# EDGAR Filing Document

**Accession Number:** 0001028621
**File Stem:** 0001752724-23-038586
**Filing Date:** 2023-2
**Character Count:** 177499
**Document Hash:** 3e9ada4f15225647ea23338b5d8a7754
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-038586.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001752724-23-038586

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20230331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** METROPOLITAN WEST FUNDS
- **CENTRAL INDEX KEY:** 0001028621
- **IRS NUMBER:** 000000000
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07989
- **FILM NUMBER:** 23664520

**BUSINESS ADDRESS:**
- **STREET 1:** METROPOLITAN WEST ASSET MANAGEMENT
- **STREET 2:** 865 S. FIGUEROA STREET, SUITE 1800
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90017
- **BUSINESS PHONE:** 213-244-0000

**MAIL ADDRESS:**
- **STREET 1:** METROPOLITAN WEST ASSET MANAGEMENT
- **STREET 2:** 865 S. FIGUEROA STREET, SUITE 1800
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90017

## Series and Classes Contracts Data

### Metropolitan West Floating Rate Income Fund (Series ID: S000041255)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000127912 | Class M      | MWFRX           |
| C000127913 | Class I      | MWFLX           |
| C000225334 | Plan Class   | MWFPX           |

## Nport-Ex

# Floating Rate Income Fund
Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Issues | Maturity Date | Principal Amount | Value | Issues | Maturity Date | Principal Amount | Value |
| --- | --- | --- | --- | --- | --- | --- | --- |
| BONDS = 90.70% |  |  |  | BANK LOANS (continued) |  |  |  |
| ASSET-BACKED SECURITIES - 0.30%** |  |  |  | Communications (continued) |  |  |  |
| AMMC CLO 18 Ltd., |  |  |  | Term Loan BS, 1st Lien |  |  |  |
| Series 2018-18A, Class BR |  |  |  | (LIBOR plus 2.50%) |  |  |  |
| (Cayman Islands) |  |  |  | 6.82% | 04/15/27 2 | $977,387 | $875,983 |
| (LIBOR USD 3-Month plus 1.60%) |  |  |  |  |  |  |  |

1/ December 2022

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Issues | Maturity Date | Principal Amount | Value | Issues | Maturity Date | Principal Amount | Value |
| --- | --- | --- | --- | --- | --- | --- | --- |
| BASIC LIABILITIES (continued) |  |  |  | BASIC LIABILITIES (continued) |  |  |  |
| Communications (continued) |  |  |  | Consumer Discretionary (continued) |  | 500,000 | 428,595 |
| ASSETS (continued) |  |  |  | ASSETS (continued) |  |  |  |
| Accumulated - 30.0% |  |  |  | ASSETS (continued) |  |  |  |
| Current (see 6.30%) |  |  |  | ASSETS (continued) |  |  |  |
| Term Loans 1st Lien | 12/20/24 | $475,000 | $359,615 | 1st Lien | 12/20/24 | $1,000,000 | $1,000,000 |

December 2022 / 2

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

|  | Maturity | Principal |  |  | Maturity | Principal |  |
| --- | --- | --- | --- | --- | --- | --- | --- |
| Term Loan, 1st Lien | 04/30/26 | 461,302 | 453,615 | Term Loan, 2nd Lien | 04/30/26 | 465,000 | 433,439 |
| (1st Lien, 2nd Lien, 3rd Lien, 4th Lien) |  |  |  | (1st Lien, 2nd Lien, 3rd Lien, 4th Lien) |  |  |  |
| Term Loan, 1st Lien, 2nd Lien, 3rd Lien, 4th Lien | 01/31/26 | 981,832 | 912,289 | Firm Loan, 1st Lien, 2nd Lien, 3rd Lien, 4th Lien | 01/31/26 | 465,000 | 433,439 |
| Term Loan, 1st Lien, 2nd Lien, 3rd Lien, 4th Lien |  |  |  | Firm Loan, 1st Lien, 2nd Lien, 3rd Lien, 4th Lien |  |  |  |
| Term Loan, 1st Lien, 2nd Lien, 3rd Lien, 4th Lien | 03/30/27 | 1,354,533 | 1,288,838 | Term Loan, 1st Lien, 2nd Lien, 3rd Lien, 4th Lien | 03/30/27 | 465,000 | 433,439 |
| (1st Lien, 2nd Lien, 3rd Lien, 4th Lien) |  |  |  | (1st Lien, 2nd Lien, 3rd Lien, 4th Lien) |  |  |  |
| Term Loan, 1st Lien, 2nd Lien, 3rd Lien, 4th Lien | 1/31/28 | $1,087,785 | $1,742,453 | Term Loan, 1st Lien, 2nd Lien, 3rd Lien, 4th Lien | 1/31/28 | $1,087,785 | $1,742,453 |

Floating Rate Income Fund

3 / December 2022

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

|  | Maturity | Principal |  |  | Maturity | Principal |  |
| --- | --- | --- | --- | --- | --- | --- | --- |
| Term Loan to Lg/Gen |  |  |  | Term Loan to Lg/Gen |  |  |  |
| (Maturity and Capitalized) |  |  |  | (Maturity and Capitalized) |  |  |  |
| Term Loan to Lg/Gen | 02/30/28 | 250,000 | 208,532 | Form (10% of total) | 04/09/28 | 2,499,535 | 2,385,039 |
| Term Loan to Lg/Gen | 01/31/28 | 148,026 | 143,215 | Form (10% of total) |  |  |  |
| Term Loan to Lg/Gen |  |  |  | Term Loan to Lg/Gen |  |  |  |
| (L/30/2022) | 03/15/27 | 1,100,000 | 1,107,000 | (L/30/2022) | 04/07/28 | 250,000 | 239,062 |
| Term Loan to Lg/Gen | 02/30/28 | $1,104,076 | $1,105,000 | Delos Balance | 03/31/28 | $1,497,076 | $1,475,000 |

Floating Rate Income Fund

December 2022 / 4

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| 03/09/21 | 496,250 | 424,213 | 1,000,000 |
| 04/01/21 | 495,000 | 22,648,882 | 1,000,000 |
| 05/01/21 | 495,000 | 3,697,547 | 3,993,924 |
| 06/01/21 | 495,000 | 3,697,547 | 3,993,924 |
| 07/01/21 | 495,000 | 3,697,547 | 3,993,924 |
| 08/01/21 | 495,000 | 3,697,547 | 3,993,924 |
| 09/01/21 | 495,000 | 3,697,547 | 3,993,924 |
| 10/01/21 | 495,000 | 3,697,547 | 3,993,924 |

| Activity | Principal |
| --- | --- |
| 01/01/21 | 1,000,000 |
| 02/01/21 | 1,416,370 |
| 03/01/21 | 1,383,971 |
| 04/01/21 | 2,000,000 |

| Activity | Principal |
| --- | --- |
| 01/01/21 | 1,416,370 |
| 02/01/21 | 1,383,971 |
| 03/01/21 | 2,000,000 |

# Floating Rate Income Fund

5 / December 2022

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Maturity | Principal |  | Maturity | Principal |  |
| --- | --- | --- | --- | --- | --- |
| 2022/12/31 | 1,000,000 | 1,001,125 | 2022/12/31 | 1,000,000 | 1,001,125 |
| 2022/12/31 | 495,789 | 495,778 | 2022/12/31 | 495,789 | 495,778 |
| 2022/12/31 | 1,997,717 | 1,994,179 | 2022/12/31 | 2,625,800 | 2,353,900 |
| 2022/12/31 | 849,537 | 902,103 | 2022/12/31 |  |  |
| 2022/12/31 | 520,941 | 294,835 | 2022/12/31 |  |  |
| 2022/12/31 | 1,965,135 | 1,963,956 | 2022/12/31 | 1,800,000 | 1,800,000 |
| 2022/12/31 | 1,965,135 | 1,963,956 | 2022/12/31 | 1,800,000 | 1,800,000 |

# Floating Rate Income Fund

![img-0.jpeg](img-0.jpeg)

December 2022 / 6

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| 09/07/23 | 1,662,543 | 1,724,831 | 1,947,000 |
| 09/08/23 | 1,462,543 | 1,739,399 | 1,956,000 |
| 09/09/23 | 1,300,000 | 1,682,949 | 1,965,000 |
| 09/10/23 | 1,391,572 | 1,335,909 | 1,974,000 |
| 09/11/23 | 1,966,437 | 1,783,909 | 1,974,000 |
| 09/12/23 | 1,376,000 | 1,664,000 | 1,969,000 |

# Floating Rate Income Fund

7 / December 2022

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| 01/23/25 | 907,284 | 10/19/26 | 440,000 |
| 01/23/25 | 408,594 | 10/19/26 | 1,234,293 |
| 01/23/25 | 1,983,004 | 10/19/26 | 1,459,009 |
| 01/23/25 | 48,897,383 | 11/14/26 | 1,322,742 |
| 01/24/25 | 2,000,000 | 11/14/26 | 1,298,568 |
| 05/23/25 | 248,698 | 05/28/26 | 1,495,485 |
| 05/23/25 | $2,364,493 | 05/28/26 | $1,685,328 |

# Floating Rate Income Fund

December 2022 / 8

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| 01/06/23 | 1,477,500 | 1,507,944 | 08/12/23 |
| 01/06/23 | 1,482,589 | 1,482,542 | 08/12/23 |
| 01/06/23 | 1,390,569 | 1,295,383 | 08/12/23 |
| 01/06/23 | 1,203,132 | 1,079,811 | 08/12/23 |
| 01/06/23 | 1,466,004 | 1,438,404 | 04/26/23 |
| 01/06/23 | 2,488,000 | 2,488,000 | 04/26/23 |
|  | $2,488,000 | $2,488,000 | $2,488,000 |

Floating Rate Income Fund

9 / December 2022

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)[{"box_2d": [25, 69, 707, 153], "label": "table", "caption": "

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| 2022/2023 | 2,432,505 | 1,230,392 | 1,230,392 |
| 2023/2024 | 1,800,000 | 1,800,000 | 1,800,000 |
| 2024/2025 | 1,200,000 | 1,200,000 | 1,200,000 |
| 2025/2026 | 1,200,000 | 1,200,000 | 1,200,000 |
| 2026/2027 | 1,200,000 | 1,200,000 | 1,200,000 |
| 2027/2028 | 1,200,000 | 1,200,000 | 1,200,000 |
| 2028/2029 | 1,200,000 | 1,200,000 | 1,200,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |
| 2023/2024 | 1,200,000 |
| 2024/2025 | 1,200,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |
| 2023/2024 | 1,200,000 |
| 2024/2025 | 1,200,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |
| 2023/2024 | 1,200,000 |
| 2024/2025 | 1,200,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |
| 2023/2024 | 1,200,000 |
| 2024/2025 | 1,200,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |
| 2023/2024 | 1,200,000 |
| 2024/2025 | 1,200,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |
| 2023/2024 | 1,200,000 |
| 2024/2025 | 1,200,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |
| 2023/2024 | 1,200,000 |
| 2024/2025 | 1,200,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |
| 2023/2024 | 1,200,000 |
| 2024/2025 | 1,200,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |
| 2023/2024 | 1,200,000 |
| 2024/2025 | 1,200,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |
| 2023/2024 | 1,200,000 |
| 2024/2025 | 1,200,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |
| 2023/2024 | 1,200,000 |
| 2024/2025 | 1,200,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |
| 2023/2024 | 1,200,000 |
| 2024/2025 | 1,200,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |
| 2023/2024 | 1,200,000 |
| 2024/2025 | 1,200,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |
| 2023/2024 | 1,200,000 |
| 2024/2025 | 1,200,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |
| 2023/2024 | 1,200,000 |
| 2024/2025 | 1,200,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |
| 2023/2024 | 1,200,000 |
| 2024/2025 | 1,200,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |
| 2023/2024 | 1,200,000 |
| 2024/2025 | 1,200,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |
| 2023/2024 | 1,200,000 |
| 2024/2025 | 1,200,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |
| 2023/2024 | 1,200,000 |
| 2024/2025 | 1,200,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |
| 2023/2024 | 1,200,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

</table>

| Activity | Principal |
| --- | --- |
| 2022/2023 | 1,800,000 |

"[{"box_2d": [259, 515, 470, 531], "label":":", "table", "Floating Rate Income Fund</td></tr></table>"}]

Floating Rate Income Fund

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Floating Rate Income Fund[{"box_2d": [259, 515, 470, 531], "label": "text", "[Redacted with a.a.]"}]

[Redacted with a.a.]

