Xai 八角形浮動利率和另類收益信託*
投資明細表
2023年12月31日(未經審計)
| 參考匯率& 利差 | 到期日 | 本金金額 | 價值 | |||||||||
| 抵押貸款債券債務-26.91%(A)(B) | ||||||||||||
| Anclage Capital CLO 13 LLC | 3M SOFR+6.96% | 04/15/2034 | $ | 1,500,000 | $ | 1,443,881 | ||||||
| 安克雷奇資本CLO 16有限公司 | 3M SOFR+7.61% | 01/19/2035 | 2,000,000 | 1,920,429 | ||||||||
| 安克雷奇資本CLO 17有限公司 | 3M SOFR+7.12% | 07/15/2034 | 1,250,000 | 1,154,718 | ||||||||
| 安克雷奇資本CLO 19有限公司 | 3M SOFR+7.51% | 10/15/2034 | 1,000,000 | 776,629 | ||||||||
| 安克雷奇資本CLO 21有限公司 | 3M SOFR+7.61% | 10/20/2034 | 500,000 | 479,786 | ||||||||
| 安克雷奇資本CLO 4-R有限公司 | 3M SOFR+5.76% | 01/28/2031 | 2,000,000 | 1,867,178 | ||||||||
| 安克雷奇資本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 | ||||||||
| 戰神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有限責任公司 | 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 | ||||||||
| 大隊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 | ||||||||
| 惠益街合夥人CLO XXXII Ltd. | 3M SOFR+7.35% | 10/25/2036 | 2,400,000 | 2,373,754 | ||||||||
| 凱雷美國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 | ||||||||
| 中金公司融資2019-III有限公司。 | 3M SOFR+7.06% | 10/16/2034 | 2,750,000 | 2,753,618 | ||||||||
| 中金公司融資2019-V有限公司。 | 3M SOFR+7.04% | 01/15/2035 | 1,000,000 | 994,209 | ||||||||
| 中金公司融資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 | ||||||||
| 三葉草CLO 2021-3有限責任公司 | 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 | ||||||||
| 榆樹CLO xi有限公司 | 3M SOFR+6.26% | 10/20/2034 | 750,000 | 736,033 | ||||||||
| HPS貸款管理11-2017 Ltd. | 3M SOFR+8.11% | 05/06/2030 | 1,000,000 | 500,567 | ||||||||
| 麥迪遜公園基金有限公司。 | 3M SOFR+8.95% | 10/25/2035 | 1,250,000 | 1,280,426 | ||||||||
| 麥迪遜公園基金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 | ||||||||
| 麥迪遜公園基金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貸款顧問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 | ||||||||
| 賽艇會七期基金有限公司。 | 3M SOFR+6.66% | 06/20/2034 | 1,000,000 | 971,333 | ||||||||
| 賽艇八號基金有限公司。 | 3M SOFR + 6.36% | 10/17/2030 | 500,000 | 496,009 | ||||||||
| 賽艇十二號基金有限公司。 | 3M SOFR+6.61% | 10/15/2032 | 500,000 | 499,458 | ||||||||
| 賽艇十四號基金有限公司。 | 3M SOFR+6.21% | 10/25/2031 | 750,000 | 711,027 | ||||||||
| 賽艇會十九大基金有限公司。 | 3M SOFR+6.88% | 04/20/2035 | 750,000 | 753,918 | ||||||||
| 賽艇十六世基金有限公司。 | 3M SOFR+7.26% | 01/15/2033 | 1,400,000 | 1,387,392 | ||||||||
| 賽艇十八號基金有限公司。 | 3M SOFR+6.21% | 01/15/2034 | 2,000,000 | 1,962,226 | ||||||||
1
Xai八角形浮動利率與另類收益信託
投資明細表
2023年12月31日(未經審計)(續)
| 參考匯率& 利差 | 到期日 | 本金金額 | 價值 | |||||||||
| 抵押貸款債券債務-26.91%(A)(B)(續) | ||||||||||||
| 賽艇會第二十二屆基金有限公司。 | 3M SOFR+7.19% | 07/20/2035 | $ | 1,350,000 | $ | 1,309,402 | ||||||
| 賽艇會第二十三屆基金有限公司。 | 3M SOFR+6.96% | 01/20/2035 | 2,750,000 | 2,749,946 | ||||||||
| 賽艇會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 | ||||||||
| 交響樂團XXI有限公司。 | 3M SOFR+6.86% | 07/15/2032 | 1,000,000 | 938,536 | ||||||||
| 二十四交響樂團有限公司。 | 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 | ||||||||
| 風河2021-3 CLO有限公司 | 3M SOFR+6.86% | 07/20/2033 | 1,000,000 | 946,033 | ||||||||
| 抵押貸款債務總額(成本為89,495,071美元) | 88,803,816 | |||||||||||
| 預估收益率 | 到期日 | 本金金額 | 價值 | |||||||||
| 抵押貸款債券權益-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 | ||||||||
| 安克雷奇資本CLO 15有限公司 | 28.86% | 07/20/2034 | 1,783,000 | 1,261,472 | ||||||||
| 安克雷奇資本CLO 16有限公司 | 14.04% | 01/19/2035 | 2,500,000 | 1,321,892 | ||||||||
| 安克雷奇資本CLO 18有限公司 | 16.44% | 04/15/2034 | 850,000 | 533,205 | ||||||||
| 安克雷奇資本CLO 19有限公司 | 14.24% | 10/15/2034 | 7,000,000 | 3,956,400 | ||||||||
| 安克雷奇資本CLO 1-R有限公司 | 12.00% | 04/13/2031 | 4,150,000 | 1,477,279 | ||||||||
| 安克雷奇資本CLO 20有限公司 | 13.00% | 01/20/2035 | 1,750,000 | 974,008 | ||||||||
| 安克雷奇資本CLO 3-R有限公司 | 8.99% | 01/28/2031 | 1,400,000 | 523,138 | ||||||||
| 安克雷奇資本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 | ||||||||
| 戰神Li CLO有限公司。 | 15.11% | 07/15/2034 | 2,646,041 | 1,357,154 | ||||||||
| 戰神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 | ||||||||
| 大隊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 | ||||||||
