# EDGAR Filing Document

**Accession Number:** 0000091847
**File Stem:** 0001752724-23-046807
**Filing Date:** 2023-2
**Character Count:** 85996
**Document Hash:** 2d96def243aa150ad853bbe44287b343
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-046807.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-046807

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SOURCE CAPITAL INC /DE/
- **CENTRAL INDEX KEY:** 0000091847
- **IRS NUMBER:** 941679410
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-01731
- **FILM NUMBER:** 23683317

**BUSINESS ADDRESS:**
- **STREET 1:** 11601 WILSHIRE BOULEVARD
- **STREET 2:** SUITE 1200
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90025
- **BUSINESS PHONE:** 310-473-0225

**MAIL ADDRESS:**
- **STREET 1:** 11601 WILSHIRE BOULEVARD
- **STREET 2:** SUITE 1200
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90025

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SMC INVESTMENT CORP
- **DATE OF NAME CHANGE:** 19721123

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** SOURCE CAPITAL INC /DE/

- **b. Investment Company Act file number:** 811-01731

- **c. CIK number of Registrant:** 0000091847

- **d. LEI of Registrant:** 549300SKP40828EGYZ60

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

  - **Street Address 1:** 11601 WILSHIRE BOULEVARD

  - **City:** LOS ANGELES

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 90025

  - **Telephone number:** 310-473-0225

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

- **a. Name of Series:** SOURCE CAPITAL INC /DE/

- **c. LEI of Series:** 549300SKP40828EGYZ60

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $360783592.18

**Total Liabilities:** $25970572.40

**Net Assets:** $334813019.78

**Cash Not Reported:** $1251494.13

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -10.14000000 | **1-Year:** -515.93000000 | **5-Year:** -1288.13000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** -205.36000000 | **1-Year:** -6357.61000000 | **5-Year:** -10609.87000000 | **10-Year:** -190.59000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 4.43%                | 3.42%                | 3.79%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1948131.64             | $9222848.53                                |
| Month 2  | $335236.48               | $15493930.77                               |
| Month 3  | $887547.91               | $-5148990.47                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Lead Edge Growth Opportunities Ltd                    | Lead Edge Growth Opportunities Ltd.           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      8532 | NS      | $85746.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| J.C. Penney Corporation, Inc.                         | JC Penney Corp., Inc.                         | CUSIP: 46611NAJ2<br>LEI: 8TDNUQ07MEFMWW1VHP39 | Long             | LON              | CORP              | US        |    471317 | PA      | $47.13        | 0.00%             | 2023-06-23      | Variable      | 1.00%                 | Yes           |                  2 | On Loan: No      |
| ESM Acquisition Corp                                  | ESM Acquisition Corp.                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |        12 | NS      | $120.72       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flame Acquisition Corp                                | Flame Acquisition Corp.                       | CUSIP: 33850F108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     78434 | NS      | $788261.70    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Mason Industrial Technology Inc                       | Mason Industrial Technology, Inc.             | CUSIP: 57520Y205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57779 | NS      | $574323.26    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Biote Corp                                            | Biote Corp.                                   | CUSIP: 090683111<br>LEI: N/A                  | N/A              | DE               |  | US        |       139 | NS      | $34.75        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ivy Hill Middle Market Credit Fund Ltd                | IVY Hill Middle Market Credit Fund XII Ltd.   | CUSIP: 46600DAE8<br>LEI: 5493003XZKSFJKWICW70 | Long             | ABS-CBDO         | CORP              | KY        |    814000 | PA      | $715410.76    | 0.21%             | 2033-07-20      | Floating      | 12.41%                | No            |                  2 | On Loan: No      |
| Vision Solutions, Inc.                                | Vision Solutions, Inc.                        | CUSIP: 70477BAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     74000 | PA      | $61605.00     | 0.02%             | 2028-04-24      | Variable      | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                            | FIXED INC CLEARING CORP.REPO                  | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  25807000 | PA      | $25807000.00  | 7.71%             |  |  |  | No            |                  2 | On Loan: No      |
| Apollo Strategic Growth Capital II                    | Apollo Strategic Growth Capital II            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     15782 | NS      | $158609.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDERMOTT INTL LTD                                    | McDermott International, Inc.                 | CUSIP: 58004K109<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |   1085196 | NS      | $347262.72    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Golub Capital Partners Funding                        | Golub Capital Partners ABS Funding Ltd.       | CUSIP: 38178XAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3377000 | PA      | $2792932.32   | 0.83%             | 2029-10-19      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Barings Middle Market CLO Ltd.                        | Barings Middle Market CLO Ltd.                | CUSIP: 06761EAA3<br>LEI: 549300NSFWDKJE15UK02 | Long             | ABS-CBDO         | CORP              | KY        |   1040000 | PA      | $941924.88    | 0.28%             | 2033-07-20      | Floating      | 12.89%                | No            |                  2 | On Loan: No      |
| Frontier Communications Corp.                         | Frontier Communications Corp.                 | CUSIP: 35906EAQ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1249965 | PA      | $1189554.19   | 0.36%             | 2028-05-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Farfetch US Holdings, Inc                             | Farfetch U.S. Holdings, Inc.                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2424000 | PA      | $2072520.00   | 0.62%             | 2027-10-20      | Variable      | 10.21%                | Yes           |                  2 | On Loan: No      |
| AIR CANADA 2020-1C PTT                                | Air Canada Pass-Through Trust                 | CUSIP: 008911BD0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2643000 | PA      | $2682993.35   | 0.80%             | 2026-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| ABPCI Direct Lending Fund CLO Ltd                     | ABPCI Direct Lending Fund CLO II LLC          | CUSIP: 000840AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2942000 | PA      | $2572002.31   | 0.77%             | 2032-04-20      | Floating      | 11.84%                | No            |                  2 | On Loan: No      |