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[Redacted with a.a.][{"box_2d": [259, 515,

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| UBCR (US$1.00M) |  | UBCR (US$1.00M) | US$1.00M |
| UBCR (US$1.00M) | 1,534,007 | UBCR (US$1.00M) | 1,534,007 |
| UBCR (US$1.00M) | 1,482,000 | UBCR (US$1.00M) | 1,482,000 |
| UBCR (US$1.00M) |  | UBCR (US$1.00M) | 1,482,000 |
| UBCR (US$1.00M) | 1,490,195 | UBCR (US$1.00M) | 1,490,195 |
| UBCR (US$1.00M) | 1,490,195 | UBCR (US$1.00M) | 1,490,195 |

Floating Rate Income Fund

11/ December 2022

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

|  | Maturity | Principal |  |  | Maturity | Principal |  |
| --- | --- | --- | --- | --- | --- | --- | --- |
| Cashflow | 06/02/23 | 744,376 | 713,204 | Cashflow | 06/02/23 | 744,376 | 713,204 |
| Cashflow | 06/02/23 | 1,200,000 | 1,200,000 | Cashflow | 06/02/23 | 1,200,000 | 1,200,000 |
| Cashflow | 06/02/23 | 2,400,202 | 2,400,202 | Cashflow | 06/02/23 | 2,400,202 | 2,400,202 |
| Cashflow | 06/02/23 |  |  | Cashflow | 06/02/23 | 1,000,000 | 928,440 |
| Cashflow | 06/12/24 | 300,941 | 298,183 | Cashflow | 06/12/24 | 300,941 | 298,183 |
| Cashflow | 06/12/24 | 1,000,000 | 1,000,000 | Cashflow | 06/12/24 | 1,000,000 | 1,000,000 |
| Cashflow | 06/12/24 | 1,000,000 | 1,000,000 | Cashflow | 06/12/24 | 1,000,000 | 1,000,000 |
| Cashflow | 06/12/24 | 1,000,000 | 1,000,000 |  |  |  |  |

# Floating Rate Income Fund

![img-0.jpeg](img-0.jpeg)

December 2022 / 12

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Activity | Principal | Total | Total | Total |
| --- | --- | --- | --- | --- |
| 02/05/23 | 1,162,422 | 1,127,815 | 72,364 | 25,806 |
| 03/05/23 | 1,900,000 | 1,863,958 | 1,246,042 | 1,288,038 |
| 03/24/23 | 1,465,042 | 1,303,988 | 1,250,000 | 2,500,000 |
| 03/24/23 | 735,000 | 660,861 |  |  |
| 02/24/23 | $500,000 | $403,204 | 1,011 | $ - |
| 03/05/23 | 900,000 | 901,018 | 1,026,250 | 1,606,250 |
| 10/15/23 | 2,405,250 | 2,361,954 | 1,438,250 | 1,957,500 |

Floating Rate Income Fund

13 / December 2022

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

1. Portfolio has the investment total above is an unfunded related draw term loan.
2. The investment total above is an unfunded related draw term loan.
3. The investment total above is an unfunded related draw term loan.
4. The investment total above is an unfunded related draw term loan.
5. The investment total above is an unfunded related draw term loan.
6. The investment total above is an unfunded related draw term loan.
7. The investment total above is an unfunded related draw term loan.
8. The investment total above is an unfunded related draw term loan.
9. The investment total above is an unfunded related draw term loan.
10. The investment total above is an unfunded related draw term loan.

1. This income exchange security
2. The investment total above is an unfunded related draw term loan.
3. The investment total above is an unfunded related draw term loan.
4. The investment total above is an unfunded related draw term loan.
5. The investment total above is an unfunded related draw term loan.
6. The investment total above is an unfunded related draw term loan.
7. The investment total above is an unfunded related draw term loan.

Floating Rate Income Fund

December 2022 / 14

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

Schedule of November 13, 2022. The investment is accruing an unused commitment fee
($1,000,000.00)

1,000,000.00

1,000,000.00

1,000,000.00

1,000,000.00

1,000,000.00

1,000,000.00

1,000,000.00

1,000,000.00

1,000,000.00

500,000

494,806

1,413,948

1,413,948

1,413,948

1,413,948

1,413,948

1,413,948

1,413,948

1,413,948

Floating Rate Income Fund

SIGNIFICANT ACCOUNTING POLICIES

15 / December 2022

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| 7.68% | 10/15/2021 | 500,000 | 258,685 | SHORT-TERM INVESTMENTS - 8.10% | 50,000 | 41,375 |
| --- | --- | --- | --- | --- | --- | --- |
| 7.68% | 10/15/2021 | 500,000 | 258,685 | SHORT-TERM INVESTMENTS - 8.10% | 50,000 | 41,375 |
| 7.68% | 10/15/2021 | 500,000 | 258,685 | SHORT-TERM INVESTMENTS - 8.10% | 50,000 | 41,375 |

Floating Rate Income Fund

December 2022 / 16

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| 7.25% | 06/15/29 | 250,000 | 244,849 | Credit Suisse Group AG |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |
| Trade Note: All of the Variable rate securities are not based on a published reference |  |  |  | Trade Note: All of the Variable rate securities are not based on a published reference |  |  |  |
| Term Loan B. 1st Lien | 06/15/29 | 500,000 | 41,972 | 0.40% (0.40% - 4.25%) | 07/21/28 | 700,000 | 500,000 |
| (USD) (Pct. 0.25%) |  |  |  | 0.40% (0.40% - 4.25%) | 06/11/29 | 2,400,000 | 2,400,000 |
| 0.50% | 11/24/28 | 885,500 | 862,923 | 8.63% | 08/21/28 | 1,454,657 | 1,454,657 |
| 0.50% | 11/24/28 | 885,500 | 862,923 | NAB Holdings, LLC. |  |  | 14,500,000 |
| Cardland Holding Corp. LLC. |  |  | 601,965 | Cash and cash equivalents at 0.50% |  |  |  |
| Term Loan B. 1st Lien |  |  |  | Cash and cash equivalents at 0.50% |  |  |  |
| (USD) (Pct. 0.50%) |  |  |  | Cash and cash equivalents at 0.50% |  |  |  |
| 0.50% | 11/24/28 | 885,500 | 862,923 | Cash and cash equivalents at 0.50% |  |  |  |
| Herewith |  |  |  | 4.50% | 06/18/28 | 14,500,000 | 14,500,000 |

![img-1.jpeg](img-1.jpeg)

![img-2.jpeg](img-2.jpeg)

______

17 / December 2022

| Investment | CHANGE CONTRACT | 250,000 | 202,265 |
| --- | --- | --- | --- |
| LiabOR plc | 554,000 | USD 601,005 |  |
| Retail | Age 1,000 | 2,345,000 | USD 622,1984,720 |
| McNabets Ccn | Accrued discounts/premiums | 32,239,095 |  |
| 7.88% | Premiums | 250,000 | 187,487 |
| Transportation | 2.88% |  |  |
| Total Commercial | 1.19% | EUR 1,168,000 |  |

| Intelsat Jackson Holdings SA, |  |  |
| --- | --- | --- |
| 2400 Lalan St. 1st Lain |  | 19,671,930 |
| (USD 4.00%) |  |  |
| Total | 01/13/23 | 1,560,000 |
| Total | 01/13/23 | 1,560,000 |
| Total | 01/13/23 | 1,560,000 |
| Total | 01/13/23 | 1,560,000 |
| Total | 01/13/23 | 1,560,000 |
| Total | 01/13/23 | 1,560,000 |

| Total Investments - 99.01% | 01/13/23 | 1,560,000 |
| --- | --- | --- |
| (Cost $387,892,071) |  |  |
| Goldman Sachs International | 01/13/23 | (168,496) |
| Finance - 0.25% |  | (50,000,70) |

(Cost $6,275,711)
NET UNREALIZED DEPRECIATION
Subtotal - 1.00%
Subtotal - 1.00%
U.S. Finance, Inc.
(Cost $367,350,000) - 1.00% of Total 3**
Long-Term Investment:
- Assets Out of Cost 3**
- Assets Out of Securities
Balance as of
COMMON STOCK - 1.00%
- 1.00% of Total 3, 2022
Communications - 1.00%
Corporates

| 5,110,402 | Net unrealized depreciation on unfunded commitments | 500,100 | $ | 10,500,000 |
| --- | --- | --- | --- | --- |
| $10,500,000 | 10,500,000 | (1,921,000) |  | 10,500,000 |
| 497,500 | 335,496,816 | Cash and Other Assets, Less Liabilities - 1.01% |  | 19,000,000 |
|  |  | Net Assets - 100.00% |  | $369,558,864 |
|  |  | 1,122,478 |  | 1,122,478 |
|  |  | 927,434,546 | 1,757,500 | 379,192,136 |
|  |  | Securities exempt from registration under Rule 14(a)(1)(iii)(iii)(iii)(iii) as amended. The securities may be resold in transactions exempt from registration normally to qualified investment buyers. |  | 5,110,402 |

Intellal Emergence SA$^{17,4,15}$

The Interim Report is a report of the Interim Report on the date of December 31, 2022, and is not to be included in the report of the Interim Report on the date of December 31, 2022.

Current and Current Report: 233,020 Foreign denominated on 13,808

Total Common Stock

(Cost $32,507)

| Assets: |  |  |  |
| --- | --- | --- | --- |
| Foreign currency exchange contracts | - | 24,487 | - 24,487 |
| Liabilities: |  |  |  |
| Foreign currency exchange contracts | - | (68,470) | - (68,470) |

| Total |  | $30,205,313 | $333,637,251 | $1,991,410 | $365,833,974 |
| --- | --- | --- | --- | --- | --- |
| Fair Value Measurements |  |  |  |  |  |
| Bank Loans | $1,757,590 | Third-Party Vendor | Vendor Prices | $64.17 - $81.83 | $76.15 Increase |
| Common Stock | $233,820 | Third-Party Vendor | Vendor Prices | $24.20 | $24.20 Increase |
| Corporate Securities | $- | Broker Quote | Offered Quote | $- | $- Increase |
| Rights | $- | Broker Quote | Offered Quote | $- | $- Increase |

| NMN Holdings III Corp., Delayed-Draw Term Loan, 1st Lien | November 2025 | $ | 223,763 | $ | (31,663) |
| --- | --- | --- | --- | --- | --- |
| Refficiency Holdings LLC, Delayed-Draw Term Loan, 1st Lien | December 2027 |  | 98,660 |  | (5,490) |
| Al Aqua Merger Sub, Inc., Delayed-Draw Term Loan B, 1st Lien | July 2028 |  | 139,877 |  | (8,272) |
| AthenaHealth Group, Inc., Delayed-Draw Term Loan B, 1st Lien | February 2029 |  | 106,817 |  | (19,358) |
| Dermatology Intermediate Holdings, Inc., Delayed-Draw Term Loan, 1st |  |  |  |  |  |

Lies
Element Materials Technology Group U.S. Holdings, Inc., Delayed-Draw
Term Loan B, 1st Lien
Total Unfunded Commitments

| April 2029 | 30,881 | (711) |
| --- | --- | --- |
| June 2029 | 464,014 | 593 |
|  | $1,154,012 | $(64,901) |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** METROPOLITAN WEST FUNDS

- **b. Investment Company Act file number:** 811-07989

- **c. CIK number of Registrant:** 0001028621

- **d. LEI of Registrant:** 549300KGDNJW6FXNDC82

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

  - **Street Address 1:** 865 South Figueroa Street

  - **City:** Los Angeles

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 90017

  - **Telephone number:** 800-241-4671

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

- **a. Name of Series:** Metropolitan West Floating Rate Income Fund

- **b. EDGAR series identifier (if any):** S000041255

- **c. LEI of Series:** 5493003QIQXX0RZEMR70

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

- **a. Date of fiscal year-end:** 2023-03-31

- **b. Date as of which information is reported:** 2022-12-30

**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:** $384612629.75

**Total Liabilities:** $16827030.05

**Net Assets:** $367785599.70

**Cash Not Reported:** $7124933.82

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 25.70452000 | **1-Year:** 1466.18847000 | **5-Year:** 2606.80744000 | **10-Year:** 93.76311000 | **30-Year:** 0.00000000

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

- **3-Month:** 62.60951000 | **1-Year:** 37789.42007000 | **5-Year:** 40788.70606000 | **10-Year:** 6.88973000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000225334 | 0.63%                | 0.94%                | 0.32%                |
| Class ID C000127912 | 0.47%                | 1.03%                | 0.31%                |
| Class ID C000127913 | 0.49%                | 1.04%                | 0.33%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-6082682.36             | $5979283.78                                |
| Month 2  | $-421111.06              | $1919736.23                                |
| Month 3  | $-1038705.22             | $-282019.37                                |

