# EDGAR Filing Document

**Accession Number:** 0000946110
**File Stem:** 0001410368-26-067785
**Filing Date:** 2026-6
**Character Count:** 258495
**Document Hash:** ac32c23e14ce6eec54522e8d253efd69
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-067785.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0001410368-26-067785

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** CREDIT SUISSE OPPORTUNITY FUNDS
- **CENTRAL INDEX KEY:** 0000946110

**ORGANIZATION NAME:**
- **EIN:** 133844865
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09054
- **FILM NUMBER:** 261129695

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** CREDIT SUISSE WARBURG PINCUS OPPORTUNITY FUNDS
- **DATE OF NAME CHANGE:** 20010129

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DLJ OPPORTUNITY FUNDS
- **DATE OF NAME CHANGE:** 20000801

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DLJ WINTHROP OPPORTUNITY FUNDS
- **DATE OF NAME CHANGE:** 19990222

## Series and Classes Contracts Data

### Credit Suisse Strategic Income Fund (Series ID: S000038293)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000118186 | Class A      | CSOAX           |
| C000120097 | Class C      | CSOCX           |
| C000120098 | Class I      | CSOIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** CREDIT SUISSE OPPORTUNITY FUNDS

- **b. Investment Company Act file number:** 811-09054

- **c. CIK number of Registrant:** 0000946110

- **d. LEI of Registrant:** 5493002UZ4JX82OVKQ12

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

  - **Street Address 1:** 1285 Avenue of the Americas

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10019

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

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

- **a. Name of Series:** Credit Suisse Strategic Income Fund

- **b. EDGAR series identifier (if any):** S000038293

- **c. LEI of Series:** 5493007EDR3N9Y3XK861

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1227680005.24

**Total Liabilities:** $61389220.44

**Net Assets:** $1166290784.80

**Cash Not Reported:** $186808.90

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -137.61000000 | **1-Year:** -4962.73000000 | **5-Year:** -15924.02000000 | **10-Year:** -3628.53000000 | **30-Year:** -615.15000000

