# EDGAR Filing Document

**Accession Number:** 0001937073
**File Stem:** 0001193125-25-289643
**Filing Date:** 2025-11
**Character Count:** 185971
**Document Hash:** bcab5e9fcb0964b55fbec7464f080076
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-289643.hdr.sgml**: 20251120

**ACCESSION NUMBER**: 0001193125-25-289643

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251120

**DATE AS OF CHANGE**: 20251120

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Calamos Aksia Alternative Credit & Income Fund
- **CENTRAL INDEX KEY:** 0001937073

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23815
- **FILM NUMBER:** 251502739

**BUSINESS ADDRESS:**
- **STREET 1:** 2020 CALAMOS COURT
- **CITY:** NAPERVILLE
- **STATE:** IL
- **ZIP:** 60563
- **BUSINESS PHONE:** 630.245.7200

**MAIL ADDRESS:**
- **STREET 1:** 2020 CALAMOS COURT
- **CITY:** NAPERVILLE
- **STATE:** IL
- **ZIP:** 60563

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Calamos Aksia Alternative Credit Fund
- **DATE OF NAME CHANGE:** 20220707

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Calamos Aksia Alternative Credit & Income Fund

- **b. Investment Company Act file number:** 811-23815

- **c. CIK number of Registrant:** 0001937073

- **d. LEI of Registrant:** 549300VJYCJOPBLFXL91

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

  - **Street Address 1:** 2020 Calamos Court

  - **City:** Naperville

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60563

  - **Telephone number:** 6302452700

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

- **a. Name of Series:** Calamos Aksia Alternative Credit & Income Fund

- **c. LEI of Series:** 549300VJYCJOPBLFXL91

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

- **a. Date of fiscal year-end:** 2026-03-31

- **b. Date as of which information is reported:** 2025-09-30

**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:** $1041640109.55

**Total Liabilities:** $189735430.69

**Net Assets:** $851904678.86

**Cash Not Reported:** $1702456.43

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.000000000000 | **1-Year:** 0.000000000000 | **5-Year:** -176.332871824787 | **10-Year:** -15.407471831022 | **30-Year:** 0.000000000000

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

- **3-Month:** -268.433241390607 | **1-Year:** -36299.746510493972 | **5-Year:** -242128.645575528256 | **10-Year:** -41561.020402744151 | **30-Year:** -166.752103998378