| 凱雷美國CLO 2019-4 Ltd. | 20.09% | 04/15/2035 | 8,740,000 | 6,731,548 | ||||||||
| 凱雷美國CLO 2021-4有限公司 | 22.06% | 04/20/2034 | 1,000,000 | 747,800 | ||||||||
| 凱雷美國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資助2018-III有限公司 | 15.40% | 07/18/2031 | 3,000,000 | 1,205,256 | ||||||||
| 中金公司融資2019-III有限公司。 | 19.10% | 10/16/2034 | 750,000 | 599,700 | ||||||||
| 中金公司融資2019-V有限公司。 | 19.75% | 01/15/2035 | 2,500,000 | 1,956,482 | ||||||||
| 中金公司融資2019-V有限公司。 | 21.11% | 01/15/2035 | 1,000,000 | 782,593 | ||||||||
| CIFC資助2020-II有限公司 | 27.17% | 10/20/2034 | 1,000,000 | 824,600 | ||||||||
| CIFC資助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 | ||||||||
| 三葉草CLO 2021-3有限責任公司 | 21.43% | 01/25/2035 | 5,500,000 | 4,379,100 | ||||||||
| 德萊頓43高級貸款基金 | 14.52% | 04/20/2034 | 3,000,000 | 1,416,000 | ||||||||
| 德萊頓87 CLO有限公司 | 16.63% | 05/20/2034 | 2,000,000 | 1,301,000 | ||||||||
| 德萊頓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八角形浮動利率與另類收益信託
投資明細表
2023年12月31日(未經審計)(續)
| 預估收益率 | 到期日 | 本金金額 | 價值 | |||||||||
| 抵押貸款債券權益-54.56%(A)(C)(續) | ||||||||||||
| 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 | ||||||||
| 景順CLO 2021-1有限公司 | 18.85% | 04/15/2034 | 3,000,000 | 1,979,700 | ||||||||
| 景順CLO有限公司(D)(E) | 不適用 | 07/15/2034 | 500,000 | 120,450 | ||||||||
| 景順CLO有限公司 | 15.32% | 07/15/2034 | 5,000,000 | 2,892,000 | ||||||||
| 麥迪遜公園基金XVIII有限公司 | 13.31% | 10/21/2030 | 4,000,000 | 1,753,560 | ||||||||
| 麥迪遜公園基金XX有限公司。 | 18.41% | 07/27/2030 | 1,740,000 | 567,522 | ||||||||
| 麥迪遜公園基金XXIX有限公司。 | 13.55% | 10/18/2047 | 3,750,000 | 1,673,580 | ||||||||
| 麥迪遜公園基金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 | ||||||||
| 磁鐵礦XIX有限公司 | 26.78% | 04/17/2034 | 3,200,000 | 1,949,120 | ||||||||
| 尼亞加拉公園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 | ||||||||
| 橡樹山信貸合作伙伴X-R有限公司。 | 49.14% | 04/20/2034 | 9,091,692 | 4,077,624 | ||||||||
| OHA信貸合夥人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) | 不適用 | 04/20/2034 | 10,400,000 | 82,472 | ||||||||
| 賽艇會十九大基金有限公司。 | 22.15% | 04/20/2035 | 6,017,000 | 5,458,231 | ||||||||
| 賽艇十八號基金有限公司。 | 32.39% | 01/15/2034 | 7,175,322 | 5,303,280 | ||||||||
| 賽艇會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) | 不適用 | 04/20/2034 | 9,000,000 | 26,010 | ||||||||
| Rockland Park CLO Ltd.(D)(E) | 不適用 | 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 | ||||||||
| 湯普森公園CLO有限公司 | 24.02% | 04/15/2034 | 4,000,000 | 3,463,600 | ||||||||
| 風河2016-1 CLO Ltd.(e) | 不適用 | 12/31/2049 | 4,000,000 | 400 | ||||||||
| 抵押貸款債券股本總額(成本205,683,427美元) | 180,076,088 | |||||||||||
| 息票 | 到期日 | 本金金額 | 價值 | |||||||||
| 公司債券-6.15% | ||||||||||||
| 汽車-0.14% | ||||||||||||
| 福特汽車信貸有限責任公司，高級無擔保債券 | 6.95% | 03/06/2026 | 455,000 | 466,280 | ||||||||
| 化學品-0.33% | ||||||||||||
| Herens Holdco S.a.r.l，高級擔保債券(a) | 4.75% | 05/15/2028 | 444,000 | 361,574 | ||||||||
| 照明買方有限責任公司，高級無擔保債券(a) | 9.00% | 07/01/2028 | 750,000 | 725,906 | ||||||||
| 1,087,480 | ||||||||||||
| 建築與工程-0.21% | ||||||||||||
| 布蘭德工業服務公司，高級擔保債券(a) | 10.38% | 08/01/2030 | 652,000 | 694,597 | ||||||||
| 多元化消費服務-0.14% | ||||||||||||
| Sabre GLBL，Inc.，高級擔保債券(a) | 11.25% | 12/15/2027 | 461,000 | 451,724 | ||||||||
| 多元化的電訊服務-0.76% | ||||||||||||
| Altice Finding S.A.，高級擔保債券(a) | 5.75% | 08/15/2029 | 1,197,000 | 1,056,915 | ||||||||
| Altice France S.A.，高級擔保債券(a) | 5.50% | 10/15/2029 | 667,000 | 519,880 | ||||||||
| 聯合通信公司，高級擔保債券(a) | 5.00% | 10/01/2028 | 1,125,000 | 922,500 | ||||||||
| 2,499,295 | ||||||||||||
| 電力公用事業-0.29% | ||||||||||||
| PG&E Corp.，高級擔保債券 | 5.00% | 07/01/2028 | 1,000,000 | 973,810 | ||||||||
| 電子設備、儀器及部件-0.04% | ||||||||||||
| Coherent Corp.，高級無擔保債券(a) | 5.00% | 12/15/2029 | 146,000 | 138,817 | ||||||||
| 天然氣公用事業-0.29% | ||||||||||||
| Ferrellgas LP，高級無擔保債券(a) | 5.88% | 04/01/2029 | 1,000,000 | 947,100 | ||||||||
3
Xai八角形浮動利率與另類收益信託
投資明細表
2023年12月31日(未經審計)(續)
| 息票 | 到期日 | 本金金額 | 價值 | |||||||||
| 公司債-6.15%(續) | ||||||||||||
| 醫療保健設備和用品 -0.22% | ||||||||||||
| Medline借款人，LP，高級擔保債券(a) | 3.88% | 04/01/2029 | $ | 727,000 | $ | 657,935 | ||||||