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

- **3-Month:** -3460.60000000 | **1-Year:** -87982.02000000 | **5-Year:** -222624.00000000 | **10-Year:** -38589.63000000 | **30-Year:** -451.68000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000118186 | -0.46%               | -0.85%               | 1.78%                |
| Class ID C000120097 | -0.62%               | -0.80%               | 1.71%                |
| Class ID C000120098 | -0.44%               | -0.83%               | 1.80%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-7184445.81             | $-5683417.05                               |
| Month 2  | $-1337392.85             | $-14950544.03                              |
| Month 3  | $-88100.76               | $14087117.49                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| C&D Technologies, Inc                                         | C&D Technologies, Inc.                                                          | CUSIP: 12466CAH8<br>LEI: 549300GL1JMRWNCKLX11 | Long             | LON              | CORP              | US        |    671192 | PA      | $617496.49    | 0.05%             | 2026-12-20      | Floating      | 9.52%                 | No            |                  3 | On Loan: No      |
| OneDigital Borrower LLC                                       | OneDigital Borrower LLC                                                         | CUSIP: 68252HAB0<br>LEI: 2549009GTKWWAO1E9X77 | Long             | LON              | CORP              | US        |   1000000 | PA      | $976250.00    | 0.08%             | 2031-07-02      | Floating      | 8.90%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                          | Matador Resources Co.                                                           | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |   2178000 | PA      | $2224550.39   | 0.19%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TKO Worldwide Holdings LLC                                    | TKO Worldwide Holdings LLC                                                      | CUSIP: 90266UAL7<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |   4241584 | PA      | $4257786.70   | 0.37%             | 2031-11-21      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| ARAMSCO Inc                                                   | ARAMSCO, Inc.                                                                   | CUSIP: 03853CAG0<br>LEI: 549300YLYMLCCLQAZU59 | Long             | LON              | CORP              | US        |   2183005 | PA      | $1516118.89   | 0.13%             | 2030-10-10      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| Chart Industries Inc                                          | Chart Industries, Inc.                                                          | CUSIP: 16115EAT4<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | LON              | CORP              | US        |    592083 | PA      | $594119.87    | 0.05%             | 2030-03-15      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                      | Performance Food Group, Inc.                                                    | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1420762.29   | 0.12%             | 2032-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Hexion Holdings Corporation                                   | Hexion Holdings Corp.                                                           | CUSIP: 00217XAE6<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |   3275027 | PA      | $3183325.97   | 0.27%             | 2029-03-15      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                       | Allied Universal Holdco LLC                                                     | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    739000 | PA      | $775779.98    | 0.07%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BCP Renaissance Parent LLC                                    | BCP Renaissance Parent LLC                                                      | CUSIP: 05549PAG6<br>LEI: 549300GVXMQFQZDSJR97 | Long             | LON              | CORP              | US        |   2263833 | PA      | $2262700.65   | 0.19%             | 2031-10-31      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Project Alpha Intermediate Holding, Inc.                      | Project Alpha Intermediate Holding, Inc.                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2145733 | PA      | $1304884.88   | 0.11%             | 2033-05-09      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health Incorporated                             | Elanco Animal Health, Inc.                                                      | CUSIP: 28414BAJ5<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |   1233207 | PA      | $1238411.50   | 0.11%             | 2032-10-31      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ARMOR HOLDCO INC                                              | Armor Holdco, Inc.                                                              | CUSIP: 04625PAA9<br>LEI: 254900X6HLK0YPTHHF09 | Long             | DBT              | CORP              | US        |   9407000 | PA      | $9365242.33   | 0.80%             | 2029-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                            | Advance Auto Parts, Inc.                                                        | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    893000 | PA      | $920327.59    | 0.08%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Technicolor Creative Studios                                  | Technicolor Creative Studios                                                    | CUSIP: 000000000<br>LEI: 54930064SP2SSEVKFJ48 | Long             | LON              | CORP              | FR        |    395555 | PA      | $0.00         | 0.00%             | 2030-06-07      | Floating      | 0.50%                 | No            |                  3 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                      | First Quantum Minerals Ltd.                                                     | CUSIP: 335934AY1<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   2934000 | PA      | $2886058.15   | 0.25%             | 2036-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PMHC II INC                                                   | PMHC II, Inc.                                                                   | CUSIP: 92559QAH7<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |   1852400 | PA      | $1074392.00   | 0.09%             | 2030-04-30      | Floating      | 9.15%                 | No            |                  3 | On Loan: No      |
| JASON INC                                                     | Jason, Inc.                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        23 | NS      | $140880.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Camelot US Acquisition LLC                                    | Camelot U.S. Acquisition LLC                                                    | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |   1895420 | PA      | $1784651.66   | 0.15%             | 2031-01-31      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| FRONERI LUX FINCO SARL                                        | Froneri Lux FinCo SARL                                                          | CUSIP: 35901MAA5<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |    953000 | PA      | $942855.29    | 0.08%             | 2032-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                                | Owens-Brockway Glass Container, Inc.                                            | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    348000 | PA      | $332157.09    | 0.03%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Gloves Buyer Inc                                              | Gloves Buyer, Inc.                                                              | CUSIP: 37987UAG7<br>LEI: 54930015O0Y94T5H8Z18 | Long             | LON              | CORP              | US        |   4787298 | PA      | $4792779.14   | 0.41%             | 2032-05-21      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd                                              | Greywolf CLO V Ltd., 2015-1A, Rule 144A                                         | CUSIP: 39808TAE8<br>LEI: 549300RJBZLY8V18YD77 | Long             | ABS-CBDO         | CORP              | KY        |   1225000 | PA      | $1225961.26   | 0.11%             | 2031-01-27      | Floating      | 9.78%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                      | Purchased USD / Sold GBP                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-9144.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DREAMWELL INC                                                 | Dream Well, Inc.                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29405 | NS      | $271996.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PHINIA INC                                                    | Phinia, Inc.                                                                    | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |   3024000 | PA      | $3098127.31   | 0.27%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                  | U.S. Foods, Inc.                                                                | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    684000 | PA      | $712251.25    | 0.06%             | 2032-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                        | Energizer Holdings, Inc.                                                        | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |   5901000 | PA      | $5650203.37   | 0.48%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley & Co. LLC                                      | Purchased USD / Sold EUR                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $6073.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 38                                | Octagon Investment Partners 38 Ltd., 2018-1A, Rule 144A                         | CUSIP: 67591YBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2503592.75   | 0.21%             | 2037-10-20      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                       | Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp.                     | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1868000 | PA      | $1878810.12   | 0.16%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Air Comm Corporation LLC                                      | Air Comm Corp. LLC                                                              | CUSIP: 82670NAH9<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |    113507 | PA      | $114109.65    | 0.01%             | 2031-12-11      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc                                         | GFL Environmental, Inc.                                                         | CUSIP: 36257SAB8<br>LEI: 254900PGDQWC19PRP053 | Long             | LON              | CORP              | US        |   4037782 | PA      | $4051672.33   | 0.35%             | 2032-03-03      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| SolarWinds Holdings Inc                                       | SolarWinds Holdings, Inc.                                                       | CUSIP: 85554UAB0<br>LEI: 254900ZM34IBOK68V949 | Long             | LON              | CORP              | US        |   6493244 | PA      | $5535490.62   | 0.47%             | 2032-04-16      | Floating      | 7.67%                 | No            |                  3 | On Loan: No      |
| Infinite Bidco LLC                                            | Infinite Bidco LLC                                                              | CUSIP: 45674KAF2<br>LEI: 549300GLV0VRADA9LI65 | Long             | LON              | CORP              | US        |    500000 | PA      | $482500.00    | 0.04%             | 2029-03-02      | Floating      | 10.93%                | No            |                  3 | On Loan: No      |
| Thevelia (US) LLC                                             | Thevelia U.S. LLC                                                               | CUSIP: 88372KAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    190468 | PA      | $186658.89    | 0.02%             | 2029-06-18      | Floating      | 6.70%                 | No            |                  3 | On Loan: No      |
| CONSTELLIUM SE                                                | Constellium SE                                                                  | CUSIP: 21039CAA2<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    936000 | PA      | $935508.97    | 0.08%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                 | TransDigm, Inc.                                                                 | CUSIP: 89364MCG7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    409435 | PA      | $410575.14    | 0.04%             | 2033-02-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COUGAR JV SUBSIDIARY LLC                                      | Cougar JV Subsidiary LLC                                                        | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    853000 | PA      | $897455.80    | 0.08%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                                          | Aramark Services, Inc.                                                          | CUSIP: 03852JBC4<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |   1201303 | PA      | $1208438.68   | 0.10%             | 2030-06-22      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Rockpoint Gas Storage Partners LP                             | Rockpoint Gas Storage Partners LP                                               | CUSIP: 000000000<br>LEI: 894500SFREGFOBY8I178 | Long             | LON              | CORP              | CA        |   2215605 | PA      | $2224522.72   | 0.19%             | 2031-09-18      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Galaxy US Opco Inc                                            | Galaxy U.S. Opco, Inc.                                                          | CUSIP: 36321DAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2980477 | PA      | $2593014.76   | 0.22%             | 2030-07-31      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                        | CCO Holdings LLC/CCO Holdings Capital Corp.                                     | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    532000 | PA      | $531670.96    | 0.05%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Redstone Holdco 2 LP                                          | Redstone Holdco 2 LP                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    365118 | PA      | $282053.77    | 0.02%             | 2030-12-31      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| BENDING SPOONS US INC                                         | Bending Spoons U.S., Inc.                                                       | CUSIP: 08167PAD8<br>LEI: 9845008E9B4A982B2F23 | Long             | LON              | CORP              | US        |   1735863 | PA      | $1629541.65   | 0.14%             | 2031-03-07      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| Ankura Consulting Group LLC                                   | Ankura Consulting Group LLC                                                     | CUSIP: 03539PAJ7<br>LEI: 549300VJ5EU1KWD54I45 | Long             | LON              | CORP              | US        |   1450286 | PA      | $1401034.28   | 0.12%             | 2031-12-29      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| AAP Buyer Inc                                                 | AAP Buyer, Inc.                                                                 | CUSIP: 00036FAB0<br>LEI: 254900BOO8W9IR1VYO11 | Long             | LON              | CORP              | US        |   1479448 | PA      | $1487466.81   | 0.13%             | 2031-09-09      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| PointClickCare Technologies, Inc.                             | PointClickCare Technologies, Inc.                                               | CUSIP: 000000000<br>LEI: 5493001Z0LHHBZLVDX36 | Long             | LON              | CORP              | CA        |    516999 | PA      | $517647.45    | 0.04%             | 2031-11-03      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                            | Voyager Parent LLC                                                              | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    315000 | PA      | $335172.29    | 0.03%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ZI TECH LLC/ZI FIN CORP                                       | ZoomInfo Technologies LLC/ZoomInfo Finance Corp.                                | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3593000 | PA      | $2901249.05   | 0.25%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                            | CNX Resources Corp.                                                             | CUSIP: 12653CAM0<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |   3765000 | PA      | $3736972.21   | 0.32%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EAGLE INT GLO/EAGLE US                                        | Eagle Intermediate Global Holding BV/Eagle U.S. Finance LLC                     | CUSIP: 26963PAC8<br>LEI: 724500WF1YQYV70ML757 | Long             | DBT              | CORP              | XX        |     51667 | PA      | $387.50       | 0.00%             | 2026-03-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| DYCOM INDUSTRIES INC                                          | Dycom Industries, Inc.                                                          | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |    476000 | PA      | $465887.67    | 0.04%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Avalara Inc                                                   | Avalara, Inc.                                                                   | CUSIP: 05338KAD9<br>LEI: 549300Q16CMW239SS315 | Long             | LON              | CORP              | US        |   2067448 | PA      | $2032177.77   | 0.17%             | 2032-03-26      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Illuminate Buyer, LLC                                         | Illuminate Buyer LLC                                                            | CUSIP: 45232UAH1<br>LEI: 549300K1Y0YC1YC1H809 | Long             | LON              | CORP              | US        |   2983816 | PA      | $2978490.00   | 0.26%             | 2029-12-31      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                           | Prestige Brands, Inc.                                                           | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |    350000 | PA      | $323468.64    | 0.03%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                              | Altice France SA                                                                | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-10-30      | Floating      | 8.74%                 | No            |                  2 | On Loan: No      |
| Anchorage Credit Funding Ltd.                                 | Anchorage Credit Funding 20 Ltd.                                                | CUSIP: 03333NAG6<br>LEI: 636700BL2MXA0PSWSR37 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3029872.80   | 0.26%             | 2042-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                       | Starwood Property Trust, Inc.                                                   | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |   1831000 | PA      | $1884302.24   | 0.16%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| First Advantage Holdings LLC                                  | First Advantage Holdings LLC                                                    | CUSIP: 78477MAH4<br>LEI: 549300MRQE5MQEH3BI02 | Long             | LON              | CORP              | US        |   5349970 | PA      | $5291468.21   | 0.45%             | 2031-10-31      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Fortis 333 Inc                                                | Fortis 333, Inc.                                                                | CUSIP: 34958SAB5<br>LEI: 254900SLITS19RU1VB55 | Long             | LON              | CORP              | US        |   1913809 | PA      | $1891876.65   | 0.16%             | 2032-03-29      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| TECTA AMERICA CORP                                            | Tecta America Corp.                                                             | CUSIP: 000000000<br>LEI: 54930083ULRH07WCC129 | Long             | LON              | CORP              | US        |   3520490 | PA      | $3522197.53   | 0.30%             | 2032-02-18      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                         | Caesars Entertainment, Inc.                                                     | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    542000 | PA      | $526841.51    | 0.05%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Atlas CC Acquisition Corp                                     | Atlas CC Acquisition Corp.                                                      | CUSIP: 04921TAS3<br>LEI: 6HHLXIOGCDNZ4IRAIW26 | Long             | LON              | CORP              | US        |    459451 | PA      | $92349.71     | 0.01%             | 2029-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GENESEE & WYOMING INC                                         | Genesee & Wyoming, Inc.                                                         | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |   5061000 | PA      | $5185692.92   | 0.44%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CASCADES INC/USA INC                                          | Cascades, Inc./Cascades USA, Inc.                                               | CUSIP: 14739LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   2436000 | PA      | $2461748.52   | 0.21%             | 2030-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                                      | CQP Holdco LP/BIP-V Chinook Holdco LLC                                          | CUSIP: 12657NAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8726000 | PA      | $9314882.84   | 0.80%             | 2033-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                          | WR Grace Holdings LLC                                                           | CUSIP: 92943GAH4<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1590240.00   | 0.14%             | 2033-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                       | Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp.                     | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2920000 | PA      | $3009343.24   | 0.26%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AAL Delaware Holdco Inc                                       | AAL Delaware Holdco, Inc.                                                       | CUSIP: 00036YAD5<br>LEI: 984500AF5AADE92B5332 | Long             | LON              | CORP              | US        |    722384 | PA      | $726646.51    | 0.06%             | 2031-07-30      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| New Arclin US Holding Corp                                    | New Arclin U.S. Holding Corp.                                                   | CUSIP: 03880YAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1449675 | PA      | $1316783.38   | 0.11%             | 2029-09-30      | Floating      | 10.75%                | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                  | MH Sub I LLC                                                                    | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |   2122023 | PA      | $1960696.27   | 0.17%             | 2028-05-03      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| DEXKO GLOBAL INC                                              | Dexko Global, Inc.                                                              | CUSIP: 252142AB0<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | DBT              | CORP              | US        |   2902540 | PA      | $2609063.60   | 0.22%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| OneDigital Borrower LLC                                       | OneDigital Borrower LLC                                                         | CUSIP: 68277FAN9<br>LEI: 2549009GTKWWAO1E9X77 | Long             | LON              | CORP              | US        |   4185618 | PA      | $4135390.58   | 0.35%             | 2031-07-02      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| Ping Identity Corporation                                     | Ping Identity Corp.                                                             | CUSIP: 72342MAB3<br>LEI: 254900DJEBSADAC6R313 | Long             | LON              | CORP              | US        |    526270 | PA      | $520788.46    | 0.04%             | 2032-11-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                           | Altice Financing SA                                                             | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   4171000 | PA      | $3104998.34   | 0.27%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| WALKER & DUNLOP INC                                           | Walker & Dunlop, Inc.                                                           | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4526000 | PA      | $4503545.16   | 0.39%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc                                         | American Airlines, Inc.                                                         | CUSIP: 02376CAX3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |   1236842 | PA      | $1234856.98   | 0.11%             | 2027-01-29      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Salas O'Brien Inc                                             | Salas O'brien, Inc.                                                             | CUSIP: 79400JAL2<br>LEI: 254900D503Y41OFSLN80 | Long             | LON              | CORP              | US        |    314537 | PA      | $316109.56    | 0.03%             | 2033-01-31      | Floating      | 6.40%                 | No            |                  3 | On Loan: No      |