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.68%                | 0.78%                | 0.97%                |
| Class ID N/A | 0.62%                | 0.72%                | 0.91%                |
| Class ID N/A | 0.70%                | 0.80%                | 0.98%                |
| Class ID N/A | 0.64%                | 0.83%                | 0.83%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-114499.15              | $-1850473.66                               |
| Month 2  | $-254587.77              | $2822558.96                                |
| Month 3  | $1715441.24              | $92084.66                                  |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| VRC Cos. LLC -TL-2/3/2025   /                | VRC Cos. LLC -TL-2/3/2025   /                    | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5968165 | PA      | $5968164.84   | 0.70%             | 2027-06-29      | Variable      | 9.70%                 | No            | 3                  | On Loan: No      |
| DAWSON PORT FINANCE 5 LP-FE-8/24/2023   /    | DAWSON PORT FINANCE 5 LP-FE-8/24/2023   /        | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $621080.70    | 0.07%             |  |  |  | No            | N/A                | On Loan: No      |
| WMG BRYAN DAIRY OWNE -DD-3/17/2025   /       | WMG BRYAN DAIRY OWNE -DD-3/17/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6583439 | PA      | $6583438.79   | 0.77%             | 2029-03-19      | Fixed         | 14.52%                | No            | 3                  | On Loan: No      |
| WMG BRYAN DAIRY OWNE -DD-3/17/2025   /       | WMG BRYAN DAIRY OWNE -DD-3/17/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1064806 | PA      | $1064806.30   | 0.12%             | 2029-03-19      | Fixed         | 0.00%                 | No            | 3                  | On Loan: No      |
| WORLD WATER WORKS, I -TL-7/3/2024   /        | WORLD WATER WORKS, I -TL-7/3/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2884500 | PA      | $2919407.61   | 0.34%             | 2029-07-03      | Variable      | 12.67%                | No            | 3                  | On Loan: No      |
| WORLD WATER WORKS, I Preferred Equity   /    | WORLD WATER WORKS, I Preferred Equity   /        | CUSIP: 999999999<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       962 | NS      | $1102499.18   | 0.13%             |  |  |  | No            | 3                  | On Loan: No      |
| WORLD WATER WORKS, I WARRANTS   /            | WORLD WATER WORKS, I WARRANTS   /                | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       206 | NC      | $32576.19     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| 400 NE 2ND STREET OW -DD-06/08/2023   /      | 400 NE 2ND STREET OW -DD-06/08/2023   /          | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    524941 | PA      | $524940.57    | 0.06%             | 2027-09-01      | Variable      | 9.33%                 | No            | 3                  | On Loan: No      |
| XEBIA GROUP HOLDING -TL-7/7/2023   /         | XEBIA GROUP HOLDING -TL-7/7/2023   /             | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |   1012866 | PA      | $1169725.10   | 0.14%             | 2027-07-30      | Variable      | 10.50%                | No            | 3                  | On Loan: No      |
| Z1ORRO MIDCO 2 LIMIT -TL-2/10/2025   /       | Z1ORRO MIDCO 2 LIMIT -TL-2/10/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    225433 | PA      | $301965.64    | 0.04%             | 2031-06-14      | Variable      | 8.97%                 | No            | 3                  | On Loan: No      |
| Post CLO LTD                                 | Post CLO VI Ltd.                                 | CUSIP: 73742WAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $810000.00    | 0.10%             | 2038-01-20      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Post CLO LTD                                 | Post CLO 2024-1 Ltd.                             | CUSIP: 73743FAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $380000.00    | 0.04%             | 2037-04-20      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Z2ORRO MIDCO 2 LIMIT -TL-2/10/2025   /       | Z2ORRO MIDCO 2 LIMIT -TL-2/10/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   3090823 | PA      | $327010.60    | 0.04%             | 2031-06-13      | Variable      | 7.00%                 | No            | 3                  | On Loan: No      |
| ZORO MERGER SUB,, Inc. 2024 TL-04/17/24   /  | ZORO MERGER SUB,, Inc. 2024 TL-04/17/24   /      | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2978071 | PA      | $2978071.23   | 0.35%             | 2028-11-22      | Variable      | 9.00%                 | No            | 3                  | On Loan: No      |
| BROADSTREET PARTNERS INC                     | Broadstreet Partners Group LLC                   | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |   1486033 | PA      | $1489093.95   | 0.17%             | 2031-06-16      | Floating      | 6.91%                 | No            | 2                  | On Loan: No      |
| CHARIOT BUYER LLC                            | Chariot Buyer LLC                                | CUSIP: 999999999<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |   1999000 | PA      | $2003377.81   | 0.24%             | 2032-09-08      | Floating      | 7.22%                 | No            | 2                  | On Loan: No      |
| BOOTS GROUP FINCO LP                         | Boots Group Finco LP                             | CUSIP: 09947PAB7<br>LEI: 254900YVLYOVF1PF1N93 | Long             | LON              | CORP              | US        |   1000000 | PA      | $1003955.00   | 0.12%             | 2032-08-30      | Floating      | 7.70%                 | No            | 2                  | On Loan: No      |
| AMYNTA AGENCY BORROWER                       | Amynta Agency Borrower, Inc.                     | CUSIP: 57810JAM0<br>LEI: 5493000GP6HBRVTWBO85 | Long             | LON              | CORP              | US        |   1492503 | PA      | $1488906.18   | 0.17%             | 2031-12-29      | Floating      | 6.91%                 | No            | 2                  | On Loan: No      |
| BPCP NSA INTERMEDCO -TL-5/23/2024   /        | BPCP NSA INTERMEDCO -TL-5/23/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1899419 | PA      | $1893035.02   | 0.22%             | 2030-05-17      | Variable      | 8.75%                 | No            | 3                  | On Loan: No      |
| BRIDGEPOINT CREDIT O -FE-10/31/2023   /      | BRIDGEPOINT CREDIT O -FE-10/31/2023   /          | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | XX        |         1 | NS      | $1280424.44   | 0.15%             | 2023-10-31      | None          | 0.00%                 | No            | N/A                | On Loan: No      |
| C1RH HEALTHCARE PURC -DD-9/16/2025   /       | C1RH HEALTHCARE PURC -DD-9/16/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3017241 | PA      | $2987068.97   | 0.35%             | 2031-09-17      | Fixed         | 1.00%                 | No            | 3                  | On Loan: No      |
| C1RH HEALTHCARE PURC -RE-9/16/2025   /       | C1RH HEALTHCARE PURC -RE-9/16/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1206897 | PA      | $1194827.58   | 0.14%             | 2031-09-17      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| PAR EXCELLENCE HOLDI -TL-3/10/2025   /       | PAR EXCELLENCE HOLDI -TL-3/10/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4987500 | PA      | $4912678.77   | 0.58%             | 2030-09-03      | Variable      | 9.12%                 | No            | 3                  | On Loan: No      |
| Park Row Mezz Borrow -FE-7/08/25   /         | Park Row Mezz Borrow -FE-7/08/25   /             | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $4864994.04   | 0.57%             |  |  |  | No            | N/A                | On Loan: No      |
| PERDIDO ENERGY HOLDI -TL-3/14/2025   /       | PERDIDO ENERGY HOLDI -TL-3/14/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9500000 | PA      | $9334370.84   | 1.10%             | 2028-11-10      | Variable      | 10.75%                | No            | 3                  | On Loan: No      |
| PN VIII HOLDCO SARL -TL-1/24/2025   /        | PN VIII HOLDCO SARL -TL-1/24/2025   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | ES        |     83000 | PA      | $96037.03     | 0.01%             | 2030-06-14      | Variable      | 7.22%                 | No            | 3                  | On Loan: No      |
| PRACTICETEK PURCHASE -TL-8/30/2023   /       | PRACTICETEK PURCHASE -TL-8/30/2023   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1965000 | PA      | $1984650.00   | 0.23%             | 2029-08-30      | Variable      | 10.06%                | No            | 3                  | On Loan: No      |
| PROACTIS HOLDINGS LI -TL-1/31/2024   /       | PROACTIS HOLDINGS LI -TL-1/31/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    701831 | PA      | $933875.07    | 0.11%             | 2029-08-16      | Variable      | 13.71%                | No            | 3                  | On Loan: No      |
| PURPLE COW BUYER LLC -TL-2/11/2025   /       | PURPLE COW BUYER LLC -TL-2/11/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4975000 | PA      | $4938048.40   | 0.58%             | 2030-11-05      | Variable      | 9.32%                 | No            | 3                  | On Loan: No      |
| R1CP NATS PURCHASER, -DD-3/18/2025   /       | R1CP NATS PURCHASER, -DD-3/18/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1205511 | PA      | $1186070.67   | 0.14%             | 2032-03-19      | Fixed         | 0.00%                 | No            | 3                  | On Loan: No      |
| R1CP NATS PURCHASER, -RE-3/18/2025   /       | R1CP NATS PURCHASER, -RE-3/18/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    843858 | PA      | $830044.47    | 0.10%             | 2032-03-19      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| R1CP NATS PURCHASER, -TL-3/18/2025   /       | R1CP NATS PURCHASER, -TL-3/18/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6027555 | PA      | $5930353.34   | 0.70%             | 2032-03-19      | Variable      | 9.00%                 | No            | 3                  | On Loan: No      |
| REVELSTOKE BIDCO LIM -DD-11/29/2023   /      | REVELSTOKE BIDCO LIM -DD-11/29/2023   /          | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    374052 | PA      | $373998.34    | 0.04%             | 2030-11-29      | Fixed         | 2.19%                 | No            | 3                  | On Loan: No      |
| REVELSTOKE BIDCO LIM -TL-11/29/2023   /      | REVELSTOKE BIDCO LIM -TL-11/29/2023   /          | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    625948 | PA      | $625858.32    | 0.07%             | 2030-11-29      | Variable      | 10.25%                | No            | 3                  | On Loan: No      |
| READY TERM HOLDINGS, -DD-4/12/2024   /       | READY TERM HOLDINGS, -DD-4/12/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3000000 | PA      | $2967938.23   | 0.35%             | 2029-04-12      | Variable      | 9.83%                 | No            | 3                  | On Loan: No      |
| REDWOOD SERVICES, LP -DD-6/16/2025   /       | REDWOOD SERVICES, LP -DD-6/16/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2181818 | PA      | $2165515.77   | 0.25%             | 2032-06-16      | Fixed         | 0.00%                 | No            | 3                  | On Loan: No      |
| REDWOOD SERVICES, LP -RE-6/16/2025   /       | REDWOOD SERVICES, LP -RE-6/16/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    909091 | PA      | $902482.17    | 0.11%             | 2032-06-16      | Fixed         | 0.00%                 | No            | 3                  | On Loan: No      |
| REDWOOD SERVICES, LP -TL-6/16/2025   /       | REDWOOD SERVICES, LP -TL-6/16/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6909091 | PA      | $6857466.60   | 0.80%             | 2032-06-16      | Variable      | 8.75%                 | No            | 3                  | On Loan: No      |
| RIPTIDE PARENT LLC -RE-8/2/2024   /          | RIPTIDE PARENT LLC -RE-8/2/2024   /              | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    408163 | PA      | $405466.90    | 0.05%             | 2030-08-02      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| RIPTIDE PARENT LLC -TL-8/2/2024   /          | RIPTIDE PARENT LLC -TL-8/2/2024   /              | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4557398 | PA      | $4527291.31   | 0.53%             | 2030-08-02      | Variable      | 9.43%                 | No            | 3                  | On Loan: No      |
| S1YNDIGO LLC -RE-8/29/2025   /               | S1YNDIGO LLC -RE-8/29/2025   /                   | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1481043 | PA      | $1466232.22   | 0.17%             | 2032-09-02      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| S1YNDIGO LLC -TL-8/29/2025   /               | S1YNDIGO LLC -TL-8/29/2025   /                   | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  11018957 | PA      | $10908767.78  | 1.28%             | 2032-09-02      | Variable      | 9.16%                 | No            | 3                  | On Loan: No      |
| SUMUP HOLDINGS LUXE -DD-5/21/2024   /        | SUMUP HOLDINGS LUXE -DD-5/21/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   4000000 | PA      | $4705620.87   | 0.55%             | 2031-04-25      | Variable      | 8.52%                 | No            | 3                  | On Loan: No      |
| SUMUP HOLDINGS LUXE -DD-5/21/2024   /        | SUMUP HOLDINGS LUXE -DD-5/21/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   1000000 | PA      | $1176405.22   | 0.14%             | 2031-04-25      | Fixed         | 1.95%                 | No            | 3                  | On Loan: No      |
| SALUTE MISSION CRITI -RE-06/09/2023   /      | SALUTE MISSION CRITI -RE-06/09/2023   /          | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    135364 | PA      | $133893.47    | 0.02%             | 2029-11-30      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| SALUTE MISSION CRITI -TL-06/09/2023   /      | SALUTE MISSION CRITI -TL-06/09/2023   /          | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    845277 | PA      | $836095.80    | 0.10%             | 2029-11-30      | Variable      | 9.28%                 | No            | 3                  | On Loan: No      |
| SALAMANCA INFRASTRUC -DD-10/1/2024   /       | SALAMANCA INFRASTRUC -DD-10/1/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4482723 | PA      | $4452058.68   | 0.52%             | 2030-12-31      | Variable      | 9.25%                 | No            | 3                  | On Loan: No      |
| SALAMANCA INFRASTRUC -DD-10/1/2024   /       | SALAMANCA INFRASTRUC -DD-10/1/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    135346 | PA      | $134420.61    | 0.02%             | 2030-12-31      | Variable      | 9.25%                 | No            | 3                  | On Loan: No      |
| SALAMANCA INFRASTRUC -DD-10/1/2024   /       | SALAMANCA INFRASTRUC -DD-10/1/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    135852 | PA      | $134922.53    | 0.02%             | 2030-12-31      | Variable      | 9.25%                 | No            | 3                  | On Loan: No      |
| SALAMANCA INFRASTRUC -DD-10/1/2024   /       | SALAMANCA INFRASTRUC -DD-10/1/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    135920 | PA      | $134990.06    | 0.02%             | 2030-12-31      | Variable      | 9.25%                 | No            | 3                  | On Loan: No      |
| SALAMANCA INFRASTRUC -DD-10/1/2024   /       | SALAMANCA INFRASTRUC -DD-10/1/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    214765 | PA      | $213295.97    | 0.03%             | 2030-12-31      | Variable      | 9.25%                 | No            | 3                  | On Loan: No      |
| SALAMANCA INFRASTRUC -DD-10/1/2024   /       | SALAMANCA INFRASTRUC -DD-10/1/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     64172 | PA      | $63733.03     | 0.01%             | 2030-12-31      | Fixed         | 1.00%                 | No            | 3                  | On Loan: No      |
| SCOTTSDALE PLAZA RES -DD-7/19/2024   /       | SCOTTSDALE PLAZA RES -DD-7/19/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4428879 | PA      | $4389173.28   | 0.52%             | 2027-04-09      | Variable      | 13.16%                | No            | 3                  | On Loan: No      |
| SCOTTSDALE PLAZA RES -DD-7/19/2024   /       | SCOTTSDALE PLAZA RES -DD-7/19/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    171238 | PA      | $169703.17    | 0.02%             | 2027-04-09      | Variable      | 13.10%                | No            | 3                  | On Loan: No      |
| SCOTTSDALE PLAZA RES -DD-7/19/2024   /       | SCOTTSDALE PLAZA RES -DD-7/19/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    399883 | PA      | $396297.97    | 0.05%             | 2027-04-09      | Fixed         | 0.00%                 | No            | 3                  | On Loan: No      |
| SERRANO PARENT, LLC -TL-6/23/2023   /        | SERRANO PARENT, LLC -TL-6/23/2023   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $1002489.73   | 0.12%             | 2030-05-13      | Variable      | 10.73%                | No            | 3                  | On Loan: No      |
| SEI HOLDINGS I Corp.O -DD-6/28/2023   /      | SEI HOLDINGS I Corp.O -DD-6/28/2023   /          | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     18937 | PA      | $18736.18     | 0.00%             | 2028-03-27      | Variable      | 9.16%                 | No            | 3                  | On Loan: No      |
| SEI HOLDINGS I Corp.O -DD-6/28/2023   /      | SEI HOLDINGS I Corp.O -DD-6/28/2023   /          | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     25269 | PA      | $25001.32     | 0.00%             | 2028-03-27      | Variable      | 9.15%                 | No            | 3                  | On Loan: No      |
| SEI HOLDINGS I Corp.O -DD-6/28/2023   /      | SEI HOLDINGS I Corp.O -DD-6/28/2023   /          | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     10666 | PA      | $10552.84     | 0.00%             | 2028-03-27      | Variable      | 9.15%                 | No            | 3                  | On Loan: No      |
| ZORRO MIDCO 2 LIMITE -DD-8/15/2024   /       | ZORRO MIDCO 2 LIMITE -DD-8/15/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    136719 | PA      | $183134.26    | 0.02%             | 2031-06-13      | Variable      | 9.26%                 | No            | 3                  | On Loan: No      |
| ZORRO MIDCO 2 LIMITE -DD-8/15/2024   /       | ZORRO MIDCO 2 LIMITE -DD-8/15/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     27170 | PA      | $36393.87     | 0.00%             | 2031-06-13      | Variable      | 9.11%                 | No            | 3                  | On Loan: No      |
| SAGITTARIUS HOLDINGS -DB-12/27/2027   /      | SAGITTARIUS HOLDINGS -DB-12/27/2027   /          | CUSIP: 78689AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1059951 | PA      | $1059951.06   | 0.12%             | 2027-12-23      | Variable      | 10.68%                | No            | 3                  | On Loan: No      |
| Sandstone Peak, Ltd                          | Sandstone Peak III Ltd.                          | CUSIP: 799929AC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $407050.00    | 0.05%             | 2037-04-25      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| ZORRO MIDCO 2 LIMITE -DD-8/15/2024   /       | ZORRO MIDCO 2 LIMITE -DD-8/15/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    199747 | PA      | $267560.35    | 0.03%             | 2031-06-13      | Fixed         | 1.00%                 | No            | 3                  | On Loan: No      |
| ZORRO MIDCO 2 LIMITE -TL-8/15/2024   /       | ZORRO MIDCO 2 LIMITE -TL-8/15/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   1636364 | PA      | $2191900.85   | 0.26%             | 2031-06-13      | Variable      | 9.11%                 | No            | 3                  | On Loan: No      |
| Sand Trust                                   | Sandstone Peak II Ltd.                           | CUSIP: 80013UAC4<br>LEI: 254900ZRRTOYR8JJD593 | Long             | ABS-CBDO         | CORP              | KY        |    210895 | PA      | $200328.80    | 0.02%             | 2038-07-20      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| BNP PARIBAS (LU) NTS 9/26/2031 EUR   /       | BNP PARIBAS (LU) NTS 9/26/2031 EUR   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | FR        |   3531072 | PA      | $4145424.17   | 0.49%             | 2031-09-26      | Variable      | 10.00%                | No            | 3                  | On Loan: No      |
