# EDGAR Filing Document

**Accession Number:** 0000810766
**File Stem:** 0001752724-23-027460
**Filing Date:** 2023-2
**Character Count:** 128223
**Document Hash:** f8ca7708db8bdfd0f68d6cddee9fd8fa
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-027460.hdr.sgml**: 20230217

**ACCESSION NUMBER**: 0001752724-23-027460

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230217

**DATE AS OF CHANGE**: 20230217

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** CREDIT SUISSE ASSET MANAGEMENT INCOME FUND INC
- **CENTRAL INDEX KEY:** 0000810766
- **IRS NUMBER:** 232451535
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05012
- **FILM NUMBER:** 23640804

**BUSINESS ADDRESS:**
- **STREET 1:** ELEVEN MADISON AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10010
- **BUSINESS PHONE:** 212-325-2000

**MAIL ADDRESS:**
- **STREET 1:** ELEVEN MADISON AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10010

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** CSAM INCOME FUND
- **DATE OF NAME CHANGE:** 19990830

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BEA INCOME FUND INC
- **DATE OF NAME CHANGE:** 19950828

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** CS FIRST BOSTON INCOME FUND INC
- **DATE OF NAME CHANGE:** 19950420

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** CREDIT SUISSE ASSET MANAGEMENT INCOME FUND INC

- **b. Investment Company Act file number:** 811-05012

- **c. CIK number of Registrant:** 0000810766

- **d. LEI of Registrant:** 549300O5MFEP1XJ40B46

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** ELEVEN MADISON AVENUE

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10010

  - **Telephone number:** 212-325-2000

**Item A.2. Information about the Series.**

- **a. Name of Series:** CREDIT SUISSE ASSET MANAGEMENT INCOME FUND INC

- **c. LEI of Series:** 549300O5MFEP1XJ40B46

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $215347779.00

**Total Liabilities:** $71423902.39

**Net Assets:** $143923876.61

**Delayed Delivery Securities:** $3217998.56

**Cash Not Reported:** $159082.44

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** -7.24000000 | **1-Year:** -338.78000000 | **5-Year:** -1494.77000000 | **10-Year:** -238.30000000 | **30-Year:** 0.00000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** -506.36000000 | **1-Year:** -13430.74000000 | **5-Year:** -47625.20000000 | **10-Year:** -12243.59000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -4.43%               | 12.47%               | -9.22%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-744876.55              | $2147590.11                                |
| Month 2  | $-350707.33              | $2344021.89                                |
| Month 3  | $-451147.64              | $-337790.85                                |