| WESCO DISTRIBUTION INC                                        | WESCO Distribution, Inc.                                                        | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    441000 | PA      | $455593.13    | 0.04%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                              | Purchased USD / Sold EUR                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $21902.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                                      | CQP Holdco LP/BIP-V Chinook Holdco LLC                                          | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2222272.80   | 0.19%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                       | Allied Universal Holdco LLC/Allied Universal Finance Corp./Atlas Luxco 4 SARL   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    944000 | PA      | $1091236.72   | 0.09%             | 2028-06-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ENERSYS                                                       | EnerSys                                                                         | CUSIP: 29275YAF9<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1030049.00   | 0.09%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                                         | Panther Escrow Issuer LLC                                                       | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1551000 | PA      | $1560571.22   | 0.13%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| COVETRUS INC                                                  | Covetrus, Inc.                                                                  | CUSIP: 000000000<br>LEI: 5493009S30DUFCF75V87 | Long             | LON              | CORP              | US        |   2470108 | PA      | $2337957.11   | 0.20%             | 2029-10-14      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| Traverse Midstream Partners LLC                               | Traverse Midstream Partners LLC                                                 | CUSIP: 89435TAB0<br>LEI: 549300DHTM8B2X5QMJ22 | Long             | LON              | CORP              | US        |   1861140 | PA      | $1866025.53   | 0.16%             | 2028-02-16      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                            | Advance Auto Parts, Inc.                                                        | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   1012000 | PA      | $1044778.68   | 0.09%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Altar Bidco Inc                                               | Altar Bidco, Inc.                                                               | CUSIP: 02090CAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1160763 | PA      | $1099822.69   | 0.09%             | 2030-02-01      | Floating      | 9.11%                 | No            |                  2 | On Loan: No      |
| TECH 7 SAS SUPER SENIOR                                       | Tech 7 SAS Super Senior                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     84035 | PA      | $0.00         | 0.00%             | 2026-03-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                        | Cloud Software Group, Inc.                                                      | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   4793000 | PA      | $4281653.52   | 0.37%             | 2033-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                             | Clean Harbors, Inc.                                                             | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    560000 | PA      | $565577.04    | 0.05%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                         | Quikrete Holdings, Inc.                                                         | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    602000 | PA      | $610839.17    | 0.05%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                    | Fertitta Entertainment LLC                                                      | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |   2563395 | PA      | $2545772.15   | 0.22%             | 2029-01-27      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                             | Waste Pro USA, Inc.                                                             | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |   1177000 | PA      | $1200957.84   | 0.10%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ASTRA ACQUISITION CORP                                        | Astra Acquisition Corp.                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20532 | NS      | $30798.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Peraton Corp                                                  | Peraton Corp.                                                                   | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |   6126095 | PA      | $5252054.10   | 0.45%             | 2028-02-01      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| LaserShip Inc                                                 | LaserShip, Inc.                                                                 | CUSIP: 51809EAN5<br>LEI: 254900NGHREGOQUFUT53 | Long             | LON              | CORP              | US        |    285862 | PA      | $209752.41    | 0.02%             | 2029-01-02      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| AMERITEX HOLDCO INTERMED                                      | Ameritex Holdco Intermediate LLC                                                | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2246000 | PA      | $2336399.25   | 0.20%             | 2033-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| GB AIT BUYER                                                  | GB AIT Buyer, Inc.                                                              | CUSIP: 36147AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5252000 | PA      | $5275681.27   | 0.45%             | 2034-04-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                  | Focus Financial Partners LLC                                                    | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |   4208851 | PA      | $4182335.03   | 0.36%             | 2031-09-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                      | Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer                    | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6789000 | PA      | $6874792.59   | 0.59%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                          | Kaiser Aluminum Corp.                                                           | CUSIP: 483007AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2067000 | PA      | $2072806.00   | 0.18%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                           | Sirius XM Radio LLC                                                             | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $1992603.14   | 0.17%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Deutsche Bank AG                                              | Purchased USD / Sold CAD                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-2650.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Serta Simmons Bedding LLC                                     | Serta Simmons Bedding LLC                                                       | CUSIP: 81753HAJ0<br>LEI: 549300M4F4V4WFPNI116 | Long             | LON              | CORP              | US        |   1160423 | PA      | $1091958.31   | 0.09%             | 2028-06-29      | Floating      | 11.31%                | No            |                  2 | On Loan: No      |
| WOOF Holdings Inc                                             | WOOF Holdings, Inc.                                                             | CUSIP: 95004UAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    259849 | PA      | $38544.65     | 0.00%             | 2029-12-31      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                                  | State Street Navigator Securities Lending Government Money Market Portfolio     | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |  23252473 | NS      | $23252472.58  | 1.99%             |  |  |  | No            |                  2 | On Loan: No      |
| Altice France SA                                              | Altice France SA                                                                | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | US        |   1727111 | PA      | $1762594.29   | 0.15%             | 2031-05-31      | Floating      | 10.55%                | No            |                  2 | On Loan: No      |
| CoreLogic Inc                                                 | CoreLogic, Inc.                                                                 | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |   1534043 | PA      | $1505279.43   | 0.13%             | 2028-06-02      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Topgolf Callaway Brands Corp                                  | Topgolf Callaway Brands Corp.                                                   | CUSIP: 89071LAB6<br>LEI: 5493005UB0KFRKBPCU72 | Long             | LON              | CORP              | US        |    847525 | PA      | $853088.52    | 0.07%             | 2030-03-18      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| STONEX ESCROW ISSUER LLC                                      | Stonex Escrow Issuer LLC                                                        | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6844000 | PA      | $7079721.05   | 0.61%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                | Open Text Corp.                                                                 | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   2315000 | PA      | $2088641.71   | 0.18%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WHITE CAP SUPPLY HOLDING                                      | White Cap Supply Holdings LLC                                                   | CUSIP: 96467GAC2<br>LEI: 254900L2N0T6GULCL366 | Long             | DBT              | CORP              | US        |   1353000 | PA      | $1369043.05   | 0.12%             | 2030-11-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                                          | Cornerstone Building Brands, Inc.                                               | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |   3003000 | PA      | $1925405.88   | 0.17%             | 2029-08-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| Tronox Finance LLC                                            | Tronox Finance LLC                                                              | CUSIP: 89705DAQ5<br>LEI: 549300LMZ1DX1PWSP524 | Long             | LON              | CORP              | US        |   2897560 | PA      | $2565789.22   | 0.22%             | 2029-04-04      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                 | TransDigm, Inc.                                                                 | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   3740184 | PA      | $3750787.77   | 0.32%             | 2032-08-19      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                      | Purchased CAD / Sold USD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |         1 | NC      | $39201.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                      | Rockies Express Pipeline LLC                                                    | CUSIP: 77340RAT4<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1220527.63   | 0.10%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                      | Purchased USD / Sold EUR                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $32372.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                               | Madison IAQ LLC                                                                 | CUSIP: 55759VAE8<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |    745059 | PA      | $748180.70    | 0.06%             | 2032-11-08      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                                      | Advanced Drainage Systems, Inc.                                                 | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    754000 | PA      | $765284.36    | 0.07%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MASTERBRAND INC                                               | Masterbrand, Inc.                                                               | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |   2453000 | PA      | $2441179.24   | 0.21%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                        | Purchased USD / Sold GBP                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-462.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MV Holding GmbH                                               | MV Holding GmbH                                                                 | CUSIP: 55404TAF9<br>LEI: 549300RKTIVJWNROR778 | Long             | LON              | CORP              | US        |   1288346 | PA      | $1296397.99   | 0.11%             | 2032-03-17      | Floating      | 5.65%                 | No            |                  3 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                        | Group 1 Automotive, Inc.                                                        | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2032794.00   | 0.17%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                            | Regal Rexnord Corp.                                                             | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    319000 | PA      | $339370.09    | 0.03%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                       | XPO, Inc.                                                                       | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    830000 | PA      | $841985.20    | 0.07%             | 2028-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Alterra Mountain Company                                      | Alterra Mountain Co.                                                            | CUSIP: 46124CAU1<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |   1506858 | PA      | $1511566.75   | 0.13%             | 2028-08-17      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC                                           | Somnigroup International, Inc.                                                  | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |   2820000 | PA      | $2609430.88   | 0.22%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Corpay Technologies Operating Company LLC                     | Corpay Technologies Operating Co. LLC                                           | CUSIP: 33903RAZ2<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |   2815760 | PA      | $2822799.53   | 0.24%             | 2028-04-28      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| EAGLE INTERMEDIATE GLOBAL HOLD                                | Eagle Intermediate Global Holding BV/Ruyi U.S. Finance LLC                      | CUSIP: 000000000<br>LEI: 724500WF1YQYV70ML757 | Long             | DBT              | CORP              | US        |     64000 | PA      | $6.40         | 0.00%             | 2025-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BELRON UK FINANCE PLC                                         | Belron U.K. Finance PLC                                                         | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |   3453000 | PA      | $3486580.43   | 0.30%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                                         | Six Flags Entertainment Corp.                                                   | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |   4491000 | PA      | $4431885.87   | 0.38%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Deutsche Bank AG                                              | Purchased CAD / Sold USD                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |         1 | NC      | $1.31         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| XPO INC                                                       | XPO, Inc.                                                                       | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1043395.00   | 0.09%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| XPLOR T1 LLC                                                  | XPLOR T1 LLC                                                                    | CUSIP: 98423DAF1<br>LEI: 254900GF3CVSREM2EJ05 | Long             | LON              | CORP              | US        |   5602716 | PA      | $5224532.49   | 0.45%             | 2032-12-01      | Floating      | 7.17%                 | No            |                  3 | On Loan: No      |
| Corel Corporation                                             | Corel Corp.                                                                     | CUSIP: 21871LAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3937937 | PA      | $3622902.27   | 0.31%             | 2026-07-02      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                       | Sensata Technologies BV                                                         | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |   1232000 | PA      | $1242172.62   | 0.11%             | 2030-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BRIGHTSTAR LOT/BRIGHSTAR                                      | Brightstar Lottery PLC/Brightstar Global Solutions Corp.                        | CUSIP: 108922AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1862000 | PA      | $1826909.12   | 0.16%             | 2033-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Generac Power Systems Inc                                     | Generac Power Systems, Inc.                                                     | CUSIP: 36874VAQ1<br>LEI: 549300JQWLGGW8KC1X38 | Long             | LON              | CORP              | US        |    676919 | PA      | $683404.19    | 0.06%             | 2031-07-03      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| OID-OL Intermediate I LLC                                     | OID-OL Intermediate I LLC                                                       | CUSIP: 67089SAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2321230 | PA      | $2314464.11   | 0.20%             | 2029-02-01      | Floating      | 9.66%                 | No            |                  2 | On Loan: No      |
| ALTISOURCE SOLUTIONS SARL                                     | Altisource Solutions SARL                                                       | CUSIP: 000000000<br>LEI: 222100LCEG1XDFQRZI81 | Long             | LON              | CORP              | LU        |    192938 | PA      | $195832.12    | 0.02%             | 2030-04-30      | Floating      | 10.30%                | No            |                  3 | On Loan: No      |
| Surf Holdings LLC                                             | Surf Holdings LLC                                                               | CUSIP: 86875TAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8855158 | PA      | $8595037.80   | 0.74%             | 2027-03-05      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| GUGGENHEIM PARTNERS LLC                                       | Guggenheim Partners LLC                                                         | CUSIP: 36173YAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2031-11-26      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| TECH 7 SAS TECHNICOLOR                                        | Tech 7 SAS Technicolor                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     25211 | PA      | $0.00         | 0.00%             | 2026-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| World Wide Technology Holding Co. LLC                         | World Wide Technology Holding Co. LLC                                           | CUSIP: 98164AAE3<br>LEI: 213800MTFQARCZL1PY64 | Long             | LON              | CORP              | US        |    676463 | PA      | $678438.69    | 0.06%             | 2030-03-01      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                                      | Focus Financial Partners LLC                                                    | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |   3843000 | PA      | $3918053.79   | 0.34%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Hexion Holdings Corporation                                   | Hexion Holdings Corp.                                                           | CUSIP: 42829JAB5<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |    430284 | PA      | $400970.60    | 0.03%             | 2030-03-15      | Floating      | 11.19%                | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                          | WR Grace Holdings LLC                                                           | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    374000 | PA      | $378144.29    | 0.03%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                          | Kaiser Aluminum Corp.                                                           | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3095000 | PA      | $2969227.87   | 0.25%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PODS LLC                                                      | PODS LLC                                                                        | CUSIP: 73044EAB0<br>LEI: 984500EC4ZCD5U1SDF04 | Long             | LON              | CORP              | US        |   7343811 | PA      | $7337899.29   | 0.63%             | 2028-03-31      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| ACUSHNET CO                                                   | Acushnet Co.                                                                    | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |   6367000 | PA      | $6413033.41   | 0.55%             | 2033-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corp                                          | Reworld Holding Corp.                                                           | CUSIP: 22282GAM9<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |   1730933 | PA      | $1735441.84   | 0.15%             | 2028-11-30      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                        | Penn Entertainment, Inc.                                                        | CUSIP: 707569AY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1413000 | PA      | $1401260.09   | 0.12%             | 2031-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                                         | QXO Building Products, Inc.                                                     | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |   3590000 | PA      | $3657398.66   | 0.31%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PES Holdings LLC                                              | PES Holdings LLC                                                                | CUSIP: 71571EAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    973674 | PA      | $9736.74      | 0.00%             | 2026-12-31      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| EAGLE INT GLO/EAGLE US                                        | Eagle Intermediate Global Holding BV/Eagle U.S. Finance LLC                     | CUSIP: 26963PAA2<br>LEI: 724500WF1YQYV70ML757 | Long             | DBT              | CORP              | XX        |   1883726 | PA      | $14127.95     | 0.00%             | 2026-03-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Herschend Entertainment Company, LLC                          | Herschend Entertainment Co. LLC                                                 | CUSIP: 42778EAH4<br>LEI: 54930087KQ7RPDXK0716 | Long             | LON              | CORP              | US        |   2373003 | PA      | $2386160.99   | 0.20%             | 2032-05-27      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                                          | Capstone Copper Corp.                                                           | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |   4382000 | PA      | $4462041.61   | 0.38%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                       | Light & Wonder International, Inc.                                              | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |   2597000 | PA      | $2576866.76   | 0.22%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HUB International Limited                                     | HUB International Ltd.                                                          | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |   2764297 | PA      | $2774179.19   | 0.24%             | 2030-06-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                 | TransDigm, Inc.                                                                 | CUSIP: 89364MCF9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     43908 | PA      | $44024.97     | 0.00%             | 2030-03-22      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| JELD-WEN Holding Inc                                          | JELD-WEN Holding, Inc.                                                          | CUSIP: 47580P103<br>LEI: 529900AXX7CT9GZSCS30 | Long             | EC               | CORP              | US        |    118480 | NS      | $162317.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MedAssets Software Intermediate Holdings Inc                  | MedAssets Software Intermediate Holdings, Inc.                                  | CUSIP: 31810YAD2<br>LEI: 25490077VXHBSKJ52J14 | Long             | LON              | CORP              | US        |    358684 | PA      | $134506.57    | 0.01%             | 2028-12-15      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| Secretariat Advisors LLC                                      | Secretariat Advisors LLC                                                        | CUSIP: 81368NAP0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     38798 | PA      | $38216.05     | 0.00%             | 2032-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arcis Golf LLC                                                | Arcis Golf LLC                                                                  | CUSIP: 03958MAF4<br>LEI: 254900ZMGXNNIX4SXQ48 | Long             | LON              | CORP              | US        |   1742620 | PA      | $1751882.08   | 0.15%             | 2028-11-24      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                 | TransDigm, Inc.                                                                 | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    750000 | PA      | $771666.00    | 0.07%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Zuora Inc                                                     | Zuora, Inc.                                                                     | CUSIP: 98980XAC9<br>LEI: 2549000JOLSFPTJEAV21 | Long             | LON              | CORP              | US        |   4750739 | PA      | $4513202.51   | 0.39%             | 2032-02-14      | Floating      | 7.15%                 | No            |                  3 | On Loan: No      |
