# EDGAR Filing Document

**Accession Number:** 0000088525
**File Stem:** 0000940400-26-009619
**Filing Date:** 2026-3
**Character Count:** 133136
**Document Hash:** a955f31c7aca08939541cd191bf0d002
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-009619.hdr.sgml**: 20260302

**ACCESSION NUMBER**: 0000940400-26-009619

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260302

**DATE AS OF CHANGE**: 20260302

**PERIOD START**: 20260930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** GUGGENHEIM FUNDS TRUST
- **CENTRAL INDEX KEY:** 0000088525

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-01136
- **FILM NUMBER:** 26708599

**BUSINESS ADDRESS:**
- **STREET 1:** 702 KING FARM BOULEVARD
- **STREET 2:** SUITE 200
- **CITY:** ROCKVILLE
- **STATE:** MD
- **ZIP:** 20850
- **BUSINESS PHONE:** 301-296-5100

**MAIL ADDRESS:**
- **STREET 1:** 702 KING FARM BOULEVARD
- **STREET 2:** SUITE 200
- **CITY:** ROCKVILLE
- **STATE:** MD
- **ZIP:** 20850

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SECURITY EQUITY FUND
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Guggenheim Floating Rate Strategies Fund (Series ID: S000043986)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000136510 | A-Class             | GIFAX           |
| C000136511 | C-Class             | GIFCX           |
| C000136512 | Institutional Class | GIFIX           |
| C000152101 | R6                  | GIFSX           |
| C000155966 | P                   | GIFPX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Guggenheim Funds Trust

- **b. Investment Company Act file number:** 811-01136

- **c. CIK number of Registrant:** 0000088525

- **d. LEI of Registrant:** 54930033G24U3UGWK691

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

  - **Street Address 1:** 702 KING FARM BOULEVARD

  - **City:** ROCKVILLE

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 20850

  - **Telephone number:** 301-296-5100

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

- **a. Name of Series:** Guggenheim Floating Rate Strategies Fund

- **b. EDGAR series identifier (if any):** S000043986

- **c. LEI of Series:** 549300S6HWVOLKKKXK38

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

- **a. Date of fiscal year-end:** 2026-09-30

- **b. Date as of which information is reported:** 2025-12-31

**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:** $622607841.13

**Total Liabilities:** $23318247.27

**Net Assets:** $599289593.86

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 3779.08813157 | **1-Year:** 2784.33670046 | **5-Year:** 2469.48527905 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** 43693.57462849 | **1-Year:** 11554.08819532 | **5-Year:** 37958.51522157 | **10-Year:** 4703.48473344 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000136510 | 0.09%                | 0.25%                | 0.52%                |
| Class ID C000136511 | 0.02%                | 0.19%                | 0.45%                |
| Class ID C000136512 | 0.11%                | 0.27%                | 0.54%                |
| Class ID C000152101 | 0.11%                | 0.28%                | 0.53%                |
| Class ID C000155966 | 0.09%                | 0.25%                | 0.52%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1484419.73             | $-2355296.57                               |
| Month 2  | $-2848908.05             | $910345.72                                 |
| Month 3  | $351091.98               | $-242997.74                                |

**Designated Index Information**

- **Index Name:** Portfolio (ExDerivative)