### Schedule of Portfolio Investments

| Name                                           | Title                                                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| HERENS HOLDCO SARL                             | Herens Holdco Sarl                                                            | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |    600000 | PA      | $449223.00    | 0.31%             | 2028-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTELLIGENT PACKAGING                          | Intelligent Packaging Ltd Finco Inc / Intelligent Packaging Ltd Co-Issuer LLC | CUSIP: 45827MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    400000 | PA      | $323351.87    | 0.22%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC       | Amentum Government Services Holdings LLC 2020 2nd Lien Term Loan              | CUSIP: 02351UAB0<br>LEI: 5493008CT6B5L54YSE94 | Long             | LON              | CORP              | US        |   1050000 | PA      | $968625.00    | 0.67%             | 2028-01-31      | Floating      | 13.90%                | No            |                  2 | On Loan: No      |
| LTR GROUP HOLDINGS LLC                         | LTR GROUP HOLDINGS LLC                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       800 | NS      | $1185.18      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ARMOR HOLDCO INC                               | Armor Holdco Inc                                                              | CUSIP: 04625PAA9<br>LEI: 254900X6HLK0YPTHHF09 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1278965.83   | 0.89%             | 2029-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                        | Asbury Automotive Group Inc                                                   | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35266.60     | 0.02%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MP Clo III, LTD                                | MP CLO III LTD                                                                | CUSIP: 553205AJ4<br>LEI: 549300FWSFBNCWDD1P18 | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $338041.96    | 0.23%             | 2030-10-20      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| JASON INC                                      | JASON INC                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18270 | NS      | $182702.50    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                        | Standard Industries Inc/NJ                                                    | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    700000 | PA      | $571906.70    | 0.40%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                   | US Foods Inc                                                                  | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    800000 | PA      | $705511.56    | 0.49%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| CIENA CORP                                     | Ciena Corp                                                                    | CUSIP: 171779AL5<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1057662.00   | 0.73%             | 2030-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PIKE CORP                                      | Pike Corp                                                                     | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |    800000 | PA      | $700696.00    | 0.49%             | 2028-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CANPACK SA/CANPACK US                          | Canpack SA / Canpack US LLC                                                   | CUSIP: 13806CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    250000 | PA      | $197305.25    | 0.14%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| USI, INC.                                      | USI, Inc. 2022 Incremental Term Loan                                          | CUSIP: 90351NAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    218283 | PA      | $216646.00    | 0.15%             | 2029-11-22      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| LaserShip, Inc.                                | LaserShip, Inc. 2021 Term Loan                                                | CUSIP: 51809EAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    200000 | PA      | $144916.00    | 0.10%             | 2028-05-07      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| Hornblower Sub, LLC                            | Hornblower Sub, LLC 2022 Incremental Term Loan                                | CUSIP: 44055EAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    200000 | PA      | $201833.00    | 0.14%             | 2025-10-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                        | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                  | CUSIP: 87470LAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $505287.50    | 0.35%             | 2025-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LTI Holdings, Inc.                             | LTI Holdings, Inc. 2018 Add On 1st Lien Term Loan                             | CUSIP: 50217UAS6<br>LEI: 5493003GUY3WBOTOAP97 | Long             | LON              | CORP              | US        |    435227 | PA      | $417681.12    | 0.29%             | 2025-09-06      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Redstone Holdco 2 LP                           | Redstone Holdco 2 LP 2021 Term Loan                                           | CUSIP: 75774EAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    697481 | PA      | $486241.97    | 0.34%             | 2028-04-27      | Floating      | 9.11%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                       | PURCHASED EUR / SOLD USD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |         1 | NC      | $8451.98      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Quest Software US Holdings Inc.                | Quest Software US Holdings Inc. 2022 Term Loan                                | CUSIP: 74834YAN2<br>LEI: 549300LMV4JEXTGLE324 | Long             | LON              | CORP              | US        |    998750 | PA      | $774970.08    | 0.54%             | 2029-02-01      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                 | OPEN TEXT CORP                                                                | CUSIP: 68371YAN3<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |   1051958 | PA      | $1029998.03   | 0.72%             | 2029-11-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Zep Inc.                                       | Zep Inc. 2017 1st Lien Term Loan                                              | CUSIP: 98944EAN2<br>LEI: NU75S1Y8UH3706J5CS61 | Long             | LON              | CORP              | US        |    544195 | PA      | $474537.90    | 0.33%             | 2024-08-12      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                  | TopBuild Corp                                                                 | CUSIP: 89055FAB9<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    350000 | PA      | $287421.70    | 0.20%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| STONEX GROUP INC                               | StoneX Group Inc                                                              | CUSIP: 46116VAE5<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |   1301000 | PA      | $1316286.75   | 0.91%             | 2025-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                | Oaktree CLO 2019-4 Ltd                                                        | CUSIP: 67400JAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $904711.70    | 0.63%             | 2032-10-20      | Floating      | 11.47%                | No            |                  2 | On Loan: No      |
| ZI TECH LLC/ZI FIN CORP                        | ZoomInfo Technologies LLC/ZoomInfo Finance Corp                               | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $504994.45    | 0.35%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VIBRANTZ TECH INC                              | Vibrantz Technologies Inc                                                     | CUSIP: 69357VAA3<br>LEI: 549300GYZ1T3S8OPH343 | Long             | DBT              | CORP              | US        |   2215000 | PA      | $1671509.70   | 1.16%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| EAGLE INT GLO/EAGLE US                         | Eagle Intermediate Global Holding BV/Eagle US Finance LLC                     | CUSIP: 26963PAC8<br>LEI: 724500WF1YQYV70ML757 | Long             | DBT              | CORP              | NL        |     51000 | PA      | $31734.55     | 0.02%             | 2025-05-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| Deutsche Bank AG                               | PURCHASED USD / SOLD GBP                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-368.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                          | Bausch Health Cos Inc                                                         | CUSIP: 91911XAV6<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $350789.40    | 0.24%             | 2026-04-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                   | State Street Institutional US Government Money Market Fund                    | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |   4106999 | NS      | $4106998.95   | 2.85%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNCOKE ENERGY INC                             | SunCoke Energy Inc                                                            | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |   1129000 | PA      | $970587.19    | 0.67%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TVC Albany, Inc.                               | TVC Albany, Inc. 2018 2nd Lien Term Loan                                      | CUSIP: 33941LAE6<br>LEI: 213800NZ3NYANI524X07 | Long             | LON              | CORP              | US        |    875000 | PA      | $798437.50    | 0.55%             | 2026-07-23      | Floating      | 11.88%                | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                       | Olympus Water US Holding Corp                                                 | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    350000 | PA      | $266071.34    | 0.18%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| EG GLOBAL FINANCE PLC                          | eG Global Finance PLC                                                         | CUSIP: 28228PAB7<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    950000 | PA      | $886543.11    | 0.62%             | 2025-10-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                      | Anchorage Capital CLO 25 Ltd                                                  | CUSIP: 03329XAA3<br>LEI: 5493004RXURZCE1LR038 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $869744.70    | 0.60%             | 2035-04-20      | Floating      | 11.13%                | No            |                  2 | On Loan: No      |