**Designated Index Information**

- **Index Name:** S&P/LSTA Leveraged Loan Index

- **Index Identifier:** SPLSTA

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Cyxtera DC Holdings Inc                                | Cyxtera DC Holdings Inc                                | CUSIP: 19633FAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    500000 | PA      | $428595.00    | 0.12%             | 2024-05-01      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| Diamond Sports Group LLC                               | Diamond Sports Group LLC                               | CUSIP: 25277BAG3<br>LEI: 5493002K6DHWNZH8YA34 | Long             | LON              | CORP              | US        |    167414 | PA      | $21485.12     | 0.01%             | 2026-08-24      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                               | Allison Transmission Inc                               | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41375.00     | 0.01%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Crown Finance US Inc                                   | Crown Finance US Inc                                   | CUSIP: 22834KAL5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1779862 | PA      | $1752799.61   | 0.48%             | 2023-09-07      | Floating      | 14.35%                | No            |                  2 | On Loan: No      |
| Alterra Mountain Company                               | Alterra Mountain Co                                    | CUSIP: 46124CAJ6<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |   1226894 | PA      | $1215011.47   | 0.33%             | 2028-08-17      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                   | Bank of America Corp                                   | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $453709.32    | 0.12%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Pelican Products Inc                                   | Pelican Products Inc                                   | CUSIP: 70468BAC7<br>LEI: 5493008CRWH2WFODTF44 | Long             | LON              | CORP              | US        |   1488750 | PA      | $1347318.75   | 0.37%             | 2028-12-29      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| NEP Group Inc                                          | NEP Group Inc                                          | CUSIP: 62908HAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    247500 | PA      | $216718.43    | 0.06%             | 2025-10-20      | Floating      | 10.50%                | No            |                  2 | On Loan: No      |
| Acrisure LLC                                           | Acrisure LLC                                           | CUSIP: 00488PAL9<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |   2944508 | PA      | $2770207.72   | 0.75%             | 2027-02-15      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| ADMI Corp                                              | ADMI Corp                                              | CUSIP: 00709LAF4<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |    955138 | PA      | $902084.70    | 0.25%             | 2025-04-30      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| Plaze Inc                                              | Plaze Inc                                              | CUSIP: 72819QAN2<br>LEI: 54930069WJQSNERFIV02 | Long             | LON              | CORP              | US        |    491250 | PA      | $440896.87    | 0.12%             | 2026-08-03      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Dodge Construction Network LLC                         | Dodge Data & Analytics LLC                             | CUSIP: 25646CAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    995000 | PA      | $788537.50    | 0.21%             | 2029-02-23      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| Heartland Dental LLC                                   | Heartland Dental LLC                                   | CUSIP: 42236WAH0<br>LEI: 5493008FRC0GRKBN1075 | Long             | LON              | CORP              | US        |   1469285 | PA      | $1361659.73   | 0.37%             | 2025-04-30      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Azalea TopCo Inc                                       | Azalea Topco Inc                                       | CUSIP: 29102TAF9<br>LEI: 549300HC42NZULO53062 | Long             | LON              | CORP              | US        |    496250 | PA      | $457790.63    | 0.12%             | 2026-07-24      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Med ParentCo LP                                        | MED ParentCo LP                                        | CUSIP: 58401DAC8<br>LEI: 549300660CLPRNK19Z91 | Long             | LON              | CORP              | US        |   1454657 | PA      | $1247935.96   | 0.34%             | 2026-08-31      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| CCI Buyer Inc                                          | CCI Buyer Inc                                          | CUSIP: 12510EAC1<br>LEI: 254900TMV7DAFRQALU04 | Long             | LON              | CORP              | US        |    976282 | PA      | $935277.81    | 0.25%             | 2027-12-17      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| DTI Holdco, Inc.                                       | DTI Holdco Inc                                         | CUSIP: 23358EAF6<br>LEI: 549300QQVMUL3P8XVJ27 | Long             | LON              | CORP              | US        |   1995000 | PA      | $1842881.25   | 0.50%             | 2029-04-26      | Floating      | 8.84%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                 | Bank of New York Mellon Corp/The                       | CUSIP: 06406RAB3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    500000 | PA      | $470162.46    | 0.13%             | 2028-02-07      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| 8th Avenue Food & Provisions Inc                       | 8th Avenue Food & Provisions Inc                       | CUSIP: 28253PAE9<br>LEI: 549300PBCACU45IZ2V05 | Long             | LON              | CORP              | US        |    493750 | PA      | $415779.47    | 0.11%             | 2025-10-01      | Floating      | 9.13%                 | No            |                  2 | On Loan: No      |
| Wrench Group LLC                                       | Wrench Group LLC                                       | CUSIP: 98215PAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2221228 | PA      | $2147660.98   | 0.58%             | 2026-04-30      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| Match Group Inc                                        | Match Group Holdings II LLC                            | CUSIP: 57665VAF4<br>LEI: 5493003RFFE030RC9167 | Long             | LON              | CORP              | US        |   1000000 | PA      | $983125.00    | 0.27%             | 2027-02-13      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| VT Topco Inc                                           | VT Topco Inc                                           | CUSIP: 39355YAC8<br>LEI: 5493007T812R37X02Y38 | Long             | LON              | CORP              | US        |   1685488 | PA      | $1635100.26   | 0.44%             | 2025-08-01      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Whatabrands LLC                                        | Whatabrands LLC                                        | CUSIP: 96244UAF4<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |   1482513 | PA      | $1436184.04   | 0.39%             | 2028-08-03      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| NEP Group Inc                                          | NEP Group Inc                                          | CUSIP: 62908HAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    479028 | PA      | $415357.87    | 0.11%             | 2025-10-20      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Applovin Corporation                                   | AppLovin Corp                                          | CUSIP: 03835EAF1<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | LON              | CORP              | US        |    997500 | PA      | $950118.75    | 0.26%             | 2028-10-25      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC               | Amentum Government Services Holdings LLC               | CUSIP: 57776DAE3<br>LEI: 5493008CT6B5L54YSE94 | Long             | LON              | CORP              | US        |   2743125 | PA      | $2679690.23   | 0.73%             | 2029-02-15      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| Phoenix Newco Inc                                      | Phoenix Newco Inc                                      | CUSIP: 71911KAC8<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |   2487500 | PA      | $2401134.00   | 0.65%             | 2028-11-15      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Vaco Holdings LLC                                      | Vaco Holdings LLC                                      | CUSIP: 000000000<br>LEI: 54930076HTNXBP03T379 | Long             | LON              | CORP              | US        |    985025 | PA      | $953420.59    | 0.26%             | 2029-01-19      | Floating      | 9.73%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                            | Asurion LLC                                            | CUSIP: 04649VBB5<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    498750 | PA      | $446256.56    | 0.12%             | 2028-08-21      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| Dreyfus Government Cash Management                     | Dreyfus Government Cash Management                     | CUSIP: 262006208<br>LEI: 5493000Q69I5Q3QZIA91 | Long             | STIV             | RF                | US        |   5765000 | NS      | $5765000.00   | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Arnotts Biscuits Limited                               | Snacking Investments Bidco Pty Ltd                     | CUSIP: 000000000<br>LEI: 254900AD4L6DCZFKHI06 | Long             | LON              | CORP              | AU        |   1228616 | PA      | $1200972.53   | 0.33%             | 2026-12-18      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| Heartland Dental LLC                                   | Heartland Dental LLC                                   | CUSIP: 42236WAQ0<br>LEI: 5493008FRC0GRKBN1075 | Long             | LON              | CORP              | US        |      2503 | PA      | $2332.29      | 0.00%             | 2025-04-30      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                             | Fertitta Entertainment LLC/NV                          | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |   1977525 | PA      | $1884096.93   | 0.51%             | 2029-01-26      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| E2Open LLC                                             | E2open LLC                                             | CUSIP: 26826YAB8<br>LEI: 549300WF2BZODU55DR56 | Long             | LON              | CORP              | US        |    208876 | PA      | $205678.50    | 0.06%             | 2028-02-04      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Charter Next Generation, Inc.                          | Charter Next Generation Inc                            | CUSIP: 16125TAJ1<br>LEI: 549300KRNU8RNVGYXG75 | Long             | LON              | CORP              | US        |   1246827 | PA      | $1213418.67   | 0.33%             | 2027-12-01      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings Inc                               | Trident TPI Holdings Inc                               | CUSIP: 00216EAE9<br>LEI: 549300TPLK304J3RNC85 | Long             | LON              | CORP              | US        |    867019 | PA      | $834661.49    | 0.23%             | 2028-09-15      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Ensemble RCM LLC                                       | Ensemble RCM LLC                                       | CUSIP: 29359BAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    978576 | PA      | $969402.29    | 0.26%             | 2026-08-03      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Coral US Co-Borrower LLC                               | Coral-US Co-Borrower LLC                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2250000 | PA      | $2183062.50   | 0.59%             | 2028-01-31      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                                | Zayo Group Holdings Inc                                | CUSIP: 98919XAB7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |   1504276 | PA      | $1225263.15   | 0.33%             | 2027-03-09      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Pre Paid Legal Services Inc                            | Pre-Paid Legal Services Inc                            | CUSIP: 74006LAS1<br>LEI: 549300DKH5WJ2J8QU878 | Long             | LON              | CORP              | US        |   2481250 | PA      | $2391751.31   | 0.65%             | 2028-12-15      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco Us Inc.                                  | Neptune Bidco US Inc                                   | CUSIP: 64069JAC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |    500000 | PA      | $448127.50    | 0.12%             | 2029-04-11      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| DirectV Financing LLC                                  | Directv Financing LLC                                  | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1043544 | PA      | $1018217.15   | 0.28%             | 2027-08-02      | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| BIFM US Finance LLC                                    | Bifm CA Buyer Inc                                      | CUSIP: 000000000<br>LEI: 5493004RP2P0NY84N260 | Long             | LON              | CORP              | CA        |    980243 | PA      | $938582.24    | 0.26%             | 2026-06-01      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                               | Intercontinental Exchange Inc                          | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $483268.65    | 0.13%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Carestream Dental Equipment Inc                        | Carestream Dental Inc                                  | CUSIP: 14173MAF0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1564013 | PA      | $1556192.97   | 0.42%             | 2024-09-01      | Floating      | 8.88%                 | No            |                  2 | On Loan: No      |
| Imperva Inc                                            | Imperva Inc                                            | CUSIP: 45321NAD8<br>LEI: 549300204GJIBLPF1S81 | Long             | LON              | CORP              | US        |   1249027 | PA      | $1026700.04   | 0.28%             | 2026-01-12      | Floating      | 8.59%                 | No            |                  2 | On Loan: No      |
| MH Sub I, LLC                                          | MH Sub I LLC                                           | CUSIP: 45567YAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2307028 | PA      | $2246884.04   | 0.61%             | 2024-09-13      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Woof Holdings Inc                                      | Woof Holdings Inc                                      | CUSIP: 98082EAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    987406 | PA      | $934332.53    | 0.25%             | 2027-12-21      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| Meridianlink, Inc.                                     | MeridianLink Inc                                       | CUSIP: 58984LAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    490013 | PA      | $472710.19    | 0.13%             | 2028-11-10      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Terrier Media Buyer Inc                                | CMG Media Corp                                         | CUSIP: 88145LAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1008736 | PA      | $947313.71    | 0.26%             | 2026-12-17      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Hyland Software Inc                                    | Hyland Software Inc                                    | CUSIP: 44908XAT5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    744171 | PA      | $735706.03    | 0.20%             | 2024-07-01      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                | HCA Inc                                                | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494806.31    | 0.13%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ineos US Petrochem LLC                                 | INEOS US Petrochem LLC                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1231250 | PA      | $1212781.25   | 0.33%             | 2026-01-29      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Dave & Buster's Inc                                    | Dave & Buster's Inc                                    | CUSIP: 23833EAV6<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |   1496250 | PA      | $1491110.38   | 0.41%             | 2029-06-29      | Floating      | 9.44%                 | No            |                  2 | On Loan: No      |
