SOURCE CAPITAL /DE/ — Regulatory Filings 2024

May 29, 2024

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NPORT-P false 0000091847 XXXXXXXX SOURCE CAPITAL INC /DE/ 811-01731 0000091847 549300SKP40828EGYZ60 11601 Wilshire Boulevard Suite 1200 Los Angeles 90025 310-473-0225 Source Capital, Inc. 549300SKP40828EGYZ60 2024-12-31 2024-03-31 N 396388842.150000000000 24036440.900000000000 372352401.250000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 1450742.250000000000 EUR USD N ABPCI Direct Lending Fund ABS N/A ABPCI Direct Lending Fund ABS II LLC 00090NAG5 3387000 PA USD 3146370.59 0.8449980662 Long ABS-O CORP US Y 2 2032-03-01 Fixed 8.2365 N N N N N N ABPCI Direct Lending Fund ABS N/A ABPCI Direct Lending Fund ABS I Ltd. 00090TAA5 304579.2430 PA USD 290826.27 0.0781051147 Long ABS-O CORP US Y 2 2030-12-20 Fixed 3.1990 N N N N N N ABPCI Direct Lending Fund ABS N/A ABPCI Direct Lending Fund ABS I Ltd. 00090TAC1 3077120.5780 PA USD 2901527.77 0.7792423952 Long ABS-O CORP US Y 2 2030-12-20 Fixed 4.9350 N N N N N N LG Corp N/A LG Corp. 999999999 44825 NS 2916746.52 0.7833295851 Long EC CORP KR N 1 N N N AIR CANADA 2020-1C PTT N/A Air Canada 2020-1 Class C Pass-Through Trust 008911BD0 1500000 PA USD 1635000 0.4391001628 Long DBT CORP CA Y 2 2026-07-15 Fixed 10.50 N N N N N N ALTABA, Inc. ESCROW SHS ORD REG / N/A ALTABA, Inc. ESCROW SHS ORD REG / 021ESC017 142220 NS USD 331372.60 0.0889943502 Long EC CORP US Y 3 N N N Samsung C&T Corp 988400GFRE4IDFPE9E64 Samsung C&T Corp. 999999999 21370 NS 2541383.10 0.6825209375 Long EC CORP KR N 1 N N N BX Trust N/A BX Commercial Mortgage Trust 2021-VOLT 05609VAQ8 1311000 PA USD 1320011.55 0.3545059856 Long ABS-MBS CORP US Y 2 2036-09-15 Floating 7.839810 N N N N N N Barings Middle Market CLO Ltd. 549300NSFWDKJE15UK02 Barings Middle Market CLO Ltd. 2021-I 06761EAA3 1040000 PA USD 1039853.36 0.2792659203 Long ABS-CBDO CORP KY Y 2 2033-07-20 Floating 14.229420 N N N N N N BlackRock Maroon Bells CLO XI N/A BlackRock Maroon Bells CLO XI LLC 09262NAQ6 3287000 PA USD 3303421.85 0.8871761909 Long ABS-CBDO CORP US Y 2 2034-10-15 Floating 14.813990 N N N N N N CIMPRESS PLC 549300X1IFD75XISOR81 Cimpress PLC 17186HAG7 381000 PA USD 381304.80 0.1024042812 Long DBT CORP IE N 2 2026-06-15 Fixed 7 N N N N N N Swire Pacific Ltd 549300KZOZHII0DGF611 Swire Pacific Ltd. - A Shares Y83310105 62216 NS 511915.37 0.1374814204 Long EC CORP HK N 1 N N N Coinstar Funding, LLC N/A Coinstar Funding LLC Series 2017-1 19260MAA4 2857180 PA USD 2532522.92 0.6801414229 Long ABS-O CORP US Y 2 2047-04-25 Fixed 5.2160 N N N N N N Cologix Data Centers Issuer LL N/A Cologix Data Centers