| CONSTELLIUM SE                                                | Constellium SE                                                                  | CUSIP: 21039CAD6<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $2050822.00   | 0.18%             | 2032-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                   | Avient Corp.                                                                    | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    474000 | PA      | $483063.83    | 0.04%             | 2030-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                              | Purchased CAD / Sold USD                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |         1 | NC      | $3029.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sk Neptune Husky Finance SARL                                 | Sk Neptune Husky Finance SARL                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    126932 | PA      | $16342.48     | 0.00%             | 2029-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                                 | Methanex Corp.                                                                  | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    955000 | PA      | $955112.98    | 0.08%             | 2027-10-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                         | Williams Scotsman, Inc.                                                         | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |   2875000 | PA      | $2963130.25   | 0.25%             | 2030-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                       | Starwood Property Trust, Inc.                                                   | CUSIP: 85571BBG9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |   2614000 | PA      | $2613476.15   | 0.22%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                              | Purchased CAD / Sold USD                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |         1 | NC      | $2581.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POTTERS INDUSTRIES LLC                                        | Potters Industries LLC                                                          | CUSIP: 000000000<br>LEI: 391200O5OFXXMCYPAR13 | Long             | LON              | CORP              | US        |   1087734 | PA      | $1093623.67   | 0.09%             | 2032-12-23      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                          | Amentum Holdings, Inc.                                                          | CUSIP: 02351XAD0<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |   6591938 | PA      | $6606374.00   | 0.57%             | 2031-09-29      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                                          | Cornerstone Building Brands, Inc.                                               | CUSIP: 21925DAA7<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |   1067000 | PA      | $199418.89    | 0.02%             | 2029-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ASCEND PERFORMANCE MATERIALS O                                | Ascend Performance Materials Operations LLC                                     | CUSIP: 000000000<br>LEI: 549300NIMFUIRMMAGQ29 | Long             | EC               | CORP              | US        |     35549 | NS      | $53323.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                       | VZ Secured Financing BV                                                         | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    293000 | PA      | $256900.03    | 0.02%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                              | Purchased USD / Sold GBP                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-317.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EOC Borrower LLC                                              | EOC Borrower LLC                                                                | CUSIP: 26875YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5207997 | PA      | $5235989.52   | 0.45%             | 2032-03-24      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Pye-Barker Fire & Safety, LLC                                 | Pye-Barker Fire & Safety LLC                                                    | CUSIP: 69380SAB9<br>LEI: 254900K8RDMGUBC44870 | Long             | LON              | CORP              | US        |   3242946 | PA      | $3259923.22   | 0.28%             | 2032-12-16      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| ConnectWise LLC                                               | ConnectWise LLC                                                                 | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3727834 | PA      | $3480212.47   | 0.30%             | 2028-09-29      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                        | Group 1 Automotive, Inc.                                                        | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |   3214000 | PA      | $3130164.74   | 0.27%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Coherent Corp                                                 | Coherent Corp.                                                                  | CUSIP: 45173JAT1<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |    935983 | PA      | $939493.15    | 0.08%             | 2029-07-02      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                        | Purchased GBP / Sold USD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |         1 | NC      | $-92.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Amspec Parent LLC                                             | Amspec Parent LLC                                                               | CUSIP: 03218AAE9<br>LEI: 254900LUGRP5Z7OOV477 | Long             | LON              | CORP              | US        |   1622161 | PA      | $1623685.55   | 0.14%             | 2031-12-22      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                        | Sunoco LP/Sunoco Finance Corp.                                                  | CUSIP: 86765KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $184364.82    | 0.02%             | 2028-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Octagon 67 Ltd                                                | Octagon 67 Ltd.                                                                 | CUSIP: 67577YAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4750000 | PA      | $4665784.40   | 0.40%             | 2038-07-25      | Floating      | 11.08%                | No            |                  2 | On Loan: No      |
| AMN HEALTHCARE INC                                            | AMN Healthcare, Inc.                                                            | CUSIP: 00175PAC7<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |   5667000 | PA      | $5419475.64   | 0.46%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                              | Purchased USD / Sold CAD                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-3428.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INSIGHT ENTERPRS                                              | Insight Enterprises, Inc.                                                       | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |   3605000 | PA      | $3576369.45   | 0.31%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                           | Sirius XM Radio LLC                                                             | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    350000 | PA      | $325817.15    | 0.03%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Atlas CC Acquisition Corp                                     | Atlas CC Acquisition Corp.                                                      | CUSIP: 04921TAR5<br>LEI: 6HHLXIOGCDNZ4IRAIW26 | Long             | LON              | CORP              | US        |   3158720 | PA      | $634902.71    | 0.05%             | 2029-05-25      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                             | Polaris Newco LLC                                                               | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |   7923153 | PA      | $6934779.04   | 0.59%             | 2028-06-02      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Minerals Technologies Inc                                     | Minerals Technologies, Inc.                                                     | CUSIP: 60315GAH1<br>LEI: 549300D3I1QU67GP6403 | Long             | LON              | CORP              | US        |    303974 | PA      | $305114.01    | 0.03%             | 2031-11-26      | Floating      | 5.65%                 | No            |                  3 | On Loan: No      |
| Olympus Water US Holding Corporation                          | Olympus Water U.S. Holding Corp.                                                | CUSIP: 68163YAK1<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |    550854 | PA      | $546146.48    | 0.05%             | 2032-11-03      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                       | Starwood Property Trust, Inc.                                                   | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |   1150000 | PA      | $1147766.13   | 0.10%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands Inc                               | Cornerstone Building Brands, Inc.                                               | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |   1176569 | PA      | $732143.74    | 0.06%             | 2028-04-12      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| ALTISOURCE NET STL WARRANTS                                   | Altisource Solutions SARL                                                       | CUSIP: 000000000<br>LEI: 222100LCEG1XDFQRZI81 | N/A              | DE               |  | US        |      2821 | NS      | $1128.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cordatus CLO PLC                                              | CVC Cordatus Loan Fund XXXI DAC                                                 | CUSIP: 000000000<br>LEI: 549300E0CSGI3E3SNH05 | Long             | ABS-CBDO         | CORP              | IE        |   2900000 | PA      | $3409358.34   | 0.29%             | 2037-06-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORP                                        | Columbus McKinnon Corp.                                                         | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2012500.00   | 0.17%             | 2033-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                             | Battalion CLO XXIV Ltd., 2022-24A, Rule 144A                                    | CUSIP: 07135JAQ4<br>LEI: 549300ALTGBNQDUY5038 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2498777.50   | 0.21%             | 2036-07-14      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                              | Purchased USD / Sold GBP                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-220.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT                                      | Science Applications International Corp.                                        | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |   2445000 | PA      | $2412464.39   | 0.21%             | 2033-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                     | Sunoco LP                                                                       | CUSIP: 86765KAM1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    345000 | PA      | $343575.53    | 0.03%             | 2031-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Luxembourg Investment Company 428 Sa rl                       | Luxembourg Investment Co. 428 SARL                                              | CUSIP: 000000000<br>LEI: 254900EYK4430ZH92J61 | Long             | LON              | CORP              | LU        |   1305514 | PA      | $34680.99     | 0.00%             | 2029-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Project Alpha Intermediate Holding, Inc.                      | Project Alpha Intermediate Holding, Inc.                                        | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    947206 | PA      | $748292.92    | 0.06%             | 2030-10-26      | Floating      | 6.95%                 | No            |                  3 | On Loan: No      |
| Grinding Media Inc.                                           | Grinding Media, Inc.                                                            | CUSIP: 39854KAC4<br>LEI: 254900IYFJ03EGFQ8C34 | Long             | LON              | CORP              | US        |    731212 | PA      | $732582.74    | 0.06%             | 2028-10-12      | Floating      | 7.17%                 | No            |                  3 | On Loan: No      |
| VFH Parent LLC                                                | VFH Parent LLC                                                                  | CUSIP: 91820UAV2<br>LEI: 549300FRO9M476YHHY64 | Long             | LON              | CORP              | US        |   1113737 | PA      | $1119305.47   | 0.10%             | 2031-06-21      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| WEX Inc                                                       | WEX, Inc.                                                                       | CUSIP: 96208UAW1<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | LON              | CORP              | US        |   1602652 | PA      | $1605367.99   | 0.14%             | 2028-03-31      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                      | Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer                    | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1051000 | PA      | $1051990.04   | 0.09%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EMG Utica LLC                                                 | EMG Utica LLC                                                                   | CUSIP: 26869HAB3<br>LEI: 254900H5HLPM7ZD1LU54 | Long             | LON              | CORP              | US        |    451420 | PA      | $455934.12    | 0.04%             | 2030-04-01      | Floating      | 7.20%                 | No            |                  3 | On Loan: No      |
| DEXKO GLOBAL INC                                              | DexKo Global, Inc.                                                              | CUSIP: 25213YBF1<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |    295385 | PA      | $281476.43    | 0.02%             | 2031-10-06      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| Ineos US Finance LLC                                          | Ineos U.S. Finance LLC                                                          | CUSIP: 45672JAL4<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |         0 | PA      | $0.01         | 0.00%             | 2028-11-08      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| EVEREST SUBBIDCO                                              | Everest SubBidCo SAS                                                            | CUSIP: 000000000<br>LEI: 969500CR0NDBKD0VFM16 | Long             | LON              | CORP              | FR        |    387117 | PA      | $365825.17    | 0.03%             | 2031-12-10      | Floating      | 8.18%                 | No            |                  3 | On Loan: No      |
| SWORD PURCHASER LLC                                           | Sword Purchaser LLC                                                             | CUSIP: 87110CAA5<br>LEI: 254900S0VY2QTAITBR94 | Long             | DBT              | CORP              | US        |   2928000 | PA      | $2978518.04   | 0.26%             | 2034-04-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                             | Purchased USD / Sold GBP                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-176.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BELRON FINANCE 2019 LLC                                       | Belron Finance LLC                                                              | CUSIP: 08078UAQ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1465172 | PA      | $1474028.60   | 0.13%             | 2031-10-16      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                              | Vmed O2 U.K. Financing I PLC                                                    | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $2154202.10   | 0.18%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENERSYS                                                       | EnerSys                                                                         | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |   3434000 | PA      | $3391984.67   | 0.29%             | 2027-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Secretariat Advisors LLC                                      | Secretariat Advisors LLC                                                        | CUSIP: 81368NAN5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    318803 | PA      | $314021.25    | 0.03%             | 2032-02-28      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| Javelin Buyer Inc                                             | Javelin Buyer, Inc.                                                             | CUSIP: 47189BAE9<br>LEI: 254900GL30A9G6Z7OW50 | Long             | LON              | CORP              | US        |    668576 | PA      | $615089.56    | 0.05%             | 2032-12-06      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Altisource Portfolio Solutions SA                             | Altisource Portfolio Solutions SA                                               | CUSIP: 000000000<br>LEI: 894500OLCBOOO8WZUE76 | Long             | EC               | CORP              | LU        |       351 | NS      | $2334.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Darktrace PLC                                                 | Darktrace PLC                                                                   | CUSIP: 52526CAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1146827 | PA      | $1053440.90   | 0.09%             | 2032-10-09      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                         | Williams Scotsman, Inc.                                                         | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |   3215000 | PA      | $3302563.74   | 0.28%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| JASON GROUP INC                                               | Jason Group, Inc.                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    202487 | PA      | $186287.65    | 0.02%             | 2026-11-30      | Floating      | 9.77%                 | No            |                  3 | On Loan: No      |
| US FOODS INC                                                  | U.S. Foods, Inc.                                                                | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1255421.25   | 0.11%             | 2033-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WatchGuard Technologies Inc                                   | WatchGuard Technologies, Inc.                                                   | CUSIP: 94110LAB9<br>LEI: 549300H8HK7HR0EWNZ91 | Long             | LON              | CORP              | US        |   1327780 | PA      | $1229856.24   | 0.11%             | 2029-07-02      | Floating      | 8.90%                 | No            |                  2 | On Loan: No      |
| Arcosa Inc                                                    | Arcosa, Inc.                                                                    | CUSIP: 03965EAH9<br>LEI: 549300WFHLTCZV7D6V29 | Long             | LON              | CORP              | US        |    957132 | PA      | $961319.54    | 0.08%             | 2031-10-01      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| LaserShip Inc                                                 | LaserShip, Inc.                                                                 | CUSIP: 51809EAL9<br>LEI: 254900NGHREGOQUFUT53 | Long             | LON              | CORP              | US        |   2750823 | PA      | $2797243.39   | 0.24%             | 2029-01-02      | Floating      | 9.95%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                      | Antero Midstream Partners LP/Antero Midstream Finance Corp.                     | CUSIP: 03690AAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    558000 | PA      | $557217.46    | 0.05%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Lernen Bidco Limited                                          | Lernen Bidco Ltd.                                                               | CUSIP: 000000000<br>LEI: 894500YKKF2CXAP6DR25 | Long             | LON              | CORP              | US        |    817993 | PA      | $801632.98    | 0.07%             | 2031-10-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                             | Polaris Newco LLC                                                               | CUSIP: 73108RAD0<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    692000 | PA      | $798100.33    | 0.07%             | 2028-06-02      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| HARBOURVEST PARTNERS LLC                                      | HarbourVest Partners LLC                                                        | CUSIP: 41165QAN7<br>LEI: 54930029KR62LTFQ8M21 | Long             | LON              | CORP              | US        |   2626218 | PA      | $2639349.39   | 0.23%             | 2030-04-19      | Floating      | 5.70%                 | No            |                  3 | On Loan: No      |
| SERTA SSB EQUIPMENT COMPANY                                   | Serta SSB Equipment Co.                                                         | CUSIP: 948EFX908<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29405 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Symplr Software Inc                                           | Symplr Software, Inc.                                                           | CUSIP: 87190HAC3<br>LEI: 254900NR8M8HYDVR0M34 | Long             | LON              | CORP              | US        |   1126123 | PA      | $800352.34    | 0.07%             | 2027-12-22      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| ALTISOURCE SOLUTIONS SARL                                     | Altisource Solutions SARL                                                       | CUSIP: 000000000<br>LEI: 222100LCEG1XDFQRZI81 | Long             | LON              | CORP              | LU        |     89206 | PA      | $89652.43     | 0.01%             | 2029-02-19      | Floating      | 10.30%                | No            |                  3 | On Loan: No      |
| ERO COPPER CORP                                               | ERO Copper Corp.                                                                | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |   7269000 | PA      | $7237452.54   | 0.62%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Les Schwab Tire Centers                                       | Les Schwab Tire Centers                                                         | CUSIP: 50220KAD6<br>LEI: 549300GJM1TKHPYFPF83 | Long             | LON              | CORP              | US        |    214307 | PA      | $214665.22    | 0.02%             | 2031-04-23      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                                       | Brown Group Holding LLC                                                         | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |   3156864 | PA      | $3177320.49   | 0.27%             | 2031-07-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Nomad Foods Europe Midco Limited                              | Nomad Foods Europe Midco Ltd.                                                   | CUSIP: 000000000<br>LEI: 213800FGWQXPVI86SE26 | Long             | LON              | CORP              | US        |   1946258 | PA      | $1900034.01   | 0.16%             | 2032-10-28      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Patagonia Holdco LLC                                          | Patagonia Holdco LLC                                                            | CUSIP: 70289FAD3<br>LEI: 254900OLXUIWWEAJZ984 | Long             | LON              | CORP              | US        |   2000840 | PA      | $1602403.05   | 0.14%             | 2029-08-01      | Floating      | 9.41%                 | No            |                  2 | On Loan: No      |
| Summit Acquisition Inc                                        | Summit Acquisition, Inc.                                                        | CUSIP: 86600DAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2365339 | PA      | $2377166.17   | 0.20%             | 2031-10-16      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| Goosehead Insurance Holdings LLC                              | Goosehead Insurance Holdings LLC                                                | CUSIP: 38267BAG8<br>LEI: 549300DF8P4C7IP1QR40 | Long             | LON              | CORP              | US        |    784960 | PA      | $785941.21    | 0.07%             | 2032-01-08      | Floating      | 6.67%                 | No            |                  3 | On Loan: No      |
