# EDGAR Filing Document

**Accession Number:** 0001420040
**File Stem:** 0000910472-25-005976
**Filing Date:** 2025-12
**Character Count:** 118009
**Document Hash:** 016af0d44753c3e81361940312f3aa7d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000910472-25-005976.hdr.sgml**: 20251229

**ACCESSION NUMBER**: 0000910472-25-005976

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251229

**DATE AS OF CHANGE**: 20251229

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Dunham Funds
- **CENTRAL INDEX KEY:** 0001420040

**ORGANIZATION NAME:**
- **EIN:** 000000000

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22153
- **FILM NUMBER:** 251604016

**BUSINESS ADDRESS:**
- **STREET 1:** 6256 GREENWICH DRIVE
- **STREET 2:** SUITE 550
- **CITY:** SAN DIEGO
- **STATE:** CA
- **ZIP:** 92122
- **BUSINESS PHONE:** 858-964-0500

**MAIL ADDRESS:**
- **STREET 1:** 6256 GREENWICH DRIVE
- **STREET 2:** SUITE 550
- **CITY:** SAN DIEGO
- **STATE:** CA
- **ZIP:** 92122

## Series and Classes Contracts Data

### Dunham Floating Rate Bond Fund (Series ID: S000042248)

| Class ID   | Class Name                             | Ticker Symbol   |
|:---|:---|:---|
| C000131123 | Dunham Floating Rate Bond Fund Class A | DAFRX           |
| C000131124 | Dunham Floating Rate Bond Fund Class C | DCFRX           |
| C000131125 | Dunham Floating Rate Bond Fund Class N | DNFRX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Dunham Funds

- **b. Investment Company Act file number:** 811-22153

- **c. CIK number of Registrant:** 0001420040

- **d. LEI of Registrant:** 549300FI2C3SP4YCHL80

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

  - **Street Address 1:** 6256 Greenwich Dr

  - **City:** SAN DIEGO

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92122

  - **Telephone number:** 858-964-0500

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

- **a. Name of Series:** Dunham Floating Rate Bond Fund

- **b. EDGAR series identifier (if any):** S000042248

- **c. LEI of Series:** 549300UGWNBB21ENNS29

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-10-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $219052609.71

**Total Liabilities:** $12198701.75

**Net Assets:** $206853907.96

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 439.77924300 | **10-Year:** 177.46664400 | **30-Year:** 0.00000000

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

- **3-Month:** 80.70340700 | **1-Year:** 9209.89837600 | **5-Year:** 52879.48280100 | **10-Year:** 14270.08307600 | **30-Year:** 350.44877600