| GX Acquisition Corp II                                | GX Acquisition Corp. II                       | CUSIP: 36260F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49428 | NS      | $494774.28    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                      | Wells Fargo & Co.                             | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    120510 | NS      | $4975857.90   | 1.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Colonnade Acquisition Corp II                         | Colonnade Acquisition Corp. II                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     15687 | NS      | $352.96       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Silver Spike Acquisition Corp II                      | Silver Spike Acquisition Corp. II             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      2493 | NS      | $74.29        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Coastal Acquisition Corp                     | Atlantic Coastal Acquisition Corp.            | CUSIP: 048453112<br>LEI: 549300DD1GOILOBIY455 | N/A              | DE               |  | US        |     31363 | NS      | $1568.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SILVERVIEW CREDIT OPPORTUNITIE ONSHORE FUND LP        | Silverpeak Credit Opportunities LP            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34745 | NS      | $2381299.99   | 0.71%             |  |  |  | No            |                  3 | On Loan: No      |
| ESCROW ALTEGRITY INC                                  | Altegrity, Inc.                               | CUSIP: 021ESC017<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    142220 | NS      | $526214.00    | 0.16%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Ferguson PLC                                          | Ferguson PLC                                  | CUSIP: 000000000<br>LEI: 213800DU1LGY3R2S2X42 | Long             | EC               | CORP              | JE        |     21507 | NS      | $2730743.79   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDERMOTT LC                                          | McDermott International, Inc.                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1259106 | PA      | $692508.26    | 0.21%             | 2025-12-31      | Variable      | 3.74%                 | Yes           |                  3 | On Loan: No      |
| FTAC Hera Acquisition Corp                            | FTAC Hera Acquisition Corp.                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      9486 | NS      | $95618.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Flame Acquisition Corp                                | Flame Acquisition Corp.                       | CUSIP: 33850F116<br>LEI: N/A                  | N/A              | DE               |  | US        |     39217 | NS      | $25491.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OWL ROCK CORE INCOME COR                              | OWL Rock Core Income Corp.                    | CUSIP: 69120VAF8<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $1766050.23   | 0.53%             | 2027-02-08      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Elm Trust                                             | Elm Trust                                     | CUSIP: 289338AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    271000 | PA      | $243008.30    | 0.07%             | 2029-08-20      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Capstone Acquisition Holdings, Inc.                   | Capstone Acquisition Holdings, Inc.           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    151351 | PA      | $143216.07    | 0.04%             | 2027-11-12      | Variable      | 9.13%                 | Yes           |                  2 | On Loan: No      |
| Holcim AG                                             | Holcim AG                                     | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |    174930 | NS      | $9058182.45   | 2.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                                 | Uber Technologies, Inc.                       | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     26570 | NS      | $657076.10    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerald TopCo Inc                                     | Emerald TopCo, Inc.                           | CUSIP: 29102TAB8<br>LEI: 549300HC42NZULO53062 | Long             | LON              | CORP              | US        |   1159064 | PA      | $1060543.23   | 0.32%             | 2026-07-24      | Variable      | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Parliament CLO Ltd                                    | Parliament CLO II Ltd.                        | CUSIP: 701631AD5<br>LEI: 5493009BTB3REE8RVW84 | Long             | ABS-CBDO         | CORP              | KY        |   1854000 | PA      | $1670055.39   | 0.50%             | 2032-08-20      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners Funding                        | Golub Capital Partners ABS Funding Ltd.       | CUSIP: 38178HAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1444000 | PA      | $1254184.32   | 0.37%             | 2029-04-20      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| TLG Acquisition One Corp                              | TLG Acquisition One Corp.                     | CUSIP: 87257M116<br>LEI: N/A                  | N/A              | DE               |  | US        |     31567 | NS      | $1294.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                         | Citigroup, Inc.                               | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |    108650 | NS      | $4914239.50   | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Disruptive Acquisition Corp I                         | Disruptive Acquisition Corp. I                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     78438 | NS      | $789870.66    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Metals Acquisition Corp                               | Metals Acquisition Corp.                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     41269 | NS      | $412896.35    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Landcadia Holdings IV Inc                             | Landcadia Holdings IV, Inc.                   | CUSIP: 51477A112<br>LEI: N/A                  | N/A              | DE               |  | US        |     23622 | NS      | $3179.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TVEST 2020A, LLC                                      | TVEST LLC                                     | CUSIP: 90115AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     49059 | PA      | $48329.10     | 0.01%             | 2032-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MSD REAL ESTATE CREDIT OPPS FD                        | MSD Real Estate Credit Opps Fund              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30000 | NS      | $3278576.88   | 0.98%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Comcast Corp                                          | Comcast Corp.                                 | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    215600 | NS      | $7539532.00   | 2.25%             |  |  |  | No            |                  1 | On Loan: No      |
| EPIC GAMES, INC.                                      | Epic Games, Inc.                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4347 | NS      | $1278018.00   | 0.38%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Marriott International Inc/MD                         | Marriott International, Inc.                  | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |     15300 | NS      | $2278017.00   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| PINEY LAKE OPPS FUND LP                               | Piney Lake Opps Fund LP                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30000 | NS      | $3025572.15   | 0.90%             |  |  |  | Yes           |                  3 | On Loan: No      |