| Medline借款人，LP，高級無擔保債券(a) | 5.25% | 10/01/2029 | 62,000 | 58,397 | ||||||||
| 716,332 | ||||||||||||
| 醫療保健提供者和服務-0.17% | ||||||||||||
| LifePoint Health，Inc.，高級擔保債券(a) | 9.88% | 08/15/2030 | 552,000 | 559,167 | ||||||||
| 醫療保健技術-0.39% | ||||||||||||
| AthenaHealth Group，Inc.，高級無擔保債券(a) | 6.50% | 02/15/2030 | 1,411,000 | 1,283,379 | ||||||||
| 酒店、餐飲和休閒-0.60% | ||||||||||||
| CEC娛樂有限責任公司，高級擔保債券(a) | 6.75% | 05/01/2026 | 470,000 | 458,673 | ||||||||
| 費爾蒂塔娛樂有限責任公司，高級無擔保債券(a) | 6.75% | 01/15/2030 | 328,000 | 288,155 | ||||||||
| 希爾頓大度假借款人託管有限責任公司，高級無擔保債券(a) | 5.00% | 06/01/2029 | 529,000 | 486,865 | ||||||||
| Science Games Holdings LP，高級無擔保債券(a) | 6.63% | 03/01/2030 | 205,000 | 193,274 | ||||||||
| 海洋世界公園和娛樂公司，高級無擔保債券(a) | 5.25% | 08/15/2029 | 600,000 | 562,500 | ||||||||
| 1,989,467 | ||||||||||||
| 工業集團-0.44% | ||||||||||||
| API Group DE，Inc.，高級無擔保債券(a) | 4.75% | 10/15/2029 | 1,034,000 | 968,403 | ||||||||
| MajorDrive Holdings IV，LLC，高級無擔保債券(a) | 6.38% | 06/01/2029 | 545,000 | 472,215 | ||||||||
| 1,440,618 | ||||||||||||
| 保險業--0.41% | ||||||||||||
| 聯合控股中級，有限責任公司，高級擔保債券(a) | 4.25% | 10/15/2027 | 750,000 | 718,695 | ||||||||
| 聯合控股中級，有限責任公司，高級擔保債券(a) | 6.75% | 04/15/2028 | 622,000 | 635,336 | ||||||||
| 1,354,031 | ||||||||||||
| 機械--0.25% | ||||||||||||
| 查特工業公司，高級擔保債券(a) | 7.50% | 01/01/2030 | 472,000 | 493,653 | ||||||||
| 查特工業公司，高級無擔保債券(a) | 9.50% | 01/01/2031 | 316,000 | 343,255 | ||||||||
| 836,908 | ||||||||||||
| 專業服務--0.59% | ||||||||||||
| Conducent Business Services LLC，高級擔保債券(a) | 6.00% | 11/01/2029 | 2,176,000 | 1,948,390 | ||||||||
| 軟件-0.30% | ||||||||||||
| McAfee Corp.，高級無擔保債券(a) | 7.38% | 02/15/2030 | 1,102,000 | 1,004,605 | ||||||||
| 交通基礎設施-0.58% | ||||||||||||
| 優步技術公司，高級無擔保債券(a) | 4.50% | 08/15/2029 | 2,000,000 | 1,911,000 | ||||||||
| 公司債券總額(成本21,033,170美元) | 20,303,000 | |||||||||||
| 參考匯率& 跨頁 | 到期日 | 本金金額 | 價值 | |||||||||
| 有擔保的第二留置權貸款-2.54%(b) | ||||||||||||
| 航空航天和國防-0.62% | ||||||||||||
| Amentum政府服務控股有限公司，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 | ||||||||||||
| 航空貨運和物流業-0.19% | ||||||||||||
| LaserShip，Inc.(ASP LS Acquisition Corp.)，初始 | 6M SOFR+7.50% | 05/07/2029 | 745,852 | 616,573 | ||||||||
| 汽車零部件-0.09% | ||||||||||||
| Safe Fleet Holdings LLC，首字母 | 1M SOFR+6.75% | 02/02/2026 | 288,433 | 280,068 | ||||||||
| 建築產品-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 | ||||||||||||
| 化學品-0.07% | ||||||||||||
| CP Iris Holdco I，Inc.，首字母 | 1M SOFR+7.00% | 10/01/2029 | 258,621 | 232,112 | ||||||||
| 商業服務和供應品-0.22% | ||||||||||||
| AVSC控股公司，初始 | 1M SOFR+7.25% | 09/01/2025 | 805,556 | 735,472 | ||||||||
| 通信設備-0.10% | ||||||||||||
| Global Tel*Link Corp.，TL | 3M SOFR+10.00% | 11/29/2026 | 347,222 | 305,556 | ||||||||
| MLN US Holdco LLC，條款B-1 | 3M SOFR + 6.70% | 10/18/2027 | 128,761 | 19,314 | ||||||||
| 324,870 |
4
Xai八角形浮動利率與另類收益信託
投資明細表
2023年12月31日(未經審計)(續)
| 參考匯率& 利差 | 到期日 | 本金金額 | 價值 | |||||||||
| 有擔保的第二留置權貸款-2.54%(b)(續) | ||||||||||||
| 建築工程-0.08% | ||||||||||||
| DG Investment Intermediate Holdings 2，Inc.，初始 | 1M SOFR+6.75% | 03/30/2029 | $ | 292,804 | $ | 263,035 | ||||||
| 多樣化的消費者服務- 0.03% | ||||||||||||
| TruGreen LP，首字母 | 3M SOFR + 8.50% | 11/02/2028 | 125,392 | 92,790 | ||||||||
| 多元化金融服務-0.07% | ||||||||||||
| Nexus Buyer LLC，初始 | 1M SOFR+6.25% | 11/05/2029 | 245,536 | 238,783 | ||||||||
| 電子設備、儀器及部件-0.02% | ||||||||||||
| Infinite Bidco LLC.，初始 | 1M SOFR+7.00% | 03/02/2029 | 69,869 | 58,690 | ||||||||
| 醫療保健提供者和服務- 0.04% | ||||||||||||
| Verscend控股公司，TL | 1M SOFR+7.00% | 04/02/2029 | 135,802 | 135,802 | ||||||||
| 保險業--0.31% | ||||||||||||
| Asurion，LLC，New B-4 | 1M SOFR+5.25% | 01/20/2029 | 1,104,603 | 1,038,669 | ||||||||
| 軟件-0.52% | ||||||||||||
| Ascend Learning，LLC，初始 | 1M SOFR + 5.75% | 12/10/2029 | 462,963 | 395,667 | ||||||||
| DCert Buyer，Inc.，第一修正案再融資 | 1M SOFR+7.00% | 02/19/2029 | 156,627 | 141,910 | ||||||||
| 鷹景科技公司，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年更換 | 1M SOFR+6.25% | 02/23/2029 | 1,000,000 | 928,210 | ||||||||