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000131124 | 0.48%                | -0.03%               | 0.16%                |
| Class ID C000131125 | 0.66%                | 0.03%                | 0.12%                |
| Class ID C000131123 | 0.64%                | 0.01%                | 0.10%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $317.15                  | $158077.03                                 |
| Month 2  | $16756.67                | $-1329280.62                               |
| Month 3  | $-270051.69              | $-498494.90                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Cotiviti Inc                                                                           | VCVHHO TL 1L USD                     | CUSIP: 22164MAF4<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    425821 | PA      | $410782.98    | 0.20%             | 2032-02-17      | Variable      | 7.07%                 | No            | 2                  | On Loan: No      |
| Flora Food (fka Upfield)                                                               | SIGHCO TL B10 1L USD                 | CUSIP: N/A<br>LEI: 254900RAPCKVT00GAO59       | Long             | LON              | CORP              | US        |    798630 | PA      | $750548.79    | 0.36%             | 2028-01-03      | Variable      | 8.28%                 | No            | 2                  | On Loan: No      |
| Creative Artists                                                                       | CREART TL B 1L USD                   | CUSIP: 22526WAU2<br>LEI: 5493008FV5TCFL3KHH96 | Long             | LON              | CORP              | US        |    627537 | PA      | $629149.81    | 0.30%             | 2031-10-01      | Variable      | 6.85%                 | No            | 2                  | On Loan: No      |
| Avis Budget                                                                            | CAR TL B 1L USD                      | CUSIP: 05377JAU6<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | LON              | CORP              | US        |   1092561 | PA      | $1081181.82   | 0.52%             | 2032-07-12      | Variable      | 6.83%                 | No            | 2                  | On Loan: No      |
| Cobra Acquisitionco LLC                                                                | EXETFI 6 3/8 11/01/29                | CUSIP: 19106CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $421861.40    | 0.20%             | 2029-11-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| IXS (Innovative XCessories & Services)                                                 | INNXCE TL 1L USD                     | CUSIP: 45074HAC2<br>LEI: 254900I3GPHU9VH9Z454 | Long             | LON              | CORP              | US        |    527347 | PA      | $525147.93    | 0.25%             | 2029-09-05      | Variable      | 9.73%                 | No            | 2                  | On Loan: No      |
| Prometric                                                                              | PROMET TL B 1L USD                   | CUSIP: 80358TAG1<br>LEI: 54930034OH1XQT27TX40 | Long             | LON              | CORP              | US        |    563506 | PA      | $567027.41    | 0.27%             | 2032-06-18      | Variable      | 7.91%                 | No            | 2                  | On Loan: No      |
| Cloud Software Group Inc.                                                              | TIBX 8 1/4 06/30/32                  | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    210000 | PA      | $220889.55    | 0.11%             | 2032-06-30      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| UKG                                                                                    | ULTI TL B 1L USD                     | CUSIP: N/A<br>LEI: 529900FKHWSTQ1GXK240       | Long             | LON              | CORP              | US        |    760870 | PA      | $761642.60    | 0.37%             | 2031-01-31      | Variable      | 7.31%                 | No            | 2                  | On Loan: No      |
| Proofpoint                                                                             | PFPT TL B 1L USD                     | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    894128 | PA      | $899609.05    | 0.43%             | 2028-08-31      | Variable      | 7.16%                 | No            | 2                  | On Loan: No      |
| Sotera Health (fka Sterigenics Nordin)                                                 | STENOR TL B 1L USD                   | CUSIP: 83600VAH4<br>LEI: 549300OVT7MBXFLOFU20 | Long             | LON              | CORP              | US        |    694165 | PA      | $697635.41    | 0.34%             | 2031-05-30      | Variable      | 6.64%                 | No            | 2                  | On Loan: No      |
| Varsity Brands                                                                         | VARBRA TL B 1L USD                   | CUSIP: 92227QAG1<br>LEI: 254900PLBJA0I5NSTT38 | Long             | LON              | CORP              | US        |   1466563 | PA      | $1471696.12   | 0.71%             | 2031-08-26      | Variable      | 7.03%                 | No            | 2                  | On Loan: No      |
| Flora Food (fka Upfield)                                                               | SIGBID TL B10 1L USD                 | CUSIP: N/A<br>LEI: 254900RAPCKVT00GAO59       | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-01-03      | Variable      | 8.87%                 | No            | 2                  | On Loan: No      |
| MoneyGram International                                                                | MGI TL B 1L USD                      | CUSIP: 60935QAT3<br>LEI: 5299002DLX0Q04KC4156 | Long             | LON              | CORP              | US        |    849071 | PA      | $760249.35    | 0.37%             | 2030-06-03      | Variable      | 9.07%                 | No            | 2                  | On Loan: No      |
| Highline Warren (Highline Aftermarket)                                                 | DYKAUT TL B 1L USD                   | CUSIP: 43110HAF6<br>LEI: 254900Q5W6G5KG3GHJ04 | Long             | LON              | CORP              | US        |    629034 | PA      | $631788.77    | 0.31%             | 2030-02-12      | Variable      | 7.83%                 | No            | 2                  | On Loan: No      |
| DiversiTech                                                                            | DIVTEC TL B 1L USD                   | CUSIP: 45114NAB3<br>LEI: 254900DLB65AKI8CQ466 | Long             | LON              | CORP              | US        |    651532 | PA      | $655095.78    | 0.32%             | 2028-12-22      | Variable      | 8.06%                 | No            | 2                  | On Loan: No      |
| HighTower                                                                              | HIGTOW TL B 1L USD                   | CUSIP: 43117LAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1485859 | PA      | $1487716.66   | 0.72%             | 2032-02-03      | Variable      | 7.06%                 | No            | 2                  | On Loan: No      |
| Venture Global LNG Inc.                                                                | VENLNG 8 3/8 06/01/31                | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    389000 | PA      | $399735.23    | 0.19%             | 2031-06-01      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| N/A                                                                                    | MOUNT VERNON LIQUID ASSETS PORTFOLIO | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |         0 | NS      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| BMC Software                                                                           | BMC TL B 1L USD                      | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    933211 | PA      | $928162.70    | 0.45%             | 2031-07-30      | Variable      | 7.20%                 | No            | 2                  | On Loan: No      |
| DigiCert                                                                               | DIGICT TL 2L USD                     | CUSIP: 24022KAJ8<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |    600000 | PA      | $543126.00    | 0.26%             | 2029-02-16      | Variable      | 11.33%                | No            | 2                  | On Loan: No      |
| CLYDESDALE ACQUISITION                                                                 | Aimbridge Hospitality                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      7877 | NS      | $535636.00    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Cloud Software Group (Citrix/TIBCO)                                                    | TIBX TL B 1L USD                     | CUSIP: 88632NBL3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    527483 | PA      | $528102.70    | 0.26%             | 2032-08-09      | Variable      | 7.25%                 | No            | 2                  | On Loan: No      |
| Telesat Canada                                                                         | TELSAT TL B5 1LD                     | CUSIP: 87951YAU5<br>LEI: 5493004V5GLBY6SO5Y34 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2026-12-06      | Variable      | 7.34%                 | No            | 2                  | On Loan: No      |
| EG Group                                                                               | OPTFIN TL B 1L USD                   | CUSIP: N2820EAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    955954 | PA      | $962626.54    | 0.47%             | 2028-02-07      | Variable      | 7.70%                 | No            | 2                  | On Loan: No      |
| Asurion                                                                                | ASUCOR TL B12 1L USD                 | CUSIP: 04649VBD1<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   1039589 | PA      | $1037639.55   | 0.50%             | 2030-09-19      | Variable      | 8.58%                 | No            | 2                  | On Loan: No      |
| Cleveland-Cliffs Inc                                                                   | CLF 7 3/8 05/01/33                   | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    485000 | PA      | $502379.01    | 0.24%             | 2033-05-01      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| Ryan LLC                                                                               | RYNLLC TL 1L USD                     | CUSIP: 78350LAZ8<br>LEI: 549300TG86D8HZC6TE67 | Long             | LON              | CORP              | US        |    882552 | PA      | $880345.66    | 0.43%             | 2030-11-14      | Variable      | 7.83%                 | No            | 2                  | On Loan: No      |
| Foley Products Co LLC                                                                  | FOLPRO TL 1L USD                     | CUSIP: 34430DAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    785952 | PA      | $789634.15    | 0.38%             | 2029-02-10      | Variable      | 9.20%                 | No            | 2                  | On Loan: No      |
| Credit Acceptance Corporation of Michigan                                              | CACC 6 5/8 03/15/30                  | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    209000 | PA      | $209082.56    | 0.10%             | 2030-03-15      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| Cable & Wireless                                                                       | CWCLN TL B7 1L USD                   | CUSIP: G7739PAN0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1500000 | PA      | $1456252.50   | 0.70%             | 2032-01-30      | Variable      | 7.51%                 | No            | 2                  | On Loan: No      |
| Greystar Real Estate Partners                                                          | GRSTAR TL B2 1L USD                  | CUSIP: 39806LAJ6<br>LEI: 254900HGC806SXAS4M46 | Long             | LON              | CORP              | US        |    819832 | PA      | $823931.50    | 0.40%             | 2030-08-21      | Variable      | 6.83%                 | No            | 2                  | On Loan: No      |
| Truist Insurance Holdings                                                              | TIHLLC TL B 1L USD                   | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1079932 | PA      | $1080617.27   | 0.52%             | 2031-05-06      | Variable      | 6.75%                 | No            | 2                  | On Loan: No      |
| Iris Escrow Issuer Corp                                                                | ITPCN 10 12/15/28                    | CUSIP: 462914AA0<br>LEI: 54930013SPZ2NB3I3V40 | Long             | DBT              | CORP              | US        |    400000 | PA      | $346273.66    | 0.17%             | 2028-12-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: —       |
| Versant Media Group                                                                    | VSNT TL B 1L USD                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1034421 | PA      | $1032269.45   | 0.50%             | 2030-10-23      | Variable      | 7.54%                 | No            | 2                  | On Loan: No      |
| Vital Energy Inc                                                                       | VTLE 7 7/8 04/15/32                  | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    325000 | PA      | $309223.69    | 0.15%             | 2032-04-15      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: —       |
| SupplyOne                                                                              | SUPONE TL B 1L USD                   | CUSIP: 86859CAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    751674 | PA      | $753917.79    | 0.36%             | 2031-03-27      | Variable      | 7.83%                 | No            | 2                  | On Loan: No      |
