# EDGAR Filing Document

**Accession Number:** 0001515940
**File Stem:** 0001193125-26-281000
**Filing Date:** 2026-6
**Character Count:** 156023
**Document Hash:** ec50f91cd468b0f2b333e5fe3da39647
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-281000.hdr.sgml**: 20260624

**ACCESSION NUMBER**: 0001193125-26-281000

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260624

**DATE AS OF CHANGE**: 20260624

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** KKR Income Opportunities Fund
- **CENTRAL INDEX KEY:** 0001515940

**ORGANIZATION NAME:**
- **EIN:** 456168963
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22543
- **FILM NUMBER:** 261115746

**BUSINESS ADDRESS:**
- **STREET 1:** 555 CALIFORNIA STREET, 50TH FLOOR
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94104
- **BUSINESS PHONE:** 415-315-3620

**MAIL ADDRESS:**
- **STREET 1:** 555 CALIFORNIA STREET, 50TH FLOOR
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94104

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** KKR Alternative Income Opportunities Fund
- **DATE OF NAME CHANGE:** 20130214

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** KKR Global Credit Opportunities Fund
- **DATE OF NAME CHANGE:** 20110318

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** KKR Income Opportunities Fund

- **b. Investment Company Act file number:** 811-22543

- **c. CIK number of Registrant:** 0001515940

- **d. LEI of Registrant:** 549300H65GA67Q2C3B36

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

  - **Street Address 1:** 555 California Street

  - **City:** San Francisco

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94104

  - **Telephone number:** 415-315-3620

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

- **a. Name of Series:** KKR Income Opportunities Fund

- **c. LEI of Series:** N/A

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**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:** $777319283.41

**Total Liabilities:** $284609095.76

**Net Assets:** $492710187.65

**Delayed Delivery Securities:** $850101.79

**Cash Not Reported:** $13799841.96

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 122.448865000000 | **1-Year:** 212.153241000000 | **5-Year:** 85.364319000000 | **10-Year:** 259.535393000000 | **30-Year:** 324.446184000000

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

- **3-Month:** 121263.345232000000 | **1-Year:** 57068.618100000000 | **5-Year:** 28440.581860000000 | **10-Year:** 583.530533000000 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.02%                | -3.04%               | 4.19%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $622984.94               | $-9242023.02                               |
| Month 2  | $-3432517.47             | $-11342747.58                              |
| Month 3  | $2550200.91              | $7708170.54                                |