| DHC Acquisition Corp                                  | DHC Acquisition Corp.                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     13186 | NS      | $131.86       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BurTech Acquisition Corp                              | BurTech Acquisition Corp.                     | CUSIP: 123013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     94574 | NS      | $960871.84    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Just Eat Takeaway.com NV                              | Just Eat Takeaway.com NV                      | CUSIP: 000000000<br>LEI: 724500FVZIBSSQ7SHI95 | Long             | EC               | CORP              | NL        |     14680 | NS      | $310355.42    | 0.09%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Alphabet Inc                                          | Alphabet, Inc.                                | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     36630 | NS      | $3231864.90   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| HERBALIFE/HLF FINANCING                               | Herbalife Nutrition Ltd./HLF Financing, Inc.  | CUSIP: 42704MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    869000 | PA      | $769734.13    | 0.23%             | 2025-09-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Agile Growth Corp                                     | Agile Growth Corp.                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     73868 | NS      | $755669.64    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie Financiere Richemont SA                           | Cie Financiere Richemont SA                   | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | N/A              | DE               |  | CH        |     69686 | NS      | $58030.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DELIVERY HERO AG                                      | Delivery Hero SE                              | CUSIP: 000000000<br>LEI: 529900C3EX1FZGE48X78 | Long             | DBT              | CORP              | DE        |   3500000 | PA      | $2799946.02   | 0.84%             | 2026-04-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Nexon Co Ltd                                          | Nexon Co. Ltd.                                | CUSIP: 000000000<br>LEI: 5299005SFO0GAJFLKN43 | Long             | EC               | CORP              | JP        |     59772 | NS      | $1349014.51   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosper Marketplace Issuance Trust                    | Prosper Marketplace Issuance Trust            | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    453217 | PA      | $376170.49    | 0.11%             | 2042-03-15      | Fixed         | 5.30%                 | No            |                  3 | On Loan: No      |
| SILVERVIEW SPECIAL SITUATIONS LENDING ONSHORE FUND LP | Silverpeak Special Situations                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48500 | NS      | $4863599.01   | 1.45%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ECARX Holdings Inc                                    | ECARX Holdings, Inc.                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     12721 | NS      | $1247.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Acquisition Corp                                 | Ares Acquisition Corp.                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     37713 | NS      | $379769.91    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CLOVER PRIVATE CREDIT OPPORTUN                        | Clover Private Credit Opportunities LP        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60000 | NS      | $6014467.14   | 1.80%             |  |  |  | Yes           |                  3 | On Loan: No      |
| NXP Semiconductors NV                                 | NXP Semiconductors NV                         | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |     16423 | NS      | $2595326.69   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Transformation Opportunities Corp             | Digital Transformation Opportunities Corp.    | CUSIP: 25401K107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5496 | NS      | $55207.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pine Technology Acquisition Corp                      | Pine Technology Acquisition Corp.             | CUSIP: 722850112<br>LEI: N/A                  | N/A              | DE               |  | US        |     24500 | NS      | $41.65        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Forest Road Acquisition Corp II                       | Forest Road Acquisition Corp. II              | CUSIP: 34619V202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     94701 | NS      | $952692.06    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Peridot Acquisition Corp II                           | Peridot Acquisition Corp. II                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     44467 | NS      | $449116.70    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| African Gold Acquisition Corp                         | African Gold Acquisition Corp.                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     13383 | NS      | $129279.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Delivery Hero SE                                      | Delivery Hero SE                              | CUSIP: 000000000<br>LEI: 529900C3EX1FZGE48X78 | Long             | EC               | CORP              | DE        |      8390 | NS      | $402172.37    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Newco LLC                                     | Polaris Newco LLC                             | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |   1154340 | PA      | $1050449.40   | 0.31%             | 2028-06-02      | Variable      | 8.73%                 | Yes           |                  2 | On Loan: No      |
| Northern Star Investment Corp IV                      | Northern Star Investment Corp. IV             | CUSIP: 66575B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32445 | NS      | $326072.25    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Maroon Bells CLO XI LLC                     | BlackRock Maroon Bells CLO XI LLC             | CUSIP: 09262NAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3460000 | PA      | $3300791.56   | 0.99%             | 2034-10-15      | Floating      | 12.68%                | No            |                  2 | On Loan: No      |
| Applied Systems, Inc.                                 | Applied Systems, Inc.                         | CUSIP: 03827FAX9<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-09-19      | Variable      | 9.08%                 | Yes           |                  2 | On Loan: No      |
| Ross Acquisition Corp II                              | Ross Acquisition Corp. II                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     17636 | NS      | $177947.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TCP Whitney CLO LTD                                   | TCP Waterman CLO LLC                          | CUSIP: 87240GAG6<br>LEI: 549300YFKQJL35BDIM44 | Long             | ABS-CBDO         | CORP              | KY        |   1571000 | PA      | $1401751.46   | 0.42%             | 2033-08-20      | Floating      | 12.84%                | No            |                  2 | On Loan: No      |
| Cologix Data Centers Issuer LLC                       | Cologix Data Centers U.S. Issuer LLC          | CUSIP: 19521UAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1765000 | PA      | $1471048.08   | 0.44%             | 2051-12-26      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| BX Trust                                              | BX Commercial Mortgage Trust                  | CUSIP: 05609VAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1311000 | PA      | $1206665.77   | 0.36%             | 2036-09-15      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Monroe Capital ABS Funding LTD                        | Monroe Capital ABS Funding Ltd.               | CUSIP: 610331AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    872000 | PA      | $790307.55    | 0.24%             | 2031-04-22      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| PowerUp Acquisition Corp                              | PowerUp Acquisition Corp.                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      3497 | NS      | $36019.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| QBS Parent, Inc.                                      | QBS Parent, Inc.                              | CUSIP: 74738AAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1949367 | PA      | $1773924.06   | 0.53%             | 2025-09-22      | Variable      | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Packers Holdings, LLC                                 | Packers Holdings LLC                          | CUSIP: 69519UAF9<br>LEI: 549300X0L6OJNRPME518 | Long             | LON              | CORP              | US        |   1172390 | PA      | $1020565.89   | 0.30%             | 2028-03-09      | Variable      | 7.54%                 | Yes           |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                               | Gulfport Energy Corp.                         | CUSIP: 402635AQ9<br>LEI: 254900DJRGZBUZ3F5038 | Long             | DBT              | CORP              | US        |     10975 | PA      | $10700.63     | 0.00%             | 2026-05-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| InterPrivate IV InfraTech Partners Inc                | InterPrivate IV InfraTech Partners, Inc.      | CUSIP: 46064T201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65644 | NS      | $666286.60    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                          | Alphabet, Inc.                                | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     27790 | NS      | $2465806.70   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie Financiere Richemont SA                           | Cie Financiere Richemont SA                   | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |     20470 | NS      | $2654358.95   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER COMMUNICATIONS                               | Frontier Communications Holdings LLC          | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    453000 | PA      | $420370.41    | 0.13%             | 2027-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| DELIVERY HERO AG                                      | Delivery Hero SE                              | CUSIP: 000000000<br>LEI: 529900C3EX1FZGE48X78 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $423791.11    | 0.13%             | 2027-01-23      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Diamond Issuer LLC                                    | Diamond Issuer                                | CUSIP: 25267TAS0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $784076.80    | 0.23%             | 2051-11-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Northern Star Investment Corp IV                      | Northern Star Investment Corp. IV             | CUSIP: 66575B119<br>LEI: N/A                  | N/A              | DE               |  | US        |      5407 | NS      | $125.98       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Macondray Capital Acquisition Corp I                  | Macondray Capital Acquisition Corp. I         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     78771 | NS      | $777469.77    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Gulfport Energy Corp                                  | Gulfport Energy Corp.                         | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |      8000 | NS      | $589120.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Windstream Services, LLC                              | Windstream Services LLC                       | CUSIP: 97381JAE3<br>LEI: 549300KT9GVEBYCD2N29 | Long             | LON              | CORP              | US        |    255068 | PA      | $231155.06    | 0.07%             | 2027-09-21      | Variable      | 10.67%                | Yes           |                  2 | On Loan: No      |
| POST ROAD SPEC OPP FUND II LP                         | Post Road Special Opportunity Fund II LP      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18000 | NS      | $1865743.00   | 0.56%             |  |  |  | Yes           |                  3 | On Loan: No      |
| JDE Peet's NV                                         | JDE Peet's NV                                 | CUSIP: 000000000<br>LEI: 724500EHG519SE5ZRT89 | Long             | EC               | CORP              | NL        |    122940 | NS      | $3555860.66   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| METRO PARTNERS FUND VII, LP                           | Metro Partners Fund V II LP                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     80000 | NS      | $8361532.00   | 2.50%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CENTRIC COMMERCIAL FUNDING                            | Centric Commercial Finance Ltd.               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43000 | NS      | $4300000.00   | 1.28%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Fusion Acquisition Corp II                            | Fusion Acquisition Corp. II                   | CUSIP: 36118N201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13221 | NS      | $132606.63    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GSR II Meteora Acquisition Corp                       | GSR II Meteora Acquisition Corp.              | CUSIP: 36263W121<br>LEI: N/A                  | N/A              | DE               |  | US        |        32 | NS      | $2.04         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Activision Blizzard Inc                               | Activision Blizzard, Inc.                     | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |     28324 | NS      | $2168202.20   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR                              | Midcap Financial Issuer Trust                 | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3466000 | PA      | $2972095.00   | 0.89%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Pine Technology Acquisition Corp                      | Pine Technology Acquisition Corp.             | CUSIP: 722850104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73500 | NS      | $742350.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Star Investment Corp III                     | Northern Star Investment Corp. III            | CUSIP: 66574L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41998 | NS      | $422079.90    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| C5 Acquisition Corp                                   | C5 Acquisition Corp.                          | CUSIP: 12530D204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18292 | NS      | $187127.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| COPPER EARNOUT TR                                     | Copper Earnout Trust                          | CUSIP: 21751C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2141 | NS      | $7493.50      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Netflix Inc                                           | Netflix, Inc.                                 | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      3588 | NS      | $1058029.44   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDERMOTT SENIOR EXIT LC                              | McDermott Senior Exit LC                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |   -744662 | PA      | $-335097.71   | -0.10%            | 2024-06-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Cimpress Public Limited Company                       | Cimpress Public Ltd. Co.                      | CUSIP: 000000000<br>LEI: 549300IW5HMWD8APDH34 | Long             | LON              | CORP              | US        |    996388 | PA      | $893012.30    | 0.27%             | 2028-05-17      | Variable      | 7.88%                 | Yes           |                  2 | On Loan: No      |
| ESC GCB GULFPORT ENERG                                | Gulfport Energy Corp.                         | CUSIP: 402ESCAS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    162000 | PA      | $0.00         | 0.00%             | 2025-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ICON PLC                                              | ICON PLC                                      | CUSIP: 000000000<br>LEI: 6354008SRQGEMC4XFI67 | Long             | EC               | CORP              | IE        |      3606 | NS      | $700465.50    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                          | Broadcom, Inc.                                | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      8571 | NS      | $4792303.23   | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| ESC CB GULFPORT ENERGY                                | Gulfport Energy Corp.                         | CUSIP: 402ESCAP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    171000 | PA      | $0.00         | 0.00%             | 2023-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| VCP RRL ABS I, Ltd                                    | VCP RRL ABS I Ltd.                            | CUSIP: 92243RAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2197215 | PA      | $2031375.72   | 0.61%             | 2031-10-20      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| PAR PETRO LLC / FIN CORP                              | Par Petroleum LLC/Par Petroleum Finance Corp. | CUSIP: 69889MAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1391642.33   | 0.42%             | 2026-01-15      | Fixed         | 12.88%                | No            |                  2 | On Loan: No      |