| GTT Communications Inc                         | GTT Communications Inc                                                        | CUSIP: 362393AA8<br>LEI: 549300ETSL7K1ZX05H30 | Long             | DBT              | CORP              | US        |   2651000 | PA      | $61020.72     | 0.04%             | 2024-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                              | Battalion Clo XV Ltd                                                          | CUSIP: 07131CAA8<br>LEI: 549300CJP8HGT746II19 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $865626.40    | 0.60%             | 2033-01-17      | Floating      | 10.43%                | No            |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                       | Trident TPI Holdings Inc                                                      | CUSIP: 89616RAB5<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $957606.97    | 0.67%             | 2024-08-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Traverse Midstream Partners LLC                | Traverse Midstream Partners LLC 2017 Term Loan                                | CUSIP: 89435TAB0<br>LEI: 549300DHTM8B2X5QMJ22 | Long             | LON              | CORP              | US        |   1026337 | PA      | $1025695.77   | 0.71%             | 2024-09-27      | Variable      | 8.80%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                         | Acrisure LLC / Acrisure Finance Inc                                           | CUSIP: 00489LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $974191.29    | 0.68%             | 2026-08-01      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE                           | Wolverine World Wide Inc                                                      | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |    130000 | PA      | $98673.90     | 0.07%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                       | Northern Oil and Gas Inc                                                      | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1341711.00   | 0.93%             | 2028-03-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| AqGen Ascensus, Inc.                           | AqGen Ascensus, Inc. 2021 2nd Lien Term Loan                                  | CUSIP: 03836BAE9<br>LEI: 549300K5MHNFPEU2RK82 | Long             | LON              | CORP              | US        |   1500000 | PA      | $1317495.00   | 0.92%             | 2029-08-02      | Floating      | 11.31%                | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                               | Allied Universal Holdco LLC / Allied Universal Finance Corp                   | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1300000 | PA      | $945177.52    | 0.66%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                               | PURCHASED USD / SOLD GBP                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-42640.53    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                       | Virgin Media Secured Finance PLC                                              | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $537151.58    | 0.37%             | 2027-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NFP CORP                                       | NFP Corp                                                                      | CUSIP: 65342RAE0<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |    625000 | PA      | $532872.34    | 0.37%             | 2028-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE/GLOBAL                        | Global Net Lease Inc / Global Net Lease Operating Partnership LP              | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |   1271000 | PA      | $1058561.81   | 0.74%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                        | United Rentals North America Inc                                              | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $995675.00    | 0.69%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                               | CSC Holdings LLC                                                              | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42051.32     | 0.03%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC                               | APi Group DE Inc                                                              | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |    400000 | PA      | $348790.23    | 0.24%             | 2029-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                        | Asbury Automotive Group Inc                                                   | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164800.00    | 0.11%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                   | State Street Navigator Securities Lending Government Money Market Portfolio   | CUSIP: 857492706<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |   6887515 | NS      | $6887515.00   | 4.79%             |  |  |  | No            |                  2 | On Loan: No      |
| GRAFTECH FINANCE INC                           | GrafTech Finance Inc                                                          | CUSIP: 384311AA4<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |   1698000 | PA      | $1396932.07   | 0.97%             | 2028-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WOOF Holdings, Inc                             | WOOF Holdings, Inc 2nd Lien Term Loan                                         | CUSIP: 98082EAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $907915.00    | 0.63%             | 2028-12-21      | Floating      | 11.60%                | No            |                  2 | On Loan: No      |
| William Morris Endeavor Entertainment, LLC     | William Morris Endeavor Entertainment, LLC 2018 1st Lien Term Loan            | CUSIP: 96925HAF9<br>LEI: 5493008R7J9HEQ30DZ33 | Long             | LON              | CORP              | US        |   1305742 | PA      | $1280932.63   | 0.89%             | 2025-05-18      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| Electrical Components International, Inc.      | Electrical Components International, Inc. 2021 Term Loan B                    | CUSIP: 29279EAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1028737 | PA      | $928434.98    | 0.65%             | 2025-06-26      | Floating      | 12.23%                | No            |                  3 | On Loan: No      |
| OPEN TEXT CORP                                 | Open Text Corp                                                                | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    635000 | PA      | $511627.50    | 0.36%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                  | TransDigm Inc                                                                 | CUSIP: 893647BH9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495480.55    | 0.34%             | 2027-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                       | Rockies Express Pipeline LLC                                                  | CUSIP: 77340RAT4<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    610000 | PA      | $537861.71    | 0.37%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TRINSEO OP / TRINSEO FIN                       | Trinseo Materials Operating SCA / Trinseo Materials Finance Inc               | CUSIP: 89668QAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    400000 | PA      | $259608.00    | 0.18%             | 2029-04-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                       | Advanced Drainage Systems Inc                                                 | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1459515.00   | 1.01%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| United Natural Foods, Inc.                     | United Natural Foods, Inc. Term Loan B                                        | CUSIP: 91116KAB1<br>LEI: 549300GKGW6WPZ282D40 | Long             | LON              | CORP              | US        |    283374 | PA      | $283074.60    | 0.20%             | 2025-10-22      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos Inc                          | Bausch Health Cos Inc                                                         | CUSIP: 91911KAP7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $198977.50    | 0.14%             | 2025-12-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| EAGLE INTERMEDIATE GLOBAL HOLD                 | EAGLE INTERMEDIATE GLOBAL HOLD                                                | CUSIP: 000000000<br>LEI: 724500WF1YQYV70ML757 | Long             | DBT              | CORP              | US        |     68000 | PA      | $32024.06     | 0.02%             | 2025-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CDI ESCROW ISSUER INC                          | CDI Escrow Issuer Inc                                                         | CUSIP: 12511VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $718547.30    | 0.50%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                               | PURCHASED EUR / SOLD USD                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |         1 | NC      | $3274.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                       | Builders FirstSource Inc                                                      | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1316834.68   | 0.91%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                               | PURCHASED USD / SOLD GBP                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-741.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vida Capital INC.                              | Vida Capital INC. 2019 Term Loan                                              | CUSIP: 92648EAB0<br>LEI: 2549001PDYPC4244EX25 | Long             | LON              | CORP              | US        |    918500 | PA      | $716430.00    | 0.50%             | 2026-10-01      | Floating      | 10.38%                | No            |                  2 | On Loan: No      |
| Hornblower Sub, LLC                            | Hornblower Sub, LLC 2020 Repriced Term Loan B                                 | CUSIP: 44055EAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    525881 | PA      | $370372.48    | 0.26%             | 2025-04-27      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Epicor Software Corporation                    | Epicor Software Corporation 2020 2nd Lien Term Loan                           | CUSIP: 29426NAQ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |   1250000 | PA      | $1236875.00   | 0.86%             | 2028-07-31      | Floating      | 12.13%                | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                           | Kaiser Aluminum Corp                                                          | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $322020.00    | 0.22%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Polar US Borrower, LLC                         | Polar US Borrower, LLC 2018 1st Lien Term Loan                                | CUSIP: 80643UAB4<br>LEI: 549300VWTN2NKZWJ5F70 | Long             | LON              | CORP              | US        |    568533 | PA      | $462217.40    | 0.32%             | 2025-10-15      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| EAGLE INT GLO/EAGLE US                         | Eagle Intermediate Global Holding BV/Eagle US Finance LLC                     | CUSIP: 26963PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1850000 | PA      | $1194780.34   | 0.83%             | 2025-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECH LLC                             | CommScope Technologies LLC                                                    | CUSIP: 20337YAA5<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |    759000 | PA      | $694348.38    | 0.48%             | 2025-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bulldog Purchaser Inc.                         | Bulldog Purchaser Inc. 2018 Term Loan                                         | CUSIP: 12021UAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    970863 | PA      | $846728.07    | 0.59%             | 2025-09-05      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                    | Avient Corp                                                                   | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    477000 | PA      | $466915.88    | 0.32%             | 2030-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Vantiva SA                                     | Vantiva SA                                                                    | CUSIP: 000000000<br>LEI: 4N6SD705LP5XZKA2A097 | Long             | EC               | CORP              | FR        |    307692 | NS      | $67620.87     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TECHNICOLOR CREATIVE STUDIOS                   | Technicolor Creative Studios EUR Term Loan                                    | CUSIP: 000000000<br>LEI: 5493003EI0HET0KD4H95 | Long             | LON              | CORP              | FR        |    780000 | PA      | $483868.42    | 0.34%             | 2026-09-07      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                            | LBM Acquisition LLC                                                           | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |    426000 | PA      | $272271.85    | 0.19%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                  | Coherent Corp                                                                 | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |    501000 | PA      | $432728.73    | 0.30%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                            | Churchill Downs Inc                                                           | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    231000 | PA      | $207103.05    | 0.14%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMN HEALTHCARE INC                             | AMN Healthcare Inc                                                            | CUSIP: 00175PAC7<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $909612.50    | 0.63%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CommerceHub, Inc.                              | CommerceHub, Inc. 2020 2nd Lien Term Loan                                     | CUSIP: 20084XAJ3<br>LEI: 549300V3JZOSIRXFRG67 | Long             | LON              | CORP              | US        |    600000 | PA      | $479250.00    | 0.33%             | 2028-12-29      | Variable      | 11.78%                | No            |                  2 | On Loan: No      |