**Designated Index Information**

- **Index Name:** N/A

- **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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MidOcean Credit CLO                                | MidOcean Credit CLO XII Ltd                                                    | CUSIP: 59804HAG1<br>LEI: 5493000CPZWPTWX7TF71 | Long             | ABS-CBDO         | CORP              | JE        |   1098433 | PA      | $1078010.52   | 0.22%             | 2038-07-18      | Floating      | 10.18%                | No            |                  3 | On Loan: No      |
| Neuberger Berman CLO Ltd                           | Neuberger Berman Loan Advisers Clo 42 Ltd                                      | CUSIP: 64133XAL7<br>LEI: 549300LGCRX4YI1JNS93 | Long             | ABS-CBDO         | CORP              | KY        |    291021 | PA      | $282986.82    | 0.06%             | 2036-07-16      | Floating      | 8.28%                 | No            |                  3 | On Loan: No      |
| NORTHERN OIL & GAS INC                             | Northern Oil & Gas Inc                                                         | CUSIP: 665531AJ8<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |   1869000 | PA      | $1988616.00   | 0.40%             | 2029-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 51                     | Octagon Investment Partners 51 Ltd                                             | CUSIP: 675946AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    612765 | PA      | $584438.12    | 0.12%             | 2034-07-20      | Floating      | 9.33%                 | No            |                  3 | On Loan: No      |
| PARK RIVER HOLDINGS INC                            | Park River Holdings Inc                                                        | CUSIP: 70082LAD9<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |   7442196 | PA      | $7044808.71   | 1.43%             | 2030-12-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                                     | Pikes Peak Clo 22                                                              | CUSIP: 720918AA9<br>LEI: 391200791TF5GI923C04 | Long             | ABS-CBDO         | CORP              | KY        |    783767 | PA      | $789751.90    | 0.16%             | 2039-04-20      | Floating      | 9.41%                 | No            |                  3 | On Loan: No      |
| Post CLO LTD                                       | Post CLO 2021-1 LTD                                                            | CUSIP: 73742GAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1364410 | PA      | $1331242.58   | 0.27%             | 2034-10-15      | Floating      | 9.37%                 | No            |                  3 | On Loan: No      |
| SABRE GLBL INC                                     | Sabre GLBL Inc                                                                 | CUSIP: 78573NAN2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   4597000 | PA      | $3973623.82   | 0.81%             | 2030-03-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                   | Trinitas CLO XXXIII Ltd                                                        | CUSIP: 895981AA6<br>LEI: 254900BD1TVMJI9ACK12 | Long             | ABS-CBDO         | CORP              | KY        |    724107 | PA      | $729129.32    | 0.15%             | 2038-07-22      | Floating      | 9.61%                 | No            |                  3 | On Loan: No      |
| Norwegian Cruise Line Holdings                     | Norwegian Cruise Line Holdings Ltd                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     39846 | NS      | $724400.28    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| REALPAGE INC                                       | RealPage Inc                                                                   | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |   7442084 | PA      | $7296517.00   | 1.48%             | 2028-04-24      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| VISION SOLUTIONS INC                               | Vision Solutions Inc                                                           | CUSIP: 70477BAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9367953 | PA      | $7459232.67   | 1.51%             | 2028-04-24      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                              | Quikrete Holdings Inc                                                          | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2032-02-10      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| VeriFone Systems, Inc.                             | VeriFone Systems, Inc., Senior Secured First Lien Term Loan                    | CUSIP: 92346NAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3801018 | PA      | $3614767.72   | 0.73%             | 2028-08-18      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                            | Park River Holdings Inc                                                        | CUSIP: 70082HAE6<br>LEI: 254900PGY077KWCROT75 | Long             | LON              | CORP              | US        |   3409695 | PA      | $3410836.83   | 0.69%             | 2031-03-17      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| NEP EUROPE FINCO BV                                | NEP Europe Finco BV                                                            | CUSIP: 62908HAT2<br>LEI: 549300M5F3LSBUNG0C68 | Long             | LON              | CORP              | NL        |   1072522 | PA      | $1153612.20   | 0.23%             | 2031-10-17      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| RVR DEALERSHIP HOLDINGS                            | RVR Dealership Holdings LLC                                                    | CUSIP: 75001CAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1993895 | PA      | $1927857.09   | 0.39%             | 2033-02-28      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers                     | Neuberger Berman Loan Advisers Euro CLO 3 DAC                                  | CUSIP: BCC351MG7<br>LEI: 549300YQQWMZLHEWEQ30 | Long             | ABS-CBDO         | CORP              | IE        |    948000 | PA      | $1124751.42   | 0.23%             | 2034-10-25      | Floating      | 11.04%                | No            |                  3 | On Loan: No      |
| Trinity Square PLC                                 | Trinitas Euro CLO VII DAC                                                      | CUSIP: BCC3FLDH0<br>LEI: 6354005LJRKPIBBYWZ08 | Long             | ABS-CBDO         | CORP              | IE        |    264000 | PA      | $312097.67    | 0.06%             | 2037-07-25      | Floating      | 8.71%                 | No            |                  3 | On Loan: No      |
| Madison Park Funding Ltd                           | Madison Park Funding XLIX Ltd                                                  | CUSIP: 55821QAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1459706 | PA      | $1296914.42   | 0.26%             | 2034-10-19      | Floating      | 8.28%                 | No            |                  3 | On Loan: No      |
| Marble Point CLO LTD                               | Marble Point CLO XVII Ltd                                                      | CUSIP: 56606EAE9<br>LEI: 2549003LUS5LG1CTZP23 | Long             | ABS-CBDO         | CORP              | KY        |    284743 | PA      | $267709.13    | 0.05%             | 2037-07-20      | Floating      | 11.43%                | No            |                  3 | On Loan: No      |
| GENESIS ENERGY LP/FIN                              | Genesis Energy LP / Genesis Energy Finance Corp                                | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1488388.62   | 0.30%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                            | Global Partners LP / GLP Finance Corp                                          | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    297000 | PA      | $311953.95    | 0.06%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Parallel Ltd                                       | Parallel 2023-1 Ltd                                                            | CUSIP: 69916MAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    956452 | PA      | $947713.21    | 0.19%             | 2036-07-20      | Floating      | 10.93%                | No            |                  3 | On Loan: No      |
| Romark Credit Funding, Ltd.                        | Romark Credit Funding II Ltd                                                   | CUSIP: 77588KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $1184472.17   | 0.24%             | 2039-10-25      | Fixed         | 7.08%                 | No            |                  3 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                             | Adient Global Holdings Ltd                                                     | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |   1870000 | PA      | $1913868.33   | 0.39%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICE                           | Brand Industrial Services Inc                                                  | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |   1621000 | PA      | $1494335.06   | 0.30%             | 2030-08-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                   | Altice France SA                                                               | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |         0 | PA      | $0.00         | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                       | Ares LIII CLO Ltd                                                              | CUSIP: 04015YAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    338274 | PA      | $325846.94    | 0.07%             | 2036-10-24      | Floating      | 9.17%                 | No            |                  3 | On Loan: No      |
| AB BSL CLO Ltd                                     | AB BSL CLO 7 Ltd                                                               | CUSIP: 00039PAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    829816 | PA      | $832577.75    | 0.17%             | 2039-01-15      | Floating      | 9.27%                 | No            |                  3 | On Loan: No      |
| ARES CLO Ltd                                       | Ares XXXIX CLO Ltd                                                             | CUSIP: 04016BAJ8<br>LEI: 5493005YAOTYJUJV3S58 | Long             | ABS-CBDO         | CORP              | KY        |   1385860 | PA      | $1381204.99   | 0.28%             | 2037-07-18      | Floating      | 10.43%                | No            |                  3 | On Loan: No      |
| Empower CLO Ltd.                                   | Empower CLO 2023-2 Ltd                                                         | CUSIP: 29247JAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    231623 | PA      | $231787.11    | 0.05%             | 2038-10-15      | Floating      | 9.27%                 | No            |                  3 | On Loan: No      |
| Marble Point CLO XXV Ltd                           | Marble Point Clo XXV Ltd                                                       | CUSIP: 565915AG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    826674 | PA      | $810412.22    | 0.16%             | 2036-10-20      | Floating      | 10.28%                | No            |                  3 | On Loan: No      |
| MOTION BONDCO DAC                                  | Motion Bondco DAC                                                              | CUSIP: 61978XAA5<br>LEI: 635400KFD3IETNQLA755 | Long             | DBT              | CORP              | IE        |   8546000 | PA      | $8209003.02   | 1.67%             | 2027-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MATIV HOLDINGS INC                                 | Mativ Holdings Inc                                                             | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |   2464000 | PA      | $2387843.18   | 0.48%             | 2029-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Aimco                                              | Aimco CLO 14 Ltd                                                               | CUSIP: 00144FAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    353655 | PA      | $355370.28    | 0.07%             | 2038-10-20      | Floating      | 10.18%                | No            |                  3 | On Loan: No      |
| American Money Management Corp                     | AMMC CLO 26 Ltd                                                                | CUSIP: 00177UAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    447283 | PA      | $446368.53    | 0.09%             | 2036-04-15      | Floating      | 10.17%                | No            |                  3 | On Loan: No      |
| Babson CLO Ltd                                     | Barings CLO Ltd 2024-I                                                         | CUSIP: 06763WAE3<br>LEI: 2549005VRCK51O5LRS39 | Long             | ABS-CBDO         | CORP              | KY        |    497097 | PA      | $501992.86    | 0.10%             | 2039-01-20      | Floating      | 9.87%                 | No            |                  3 | On Loan: No      |
| SIX FLAGS/CANADA WON                               | Six Flags Entertainment Corp / Canada's Wonderland Co / Magnum Management Corp | CUSIP: 150190AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3903000 | PA      | $3757122.21   | 0.76%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MAVIS TIRE EXPRESS SERVI                           | Mavis Tire Express Services Topco Corp                                         | CUSIP: 59155LAA0<br>LEI: 254900NVDM4GTLBL9E56 | Long             | DBT              | CORP              | US        |   6368000 | PA      | $6352537.22   | 1.29%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                           | Snap Inc                                                                       | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   1819000 | PA      | $1772037.42   | 0.36%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AB BSL CLO Ltd                                     | AB BSL CLO 2 Ltd                                                               | CUSIP: 00037JAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    676300 | PA      | $678630.85    | 0.14%             | 2039-04-15      | Floating      | 9.57%                 | No            |                  3 | On Loan: No      |
| ALLIED UNIVERSAL                                   | Allied Universal Holdco LLC / Allied Universal Finance Corp                    | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4479000 | PA      | $4448065.61   | 0.90%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AGL CLO 7 LTD                                      | AGL CLO 7 Ltd                                                                  | CUSIP: 008510AG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1119339 | PA      | $1083914.58   | 0.22%             | 2038-10-15      | Floating      | 9.42%                 | No            |                  3 | On Loan: No      |
| Trinitas CLO Ltd                                   | Trinitas CLO XXXII Ltd                                                         | CUSIP: 89642QAA7<br>LEI: 254900KN2E57M5580B74 | Long             | ABS-CBDO         | CORP              | KY        |    486221 | PA      | $483910.06    | 0.10%             | 2038-07-23      | Floating      | 9.47%                 | No            |                  3 | On Loan: No      |
| Voya CLO Ltd                                       | Voya CLO 2019-4 Ltd                                                            | CUSIP: 92917UAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1125199 | PA      | $1074932.33   | 0.22%             | 2035-01-15      | Floating      | 10.64%                | No            |                  3 | On Loan: No      |
| Altice France SA                                   | Altice France SA                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FR        |     32652 | NS      | $674898.11    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| ACCURIDE INTERMEDIATE CO                           | Accuride Intermediate Co Inc                                                   | CUSIP: 00440LAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    149518 | PA      | $275233.12    | 0.06%             | 2030-02-28      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                           | CHS/Community Health Systems Inc                                               | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   5023000 | PA      | $5187052.39   | 1.05%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                   | CSC Holdings LLC                                                               | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    608000 | PA      | $435760.84    | 0.09%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                     | Sabre GLBL Inc                                                                 | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   6317000 | PA      | $5440516.25   | 1.10%             | 2030-07-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| Multi-Color Corporation                            | Multi-Color Corporation, Senior Secured First Lien Term Loan                   | CUSIP: 62538LAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1157069 | PA      | $1160927.48   | 0.24%             | 2026-11-03      | Floating      | 10.41%                | No            |                  2 | On Loan: No      |
