# EDGAR Filing Document

**Accession Number:** 0001787621
**File Stem:** 0001145549-23-019581
**Filing Date:** 2023-3
**Character Count:** 274669
**Document Hash:** 540b693bb1326d52d99e015731e49841
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-019581.hdr.sgml**: 20230330

**ACCESSION NUMBER**: 0001145549-23-019581

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230330

**DATE AS OF CHANGE**: 20230329

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** KKR Credit Opportunities Portfolio
- **CENTRAL INDEX KEY:** 0001787621
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23474
- **FILM NUMBER:** 23776342

**BUSINESS ADDRESS:**
- **STREET 1:** C/O KKR CREDIT ADVISORS (US) LLC
- **STREET 2:** 555 CALIFORNIA STREET, 50TH FLOOR
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94104
- **BUSINESS PHONE:** (415) 315-3620

**MAIL ADDRESS:**
- **STREET 1:** C/O KKR CREDIT ADVISORS (US) LLC
- **STREET 2:** 555 CALIFORNIA STREET, 50TH FLOOR
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94104

## Nport-Ex

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| KKR Credit Opportunities Portfolio | KKR Credit Opportunities Portfolio | KKR Credit Opportunities Portfolio | KKR Credit Opportunities Portfolio | KKR Credit Opportunities Portfolio | KKR Credit Opportunities Portfolio |  |  | January 31, 2023 | January 31, 2023 |
| **SCHEDULE OF INVESTMENTS (Unaudited)** |  |  |  |  |  |  |  |  |  |
| **(Stated in United States Dollars, unless otherwise noted)** |  |  |  |  |  |  |  |  |  |
| **Issuer** | **Asset** | **Reference Rate & Spread** | **Interest<br> Rate** | **Maturity Date** | **Country** | **Currency** | **Par** | **Fair Value** | **Footnotes** |
| **Leveraged Loans - 67.61%** |  |  |  |  |  |  |  |  |  |
| Aerospace & Defense - 0.95% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Amentum Services Inc | TL 2L B 12/21 | SOFR (3M) + 7.65% | 12.18% | 2/15/2030 | USA | USD | 2767140 | $2696578 | (b) (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Arcfield Acquisition Corp | Revolver 1L 03/22 | LIBOR (1M) + 5.75% | 0.50% | 3/10/2027 | USA | USD | 143583 | (2786) | (a) (b) (e) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Arcfield Acquisition Corp | TL 1L 03/22 | LIBOR (1M) + 5.75% | 10.18% | 3/10/2028 | USA | USD | 981712 | 962666 | (a) (b) (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EaglePicher Technologies LLC | TL 2L 02/18 | LIBOR (1M) + 7.25% | 11.82% | 3/8/2026 | USA | USD | 2506459 | 1253230 | (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ultra Electronics Holdings PLC | TL 1L B 11/21 | LIBOR (6M) + 3.75% | 7.06% | 8/6/2029 | USA | USD | 132857 | 131528 | (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ultra Electronics Holdings PLC | TL 1L B 11/21 | EURIBOR (6M) + 3.75% | 4.40% | 8/6/2029 | LUX | EUR | 104000 | 110753 | (d) |
| Air Freight & Logistics - 1.34% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Envirotainer Ltd | TL 1L B1 07/22 | EURIBOR (3M) + 6.00% | 8.20% | 7/30/2029 | SWE | EUR | 4739642 | 4933039 | (a) (b) (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Envirotainer Ltd | TL 1L B2 07/22 | SOFR (3M) + 6.15% | 10.73% | 7/30/2029 | SWE | USD | 2411934 | 2341264 | (a) (b) (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Envirotainer Ltd | TL 1L DD 07/22 | EURIBOR (3M) + 1.20% | 1.20% | 7/30/2029 | SWE | EUR | 865234 | (39677) | (a) (b) (e) |
| Alternative Carriers - 1.27% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Segra | TL 1L B 08/21 | LIBOR (3M) + 4.50% | 9.23% | 10/4/2028 | USA | USD | 7375483 | 6837663 | (d) |
| Apparel, Accessories & Luxury Goods - 3.99% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Varsity Brands Inc | TL 1L 11/17 | LIBOR (1M) + 3.50% | 8.07% | 12/16/2024 | USA | USD | 21649031 | 21540786 | (d) |