U.S. Issuer LLC 19521UAE3 1765000 PA USD 1570848.76 0.4218715267 Long ABS-O CORP US Y 2 2051-12-26 Fixed 5.99 N N N N N N CONSOLIDATED COMMUNICATI 549300WW675Y48HDVX34 Consolidated Communications, Inc. 20903XAF0 1272000 PA USD 1109820 0.2980563564 Long DBT CORP US Y 2 2028-10-01 Fixed 6.50 N N N N N N Diamond Infrastructure Funding N/A Diamond Infrastructure Funding LLC 25265LAE0 384000 PA USD 343668.10 0.0922964640 Long ABS-O CORP US Y 2 2049-04-15 Fixed 3.4750 N N N N N N HRT DNT / HRT DNT FIN N/A Heartland Dental LLC / Heartland Dental Finance Corp. 42239PAB5 1796000 PA USD 1903760 0.5112790984 Long DBT CORP US Y 2 2028-04-30 Fixed 10.50 N N N N N N Hotwire Funding LLC 254900ZCO90MCT7Y9348 Hotwire Funding LLC 44148JAC3 750000 PA USD 674133.60 0.1810472009 Long ABS-O CORP US Y 2 2051-11-20 Fixed 4.4590 N N N N N N Ivy Hill Middle Market Credit 5493003XZKSFJKWICW70 IVY Hill Middle Market Credit Fund XII Ltd. 46600DAE8 814000 PA USD 802184.79 0.2154369859 Long ABS-CBDO CORP KY Y 2 2033-07-20 Floating 13.749420 N N N N N N Ivy Hill Middle Market Credit N/A Ivy Hill Middle Market Credit Fund XVIII Ltd. 46600QAA7 3464000 PA USD 3363069.43 0.9031953114 Long ABS-CBDO CORP KY Y 2 2033-04-22 Floating 13.329420 N N N N N N Ivy Hill Middle Market Credit N/A Ivy Hill Middle Market Credit Fund XX Ltd. 46604JAA9 2380000 PA USD 2408769.44 0.6469058429 Long ABS-CBDO CORP JE Y 2 2035-04-20 Floating 15.317810 N N N N N N Madison Avenue Trust N/A Eleven Madison Trust 2015-11MD Mortgage Trust 556227AA4 344000 PA USD 323432.82 0.0868620207 Long ABS-MBS CORP US Y 2 2035-09-10 Variable 3.5548 N N N N N N MCDERMOTT INTERNATIO Ltd. AI CONTRA CUSIP / N/A MCDERMOTT INTERNATIO Ltd. AI CONTRA CUSIP / 58004K109 1608604 NS USD 321720.80 0.0864022359 Long EC CORP BM Y 3 N N N MCDERMOTT INTERNATIO Ltd. QIB/AI CTRACUSIP / N/A MCDERMOTT INTERNATIO Ltd. QIB/AI CTRACUSIP / 58004K208 23285 NS USD 4657 0.0012506969 Long EC CORP BM Y 3 N N N MIDCAP FINANCIAL ISSR TR N/A Midcap Financial Issuer Trust 59567LAA2 3466000 PA USD 3186536.42 0.8557851136 Long DBT CORP US Y 2 2028-05-01 Fixed 6.50 N N N N N N Monroe Capital ABS Funding LTD N/A Monroe Capital ABS Funding 2021-1 Ltd. 610331AC4 851676.5480 PA USD 830420.40 0.2230200201 Long ABS-O CORP KY Y 2 2031-04-22 Fixed 3.9080 N N N N N N OAKTREE STRATEGIC CREDIT 2549006RRE0JC7G43241 Oaktree Strategic Credit Fund 67403AAA7 1615000 PA USD 1711342.83 0.4596030063 Long DBT CORP US Y 2 2028-11-14 Fixed 8.40 N N N N N N BLUE OWL CREDIT INCOME 5493003I42XBWPE05N35 Blue Owl Credit Income Corp. 69120VAF8 1167000 PA USD 1105785.72 0.2969728989 Long DBT CORP US N 2 2027-02-08 Fixed 4.70 N N N N N N