| A1MPLIFY BUYER, INC. -TL-9/26/2025   /       | A1MPLIFY BUYER, INC. -TL-9/26/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  13237500 | PA      | $13171312.50  | 1.55%             | 2032-09-17      | Variable      | 8.75%                 | No            | 3                  | On Loan: No      |
| ARCMONT ASSET MANAG -DD-3/18/2025   /        | ARCMONT ASSET MANAG -DD-3/18/2025   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   1229864 | PA      | $1608435.62   | 0.19%             | 2031-07-21      | Variable      | 9.60%                 | No            | 3                  | On Loan: No      |
| ARCMONT ASSET MANAG -DD-3/18/2025   /        | ARCMONT ASSET MANAG -DD-3/18/2025   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    591213 | PA      | $773197.04    | 0.09%             | 2031-07-21      | Variable      | 9.77%                 | No            | 3                  | On Loan: No      |
| ARCMONT ASSET MANAG -TL-3/18/2025   /        | ARCMONT ASSET MANAG -TL-3/18/2025   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   4097423 | PA      | $5358673.49   | 0.63%             | 2031-07-21      | Variable      | 9.60%                 | No            | 3                  | On Loan: No      |
| ASSOCIATIONS, INC. TL-5/3/2024 HOLDCO B   /  | ASSOCIATIONS, INC. TL-5/3/2024 HOLDCO B   /      | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    244345 | PA      | $249231.62    | 0.03%             | 2030-05-03      | Fixed         | 14.25%                | No            | 3                  | On Loan: No      |
| ASSOCIATIONS, INC. TL-5/3/2024 HOLDCO A   /  | ASSOCIATIONS, INC. TL-5/3/2024 HOLDCO A   /      | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    639863 | PA      | $652660.42    | 0.08%             | 2030-05-03      | Fixed         | 14.25%                | No            | 3                  | On Loan: No      |
| ACCUSERVE SOLUTIONS, -TL-3/15/2024   /       | ACCUSERVE SOLUTIONS, -TL-3/15/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4875587 | PA      | $4823369.45   | 0.57%             | 2030-03-15      | Variable      | 9.48%                 | No            | 3                  | On Loan: No      |
| ACM CRESTONE 757 LLC -FE-6/21/2024   /       | ACM CRESTONE 757 LLC -FE-6/21/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |         1 | NS      | $1617582.10   | 0.19%             | 2024-06-21      | None          | 0.00%                 | No            | N/A                | On Loan: No      |
| ACCORDION PARTNERS L    /                    | ACCORDION PARTNERS L    /                        | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     60870 | PA      | $60946.12     | 0.01%             | 2031-11-17      | Variable      | 9.38%                 | No            | 3                  | On Loan: No      |
| ACCORDION PARTNERS L    /                    | ACCORDION PARTNERS L    /                        | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     85217 | PA      | $85324.56     | 0.01%             | 2031-11-17      | Variable      | 9.48%                 | No            | 3                  | On Loan: No      |
| ALTISSIMUM -DD-5/24/2024   /                 | ALTISSIMUM -DD-5/24/2024   /                     | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |    600000 | PA      | $695630.84    | 0.08%             | 2030-10-31      | Fixed         | 1.25%                 | No            | 3                  | On Loan: No      |
| ALTISSIMUM -TL-5/24/2024   /                 | ALTISSIMUM -TL-5/24/2024   /                     | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |   3400000 | PA      | $3943874.72   | 0.46%             | 2030-10-31      | Variable      | 7.50%                 | No            | 3                  | On Loan: No      |
| ALLIANCE ENERGY SERV -TL-4/11/2025   /       | ALLIANCE ENERGY SERV -TL-4/11/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  10000000 | PA      | $9850443.70   | 1.16%             | 2028-08-11      | Variable      | 12.06%                | No            | 3                  | On Loan: No      |
| AMG INVESTMENT HOLDI -DB-8/2/2023   /        | AMG INVESTMENT HOLDI -DB-8/2/2023   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1059430 | PA      | $1070207.02   | 0.13%             | 2030-11-15      | Fixed         | 14.25%                | No            | 3                  | On Loan: No      |
| ACCORDION PARTNERS L    /                    | ACCORDION PARTNERS L    /                        | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    766957 | PA      | $767921.07    | 0.09%             | 2031-11-17      | Fixed         | 1.00%                 | No            | 3                  | On Loan: No      |
| ACCORDION PARTNERS L    /                    | ACCORDION PARTNERS L    /                        | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    608696 | PA      | $608695.65    | 0.07%             | 2031-11-17      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| AMBIENT ENTERPRISES -DD-12/8/2023   /        | AMBIENT ENTERPRISES -DD-12/8/2023   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    296428 | PA      | $293105.62    | 0.03%             | 2030-06-28      | Variable      | 9.25%                 | No            | 3                  | On Loan: No      |
| AMBIENT ENTERPRISES -DD-12/8/2023   /        | AMBIENT ENTERPRISES -DD-12/8/2023   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    370846 | PA      | $366688.88    | 0.04%             | 2030-06-28      | Variable      | 9.25%                 | No            | 3                  | On Loan: No      |
| ACCORDION PARTNERS L    /                    | ACCORDION PARTNERS L    /                        | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5464565 | PA      | $5471437.62   | 0.64%             | 2031-11-17      | Variable      | 9.25%                 | No            | 3                  | On Loan: No      |
| TPG Twin Brook Capit Fund -FE-12/26/2023   / | TPG Twin Brook Capit Fund -FE-12/26/2023   /     | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    192994 | NS      | $4880791.07   | 0.57%             | 2023-12-26      | None          | 0.00%                 | No            | N/A                | On Loan: No      |
| AMBIENT ENTERPRISES -DD-12/8/2023   /        | AMBIENT ENTERPRISES -DD-12/8/2023   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    122244 | PA      | $120873.94    | 0.01%             | 2030-06-28      | Variable      | 9.58%                 | No            | 3                  | On Loan: No      |
| AMBIENT ENTERPRISES -DD-12/8/2023   /        | AMBIENT ENTERPRISES -DD-12/8/2023   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    198914 | PA      | $196684.15    | 0.02%             | 2030-06-28      | Variable      | 9.25%                 | No            | 3                  | On Loan: No      |
| AMBIENT ENTERPRISES -DD-12/8/2023   /        | AMBIENT ENTERPRISES -DD-12/8/2023   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    297147 | PA      | $293816.51    | 0.03%             | 2030-06-28      | Variable      | 9.24%                 | No            | 3                  | On Loan: No      |
| AMBIENT ENTERPRISES -RE-12/8/2023   /        | AMBIENT ENTERPRISES -RE-12/8/2023   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    297872 | PA      | $294533.30    | 0.03%             | 2029-12-07      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| ALLIED POWER GROUP, -DD-8/20/2025   /        | ALLIED POWER GROUP, -DD-8/20/2025   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2285274 | PA      | $2262420.97   | 0.27%             | 2030-05-16      | Fixed         | 1.00%                 | No            | 3                  | On Loan: No      |
| ALLIED POWER GROUP, -RE-8/20/2025   /        | ALLIED POWER GROUP, -RE-8/20/2025   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    380879 | PA      | $377070.17    | 0.04%             | 2030-05-16      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| AMBIENT ENTERPRISES -TL-12/8/2023   /        | AMBIENT ENTERPRISES -TL-12/8/2023   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4008835 | PA      | $3963902.23   | 0.47%             | 2030-06-28      | Variable      | 9.25%                 | No            | 3                  | On Loan: No      |
| AMBIENT ENTERPRISES -TL-1/23/2025   /        | AMBIENT ENTERPRISES -TL-1/23/2025   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2134322 | PA      | $2110399.61   | 0.25%             | 2030-06-28      | Variable      | 9.25%                 | No            | 3                  | On Loan: No      |
| ALLIED POWER GROUP, -TL-8/20/2025   /        | ALLIED POWER GROUP, -TL-8/20/2025   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7213847 | PA      | $7141708.85   | 0.84%             | 2030-05-16      | Variable      | 9.00%                 | No            | 3                  | On Loan: No      |
| ASSOCIATIONS, INC. -DD-5/3/2024   /          | ASSOCIATIONS, INC. -DD-5/3/2024   /              | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     71205 | PA      | $71916.71     | 0.01%             | 2028-07-02      | Variable      | 11.08%                | No            | 3                  | On Loan: No      |
| AR3 HOLDCO LLC -DD-9/15/2025   /             | AR3 HOLDCO LLC -DD-9/15/2025   /                 | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | AU        |  20000000 | PA      | $20200000.00  | 2.37%             | 2027-03-16      | Variable      | 10.50%                | No            | 3                  | On Loan: No      |
| ARROW BUYER, INC. -DD-07/06/23   /           | ARROW BUYER, INC. -DD-07/06/23   /               | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     50654 | PA      | $49870.16     | 0.01%             | 2030-06-30      | Variable      | 9.00%                 | No            | 3                  | On Loan: No      |
| ARROW BUYER, INC. -TL-07/06/23   /           | ARROW BUYER, INC. -TL-07/06/23   /               | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    798281 | PA      | $785923.64    | 0.09%             | 2030-06-30      | Variable      | 9.00%                 | No            | 3                  | On Loan: No      |
| ARROW BUYER, INC. -DD TL 1 -07/06/23   /     | ARROW BUYER, INC. -DD TL 1 -07/06/23   /         | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     52328 | PA      | $51518.09     | 0.01%             | 2030-06-30      | Variable      | 9.00%                 | No            | 3                  | On Loan: No      |
| ASSOCIATIONS, INC. -DD-5/3/2024   /          | ASSOCIATIONS, INC. -DD-5/3/2024   /              | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     23216 | PA      | $23448.34     | 0.00%             | 2028-07-02      | Variable      | 11.08%                | No            | 3                  | On Loan: No      |
| ASSOCIATIONS, INC. -DD-5/3/2024   /          | ASSOCIATIONS, INC. -DD-5/3/2024   /              | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     14490 | PA      | $14635.12     | 0.00%             | 2028-07-02      | Variable      | 11.08%                | No            | 3                  | On Loan: No      |
| ARCMONT ASSET MANAGE -DD-3/18/2025   /       | ARCMONT ASSET MANAGE -DD-3/18/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | FI        |    134426 | PA      | $153729.34    | 0.02%             | 2031-09-11      | Variable      | 7.50%                 | No            | 3                  | On Loan: No      |
| ARCMONT ASSET MANAGE -DD-3/18/2025   /       | ARCMONT ASSET MANAGE -DD-3/18/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | FI        |   1504918 | PA      | $1721018.69   | 0.20%             | 2031-09-11      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| ASSOCIATIONS, INC. -DD-5/3/2024   /          | ASSOCIATIONS, INC. -DD-5/3/2024   /              | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    178306 | PA      | $180089.16    | 0.02%             | 2028-07-02      | Fixed         | 0.00%                 | No            | 3                  | On Loan: No      |
| ASSOCIATIONS, INC. -RE-5/3/2024   /          | ASSOCIATIONS, INC. -RE-5/3/2024   /              | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    230572 | PA      | $230571.97    | 0.03%             | 2028-07-02      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| ASSOCIATIONS, INC. -TL-5/3/2024   /          | ASSOCIATIONS, INC. -TL-5/3/2024   /              | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3685028 | PA      | $3721878.54   | 0.44%             | 2028-07-02      | Variable      | 11.08%                | No            | 3                  | On Loan: No      |
| AWP GROUP HOLDINGS -TL-8/11/2025   /         | AWP GROUP HOLDINGS -TL-8/11/2025   /             | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5000000 | PA      | $5000000.00   | 0.59%             | 2028-08-05      | Variable      | 8.74%                 | No            | 3                  | On Loan: No      |
| B1ISHOP STREET UNDER -DD-8/27/2025   /       | B1ISHOP STREET UNDER -DD-8/27/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6000000 | PA      | $5970000.00   | 0.70%             | 2031-07-31      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| B1ISHOP STREET UNDER -TL-8/27/2025   /       | B1ISHOP STREET UNDER -TL-8/27/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9000000 | PA      | $8955000.00   | 1.05%             | 2031-07-31      | Variable      | 9.49%                 | No            | 3                  | On Loan: No      |
| B1LUE BIDCO Ltd. -TL-6/12/2025   /           | B1LUE BIDCO Ltd. -TL-6/12/2025   /               | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   1369123 | PA      | $1828107.83   | 0.21%             | 2032-05-21      | Variable      | 9.10%                 | No            | 3                  | On Loan: No      |
| B2LUE BIDCO Ltd. -TL-6/12/2025   /           | B2LUE BIDCO Ltd. -TL-6/12/2025   /               | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    903694 | PA      | $1053238.51   | 0.12%             | 2032-05-21      | Variable      | 7.00%                 | No            | 3                  | On Loan: No      |
| ARCMONT ASSET MANAGE -TL-3/18/2025   /       | ARCMONT ASSET MANAGE -TL-3/18/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | FI        |   3360656 | PA      | $3843233.46   | 0.45%             | 2031-09-11      | Variable      | 7.50%                 | No            | 3                  | On Loan: No      |
| HSI HALO ACQUISITION -TL-6/28/2024   /       | HSI HALO ACQUISITION -TL-6/28/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4589174 | PA      | $4598877.00   | 0.54%             | 2031-06-30      | Variable      | 9.31%                 | No            | 3                  | On Loan: No      |
| B3LUE BIDCO Ltd. -TL-6/12/2025   /           | B3LUE BIDCO Ltd. -TL-6/12/2025   /               | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    265825 | PA      | $263927.40    | 0.03%             | 2032-05-21      | Variable      | 9.00%                 | No            | 3                  | On Loan: No      |
| B4LUE BIDCO Ltd. -DD-6/12/2025   /           | B4LUE BIDCO Ltd. -DD-6/12/2025   /               | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    406012 | PA      | $542123.74    | 0.06%             | 2031-11-21      | Variable      | 9.26%                 | No            | 3                  | On Loan: No      |
| IB APPLIANCES U.S. HOL -RE-1/6/2025   /      | IB APPLIANCES U.S. HOL -RE-1/6/2025   /          | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    666667 | PA      | $651481.43    | 0.08%             | 2030-01-07      | Variable      | 11.15%                | No            | 3                  | On Loan: No      |
| IB APPLIANCES U.S. HOL -TL-1/6/2025   /      | IB APPLIANCES U.S. HOL -TL-1/6/2025   /          | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5266667 | PA      | $5145901.57   | 0.60%             | 2030-01-07      | Variable      | 11.18%                | No            | 3                  | On Loan: No      |
| IB APPLIANCES U.S. HOL WARRANTS   /          | IB APPLIANCES U.S. HOL WARRANTS   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1073 | NC      | $66240.15     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| ITI INTERMODAL SERVI -DD-6/28/2023   /       | ITI INTERMODAL SERVI -DD-6/28/2023   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     32123 | PA      | $31662.18     | 0.00%             | 2027-12-21      | Variable      | 10.10%                | No            | 3                  | On Loan: No      |
| B4LUE BIDCO Ltd. -DD-6/12/2025   /           | B4LUE BIDCO Ltd. -DD-6/12/2025   /               | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    261851 | PA      | $349633.85    | 0.04%             | 2031-11-21      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| BADGE 21 MIDCO HOLDI -DD-7/18/2024   /       | BADGE 21 MIDCO HOLDI -DD-7/18/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2083333 | PA      | $2062500.00   | 0.24%             | 2032-06-30      | Fixed         | 1.00%                 | No            | 3                  | On Loan: No      |
| ITI INTERMODAL SERVI -TL-6/28/2023   /       | ITI INTERMODAL SERVI -TL-6/28/2023   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    458729 | PA      | $454390.88    | 0.05%             | 2027-12-21      | Variable      | 10.35%                | No            | 3                  | On Loan: No      |
| ITI INTERMODAL SERVI -DD-6/28/2023   /       | ITI INTERMODAL SERVI -DD-6/28/2023   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    242273 | PA      | $239981.36    | 0.03%             | 2027-12-21      | Variable      | 10.35%                | No            | 3                  | On Loan: No      |
| BADGE 21 MIDCO HOLDI -DD-6/30/2025   /       | BADGE 21 MIDCO HOLDI -DD-6/30/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     41667 | PA      | $41250.00     | 0.00%             | 2032-06-30      | Fixed         | 1.00%                 | No            | 3                  | On Loan: No      |
| BADGE 21 MIDCO HOLDI -RE-7/18/2024   /       | BADGE 21 MIDCO HOLDI -RE-7/18/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    833333 | PA      | $826752.06    | 0.10%             | 2032-06-30      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| JDC HEALTHCARE MANAG -TL-9/29/2023   /       | JDC HEALTHCARE MANAG -TL-9/29/2023   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1184173 | PA      | $1148935.52   | 0.13%             | 2028-09-29      | Variable      | 15.64%                | No            | 3                  | On Loan: No      |
| K9NPAK INTERMEDIATE -DD-4/2/2024   /         | K9NPAK INTERMEDIATE -DD-4/2/2024   /             | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    674797 | PA      | $773597.56    | 0.09%             | 2031-03-26      | Fixed         | 1.00%                 | No            | 3                  | On Loan: No      |
| BADGE 21 MIDCO HOLDI -RE-6/30/2025   /       | BADGE 21 MIDCO HOLDI -RE-6/30/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    511002 | PA      | $506966.22    | 0.06%             | 2032-06-30      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| BADGE 21 MIDCO HOLDI -TL-7/18/2024   /       | BADGE 21 MIDCO HOLDI -TL-7/18/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4560417 | PA      | $4524148.95   | 0.53%             | 2032-06-30      | Variable      | 9.00%                 | No            | 3                  | On Loan: No      |
| K9NPAK INTERMEDIATE -RE-4/2/2024   /         | K9NPAK INTERMEDIATE -RE-4/2/2024   /             | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      8250 | PA      | $9457.92      | 0.00%             | 2031-03-26      | Variable      | 7.43%                 | No            | 3                  | On Loan: No      |
| K9NPAK INTERMEDIATE -RE-4/2/2024   /         | K9NPAK INTERMEDIATE -RE-4/2/2024   /             | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    117645 | PA      | $134869.98    | 0.02%             | 2031-03-26      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| K9NPAK INTERMEDIATE -TL-4/2/2024   /         | K9NPAK INTERMEDIATE -TL-4/2/2024   /             | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1730553 | PA      | $1983931.40   | 0.23%             | 2031-03-26      | Variable      | 7.41%                 | No            | 3                  | On Loan: No      |
| KIDDE-FENWAL, LLC -DD-8/1/2025   /           | KIDDE-FENWAL, LLC -DD-8/1/2025   /               | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2721774 | PA      | $2688198.98   | 0.32%             | 2030-07-17      | Fixed         | 0.00%                 | No            | 3                  | On Loan: No      |