| CBAMR Ltd                                          | CBAM 2018-5 Ltd                                                                | CUSIP: 12516PAA4<br>LEI: 25490038OT2B8HTRW786 | Long             | ABS-CBDO         | CORP              | KY        |    620960 | PA      | $617848.93    | 0.13%             | 2038-10-17      | Floating      | 9.48%                 | No            |                  3 | On Loan: No      |
| CIFC Funding Ltd                                   | CIFC Funding 2022-V Ltd                                                        | CUSIP: 12574CAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    456698 | PA      | $465187.19    | 0.09%             | 2038-03-16      | Floating      | 10.22%                | No            |                  3 | On Loan: No      |
| HEIMSTADEN AB                                      | Heimstaden AB                                                                  | CUSIP: YM0853130<br>LEI: 549300WD2QBD89VBPV88 | Long             | DBT              | CORP              | SE        |    883000 | PA      | $1053354.55   | 0.21%             | 2031-01-24      | Fixed         | 7.36%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                  | INEOS Finance PLC                                                              | CUSIP: N/A<br>LEI: 2138002D68XDR4LZCG32       | Long             | LON              | CORP              | GB        |    947718 | PA      | $1100858.69   | 0.22%             | 2028-11-09      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                      | Ballyrock CLO 20 Ltd                                                           | CUSIP: 05876DAJ0<br>LEI: 254900WX8CA21F2QI356 | Long             | ABS-CBDO         | CORP              | KY        |    581168 | PA      | $560352.89    | 0.11%             | 2036-10-15      | Floating      | 9.52%                 | No            |                  3 | On Loan: No      |
| CBAMR Ltd                                          | CBAMR 2017-4 Ltd                                                               | CUSIP: 12516JAA8<br>LEI: 635400U9D8ZDLM1G7T76 | Long             | ABS-CBDO         | CORP              | KY        |    586895 | PA      | $587567.22    | 0.12%             | 2038-03-31      | Floating      | 9.67%                 | No            |                  3 | On Loan: No      |
| INEOS US FINANCE LLC                               | INEOS US Finance LLC                                                           | CUSIP: G4768PAN1<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |   3795311 | PA      | $3543871.59   | 0.72%             | 2030-02-19      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| INEOS US PETROCHEM LLC                             | INEOS US Petrochem LLC                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    265173 | PA      | $239318.25    | 0.05%             | 2030-03-14      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| PROSERV ACQUISITION LLC                            | PROSERV ACQUISITION LLC                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    114010 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| QUORUM HEALTH CORP                                 | QUORUM HEALTH CORP                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |   3964000 | NS      | $239029.20    | 0.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| IRIDIUM SATELLITE LLC                              | Iridium Satellite LLC                                                          | CUSIP: 46269KAT1<br>LEI: 254900615BJ7139TFM33 | Long             | LON              | CORP              | US        |   5801762 | PA      | $5714039.74   | 1.16%             | 2030-09-20      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Sirva Worldwide, Inc.                              | Sirva Worldwide, Inc., Senior Secured First Lien Term Loan                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1270539 | PA      | $932956.68    | 0.19%             | 2029-08-20      | Floating      | 6.66%                 | No            |                  3 | On Loan: No      |
| ARES CLO Ltd                                       | Ares XXVII CLO Ltd                                                             | CUSIP: 00191CAL6<br>LEI: 549300BC3E2Y44TL8536 | Long             | ABS-CBDO         | CORP              | KY        |   1088212 | PA      | $1064112.23   | 0.22%             | 2034-10-28      | Floating      | 10.42%                | No            |                  3 | On Loan: No      |
| SIRVA Worldwide Inc 08/2030 (Pref Equity Class A)  | SIRVA Worldwide Inc 08/2030 (Pref Equity Class A)                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       569 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SIRVA Worldwide Inc 08/2030 (Pref Equity Class B)  | SIRVA Worldwide Inc 08/2030 (Pref Equity Class B)                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       287 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SI Group Inc - Common Stock (Re-Org)               | SI Group Inc - Common Stock (Re-Org)                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     38156 | NS      | $457288.20    | 0.09%             |  |  |  | Yes           |                  3 | On Loan: No      |
| MCAFEE CORP                                        | McAfee Corp                                                                    | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |   7906175 | PA      | $6987082.16   | 1.42%             | 2029-03-01      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                       | AGL CLO 12 Ltd                                                                 | CUSIP: 00120CAE8<br>LEI: 54930005OE1IFBESDA27 | Long             | ABS-CBDO         | CORP              | KY        |   1031709 | PA      | $1020692.75   | 0.21%             | 2038-10-20      | Floating      | 10.03%                | No            |                  3 | On Loan: No      |
| 610 Funding 2 CLO Ltd                              | Anchorage Capital CLO 2026-22 Ltd                                              | CUSIP: 03333LAA3<br>LEI: 549300GQXKMJDZ17HU89 | Long             | ABS-CBDO         | CORP              | KY        |    424946 | PA      | $419900.64    | 0.09%             | 2039-01-20      | Floating      | 9.08%                 | No            |                  3 | On Loan: No      |
| Carval CLO LTD                                     | CarVal CLO IV Ltd                                                              | CUSIP: 14687FAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    764855 | PA      | $759082.71    | 0.15%             | 2038-03-31      | Floating      | 10.28%                | No            |                  3 | On Loan: No      |
| Carval CLO LTD                                     | Carval Clo XII-C Ltd                                                           | CUSIP: 14688BAA3<br>LEI: 254900BP8W72BUIJ5588 | Long             | ABS-CBDO         | CORP              | KY        |    892313 | PA      | $895902.46    | 0.18%             | 2038-07-20      | Floating      | 9.58%                 | No            |                  3 | On Loan: No      |
| ENVALIOR FINANCE GMBH                              | Envalior Finance GmbH                                                          | CUSIP: N/A<br>LEI: 254900GAG6U7Z5TROP43       | Long             | LON              | CORP              | DE        |    377655 | PA      | $333646.76    | 0.07%             | 2030-04-03      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| MITER BRANDS ACQUISITION                           | MITER Brands Acquisition Holdco Inc                                            | CUSIP: 55336CAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1840494 | PA      | $1813411.10   | 0.37%             | 2031-03-28      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                            | Eni SpA                                                                        | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    289000 | PA      | $288731.50    | 0.06%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                     | Galaxy XXV CLO Ltd                                                             | CUSIP: 36319YAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    465012 | PA      | $448971.15    | 0.09%             | 2036-04-25      | Floating      | 9.42%                 | No            |                  3 | On Loan: No      |
| Bain Capital Credit CLO, Limit                     | Bain Capital Credit CLO 2026-1 Ltd                                             | CUSIP: 05686MAA9<br>LEI: 2549004DD6EKLJXDJT31 | Long             | ABS-CBDO         | CORP              | KY        |    936669 | PA      | $930396.78    | 0.19%             | 2039-04-26      | Floating      | 8.43%                 | No            |                  3 | On Loan: No      |
| Bluemountain CLO Ltd                               | BlueMountain CLO XXVIII Ltd                                                    | CUSIP: 09630TAE5<br>LEI: 5493001GLQHON6UV2U40 | Long             | ABS-CBDO         | CORP              | KY        |    656843 | PA      | $616935.81    | 0.13%             | 2038-03-31      | Floating      | 10.77%                | No            |                  3 | On Loan: No      |
| Dryden Leveraged Loan CDO                          | Dryden Euro CLO                                                                | CUSIP: BCC3SY6K9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    746000 | PA      | $878579.18    | 0.18%             | 2039-04-15      | Floating      | 8.83%                 | No            |                  3 | On Loan: No      |
| Kennedy Lewis CLO Ltd                              | Kennedy Lewis CLO 12 Ltd                                                       | CUSIP: 37147WAE5<br>LEI: 549300OPJWALMOKFT505 | Long             | ABS-CBDO         | CORP              | KY        |    444880 | PA      | $445390.24    | 0.09%             | 2038-07-20      | Floating      | 10.08%                | No            |                  3 | On Loan: No      |
| Kennedy Lewis CLO Ltd                              | Kennedy Lewis CLO 15 Ltd                                                       | CUSIP: 37148AAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    388452 | PA      | $382054.43    | 0.08%             | 2037-07-20      | Floating      | 10.38%                | No            |                  3 | On Loan: No      |
| CSC HOLDINGS LLC                                   | CSC Holdings LLC                                                               | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    270000 | PA      | $227982.49    | 0.05%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                   | CSC Holdings LLC                                                               | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   5589000 | PA      | $3331674.44   | 0.68%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                        | Chemours Co/The                                                                | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |   7954000 | PA      | $7635224.36   | 1.55%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DYE & DURHAM LIMITED                               | Dye & Durham Ltd                                                               | CUSIP: 267486AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2819000 | PA      | $2460846.05   | 0.50%             | 2029-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Brant Point CLO Ltd                                | Brant Point Clo 2024-3 Ltd                                                     | CUSIP: 10548KAA1<br>LEI: 254900ONWQ51D1IGDN52 | Long             | ABS-CBDO         | CORP              | JE        |    295261 | PA      | $294572.32    | 0.06%             | 2039-01-20      | Floating      | 10.46%                | No            |                  3 | On Loan: No      |
| ANYWHERE RE GRP/REALOGY                            | Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp                        | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5115000 | PA      | $5464852.09   | 1.11%             | 2030-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                | NCL Corp Ltd                                                                   | CUSIP: 62886HBT7<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   5602000 | PA      | $5903107.50   | 1.20%             | 2030-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                              | NGL Energy Operating LLC / NGL Energy Finance Corp                             | CUSIP: 62922LAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3763000 | PA      | $3951150.00   | 0.80%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                          | Anchorage Capital Clo 11 Ltd                                                   | CUSIP: 03330QAG2<br>LEI: 549300NPGT86ACOLIL14 | Long             | ABS-CBDO         | CORP              | KY        |    438409 | PA      | $442512.78    | 0.09%             | 2037-07-22      | Floating      | 10.99%                | No            |                  3 | On Loan: No      |
| Elmwood CLO 23 Ltd                                 | Elmwood CLO 23 Ltd                                                             | CUSIP: 29004AAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    184888 | PA      | $184914.32    | 0.04%             | 2036-04-16      | Floating      | 9.58%                 | No            |                  3 | On Loan: No      |
| IMMUNOCORE HOLDINGS                                | Immunocore Holdings PLC                                                        | CUSIP: 45258DAB1<br>LEI: 213800IUE3DFS84BVN18 | Long             | DBT              | CORP              | GB        |   1643000 | PA      | $1470485.00   | 0.30%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                            | INEOS Quattro Finance 2 Plc                                                    | CUSIP: 45674GAB0<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |   1695000 | PA      | $1646268.75   | 0.33%             | 2029-03-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                               | Garda World Security Corp                                                      | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |   1835000 | PA      | $1894753.11   | 0.38%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GARRETT MOTION HLD/SARL                            | Garrett Motion Holdings Inc / Garrett LX I Sarl                                | CUSIP: 366504AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $287267.48    | 0.06%             | 2032-05-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Kings Park CLO Ltd                                 | Kings Park CLO Ltd                                                             | CUSIP: 496097AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    614502 | PA      | $572596.13    | 0.12%             | 2039-01-21      | Floating      | 9.72%                 | No            |                  3 | On Loan: No      |
| Regatta XXVIII Funding Ltd.                        | Regatta XXVIII Funding Ltd                                                     | CUSIP: 75901QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    375526 | PA      | $373383.68    | 0.08%             | 2037-04-25      | Floating      | 10.52%                | No            |                  3 | On Loan: No      |
| Regatta XXII Funding Ltd.                          | Regatta XXII Funding Ltd                                                       | CUSIP: 758969AG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    381011 | PA      | $378916.60    | 0.08%             | 2039-01-15      | Floating      | 9.42%                 | No            |                  3 | On Loan: No      |
| Silver Point CLO, Ltd                              | Silver Point CLO 10 Ltd                                                        | CUSIP: 827910AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    117764 | PA      | $108967.46    | 0.02%             | 2038-07-15      | Floating      | 9.47%                 | No            |                  3 | On Loan: No      |
| CHEMOURS CO                                        | Chemours Co/The                                                                | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |   1906000 | PA      | $1965619.68   | 0.40%             | 2033-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                            | Dryden 90 Clo Ltd                                                              | CUSIP: 26251KAE6<br>LEI: 549300BLIFMJ8T7AGX24 | Long             | ABS-CBDO         | CORP              | KY        |   1095766 | PA      | $1096628.58   | 0.22%             | 2038-11-15      | Floating      | 9.55%                 | No            |                  3 | On Loan: No      |
| Balboa Bay Loan Funding Ltd                        | Balboa Bay Loan Funding 2024-1 Ltd                                             | CUSIP: 05766PAA5<br>LEI: 254900ZDWC7EDY07BS61 | Long             | ABS-CBDO         | CORP              | KY        |   1085863 | PA      | $1090797.41   | 0.22%             | 2037-07-20      | Floating      | 9.93%                 | No            |                  3 | On Loan: No      |
| Bluemountain CLO Ltd                               | BlueMountain CLO XXXII Ltd                                                     | CUSIP: 09631FAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    513559 | PA      | $498744.06    | 0.10%             | 2034-10-15      | Floating      | 10.27%                | No            |                  3 | On Loan: No      |
| Trinitas CLO Ltd                                   | Trinitas CLO XXVII LTD                                                         | CUSIP: 89642WAE6<br>LEI: 254900JOSDBR04E6JB79 | Long             | ABS-CBDO         | CORP              | KY        |    321661 | PA      | $318866.18    | 0.06%             | 2039-04-18      | Floating      | 10.27%                | No            |                  3 | On Loan: No      |
