2028 | 932,291 | 929,960 | ||||||||
| Castle US Holding Corp.，首字母 | 3M SOFR + 3.75% | 01/29/2027 | 828,814 | 581,057 | ||||||||
| 创意艺人经纪公司，有限责任公司，2023年再融资 | 1M SOFR+3.50% | 11/27/2028 | 1,916,792 | 1,923,271 | ||||||||
| Cumulus Media New Holdings，Inc. | 3M SOFR + 3.75% | 03/31/2026 | 699,859 | 533,642 | ||||||||
| Red Ventures，LLC，条款B-4 | 1M SOFR+3.00% | 03/03/2030 | 870,651 | 867,386 | ||||||||
| 联合人才经纪公司，B学期 | 1M SOFR+4.00% | 07/07/2028 | 999,756 | 1,000,226 | ||||||||
| 7,278,620 | ||||||||||||
| 金属和矿业--0.16% | ||||||||||||
| 阿森纳AIC母公司，B期 | 3M SOFR+4.50% | 08/18/2030 | 536,567 | 538,075 | ||||||||
| 石油、天然气和消耗性燃料-2.74% | ||||||||||||
| Bangl，LLC，首字母 | 1M SOFR+4.50% | 02/01/2029 | 1,930,645 | 1,931,244 | ||||||||
| BCP文艺复兴母公司有限责任公司，增量初始期限B-4 | 1M SOFR+3.50% | 10/31/2028 | 1,170,862 | 1,171,963 | ||||||||
| Bip PipeCo Holdings，LLC，Initial | 1M SOFR+3.25% | 12/06/2030 | 603,117 | 600,855 | ||||||||
| 布拉索斯-特拉华II，LLC，首字母 | 1M SOFR+3.75% | 02/11/2030 | 1,392,809 | 1,394,355 | ||||||||
| CQP Holdco LP，再融资 | 1M SOFR+3.00% | 12/31/2030 | 55,698 | 55,767 | ||||||||
| 新堡垒能源公司，首字母 | 3M SOFR+5.00% | 10/30/2028 | 1,306,440 | 1,283,578 | ||||||||
| Oryx中游服务二叠纪盆地有限责任公司，2023年增量 | 1M SOFR+3.25% | 10/05/2028 | 222,636 | 222,965 | ||||||||
| PAR Petroleum，LLC，First | 3M SOFR+4.25% | 02/28/2030 | 1,152,707 | 1,151,843 | ||||||||
| 二叠纪生产合作伙伴有限责任公司，初始 | 1M SOFR+8.00% | 11/24/2025 | 42,791 | 40,865 | ||||||||
| TraVerse Midstream Partners LLC，Advance | 3M SOFR + 3.75% | 02/16/2028 | 1,183,538 | 1,183,041 | ||||||||
| 9,036,476 | ||||||||||||
| 个人用品-0.22% | ||||||||||||
| KDC美国控股公司，TL | 1M SOFR+5.00% | 08/15/2028 | 721,427 | 713,131 | ||||||||
| 制药类股-1.19% | ||||||||||||
| Alvogen Pharma US，Inc.，新扩展 | 3M SOFR+7.50% | 06/30/2025 | 1,496,005 | 1,424,945 | ||||||||
| Amneal PharmPharmticals LLC，首字母 | 1M SOFR+5.50% | 05/04/2028 | 2,294,778 | 2,251,750 | ||||||||
| Fortrea Holdings，Inc.，初始条款B | 1M SOFR+3.75% | 07/01/2030 | 243,481 | 243,074 | ||||||||
| 3,919,769 | ||||||||||||
| 专业服务--2.56% | ||||||||||||
| AQ Carver Buyer，Inc.，2023年再融资 | 1M SOFR+5.50% | 08/02/2029 | 1,247,793 | 1,250,912 | ||||||||
| Conducent Business Services，LLC，初始条款B | 1M SOFR+4.25% | 10/16/2028 | 304,868 | 297,627 | ||||||||
| 艾斯纳咨询集团有限责任公司，2022年增量 | 1M SOFR+5.25% | 07/28/2028 | 377,009 | 377,167 | ||||||||