| 1,713,882 | ||||||||||||
| 有擔保的第二留置權貸款總額(成本為9,105,051美元) | 8,367,049 | |||||||||||
| 參考匯率& 跨頁 | 到期日 | 本金金額 | 價值 | |||||||||
| 優先擔保第一留置權貸款-73.69%(b) | ||||||||||||
| 航空航天和國防--1.37% | ||||||||||||
| Amentum政府服務控股有限責任公司，第三批 | 1M SOFR+4.00% | 02/15/2029 | 1,386,627 | 1,384,547 | ||||||||
| 王朝收購有限公司，初始條款B-1 | 1M SOFR+4.00% | 08/24/2028 | 337,754 | 338,426 | ||||||||
| 王朝收購有限公司，初始條款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 | ||||||||||||
| 航空貨運和物流業-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收購公司)，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，條款B-6 | 1M SOFR+2.50% | 06/22/2028 | 1,419,001 | 1,421,186 | ||||||||
| 美國聯合航空公司，B類 | 1M SOFR+3.75% | 04/21/2028 | 1,432,140 | 1,435,320 | ||||||||
| 2,856,506 | ||||||||||||
| 汽車零部件-1.38% | ||||||||||||
| 第一品牌集團有限責任公司，2022-II增量 | 600萬SOFR+5.00% | 03/30/2027 | 1,333,311 | 1,320,818 | ||||||||
| 第一品牌集團有限責任公司，再融資 | 600萬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，英文縮寫 | 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 | ||||||||||||
| 汽車-0.66% | ||||||||||||
| 美國車橋製造公司，術語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 | ||||||||
| 天納克公司，Term B | 3M SOFR+5.00% | 11/17/2028 | 1,076,970 | 947,130 | ||||||||
| 卡車英雄公司，增量 | 1M SOFR+5.00% | 01/31/2028 | 173,306 | 172,439 | ||||||||
| 2,191,475 | ||||||||||||
| 甜菜鹼- 0.06% | ||||||||||||
| Triton Water Holdings，Inc.初始 | 3M SOFR+3.25% | 03/31/2028 | 199,694 | 197,598 |
5
Xai八角形浮動利率與另類收益信託
投資明細表
2023年12月31日(未經審計)(續)
| 參考匯率& 利差 | 到期日 | 本金金額 | 價值 | |||||||||
| 高級 有抵押第一留置權貸款- 73.69%(b)(續) | ||||||||||||
| 建築產品- 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.，初始術語B | 1M SOFR+3.75% | 07/31/2028 | 1,275,976 | 1,275,261 | ||||||||
| 基石建築品牌公司，B批次 | 1M SOFR+3.25% | 04/12/2028 | 1,373,467 | 1,370,610 | ||||||||
| 基礎建材股份有限公司 | 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號修正案，再融資 | 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.，簡寫 | 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年指定再融資 | 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 | ||||||||
| 白色帽子買家，有限責任公司，首字母 | 1M SOFR+3.75% | 10/19/2027 | 215,936 | 216,297 | ||||||||
| 10,153,758 | ||||||||||||
| 資本市場-1.28% | ||||||||||||
| Citadel Securities LP，重新定價 | 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，工廠B | 1D SOFR + 4.75% | 07/18/2028 | 241,331 | 241,483 | ||||||||
| 4,222,889 | ||||||||||||
| 化學品- 3.84% | ||||||||||||
| CP Iris Holdco I，Inc.，延遲抽獎 | 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，設施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年再融資條款B | 1M SOFR+3.50% | 06/30/2027 | 1,537,964 | 1,538,733 | ||||||||
| 英力士金融有限責任公司，2027-II | 1M SOFR+3.75% | 11/08/2027 | 238,591 | 239,114 | ||||||||
| 英力士金融有限責任公司，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年再融資 | 1M SOFR+4.00% | 04/03/2028 | 275,611 | 276,386 | ||||||||
| 奧林巴斯水務美國控股公司，2022年增量 | 3M SOFR+4.50% | 11/09/2028 | 328,402 | 328,264 | ||||||||
| 奧林巴斯水務美國控股公司，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 | ||||||||
| 極地美國借款人，LLC，首字母 | 6M SOFR+4.75% | 10/15/2025 | 838,635 | 567,756 | ||||||||
| Vantage特種化學品公司，2023 | 1M SOFR+4.75% | 10/26/2026 | 1,196,632 | 1,150,262 | ||||||||
| 12,658,322 | ||||||||||||
| 商業服務和供應品-1.93% | ||||||||||||
| 聯合環球控股有限責任公司，第3號修正案 | 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定期貸款 | 1M SOFR+3.75% | 11/01/2030 | 1,382,889 | 1,385,489 | ||||||||
| 加爾達世界安全公司，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 | ||||||||
| 行動環境集團，Inc.，簡寫 | 3M SOFR+4.50% | 10/24/2030 | 614,051 | 615,586 | ||||||||
| Viad公司，初始 | 100萬LIBOR+5.00% | 07/30/2028 | 1,203,750 | 1,196,227 | ||||||||
| 6,356,663 | ||||||||||||
| 通信設備-0.28% | ||||||||||||
| Casa Systems，Inc.超優先級 | 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 | ||||||||||||
| 建築與工程--1.63% | ||||||||||||
| 品牌工業服務公司，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投資中介控股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 | ||||||||||||
| 建築材料-0.17% | ||||||||||||