| CWGS Group LLC                                                | CWGS Group LLC                                                                  | CUSIP: 12670UAE7<br>LEI: 254900FU20N3SJ8BIA66 | Long             | LON              | CORP              | US        |   3085957 | PA      | $2946317.68   | 0.25%             | 2028-06-03      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| ENVIRI CORP                                                   | Enviri Corp.                                                                    | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |   6824000 | PA      | $6846650.22   | 0.59%             | 2027-07-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                      | RHP Hotel Properties LP/RHP Finance Corp.                                       | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              |  | US        |    458000 | PA      | $470186.01    | 0.04%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                                                 | Open Text Holdings, Inc.                                                        | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2884000 | PA      | $2464341.66   | 0.21%             | 2031-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                         | Level 3 Financing, Inc.                                                         | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   3596000 | PA      | $3855641.81   | 0.33%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                      | Virgin Media Bristol LLC                                                        | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |   2553052 | PA      | $2506254.12   | 0.21%             | 2029-01-31      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| CPM Holdings Inc                                              | CPM Holdings, Inc.                                                              | CUSIP: 12620BAR1<br>LEI: 549300FBUISJCXV8IB65 | Long             | LON              | CORP              | US        |   1391483 | PA      | $1394474.97   | 0.12%             | 2028-09-28      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| SWORD PURCHASER LLC                                           | Sword Purchaser LLC                                                             | CUSIP: 87110CAB3<br>LEI: 254900S0VY2QTAITBR94 | Long             | DBT              | CORP              | US        |   5744000 | PA      | $5876997.95   | 0.50%             | 2033-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| POLAR US BORROWER LLC                                         | Polar U.S. Borrower LLC                                                         | CUSIP: 000000000<br>LEI: 549300VWTN2NKZWJ5F70 | Long             | LON              | CORP              | US        |    664229 | PA      | $797074.92    | 0.07%             | 2030-12-23      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| KnowBe4 Inc                                                   | KnowBe4, Inc.                                                                   | CUSIP: 49925TAD7<br>LEI: 64883ZJ0RS5039H4PN24 | Long             | LON              | CORP              | US        |   2643701 | PA      | $2339675.01   | 0.20%             | 2032-07-23      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Dechra Pharmaceuticals Holdings Ltd                           | Dechra Pharmaceuticals Holdings Ltd.                                            | CUSIP: 24343EAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    432044 | PA      | $433575.96    | 0.04%             | 2032-01-27      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Pro Mach Group Inc                                            | Pro Mach Group, Inc.                                                            | CUSIP: 74273JAL7<br>LEI: 5493008SZGSVUCSNB151 | Long             | LON              | CORP              | US        |   1713141 | PA      | $1721749.70   | 0.15%             | 2032-10-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Halcyon Loan Advisors Funding Ltd                             | Halcyon Loan Advisors Funding Ltd., 2015-2A, Rule 144A                          | CUSIP: 40538LAC4<br>LEI: 5493006GMMSBMRMTK635 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $75.00        | 0.00%             | 2027-07-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PART LP                                         | CNX Midstream Partners LP                                                       | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6012000 | PA      | $5820862.29   | 0.50%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                     | Caesars Entertainment, Inc.                                                     | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |   4480337 | PA      | $4359009.76   | 0.37%             | 2030-02-06      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| ABC SUPPLY CO INC                                             | American Builders & Contractors Supply Co., Inc.                                | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |   6925000 | PA      | $6843398.57   | 0.59%             | 2028-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMPOSECURE HOLDINGS LLC                                      | CompoSecure Holdings LLC                                                        | CUSIP: 20459KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    306624 | PA      | $307902.87    | 0.03%             | 2033-01-14      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| PAYSAFE FIN PLC/PAYSAFE                                       | Paysafe Finance PLC/Paysafe Holdings U.S. Corp.                                 | CUSIP: 70452AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   3843000 | PA      | $3221448.55   | 0.28%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| CoreLogic Inc                                                 | CoreLogic, Inc.                                                                 | CUSIP: 000000000<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |   2816383 | PA      | $2677915.89   | 0.23%             | 2029-06-04      | Floating      | 10.27%                | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                               | ABG Intermediate Holdings 2 LLC                                                 | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |   5027917 | PA      | $5044584.31   | 0.43%             | 2028-12-21      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                             | Herc Holdings, Inc.                                                             | CUSIP: 42705FAF3<br>LEI: 549300TP80QLITMSBP82 | Long             | LON              | CORP              | US        |    522089 | PA      | $525072.31    | 0.05%             | 2032-06-02      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Zest Acquisition Corp                                         | Zest Acquisition Corp.                                                          | CUSIP: 46589UAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    904250 | PA      | $892946.97    | 0.08%             | 2028-02-08      | Floating      | 8.92%                 | No            |                  3 | On Loan: No      |
| RYAN SPECIALTY GROUP                                          | Ryan Specialty LLC                                                              | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    647000 | PA      | $628678.51    | 0.05%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Berlin Packaging LLC                                          | Berlin Packaging LLC                                                            | CUSIP: 08511LBD9<br>LEI: 549300L1HNHO6QOXHH42 | Long             | LON              | CORP              | US        |    919006 | PA      | $906829.59    | 0.08%             | 2031-06-07      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| QuidelOrtho Corp                                              | QuidelOrtho Corp.                                                               | CUSIP: 74840YAH7<br>LEI: 549300YU8CMO9HF53113 | Long             | LON              | CORP              | US        |   2847155 | PA      | $2768857.98   | 0.24%             | 2032-08-20      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| DEALER TIRE LLC/DT ISSR                                       | Dealer Tire LLC/DT Issuer LLC                                                   | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8029000 | PA      | $7990816.48   | 0.69%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                                 | CoreLogic, Inc.                                                                 | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |   8531000 | PA      | $8302564.56   | 0.71%             | 2028-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                                         | Silver Point CLO 11 Ltd., 2025-11A, Rule 144A                                   | CUSIP: 82809XAA6<br>LEI: 254900U97WKD6RJ07L38 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2005995.60   | 0.17%             | 2038-07-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XXIII Ltd.                                   | Marble Point CLO XXIII Ltd., 2021-4A, Rule 144A                                 | CUSIP: 56607TAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $978628.90    | 0.08%             | 2035-01-22      | Floating      | 9.68%                 | No            |                  2 | On Loan: No      |
| SkillSoft Corporation                                         | SkillSoft Corp.                                                                 | CUSIP: 83066YAB8<br>LEI: 549300LDUD35NU8F0G43 | Long             | LON              | CORP              | US        |    468305 | PA      | $258036.15    | 0.02%             | 2028-07-14      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                             | Battalion CLO XIV Ltd., 2019-14A, Rule 144A                                     | CUSIP: 07090AAY9<br>LEI: 549300SBOOCXWC0VGZ76 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $965468.90    | 0.08%             | 2035-01-20      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                             | Clarios Global LP                                                               | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |   5033462 | PA      | $5061775.25   | 0.43%             | 2030-05-06      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| PES ENERGY                                                    | PES Energy Liquidating Trust                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37190 | NS      | $371.90       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                      | RHP Hotel Properties LP/RHP Finance Corp.                                       | CUSIP: 74984CAA6<br>LEI: N/A                  | Long             | DBT              |  | US        |   2974000 | PA      | $2962284.91   | 0.25%             | 2034-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bleriot US Bidco Inc                                          | Bleriot U.S. Bidco, Inc.                                                        | CUSIP: 09353TAJ9<br>LEI: 254900ALCQ2A2VYD5Z08 | Long             | LON              | CORP              | US        |   2648525 | PA      | $2659212.08   | 0.23%             | 2030-10-31      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP                                       | Zebra Technologies Corp.                                                        | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |   2064000 | PA      | $2101372.85   | 0.18%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                              | Altice France SA                                                                | CUSIP: 02090DAC2<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    526000 | PA      | $517852.73    | 0.04%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                              | Purchased USD / Sold CAD                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-81611.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                      | Virgin Media Secured Finance PLC                                                | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $2214892.00   | 0.19%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rithum Holdings Inc                                           | Rithum Holdings, Inc.                                                           | CUSIP: 76779JAB3<br>LEI: 549300V3JZOSIRXFRG67 | Long             | LON              | CORP              | US        |   3577760 | PA      | $3401841.84   | 0.29%             | 2032-07-21      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| WATCO COS LLC/FINANCE CO                                      | Watco Cos. LLC/Watco Finance Corp.                                              | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2124000 | PA      | $2207502.94   | 0.19%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                             | Post Holdings, Inc.                                                             | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   3982000 | PA      | $3958353.69   | 0.34%             | 2036-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CAMELOT RETURN MERGER SU                                      | Camelot Return Merger Sub, Inc.                                                 | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1340000 | PA      | $871000.00    | 0.07%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| SENSATA TECHNOLOGIES INC                                      | Sensata Technologies, Inc.                                                      | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1545433.50   | 0.13%             | 2032-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FIRST BRANDS GROUP LLC                                        | First Brands Group LLC                                                          | CUSIP: 000000000<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RelaDyne Inc                                                  | RelaDyne, Inc.                                                                  | CUSIP: 00149HAC8<br>LEI: 5493000EBDLH9PYWBS30 | Long             | LON              | CORP              | US        |   2411827 | PA      | $2409318.54   | 0.21%             | 2030-12-23      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| Athenahealth Group Inc                                        | Athenahealth Group, Inc.                                                        | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |   6814629 | PA      | $6798819.53   | 0.58%             | 2029-02-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                        | Mauser Packaging Solutions Holding Co.                                          | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   3578000 | PA      | $3412404.79   | 0.29%             | 2030-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CROWN AMERICAS LLC                                            | Crown Americas LLC                                                              | CUSIP: 22819CAA6<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |   2698000 | PA      | $2719292.62   | 0.23%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Dryden Leveraged Loan CDO                                     | Dryden 79 Euro CLO DAC                                                          | CUSIP: 000000000<br>LEI: 635400STZQ1YGXYJLC53 | Long             | ABS-CBDO         | CORP              | IE        |   3800000 | PA      | $4467951.26   | 0.38%             | 2035-01-18      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                             | Lithia Motors, Inc.                                                             | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    950000 | PA      | $901334.83    | 0.08%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TECH 7 SAS SUPER SENIOR                                       | Tech 7 SAS Super Senior                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     50421 | PA      | $0.00         | 0.00%             | 2026-03-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LUNA 1.5 SARL                                                 | Luna 1.5 SARL                                                                   | CUSIP: 550356AA7<br>LEI: 64884UZ60Y77J5XK5C41 | Long             | DBT              | CORP              | LU        |   1682000 | PA      | $1795344.28   | 0.15%             | 2032-07-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Concentra Health Services Inc                                 | Concentra Health Services, Inc.                                                 | CUSIP: 20602RAD2<br>LEI: 984500GB84105F75DE32 | Long             | LON              | CORP              | US        |   2037645 | PA      | $2049962.83   | 0.18%             | 2031-07-26      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| LUXCO3 SHARES                                                 | Luxco Co. Ltd.                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     20917 | NS      | $432115.38    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Covetrus Inc                                                  | Covetrus, Inc.                                                                  | CUSIP: 22304EAC0<br>LEI: 5493009S30DUFCF75V87 | Long             | LON              | CORP              | US        |    418794 | PA      | $396388.80    | 0.03%             | 2029-10-13      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| Flynn Restaurant Group LP                                     | Flynn Restaurant Group LP                                                       | CUSIP: 34410JAG6<br>LEI: 5493008VE8TQONGO3817 | Long             | LON              | CORP              | US        |   8549830 | PA      | $8515074.94   | 0.73%             | 2032-01-28      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| AI AQUA MERGER SUB INC                                        | AI Aqua Merger Sub, Inc.                                                        | CUSIP: 00132UAQ7<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |   3039594 | PA      | $3050733.80   | 0.26%             | 2028-07-31      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| HDI Aerospace Intermediate Holding III Corporation            | HDI Aerospace Intermediate Holding III Corp.                                    | CUSIP: 40415WAB0<br>LEI: 254900LKRYAGKIYOHW04 | Long             | LON              | CORP              | US        |   1266675 | PA      | $1274060.20   | 0.11%             | 2032-02-11      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                              | Vmed O2 U.K. Financing I PLC                                                    | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   1160000 | PA      | $1004246.68   | 0.09%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                        | Sunoco LP/Sunoco Finance Corp.                                                  | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1328414.18   | 0.11%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                       | UKG, Inc.                                                                       | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   7112609 | PA      | $6875261.22   | 0.59%             | 2031-02-10      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                         | KKR CLO 20 Ltd., Rule 144A                                                      | CUSIP: 48251VAA4<br>LEI: 549300HJX0LGFQYWTF96 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $494579.30    | 0.04%             | 2030-10-16      | Floating      | 9.44%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                       | UKG, Inc.                                                                       | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |   1659000 | PA      | $1614797.94   | 0.14%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                                | Proofpoint, Inc.                                                                | CUSIP: 74345HAJ0<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |   1293403 | PA      | $1258034.45   | 0.11%             | 2028-08-31      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                              | Purchased CAD / Sold USD                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |         1 | NC      | $18306.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                      | JH North America Holdings, Inc.                                                 | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |   2153000 | PA      | $2159299.68   | 0.19%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CPC Acquisition Corp                                          | CPC Acquisition Corp.                                                           | CUSIP: 44931VAH6<br>LEI: 254900UFA4AMH3PZZW32 | Long             | LON              | CORP              | US        |    429864 | PA      | $74510.52     | 0.01%             | 2028-12-29      | Floating      | 11.71%                | No            |                  2 | On Loan: No      |
| VIRTUSA CORP                                                  | Virtusa Corp.                                                                   | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |  10573000 | PA      | $8720614.63   | 0.75%             | 2028-12-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                            | Voyager Parent LLC                                                              | CUSIP: 92921HAD7<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |   1684881 | PA      | $1687534.80   | 0.14%             | 2032-07-01      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| Altice Financing SA                                           | Altice Financing SA                                                             | CUSIP: 000000000<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | LON              | CORP              | LU        |   1143653 | PA      | $876118.54    | 0.08%             | 2027-10-31      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| MITER BRAND / MIWD BORR                                       | Miter Brands Acquisition Holdco, Inc./MIWD Borrower LLC                         | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4164000 | PA      | $4119570.12   | 0.35%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                                                 | Synaptics, Inc.                                                                 | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $952690.90    | 0.08%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RE/MAX International Inc                                      | RE/MAX International, Inc.                                                      | CUSIP: 75523KAK1<br>LEI: 549300GN7WEUE9HKXH55 | Long             | LON              | CORP              | US        |    478789 | PA      | $479088.72    | 0.04%             | 2028-07-21      | Floating      | 6.27%                 | No            |                  3 | On Loan: No      |
| Proppants Holdings LLC                                        | Proppants Holdings LLC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     25202 | NS      | $504.04       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Starwood Property Trust Inc                                   | Starwood Property Trust, Inc.                                                   | CUSIP: 85570DAN2<br>LEI: 5493008SB15CNJRIOK13 | Long             | LON              |  | US        |   1976120 | PA      | $1977049.24   | 0.17%             | 2027-11-18      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| BBAM US CLO LTD.                                              | Bbam U.S. CLO V Ltd., 2025-5A, Rule 144A                                        | CUSIP: 05556BAA0<br>LEI: 213800MKXSA1BGWGVJ66 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3009366.90   | 0.26%             | 2038-07-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                      | JH North America Holdings, Inc.                                                 | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |   1795000 | PA      | $1795591.17   | 0.15%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                          | Sonic Automotive, Inc.                                                          | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |   3296000 | PA      | $3170425.37   | 0.27%             | 2031-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                      | Neuberger Berman CLO XVI-S Ltd., 2017-16SA, Rule 144A                           | CUSIP: 64131RAE8<br>LEI: 549300UHUHCR3388B324 | Long             | ABS-CBDO         | CORP              | KY        |   2704295 | PA      | $1040288.20   | 0.09%             | 2039-04-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                                  | State Street Institutional U.S. Government Money Market Fund                    | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |  18228117 | NS      | $18228117.09  | 1.56%             |  |  |  | No            |                  2 | On Loan: No      |