BLUE OWL CREDIT INCOME 5493003I42XBWPE05N35 Blue Owl Credit Income Corp. 69120VAP6 2243000 PA USD 2294938.46 0.6163350773 Long DBT CORP US N 2 2027-09-16 Fixed 7.75 N N N N N N Parliament CLO Ltd 5493009BTB3REE8RVW84 Parliament Clo II Ltd. 701631AD5 1854000 PA USD 1782079.63 0.4786002787 Long ABS-CBDO CORP KY Y 2 2032-08-20 Floating 9.2807 N N N N N N PERSHING SQUARE TONT SHS / N/A PERSHING SQUARE TONT SHS / 715ESC018 14610 NS USD 0 0.0000000000 Long EC CORP US Y 3 N N N Nintendo Co Ltd 353800FEEXU6I9M0ZF27 Nintendo Co., Ltd. 999999999 49244 NS 2686657.39 0.7215362063 Long EC CORP JP N 1 N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 Charles Schwab Corp. 808513AR6 75000 PA USD 67781.25 0.0182035217 Long EP CORP US N 2 2069-10-31 Variable 5 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 Charles Schwab Corp. 808513BK0 549000 PA USD 510284.14 0.1370433327 Long EP CORP US N 2 2069-06-01 Variable 4 N N N N N N TCP Whitney CLO LTD 549300YFKQJL35BDIM44 TCP Waterman Clo LLC 87240GAG6 1571000 PA USD 1547533.97 0.4156100417 Long ABS-CBDO CORP KY Y 2 2033-08-20 Floating 13.7407 N N N N N N TVEST 2020A, LLC N/A TVEST 2020A LLC 90115AAA8 13051.1380 PA USD 13003.61 0.0034922858 Long ABS-O CORP US Y 2 2032-07-15 Fixed 4.50 N N N N N N UPWORK INC 5493004QJ6WWBXVE2S70 Upwork, Inc. 91688FAB0 2500000 PA USD 2179750 0.5853997430 Long DBT CORP US N 2 2026-08-15 Fixed 0.25 N N N N Y Upwork Inc Upwork Inc USD XXXX N N N VCP CLO Ltd N/A VCP CLO II Ltd. 91824EAA0 4421000 PA USD 4421384.63 1.1874193949 Long ABS-CBDO CORP KY Y 2 2031-04-15 Floating 13.9856 N N N N N N VT TOPCO INC 5493007T812R37X02Y38 VT Topco, Inc. 91838PAA9 421000 PA USD 443102.50 0.1190008440 Long DBT CORP US Y 2 2030-08-15 Fixed 8.50 N N N N N N VCP RRL ABS I, Ltd N/A VCP RRL ABS I Ltd. 92243RAC8 898752.33 PA USD 827603.50 0.2222635055 Long ABS-O CORP US Y 2 2031-10-20 Fixed 2.8480 N N N N N N VCP RRL ABS I, Ltd N/A VCP RRL ABS I Ltd. 92243RAE4 1893185.80 PA USD 1703920.23 0.4576095721 Long ABS-O CORP US Y 2 2031-10-20 Fixed 5.4250 N N N N N N VORNADO REALTY LP 549300BMOJ05INE4YK86 Vornado Realty LP 929043AJ6 1000000 PA USD 968750 0.2601702035 Long DBT CORP US N 2 2025-01-15 Fixed 3.50 N N N N N N VORNADO REALTY LP 549300BMOJ05INE4YK86 Vornado Realty LP 929043AK3 250000 PA USD 226040 0.0607059332 Long DBT CORP US N 2 2026-06-01 Fixed 2.15 N N N N N N PROP SERIES 2017 1A 5.30% 3/15/2042 / N/A PROP SERIES 2017 1A 5.30% 3/15/2042 / 930RAXII5 350900.2690 PA USD 302651.48 0.0812809261 Long ABS-CBDO CORP US Y 3 2042-03-15 Fixed 5.30 N N N N N N CLOVER PRIVATE CRED / N/A CLOVER PRIVATE CRED / 9353JY901 60000 OU Other Units USD 6358870.28 