| Golub Capital Partners Funding                        | Golub Capital Partners ABS Funding Ltd.       | CUSIP: 38177UAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1620000 | PA      | $1446101.10   | 0.43%             | 2029-01-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UPWORK INC                                            | Upwork, Inc.                                  | CUSIP: 91688FAB0<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1874648.23   | 0.56%             | 2026-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Silver Spike Acquisition Corp II                      | Silver Spike Acquisition Corp. II             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      9972 | NS      | $100617.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TLG Acquisition One Corp                              | TLG Acquisition One Corp.                     | CUSIP: 87257M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     94701 | NS      | $964056.18    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Partner Acquisition Corp II                    | Global Partner Acquisition Corp. II           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     29450 | NS      | $297150.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp                                             | PG&E Corp.                                    | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     19499 | NS      | $317053.74    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Plum Acquisition Corp I                               | Plum Acquisition Corp. I                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     73975 | NS      | $746407.75    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Hotwire Funding LLC                                   | Hotwire Funding LLC                           | CUSIP: 44148JAC3<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $640003.65    | 0.19%             | 2051-11-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Atlantic Coastal Acquisition Corp                     | Atlantic Coastal Acquisition Corp.            | CUSIP: 048453104<br>LEI: 549300DD1GOILOBIY455 | Long             | EC               | CORP              | US        |     94089 | NS      | $942771.78    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| BigBear.ai Holdings Inc                               | BigBear.ai Holdings, Inc.                     | CUSIP: 08975B117<br>LEI: 549300XGCF2ELN28CS63 | N/A              | DE               |  | US        |     20278 | NS      | $622.53       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Slam Corp                                             | Slam Corp.                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     54472 | NS      | $550167.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LG Corp                                               | LG Corp.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     44910 | NS      | $2773800.71   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| GULFPORT ENERGY OP CORP                               | Gulfport Energy Corp.                         | CUSIP: 402635601<br>LEI: 254900DJRGZBUZ3F5038 | Long             | DBT              | CORP              | US        |        21 | PA      | $10500.00     | 0.00%             | 2022-01-31      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| Kinder Morgan Inc                                     | Kinder Morgan, Inc.                           | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |    160090 | NS      | $2894427.20   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| ESC CB GULFPORT ENERGY                                | Gulfport Energy Corp.                         | CUSIP: 402ESCAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    169000 | PA      | $0.00         | 0.00%             | 2026-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Colonnade Acquisition Corp II                         | Colonnade Acquisition Corp. II                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     78438 | NS      | $789870.66    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Swvl Holdings Corp                                    | Swvl Holdings Corp.                           | CUSIP: 000000000<br>LEI: 254900YBV6FCSGOW6E19 | N/A              | DE               |  | VG        |      2126 | NS      | $42.31        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Dental, LLC                                 | Heartland Dental LLC                          | CUSIP: 42236WAQ0<br>LEI: 5493008FRC0GRKBN1075 | Long             | LON              | CORP              | US        |   1745935 | PA      | $1619354.38   | 0.48%             | 2025-04-30      | Variable      | 8.04%                 | Yes           |                  2 | On Loan: No      |
| Atlantic Coastal Acquisition Corp II                  | Atlantic Coastal Acquisition Corp. II         | CUSIP: 04845A207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23909 | NS      | $243393.62    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Arrow Merger Corp                              | Golden Arrow Merger Corp.                     | CUSIP: 380799106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     78438 | NS      | $785556.57    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Copper Property CTL Pass Through Trust                | Copper Property CTL Pass-Through Trust        | CUSIP: 217519107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16058 | NS      | $212768.50    | 0.06%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Diamond Infrastructure Funding LLC                    | Diamond Infrastructure Funding LLC            | CUSIP: 25265LAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    384000 | PA      | $297273.83    | 0.09%             | 2049-04-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                      | FirstEnergy Corp.                             | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |     68180 | NS      | $2859469.20   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Star Investment Corp III                     | Northern Star Investment Corp. III            | CUSIP: 66574L118<br>LEI: N/A                  | N/A              | DE               |  | US        |      6999 | NS      | $139.98       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                                    | Analog Devices, Inc.                          | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     48916 | NS      | $8023691.48   | 2.40%             |  |  |  | No            |                  1 | On Loan: No      |
| WAYFAIR INC                                           | Wayfair, Inc.                                 | CUSIP: 94419LAM3<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |   5078000 | PA      | $3282927.00   | 0.98%             | 2025-10-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                    | Meta Platforms, Inc.                          | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     14379 | NS      | $1730368.86   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Capital Corp VII                            | Churchill Capital Corp. VII                   | CUSIP: 17144M201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46921 | NS      | $467337.85    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PHI Group Inc/DE                                      | PHI Group, Inc.                               | CUSIP: 69360B104<br>LEI: 5493002853B5XXHLIP12 | Long             | EC               | CORP              | US        |     84452 | NS      | $1055650.00   | 0.32%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Cornerstone OnDemand, Inc.                            | Cornerstone OnDemand, Inc.                    | CUSIP: 86803YAB9<br>LEI: 549300Z402F16H5EGH48 | Long             | LON              | CORP              | US        |     74000 | PA      | $65952.50     | 0.02%             | 2028-10-16      | Variable      | 8.13%                 | Yes           |                  2 | On Loan: No      |