| BADGE 21 MIDCO HOLDI -TL-6/30/2025   /       | BADGE 21 MIDCO HOLDI -TL-6/30/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6970248 | PA      | $6914815.67   | 0.81%             | 2032-06-30      | Variable      | 9.00%                 | No            | 3                  | On Loan: No      |
| BETTERMENT HOLDINGS WARRANTS   /             | BETTERMENT HOLDINGS WARRANTS   /                 | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      6144 | NC      | $35240.63     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| KIDDE-FENWAL, LLC -TL-8/1/2025   /           | KIDDE-FENWAL, LLC -TL-8/1/2025   /               | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  12278226 | PA      | $12126765.36  | 1.42%             | 2030-07-17      | Variable      | 10.00%                | No            | 3                  | On Loan: No      |
| KNPAK INTERMEDIATE I -DD-4/2/2024   /        | KNPAK INTERMEDIATE I -DD-4/2/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    368500 | PA      | $360118.34    | 0.04%             | 2031-03-26      | Fixed         | 1.00%                 | No            | 3                  | On Loan: No      |
| KNPAK INTERMEDIATE I -RE-4/2/2024   /        | KNPAK INTERMEDIATE I -RE-4/2/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     82500 | PA      | $80623.51     | 0.01%             | 2031-03-26      | Variable      | 9.66%                 | No            | 3                  | On Loan: No      |
| KNPAK INTERMEDIATE I -RE-4/2/2024   /        | KNPAK INTERMEDIATE I -RE-4/2/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     22000 | PA      | $21499.60     | 0.00%             | 2031-03-26      | Variable      | 9.66%                 | No            | 3                  | On Loan: No      |
| BESTOP, INC. -DD-05/13/24   /                | BESTOP, INC. -DD-05/13/24   /                    | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     61106 | PA      | $60310.14     | 0.01%             | 2029-03-29      | Variable      | 9.50%                 | No            | 3                  | On Loan: No      |
| BESTOP, INC. -DD-05/13/24   /                | BESTOP, INC. -DD-05/13/24   /                    | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    244424 | PA      | $241240.57    | 0.03%             | 2029-03-29      | Fixed         | 1.00%                 | No            | 3                  | On Loan: No      |
| KNPAK INTERMEDIATE I -RE-4/2/2024   /        | KNPAK INTERMEDIATE I -RE-4/2/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     11000 | PA      | $10749.80     | 0.00%             | 2031-03-26      | Variable      | 9.66%                 | No            | 3                  | On Loan: No      |
| KNPAK INTERMEDIATE I -RE-4/2/2024   /        | KNPAK INTERMEDIATE I -RE-4/2/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     16500 | PA      | $16124.70     | 0.00%             | 2031-03-26      | Variable      | 9.66%                 | No            | 3                  | On Loan: No      |
| BESTOP, INC. -TL-05/13/24   /                | BESTOP, INC. -TL-05/13/24   /                    | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2167039 | PA      | $2138814.45   | 0.25%             | 2029-03-29      | Variable      | 9.50%                 | No            | 3                  | On Loan: No      |
| BERRY Corp. (B -DD-1/31/2025   /             | BERRY Corp. (B -DD-1/31/2025   /                 | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5321577 | PA      | $5267743.18   | 0.62%             | 2028-01-31      | Variable      | 11.67%                | No            | 3                  | On Loan: No      |
| NOVEL MEZZANINE BORR -DD-7/12/2024   /       | NOVEL MEZZANINE BORR -DD-7/12/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    100000 | PA      | $104030.14    | 0.01%             | 2030-07-11      | Fixed         | 1.50%                 | No            | 3                  | On Loan: No      |
| NORVAX LLC Superpriority Rolled   /          | NORVAX LLC Superpriority Rolled   /              | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    549020 | PA      | $532164.71    | 0.06%             | 2030-08-06      | Fixed         | 0.00%                 | No            | 3                  | On Loan: No      |
| BERRY Corp. (B -DD-1/31/2025   /             | BERRY Corp. (B -DD-1/31/2025   /                 | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    398340 | PA      | $394310.60    | 0.05%             | 2028-01-31      | Fixed         | 2.00%                 | No            | 3                  | On Loan: No      |
| BEST VERSION MEDIA A -RE-2/7/2025   /        | BEST VERSION MEDIA A -RE-2/7/2025   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    714286 | PA      | $709429.49    | 0.08%             | 2030-12-31      | Fixed         | 1.00%                 | No            | 3                  | On Loan: No      |
| NORVAX LLC -TL-12/30/2024   /                | NORVAX LLC -TL-12/30/2024   /                    | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7715655 | PA      | $7468509.71   | 0.88%             | 2029-11-05      | Variable      | 11.47%                | No            | 3                  | On Loan: No      |
| NORVAX LLC Superpriority DDTL   /            | NORVAX LLC Superpriority DDTL   /                | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    603313 | PA      | $603312.91    | 0.07%             | 2030-08-06      | Fixed         | 0.00%                 | No            | 3                  | On Loan: No      |
| BEST VERSION MEDIA A -TL-2/7/2025   /        | BEST VERSION MEDIA A -TL-2/7/2025   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  11298214 | PA      | $11220061.76  | 1.32%             | 2030-12-31      | Variable      | 9.41%                 | No            | 3                  | On Loan: No      |
| Invesco Senior Loan ETF                      | Invesco Senior Loan ETF                          | CUSIP: 46138G508<br>LEI: 549300SIHU6DQELRNG59 | Long             |  | RF                | US        |    289691 | NS      | $6063232.63   | 0.71%             |  |  |  | No            | 1                  | On Loan: No      |
| BLAZING STAR PARENT, -TL-8/27/2025   /       | BLAZING STAR PARENT, -TL-8/27/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  20000000 | PA      | $19800000.00  | 2.32%             | 2030-08-28      | Variable      | 11.20%                | No            | 3                  | On Loan: No      |
| PLAYTIKA HOLDING CORP                        | Playtika Holding Corp.                           | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |   1488312 | PA      | $1467564.63   | 0.17%             | 2028-03-13      | Floating      | 7.03%                 | No            | 2                  | On Loan: No      |
| ACPRODUCTS HOLDINGS INC                      | ACProducts Holdings, Inc.                        | CUSIP: 00488YAB2<br>LEI: 254900KTNXVUUHWHBF39 | Long             | LON              | CORP              | US        |    246144 | PA      | $206844.63    | 0.02%             | 2028-05-17      | Floating      | 8.51%                 | No            | 2                  | On Loan: No      |
| DIRECTV FINANCING LLC                        | Directv Financing LLC                            | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    157729 | PA      | $158035.83    | 0.02%             | 2027-08-02      | Floating      | 9.57%                 | No            | 2                  | On Loan: No      |
| EMBECTA CORP                                 | Embecta Corp.                                    | CUSIP: 29081LAC8<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | LON              | CORP              | US        |   2000000 | PA      | $2002010.00   | 0.24%             | 2029-04-02      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| CHEMOURS CO                                  | Chemours Co.                                     | CUSIP: 16384YAJ6<br>LEI: 549300M1BOLNXL8DOV14 | Long             | LON              | CORP              | US        |   1734896 | PA      | $1736526.43   | 0.20%             | 2028-08-18      | Floating      | 7.16%                 | No            | 2                  | On Loan: No      |
| STAR PARENT INC                              | Star Parent, Inc.                                | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |   1241844 | PA      | $1243395.83   | 0.15%             | 2030-09-30      | Floating      | 7.25%                 | No            | 2                  | On Loan: No      |
| DIRECTV FINANCING LLC                        | Directv Financing LLC                            | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    950549 | PA      | $953372.59    | 0.11%             | 2029-08-02      | Floating      | 9.82%                 | No            | 2                  | On Loan: No      |
| CLYDESDALE ACQUISITION                       | Clydesdale Acquisition Holdings, Inc.            | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |   1505907 | PA      | $1505575.88   | 0.18%             | 2029-04-13      | Floating      | 7.34%                 | No            | 2                  | On Loan: No      |
| MITER BRANDS ACQUISITION                     | MITER Brands Acquisition Holdco, Inc.            | CUSIP: 55336CAK8<br>LEI: 254900X3SPV5RVFJEY72 | Long             | LON              | CORP              | US        |    396000 | PA      | $397952.28    | 0.05%             | 2031-03-28      | Floating      | 7.16%                 | No            | 2                  | On Loan: No      |
| CAMELOT US ACQUISITION LLC                   | Camelot U.S. Acquisition LLC                     | CUSIP: L2000AAF7<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |   1000000 | PA      | $995000.00    | 0.12%             | 2031-01-31      | Floating      | 6.91%                 | No            | 2                  | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                     | Clear Channel Outdoor Holdings, Inc.             | CUSIP: 18452RAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    750000 | PA      | $752250.00    | 0.09%             | 2028-08-23      | Floating      | 8.16%                 | No            | 2                  | On Loan: No      |
| FERTITTA ENTERTAINMENT L                     | Fertitta Entertainment LLC                       | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |    986612 | PA      | $986305.88    | 0.12%             | 2029-01-29      | Floating      | 7.53%                 | No            | 2                  | On Loan: No      |
| PAR PETROLEUM LLC                            | Par Petroleum LLC                                | CUSIP: 69889PAE5<br>LEI: 984500CCF05C2FB39F45 | Long             | LON              | CORP              | US        |   1735545 | PA      | $1735727.08   | 0.20%             | 2030-02-28      | Floating      | 8.05%                 | No            | 2                  | On Loan: No      |
| LUMEN TECHNOLOGIES INC                       | Lumen Technologies, Inc.                         | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |    989883 | PA      | $985072.13    | 0.12%             | 2029-04-16      | Floating      | 6.63%                 | No            | 2                  | On Loan: No      |
| UNITED NATURAL FOODS INC                     | United Natural Foods, Inc.                       | CUSIP: 91116KAD7<br>LEI: 549300GKGW6WPZ282D40 | Long             | LON              | CORP              | US        |    763932 | PA      | $769344.65    | 0.09%             | 2031-05-01      | Floating      | 8.75%                 | No            | 2                  | On Loan: No      |
| AMERICAN AXLE & MFG INC                      | American Axle & Manufacturing, Inc.              | CUSIP: 02406MAU1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | LON              | CORP              | US        |   1743655 | PA      | $1744090.73   | 0.20%             | 2029-12-13      | Floating      | 7.18%                 | No            | 2                  | On Loan: No      |
| JAZZ FINANCING LUX SARL                      | Jazz Financing Lux Sarl                          | CUSIP: 999999999<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |    281037 | PA      | $281675.88    | 0.03%             | 2028-05-05      | Floating      | 6.41%                 | No            | 2                  | On Loan: No      |
| TRIPADVISOR INC                              | TripAdvisor, Inc.                                | CUSIP: 89677NAE4<br>LEI: 549300XVG45PT5BART17 | Long             | LON              | CORP              | US        |    992481 | PA      | $975112.77    | 0.11%             | 2031-07-08      | Floating      | 6.75%                 | No            | 2                  | On Loan: No      |
| CHINOS INTERMEDIATE 2 LL                     | Chinos Intermediate 2 LLC                        | CUSIP: 16961YAB4<br>LEI: 54930061EIIAONXJMZ79 | Long             | LON              | CORP              | US        |    746250 | PA      | $643640.63    | 0.08%             | 2031-09-29      | Floating      | 10.31%                | No            | 2                  | On Loan: No      |
| WINDSTREAM SERVICES LLC                      | Windstream Services LLC                          | CUSIP: 97381JAJ2<br>LEI: 549300KT9GVEBYCD2N29 | Long             | LON              | CORP              | US        |   1000000 | PA      | $1001250.00   | 0.12%             | 2031-10-01      | Floating      | 9.01%                 | No            | 2                  | On Loan: No      |
| UNITED AIRLINES INC                          | United Airlines, Inc.                            | CUSIP: 90932RAP9<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |    413304 | PA      | $415112.24    | 0.05%             | 2031-02-24      | Floating      | 6.20%                 | No            | 2                  | On Loan: No      |
| AIR CANADA                                   | Air Canada                                       | CUSIP: 999999999<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | LON              | CORP              | CA        |    394000 | PA      | $394616.61    | 0.05%             | 2031-03-21      | Floating      | 6.17%                 | No            | 2                  | On Loan: No      |
| CAESARS ENTERTAIN INC                        | Caesars Entertainment, Inc.                      | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    204774 | PA      | $204719.61    | 0.02%             | 2030-02-06      | Floating      | 6.41%                 | No            | 2                  | On Loan: No      |
| ACRISURE LLC                                 | Acrisure LLC                                     | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |   1487512 | PA      | $1486820.80   | 0.17%             | 2030-11-06      | Floating      | 7.28%                 | No            | 2                  | On Loan: No      |
| FRONTIER COMMUNICATIONS                      | Frontier Communications Holdings LLC             | CUSIP: 35906EAU4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    995006 | PA      | $997284.81    | 0.12%             | 2031-07-01      | Floating      | 6.65%                 | No            | 2                  | On Loan: No      |
| CLARIOS GLOBAL LP                            | Clarios Global LP                                | CUSIP: C8000CAP8<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |   1000000 | PA      | $1001875.00   | 0.12%             | 2032-01-28      | Floating      | 6.91%                 | No            | 2                  | On Loan: No      |
| HUB INTERNATIONAL LTD                        | HUB International Ltd.                           | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |    844056 | PA      | $846242.20    | 0.10%             | 2030-06-20      | Floating      | 6.83%                 | No            | 2                  | On Loan: No      |
| BOXER PARENT CO INC                          | Boxer Parent Co., Inc.                           | CUSIP: 05988HAQ0<br>LEI: 549300TEWK6ENMZQLF18 | Long             | LON              | CORP              | US        |   1094647 | PA      | $1094132.94   | 0.13%             | 2031-07-30      | Floating      | 9.01%                 | No            | 2                  | On Loan: No      |
| STONEPEAK NILE PARENT                        | Stonepeak Nile Parent LLC                        | CUSIP: 86184XAB0<br>LEI: 254900TJV3VAFZD0GU41 | Long             | LON              | CORP              | US        |   1500000 | PA      | $1501312.50   | 0.18%             | 2032-04-09      | Floating      | 7.08%                 | No            | 2                  | On Loan: No      |
| SINCLAIR TELEVISION GROU                     | Sinclair Television Group, Inc.                  | CUSIP: 829229AU7<br>LEI: 549300CQGEN0CH65UD62 | Long             | LON              | CORP              | US        |    497500 | PA      | $452105.61    | 0.05%             | 2029-12-31      | Floating      | 7.58%                 | No            | 2                  | On Loan: No      |
| VERITIV OPERATING CO                         | Veritiv Operating Co.                            | CUSIP: 92338TAB2<br>LEI: 5493004G8OK5L1UTIY12 | Long             | LON              | CORP              | US        |   1489969 | PA      | $1477035.70   | 0.17%             | 2030-11-29      | Floating      | 8.00%                 | No            | 2                  | On Loan: No      |
| WINDSOR HOLDINGS III LLC                     | Windsor Holdings III LLC                         | CUSIP: 97360BAH8<br>LEI: 254900IXUJZ9H146T437 | Long             | LON              | CORP              | US        |    991903 | PA      | $993971.16    | 0.12%             | 2030-08-01      | Floating      | 6.92%                 | No            | 2                  | On Loan: No      |
| AMERICAN AXLE & MFG INC                      | American Axle & Manufacturing, Inc.              | CUSIP: 999999999<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | LON              | CORP              | US        |   1000000 | PA      | $996250.00    | 0.12%             | 2032-09-20      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| LEVEL 3 FINANCING INC                        | Level 3 Financing, Inc.                          | CUSIP: 52729KAT3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |   1000000 | PA      | $1002085.00   | 0.12%             | 2032-03-29      | Floating      | 8.53%                 | No            | 2                  | On Loan: No      |
| 1261229 BC LTD                               | 1261229 BC Ltd.                                  | CUSIP: 26903HAB0<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   1500000 | PA      | $1481715.00   | 0.17%             | 2030-10-08      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| CFC USA 2025 LLC                             | CFC USA 2025 LLC                                 | CUSIP: 12531JAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1500000 | PA      | $1436250.00   | 0.17%             | 2032-07-01      | Floating      | 7.74%                 | No            | 2                  | On Loan: No      |
| ACRISURE LLC                                 | Acrisure LLC                                     | CUSIP: 00488PAX3<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    997500 | PA      | $998332.91    | 0.12%             | 2032-06-21      | Floating      | 7.41%                 | No            | 2                  | On Loan: No      |
| BLACKSTONE MORTGAGE TR                       | Blackstone Mortgage Trust, Inc.                  | CUSIP: 09259GAH6<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | LON              | CORP              | US        |    997500 | PA      | $1002901.46   | 0.12%             | 2030-12-10      | Floating      | 7.16%                 | No            | 2                  | On Loan: No      |
| BAUSCH + LOMB CORP                           | Bausch + Lomb Corp.                              | CUSIP: 999999999<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |   1995000 | PA      | $1998740.63   | 0.23%             | 2031-01-15      | Floating      | 8.41%                 | No            | 2                  | On Loan: No      |
| BEACH ACQUISITION BIDCO                      | Beach Acquisition Bidco LLC                      | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |   1996250 | PA      | $2008317.33   | 0.24%             | 2032-09-13      | Floating      | 7.31%                 | No            | 2                  | On Loan: No      |
| OSAIC HOLDINGS INC                           | Osaic Holdings, Inc.                             | CUSIP: 68773JAG5<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |   1000000 | PA      | $1000570.00   | 0.12%             | 2032-08-02      | Floating      | 7.17%                 | No            | 2                  | On Loan: No      |