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BARCLAYS BANK PLC                       | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $10939.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                          | NRG ENERGY INC                                                                   | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |   2665697 | PA      | $2671908.46   | 0.45%             | 2031-04-16      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP            | SIX FLAGS ENTERTAINME                                                            | CUSIP: 15018LAN1<br>LEI: 529900AS2CYWYFHRS781 | Long             | LON              | CORP              | US        |   4432500 | PA      | $4375232.10   | 0.73%             | 2031-05-01      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| BROWN GROUP HOLDING LLC                 | BROWN GROUP HOLDING LLC                                                          | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |   1986410 | PA      | $1995448.31   | 0.33%             | 2031-07-01      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| NIC ACQUISITION CORP                    | NIC ACQUISITION CORP                                                             | CUSIP: 12656UAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3528762 | PA      | $2904629.58   | 0.48%             | 2027-12-29      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| CFC USA 2025 LLC                        | CFC USA 2025 LLC                                                                 | CUSIP: 12531JAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2250000 | PA      | $2185312.50   | 0.36%             | 2032-07-01      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                   | JANE STREET GROUP LLC                                                            | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |   4740666 | PA      | $4714829.00   | 0.79%             | 2031-12-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                | FOCUS FINANCIAL PARTNERS LLC                                                     | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |   4261558 | PA      | $4267609.78   | 0.71%             | 2031-09-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| DYE & DURHAM CORP                       | DYE & DURHAM CORP                                                                | CUSIP: 000000000<br>LEI: 549300XUQDPIC5QRY347 | Long             | LON              | CORP              | CA        |   1416964 | PA      | $1303607.15   | 0.22%             | 2031-04-14      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                           | TRANSDIGM INC                                                                    | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   1510875 | PA      | $1516480.35   | 0.25%             | 2032-01-20      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| GRAFTECH GLOBAL ENTERPRI                | GRAFTECH GLOBAL ENTERPRI                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    382877 | PA      | $388459.44    | 0.06%             | 2029-12-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BULLDOG PURCHASER INC                   | BULLDOG PURCHASER INC                                                            | CUSIP: 12021GAF1<br>LEI: 254900JB2GC3Q5OISZ63 | Long             | LON              | CORP              | US        |   2205698 | PA      | $2217189.51   | 0.37%             | 2031-06-27      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| OSMOSE UTILITIES SERVICE                | Osmose Utilities Services Inc                                                    | CUSIP: 68835HAH3<br>LEI: 549300FSLVHLFZ3S0D82 | Long             | LON              | CORP              | US        |   1097839 | PA      | $1076574.06   | 0.18%             | 2028-06-22      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| BLUE RIBBON LLC                         | BLUE RIBBON LLC                                                                  | CUSIP: 000000000<br>LEI: 549300NQM7J4KC44D416 | Long             | LON              | CORP              | US        |   2297436 | PA      | $1487589.74   | 0.25%             | 2028-05-08      | Floating      | 10.13%                | No            |                  2 | On Loan: No      |
| Morgan Stanley ReRemic Trust            | Morgan Stanley Re-REMIC Trust 2010-R5                                            | CUSIP: 61759HBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    157451 | PA      | $162002.26    | 0.03%             | 2036-06-26      | Variable      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| TEGRA118 WEALTH SOLUTION                | TEGRA118 WEALTH SOLUTION                                                         | CUSIP: 33774UAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2747768 | PA      | $2709298.83   | 0.45%             | 2027-02-18      | Floating      | 7.89%                 | No            |                  2 | On Loan: No      |
| TARGUS LITIGATION CLAIMS 10/18/24       | TARGUS LITIGATION CLAIMS 10/18/24                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12773 | NS      | $225.99       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SECRETARIAT ADVISORS LLC                | SECRETARIAT ADVISORS LLC                                                         | CUSIP: 81368NAN5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2382114 | PA      | $2383615.06   | 0.40%             | 2032-02-27      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| EP WEALTH ADVISORS INC                  | EP WEALTH ADVISORS INC                                                           | CUSIP: 29416NAB2<br>LEI: 254900EMIFA00FZWU856 | Long             | LON              | CORP              | US        |    590000 | PA      | $591475.00    | 0.10%             | 2032-10-18      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| ORION US FINCO                          | ORION US FINCO                                                                   | CUSIP: 68631KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1685000 | PA      | $1691841.10   | 0.28%             | 2032-10-12      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP                       | EMRLD BORROWER LP                                                                | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |   2553600 | PA      | $2557353.79   | 0.43%             | 2031-08-04      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Eagle Parent Corp                       | EAGLE PARENT CORP                                                                | CUSIP: 26972CAC6<br>LEI: 5493007MVERDD2NKNE42 | Long             | LON              | CORP              | US        |   6135937 | PA      | $6141398.48   | 1.02%             | 2029-04-02      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In          | RALI Series 2006-QO2 Trust                                                       | CUSIP: 761118VY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    416752 | PA      | $68176.46     | 0.01%             | 2046-02-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| ABG INTERMEDIATE HLDGS 2                | ABG INTERMEDIATE HLDGS 2                                                         | CUSIP: 00076VBM1<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |   3502798 | PA      | $3502798.10   | 0.58%             | 2032-02-13      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| BP HOLDCO LLC (ASPECT)                  | BP HOLDCO LLC (ASPECT)                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    244278 | NS      | $199683.10    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| ASPHALT ATD HOLDCO LLC                  | ASPHALT ATD HOLDCO LLC                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    373317 | NS      | $664504.26    | 0.11%             |  |  |  | No            |                  3 | On Loan: No      |
| PIONEER ACQUISITIONCO LL                | PIONEER ACQUISITIONCO LL                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1265000 | PA      | $1269743.75   | 0.21%             | 2032-10-27      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| FRONERI US INC                          | FRONERI US INC                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2145349 | PA      | $2142946.17   | 0.36%             | 2031-09-30      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| MERLIN BUYER INC                        | MERLIN BUYER INC                                                                 | CUSIP: 59010LAB3<br>LEI: 2549008CJ699WXZAWW31 | Long             | LON              | CORP              | US        |   2658112 | PA      | $2680546.91   | 0.45%             | 2028-12-14      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                   | QUIKRETE HOLDINGS INC                                                            | CUSIP: 74839XAM1<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    712800 | PA      | $714617.64    | 0.12%             | 2031-04-14      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Mallinckrodt                            | Mallinckrodt                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5190 | NS      | $529058.22    | 0.09%             |  |  |  | No            |                  3 | On Loan: No      |
| CCC INTELLIGENT SOLUTION                | CCC INTELLIGENT SOLUTIONS INC                                                    | CUSIP: 12511BAC6<br>LEI: 5493006JEEL9RIWY5T17 | Long             | LON              | CORP              | US        |    186000 | PA      | $186465.00    | 0.03%             | 2032-01-23      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| TARGUS SELLER REP ACCOUNT 06/18/25      | TARGUS SELLER REP ACCOUNT 06/18/25                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12773 | NS      | $1.28         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AL GCX FUND                             | AL GCX FUND VIII HOLDINGS LLC                                                    | CUSIP: 00162AAB7<br>LEI: 254900KQJGH397AKYT16 | Long             | LON              | CORP              | US        |    750846 | PA      | $749907.73    | 0.13%             | 2032-01-30      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPERATING CO LLC               | GO DADDY OPERATING CO LLC                                                        | CUSIP: 38017BAX4<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |   1585472 | PA      | $1587343.14   | 0.26%             | 2029-11-13      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Alliance Bancorp Trust                  | Alliance Bancorp Trust 2007-OA1                                                  | CUSIP: 01852TAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    291222 | PA      | $260126.83    | 0.04%             | 2037-07-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| MI WINDOWS AND DOORS LLC                | MI WINDOWS AND DOORS LLC                                                         | CUSIP: 55336CAK8<br>LEI: 2549001JQBGDT0WEQ156 | Long             | LON              | CORP              | US        |    719086 | PA      | $718863.58    | 0.12%             | 2031-03-28      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| COLOSSUS ACQUIRECO LLC                  | COLOSSUS ACQUIRECO LLC                                                           | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |   4596200 | PA      | $4590454.75   | 0.77%             | 2032-07-30      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| FINANCIERE MENDEL SASU                  | FINANCIERE MENDEL SASU                                                           | CUSIP: 000000000<br>LEI: 969500FG3VYTO80D0A13 | Long             | LON              | CORP              | FR        |   1623600 | PA      | $1631036.09   | 0.27%             | 2030-11-13      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| PETSMART INC                            | PETSMART INC                                                                     | CUSIP: 71677HAN5<br>LEI: 894500NGJMHSFNESGA67 | Long             | LON              | CORP              | US        |   3596000 | PA      | $3576905.24   | 0.60%             | 2032-08-18      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| ALTERRA MOUNTAIN COMPANY                | ALTERRA MOUNTAIN COMPANY                                                         | CUSIP: 46124CAU1<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |   1632157 | PA      | $1636237.85   | 0.27%             | 2028-08-17      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| COGNITA (LERNEN) 1L TLB3 CL USD         | COGNITA (LERNEN) 1L TLB3 CL USD                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2445888 | PA      | $2448944.87   | 0.41%             | 2031-10-27      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| HOBBS & ASSOCIATES LLC                  | HOBBS & ASSOCIATES LLC                                                           | CUSIP: 43385CAB4<br>LEI: 254900FAZYX24PP1RY58 | Long             | LON              | CORP              | US        |   2734117 | PA      | $2731546.83   | 0.46%             | 2031-07-23      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                          | 1261229 BC LTD                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   1645730 | PA      | $1603977.83   | 0.27%             | 2030-10-08      | Floating      | 9.97%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                   | QUIKRETE HOLDING 01/30/32                                                        | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |   2570575 | PA      | $2577926.84   | 0.43%             | 2032-02-10      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                   | Tenet Healthcare Corp                                                            | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2747287.48   | 0.46%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MIDWEST PHYSICIAN ADMINS                | MIDWEST PHYSICIAN ADMINS                                                         | CUSIP: 