| Equiniti Group PLC，首字母 | 6M SOFR+4.50% | 12/11/2028 | 329,946 | 330,359 | ||||||||
| Indy US Holdco，LLC，2023年增量 | 1M SOFR+6.25% | 03/06/2028 | 1,157,001 | 1,130,101 | ||||||||
| Omnia Partners LLC，初始 | 3M SOFR+4.25% | 07/25/2030 | 1,729,058 | 1,738,793 | ||||||||
| Ryan，LLC，首字母 | 1M SOFR+4.50% | 11/14/2030 | 1,522,631 | 1,525,966 | ||||||||
| UST Global，Inc.，姓名缩写 | 1M SOFR+3.50% | 11/20/2028 | 559,214 | 555,954 | ||||||||
| Vaco Holdings，LLC，初始 | 600万SOFR+5.00% | 01/21/2029 | 1,275,195 | 1,254,473 | ||||||||
| 8,461,352 | ||||||||||||
10
Xai八角形浮动利率与另类收益信托
投资明细表
2023年12月31日(未经审计)(续)
| 参考汇率& 利差 | 到期日 | 本金金额 | 价值 | |||||||||
| 优先担保第一留置权贷款-73.69%(b)(续) | ||||||||||||
| 房地产投资信托基金(REITs)-0.14% | ||||||||||||
| 喜达屋房地产抵押有限责任公司，初始 | 1M SOFR+3.25% | 11/18/2027 | $ | 473,358 | $ | 471,781 | ||||||
| 房地产管理与开发-0.58% | ||||||||||||
| Cushman & Wakefield US Borrower LLC，2023年再融资 | 1M SOFR+4.00% | 01/31/2030 | 399,131 | 398,133 | ||||||||
| Forest City Enterprises，L.P.，更换 | 1M SOFR+3.50% | 12/08/2025 | 1,068,045 | 1,010,189 | ||||||||
| Greystar Real Estate Partners LLC，TL | 3M SOFR + 3.75% | 08/21/2030 | 516,538 | 516,538 | ||||||||
| 1,924,860 | ||||||||||||
| 公路和铁路-0.51% | ||||||||||||
| 线索Opco LLC，条款B | 1M SOFR+4.50% | 12/19/2030 | 1,795,281 | 1,698,031 | ||||||||
| 软件-5.99% | ||||||||||||
| 顶峰集团金库有限责任公司，2022年增量 | 3M SOFR+5.00% | 07/27/2028 | 75,263 | 74,981 | ||||||||
| 顶点集团金库有限责任公司，TL | 3M SOFR + 3.75% | 07/27/2028 | 1,016,590 | 1,011,507 | ||||||||
| Ascend Learning，LLC，初始 | 1M SOFR+3.50% | 12/11/2028 | 1,122,758 | 1,101,863 | ||||||||
| Astra收购公司，条款B | 3M SOFR+5.25% | 10/25/2028 | 201,340 | 129,194 | ||||||||
| 红衣主教母公司，姓名首字母 | 3M SOFR+4.50% | 11/12/2027 | 235,394 | 215,385 | ||||||||
| CommerceHub，Inc.，首字母 | 3M SOFR+4.00% | 12/29/2027 | 808,715 | 763,564 | ||||||||
| Conservice Midco，LLC，首字母 | 3M SOFR+4.25% | 05/13/2027 | 1,091,439 | 1,091,897 | ||||||||
| 基石OnDemand，Inc.，首字母 | 1M SOFR+3.75% | 10/16/2028 | 629,102 | 607,240 | ||||||||
| CT Technologies Intermediate Holdings，Inc. | 1M SOFR+4.25% | 12/16/2025 | 256,668 | 246,008 | ||||||||
| DCert Buyer，Inc.，首字母 | 1M SOFR+4.00% | 10/16/2026 | 1,072,313 | 1,061,107 | ||||||||
| 鹰景科技公司，TL | 3M SOFR+3.50% | 08/14/2025 | 781,724 | 760,875 | ||||||||
| Fiserv投资解决方案公司，初始 | 3M SOFR+4.00% | 02/18/2027 | 431,908 | 409,367 | ||||||||