| COR LEONIS Ltd. -RE-6/22/2023   /            | COR LEONIS Ltd. -RE-6/22/2023   /                | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    227143 | PA      | $227081.47    | 0.03%             | 2028-05-15      | Variable      | 11.25%                | No            | 3                  | On Loan: No      |
| COR LEONIS Ltd. -RE-6/22/2023   /            | COR LEONIS Ltd. -RE-6/22/2023   /                | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    202071 | PA      | $202016.82    | 0.02%             | 2028-05-15      | Variable      | 11.25%                | No            | 3                  | On Loan: No      |
| COR LEONIS Ltd. -RE-6/22/2023   /            | COR LEONIS Ltd. -RE-6/22/2023   /                | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    200137 | PA      | $200083.38    | 0.02%             | 2028-05-15      | Fixed         | 0.75%                 | No            | 3                  | On Loan: No      |
| CORSAIR BLADE IV (LU -RE-3/14/2024   /       | CORSAIR BLADE IV (LU -RE-3/14/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | CH        |    387362 | PA      | $520928.46    | 0.06%             | 2030-12-23      | Variable      | 7.97%                 | No            | 3                  | On Loan: No      |
| CORSAIR BLADE IV (LU -RE-3/14/2024   /       | CORSAIR BLADE IV (LU -RE-3/14/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | CH        |    284767 | PA      | $382956.85    | 0.04%             | 2030-12-23      | Variable      | 9.97%                 | No            | 3                  | On Loan: No      |
| CORSAIR BLADE IV (LU -RE-3/14/2024   /       | CORSAIR BLADE IV (LU -RE-3/14/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | CH        |    701075 | PA      | $942811.47    | 0.11%             | 2030-12-23      | Variable      | 9.72%                 | No            | 3                  | On Loan: No      |
| CORSAIR BLADE IV (LU -RE-3/14/2024   /       | CORSAIR BLADE IV (LU -RE-3/14/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | CH        |    181750 | PA      | $244418.48    | 0.03%             | 2030-12-23      | Variable      | 9.97%                 | No            | 3                  | On Loan: No      |
| CORSAIR BLADE IV (LU -TL-3/14/2024   /       | CORSAIR BLADE IV (LU -TL-3/14/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | CH        |   2256700 | PA      | $3034831.01   | 0.36%             | 2030-12-23      | Variable      | 9.97%                 | No            | 3                  | On Loan: No      |
| COLLER CREDIT NOTES Other Equity-2/19/25   / | COLLER CREDIT NOTES Other Equity-2/19/25   /     | CUSIP: 999999999<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    786383 | PA      | $1111397.84   | 0.13%             | 2036-10-31      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| COLLER CREDIT BACKED -DD-1/29/2025   /       | COLLER CREDIT BACKED -DD-1/29/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    601918 | PA      | $603591.11    | 0.07%             | 2036-10-31      | Variable      | 9.91%                 | No            | 3                  | On Loan: No      |
| COLLER CREDIT BACKED -DD-1/29/2025   /       | COLLER CREDIT BACKED -DD-1/29/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   1620082 | PA      | $1624586.49   | 0.19%             | 2036-10-31      | Fixed         | 0.00%                 | No            | 3                  | On Loan: No      |
| CORNERSTONE ADVISORS -RE-5/28/2025   /       | CORNERSTONE ADVISORS -RE-5/28/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    555556 | PA      | $554641.32    | 0.07%             | 2032-05-13      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| CORNERSTONE ADVISORS -TL-5/28/2025   /       | CORNERSTONE ADVISORS -TL-5/28/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4444444 | PA      | $4436771.89   | 0.52%             | 2032-05-13      | Variable      | 8.92%                 | No            | 3                  | On Loan: No      |
| D1ENALI INTERMEDIATE -TL-8/26/2025   /       | D1ENALI INTERMEDIATE -TL-8/26/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4241724 | PA      | $4199306.81   | 0.49%             | 2032-08-26      | Variable      | 9.72%                 | No            | 3                  | On Loan: No      |
| DELIGHT BIDCO SAS -DD-10/31/2024   /         | DELIGHT BIDCO SAS -DD-10/31/2024   /             | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |    352421 | PA      | $406519.20    | 0.05%             | 2031-01-23      | Variable      | 7.53%                 | No            | 3                  | On Loan: No      |
| DELIGHT BIDCO SAS -DD-10/31/2024   /         | DELIGHT BIDCO SAS -DD-10/31/2024   /             | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |    784421 | PA      | $904833.05    | 0.11%             | 2031-01-23      | Fixed         | 1.50%                 | No            | 3                  | On Loan: No      |
| DELIGHT BIDCO SAS -TL-10/31/2024   /         | DELIGHT BIDCO SAS -TL-10/31/2024   /             | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |   1563158 | PA      | $1803109.62   | 0.21%             | 2031-01-23      | Variable      | 7.50%                 | No            | 3                  | On Loan: No      |
| DIAMOND SPORT FINANC EQUITY 6/21/2024   /    | DIAMOND SPORT FINANC EQUITY 6/21/2024   /        | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $5131972.69   | 0.60%             |  |  |  | No            | N/A                | On Loan: No      |
| DMT SOLUTIONS GLOBAL -TL-8/29/2023   /       | DMT SOLUTIONS GLOBAL -TL-8/29/2023   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    203235 | PA      | $202036.10    | 0.02%             | 2027-08-30      | Variable      | 12.10%                | No            | 3                  | On Loan: No      |
| DMT SOLUTIONS GLOBAL -TL-8/29/2023   /       | DMT SOLUTIONS GLOBAL -TL-8/29/2023   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    220147 | PA      | $218848.10    | 0.03%             | 2027-08-30      | Variable      | 12.26%                | No            | 3                  | On Loan: No      |
| DMT SOLUTIONS GLOBAL -TL-8/29/2023   /       | DMT SOLUTIONS GLOBAL -TL-8/29/2023   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    235294 | PA      | $233905.78    | 0.03%             | 2027-08-30      | Variable      | 12.41%                | No            | 3                  | On Loan: No      |
| DMT SOLUTIONS GLOBAL -TL-8/29/2023   /       | DMT SOLUTIONS GLOBAL -TL-8/29/2023   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    220147 | PA      | $218848.10    | 0.03%             | 2027-08-30      | Variable      | 12.26%                | No            | 3                  | On Loan: No      |
| DRUBIT LLC -TL-2/20/2025   /                 | DRUBIT LLC -TL-2/20/2025   /                     | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  14771299 | PA      | $14519305.66  | 1.70%             | 2031-01-31      | Variable      | 9.66%                 | No            | 3                  | On Loan: No      |
| EAGLE POINT SRT Co.-I -CL-6/12/2023   /      | EAGLE POINT SRT Co.-I -CL-6/12/2023   /          | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $1008552.03   | 0.12%             | 2023-06-12      | None          | 0.00%                 | No            | N/A                | On Loan: No      |
| ECP GOM III, LLC -DD-4/15/2024   /           | ECP GOM III, LLC -DD-4/15/2024   /               | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    735294 | PA      | $734040.81    | 0.09%             | 2029-04-13      | Fixed         | 4.00%                 | No            | 3                  | On Loan: No      |
| ECP GOM III, LLC -TL-4/15/2024   /           | ECP GOM III, LLC -TL-4/15/2024   /               | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3731618 | PA      | $3725257.10   | 0.44%             | 2029-04-13      | Variable      | 10.24%                | No            | 3                  | On Loan: No      |
| ELECTRO-METHODS, L.P -RE-2/21/2025   /       | ELECTRO-METHODS, L.P -RE-2/21/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1935000 | PA      | $1900461.30   | 0.22%             | 2032-02-20      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| ELECTRO-METHODS, L.P -TL-2/21/2025   /       | ELECTRO-METHODS, L.P -TL-2/21/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8065000 | PA      | $7921044.13   | 0.93%             | 2032-02-20      | Variable      | 8.96%                 | No            | 3                  | On Loan: No      |
| ENERGYCO II, S.A -TL-7/25/2025   /           | ENERGYCO II, S.A -TL-7/25/2025   /               | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | PT        |   8500000 | PA      | $9879079.60   | 1.16%             | 2032-05-20      | Variable      | 7.29%                 | No            | 3                  | On Loan: No      |
| ENVERUS HOLDINGS, Inc. -DD-12/29/2023   /    | ENVERUS HOLDINGS, Inc. -DD-12/29/2023   /        | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     23533 | PA      | $23768.15     | 0.00%             | 2029-12-24      | Fixed         | 1.00%                 | No            | 3                  | On Loan: No      |
| ENVERUS HOLDINGS, Inc. -RE-12/29/2023   /    | ENVERUS HOLDINGS, Inc. -RE-12/29/2023   /        | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     57504 | PA      | $57504.31     | 0.01%             | 2029-12-24      | Variable      | 9.64%                 | No            | 3                  | On Loan: No      |
| ENVERUS HOLDINGS, Inc. -RE-12/29/2023   /    | ENVERUS HOLDINGS, Inc. -RE-12/29/2023   /        | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     77631 | PA      | $77630.83     | 0.01%             | 2029-12-24      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| ENVERUS HOLDINGS, Inc. -TL-12/29/2023   /    | ENVERUS HOLDINGS, Inc. -TL-12/29/2023   /        | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1763936 | PA      | $1781575.09   | 0.21%             | 2029-12-24      | Variable      | 9.66%                 | No            | 3                  | On Loan: No      |
| ENVERUS HOLDINGS, Inc. -TL-3/10/2025   /     | ENVERUS HOLDINGS, Inc. -TL-3/10/2025   /         | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     55058 | PA      | $55608.49     | 0.01%             | 2029-12-24      | Variable      | 9.66%                 | No            | 3                  | On Loan: No      |
| EPFS BUYER, INC. TERM LOAN   /               | EPFS BUYER, INC. TERM LOAN   /                   | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  11681416 | PA      | $11564601.84  | 1.36%             | 2031-07-31      | Variable      | 8.75%                 | No            | 3                  | On Loan: No      |
| EPFS BUYER, INC. DELAYED DRAW   /            | EPFS BUYER, INC. DELAYED DRAW   /                | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1991150 | PA      | $1971238.50   | 0.23%             | 2031-07-31      | Fixed         | 1.00%                 | No            | 3                  | On Loan: No      |
| GUAVA BUYER LLC -DD-8/11/2025   /            | GUAVA BUYER LLC -DD-8/11/2025   /                | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    630573 | PA      | $617961.78    | 0.07%             | 2032-08-12      | Variable      | 9.50%                 | No            | 3                  | On Loan: No      |
| GUAVA BUYER LLC -DD-8/11/2025   /            | GUAVA BUYER LLC -DD-8/11/2025   /                | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    802548 | PA      | $786496.80    | 0.09%             | 2032-08-12      | Fixed         | 1.00%                 | No            | 3                  | On Loan: No      |
| GUAVA BUYER LLC -RE-8/11/2025   /            | GUAVA BUYER LLC -RE-8/11/2025   /                | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    191082 | PA      | $187260.36    | 0.02%             | 2030-08-12      | Variable      | 9.50%                 | No            | 3                  | On Loan: No      |
| GUAVA BUYER LLC -RE-8/11/2025   /            | GUAVA BUYER LLC -RE-8/11/2025   /                | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    420382 | PA      | $411974.52    | 0.05%             | 2030-08-12      | Variable      | 9.71%                 | No            | 3                  | On Loan: No      |
| HSI HALO ACQUISITION -DD-6/28/2024   /       | HSI HALO ACQUISITION -DD-6/28/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    142046 | PA      | $142346.19    | 0.02%             | 2031-06-30      | Variable      | 9.31%                 | No            | 3                  | On Loan: No      |
| HSI HALO ACQUISITION -DD-6/28/2024   /       | HSI HALO ACQUISITION -DD-6/28/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    269725 | PA      | $270295.04    | 0.03%             | 2031-06-30      | Variable      | 9.00%                 | No            | 3                  | On Loan: No      |
| HSI HALO ACQUISITION -DD-6/28/2024   /       | HSI HALO ACQUISITION -DD-6/28/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    412844 | PA      | $413716.89    | 0.05%             | 2031-06-30      | Fixed         | 1.00%                 | No            | 3                  | On Loan: No      |
| HSI HALO ACQUISITION -RE-6/28/2024   /       | HSI HALO ACQUISITION -RE-6/28/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    550459 | PA      | $550458.72    | 0.06%             | 2030-06-28      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| KNPAK INTERMEDIATE I -RE-4/2/2024   /        | KNPAK INTERMEDIATE I -RE-4/2/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5500 | PA      | $5374.90      | 0.00%             | 2031-03-26      | Variable      | 9.66%                 | No            | 3                  | On Loan: No      |
| KNPAK INTERMEDIATE I -RE-4/2/2024   /        | KNPAK INTERMEDIATE I -RE-4/2/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     22000 | PA      | $21499.60     | 0.00%             | 2031-03-26      | Variable      | 9.66%                 | No            | 3                  | On Loan: No      |
| KNPAK INTERMEDIATE I -RE-4/2/2024   /        | KNPAK INTERMEDIATE I -RE-4/2/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     11000 | PA      | $10749.80     | 0.00%             | 2031-03-26      | Variable      | 9.66%                 | No            | 3                  | On Loan: No      |
| KNPAK INTERMEDIATE I -RE-4/2/2024   /        | KNPAK INTERMEDIATE I -RE-4/2/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    104500 | PA      | $102123.11    | 0.01%             | 2031-03-26      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| KNPAK INTERMEDIATE I -TL-4/2/2024   /        | KNPAK INTERMEDIATE I -TL-4/2/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    945038 | PA      | $923542.29    | 0.11%             | 2031-03-26      | Variable      | 9.50%                 | No            | 3                  | On Loan: No      |
| L1HS BORROWER, LLC -RE-9/3/2025   /          | L1HS BORROWER, LLC -RE-9/3/2025   /              | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $985000.00    | 0.12%             | 2031-09-04      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| L1HS BORROWER, LLC -TL-9/3/2025   /          | L1HS BORROWER, LLC -TL-9/3/2025   /              | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  13500000 | PA      | $13297500.00  | 1.56%             | 2031-09-04      | Variable      | 9.25%                 | No            | 3                  | On Loan: No      |
| STAPLES INC                                  | Staples, Inc.                                    | CUSIP: 855031AU4<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |    247500 | PA      | $235331.66    | 0.03%             | 2029-09-10      | Floating      | 10.05%                | No            | 2                  | On Loan: No      |
| LANDMARK ACQUISITION -FE-6/3/2024   /        | LANDMARK ACQUISITION -FE-6/3/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $2415230.84   | 0.28%             | 2024-06-03      | None          | 0.00%                 | No            | N/A                | On Loan: No      |
| LIFE SCIENCE INTERME -DD-06/09/2023   /      | LIFE SCIENCE INTERME -DD-06/09/2023   /          | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    982279 | PA      | $964585.75    | 0.11%             | 2027-06-10      | Variable      | 10.01%                | No            | 3                  | On Loan: No      |
| LOCUST POINT SENIOR -FE-9/30/24   /          | LOCUST POINT SENIOR -FE-9/30/24   /              | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $6617514.59   | 0.78%             |  |  |  | No            | N/A                | On Loan: No      |
| LYNX FRANCHISING, LL -TL-6/28/2023   /       | LYNX FRANCHISING, LL -TL-6/28/2023   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    456664 | PA      | $456664.18    | 0.05%             | 2026-12-23      | Variable      | 10.67%                | No            | 3                  | On Loan: No      |
| GRAY TELEVISION INC                          | Gray Media, Inc.                                 | CUSIP: 389376BC7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |     10025 | PA      | $10044.98     | 0.00%             | 2029-06-04      | Floating      | 9.38%                 | No            | 2                  | On Loan: No      |
| PELOTON INTERACTIVE INC                      | Peloton Interactive, Inc.                        | CUSIP: 70614EAG5<br>LEI: 5493002YS021166W0339 | Long             | LON              | CORP              | US        |    714731 | PA      | $725988.11    | 0.09%             | 2029-05-30      | Floating      | 9.70%                 | No            | 2                  | On Loan: No      |
| LYNX FRANCHISING, LL -TL-6/28/2023   /       | LYNX FRANCHISING, LL -TL-6/28/2023   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     55372 | PA      | $55372.23     | 0.01%             | 2026-12-23      | Variable      | 10.67%                | No            | 3                  | On Loan: No      |
| LYNX FRANCHISING, LL -TL-6/28/2023   /       | LYNX FRANCHISING, LL -TL-6/28/2023   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    220750 | PA      | $220749.66    | 0.03%             | 2026-12-23      | Variable      | 10.67%                | No            | 3                  | On Loan: No      |
| INEOS US FINANCE LLC                         | INEOS U.S. Finance LLC                           | CUSIP: G4768PAN1<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |   1738740 | PA      | $1580080.42   | 0.19%             | 2030-02-19      | Floating      | 7.41%                 | No            | 2                  | On Loan: No      |
| OPAL US LLC                                  | Opal U.S. LLC                                    | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $1003875.00   | 0.12%             | 2032-04-23      | Floating      | 7.44%                 | No            | 2                  | On Loan: No      |
| NEW FORTRESS ENERGY INC                      | New Fortress Energy, Inc.                        | CUSIP: 64439HAC3<br>LEI: 254900EICTYTCHA5X705 | Long             | LON              | CORP              | US        |    246881 | PA      | $122093.89    | 0.01%             | 2028-10-30      | Floating      | 9.57%                 | No            | 2                  | On Loan: No      |
| VOYAGER PARENT LLC                           | Voyager Parent LLC                               | CUSIP: 999999999<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |   1000000 | PA      | $1003255.00   | 0.12%             | 2032-07-01      | Floating      | 8.75%                 | No            | 2                  | On Loan: No      |
| MAVIK REAL ESTATE VS2 LP   /                 | MAVIK REAL ESTATE VS2 LP   /                     | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $192537.16    | 0.02%             |  |  |  | No            | N/A                | On Loan: No      |
| MDR HOTELS, LLC -TL-11/8/2024   /            | MDR HOTELS, LLC -TL-11/8/2024   /                | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  11015337 | PA      | $11015337.06  | 1.29%             | 2027-11-12      | Variable      | 10.56%                | No            | 3                  | On Loan: No      |
| AADVANTAGE LOYALTY IP                        | AAdvantage Loyalty IP Ltd.                       | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |   2017950 | PA      | $2029300.97   | 0.24%             | 2032-05-28      | Floating      | 7.25%                 | No            | 2                  | On Loan: No      |
| CRIMSON PHOENIX SOLU -DD-1/13/2025   /       | CRIMSON PHOENIX SOLU -DD-1/13/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2345968 | PA      | $2325163.22   | 0.27%             | 2029-12-06      | Variable      | 10.33%                | No            | 3                  | On Loan: No      |