| LTI Holdings, Inc.                             | LTI Holdings, Inc. 2018 2nd Lien Term Loan                                    | CUSIP: 50217UAV9<br>LEI: 5493003GUY3WBOTOAP97 | Long             | LON              | CORP              | US        |   1398264 | PA      | $1118611.09   | 0.78%             | 2026-09-06      | Floating      | 11.13%                | No            |                  2 | On Loan: No      |
| Deerfield Dakota Holding, LLC                  | Deerfield Dakota Holding, LLC 2021 USD 2nd Lien Term Loan                     | CUSIP: 24440EAG2<br>LEI: 549300FDREJLOIGXY104 | Long             | LON              | CORP              | US        |    865385 | PA      | $827524.04    | 0.57%             | 2028-04-07      | Floating      | 11.13%                | No            |                  2 | On Loan: No      |
| Finastra USA, Inc.                             | Finastra USA, Inc. USD 1st Lien Term Loan                                     | CUSIP: 02034DAC1<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |    462814 | PA      | $410552.94    | 0.29%             | 2024-06-13      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                       | Rockies Express Pipeline LLC                                                  | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1062460.20   | 0.74%             | 2029-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JACOBS ENTERTAINMENT INC                       | Jacobs Entertainment Inc                                                      | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |    228000 | PA      | $206096.27    | 0.14%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GR/DIAMON                       | Diamond Sports Group LLC / Diamond Sports Finance Co                          | CUSIP: 25277LAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    377000 | PA      | $44768.75     | 0.03%             | 2026-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Astra Acquisition Corp.                        | Astra Acquisition Corp. 2021 1st Lien Term Loan                               | CUSIP: 04629UAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    595173 | PA      | $528216.34    | 0.37%             | 2028-10-25      | Floating      | 9.63%                 | No            |                  2 | On Loan: No      |
| Granite Holdings US Acquisition Co.            | Granite Holdings US Acquisition Co. 2021 Term Loan B                          | CUSIP: 38740TAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    485474 | PA      | $485777.34    | 0.34%             | 2026-09-30      | Floating      | 8.73%                 | No            |                  3 | On Loan: No      |
| Anchorage Credit Funding Ltd.                  | Anchorage Credit Funding 4 Ltd                                                | CUSIP: 03329VAG4<br>LEI: 549300VR9XUOV1E0U888 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $395963.00    | 0.28%             | 2039-04-27      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| CA MAGNUM HOLDINGS                             | CA Magnum Holdings                                                            | CUSIP: 12674CAA1<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |    635000 | PA      | $580217.31    | 0.40%             | 2026-10-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                       | Live Nation Entertainment Inc                                                 | CUSIP: 538034AN9<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    700000 | PA      | $663066.98    | 0.46%             | 2026-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                           | IHO Verwaltungs GmbH                                                          | CUSIP: 80627DAC0<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    900000 | PA      | $780249.38    | 0.54%             | 2026-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENDURANCE INTERNATIONAL                        | Endurance International Group Holdings Inc                                    | CUSIP: 29279XAA8<br>LEI: 549300UTQC2651SB0W88 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1222442.50   | 0.85%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DORNOCH DEBT MERGER SUB                        | Dornoch Debt Merger Sub Inc                                                   | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1400000 | PA      | $983928.58    | 0.68%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                               | Vmed O2 UK Financing I PLC                                                    | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $324708.00    | 0.23%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GRANITE US HOLDINGS CORP                       | Granite US Holdings Corp                                                      | CUSIP: 38748YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1900000 | PA      | $2004899.00   | 1.39%             | 2027-10-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Project Alpha Intermediate Holding, Inc.       | Project Alpha Intermediate Holding, Inc. 2021 Term Loan B                     | CUSIP: 74339DAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    999491 | PA      | $977502.29    | 0.68%             | 2024-04-26      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| Hornblower Sub, LLC                            | Hornblower Sub, LLC 2020 Term Loan                                            | CUSIP: 44055EAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    773196 | PA      | $780282.22    | 0.54%             | 2025-11-10      | Floating      | 12.76%                | No            |                  2 | On Loan: No      |
| NEWS CORP                                      | News Corp                                                                     | CUSIP: 65249BAB5<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182289.00    | 0.13%             | 2032-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                       | Live Nation Entertainment Inc                                                 | CUSIP: 538034AK5<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $994039.27    | 0.69%             | 2024-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NFP CORP                                       | NFP Corp                                                                      | CUSIP: 65342RAD2<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |   2712000 | PA      | $2241411.02   | 1.56%             | 2028-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                              | Cedar Funding VI CLO Ltd                                                      | CUSIP: 15032CAE3<br>LEI: 549300PQ60B57EBTK013 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $908378.50    | 0.63%             | 2034-04-20      | Floating      | 10.96%                | No            |                  2 | On Loan: No      |
| ERO COPPER CORP                                | ERO Copper Corp                                                               | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |   1800000 | PA      | $1453959.88   | 1.01%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Patagonia Holdco LLC                           | Patagonia Holdco LLC Term Loan B1                                             | CUSIP: 70289FAD3<br>LEI: 254900OLXUIWWEAJZ984 | Long             | LON              | CORP              | US        |   1252808 | PA      | $1006944.62   | 0.70%             | 2029-08-01      | Variable      | 9.96%                 | No            |                  2 | On Loan: No      |
| WINNEBAGO INDUSTRIES                           | Winnebago Industries Inc                                                      | CUSIP: 974637AC4<br>LEI: 549300B7OYKYJLTE3G11 | Long             | DBT              | CORP              | US        |    675000 | PA      | $632028.83    | 0.44%             | 2028-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HARSCO CORP                                    | Harsco Corp                                                                   | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |   2238000 | PA      | $1770586.02   | 1.23%             | 2027-07-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                          | Bausch Health Cos Inc                                                         | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $337145.21    | 0.23%             | 2030-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT HOLDINGS INC                         | Open Text Holdings Inc                                                        | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    825000 | PA      | $642460.90    | 0.45%             | 2031-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                               | CSC Holdings LLC                                                              | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    600000 | PA      | $417413.42    | 0.29%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PGT INNOVATIONS INC                            | PGT Innovations Inc                                                           | CUSIP: 69336VAB7<br>LEI: 549300LRW9WM59C1S579 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1006221.00   | 0.70%             | 2029-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US Radiology Specialists, Inc.                 | US Radiology Specialists, Inc. 2020 Term Loan                                 | CUSIP: 90372AAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1611597 | PA      | $1460259.69   | 1.01%             | 2027-12-15      | Floating      | 9.98%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PART LP                          | CNX Midstream Partners LP                                                     | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $657572.02    | 0.46%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Strategic Materials, Inc.                      | Strategic Materials, Inc. 2nd Lien Term Loan                                  | CUSIP: 86274EAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    540000 | PA      | $175500.00    | 0.12%             | 2025-10-31      | Floating      | 12.19%                | No            |                  2 | On Loan: No      |