1.7077559480 Long PF US Y N/A N N N LEALAND FINANCE Co. B.V. SUPER SNR EXIT LC / N/A LEALAND FINANCE Co. B.V. SUPER SNR EXIT LC / 935IFTII4 4666311.9370 PA USD 2986439.64 0.8020465639 Long DBT CORP US Y 3 2024-06-30 Fixed 0 N N N N N N LEALAND FINANCE Co. B.V. LETTER OF CREDIT / N/A LEALAND FINANCE Co. B.V. LETTER OF CREDIT / 935IQZII8 991164.38 PA USD 495582.19 0.1330949360 Long LON CORP US Y 3 2025-12-31 Variable 9.591760 N N N N N N HIG WHITEHORSE DIR LEN 2020 LP / N/A HIG WHITEHORSE DIR LEN 2020 LP / 936JLN906 55000 OU Other Units USD 5326551.52 1.4305135410 Long PF US Y N/A N N N LEALAND FINANCE Co. B.V. SENIOR EXIT LC / N/A LEALAND FINANCE Co. B.V. SENIOR EXIT LC / 589477088 -1698186.46 PA USD -849093.23 -0.2280348474 Short LON CORP US Y 3 2024-06-30 Fixed 0 N N N N N N CAPSTONE ACQ HLDGS BANK DEBT 11/12/2027 / N/A CAPSTONE ACQ HLDGS BANK DEBT 11/12/2027 / 938SJGII3 149058 PA USD 142692.93 0.0383220115 Long LON CORP US Y 3 2027-11-12 Variable 10.176260 N N N N N N ATLANTIC COAST ACQUISITION-A N/A Atlantic Coastal Acquisition Corp. II 04845A116 11954 NC USD 643.13 0.0001727208 N/A DE CORP US N 1 NASDAQ GM N/A Call Purchased ATLANTIC COASTAL AQS CLASS A COM ATLANTIC COASTAL AQS CLASS A COM 1 11.500000000000 USD 2028-06-02 XXXX -152.40 N N N TIDEWATER, Inc. Sr. SEC 11/16/26 8.5 / N/A TIDEWATER, Inc. Sr. SEC 11/16/26 8.5 / ACI22L8Z7 9600000 PA USD 9978000 2.6797195255 Long DBT CORP US N 2 2026-11-16 Fixed 8.50 N N N N N N Analog Devices Inc GYVOE5EZ4GDAVTU4CQ61 Analog Devices, Inc. 032654105 42594 NS USD 8424667.26 2.2625521500 Long EC CORP US N 1 N N N Amazon.com Inc ZXTILKJKG63JELOEG630 Amazon.com, Inc. 023135106 15969 NS USD 2880488.22 0.7735919549 Long EC CORP US N 1 N N N Aon PLC 635400FALWQYX5E6QC64 Aon PLC - Class A G0403H108 16270 NS USD 5429624.40 1.4581950813 Long EC CORP US N 1 N N N AMERICAN ONCOLOGY NETWORK IN N/A American Oncology Network, Inc. 028719110 1374 NC USD 467.30 0.0001254994 N/A DE CORP US N 1 NASDAQ CM N/A Call Purchased AMERICAN ONCOLOGY NETWORK INC AMERICAN ONCOLOGY NETWORK INC 1 11.500000000000 USD 2028-03-31 XXXX 329.09 N N N Apollo Debt Solution BDC Senior Notes / N/A APOLLO DEBT SOLUTION DELAYED DRAW TERM LO / 999999999 2333000 PA USD 2333000 0.6265569907 Long LON CORP US Y 3 2028-09-28 Fixed 8.62 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 Broadcom, Inc. 11135F101 2797 NS USD 3707171.77 0.9956083961 Long EC CORP US N 1 N N N BIGBEAR.AI HOLDINGS INC 549300XGCF2ELN28CS63 BigBear.ai Holdings, Inc. 08975B117 20278 NC USD 6797.19 0.0018254723 N/A DE CORP US N 1 New York N/A Call Purchased BIGBEAR.AI HOLDINGS INC BIGBEAR.AI HOLDINGS INC 1 11.500000000000 USD 