| MEDICAL DEVICE, INC. -RE-7/11/2023   /       | MEDICAL DEVICE, INC. -RE-7/11/2023   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | IT        |     20286 | PA      | $20081.80     | 0.00%             | 2029-07-11      | Variable      | 11.46%                | No            | 3                  | On Loan: No      |
| MEDICAL DEVICE, INC. -RE-7/11/2023   /       | MEDICAL DEVICE, INC. -RE-7/11/2023   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | IT        |     40404 | PA      | $39998.07     | 0.00%             | 2029-07-11      | Variable      | 11.25%                | No            | 3                  | On Loan: No      |
| CRIMSON PHOENIX SOLU -TL-1/13/2025   /       | CRIMSON PHOENIX SOLU -TL-1/13/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4604032 | PA      | $4565740.65   | 0.54%             | 2029-12-06      | Variable      | 10.33%                | No            | 3                  | On Loan: No      |
| CRIMSON PHOENIX SOLU -TL-3/6/2025   /        | CRIMSON PHOENIX SOLU -TL-3/6/2025   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3000000 | PA      | $2975049.08   | 0.35%             | 2029-12-06      | Variable      | 10.33%                | No            | 3                  | On Loan: No      |
| MEDICAL DEVICE, INC. -RE-7/11/2023   /       | MEDICAL DEVICE, INC. -RE-7/11/2023   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | IT        |     35270 | PA      | $34915.54     | 0.00%             | 2029-07-11      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| MEDICAL DEVICE, INC. -RE-1/31/25   /         | MEDICAL DEVICE, INC. -RE-1/31/25   /             | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | IT        |      5050 | PA      | $4999.75      | 0.00%             | 2029-07-11      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| MEDICAL DEVICE, INC. -TL-7/11/2023   /       | MEDICAL DEVICE, INC. -TL-7/11/2023   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | IT        |    438889 | PA      | $434478.97    | 0.05%             | 2029-07-11      | Variable      | 9.35%                 | No            | 3                  | On Loan: No      |
| MEDICAL DEVICE, INC. -TL-1/31/25   /         | MEDICAL DEVICE, INC. -TL-1/31/25   /             | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | IT        |    183737 | PA      | $181891.20    | 0.02%             | 2029-07-11      | Variable      | 9.35%                 | No            | 3                  | On Loan: No      |
| D1ENALI INTERMEDIATE -RE-8/26/2025   /       | D1ENALI INTERMEDIATE -RE-8/26/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    424172 | PA      | $419930.69    | 0.05%             | 2032-08-26      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| EPFS BUYER, INC. REVOLVER   /                | EPFS BUYER, INC. REVOLVER   /                    | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1327434 | PA      | $1314159.66   | 0.15%             | 2031-07-31      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| METROPOLIS TECHNOLOG    /                    | METROPOLIS TECHNOLOG    /                        | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3465000 | PA      | $3438130.65   | 0.40%             | 2031-05-16      | Variable      | 10.26%                | No            | 3                  | On Loan: No      |
| MORE COWBELL II LLC DD 2ND AMENDMENT   /     | MORE COWBELL II LLC DD 2ND AMENDMENT   /         | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     74632 | PA      | $74631.77     | 0.01%             | 2030-09-02      | Fixed         | 1.00%                 | No            | 3                  | On Loan: No      |
| ERS HOLDINGS, LLC -DD-3/26/2024   /          | ERS HOLDINGS, LLC -DD-3/26/2024   /              | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    169231 | PA      | $169230.77    | 0.02%             | 2027-05-03      | Variable      | 9.65%                 | No            | 3                  | On Loan: No      |
| ERS HOLDINGS, LLC -DD-3/26/2024   /          | ERS HOLDINGS, LLC -DD-3/26/2024   /              | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1230769 | PA      | $1230769.23   | 0.14%             | 2027-05-03      | Variable      | 10.00%                | No            | 3                  | On Loan: No      |
| MORE COWBELL II LLC RE 2ND AMENDMENT   /     | MORE COWBELL II LLC RE 2ND AMENDMENT   /         | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      7272 | PA      | $7271.53      | 0.00%             | 2029-09-03      | Variable      | 9.28%                 | No            | 3                  | On Loan: No      |
| MORE COWBELL II LLC RE 2ND AMENDMENT   /     | MORE COWBELL II LLC RE 2ND AMENDMENT   /         | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    134279 | PA      | $134278.99    | 0.02%             | 2029-09-03      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| ERS HOLDINGS, LLC -DD-3/26/2024   /          | ERS HOLDINGS, LLC -DD-3/26/2024   /              | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    600000 | PA      | $600000.00    | 0.07%             | 2027-05-03      | Fixed         | 0.75%                 | No            | 3                  | On Loan: No      |
| ERS HOLDINGS, LLC -TL-3/26/2024   /          | ERS HOLDINGS, LLC -TL-3/26/2024   /              | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3940000 | PA      | $3940000.00   | 0.46%             | 2027-05-03      | Variable      | 9.91%                 | No            | 3                  | On Loan: No      |
| EUR FORWARD AKSIAPUB CONTRACT 10/15/2025   / | EUR FORWARD AKSIAPUB CONTRACT 10/15/2025   /     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        | -38463362 | OU      | $-45200496.41 | -5.31%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO CURRENCY  /                             | EURO CURRENCY  /                                 | CUSIP: 999999999<br>LEI: N/A                  | Long             | STIV             |  | XX        |     87611 | OU      | $102854.53    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| MORE COWBELL II LLC TL 2ND AMENDMENT   /     | MORE COWBELL II LLC TL 2ND AMENDMENT   /         | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    984571 | PA      | $984571.00    | 0.12%             | 2030-09-02      | Variable      | 8.80%                 | No            | 3                  | On Loan: No      |
| MORE COWBELL II LLC TL 2ND AMENDMENT   /     | MORE COWBELL II LLC TL 2ND AMENDMENT   /         | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     34253 | PA      | $34253.25     | 0.00%             | 2030-09-02      | Variable      | 8.80%                 | No            | 3                  | On Loan: No      |
| EVERGREEN IX BORROWE -TL-9/28/2023   /       | EVERGREEN IX BORROWE -TL-9/28/2023   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    985000 | PA      | $994850.00    | 0.12%             | 2030-09-30      | Variable      | 8.75%                 | No            | 3                  | On Loan: No      |
| EVERGREEN IX BORROWE Incremental TL 8/14   / | EVERGREEN IX BORROWE Incremental TL 8/14   /     | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4962500 | PA      | $5012125.00   | 0.59%             | 2030-09-30      | Variable      | 8.75%                 | No            | 3                  | On Loan: No      |
| FULLSTEAM OPERATION -DD-8/8/2025   /         | FULLSTEAM OPERATION -DD-8/8/2025   /             | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3461538 | PA      | $3426923.08   | 0.40%             | 2031-08-08      | Fixed         | 1.00%                 | No            | 3                  | On Loan: No      |
| FULLSTEAM OPERATION -RE-8/8/2025   /         | FULLSTEAM OPERATION -RE-8/8/2025   /             | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1153846 | PA      | $1142307.69   | 0.13%             | 2031-08-08      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| FULLSTEAM OPERATION -TL-8/8/2025   /         | FULLSTEAM OPERATION -TL-8/8/2025   /             | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  10384615 | PA      | $10280769.24  | 1.21%             | 2031-08-08      | Variable      | 9.25%                 | No            | 3                  | On Loan: No      |
| FB FLL AVIATION LLC -DD-9/18/2023   /        | FB FLL AVIATION LLC -DD-9/18/2023   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1400000 | PA      | $1378982.01   | 0.16%             | 2028-07-19      | Variable      | 11.16%                | No            | 3                  | On Loan: No      |
| FF4 Funding 2025 LLC -TL-3/31/2025   /       | FF4 Funding 2025 LLC -TL-3/31/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8414173 | PA      | $8414173.23   | 0.99%             | 2028-03-31      | Fixed         | 11.50%                | No            | 3                  | On Loan: No      |
| FINASTRA USA, INC., -TL-10/5/2023   /        | FINASTRA USA, INC., -TL-10/5/2023   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    551867 | PA      | $552980.21    | 0.06%             | 2029-09-13      | Variable      | 11.29%                | No            | 3                  | On Loan: No      |
| FIRST BRANDS GROUP I -LOC-2/21/2025   /      | FIRST BRANDS GROUP I -LOC-2/21/2025   /          | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  10000000 | PA      | $9500000.00   | 1.12%             | 2027-03-30      | Variable      | 10.99%                | No            | 3                  | On Loan: No      |
| Franklin Senior Loan ETF                     | Franklin Senior Loan ETF                         | CUSIP: 35473P595<br>LEI: 549300I3TND36ZL4CK30 | Long             |  | RF                | US        |    249918 | NS      | $6003030.36   | 0.70%             |  |  |  | No            | 1                  | On Loan: No      |
| FONTAINEBLEAU MIAMI -DD-2/27/2025   /        | FONTAINEBLEAU MIAMI -DD-2/27/2025   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9333333 | PA      | $9338657.51   | 1.10%             | 2026-12-09      | Variable      | 11.07%                | No            | 3                  | On Loan: No      |
| FONTAINEBLEAU MIAMI -DD-2/27/2025   /        | FONTAINEBLEAU MIAMI -DD-2/27/2025   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    666667 | PA      | $667046.97    | 0.08%             | 2026-12-09      | Fixed         | 0.00%                 | No            | 3                  | On Loan: No      |
| GUAVA BUYER LLC -RE-8/11/2025   /            | GUAVA BUYER LLC -RE-8/11/2025   /                | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    821657 | PA      | $805223.70    | 0.09%             | 2030-08-12      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| GUAVA BUYER LLC -TL-8/11/2025   /            | GUAVA BUYER LLC -TL-8/11/2025   /                | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  12133758 | PA      | $11891082.84  | 1.40%             | 2032-08-12      | Variable      | 9.50%                 | No            | 3                  | On Loan: No      |
| G4 18208, LLC & -TL-10/19/2023   /           | G4 18208, LLC & -TL-10/19/2023   /               | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    811406 | PA      | $814013.98    | 0.10%             | 2026-10-19      | Variable      | 9.28%                 | No            | 3                  | On Loan: No      |
| G4 18259 LLC -TL-4/25/2024   /               | G4 18259 LLC -TL-4/25/2024   /                   | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3000000 | PA      | $3002179.01   | 0.35%             | 2026-05-01      | Variable      | 10.13%                | No            | 3                  | On Loan: No      |
| G4 18222, LLC & G4 1 -TL-3/3/2025   /        | G4 18222, LLC & G4 1 -TL-3/3/2025   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  10000000 | PA      | $10042705.45  | 1.18%             | 2027-12-01      | Variable      | 11.67%                | No            | 3                  | On Loan: No      |
| GALWAY BORROWER, LLC -TL-TRANCHE B   /       | GALWAY BORROWER, LLC -TL-TRANCHE B   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    352428 | PA      | $352603.03    | 0.04%             | 2028-09-29      | Variable      | 8.50%                 | No            | 3                  | On Loan: No      |
| GALWAY BORROWER, LLC -DD-2ND AMEND 7/25   /  | GALWAY BORROWER, LLC -DD-2ND AMEND 7/25   /      | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    421148 | PA      | $421356.53    | 0.05%             | 2028-09-29      | Variable      | 8.50%                 | No            | 3                  | On Loan: No      |
| GALWAY BORROWER, LLC -DD-2ND AMEND 7/25   /  | GALWAY BORROWER, LLC -DD-2ND AMEND 7/25   /      | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    120000 | PA      | $120059.51    | 0.01%             | 2028-09-29      | Variable      | 8.50%                 | No            | 3                  | On Loan: No      |
| GALWAY BORROWER, LLC -DD-2ND AMEND 7/25   /  | GALWAY BORROWER, LLC -DD-2ND AMEND 7/25   /      | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     42700 | PA      | $42721.17     | 0.01%             | 2028-09-29      | Variable      | 8.50%                 | No            | 3                  | On Loan: No      |
| GBP FORWARD AKSIAPUB CONTRACT 10/15/2025   / | GBP FORWARD AKSIAPUB CONTRACT 10/15/2025   /     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | GB        | -14054777 | OU      | $-18903279.62 | -2.22%            |  |  |  | No            | 2                  | On Loan: No      |
| GERSON LEHRMAN GROUP -RE-3/7/2024   /        | GERSON LEHRMAN GROUP -RE-3/7/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    144541 | PA      | $144541.36    | 0.02%             | 2027-12-13      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| GERSON LEHRMAN GROUP -TL-3/7/2024   /        | GERSON LEHRMAN GROUP -TL-3/7/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2848320 | PA      | $2861316.97   | 0.34%             | 2027-12-13      | Variable      | 9.15%                 | No            | 3                  | On Loan: No      |
| GREAT DAY GLOBAL, LL -PF-6/13/2024   /       | GREAT DAY GLOBAL, LL -PF-6/13/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | EP               | CORP              | US        |   2274121 | NS      | $2594209.18   | 0.30%             | 2028-01-31      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| GS ACQUISITIONCO, IN -TL-4/8/2024   /        | GS ACQUISITIONCO, IN -TL-4/8/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2960926 | PA      | $2960926.25   | 0.35%             | 2028-05-25      | Variable      | 9.25%                 | No            | 3                  | On Loan: No      |
| HENDERSON PARK REAL -TL-7/29/2024   /        | HENDERSON PARK REAL -TL-7/29/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6000000 | PA      | $6001637.63   | 0.70%             | 2026-06-01      | Variable      | 9.38%                 | No            | 3                  | On Loan: No      |
| HONEYCOMB PRIVATE HO -DD-12/26/2023   /      | HONEYCOMB PRIVATE HO -DD-12/26/2023   /          | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    342793 | PA      | $344263.77    | 0.04%             | 2029-12-27      | Variable      | 9.67%                 | No            | 3                  | On Loan: No      |
| HONEYCOMB PRIVATE HO -TL-12/26/2023   /      | HONEYCOMB PRIVATE HO -TL-12/26/2023   /          | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1630345 | PA      | $1637339.36   | 0.19%             | 2029-12-27      | Variable      | 9.67%                 | No            | 3                  | On Loan: No      |
| HONOR TECHNOLOGY, Inc. -TL-5/29/2024   /     | HONOR TECHNOLOGY, Inc. -TL-5/29/2024   /         | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5137071 | PA      | $5167101.31   | 0.61%             | 2029-05-30      | Variable      | 9.49%                 | No            | 3                  | On Loan: No      |
| HONOR TECHNOLOGY, Inc. WARRANTS   /          | HONOR TECHNOLOGY, Inc. WARRANTS   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     98849 | NC      | $24754.93     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| MSILF Government Portfolio                   | MSILF Government Portfolio - Class Institutional | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |  11710649 | PA      | $11710648.78  | 1.37%             |  |  |  | No            | 1                  | On Loan: No      |
| NORDIC CLIMATE GROU FAC A2 EUR  6/26/24   /  | NORDIC CLIMATE GROU FAC A2 EUR  6/26/24   /      | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | SE        |   1861225 | PA      | $2185578.14   | 0.26%             | 2031-05-29      | Variable      | 7.28%                 | No            | 3                  | On Loan: No      |
| NORDIC CLIMATE GROU FAC A1 SEK 6/26/2024   / | NORDIC CLIMATE GROU FAC A1 SEK 6/26/2024   /     | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | SE        |  14229711 | PA      | $1514029.94   | 0.18%             | 2031-05-29      | Variable      | 8.00%                 | No            | 3                  | On Loan: No      |
| NRO HOLDINGS III Co. -DD-7/12/2024   /       | NRO HOLDINGS III Co. -DD-7/12/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    114570 | PA      | $112135.65    | 0.01%             | 2031-07-15      | Variable      | 9.57%                 | No            | 3                  | On Loan: No      |
| NRO HOLDINGS III Co. -DD-7/12/2024   /       | NRO HOLDINGS III Co. -DD-7/12/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1170857 | PA      | $1145979.15   | 0.13%             | 2031-07-15      | Fixed         | 1.00%                 | No            | 3                  | On Loan: No      |
| NRO HOLDINGS III Co. -RE-7/12/2024   /       | NRO HOLDINGS III Co. -RE-7/12/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     42857 | PA      | $41946.53     | 0.00%             | 2030-07-15      | Variable      | 9.42%                 | No            | 3                  | On Loan: No      |
| NRO HOLDINGS III Co. -RE-7/12/2024   /       | NRO HOLDINGS III Co. -RE-7/12/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    128571 | PA      | $125839.59    | 0.01%             | 2030-07-15      | Variable      | 9.40%                 | No            | 3                  | On Loan: No      |
| NRO HOLDINGS III Co. -RE-7/12/2024   /       | NRO HOLDINGS III Co. -RE-7/12/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     85714 | PA      | $83893.05     | 0.01%             | 2030-07-15      | Variable      | 9.40%                 | No            | 3                  | On Loan: No      |
| NRO HOLDINGS III Co. -RE-7/12/2024   /       | NRO HOLDINGS III Co. -RE-7/12/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     42857 | PA      | $41946.53     | 0.00%             | 2030-07-15      | Variable      | 9.43%                 | No            | 3                  | On Loan: No      |
| NRO HOLDINGS III Co. -RE-7/12/2024   /       | NRO HOLDINGS III Co. -RE-7/12/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    300000 | PA      | $293625.70    | 0.03%             | 2030-07-15      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| NRO HOLDINGS III Co. -TL-7/12/2024   /       | NRO HOLDINGS III Co. -TL-7/12/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4073143 | PA      | $3986598.03   | 0.47%             | 2031-07-15      | Variable      | 9.57%                 | No            | 3                  | On Loan: No      |
| NORDIC CLIMATE GROU -DD FAC B 6/26/2024   /  | NORDIC CLIMATE GROU -DD FAC B 6/26/2024   /      | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | SE        |   1924314 | PA      | $204450.69    | 0.02%             | 2031-05-29      | Variable      | 7.85%                 | No            | 3                  | On Loan: No      |
| NORDIC CLIMATE GROU -DD FAC B 6/26/2024   /  | NORDIC CLIMATE GROU -DD FAC B 6/26/2024   /      | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | SE        |   2762818 | PA      | $293538.37    | 0.03%             | 2031-05-29      | Variable      | 7.88%                 | No            | 3                  | On Loan: No      |
| NORDIC CLIMATE GROU -DD FAC B 6/26/2024   /  | NORDIC CLIMATE GROU -DD FAC B 6/26/2024   /      | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | SE        |   3182962 | PA      | $338176.93    | 0.04%             | 2031-05-29      | Variable      | 7.85%                 | No            | 3                  | On Loan: No      |
| NORDIC CLIMATE GROU -DD FAC B 6/26/2024   /  | NORDIC CLIMATE GROU -DD FAC B 6/26/2024   /      | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | SE        |   2427723 | PA      | $257935.84    | 0.03%             | 2031-05-29      | Variable      | 7.85%                 | No            | 3                  | On Loan: No      |