| Berlin Packaging                                                                       | BERPAC TL B7 1L USD                  | CUSIP: 08511LBD9<br>LEI: 549300L1HNHO6QOXHH42 | Long             | LON              | CORP              | US        |    670728 | PA      | $670811.54    | 0.32%             | 2031-06-09      | Variable      | 7.61%                 | No            | 2                  | On Loan: No      |
| Hertz Corp.                                                                            | HTZ 4 5/8 12/01/26                   | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     47000 | PA      | $45668.28     | 0.02%             | 2026-12-01      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| Nielsen                                                                                | NLSN TL B 1L USD                     | CUSIP: 64069JAC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |   2709123 | PA      | $2623446.52   | 1.27%             | 2029-04-11      | Variable      | 9.33%                 | No            | 2                  | On Loan: No      |
| Action Nederland B.V.                                                                  | ACTINA TL B5B 1L USD                 | CUSIP: N6872NAN6<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | US        |    381534 | PA      | $383584.28    | 0.19%             | 2031-07-01      | Variable      | 6.80%                 | No            | 2                  | On Loan: No      |
| Endeavor                                                                               | EDR TL B 1L USD                      | CUSIP: 26875YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1124190 | PA      | $1131452.46   | 0.55%             | 2032-01-28      | Variable      | 7.16%                 | No            | 2                  | On Loan: No      |
| Oryx Southern Delaware Holdings                                                        | ORYSOU TL B 1L USD                   | CUSIP: 68764JAJ0<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |    994988 | PA      | $998659.51    | 0.48%             | 2028-10-05      | Variable      | 6.57%                 | No            | 2                  | On Loan: No      |
| NielsenIQ/Global Connect                                                               | INDYUS TL B 1L USD                   | CUSIP: 45674PAS3<br>LEI: 254900QPZS54FU2J9C09 | Long             | LON              | CORP              | US        |    684315 | PA      | $684315.09    | 0.33%             | 2030-10-07      | Variable      | 6.85%                 | No            | 2                  | On Loan: No      |
| GFL Environmental Services business                                                    | GFLCN TL B 1L USD                    | CUSIP: 36257SAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    956335 | PA      | $958008.13    | 0.46%             | 2032-02-04      | Variable      | 6.82%                 | No            | 2                  | On Loan: No      |
| Kaman Corporation                                                                      | KAMN TL B-DD 1L USD                  | CUSIP: 48354VAN2<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |     63458 | PA      | $63712.54     | 0.03%             | 2032-01-30      | Variable      | 7.05%                 | No            | 2                  | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                              | NEP 7 1/4 01/15/29                   | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    525000 | PA      | $540307.95    | 0.26%             | 2029-01-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Bread Financial Holdings Inc                                                           | BFH 9 3/4 03/15/29                   | CUSIP: 018581AP3<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |    498000 | PA      | $531862.51    | 0.26%             | 2029-03-15      | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| BLUEMOUNTAIN CLO XXXIII LTD                                                            | BLUEM 2021-33A ER                    | CUSIP: 09631AAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3411296.00   | 1.65%             | 2038-10-20      | Floating      | 10.85%                | Yes           | 2                  | On Loan: No      |
| Sirius Xm Radio Inc                                                                    | SIRI 4 1/8 07/01/30                  | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    575000 | PA      | $541807.15    | 0.26%             | 2030-07-01      | Fixed         | 4.12%                 | Yes           | 2                  | On Loan: —       |
| Univar                                                                                 | UNVR TL B 1L USD                     | CUSIP: 97360BAH8<br>LEI: 254900IXUJZ9H146T437 | Long             | LON              | CORP              | US        |    907861 | PA      | $908618.61    | 0.44%             | 2030-08-01      | Variable      | 6.92%                 | No            | 2                  | On Loan: No      |
| Solmax                                                                                 | GROUSL TL 1L USD                     | CUSIP: C4127PAB7<br>LEI: 549300UUEKZ3HF9FNI46 | Long             | LON              | CORP              | US        |    955651 | PA      | $760516.73    | 0.37%             | 2028-07-23      | Variable      | 9.19%                 | No            | 2                  | On Loan: No      |
| TK Elevator (fka Thyssenkrupp Elevator)                                                | THYELE TL B 1L USD                   | CUSIP: D9000BAJ1<br>LEI: 254900K869UN2ZWVB351 | Long             | LON              | CORP              | US        |   1339262 | PA      | $1349031.68   | 0.65%             | 2030-04-30      | Variable      | 7.24%                 | No            | 2                  | On Loan: No      |
| Apex Group                                                                             | APEGRP TL B 1L USD                   | CUSIP: G0472CAK1<br>LEI: 254900N6HRPDDNW7HP03 | Long             | LON              | CORP              | US        |   1174535 | PA      | $1101860.81   | 0.53%             | 2032-02-20      | Variable      | 7.75%                 | No            | 2                  | On Loan: No      |
| AVALARA INC                                                                            | AIMBRI TL 1L USD                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     87481 | PA      | $86971.04     | 0.04%             | 2030-03-11      | Variable      | 11.98%                | No            | 2                  | On Loan: No      |
| N/A                                                                                    | PING TL 1L USD                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    362884 | PA      | $361976.76    | 0.17%             | 2032-10-29      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Scientific Games Lottery                                                               | SCGALO TL B 1L USD                   | CUSIP: 80875CAE7<br>LEI: 549300W5GPFXXB6TQ330 | Long             | LON              | CORP              | US        |   1030717 | PA      | $1019894.02   | 0.49%             | 2029-04-04      | Variable      | 7.28%                 | No            | 2                  | On Loan: No      |
| Equipmentshare Com Inc.                                                                | EQMSRM 8 03/15/33                    | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496646.80    | 0.24%             | 2033-03-15      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| Kito Crosby (fka Crosby Worldwide)                                                     | CROSBY TL B 1L USD                   | CUSIP: 22739PAP1<br>LEI: 549300V5HSWHDNVOWE35 | Long             | LON              | CORP              | US        |    387951 | PA      | $390963.04    | 0.19%             | 2029-08-16      | Variable      | 7.83%                 | No            | 2                  | On Loan: No      |
| iHeartMedia Inc                                                                        | IHEARTMEDIA-CW39                     | CUSIP: 45174J145<br>LEI: N/A                  | Long             | DO               | CORP              | US        |     14905 | NS      | $37262.50     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Acrisure                                                                               | ACRISU TL B 1L USD                   | CUSIP: 00488PAX3<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    499313 | PA      | $500511.84    | 0.24%             | 2032-06-07      | Variable      | 7.41%                 | No            | 2                  | On Loan: No      |
| Maya S.A.S.                                                                            | ILDFP 7 04/15/32                     | CUSIP: 449691AG9<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $204914.00    | 0.10%             | 2032-04-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Spring Education Group                                                                 | SSHGRO TL 1L USD                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    477355 | PA      | $479443.45    | 0.23%             | 2030-09-29      | Variable      | 8.30%                 | No            | 2                  | On Loan: No      |
| VFH Parent LLC & Valor Co-Issuer Inc.                                                  | VIRT 7 1/2 06/15/31                  | CUSIP: 91824YAA6<br>LEI: 549300FRO9M476YHHY64 | Long             | DBT              | CORP              | US        |    500000 | PA      | $523693.00    | 0.25%             | 2031-06-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Spirit AeroSystems                                                                     | SPR TL B 1L USD                      | CUSIP: 84857HAY6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | LON              | CORP              | US        |    717137 | PA      | $720052.30    | 0.35%             | 2027-11-23      | Variable      | 8.78%                 | No            | 2                  | On Loan: No      |
| Mavis Tire Express                                                                     | EOCGRO TL B 1L USD                   | CUSIP: 57777YAG1<br>LEI: 254900NVDM4GTLBL9E56 | Long             | LON              | CORP              | US        |   1589670 | PA      | $1594748.98   | 0.77%             | 2028-05-04      | Variable      | 7.20%                 | No            | 2                  | On Loan: No      |
| Jump Financial                                                                         | JMPFIN TL B 1L USD                   | CUSIP: 48138UAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    562249 | PA      | $564708.92    | 0.27%             | 2032-02-26      | Variable      | 7.81%                 | No            | 2                  | On Loan: No      |
| CFC Group                                                                              | CFCGRP TL B 1L USD                   | CUSIP: 12531JAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1384390 | PA      | $1356702.11   | 0.66%             | 2032-05-31      | Variable      | 7.74%                 | No            | 2                  | On Loan: No      |
| Qlik Technologies                                                                      | QLIK TL 2L USD                       | CUSIP: 74339DAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    199304 | PA      | $194570.05    | 0.09%             | 2032-11-22      | Variable      | 9.31%                 | No            | 2                  | On Loan: No      |
| Les Schwab Tire Centers                                                                | LESSCH TL B1 1L USD                  | CUSIP: 50220KAD6<br>LEI: 549300GJM1TKHPYFPF83 | Long             | LON              | CORP              | US        |    696500 | PA      | $694323.44    | 0.34%             | 2031-04-23      | Variable      | 6.83%                 | No            | 2                  | On Loan: No      |
| Crescent Energy Finance LLC                                                            | CRGYFN 8 3/8 01/15/34                | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    360000 | PA      | $352452.60    | 0.17%             | 2034-01-15      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| ViaSat                                                                                 | VSAT TL B 1L USD                     | CUSIP: 92555WAD7<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |   1180411 | PA      | $1173771.09   | 0.57%             | 2029-02-24      | Variable      | 8.94%                 | No            | 2                  | On Loan: No      |
| RelaDyne                                                                               | RELDYN TL B1 1L USD                  | CUSIP: N/A<br>LEI: 5493000EBDLH9PYWBS30       | Long             | LON              | CORP              | US        |   1257885 | PA      | $1261620.59   | 0.61%             | 2030-12-23      | Variable      | 7.66%                 | No            | 2                  | On Loan: No      |
| Opella (Sanofi consumer healthcare)                                                    | OPALBD TL B 1L USD                   | CUSIP: F7000QAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    653233 | PA      | $656806.19    | 0.32%             | 2032-03-31      | Variable      | 7.25%                 | No            | 2                  | On Loan: No      |
| Froneri                                                                                | ICECR TL B6 1L USD                   | CUSIP: G3679YAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    705342 | PA      | $705821.21    | 0.34%             | 2032-07-16      | Variable      | 6.82%                 | No            | 2                  | On Loan: No      |
| Virgin Media                                                                           | VMED TL Q 1L USD                     | CUSIP: G9368PBE3<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |   1980000 | PA      | $1979178.30   | 0.96%             | 2029-01-10      | Variable      | 7.68%                 | No            | 2                  | On Loan: No      |