59835XAC8<br>LEI: 5493001F7B0DCPKBGK48 | Long             | LON              | CORP              | US        |   2283420 | PA      | $2067134.53   | 0.34%             | 2028-03-13      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| RED SPV LLC                             | RED SPV LLC                                                                      | CUSIP: 75701MAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1706773 | PA      | $1706056.45   | 0.28%             | 2032-03-15      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| THEVELIA US LLC                         | THEVELIA US LLC                                                                  | CUSIP: 88372KAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3856464 | PA      | $3866104.88   | 0.65%             | 2029-06-18      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                    | BOOTS GROUP FINCO LP                                                             | CUSIP: 09947PAB7<br>LEI: 254900YVLYOVF1PF1N93 | Long             | LON              | CORP              | US        |   2245000 | PA      | $2255282.10   | 0.38%             | 2032-08-30      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                 | BDS 2025-FL15 LLC                                                                | CUSIP: 05556EAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2002449.80   | 0.33%             | 2043-03-19      | Floating      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BEACON ROOFING SUPPLY IN                | QXO BUILDING PRODUCTS INC                                                        | CUSIP: 07368RAM3<br>LEI: 549300HDXQWWCBOYXP31 | Long             | LON              | CORP              | US        |    602556 | PA      | $603995.67    | 0.10%             | 2032-04-30      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                         | AREIT 2025-CRE11                                                                 | CUSIP: 04002DAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    550000 | PA      | $549996.87    | 0.09%             | 2043-07-25      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| OPENLANE INC                            | OPENLANE INC                                                                     | CUSIP: 68373AAD5<br>LEI: 5493004HKD20LBSG7D03 | Long             | LON              | CORP              | US        |    920000 | PA      | $919429.60    | 0.15%             | 2032-10-08      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| AMSPEC PARENT LLC                       | AMSPEC PARENT LLC                                                                | CUSIP: 03218AAE9<br>LEI: 254900LUGRP5Z7OOV477 | Long             | LON              | CORP              | US        |   3382361 | PA      | $3382360.81   | 0.56%             | 2031-12-22      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| INGENOVIS HEALTH INC                    | Ingenovis Health Inc                                                             | CUSIP: 12510MAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7269083 | PA      | $1944479.83   | 0.32%             | 2028-03-06      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| VISTA MANAGEMENT HOLDING                | VISTA MANAGEMENT HOLDING INC                                                     | CUSIP: 92842EAB4<br>LEI: 5299005VABKD28UWHI65 | Long             | LON              | CORP              | US        |   1557095 | PA      | $1570065.46   | 0.26%             | 2031-04-01      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| HUNT COS INC                            | Hunt Cos Inc                                                                     | CUSIP: 445587AE8<br>LEI: 549300ODPWDNCH5TKM49 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1805898.41   | 0.30%             | 2029-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| KESTRA ADVISOR SERVICES                 | KESTRA ADVISOR SERVICES                                                          | CUSIP: 49255BAK0<br>LEI: 254900WH55RU999OY504 | Long             | LON              | CORP              | US        |   1000000 | PA      | $1000970.00   | 0.17%             | 2031-03-24      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP LTD                      | ARDONAGH GROUP FINCO PTY LTD                                                     | CUSIP: 000000000<br>LEI: 254900YP2E642AGM4G32 | Long             | LON              | CORP              | AU        |   4178710 | PA      | $4165672.50   | 0.70%             | 2031-02-18      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                | ALLWYN ENTERTAINMENT FINANCING US LLC                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6347157 | PA      | $6072134.98   | 1.01%             | 2031-06-11      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| GALAXY US OPCO INC                      | GALAXY US OPCO INC                                                               | CUSIP: 36321DAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4115789 | PA      | $3943790.45   | 0.66%             | 2029-04-30      | Floating      | 9.09%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                          | 1011778 BC ULC                                                                   | CUSIP: 000000000<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |   5024682 | PA      | $5026239.45   | 0.84%             | 2030-09-23      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                  | BLACKSTONE MTG TR INC                                                            | CUSIP: 09259GAK9<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | LON              | CORP              | US        |    695000 | PA      | $695000.00    | 0.12%             | 2032-12-20      | Floating      | 2.50%                 | No            |                  2 | On Loan: No      |
| PRO MACH GROUP INC                      | PRO MACH GROUP INC                                                               | CUSIP: 74273JAL7<br>LEI: 5493008SZGSVUCSNB151 | Long             | LON              | CORP              | US        |   1535000 | PA      | $1544240.70   | 0.26%             | 2032-10-18      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| FRONTDOOR INC                           | FRONTDOOR INC                                                                    | CUSIP: 35905CAK1<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | LON              | CORP              | US        |   1579050 | PA      | $1586945.25   | 0.26%             | 2031-12-19      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| GIP PILOT ACQUISITION PA                | GIP PILOT ACQUISITION PA                                                         | CUSIP: 31773HAE2<br>LEI: 254900NQOAOPPA12X060 | Long             | LON              | CORP              | US        |   3529349 | PA      | $3533161.02   | 0.59%             | 2030-10-04      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| UFC HOLDINGS LLC                        | UFC HOLDINGS LLC                                                                 | CUSIP: 90266UAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1414330 | PA      | $1420015.92   | 0.24%             | 2031-11-21      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| EISNER ADVISORY GROUP LL                | EISNER ADVISORY GROUP LL                                                         | CUSIP: 28259HAG6<br>LEI: 549300TV33NKCG2ZE467 | Long             | LON              | CORP              | US        |   2495611 | PA      | $2509660.85   | 0.42%             | 2031-02-28      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY MORTGA                | STARWOOD PROPERTY MORTGAGE LLC                                                   | CUSIP: 85570DAP7<br>LEI: 5493008SB15CNJRIOK13 | Long             | LON              | CORP              | US        |   1452958 | PA      | $1456590.90   | 0.24%             | 2032-09-24      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| PEX HOLDINGS LLC                        | PEX HOLDINGS LLC                                                                 | CUSIP: 69381MAB1<br>LEI: 2138006XMWHEBFQ55Z05 | Long             | LON              | CORP              | US        |   3997167 | PA      | $3995487.75   | 0.67%             | 2031-11-19      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas          | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR9 Trust | CUSIP: 939346AB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1293225 | PA      | $1126105.30   | 0.19%             | 2046-11-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| PERMIAN PRODUCTION HOLDINGS LLC         | PERMIAN PRODUCTION HOLDINGS LLC                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    401481 | NS      | $40.15        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PRIME SECURITY SERVICES BOR             | PRIME SECURITY SERVICES BOR                                                      | CUSIP: 03765VAP5<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |   3173955 | PA      | $3177128.78   | 0.53%             | 2030-10-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| GRANT THORNTON ADVISORS                 | GRANT THORNTON ADVISORS                                                          | CUSIP: 38821UAD2<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |   4398917 | PA      | $4402435.75   | 0.73%             | 2031-05-30      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                | BOOST NEWCO BORROWER LLC                                                         | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |   4880792 | PA      | $4883867.34   | 0.81%             | 2031-01-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL                | Cheplapharm Arzneimittel GmbH                                                    | CUSIP: 16412EAA5<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |   1312000 | PA      | $1294030.19   | 0.22%             | 2028-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BLACKFIN PIPELINE LLC                   | BLACKFIN PIPELINE LLC                                                            | CUSIP: 09231PAB2<br>LEI: 254900F4BUS186SK8A51 | Long             | LON              | CORP              | US        |   2685000 | PA      | $2687228.55   | 0.45%             | 2032-09-29      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| SHO HOLDING 1L TL-A                     | SHO HOLDING 1L TL-A                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     64023 | PA      | $64022.59     | 0.01%             | 2029-06-30      | Floating      | 10.33%                | No            |                  3 | On Loan: No      |
| NAVACORD (JONES) 1L TL CL USD           | NAVACORD (JONES) 1L TL CL USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    691000 | PA      | $691000.00    | 0.12%             | 2032-12-09      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES HOLDIN                 | SCIENTIFIC GAMES HOLDINGS LP                                                     | CUSIP: 80875CAE7<br>LEI: 549300W5GPFXXB6TQ330 | Long             | LON              | CORP              | US        |   3650646 | PA      | $3581758.58   | 0.60%             | 2029-04-04      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| TRANSMONTAIGNE OPERATING CO             | TRANSMONTAIGNE OPERATING CO                                                      | CUSIP: 89376WAH1<br>LEI: 549300V4T155OZCUJ734 | Long             | LON              | CORP              | US        |   2119324 | PA      | $2132570.15   | 0.36%             | 2028-11-17      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| EG FINCO LTD                            | EG FINCO LTD                                                                     | CUSIP: 000000000<br>LEI: 2138003OUK4UQHRJLT65 | Long             | LON              | CORP              | GB        |   1689093 | PA      | $1992971.33   | 0.33%             | 2028-02-07      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| SWEETWATER BORROWER LLC                 | SWEETWATER BORROWER LLC                                                          | CUSIP: 87168EAB0<br>LEI: 254900JJU57789DC8283 | Long             | LON              | CORP              | US        |   1764560 | PA      | $1773382.49   | 0.30%             | 2028-08-07      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                 | VZ Secured Financing BV                                                          | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |   3500000 | PA      | $3167336.06   | 0.53%             | 2032-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ORION ADVISOR SOLUTIONS 1L TLB CL       | ORION ADVISOR SOLUTIONS 1L TLB CL                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2103573 | PA      | $2115836.42   | 0.35%             | 2030-09-09      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC                | Virgin Media Bristol LLC                                                         | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |   6016233 | PA      | $5952641.40   | 0.99%             | 2031-03-31      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| WHITEWATERMATTERHORNHO                  | WHITEWATERMATTERHORNHO                                                           | CUSIP: 000000000<br>LEI: 2138009J7G187M6C4Q91 | Long             | LON              | CORP              | US        |   1560000 | PA      | $1564617.60   | 0.26%             | 2032-06-16      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                     | UNITED AIRLINES INC                                                              | CUSIP: 90932RAP9<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |   3314530 | PA      | $3324904.88   | 0.55%             | 2031-02-24      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| State Street Blackstone Senior Loan ETF | State Street Blackstone Senior Loan ETF                                          | CUSIP: 78467V608<br>LEI: 549300ME4SR63Y3TRD06 | Long             | EC               | PF                | US        |    243601 | NS      | $10053413.27  | 1.68%             |  |  |  | No            |                  1 | On Loan: No      |