2028-12-31 XXXX -18796.70 N N N DELIVERY HERO AG 529900C3EX1FZGE48X78 Delivery Hero S.E. 999999999 500000 PA 451600.50 0.1212830906 Long DBT CORP DE N 2 2027-01-23 Fixed 1 N N N N N N JC PENNEY CORP INC 8TDNUQ07MEFMWW1VHP39 Copper Sub Corp., Inc. 46611NAJ2 462318.61 PA USD 46.23 0.0000124157 Long LON CORP US Y 2 2025-06-23 Floating 5.567780 N N N N N N QBS PARENT INC N/A QBS Parent, Inc. 74738AAB7 1924050.61 PA USD 1863115.93 0.5003636135 Long LON CORP US Y 2 2025-09-21 Floating 9.593160 N N N N N N ELECTRIQ POWER HOLDINGS INC N/A Electriq Power Holdings, Inc. 285046116 31567 NC USD 34.72 0.0000093245 N/A DE CORP US N 1 OTC US N/A Call Purchased TLG ACQUISITION ONE COM CL A TLG ACQUISITION ONE COM CL A 1 11.500000000000 USD 2028-01-25 XXXX -2465.26 N N N Entain PLC 213800GNI3K45LQR8L28 Entain PLC 999999999 48095 NS 484045.85 0.1299967043 Long EC CORP GB N 1 N N N FirstEnergy Corp 549300SVYJS666PQJH88 FirstEnergy Corp. 337932107 68180 NS USD 2633111.60 0.7071557995 Long EC CORP US N 1 N N N Ferguson PLC 213800DU1LGY3R2S2X42 Ferguson PLC G3421J106 21507 NS USD 4697774.01 1.2616472982 Long EC CORP GB N 1 N N N METALS ACQUISITION LTD-A 984500A55FX8DC465F12 Metals Acquisition Ltd. G60409102 13756 NC USD 28062.24 0.0075364735 N/A DE CORP JE N 1 New York N/A Call Purchased METALS ACQUISITION C SHS CL A METALS ACQUISITION C SHS CL A 1 11.500000000000 USD 2028-06-16 XXXX 21050.94 N N N GOLDEN ARROW MERGER CORP-A N/A Golden Arrow Merger Corp. 380799114 26146 NC USD 4972.97 0.0013355547 N/A DE CORP US N 1 NASDAQ CM N/A Call Purchased GOLDEN ARROW MERGER CLASS A COM GOLDEN ARROW MERGER CLASS A COM 1 11.500000000000 USD 2027-07-31 XXXX 4127.39 N N N Groupe Bruxelles Lambert NV 549300KV0ZEHT2KVU152 Groupe Bruxelles Lambert N.V. 999999999 14295 NS 1080491.64 0.2901798502 Long EC CORP BE N 1 N N N Alphabet Inc 5493006MHB84DD0ZWV18 Alphabet, Inc. - Class A 02079K305 31853 NS USD 4807573.29 1.2911352992 Long EC CORP US N 1 N N N GLOBAL PARTNER ACQUISITION-A N/A Global Partner Acquisition Corp. II G3934P128 4908 NC USD 0 0.0000000000 N/A DE CORP US N 3 NASDAQ CM N/A Call Purchased GLOBAL PARTNER ACQIS CL A SHS GLOBAL PARTNER ACQIS CL A SHS 1 11.500000000000 USD 2027-12-30 XXXX -142.29 N N N Gulfport Energy Corp 254900DJRGZBUZ3F5038 Gulfport Energy Corp. 402635502 7174 NS USD 1148700.88 0.3084983140 Long EC CORP US N 1 N N N Heineken Holding NV 724500M1WJLFM9TYBS04 Heineken Holding N.V. 999999999 64215 NS 5182093 1.3917173577 Long EC CORP NL N 1 N N N HELIOGEN INC N/A Heliogen, Inc. 42329E113 7538 NC USD 74.63 0.0000200428 N/A DE CORP US N 1 OTC US N/A Call Purchased HELIOGEN INC HELIOGEN INC 0.028571 402.500000000000 