| Star Leasing Co LLC                                                                    | TRAILR 7 5/8 02/15/30                | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |    514000 | PA      | $486009.51    | 0.23%             | 2030-02-15      | Fixed         | 7.62%                 | Yes           | 2                  | On Loan: No      |
| Sable International Finance Limited                                                    | CWCLN 7 1/8 10/15/32                 | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |    350000 | PA      | $350553.35    | 0.17%             | 2032-10-15      | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| Peraton Corp                                                                           | PERCOR TL 2L USD                     | CUSIP: 71360HAF4<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2029-02-01      | Variable      | 12.18%                | No            | 2                  | On Loan: No      |
| Madison Air                                                                            | MADIAQ TL 1L USD                     | CUSIP: 55759VAE8<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |    654811 | PA      | $658084.63    | 0.32%             | 2032-03-29      | Variable      | 7.51%                 | No            | 2                  | On Loan: No      |
| American Airlines                                                                      | AAL TL B 1L USD                      | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    362930 | PA      | $364744.91    | 0.18%             | 2032-05-28      | Variable      | 7.58%                 | No            | 2                  | On Loan: No      |
| Culligan International                                                                 | CULLHO TL B 1L USD                   | CUSIP: 00132UAP9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |    791619 | PA      | $794239.41    | 0.38%             | 2028-07-31      | Variable      | 7.13%                 | No            | 2                  | On Loan: No      |
| Air Transport                                                                          | ATSG TL B 1L USD                     | CUSIP: 86184XAD6<br>LEI: 254900TJV3VAFZD0GU41 | Long             | LON              | CORP              | US        |   1193671 | PA      | $1193796.21   | 0.58%             | 2032-04-09      | Variable      | 6.30%                 | No            | 2                  | On Loan: No      |
| Quikrete                                                                               | QUIKHO TL B 1L USD                   | CUSIP: 74839XAK5<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    466531 | PA      | $467605.99    | 0.23%             | 2029-03-26      | Variable      | 6.58%                 | No            | 2                  | On Loan: No      |
| IGTs Gaming & Digital business/Everi                                                   | EVRI TL B 1L USD                     | CUSIP: 92921HAC9<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |   1805295 | PA      | $1807668.69   | 0.87%             | 2032-05-10      | Variable      | 8.75%                 | No            | 2                  | On Loan: No      |
| Alliant Holdings                                                                       | ALIANT TL B 1L USD                   | CUSIP: 01881UAN5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |    884488 | PA      | $884638.66    | 0.43%             | 2031-09-19      | Variable      | 6.67%                 | No            | 2                  | On Loan: No      |
| One Toronto Gaming                                                                     | ONGAME TL B 1L USD                   | CUSIP: C6907UAB7<br>LEI: 894500EC9KLZLOC3V025 | Long             | LON              | CORP              | US        |   1381794 | PA      | $1299466.47   | 0.63%             | 2030-07-20      | Variable      | 8.55%                 | No            | 2                  | On Loan: No      |
| DiversiTech                                                                            | DIVTEC TL B 2L USD                   | CUSIP: 45114NAF4<br>LEI: 254900DLB65AKI8CQ466 | Long             | LON              | CORP              | US        |    179825 | PA      | $183027.24    | 0.09%             | 2029-12-15      | Variable      | 11.31%                | No            | 2                  | On Loan: No      |
| QXO BUILDING PRODUCTS, INC.                                                            | QXO TL B 1L USD                      | CUSIP: 07368RAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | N/A       |         0 | PA      | $0.00         | 0.00%             | 2032-04-23      | Variable      | 7.28%                 | No            | 2                  | On Loan: No      |
| Arxis                                                                                  | KAMN TL B 1L USD                     | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |    672818 | PA      | $675515.50    | 0.33%             | 2032-01-30      | Variable      | 7.08%                 | No            | 2                  | On Loan: No      |
| N/A                                                                                    | PGN TL B 1LD                         | CUSIP: G6903KAB9<br>LEI: N/A                  | Long             | LON              |  | N/A       |      1140 | PA      | $0.00         | 0.00%             | 2022-07-15      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Burford Capital Global Finance LLC                                                     | BURLN 6 7/8 04/15/30                 | CUSIP: 12116LAC3<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    236000 | PA      | $234718.52    | 0.11%             | 2030-04-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Garda World Security                                                                   | GWCN TL B 1L USD                     | CUSIP: C4000KAG9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | US        |    607139 | PA      | $608277.76    | 0.29%             | 2029-02-01      | Variable      | 7.05%                 | No            | 2                  | On Loan: No      |
| PetSmart                                                                               | PETM TL B 1L USD                     | CUSIP: 71677HAN5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1066258 | PA      | $1052930.20   | 0.51%             | 2032-08-09      | Variable      | 8.14%                 | No            | 2                  | On Loan: No      |
| Starfruit Finco B V / Starfruit Us Holdco Llc                                          | SPCHEM TL B 1L USD                   | CUSIP: N8232NAM9<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | NL        |    669889 | PA      | $670307.82    | 0.32%             | 2028-04-03      | Variable      | 7.04%                 | No            | 2                  | On Loan: No      |
| Hertz Corp.                                                                            | HTZ TL C-EXIT 1L USD                 | CUSIP: 42804VBC4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |    205647 | PA      | $171127.75    | 0.08%             | 2028-06-14      | Variable      | 8.04%                 | No            | 2                  | On Loan: No      |
| Gulfeagle Supply                                                                       | GULSUP TL B 1L USD                   | CUSIP: 40273UAE9<br>LEI: 5493009BEGVKVXE2HW08 | Long             | LON              | CORP              | US        |    488094 | PA      | $483945.26    | 0.23%             | 2031-05-29      | Variable      | 7.30%                 | No            | 2                  | On Loan: No      |
| ION Platform Finance S.a r.l. / ION Platform Finance US Inc.                           | IONPLA 5 3/4 05/15/28                | CUSIP: 46206AAA0<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | LU        |    475000 | PA      | $453095.94    | 0.22%             | 2028-05-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Wind River 2019-3 Clo Ltd.                                                             | WINDR 2019-3A E2R                    | CUSIP: 97314GAC5<br>LEI: 549300QKM4OHZM4I5C40 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1750087.50   | 0.85%             | 2031-04-15      | Floating      | 10.92%                | Yes           | 2                  | On Loan: No      |
| Whataburger                                                                            | WHABRA TL B 1L USD                   | CUSIP: 96244UAJ6<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |   1141002 | PA      | $1144818.53   | 0.55%             | 2028-08-03      | Variable      | 6.83%                 | No            | 2                  | On Loan: No      |
| Refresco                                                                               | REFRLN TL B 1L USD                   | CUSIP: N6872PAL5<br>LEI: 254900U303DPAFR7MA71 | Long             | LON              | CORP              | US        |    821448 | PA      | $827608.36    | 0.40%             | 2029-07-12      | Variable      | 6.76%                 | No            | 2                  | On Loan: No      |
| IMC Global                                                                             | IMCGLB TL B 1L USD                   | CUSIP: 44967NAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    364558 | PA      | $368203.33    | 0.18%             | 2032-06-02      | Variable      | 7.64%                 | No            | 2                  | On Loan: No      |
| Hanger Inc                                                                             | HGR TL DD 1L USD                     | CUSIP: 41043BAJ7<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |      7978 | PA      | $8009.20      | 0.00%             | 2031-10-16      | Variable      | 7.66%                 | No            | 2                  | On Loan: No      |
| Maya S.A.S.                                                                            | ILDFP 8 1/2 04/15/31                 | CUSIP: 449691AF1<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $322614.00    | 0.16%             | 2031-04-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| Syneos Health fka INC Research/inVentiv Health                                         | SYNH TL B 1L USD                     | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |   1206786 | PA      | $1210286.02   | 0.59%             | 2030-09-19      | Variable      | 8.00%                 | No            | 2                  | On Loan: No      |
| Solenis                                                                                | SOLEIN TL B6 1L USD                  | CUSIP: 68163YAJ4<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |    707557 | PA      | $702154.87    | 0.34%             | 2031-06-23      | Variable      | 7.30%                 | No            | 2                  | On Loan: No      |
| Mineral Resources Ltd.                                                                 | MINAU 8 1/2 05/01/30                 | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    336000 | PA      | $350545.78    | 0.17%             | 2030-05-01      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| Allied Universal                                                                       | UNSEAM TL B 1L USD                   | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |   1049778 | PA      | $1055221.54   | 0.51%             | 2032-08-06      | Variable      | 7.51%                 | No            | 2                  | On Loan: No      |
| Hilton Grand Vacations Borrower Escrow LLC/ Hilton Grand Vacations Borrower Escrow Inc | HGVLLC 4 7/8 07/01/31                | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    582000 | PA      | $538530.71    | 0.26%             | 2031-07-01      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: —       |
| Quikrete                                                                               | QUIKHO TL B 1L USD                   | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    342022 | PA      | $342823.54    | 0.17%             | 2032-01-31      | Variable      | 6.58%                 | No            | 2                  | On Loan: No      |
| Apollo Commercial Real Estate Finance                                                  | ARI TL B 1L USD                      | CUSIP: 03768DAE7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | LON              | CORP              | US        |   1111914 | PA      | $1117823.92   | 0.54%             | 2030-06-05      | Variable      | 7.58%                 | No            | 2                  | On Loan: No      |
| N/A                                                                                    | TRAINC TL B 1L USD                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | N/A       |   1532226 | PA      | $1526005.21   | 0.74%             | 2032-10-08      | Variable      | 8.17%                 | No            | 2                  | On Loan: No      |
| Ally Financial Inc.                                                                    | ALLY 6.646 01/17/40                  | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2040-01-17      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| Zayo Group Holdings Inc                                                                | ZAYO TL 1L USD                       | CUSIP: 98919XAH4<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |   1661129 | PA      | $1590273.07   | 0.77%             | 2030-03-11      | Variable      | 7.77%                 | No            | 2                  | On Loan: No      |
| Clarios (Power Solutions)                                                              | POWSOL TL B 1L USD                   | CUSIP: C8000CAP8<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |   1095673 | PA      | $1100466.42   | 0.53%             | 2032-01-14      | Variable      | 7.08%                 | No            | 2                  | On Loan: No      |
| TransDigm                                                                              | TDG TL M 1L USD                      | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    701350 | PA      | $702381.44    | 0.34%             | 2032-08-13      | Variable      | 6.86%                 | No            | 2                  | On Loan: No      |