| Chobani LLC                                            | Chobani LLC                                            | CUSIP: 17026YAH2<br>LEI: 549300ISVDMZ91KNTR38 | Long             | LON              | CORP              | US        |    968795 | PA      | $953855.71    | 0.26%             | 2027-10-25      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Geon Performance Solutions LLC                         | Geon Performance Solutions LLC                         | CUSIP: 37254YAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1185000 | PA      | $1155375.00   | 0.31%             | 2028-08-18      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| Premise Health Holding Corp                            | Premise Health Holding Corp                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2099494 | PA      | $2036509.05   | 0.55%             | 2025-07-10      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Option Care Health Inc                                 | Option Care Health Inc                                 | CUSIP: 68404YAB0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | LON              | CORP              | US        |   1980000 | PA      | $1968862.50   | 0.54%             | 2028-10-27      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Osmosis Buyer Limited                                  | AI Aqua Merger Sub Inc                                 | CUSIP: 00132UAM6<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |    148148 | PA      | $139876.30    | 0.04%             | 2028-07-31      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| Electron Bidco Inc.                                    | Electron Bidco Inc                                     | CUSIP: 28542CAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    992500 | PA      | $967811.56    | 0.26%             | 2028-11-01      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| Dermatology Intermediate Holdings III, Inc.            | Dermatology Intermediate Holdings III Inc              | CUSIP: 24982LAD7<br>LEI: 254900GUIR9SP64DNR96 | Long             | LON              | CORP              | US        |    283465 | PA      | $277086.62    | 0.08%             | 2029-04-02      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| New Trojan Parent Inc                                  | New Trojan Parent Inc                                  | CUSIP: 64900YAB8<br>LEI: 254900KQOFMPF9290333 | Long             | LON              | CORP              | US        |   1477500 | PA      | $1037943.75   | 0.28%             | 2028-01-06      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| Golden Entertainment Inc                               | Golden Entertainment Inc                               | CUSIP: 38101JAC0<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | LON              | CORP              | US        |   1078125 | PA      | $1076777.34   | 0.29%             | 2024-10-21      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| Lsf11 A5 Holdco LLC                                    | LSF11 A5 HoldCo LLC                                    | CUSIP: 50216YAB6<br>LEI: 254900FPK7P5WNA66Y10 | Long             | LON              | CORP              | US        |   1488750 | PA      | $1441854.38   | 0.39%             | 2028-10-15      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| National CineMedia LLC                                 | National CineMedia LLC                                 | CUSIP: 63530VAJ7<br>LEI: 7LJEQIVQVLNGS4X6T547 | Long             | LON              | CORP              | US        |   1236873 | PA      | $314852.31    | 0.09%             | 2025-06-20      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| Precision Medicine Group LLC                           | Precision Medicine Group LLC                           | CUSIP: 74028HAE5<br>LEI: 5493005RG0LYTBKL8W81 | Long             | LON              | CORP              | US        |   2815883 | PA      | $2625810.98   | 0.71%             | 2027-11-18      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| TKC Holdings Inc                                       | TKC Holdings Inc                                       | CUSIP: 87256FAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    973571 | PA      | $819625.45    | 0.22%             | 2028-05-15      | Floating      | 9.89%                 | No            |                  2 | On Loan: No      |
| Northwest Fiber LLC                                    | Northwest Fiber LLC                                    | CUSIP: 66743UAE6<br>LEI: 254900LE3FBC16P2QY79 | Long             | LON              | CORP              | US        |    282395 | PA      | $274911.45    | 0.07%             | 2027-04-30      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| Filtration Group Corporation                           | Filtration Group Corp                                  | CUSIP: 31732FAR7<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |    498741 | PA      | $490842.99    | 0.13%             | 2028-10-21      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                                | Zayo Group Holdings Inc                                | CUSIP: 98919XAE1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |    496250 | PA      | $414212.43    | 0.11%             | 2027-03-09      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Applovin Corporation                                   | AppLovin Corp                                          | CUSIP: 03835EAC8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | LON              | CORP              | US        |   1000000 | PA      | $965520.00    | 0.26%             | 2025-08-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Triton Water Holdings Inc                              | Triton Water Holdings Inc                              | CUSIP: 89678QAB2<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | LON              | CORP              | US        |   1473270 | PA      | $1375113.72   | 0.37%             | 2028-03-31      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                  | HUB International Ltd                                  | CUSIP: 44332EAV8<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |   1250000 | PA      | $1238543.75   | 0.34%             | 2029-11-10      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| Telenet Financing USD LLC                              | Telenet Financing USD LLC                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    500000 | PA      | $487875.00    | 0.13%             | 2028-04-28      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Phoenix Guarantor Inc                                  | Phoenix Guarantor Inc                                  | CUSIP: 71913BAH5<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |   1963772 | PA      | $1852632.20   | 0.50%             | 2026-03-05      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| ADMI Corp                                              | ADMI Corp                                              | CUSIP: 00709LAH0<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |   1231250 | PA      | $1120129.69   | 0.30%             | 2027-12-23      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| American Money Management Corp                         | AMMC CLO 18 Ltd                                        | CUSIP: 001746AQ9<br>LEI: 549300F8C2GVHBFFH173 | Long             | ABS-CBDO         | CORP              | KY        |   1165000 | PA      | $1122477.50   | 0.31%             | 2031-05-26      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Acuris Finance US Inc                                  | Acuris Finance US Inc                                  | CUSIP: 00510DAB0<br>LEI: 213800PHEXJH1L7ZN896 | Long             | LON              | CORP              | US        |    677083 | PA      | $666927.08    | 0.18%             | 2028-02-16      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| LSCS Holdings Inc                                      | LSCS Holdings Inc                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2425500 | PA      | $2323932.19   | 0.63%             | 2028-12-16      | Floating      | 8.88%                 | No            |                  2 | On Loan: No      |
| WMG Acquisition Corp                                   | WMG Acquisition Corp                                   | CUSIP: 92929LAX6<br>LEI: 549300NAS11NXI33CP80 | Long             | LON              | CORP              | US        |   1000000 | PA      | $992915.00    | 0.27%             | 2028-01-20      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| CDK Global Inc                                         | Central Parent Inc                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1650000 | PA      | $1637905.50   | 0.45%             | 2029-07-06      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| Sitel Group                                            | Sitel Worldwide Corp                                   | CUSIP: 82981MAC6<br>LEI: 5493007DS8CM3ZGION43 | Long             | LON              | CORP              | US        |    488788 | PA      | $483777.61    | 0.13%             | 2028-08-28      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP                           | Scientific Games Holdings LP                           | CUSIP: 80875CAB3<br>LEI: 549300W5GPFXXB6TQ330 | Long             | LON              | CORP              | US        |   2004000 | PA      | $1916014.38   | 0.52%             | 2029-04-04      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| Refficiency Holdings LLC                               | Refficiency Holdings LLC                               | CUSIP: 75865HAH1<br>LEI: 2549003DYOLJRQR9G070 | Long             | LON              | CORP              | US        |    108644 | PA      | $103144.82    | 0.03%             | 2027-12-16      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                            | Asurion LLC                                            | CUSIP: 04649VAY6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   1732424 | PA      | $1521293.73   | 0.41%             | 2027-07-31      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                       | CSC Holdings LLC                                       | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    977387 | PA      | $875983.06    | 0.24%             | 2027-04-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Panther Purchaser LP                                   | Panther Purchaser LP                                   | CUSIP: 69866UAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1481250 | PA      | $1338679.69   | 0.36%             | 2028-01-07      | Floating      | 8.66%                 | No            |                  2 | On Loan: No      |
| Froneri US Inc                                         | Froneri US Inc                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    498721 | PA      | $486323.01    | 0.13%             | 2027-01-29      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Cano Health LLC                                        | Cano Health LLC                                        | CUSIP: 13781HAE0<br>LEI: 254900OGI2T8V1NXN639 | Long             | LON              | CORP              | US        |   1997717 | PA      | $1594178.54   | 0.43%             | 2027-11-23      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                    | SkyMiles IP Ltd                                        | CUSIP: 24736CBS2<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |    950000 | PA      | $970130.50    | 0.26%             | 2027-10-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                           | Focus Financial Partners LLC                           | CUSIP: 000000000<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |    498750 | PA      | $493867.24    | 0.13%             | 2028-06-30      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Endurance International Group Holdings Inc             | Endurance International Group Holdings Inc             | CUSIP: 29279UAB2<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |   1975000 | PA      | $1782437.50   | 0.48%             | 2028-02-10      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| TransMontaigne Operating Company LP                    | TransMontaigne Operating Co LP                         | CUSIP: 89376WAH1<br>LEI: 549300V4T155OZCUJ734 | Long             | LON              | CORP              | US        |    740634 | PA      | $727906.62    | 0.20%             | 2028-11-17      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| NAB Holdings LLC                                       | NAB Holdings LLC                                       | CUSIP: 62871NAM7<br>LEI: 549300G4QOYNTNBXSH82 | Long             | LON              | CORP              | US        |   1485000 | PA      | $1448988.75   | 0.39%             | 2028-11-23      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                   | Pilgrim's Pride Corp                                   | CUSIP: 72147KAG3<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $195671.53    | 0.05%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Arcis Golf LLC                                         | Arcis Golf LLC                                         | CUSIP: 000000000<br>LEI: 254900ZMGXNNIX4SXQ48 | Long             | LON              | CORP              | US        |    992500 | PA      | $972650.00    | 0.26%             | 2028-11-24      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HLDG                                  | Intelsat Jackson Holdings SA                           | CUSIP: 000000000<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $0.00         | 0.00%             | 2024-10-15      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| United AirLines Inc                                    | United Airlines Inc                                    | CUSIP: 90932RAJ3<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |   1723750 | PA      | $1706874.49   | 0.46%             | 2028-04-21      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| Precision Medicine Group LLC                           | Precision Medicine Group LLC                           | CUSIP: 74028HAF2<br>LEI: 5493005RG0LYTBKL8W81 | Long             | LON              | CORP              | US        |    129231 | PA      | $120507.69    | 0.03%             | 2027-11-18      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Mitnick Corporate Purchaser, Inc.                      | Mitnick Corporate Purchaser Inc                        | CUSIP: 60672HAC7<br>LEI: 2549002PYWOTVEDJKW54 | Long             | LON              | CORP              | US        |   1995000 | PA      | $1874063.10   | 0.51%             | 2029-05-02      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| Covanta Holding Corporation                            | Covanta Holding Corp                                   | CUSIP: 000000000<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |    923336 | PA      | $917897.80    | 0.25%             | 2028-11-30      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Ozark Holdings LLC                                     | Ozark Holdings LLC                                     | CUSIP: 000000000<br>LEI: 2549006ODGMBI60T0F58 | Long             | LON              | CORP              | US        |    974346 | PA      | $897616.68    | 0.24%             | 2027-12-16      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Iris Holding Inc                                       | Iris Holding Inc                                       | CUSIP: 46271BAB6<br>LEI: 54930013SPZ2NB3I3V40 | Long             | LON              | CORP              | US        |   1000000 | PA      | $911960.00    | 0.25%             | 2028-06-28      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| Lakeland Tours LLC                                     | Lakeland Holdings LLC                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    595162 | PA      | $381897.86    | 0.10%             | 2027-09-25      | Floating      | 13.25%                | No            |                  3 | On Loan: No      |
| Verscend Holding Corp                                  | Verscend Holding Corp                                  | CUSIP: 92531HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    984916 | PA      | $980606.57    | 0.27%             | 2025-08-27      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| Zotec Partners LLC                                     | Zotec Partners LLC                                     | CUSIP: 98979UAD6<br>LEI: 549300H36PB42VIVSW46 | Long             | LON              | CORP              | US        |    929953 | PA      | $883460.10    | 0.24%             | 2024-02-14      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| Camelot US Acquisition I Co                            | Camelot Finance SA                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    868214 | PA      | $855733.71    | 0.23%             | 2026-10-30      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| DCG Acquisition Corp                                   | DCG Acquisition Corp                                   | CUSIP: 23308UAG9<br>LEI: 549300MEVHE2MC7B1Q38 | Long             | LON              | CORP              | US        |    692162 | PA      | $654092.67    | 0.18%             | 2026-09-30      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| Intelsat SA/Luxembourg                                 | Intelsat SA/Luxembourg                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9662 | NS      | $233820.40    | 0.06%             |  |  |  | No            |                  3 | On Loan: No      |
| Numericable U.S. LLC                                   | Altice France SA/France                                | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |    981832 | PA      | $912288.66    | 0.25%             | 2026-01-31      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| Entain Holdings (Gibraltar) Limited                    | Entain Holdings Gibraltar Ltd                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GI        |   1723750 | PA      | $1713786.73   | 0.47%             | 2027-03-29      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| Tacala Investment Corp                                 | Tacala Investment Corp                                 | CUSIP: 000000000<br>LEI: 549300XTM341KBSTDI88 | Long             | LON              | CORP              | US        |   1169422 | PA      | $1127614.98   | 0.31%             | 2027-02-05      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Mavenir Systems Inc                                    | Mavenir Systems Inc                                    | CUSIP: 57767EAE2<br>LEI: 549300Q70CXM8TJLTD42 | Long             | LON              | CORP              | US        |    645125 | PA      | $526583.28    | 0.14%             | 2028-08-18      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| Ineos US Finance LLC                                   | INEOS US Finance LLC                                   | CUSIP: 45672JAL4<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |    496250 | PA      | $479501.56    | 0.13%             | 2028-11-08      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                            | Allied Universal Holdco LLC                            | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |   1180280 | PA      | $1123632.75   | 0.31%             | 2028-05-12      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| Trugreen Limited Partnership                           | TruGreen LP                                            | CUSIP: 89787RAK8<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |    500000 | PA      | $370000.00    | 0.10%             | 2028-11-02      | Floating      | 13.43%                | No            |                  2 | On Loan: No      |