| PAYSAFE FIN PLC/PAYSAFE                        | Paysafe Finance PLC / Paysafe Holdings US Corp                                | CUSIP: 70452AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    200000 | PA      | $154760.00    | 0.11%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Project Investor Holdings, LLC                 | PROJECT INVESTOR HOLDINGS, LLC                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2794 | NS      | $27.94        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| OPTION CARE HEALTH INC                         | Option Care Health Inc                                                        | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175197.00    | 0.12%             | 2029-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC                        | LCPR Senior Secured Financing DAC                                             | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |   1193000 | PA      | $1118222.76   | 0.78%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP                           | Ryan Specialty Group LLC                                                      | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    800000 | PA      | $693716.72    | 0.48%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Idemia Group                                   | Idemia Group 2021 USD Term Loan B3                                            | CUSIP: 000000000<br>LEI: 5493008QGYPD024OYL95 | Long             | LON              | CORP              | US        |   1525750 | PA      | $1485066.29   | 1.03%             | 2026-01-09      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                               | PURCHASED USD / SOLD EUR                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-1390.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AVIENT CORP                                    | Avient Corp                                                                   | CUSIP: 73179PAM8<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195344.17    | 0.14%             | 2025-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                       | Compass Group Diversified Holdings LLC                                        | CUSIP: 20451RAC6<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |    800000 | PA      | $636522.54    | 0.44%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MERLIN ENTERTAINMENTS                          | Merlin Entertainments Ltd                                                     | CUSIP: 59010QAB2<br>LEI: 549300ZTI0VEFO6WV007 | Long             | DBT              | CORP              | GB        |   1227000 | PA      | $1150702.07   | 0.80%             | 2026-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OSCAR ACQUISITIONCO LLC                        | Oscar AcquisitionCo LLC / Oscar Finance Inc                                   | CUSIP: 687785AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1055972.50   | 0.73%             | 2030-04-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/GENESI                       | Genesis Energy LP / Genesis Energy Finance Corp                               | CUSIP: 37185LAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $725298.42    | 0.50%             | 2024-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                  | CoreLogic Inc                                                                 | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $1998087.00   | 1.39%             | 2028-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARBLE POINT CLO XXIII LTD.                    | Marble Point CLO XXIII Ltd                                                    | CUSIP: 56607TAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $903491.30    | 0.63%             | 2035-01-22      | Floating      | 10.07%                | No            |                  2 | On Loan: No      |
| Tacala, LLC                                    | Tacala, LLC 2nd Lien Term Loan                                                | CUSIP: 873412AC4<br>LEI: 549300XTM341KBSTDI88 | Long             | LON              | CORP              | US        |    200000 | PA      | $182275.00    | 0.13%             | 2028-02-04      | Floating      | 11.88%                | No            |                  2 | On Loan: No      |
| Akorn, Inc.                                    | Akorn, Inc. 2020 Take Back Term Loan                                          | CUSIP: 00972HAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    384304 | PA      | $329859.39    | 0.23%             | 2025-10-01      | Floating      | 12.25%                | No            |                  2 | On Loan: No      |
| SYNEOS HEALTH INC                              | Syneos Health Inc                                                             | CUSIP: 87166BAA0<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | DBT              | CORP              | US        |    400000 | PA      | $322338.00    | 0.22%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                               | PURCHASED EUR / SOLD USD                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |         1 | NC      | $4500.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HILLENBRAND INC                                | Hillenbrand Inc                                                               | CUSIP: 431571AD0<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398744.00    | 0.28%             | 2025-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                        | Park River Holdings Inc                                                       | CUSIP: 70082LAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $309440.15    | 0.22%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ECO MATERIAL TECH INC                          | Eco Material Technologies Inc                                                 | CUSIP: 27900QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $714717.42    | 0.50%             | 2027-01-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| HERENS MIDCO SARL                              | Herens Midco Sarl                                                             | CUSIP: 000000000<br>LEI: 222100BJH5XPZD1JHF79 | Long             | DBT              | CORP              | LU        |    800000 | PA      | $595822.36    | 0.41%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURA                       | Jones Deslauriers Insurance Management Inc                                    | CUSIP: 48020RAA3<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $986154.07    | 0.69%             | 2030-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                        | Asbury Automotive Group Inc                                                   | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $168764.00    | 0.12%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                        | New Fortress Energy Inc                                                       | CUSIP: 644393AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $884070.00    | 0.61%             | 2026-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GTCR AP Finance Inc                            | GTCR AP Finance Inc                                                           | CUSIP: 40060QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    576000 | PA      | $552648.96    | 0.38%             | 2027-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FOUNDATION BUILDING M                          | Foundation Building Materials Inc                                             | CUSIP: 350392AA4<br>LEI: 549300ZVE6MONHB01I28 | Long             | DBT              | CORP              | US        |   2258000 | PA      | $1700779.20   | 1.18%             | 2029-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VIRTUSA CORP                                   | Virtusa Corp                                                                  | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |   2705000 | PA      | $2065329.82   | 1.44%             | 2028-12-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/XO MGMT                         | VistaJet Malta Finance PLC / XO Management Holding Inc                        | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    800000 | PA      | $641688.00    | 0.45%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORPORATION                       | Vertiv Group Corp                                                             | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |    920000 | PA      | $783085.60    | 0.54%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Jason Group, Inc                               | Jason Group, Inc 2nd Lien Term Loan                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    249078 | PA      | $245341.85    | 0.17%             | 2026-03-02      | Floating      | 14.38%                | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                           | Sonic Automotive Inc                                                          | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |    600000 | PA      | $481204.72    | 0.33%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TopGolf International, Inc.                    | TopGolf International, Inc. Term Loan B                                       | CUSIP: 89071HAF6<br>LEI: 549300NYE472XA895T13 | Long             | LON              | CORP              | US        |    843700 | PA      | $844493.56    | 0.59%             | 2026-02-09      | Floating      | 10.58%                | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                                  | Synaptics Inc                                                                 | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1012792.52   | 0.70%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Proppants Holdings LLC                         | PROPPANTS HOLDINGS, LLC                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46574 | NS      | $931.48       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Serta Simmons Bedding, LLC                     | Serta Simmons Bedding, LLC 2020 Super Priority Second Out Term Loan           | CUSIP: 81753HAG6<br>LEI: 549300M4F4V4WFPNI116 | Long             | LON              | CORP              | US        |    743389 | PA      | $349983.71    | 0.24%             | 2023-08-10      | Floating      | 12.27%                | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                 | Open Text Corp                                                                | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $801040.00    | 0.56%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| CARESTREAM HEALTH, INC.                        | Carestream Health, Inc. 2022 Term Loan                                        | CUSIP: 14173VAT0<br>LEI: 5493008C1W5RQW9E4I05 | Long             | LON              | CORP              | US        |    540688 | PA      | $413626.15    | 0.29%             | 2027-09-30      | Variable      | 12.18%                | No            |                  3 | On Loan: No      |
| SONIC AUTOMOTIVE INC                           | Sonic Automotive Inc                                                          | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $905641.82    | 0.63%             | 2031-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS ESCROW CORP                           | Entegris Escrow Corp                                                          | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1233835.61   | 0.86%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| W & T OFFSHORE INC                             | W&T Offshore Inc                                                              | CUSIP: 92922PAL0<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | DBT              | CORP              | US        |    880000 | PA      | $867539.20    | 0.60%             | 2023-11-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                       | Compass Group Diversified Holdings LLC                                        | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1199927.43   | 0.83%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PEDIATRIX MEDICAL GROUP                        | Pediatrix Medical Group Inc                                                   | CUSIP: 58502BAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1446000 | PA      | $1258618.63   | 0.87%             | 2030-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Hyland Software, Inc.                          | Hyland Software, Inc. 2018 1st Lien Term Loan                                 | CUSIP: 44908XAT5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    400000 | PA      | $395450.00    | 0.27%             | 2024-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KKR FINANCIAL CLO LTD                          | KKR Clo 16 Ltd                                                                | CUSIP: 48251DAG1<br>LEI: 254900VCKMCY079T6M57 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $907092.10    | 0.63%             | 2034-10-20      | Floating      | 11.35%                | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                               | Altice France SA/France                                                       | CUSIP: 02156LAE1<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1856000 | PA      | $1398581.39   | 0.97%             | 2029-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                        | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl  | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    582000 | PA      | $472609.06    | 0.33%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HOME POINT CAPITAL INC                         | Home Point Capital Inc                                                        | CUSIP: 43734LAA4<br>LEI: 549300DQF6YN0E43PM71 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $720449.80    | 0.50%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VALVOLINE INC                                  | Valvoline Inc                                                                 | CUSIP: 92047WAD3<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1166295.02   | 0.81%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                            | Clarivate Science Holdings Corp                                               | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $340660.00    | 0.24%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Cornerstone Building Brands, Inc.              | Cornerstone Building Brands, Inc. 2022 Term Loan                              | CUSIP: 21925FAB0<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |    534483 | PA      | $504818.97    | 0.35%             | 2028-08-01      | Variable      | 9.96%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECH LLC                             | CommScope Technologies LLC                                                    | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |    340000 | PA      | $231465.74    | 0.16%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                       | Builders FirstSource Inc                                                      | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177576.34    | 0.12%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WeWork Cos Inc                                 | WeWork Cos Inc                                                                | CUSIP: 96208LAA9<br>LEI: 549300D8U9TF7WBED521 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $433093.30    | 0.30%             | 2025-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MedAssets Software Intermediate Holdings, Inc. | MedAssets Software Intermediate Holdings, Inc. 2021 2nd Lien Term Loan        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    819000 | PA      | $629860.14    | 0.44%             | 2029-12-17      | Floating      | 11.13%                | No            |                  2 | On Loan: No      |