| CarMax Inc                                            | CarMax, Inc.                                  | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23348 | NS      | $1421659.72   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Gores Holdings VIII Inc                               | Gores Holdings VIII, Inc.                     | CUSIP: 382863108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17956 | NS      | $180637.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Naspers Ltd                                           | Naspers Ltd.                                  | CUSIP: 000000000<br>LEI: 21380044BQ8812EEKT59 | Long             | EC               | CORP              | ZA        |     17364 | NS      | $2886299.70   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| GHX Ultimate Parent Corporation                       | GHX Ultimate Parent Corp.                     | CUSIP: 36172KAC5<br>LEI: 549300DSS2JT4D8XDT30 | Long             | LON              | CORP              | US        |   1732581 | PA      | $1689266.01   | 0.50%             | 2024-06-28      | Variable      | 7.98%                 | Yes           |                  2 | On Loan: No      |
| Aon PLC                                               | Aon PLC                                       | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |     18485 | NS      | $5548087.90   | 1.66%             |  |  |  | No            |                  1 | On Loan: No      |
| OWL ROCK CORE INCOME COR                              | OWL Rock Core Income Corp.                    | CUSIP: 69120VAN1<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   2243000 | PA      | $2227523.30   | 0.67%             | 2027-09-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Prenetics Global Ltd                                  | Prenetics Global Ltd.                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |       815 | NS      | $130.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZILLOW GROUP INC                                      | Zillow Group, Inc.                            | CUSIP: 98954MAH4<br>LEI: 2549002XEELQDIR6FU05 | Long             | DBT              | CORP              | US        |     48000 | PA      | $45648.00     | 0.01%             | 2025-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ivy Hill Middle Market Credit Fund Ltd                | Ivy Hill Middle Market Credit Fund XVIII Ltd. | CUSIP: 46600QAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3464000 | PA      | $3032430.63   | 0.91%             | 2033-04-22      | Floating      | 12.07%                | No            |                  2 | On Loan: No      |
| TE Connectivity Ltd                                   | TE Connectivity Ltd.                          | CUSIP: 000000000<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | CH        |     57280 | NS      | $6575744.00   | 1.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Lealand Finance Company B.V.                          | Lealand Finance Co. BV                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |   1215611 | PA      | $644273.97    | 0.19%             | 2025-06-30      | Variable      | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Stratim Cloud Acquisition Corp                        | Stratim Cloud Acquisition Corp.               | CUSIP: 86309R206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51216 | NS      | $512672.16    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HeidelbergCement AG                                   | HeidelbergCement AG                           | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |     30810 | NS      | $1757203.64   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Heliogen Inc                                          | Heliogen, Inc.                                | CUSIP: 42329E113<br>LEI: N/A                  | N/A              | DE               |  | US        |      7538 | NS      | $565.35       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEBARI NAT RES CREDIT FD I LP                         | Nebari Natural Resources Credit Fund I LP     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55000 | NS      | $3792159.20   | 1.13%             |  |  |  | Yes           |                  3 | On Loan: No      |
| PetVet Care Centers, LLC                              | PetVet Care Centers LLC                       | CUSIP: 70476XAK1<br>LEI: 549300V0HK8MSXZNOM91 | Long             | LON              | CORP              | US        |    647327 | PA      | $607677.77    | 0.18%             | 2025-02-14      | Variable      | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Samsung C&T Corp                                      | Samsung C&T Corp.                             | CUSIP: 000000000<br>LEI: 988400GFRE4IDFPE9E64 | Long             | EC               | CORP              | KR        |     21370 | NS      | $1918145.51   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| ABPCI Direct Lending Fund CLO Ltd                     | ABPCI Direct Lending Fund CLO I LLC           | CUSIP: 00086BAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2056000 | PA      | $1873984.38   | 0.56%             | 2033-07-20      | Floating      | 12.97%                | No            |                  2 | On Loan: No      |
| MCDERMOTT SUPER SENIOR EXIT LC                        | McDermott International, Inc.                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7365000 | PA      | $5818350.00   | 1.74%             | 2024-06-30      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Gores Holdings VIII Inc                               | Gores Holdings VIII, Inc.                     | CUSIP: 382863116<br>LEI: N/A                  | N/A              | DE               |  | US        |      2244 | NS      | $0.67         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VCP RRL ABS I, Ltd                                    | VCP RRL ABS I Ltd.                            | CUSIP: 92243RAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1043084 | PA      | $940583.36    | 0.28%             | 2031-10-20      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc                | International Flavors & Fragrances, Inc.      | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |     55860 | NS      | $5856362.40   | 1.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd                             | Alibaba Group Holding Ltd.                    | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |     45741 | NS      | $505436.75    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Arrow Merger Corp                              | Golden Arrow Merger Corp.                     | CUSIP: 380799114<br>LEI: N/A                  | N/A              | DE               |  | US        |     26146 | NS      | $172.56       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HIG WHITEHORSE DIR LEN 2020 LP                        | HIG WhiteHorse Direct Lending Fund            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55000 | NS      | $5453599.20   | 1.63%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Swire Pacific Ltd                                     | Swire Pacific Ltd.                            | CUSIP: 000000000<br>LEI: 549300KZOZHII0DGF611 | Long             | EC               | CORP              | HK        |    124345 | NS      | $1094427.80   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SHS MCDERMOTT INTRL                                   | McDermott International, Inc.                 | CUSIP: 58004K208<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     23285 | NS      | $7451.20      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BLUE TORCH CRED OPP FUND II LP                        | Blue Torch Cred Opp Fund II LP                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55000 | NS      | $5906340.00   | 1.76%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Tio Tech A                                            | Tio Tech A                                    | CUSIP: 000000000<br>LEI: 9845003AFE50FBFE3940 | Long             | EC               | CORP              | KY        |     22561 | NS      | $226963.66    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Metals Acquisition Corp                               | Metals Acquisition Corp.                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     13756 | NS      | $6747.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WH Borrower, LLC                                      | WH Borrower LLC                               | CUSIP: 92942LAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1164082 | PA      | $1105878.38   | 0.33%             | 2027-02-15      | Variable      | 9.36%                 | Yes           |                  2 | On Loan: No      |
| Glencore PLC                                          | Glencore PLC                                  | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |    788595 | NS      | $5266426.95   | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| WINDSTREAM WARRANTS                                   | Windstream Holdings, Inc.                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     10312 | NS      | $103120.00    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| McDermott Technology Americas Inc                     | McDermott Technology Americas, Inc.           | CUSIP: 000000000<br>LEI: N/A                  | Short            | LON              | CORP              | US        |   -727579 | PA      | $-327410.68   | -0.10%            | 2024-06-28      | Variable      | 6.35%                 | Yes           |                  3 | On Loan: No      |
| Landcadia Holdings IV Inc                             | Landcadia Holdings IV, Inc.                   | CUSIP: 51477A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     94488 | NS      | $943935.12    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Monument Circle Acquisition Corp                      | Monument Circle Acquisition Corp.             | CUSIP: 61531M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5326 | NS      | $53526.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ABPCI Direct Lending Fund ABS Ltd                     | ABPCI Direct Lending Fund ABS II LLC          | CUSIP: 00090NAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3387000 | PA      | $3162750.12   | 0.94%             | 2032-03-01      | Fixed         | 8.24%                 | No            |                  2 | On Loan: No      |
| Legal Fee Funding                                     | Legal Fee Funding LLC                         | CUSIP: 524708AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     99484 | PA      | $99484.06     | 0.03%             | 2036-07-20      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Nintendo Co Ltd                                       | Nintendo Co. Ltd.                             | CUSIP: 000000000<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |     38029 | NS      | $1602990.16   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| TIDEWATER INC                                         | Tidewater, Inc.                               | CUSIP: 000000000<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |   9600000 | PA      | $9748000.32   | 2.91%             | 2026-11-16      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MCDERMOTT PREF SHARE MDR                              | McDermott International, Inc.                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       711 | NS      | $426651.00    | 0.13%             |  |  |  | Yes           |                  3 | On Loan: No      |
| VCP CLO II Ltd                                        | VCP CLO II Ltd.                               | CUSIP: 91824EAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4421000 | PA      | $4081834.14   | 1.22%             | 2031-04-15      | Floating      | 12.49%                | No            |                  2 | On Loan: No      |
| Lealand Finance Company B.V.                          | Lealand Finance Co. BV                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    141919 | PA      | $85151.43     | 0.03%             | 2024-06-28      | Variable      | 7.38%                 | Yes           |                  2 | On Loan: No      |
| ZILLOW GROUP INC                                      | Zillow Group, Inc.                            | CUSIP: 98954MAG6<br>LEI: 2549002XEELQDIR6FU05 | Long             | DBT              | CORP              | US        |    350000 | PA      | $352625.00    | 0.11%             | 2026-09-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| MSD PRIVATE CREDIT OPP FD 2 LP                        | MSD Private Credit Opportunity Fund II LP     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     80000 | NS      | $8382611.76   | 2.50%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Howmet Aerospace Inc                                  | Howmet Aerospace, Inc.                        | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |     75894 | NS      | $2990982.54   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| GX Acquisition Corp II                                | GX Acquisition Corp. II                       | CUSIP: 36260F113<br>LEI: N/A                  | N/A              | DE               |  | US        |     16476 | NS      | $12851.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DHC Acquisition Corp                                  | DHC Acquisition Corp.                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     39560 | NS      | $398764.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WAYFAIR INC                                           | Wayfair, Inc.                                 | CUSIP: 94419LAF8<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |    122000 | PA      | $69088.60     | 0.02%             | 2026-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Mcdermott International Ltd                           | Mcdermott International Ltd.                  | CUSIP: 000000000<br>LEI: 54930004RAXI4B3L4752 | Long             | EC               | CORP              | BM        |    503259 | NS      | $161042.88    | 0.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Charter Communications Inc                            | Charter Communications, Inc.                  | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |      5983 | NS      | $2028835.30   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| LEALAND FIN CO BV ROLL OFF LC                         | Lealand Finance Co. BV                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |   -228966 | PA      | $-103034.93   | -0.03%            | 2023-05-10      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Kismet Acquisition Three Corp                         | Kismet Acquisition Three Corp.                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     78438 | NS      | $784380.00    | 0.23%             |  |  |  | No            |                  3 | On Loan: No      |
| Digital Transformation Opportunities Corp             | Digital Transformation Opportunities Corp.    | CUSIP: 25401K115<br>LEI: N/A                  | N/A              | DE               |  | US        |      1374 | NS      | $88.21        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Asurion LLC                                           | Asurion LLC                                   | CUSIP: 04649VAW0<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   2344452 | PA      | $2271774.30   | 0.68%             | 2024-11-03      | Variable      | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Virgin Orbit Holdings Inc                             | Virgin Orbit Holdings, Inc.                   | CUSIP: 92771A119<br>LEI: N/A                  | N/A              | DE               |  | US        |      7210 | NS      | $1297.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRG MYRTLE                                            | Project Myrtle                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3000000 | PA      | $3000000.00   | 0.90%             | 2025-06-15      | Variable      | 0.95%                 | Yes           |                  3 | On Loan: No      |