| Hostess Brands LLC                                     | Hostess Brands LLC                                     | CUSIP: 44108HAJ0<br>LEI: 549300SW7FLS4O41LD19 | Long             | LON              | CORP              | US        |    362189 | PA      | $361642.51    | 0.10%             | 2025-08-03      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                            | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    380000 | PA      | $395264.30    | 0.11%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| WW International Inc                                   | WW International Inc                                   | CUSIP: 92941PAC7<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | LON              | CORP              | US        |    945000 | PA      | $545737.50    | 0.15%             | 2028-04-13      | Floating      | 7.89%                 | No            |                  2 | On Loan: No      |
| LogMein Inc                                            | GoTo Group Inc                                         | CUSIP: 54142KAD3<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | US        |   1463706 | PA      | $948481.59    | 0.26%             | 2027-08-31      | Floating      | 9.14%                 | No            |                  2 | On Loan: No      |
| Compass Power Generation, L.L.C.                       | Compass Power Generation LLC                           | CUSIP: 20451VAE3<br>LEI: 5493001FXZ2XUTES8E29 | Long             | LON              | CORP              | US        |    925508 | PA      | $919917.76    | 0.25%             | 2029-04-14      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| CRCI Longhorn Holdings Inc                             | CRCI Longhorn Holdings Inc                             | CUSIP: 12688EAB9<br>LEI: 549300ITUZCPGZ2X6C28 | Long             | LON              | CORP              | US        |   1915000 | PA      | $1811475.10   | 0.49%             | 2025-08-08      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| Intelsat Jackson Holdings SA                           | Intelsat Jackson Holdings SA                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1011 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Banijay Entertainment SAS                              | Banijay Group US Holding Inc                           | CUSIP: 000000000<br>LEI: 5493008PW5N0VVCH7279 | Long             | LON              | CORP              | US        |    477447 | PA      | $476353.88    | 0.13%             | 2025-03-01      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| SRS Distribution Inc                                   | SRS Distribution Inc                                   | CUSIP: 78466YAQ1<br>LEI: 549300ZQ3XP75BCYM468 | Long             | LON              | CORP              | US        |    744375 | PA      | $713204.30    | 0.19%             | 2028-06-02      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Storable Inc                                           | Storable Inc                                           | CUSIP: 86210LAC2<br>LEI: 2549000AWFN27KOH3F59 | Long             | LON              | CORP              | US        |   1489355 | PA      | $1424195.33   | 0.39%             | 2028-04-17      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Plaze Inc                                              | Plaze Inc                                              | CUSIP: 72819QAM4<br>LEI: 54930069WJQSNERFIV02 | Long             | LON              | CORP              | US        |   1755779 | PA      | $1575811.71   | 0.43%             | 2026-08-03      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Osmose Utilities Services Inc                          | Osmose Utilities Services Inc                          | CUSIP: 68835HAH3<br>LEI: 549300FSLVHLFZ3S0D82 | Long             | LON              | CORP              | US        |    989981 | PA      | $942427.50    | 0.26%             | 2028-06-23      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| ProAmpac PG Borrower LLC                               | Proampac PG Borrower LLC                               | CUSIP: 74274NAG8<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |   1910923 | PA      | $1834877.46   | 0.50%             | 2025-11-03      | Floating      | 8.62%                 | No            |                  2 | On Loan: No      |
| Dawn Acquisitions LLC                                  | Dawn Acquisitions LLC                                  | CUSIP: 23923HAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    256691 | PA      | $169690.52    | 0.05%             | 2025-12-31      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Sigma Bidco BV                                         | Upfield USA Corp                                       | CUSIP: 000000000<br>LEI: 254900U4MHW4MZWGFU47 | Long             | LON              | CORP              | US        |   1939551 | PA      | $1766572.41   | 0.48%             | 2025-07-02      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Curia Global INC                                       | Curia Global Inc                                       | CUSIP: 000000000<br>LEI: CHZJRCSC4ACUSUD2MV11 | Long             | LON              | CORP              | US        |   2164220 | PA      | $1792926.82   | 0.49%             | 2026-08-30      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICE                               | Prime Healthcare Services Inc                          | CUSIP: 74165HAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $84375.00     | 0.02%             | 2025-11-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KFC Holding Co                                         | KFC Holding Co                                         | CUSIP: 72584DAF1<br>LEI: 549300G2LG4YUB3MM115 | Long             | LON              | CORP              | US        |    498731 | PA      | $493120.24    | 0.13%             | 2028-03-15      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| II-VI Incorporated                                     | Coherent Corp                                          | CUSIP: 45173JAQ7<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |    489821 | PA      | $485902.86    | 0.13%             | 2029-07-02      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| EG America LLC                                         | EG America LLC                                         | CUSIP: 000000000<br>LEI: 549300BY1CRYVPEG9R57 | Long             | LON              | CORP              | US        |    497543 | PA      | $471113.63    | 0.13%             | 2025-02-07      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| Horizon Therapeutics USA Inc                           | Horizon Therapeutics USA Inc                           | CUSIP: 44055UAC9<br>LEI: 254900IS87RLPXY88S03 | Long             | LON              | CORP              | US        |    500000 | PA      | $500312.50    | 0.14%             | 2026-05-22      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Sunshine Luxembourg VII SARL                           | Sunshine Luxembourg VII Sarl                           | CUSIP: 000000000<br>LEI: 254900CHQOBZNYV4DY60 | Long             | LON              | CORP              | LU        |   2210625 | PA      | $2122509.49   | 0.58%             | 2026-10-01      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications Inc                        | Consolidated Communications Inc                        | CUSIP: 20903EBB0<br>LEI: 549300WW675Y48HDVX34 | Long             | LON              | CORP              | US        |   1250000 | PA      | $1107812.50   | 0.30%             | 2027-10-02      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings Inc                            | Surgery Center Holdings Inc                            | CUSIP: 86880NAX1<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |   1073204 | PA      | $1062353.97   | 0.29%             | 2026-08-31      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| Pretium PKG Holdings Inc                               | Pretium PKG Holdings Inc                               | CUSIP: 74142KAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1734987 | PA      | $1391711.50   | 0.38%             | 2028-10-02      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Surf Holdings Sarl                                     | Surf Holdings LLC                                      | CUSIP: 86875TAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1007581 | PA      | $979514.64    | 0.27%             | 2027-03-05      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| CenturyLink Inc                                        | Lumen Technologies Inc                                 | CUSIP: 15669GAH7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |    792546 | PA      | $754119.61    | 0.21%             | 2027-03-15      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| RealPage Inc                                           | RealPage Inc                                           | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |   1976237 | PA      | $1883354.33   | 0.51%             | 2028-04-24      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                              | Bausch + Lomb Corp                                     | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |   2495000 | PA      | $2380005.45   | 0.65%             | 2027-05-10      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| Lakeland Tours LLC                                     | Lakeland Tours LLC                                     | CUSIP: 51187GAK8<br>LEI: 549300VLJEZFBNDIUO73 | Long             | LON              | CORP              | US        |    510799 | PA      | $418004.37    | 0.11%             | 2025-09-25      | Floating      | 10.41%                | No            |                  3 | On Loan: No      |
| City Brewing Company LLC                               | City Brewing Co LLC                                    | CUSIP: 17776EAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    991241 | PA      | $444819.22    | 0.12%             | 2028-04-05      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| Peraton Corp                                           | Peraton Corp                                           | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |   2411531 | PA      | $2359285.33   | 0.64%             | 2028-02-01      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| AssuredPartners Inc.                                   | AssuredPartners Inc                                    | CUSIP: 04621HAT0<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |   1244373 | PA      | $1211397.53   | 0.33%             | 2027-02-12      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Certara Holdco Inc                                     | Certara Holdco Inc                                     | CUSIP: 15687EAC1<br>LEI: 5493003FMVRW75JYL446 | Long             | LON              | CORP              | US        |   1970000 | PA      | $1949068.75   | 0.53%             | 2026-08-15      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Grifols Worldwide Operations USA Inc                   | Grifols Worldwide Operations USA Inc                   | CUSIP: 39843PAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    925556 | PA      | $897020.91    | 0.24%             | 2027-11-15      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Spin Holdco Inc                                        | Spin Holdco Inc                                        | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |   1965000 | PA      | $1667302.50   | 0.45%             | 2028-03-04      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| Corporation Service Company                            | WMB Holdings Inc                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1675000 | PA      | $1660343.75   | 0.45%             | 2029-11-02      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Herens Holdco Sarl                                     | Herens US Holdco Corp                                  | CUSIP: 000000000<br>LEI: 549300Y0CIXN5D40L888 | Long             | LON              | CORP              | US        |    523934 | PA      | $482805.61    | 0.13%             | 2028-07-03      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| Kestrel Bidco Inc                                      | WestJet Airlines Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   1472273 | PA      | $1350582.61   | 0.37%             | 2026-12-11      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| NEP Group Inc                                          | NEP Group Inc                                          | CUSIP: 62908HAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    440000 | PA      | $329450.00    | 0.09%             | 2026-10-19      | Floating      | 11.38%                | No            |                  2 | On Loan: No      |
| Monotype Imaging Holdings Inc                          | Monotype Imaging Holdings Inc                          | CUSIP: 61022YAG6<br>LEI: 5299007REVJB2Z6GIU09 | Long             | LON              | CORP              | US        |   1481250 | PA      | $1459031.25   | 0.40%             | 2026-10-09      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| CINEWROLD WARRANTS                                     | CINEWORLD FINANCE US INC                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    229579 | NS      | $13808.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DG Investment Intermediate Holdings 2 Inc              | DG Investment Intermediate Holdings 2 Inc              | CUSIP: 23344MAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    492516 | PA      | $472200.06    | 0.13%             | 2028-03-31      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| American Rock Salt Company LLC                         | American Rock Salt Co LLC                              | CUSIP: 02932JAP2<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |    736263 | PA      | $694847.85    | 0.19%             | 2028-06-09      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| 8th Avenue Food & Provisions Inc                       | 8th Avenue Food & Provisions Inc                       | CUSIP: 28253PAC3<br>LEI: 549300PBCACU45IZ2V05 | Long             | LON              | CORP              | US        |    497409 | PA      | $418057.61    | 0.11%             | 2025-10-01      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Element Materials Technology Group US Holding Inc      | Element Materials Technology Group US Holdings Inc     | CUSIP: 000000000<br>LEI: 213800EGOJGGUKUGEZ30 | Long             | LON              | CORP              | US        |   1026316 | PA      | $1005363.55   | 0.27%             | 2029-06-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| H-Food Holdings LLC                                    | H-Food Holdings LLC                                    | CUSIP: 40422KAB7<br>LEI: 549300JY2LK0EQ95YT44 | Long             | LON              | CORP              | US        |    248698 | PA      | $222180.50    | 0.06%             | 2025-05-23      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| ASP Blade Holdings Inc                                 | ASP Blade Holdings Inc                                 | CUSIP: 00217HAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1238235 | PA      | $992909.92    | 0.27%             | 2028-10-13      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                         | USD/EUR FORWARD                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1603.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trans Union LLC                                        | Trans Union LLC                                        | CUSIP: 89334GAZ7<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |    458538 | PA      | $454812.77    | 0.12%             | 2028-12-01      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| BCPE Empire Holdings Inc                               | BCPE Empire Holdings Inc                               | CUSIP: 05550HAK1<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |    493762 | PA      | $482344.24    | 0.13%             | 2026-06-11      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| Ingram Micro Inc                                       | Ingram Micro Inc                                       | CUSIP: 45258FAB6<br>LEI: 549300KJMEWPKRQZHX63 | Long             | LON              | CORP              | US        |    236899 | PA      | $233937.50    | 0.06%             | 2028-06-30      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings Inc                               | Trident TPI Holdings Inc                               | CUSIP: 00216EAF6<br>LEI: 549300TPLK304J3RNC85 | Long             | LON              | CORP              | US        |    123516 | PA      | $118906.14    | 0.03%             | 2028-09-15      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| WCG Purchaser Corp.                                    | WCG Purchaser Corp                                     | CUSIP: 23343FAB0<br>LEI: 254900CEZYHAWVXDTS47 | Long             | LON              | CORP              | US        |   2200600 | PA      | $2009884.95   | 0.55%             | 2027-01-08      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| Project Alpha Intermediate Holding Inc                 | Project Alpha Intermediate Holding Inc                 | CUSIP: 74339DAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    865163 | PA      | $846129.74    | 0.23%             | 2024-04-26      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| Organon & Co                                           | Organon & Co                                           | CUSIP: 68621XAE3<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |   1429667 | PA      | $1419330.39   | 0.39%             | 2028-06-02      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| Spirit Aerosystems Inc                                 | Spirit AeroSystems Inc                                 | CUSIP: 84857HAY6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | LON              | CORP              | US        |    997500 | PA      | $990956.40    | 0.27%             | 2027-01-15      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| CNTRL PARENT/CDK GLB INC                               | Central Parent Inc / CDK Global Inc                    | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $244849.21    | 0.07%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Element Materials Technology Group US Holding Inc      | Element Materials Technology Group US Holdings Inc     | CUSIP: 000000000<br>LEI: 213800EGOJGGUKUGEZ30 | Long             | LON              | CORP              | US        |    473684 | PA      | $464013.95    | 0.13%             | 2029-06-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                        | Naked Juice LLC                                        | CUSIP: 62984CAB9<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |   2100000 | PA      | $1697388.00   | 0.46%             | 2030-01-24      | Floating      | 10.17%                | No            |                  2 | On Loan: No      |