| Flexera Software，LLC，条款B-1 | 3M SOFR + 3.75% | 03/03/2028 | 651,799 | 650,476 | ||||||||
| Genesys Cloud Services Holdings II，LLC，Initial | 1M SOFR+4.00% | 12/01/2027 | 1,408,420 | 1,412,941 | ||||||||
| Idera，Inc.，姓名首字母 | 3M SOFR + 3.75% | 03/02/2028 | 193,463 | 192,205 | ||||||||
| 洋红买家有限责任公司，首字母 | 3M SOFR+5.00% | 07/27/2028 | 2,126,412 | 1,493,805 | ||||||||
| McAfee Corp.，B-1部分 | 1M SOFR+3.75% | 03/01/2029 | 2,890,691 | 2,870,832 | ||||||||
| Mosel Bidco SE，工厂B | 1M SOFR+4.75% | 09/16/2030 | 402,724 | 402,724 | ||||||||
| Planview Parent，Inc.，截止日期 | 3M SOFR+4.00% | 12/17/2027 | 1,231,208 | 1,218,047 | ||||||||
| Skill soft Finance II，Inc.，简写 | 1M SOFR+5.25% | 07/14/2028 | 353,471 | 330,054 | ||||||||
| UKG，Inc.，2023年增量 | 3M SOFR+4.50% | 05/04/2026 | 488,406 | 489,627 | ||||||||
| Upland Software，Inc.，Initial | 1M SOFR+3.75% | 08/06/2026 | 892,685 | 872,600 | ||||||||
| WebMD Health Corp.和MH EQUIPI，LLC，2023年 | 1M SOFR+4.25% | 05/03/2028 | 2,411,528 | 2,366,987 | ||||||||
| 19,773,286 | ||||||||||||
| 专业零售- 0.73% | ||||||||||||
| 特许经营集团，Inc.，首字母 | 3M SOFR+4.75% | 03/10/2026 | 1,116,957 | 886,864 | ||||||||
| 特许经营集团，公司，第三修正案 | 3M SOFR+4.75% | 03/10/2026 | 343,769 | 272,866 | ||||||||
| Great Outdoor Group，LLC，B-2期贷款 | 1M SOFR+3.75% | 03/06/2028 | 987,209 | 986,222 | ||||||||
| Jo-Ann Stores，LLC，B-1期贷款 | 3M SOFR+4.75% | 07/07/2028 | 1,104,205 | 50,473 | ||||||||
| Ring Tide Holdings，Inc.，2023 | 3M SOFR+6.00% | 03/11/2024 | 86,971 | 73,056 | ||||||||
| Torid LLC，截止日期 | 1M SOFR+5.50% | 06/14/2028 | 183,639 | 134,975 | ||||||||
| 2,404,456 | ||||||||||||
| 纺织品、服装和奢侈品-1.49% | ||||||||||||
| ABG Intermediate Holdings 2 LLC，期限B-1 | 1M SOFR+3.50% | 12/21/2028 | 3,793,401 | 3,806,565 | ||||||||
| Champ Acquisition Corp.，初始 | 3M SOFR+5.50% | 12/19/2025 | 433,009 | 434,091 | ||||||||
| Elevate纺织品公司，先出 | 3M SOFR+8.65% | 09/30/2027 | 244,459 | 242,014 | ||||||||
| Elevate纺织品，Inc.，最后出局 | 3M SOFR+1.00% | 09/30/2027 | 547,537 | 424,341 | ||||||||
| 4,907,011 | ||||||||||||
| 无线电信服务-0.45% | ||||||||||||
| LSF9 Atlantis Holding，LLC，TL | 3M SOFR+7.25% | 03/31/2029 | 1,511,168 | 1,471,500 | ||||||||
| 优先担保的第一留置权贷款总额 (成本247,514,095美元) | 243,198,497 | |||||||||||
| 股票 | 价值 | |||||||||||
| 普通股-0.09%(g) | ||||||||||||
| Carestream Health，Inc. | 873 | 262 | ||||||||||
| CEC Brands，LLC | 10,454 | 188,172 | ||||||||||