| RESONETICS LLC                          | RESONETICS LLC                                                                   | CUSIP: 76118EAL2<br>LEI: 5493007F3QX6Z23QGO95 | Long             | LON              | CORP              | US        |   2364120 | PA      | $2366484.12   | 0.39%             | 2031-06-18      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| CHG HEALTHCARE SERVICES INC             | CHG HEALTHCARE SERVICES INC                                                      | CUSIP: 12541HAX1<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |    505324 | PA      | $507446.64    | 0.08%             | 2028-09-29      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| AMER RESIDENT SERVICES LLC              | AMER RESIDENT SERVICES LLC                                                       | CUSIP: 02927HAH1<br>LEI: 549300UXCBZIG9PCNR39 | Long             | LON              | CORP              | US        |    560667 | PA      | $562769.86    | 0.09%             | 2032-02-02      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| JBT MAREL CORP                          | JOHN BEAN TECHNOLOGIES CORP                                                      | CUSIP: 47783YAQ2<br>LEI: 5493007CT6ATBZ2L6826 | Long             | LON              | CORP              | US        |   1721988 | PA      | $1724139.98   | 0.29%             | 2032-01-02      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| XPLORE INC - SYNDICATED LNS             | XPLORE INC - SYNDICATED LNS                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    114139 | NS      | $173237.79    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| IMAGEFIRST HOLDINGS LLC                 | IMAGEFIRST HOLDINGS LLC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3211950 | PA      | $3209958.59   | 0.54%             | 2032-03-12      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| ASCENSUS HOLDINGS INC                   | ASCENSUS HOLDINGS INC                                                            | CUSIP: 03836BAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    695000 | PA      | $693783.75    | 0.12%             | 2028-08-02      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                   | QUIKRETE HOLDINGS INC                                                            | CUSIP: 74839XAK5<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |   1317420 | PA      | $1321807.38   | 0.22%             | 2029-03-19      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| PEER HOLDING III BV                     | PEER HOLDING III BV                                                              | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |    980100 | PA      | $983569.55    | 0.16%             | 2031-07-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced S          | HOMES 2025-AFC3 Trust                                                            | CUSIP: 43762AAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    961263 | PA      | $959712.69    | 0.16%             | 2060-08-25      | Variable      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| SHO HOLDING 1L ROLL-UP TL-B             | SHO HOLDING 1L ROLL-UP TL-B                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    195963 | PA      | $194003.65    | 0.03%             | 2029-06-30      | Floating      | 10.33%                | No            |                  3 | On Loan: No      |
| POLARIS NEWCO LLC                       | Polaris Newco LLC                                                                | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |   1304310 | PA      | $1255894.24   | 0.21%             | 2028-06-05      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                       | XEROX CORPORATION                                                                | CUSIP: 98415LAY2<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | LON              | CORP              | US        |   3535117 | PA      | $3013687.27   | 0.50%             | 2029-11-19      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| BHN MERGER SUB INC                      | BHN MERGER SUB INC                                                               | CUSIP: 09238FAM3<br>LEI: 549300LFU3K8UIR03132 | Long             | LON              | CORP              | US        |   2720075 | PA      | $2730274.78   | 0.46%             | 2029-03-12      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES LP                   | CITADEL SECURITIES LP                                                            | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |   3839281 | PA      | $3858016.58   | 0.64%             | 2031-10-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| ENGINEERED MACHINERY HOL                | ENGINEERED MACHINERY HOLDINGS INC                                                | CUSIP: 26658NAP4<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |   3431475 | PA      | $3450348.03   | 0.58%             | 2028-05-22      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                     | ASCEND LEARNING LLC                                                              | CUSIP: 04349HAN4<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |   1555109 | PA      | $1558716.75   | 0.26%             | 2028-12-11      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL ENTERTAINM                | INTERNATIONAL ENTERTAINMENT JJCO US LLC                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2867812 | PA      | $2839134.38   | 0.47%             | 2032-04-19      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| SPEEDSTER BIDCO GMBH                    | SPEEDSTER BIDCO GMBH                                                             | CUSIP: 000000000<br>LEI: 254900LE837QB2YYV824 | Long             | LON              | CORP              | DE        |   3509801 | PA      | $3510678.61   | 0.59%             | 2031-12-10      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| CAPSTONE BORROWER INC                   | CAPSTONE BORROWER INC                                                            | CUSIP: 14071CAE8<br>LEI: 254900YSP2BAI3YKIX08 | Long             | LON              | CORP              | US        |   1000000 | PA      | $998420.00    | 0.17%             | 2030-06-17      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| XPLORE INC                              | XPLORE INC                                                                       | CUSIP: 000000000<br>LEI: 254900V3NB5MGOZS4O08 | Long             | LON              | CORP              | CA        |    583529 | PA      | $540738.74    | 0.09%             | 2029-10-24      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                | USD/CAD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-527.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SHO HOLDING 1L TAKEBACK TL-C            | SHO HOLDING 1L TAKEBACK TL-C                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99864 | PA      | $87880.62     | 0.01%             | 2029-06-30      | Floating      | 5.83%                 | No            |                  3 | On Loan: No      |
| YAK BLOCKER 2 LLC SERIES C-1            | YAK BLOCKER 2 LLC SERIES C-1                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15530 | NS      | $13290.48     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BURLINGTON COAT FACTORY                 | BURLINGTON COAT FACTORY WAREHOUSE CORP                                           | CUSIP: 121575AL8<br>LEI: 549300SIFDMGE3Y2SW49 | Long             | LON              | CORP              | US        |   2679648 | PA      | $2681872.35   | 0.45%             | 2031-09-19      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC                             | SCIL IV LLC                                                                      | CUSIP: 000000000<br>LEI: 984500E0P46NA78BDF93 | Long             | LON              | CORP              | US        |   1560000 | PA      | $1561950.00   | 0.26%             | 2032-10-29      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| SITEONE LANDSCAPE SUPPLY 1L TLB CL      | SITEONE LANDSCAPE SUPPLY 1L TLB CL                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    691250 | PA      | $690385.94    | 0.12%             | 2030-03-23      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                  | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4856165.50   | 0.81%             | 2029-01-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                   | McGraw-Hill Education Inc                                                        | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1583131.73   | 0.26%             | 2028-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| TRAVERSE MIDSTREAM PARTN                | TRAVERSE MIDSTREAM PARTN                                                         | CUSIP: 000000000<br>LEI: 549300DHTM8B2X5QMJ22 | Long             | LON              | CORP              | US        |   1607322 | PA      | $1608929.75   | 0.27%             | 2028-02-16      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| DEALER TIRE FINANCIAL LL                | DEALER TIRE FINANCIAL LL                                                         | CUSIP: 24228HAR9<br>LEI: 894500QBE5Z2XQWCJ779 | Long             | LON              | CORP              | US        |    553014 | PA      | $552322.73    | 0.09%             | 2031-07-02      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| AUXEY MIDCO LTD                         | AUXEY MIDCO LTD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   1926848 | PA      | $1811237.12   | 0.30%             | 2027-06-29      | Floating      | 10.03%                | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                    | ARAMARK SERVICES INC                                                             | CUSIP: 03852JBC4<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |   2554387 | PA      | $2559751.58   | 0.43%             | 2030-06-24      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| USI INC/NY                              | USI INC/NY                                                                       | CUSIP: 90351NAR6<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |   2493002 | PA      | $2497888.36   | 0.42%             | 2029-11-23      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| SOCOTEC US HOLDING INC                  | SOCOTEC US HOLDING INC                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1999800 | PA      | $2008959.08   | 0.34%             | 2031-06-02      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| BELRON FINANCE 2019 LLC                 | BELRON FINANCE 2019 LLC                                                          | CUSIP: 08078UAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3392191 | PA      | $3409152.27   | 0.57%             | 2031-10-16      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| CROCS INC                               | Crocs Inc                                                                        | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |   1755000 | PA      | $1621300.59   | 0.27%             | 2031-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| ECOVYST CATALYST TECHNOL                | ECOVYST CATALYST TECHNOL                                                         | CUSIP: 27922JAC0<br>LEI: 254900NH3N3I82Z6Q744 | Long             | LON              | CORP              | US        |    987500 | PA      | $988033.25    | 0.16%             | 2031-06-12      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                | Standard Industries Inc/NY                                                       | CUSIP: 853496AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $260470.45    | 0.04%             | 2030-07-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| PEER HOLDING III BV                     | PEER HOLDING III BV                                                              | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |   3704025 | PA      | $3717915.09   | 0.62%             | 2030-10-28      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                     | STATION CASINOS LLC                                                              | CUSIP: 85769EBB6<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |   2105960 | PA      | $2111498.52   | 0.35%             | 2031-03-14      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| GRAFTECH GLOBAL ENTERPRI                | GrafTech Global Enterprises Inc                                                  | CUSIP: 38431AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2120000 | PA      | $1844400.00   | 0.31%             | 2029-12-23      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                  | ATHENAHEALTH GROUP INC                                                           | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |   2500536 | PA      | $2503136.30   | 0.42%             | 2029-02-15      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                 | BROWN GROUP HOLD 07/01/31                                                        | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    884379 | PA      | $888341.30    | 0.15%             | 2031-07-01      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| BALROG ACQUISITION INC                  | BALROG ACQUISITION INC                                                           | CUSIP: 05878UAB7<br>LEI: 25490017XQ2US9FIMN58 | Long             | LON              | CORP              | US        |    586565 | PA      | $485382.55    | 0.08%             | 2028-09-05      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| APRO LLC                                | APRO LLC                                                                         | CUSIP: 03834XAP8<br>LEI: 549300HALLMPVGYAKP14 | Long             | LON              | CORP              | US        |   2616875 | PA      | $2627499.51   | 0.44%             | 2031-07-09      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| VECTOR PHOENIX HOLDINGS LP ASPECT       | VECTOR PHOENIX HOLDINGS LP ASPECT                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    244278 | NS      | $24.43        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| INSURED LENDING 1 LTD                   | Insured Lending 1 Ltd                                                            | CUSIP: 000000000<br>LEI: 875500RRX7H6NZ8RYE90 | Long             | DBT              | CORP              | GB        |   1600000 | PA      | $1880160.00   | 0.31%             | 2032-02-04      | Fixed         | 6.50%                 | Yes           |                  3 | On Loan: No      |