| Mativ Holdings，Inc.，條款B | 1M SOFR+3.75% | 04/20/2028 | 215,457 | 213,841 | ||||||||
| 士麥那預拌混凝土有限責任公司，2023 | 1M SOFR+3.50% | 04/02/2029 | 363,597 | 364,204 | ||||||||
| 578,045 |
6
Xai八角形浮動利率與另類收益信託
投資明細表
2023年12月31日(未經審計)(續)
| 參考匯率& 利差 | 到期日 | 本金金額 | 價值 | |||||||||
優先擔保第一留置權貸款-73.69%(b)(續) | ||||||||||||
| 集裝箱和包裝-2.45% | ||||||||||||
| Clydesdale收購控股公司，條款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 | ||||||||
| 鵜鶘產品公司，首字母 | 3M SOFR+4.25% | 12/29/2028 | 481,441 | 443,730 | ||||||||
| Proampac PG借款人有限責任公司，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年再融資 | 1M SOFR+3.75% | 12/10/2026 | 972,213 | 977,687 | ||||||||
| 8,075,870 | ||||||||||||
| 分銷商-0.91% | ||||||||||||
| 美國輪胎經銷公司，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帝國控股公司，2023年延期 | 1M SOFR+4.75% | 12/11/2028 | 1,885,205 | 1,888,504 | ||||||||
| 2,991,618 | ||||||||||||
| 多元化消費服務-3.00% | ||||||||||||
| 中央母公司，2023年再融資 | 3M SOFR+4.00% | 07/06/2029 | 1,147,671 | 1,152,239 | ||||||||
| EP採購商，有限責任公司，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 | ||||||||
| 學習關懷集團美國第2號，Inc. | 3M SOFR+4.75% | 08/11/2028 | 1,699,937 | 1,707,587 | ||||||||
| LifeMiles Ltd.，簡寫 | 3M SOFR+5.25% | 08/30/2026 | 65,286 | 64,008 | ||||||||
| PUG LLC，條款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年再融資B-1 | 3M LIBOR+5.00% | 04/16/2026 | 952,832 | 900,064 | ||||||||
| The Knot Worldwide，Inc.第4號修正案 | 1M SOFR+4.50% | 01/31/2028 | 1,095,792 | 1,090,313 | ||||||||
| TruGreen LP，第二次再融資 | 1M SOFR+4.00% | 11/02/2027 | 178,236 | 171,820 | ||||||||
| 9,893,516 | ||||||||||||
| 多元化金融服務--3.56% | ||||||||||||
| Aretec Group，Inc.增量條款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年額外條款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檔 | 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合併子有限責任公司，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號修正案 | 1M SOFR+4.50% | 12/13/2028 | 2,610,414 | 2,585,954 | ||||||||
| VeriFone系統公司，TL | 3M SOFR+4.00% | 08/20/2025 | 335,583 | 323,885 | ||||||||
| 11,744,858 | ||||||||||||
| 多元化的電訊服務-5.34% | ||||||||||||
| Altice Finding S.A.，條款B | 3M SOFR+5.00% | 10/31/2027 | 1,408,637 | 1,398,959 | ||||||||
| Altice France S.A.，期限B-14再融資 | 3M SOFR+5.50% | 08/15/2028 | 2,737,095 | 2,450,849 | ||||||||
| Cogeco融資2 LP，期限B | 1M SOFR+3.25% | 09/18/2030 | 1,450,581 | 1,426,110 | ||||||||
| 聯合通信公司，術語B-1 | 1M SOFR+3.50% | 10/02/2027 | 700,484 | 649,376 | ||||||||
| DirecTV融資有限責任公司，成交日期 | 1M SOFR+5.00% | 08/02/2027 | 1,964,468 | 1,962,268 | ||||||||
| LCPR貸款融資有限責任公司，2021年額外 | 1M SOFR+3.75% | 10/16/2028 | 583,258 | 583,987 | ||||||||
| 索倫森通信，有限責任公司，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，設施Y | 6M SOFR+3.25% | 03/31/2031 | 2,109,170 | 2,098,033 | ||||||||
| WideOpenWest Finance LLC，條款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.，再融資 | 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八角形浮動利率與另類收益信託
投資明細表
2023年12月31日(未經審計)(續)
| 參考匯率& 利差 | 到期日 | 本金金額 | 價值 | |||||||||
| 優先擔保第一留置權貸款-73.69%(b)(續) | ||||||||||||
| 電力公用事業-0.36% | ||||||||||||
| Talen Energy Supply，LLC，初始條款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 | ||||||||||||
| 電氣設備- 0.26% | ||||||||||||
| 能源收購股份有限公司，初始 | 3M SOFR+4.25% | 06/26/2025 | 701,839 | 691,971 | ||||||||
| 能源收購公司，Inc.，B檔，7.50%(f) | 不適用 | 06/26/2025 | 181,882 | 172,788 | ||||||||
| 864,759 | ||||||||||||
| 電子設備、儀器及零部件- 0.59% | ||||||||||||
| 無限Bidco LLC，TL | 1M SOFR+3.75% | 03/02/2028 | 1,225,233 | 1,189,493 | ||||||||
| Mavenir系統公司，英文縮寫 | 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 | ||||||||||||
| 能源設備和服務- 0.06% | ||||||||||||
| Lealand Finance Co.B.V.，全定期融資 | 1M SOFR+3.00% | 06/28/2024 | 8,469 | 5,674 | ||||||||
| Lealand Finance Co.B.V.，收回定期融資 | 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 | ||||||||||||
| 食品和史泰博零售業-0.25% | ||||||||||||
| 上行集團，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 | ||||||||||||
| 醫療保健設備和用品-1.86% | ||||||||||||
| 博士倫公司，首字母 | 3M SOFR+3.25% | 05/10/2027 | 2,168,787 | 2,140,332 | ||||||||