| AECOM                                                         | AECOM                                                                           | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |   4168000 | PA      | $4204354.59   | 0.36%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AL GCX Fund VIII Holdings LLC                                 | AL GCX Fund VIII Holdings LLC                                                   | CUSIP: 00162AAB7<br>LEI: 254900KQJGH397AKYT16 | Long             | LON              | CORP              | US        |   1126293 | PA      | $1129249.32   | 0.10%             | 2032-01-30      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                                      | Compass Group Diversified Holdings LLC                                          | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |    939940 | PA      | $890197.44    | 0.08%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PEDIATRIX MEDICAL GROUP                                       | Pediatrix Medical Group, Inc.                                                   | CUSIP: 58502BAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1963000 | PA      | $1953874.41   | 0.17%             | 2030-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                        | WESCO Distribution, Inc.                                                        | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510414.00    | 0.04%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Salas O'Brien Inc                                             | Salas O'brien, Inc.                                                             | CUSIP: 79400JAM0<br>LEI: 254900D503Y41OFSLN80 | Long             | LON              | CORP              | US        |     40585 | PA      | $40788.34     | 0.00%             | 2033-01-31      | Fixed         | 1.38%                 | No            |                  3 | On Loan: No      |
| SIX FLAGS/CANADA WON                                          | Six Flags Entertainment Corp./Canada's Wonderland Co./Magnum Management Corp.   | CUSIP: 150190AE6<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |    724000 | PA      | $696094.14    | 0.06%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ZoomInfo LLC                                                  | ZoomInfo LLC                                                                    | CUSIP: 25471YAN2<br>LEI: 549300XF0FRWD2286I33 | Long             | LON              | CORP              | US        |   2377372 | PA      | $2193137.88   | 0.19%             | 2030-02-28      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Newly Weds Foods Inc                                          | Newly Weds Foods, Inc.                                                          | CUSIP: 75701MAE5<br>LEI: 549300W1NZ5SVUKC3665 | Long             | LON              | CORP              | US        |   1143223 | PA      | $1145726.60   | 0.10%             | 2032-03-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                         | KKR CLO 16 Ltd., Rule 144A                                                      | CUSIP: 48251DAG1<br>LEI: 254900VCKMCY079T6M57 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $908571.10    | 0.08%             | 2034-10-20      | Floating      | 11.05%                | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                       | Global Partners LP/GLP Finance Corp.                                            | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1807000 | PA      | $1897827.05   | 0.16%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| PMHC II INC                                                   | PMHC II, Inc.                                                                   | CUSIP: 92559QAB0<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |   3431651 | PA      | $3404849.46   | 0.29%             | 2030-04-30      | Floating      | 9.90%                 | No            |                  2 | On Loan: No      |
| SYNERGY INFRASTRUCTURE H                                      | Synergy Infrastructure Holdings LLC                                             | CUSIP: 87191JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    735000 | PA      | $773507.85    | 0.07%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                            | Ardonagh Finco Ltd.                                                             | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |   3255000 | PA      | $3321334.30   | 0.28%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Vibrant CLO Ltd                                               | Vibrant CLO III Ltd., 2015-3A, Rule 144A                                        | CUSIP: 92557UBC0<br>LEI: 54930073XIEUISQCY218 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004241.50   | 0.09%             | 2031-10-20      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| SeaWorld Parks & Entertainment Inc                            | SeaWorld Parks & Entertainment, Inc.                                            | CUSIP: 78488CAL4<br>LEI: 549300UZV72O3371JJ53 | Long             | LON              | CORP              | US        |   3014279 | PA      | $2987904.01   | 0.26%             | 2031-12-04      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| TRAVERSE MIDSTREAM PRTNERS LLC                                | Traverse Midstream Partners LLC                                                 | CUSIP: 89435TAH7<br>LEI: 549300DHTM8B2X5QMJ22 | Long             | LON              | CORP              | US        |   1916227 | PA      | $1921621.41   | 0.16%             | 2033-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                                      | Albion Financing 1 SARL/Aggreko Holdings, Inc.                                  | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   2094000 | PA      | $2164069.43   | 0.19%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Motion Finco Sarl                                             | Motion Finco SARL                                                               | CUSIP: 000000000<br>LEI: 2549002L1LBQZKA7UN30 | Long             | LON              | CORP              | LU        |   3341772 | PA      | $2969999.49   | 0.25%             | 2029-11-12      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                      | Performance Food Group, Inc.                                                    | CUSIP: 71376LAH3<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3134821.12   | 0.27%             | 2034-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WYNN LAS VEGAS LLC/CORP                                       | Wynn Las Vegas LLC/Wynn Las Vegas Capital Corp.                                 | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3886000 | PA      | $3898101.00   | 0.33%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                             | Cedar Funding V CLO Ltd.                                                        | CUSIP: 15032ABC0<br>LEI: 635400NWFWJ92O7QGD64 | Long             | ABS-CBDO         | CORP              | KY        |   4300000 | PA      | $4309020.11   | 0.37%             | 2039-01-17      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Tiger Acquisition LLC                                         | Tiger Acquisition LLC                                                           | CUSIP: 88675UAE2<br>LEI: 25490011XE2GWJKY5N51 | Long             | LON              | CORP              | US        |    827453 | PA      | $831283.93    | 0.07%             | 2032-08-23      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Ziggo Financing Partnership                                   | Ziggo Financing Partnership                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2506284 | PA      | $2489366.92   | 0.21%             | 2033-01-15      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| TECHNICOLOR                                                   | Technicolor SA                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       100 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| POST HOLDINGS INC                                             | Post Holdings, Inc.                                                             | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    749000 | PA      | $740054.47    | 0.06%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LaserShip Inc                                                 | LaserShip, Inc.                                                                 | CUSIP: 51809EAM7<br>LEI: 254900NGHREGOQUFUT53 | Long             | LON              | CORP              | US        |   4503580 | PA      | $3276354.65   | 0.28%             | 2029-08-10      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands Inc                               | Cornerstone Building Brands, Inc.                                               | CUSIP: 21925FAA2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |    172371 | PA      | $106869.83    | 0.01%             | 2028-08-01      | Floating      | 9.30%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                      | First Quantum Minerals Ltd.                                                     | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $514231.50    | 0.04%             | 2034-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Kestra Advisor Services Holdings A, Inc.                      | Kestra Advisor Services Holdings A, Inc.                                        | CUSIP: 49255BAK0<br>LEI: 254900WH55RU999OY504 | Long             | LON              | CORP              | US        |   1280858 | PA      | $1284860.62   | 0.11%             | 2031-03-22      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| PODS LLC                                                      | PODS LLC                                                                        | CUSIP: 73044EAD6<br>LEI: 984500EC4ZCD5U1SDF04 | Long             | LON              | CORP              | US        |    171589 | PA      | $170945.71    | 0.01%             | 2028-03-31      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                         | Ellucian Holdings, Inc.                                                         | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |   2189000 | PA      | $2157917.29   | 0.19%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LSF12 HELIX PARENT LLC                                        | Lsf12 Helix Parent LLC                                                          | CUSIP: 548916AA3<br>LEI: 254900H70V4IL22BHL88 | Long             | DBT              | CORP              | US        |   3098000 | PA      | $3037076.59   | 0.26%             | 2033-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BCPE Pequod Buyer Inc                                         | BCPE Pequod Buyer, Inc.                                                         | CUSIP: 05624AAB8<br>LEI: 254900HEEOS2IWC84V94 | Long             | LON              | CORP              | US        |   2023179 | PA      | $2005294.46   | 0.17%             | 2031-11-25      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                        | Mauser Packaging Solutions Holding Co.                                          | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   3407000 | PA      | $3441955.82   | 0.30%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| JAMES HARDIE INTL FIN                                         | James Hardie International Finance DAC                                          | CUSIP: 47032FAB5<br>LEI: 635400G32A4Q1LVQ8M88 | Long             | DBT              | CORP              | IE        |   1495000 | PA      | $1490671.23   | 0.13%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                                    | Arcosa, Inc.                                                                    | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |   1806000 | PA      | $1764624.00   | 0.15%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                  | Novelis Corp.                                                                   | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   3119000 | PA      | $3134176.18   | 0.27%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| INSTALLED BUILDING PRODU                                      | Installed Building Products, Inc.                                               | CUSIP: 45780RAB7<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |   2723000 | PA      | $2716214.28   | 0.23%             | 2034-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                       | OAK-Eagle Acquireco, Inc.                                                       | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |   5277000 | PA      | $5480990.61   | 0.47%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP FINANCE                                        | Ardonagh Group Finance Ltd.                                                     | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |   2250000 | PA      | $2240964.45   | 0.19%             | 2032-02-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GEE AUTOMOTIVE HOLDINGS                                       | Gee Automotive Holdings LLC                                                     | CUSIP: 36846VAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3157000 | PA      | $3208932.65   | 0.28%             | 2031-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                         | Tenet Healthcare Corp.                                                          | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    643000 | PA      | $641599.74    | 0.06%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sonrava Health Holdings, LLC                                  | Sonrava Health Holdings LLC                                                     | CUSIP: 83569KAC8<br>LEI: 549300S5KZ5QHE321375 | Long             | LON              | CORP              | US        |    746805 | PA      | $520896.21    | 0.04%             | 2028-05-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                             | Purchased GBP / Sold USD                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |         1 | NC      | $779.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                                        | Northern Oil & Gas, Inc.                                                        | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |   3054000 | PA      | $3165393.89   | 0.27%             | 2033-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                | NRG Energy, Inc.                                                                | CUSIP: 629377DG4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    565000 | PA      | $562496.14    | 0.05%             | 2036-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                      | 1011778 BC ULC/New Red Finance, Inc.                                            | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1019629.00   | 0.09%             | 2029-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HighTower Holdings LLC                                        | HighTower Holdings LLC                                                          | CUSIP: 43117LAP8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | LON              | CORP              | US        |   1680665 | PA      | $1681724.22   | 0.14%             | 2032-02-03      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| TELENET FINANCE LUX NOTE                                      | Telenet Finance Luxembourg Notes SARL                                           | CUSIP: 000000000<br>LEI: 2138007RI9GLJPCC3E25 | Long             | DBT              | CORP              | LU        |   3600000 | PA      | $3571346.99   | 0.31%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALTISOURCE NWCASH EXR WARRANTS                                | Altisource Solutions SARL                                                       | CUSIP: 000000000<br>LEI: 222100LCEG1XDFQRZI81 | N/A              | DE               |  | US        |      2821 | NS      | $592.97       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNOCO LP                                                     | Sunoco LP                                                                       | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   4087000 | PA      | $4073801.44   | 0.35%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FUGUE FINANCE BV                                              | Fugue Finance BV                                                                | CUSIP: 000000000<br>LEI: 254900Y4DWBRGAFENC88 | Long             | LON              | CORP              | US        |   3651095 | PA      | $3644705.28   | 0.31%             | 2032-01-09      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| CANPACK GROUP INC/SA                                          | Canpack Group, Inc./CANPACK SA                                                  | CUSIP: 13804MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1219000 | PA      | $1219504.30   | 0.10%             | 2031-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ELASTIC NV                                                    | Elastic NV                                                                      | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |   1649000 | PA      | $1566108.73   | 0.13%             | 2029-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ineos US Finance LLC                                          | Ineos U.S. Finance LLC                                                          | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |   3455105 | PA      | $3210362.31   | 0.28%             | 2031-02-07      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| ENPRO INC                                                     | Enpro, Inc.                                                                     | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |   3306000 | PA      | $3378702.25   | 0.29%             | 2033-06-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                                       | Beach Acquisition Bidco LLC                                                     | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |   1679099 | PA      | $1847730.91   | 0.16%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Cast and Crew Payroll LLC                                     | Cast & Crew Payroll LLC                                                         | CUSIP: 14835JAQ3<br>LEI: 549300XE7OZGFGN5F466 | Long             | LON              | CORP              | US        |   5283287 | PA      | $2364297.52   | 0.20%             | 2028-12-29      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                           | Medline Borrower LP                                                             | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   2209000 | PA      | $2199453.14   | 0.19%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TricorBraun Holdings Inc                                      | TricorBraun Holdings, Inc.                                                      | CUSIP: 00184NAB3<br>LEI: 2549009AB5YVVW5J1U62 | Long             | LON              | CORP              | US        |   2159999 | PA      | $2072476.22   | 0.18%             | 2031-03-03      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                                      | Advanced Drainage Systems, Inc.                                                 | CUSIP: 00790RAC8<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    617000 | PA      | $609798.19    | 0.05%             | 2034-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Finastra USA Inc                                              | Finastra USA, Inc.                                                              | CUSIP: 31772YAD8<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |   2828970 | PA      | $2701228.17   | 0.23%             | 2032-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GARRETT MOTION HLD/SARL                                       | Garrett Motion Holdings, Inc./Garrett LX I SARL                                 | CUSIP: 366504AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4255000 | PA      | $4443351.83   | 0.38%             | 2032-05-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Altar Bidco Inc                                               | Altar Bidco, Inc.                                                               | CUSIP: 02090CAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3065002 | PA      | $3065001.82   | 0.26%             | 2029-02-01      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| AHEAD DB HOLDINGS LLC                                         | Ahead DB Holdings LLC                                                           | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |   8632000 | PA      | $8564084.29   | 0.73%             | 2028-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| TPG CLO Ltd                                                   | TPG CLO Ltd., 2025-1A, Rule 144A                                                | CUSIP: 87268JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2006033.20   | 0.17%             | 2037-07-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Trucordia Insurance Holdings LLC                              | Trucordia Insurance Holdings LLC                                                | CUSIP: 89783WAB1<br>LEI: 254900KYYP47CV7DMK95 | Long             | LON              | CORP              | US        |   1624583 | PA      | $1555537.83   | 0.13%             | 2032-06-17      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| BCPE Empire Holdings Inc                                      | BCPE Empire Holdings, Inc.                                                      | CUSIP: 05550HAQ8<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |   2951526 | PA      | $2949224.16   | 0.25%             | 2030-12-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                              | Purchased CAD / Sold USD                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |         1 | NC      | $8479.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                                        | CACI International, Inc.                                                        | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |   5364000 | PA      | $5487162.80   | 0.47%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                             | Cedar Funding IV CLO Ltd., 2014-4A, Rule 144A                                   | CUSIP: 150323BL6<br>LEI: 549300PPJP6KEORGHQ85 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3007789.50   | 0.26%             | 2038-01-23      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| SPEEDWAY MOT/SPEEDWAY FD                                      | Speedway Motorsports LLC/Speedway Funding II, Inc.                              | CUSIP: 84779MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7971000 | PA      | $7952941.70   | 0.68%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                              | Purchased CAD / Sold USD                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |         1 | NC      | $20413.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                       | Darling Ingredients, Inc.                                                       | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    942000 | PA      | $941902.10    | 0.08%             | 2027-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SONARSOURCE FINANCING LLC                                     | SonarSource Financing LLC                                                       | CUSIP: 83541WAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    960543 | PA      | $878896.77    | 0.08%             | 2030-12-19      | Floating      | 8.18%                 | No            |                  3 | On Loan: No      |
| Cornerstone OnDemand Inc                                      | Cornerstone OnDemand, Inc.                                                      | CUSIP: 86803YAB9<br>LEI: 549300Z402F16H5EGH48 | Long             | LON              | CORP              | US        |   5579408 | PA      | $3959063.96   | 0.34%             | 2028-10-16      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                     | Block, Inc.                                                                     | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    600000 | PA      | $611642.40    | 0.05%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALTISOURCE PORTFOLIO SOLUTIONS                                | Altisource Portfolio Solutions SA                                               | CUSIP: 000000000<br>LEI: 894500OLCBOOO8WZUE76 | Long             | EC               | CORP              | US        |     12841 | NS      | $85394.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonrava Health Holdings, LLC                                  | Sonrava Health Holdings LLC                                                     | CUSIP: 83569KAF1<br>LEI: 549300S5KZ5QHE321375 | Long             | LON              | CORP              | US        |   3126367 | PA      | $169996.19    | 0.01%             | 2028-08-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EOC Borrower LLC                                              | EOC Borrower LLC                                                                | CUSIP: 26875YAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    341224 | PA      | $342079.05    | 0.03%             | 2028-03-24      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                              | Purchased CAD / Sold USD                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |         1 | NC      | $17910.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                | NRG Energy, Inc.                                                                | CUSIP: 629377DF6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    564000 | PA      | $561348.02    | 0.05%             | 2034-05-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services Inc                       | Sedgwick Claims Management Services, Inc.                                       | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |   3348197 | PA      | $3328425.97   | 0.29%             | 2031-07-31      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| UTEX INDUSTRIES COMMON                                        | Utex Industries                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6341 | NS      | $186003.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OceanKey (US) II Corp                                         | Oceankey U.S. II Corp.                                                          | CUSIP: 67526KAC3<br>LEI: 254900Q3ECXZMSZNNZ82 | Long             | LON              | CORP              | US        |    526450 | PA      | $500053.75    | 0.04%             | 2028-12-15      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| LITIGATION TR INT CLASS A                                     | Litigation Trust                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        | 160554989 | NS      | $80277.49     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Peraton Corp                                                  | Peraton Corp.                                                                   | CUSIP: 71360HAG2<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    579371 | PA      | $355951.08    | 0.03%             | 2029-02-01      | Floating      | 11.52%                | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                      | Live Nation Entertainment, Inc.                                                 | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1501627.50   | 0.13%             | 2027-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Redstone Holdco 2 LP                                          | Redstone Holdco 2 LP                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1404301 | PA      | $414268.67    | 0.04%             | 2030-12-31      | Floating      | 9.16%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                      | Hess Midstream Operations LP                                                    | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    456000 | PA      | $456441.86    | 0.04%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Form Technologies LLC                                         | Form Technologies LLC                                                           | CUSIP: 34634FAF6<br>LEI: X7KHAIMGSSPZ1XIJIL51 | Long             | LON              | CORP              | US        |   4410324 | PA      | $4015600.24   | 0.34%             | 2030-07-19      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                      | LCM Investments Holdings II LLC                                                 | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |   3414000 | PA      | $3578158.78   | 0.31%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Serta Simmons Bedding LLC                                     | Serta Simmons Bedding LLC                                                       | CUSIP: 81753HAL5<br>LEI: 549300M4F4V4WFPNI116 | Long             | LON              | CORP              | US        |     13047 | PA      | $13063.70     | 0.00%             | 2028-06-29      | Floating      | 11.29%                | No            |                  3 | On Loan: No      |