| CLARIOS GLOBAL LP                       | CLARIOS GLOBAL LP                                                                | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |   2015933 | PA      | $2016195.04   | 0.34%             | 2030-05-06      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| TOPGOLF CALLAWAY BRANDS                 | TOPGOLF CALLAWAY BRANDS CORP                                                     | CUSIP: 89071LAB6<br>LEI: 5493005UB0KFRKBPCU72 | Long             | LON              | CORP              | US        |   2692800 | PA      | $2698401.02   | 0.45%             | 2030-03-18      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Entain Holdings Gibraltar Ltd           | Entain 08/01/2032                                                                | CUSIP: 000000000<br>LEI: 213800ATWJIEYQ8NF838 | Long             | LON              | CORP              | GI        |   2619613 | PA      | $2597057.71   | 0.43%             | 2032-07-30      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| TRIPADVISOR INC                         | TRIPADVISOR INC                                                                  | CUSIP: 89677NAE4<br>LEI: 549300XVG45PT5BART17 | Long             | LON              | CORP              | US        |   2069048 | PA      | $1988872.02   | 0.33%             | 2031-07-08      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| DAYFORCE INC                            | DAYFORCE INC                                                                     | CUSIP: 23923YAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1130000 | PA      | $1125965.90   | 0.19%             | 2032-10-07      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| SAZERAC CO INC                          | SAZERAC CO INC                                                                   | CUSIP: 80583EAN6<br>LEI: 9QU0CG1O4LSOB6IFK895 | Long             | LON              | CORP              | US        |   1521154 | PA      | $1522629.89   | 0.25%             | 2032-07-09      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY MORTGA                | STARWOOD PROPERTY MORTGA                                                         | CUSIP: 85570DAM4<br>LEI: 5493008SB15CNJRIOK13 | Long             | LON              | CORP              | US        |   1986586 | PA      | $1986585.62   | 0.33%             | 2030-01-02      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                      | CrossCountry Intermediate HoldCo LLC                                             | CUSIP: 22757VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2540567.50   | 0.42%             | 2032-12-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CROCS INC                               | Crocs Inc                                                                        | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77421.64     | 0.01%             | 2029-03-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ADT SEC CORP                            | ADT Security Corp/The                                                            | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |   2875000 | PA      | $2804035.80   | 0.47%             | 2029-08-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Outcomes Group Holdings Inc             | Outcomes Group Holdings Inc                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2341424 | PA      | $2353787.15   | 0.39%             | 2031-05-06      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| FLEETCOR TECHNOLOGIES INC               | CORPAY TECHNOLOGIES OPERATING CO LLC                                             | CUSIP: 33903RAZ2<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |   3842035 | PA      | $3844109.85   | 0.64%             | 2028-04-28      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In          | RALI Series 2006-QO6 Trust                                                       | CUSIP: 75114NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10472375 | PA      | $2122117.89   | 0.35%             | 2046-06-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                  | Match Group Holdings II LLC                                                      | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297315.96    | 0.05%             | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| WHITEWATER WHISTLER HOLD                | WHITEWATER WHISTLER HOLD                                                         | CUSIP: 96620EAF4<br>LEI: 549300FRGKJP12ZORL46 | Long             | LON              | CORP              | US        |   1252333 | PA      | $1247111.01   | 0.21%             | 2030-02-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| TORTUGA RESORTS GHD LLC                 | TORTUGA RESORTS GHD LLC                                                          | CUSIP: 000000000<br>LEI: 254900RI25V4FBT02P38 | Long             | LON              | CORP              | US        |   3606140 | PA      | $3556555.58   | 0.59%             | 2032-12-30      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| SONARSOURCE 1L CL TL USD                | SONARSOURCE 1L CL TL USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1890000 | PA      | $1866375.00   | 0.31%             | 2031-12-16      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                 | STANDARD INDUSTRIES INC                                                          | CUSIP: 85350EAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    804509 | PA      | $807163.84    | 0.13%             | 2028-09-22      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| DELOS AIRCRAFT DESIGNATE                | DELOS AIRCRAFT DESIGNATE                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |   1672381 | PA      | $1681094.05   | 0.28%             | 2027-10-29      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| BIP PIPECO HOLDINGS LLC                 | AL NGPL FUND VIII FUNDIN                                                         | CUSIP: 05554DAB6<br>LEI: 254900VCXW4EPI0VC343 | Long             | LON              | CORP              | US        |   1205354 | PA      | $1206861.17   | 0.20%             | 2030-12-09      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| APPLE BIDCO LLC                         | APPLE BIDCO LLC                                                                  | CUSIP: 48254EAG6<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |   2148300 | PA      | $2158740.74   | 0.36%             | 2031-09-23      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                          | SABRE GLBL INC                                                                   | CUSIP: 78571YBK5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |    396929 | PA      | $349297.77    | 0.06%             | 2029-11-15      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| PUSHPAY USA INC                         | PUSHPAY USA INC                                                                  | CUSIP: 000000000<br>LEI: 9845001D6794B3C1FF33 | Long             | LON              | CORP              | US        |   3968403 | PA      | $3953521.72   | 0.66%             | 2031-08-18      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| WALKER & DUNLOP INC                     | WALKER & DUNLOP INC                                                              | CUSIP: 93148QAK6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1331972 | PA      | $1336966.68   | 0.22%             | 2032-03-15      | Floating      | 5.73%                 | No            |                  3 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1665706.45   | 0.28%             | 2029-04-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ASPHALT ATD HOLDCO LLC                  | ASPHALT ATD HOLDCO LLC                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16664 | NS      | $90.62        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| TRANSNETWORK LLC                        | TRANSNETWORK LLC                                                                 | CUSIP: 000000000<br>LEI: 549300QF18JL5NEFRT47 | Long             | LON              | CORP              | US        |   2453685 | PA      | $2318732.22   | 0.39%             | 2030-12-30      | Floating      | 8.42%                 | No            |                  3 | On Loan: No      |
| JEFFERIES FINANCE LLC                   | JEFFERIES FINANCE LLC                                                            | CUSIP: 000000000<br>LEI: 549300SKVB18YSSIDT75 | Long             | LON              | CORP              | US        |   1701050 | PA      | $1688292.05   | 0.28%             | 2031-10-21      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| LIQUID TECH SOLUTIONS HO                | LIQUID TECH SOLUTIONS HO                                                         | CUSIP: 000000000<br>LEI: 254900OC60TKLQ1KX067 | Long             | LON              | CORP              | US        |   2721362 | PA      | $2728165.64   | 0.46%             | 2032-10-12      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                  | Match Group Holdings II LLC                                                      | CUSIP: 57665RAG1<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349243.97    | 0.06%             | 2027-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| REALPAGE INC                            | RealPage Inc                                                                     | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |   1218471 | PA      | $1216863.01   | 0.20%             | 2028-04-24      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| WORLD WIDE TECHNOLOGY HO                | WORLD WIDE TECHNOLOGY HO                                                         | CUSIP: 000000000<br>LEI: 213800MTFQARCZL1PY64 | Long             | LON              | CORP              | US        |   1853540 | PA      | $1854707.83   | 0.31%             | 2030-03-01      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| UPBOUND GROUP INC                       | UPBOUND GROUP INC                                                                | CUSIP: 000000000<br>LEI: 529900QUHE15UQNCCJ63 | Long             | LON              | CORP              | US        |   3473825 | PA      | $3491193.85   | 0.58%             | 2032-08-19      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| WAYSTAR TECHNOLOGIES INC                | WAYSTAR TECHNOLOGIES INC                                                         | CUSIP: 63939WAN3<br>LEI: 549300BIRBTAWWHCSZ09 | Long             | LON              | CORP              | US        |   1271778 | PA      | $1278136.51   | 0.21%             | 2029-10-22      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS CORP II                 | DEL MONTE FOODS CORP II                                                          | CUSIP: 24521WAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3329210 | PA      | $99876.31     | 0.02%             | 2028-08-02      | Floating      | 12.47%                | No            |                  2 | On Loan: No      |
| CONAIR HOLDINGS LLC                     | CONAIR HOLDINGS LLC                                                              | CUSIP: 20600RAB8<br>LEI: 549300804G00T34FLV17 | Long             | LON              | CORP              | US        |   4591135 | PA      | $2352956.66   | 0.39%             | 2028-05-17      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| STUDENT TRANSPORTATION                  | STUDENT TRANSPORTATION                                                           | CUSIP: 86388BAD8<br>LEI: 549300O4G48RRYGSD439 | Long             | LON              | CORP              | US        |    947625 | PA      | $949207.53    | 0.16%             | 2032-06-24      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS                 | SURGERY CENTER HOLDINGS INC                                                      | CUSIP: 86880NBD4<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |   1097250 | PA      | $1100870.93   | 0.18%             | 2030-12-19      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| PACIFIC DENTAL SERVICES                 | PACIFIC DENTAL SERVICES                                                          | CUSIP: 69417WAC5<br>LEI: 549300SDH1NQDOZ2M105 | Long             | LON              | CORP              | US        |   2317276 | PA      | $2324946.10   | 0.39%             | 2031-03-17      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                 | PARK RIVER HOLDINGS INC                                                          | CUSIP: 70082HAE6<br>LEI: 254900PGY077KWCROT75 | Long             | LON              | CORP              | US        |   1585000 | PA      | $1592592.15   | 0.27%             | 2031-03-17      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                   | CAESARS ENTERTAIN INC                                                            | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |   1385500 | PA      | $1373030.50   | 0.23%             | 2030-02-06      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| DERMATOLOGY INTERMEDIATE                | DERMATOLOGY INTERMEDIATE                                                         | CUSIP: 24982LAB1<br>LEI: 254900GUIR9SP64DNR96 | Long             | LON              | CORP              | US        |   5058138 | PA      | $4870581.94   | 0.81%             | 2029-04-02      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| BR SECONDARIES & LQDITY SOLUTIONS       | BR SECONDARIES & LQDITY SOLUTIONS                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3543337 | PA      | $3542955.00   | 0.59%             | 2030-06-15      | Floating      | 6.27%                 | No            |                  3 | On Loan: No      |