| Application Software - 7.39% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Community Brands Inc | Revolver 1L 02/22 | SOFR (1M) + 5.85% | 0.50% | 2/24/2028 | USA | USD | 60610 | (1709) | (a) (b) (e) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Community Brands Inc | TL 1L 02/22 | SOFR (1M) + 5.85% | 10.41% | 2/24/2028 | USA | USD | 1022573 | 993736 | (a) (b) (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Community Brands Inc | TL 1L DD 02/22 | SOFR (1M) + 5.85% | 0.50% | 2/24/2028 | USA | USD | 121212 | (3418) | (a) (b) (e) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Follett Software Co | Revolver 1L 08/21 | LIBOR (3M) + 5.75% | 0.50% | 8/31/2027 | USA | USD | 136050 | (1619) | (a) (b) (e) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Follett Software Co | TL 1L 08/21 | LIBOR (3M) + 5.75% | 10.13% | 8/31/2028 | USA | USD | 1534181 | 1515924 | (a) (b) (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Med-Metrix | Revolver 1L 09/21 | LIBOR (3M) + 6.00% | 0.50% | 9/15/2027 | USA | USD | 158828 | - | (a) (b) (e) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Med-Metrix | TL 1L 09/21 | LIBOR (3M) + 6.00% | 10.73% | 9/15/2027 | USA | USD | 1254740 | 1267288 | (a) (b) (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Med-Metrix | TL 1L DD 09/21 | LIBOR (3M) + 6.00% | 1.00% | 9/15/2027 | USA | USD | 634359 | 132453 | (a) (b) (e) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Misys Ltd | TL 2L 04/17 | LIBOR (3M) + 7.25% | 12.08% | 6/13/2025 | USA | USD | 9735446 | 7745083 | (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SAMBA Safety Inc | Revolver 1L 09/21 | LIBOR (3M) + 5.25% | 0.38% | 9/1/2027 | USA | USD | 41810 | (176) | (a) (b) (e) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SAMBA Safety Inc | TL 1L 09/21 | LIBOR (3M) + 5.25% | 10.41% | 9/1/2027 | USA | USD | 569876 | 567482 | (a) (b) (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Solera LLC | TL 2L 06/21 | LIBOR (3M) + 8.00% | 12.73% | 6/4/2029 | USA | USD | 16105314 | 15783208 | (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TIBCO Software Inc | TL 1L B 09/22 | SOFR (3M) + 4.60% | 9.18% | 3/30/2029 | USA | USD | 12720960 | 11774839 | (d) |
| Auto Parts & Equipment - 0.86% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Innovative XCessories & Services LLC | TL 1L 02/20 | LIBOR (3M) + 4.25% | 7.82% | 3/5/2027 | USA | USD | 3549826 | 2891440 | (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Rough Country LLC | TL 2L 07/21 | LIBOR (3M) + 6.50% | 11.23% | 7/30/2029 | USA | USD | 861230 | 777975 | (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Wheel Pros Inc | TL 1L B 05/21 | LIBOR (3M) + 4.50% | 9.32% | 5/11/2028 | USA | USD | 1345759 | 942684 | (d) |
| Broadcasting - 3.71% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NEP Broadcasting LLC | TL 1L 05/20 | LIBOR (1M) + 8.25% | 12.82% | 6/1/2025 | USA | USD | 150390 | 148104 | (b) (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NEP Broadcasting LLC | TL 1L B 09/18 | LIBOR (1M) + 3.25% | 7.82% | 10/20/2025 | USA | USD | 9630151 | 8700842 | (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NEP Broadcasting LLC | TL 2L 09/18 | LIBOR (1M) + 7.00% | 11.57% | 10/19/2026 | USA | USD | 14697782 | 11067430 | (d) |
| Building Products - 0.95% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;DiversiTech Holdings Inc | TL 2L B 12/21 | LIBOR (3M) + 6.75% | 11.48% | 12/15/2029 | USA | USD | 1945020 | 1740793 | (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;VC GB Holdings Inc (Visual Comfort) | TL 2L 06/21 | LIBOR (1M) + 6.75% | 11.32% | 7/23/2029 | USA | USD | 4110401 | 3384237 | (d) |
| Communications Equipment - 0.08% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ciena Corp | TL 1L B 01/23 | SOFR (1M) + 2.50% | 6.98% | 1/18/2030 | USA | USD | 406260 | 406768 | (d) |