| EMERIA SASU                                        | Emeria SASU                                                                    | CUSIP: BO5878315<br>LEI: 969500SA2FHM81LPJ311 | Long             | DBT              | CORP              | FR        |   2081000 | PA      | $2000072.22   | 0.41%             | 2028-03-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                   | CSC Holdings LLC                                                               | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    577840 | PA      | $511801.94    | 0.10%             | 2027-04-15      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| KNIGHT HEALTH HOLDINGS L                           | Knight Health Holdings LLC                                                     | CUSIP: 49902TAB8<br>LEI: 2549008OACTDEJGJC870 | Long             | LON              | CORP              | US        |   1670884 | PA      | $1156226.35   | 0.23%             | 2028-12-26      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| PHARMANOVIA BIDCO LTD                              | Pharmanovia Bidco Ltd                                                          | CUSIP: N/A<br>LEI: 213800ON9SUZE6E64108       | Long             | LON              | CORP              | GB        |    553842 | PA      | $404838.25    | 0.08%             | 2030-02-06      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Sirva Worldwide, Inc.                              | Sirva Worldwide, Inc., Senior Secured First Lien Term Loan                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    100009 | PA      | $73436.65     | 0.01%             | 2029-08-20      | Floating      | 6.66%                 | No            |                  3 | On Loan: No      |
| SIRVA Worldwide Inc Common Stock (Class B)         | SIRVA Worldwide Inc Common Stock (Class B)                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     32077 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| DTI HOLDCO INC                                     | DTI Holdco Inc                                                                 | CUSIP: 23358EAK5<br>LEI: 549300QQVMUL3P8XVJ27 | Long             | LON              | CORP              | US        |   3932148 | PA      | $3579886.30   | 0.73%             | 2029-04-26      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| CAPSTONE BORROWER INC                              | Capstone Borrower Inc                                                          | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |   9030000 | PA      | $8717774.21   | 1.77%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                     | Carlyle US CLO 2024-2 Ltd                                                      | CUSIP: 14319AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    395292 | PA      | $395292.00    | 0.08%             | 2037-04-25      | Floating      | 10.52%                | No            |                  3 | On Loan: No      |
| FERTITTA ENTERTAINMENT                             | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc             | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7746000 | PA      | $7509780.31   | 1.52%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                  | Iliad Holding SAS                                                              | CUSIP: 449691AF1<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |   3446000 | PA      | $3658158.81   | 0.74%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CASTLE US HOLDING CORP                             | Castle US Holding Corp                                                         | CUSIP: 14852DAG6<br>LEI: 254900VXLMLPIE9ID612 | Long             | LON              | CORP              | US        |     13144 | PA      | $13062.33     | 0.00%             | 2030-04-29      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| EMERALD EXPO HOLDINGS INC                          | Emerald X Inc                                                                  | CUSIP: 29088UAH0<br>LEI: 549300YQCBSQUCZ74696 | Long             | LON              | CORP              | US        |   1463660 | PA      | $1469148.31   | 0.30%             | 2032-01-30      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO Ltd                              | Kennedy Lewis CLO 13 Ltd                                                       | CUSIP: 488932AA2<br>LEI: 549300OHYOREA2V0F579 | Long             | ABS-CBDO         | CORP              | JE        |    392052 | PA      | $388977.01    | 0.08%             | 2038-01-20      | Floating      | 10.43%                | No            |                  3 | On Loan: No      |
| LCI INDUSTRIES                                     | LCI Industries                                                                 | CUSIP: 501812AD3<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | DBT              | CORP              | US        |    138000 | PA      | $164047.50    | 0.03%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DAWN BIDCO LLC                                     | Dayforce Bidco LLC                                                             | CUSIP: 23923YAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1918055 | PA      | $1814240.10   | 0.37%             | 2033-02-04      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Valeo Foods/Platform Bidco 01/26 (EUR)             | Valeo Foods/Platform Bidco 01/26 (EUR)                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | IE        |   1609215 | PA      | $1867083.07   | 0.38%             | 2031-09-29      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Burgess Point Purchaser (BBB Industries) Delayed D | Burgess Point Purchaser (BBB Industries) Delayed D                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3986635 | PA      | $3906902.30   | 0.79%             | 2029-07-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| FIBER MIDCO SPA                                    | Fiber Midco Spa                                                                | CUSIP: ZB9441054<br>LEI: 8156000AFE5C06C4D309 | Long             | DBT              | CORP              | IT        |   5277000 | PA      | $4578362.83   | 0.93%             | 2029-06-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                               | Garda World Security Corp                                                      | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |   1418000 | PA      | $1452138.35   | 0.29%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GAINWELL ACQUISITION COR                           | Gainwell Acquisition Corp                                                      | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  20843808 | PA      | $20526877.68  | 4.17%             | 2027-10-01      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| CWGS GROUP LLC                                     | CWGS Group LLC                                                                 | CUSIP: 12670UAE7<br>LEI: 254900FU20N3SJ8BIA66 | Long             | LON              | CORP              | US        |  12601068 | PA      | $12030869.58  | 2.44%             | 2028-06-05      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| CENTRAL PARENT LLC                                 | Central Parent LLC                                                             | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7726468 | PA      | $3561901.96   | 0.72%             | 2029-07-06      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Belk Inc - Common Stock (Restructure)              | Belk Inc - Common Stock (Restructure)                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     82904 | NS      | $2209482.79   | 0.45%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Aimbridge Acquisition Co., Inc.                    | Aimbridge Acquisition Co., Inc., Senior Secured First Lien Term Loan           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     71957 | PA      | $71957.11     | 0.01%             | 2030-03-11      | Floating      | 11.16%                | No            |                  3 | On Loan: No      |
| FLINT GROUP GMBH COMMON STOCK (ORDINARY A SHARES)  | FLINT GROUP GMBH COMMON STOCK (ORDINARY A SHARES)                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JE        |    288507 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| INEOS FINANCE PLC                                  | INEOS Finance PLC                                                              | CUSIP: G4768PAJ0<br>LEI: 2138002D68XDR4LZCG32 | Long             | LON              | CORP              | GB        |    616644 | PA      | $721917.48    | 0.15%             | 2027-10-29      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                     | Carlyle US CLO 2020-2 Ltd                                                      | CUSIP: 14315HAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    179801 | PA      | $171836.47    | 0.03%             | 2035-01-25      | Floating      | 9.67%                 | No            |                  3 | On Loan: No      |
| Carlyle Global Market Strategi                     | Carlyle US CLO 2022-3 Ltd                                                      | CUSIP: 14317AAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    695032 | PA      | $684949.75    | 0.14%             | 2039-04-20      | Floating      | 9.93%                 | No            |                  3 | On Loan: No      |
| BEACH ACQUISITION BIDCO                            | Beach Acquisition Bidco LLC                                                    | CUSIP: 07337JAE7<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1264413.03   | 0.26%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bbam European CLO                                  | Bbam European Clo VIII DAC                                                     | CUSIP: BCC3QC926<br>LEI: 254900I5DYKRCH2C8Y74 | Long             | ABS-CBDO         | CORP              | IE        |    427000 | PA      | $497205.21    | 0.10%             | 2040-01-26      | Floating      | 10.55%                | No            |                  3 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                              | GENMAB A/S/GENMAB FINANCE LLC                                                  | CUSIP: 37230JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |   1813000 | PA      | $1891262.66   | 0.38%             | 2033-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JBT MAREL CORP                                     | JBT Marel Corp                                                                 | CUSIP: 477839AD6<br>LEI: 5493007CT6ATBZ2L6826 | Long             | DBT              | CORP              | US        |   1852000 | PA      | $1745510.00   | 0.35%             | 2030-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd                                  | Elevation CLO 2021-14 Ltd                                                      | CUSIP: 28623TAJ3<br>LEI: 549300JPI8D017HI2768 | Long             | ABS-CBDO         | CORP              | KY        |   4055147 | PA      | $3765673.17   | 0.76%             | 2038-01-20      | Floating      | 10.13%                | No            |                  3 | On Loan: No      |
| GOEASY LTD                                         | goeasy Ltd                                                                     | CUSIP: 380355AH0<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |   2192000 | PA      | $2074413.03   | 0.42%             | 2028-12-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Harvest US CLO Ltd                                 | Harvest US CLO 2026-1 Ltd                                                      | CUSIP: 417940AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    802255 | PA      | $802152.30    | 0.16%             | 2039-04-20      | Floating      | 8.98%                 | No            |                  3 | On Loan: No      |
| HIGHTOWER HOLDING LLC                              | Hightower Holding LLC                                                          | CUSIP: 43118DAB6<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |   2064000 | PA      | $2152861.39   | 0.44%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                     | CarVal CLO VI-C Ltd                                                            | CUSIP: 14686HAG9<br>LEI: 254900QBAWTE1ZDDLS52 | Long             | ABS-CBDO         | CORP              | JE        |    465943 | PA      | $463386.73    | 0.09%             | 2038-03-21      | Floating      | 9.77%                 | No            |                  3 | On Loan: No      |
| NCL CORPORATION LTD                                | NCL Corp Ltd                                                                   | CUSIP: 62886HBW0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |  14102000 | PA      | $13216008.01  | 2.68%             | 2030-09-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                   | Finastra USA Inc                                                               | CUSIP: 31772YAD8<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |   6751110 | PA      | $6446263.63   | 1.31%             | 2032-09-15      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                             | Cloud Software Group Inc                                                       | CUSIP: 88632NBK5<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |      3362 | PA      | $3119.34      | 0.00%             | 2031-03-24      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                    | Oaktree CLO 2023-2 Ltd                                                         | CUSIP: 67402AAE0<br>LEI: 254900E6646RC82IR359 | Long             | ABS-CBDO         | CORP              | KY        |    461576 | PA      | $452665.48    | 0.09%             | 2038-07-20      | Floating      | 9.68%                 | No            |                  3 | On Loan: No      |
| Octagon Investment Partners 43                     | Octagon Investment Partners 43 Ltd                                             | CUSIP: 67573MAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    830628 | PA      | $831460.45    | 0.17%             | 2038-10-15      | Floating      | 10.02%                | No            |                  3 | On Loan: No      |
| LFS TOPCO LLC                                      | LFS Topco LLC                                                                  | CUSIP: 50203TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1859000 | PA      | $1797565.44   | 0.36%             | 2030-07-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                           | Lloyds Banking Group PLC                                                       | CUSIP: 539439BA6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    444000 | PA      | $452984.60    | 0.09%             | 2035-11-26      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| MEHILAINEN YHTIOT OY                               | Mehilainen Yhtiot Oy                                                           | CUSIP: N/A<br>LEI: 2138006X78HGYRHS5865       | Long             | LON              | CORP              | FI        |         0 | PA      | $0.00         | 0.00%             | 2031-08-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| MATIV HOLDINGS INC                                 | Mativ Holdings Inc                                                             | CUSIP: 80854EAK4<br>LEI: 549300Z1FU4IDULG1R21 | Long             | LON              | CORP              | US        |   2634779 | PA      | $2618311.37   | 0.53%             | 2033-04-04      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| ZIGGO BOND CO BV                                   | Ziggo Bond Co BV                                                               | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |   2049000 | PA      | $1799143.30   | 0.37%             | 2030-02-28      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FORESIGHT ENERGY EQUITY SHARES                     | FORESIGHT ENERGY EQUITY SHARES                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    320380 | NS      | $1726623.73   | 0.35%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CASTLE US HOLDING CORP                             | Castle US Holding Corp                                                         | CUSIP: 14852LAB9<br>LEI: 254900VXLMLPIE9ID612 | Long             | DBT              | CORP              | US        |   5869000 | PA      | $1232490.00   | 0.25%             | 2031-06-30      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CBAMR Ltd                                          | CBAMR 2019-9 Ltd                                                               | CUSIP: 14987UAE1<br>LEI: 254900Q3N8LV0KJICN72 | Long             | ABS-CBDO         | CORP              | KY        |    679341 | PA      | $675650.91    | 0.14%             | 2037-07-15      | Floating      | 10.72%                | No            |                  3 | On Loan: No      |
| ENVALIOR FINANCE GMBH                              | Envalior Finance GmbH                                                          | CUSIP: N/A<br>LEI: 254900GAG6U7Z5TROP43       | Long             | LON              | CORP              | DE        |   2631782 | PA      | $2325100.86   | 0.47%             | 2030-04-03      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| SEINE HOLDCO SAS                                   | Seine Holdco SAS                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |         0 | PA      | $0.00         | 0.00%             | 2031-01-02      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                            | Dryden 87 CLO Ltd                                                              | CUSIP: 26246HAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    792323 | PA      | $788565.82    | 0.16%             | 2038-08-20      | Floating      | 10.01%                | No            |                  3 | On Loan: No      |