| API HEAT TRANSFER PARENT LLC            | API HEAT TRANSFER PARENT LLC                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2105 | NS      | $2744746.65   | 0.46%             |  |  |  | No            |                  3 | On Loan: No      |
| YAK BLOCKER 2 LLC SERIES C-2            | YAK BLOCKER 2 LLC SERIES C-2                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14354 | NS      | $12283.97     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| TRANSDIGM INC                           | TRANSDIGM INC                                                                    | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   3159097 | PA      | $3169837.54   | 0.53%             | 2031-02-28      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| MALLINCKRODT PVE NPV PFD                | MALLINCKRODT PVE NPV PFD                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        | 236477160 | NS      | $236.48       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                | HILTON DOMESTIC OPERATING CO INC                                                 | CUSIP: 43289DAK9<br>LEI: 5493003EG7H0N1E4XV50 | Long             | LON              | CORP              | US        |    427249 | PA      | $429658.87    | 0.07%             | 2030-11-08      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                  | CACI INTERNATIONAL INC                                                           | CUSIP: 12718FAL8<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | LON              | CORP              | US        |   2467556 | PA      | $2468074.57   | 0.41%             | 2031-10-30      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| CNT HOLDINGS I CORP                     | CNT HOLDINGS I CORP                                                              | CUSIP: 12656AAF6<br>LEI: 254900SYIEHMSB69WT08 | Long             | LON              | CORP              | US        |    945300 | PA      | $947124.23    | 0.16%             | 2032-11-08      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS CORP II                 | DEL MONTE FOODS CORP II INC                                                      | CUSIP: 24521WAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2105964 | PA      | $968743.40    | 0.16%             | 2028-08-02      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| US FERTILITY ENTERPRISES                | US FERTILITY ENTERPRISES LLC                                                     | CUSIP: 90356EAG5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1163684 | PA      | $1166593.42   | 0.19%             | 2032-12-10      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| FUGUE FINANCE LLC                       | FUGUE FINANCE LLC                                                                | CUSIP: 000000000<br>LEI: 254900Y4DWBRGAFENC88 | Long             | LON              | CORP              | HK        |   2967508 | PA      | $2974926.78   | 0.50%             | 2032-01-09      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| CVR CHC LP                              | CVR CHC LP                                                                       | CUSIP: 12663SAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    815100 | PA      | $815776.53    | 0.14%             | 2027-12-30      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| PREGIS TOPCO LLC                        | PREGIS TOPCO LLC                                                                 | CUSIP: 74045BAG2<br>LEI: 549300LJXHJYHS1GM034 | Long             | LON              | CORP              | US        |   2744262 | PA      | $2765338.44   | 0.46%             | 2029-02-01      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| IMC GLOBAL HOLDINGS LLC                 | IMC GLOBAL HOLDINGS LLC                                                          | CUSIP: 000000000<br>LEI: 724500MHXKWDKAGMOW56 | Long             | LON              | CORP              | NL        |   1258675 | PA      | $1267334.68   | 0.21%             | 2032-06-21      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| WHITEWATER DBR HOLDCO LL                | WHITEWATER DBR HOLDCO LL                                                         | CUSIP: 96616PAD0<br>LEI: 21380025GXMNBTSJP816 | Long             | LON              | CORP              | US        |   1841734 | PA      | $1850942.80   | 0.31%             | 2031-03-03      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| IVI AMERICA LLC                         | IVI AMERICA LLC                                                                  | CUSIP: 45073SAD7<br>LEI: 549300V0LY56J9HGCK92 | Long             | LON              | CORP              | US        |   2058925 | PA      | $2073728.22   | 0.35%             | 2031-04-09      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| PAR PETROLEUM LLC                       | PAR PETROLEUM LLC                                                                | CUSIP: 69889PAE5<br>LEI: 984500CCF05C2FB39F45 | Long             | LON              | CORP              | US        |   4392951 | PA      | $4412191.91   | 0.74%             | 2030-02-28      | Floating      | 7.24%                 | No            |                  3 | On Loan: No      |
| PAREXEL INTL CORP                       | PAREXEL INTL CORP                                                                | CUSIP: 71911KAF1<br>LEI: 549300GCZVUYB6P2OA17 | Long             | LON              | CORP              | US        |   1015000 | PA      | $1017750.65   | 0.17%             | 2031-12-12      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| NOVELIS HOLDINGS INC                    | NOVELIS HOLDINGS INC                                                             | CUSIP: 67000LAB8<br>LEI: 549300ZJQN1PEAT42X90 | Long             | LON              | CORP              | US        |   1405253 | PA      | $1409932.90   | 0.24%             | 2032-03-11      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                   | HIGHTOWER HOLDING LLC                                                            | CUSIP: 43117LAP8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | LON              | CORP              | US        |   1766625 | PA      | $1767737.83   | 0.29%             | 2032-02-03      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| OCTAGON LOAN FUNDING LTD                | Octagon Loan Funding Ltd                                                         | CUSIP: 67590TAC5<br>LEI: 549300HJJWTCMWFILG24 | Long             | ABS-CBDO         | CORP              | KY        |   2071948 | PA      | $5283.47      | 0.00%             | 2031-11-18      | Variable      | 0.01%                 | Yes           |                  2 | On Loan: No      |
| FLUTTER ENTERTAINMENT PL                | FLUTTER ENTERTAINMENT PLC                                                        | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |   4909800 | PA      | $4901600.63   | 0.82%             | 2030-11-29      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ENGINEERING RESEARCH AND                | ENGINEERING RESEARCH AND                                                         | CUSIP: 29288KAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2524500 | PA      | $1767150.00   | 0.29%             | 2031-08-29      | Floating      | 8.67%                 | No            |                  3 | On Loan: No      |
| LIQUID TECH SOLUTIONS HO                | LIQUID TECH SOLUTIONS HO                                                         | CUSIP: 000000000<br>LEI: 254900OC60TKLQ1KX067 | Long             | LON              | CORP              | US        |    278638 | PA      | $279334.36    | 0.05%             | 2032-10-12      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| ENTAIN HOLDINGS GIBRALTA                | ENTAIN HOLDINGS GIBRALTA                                                         | CUSIP: 000000000<br>LEI: 213800ATWJIEYQ8NF838 | Long             | LON              | CORP              | GI        |   1584000 | PA      | $1573117.92   | 0.26%             | 2029-10-31      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| LEIA FINCO US LLC                       | LEIA FINCO US LLC                                                                | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    275000 | PA      | $275836.00    | 0.05%             | 2031-10-09      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| CITRIN COOPERMAN ADVISOR                | CITRIN COOPERMAN ADVISOR                                                         | CUSIP: 17737EAC7<br>LEI: 254900DPG9ZEAP5MK895 | Long             | LON              | CORP              | US        |   1870000 | PA      | $1874675.00   | 0.31%             | 2032-04-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| PROAMPAC PG BORROWER LLC                | PROAMPAC PG BORROWER LLC                                                         | CUSIP: 74274NAL7<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |   1202579 | PA      | $1203240.41   | 0.20%             | 2028-09-15      | Floating      | 7.89%                 | No            |                  2 | On Loan: No      |
| NEW ENTERPRISE STONE & L                | New Enterprise Stone & Lime Co Inc                                               | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |   2875000 | PA      | $2872592.76   | 0.48%             | 2028-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| MICHAEL BAKER INTL                      | MICHAEL BAKER INTL                                                               | CUSIP: 59406MAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4583308 | PA      | $4589036.78   | 0.77%             | 2028-12-01      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Assets           | American Home Mortgage Assets Trust 2006-4                                       | CUSIP: 02660LAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1962747 | PA      | $977695.16    | 0.16%             | 2046-10-25      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| MX HOLDINGS US INC                      | MX HOLDINGS US INC                                                               | CUSIP: 55404TAF9<br>LEI: 549300RKTIVJWNROR778 | Long             | LON              | CORP              | US        |   1478934 | PA      | $1481403.62   | 0.25%             | 2032-03-17      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| XPLORE INC                              | XPLORE INC                                                                       | CUSIP: 000000000<br>LEI: 254900V3NB5MGOZS4O08 | Long             | LON              | CORP              | CA        |   2024633 | PA      | $1214779.85   | 0.20%             | 2031-10-24      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                          | SABRE GLBL INC                                                                   | CUSIP: 78571YBL3<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |    302471 | PA      | $269198.87    | 0.04%             | 2029-11-15      | Floating      | 9.82%                 | No            |                  3 | On Loan: No      |
| CENTRAL PARENT INC                      | CENTRAL PARENT INC                                                               | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    414586 | PA      | $350151.01    | 0.06%             | 2029-07-06      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| COBHAM ULTRA US CO-BORRO                | Cobham Ultra US Co-Borrower LLC                                                  | CUSIP: 000000000<br>LEI: 254900L6IKLPZKIC4F32 | Long             | LON              | CORP              | LU        |   3638312 | PA      | $3647408.11   | 0.61%             | 2029-08-06      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| BALROG ACQUISITION INC                  | BALROG ACQUISITION INC                                                           | CUSIP: 05878UAE1<br>LEI: 25490017XQ2US9FIMN58 | Long             | LON              | CORP              | US        |   2530376 | PA      | $2100212.31   | 0.35%             | 2028-09-05      | Floating      | 8.33%                 | No            |                  3 | On Loan: No      |
| SHO EQUITY                              | SHO EQUITY                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       178 | NS      | $140023.47    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| HUNTER DOUGLAS INC                      | HUNTER DOUGLAS INC                                                               | CUSIP: 000000000<br>LEI: 529900811T142NS3H544 | Long             | LON              | CORP              | US        |   2577534 | PA      | $2587199.44   | 0.43%             | 2032-01-20      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| SUNRISE FINANCING PARTNERSH             | SUNRISE FINANCING PARTNERSH                                                      | CUSIP: 000000000<br>LEI: 213800DXWIS9KORQ3X94 | Long             | LON              | CORP              | US        |   2221614 | PA      | $2228034.70   | 0.37%             | 2032-02-17      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| HARBOURVEST PARTNERS LP                 | HARBOURVEST PARTNERS LP                                                          | CUSIP: 41165QAM9<br>LEI: 54930029KR62LTFQ8M21 | Long             | LON              | CORP              | US        |   2428662 | PA      | $2428661.64   | 0.41%             | 2030-04-22      | Floating      | 5.92%                 | No            |                  3 | On Loan: No      |
| REVERB BUYER INC                        | Reverb Buyer Inc                                                                 | CUSIP: 58462QAH4<br>LEI: 549300JH2XHZ7TIKYR39 | Long             | LON              | CORP              | US        |   8959512 | PA      | $1891442.54   | 0.32%             | 2028-11-01      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-464.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                         | GEN DIGITAL INC                                                                  | CUSIP: 66877AAF5<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |   1218441 | PA      | $1219793.06   | 0.20%             | 2029-09-12      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| New Century Home Equity Loan T          | New Century Home Equity Loan Trust 2004-4                                        | CUSIP: 64352VJK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1937 | PA      | $3512.39      | 0.00%             | 2035-02-25      | Floating      | 4.64%                 | No            |                  3 | On Loan: No      |