| IntraFi Network (fka Promontory Interfinancial Network)                                | NEXBUY TL B 1L USD                   | CUSIP: 65343UAH5<br>LEI: 254900PILSANV8WOOF24 | Long             | LON              | CORP              | US        |   1371339 | PA      | $1364290.66   | 0.66%             | 2031-07-31      | Variable      | 7.66%                 | No            | 2                  | On Loan: No      |
| Green Infrastructure Partners                                                          | GEISTP TL B 1L USD                   | CUSIP: 39306DAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    649701 | PA      | $651529.73    | 0.31%             | 2032-09-18      | Variable      | 6.75%                 | No            | 2                  | On Loan: No      |
| Parexel                                                                                | PRXL TL B 1L USD                     | CUSIP: 71911KAE4<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |    935193 | PA      | $938821.67    | 0.45%             | 2028-11-15      | Variable      | 6.83%                 | No            | 2                  | On Loan: No      |
| Avis Budget Car Rental LLC/Avis Budget Finance Inc.                                    | CAR 8 1/4 01/15/30                   | CUSIP: 053773BJ5<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |    525000 | PA      | $537082.88    | 0.26%             | 2030-01-15      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: —       |
| Third Coast Midstream                                                                  | LIGHTH TL B 1L USD                   | CUSIP: 88412KAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1169336 | PA      | $1171528.04   | 0.57%             | 2030-09-25      | Variable      | 8.10%                 | No            | 2                  | On Loan: No      |
| World Choice Investments                                                               | SHOACQ TL B 1L USD                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1238764 | PA      | $1242634.84   | 0.60%             | 2031-08-13      | Variable      | 9.07%                 | No            | 2                  | On Loan: No      |
| Osaic                                                                                  | ADVGRO TL 1L USD                     | CUSIP: 68773JAG5<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |   1057545 | PA      | $1060410.92   | 0.51%             | 2032-07-19      | Variable      | 7.16%                 | No            | 2                  | On Loan: No      |
| PODS                                                                                   | PODLLC TL B 1L USD                   | CUSIP: 73044EAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    936907 | PA      | $921345.19    | 0.45%             | 2028-03-19      | Variable      | 7.54%                 | No            | 2                  | On Loan: No      |
| LifePoint Health                                                                       | RGCARE TL B 1L USD                   | CUSIP: 75915TAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1455465 | PA      | $1458259.58   | 0.70%             | 2031-05-14      | Variable      | 8.07%                 | No            | 2                  | On Loan: No      |
| ViaSat, Inc.                                                                           | VSAT 7 1/2 05/30/31                  | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    196000 | PA      | $184202.90    | 0.09%             | 2031-05-30      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Inmarsat                                                                               | IMASF TL B 1L USD                    | CUSIP: L2000DAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    822911 | PA      | $820570.21    | 0.40%             | 2029-09-28      | Variable      | 8.83%                 | No            | 2                  | On Loan: No      |
| Herschend Family Entertainment                                                         | HERFAM TL 1L USD                     | CUSIP: 42778EAG6<br>LEI: 54930087KQ7RPDXK0716 | Long             | LON              | CORP              | US        |    519294 | PA      | $522493.07    | 0.25%             | 2032-05-17      | Variable      | 7.57%                 | No            | 2                  | On Loan: No      |
| Belron                                                                                 | BELRON TL B 1L USD                   | CUSIP: 08078UAN3<br>LEI: 9845006BC9D1A77B8178 | Long             | LON              | CORP              | US        |    491944 | PA      | $494969.65    | 0.24%             | 2031-10-16      | Variable      | 6.86%                 | No            | 2                  | On Loan: No      |
| Protective Industrial Products                                                         | PROINP TL B 1L USD                   | CUSIP: 37987UAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1307390 | PA      | $1291865.07   | 0.62%             | 2032-01-20      | Variable      | 8.33%                 | No            | 2                  | On Loan: No      |
| Univision Communications Inc.                                                          | UVN 8 1/2 07/31/31                   | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    490000 | PA      | $501682.58    | 0.24%             | 2031-07-31      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| TEXAS COMPETITIVE/TCEH                                                                 | TXU 11 1/2 10/01/20                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    635000 | PA      | $0.00         | 0.00%             | 2049-11-22      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Blackstone Mortgage Trust                                                              | BXMT TL B6 1L USD                    | CUSIP: 09259GAH6<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | LON              | CORP              | US        |    730701 | PA      | $734657.34    | 0.36%             | 2030-12-10      | Variable      | 7.31%                 | No            | 2                  | On Loan: No      |
| Delek Logistics Partners LP/ Delek Logistics Finance Corp.                             | DKL 8 5/8 03/15/29                   | CUSIP: 24665FAD4<br>LEI: 549300UVYITDIU51P724 | Long             | DBT              | CORP              | US        |    350000 | PA      | $365480.15    | 0.18%             | 2029-03-15      | Fixed         | 8.62%                 | Yes           | 2                  | On Loan: No      |
| TRA RIGHTS - (TXU)                                                                     | TRA RIGHTS - (TXU)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     10588 | NS      | $13499.70     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                                    | TRICGR PIK-TERM 1L USD               | CUSIP: 31935HAM9<br>LEI: N/A                  | Long             | LON              | CORP              | N/A       |    519878 | PA      | $553020.34    | 0.27%             | 2026-06-29      | Variable      | 5.68%                 | No            | 2                  | On Loan: No      |
| Amentum (AECOM management business)                                                    | AECMAN TL B 1L USD                   | CUSIP: 02351XAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    365339 | PA      | $365704.62    | 0.18%             | 2031-07-30      | Variable      | 6.58%                 | No            | 2                  | On Loan: No      |
| Ascensus                                                                               | ASCENS TL B 1L USD                   | CUSIP: 03836BAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    783078 | PA      | $784914.09    | 0.38%             | 2028-08-02      | Variable      | 7.16%                 | No            | 2                  | On Loan: No      |
| Cushman & Wakefield                                                                    | CWK TL B3 1L USD                     | CUSIP: 23340DAW2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    502258 | PA      | $504352.78    | 0.24%             | 2030-01-31      | Variable      | 7.20%                 | No            | 2                  | On Loan: No      |
| GoEasy Limited                                                                         | GSYCN 6 7/8 05/15/30                 | CUSIP: 380355AM9<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    510000 | PA      | $499708.86    | 0.24%             | 2030-05-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Veritiv Corp                                                                           | VRTV TL B 1L USD                     | CUSIP: 92338TAB2<br>LEI: 2549004HFEKMUGBG3Z35 | Long             | LON              | CORP              | US        |    767098 | PA      | $738749.67    | 0.36%             | 2030-12-02      | Variable      | 8.30%                 | No            | 2                  | On Loan: No      |
| OSTTRA                                                                                 | OSTTRA TL B 1L USD                   | CUSIP: 68631KAB5<br>LEI: 984500FF08A0VDFA6976 | Long             | LON              | CORP              | US        |   1275953 | PA      | $1283634.70   | 0.62%             | 2032-05-20      | Variable      | 7.83%                 | No            | 2                  | On Loan: No      |
| Novolex                                                                                | NOVHOL TL 1L USD                     | CUSIP: 18972FAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    968056 | PA      | $968568.79    | 0.47%             | 2029-03-30      | Variable      | 7.50%                 | No            | 2                  | On Loan: No      |
| Fidelity Colchester Street Trust                                                       | FID-MM GOVT-I                        | CUSIP: 316175108<br>LEI: 549300SHPEJB1OPRCV46 | Long             | STIV             | RF                | US        |  11398257 | PA      | $11398257.04  | 5.51%             |  |  |  | No            | 1                  | On Loan: No      |
| Genesis Energy LP & Genesis Energy Finance Corp.                                       | GEL 7 7/8 05/15/32                   | CUSIP: 37185LAQ5<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515308.50    | 0.25%             | 2032-05-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Covetrus Inc                                                                           | CORBID TL 1L USD                     | CUSIP: 22304EAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    944627 | PA      | $832788.21    | 0.40%             | 2029-09-20      | Variable      | 9.30%                 | No            | 2                  | On Loan: No      |
| Petco Animal Supplies                                                                  | WOOF TL B 1L USD                     | CUSIP: 71601HAB2<br>LEI: 2549007TYGV6RVSE9M61 | Long             | LON              | CORP              | US        |   1633943 | PA      | $1613600.53   | 0.78%             | 2028-02-25      | Variable      | 7.51%                 | No            | 2                  | On Loan: No      |
| Goodnight Midstream                                                                    | GNWSOL TL B 1L USD                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1007253 | PA      | $998444.55    | 0.48%             | 2029-06-04      | Variable      | 8.32%                 | No            | 2                  | On Loan: No      |
| Jane Street Group                                                                      | JANEST TL B 1L USD                   | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |   1040000 | PA      | $1031612.40   | 0.50%             | 2031-12-11      | Variable      | 6.08%                 | No            | 2                  | On Loan: No      |
| Ellucian                                                                               | DAEL TL B 1L USD                     | CUSIP: N/A<br>LEI: 549300RP8NIJ7FY7OS79       | Long             | LON              | CORP              | US        |    460689 | PA      | $461949.01    | 0.22%             | 2029-10-09      | Variable      | 6.92%                 | No            | 2                  | On Loan: No      |
| HLF Financing SaRL LLC and Herbalife International Inc.                                | HLF 4 7/8 06/01/29                   | CUSIP: 40390DAC9<br>LEI: ST81INWBFR1E54KGC135 | Long             | DBT              | CORP              | US        |    509000 | PA      | $449303.31    | 0.22%             | 2029-06-01      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: —       |
| Crash Champions                                                                        | CRASHC TL B 1L USD                   | CUSIP: 15870MAC0<br>LEI: 391200ZDD75EGEUJ7625 | Long             | LON              | CORP              | US        |   1579340 | PA      | $1465580.14   | 0.71%             | 2029-02-23      | Variable      | 9.08%                 | No            | 2                  | On Loan: No      |
| US LBM                                                                                 | USLBMH TL B 1L USD                   | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |   1646057 | PA      | $1593934.77   | 0.77%             | 2031-06-06      | Variable      | 8.06%                 | No            | 2                  | On Loan: No      |
| Civitas Resources Inc                                                                  | CIVI 8 5/8 11/01/30                  | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    395000 | PA      | $408761.13    | 0.20%             | 2030-11-01      | Fixed         | 8.62%                 | Yes           | 2                  | On Loan: No      |
| VeriFone                                                                               | PAY TL 1L USD                        | CUSIP: 92346NAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1082796 | PA      | $1039635.61   | 0.50%             | 2028-08-21      | Variable      | 10.21%                | No            | 2                  | On Loan: No      |