USD 2028-03-31 XXXX -10665.40 N N N Holcim AG 529900EHPFPYHV6IQO98 Holcim A.G. 999999999 115552 NS 10462330.99 2.8097928078 Long EC CORP CH N 1 N N N Howmet Aerospace Inc 549300HO5WFZUT5N2T22 Howmet Aerospace, Inc. 443201108 33600 NS USD 2299248 0.6174924594 Long EC CORP US N 1 N N N ICON PLC 6354008SRQGEMC4XFI67 ICON PLC G4705A100 3606 NS USD 1211435.70 0.3253465523 Long EC CORP IE N 1 N N N IFF BZLRL03D3GPGMOGFO832 International Flavors & Fragrances, Inc. 459506101 77685 NS USD 6680133.15 1.7940352009 Long EC CORP US N 1 N N N JDE Peet's NV 724500EHG519SE5ZRT89 JDE Peet's N.V. 999999999 130940 NS 2749047.79 0.7382919462 Long EC CORP NL N 1 N N N JAPANESE YEN / N/A JAPANESE YEN / 999999999 300373.46 OU Currency 1984.23 0.0005328903 Long STIV JP N 1 N N N JPY SPOT FORWARD CONTRACT / N/A JPY SPOT FORWARD CONTRACT / 999999999 -300374 OU Currency -1984.24 -0.0005328930 Short STIV JP N 1 N N N Kinder Morgan Inc 549300WR7IX8XE0TBO16 Kinder Morgan, Inc. 49456B101 160090 NS USD 2936050.60 0.7885139427 Long EC CORP US N 1 N N N CarMax Inc N/A CarMax, Inc. 143130102 23348 NS USD 2033844.28 0.5462148957 Long EC CORP US N 1 N N N Marriott International Inc/MD 225YDZ14ZO8E1TXUSU86 Marriott International, Inc. - Class A 571903202 12342 NS USD 3114010.02 0.8363072212 Long EC CORP US N 1 N N N Mcdermott International Ltd 54930004RAXI4B3L4752 Mcdermott International Ltd. G5924V106 503257 NS USD 100651.40 0.0270312209 Long EC CORP US Y 3 N N N CB&I STS DELAWARE TERM LOAN / N/A CB&I STS DELAWARE TERM LOAN / 999999999 2135176.58 PA USD 2092473.05 0.5619604018 Long LON CORP US Y 3 2026-12-31 Fixed 13.159340 N N N N N N Meta Platforms Inc BQ4BKCS1HXDV9HN80Z93 Meta Platforms, Inc. - Class A 30303M102 10387 NS USD 5043719.46 1.3545553736 Long EC CORP US N 1 N N N MSILF Treasury Portfolio 549300D1XR6GP7EZ0T47 MSILF Treasury Portfolio - Class Institutional USD INC 61747C582 56928692.92 PA USD 56928692.92 15.2889286410 Long STIV RF US N 1 N N N MARIADB PLC N/A MariaDB PLC G5920M118 24015 NC USD 2161.35 0.0005804582 N/A DE CORP US N 1 New York N/A Call Purchased MARIADB PLC ORD SHS MARIADB PLC ORD SHS 1 11.500000000000 USD 2027-12-16 XXXX -11554.55 N N N Netflix Inc 549300Y7VHGU0I7CE873 Netflix, Inc. 64110L106 1004 NS USD 609759.32 0.1637586646 Long EC CORP US N 1 N N N NIOCORP DEVELOPMENTS LTD 5299001QL26XJPOD3A17 NioCorp Developments Ltd. 654484153 16476 NC USD 6425.64 0.0017256878 N/A DE CORP US N 1 NASDAQ CM N/A Call Purchased NIGERIAN BREWERIES NGN0.50 NIGERIAN BREWERIES NGN0.50 1 8.942000000000 USD 2028-03-17 XXXX -6755.16 N N N NORTHERN STAR INVESTMENT -A N/A Northern Star Investment Corp. IV 66575B119 5407 