| NEFCO HOLDING COMPAN -DD-8/11/2025   /       | NEFCO HOLDING COMPAN -DD-8/11/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5000000 | PA      | $4961000.00   | 0.58%             | 2028-08-05      | Variable      | 9.58%                 | No            | 3                  | On Loan: No      |
| NETSKOPE, INC. -DB-12/3/2024   /             | NETSKOPE, INC. -DB-12/3/2024   /                 | CUSIP: 999999999<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      4759 | NS      | $5174404.81   | 0.61%             |  |  |  | No            | 3                  | On Loan: No      |
| NF HOLDCO LLC -TL-6/28/2023   /              | NF HOLDCO LLC -TL-6/28/2023   /                  | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    977500 | PA      | $972559.74    | 0.11%             | 2029-04-02      | Variable      | 10.50%                | No            | 3                  | On Loan: No      |
| NOVEL MEZZANINE BORR -DD-7/12/2024   /       | NOVEL MEZZANINE BORR -DD-7/12/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5841718 | PA      | $6077146.48   | 0.71%             | 2030-07-11      | Fixed         | 13.75%                | No            | 3                  | On Loan: No      |
| NORVAX LLC Class A Common Share   /          | NORVAX LLC Class A Common Share   /              | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| NORVAX LLC -TL-12/30/2024   /                | NORVAX LLC -TL-12/30/2024   /                    | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    621412 | PA      | $621412.30    | 0.07%             | 2030-08-06      | Variable      | 11.41%                | No            | 3                  | On Loan: No      |
| OFFEN, Inc.. -TL-8/11/2025   /               | OFFEN, Inc.. -TL-8/11/2025   /                   | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  12000000 | PA      | $11880000.00  | 1.39%             | 2030-07-22      | Variable      | 9.00%                 | No            | 3                  | On Loan: No      |
| OMDUS HOLDING B.V. -TL-10/13/2023   /        | OMDUS HOLDING B.V. -TL-10/13/2023   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |   1500000 | PA      | $1760976.76   | 0.21%             | 2029-06-27      | Variable      | 7.55%                 | No            | 3                  | On Loan: No      |
| OPUS INSPECTION,, Inc. -TL-5/28/2024   /     | OPUS INSPECTION,, Inc. -TL-5/28/2024   /         | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6963725 | PA      | $7024862.20   | 0.82%             | 2029-11-26      | Variable      | 12.50%                | No            | 3                  | On Loan: No      |
| OPUS INSPECTION,, Inc. WARRANTS (SWEDEN)   / | OPUS INSPECTION,, Inc. WARRANTS (SWEDEN)   /     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       375 | NC      | $237643.46    | 0.03%             |  |  |  | No            | 3                  | On Loan: No      |
| OPUS INSPECTION,, Inc. WARRANTS (U.S.)   /   | OPUS INSPECTION,, Inc. WARRANTS (U.S.)   /       | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        50 | NC      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| OSP HAMILTON PURCHAS -TL-1/23/24   /         | OSP HAMILTON PURCHAS -TL-1/23/24   /             | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    735029 | PA      | $739514.90    | 0.09%             | 2029-12-28      | Variable      | 9.06%                 | No            | 3                  | On Loan: No      |
| OSR INTERMEDIATE LLC -DD-3/14/2024   /       | OSR INTERMEDIATE LLC -DD-3/14/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    373333 | PA      | $372802.79    | 0.04%             | 2029-03-15      | Variable      | 10.05%                | No            | 3                  | On Loan: No      |
| OSR INTERMEDIATE LLC -DD-3/14/2024   /       | OSR INTERMEDIATE LLC -DD-3/14/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    158400 | PA      | $158174.90    | 0.02%             | 2029-03-15      | Variable      | 9.74%                 | No            | 3                  | On Loan: No      |
| OSR INTERMEDIATE LLC -DD-3/14/2024   /       | OSR INTERMEDIATE LLC -DD-3/14/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1600 | PA      | $1597.73      | 0.00%             | 2029-03-15      | Fixed         | 1.00%                 | No            | 3                  | On Loan: No      |
| OSR INTERMEDIATE LLC -RE-3/14/2024   /       | OSR INTERMEDIATE LLC -RE-3/14/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     26667 | PA      | $26628.76     | 0.00%             | 2029-03-15      | Variable      | 9.92%                 | No            | 3                  | On Loan: No      |
| OSR INTERMEDIATE LLC -RE-3/14/2024   /       | OSR INTERMEDIATE LLC -RE-3/14/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     80000 | PA      | $79886.30     | 0.01%             | 2029-03-15      | Variable      | 9.81%                 | No            | 3                  | On Loan: No      |
| OSR INTERMEDIATE LLC -RE-3/14/2024   /       | OSR INTERMEDIATE LLC -RE-3/14/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    160000 | PA      | $159772.63    | 0.02%             | 2029-03-15      | Variable      | 10.00%                | No            | 3                  | On Loan: No      |
| OSR INTERMEDIATE LLC -RE-3/14/2024   /       | OSR INTERMEDIATE LLC -RE-3/14/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    106667 | PA      | $106515.09    | 0.01%             | 2029-03-15      | Variable      | 9.95%                 | No            | 3                  | On Loan: No      |
| OSR INTERMEDIATE LLC -RE-3/14/2024   /       | OSR INTERMEDIATE LLC -RE-3/14/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    106667 | PA      | $106515.09    | 0.01%             | 2029-03-15      | Variable      | 10.04%                | No            | 3                  | On Loan: No      |
| OSR INTERMEDIATE LLC -RE-3/14/2024   /       | OSR INTERMEDIATE LLC -RE-3/14/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     80000 | PA      | $79886.31     | 0.01%             | 2029-03-15      | Variable      | 10.04%                | No            | 3                  | On Loan: No      |
| OSR INTERMEDIATE LLC -RE-3/14/2024   /       | OSR INTERMEDIATE LLC -RE-3/14/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    106667 | PA      | $106515.09    | 0.01%             | 2029-03-15      | Variable      | 10.07%                | No            | 3                  | On Loan: No      |
| OSR INTERMEDIATE LLC -RE-3/14/2024   /       | OSR INTERMEDIATE LLC -RE-3/14/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    133333 | PA      | $133143.86    | 0.02%             | 2029-03-15      | Variable      | 9.95%                 | No            | 3                  | On Loan: No      |
| OSR INTERMEDIATE LLC -TL-3/14/2024   /       | OSR INTERMEDIATE LLC -TL-3/14/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2633333 | PA      | $2629591.12   | 0.31%             | 2029-03-15      | Variable      | 9.92%                 | No            | 3                  | On Loan: No      |
| OZARK HOLDINGS LLC -TL-8/2/2024   /          | OZARK HOLDINGS LLC -TL-8/2/2024   /              | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5444571 | PA      | $5384218.94   | 0.63%             | 2030-08-05      | Variable      | 9.88%                 | No            | 3                  | On Loan: No      |
| P1N VIII HOLDCO SARL -DD-1/24/2025   /       | P1N VIII HOLDCO SARL -DD-1/24/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | ES        |    253992 | PA      | $293718.39    | 0.03%             | 2030-06-14      | Variable      | 7.26%                 | No            | 3                  | On Loan: No      |
| P1N VIII HOLDCO SARL -DD-1/24/2025   /       | P1N VIII HOLDCO SARL -DD-1/24/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | ES        |    117008 | PA      | $135308.47    | 0.02%             | 2030-06-14      | Variable      | 7.30%                 | No            | 3                  | On Loan: No      |
| P1LTFRM Cos., L -RE-4/15/2025   /            | P1LTFRM Cos., L -RE-4/15/2025   /                | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    252632 | PA      | $251976.03    | 0.03%             | 2030-02-11      | Variable      | 11.78%                | No            | 3                  | On Loan: No      |
| P1LTFRM Cos., L -RE-4/15/2025   /            | P1LTFRM Cos., L -RE-4/15/2025   /                | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    112281 | PA      | $111989.34    | 0.01%             | 2030-02-11      | Variable      | 11.66%                | No            | 3                  | On Loan: No      |
| P1LTFRM Cos., L -RE-4/15/2025   /            | P1LTFRM Cos., L -RE-4/15/2025   /                | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     56140 | PA      | $55994.68     | 0.01%             | 2030-02-11      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| P2N VIII HOLDCO SARL -DD-1/24/2025   /       | P2N VIII HOLDCO SARL -DD-1/24/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | ES        |    133950 | PA      | $154900.67    | 0.02%             | 2030-06-14      | Variable      | 7.26%                 | No            | 3                  | On Loan: No      |
| P2N VIII HOLDCO SARL -DD-1/24/2025   /       | P2N VIII HOLDCO SARL -DD-1/24/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | ES        |    265050 | PA      | $306505.57    | 0.04%             | 2030-06-14      | Fixed         | 1.00%                 | No            | 3                  | On Loan: No      |
| P2LTFRM Cos., L -TL-4/15/2025   /            | P2LTFRM Cos., L -TL-4/15/2025   /                | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4742105 | PA      | $4727074.76   | 0.55%             | 2030-02-11      | Variable      | 11.50%                | No            | 3                  | On Loan: No      |
| SEI HOLDINGS I Corp.O -DD-6/28/2023   /      | SEI HOLDINGS I Corp.O -DD-6/28/2023   /          | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     23010 | PA      | $22765.95     | 0.00%             | 2028-03-27      | Variable      | 9.16%                 | No            | 3                  | On Loan: No      |
| SEI HOLDINGS I Corp.O -DD-6/28/2023   /      | SEI HOLDINGS I Corp.O -DD-6/28/2023   /          | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     34443 | PA      | $34078.44     | 0.00%             | 2028-03-27      | Variable      | 9.16%                 | No            | 3                  | On Loan: No      |
| SEI HOLDINGS I Corp.O -DD-6/28/2023   /      | SEI HOLDINGS I Corp.O -DD-6/28/2023   /          | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     10713 | PA      | $10599.63     | 0.00%             | 2028-03-27      | Variable      | 9.22%                 | No            | 3                  | On Loan: No      |
| SEI HOLDINGS I Corp.O -TL-6/28/2023   /      | SEI HOLDINGS I Corp.O -TL-6/28/2023   /          | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    854995 | PA      | $845937.19    | 0.10%             | 2028-03-27      | Variable      | 9.16%                 | No            | 3                  | On Loan: No      |
| SWEDISH KRONA  /                             | SWEDISH KRONA  /                                 | CUSIP: 999999999<br>LEI: N/A                  | Long             | STIV             |  | SE        |    351533 | OU      | $37339.90     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SEK FORWARD AKSIAPUB CONTRACT 10/15/2025   / | SEK FORWARD AKSIAPUB CONTRACT 10/15/2025   /     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | SE        | -27484728 | OU      | $-2922485.19  | -0.34%            |  |  |  | No            | 2                  | On Loan: No      |
| SECURITY SERVICES AC -TL-6/17/2024   /       | SECURITY SERVICES AC -TL-6/17/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3270874 | PA      | $3231487.16   | 0.38%             | 2027-09-30      | Variable      | 10.01%                | No            | 3                  | On Loan: No      |
| SHELF BIDCO LTD. -TL-10/24/2024   /          | SHELF BIDCO LTD. -TL-10/24/2024   /              | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | XX        |   7960000 | PA      | $7967215.60   | 0.94%             | 2031-08-21      | Variable      | 9.00%                 | No            | 3                  | On Loan: No      |
| SIMA HOLDINGS LP -FE-11/1/2024   /           | SIMA HOLDINGS LP -FE-11/1/2024   /               | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $8552867.75   | 1.00%             |  |  |  | No            | N/A                | On Loan: No      |
| SKY 65 FRANKLIN LLC -TL-9/8/2025   /         | SKY 65 FRANKLIN LLC -TL-9/8/2025   /             | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  15000000 | PA      | $15000000.00  | 1.76%             | 2028-09-09      | Variable      | 10.97%                | No            | 3                  | On Loan: No      |
| SOUTHLAND HOLDINGS L -DD-9/30/2024   /       | SOUTHLAND HOLDINGS L -DD-9/30/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    222222 | PA      | $221618.32    | 0.03%             | 2028-09-29      | Fixed         | 3.75%                 | No            | 3                  | On Loan: No      |
| SOUTHLAND HOLDINGS L -TL-9/30/2024   /       | SOUTHLAND HOLDINGS L -TL-9/30/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1440313 | PA      | $1436398.45   | 0.17%             | 2028-09-29      | Variable      | 11.53%                | No            | 3                  | On Loan: No      |
| SOLEN SOFTWARE GROUP -TL-1/31/2025   /       | SOLEN SOFTWARE GROUP -TL-1/31/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  10000000 | PA      | $9879050.63   | 1.16%             | 2030-06-28      | Variable      | 12.50%                | No            | 3                  | On Loan: No      |
| SOLEN SOFTWARE GROUP -TL-5/2/2025   /        | SOLEN SOFTWARE GROUP -TL-5/2/2025   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    500000 | PA      | $493952.53    | 0.06%             | 2030-06-28      | Variable      | 12.50%                | No            | 3                  | On Loan: No      |
| Stone Point Credit Fund BDC Equity 9/22   /  | Stone Point Credit Fund BDC Equity 9/22   /      | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    798754 | NS      | $20000000.00  | 2.35%             |  |  |  | No            | N/A                | On Loan: No      |
| SPACE INTERMEDIATE I    /                    | SPACE INTERMEDIATE I    /                        | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2337019 | PA      | $2344280.35   | 0.28%             | 2029-11-08      | Variable      | 10.42%                | No            | 3                  | On Loan: No      |
| SPECTRUM SAFETY SOLU -TL-8/9/2024   /        | SPECTRUM SAFETY SOLU -TL-8/9/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6965000 | PA      | $6899787.33   | 0.81%             | 2031-07-01      | Variable      | 9.00%                 | No            | 3                  | On Loan: No      |
| SURGICAL CENTER SOLU -DD-4/10/2025   /       | SURGICAL CENTER SOLU -DD-4/10/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2487562 | PA      | $2478570.13   | 0.29%             | 2031-03-25      | Fixed         | 1.00%                 | No            | 3                  | On Loan: No      |
| SURGICAL CENTER SOLU -RE-4/10/2025   /       | SURGICAL CENTER SOLU -RE-4/10/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     74627 | PA      | $74373.62     | 0.01%             | 2031-03-25      | Variable      | 9.00%                 | No            | 3                  | On Loan: No      |
| SURGICAL CENTER SOLU -RE-4/10/2025   /       | SURGICAL CENTER SOLU -RE-4/10/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1169154 | PA      | $1165186.69   | 0.14%             | 2031-03-25      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| SURGICAL CENTER SOLU -TL-4/10/2025   /       | SURGICAL CENTER SOLU -TL-4/10/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8247985 | PA      | $8218170.20   | 0.96%             | 2031-03-25      | Variable      | 9.00%                 | No            | 3                  | On Loan: No      |
| TRANSCENDIA HOLDING -TL-5/24/2024   /        | TRANSCENDIA HOLDING -TL-5/24/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5955000 | PA      | $5889470.33   | 0.69%             | 2029-11-23      | Variable      | 10.66%                | No            | 3                  | On Loan: No      |
| TANK HOLDING CORP. -TL-6/28/2023   /         | TANK HOLDING CORP. -TL-6/28/2023   /             | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    732997 | PA      | $711419.66    | 0.08%             | 2028-03-31      | Variable      | 10.01%                | No            | 3                  | On Loan: No      |
| TECOSTAR HOLDINGS, I -TL-8/3/2023   /        | TECOSTAR HOLDINGS, I -TL-8/3/2023   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1606720 | PA      | $1615940.71   | 0.19%             | 2029-07-06      | Variable      | 12.33%                | No            | 3                  | On Loan: No      |
| TENNESSEE BIDCO LIMI -TL-10/16/2024   /      | TENNESSEE BIDCO LIMI -TL-10/16/2024   /          | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   5102183 | PA      | $5055357.91   | 0.59%             | 2031-06-10      | Variable      | 9.40%                 | No            | 3                  | On Loan: No      |
| TITAN GROUP NL B.V. -DD-12/12/2024   /       | TITAN GROUP NL B.V. -DD-12/12/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     85714 | PA      | $97144.50     | 0.01%             | 2031-11-24      | Variable      | 7.75%                 | No            | 3                  | On Loan: No      |
| TITAN GROUP NL B.V. -DD-12/12/2024   /       | TITAN GROUP NL B.V. -DD-12/12/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     14286 | PA      | $16190.74     | 0.00%             | 2031-11-24      | Variable      | 7.75%                 | No            | 3                  | On Loan: No      |
| TITAN GROUP NL B.V. -DD-12/12/2024   /       | TITAN GROUP NL B.V. -DD-12/12/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    614286 | PA      | $696202.19    | 0.08%             | 2031-11-24      | Fixed         | 1.73%                 | No            | 3                  | On Loan: No      |
| TITAN GROUP NL B.V. -TL-12/12/2024   /       | TITAN GROUP NL B.V. -TL-12/12/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |   1785714 | PA      | $2023843.60   | 0.24%             | 2031-11-24      | Variable      | 7.75%                 | No            | 3                  | On Loan: No      |
| TOGETHERWORK HOLDING    /                    | TOGETHERWORK HOLDING    /                        | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    170571 | PA      | $168923.60    | 0.02%             | 2031-05-19      | Variable      | 9.16%                 | No            | 3                  | On Loan: No      |
| TOGETHERWORK HOLDING    /                    | TOGETHERWORK HOLDING    /                        | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    971428 | PA      | $962043.95    | 0.11%             | 2031-05-19      | Fixed         | 1.00%                 | No            | 3                  | On Loan: No      |
| TOGETHERWORK HOLDING    /                    | TOGETHERWORK HOLDING    /                        | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6805714 | PA      | $6739967.71   | 0.79%             | 2031-05-19      | Variable      | 9.16%                 | No            | 3                  | On Loan: No      |
| TREVILLE CAPITAL SOL FUND LP-FE-5/09/25   /  | TREVILLE CAPITAL SOL FUND LP-FE-5/09/25   /      | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $10547207.20  | 1.24%             |  |  |  | No            | N/A                | On Loan: No      |
| T. ROWE PRICE OHA S.E. -FE-1/29/24   /       | T. ROWE PRICE OHA S.E. -FE-1/29/24   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    394086 | NS      | $10631302.12  | 1.25%             | 2023-12-26      | None          | 0.00%                 | No            | N/A                | On Loan: No      |
| TRES ENERGY LLC -TL-1/8/2025   /             | TRES ENERGY LLC -TL-1/8/2025   /                 | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9487179 | PA      | $9272763.47   | 1.09%             | 2029-11-02      | Variable      | 10.50%                | No            | 3                  | On Loan: No      |
| UPLAND SOFTWARE,, Inc. -RE-7/25/2025   /     | UPLAND SOFTWARE,, Inc. -RE-7/25/2025   /         | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1666667 | PA      | $1650000.00   | 0.19%             | 2031-07-25      | Fixed         | 0.00%                 | No            | 3                  | On Loan: No      |