| EagleView Technology Corportion                        | EagleView Technology Corp                              | CUSIP: 27004GAJ2<br>LEI: 549300HLIL8HO4PPLG50 | Long             | LON              | CORP              | US        |   2680362 | PA      | $2363328.48   | 0.64%             | 2025-08-14      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group Inc                                 | AthenaHealth Group Inc                                 | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |   1701594 | PA      | $1540555.33   | 0.42%             | 2029-02-15      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                       | T-Mobile USA Inc                                       | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $471820.12    | 0.13%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MIC Glen LLC                                           | MIC Glen LLC                                           | CUSIP: 55304PAB7<br>LEI: 549300XD843A2SP50882 | Long             | LON              | CORP              | US        |    720108 | PA      | $686803.13    | 0.19%             | 2028-07-21      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Penn National Gaming Inc                               | Penn Entertainment Inc                                 | CUSIP: 70757DAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    995000 | PA      | $986776.33    | 0.27%             | 2029-05-03      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Air Canada                                             | Air Canada                                             | CUSIP: 000000000<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | LON              | CORP              | CA        |    498750 | PA      | $494463.24    | 0.13%             | 2028-08-11      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Curium Bidco Sarl                                      | Curium Bidco Sarl                                      | CUSIP: 000000000<br>LEI: 213800P2VV9KG6N9L140 | Long             | LON              | CORP              | LU        |    979798 | PA      | $960202.06    | 0.26%             | 2026-07-09      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| National CineMedia LLC                                 | National CineMedia LLC                                 | CUSIP: 63530VAL2<br>LEI: 7LJEQIVQVLNGS4X6T547 | Long             | LON              | CORP              | US        |    576892 | PA      | $153358.17    | 0.04%             | 2024-12-20      | Floating      | 12.50%                | No            |                  3 | On Loan: No      |
| Gray Television Inc                                    | Gray Television Inc                                    | CUSIP: 389376AZ7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |    490025 | PA      | $476907.15    | 0.13%             | 2028-12-01      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc                                  | AAdvantage Loyalty IP Ltd                              | CUSIP: 02376CBJ3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |   1750000 | PA      | $1745353.75   | 0.47%             | 2028-04-20      | Floating      | 8.99%                 | No            |                  2 | On Loan: No      |
| Global Tel Link Corp                                   | Global Tel*Link Corp                                   | CUSIP: 37959JAB7<br>LEI: 549300YI0BNF11FDQE44 | Long             | LON              | CORP              | US        |    977685 | PA      | $847839.07    | 0.23%             | 2025-11-29      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC                                  | Jane Street Group LLC                                  | CUSIP: 47077DAG5<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |   1715000 | PA      | $1667434.48   | 0.45%             | 2028-01-26      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| TMS International Corp                                 | TMS International Corp/DE                              | CUSIP: 87261SAD1<br>LEI: 549300L4K0F1YF8WKF23 | Long             | LON              | CORP              | US        |    496770 | PA      | $479382.68    | 0.13%             | 2024-08-14      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| Plaskolite PPC Intermediate II LLC                     | Plaskolite PPC Intermediate II LLC                     | CUSIP: 72753RAD0<br>LEI: 549300XZQ2YZR3QSJR81 | Long             | LON              | CORP              | US        |    976288 | PA      | $876706.59    | 0.24%             | 2025-12-15      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| Perrigo Investments, LLC                               | Perrigo Investments LLC                                | CUSIP: 000000000<br>LEI: 549300POZGC78VHAAJ73 | Long             | LON              | CORP              | IE        |   1990000 | PA      | $1982537.50   | 0.54%             | 2029-04-20      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| HIG Finance 2 Limited                                  | Howden Group Holdings Ltd                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    982443 | PA      | $958407.65    | 0.26%             | 2027-11-12      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| U.S. Renal Care Inc                                    | US Renal Care Inc                                      | CUSIP: 90290PAN4<br>LEI: 54930058SS5MF69JGN89 | Long             | LON              | CORP              | US        |    766565 | PA      | $432629.93    | 0.12%             | 2026-06-26      | Floating      | 9.44%                 | No            |                  2 | On Loan: No      |
| NMN Holdings III Corp                                  | NMN Holdings III Corp                                  | CUSIP: 62923HAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1191750 | PA      | $1042781.24   | 0.28%             | 2025-11-13      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Harbor Freight Tools USA Inc                           | Harbor Freight Tools USA Inc                           | CUSIP: 41151PAP0<br>LEI: 549300Y48HLCFTTB4249 | Long             | LON              | CORP              | US        |    492462 | PA      | $470412.32    | 0.13%             | 2027-10-19      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| AMC Entertainment Holdings Inc                         | AMC Entertainment Holdings Inc                         | CUSIP: 00164DAQ6<br>LEI: 549300ZO77UNR6NRBR11 | Long             | LON              | CORP              | US        |    520941 | PA      | $284834.76    | 0.08%             | 2026-04-22      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Starfruit Finco BV                                     | Nouryon USA LLC                                        | CUSIP: 000000000<br>LEI: 549300K7VB5G6LULFT41 | Long             | LON              | CORP              | US        |    736640 | PA      | $727984.80    | 0.20%             | 2025-10-01      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corporation                   | Olympus Water US Holding Corp                          | CUSIP: 68163YAB1<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |    738769 | PA      | $711168.44    | 0.19%             | 2028-11-09      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| NMN Holdings III Corp                                  | NMN Holdings III Corp                                  | CUSIP: 62923HAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    255729 | PA      | $223763.20    | 0.06%             | 2025-11-13      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Parkway Generation, LLC                                | Parkway Generation LLC                                 | CUSIP: 000000000<br>LEI: 254900ATQHHVKF65MT32 | Long             | LON              | CORP              | US        |    914529 | PA      | $901497.07    | 0.25%             | 2029-02-16      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| Parkway Generation, LLC                                | Parkway Generation LLC                                 | CUSIP: 000000000<br>LEI: 254900ATQHHVKF65MT32 | Long             | LON              | CORP              | US        |    128677 | PA      | $127336.65    | 0.03%             | 2029-02-16      | Floating      | 9.01%                 | No            |                  2 | On Loan: No      |
| Apro LLC                                               | Apro LLC                                               | CUSIP: 03834XAM5<br>LEI: 549300HALLMPVGYAKP14 | Long             | LON              | CORP              | US        |   1326107 | PA      | $1291847.34   | 0.35%             | 2026-11-14      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Magenta Buyer LLC                                      | Magenta Buyer LLC                                      | CUSIP: 55910RAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1980000 | PA      | $1704661.20   | 0.46%             | 2028-07-27      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| Anchor Packaging LLC                                   | Anchor Packaging LLC                                   | CUSIP: 03306UAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    459494 | PA      | $440539.56    | 0.12%             | 2026-07-18      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| Technimark Holdings LLC                                | Technimark Holdings LLC                                | CUSIP: 87854HAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    467538 | PA      | $425459.38    | 0.12%             | 2028-07-07      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| Castle US Holding Corporation                          | Castle US Holding Corp                                 | CUSIP: 14852DAC5<br>LEI: 254900VXLMLPIE9ID612 | Long             | LON              | CORP              | US        |    977083 | PA      | $608845.04    | 0.17%             | 2027-01-29      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group Inc                                 | AthenaHealth Group Inc                                 | CUSIP: 04686RAC7<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    289855 | PA      | $262423.19    | 0.07%             | 2029-02-15      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Playtika Holding Corp                                  | Playtika Holding Corp                                  | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |    992443 | PA      | $949644.21    | 0.26%             | 2028-03-13      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Curium Bidco Sarl                                      | Curium Bidco Sarl                                      | CUSIP: 000000000<br>LEI: 213800P2VV9KG6N9L140 | Long             | LON              | CORP              | LU        |   1480062 | PA      | $1446761.09   | 0.39%             | 2027-12-02      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| UTZ Quality Foods LLC                                  | Utz Quality Foods LLC                                  | CUSIP: 91809EAE1<br>LEI: 549300K2HU2ISL0R2Q75 | Long             | LON              | CORP              | US        |    863773 | PA      | $857834.48    | 0.23%             | 2028-01-20      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| AQA Acquisition Holding Inc                            | AQA Acquisition Holding Inc                            | CUSIP: 03836HAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1477500 | PA      | $1420867.43   | 0.39%             | 2028-03-03      | Floating      | 8.65%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                    | JPMorgan Chase & Co                                    | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $453204.61    | 0.12%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Aveanna Healthcare LLC                                 | Aveanna Healthcare LLC                                 | CUSIP: 05549DAJ7<br>LEI: 5493006D6JRLPIY8YV18 | Long             | LON              | CORP              | US        |    103401 | PA      | $80084.12     | 0.02%             | 2028-07-17      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                      | Clarios Global LP                                      | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | CA        |    461302 | PA      | $453614.38    | 0.12%             | 2026-04-30      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| DG Investment Intermediate Holdings 2 Inc              | DG Investment Intermediate Holdings 2 Inc              | CUSIP: 23344MAF5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    250000 | PA      | $222082.50    | 0.06%             | 2029-03-30      | Floating      | 11.07%                | No            |                  2 | On Loan: No      |
| Medrisk Inc                                            | Bella Holding Co LLC                                   | CUSIP: 54317EAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    990000 | PA      | $937035.00    | 0.25%             | 2028-05-10      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                 | Credit Suisse Group AG                                 | CUSIP: 225401AM0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    500000 | PA      | $444301.05    | 0.12%             | 2025-09-11      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Patriot Container Corp                                 | Patriot Container Corp                                 | CUSIP: 40435YAB2<br>LEI: 549300V4U8NYJ3YQD526 | Long             | LON              | CORP              | US        |   1458015 | PA      | $1256626.90   | 0.34%             | 2025-03-20      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                       | CSC Holdings LLC                                       | CUSIP: 64072UAH5<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    306260 | PA      | $286879.98    | 0.08%             | 2026-01-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| H-Food Holdings LLC                                    | H-Food Holdings LLC                                    | CUSIP: 40422KAD3<br>LEI: 549300JY2LK0EQ95YT44 | Long             | LON              | CORP              | US        |   1466064 | PA      | $1314743.77   | 0.36%             | 2025-05-23      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                               | NCR Corp                                               | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41871.94     | 0.01%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Sovos Brands Intermediate Inc                          | Sovos Brands Intermediate Inc                          | CUSIP: 84611UAH1<br>LEI: 549300LNTCFBIDJ7R637 | Long             | LON              | CORP              | US        |   1536207 | PA      | $1500367.19   | 0.41%             | 2028-06-08      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Refficiency Holdings LLC                               | Refficiency Holdings LLC                               | CUSIP: 75865HAJ7<br>LEI: 2549003DYOLJRQR9G070 | Long             | LON              | CORP              | US        |   1655152 | PA      | $1571368.14   | 0.43%             | 2027-12-16      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Arterra Wines Canada Inc                               | Arterra Wines Canada Inc                               | CUSIP: 000000000<br>LEI: 5493000SZ7NOM4G34E58 | Long             | LON              | CORP              | CA        |   1182203 | PA      | $1109792.63   | 0.30%             | 2027-11-24      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| Calpine Corporation                                    | Calpine Corp                                           | CUSIP: 13134MBS1<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |    187441 | PA      | $185367.84    | 0.05%             | 2026-08-12      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                                  | Open Text Corp                                         | CUSIP: 000000000<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |   1000000 | PA      | $979125.00    | 0.27%             | 2029-11-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| NSM Top Holdings Corp                                  | NSM Top Holdings Corp                                  | CUSIP: 42237DAB4<br>LEI: 213800VQP5JZREMJQI78 | Long             | LON              | CORP              | US        |   1952277 | PA      | $1760299.83   | 0.48%             | 2026-11-16      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| Delos Finance Sarl                                     | Delos Finance Sarl                                     | CUSIP: 000000000<br>LEI: 549300HX549YWOJQT076 | Long             | LON              | CORP              | LU        |   1000000 | PA      | $999810.00    | 0.27%             | 2023-10-06      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Deerfield Dakota Holding LLC                           | Deerfield Dakota Holding LLC                           | CUSIP: 24440EAB3<br>LEI: 549300FDREJLOIGXY104 | Long             | LON              | CORP              | US        |   1489815 | PA      | $1395078.03   | 0.38%             | 2027-04-09      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                 | First Brands Group LLC                                 | CUSIP: 31935HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1354533 | PA      | $1288838.29   | 0.35%             | 2027-03-30      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| Tacala Investment Corp                                 | Tacala Investment Corp                                 | CUSIP: 000000000<br>LEI: 549300XTM341KBSTDI88 | Long             | LON              | CORP              | US        |    735000 | PA      | $669860.63    | 0.18%             | 2028-02-04      | Floating      | 11.88%                | No            |                  2 | On Loan: No      |