| 博士倫公司 | 1M SOFR+4.00% | 09/29/2028 | 1,389,375 | 1,384,165 | ||||||||
| Curium Bidco S.a.r.l，附加期限貸款 | 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.，條款B-1 | 1M SOFR+5.50% | 02/08/2028 | 438,922 | 428,498 | ||||||||
| 6,129,243 | ||||||||||||
| 醫療保健提供者和服務-3.13% | ||||||||||||
| 加速健康系統，有限責任公司，初始階段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 | ||||||||
| 杜鵑花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.，初始條款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 | ||||||||
| 庫裏亞全球公司，2021 | 1M SOFR+3.75% | 08/30/2026 | 61,438 | 54,795 | ||||||||
| Eyecare Partners，LLC，第1號修正案 | 1M SOFR+3.75% | 11/15/2028 | 952,986 | 456,071 | ||||||||
| 全球醫療響應，Inc.，2017-2增量 | 3M SOFR+4.25% | 03/14/2025 | 514,722 | 400,840 | ||||||||
| 全球醫療響應公司，2020年再融資 | 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 | ||||||||
| 中西部獸醫合作伙伴有限責任公司，初始 | 1M SOFR+4.00% | 04/27/2028 | 1,405,786 | 1,392,614 | ||||||||
| 路徑獸醫聯盟有限責任公司，2021年更換 | 1M SOFR+3.75% | 03/31/2027 | 294,256 | 258,578 | ||||||||
| 夏普服務有限責任公司，初始 | 3M SOFR+4.00% | 12/31/2028 | 344,764 | 345,195 | ||||||||
| 夏普服務有限責任公司，B部分 | 1M SOFR+4.50% | 12/31/2028 | 194,330 | 194,088 | ||||||||
| 南方獸醫合作伙伴有限責任公司，初始 | 1M SOFR+4.00% | 10/05/2027 | 803,252 | 799,838 | ||||||||
| 頂峯行為保健有限責任公司，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 | ||||||||||||
| 醫療保健技術-2.40% | ||||||||||||
| AthenaHealth Group，Inc.，簡寫 | 1M SOFR+3.25% | 02/15/2029 | 3,369,855 | 3,351,321 | ||||||||
| Gainwell Acquisition Corp.，條款B | 3M SOFR+4.00% | 10/01/2027 | 2,487,179 | 2,412,564 | ||||||||
| R1 RCM Holdco，Inc.，修正案第2號條款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.，簡寫 | 1M SOFR+4.00% | 10/22/2026 | 798,264 | 800,259 | ||||||||
| 7,925,660 | ||||||||||||
8
Xai八角形浮動利率與另類收益信託
投資明細表
2023年12月31日(未經審計)(續)
| 參考匯率& 利差 | 到期日 | 本金金額 | 價值 | |||||||||
| 優先擔保第一留置權貸款-73.69%(b)(續) | ||||||||||||
| 酒店、餐飲和休閒--2.92% | ||||||||||||
| 19號控股高爾夫有限責任公司，首字母 | 1M SOFR+3.25% | 02/07/2029 | $ | 2,172,494 | $ | 2,150,769 | ||||||
| Aimbridge收購公司，Inc. | 1M SOFR+4.75% | 02/02/2026 | 244,323 | 226,304 | ||||||||
| Alterra Mountain Co.，條款B-3 | 1M SOFR+3.75% | 05/31/2030 | 233,845 | 235,014 | ||||||||
| Arcis Golf，LLC，第2號修正案 | 1M SOFR+3.75% | 11/24/2028 | 568,475 | 569,425 | ||||||||
| BCPE Grill Parent，Inc.，簡寫 | 1M SOFR+4.75% | 09/30/2030 | 1,040,469 | 1,017,922 | ||||||||
| 嘉年華公司，2021年遞增條款B預付款 | 1M SOFR+3.25% | 10/18/2028 | 493,703 | 493,910 | ||||||||
| Dave&Buster‘s，Inc.，2023年再融資條款B | 1M SOFR+3.75% | 06/29/2029 | 580,165 | 581,099 | ||||||||
| Entain PLC，設施B2 | 3M SOFR+3.50% | 10/31/2029 | 659,417 | 660,103 | ||||||||
| Kingpin Intermediate Holdings LLC，第8號修正案 | 1M SOFR+3.50% | 02/08/2028 | 604,552 | 603,796 | ||||||||
| 安大略省遊戲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 | ||||||||
| 塔卡拉投資公司，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 | ||||||||
| 旅遊+休閒公司，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 | ||||||||
| 擋泥板樂器公司，首字母 | 1M SOFR+4.00% | 12/01/2028 | 199,354 | 194,869 | ||||||||
| Homeserve USA Holding Corp.，初始條款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 | ||||||||
| 牀墊公司，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 | ||||||||
| 韋伯-斯蒂芬產品有限責任公司，2022年增量 | 1M SOFR+4.25% | 10/30/2027 | 134,978 | 117,516 | ||||||||
| 韋伯-斯蒂芬產品有限責任公司，初始條款B | 1M SOFR+3.25% | 10/30/2027 | 487,714 | 424,833 | ||||||||
| 7,514,413 | ||||||||||||
| 家居用品-0.33% | ||||||||||||
| 美國問候公司，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 | ||||||||||||
| 獨立電力/可再生電力生產商-0.32% | ||||||||||||
| Generation Bridge Northeast LLC，條款B | 1M SOFR+4.25% | 08/22/2029 | 763,567 | 765,797 | ||||||||
| INNIO北美控股公司，設施B | 1M SOFR+4.25% | 11/02/2028 | 301,801 | 300,669 | ||||||||
| 1,066,466 | ||||||||||||
| 工業集團-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 | ||||||||||||
| 保險--3.25% | ||||||||||||
| Acrisure LLC，B-5 2023年再融資 | 3M SOFR+4.50% | 11/06/2030 | 683,196 | 683,763 | ||||||||
| Acrisure，LLC，B-2 2021-1附加 | 100萬LIBOR+3.75% | 02/15/2027 | 674,475 | 673,126 | ||||||||