| AllSpring Buyer LLC                                           | AllSpring Buyer LLC                                                             | CUSIP: 98922AAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    464756 | PA      | $467253.59    | 0.04%             | 2030-11-01      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| LaserShip Inc                                                 | LaserShip, Inc.                                                                 | CUSIP: 51809EAQ8<br>LEI: 254900NGHREGOQUFUT53 | Long             | LON              | CORP              | US        |    570233 | PA      | $147071.54    | 0.01%             | 2029-08-10      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| STONEX GROUP INC                                              | StoneX Group, Inc.                                                              | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |   2138000 | PA      | $2252519.83   | 0.19%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd                                              | Greywolf CLO IV Ltd., 2019-1A, Rule 144A                                        | CUSIP: 39809TBC0<br>LEI: 5493008JNE27URH1VF66 | Long             | ABS-CBDO         | CORP              | KY        |   2570000 | PA      | $2571089.42   | 0.22%             | 2034-04-17      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                     | Sunoco LP                                                                       | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    700000 | PA      | $733400.50    | 0.06%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| INGRAM MICRO INC                                              | Ingram Micro, Inc.                                                              | CUSIP: 45258LAA5<br>LEI: 549300KJMEWPKRQZHX63 | Long             | DBT              | CORP              | US        |   7303000 | PA      | $7181491.23   | 0.62%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALKERMES INC                                                  | Alkermes, Inc.                                                                  | CUSIP: 000000000<br>LEI: 549300YHRMYLL071E243 | Long             | LON              | CORP              | US        |   1704865 | PA      | $1719791.57   | 0.15%             | 2031-08-12      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| MOTION BONDCO DAC                                             | Motion Bondco DAC                                                               | CUSIP: 61978XAA5<br>LEI: 635400KFD3IETNQLA755 | Long             | DBT              | CORP              | IE        |   5185000 | PA      | $4981063.58   | 0.43%             | 2027-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| DCert Buyer Inc                                               | DCert Buyer, Inc.                                                               | CUSIP: 24022KAJ8<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |   1250000 | PA      | $981250.00    | 0.08%             | 2029-02-19      | Floating      | 10.65%                | No            |                  2 | On Loan: No      |
| Lonza Group AG                                                | Lonza Group AG                                                                  | CUSIP: 000000000<br>LEI: 549300Y0CIXN5D40L888 | Long             | LON              | CORP              | US        |    503037 | PA      | $468296.83    | 0.04%             | 2028-07-03      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| PLASTIPAK PACKAGING INC                                       | Plastipak Packaging, Inc.                                                       | CUSIP: 72761JAK2<br>LEI: 549300Y39ISK7CP7EO21 | Long             | LON              | CORP              | US        |   1152114 | PA      | $1150431.82   | 0.10%             | 2032-09-24      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| WEX INC                                                       | WEX, Inc.                                                                       | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |   4502000 | PA      | $4486023.30   | 0.38%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                             | Clean Harbors, Inc.                                                             | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142564.94    | 0.01%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                             | Herc Holdings, Inc.                                                             | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   1179000 | PA      | $1235388.03   | 0.11%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                | Open Text Corp.                                                                 | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    972000 | PA      | $940575.63    | 0.08%             | 2028-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TRANSMONTAIGNE PARTNERS                                       | TransMontaigne Partners LLC                                                     | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    925000 | PA      | $957203.88    | 0.08%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Sovos Compliance LLC                                          | Sovos Compliance LLC                                                            | CUSIP: 84611YAF7<br>LEI: 549300M9XYG5WP2QHH07 | Long             | LON              | CORP              | US        |    262128 | PA      | $252495.15    | 0.02%             | 2029-08-13      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURA                                      | Jones Deslauriers Insurance Management, Inc.                                    | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |   1502000 | PA      | $1549080.19   | 0.13%             | 2030-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BOYNE USA INC                                                 | Boyne USA, Inc.                                                                 | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3730000 | PA      | $3660006.55   | 0.31%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                        | WESCO Distribution, Inc.                                                        | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501769.50    | 0.04%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TruGreen Limited Partnership                                  | TruGreen LP                                                                     | CUSIP: 89787RAK8<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |    400000 | PA      | $370334.00    | 0.03%             | 2028-11-02      | Floating      | 12.43%                | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                     | Sunoco LP                                                                       | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40164.24     | 0.00%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ALTISOURCE SOLUTIONS SARL                                     | Altisource Solutions SARL                                                       | CUSIP: 000000000<br>LEI: 222100LCEG1XDFQRZI81 | Long             | LON              | CORP              | LU        |     88306 | PA      | $0.00         | 0.00%             | 2030-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BOMBARDIER INC                                                | Bombardier, Inc.                                                                | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   3525000 | PA      | $3679747.50   | 0.32%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                          | Flutter Treasury DAC                                                            | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |   2003000 | PA      | $1997071.12   | 0.17%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| White Cap Buyer LLC                                           | White Cap Buyer LLC                                                             | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |   6370912 | PA      | $6351576.34   | 0.54%             | 2029-10-19      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Everest SubBidCo                                              | Everest SubBidCo SAS                                                            | CUSIP: 000000000<br>LEI: 969500CR0NDBKD0VFM16 | Long             | LON              | CORP              | US        |    777144 | PA      | $734400.94    | 0.06%             | 2031-12-10      | Floating      | 8.18%                 | No            |                  3 | On Loan: No      |
| Vestis Corporation                                            | Vestis Corp.                                                                    | CUSIP: 92550HAE3<br>LEI: 254900QDW0TA2TMFAP59 | Long             | LON              | CORP              | US        |    472363 | PA      | $462769.20    | 0.04%             | 2031-02-22      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                             | Cedar Funding V CLO Ltd.                                                        | CUSIP: 15032ABJ5<br>LEI: 635400NWFWJ92O7QGD64 | Long             | ABS-CBDO         | CORP              | KY        |   2400000 | PA      | $2393651.04   | 0.21%             | 2039-01-17      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                              | Altice France SA                                                                | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1349087 | PA      | $1328190.09   | 0.11%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CASCADES INC/USA INC                                          | Cascades, Inc./Cascades USA, Inc.                                               | CUSIP: 14739LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   4029000 | PA      | $3961384.52   | 0.34%             | 2028-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OVG Business Services LLC                                     | OVG Business Services LLC                                                       | CUSIP: 62955EAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1329775 | PA      | $1333099.46   | 0.11%             | 2031-06-25      | Floating      | 6.65%                 | No            |                  3 | On Loan: No      |
| Formulations Parent Corporation                               | Formulations Parent Corp.                                                       | CUSIP: 34641NAF0<br>LEI: 254900TKSKQSTLBC7A74 | Long             | LON              | CORP              | US        |   1583685 | PA      | $1587644.13   | 0.14%             | 2032-04-09      | Floating      | 7.67%                 | No            |                  3 | On Loan: No      |
| DRW Holdings LLC                                              | DRW Holdings LLC                                                                | CUSIP: 23343HAE0<br>LEI: 549300W696CUHX8SLK40 | Long             | LON              | CORP              | US        |   2200730 | PA      | $2186975.40   | 0.19%             | 2031-06-26      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| AKORN                                                         | Akorn, Inc.                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37299 | NS      | $1491.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                         | Element Solutions, Inc.                                                         | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |   3044000 | PA      | $2968776.67   | 0.25%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Tempo Acquisition LLC                                         | Tempo Acquisition LLC                                                           | CUSIP: 88023HAJ9<br>LEI: 549300VV0B2RPMHQGA61 | Long             | LON              | CORP              | US        |   5493894 | PA      | $4085314.38   | 0.35%             | 2028-08-31      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                              | Purchased USD / Sold EUR                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $56274.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                              | Purchased USD / Sold EUR                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $117.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Technimark Holdings LLC                                       | Technimark Holdings LLC                                                         | CUSIP: 87854HAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1600621 | PA      | $1526192.45   | 0.13%             | 2031-04-14      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| DexKo Global Inc                                              | DexKo Global, Inc.                                                              | CUSIP: 25213YAU9<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |         0 | PA      | $0.01         | 0.00%             | 2028-10-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Movella Holdings Inc                                          | Movella Holdings, Inc.                                                          | CUSIP: 62459N113<br>LEI: 549300MY5MYSR79R7L50 | N/A              | DE               |  | US        |      6000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AMENTUM HOLDINGS INC                                          | Amentum Holdings, Inc.                                                          | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |   4294000 | PA      | $4452336.14   | 0.38%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LSF12 Badger Bidco LLC                                        | LSF12 Badger Bidco LLC                                                          | CUSIP: 50221PAB8<br>LEI: 254900AQINKZO1M1LS24 | Long             | LON              | CORP              | US        |   1392454 | PA      | $1395935.27   | 0.12%             | 2030-08-30      | Floating      | 9.15%                 | No            |                  3 | On Loan: No      |
| Quikrete Holdings Inc                                         | Quikrete Holdings, Inc.                                                         | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |   2458505 | PA      | $2463348.18   | 0.21%             | 2032-02-10      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| EagleView Technology Corporation                              | EagleView Technology Corp.                                                      | CUSIP: 000000000<br>LEI: 549300HLIL8HO4PPLG50 | Long             | LON              | CORP              | US        |   7314529 | PA      | $6661415.15   | 0.57%             | 2028-08-14      | Floating      | 10.20%                | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY                                          | Carpenter Technology Corp.                                                      | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |   1827000 | PA      | $1830219.17   | 0.16%             | 2034-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                              | Altice France SA                                                                | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    762196 | PA      | $750340.19    | 0.06%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BRIGHTSTAR LOTTERY PLC                                        | Brightstar Lottery PLC                                                          | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1494165.45   | 0.13%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ADMI Corp                                                     | ADMI Corp.                                                                      | CUSIP: 00709LAL1<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |    243732 | PA      | $230936.03    | 0.02%             | 2027-12-23      | Floating      | 9.40%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley & Co. LLC                                      | Purchased USD / Sold EUR                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $55967.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pye-Barker Fire & Safety, LLC                                 | Pye-Barker Fire & Safety LLC                                                    | CUSIP: 69380SAC7<br>LEI: 254900K8RDMGUBC44870 | Long             | LON              | CORP              | US        |    484578 | PA      | $487114.97    | 0.04%             | 2032-12-16      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                              | Vail Resorts, Inc.                                                              | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |   4441000 | PA      | $4542370.27   | 0.39%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Air Comm Corporation LLC                                      | Air Comm Corp. LLC                                                              | CUSIP: 82670NAG1<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |   2322584 | PA      | $2334916.64   | 0.20%             | 2031-12-11      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                      | RHP Hotel Properties LP/RHP Finance Corp.                                       | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              |  | US        |    597000 | PA      | $615153.58    | 0.05%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMPOSECURE HOLDINGS LLC                                      | CompoSecure Holdings LLC                                                        | CUSIP: 20459XAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1286000 | PA      | $1261205.92   | 0.11%             | 2033-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PROAMPAC PG BORROWER LLC                                      | Proampac PG Borrower LLC                                                        | CUSIP: 74274NAM5<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |   8160260 | PA      | $7990934.57   | 0.69%             | 2033-03-07      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| ASPIRE BAKERIES HOLDINGS LLC                                  | Aspire Bakeries Holdings LLC                                                    | CUSIP: 02106XAK2<br>LEI: 549300MWN7R72KAKOD18 | Long             | LON              | CORP              | US        |   1075200 | PA      | $1082597.13   | 0.09%             | 2030-12-23      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| VS Buyer LLC                                                  | VS Buyer LLC                                                                    | CUSIP: 91834WAG5<br>LEI: 254900G5QLDMHSCYJK25 | Long             | LON              | CORP              | US        |   1713312 | PA      | $1696718.83   | 0.15%             | 2031-04-12      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                      | Hilton Domestic Operating Co., Inc.                                             | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162284.00    | 0.01%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                      | Cloud Software Group, Inc.                                                      | CUSIP: 88632NBK5<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |   2684000 | PA      | $2490255.46   | 0.21%             | 2031-03-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                        | First Brands Group LLC                                                          | CUSIP: 31935HAG2<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nuvei Technologies Corp                                       | Nuvei Technologies Corp.                                                        | CUSIP: 69425BAD9<br>LEI: 254900L3D6CI0XH2P605 | Long             | LON              | CORP              | US        |   1414489 | PA      | $1398760.20   | 0.12%             | 2031-11-17      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| EVERFORTH INC                                                 | Everforth, Inc.                                                                 | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |   4233000 | PA      | $3958702.87   | 0.34%             | 2028-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                         | Genesis Energy LP/Genesis Energy Finance Corp.                                  | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1341472.00   | 0.12%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                | Bombardier, Inc.                                                                | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1053416.00   | 0.09%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                         | Quikrete Holdings, Inc.                                                         | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1020690.06   | 0.09%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                              | Allied Universal Holdco LLC/Allied Universal Finance Corp.                      | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5302000 | PA      | $5457979.54   | 0.47%             | 2030-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| EverCommerce Inc                                              | EverCommerce, Inc.                                                              | CUSIP: 29977YAB9<br>LEI: 9845005E54E3C158EA55 | Long             | LON              | CORP              | US        |    718695 | PA      | $705219.80    | 0.06%             | 2031-07-07      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                                      | Trident TPI Holdings, Inc.                                                      | CUSIP: 89616RAC3<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |   6353000 | PA      | $6378888.48   | 0.55%             | 2028-12-31      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS                                      | Wyndham Hotels & Resorts, Inc.                                                  | CUSIP: 98311AAE5<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |    563000 | PA      | $557454.28    | 0.05%             | 2033-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                       | Darling Ingredients, Inc.                                                       | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |   1790000 | PA      | $1806335.54   | 0.15%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALERA GROUP INC                                               | Alera Group, Inc.                                                               | CUSIP: 01451PAE6<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |   1336820 | PA      | $1324006.22   | 0.11%             | 2032-05-30      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Therapy Brands Holdings LLC                                   | Therapy Brands Holdings LLC                                                     | CUSIP: 88343YAB2<br>LEI: 2549001BWHNUX335M838 | Long             | LON              | CORP              | US        |   1196202 | PA      | $1106888.03   | 0.09%             | 2028-05-18      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| AAR ESCROW ISSUER LLC                                         | AAR Escrow Issuer LLC                                                           | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2386000 | PA      | $2451624.54   | 0.21%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                       | XPO, Inc.                                                                       | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258971.25    | 0.02%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                                 | Live Nation Entertainment, Inc.                                                 | CUSIP: 53803HAY6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | LON              | CORP              | US        |    496269 | PA      | $497510.03    | 0.04%             | 2032-10-21      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Anchorage Credit Funding Ltd.                                 | Anchorage Credit Funding 20 Ltd.                                                | CUSIP: 03333QAA2<br>LEI: 636700BL2MXA0PSWSR37 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3029859.90   | 0.26%             | 2042-04-25      | Fixed         | 8.90%                 | No            |                  2 | On Loan: No      |