NC USD 0.54 0.0000001450 N/A DE CORP US N 3 OTC US N/A Call Purchased NORTHERN STAR INVEST COM CL A NORTHERN STAR INVEST COM CL A 1 11.500000000000 USD 2027-12-31 XXXX -477.94 N N N Westinghouse Air Brake Technol 06BTX5UWZD0GQ5N5Y745 Westinghouse Air Brake Technologies Corp. 929740108 14298 NS USD 2082932.64 0.5593982026 Long EC CORP US N 1 N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co. 949746101 105255 NS USD 6100579.80 1.6383887359 Long EC CORP US N 1 N N N Windstream Common / N/A Windstream Common / 999999999 10312 NS USD 97964 0.0263094852 Long EC CORP US N 3 N N N TIDEWATER INC 2549000JA5GRUPLMUH98 Tidewater, Inc. U8859YAA5 3000000 PA USD 3195000 0.8580581163 Long DBT CORP US Y 2 2028-07-03 Fixed 10.3750 N N N N N N Diamond Issuer LLC N/A Diamond Issuer 25267TAS0 1000000 PA USD 839877 0.2255597110 Long ABS-O CORP US Y 2 2051-11-20 Fixed 3.7870 N N N N N N Elm Trust N/A Elm 2020-4 Trust 28924AAC5 721852.3370 PA USD 672193.95 0.1805262831 Long ABS-O CORP US Y 2 2029-10-20 Fixed 3.8660 N N N N N N Elm Trust N/A Elm 2020-3 Trust 289338AB1 44331.10 PA USD 42396.40 0.0113860955 Long ABS-O CORP US Y 2 2029-08-20 Fixed 2.9540 N N N N N N Elm Trust N/A Elm 2020-3 Trust 289338AC9 127308.5640 PA USD 119387.17 0.0320629515 Long ABS-O CORP US Y 2 2029-08-20 Fixed 4.4810 N N N N N N Fortress Credit Opportunities 2549008RD44HDM6DNP14 Fortress Credit Opportunities IX CLO Ltd. 34961MAE7 5186000 PA USD 5087886.07 1.3664168817 Long ABS-CBDO CORP KY Y 2 2033-10-15 Floating 13.6356 N N N N N N FRONTIER COMMUNICATIONS N/A Frontier Communications Holdings LLC 35906ABE7 453000 PA USD 437286.56 0.1174388989 Long DBT CORP US Y 2 2027-10-15 Fixed 5.8750 N N N N N N Nexon Co Ltd 5299005SFO0GAJFLKN43 Nexon Co., Ltd. 999999999 81739 NS 1355297.20 0.3639823982 Long EC CORP JP N 1 N N N Golub Capital Partners Funding N/A Golub Capital Partners ABS Funding 2020-1 Ltd. 38177UAC4 1002431.8660 PA USD 945400.51 0.2538993993 Long ABS-O CORP KY Y 2 2029-01-22 Fixed 4.4960 N N N N N N Golub Capital Partners Funding N/A Golub Capital Partners ABS Funding 2021-1 Ltd. 38178HAC2 1401179.41 PA USD 1312233.94 0.3524172090 Long ABS-O CORP KY Y 2 2029-04-20 Fixed 3.8160 N N N N N N Golub Capital Partners Funding N/A Golub Capital Partners ABS Funding 2021-2 Ltd. 38178XAC7 3377000 PA USD 2904169.35 0.7799518253 Long ABS-O CORP US Y 2 2029-10-19 Fixed 3.9936 N N N N N N GULFPORT ENERGY Corp. CONV PFD Series A / N/A GULFPORT ENERGY Corp. CONV PFD Series A / 402635601 47 NS USD 45659.53 0.0122624508 Long EP CORP US N 3 N N N GULFPORT ENERGY OP CORP 254900DJRGZBUZ3F5038 Gulfport Energy Corp. 402635AQ9 11736 PA USD 11912.04 0.0031991307 