| Acrisure，LLC，B-3 2021-2附加 | 100萬LIBOR+4.25% | 02/15/2027 | 290,490 | 290,853 | ||||||||
| 聯合控股中間體，有限責任公司，條款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.，遞增條款B-3 | 1M SOFR+3.75% | 01/27/2029 | 1,666,959 | 1,669,559 | ||||||||
| Hub國際有限公司，2022年增量 | 3M SOFR+4.00% | 11/10/2029 | 278,832 | 279,716 | ||||||||
| Hub International Ltd.，2023年再融資 | 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借款人有限責任公司，2021年再融資 | 1M SOFR+4.25% | 11/16/2027 | 2,253,632 | 2,249,418 | ||||||||
| 10,721,598 | ||||||||||||
| 互聯網和目錄零售- 0.27% | ||||||||||||
| Shutterly Finance，LLC，交換條款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八角形浮動利率與另類收益信託
投資明細表
2023年12月31日(未經審計)(續)
| 參考匯率& 利差 | 到期日 | 本金金額 | 價值 | |||||||||
| 優先擔保第一留置權貸款-73.69%(b)(續) | ||||||||||||
| IT服務-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 | 600萬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 | ||||||||||||
| 生命科學工具與服務--0.30% | ||||||||||||
| Catalent Pharma Solutions，Inc.，條款B-4 | 1M SOFR+3.00% | 02/22/2028 | 980,826 | 980,826 | ||||||||
| 機械-1.02% | ||||||||||||
| Chart Industries，Inc.，第5號修正案 | 1M SOFR+3.25% | 03/15/2030 | 639,250 | 639,780 | ||||||||
| 元素材料技術集團美國控股公司，延遲提取條款B融資 | 3M SOFR+4.25% | 07/06/2029 | 319,566 | 315,971 | ||||||||
| 元素材料科技集團美國控股公司，初始條款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 | ||||||||||||
| 媒體-2.20% | ||||||||||||
| AppLovin Corp.，第9號修正案，初始 | 1M SOFR+3.10% | 08/19/2030 | 1,443,078 | 1,443,078 | ||||||||
| 阿拉貢母公司，2023年更換 | 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 | ||||||||
| 創意藝人經紀公司，有限責任公司，2023年再融資 | 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，條款B-4 | 1M SOFR+3.00% | 03/03/2030 | 870,651 | 867,386 | ||||||||
| 聯合人才經紀公司，B學期 | 1M SOFR+4.00% | 07/07/2028 | 999,756 | 1,000,226 | ||||||||
| 7,278,620 | ||||||||||||
| 金屬和礦業--0.16% | ||||||||||||
| 阿森納AIC母公司，B期 | 3M SOFR+4.50% | 08/18/2030 | 536,567 | 538,075 | ||||||||
| 石油、天然氣和消耗性燃料-2.74% | ||||||||||||
| Bangl，LLC，首字母 | 1M SOFR+4.50% | 02/01/2029 | 1,930,645 | 1,931,244 | ||||||||
| BCP文藝復興母公司有限責任公司，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-特拉華II，LLC，首字母 | 1M SOFR+3.75% | 02/11/2030 | 1,392,809 | 1,394,355 | ||||||||
| CQP Holdco LP，再融資 | 1M SOFR+3.00% | 12/31/2030 | 55,698 | 55,767 | ||||||||
| 新堡壘能源公司，首字母 | 3M SOFR+5.00% | 10/30/2028 | 1,306,440 | 1,283,578 | ||||||||
| Oryx中游服務二疊紀盆地有限責任公司，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 | ||||||||
| 二疊紀生產合作夥伴有限責任公司，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 | ||||||||||||
| 個人用品-0.22% | ||||||||||||
| KDC美國控股公司，TL | 1M SOFR+5.00% | 08/15/2028 | 721,427 | 713,131 | ||||||||
| 製藥類股-1.19% | ||||||||||||
| Alvogen Pharma US，Inc.，新擴展 | 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.，初始條款B | 1M SOFR+3.75% | 07/01/2030 | 243,481 | 243,074 | ||||||||
| 3,919,769 | ||||||||||||
| 專業服務--2.56% | ||||||||||||
| AQ Carver Buyer，Inc.，2023年再融資 | 1M SOFR+5.50% | 08/02/2029 | 1,247,793 | 1,250,912 | ||||||||
| Conducent Business Services，LLC，初始條款B | 1M SOFR+4.25% | 10/16/2028 | 304,868 | 297,627 | ||||||||
| 艾斯納諮詢集團有限責任公司，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.，姓名縮寫 | 1M SOFR+3.50% | 11/20/2028 | 559,214 | 555,954 | ||||||||
| Vaco Holdings，LLC，初始 | 600萬SOFR+5.00% | 01/21/2029 | 1,275,195 | 1,254,473 | ||||||||
| 8,461,352 | ||||||||||||
10
Xai八角形浮動利率與另類收益信託
投資明細表
2023年12月31日(未經審計)(續)
| 參考匯率& 利差 | 到期日 | 本金金額 | 價值 | |||||||||
| 優先擔保第一留置權貸款-73.69%(b)(續) | ||||||||||||
| 房地產投資信託基金(REITs)-0.14% | ||||||||||||
| 喜達屋房地產抵押有限責任公司，初始 | 1M SOFR+3.25% | 11/18/2027 | $ | 473,358 | $ | 471,781 | ||||||
| 房地產管理與開發-0.58% | ||||||||||||
| Cushman & Wakefield US Borrower LLC，2023年再融資 | 1M SOFR+4.00% | 01/31/2030 | 399,131 | 398,133 | ||||||||
| Forest City Enterprises，L.P.，更換 | 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 | ||||||||||||
| 公路和鐵路-0.51% | ||||||||||||
| 線索Opco LLC，條款B | 1M SOFR+4.50% | 12/19/2030 | 1,795,281 | 1,698,031 | ||||||||
| 軟件-5.99% | ||||||||||||
| 頂峯集團金庫有限責任公司，2022年增量 | 3M SOFR+5.00% | 07/27/2028 | 75,263 | 74,981 | ||||||||