| Construction & Engineering - 2.67% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total Safety US Inc | TL 1L B 07/19 | LIBOR (3M) + 6.00% | 10.71% | 8/18/2025 | USA | USD | 6416342 | 6140214 | (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;USIC Holdings Inc | TL 2L 05/21 | LIBOR (1M) + 6.50% | 11.07% | 5/14/2029 | USA | USD | 2682939 | 2541253 | (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Yak Access LLC | Bridge Loan 1L 01/23 | SOFR (1M) + 8.35% | 12.88% | 3/10/2023 | USA | USD | 1013810 | 1003672 | (a) (b) (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Yak Access LLC | Bridge Loan 1L 11/22 | SOFR (3M) + 8.35% | 13.06% | 3/10/2023 | USA | USD | 1126352 | 1115088 | (a) (b) (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Yak Access LLC | Bridge Loan 1L 12/22 | SOFR (3M) + 8.35% | 13.06% | 3/10/2023 | USA | USD | 844764 | 836316 | (a) (b) (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Yak Access LLC | TL 1L B 05/18 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;7/11/2025 | USA | USD | 6608816 | 2686484 | (a) (c) (d) |
| Construction Machinery & Heavy Trucks - 1.33% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Accuride Corp | TL 1L B 10/17 | LIBOR (3M) + 5.25% | 9.98% | 11/17/2023 | USA | USD | 8616549 | 7151735 | (d) |
| Construction Materials - 0.18% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Summit Materials Holdings LP | TL 1L B 12/22 | SOFR (3M) + 3.10% | 7.61% | 12/14/2027 | USA | USD | 965541 | 969365 | (d) |
| Data Processing & Outsourced Services - 0.73% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Encora Digital Inc | TL 1L 12/21 | LIBOR (6M) + 8.28% | 8.28% | 12/20/2028 | CYM | USD | 1652370 | 1581153 | (a) (b) (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Encora Digital Inc | TL 1L 12/21 | 9.75% PIK | 9.75% | 12/13/2029 | CYM | USD | 482470 | 458829 | (a) (b) (f) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Encora Digital Inc | TL 1L DD 12/21 | LIBOR (6M) + 5.50% | 10.48% | 12/20/2028 | CYM | USD | 398160 | 380999 | (a) (b) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Go Daddy Operating Co LLC | TL 1L 10/22 | SOFR (1M) + 3.25% | 7.81% | 11/9/2029 | USA | USD | 1019100 | 1024201 | (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;West Corp | TL 1L B3 01/23 | LIBOR (3M) + 4.00% | 8.81% | 4/10/2027 | USA | USD | 529193 | 498212 | (d) |
| Department Stores - 0.04% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Belk Inc | TL 1L 02/21 | LIBOR (3M) + 7.50% | 12.20% | 7/31/2025 | USA | USD | 53180 | 45619 | (a) (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Belk Inc | TL 1L EXIT 02/21 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;7/31/2025 | USA | USD | 997211 | 185107 | (a) (c) (d) (f) |
| Distributors - 1.75% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Caldic BV | TL 1L B 01/22 | SOFR (3M) + 3.75% | 8.43% | 2/26/2029 | NLD | USD | 107845 | 107171 | (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Caldic BV | TL 1L B 02/22 | EURIBOR (3M) + 3.50% | 5.11% | 2/4/2029 | NLD | EUR | 61831 | 65678 | (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Caldic BV | TL 2L 03/22 | SOFR (3M) + 7.25% | 11.93% | 2/25/2030 | NLD | USD | 6499085 | 6304112 | (b) (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Parts Town LLC | TL 1L 11/21 | LIBOR (3M) + 5.50% | 9.17% | 11/1/2028 | USA | USD | 838073 | 817205 | (a) (b) (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Parts Town LLC | TL 1L B 11/21 | LIBOR (3M) + 5.50% | 10.23% | 11/1/2028 | USA | USD | 920208 | 897295 | (a) (b) (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Parts Town LLC | TL 1L DD 11/21 | LIBOR (3M) + 5.50% | 9.17% | 11/1/2028 | USA | USD | 1284596 | 1252610 | (a) (b) (d) |
| Diversified Metals & Mining - 0.02% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Foresight Energy LLC | TL 1L A 06/20 | LIBOR (3M) + 8.00% | 12.73% | 6/30/2027 | USA | USD | 121885 | 121885 | (a) (b) (d) |
| Diversified Support Services - 0.06% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Access CIG LLC | TL 2L 02/18 | LIBOR (1M) + 7.75% | 12.32% | 2/27/2026 | USA | USD | 143000 | 130130 | (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Magna Legal Services LLC | Revolver 1L 11/22 | LIBOR (3M) + 5.25% | 0.50% | 11/22/2028 | USA | USD | 26940 | (67) | (a) (b) (e) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Magna Legal Services LLC | TL 1L 11/22 | LIBOR (3M) + 5.25% | 10.90% | 11/22/2029 | USA | USD | 231690 | 231111 | (a) (b) (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Magna Legal Services LLC | TL 1L DD 11/22 | LIBOR (3M) + 5.25% | 1.00% | 11/22/2029 | USA | USD | 64660 | (162) | (a) (b) (e) |