| Dryden Senior Loan Fund                            | Dryden 105 CLO Ltd                                                             | CUSIP: 26253RAE9<br>LEI: 254900M9WDNRF1Z3T669 | Long             | ABS-CBDO         | CORP              | KY        |    536852 | PA      | $543171.72    | 0.11%             | 2038-04-15      | Floating      | 10.79%                | No            |                  3 | On Loan: No      |
| SHOWTIME ACQUISITION LLC                           | Showtime Acquisition LLC                                                       | CUSIP: 82540EAC8<br>LEI: 54930002EOYTEFEJFW69 | Long             | LON              | CORP              | US        |   5570177 | PA      | $5537703.11   | 1.12%             | 2031-08-18      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| ACCURIDE INTERMEDIATE CO                           | Accuride Intermediate Co Inc                                                   | CUSIP: 00440LAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2273039 | PA      | $4184210.65   | 0.85%             | 2030-02-28      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Highbridge Loan Management Ltd                     | HPS Loan Management 2023-18 Ltd                                                | CUSIP: 442921AJ1<br>LEI: 529900BETGXDWYYWUE51 | Long             | ABS-CBDO         | CORP              | KY        |    301174 | PA      | $297985.30    | 0.06%             | 2039-07-20      | Floating      | 9.68%                 | No            |                  3 | On Loan: No      |
| Jamestown CLO Ltd                                  | Jamestown CLO XIV Ltd                                                          | CUSIP: 47048YAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1019739 | PA      | $913467.94    | 0.19%             | 2034-10-20      | Floating      | 9.33%                 | No            |                  3 | On Loan: No      |
| Magnetite CLO Ltd                                  | Magnetite XXIII Ltd                                                            | CUSIP: 55954RAL4<br>LEI: 549300WG00K34O9YA435 | Long             | ABS-CBDO         | CORP              | KY        |    696719 | PA      | $675270.17    | 0.14%             | 2035-01-25      | Floating      | 8.27%                 | No            |                  3 | On Loan: No      |
| MOTION FINCO SARL                                  | Motion Finco Sarl                                                              | CUSIP: ZK7502352<br>LEI: 2549002L1LBQZKA7UN30 | Long             | DBT              | CORP              | LU        |     78000 | PA      | $80952.77     | 0.02%             | 2030-06-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRAILER WORLD                             | American Trailer World Corp                                                    | CUSIP: 03028BAB3<br>LEI: 254900WNYWX3HF6TKT69 | Long             | LON              | CORP              | US        |  12284881 | PA      | $9278156.68   | 1.88%             | 2028-03-03      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| GREAT CAN GAMING/RAPTOR                            | Great Canadian Gaming Corp/Raptor LLC                                          | CUSIP: 389925AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1453000 | PA      | $1417439.93   | 0.29%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                     | ICG US CLO 2022-1i Ltd                                                         | CUSIP: 44933PAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    442676 | PA      | $440640.09    | 0.09%             | 2038-10-20      | Floating      | 10.23%                | No            |                  3 | On Loan: No      |
| Bain Capital Euro CLO                              | Bain Capital Euro CLO 2024-1 DAC                                               | CUSIP: BCC3PVH00<br>LEI: 254900ENV4OVM6V6O502 | Long             | ABS-CBDO         | CORP              | IE        |    400000 | PA      | $439260.08    | 0.09%             | 2039-10-24      | Floating      | 10.38%                | No            |                  3 | On Loan: No      |
| Apna Park CLO DAC                                  | Apna Park Clo DAC                                                              | CUSIP: BCC3PXWG4<br>LEI: 635400KMHOF69XBTWP26 | Long             | ABS-CBDO         | CORP              | IE        |    821000 | PA      | $958573.28    | 0.19%             | 2038-12-15      | Floating      | 9.98%                 | No            |                  3 | On Loan: No      |
| Jamestown CLO Ltd                                  | Jamestown CLO XII Ltd                                                          | CUSIP: 47047QAE8<br>LEI: 254900TDIR3OOT3N8P57 | Long             | ABS-CBDO         | CORP              | KY        |   1061747 | PA      | $1018512.22   | 0.21%             | 2038-03-20      | Floating      | 10.53%                | No            |                  3 | On Loan: No      |
| Sandstone Peak Ltd.                                | Sandstone Peak Ltd                                                             | CUSIP: 800129AE8<br>LEI: 5493000VXRKO2Z5KET86 | Long             | ABS-CBDO         | CORP              | KY        |   1098819 | PA      | $1095252.49   | 0.22%             | 2038-04-15      | Floating      | 10.98%                | No            |                  3 | On Loan: No      |
| TALOS PRODUCTION INC                               | Talos Production Inc                                                           | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |   1623000 | PA      | $1727511.46   | 0.35%             | 2031-02-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                   | Trinitas Clo XX Ltd                                                            | CUSIP: 89640GAG8<br>LEI: 5493007IXHTJ7TQMIW41 | Long             | ABS-CBDO         | CORP              | BM        |    591590 | PA      | $549771.57    | 0.11%             | 2035-07-20      | Floating      | 9.43%                 | No            |                  3 | On Loan: No      |
| KANE BIDCO LTD                                     | Kane Bidco Ltd                                                                 | CUSIP: YN8737085<br>LEI: 213800IT8MD1MLYZWC24 | Long             | DBT              | CORP              | JE        |   2555000 | PA      | $3497722.93   | 0.71%             | 2031-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Penta CLO S.A.                                     | Penta CLO 17 DAC                                                               | CUSIP: BCC3SC2P0<br>LEI: 254900P6EQ7DE06DX267 | Long             | ABS-CBDO         | CORP              | IE        |    624525 | PA      | $708912.47    | 0.14%             | 2039-02-15      | Floating      | 9.97%                 | No            |                  3 | On Loan: No      |
| VIRGIN MEDI O2 VI DAC                              | Virgin Media O2 Vendor Financing Notes VI DAC                                  | CUSIP: 92769UAA9<br>LEI: 9845001E591J5060A412 | Long             | DBT              | CORP              | IE        |    508000 | PA      | $456414.78    | 0.09%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN AB                                      | Heimstaden AB                                                                  | CUSIP: YS7558986<br>LEI: 549300WD2QBD89VBPV88 | Long             | DBT              | CORP              | SE        |   2981000 | PA      | $3664979.05   | 0.74%             | 2030-01-29      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FORESIGHT ENERGY LLC                               | Foresight Energy LLC                                                           | CUSIP: 34552KAB2<br>LEI: 549300HM3UR1W0JJ7F28 | Long             | LON              | CORP              | US        |   2084152 | PA      | $2003912.16   | 0.41%             | 2027-06-30      | Floating      | 11.80%                | No            |                  3 | On Loan: No      |
| GEON PERFORMANCE SOLUTIO                           | Geon Performance Solutions LLC                                                 | CUSIP: 37254YAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6625170 | PA      | $6086875.21   | 1.24%             | 2028-08-18      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| LABL INC                                           | LABL Inc                                                                       | CUSIP: 50168QAE5<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |   1302000 | PA      | $566370.00    | 0.11%             | 2028-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| MIWD HLDCO II/MIWD FIN                             | MIWD Holdco II LLC / MIWD Finance Corp                                         | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8012000 | PA      | $7397719.16   | 1.50%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                             | Northern Oil & Gas Inc                                                         | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1937937.05   | 0.39%             | 2031-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Octagon 66 Ltd                                     | Octagon 66 Ltd                                                                 | CUSIP: 67577XAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    316352 | PA      | $315460.21    | 0.06%             | 2037-02-16      | Floating      | 11.25%                | No            |                  3 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                             | Cloud Software Group Inc                                                       | CUSIP: 88632NBK5<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |   1334724 | PA      | $1238376.90   | 0.25%             | 2031-03-24      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                        | Chemours Co/The                                                                | CUSIP: 16384YAM9<br>LEI: 549300M1BOLNXL8DOV14 | Long             | LON              | CORP              | US        |   3700160 | PA      | $3698309.42   | 0.75%             | 2032-10-15      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| WEST TECHNOLOGY GRP LLC                            | West Technology Group LLC                                                      | CUSIP: 68162RAH4<br>LEI: 5493005Z5DB0O5S30R71 | Long             | LON              | CORP              | US        |    426253 | PA      | $82725.10     | 0.02%             | 2027-04-12      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| WEST TECHNOLOGY GRP LLC                            | West Technology Group LLC                                                      | CUSIP: 68162RAH4<br>LEI: 5493005Z5DB0O5S30R71 | Long             | LON              | CORP              | US        |   1010757 | PA      | $196162.69    | 0.04%             | 2027-04-12      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| DEUCE FINCO                                        | Deuce Finco PLC                                                                | CUSIP: DA2590325<br>LEI: 9845007DA2BC863E8437 | Long             | DBT              | CORP              | GB        |   1680000 | PA      | $2289518.85   | 0.46%             | 2031-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                  | INEOS Finance PLC                                                              | CUSIP: YK3280152<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |   2778000 | PA      | $3170460.74   | 0.64%             | 2031-03-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Brock Holdings T/L (3/26) Add-on                   | Brock Holdings T/L (3/26) Add-on                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    558810 | PA      | $560207.03    | 0.11%             | 2030-05-02      | Floating      | 9.68%                 | No            |                  2 | On Loan: No      |
| Arbour CLO                                         | Arbour CLO V DAC                                                               | CUSIP: BCC3MJMZ7<br>LEI: 635400GCTTHXOHHJ6Z63 | Long             | ABS-CBDO         | CORP              | IE        |    508000 | PA      | $603728.46    | 0.12%             | 2038-06-15      | Floating      | 7.95%                 | No            |                  3 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                            | Zayo Group Holdings Inc                                                        | CUSIP: 98919XAH4<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |   2229519 | PA      | $2227333.65   | 0.45%             | 2030-03-11      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Altice France S.A.S.                               | Altice France S.A.S., Senior Secured First Lien Term Loan                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1378454 | PA      | $1628611.06   | 0.33%             | 2028-04-30      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Oxford Lane Capital Corp                           | Oxford Lane Capital Corp                                                       | CUSIP: 691543847<br>LEI: 549300G3KO4JNQQD7Z72 | Long             | EC               | RF                | US        |    370535 | NS      | $3853564.00   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Pikes Peak CLO                                     | Pikes Peak CLO 10                                                              | CUSIP: 72132JAE8<br>LEI: 5493003SA5I7NBQCGD83 | Long             | ABS-CBDO         | CORP              | JE        |    584443 | PA      | $565731.38    | 0.11%             | 2038-01-22      | Floating      | 9.56%                 | No            |                  3 | On Loan: No      |
| PROSERV ACQUISITION LLC PREFERRED STOCK            | PROSERV ACQUISITION LLC PREFERRED STOCK                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | GB        |     36249 | NS      | $95889.48     | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ARDONAGH FINCO LTD                                 | Ardonagh Finco Ltd                                                             | CUSIP: ZF8323114<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |   4315000 | PA      | $5075931.59   | 1.03%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VISION SOLUTIONS INC                               | Vision Solutions Inc                                                           | CUSIP: 92834PAR4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7904971 | PA      | $5820035.02   | 1.18%             | 2029-04-23      | Floating      | 11.18%                | No            |                  2 | On Loan: No      |
| V2X LLC                                            | V2X LLC                                                                        | CUSIP: 92532MAE5<br>LEI: 549300YOTFEWSPUJ2D47 | Long             | LON              | CORP              | US        |    641001 | PA      | $644738.26    | 0.13%             | 2028-12-06      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                           | Madison Park Funding XXXV Ltd                                                  | CUSIP: 55819LAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    978286 | PA      | $895071.53    | 0.18%             | 2039-02-13      | Floating      | 9.58%                 | No            |                  3 | On Loan: No      |
| Marble Point CLO LTD                               | Marble Point CLO XVI Ltd                                                       | CUSIP: 56607CAJ1<br>LEI: 2549001G1E9UB7Y1WR96 | Long             | ABS-CBDO         | CORP              | KY        |    683990 | PA      | $647503.75    | 0.13%             | 2034-11-16      | Floating      | 10.95%                | No            |                  3 | On Loan: No      |
| Jubilee CDO BV                                     | Jubilee Clo 2026-XXXIII DAC                                                    | CUSIP: BCC3SX8F0<br>LEI: 635400AJEFHACJUBYM04 | Long             | ABS-CBDO         | CORP              | IE        |    500000 | PA      | $590249.09    | 0.12%             | 2040-10-15      | Floating      | 11.00%                | No            |                  3 | On Loan: No      |
| Marble Point CLO XIX Ltd                           | Marble Point CLO XIX Ltd                                                       | CUSIP: 56607HAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    797166 | PA      | $770822.89    | 0.16%             | 2038-10-19      | Floating      | 10.18%                | No            |                  3 | On Loan: No      |
| MAXIM CRANE WORKS LLC                              | Maxim Crane Works Holdings Capital LLC                                         | CUSIP: 57779EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8348000 | PA      | $8723042.25   | 1.77%             | 2028-09-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| INEOS QUATTRO HOLDINGS                             | INEOS Quattro Holdings UK Ltd                                                  | CUSIP: N/A<br>LEI: 213800HKSMBSJQ32CA45       | Long             | LON              | CORP              | GB        |    348078 | PA      | $367415.46    | 0.07%             | 2026-01-29      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| IVC ACQUISITION LTD                                | IVC Acquisition Ltd                                                            | CUSIP: N/A<br>LEI: 5493000Y4FS5LU4IPV32       | Long             | LON              | CORP              | GB        |         0 | PA      | $0.01         | 0.00%             | 2028-12-06      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Regatta XVI Funding Ltd.                           | Regatta XVI Funding Ltd                                                        | CUSIP: 75888QAN1<br>LEI: 254900XPJFGKL5R4O429 | Long             | ABS-CBDO         | CORP              | KY        |    344825 | PA      | $337502.32    | 0.07%             | 2039-04-15      | Floating      | 9.32%                 | No            |                  3 | On Loan: No      |