| Groupe Bruxelles Lambert NV                           | Groupe Bruxelles Lambert NV                   | CUSIP: 000000000<br>LEI: 549300KV0ZEHT2KVU152 | Long             | EC               | CORP              | BE        |     60010 | NS      | $4790845.73   | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Safran SA                                             | Safran SA                                     | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |     28560 | NS      | $3574482.62   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GSR II Meteora Acquisition Corp                       | GSR II Meteora Acquisition Corp.              | CUSIP: 36263W113<br>LEI: N/A                  | N/A              | DE               |  | US        |         2 | NS      | $1.86         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lazard Growth Acquisition Corp I                      | Lazard Growth Acquisition Corp. I             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      2856 | NS      | $28788.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GSR II Meteora Acquisition Corp                       | GSR II Meteora Acquisition Corp.              | CUSIP: 36263W105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        32 | NS      | $324.64       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Entain PLC                                            | Entain PLC                                    | CUSIP: 000000000<br>LEI: 213800GNI3K45LQR8L28 | Long             | EC               | CORP              | IM        |     48095 | NS      | $768378.98    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AXIOM GLOBAL INC                                      | Axiom Global, Inc.                            | CUSIP: 05464KAC7<br>LEI: 549300W2I02HCGWMMJ20 | Long             | LON              | CORP              | US        |   1740107 | PA      | $1666152.34   | 0.50%             | 2026-10-01      | Variable      | 9.04%                 | Yes           |                  2 | On Loan: No      |
| Elm Trust                                             | Elm Trust                                     | CUSIP: 28924AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1177000 | PA      | $1058772.23   | 0.32%             | 2029-10-20      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| ABPCI Direct Lending Fund ABS Ltd                     | ABPCI Direct Lending Fund ABS I Ltd.          | CUSIP: 00090TAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3536000 | PA      | $3216388.03   | 0.96%             | 2030-12-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| CIMPRESS PLC                                          | Cimpress PLC                                  | CUSIP: 17186HAC6<br>LEI: 549300X1IFD75XISOR81 | Long             | DBT              | CORP              | IE        |    381000 | PA      | $264318.75    | 0.08%             | 2026-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Alpha Partners Technology Merger Corp                 | Alpha Partners Technology Merger Corp.        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      3087 | NS      | $31178.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortress Credit Opportunities XIX CLO LLC             | Fortress Credit Opportunities IX CLO Ltd.     | CUSIP: 34961MAE7<br>LEI: 2549008RD44HDM6DNP14 | Long             | ABS-CBDO         | CORP              | KY        |   5186000 | PA      | $4570224.73   | 1.37%             | 2033-10-15      | Floating      | 12.14%                | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                        | Amazon.com, Inc.                              | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     20600 | NS      | $1730400.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp              | Westinghouse Air Brake Technologies Corp.     | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |     27239 | NS      | $2718724.59   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED COMMUNICATI                              | Consolidated Communications, Inc.             | CUSIP: 20903XAF0<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |   1272000 | PA      | $987631.68    | 0.29%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| THE REALREAL INC                                      | RealReal, Inc.                                | CUSIP: 88339PAB7<br>LEI: 549300O00VUGT4H1PE90 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1190000.00   | 0.36%             | 2025-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ESC GCB GULFPORT ENERG                                | Gulfport Energy Corp.                         | CUSIP: 402ESCAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    337000 | PA      | $0.00         | 0.00%             | 2024-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Ares Acquisition Corp                                 | Ares Acquisition Corp.                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      7543 | NS      | $3517.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BurTech Acquisition Corp                              | BurTech Acquisition Corp.                     | CUSIP: 123013112<br>LEI: N/A                  | N/A              | DE               |  | US        |     94574 | NS      | $576.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Elm Trust                                             | Elm Trust                                     | CUSIP: 289338AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    109000 | PA      | $101759.86    | 0.03%             | 2029-08-20      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ESC PERSHING SQUARE TO                                | Pershing Square Tontine Holdings Ltd.         | CUSIP: 715ESC018<br>LEI: 549300ZDVEYEVCF35B08 | Long             | EC               | CORP              | US        |     14610 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ABPCI Direct Lending Fund ABS Ltd                     | ABPCI Direct Lending Fund ABS I Ltd.          | CUSIP: 00090TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $318737.30    | 0.10%             | 2030-12-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                      | American International Group, Inc.            | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |    129280 | NS      | $8175667.20   | 2.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Coinstar Funding, LLC                                 | Coinstar Funding LLC                          | CUSIP: 19260MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2895480 | PA      | $2215273.84   | 0.66%             | 2047-04-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Capstone Acquisition Holdings, Inc.                   | Capstone Acquisition Holdings, Inc.           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2187045 | PA      | $2069491.33   | 0.62%             | 2027-11-12      | Variable      | 9.13%                 | Yes           |                  2 | On Loan: No      |
| Twelve Seas Investment Co II                          | Twelve Seas Investment Co. II                 | CUSIP: 90118T205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75237 | NS      | $756131.85    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MariaDB PLC                                           | MariaDB PLC                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IE        |     24015 | NS      | $7204.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-18

**Name of Applicant:** SOURCE CAPITAL INC /DE/

**Signature:** Lake Setzler

**Name of Signer:** Lake Setzler

**Title:** Treasurer