| UPLAND SOFTWARE,, Inc. -TL-7/25/2025   /     | UPLAND SOFTWARE,, Inc. -TL-7/25/2025   /         | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  13333333 | PA      | $13200000.00  | 1.55%             | 2031-07-25      | Variable      | 10.00%                | No            | 3                  | On Loan: No      |
| USIC HOLDINGS, Inc.. -DD-9/9/2024   /        | USIC HOLDINGS, Inc.. -DD-9/9/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     35365 | PA      | $35719.13     | 0.00%             | 2031-09-05      | Variable      | 9.66%                 | No            | 3                  | On Loan: No      |
| USIC HOLDINGS, Inc.. -DD-9/9/2024   /        | USIC HOLDINGS, Inc.. -DD-9/9/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      9981 | PA      | $10081.16     | 0.00%             | 2031-09-05      | Variable      | 9.66%                 | No            | 3                  | On Loan: No      |
| USIC HOLDINGS, Inc.. -DD-9/9/2024   /        | USIC HOLDINGS, Inc.. -DD-9/9/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     29622 | PA      | $29918.29     | 0.00%             | 2031-09-05      | Variable      | 9.66%                 | No            | 3                  | On Loan: No      |
| USIC HOLDINGS, Inc.. -DD-9/9/2024   /        | USIC HOLDINGS, Inc.. -DD-9/9/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      8993 | PA      | $9082.80      | 0.00%             | 2031-09-05      | Variable      | 9.70%                 | No            | 3                  | On Loan: No      |
| USIC HOLDINGS, Inc.. -DD-9/9/2024   /        | USIC HOLDINGS, Inc.. -DD-9/9/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     29179 | PA      | $29470.33     | 0.00%             | 2031-09-05      | Variable      | 9.70%                 | No            | 3                  | On Loan: No      |
| USIC HOLDINGS, Inc.. -DD-9/9/2024   /        | USIC HOLDINGS, Inc.. -DD-9/9/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    135059 | PA      | $136409.60    | 0.02%             | 2031-09-05      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| USIC HOLDINGS, Inc.. -RE-9/9/2024   /        | USIC HOLDINGS, Inc.. -RE-9/9/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     52113 | PA      | $52112.71     | 0.01%             | 2031-09-05      | Variable      | 9.41%                 | No            | 3                  | On Loan: No      |
| USIC HOLDINGS, Inc.. -RE-9/9/2024   /        | USIC HOLDINGS, Inc.. -RE-9/9/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     12262 | PA      | $12261.81     | 0.00%             | 2031-09-05      | Variable      | 9.48%                 | No            | 3                  | On Loan: No      |
| USIC HOLDINGS, Inc.. -RE-9/9/2024   /        | USIC HOLDINGS, Inc.. -RE-9/9/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     61309 | PA      | $61309.06     | 0.01%             | 2031-09-05      | Variable      | 9.41%                 | No            | 3                  | On Loan: No      |
| USIC HOLDINGS, Inc.. -RE-9/9/2024   /        | USIC HOLDINGS, Inc.. -RE-9/9/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     61309 | PA      | $61309.06     | 0.01%             | 2031-09-05      | Variable      | 9.42%                 | No            | 3                  | On Loan: No      |
| USIC HOLDINGS, Inc.. -RE-9/9/2024   /        | USIC HOLDINGS, Inc.. -RE-9/9/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    349462 | PA      | $349461.65    | 0.04%             | 2031-09-05      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| P4N VIII HOLDCO SARL -TL-1/24/2025   /       | P4N VIII HOLDCO SARL -TL-1/24/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | ES        |    319000 | PA      | $369106.16    | 0.04%             | 2030-06-14      | Variable      | 7.22%                 | No            | 3                  | On Loan: No      |
| P4LTFRM Cos., L -DD-4/15/2025   /            | P4LTFRM Cos., L -DD-4/15/2025   /                | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1403509 | PA      | $1395630.10   | 0.16%             | 2030-02-11      | Fixed         | 1.00%                 | No            | 3                  | On Loan: No      |
| PAR EXCELLENCE HOLDI -RE-9/3/2024   /        | PAR EXCELLENCE HOLDI -RE-9/3/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    937500 | PA      | $923435.86    | 0.11%             | 2030-09-03      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| USIC HOLDINGS, Inc.. -TL-9/9/2024   /        | USIC HOLDINGS, Inc.. -TL-9/9/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4193923 | PA      | $4235862.21   | 0.50%             | 2031-09-05      | Variable      | 9.66%                 | No            | 3                  | On Loan: No      |
| PAR EXCELLENCE HOLDI -TL-9/3/2024   /        | PAR EXCELLENCE HOLDI -TL-9/3/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4042188 | PA      | $3981547.61   | 0.47%             | 2030-09-03      | Variable      | 9.17%                 | No            | 3                  | On Loan: No      |
| VB SPINE LLC -EQUITY-6/11/2025   /           | VB SPINE LLC -EQUITY-6/11/2025   /               | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     80864 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| VB SPINE LLC -TL-6/11/2025   /               | VB SPINE LLC -TL-6/11/2025   /                   | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5000000 | PA      | $4918126.76   | 0.58%             | 2030-04-01      | Variable      | 12.67%                | No            | 3                  | On Loan: No      |
| ROCKET SOFTWARE INC                          | Rocket Software, Inc.                            | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |   1985012 | PA      | $1991632.49   | 0.23%             | 2028-11-28      | Floating      | 8.09%                 | No            | 2                  | On Loan: No      |
| AMNEAL PHARMACEUTICALS LLC                   | Amneal Pharmaceuticals LLC                       | CUSIP: 03167DAR5<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |   2055500 | PA      | $2057206.07   | 0.24%             | 2032-08-02      | Floating      | 7.67%                 | No            | 2                  | On Loan: No      |
| VENSURE EMPLOYER Series -TL-11/6/2024   /    | VENSURE EMPLOYER Series -TL-11/6/2024   /        | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  11940000 | PA      | $11891122.00  | 1.40%             | 2031-09-26      | Variable      | 9.30%                 | No            | 3                  | On Loan: No      |
| VIVOS HOLDINGS, LLC -TL-8/13/2025   /        | VIVOS HOLDINGS, LLC -TL-8/13/2025   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7500000 | PA      | $7425000.00   | 0.87%             | 2030-08-13      | Variable      | 10.00%                | No            | 3                  | On Loan: No      |
| UKG INC                                      | UKG, Inc.                                        | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   1540485 | PA      | $1540692.86   | 0.18%             | 2031-02-10      | Floating      | 6.86%                 | No            | 2                  | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                     | Team Health Holdings, Inc.                       | CUSIP: 87817JAH1<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |   1000000 | PA      | $999375.00    | 0.12%             | 2028-06-30      | Floating      | 8.80%                 | No            | 2                  | On Loan: No      |
| VITAL BUYER, LLC -TL-6/28/2023   /           | VITAL BUYER, LLC -TL-6/28/2023   /               | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    947673 | PA      | $943684.27    | 0.11%             | 2028-06-01      | Variable      | 8.67%                 | No            | 3                  | On Loan: No      |
| VRC Cos. LLC -TL-03/18/24   /                | VRC Cos. LLC -TL-03/18/24   /                    | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2952527 | PA      | $2951160.85   | 0.35%             | 2027-06-29      | Variable      | 9.56%                 | No            | 3                  | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDI                   | Alliant Holdings Intermediate LLC                | CUSIP: 01881UAN5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |    993744 | PA      | $992079.22    | 0.12%             | 2031-09-19      | Floating      | 6.66%                 | No            | 2                  | On Loan: No      |
| DRAGON BUYER INC                             | Dragon Buyer, Inc.                               | CUSIP: 26143FAD1<br>LEI: 2549006V6EIUFGF2Y127 | Long             | LON              | CORP              | US        |    995000 | PA      | $996870.60    | 0.12%             | 2031-09-30      | Floating      | 7.07%                 | No            | 2                  | On Loan: No      |
| VRC Cos. LLC -TL-02/04/25   /                | VRC Cos. LLC -TL-02/04/25   /                    | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3486079 | PA      | $3484466.26   | 0.41%             | 2027-06-29      | Variable      | 9.56%                 | No            | 3                  | On Loan: No      |
| VRC Cos. LLC -DD-2/3/2025   /                | VRC Cos. LLC -DD-2/3/2025   /                    | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    495903 | PA      | $495902.78    | 0.06%             | 2027-06-29      | Variable      | 9.70%                 | No            | 3                  | On Loan: No      |
| PETSMART INC                                 | PetSmart LLC                                     | CUSIP: 71677HAN5<br>LEI: 894500NGJMHSFNESGA67 | Long             | LON              | CORP              | US        |    500000 | PA      | $495000.00    | 0.06%             | 2032-08-18      | Floating      | 8.14%                 | No            | 2                  | On Loan: No      |
| WR GRACE HOLDINGS LLC                        | WR Grace Holdings LLC                            | CUSIP: 92943HAD1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | LON              | CORP              | US        |   1000000 | PA      | $1004170.00   | 0.12%             | 2032-08-09      | Floating      | 7.00%                 | No            | 2                  | On Loan: No      |
| CINCINNATI BELL INC                          | Cincinnati Bell, Inc.                            | CUSIP: 17187MAU4<br>LEI: 549300JYVZOCUJOHL272 | Long             | LON              | CORP              | US        |    743067 | PA      | $744977.11    | 0.09%             | 2028-11-24      | Floating      | 6.39%                 | No            | 2                  | On Loan: No      |
| BALDWIN INSURANCE GROUP                      | Baldwin Insurance Group Holdings LLC             | CUSIP: 05825HAH7<br>LEI: 5493004GCDREAQPPYG20 | Long             | LON              | CORP              | US        |   2000000 | PA      | $2002500.00   | 0.24%             | 2031-05-27      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| WEBER-STEPHEN PRODUCTS L                     | Weber-Stephen Products LLC                       | CUSIP: 999999999<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |   2000000 | PA      | $1977500.00   | 0.23%             | 2032-10-01      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| BLUE OWL TECHNOLOGY -DB-12/26/2023   /       | BLUE OWL TECHNOLOGY -DB-12/26/2023   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2112150.04   | 0.25%             | 2029-01-15      | Variable      | 9.07%                 | No            | 3                  | On Loan: No      |
| BNP ASSOCIATES BUYER -RE-10/7/2024   /       | BNP ASSOCIATES BUYER -RE-10/7/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    342466 | PA      | $342465.75    | 0.04%             | 2030-08-19      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| BNP ASSOCIATES BUYER -TL-10/7/2024   /       | BNP ASSOCIATES BUYER -TL-10/7/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4634247 | PA      | $4709386.61   | 0.55%             | 2030-08-19      | Variable      | 9.50%                 | No            | 3                  | On Loan: No      |
| BPC OPPORTUNITIES FU -FE-4/15/25   /         | BPC OPPORTUNITIES FU -FE-4/15/25   /             | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $5626504.94   | 0.66%             |  |  |  | No            | N/A                | On Loan: No      |
| BP Holdings Zeta LP    /                     | BP Holdings Zeta LP    /                         | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $1962367.90   | 0.23%             |  |  |  | No            | N/A                | On Loan: No      |
| BPCP NSA INTERMEDCO -DD-5/23/2024   /        | BPCP NSA INTERMEDCO -DD-5/23/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    192634 | PA      | $191986.31    | 0.02%             | 2030-05-17      | Variable      | 8.75%                 | No            | 3                  | On Loan: No      |
| BPCP NSA INTERMEDCO -DD-5/23/2024   /        | BPCP NSA INTERMEDCO -DD-5/23/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     59302 | PA      | $59103.03     | 0.01%             | 2030-05-17      | Variable      | 8.75%                 | No            | 3                  | On Loan: No      |
| BPCP NSA INTERMEDCO -DD-5/23/2024   /        | BPCP NSA INTERMEDCO -DD-5/23/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     76744 | PA      | $76486.27     | 0.01%             | 2030-05-17      | Variable      | 8.75%                 | No            | 3                  | On Loan: No      |
| BPCP NSA INTERMEDCO -DD-5/23/2024   /        | BPCP NSA INTERMEDCO -DD-5/23/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    251163 | PA      | $250318.68    | 0.03%             | 2030-05-17      | Fixed         | 1.00%                 | No            | 3                  | On Loan: No      |
| C1RH HEALTHCARE PURC -TL-9/16/2025   /       | C1RH HEALTHCARE PURC -TL-9/16/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  13275862 | PA      | $13143103.45  | 1.54%             | 2031-09-17      | Variable      | 9.27%                 | No            | 3                  | On Loan: No      |
| CORSAIR BLADE IV (LU -TL-3/14/2024   /       | CORSAIR BLADE IV (LU -TL-3/14/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | CH        |    327047 | PA      | $383947.58    | 0.05%             | 2030-12-23      | Variable      | 7.94%                 | No            | 3                  | On Loan: No      |
| CAMBIUM LEARNING GRO -TL-8/3/2023   /        | CAMBIUM LEARNING GRO -TL-8/3/2023   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1469466 | PA      | $1469465.68   | 0.17%             | 2028-07-20      | Variable      | 9.93%                 | No            | 3                  | On Loan: No      |
| CARDINAL PARENT,, Inc. -TL-1/29/2024   /     | CARDINAL PARENT,, Inc. -TL-1/29/2024   /         | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $999118.94    | 0.12%             | 2027-01-25      | Fixed         | 12.25%                | No            | 3                  | On Loan: No      |
| ARENA SEC & LIQUID I-C LP - 1/13/25   /      | ARENA SEC & LIQUID I-C LP - 1/13/25   /          | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $899608.32    | 0.11%             |  |  |  | No            | N/A                | On Loan: No      |
| CCS Co.-INVESTMENT VE -FE-3/25/2024   /      | CCS Co.-INVESTMENT VE -FE-3/25/2024   /          | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | XX        |         1 | NS      | $1997678.78   | 0.23%             | 2024-03-25      | None          | 0.00%                 | No            | N/A                | On Loan: No      |
| CCS Co.-INVESTMENT -FE-12/18/24   /          | CCS Co.-INVESTMENT -FE-12/18/24   /              | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $5242145.07   | 0.62%             |  |  |  | No            | N/A                | On Loan: No      |
| Cedar Holdings Preferred Equity   /          | Cedar Holdings Preferred Equity   /              | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $4605256.90   | 0.54%             |  |  |  | No            | N/A                | On Loan: No      |
| CHRONICLE PARENT LLC -DD-7/15/2025   /       | CHRONICLE PARENT LLC -DD-7/15/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     29630 | PA      | $29555.56     | 0.00%             | 2031-04-15      | Variable      | 9.00%                 | No            | 3                  | On Loan: No      |
| CHRONICLE PARENT LLC -DD-7/15/2025   /       | CHRONICLE PARENT LLC -DD-7/15/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    152593 | PA      | $152211.11    | 0.02%             | 2031-04-15      | Variable      | 9.33%                 | No            | 3                  | On Loan: No      |
| CHRONICLE PARENT LLC -DD-7/15/2025   /       | CHRONICLE PARENT LLC -DD-7/15/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2040000 | PA      | $2034900.00   | 0.24%             | 2031-04-15      | Fixed         | 0.00%                 | No            | 3                  | On Loan: No      |
| CHRONICLE PARENT LLC -RE-7/15/2025   /       | CHRONICLE PARENT LLC -RE-7/15/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    740741 | PA      | $738888.91    | 0.09%             | 2031-04-15      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| CHRONICLE PARENT LLC -TL-7/15/2025   /       | CHRONICLE PARENT LLC -TL-7/15/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7037037 | PA      | $7019444.43   | 0.82%             | 2031-04-15      | Variable      | 9.00%                 | No            | 3                  | On Loan: No      |
| CLEAR SPV V U.S. L.P. -DD-10/3/2023   /      | CLEAR SPV V U.S. L.P. -DD-10/3/2023   /          | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   1000000 | PA      | $993998.17    | 0.12%             | 2027-04-05      | Variable      | 15.13%                | No            | 3                  | On Loan: No      |
| CLEAR SPV V U.S. L.P WARRANTS   /            | CLEAR SPV V U.S. L.P WARRANTS   /                | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |   1681901 | NC      | $20431.54     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| CL-EA Co.-INVESTMENT -FE-6/13/2024   /       | CL-EA Co.-INVESTMENT -FE-6/13/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |         1 | NS      | $2544314.77   | 0.30%             | 2024-06-13      | None          | 0.00%                 | No            | N/A                | On Loan: No      |
| COR LEONIS Ltd. -RE-6/22/2023   /            | COR LEONIS Ltd. -RE-6/22/2023   /                | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1513505 | PA      | $1513096.33   | 0.18%             | 2028-05-15      | Variable      | 11.25%                | No            | 3                  | On Loan: No      |
| P3N VIII HOLDCO SARL -TL-1/24/2025   /       | P3N VIII HOLDCO SARL -TL-1/24/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | ES        |   2828000 | PA      | $3272201.33   | 0.38%             | 2030-06-14      | Variable      | 7.42%                 | No            | 3                  | On Loan: No      |
| P3LTFRM Cos., L -TL-4/15/2025   /            | P3LTFRM Cos., L -TL-4/15/2025   /                | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1394737 | PA      | $1390316.10   | 0.16%             | 2030-02-11      | Variable      | 11.50%                | No            | 3                  | On Loan: No      |
| ROYAL HOLDCO Corp.ORA -TL-6/28/2023   /      | ROYAL HOLDCO Corp.ORA -TL-6/28/2023   /          | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    730348 | PA      | $730348.09    | 0.09%             | 2030-12-30      | Variable      | 10.16%                | No            | 3                  | On Loan: No      |
| RUBY BUYER, LLC -TL-12/21/2023   /           | RUBY BUYER, LLC -TL-12/21/2023   /               | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2468750 | PA      | $2472958.58   | 0.29%             | 2029-12-21      | Variable      | 10.49%                | No            | 3                  | On Loan: No      |
| RUSHMORE INVESTMENT -TL-6/13/2024   /        | RUSHMORE INVESTMENT -TL-6/13/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3935387 | PA      | $3917399.95   | 0.46%             | 2030-10-18      | Variable      | 9.32%                 | No            | 3                  | On Loan: No      |
| RUSHMORE INVESTMENT -TL-10/9/24   /          | RUSHMORE INVESTMENT -TL-10/9/24   /              | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2992000 | PA      | $2978324.84   | 0.35%             | 2030-10-18      | Variable      | 9.01%                 | No            | 3                  | On Loan: No      |

### Signature

**Date Signed:** 2025-10-01

**Name of Applicant:** Calamos Aksia Alternative Credit & Income Fund

**Signature:** /S/ Stephen Atkins

**Name of Signer:** Stephen Atkins

**Title:** Treasurer