| Gloves Buyer Inc                                       | Gloves Buyer Inc                                       | CUSIP: 37987UAC6<br>LEI: 54930015O0Y94T5H8Z18 | Long             | LON              | CORP              | US        |   1766204 | PA      | $1624907.47   | 0.44%             | 2027-12-29      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| Arches Buyer Inc                                       | Arches Buyer Inc                                       | CUSIP: 03952HAD6<br>LEI: 2549009ADY4208OH2Y47 | Long             | LON              | CORP              | US        |   1000000 | PA      | $928440.00    | 0.25%             | 2027-12-06      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| SRS Distribution Inc                                   | SRS Distribution Inc                                   | CUSIP: 78466YAN8<br>LEI: 549300ZQ3XP75BCYM468 | Long             | LON              | CORP              | US        |    740625 | PA      | $709877.95    | 0.19%             | 2028-06-02      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Environmental Resources Management Inc                 | Eagle 4 Ltd                                            | CUSIP: 000000000<br>LEI: 213800T6AWJ7S2PD5U82 | Long             | LON              | CORP              | GB        |    496002 | PA      | $494144.86    | 0.13%             | 2028-07-12      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                   | Michaels Cos Inc/The                                   | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    250000 | PA      | $167487.07    | 0.05%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Iridium Satellite LLC                                  | Iridium Satellite LLC                                  | CUSIP: 46269KAL8<br>LEI: 254900615BJ7139TFM33 | Long             | LON              | CORP              | US        |   1151798 | PA      | $1143055.83   | 0.31%             | 2026-11-04      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Alliance Laundry Systems LLC                           | Alliance Laundry Systems LLC                           | CUSIP: 01862LAW8<br>LEI: 549300YBOGK6MBI5ND34 | Long             | LON              | CORP              | US        |   1488512 | PA      | $1461346.70   | 0.40%             | 2027-10-08      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Resonetics LLC                                         | Resonetics LLC                                         | CUSIP: 76118EAE8<br>LEI: 5493007F3QX6Z23QGO95 | Long             | LON              | CORP              | US        |   1729362 | PA      | $1651541.17   | 0.45%             | 2028-04-28      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| Fidelity Government Portfolio                          | Fidelity Government Portfolio                          | CUSIP: 316175108<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1154516 | NS      | $1154516.19   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BCPE North Star US Holdco 2 Inc                        | BCPE North Star US Holdco 2 Inc                        | CUSIP: 05552DAD4<br>LEI: 254900AGB0JDUDNIJC95 | Long             | LON              | CORP              | US        |   2479398 | PA      | $2281046.42   | 0.62%             | 2028-06-09      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GR/DIAMON                               | Diamond Sports Group LLC / Diamond Sports Finance Co   | CUSIP: 25277LAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $118750.00    | 0.03%             | 2026-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Crown Subsea Communications Holding Inc                | Crown Subsea Communications Holding Inc                | CUSIP: 22860EAE2<br>LEI: 5493003AYLUE132FIO27 | Long             | LON              | CORP              | US        |    801370 | PA      | $784004.18    | 0.21%             | 2027-04-27      | Floating      | 9.12%                 | No            |                  2 | On Loan: No      |
| Azz Inc                                                | AZZ Inc                                                | CUSIP: 00247NAG7<br>LEI: 549300HD1X2NFLWPYC83 | Long             | LON              | CORP              | US        |   1692701 | PA      | $1694554.51   | 0.46%             | 2029-05-11      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings Inc                                 | Energizer Holdings Inc                                 | CUSIP: 000000000<br>LEI: 5493000D6NN0V57UME20 | Long             | LON              | CORP              | US        |    468561 | PA      | $460947.18    | 0.13%             | 2027-12-22      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Sharp Midco LLC                                        | Sharp Services LLC                                     | CUSIP: 000000000<br>LEI: 549300ZXMVUWBVXDAR03 | Long             | LON              | CORP              | US        |   1736875 | PA      | $1654373.44   | 0.45%             | 2028-12-29      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| VS Buyer LLC                                           | VS Buyer LLC                                           | CUSIP: 91834WAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1722215 | PA      | $1678083.51   | 0.46%             | 2027-02-28      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Ballys Corporation                                     | Bally's Corp                                           | CUSIP: 05875CAB0<br>LEI: 549300NS4D5IK406VT62 | Long             | LON              | CORP              | US        |    495000 | PA      | $459360.02    | 0.12%             | 2028-10-02      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| CHG PPC Parent LLC                                     | CHG PPC Parent LLC                                     | CUSIP: 12546FAF9<br>LEI: 54930019XJQNJAGXQ664 | Long             | LON              | CORP              | US        |    992500 | PA      | $962725.00    | 0.26%             | 2028-12-08      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Numericable U.S. LLC                                   | Altice France SA/France                                | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |    480000 | PA      | $447801.60    | 0.12%             | 2026-08-14      | Floating      | 8.65%                 | No            |                  2 | On Loan: No      |
| GRIFOLS ESCROW ISSUER                                  | Grifols Escrow Issuer SA                               | CUSIP: 39843UAA0<br>LEI: 959800HLB3PGTGSLVV62 | Long             | DBT              | CORP              | ES        |     50000 | PA      | $43291.17     | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Research Now Group LLC                                 | Research Now Group LLC                                 | CUSIP: 76100LAH5<br>LEI: 549300XTHJNIVC5Q8K50 | Long             | LON              | CORP              | US        |    476250 | PA      | $360561.73    | 0.10%             | 2024-12-20      | Floating      | 8.84%                 | No            |                  2 | On Loan: No      |
| Michaels Companies Inc (The)                           | Michaels Cos Inc/The                                   | CUSIP: 59408UAB3<br>LEI: 549300H9LWMBP7HYLR98 | Long             | LON              | CORP              | US        |    985000 | PA      | $853940.83    | 0.23%             | 2028-04-15      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| LUMMUS TECHNOLOGY HOLDINGS V LLC                       | Lummus Technology Holdings V LLC                       | CUSIP: 45232UAE8<br>LEI: 549300K1Y0YC1YC1H809 | Long             | LON              | CORP              | US        |   1372183 | PA      | $1317296.11   | 0.36%             | 2027-06-30      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Pacific Dental Services LLC                            | Pacific Dental Services Inc                            | CUSIP: 69417WAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    985000 | PA      | $965915.63    | 0.26%             | 2028-05-05      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| Artera Services LLC                                    | Artera Services LLC                                    | CUSIP: 73937UAK4<br>LEI: 549300J2G34D0WX8Z443 | Long             | LON              | CORP              | US        |   1477500 | PA      | $1215251.14   | 0.33%             | 2025-03-06      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| PetVet Care Centers LLC                                | PetVet Care Centers LLC                                | CUSIP: 70476XAK1<br>LEI: 549300V0HK8MSXZNOM91 | Long             | LON              | CORP              | US        |   1708779 | PA      | $1611207.77   | 0.44%             | 2025-02-14      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| CoreLogic Inc                                          | CoreLogic Inc                                          | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |   2221875 | PA      | $1861520.20   | 0.51%             | 2028-06-02      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp                              | Gainwell Acquisition Corp                              | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1473684 | PA      | $1387105.26   | 0.38%             | 2027-10-01      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| The Hertz Corporation                                  | Hertz Corp/The                                         | CUSIP: 42804VBC4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |    238871 | PA      | $234624.03    | 0.06%             | 2028-06-30      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| CCS-CMGC Holdings Inc                                  | CCS-CMGC Holdings Inc                                  | CUSIP: 12509EAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    481250 | PA      | $383094.25    | 0.10%             | 2025-10-01      | Floating      | 9.74%                 | No            |                  2 | On Loan: No      |
| UPC Financing Partnership                              | UPC Financing Partnership                              | CUSIP: 000000000<br>LEI: 213800DXWIS9KORQ3X94 | Long             | LON              | CORP              | US        |    250000 | PA      | $244531.25    | 0.07%             | 2028-04-30      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| CT Technologies Intermediate Holdings Inc              | CT Technologies Intermediate Holdings Inc              | CUSIP: 12650JAR7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1612915 | PA      | $1484132.20   | 0.40%             | 2025-12-16      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| Skillsoft Finance II Inc                               | Skillsoft Finance II Inc                               | CUSIP: 83066YAB8<br>LEI: 549300LDUD35NU8F0G43 | Long             | LON              | CORP              | US        |   1176227 | PA      | $987172.11    | 0.27%             | 2028-07-14      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| Kenan Advantage Group Inc (The)                        | Kenan Advantage Group Inc/The                          | CUSIP: 48853UBH2<br>LEI: 549300GVUXCXDWYPIY65 | Long             | LON              | CORP              | US        |   2350000 | PA      | $2181587.25   | 0.59%             | 2027-09-01      | Floating      | 11.63%                | No            |                  2 | On Loan: No      |
| Rent-A-Center Inc                                      | Rent-A-Center Inc/TX                                   | CUSIP: 76009WAW0<br>LEI: 529900QUHE15UQNCCJ63 | Long             | LON              | CORP              | US        |   1233111 | PA      | $1191493.35   | 0.32%             | 2028-02-17      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Azalea TopCo Inc                                       | Azalea Topco Inc                                       | CUSIP: 29102TAB8<br>LEI: 549300HC42NZULO53062 | Long             | LON              | CORP              | US        |   1461042 | PA      | $1342792.14   | 0.37%             | 2026-07-24      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                        | Naked Juice LLC                                        | CUSIP: 62984CAD5<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |    497500 | PA      | $447404.24    | 0.12%             | 2029-01-24      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| Nai Entertainment Holdings LLC                         | NAI Entertainment Holdings LLC                         | CUSIP: 62981EAE2<br>LEI: GZUKC3HJWQRZFI3N4M23 | Long             | LON              | CORP              | US        |   1391572 | PA      | $1335909.00   | 0.36%             | 2025-05-08      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| Caesars Resort Collection LLC                          | Caesars Resort Collection LLC                          | CUSIP: 12769LAD1<br>LEI: 549300V3UCT773B1KR38 | Long             | LON              | CORP              | US        |   1718029 | PA      | $1715975.91   | 0.47%             | 2025-07-21      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Gates Global LLC                                       | Gates Global LLC                                       | CUSIP: 36740UAX0<br>LEI: 549300XI79MQJV13DW27 | Long             | LON              | CORP              | US        |    500000 | PA      | $497345.00    | 0.14%             | 2029-11-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Waystar Technologies Inc                               | Waystar Technologies Inc                               | CUSIP: 63939WAG8<br>LEI: 549300BIRBTAWWHCSZ09 | Long             | LON              | CORP              | US        |    950014 | PA      | $935763.51    | 0.25%             | 2026-10-22      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| Trugreen Limited Partnership                           | TruGreen LP                                            | CUSIP: 89787RAH5<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |   1982304 | PA      | $1765499.46   | 0.48%             | 2027-11-02      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                          | United States Treasury Bill                            | CUSIP: 912796ZF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4911793.25   | 1.34%             | 2023-05-25      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Jazz Financing Lux Sarl                                | Jazz Financing Lux Sarl                                | CUSIP: 000000000<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |   1826449 | PA      | $1813180.22   | 0.49%             | 2028-05-05      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Pike Corporation                                       | Pike Corp                                              | CUSIP: 72108PAT1<br>LEI: 549300P4EKEP6HK0NC58 | Long             | LON              | CORP              | US        |    500000 | PA      | $496460.00    | 0.13%             | 2028-01-21      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| Charlotte Buyer Inc                                    | Charlotte Buyer Inc                                    | CUSIP: 12568YAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    950000 | PA      | $902899.00    | 0.25%             | 2028-02-11      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| Auris Luxembourg III SARL                              | Auris Luxembourg III Sarl                              | CUSIP: 000000000<br>LEI: 213800VO63L2OE6QXG55 | Long             | LON              | CORP              | LU        |   1206256 | PA      | $1082614.95   | 0.29%             | 2026-02-27      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| Commscope Inc                                          | CommScope Inc                                          | CUSIP: 20337EAQ4<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | LON              | CORP              | US        |   1939950 | PA      | $1833737.47   | 0.50%             | 2026-04-06      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                                | Standard Industries Inc/NJ                             | CUSIP: 85350EAB2<br>LEI: 54930064UHXCIUWVI755 | Long             | LON              | CORP              | US        |    747037 | PA      | $738901.51    | 0.20%             | 2028-09-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Corporation                    | Frontier Communications Holdings LLC                   | CUSIP: 35906EAQ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    231294 | PA      | $221485.18    | 0.06%             | 2028-05-01      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| BCPE Empire Holdings Inc                               | BCPE Empire Holdings Inc                               | CUSIP: 05550HAB1<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |   1210142 | PA      | $1177619.44   | 0.32%             | 2026-06-11      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| Prometric Holdings Inc                                 | Prometric Holdings Inc                                 | CUSIP: 80358TAC0<br>LEI: 54930034OH1XQT27TX40 | Long             | LON              | CORP              | US        |    955263 | PA      | $844218.61    | 0.23%             | 2025-01-29      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | EUR/USD FORWARD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $22883.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LSF9 Atlantis Holdings LLC                             | LSF9 Atlantis Holdings LLC                             | CUSIP: 50226BAH1<br>LEI: 549300KWDYQKQSF0MQ18 | Long             | LON              | CORP              | US        |    400000 | PA      | $389700.00    | 0.11%             | 2029-03-31      | Floating      | 11.83%                | No            |                  2 | On Loan: No      |
| Alpha Topco Limited - Delta 2 (Lux) Sarl               | Delta 2 Lux Sarl                                       | CUSIP: 000000000<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |   1500000 | PA      | $1501125.00   | 0.41%             | 2030-01-15      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| TricorBraun Inc                                        | TricorBraun Holdings Inc                               | CUSIP: 00184NAB3<br>LEI: 2549009AB5YVVW5J1U62 | Long             | LON              | CORP              | US        |   1962078 | PA      | $1876747.60   | 0.51%             | 2028-03-03      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Intelsat Jackson Holdings SA                           | Intelsat Jackson Holdings SA                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1011 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Staples Inc                                            | Staples Inc                                            | CUSIP: 855031AR1<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |    300941 | PA      | $298182.60    | 0.08%             | 2024-09-12      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| The Hertz Corporation                                  | Hertz Corp/The                                         | CUSIP: 42804VBB6<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |   1248467 | PA      | $1226269.65   | 0.33%             | 2028-06-30      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Sophia LP                                              | Sophia LP                                              | CUSIP: 83578BAN3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |   1461438 | PA      | $1413948.19   | 0.38%             | 2027-10-07      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| Project Boost Purchaser LLC                            | Project Boost Purchaser LLC                            | CUSIP: 74339NAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1484655 | PA      | $1435007.87   | 0.39%             | 2026-06-01      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Osmosis Buyer Limited                                  | AI Aqua Merger Sub Inc                                 | CUSIP: 00132UAG9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |   1147125 | PA      | $1083316.17   | 0.29%             | 2028-07-31      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| Playa Hotels  Resorts B.V.                             | Playa Resorts Holding BV                               | CUSIP: 72812NAG1<br>LEI: 5493005SPBUMPZZCIZ96 | Long             | LON              | CORP              | NL        |    625000 | PA      | $610418.75    | 0.17%             | 2029-01-05      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| Project Castle, Inc.                                   | Project Castle Inc                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    748125 | PA      | $608786.72    | 0.17%             | 2029-06-01      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Altice Financing SA                                    | Altice Financing SA                                    | CUSIP: 000000000<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | LON              | CORP              | LU        |    148026 | PA      | $143214.96    | 0.04%             | 2026-01-31      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Pegasus Bidco Bv                                       | Pegasus Bidco BV                                       | CUSIP: 000000000<br>LEI: 254900U303DPAFR7MA71 | Long             | LON              | CORP              | NL        |   1000000 | PA      | $970000.00    | 0.26%             | 2029-07-12      | Floating      | 8.52%                 | No            |                  2 | On Loan: No      |