| MIWD HLDCO II/MIWD FIN                         | MIWD Holdco II LLC / MIWD Finance Corp                                        | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1847000 | PA      | $1472890.33   | 1.02%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                     | Arcosa Inc                                                                    | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1237549.24   | 0.86%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT                        | Six Flags Entertainment Corp                                                  | CUSIP: 83001AAB8<br>LEI: 549300JYTDUAA4JQ3717 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1109031.25   | 0.77%             | 2024-07-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                | Yum! Brands Inc                                                               | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1136310.00   | 0.79%             | 2032-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ADAMS HOMES INC                                | Adams Homes Inc                                                               | CUSIP: 00623PAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1143452.23   | 0.79%             | 2025-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TELENET FINANCE LUX NOTE                       | Telenet Finance Luxembourg Notes Sarl                                         | CUSIP: 000000000<br>LEI: 2138007RI9GLJPCC3E25 | Long             | DBT              | CORP              | LU        |   1600000 | PA      | $1456000.00   | 1.01%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENDO DAC/FIN LLC/FINCO                         | Endo Dac / Endo Finance LLC / Endo Finco Inc                                  | CUSIP: 29273DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    650000 | PA      | $516750.00    | 0.36%             | 2024-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CARGO AIRCRAFT MANAGEMEN                       | Cargo Aircraft Management Inc                                                 | CUSIP: 14180LAA4<br>LEI: 549300GH5J7LOMV44F11 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1772862.00   | 1.23%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ELASTIC NV                                     | Elastic NV                                                                    | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |   2100000 | PA      | $1698847.50   | 1.18%             | 2029-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AMC ENTERTAINMENT HLDGS                        | AMC Entertainment Holdings Inc                                                | CUSIP: 00165CAP9<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |   1537543 | PA      | $642462.34    | 0.45%             | 2026-06-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                               | Allied Universal Holdco LLC / Allied Universal Finance Corp                   | CUSIP: 019576AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1223000 | PA      | $1066639.45   | 0.74%             | 2027-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                            | Medline Borrower LP                                                           | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1114477.00   | 0.77%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| KKR Financial CLO Ltd                          | KKR CLO 14 Ltd                                                                | CUSIP: 48251AAD4<br>LEI: 635400KULUKCVCJXZX78 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $852068.10    | 0.59%             | 2031-07-15      | Floating      | 10.23%                | No            |                  2 | On Loan: No      |
| POLAR US BORROWER LLC                          | Polar US Borrower LLC / Schenectady International Group Inc                   | CUSIP: 73103PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $446730.00    | 0.31%             | 2026-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                          | Bausch Health Cos Inc                                                         | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $255164.73    | 0.18%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KBR INC                                        | KBR Inc                                                                       | CUSIP: 48242WAC0<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |    650000 | PA      | $578144.29    | 0.40%             | 2028-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROCKCLIFF ENERGY II LLC                        | Rockcliff Energy II LLC                                                       | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1282715.00   | 0.89%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                               | CSC Holdings LLC                                                              | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    850000 | PA      | $686655.50    | 0.48%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                             | Murphy Oil USA Inc                                                            | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $165369.83    | 0.11%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/XO MGMT                         | VistaJet Malta Finance PLC / XO Management Holding Inc                        | CUSIP: 92840JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    400000 | PA      | $361367.96    | 0.25%             | 2027-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| LaserShip, Inc.                                | LaserShip, Inc. 2021 2nd Lien Term Loan                                       | CUSIP: 51809EAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    400000 | PA      | $244000.00    | 0.17%             | 2029-05-07      | Floating      | 12.23%                | No            |                  3 | On Loan: No      |
| TMS INTERNATIONAL CORP                         | TMS International Corp/DE                                                     | CUSIP: 87261QAC7<br>LEI: 549300L4K0F1YF8WKF23 | Long             | DBT              | CORP              | US        |   1397000 | PA      | $1002633.89   | 0.70%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Reichhold Industries Inc                       | Reichhold Industries Inc                                                      | CUSIP: 759219AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    276279 | PA      | $3729.77      | 0.00%             | 2018-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ARDAGH METAL PACKAGING                         | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    460000 | PA      | $360849.34    | 0.25%             | 2029-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ODEON FINCO PLC                                | Odeon Finco PLC                                                               | CUSIP: 67585LAA3<br>LEI: 9845003ECF9901CC5382 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $174255.00    | 0.12%             | 2027-11-01      | Fixed         | 12.75%                | No            |                  2 | On Loan: —       |
| SPEEDWAY MOT/SPEEDWAY FD                       | Speedway Motorsports LLC / Speedway Funding II Inc                            | CUSIP: 84779MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1915000 | PA      | $1702370.39   | 1.18%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENDO LUX FIN CO I SARL                         | Endo Luxembourg Finance Co I Sarl / Endo US Inc                               | CUSIP: 29280BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    400000 | PA      | $304189.43    | 0.21%             | 2029-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                       | SeaWorld Parks & Entertainment Inc                                            | CUSIP: 81282UAC6<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309142.50    | 0.21%             | 2025-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| DIAMOND BC BV                                  | Diamond BC BV                                                                 | CUSIP: 25257DAA6<br>LEI: 549300SWLHWJF3D4N658 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $643040.00    | 0.45%             | 2029-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| WESCO DISTRIBUTION INC                         | WESCO Distribution Inc                                                        | CUSIP: 95081QAN4<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507352.17    | 0.35%             | 2025-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| THOR INDUSTRIES                                | Thor Industries Inc                                                           | CUSIP: 885160AA9<br>LEI: 254900XZO1228PDSG060 | Long             | DBT              | CORP              | US        |    200000 | PA      | $157318.67    | 0.11%             | 2029-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UTEX INDUSTRIES COMMON                         | UTEX INDUSTRIES COMMON                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10028 | NS      | $656834.00    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Peraton Corp.                                  | Peraton Corp. 2nd Lien Term Loan B1                                           | CUSIP: 71360HAG2<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    728106 | PA      | $695887.65    | 0.48%             | 2029-02-01      | Floating      | 12.09%                | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                       | Hess Midstream Operations LP                                                  | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1112137.01   | 0.77%             | 2028-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Serta Simmons Bedding, LLC                     | Serta Simmons Bedding, LLC 2020 Super Priority First Out Term Loan            | CUSIP: 81753HAF8<br>LEI: 549300M4F4V4WFPNI116 | Long             | LON              | CORP              | US        |   1102964 | PA      | $1091013.05   | 0.76%             | 2023-08-10      | Floating      | 12.27%                | No            |                  2 | On Loan: No      |