| Regatta XXVI Funding Ltd.                          | Regatta XXVI Funding Ltd                                                       | CUSIP: 75900YAE8<br>LEI: 2549005JVL4XLCX5SY63 | Long             | ABS-CBDO         | CORP              | KY        |    471558 | PA      | $464750.34    | 0.09%             | 2039-01-25      | Floating      | 9.57%                 | No            |                  3 | On Loan: No      |
| SABRE GLBL INC                                     | Sabre GLBL Inc                                                                 | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   2561000 | PA      | $2231335.27   | 0.45%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Sculptor CLO Ltd                                   | Sculptor CLO XXVIII Ltd                                                        | CUSIP: 81124MAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    717472 | PA      | $677034.52    | 0.14%             | 2035-01-20      | Floating      | 9.98%                 | No            |                  3 | On Loan: No      |
| CPM HOLDINGS INC                                   | CPM Holdings Inc                                                               | CUSIP: 12620BAR1<br>LEI: 549300FBUISJCXV8IB65 | Long             | LON              | CORP              | US        |   1821002 | PA      | $1824916.74   | 0.37%             | 2028-09-28      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| HARBOR FREIGHT TOOLS                               | Harbor Freight Tools USA Inc                                                   | CUSIP: 41151PAR6<br>LEI: 549300Y48HLCFTTB4249 | Long             | LON              | CORP              | US        |   5818143 | PA      | $5818142.99   | 1.18%             | 2031-06-11      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                              | Six Flags Entertainment Corp                                                   | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |   3915000 | PA      | $3864058.80   | 0.78%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                           | Smyrna Ready Mix Concrete LLC                                                  | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |   1758000 | PA      | $1841754.64   | 0.37%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| TCW Gem Ltd                                        | TCW CLO 2025-2 Ltd                                                             | CUSIP: 87232JAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    472102 | PA      | $471091.02    | 0.10%             | 2039-01-15      | Floating      | 9.92%                 | No            |                  3 | On Loan: No      |
| Trimaran CAVU Ltd                                  | Trimaran Cavu 2021-1 Ltd                                                       | CUSIP: 89624PAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1129145 | PA      | $1122438.61   | 0.23%             | 2037-07-23      | Floating      | 10.67%                | No            |                  3 | On Loan: No      |
| UGI ENERGY SERVICES LLC                            | UGI Energy Services LLC                                                        | CUSIP: 90276DAE9<br>LEI: 5493001O7RUKEUP5XR11 | Long             | LON              | CORP              | US        |    917374 | PA      | $924254.21    | 0.19%             | 2030-02-22      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| LEGENCE HOLDINGS LLC                               | Legence Holdings LLC                                                           | CUSIP: 75865HAM0<br>LEI: 2549003DYOLJRQR9G070 | Long             | LON              | CORP              | US        |    461553 | PA      | $464229.73    | 0.09%             | 2031-12-16      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                            | VZ Secured Financing BV                                                        | CUSIP: 91845AAB1<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |   1062000 | PA      | $1030200.53   | 0.21%             | 2033-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                 | Wind River 2023-1 CLO Ltd                                                      | CUSIP: 97316NAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    332996 | PA      | $326860.85    | 0.07%             | 2038-07-25      | Floating      | 10.42%                | No            |                  3 | On Loan: No      |
| CWGS GROUP LLC                                     | CWGS Group LLC                                                                 | CUSIP: 12670UAE7<br>LEI: 254900FU20N3SJ8BIA66 | Long             | LON              | CORP              | US        |    233749 | PA      | $223171.56    | 0.05%             | 2028-06-05      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| OSCAR ACQUISITIONCO LLC                            | Oscar Acquisitionco LLC                                                        | CUSIP: 68778DAB4<br>LEI: 254900RDCZK0Q19MEL65 | Long             | LON              | CORP              | US        |  13837610 | PA      | $9783190.09   | 1.99%             | 2029-04-30      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| BURGESS POINT PURCH                                | Burgess Point Purchaser Corp                                                   | CUSIP: 12125BAB6<br>LEI: 2549005A9U287LUM9420 | Long             | LON              | CORP              | US        |  11207345 | PA      | $10142646.84  | 2.06%             | 2029-07-25      | Floating      | 9.01%                 | No            |                  2 | On Loan: No      |
| FLINT GROUP TOPCO LTD                              | Flint Group Topco Ltd                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | JE        |    251847 | PA      | $14040.10     | 0.00%             | 2027-12-31      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| Octagon 55 Ltd                                     | Octagon 55 Ltd                                                                 | CUSIP: 67592WAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    655232 | PA      | $648134.15    | 0.13%             | 2038-03-20      | Floating      | 9.68%                 | No            |                  3 | On Loan: No      |
| REAL HERO MERGER SUB 2                             | Real Hero Merger Sub 2 Inc                                                     | CUSIP: 75602BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2463000 | PA      | $1028930.57   | 0.21%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| INEOS US PETROCHEM LLC                             | INEOS US Petrochem LLC                                                         | CUSIP: G4770MAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    214614 | PA      | $198251.07    | 0.04%             | 2029-03-29      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| DYE & DURHAM CORP                                  | Dye & Durham Corp                                                              | CUSIP: N/A<br>LEI: 549300XUQDPIC5QRY347       | Long             | LON              | CORP              | CA        |   3589251 | PA      | $3147324.23   | 0.64%             | 2031-04-14      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                           | Olympus Water US Holding Corp                                                  | CUSIP: 68163YAH8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |         0 | PA      | $0.01         | 0.00%             | 2031-06-23      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| WHITE CAP SUPPLY HOLDING                           | White Cap Supply Holdings LLC                                                  | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |   1850949 | PA      | $1845331.08   | 0.37%             | 2029-10-29      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                     | Sabre GLBL Inc                                                                 | CUSIP: 78573NAK8<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   1451000 | PA      | $1456078.50   | 0.30%             | 2026-08-01      | Fixed         | 7.32%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                         | Sixth Street CLO XII Ltd                                                       | CUSIP: 829924AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    297617 | PA      | $297486.07    | 0.06%             | 2039-01-17      | Floating      | 8.73%                 | No            |                  3 | On Loan: No      |
| Sirva Worldwide, Inc.                              | Sirva Worldwide, Inc., Senior Secured First Lien Delayed Draw Loan             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    458860 | PA      | $458859.91    | 0.09%             | 2029-02-20      | Floating      | 11.69%                | No            |                  3 | On Loan: No      |
| Sirva Worldwide, Inc.                              | Sirva Worldwide, Inc., Senior Secured First Lien Delayed Draw Loan             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14684 | PA      | $14683.52     | 0.00%             | 2029-02-20      | Floating      | 11.69%                | No            |                  3 | On Loan: No      |
| SIX FLAGS/CAN WON/MILLEN                           | Six Flags Entertainment Corp/Canada's Wonderland Co/Millennium Operations LLC  | CUSIP: 83003AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2037000 | PA      | $2072068.99   | 0.42%             | 2032-01-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                       | Voya CLO 2017-3 Ltd                                                            | CUSIP: 92916PAK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2068310 | PA      | $1998255.82   | 0.41%             | 2034-04-20      | Floating      | 9.48%                 | No            |                  3 | On Loan: No      |
| SK MOHAWK HOLDINGS SCS                             | SK Mohawk Holdings SCS                                                         | CUSIP: L8043DAB6<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   1076582 | PA      | $1076582.25   | 0.22%             | 2030-12-23      | Floating      | 6.00%                 | No            |                  3 | On Loan: No      |
| Burgess Point Purchaser Corporation                | Burgess Point Purchaser Corporation, Senior Secured First Lien Term Loan       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3986635 | PA      | $3906902.30   | 0.79%             | 2029-07-25      | Floating      | 9.66%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                  | Wellfleet CLO 2022-2 Ltd                                                       | CUSIP: 94949KAE2<br>LEI: 2549008BRKHJZB917M86 | Long             | ABS-CBDO         | CORP              | KY        |    336326 | PA      | $314445.43    | 0.06%             | 2037-10-18      | Floating      | 11.43%                | No            |                  3 | On Loan: No      |
| MOTION BONDCO DAC                                  | Motion Bondco DAC                                                              | CUSIP: ZQ0954276<br>LEI: 635400KFD3IETNQLA755 | Long             | DBT              | CORP              | IE        |  12423000 | PA      | $14170541.56  | 2.88%             | 2027-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                              | Level 3 Financing Inc                                                          | CUSIP: 52729KAU0<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |   2088422 | PA      | $2098111.84   | 0.43%             | 2032-03-29      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| WYNDHAM WORLDWIDE CORP                             | Travel + Leisure Co                                                            | CUSIP: 98309GAH9<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | LON              | CORP              | US        |    751995 | PA      | $752867.34    | 0.15%             | 2029-12-14      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| SIRVA Worldwide Inc Common Stock (Class A)         | SIRVA Worldwide Inc Common Stock (Class A)                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2475 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| PROJECT ALPHA INTERMEDIA                           | Project Alpha Intermediate Holding Inc                                         | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1242041 | PA      | $981212.41    | 0.20%             | 2030-10-28      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| HUNTER DOUGLAS INC                                 | Hunter Douglas Inc                                                             | CUSIP: N8137FAE0<br>LEI: 529900811T142NS3H544 | Long             | LON              | CORP              | US        |   1841300 | PA      | $1827158.42   | 0.37%             | 2032-01-20      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| TEMPO ACQUISITION LLC                              | Tempo Acquisition LLC                                                          | CUSIP: 88023HAJ9<br>LEI: 549300VV0B2RPMHQGA61 | Long             | LON              | CORP              | US        |   1501887 | PA      | $1116818.27   | 0.23%             | 2028-08-31      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Clinigen 1/25 Cov-Lite TLB                         | Clinigen 1/25 Cov-Lite TLB                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |         0 | PA      | $0.00         | 0.00%             | 2029-04-19      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                   | Finastra USA Inc                                                               | CUSIP: 31772YAE6<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |   5319018 | PA      | $5944191.74   | 1.21%             | 2032-09-15      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| CHG HEALTHCARE SERVICES INC                        | CHG Healthcare Services Inc                                                    | CUSIP: 12541HAX1<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |    892768 | PA      | $895241.12    | 0.18%             | 2028-09-29      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                            | Zayo Group Holdings Inc                                                        | CUSIP: 98919XAH4<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |    104561 | PA      | $104458.98    | 0.02%             | 2030-03-11      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Fernhill Park CLO DAC                              | Fernhill Park CLO DAC                                                          | CUSIP: BCC3FMBG2<br>LEI: 254900551YS2C3I88880 | Long             | ABS-CBDO         | CORP              | IE        |    301000 | PA      | $356559.38    | 0.07%             | 2037-04-15      | Floating      | 8.88%                 | No            |                  3 | On Loan: No      |
| VIRGIN MEDIA O2 VEND FIN                           | Virgin Media O2 Vendor Financing Notes VII DAC                                 | CUSIP: YI4005140<br>LEI: 984500871CCF07442C21 | Long             | DBT              | CORP              | IE        |   3297000 | PA      | $3536769.61   | 0.72%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HERENS HOLDCO SARL                                 | Herens Holdco Sarl                                                             | CUSIP: L4780EAB0<br>LEI: 2221002FZ55AMAUX4G64 | Long             | LON              | CORP              | LU        |   3606933 | PA      | $3943310.37   | 0.80%             | 2028-07-03      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| DEXKO GLOBAL INC                                   | Dexko Global Inc                                                               | CUSIP: 25213YBF1<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |      9585 | PA      | $9133.78      | 0.00%             | 2031-10-20      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| DEXKO GLOBAL INC                                   | Dexko Global Inc                                                               | CUSIP: 25213YBG9<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |   3875168 | PA      | $4462828.20   | 0.91%             | 2031-10-20      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Penta CLO 14 DAC                                   | Penta CLO 14 DAC                                                               | CUSIP: BCC3H33C0<br>LEI: 549300KV4K41MAFRA061 | Long             | ABS-CBDO         | CORP              | IE        |    340000 | PA      | $403763.65    | 0.08%             | 2037-10-20      | Floating      | 8.59%                 | No            |                  3 | On Loan: No      |
| Providus CLO                                       | Providus Clo XII DAC                                                           | CUSIP: BCC3MBKQ6<br>LEI: 635400OLELBUCIFIV691 | Long             | ABS-CBDO         | CORP              | IE        |    380000 | PA      | $450483.45    | 0.09%             | 2038-08-18      | Floating      | 7.80%                 | No            |                  3 | On Loan: No      |
| Harvest CLO                                        | Harvest CLO XXXVI DAC                                                          | CUSIP: BCC3MK3B8<br>LEI: 635400D94DGVG9CDLP77 | Long             | ABS-CBDO         | CORP              | IE        |    474000 | PA      | $560206.09    | 0.11%             | 2038-07-15      | Floating      | 7.90%                 | No            |                  3 | On Loan: No      |