| AIR CANADA                              | AIR CANADA                                                                       | CUSIP: 000000000<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | LON              | CORP              | CA        |   1630950 | PA      | $1639104.75   | 0.27%             | 2031-03-21      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Federated U.S. Treasury Cash Reserves   | Federated U.S. Treasury Cash Reserves                                            | CUSIP: 60934N682<br>LEI: 25490003NTA1P9CI5X97 | Long             | EC               | RF                | US        |  16270497 | NS      | $16270496.75  | 2.71%             |  |  |  | No            |                  1 | On Loan: No      |
| CENGAGE LEARNING INC                    | CENGAGE LEARNING INC                                                             | CUSIP: 15131YAQ8<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |   4392836 | PA      | $4407639.87   | 0.74%             | 2031-03-24      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| HCA INC                                 | HCA Inc                                                                          | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1503264.56   | 0.25%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd          | Golub Capital Partners CLO 69M                                                   | CUSIP: 38182GAG9<br>LEI: 2549004WBNSFGOX1MY52 | Long             | ABS-CBDO         | CORP              | US        |   2750000 | PA      | $2745005.18   | 0.46%             | 2038-11-09      | Floating      | 6.92%                 | Yes           |                  2 | On Loan: No      |
| GSAA Home Equity Trust                  | GSAA Home Equity Trust 2007-7                                                    | CUSIP: 36249BAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     35054 | PA      | $34053.20     | 0.01%             | 2037-07-25      | Floating      | 4.39%                 | No            |                  3 | On Loan: No      |
| GTCR EVEREST BORROWER                   | GTCR EVEREST BORROWER                                                            | CUSIP: 36269YAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1921345 | PA      | $1927743.08   | 0.32%             | 2031-09-05      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| MIRABELA NICKEL LTD                     | Mirabela Nickel Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |   1279819 | PA      | $3199.55      | 0.00%             | 2019-06-24      | Fixed         | 9.50%                 | Yes           |                  3 | On Loan: No      |
| MANNINGTON MILLS 1L TLB CL              | MANNINGTON MILLS 1L TLB CL                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1702826 | PA      | $1685798.13   | 0.28%             | 2032-03-07      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| KNIFE RIVER CORP                        | KNIFE RIVER HOLD CO                                                              | CUSIP: 49889LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    728422 | PA      | $730847.16    | 0.12%             | 2032-03-08      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                             | ASURION LLC                                                                      | CUSIP: 04649VBD1<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   3908578 | PA      | $3906741.47   | 0.65%             | 2030-09-19      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| Nomura Resecuritization Trust           | Nomura Resecuritization Trust 2015-4R                                            | CUSIP: 65540WCC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    149679 | PA      | $147060.79    | 0.02%             | 2036-03-26      | Floating      | 4.47%                 | Yes           |                  3 | On Loan: No      |
| WR GRACE HOLDING LLC                    | WR Grace Holdings LLC                                                            | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1300973.03   | 0.22%             | 2027-06-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| MIDCONTINENT COMMUNICATI                | MIDCONTINENT COMMUNICATIONS                                                      | CUSIP: 59565TAM1<br>LEI: 549300ZI9GDQBS28C408 | Long             | LON              | CORP              | US        |   2475000 | PA      | $2464184.25   | 0.41%             | 2031-08-18      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| PACIFIC BELLS LLC                       | PACIFIC BELLS LLC                                                                | CUSIP: 69403HAN0<br>LEI: 549300VGOQXINYVBJF37 | Long             | LON              | CORP              | US        |    920692 | PA      | $923380.92    | 0.15%             | 2028-11-10      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                  | CLOUD SOFTWARE GRP INC                                                           | CUSIP: 88632NBL3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    912712 | PA      | $913287.51    | 0.15%             | 2032-08-16      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| HNI CORP                                | HNI CORP                                                                         | CUSIP: 000000000<br>LEI: 549300SKRADLC4O5HV93 | Long             | LON              | CORP              | US        |   1245000 | PA      | $1248112.50   | 0.21%             | 2032-12-10      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                         | Lehman XS Trust Series 2006-16N                                                  | CUSIP: 52522DAM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    980039 | PA      | $883677.85    | 0.15%             | 2046-11-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| RING CONTAINER TECHNOLOG                | RING CONTAINER TECHNOLOGIES GROUP LLC                                            | CUSIP: 76680YAJ1<br>LEI: 254900MFUG4RPN6Y4A98 | Long             | LON              | CORP              | US        |   1031554 | PA      | $1033895.88   | 0.17%             | 2032-09-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| PABST FINANCING NEWCO                   | PABST FINANCING NEWCO                                                            | CUSIP: 69382EAB8<br>LEI: 254900GGC0KE7OXLMU64 | Long             | LON              | CORP              | US        |    892955 | PA      | $875095.88    | 0.15%             | 2028-05-08      | Variable      | 7.86%                 | No            |                  3 | On Loan: No      |
| ORSINI BIDCO BV                         | ORSINI BIDCO BV                                                                  | CUSIP: 000000000<br>LEI: 254900TNMOIV7STA2611 | Long             | LON              | CORP              | NL        |    250980 | PA      | $293452.42    | 0.05%             | 2032-10-29      | Floating      | 1.00%                 | No            |                  2 | On Loan: No      |
| DXP ENTERPRISES INC                     | DXP ENTERPRISES INC/TX                                                           | CUSIP: 23338DAR7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3407530 | PA      | $3432234.09   | 0.57%             | 2030-10-07      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| DAIRYLAND USA CORP                      | DAIRYLAND USA CORP                                                               | CUSIP: 16308TAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2081331 | PA      | $2090010.11   | 0.35%             | 2029-08-23      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| NEXUS BUYER LLC                         | NEXUS BUYER LLC                                                                  | CUSIP: 65343UAH5<br>LEI: 254900PILSANV8WOOF24 | Long             | LON              | CORP              | US        |   5089412 | PA      | $5013631.02   | 0.84%             | 2031-07-31      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| ZODIAC PURCHASER LLC                    | ZODIAC PURCHASER LLC                                                             | CUSIP: 000000000<br>LEI: 2549000JOLSFPTJEAV21 | Long             | LON              | CORP              | US        |   2812324 | PA      | $2801074.64   | 0.47%             | 2032-02-17      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| STS OPERATING INC                       | STS OPERATING INC                                                                | CUSIP: 12508KAJ6<br>LEI: 549300HW5C2VGPZCHL57 | Long             | LON              | CORP              | US        |   1980720 | PA      | $1978244.10   | 0.33%             | 2031-03-25      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| KASEYA INC                              | KASEYA INC                                                                       | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |    200000 | PA      | $200028.00    | 0.03%             | 2032-03-22      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| WW International Inc                    | WW International Inc                                                             | CUSIP: 98262P200<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |     25462 | NS      | $743872.33    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HAYWARD INDUSTRIES INC                  | HAYWARD INDUSTRIES INC                                                           | CUSIP: 421300AL8<br>LEI: 549300NV8ZMMEDUHQ091 | Long             | LON              | CORP              | US        |   1505902 | PA      | $1512964.20   | 0.25%             | 2028-05-30      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| MSOF BEACON LLC                         | MSOF BEACON LLC                                                                  | CUSIP: 000000000<br>LEI: 391200O5OFXXMCYPAR13 | Long             | LON              | CORP              | US        |    735000 | PA      | $737756.25    | 0.12%             | 2032-12-23      | Floating      | 2.50%                 | No            |                  2 | On Loan: No      |
| PRIME SECURITY SERVICES BOR             | PRIME SECURITY SERVICES BOR                                                      | CUSIP: 03765VAQ3<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |    851819 | PA      | $849101.92    | 0.14%             | 2032-03-08      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| FB INCOME ADVISOR LLC                   | FB INCOME ADVISOR LLC                                                            | CUSIP: 30259HAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2679929 | PA      | $2599530.81   | 0.43%             | 2031-04-28      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                 | ZAYO GROUP HOLDINGS INC                                                          | CUSIP: 98919XAH4<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |   3213704 | PA      | $3041288.68   | 0.51%             | 2030-03-11      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| DS ADMIRAL BIDCO LLC                    | DS ADMIRAL BIDCO LLC                                                             | CUSIP: 23344UAF7<br>LEI: 25490030X7DBAF7KCR65 | Long             | LON              | CORP              | US        |   2423704 | PA      | $2375230.16   | 0.40%             | 2031-06-26      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| HV STRUCTURED SOLUTIONS IV              | HV STRUCTURED SOLUTIONS IV                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1465908 | PA      | $1455731.23   | 0.24%             | 2030-09-15      | Floating      | 6.22%                 | No            |                  3 | On Loan: No      |