| MoneyGram International Inc.                                                           | MGI 9 06/01/30                       | CUSIP: 606950AA1<br>LEI: 5299002DLX0Q04KC4156 | Long             | DBT              | CORP              | US        |    545000 | PA      | $454514.09    | 0.22%             | 2030-06-01      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| Claros Mortgage Trust                                                                  | CMTGTL TL B 1L USD                   | CUSIP: 18269PAC6<br>LEI: 549300Z9LU2CZ3K30C16 | Long             | LON              | CORP              | US        |   1154097 | PA      | $1115146.13   | 0.54%             | 2026-08-09      | Variable      | 8.93%                 | No            | 2                  | On Loan: No      |
| Fogo de Chao                                                                           | FOGO TL B 1L USD                     | CUSIP: 05553QAB8<br>LEI: 549300MOPGNZTXUHVM05 | Long             | LON              | CORP              | US        |    946097 | PA      | $905301.17    | 0.44%             | 2030-09-21      | Variable      | 9.08%                 | No            | 2                  | On Loan: No      |
| SunSource Holdings                                                                     | STSOPE TL 1L USD                     | CUSIP: 12508KAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1293533 | PA      | $1293048.38   | 0.63%             | 2031-03-17      | Variable      | 8.43%                 | No            | 2                  | On Loan: No      |
| Venture Global Plaquemines Lng LLC                                                     | VEGLPL 7 1/2 05/01/33                | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $550160.50    | 0.27%             | 2033-05-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Alliance Laundry Systems                                                               | ALH TL B 1L USD                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    646882 | PA      | $648551.26    | 0.31%             | 2031-08-19      | Variable      | 7.08%                 | No            | 2                  | On Loan: No      |
| ROSEN Group                                                                            | ROSGRP TL B 1L USD                   | CUSIP: 91728NAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    669691 | PA      | $673123.37    | 0.33%             | 2031-03-24      | Variable      | 7.33%                 | No            | 2                  | On Loan: No      |
| Trace3                                                                                 | TRAINC TL B-DD 1L USD                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    161287 | PA      | $160632.12    | 0.08%             | 2032-10-08      | Variable      | 8.17%                 | No            | 2                  | On Loan: No      |
| California Buyer Ltd.                                                                  | AY 6 3/8 02/15/32                    | CUSIP: 13005HAA8<br>LEI: 254900V5SMQ1UP1CLC26 | Long             | DBT              | CORP              | GB        |    525000 | PA      | $530794.43    | 0.26%             | 2032-02-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Tortuga Resorts (Turquoise)                                                            | TORTRE TL B 1L USD                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    765487 | PA      | $757193.09    | 0.37%             | 2032-08-13      | Variable      | 7.60%                 | No            | 2                  | On Loan: No      |
| Herbalife                                                                              | HLF TL B 1L USD                      | CUSIP: 40421YAG7<br>LEI: 549300VKVJUV5OGV2R51 | Long             | LON              | CORP              | US        |    854767 | PA      | $868610.28    | 0.42%             | 2029-04-05      | Variable      | 11.08%                | No            | 2                  | On Loan: No      |
| United Talent Agency                                                                   | UNITAL TL B 1L USD                   | CUSIP: 91301QAN7<br>LEI: 549300KV6GJJDTHIOU76 | Long             | LON              | CORP              | US        |    492340 | PA      | $497263.74    | 0.24%             | 2032-06-10      | Variable      | 7.81%                 | No            | 2                  | On Loan: No      |
| Howden Group Holdings (fka Hyperion)                                                   | HYPINS TL B 1L USD                   | CUSIP: G4712JBB7<br>LEI: 213800R6D9EVRN5D3117 | Long             | LON              | CORP              | US        |    244599 | PA      | $245274.54    | 0.12%             | 2031-02-18      | Variable      | 6.91%                 | No            | 2                  | On Loan: No      |
| Sinclair Television Group, Inc.                                                        | SBGI TL B7 1L USD                    | CUSIP: 829229AV5<br>LEI: 549300CQGEN0CH65UD62 | Long             | LON              | CORP              | US        |    618913 | PA      | $564062.13    | 0.27%             | 2030-12-31      | Variable      | 8.53%                 | No            | 2                  | On Loan: No      |
| First Brands (Trico Group)                                                             | TRICGR TL 1L USD                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    706354 | PA      | $235215.90    | 0.11%             | 2027-03-30      | Variable      | 9.57%                 | No            | 2                  | On Loan: No      |
| Asurion                                                                                | ASUCOR TL B13 1L USD                 | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   1999988 | PA      | $1994577.53   | 0.96%             | 2030-09-19      | Variable      | 8.57%                 | No            | 2                  | On Loan: No      |
| CSC Holdings (Cablevision/Altice USA)                                                  | CSCHLD TL B5 1L                      | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    494751 | PA      | $467235.08    | 0.23%             | 2027-04-15      | Variable      | 9.00%                 | No            | 2                  | On Loan: No      |
| Asurion                                                                                | ASUCOR TL B3 2L USD                  | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    855000 | PA      | $839904.98    | 0.41%             | 2028-01-29      | Variable      | 9.53%                 | No            | 2                  | On Loan: No      |
| Amneal Pharmaceuticals                                                                 | AMNPHA TL B 1L USD                   | CUSIP: 03167DAR5<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |    496959 | PA      | $501720.08    | 0.24%             | 2032-07-26      | Variable      | 7.66%                 | No            | 2                  | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                                          | CHTR 4 1/4 01/15/34                  | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $504573.18    | 0.24%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: —       |
| Bluemountain Clo XXXII Ltd.                                                            | BLUEM 2021-32A ER                    | CUSIP: 09631FAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2221215.75   | 1.07%             | 2034-10-15      | Floating      | 10.50%                | Yes           | 2                  | On Loan: No      |
| Argus Media                                                                            | ARGMED TL B 1L USD                   | CUSIP: 33902UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    441592 | PA      | $443248.28    | 0.21%             | 2031-02-10      | Variable      | 7.06%                 | No            | 2                  | On Loan: No      |
| International-Matex Tank Terminals                                                     | INTMAT TL B 1L USD                   | CUSIP: 45070BAK1<br>LEI: 549300TH2PHOLK31LB42 | Long             | LON              | CORP              | US        |    593989 | PA      | $595227.16    | 0.29%             | 2030-10-11      | Variable      | 6.85%                 | No            | 2                  | On Loan: No      |
| Caesars Entertainment Inc                                                              | CZR TL B1 1L USD                     | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    694710 | PA      | $689934.21    | 0.33%             | 2031-02-06      | Variable      | 6.21%                 | No            | 2                  | On Loan: No      |
| Rackspace Technology Global Incorporated                                               | RAX TL B 1L USD                      | CUSIP: 75008UAC1<br>LEI: 549300QTYCKLMFSE8I97 | Long             | LON              | CORP              | US        |   1607797 | PA      | $731049.35    | 0.35%             | 2028-05-15      | Variable      | 7.18%                 | No            | 2                  | On Loan: No      |
| Gentiva (KAH Hospice)                                                                  | KND TL B 1L USD                      | CUSIP: 12568YAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1187973 | PA      | $1186268.02   | 0.57%             | 2028-02-11      | Variable      | 8.56%                 | No            | 2                  | On Loan: No      |
| Novolex                                                                                | NOVHOL TL B 1L USD                   | CUSIP: 18972FAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    274951 | PA      | $274661.38    | 0.13%             | 2032-03-29      | Variable      | 7.41%                 | No            | 2                  | On Loan: No      |
| Altice International                                                                   | ALTICE TL B 1L USD                   | CUSIP: L0178UAM8<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | LON              | CORP              | US        |   2121307 | PA      | $1685558.97   | 0.81%             | 2027-10-31      | Variable      | 9.30%                 | No            | 2                  | On Loan: No      |
| Deluxe Corporation                                                                     | DLX 8 06/01/29                       | CUSIP: 248019AU5<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |    450000 | PA      | $446513.09    | 0.22%             | 2029-06-01      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| Phoenix Aviation Capital                                                               | PACDAC TL B 1L USD                   | CUSIP: 69450PAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1750048 | PA      | $1736380.15   | 0.84%             | 2030-10-09      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| Howden Group Holdings (fka Hyperion)                                                   | HYPINS TL B 1L USD                   | CUSIP: G4712JBB7<br>LEI: 213800R6D9EVRN5D3117 | Long             | LON              | CORP              | US        |    527659 | PA      | $530656.60    | 0.26%             | 2030-04-18      | Variable      | 7.66%                 | No            | 2                  | On Loan: No      |
| Playcore                                                                               | RECESS TL B 1L USD                   | CUSIP: 72811HAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    959583 | PA      | $964908.70    | 0.47%             | 2030-02-20      | Variable      | 8.03%                 | No            | 2                  | On Loan: No      |
| Univision Communications/Televisa                                                      | UVN TL B 1L USD                      | CUSIP: 914908BD9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |   1257389 | PA      | $1257389.36   | 0.61%             | 2029-06-10      | Variable      | 8.55%                 | No            | 2                  | On Loan: No      |
| MedRisk                                                                                | MEDRSK TL 1L USD                     | CUSIP: 54317EAG9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    857589 | PA      | $860744.46    | 0.42%             | 2028-05-10      | Variable      | 7.16%                 | No            | 2                  | On Loan: No      |
| Specialty Building Products                                                            | SBPLLC TL B 1L USD                   | CUSIP: 84748EAF7<br>LEI: 549300ICFD46O3KMJC06 | Long             | LON              | CORP              | US        |   1237061 | PA      | $1189545.24   | 0.58%             | 2028-10-05      | Variable      | 8.18%                 | No            | 2                  | On Loan: No      |
| Weber Blackstone                                                                       | WEBSTP TL B 1L USD                   | CUSIP: 94767KAR2<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |    858849 | PA      | $857599.69    | 0.41%             | 2032-09-17      | Variable      | 7.74%                 | No            | 2                  | On Loan: No      |
| PrimeSource                                                                            | PRIMBP TL B 1L USD                   | CUSIP: 70082HAE6<br>LEI: 254900PGY077KWCROT75 | Long             | LON              | CORP              | US        |    536963 | PA      | $539648.09    | 0.26%             | 2031-09-25      | Variable      | 8.53%                 | No            | 2                  | On Loan: No      |
| Stonepeak Bayou Holdings                                                               | STOBAY TL 1L USD                     | CUSIP: 86185AAB9<br>LEI: 54930038HGRPX0ASN891 | Long             | LON              | CORP              | US        |    760888 | PA      | $688603.63    | 0.33%             | 2032-09-24      | Variable      | 6.90%                 | No            | 2                  | On Loan: No      |