| INSTALLED BUILDING PRODU                       | Installed Building Products Inc                                               | CUSIP: 45780RAA9<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |    650000 | PA      | $585471.67    | 0.41%             | 2028-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                          | Genesis Energy LP / Genesis Energy Finance Corp                               | CUSIP: 37185LAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675000 | PA      | $618665.26    | 0.43%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                       | Hess Midstream Operations LP                                                  | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $366499.78    | 0.25%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GRIFOLS ESCROW ISSUER                          | Grifols Escrow Issuer SA                                                      | CUSIP: 39843UAA0<br>LEI: 959800HLB3PGTGSLVV62 | Long             | DBT              | CORP              | ES        |    540000 | PA      | $466911.00    | 0.32%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bulldog Purchaser Inc.                         | Bulldog Purchaser Inc. 2018 2nd Lien Term Loan                                | CUSIP: 12021UAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    763462 | PA      | $662303.30    | 0.46%             | 2026-09-04      | Floating      | 12.17%                | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                               | CSC Holdings LLC                                                              | CUSIP: 126307AH0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    685000 | PA      | $638762.50    | 0.44%             | 2024-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| TRIMAS CORP                                    | TriMas Corp                                                                   | CUSIP: 896215AH3<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | DBT              | CORP              | US        |   2380000 | PA      | $2081571.80   | 1.45%             | 2029-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ascend Performance Materials Operations LLC    | Ascend Performance Materials Operations LLC 2021 Term Loan B                  | CUSIP: 04350TAC8<br>LEI: 549300NIMFUIRMMAGQ29 | Long             | LON              | CORP              | US        |   1455327 | PA      | $1374738.49   | 0.96%             | 2026-08-27      | Variable      | 8.83%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                              | Imola Merger Corp                                                             | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1391338.35   | 0.97%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Femur Buyer, Inc.                              | Femur Buyer, Inc. 2021 Revolver                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    614535 | PA      | $505304.11    | 0.35%             | 2024-03-05      | Floating      | 10.34%                | No            |                  3 | On Loan: No      |
| CNX Resources Corp                             | CNX Resources Corp                                                            | CUSIP: 12653CAC2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39768.80     | 0.03%             | 2027-03-14      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| U.S. Farathane, LLC                            | U.S. Farathane, LLC 2021 Term Loan B                                          | CUSIP: 90350DAF5<br>LEI: 549300HLVY1RVM0MPI20 | Long             | LON              | CORP              | US        |    347050 | PA      | $319286.22    | 0.22%             | 2024-12-23      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| CNTRL PARENT/CDK GLB INC                       | Central Parent Inc / CDK Global Inc                                           | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    875000 | PA      | $857553.90    | 0.60%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ESC CB144A HIGH RIDGE                          | ESC CB144A HIGH RIDGE                                                         | CUSIP: 429ESCAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1350000 | PA      | $27000.00     | 0.02%             | 2025-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                       | Suburban Propane Partners LP/Suburban Energy Finance Corp                     | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $170251.50    | 0.12%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                   | State Street Institutional US Government Money Market Fund                    | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |    232993 | NS      | $232993.44    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BOYNE USA INC                                  | Boyne USA Inc                                                                 | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1063583.16   | 0.74%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                      | Anchorage Capital CLO 15 Ltd                                                  | CUSIP: 03329GAG7<br>LEI: 549300H5Q0HJ2EHSSX26 | Long             | ABS-CBDO         | CORP              | KY        |    650000 | PA      | $570451.25    | 0.40%             | 2034-07-20      | Floating      | 11.64%                | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                         | WESCO Distribution Inc                                                        | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507609.49    | 0.35%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TruGreen Limited Partnership                   | TruGreen Limited Partnership 2020 2nd Lien Term Loan                          | CUSIP: 89787RAK8<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |    400000 | PA      | $296000.00    | 0.21%             | 2028-11-02      | Floating      | 13.43%                | No            |                  3 | On Loan: No      |
| GEMS MENASA KY LTD/GEMS                        | GEMS MENASA Cayman Ltd / GEMS Education Delaware LLC                          | CUSIP: 36166LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   2035000 | PA      | $1959323.05   | 1.36%             | 2026-07-31      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| XPO ESCROW SUB LLC                             | XPO Escrow Sub LLC                                                            | CUSIP: 98379JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1215864.01   | 0.84%             | 2027-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                   | Embecta Corp                                                                  | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |    675000 | PA      | $572211.00    | 0.40%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EAGLE INVESTMENTS HOLDCO                       | EAGLE INVESTMENTS HOLDCO                                                      | CUSIP: 000000000<br>LEI: 549300XHAU1K06XGBE82 | Long             | EC               | CORP              | US        |        69 | NS      | $0.69         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Project Investor Holdings, LLC                 | Project Investor Holdings, LLC Warrants                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     11643 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FIRST QUANTUM MINERALS L                       | First Quantum Minerals Ltd                                                    | CUSIP: 335934AR6<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1422759.90   | 0.99%             | 2026-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AKORN                                          | AKORN                                                                         | CUSIP: 000000000<br>LEI: 549300REUQNNF5W5TA64 | Long             | EC               | CORP              | US        |     45583 | NS      | $250706.50    | 0.17%             |  |  |  | No            |                  3 | On Loan: No      |
| ALTICE FRANCE SA                               | Altice France SA/France                                                       | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $152863.00    | 0.11%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                               | PURCHASED EUR / SOLD USD                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |         1 | NC      | $3951.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                              | PURCHASED EUR / SOLD USD                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |         1 | NC      | $11002.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                               | PURCHASED GBP / SOLD USD                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | GB        |         1 | NC      | $1120.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                               | PURCHASED EUR / SOLD USD                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |         1 | NC      | $187.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EMERGENT BIOSOLUTIONS                          | Emergent BioSolutions Inc                                                     | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |    708000 | PA      | $353076.06    | 0.25%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                          | Genesis Energy LP / Genesis Energy Finance Corp                               | CUSIP: 37185LAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $404335.18    | 0.28%             | 2025-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Viant Medical Holdings, Inc.                   | Viant Medical Holdings, Inc. 2019 Term Loan                                   | CUSIP: 58506PAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    685823 | PA      | $666962.64    | 0.46%             | 2025-07-02      | Floating      | 10.63%                | No            |                  3 | On Loan: No      |
| FERTITTA ENTERTAINMENT                         | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc            | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    412000 | PA      | $349184.42    | 0.24%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Vibrant CLO Ltd                                | Vibrant Clo VII Ltd                                                           | CUSIP: 92558BAG3<br>LEI: 5493007DQ2IM8HOLV582 | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $343143.80    | 0.24%             | 2030-09-15      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| MH Sub I, LLC                                  | MH Sub I, LLC 2017 1st Lien Term Loan                                         | CUSIP: 45567YAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     78329 | PA      | $76261.94     | 0.05%             | 2024-09-13      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| MH Sub I, LLC                                  | MH Sub I, LLC 2020 Incremental Term Loan                                      | CUSIP: 45567YAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    936671 | PA      | $912251.95    | 0.63%             | 2024-09-13      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                        | Park River Holdings Inc                                                       | CUSIP: 70082LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    940000 | PA      | $627172.86    | 0.44%             | 2029-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos Inc                          | Bausch Health Cos Inc                                                         | CUSIP: 071734AF4<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $242212.50    | 0.17%             | 2029-05-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                       | SeaWorld Parks & Entertainment Inc                                            | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |   2575000 | PA      | $2243415.24   | 1.56%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| NFP CORP                                       | NFP Corp                                                                      | CUSIP: 65342RAF7<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |    400000 | PA      | $378629.48    | 0.26%             | 2030-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ATS CORP                                       | ATS Corp                                                                      | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |   1680000 | PA      | $1451419.20   | 1.01%             | 2028-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ISTAR INC                                      | iStar Inc                                                                     | CUSIP: 45031UCJ8<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | DBT              |  | US        |   1400000 | PA      | $1398810.00   | 0.97%             | 2026-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                              | Battalion CLO 18 Ltd                                                          | CUSIP: 07134PAE8<br>LEI: 549300WYAEH0STKIKE49 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $619834.35    | 0.43%             | 2036-10-15      | Floating      | 10.79%                | No            |                  2 | On Loan: No      |