| ORSINI BIDCO BV                         | ORSINI BIDCO BV                                                                  | CUSIP: 000000000<br>LEI: 254900TNMOIV7STA2611 | Long             | LON              | CORP              | NL        |   1349020 | PA      | $1577306.78   | 0.26%             | 2032-10-29      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                       | HERC HOLDINGS INC                                                                | CUSIP: 000000000<br>LEI: 549300TP80QLITMSBP82 | Long             | LON              | CORP              | US        |    995000 | PA      | $998522.30    | 0.17%             | 2032-06-02      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| IMPRIVATA INC 1L TLB CL REFI            | IMPRIVATA INC 1L TLB CL REFI                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    630646 | PA      | $632519.16    | 0.11%             | 2027-12-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                   | CAESARS ENTERTAIN INC                                                            | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |   2390357 | PA      | $2366453.84   | 0.39%             | 2031-02-06      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                        | ITT HOLDINGS LLC                                                                 | CUSIP: 45070BAK1<br>LEI: 549300TH2PHOLK31LB42 | Long             | LON              | CORP              | US        |   1764658 | PA      | $1773480.98   | 0.30%             | 2030-10-11      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| SECRETARIAT ADVISORS LLC                | SECRETARIAT ADVISORS LLC                                                         | CUSIP: 81368NAP0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    289171 | PA      | $289352.69    | 0.05%             | 2032-02-27      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| A-AP BUYER INC                          | A-AP BUYER INC                                                                   | CUSIP: 00036FAB0<br>LEI: 254900BOO8W9IR1VYO11 | Long             | LON              | CORP              | US        |    643500 | PA      | $645514.16    | 0.11%             | 2031-09-09      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                | LIVE NATION ENTERTAINMENT INC                                                    | CUSIP: 53803HAY6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | LON              | CORP              | US        |   1518000 | PA      | $1518000.00   | 0.25%             | 2032-10-21      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| PCI GAMING AUTHORITY                    | PCI GAMING AUTHORITY                                                             | CUSIP: 70455DAG9<br>LEI: 549300KPXAJ1LRW5LP59 | Long             | LON              | CORP              | US        |   1554815 | PA      | $1556540.66   | 0.26%             | 2031-07-21      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                      | BSPRT 2025-FL12 Issuer LLC                                                       | CUSIP: 05619BAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    600000 | PA      | $601293.24    | 0.10%             | 2043-01-17      | Floating      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer          | WaMu Mortgage Pass-Through Certificates Series 2007-OA6 Trust                    | CUSIP: 92927BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1829144 | PA      | $1565765.19   | 0.26%             | 2047-07-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| XPLORE INC - CVR                        | XPLORE INC - CVR                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      8701 | NS      | $0.87         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| RECESS HOLDINGS INC                     | RECESS HOLDINGS INC                                                              | CUSIP: 72811HAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4773671 | PA      | $4799783.44   | 0.80%             | 2030-02-20      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| SAPHILUX SARL                           | SAPHILUX SARL                                                                    | CUSIP: 000000000<br>LEI: 222100CX5OA6ONWOBW66 | Long             | LON              | CORP              | LU        |   1022428 | PA      | $1028183.89   | 0.17%             | 2028-07-27      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| AGGREKO HOLDINGS INC                    | AGGREKO HOLDINGS INC                                                             | CUSIP: 01330EAD0<br>LEI: 213800VFJ5CIN2NUQ821 | Long             | LON              | CORP              | US        |   1588440 | PA      | $1596382.28   | 0.27%             | 2031-05-21      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| PLANVIEW PARENT INC                     | PLANVIEW PARENT INC                                                              | CUSIP: 72751PAJ3<br>LEI: 549300SEALM1D9FKMA32 | Long             | LON              | CORP              | US        |   4715813 | PA      | $4510957.73   | 0.75%             | 2027-12-17      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| FUSION BUYER LLC                        | FUSION BUYER LLC                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46340 | NS      | $1575560.00   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| ASP DREAM ACQUISITION CO                | ASP Dream Acquisition Co LLC                                                     | CUSIP: 00217BAB0<br>LEI: 254900DH5Q9BDS6KS803 | Long             | LON              | CORP              | US        |   2238439 | PA      | $2123718.87   | 0.35%             | 2028-12-15      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                | SEAWORLD PARKS & ENTERTA                                                         | CUSIP: 78488CAL4<br>LEI: 549300UZV72O3371JJ53 | Long             | LON              | CORP              | US        |   2073750 | PA      | $2057325.90   | 0.34%             | 2031-12-04      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| BMC SOFTWARE INC                        | BMC SOFTWARE INC                                                                 | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |   5094264 | PA      | $5076994.84   | 0.85%             | 2031-07-30      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                  | Sunoco LP / Sunoco Finance Corp                                                  | CUSIP: 86765LAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $95231.99     | 0.02%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SAVAGE ENTERPRISES LLC                  | SAVAGE ENTERPRISES LLC                                                           | CUSIP: 80465JAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2083778 | PA      | $2091591.67   | 0.35%             | 2032-08-05      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| ENVIRI CORP                             | ENVIRI CORP                                                                      | CUSIP: 41587CAR9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | LON              | CORP              | US        |    299217 | PA      | $298842.69    | 0.05%             | 2028-03-10      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                | TERRAFORM POWER OPERATING                                                        | CUSIP: 88103NAL4<br>LEI: 5493000S2OLR3UT5BE13 | Long             | LON              | CORP              | US        |   3801632 | PA      | $3799274.53   | 0.63%             | 2029-05-30      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| WW INTERNATIONAL INC                    | WW INTERNATIONAL INC                                                             | CUSIP: 92941PAE3<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | LON              | CORP              | US        |   1301096 | PA      | $1140319.30   | 0.19%             | 2030-06-24      | Floating      | 10.49%                | No            |                  2 | On Loan: No      |
| AMERICAN AUTO AUCTION                   | AMERICAN AUTO AUCTION GROUP LLC                                                  | CUSIP: 02403MAR1<br>LEI: 5493002VI1KML1L8HW19 | Long             | LON              | CORP              | US        |    716400 | PA      | $702329.90    | 0.12%             | 2032-05-28      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL L                | OUTFRONT MEDIA CAPITAL LLC                                                       | CUSIP: 000000000<br>LEI: 5493005WC7J0FDMW0610 | Long             | LON              | CORP              | US        |   1462600 | PA      | $1466256.50   | 0.24%             | 2032-09-24      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                         | GEN DIGITAL INC                                                                  | CUSIP: 66877AAG3<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |   2596950 | PA      | $2598248.48   | 0.43%             | 2032-04-16      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| GENESEE & WYOMING INC                   | GENESEE & WYOMING INC                                                            | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |    468813 | PA      | $468695.93    | 0.08%             | 2031-04-10      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| MODENA BUYER LLC                        | MODENA BUYER LLC                                                                 | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |   2724575 | PA      | $2707546.28   | 0.45%             | 2031-07-01      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| GRIFOLS WORLDWIDE OPERAT                | Grifols Worldwide Operations USA Inc                                             | CUSIP: 39843PAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2130000 | PA      | $2129105.40   | 0.36%             | 2027-11-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| DISCOVERY PURCHASER CORP                | DISCOVERY PURCHASER CORP                                                         | CUSIP: 000000000<br>LEI: 2549001LSO1ZBIPA5D65 | Long             | LON              | CORP              | US        |   1990251 | PA      | $1909227.77   | 0.32%             | 2029-10-04      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| ASPHALT (ATD) 1L NEW MONEY EXIT TL      | ASPHALT (ATD) 1L NEW MONEY EXIT TL                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1347655 | PA      | $1212889.61   | 0.20%             | 2030-02-28      | Floating      | 7.00%                 | No            |                  3 | On Loan: No      |
| ENERGIZER HOLDINGS INC                  | ENERGIZER HOLDINGS INC                                                           | CUSIP: 29267YAW2<br>LEI: 5493000D6NN0V57UME20 | Long             | LON              | CORP              | US        |   1714989 | PA      | $1713565.84   | 0.29%             | 2032-03-19      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                  | Sunoco LP / Sunoco Finance Corp                                                  | CUSIP: 86765LAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1401932.00   | 0.23%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NUMERICABLE US LLC                      | NUMERICABLE US LLC                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1903078 | PA      | $1900299.20   | 0.32%             | 2031-05-15      | Floating      | 10.86%                | No            |                  2 | On Loan: No      |
| CONGRUEX GROUP LLC                      | CONGRUEX GROUP LLC                                                               | CUSIP: 20729MAJ8<br>LEI: 254900DY0KADNJ4ZCJ32 | Long             | LON              | CORP              | US        |   3947039 | PA      | $3201364.39   | 0.53%             | 2029-05-03      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                   | LEVEL 3 FINANCING INC                                                            | CUSIP: 52729KAU0<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |   1696500 | PA      | $1700317.13   | 0.28%             | 2032-03-29      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| MAMBA PURCHASER INC                     | MAMBA PURCHASER INC                                                              | CUSIP: 56150KAH8<br>LEI: 549300EAB6F7TKRLOT57 | Long             | LON              | CORP              | US        |   1344144 | PA      | $1346496.65   | 0.22%             | 2031-10-16      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| SOTHEBY'S                               | Sotheby's                                                                        | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |   2875000 | PA      | $2858174.35   | 0.48%             | 2027-10-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| GRAFTECH GLOBAL ENTERPRI                | GRAFTECH GLOBAL ENTERPRI                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    670035 | PA      | $679804.02    | 0.11%             | 2029-12-21      | Floating      | 9.86%                 | No            |                  2 | On Loan: No      |
| US FERTILITY ENTERPRISES                | US FERTILITY ENTERPRISES LLC                                                     | CUSIP: 90356EAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    176316 | PA      | $176756.58    | 0.03%             | 2032-12-10      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                     | LBM ACQUISITION LLC                                                              | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |   4198399 | PA      | $3931171.19   | 0.66%             | 2031-06-06      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| PELICAN PRODUCTS INC                    | PELICAN PRODUCTS INC                                                             | CUSIP: 70468BAC7<br>LEI: 5493008CRWH2WFODTF44 | Long             | LON              | CORP              | US        |   2621817 | PA      | $2362912.62   | 0.39%             | 2028-12-29      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                        | ARETEC GROUP INC                                                                 | CUSIP: 04009DAJ3<br>LEI: 549300NV2T8A33L0PQ58 | Long             | LON              | CORP              | US        |   1587328 | PA      | $1592296.33   | 0.27%             | 2030-08-09      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPER             | CHARTER COMMUNICATIONS OPER                                                      | CUSIP: 16117LCB3<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |   3185000 | PA      | $3181018.75   | 0.53%             | 2030-12-09      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                           | LIFE TIME INC                                                                    | CUSIP: 50218KAN8<br>LEI: 549300PALKE96VYH4X17 | Long             | LON              | CORP              | US        |   3455415 | PA      | $3466230.26   | 0.58%             | 2031-11-05      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| NA Rail Hold Co LLC                     | NA RAIL HOLD CO LLC                                                              | CUSIP: 000000000<br>LEI: 549300WBUJ0EQ32JFK65 | Long             | LON              | CORP              | US        |   1507425 | PA      | $1517479.52   | 0.25%             | 2032-03-08      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| API HEAT 2ND OUT 1L TL                  | API HEAT 2ND OUT 1L TL                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2150926 | PA      | $2150925.52   | 0.36%             | 2029-11-28      | Floating      | 10.32%                | No            |                  3 | On Loan: No      |
| LUXCO3                                  | LUXCO3                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     11188 | NS      | $197021.22    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-27

**Name of Applicant:** Guggenheim Funds Trust

**Signature:** James Howley

**Name of Signer:** James Howley

**Title:** Chief Financial Officer