| Elevate纺织品公司 | 20,088 | 72,819 | ||||||||||
| 海军陆战队一号控股有限公司 | 6,326 | 28,467 | ||||||||||
| 新康斯特利斯控股公司 | 6,795 | 1,953 | ||||||||||
11
Xai八角形浮动利率与另类收益信托
投资明细表
2023年12月31日(未经审计)(续)
| 股票 | 价值 | |||||||||||
| 普通股 -0.09%(g)(续) | ||||||||||||
| 二叠纪生产伙伴 | 18,995 | $ | 12,347 | |||||||||
| 普通股总额(165550美元) | 304,020 | |||||||||||
| 认购价 | 到期日 | 股票 | 价值 | |||||||||
| 权益--0.00% | ||||||||||||
| 卡萨系统公司(D)(G) | $ | 0.01 | 不适用 | 39,966 | – | |||||||
| 总权利(成本$-) | – | |||||||||||
| 股票 | 价值 | |||||||||||
| 货币市场共同基金-1.78% | ||||||||||||
| 景顺短期投资信托国债投资组合，机构类，5.26%(7日收益率) | 5,859,148 | 5,859,148 | ||||||||||
| 货币市场共同基金总额(5,859,148美元) | 5,859,148 | |||||||||||
| 总投资-165.72% (成本为578,855,512美元) | 546,911,618 | |||||||||||
| 资产以外的其他负债-(1.02%) | (3,369,756 | ) | ||||||||||
| 优先股(扣除2,393,134美元递延融资成本)-(15.91)% | (52,506,866 | ) | ||||||||||
| 杠杆工具(扣除42,218美元递延杠杆成本)-(48.79)% | (161,007,782 | ) | ||||||||||
| 净资产-100.00% | $ | 330,027,214 |
截至2023年12月31日持有的所有证券都被质押为信托公司的信贷安排的抵押品。
*自2024年2月1日起，信托名称由Xai八角形浮动利率及另类收益定期信托更名。
| (a) | 全部或部分证券不受1933年《证券法》的登记。这些证券可以在根据规则144A豁免登记的交易中转售，通常出售给合格的机构买家。截至2023年12月31日，这些证券的总价值为287,742,814美元，占净资产的87.19%。 |
| (b) | 可变利率投资。利率会定期重置。显示的利率反映了2023年12月31日的有效利率。对于基于公布的参考利率和利差的证券，参考利率和利差在上面的描述中标明。杠杆贷款和CLO债务 证券通常在其贷款协议和组织文件中嵌入参考利率下限(“利率下限”)。杠杆作用 贷款的利率下限通常为0%或更高，而CLO债务证券通常将利率下限设置为0%。费率下限用于建立 借款人在固定利差前应支付的最低基本利率。某些可变利率证券不是基于已公布的参考资料 利率和利差，但由发行人或代理商决定，并基于当前的市场状况。这些证券并不表明 以上描述中的参考利率和价差。 |
| (c) | CLO附属票据、收益票据、Y票据和M票据被视为CLO权益头寸。CLO股权头寸有权获得经常性分配，一般等于标的证券支付的剩余现金流减去支付给债务持有人的合同款项和基金费用。有效收益率是根据这些经常性分配的金额和时间以及估计的最终本金付款金额来估计的。CLO股权头寸的有效收益率通常每季度更新一次，或在附加购买、再融资或重置等交易中更新。估计的收益率和投资成本最终可能无法实现。估计收益率显示的是截至2023年12月31日。 |
| (d) | 由于使用重大不可观察的投入来确定公允价值，这些投资已被归类为3级资产。 |
| (e) | 何时签发或延迟交付的保证金。截至2023年12月31日，这一头寸的全部或部分尚未结清。所示利率代表适用参考利率下限的声明利差；信托在结算日之前不会计息，届时将确定参考利率下限。截至2023年12月31日，在发行时或交付延迟的基础上购买的证券的总成本为324,462美元。 |
| (f) | 投资有固定利率票面利率，显示为截至2023年12月31日。 |
| (g) | 非创收证券。 |
12
Xai八角形浮动利率与另类收益信托
投资明细表
2023年12月31日(未经审计)(续)
|
投资缩写： B.V.-Besloten Vennootschap(荷兰： 私人有限公司) Libor-伦敦银行间同业拆借利率 有限责任公司-有限责任公司 有限合伙-有限合伙 PLC -公共有限公司 S.a.r.l - Societe Anonyme a Responsabilite 有限责任公司（法语：Limited Liability Company） SE - Societas Europea（拉丁语：欧洲公司） SOFR担保隔夜融资利率
参考利率： 截至2023年12月31日，1D SOFR为5.38% 截至2023年12月31日，1 M SOFR为5.34% 截至2023年12月31日，3 M SOFR为5.36% 截至2023年12月31日的6个月SOFR为5.35% 截至2023年12月31日，1 M LIBOR为5.47% 截至2023年12月31日，3 M LIBOR为5.59% |
13