| Vantage Elevator Solutions                                                             | VNTELV TL 1L USD                     | CUSIP: 92643PAB0<br>LEI: 549300G9TEUHGC81N056 | Long             | LON              | CORP              | US        |    803181 | PA      | $806694.66    | 0.39%             | 2028-11-10      | Variable      | 8.03%                 | No            | 2                  | On Loan: No      |
| Iridium Satellite                                                                      | IRDM TL B4 1L USD                    | CUSIP: 46269KAT1<br>LEI: 549300U620NVQ4J1CT96 | Long             | LON              | CORP              | US        |    734444 | PA      | $690987.24    | 0.33%             | 2030-09-20      | Variable      | 6.58%                 | No            | 2                  | On Loan: No      |
| Cable One Inc                                                                          | CABO 4 11/15/30                      | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    492000 | PA      | $389955.17    | 0.19%             | 2030-11-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: —       |
| BroadStreet Partners                                                                   | BROPAR TL B4 1L USD                  | CUSIP: 11132VAY5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    859099 | PA      | $862071.95    | 0.42%             | 2031-05-12      | Variable      | 6.91%                 | No            | 2                  | On Loan: No      |
| Beach Acquisition Bidco LLC                                                            | SKX TL B 1L USD                      | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |    480620 | PA      | $483823.51    | 0.23%             | 2032-06-28      | Variable      | 7.31%                 | No            | 2                  | On Loan: No      |
| Presidio                                                                               | PSDO TL B 1L USD                     | CUSIP: 34966LAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    645178 | PA      | $647597.52    | 0.31%             | 2031-06-27      | Variable      | 7.11%                 | No            | 2                  | On Loan: No      |
| Kohl's Corp.                                                                           | KSS 3 3/8 05/01/31                   | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |    394000 | PA      | $308784.34    | 0.15%             | 2031-05-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Ahead DB Holdings                                                                      | AHEDBB TL B4 1L USD                  | CUSIP: 00866HAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    612946 | PA      | $615499.19    | 0.30%             | 2031-02-03      | Variable      | 7.30%                 | No            | 2                  | On Loan: No      |
| Epicor                                                                                 | EGLPT TL 1L USD                      | CUSIP: N/A<br>LEI: JGNXVGGGXR4O1L5I7S73       | Long             | LON              | CORP              | US        |    628953 | PA      | $631050.37    | 0.31%             | 2031-05-23      | Variable      | 7.08%                 | No            | 2                  | On Loan: No      |
| 1-800 Contacts                                                                         | CTAC TL B 1L USD                     | CUSIP: 12656AAF6<br>LEI: 254900SYIEHMSB69WT08 | Long             | LON              | CORP              | US        |   1024873 | PA      | $1027814.69   | 0.50%             | 2032-11-08      | Variable      | 6.78%                 | No            | 2                  | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2021-7 LTD                                                     | BCC 2021-7A ER                       | CUSIP: 05682JAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2902578.00   | 1.40%             | 2035-01-22      | Floating      | 10.36%                | Yes           | 2                  | On Loan: No      |
| Hilcorp Energy I L.P/Hilcorp Finance Co                                                | HILCRP 6 02/01/31                    | CUSIP: 431318AV6<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    400000 | PA      | $380119.28    | 0.18%             | 2031-02-01      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| White Cap                                                                              | WHTCAP TL B 1L USD                   | CUSIP: 96350TAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1181011 | PA      | $1185245.32   | 0.57%             | 2029-10-31      | Variable      | 7.58%                 | No            | 2                  | On Loan: No      |
| JD Power (fka Autodata)                                                                | AUTDAT TL B 1L USD                   | CUSIP: N/A<br>LEI: 254900SVSL94NTLSDY26       | Long             | LON              | CORP              | US        |   1123128 | PA      | $1122106.30   | 0.54%             | 2031-07-16      | Variable      | 6.91%                 | No            | 2                  | On Loan: No      |
| Wood Mackenzie                                                                         | WMCOGB TL B 1L USD                   | CUSIP: N/A<br>LEI: 254900ZE51SEX2EFFH74       | Long             | LON              | CORP              | US        |    357512 | PA      | $359830.04    | 0.17%             | 2031-02-10      | Variable      | 7.33%                 | No            | 2                  | On Loan: No      |
| Focus Financial                                                                        | FOCS TL B8 1L USD                    | CUSIP: N/A<br>LEI: 5493007L0E0VKRC2CP39       | Long             | LON              | CORP              | US        |   1790045 | PA      | $1796292.62   | 0.87%             | 2031-09-15      | Variable      | 6.91%                 | No            | 2                  | On Loan: No      |
| Qlik Technologies                                                                      | QLIK TL B 1L USD                     | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    500506 | PA      | $501219.36    | 0.24%             | 2030-10-28      | Variable      | 7.25%                 | No            | 2                  | On Loan: No      |
| Davita Inc                                                                             | DVA 6 3/4 07/15/33                   | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    386000 | PA      | $400495.46    | 0.19%             | 2033-07-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| WestJet Airlines                                                                       | WJACN TL B 1L USD                    | CUSIP: C9763HAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1091159 | PA      | $1096276.62   | 0.53%             | 2031-02-01      | Variable      | 7.25%                 | No            | 2                  | On Loan: No      |
| Intertape Polymer                                                                      | ITPCN TL 1L USD                      | CUSIP: 46271BAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    737398 | PA      | $717779.49    | 0.35%             | 2028-06-15      | Variable      | 9.13%                 | No            | 2                  | On Loan: No      |
| Signature Aviation                                                                     | SIGLN TL B2 1L USD                   | CUSIP: N/A<br>LEI: 25490094PF4HHK9QS109       | Long             | LON              | CORP              | US        |    115382 | PA      | $115991.52    | 0.06%             | 2031-07-01      | Variable      | 6.83%                 | No            | 2                  | On Loan: No      |
| BMC Software                                                                           | BMC TL 2L USD                        | CUSIP: 05988HAL1<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    688642 | PA      | $665917.18    | 0.32%             | 2032-07-06      | Variable      | 9.95%                 | No            | 2                  | On Loan: No      |
| Dave & Buster's Entertainment                                                          | PLAY TL B 1L USD                     | CUSIP: 23833EAY0<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |    442821 | PA      | $397194.97    | 0.19%             | 2031-09-29      | Variable      | 7.56%                 | No            | 2                  | On Loan: No      |
| Rogers Communications Inc.                                                             | RCICN 7 04/15/55                     | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    152000 | PA      | $159397.84    | 0.08%             | 2055-04-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Consolidated Energy                                                                    | CONSEN TL B 1L USD                   | CUSIP: L1957LAE1<br>LEI: 549300PUNIS0USNSL750 | Long             | LON              | CORP              | US        |    895000 | PA      | $755827.50    | 0.37%             | 2030-11-08      | Variable      | 9.56%                 | No            | 2                  | On Loan: No      |
| RealPage                                                                               | RP TL B 1L USD                       | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |   1198233 | PA      | $1197232.33   | 0.58%             | 2028-02-18      | Variable      | 7.26%                 | No            | 2                  | On Loan: No      |
| Blackstone Mortgage Trust                                                              | BXMT TL B4 1L USD                    | CUSIP: 09259GAJ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    177774 | PA      | $178218.54    | 0.09%             | 2029-05-09      | Variable      | 6.85%                 | No            | 2                  | On Loan: No      |
| AVALARA INC                                                                            | AIMBRI TL 1L USD                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    160222 | PA      | $160972.95    | 0.08%             | 2030-03-11      | Variable      | 9.86%                 | No            | 2                  | On Loan: No      |
| Osmose Utilities Services                                                              | OSMOSE TL 1L USD                     | CUSIP: 68835HAH3<br>LEI: 549300FSLVHLFZ3S0D82 | Long             | LON              | CORP              | US        |   1274996 | PA      | $1226788.31   | 0.59%             | 2028-06-17      | Variable      | 7.69%                 | No            | 2                  | On Loan: No      |
| Bain Capital Credit Clo 2021-1 Ltd.                                                    | BCC 2021-1A ER                       | CUSIP: 05684MAE3<br>LEI: 254900DHB4WS9ZL4ED63 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1453950.00   | 0.70%             | 2034-04-18      | Floating      | 10.18%                | Yes           | 2                  | On Loan: No      |
| Paramount Global                                                                       | VIAC 6 1/4 02/28/57                  | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    525000 | PA      | $515111.63    | 0.25%             | 2057-02-28      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Hertz                                                                                  | HTZ TL B-EXIT 1L USD                 | CUSIP: 42804VBB6<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |   1044809 | PA      | $869432.97    | 0.42%             | 2028-06-14      | Variable      | 8.04%                 | No            | 2                  | On Loan: No      |
| ION Platform Finance S.a r.l. / ION Platform Finance US Inc.                           | IONPLA 4 5/8 05/01/28                | CUSIP: 46206AAC6<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | LU        |    380000 | PA      | $362515.90    | 0.18%             | 2028-05-01      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| Interstate Waste Services                                                              | ACTENV TL B 1L USD                   | CUSIP: 00507JAN6<br>LEI: 549300BB30QUQC86W666 | Long             | LON              | CORP              | US        |    475341 | PA      | $476529.55    | 0.23%             | 2030-10-24      | Variable      | 7.56%                 | No            | 2                  | On Loan: No      |
| athenahealth                                                                           | ATHENA TL B 1L USD                   | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |   1608299 | PA      | $1603522.30   | 0.78%             | 2029-02-15      | Variable      | 7.08%                 | No            | 2                  | On Loan: No      |
| First Brands (Trico Group)                                                             | TRICGR TL B 1L USD                   | CUSIP: 31935HAD9<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |   2138954 | PA      | $712271.58    | 0.34%             | 2027-03-24      | Variable      | 9.57%                 | No            | 2                  | On Loan: No      |
| Service Logic                                                                          | MSHCIN TL B 1L USD                   | CUSIP: 81759AAH3<br>LEI: 25490008CFAWEVHSQF88 | Long             | LON              | CORP              | US        |    818812 | PA      | $823930.08    | 0.40%             | 2027-10-29      | Variable      | 7.28%                 | No            | 2                  | On Loan: No      |
| American Airlines                                                                      | AAL TL B 1L USD                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1059555 | PA      | $1057732.79   | 0.51%             | 2029-06-04      | Variable      | 6.51%                 | No            | 2                  | On Loan: No      |
| Stubhub (Viagogo)                                                                      | PUGLLC TL B 1L USD                   | CUSIP: 74530DAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    681480 | PA      | $682614.65    | 0.33%             | 2030-03-12      | Variable      | 8.91%                 | No            | 2                  | On Loan: No      |