| OCP Euro CLO                                       | OCP Euro CLO 2020-4 DAC                                                        | CUSIP: BCC3NC6X4<br>LEI: 635400NSID6FARUW3W95 | Long             | ABS-CBDO         | CORP              | IE        |    250000 | PA      | $283669.70    | 0.06%             | 2039-10-20      | Floating      | 10.86%                | No            |                  3 | On Loan: No      |
| Contego CLO DAC                                    | Contego Clo XV DAC                                                             | CUSIP: BCC3SHN27<br>LEI: 635400Y8ONIEBKMIOA69 | Long             | ABS-CBDO         | CORP              | IE        |    419000 | PA      | $492990.35    | 0.10%             | 2040-04-15      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| SOLERA LLC                                         | Solera LLC                                                                     | CUSIP: N/A<br>LEI: 549300F7JH48O4IYRX29       | Long             | LON              | CORP              | US        |    831686 | PA      | $659111.16    | 0.13%             | 2029-06-04      | Floating      | 12.77%                | No            |                  3 | On Loan: No      |
| HUNTER UK BIDCO LTD                                | Hunter UK Bidco Ltd                                                            | CUSIP: 12509YAG1<br>LEI: 549300WX186JUIY8TD43 | Long             | LON              | CORP              | GB        |    751990 | PA      | $813805.24    | 0.17%             | 2028-08-21      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| LABL INC                                           | LABL Inc                                                                       | CUSIP: 50168EAP7<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | LON              | CORP              | US        |  12646411 | PA      | $6567809.81   | 1.33%             | 2028-10-30      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| ICEBOX HOLDCO III INC                              | Icebox Holdco III Inc                                                          | CUSIP: 45114NAF4<br>LEI: 254900DLB65AKI8CQ466 | Long             | LON              | CORP              | US        |   1724906 | PA      | $1742154.85   | 0.35%             | 2029-12-24      | Floating      | 10.20%                | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                             | Asurion LLC/ Asurion Co-Issuer Inc                                             | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    618000 | PA      | $645932.98    | 0.13%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Bain Capital Euro CLO                              | Bain Capital Euro CLO 2023-1 DAC                                               | CUSIP: BCC3LB329<br>LEI: 549300IVGZCD3CUWRX18 | Long             | ABS-CBDO         | CORP              | IE        |    250000 | PA      | $292139.83    | 0.06%             | 2038-01-25      | Floating      | 8.16%                 | No            |                  3 | On Loan: No      |
| Stannaway Park CLO                                 | Stannaway Park Clo DAC                                                         | CUSIP: BCC3QDWD4<br>LEI: 635400TBHSZX5TTCNO91 | Long             | ABS-CBDO         | CORP              | IE        |    712000 | PA      | $829063.05    | 0.17%             | 2038-01-23      | Floating      | 10.29%                | No            |                  3 | On Loan: No      |
| Carlyle Global Market Strategi                     | Carlyle Euro CLO 2024-1 DAC                                                    | CUSIP: BCC3QBHG8<br>LEI: 635400WG2KS2OI37HB55 | Long             | ABS-CBDO         | CORP              | IE        |    707000 | PA      | $821790.77    | 0.17%             | 2039-01-15      | Floating      | 10.90%                | No            |                  3 | On Loan: No      |
| CALLAWAY GOLF COMPANY                              | Callaway Golf Co                                                               | CUSIP: 89071LAB6<br>LEI: 5493005UB0KFRKBPCU72 | Long             | LON              | CORP              | US        |    515366 | PA      | $518749.17    | 0.11%             | 2030-03-18      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| FLINT GROUP TOPCO LTD                              | Flint Group Topco Ltd                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | JE        |    119094 | PA      | $6639.30      | 0.00%             | 2027-12-31      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| NEWBRIDGE PARK CLO                                 | Newbridge Park CLO DAC                                                         | CUSIP: BCC3RZ924<br>LEI: 635400MHBRLQFZ1CYD71 | Long             | ABS-CBDO         | CORP              | IE        |    520000 | PA      | $579098.49    | 0.12%             | 2040-04-15      | Floating      | 9.80%                 | No            |                  3 | On Loan: No      |
| BME GROUP HOLDING BV                               | BME Group Holding BV                                                           | CUSIP: N/A<br>LEI: 549300Y5PCNMQXYRRY06       | Long             | LON              | CORP              | NL        |  10190808 | PA      | $9078722.41   | 1.84%             | 2029-12-27      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Sirva Worldwide, Inc.                              | Sirva Worldwide, Inc., Senior Secured First Lien Delayed Draw Loan             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    275316 | PA      | $275315.96    | 0.06%             | 2029-02-20      | Floating      | 11.69%                | No            |                  3 | On Loan: No      |
| Barings Euro CLO DAC                               | Barings Euro CLO 2024-1 DAC                                                    | CUSIP: BCC3RZN44<br>LEI: 635400L89NSY7YSS1C46 | Long             | ABS-CBDO         | CORP              | IE        |    686000 | PA      | $765821.44    | 0.16%             | 2039-04-20      | Floating      | 10.81%                | No            |                  3 | On Loan: No      |
| SABRE GLBL INC                                     | Sabre GLBL Inc                                                                 | CUSIP: 78571YBK5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |   3545860 | PA      | $2913810.55   | 0.59%             | 2029-11-15      | Floating      | 9.77%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                     | Sabre GLBL Inc                                                                 | CUSIP: 78571YBL3<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |     28566 | PA      | $23468.46     | 0.00%             | 2029-11-15      | Floating      | 9.75%                 | No            |                  2 | On Loan: No      |
| INEOS US FINANCE LLC                               | INEOS US Finance LLC                                                           | CUSIP: G4768PAS0<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |   1963100 | PA      | $1824044.16   | 0.37%             | 2031-02-07      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| HIRERIGHT HOLDINGS CORP                            | HireRight Holdings Corp                                                        | CUSIP: 37190DAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    256010 | PA      | $237001.13    | 0.05%             | 2030-09-30      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| KASEYA INC                                         | Kaseya Inc                                                                     | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |   1909355 | PA      | $1742286.03   | 0.35%             | 2032-03-22      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| NEXUS BUYER LLC                                    | Nexus Buyer LLC                                                                | CUSIP: 65343UAJ1<br>LEI: 254900PILSANV8WOOF24 | Long             | LON              | CORP              | US        |   1517963 | PA      | $1493675.11   | 0.30%             | 2031-07-31      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| IXS Holdings, Inc.                                 | IXS Holdings, Inc., Senior Secured First Lien Term Loan                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   6043519 | PA      | $6075639.89   | 1.23%             | 2029-09-05      | Floating      | 9.16%                 | No            |                  2 | On Loan: No      |
| SK MOHAWK HOLDINGS SCS                             | SK Mohawk Holdings SCS                                                         | CUSIP: L8043DAB6<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     13193 | PA      | $13192.57     | 0.00%             | 2030-12-23      | Floating      | 4.65%                 | No            |                  3 | On Loan: No      |
| ALTICE FRANCE SA                                   | Altice France SA                                                               | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | LON              | CORP              | FR        |   3909426 | PA      | $4690288.14   | 0.95%             | 2031-05-15      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| MITCHELL INTERNATIONAL                             | Mitchell International Inc                                                     | CUSIP: 60662WBC5<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |   1846120 | PA      | $1804388.35   | 0.37%             | 2031-06-17      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Penta CLO S.A.                                     | Penta CLO 10 DAC                                                               | CUSIP: BCC334KF7<br>LEI: 549300D3IPPFZVYDSC43 | Long             | ABS-CBDO         | CORP              | IE        |    965299 | PA      | $1115480.84   | 0.23%             | 2034-11-20      | Floating      | 10.81%                | No            |                  3 | On Loan: No      |
| Trinity Square PLC                                 | Trinitas Euro CLO X DAC                                                        | CUSIP: BCC3PH6R4<br>LEI: 635400YLRA6YCCCDYA32 | Long             | ABS-CBDO         | CORP              | IE        |    331000 | PA      | $385776.10    | 0.08%             | 2038-11-15      | Floating      | 10.04%                | No            |                  3 | On Loan: No      |
| Kettles Park CLO DAC                               | Kettles Park Clo DAC                                                           | CUSIP: BCC3T8Y16<br>LEI: 6354001HUKZF2EQLLR72 | Long             | ABS-CBDO         | CORP              | IE        |    475000 | PA      | $526823.86    | 0.11%             | 2039-06-24      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| IHO VERWALTUNGS GMBH                               | IHO Verwaltungs GmbH                                                           | CUSIP: DI7639609<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    797000 | PA      | $951089.54    | 0.19%             | 2031-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                    | Oaktree CLO 2021-2 Ltd                                                         | CUSIP: 67389CAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1006328 | PA      | $960064.04    | 0.19%             | 2035-01-15      | Floating      | 8.17%                 | No            |                  3 | On Loan: No      |
| PPM Clo, Ltd.                                      | PPM CLO 4 Ltd                                                                  | CUSIP: 69356BAG5<br>LEI: 5493006KUFG82AH4TB78 | Long             | ABS-CBDO         | CORP              | KY        |    763316 | PA      | $708605.72    | 0.14%             | 2038-03-18      | Floating      | 10.86%                | No            |                  3 | On Loan: No      |
| Symphony CLO Ltd                                   | Symphony CLO XVIII Ltd                                                         | CUSIP: 87154FAL1<br>LEI: 549300JQYSBIW1AM8R32 | Long             | ABS-CBDO         | CORP              | KY        |    920262 | PA      | $883387.03    | 0.18%             | 2037-10-23      | Floating      | 9.52%                 | No            |                  3 | On Loan: No      |
| Trinitas CLO Ltd                                   | Trinitas CLO XXII Ltd                                                          | CUSIP: 89640NAE8<br>LEI: 254900Y31HLFEBSJXC19 | Long             | ABS-CBDO         | CORP              | BM        |    693076 | PA      | $689584.20    | 0.14%             | 2038-03-20      | Floating      | 9.68%                 | No            |                  3 | On Loan: No      |
| PAI HOLDCO INC                                     | PAI Holdco Inc                                                                 | CUSIP: 69315JAG8<br>LEI: 2549001NJ55NUV372F56 | Long             | LON              | CORP              | US        |  19416098 | PA      | $18206669.31  | 3.70%             | 2027-10-28      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| SOLERA LLC                                         | Solera LLC                                                                     | CUSIP: N/A<br>LEI: 549300F7JH48O4IYRX29       | Long             | LON              | CORP              | US        |   8783423 | PA      | $6960862.40   | 1.41%             | 2029-06-04      | Floating      | 12.77%                | No            |                  3 | On Loan: No      |
| West Technology Group, LLC                         | West Technology Group, LLC, Senior Secured First Lien Term Loan                | CUSIP: 68162RAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2603146 | PA      | $505205.57    | 0.10%             | 2027-04-09      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| QUARTZ ACQUIRECO LLC                               | Quartz Acquireco LLC                                                           | CUSIP: 74773KAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4380149 | PA      | $3660183.96   | 0.74%             | 2030-06-28      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Palmer Square European CLO                         | Palmer Square European CLO 2023-2 DAC                                          | CUSIP: BCC3QTY62<br>LEI: 549300EVQ1VRDUGS6I93 | Long             | ABS-CBDO         | CORP              | IE        |   1039000 | PA      | $1208133.24   | 0.25%             | 2038-10-15      | Floating      | 10.60%                | No            |                  3 | On Loan: No      |
| Penta CLO S.A.                                     | Penta CLO 12 DAC                                                               | CUSIP: BCC3QTZ38<br>LEI: 549300DL63785U3TSU42 | Long             | ABS-CBDO         | CORP              | IE        |    468134 | PA      | $544328.70    | 0.11%             | 2038-11-09      | Floating      | 10.52%                | No            |                  3 | On Loan: No      |
| OCP Euro CLO                                       | OCP Euro CLO 2026-15 DAC                                                       | CUSIP: BCC3SCHM1<br>LEI: 635400SWPXTSHQKC7J29 | Long             | ABS-CBDO         | CORP              | IE        |    654000 | PA      | $763258.56    | 0.15%             | 2039-04-18      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| AGL CLO Ltd.                                       | AGL CLO 29 Ltd                                                                 | CUSIP: 00120TAE1<br>LEI: 254900MM5EQZ35CZG002 | Long             | ABS-CBDO         | CORP              | JE        |    705036 | PA      | $711850.07    | 0.14%             | 2039-04-21      | Floating      | 10.05%                | No            |                  3 | On Loan: No      |
| ALTICE FRANCE SA                                   | Altice France SA                                                               | CUSIP: 02090DAC2<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |       198 | PA      | $194.40       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                       | Ares LVII CLO Ltd                                                              | CUSIP: 04017UAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    513046 | PA      | $507411.62    | 0.10%             | 2038-10-25      | Floating      | 9.17%                 | No            |                  3 | On Loan: No      |
| Bain Capital Credit CLO, Limit                     | Bain Capital Credit CLO 2023-1 Ltd                                             | CUSIP: 05685PAG0<br>LEI: 549300OV3LSQ8RJ1DY13 | Long             | ABS-CBDO         | CORP              | JE        |    820200 | PA      | $793236.84    | 0.16%             | 2038-07-16      | Floating      | 9.93%                 | No            |                  3 | On Loan: No      |
| BEACH ACQUISITION BIDCO                            | Beach Acquisition Bidco LLC                                                    | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |   7222341 | PA      | $7948540.17   | 1.61%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Elmwood CLO 26 Ltd                                 | Elmwood CLO 26 Ltd                                                             | CUSIP: 29004DAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1193210 | PA      | $1209283.92   | 0.25%             | 2039-04-18      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Galaxy CLO Ltd                                     | Galaxy XXII CLO Ltd                                                            | CUSIP: 36321AAR4<br>LEI: 54930022KENWLYJ8SJ86 | Long             | ABS-CBDO         | CORP              | KY        |    319305 | PA      | $309095.60    | 0.06%             | 2034-04-16      | Floating      | 8.93%                 | No            |                  3 | On Loan: No      |