Long DBT CORP US N 2 2026-05-17 Fixed 8 N N N N N N HPS CORPORATE LENDING FU 549300ZS7IHUA6FKFV61 HPS Corporate Lending Fund 40440VAA3 520000 PA USD 518480.04 0.1392444465 Long DBT CORP US Y 2 2029-01-30 Fixed 6.75 N N N N N N AZALEA TOPCO INC 549300HC42NZULO53062 Azalea Topco, Inc. 29102TAB8 1144127.29 PA USD 1134836.98 0.3047749863 Long LON CORP US Y 2 2026-07-25 Floating 8.945560 N N N N N N AXIOM GLOBAL INC 549300W2I02HCGWMMJ20 Axiom Global, Inc. 05464KAC7 1717740.48 PA USD 1661913.91 0.4463282376 Long LON CORP US Y 2 2026-10-01 Floating 10.179410 N N N N N N WINDSTREAM SERVICES LLC 549300KT9GVEBYCD2N29 Windstream Services LLC 97381JAE3 251750.80 PA USD 245036.61 0.0658077158 Long LON CORP US Y 2 2027-09-21 Floating 11.676260 N N N N N N LEALAND FINANCE CO BV N/A Lealand Finance Co. 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II G7641C114 5878 NC USD 530.20 0.0001423920 N/A DE CORP US N 3 New York N/A Call Purchased ROSS ACQUISITION COR SHS CL A ROSS ACQUISITION COR SHS CL A 1 11.500000000000 USD 2026-02-12 XXXX -742.64 N N N Safran SA 969500UIC89GT3UL7L24 Safran S.A. 999999999 21785 NS 4936820.85 1.3258463846 Long EC CORP FR N 1 N N N SLAM CORP-A N/A Slam Corp. G8210L121 13618 NC USD 2451.24 0.0006583119 N/A DE CORP US N 1 NASDAQ CM N/A Call Purchased SLAM CORP CL A SHS SLAM CORP CL A SHS 1 11.500000000000 USD 2027-12-31 XXXX 1309.75 N N N SABLE OFFSHORE CORP N/A Sable Offshore Corp. 78574H112 39217 NC USD 101179.86 0.0271731456 N/A DE CORP US N 1 New York N/A Call Purchased FLAME ACQUISITION CO COM CL A FLAME ACQUISITION CO COM CL A 1 11.500000000000 USD 2028-12-31 XXXX 78450.25 N N N SWVL HOLDINGS CORP 254900YBV6FCSGOW6E19 Swvl Holdings Corp. G86302117 2126 NC USD 36.14 0.0000097059 N/A DE CORP US N 1 NASDAQ CM N/A Call Purchased SWVL HOLDINGS CORP SWVL HOLDINGS CORP 0.04 287.500000000000 USD 2027-03-31 XXXX -2455.83 N N N McDermott Tanks Escrow LC 12/31/26 / N/A McDermott Tanks Escrow LC 12/31/26 / 999999999 228692.79 PA USD 114346.40 0.0307091883 Long LON CORP US Y 3 2026-12-31 Variable 10.341770 N N N N N N McDermott Tanks Secured LC 12.31.26 / N/A McDermott Tanks Secured LC 12.31.26 / 999999999 2513908.5430 PA USD 2111683.18 0.5671195279 Long DBT CORP US Y 3 2026-12-31 Fixed 0 N N N N N N TE Connectivity Ltd 894500ZRIX9K13RHXR17 TE Connectivity Ltd. H84989104 57280 NS USD 8319347.20 2.2342671008 Long EC CORP US N 1 N N N Just Eat Takeaway.com NV 724500FVZIBSSQ7SHI95 Just Eat Takeaway.com N.V. 999999999 9669 NS 143308.58 0.0384873522 Long EC CORP NL Y 1 N N N TWELVE SEAS INVTMNT CO II -A N/A Twelve Seas Investment Co. 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