| Cloud Software Group (Citrix/TIBCO)                                                    | TIBX TL B2 1L USD                    | CUSIP: 88632NBL3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    751008 | PA      | $752006.99    | 0.36%             | 2031-03-24      | Variable      | 7.25%                 | No            | 2                  | On Loan: No      |
| M6 Midstream                                                                           | METXHO TL B 1L USD                   | CUSIP: 55285DAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1025661 | PA      | $1028706.90   | 0.50%             | 2032-04-01      | Variable      | 6.53%                 | No            | 2                  | On Loan: No      |
| ITT Holdings LLC                                                                       | INTMAT 6 1/2 08/01/29                | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |    494000 | PA      | $478897.23    | 0.23%             | 2029-08-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| KinderCare                                                                             | KNOLEA TL B 1L USD                   | CUSIP: 50118YAH2<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |    448033 | PA      | $447233.02    | 0.22%             | 2030-06-12      | Variable      | 7.04%                 | No            | 2                  | On Loan: No      |
| Storable                                                                               | STRBLE TL 1L USD                     | CUSIP: 86210LAD0<br>LEI: 2549000AWFN27KOH3F59 | Long             | LON              | CORP              | US        |    832008 | PA      | $837037.94    | 0.40%             | 2031-04-17      | Variable      | 7.41%                 | No            | 2                  | On Loan: No      |
| Deep Blue Operating                                                                    | DEEBLU TL B 1L USD                   | CUSIP: 24369TAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    387337 | PA      | $389033.51    | 0.19%             | 2032-09-17      | Variable      | 6.97%                 | No            | 2                  | On Loan: No      |
| Corel Corp                                                                             | CRECN TL B 1L USD                    | CUSIP: 21871LAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    538235 | PA      | $515080.40    | 0.25%             | 2026-07-02      | Variable      | 9.43%                 | No            | 2                  | On Loan: No      |
| Clydesdale Acquisition Holdings Inc.                                                   | NOVHOL TL B-DD 1L USD                | CUSIP: 18972FAF9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |      4672 | PA      | $4666.94      | 0.00%             | 2032-03-29      | Variable      | 7.41%                 | No            | 2                  | On Loan: No      |
| Clarivate Analytics (Thomson Reuters IP&S)                                             | CCC TL B 1L USD                      | CUSIP: L2000AAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    994190 | PA      | $977725.77    | 0.47%             | 2031-01-31      | Variable      | 7.08%                 | No            | 2                  | On Loan: No      |
| Service Properties Trust                                                               | SVC 8 7/8 06/15/32                   | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493693.30    | 0.24%             | 2032-06-15      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| Groundworks Cos                                                                        | GRWORK TL B 1L USD                   | CUSIP: 39954EAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    508635 | PA      | $510066.83    | 0.25%             | 2031-03-06      | Variable      | 7.32%                 | No            | 2                  | On Loan: No      |
| WildFire Intermediate Holdings LLC                                                     | WILDFI 7 1/2 10/15/29                | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |    383000 | PA      | $383234.82    | 0.19%             | 2029-10-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| N/A                                                                                    | PFCB TL B 1L USD                     | CUSIP: 69345YAF1<br>LEI: N/A                  | Long             | LON              | CORP              | N/A       |     56301 | PA      | $42155.28     | 0.02%             | 2026-03-01      | Variable      | 10.53%                | No            | 2                  | On Loan: No      |
| Parts Authority                                                                        | PAIHOL TL 1L USD                     | CUSIP: 69315JAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    885200 | PA      | $741080.19    | 0.36%             | 2027-10-28      | Variable      | 8.29%                 | No            | 2                  | On Loan: No      |
| Asurion                                                                                | ASUCOR TL B4 2L USD                  | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    365000 | PA      | $349005.70    | 0.17%             | 2029-01-14      | Variable      | 9.53%                 | No            | 2                  | On Loan: No      |
| NGL Energy Operating                                                                   | NGL TL B 1L USD                      | CUSIP: 62922KAF7<br>LEI: 5493008CQD36WWZJ3O79 | Long             | LON              | CORP              | US        |   1005310 | PA      | $1007194.83   | 0.49%             | 2031-02-03      | Variable      | 8.08%                 | No            | 2                  | On Loan: No      |
| Peraton (fka Magnolia)                                                                 | PERCOR TL B 1L USD                   | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |   1148127 | PA      | $994828.95    | 0.48%             | 2028-02-24      | Variable      | 8.18%                 | No            | 2                  | On Loan: No      |
| Hertz Corp.                                                                            | HTZ 12 5/8 07/15/29                  | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    425000 | PA      | $421163.23    | 0.20%             | 2029-07-15      | Fixed         | 12.62%                | Yes           | 2                  | On Loan: —       |
| American Axle                                                                          | AXL TL C 1L USD                      | CUSIP: 02406MAW7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    962707 | PA      | $957893.78    | 0.46%             | 2032-09-20      | Variable      | 7.40%                 | No            | 2                  | On Loan: No      |
| Kidde Global Services                                                                  | LSFCRO TL B 1L USD                   | CUSIP: 50221UAD3<br>LEI: 254900FI2OCFTJ9PAJ18 | Long             | LON              | CORP              | US        |   1041133 | PA      | $1048613.51   | 0.51%             | 2031-12-02      | Variable      | 7.84%                 | No            | 2                  | On Loan: No      |
| Crescent Energy Finance LLC                                                            | CRGYFN 7 3/8 01/15/33                | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    305000 | PA      | $288803.34    | 0.14%             | 2033-01-15      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| Dave & Buster's Entertainment                                                          | PLAY TL B 1L USD                     | CUSIP: 23833EAX2<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |   1210406 | PA      | $1115497.95   | 0.54%             | 2029-06-29      | Variable      | 7.56%                 | No            | 2                  | On Loan: No      |
| Coastal Waste & Recycling                                                              | TIWARE TL B 1L USD                   | CUSIP: 88636PAK7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    562063 | PA      | $565224.41    | 0.27%             | 2031-10-06      | Variable      | 7.80%                 | No            | 2                  | On Loan: No      |
| Forward Air                                                                            | FWRD TL B 1L USD                     | CUSIP: 18948EAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    855045 | PA      | $833313.57    | 0.40%             | 2030-12-19      | Variable      | 8.78%                 | No            | 2                  | On Loan: No      |
| SupplyOne                                                                              | SUPONE TL B 1L USD                   | CUSIP: 86859CAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    167582 | PA      | $168082.21    | 0.08%             | 2031-04-21      | Floating      | 7.53%                 | No            | 2                  | On Loan: No      |
| Magnera Corp.                                                                          | MAGN 4 3/4 11/15/29                  | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    575000 | PA      | $479533.79    | 0.23%             | 2029-11-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Candescent (NCR Voyix Digital Banking)                                                 | DRABUY TL 1L USD                     | CUSIP: 26143FAD1<br>LEI: 2549006V6EIUFGF2Y127 | Long             | LON              | CORP              | US        |    783386 | PA      | $786715.42    | 0.38%             | 2031-09-24      | Variable      | 7.30%                 | No            | 2                  | On Loan: No      |
| Sunrise UPC                                                                            | SUNN TL AAA 1L USD                   | CUSIP: N9000DAK3<br>LEI: 213800DXWIS9KORQ3X94 | Long             | LON              | CORP              | US        |    870458 | PA      | $869248.49    | 0.42%             | 2032-02-17      | Variable      | 6.79%                 | No            | 2                  | On Loan: No      |
| CSC Holdings, LLC                                                                      | CSCHLD TL B6 1L USD                  | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |   1161981 | PA      | $1153132.47   | 0.56%             | 2028-01-18      | Variable      | 9.30%                 | No            | 2                  | On Loan: No      |
| Tekni-Plex                                                                             | TEKNI TL B7 1L USD                   | CUSIP: 00216EAL3<br>LEI: 549300TPLK304J3RNC85 | Long             | LON              | CORP              | US        |   1191934 | PA      | $1166885.42   | 0.56%             | 2028-09-18      | Variable      | 8.05%                 | No            | 2                  | On Loan: No      |
| Altice Financing S.A.                                                                  | ALTICE 5 3/4 08/15/29                | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    330000 | PA      | $240490.80    | 0.12%             | 2029-08-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Rogers Communications Inc.                                                             | RCICN 7 1/8 04/15/55                 | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    353000 | PA      | $377835.53    | 0.18%             | 2055-04-15      | Fixed         | 7.12%                 | No            | 2                  | On Loan: —       |
| Carnival Corporation                                                                   | CCL 5 3/4 08/01/32                   | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    490000 | PA      | $504407.96    | 0.24%             | 2032-08-01      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Gainwell Technologies (fka Milano Acqusition/DXC State & Local HHS)                    | MILACQ TL 1L USD                     | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1257717 | PA      | $1248284.15   | 0.60%             | 2027-08-17      | Variable      | 8.40%                 | No            | 2                  | On Loan: No      |
| American Express Global Business Travel                                                | GBTG TL B1 1L USD                    | CUSIP: 36154HAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    951810 | PA      | $954460.77    | 0.46%             | 2031-07-28      | Variable      | 6.78%                 | No            | 2                  | On Loan: No      |
| Cotiviti Inc                                                                           | VCVHHO TL B 1L USD                   | CUSIP: 22164MAE7<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    581437 | PA      | $561572.50    | 0.27%             | 2031-02-24      | Variable      | 6.88%                 | No            | 2                  | On Loan: No      |
| Groundworks Llc                                                                        | GRWORK TL DD 1L USD                  | CUSIP: 39954EAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     94609 | PA      | $94875.51     | 0.05%             | 2031-03-06      | Variable      | 3.00%                 | No            | 2                  | On Loan: No      |
| Kennedy Wilson Inc                                                                     | KW 4 3/4 03/01/29                    | CUSIP: 489399AL9<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    558000 | PA      | $528596.92    | 0.26%             | 2029-03-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Mineral Resources Ltd.                                                                 | MINAU 9 1/4 10/01/28                 | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    168000 | PA      | $176357.66    | 0.09%             | 2028-10-01      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: —       |

### Signature

**Date Signed:** 2025-11-28

**Name of Applicant:** Dunham Funds

**Signature:** James Colantino

**Name of Signer:** James Colantino

**Title:** Assistant Treasurer