| AMN HEALTHCARE INC                                            | AMN Healthcare, Inc.                                                            | CUSIP: 00175PAD5<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |   4985000 | PA      | $4969627.76   | 0.43%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TECHNICOLOR CREATIVE STUDIOS                                  | Technicolor Creative Studios                                                    | CUSIP: 000000000<br>LEI: 54930064SP2SSEVKFJ48 | Long             | DBT              | CORP              | EG        |     25211 | PA      | $0.00         | 0.00%             | 2026-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                       | OAK-Eagle Acquireco, Inc.                                                       | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |   2660000 | PA      | $2738761.62   | 0.23%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Disco Parent Inc                                              | Disco Parent, Inc.                                                              | CUSIP: 25461GAB9<br>LEI: 2549003DLSZ9JWHH1Q80 | Long             | LON              | CORP              | US        |    864940 | PA      | $861696.73    | 0.07%             | 2032-08-06      | Floating      | 6.67%                 | No            |                  3 | On Loan: No      |
| AQ Carver Buyer Inc                                           | AQ Carver Buyer, Inc.                                                           | CUSIP: 00226HAG5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2018844 | PA      | $1655451.97   | 0.14%             | 2029-08-02      | Floating      | 9.35%                 | No            |                  2 | On Loan: No      |
| PMHC II INC                                                   | PMHC II, Inc.                                                                   | CUSIP: 92559QAD6<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |   5463003 | PA      | $3209514.37   | 0.28%             | 2030-04-30      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| Alterra Mountain Company                                      | Alterra Mountain Co.                                                            | CUSIP: 46124CAS6<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |   2666972 | PA      | $2678080.31   | 0.23%             | 2030-05-31      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Company                    | Mauser Packaging Solutions Holding Co.                                          | CUSIP: 57763TAF0<br>LEI: 549300DNGHXL0OMHW304 | Long             | LON              | CORP              | US        |    810400 | PA      | $797737.32    | 0.07%             | 2030-04-15      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                       | Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp.                     | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1606983.83   | 0.14%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                     | Sunoco LP                                                                       | CUSIP: 86765KAN9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    427000 | PA      | $421431.24    | 0.04%             | 2034-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                 | TransDigm, Inc.                                                                 | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   7177000 | PA      | $7235363.36   | 0.62%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                     | Sunoco LP                                                                       | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   3051000 | PA      | $3119731.86   | 0.27%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RVR DEALERSHIP HOLDINGS LLC                                   | RVR Dealership Holdings LLC                                                     | CUSIP: 75001CAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1882981 | PA      | $1820616.61   | 0.16%             | 2033-02-26      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| VFH PARENT / VALOR CO                                         | VFH Parent LLC/Valor Co-Issuer, Inc.                                            | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4438000 | PA      | $4663215.19   | 0.40%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CAN WON/MILLEN                                      | Six Flags Entertainment Corp./Canada's Wonderland Co./Millennium Operations LLC | CUSIP: 83003AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3461000 | PA      | $3519472.35   | 0.30%             | 2032-01-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Autokiniton US Holdings Inc                                   | Autokiniton U.S. Holdings, Inc.                                                 | CUSIP: 05278HAC0<br>LEI: 254900EHNKMJ1OSEZL85 | Long             | LON              | CORP              | US        |   1027665 | PA      | $1018565.17   | 0.09%             | 2028-04-06      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                        | Purchased USD / Sold GBP                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-317.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURA                                      | Jones Deslauriers Insurance Management, Inc.                                    | CUSIP: 48020RAE5<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |   1963000 | PA      | $1840656.79   | 0.16%             | 2033-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                             | Herc Holdings, Inc.                                                             | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   2107000 | PA      | $2090072.15   | 0.18%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TTF Holdings LLC                                              | TTF Holdings LLC                                                                | CUSIP: 83421EAB2<br>LEI: 254900IIAWXPGAIX2Q35 | Long             | LON              | CORP              | US        |   1438110 | PA      | $1088771.87   | 0.09%             | 2031-07-18      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                  | Voya CLO Ltd., 2014-4A, Rule 144A                                               | CUSIP: 92914RBE1<br>LEI: 549300JHU3YI1LLL3V27 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $504133.55    | 0.04%             | 2031-07-14      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| NA RAIL HOLDCO LLC                                            | NA Rail HoldCo LLC                                                              | CUSIP: 000000000<br>LEI: 549300WBUJ0EQ32JFK65 | Long             | LON              | CORP              | US        |    428086 | PA      | $429584.24    | 0.04%             | 2032-03-08      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                              | Trestles CLO IV Ltd.                                                            | CUSIP: 89532WAN9<br>LEI: 254900EO5I6CR0IOWS98 | Long             | ABS-CBDO         | CORP              | KY        |   3900000 | PA      | $3910026.12   | 0.34%             | 2038-10-30      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS                                      | United Airlines Holdings, Inc.                                                  | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |    569000 | PA      | $561550.48    | 0.05%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Colossus Acquireco LLC                                        | Colossus Acquireco LLC                                                          | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |   3737059 | PA      | $3741730.36   | 0.32%             | 2032-07-30      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                     | Block, Inc.                                                                     | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $1847859.75   | 0.16%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Mitnick Corporate Purchaser Inc                               | Mitnick Corporate Purchaser, Inc.                                               | CUSIP: 60672HAC7<br>LEI: 2549002PYWOTVEDJKW54 | Long             | LON              | CORP              | US        |   4478396 | PA      | $1740976.27   | 0.15%             | 2029-05-02      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                                     | Bausch & Lomb Corp.                                                             | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |   1151586 | PA      | $1159686.90   | 0.10%             | 2031-01-15      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                           | Clydesdale Acquisition Holdings, Inc.                                           | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |   1603248 | PA      | $1491790.52   | 0.13%             | 2032-04-01      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                  | MH Sub I LLC                                                                    | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |   5457250 | PA      | $4327899.66   | 0.37%             | 2031-12-31      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| ADMI Corp                                                     | ADMI Corp.                                                                      | CUSIP: 00709LAH0<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |   6185268 | PA      | $5941722.64   | 0.51%             | 2027-12-23      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                   | Avient Corp.                                                                    | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    600000 | PA      | $608783.40    | 0.05%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                        | AthenaHealth Group, Inc.                                                        | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |   4330000 | PA      | $4131126.22   | 0.35%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KKR Apple Bidco LLC                                           | KKR Apple Bidco LLC                                                             | CUSIP: 48254EAG6<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |   2174767 | PA      | $2179095.01   | 0.19%             | 2031-09-23      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Froneri Lux Finco Sarl                                        | Froneri Lux Finco SARL                                                          | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | LON              | CORP              | US        |   3048108 | PA      | $3031754.74   | 0.26%             | 2032-09-30      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Gryphon Acquire Newco, LLC                                    | Gryphon Acquire Newco LLC                                                       | CUSIP: 40054QAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3778270 | PA      | $3788886.86   | 0.32%             | 2032-09-13      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Anchorage Credit Funding Ltd.                                 | Anchorage Credit Funding 11 Ltd., 2020-11A, Rule 144A                           | CUSIP: 03330CAA6<br>LEI: 549300ZAIYJSUVDZF802 | Long             | ABS-CBDO         | CORP              | KY        |   3385000 | PA      | $3393468.25   | 0.29%             | 2038-04-25      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                  | ARES LXIII CLO Ltd., 2022-63A, Rule 144A                                        | CUSIP: 039937BA4<br>LEI: 549300BC3E2Y44TL8536 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1747621.58   | 0.15%             | 2038-10-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                                    | Tronox, Inc.                                                                    | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |   1568000 | PA      | $1313397.63   | 0.11%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Golub Capital Partners CLO, LTD                               | Golub Capital Partners CLO 41B-R Ltd., 2019-41A, Rule 144A                      | CUSIP: 38178AAL7<br>LEI: 2549005QZPXI5WPU4V74 | Long             | ABS-CBDO         | CORP              | KY        |   4100000 | PA      | $4111675.57   | 0.35%             | 2038-07-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| TOUCAN FINCO LTD/CAN/US                                       | Toucan FinCo Ltd./Toucan FinCo Can, Inc./Toucan FinCo U.S. LLC                  | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1258000 | PA      | $1102589.20   | 0.09%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| INEOS Quattro Holdings UK Ltd                                 | INEOS Quattro Holdings U.K. Ltd.                                                | CUSIP: 000000000<br>LEI: 213800HKSMBSJQ32CA45 | Long             | LON              | CORP              | US        |    756014 | PA      | $667813.37    | 0.06%             | 2031-10-07      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| GRIFFON CORPORATION                                           | Griffon Corp.                                                                   | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |   5286000 | PA      | $5276686.07   | 0.45%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                          | Commercial Metals Co.                                                           | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |   1797000 | PA      | $1800744.95   | 0.15%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                                    | Arcosa, Inc.                                                                    | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |   1457000 | PA      | $1511166.89   | 0.13%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| IRB HOLDING CORP                                              | IRB Holding Corp.                                                               | CUSIP: 44988LAM9<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |   2930267 | PA      | $2941255.09   | 0.25%             | 2030-12-16      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Darktrace PLC                                                 | Darktrace PLC                                                                   | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4947782 | PA      | $4664348.43   | 0.40%             | 2031-10-09      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| SK MOHAWK HOLDINGS, SCS                                       | SK Mohawk Holdings SCS                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37508 | NS      | $356326.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| WIN Waste Innovations Holdings Inc                            | WIN Waste Innovations Holdings, Inc.                                            | CUSIP: 38723BAJ0<br>LEI: 549300DJBUN7Z75R2S83 | Long             | LON              | CORP              | US        |         0 | PA      | $0.03         | 0.00%             | 2028-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PAPA JOHN'S INTERNATIONA                                      | Papa John's International, Inc.                                                 | CUSIP: 698813AA0<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | DBT              | CORP              | US        |   2596000 | PA      | $2497861.08   | 0.21%             | 2029-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Thermostat Purchaser III Inc                                  | Thermostat Purchaser III, Inc.                                                  | CUSIP: 88366MAE4<br>LEI: 254900K7OD47ERJZN242 | Long             | LON              | CORP              | US        |    444073 | PA      | $436579.03    | 0.04%             | 2028-08-31      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| Madison Safety & Flow LLC                                     | Madison Safety & Flow LLC                                                       | CUSIP: 55822DAN1<br>LEI: 5493007D2J7BBIFYBY65 | Long             | LON              | CORP              | US        |    516627 | PA      | $518424.52    | 0.04%             | 2031-09-26      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                  | Novelis Corp.                                                                   | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    523000 | PA      | $501361.92    | 0.04%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Brand Engagement Network Inc                                  | Brand Engagement Network, Inc.                                                  | CUSIP: 104932116<br>LEI: N/A                  | N/A              | DE               |  | US        |     26666 | NS      | $6130.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIPRECRUITER INC                                              | ZipRecruiter, Inc.                                                              | CUSIP: 98980BAA1<br>LEI: 549300HLOVNNFCY2IV80 | Long             | DBT              | CORP              | US        |   2167000 | PA      | $1419734.10   | 0.12%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CLASS C LITIGATION TRUST INTER                                | Litigation Trust                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        | 323595442 | NS      | $32359.54     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                      | Hilton Domestic Operating Co., Inc.                                             | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   1199000 | PA      | $1207323.46   | 0.10%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                              | Purchased USD / Sold EUR                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $4623.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                | Bombardier, Inc.                                                                | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    489000 | PA      | $508307.68    | 0.04%             | 2029-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                                           | Electronic Arts, Inc.                                                           | CUSIP: 67123SAB5<br>LEI: 6488ICS9P20290MA1H31 | Long             | LON              | CORP              | US        |   1553125 | PA      | $1555454.68   | 0.13%             | 2033-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Optimum Communications Inc                                    | Optimum Communications, Inc.                                                    | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |     54000 | NS      | $85320.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                             | Purchased EUR / Sold USD                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |         1 | NC      | $3523.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                        | Cloud Software Group, Inc.                                                      | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    592000 | PA      | $576386.18    | 0.05%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OID-OL Intermediate I LLC                                     | OID-OL Intermediate I LLC                                                       | CUSIP: 67089SAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5685143 | PA      | $3961322.32   | 0.34%             | 2029-02-01      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| ATKORE INC                                                    | Atkore, Inc.                                                                    | CUSIP: 047649AA6<br>LEI: 52990002TI38AM4RPV48 | Long             | DBT              | CORP              | US        |   3459000 | PA      | $3302524.87   | 0.28%             | 2031-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                              | Purchased USD / Sold CAD                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-7819.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers LaSalle Street Lending CLO Ltd | Neuberger Berman Loan Advisers Lasalle Street Lending CLO I Ltd.                | CUSIP: 640977AW4<br>LEI: 549300IDH2882S517E68 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $992431.10    | 0.09%             | 2036-10-25      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                                                 | Open Text Holdings, Inc.                                                        | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1351282.65   | 0.12%             | 2030-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| RealPage Inc                                                  | RealPage, Inc.                                                                  | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |   5541049 | PA      | $5432666.13   | 0.47%             | 2028-04-24      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| MAXAM PRILL SARL                                              | Maxam Prill SARL                                                                | CUSIP: 57779MAA8<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |   3866000 | PA      | $4011543.30   | 0.34%             | 2030-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CINEWORLD                                                     | Cineworld Group PLC                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    191081 | NS      | $3979835.07   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Ardonagh Midco 3 PLC                                          | Ardonagh Midco 3 PLC                                                            | CUSIP: 000000000<br>LEI: 254900YP2E642AGM4G32 | Long             | LON              | CORP              | AU        |   4919677 | PA      | $4863322.14   | 0.42%             | 2031-02-15      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                      | USA Compression Partners LP/USA Compression Finance Corp.                       | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1116000 | PA      | $1126776.10   | 0.10%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                               | Venture XXVIII CLO Ltd., 2017-28A, Rule 144A                                    | CUSIP: 92331BAA0<br>LEI: 54930010DKR017G3JK24 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $250890.25    | 0.02%             | 2030-07-20      | Floating      | 10.09%                | No            |                  2 | On Loan: No      |
| METHANEX US OPERATIONS                                        | Methanex U.S. Operations, Inc.                                                  | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1571000 | PA      | $1617498.46   | 0.14%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                        | Purchased GBP / Sold USD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |         1 | NC      | $434.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EOLO SPA                                                      | Eolo SpA                                                                        | CUSIP: 000000000<br>LEI: 81560046D0F489B08569 | Long             | DBT              | CORP              | IT        |   3360000 | PA      | $3448757.39   | 0.30%             | 2028-10-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                                  | State Street Institutional U.S. Government Money Market Fund , 3.629%           | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |   4939012 | NS      | $4939011.54   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Ineos US Finance LLC                                          | Ineos U.S. Finance LLC                                                          | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |   1341284 | PA      | $1252424.27   | 0.11%             | 2030-02-18      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                  | SM Energy Co.                                                                   | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   7995000 | PA      | $8389497.29   | 0.72%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS                                       | Surgery Center Holdings, Inc.                                                   | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |   1358000 | PA      | $1356034.68   | 0.12%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                      | First Quantum Minerals Ltd.                                                     | CUSIP: 335934AU9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   1393000 | PA      | $1454207.39   | 0.12%             | 2031-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| LRS Holdings LLC                                              | LRS Holdings LLC                                                                | CUSIP: 50205HAC4<br>LEI: 2549000MQSLNQZB32779 | Long             | LON              | CORP              | US        |   1880362 | PA      | $1863908.59   | 0.16%             | 2028-08-31      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| SUNRISE FINCO I BV                                            | Sunrise FinCo I BV                                                              | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |   1530000 | PA      | $1470773.70   | 0.13%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                              | Purchased USD / Sold EUR                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $496.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASTRA ACQUISITION CORP                                        | Astra Acquisition Corp.                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     11248 | NS      | $112480.00    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-22

**Name of Applicant:** CREDIT SUISSE OPPORTUNITY FUNDS

**Signature:** Rose-Ann Bubloski

**Name of Signer:** Rose-Ann Bubloski

**Title:** Director