| ANYWHERE REAL EST/CO-ISS                           | Anywhere Real Estate Group LLC / Anywhere Co-Issuer Corp                       | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2179497 | PA      | $2181918.23   | 0.44%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TRANSMONTAIGNE PARTNERS                            | TransMontaigne Partners LLC                                                    | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1801000 | PA      | $1865002.14   | 0.38%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Accuride Corp.                                     | Accuride Corp.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |   3042174 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CTI Foods Holdings Co LLC                          | CTI Foods Holdings Co LLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       955 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BROCK HOLDINGS III LLC                             | Brock Holdings III LLC                                                         | CUSIP: 11163AAB3<br>LEI: 5493000L6QAVHKOAM302 | Long             | LON              | CORP              | US        |   6815411 | PA      | $6832449.19   | 1.39%             | 2030-05-02      | Floating      | 9.66%                 | No            |                  2 | On Loan: No      |
| Zephyr Bidco Limited                               | Zephyr Bidco Limited, Senior Secured First Lien Term Loan                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3660341 | PA      | $4779502.01   | 0.97%             | 2028-07-20      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| CESAR SPA                                          | Cesar Spa                                                                      | CUSIP: YV8373743<br>LEI: 815600136D7200E49057 | Long             | DBT              | CORP              | IT        |    976000 | PA      | $1159366.72   | 0.24%             | 2031-09-30      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Cordatus CLO PLC                                   | CVC Cordatus Loan Fund XXXI DAC                                                | CUSIP: BCC3SV1C8<br>LEI: 549300E0CSGI3E3SNH05 | Long             | ABS-CBDO         | CORP              | IE        |    678000 | PA      | $799158.96    | 0.16%             | 2037-06-15      | Floating      | 7.70%                 | No            |                  3 | On Loan: No      |
| LEVEL 3 FINANCING INC                              | Level 3 Financing Inc                                                          | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   6175072 | PA      | $6621258.00   | 1.34%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                           | Marriott Ownership Resorts Inc                                                 | CUSIP: 57164PAK2<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |   1578000 | PA      | $1518516.97   | 0.31%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                             | Northern Oil & Gas Inc                                                         | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |   2148000 | PA      | $2227184.95   | 0.45%             | 2033-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FEDRIGONI SPA                                      | Fedrigoni SpA                                                                  | CUSIP: ZB9441039<br>LEI: 8156004CE82074779D19 | Long             | DBT              | CORP              | IT        |    106000 | PA      | $120278.00    | 0.02%             | 2031-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BISCUIT HOLDING SAS/FR                             | Biscuit Holding SAS/FR                                                         | CUSIP: N/A<br>LEI: 9695009XXZ7E1IX37P87       | Long             | LON              | CORP              | FR        |      4710 | PA      | $4709.98      | 0.00%             | 2027-02-15      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| EMERIA SASU                                        | Emeria SASU                                                                    | CUSIP: N/A<br>LEI: 969500SA2FHM81LPJ311       | Long             | LON              | CORP              | FR        |   2797056 | PA      | $2749341.03   | 0.56%             | 2028-03-27      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| ENVALIOR FINANCE GMBH                              | Envalior Finance GmbH                                                          | CUSIP: N/A<br>LEI: 254900GAG6U7Z5TROP43       | Long             | LON              | CORP              | DE        |     59009 | PA      | $52132.31     | 0.01%             | 2030-04-03      | Floating      | 9.16%                 | No            |                  2 | On Loan: No      |
| BROCK HOLDINGS III LLC                             | Brock Holdings III LLC                                                         | CUSIP: 11163AAB3<br>LEI: 5493000L6QAVHKOAM302 | Long             | LON              | CORP              | US        |   1225242 | PA      | $1228305.48   | 0.25%             | 2030-05-02      | Floating      | 9.66%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                              | Ellucian Holdings Inc                                                          | CUSIP: 28917XAE0<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |   1108590 | PA      | $1078569.38   | 0.22%             | 2032-11-22      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| NEXUS BUYER LLC                                    | Nexus Buyer LLC                                                                | CUSIP: 65343UAH5<br>LEI: 254900PILSANV8WOOF24 | Long             | LON              | CORP              | US        |    539189 | PA      | $529698.92    | 0.11%             | 2031-07-31      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| CONCORDE LUX SARL                                  | Concorde Lux Sarl                                                              | CUSIP: N/A<br>LEI: 254900DAXSLQJEJR6438       | Long             | LON              | CORP              | LU        |   3564553 | PA      | $3857234.47   | 0.78%             | 2030-03-04      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Aimbridge Acquisition Co., Inc.                    | Aimbridge Acquisition Co., Inc., Senior Secured First Lien Term Loan           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1121789 | PA      | $1121788.55   | 0.23%             | 2030-03-11      | Floating      | 11.16%                | No            |                  3 | On Loan: No      |
| CASTLE US HOLDING CORP                             | Castle US Holding Corp                                                         | CUSIP: 14852DAG6<br>LEI: 254900VXLMLPIE9ID612 | Long             | LON              | CORP              | US        |   1278383 | PA      | $1270392.73   | 0.26%             | 2030-04-29      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| NEP GROUP INC                                      | NEP Group Inc                                                                  | CUSIP: 62908HAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  17675295 | PA      | $15991811.32  | 3.25%             | 2031-10-17      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| DEXKO GLOBAL INC                                   | Dexko Global Inc                                                               | CUSIP: 25213YBF1<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |   1323078 | PA      | $1260988.01   | 0.25%             | 2031-10-20      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Dexko Global 3/26 (EUR) German                     | DexKo Global Inc., Senior Secured First Lien Term Loan                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2675220 | PA      | $3080910.80   | 0.63%             | 2031-10-03      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Clonmore Park CLO                                  | Clonmore Park CLO DAC                                                          | CUSIP: BCC3DRCX5<br>LEI: 254900K613IO1MF3NA10 | Long             | ABS-CBDO         | CORP              | IE        |    350000 | PA      | $408643.76    | 0.08%             | 2035-08-21      | Floating      | 8.84%                 | No            |                  3 | On Loan: No      |
| Contego CLO DAC                                    | Contego Clo XIV DAC                                                            | CUSIP: BCC3PCM63<br>LEI: 635400NLZP2UKDTVEG95 | Long             | ABS-CBDO         | CORP              | IE        |    614000 | PA      | $727646.06    | 0.15%             | 2037-10-15      | Floating      | 7.61%                 | No            |                  3 | On Loan: No      |
| ARES CLO Ltd                                       | ARES Loan Funding III Ltd                                                      | CUSIP: 04019PAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    864771 | PA      | $880793.81    | 0.18%             | 2039-04-25      | Floating      | 10.22%                | No            |                  3 | On Loan: No      |
| BLOCK COMMUNICATIONS INC                           | Block Communications Inc                                                       | CUSIP: 093645AK5<br>LEI: M5G68A9OHJWIL4SFC742 | Long             | DBT              | CORP              | US        |   1698000 | PA      | $1573473.60   | 0.32%             | 2031-03-01      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Harvest US CLO Ltd                                 | Harvest US CLO 2025-3 Ltd                                                      | CUSIP: 41758EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    615404 | PA      | $618053.30    | 0.13%             | 2038-01-15      | Floating      | 9.52%                 | No            |                  3 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                            | Zayo Group Holdings Inc                                                        | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |   2723556 | PA      | $2726905.71   | 0.55%             | 2030-03-09      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| 999999YAK                                          | 999999YAK                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      9358 | NS      | $514.69       | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BISCUIT HOLDING SAS/FR                             | Biscuit Holding SAS/FR                                                         | CUSIP: N/A<br>LEI: 9695009XXZ7E1IX37P87       | Long             | LON              | CORP              | FR        |     11557 | PA      | $11557.87     | 0.00%             | 2027-02-15      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| HERENS HOLDCO SARL                                 | Herens Holdco Sarl                                                             | CUSIP: L4780EAB0<br>LEI: 2221002FZ55AMAUX4G64 | Long             | LON              | CORP              | LU        |   1335099 | PA      | $1459608.54   | 0.30%             | 2028-07-03      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| BME GROUP HOLDING BV                               | BME Group Holding BV                                                           | CUSIP: N/A<br>LEI: 549300Y5PCNMQXYRRY06       | Long             | LON              | CORP              | NL        |    992070 | PA      | $883808.83    | 0.18%             | 2029-12-27      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| ZELIS PAYMENTS BUYER INC                           | Zelis Payments Buyer Inc                                                       | CUSIP: 98932TAG8<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |   1864595 | PA      | $1846722.39   | 0.37%             | 2029-09-28      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| AIMBRIDGE ACQUISITION CO                           | Aimbridge Acquisition Co Inc                                                   | CUSIP: 00900YAG1<br>LEI: 549300SPGKLVE9WYCQ20 | Long             | LON              | CORP              | US        |   1715321 | PA      | $1715321.07   | 0.35%             | 2030-03-11      | Floating      | 9.28%                 | No            |                  3 | On Loan: No      |
| Aimbridge Hospitality 3/25                         | Aimbridge Hospitality 3/25                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    104732 | NS      | $6851242.65   | 1.39%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Aurium CLO                                         | Aurium CLO XII DAC                                                             | CUSIP: BCC3GNRH0<br>LEI: 6354007HJUVEGHNPPW02 | Long             | ABS-CBDO         | CORP              | IE        |    496000 | PA      | $580145.86    | 0.12%             | 2037-10-17      | Floating      | 8.24%                 | No            |                  3 | On Loan: No      |
| Harvest CLO                                        | Harvest CLO XXXVII DAC                                                         | CUSIP: BCC3PPSV3<br>LEI: 635400IUMEGLVCCJWL30 | Long             | ABS-CBDO         | CORP              | IE        |    467000 | PA      | $543878.68    | 0.11%             | 2039-01-15      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Symphony CLO Ltd                                   | Symphony CLO XXIX Ltd                                                          | CUSIP: 87168LAE8<br>LEI: 254900H6EAUOGL2U2U64 | Long             | ABS-CBDO         | CORP              | KY        |    615484 | PA      | $593371.17    | 0.12%             | 2035-10-15      | Floating      | 9.47%                 | No            |                  3 | On Loan: No      |
| TCW Gem Ltd                                        | TCW CLO 2022-1 Ltd                                                             | CUSIP: 871969BE0<br>LEI: 254900KPK0PRXM6I7271 | Long             | ABS-CBDO         | CORP              | KY        |    563309 | PA      | $548533.53    | 0.11%             | 2038-01-20      | Floating      | 7.96%                 | No            |                  3 | On Loan: No      |
| Voya CLO Ltd                                       | Voya CLO 2022-1 Ltd                                                            | CUSIP: 92919HAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1647159 | PA      | $1592542.50   | 0.32%             | 2035-04-20      | Floating      | 10.58%                | No            |                  3 | On Loan: No      |
| STYROLUTION                                        | INEOS Styrolution Ludwigshafen GmbH                                            | CUSIP: 45673NAF7<br>LEI: 5299003M4PGUGL48LS74 | Long             | LON              | CORP              | DE        |   5079002 | PA      | $5933569.26   | 1.20%             | 2027-01-29      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| Sirva Worldwide, Inc.                              | Sirva Worldwide, Inc., Senior Secured First Lien Term Loan                     | CUSIP: 82967VAU4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    302434 | PA      | $302433.91    | 0.06%             | 2029-02-20      | Floating      | 11.69%                | No            |                  3 | On Loan: No      |
| STARLIGHT PARENT LLC                               | Starlight Parent LLC                                                           | CUSIP: 85554UAB0<br>LEI: 254900ZM34IBOK68V949 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2032-04-16      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| Wilton Park CLO                                    | Wilton Park CLO DAC                                                            | CUSIP: BCC3MGL92<br>LEI: 254900MA3TGEBS397E50 | Long             | ABS-CBDO         | CORP              | IE        |    475000 | PA      | $554992.57    | 0.11%             | 2038-07-15      | Floating      | 7.90%                 | No            |                  3 | On Loan: No      |
| SABRE FINANCIAL BORROWER                           | Sabre Financial Borrower LLC                                                   | CUSIP: 78573XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3605000 | PA      | $3703697.69   | 0.75%             | 2029-06-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                           | Olympus Water US Holding Corp                                                  | CUSIP: BR3444725<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   1383000 | PA      | $1538146.41   | 0.31%             | 2029-10-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Penta CLO S.A.                                     | Penta CLO 15 DAC                                                               | CUSIP: BCC3Q6XR7<br>LEI: 5493009DHFYZRQZRBR67 | Long             | ABS-CBDO         | CORP              | IE        |    433000 | PA      | $505605.37    | 0.10%             | 2038-10-15      | Floating      | 10.70%                | No            |                  3 | On Loan: No      |
| Penta CLO S.A.                                     | Penta CLO 11 DAC                                                               | CUSIP: BCC3S7C39<br>LEI: 5493006SWLDNT2XZHH97 | Long             | ABS-CBDO         | CORP              | IE        |    542959 | PA      | $633764.94    | 0.13%             | 2039-01-15      | Floating      | 10.14%                | No            |                  3 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-23

**Name of Applicant:** KKR Income Opportunities Fund

**Signature:** /s/ Justin Takao

**Name of Signer:** Justin Takao

**Title:** Treasurer, Chief Accounting Officer & Chief Financial Officer