| 頂點集團金庫有限責任公司，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收購公司，條款B | 3M SOFR+5.25% | 10/25/2028 | 201,340 | 129,194 | ||||||||
| 紅衣主教母公司，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 | ||||||||
| 鷹景科技公司，TL | 3M SOFR+3.50% | 08/14/2025 | 781,724 | 760,875 | ||||||||
| Fiserv投資解決方案公司，初始 | 3M SOFR+4.00% | 02/18/2027 | 431,908 | 409,367 | ||||||||
| Flexera Software，LLC，條款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 | ||||||||
| 洋紅買家有限責任公司，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，工廠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.，簡寫 | 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 | ||||||||||||
| 專業零售- 0.73% | ||||||||||||
| 特許經營集團，Inc.，首字母 | 3M SOFR+4.75% | 03/10/2026 | 1,116,957 | 886,864 | ||||||||
| 特許經營集團，公司，第三修正案 | 3M SOFR+4.75% | 03/10/2026 | 343,769 | 272,866 | ||||||||
| Great Outdoor Group，LLC，B-2期貸款 | 1M SOFR+3.75% | 03/06/2028 | 987,209 | 986,222 | ||||||||
| Jo-Ann Stores，LLC，B-1期貸款 | 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 | ||||||||||||
| 紡織品、服裝和奢侈品-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紡織品公司，先出 | 3M SOFR+8.65% | 09/30/2027 | 244,459 | 242,014 | ||||||||
| Elevate紡織品，Inc.，最後出局 | 3M SOFR+1.00% | 09/30/2027 | 547,537 | 424,341 | ||||||||
| 4,907,011 | ||||||||||||
| 無線電信服務-0.45% | ||||||||||||
| LSF9 Atlantis Holding，LLC，TL | 3M SOFR+7.25% | 03/31/2029 | 1,511,168 | 1,471,500 | ||||||||
| 優先擔保的第一留置權貸款總額 (成本247,514,095美元) | 243,198,497 | |||||||||||
| 股票 | 價值 | |||||||||||
| 普通股-0.09%(g) | ||||||||||||
| Carestream Health，Inc. | 873 | 262 | ||||||||||
| CEC Brands，LLC | 10,454 | 188,172 | ||||||||||
| Elevate紡織品公司 | 20,088 | 72,819 | ||||||||||
| 海軍陸戰隊一號控股有限公司 | 6,326 | 28,467 | ||||||||||
| 新康斯特利斯控股公司 | 6,795 | 1,953 | ||||||||||
11
Xai八角形浮動利率與另類收益信託
投資明細表
2023年12月31日(未經審計)(續)
| 股票 | 價值 | |||||||||||
| 普通股 -0.09%(g)(續) | ||||||||||||
| 二疊紀生產夥伴 | 18,995 | $ | 12,347 | |||||||||
| 普通股總額(165550美元) | 304,020 | |||||||||||
| 認購價 | 到期日 | 股票 | 價值 | |||||||||
| 權益--0.00% | ||||||||||||
| 卡薩系統公司(D)(G) | $ | 0.01 | 不適用 | 39,966 | – | |||||||
| 總權利(成本$-) | – | |||||||||||
| 股票 | 價值 | |||||||||||
| 貨幣市場共同基金-1.78% | ||||||||||||
| 景順短期投資信託國債投資組合，機構類，5.26%(7日收益率) | 5,859,148 | 5,859,148 | ||||||||||
| 貨幣市場共同基金總額(5,859,148美元) | 5,859,148 | |||||||||||
| 總投資-165.72% (成本為578,855,512美元) | 546,911,618 | |||||||||||
| 資產以外的其他負債-(1.02%) | (3,369,756 | ) | ||||||||||
| 優先股(扣除2,393,134美元遞延融資成本)-(15.91)% | (52,506,866 | ) | ||||||||||
| 槓桿工具(扣除42,218美元遞延槓桿成本)-(48.79)% | (161,007,782 | ) | ||||||||||
| 淨資產-100.00% | $ | 330,027,214 |
截至2023年12月31日持有的所有證券都被質押為信託公司的信貸安排的抵押品。
*自2024年2月1日起，信託名稱由Xai八角形浮動利率及另類收益定期信託更名。
| (a) | 全部或部分證券不受1933年《證券法》的登記。這些證券可以在根據規則144A豁免登記的交易中轉售，通常出售給合格的機構買家。截至2023年12月31日，這些證券的總價值為287,742,814美元，佔淨資產的87.19%。 |
| (b) | 可變利率投資。利率會定期重置。顯示的利率反映了2023年12月31日的有效利率。對於基於公佈的參考利率和利差的證券，參考利率和利差在上面的描述中標明。槓桿貸款和CLO債務 證券通常在其貸款協議和組織文件中嵌入參考利率下限(“利率下限”)。槓桿作用 貸款的利率下限通常為0%或更高，而CLO債務證券通常將利率下限設置為0%。費率下限用於建立 借款人在固定利差前應支付的最低基本利率。某些可變利率證券不是基於已公佈的參考資料 利率和利差，但由發行人或代理商決定，並基於當前的市場狀況。這些證券並不表明 以上描述中的參考利率和價差。 |
| (c) | CLO附屬票據、收益票據、Y票據和M票據被視為CLO權益頭寸。CLO股權頭寸有權獲得經常性分配，一般等於標的證券支付的剩餘現金流減去支付給債務持有人的合同款項和基金費用。有效收益率是根據這些經常性分配的金額和時間以及估計的最終本金付款金額來估計的。CLO股權頭寸的有效收益率通常每季度更新一次，或在附加購買、再融資或重置等交易中更新。估計的收益率和投資成本最終可能無法實現。估計收益率顯示的是截至2023年12月31日。 |
| (d) | 由於使用重大不可觀察的投入來確定公允價值，這些投資已被歸類為3級資產。 |
| (e) | 何時簽發或延遲交付的保證金。截至2023年12月31日，這一頭寸的全部或部分尚未結清。所示利率代表適用參考利率下限的聲明利差；信託在結算日之前不會計息，屆時將確定參考利率下限。截至2023年12月31日，在發行時或交付延遲的基礎上購買的證券的總成本為324,462美元。 |
| (f) | 投資有固定利率票面利率，顯示為截至2023年12月31日。 |
| (g) | 非創收證券。 |
12
Xai八角形浮動利率與另類收益信託
投資明細表
2023年12月31日(未經審計)(續)
|
投資縮寫： B.V.-Besloten Vennootschap(荷蘭： 私人有限公司) Libor-倫敦銀行間同業拆借利率 有限責任公司-有限責任公司 有限合夥-有限合夥 PLC -公共有限公司 S.a.r.l - Societe Anonyme a Responsabilite 有限責任公司（法語：Limited Liability Company） SE - Societas Europea（拉丁語：歐洲公司） SOFR擔保隔夜融資利率
參考利率： 截至2023年12月31日，1D SOFR為5.38% 截至2023年12月31日，1 M SOFR為5.34% 截至2023年12月31日，3 M SOFR為5.36% 截至2023年12月31日的6個月SOFR為5.35% 截至2023年12月31日，1 M LIBOR為5.47% 截至2023年12月31日，3 M LIBOR為5.59% |
13