| Palmer Square Credit Funding                   | Palmer Square Credit Funding 2019-1 Ltd                                       | CUSIP: 69700TAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $893731.90    | 0.62%             | 2037-04-20      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                        | Darling Ingredients Inc                                                       | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    600000 | PA      | $587310.00    | 0.41%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                       | Clarios Global LP / Clarios US Finance Co                                     | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1005000 | PA      | $986934.72    | 0.69%             | 2027-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| ASBURY AUTOMOTIVE GROUP                        | Asbury Automotive Group Inc                                                   | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    491000 | PA      | $411309.04    | 0.29%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HOLLY NRG PRTNR/FIN CORP                       | Holly Energy Partners LP / Holly Energy Finance Corp                          | CUSIP: 435765AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $393516.76    | 0.27%             | 2027-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Aston FinCo S.a.r.l.                           | Aston FinCo S.a.r.l. 2019 Term Loan B                                         | CUSIP: 04625CAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1196640 | PA      | $1023127.54   | 0.71%             | 2026-10-09      | Floating      | 8.63%                 | No            |                  3 | On Loan: No      |
| KAISER ALUMINUM CORP                           | Kaiser Aluminum Corp                                                          | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $349670.30    | 0.24%             | 2028-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                               | Boyd Gaming Corp                                                              | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    325000 | PA      | $283133.50    | 0.20%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC       | Amentum Government Services Holdings LLC 2022 Term Loan                       | CUSIP: 57776DAE3<br>LEI: 5493008CT6B5L54YSE94 | Long             | LON              | CORP              | US        |    299250 | PA      | $292329.84    | 0.20%             | 2029-02-15      | Variable      | 8.76%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                      | Ball Corp                                                                     | CUSIP: 058498AY2<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    400000 | PA      | $411388.00    | 0.29%             | 2028-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PRESIDIO HOLDING INC                           | Presidio Holdings Inc                                                         | CUSIP: 74101XAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1807000 | PA      | $1678088.62   | 1.17%             | 2028-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                               | PURCHASED USD / SOLD EUR                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-201293.16   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Finastra USA, Inc.                             | Finastra USA, Inc. USD 2nd Lien Term Loan                                     | CUSIP: 02034DAF4<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |   2360660 | PA      | $1772182.53   | 1.23%             | 2025-06-13      | Floating      | 10.62%                | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                       | LCM Investments Holdings II LLC                                               | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    400000 | PA      | $320835.44    | 0.22%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                             | CNX Resources Corp                                                            | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    550000 | PA      | $506896.01    | 0.35%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                       | PURCHASED EUR / SOLD USD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |         1 | NC      | $9117.61      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HEALTHEQUITY INC                               | HealthEquity Inc                                                              | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |    505000 | PA      | $441950.75    | 0.31%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                         | Radiology Partners Inc                                                        | CUSIP: 75041VAA2<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $1379188.06   | 0.96%             | 2028-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                         | AthenaHealth Group Inc                                                        | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1182091.47   | 0.82%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| ALTICE FRANCE SA                               | Altice France SA/France                                                       | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $150305.64    | 0.10%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                            | Sirius XM Radio Inc                                                           | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    800000 | PA      | $732028.00    | 0.51%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                       | Live Nation Entertainment Inc                                                 | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    325000 | PA      | $290329.00    | 0.20%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                     | Tronox Inc                                                                    | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |    800000 | PA      | $666500.00    | 0.46%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING                        | Alcoa Nederland Holding BV                                                    | CUSIP: 013822AE1<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $771332.06    | 0.54%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Vantage Specialty Chemicals, Inc.              | Vantage Specialty Chemicals, Inc. 2017 2nd Lien Term Loan                     | CUSIP: 92211YAB3<br>LEI: 54930057U5S5AY44VU09 | Long             | LON              | CORP              | US        |   1750000 | PA      | $1626406.25   | 1.13%             | 2025-10-27      | Floating      | 12.98%                | No            |                  2 | On Loan: No      |
| Jason Group, Inc                               | Jason Group, Inc Term Loan                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    328466 | PA      | $276185.69    | 0.19%             | 2025-08-28      | Floating      | 10.38%                | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC                        | LCPR Senior Secured Financing DAC                                             | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $165975.63    | 0.12%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GYP HOLDINGS III CORP                          | GYP Holdings III Corp                                                         | CUSIP: 36261NAA5<br>LEI: 549300055I1KJWZH9690 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1645520.00   | 1.14%             | 2029-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INTL                         | Williams Scotsman International Inc                                           | CUSIP: 96950GAE2<br>LEI: 549300V3TCHCBOBTGH07 | Long             | DBT              | CORP              | US        |    595000 | PA      | $537939.50    | 0.37%             | 2028-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                   | Novelis Corp                                                                  | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    110000 | PA      | $97770.20     | 0.07%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TASEKO MINES LTD                               | Taseko Mines Ltd                                                              | CUSIP: 876511AF3<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |   1550000 | PA      | $1364913.37   | 0.95%             | 2026-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WHITE CAP BUYER LLC                            | White Cap Buyer LLC                                                           | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1231000 | PA      | $1066838.54   | 0.74%             | 2028-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZIPRECRUITER INC                               | ZipRecruiter Inc                                                              | CUSIP: 98980BAA1<br>LEI: 549300HLOVNNFCY2IV80 | Long             | DBT              | CORP              | US        |    700000 | PA      | $578004.00    | 0.40%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ATKORE INC                                     | Atkore Inc                                                                    | CUSIP: 047649AA6<br>LEI: 52990002TI38AM4RPV48 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1159575.75   | 0.81%             | 2031-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Technicolor Creative Studios SA                | Technicolor Creative Studios SA                                               | CUSIP: 000000000<br>LEI: 54930064SP2SSEVKFJ48 | Long             | EC               | CORP              | FR        |    307692 | NS      | $72850.38     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GR/DIAMON                       | Diamond Sports Group LLC / Diamond Sports Finance Co                          | CUSIP: 25277LAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    980000 | PA      | $11025.00     | 0.01%             | 2027-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                | Venture 41 Clo Ltd                                                            | CUSIP: 92326KAA7<br>LEI: 549300Q6VG2813TG2830 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $895963.60    | 0.62%             | 2034-01-20      | Floating      | 11.95%                | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                | ABG Intermediate Holdings 2 LLC 2021 2nd Lien Term Loan                       | CUSIP: 00076VAY6<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |    800000 | PA      | $735000.00    | 0.51%             | 2029-12-20      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| DITECH HOLDING CORPORATION                     | Ditech Holding Corporation 2013 Term Loan                                     | CUSIP: 93317CAL0<br>LEI: Z4TM9IUZR644E7BFXU45 | Long             | LON              | CORP              | US        |    520425 | PA      | $57246.73     | 0.04%             | 2022-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CHART INDUSTRIES INC                           | Chart Industries Inc                                                          | CUSIP: 000000000<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402220.00    | 0.28%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV L                       | MajorDrive Holdings IV LLC                                                    | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1195985.52   | 0.83%             | 2029-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UPC BROADBAND FINCO BV                         | UPC Broadband Finco BV                                                        | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $505209.00    | 0.35%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-31

**Name of Applicant:** CREDIT SUISSE ASSET MANAGEMENT INCOME FUND INC

**Signature:** Omar Tariq

**Name of Signer:** Omar Tariq

**Title:** Director