| Covanta Holding Corporation                            | Covanta Holding Corp                                   | CUSIP: 000000000<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |     69686 | PA      | $69275.96     | 0.02%             | 2028-11-30      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Transcendia Holdings Inc                               | Transcendia Holdings Inc                               | CUSIP: 000000000<br>LEI: 549300UW5W76GOEPRO14 | Long             | LON              | CORP              | US        |   2403913 | PA      | $1799930.06   | 0.49%             | 2024-05-30      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Proofpoint Inc                                         | Proofpoint Inc                                         | CUSIP: 74345HAB7<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |   1491244 | PA      | $1437596.23   | 0.39%             | 2028-08-31      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| Liqui-Box Holdings Inc                                 | Liqui-Box Holdings Inc                                 | CUSIP: 53631QAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    975000 | PA      | $966059.25    | 0.26%             | 2027-02-26      | Floating      | 8.90%                 | No            |                  2 | On Loan: No      |
| WEBER-STEPHEN PRODUCTS LLC                             | Weber-Stephen Products LLC                             | CUSIP: 94767KAP6<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |    709388 | PA      | $610074.02    | 0.17%             | 2027-10-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| First Eagle Holdings Inc                               | First Eagle Holdings Inc                               | CUSIP: 000000000<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |   1416370 | PA      | $1383970.85   | 0.38%             | 2027-02-01      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| SPX Flow, Inc.                                         | SPX FLOW Inc                                           | CUSIP: 000000000<br>LEI: 5493003YXEKRBINIEM78 | Long             | LON              | CORP              | US        |    997500 | PA      | $934268.48    | 0.25%             | 2029-04-05      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| Madison Iaq LLC                                        | Madison IAQ LLC                                        | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |    249369 | PA      | $232631.06    | 0.06%             | 2028-06-21      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| Deerfield Dakota Holding LLC                           | Deerfield Dakota Holding LLC                           | CUSIP: 24440EAG2<br>LEI: 549300FDREJLOIGXY104 | Long             | LON              | CORP              | US        |    250000 | PA      | $239062.50    | 0.07%             | 2028-04-07      | Floating      | 11.13%                | No            |                  2 | On Loan: No      |
| Asurion LLC                                            | Asurion LLC                                            | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   1000000 | PA      | $785830.00    | 0.21%             | 2028-01-31      | Floating      | 9.48%                 | No            |                  2 | On Loan: No      |
| CVET Midco 2 LP                                        | Covetrus Inc                                           | CUSIP: 22304EAC0<br>LEI: 5493009S30DUFCF75V87 | Long             | LON              | CORP              | US        |   1300000 | PA      | $1221350.00   | 0.33%             | 2029-10-13      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| JJ Ventures Gaming LLC                                 | JJ Ventures Gaming LLC                                 | CUSIP: 46604BAB4<br>LEI: 549300BYPH8FLKS5ZS70 | Long             | LON              | CORP              | US        |   1496187 | PA      | $1438209.82   | 0.39%             | 2028-04-26      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| OT MERGER CORP                                         | OT Merger Corp                                         | CUSIP: 688777AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $258685.11    | 0.07%             | 2029-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Fiserv Investment Solutions Inc                        | Tegra118 Wealth Solutions Inc                          | CUSIP: 33774UAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    989848 | PA      | $942216.25    | 0.26%             | 2027-02-18      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| ZEP INC                                                | ZEP INC                                                | CUSIP: 98944EAN2<br>LEI: NU75S1Y8UH3706J5CS61 | Long             | LON              | CORP              | US        |   1717420 | PA      | $1497590.49   | 0.41%             | 2024-08-12      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Transdigm Inc                                          | TransDigm Inc                                          | CUSIP: 89364MBQ6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    485031 | PA      | $480678.16    | 0.13%             | 2025-05-30      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| NCR Corporation                                        | NCR Corp                                               | CUSIP: 62886VAP5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | LON              | CORP              | US        |   1978386 | PA      | $1926453.13   | 0.52%             | 2026-08-28      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Dermatology Intermediate Holdings III, Inc.            | Dermatology Intermediate Holdings III Inc              | CUSIP: 24982LAB1<br>LEI: 254900GUIR9SP64DNR96 | Long             | LON              | CORP              | US        |   1512744 | PA      | $1478707.35   | 0.40%             | 2029-04-02      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| Femur Buyer Inc                                        | Femur Buyer Inc                                        | CUSIP: 31446JAC9<br>LEI: 2549000I18BON7XEKV12 | Long             | LON              | CORP              | US        |      1606 | PA      | $1385.89      | 0.00%             | 2026-03-05      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| TIBCO Software Inc                                     | TIBCO Software Inc                                     | CUSIP: 88632NAX8<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    315000 | PA      | $280743.75    | 0.08%             | 2028-09-29      | Floating      | 8.62%                 | No            |                  2 | On Loan: No      |
| TITAN ACQ/CO-BORROWER                                  | Titan Acquisition Ltd / Titan Co-Borrower LLC          | CUSIP: 88827AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     50000 | PA      | $45244.50     | 0.01%             | 2026-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ArchKey Holdings Inc                                   | ArchKey Holdings Inc                                   | CUSIP: 03957NAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    493750 | PA      | $469887.06    | 0.13%             | 2028-06-29      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| Intelsat Jackson Holdings SA                           | Intelsat Jackson Holdings SA                           | CUSIP: 000000000<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | LON              | CORP              | LU        |   3513484 | PA      | $3399295.54   | 0.92%             | 2029-02-01      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Pathway Vet Alliance LLC                               | Pathway Vet Alliance LLC                               | CUSIP: 70323KAE8<br>LEI: 2549001HRKTHAW7MOH74 | Long             | LON              | CORP              | US        |   2439526 | PA      | $2045127.89   | 0.56%             | 2027-03-31      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| Guggenheim Partners Investment Management Holdings LLC | Guggenheim Partners Investment Management Holdings LLC | CUSIP: 40166KAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    750000 | PA      | $742503.75    | 0.20%             | 2029-12-12      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Victory Buyer LLC                                      | Victory Buyer LLC                                      | CUSIP: 92643PAB0<br>LEI: 549300G9TEUHGC81N056 | Long             | LON              | CORP              | US        |   2481250 | PA      | $2090453.13   | 0.57%             | 2028-11-17      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| BW Gas  Convenience Holdings LLC                       | BW Gas  Convenience Holdings LLC                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1231250 | PA      | $1188156.25   | 0.32%             | 2028-03-31      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Altice Financing SA                                    | Altice Financing SA                                    | CUSIP: 000000000<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | LON              | CORP              | LU        |   1200000 | PA      | $1152000.00   | 0.31%             | 2027-10-28      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Osmosis Buyer Limited                                  | AI Aqua Merger Sub Inc                                 | CUSIP: 00132UAL8<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |    851852 | PA      | $804288.70    | 0.22%             | 2028-07-31      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| SMG US Midco 2 Inc                                     | SMG US Midco 2 Inc                                     | CUSIP: 78453JAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    987284 | PA      | $964250.40    | 0.26%             | 2025-01-23      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Entain PLC                                             | Entain Holdings Gibraltar Ltd                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GI        |    400000 | PA      | $398750.00    | 0.11%             | 2029-10-31      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Cornerstone OnDemand Inc                               | Cornerstone OnDemand Inc                               | CUSIP: 86803YAB9<br>LEI: 549300Z402F16H5EGH48 | Long             | LON              | CORP              | US        |   1487506 | PA      | $1335036.87   | 0.36%             | 2028-10-16      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                          | United States Treasury Bill                            | CUSIP: 912796ZE2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $14760136.50  | 4.01%             | 2023-05-11      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Avison Young Canada Inc                                | Avison Young Canada Inc                                | CUSIP: 000000000<br>LEI: 549300JFJVF4I6PSM579 | Long             | LON              | CORP              | CA        |   1484576 | PA      | $1243332.26   | 0.34%             | 2026-01-31      | Floating      | 9.95%                 | No            |                  2 | On Loan: No      |
| Magenta Buyer LLC                                      | Magenta Buyer LLC                                      | CUSIP: 55910RAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    446493 | PA      | $354961.84    | 0.10%             | 2029-07-27      | Floating      | 12.67%                | No            |                  2 | On Loan: No      |
| Schenectady International Group Inc                    | Polar US Borrower LLC                                  | CUSIP: 80643UAB4<br>LEI: 549300VWTN2NKZWJ5F70 | Long             | LON              | CORP              | US        |   2024790 | PA      | $1646154.04   | 0.45%             | 2025-10-15      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| Barracuda Parent LLC                                   | Barracuda Networks Inc                                 | CUSIP: 06832FAB3<br>LEI: 549300CXGRZWNMPU8080 | Long             | LON              | CORP              | US        |    750000 | PA      | $724582.50    | 0.20%             | 2029-08-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Safe Fleet Holdings LLC                                | Safe Fleet Holdings LLC                                | CUSIP: 000000000<br>LEI: 549300ZCMGQ2DH2RZB13 | Long             | LON              | CORP              | US        |   1741250 | PA      | $1687932.93   | 0.46%             | 2029-02-23      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Potters Industries LLC                                 | Potters Borrower LP                                    | CUSIP: 73813HAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1464899 | PA      | $1439263.66   | 0.39%             | 2027-12-14      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Cyanco Intermediate 2 Corp                             | Cyanco Intermediate Corp                               | CUSIP: 23243FAB1<br>LEI: 5493006OSO3M1UC12172 | Long             | LON              | CORP              | US        |    403463 | PA      | $388837.70    | 0.11%             | 2025-03-16      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Renaissance Holding Corp                               | Renaissance Holdings Corp                              | CUSIP: 75972JAG9<br>LEI: 549300UKKEC0Y6TXNF09 | Long             | LON              | CORP              | US        |    996250 | PA      | $960385.00    | 0.26%             | 2029-03-30      | Floating      | 8.72%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS  CO. LLC                                 | EUR/USD FORWARD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-68469.97    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CHG Healthcare Services Inc                            | CHG Healthcare Services Inc                            | CUSIP: 000000000<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |    740625 | PA      | $726175.41    | 0.20%             | 2028-09-29      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                    | Medline Borrower LP                                    | CUSIP: 58503UAC7<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |   1036516 | PA      | $986871.78    | 0.27%             | 2028-10-23      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| St. George's University Scholastic Services LLC        | University Support Services LLC                        | CUSIP: 78957LAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1829292 | PA      | $1783559.29   | 0.48%             | 2029-02-10      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Shearer's Foods LLC                                    | Shearer's Foods LLC                                    | CUSIP: 82087UAL1<br>LEI: 549300AQWIJSYS2CIH04 | Long             | LON              | CORP              | US        |   2018925 | PA      | $1930596.76   | 0.52%             | 2027-09-23      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| PowerTeam Services LLC                                 | Artera Services LLC                                    | CUSIP: 73937UAF5<br>LEI: 549300J2G34D0WX8Z443 | Long             | LON              | CORP              | US        |    146947 | PA      | $120287.79    | 0.03%             | 2025-03-06      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| MSILF Government Portfolio                             | MSILF Government Portfolio                             | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |   2108000 | NS      | $2108000.00   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Pluto Acquisition I Inc                                | Pluto Acquisition I Inc                                | CUSIP: 72941DAF9<br>LEI: 254900MOXD90LKQ6AY47 | Long             | LON              | CORP              | US        |    486216 | PA      | $330626.70    | 0.09%             | 2026-06-22      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| Flutter Entertainment PLC                              | Flutter Financing BV                                   | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    997500 | PA      | $994592.29    | 0.27%             | 2028-07-22      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Pactiv Evergreen Group Holdings Inc.                   | Pactiv Evergreen Group Holdings Inc                    | CUSIP: 76173FAY3<br>LEI: 5493002QNV81KCX40V06 | Long             | LON              | CORP              | US        |   1728125 | PA      | $1708087.43   | 0.46%             | 2028-09-25      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| KAMC Holdings Inc                                      | Kamc Holdings Inc                                      | CUSIP: 48238YAC2<br>LEI: 549300XJEBQG5WGJBZ22 | Long             | LON              | CORP              | US        |    727500 | PA      | $591093.75    | 0.16%             | 2026-08-14      | Floating      | 8.73%                 | No            |                  3 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-22

**Name of Applicant:** METROPOLITAN WEST FUNDS

**Signature:** Eric Chan

**Name of Signer:** Eric Chan

**Title:** Managing Director