| Electronic Equipment & Instruments - 0.81% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Excelitas Technologies Corp | Revolver 1L 08/22 | SOFR (3M) + 5.75% | 0.50% | 8/12/2028 | USA | USD | 351770 | 138539 | (a) (b) (e) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Excelitas Technologies Corp | TL 1L 08/22 | SOFR (3M) + 5.75% | 10.12% | 8/12/2029 | USA | USD | 3646681 | 3575571 | (a) (b) (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Excelitas Technologies Corp | TL 1L 08/22 | EURIBOR (3M) + 5.75% | 7.55% | 8/12/2029 | USA | EUR | 602699 | 642159 | (a) (b) (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Excelitas Technologies Corp | TL 1L DD 08/22 | SOFR (3M) + 5.75% | 0.50% | 8/12/2029 | USA | USD | 703540 | (13719) | (a) (b) (e) |
| Environmental & Facilities Services - 1.45% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48Forty Solutions LLC | Revolver 1L 03/22 | SOFR (3M) + 5.65% | 0.50% | 11/30/2026 | USA | USD | 610068 | (7748) | (a) (b) (e) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48Forty Solutions LLC | TL 1L 02/22 | SOFR (3M) + 5.75% | 9.75% | 11/30/2026 | USA | USD | 4723786 | 4663794 | (a) (b) (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48Forty Solutions LLC | TL 1L 03/22 | SOFR (3M) + 5.65% | 9.76% | 11/30/2026 | USA | USD | 3157204 | 3117108 | (a) (b) (d) |
| Financial Exchanges & Data - 0.13% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IntraFi Network LLC | TL 2L 11/21 | LIBOR (1M) + 6.25% | 10.82% | 11/5/2029 | USA | USD | 751420 | 698197 | (d) |
| Food Distributors - 0.14% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Lipari Foods LLC | TL 1L 10/22 | SOFR (3M) + 6.65% | 10.74% | 10/31/2028 | USA | USD | 772735 | 770571 | (b) (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Lipari Foods LLC | TL 1L DD 10/22 | SOFR (3M) + 6.65% | 1.00% | 10/31/2028 | USA | USD | 219884 | (616) | (b) (e) |
| Health Care Equipment - 5.74% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Drive DeVilbiss Healthcare LLC | TL 1L 03/21 | 4.00% PIK, SOFR (3M) + 9.50% | 14.08% | 6/1/2025 | USA | USD | 20030700 | 18127784 | (d) (f) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Drive DeVilbiss Healthcare LLC | TL 1L 09/22 | 9.00% PIK, SOFR (3M) + 10.00% | 14.68% | 6/1/2025 | USA | USD | 2670167 | 2670167 | (b) (d) (f) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Orchid Orthopedic Solutions LLC | TL 1L 02/19 | LIBOR (3M) + 4.50% | 9.23% | 3/5/2026 | USA | USD | 6919868 | 6141417 | (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PartsSource Inc | Revolver 1L 10/21 | LIBOR (3M) + 5.75% | 0.50% | 8/21/2026 | USA | USD | 87104 | (2326) | (a) (b) (e) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PartsSource Inc | TL 1L 10/21 | LIBOR (3M) + 5.75% | 8.71% | 8/23/2028 | USA | USD | 1322260 | 1286956 | (a) (b) (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PartsSource Inc | TL 1L DD 08/21 | LIBOR (3M) + 5.75% | 2.00% | 8/23/2028 | USA | USD | 464562 | (12404) | (a) (b) (e) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Tecomet Inc | TL 1L 10/17 | LIBOR (3M) + 3.50% | 8.29% | 5/1/2024 | USA | USD | 3036514 | 2673226 | (d) |
| Health Care Facilities - 2.11% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Lakefield Veterinary Group | TL 1L 11/21 | SOFR (1M) + 5.50% | 10.06% | 11/23/2028 | USA | USD | 2199515 | 2087559 | (b) (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Lakefield Veterinary Group | TL 1L DD 11/21 | SOFR (1M) + 5.50% | 0.50% | 11/23/2028 | USA | USD | 1265136 | 485978 | (b) (e) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ScionHealth | TL 1L B 12/21 | LIBOR (1M) + 5.25% | 9.82% | 12/23/2028 | USA | USD | 2433697 | 1439933 | (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;VetCor Professional Practices LLC | Revolver 1L 08/22 | SOFR (3M) + 5.75% | 0.50% | 8/31/2029 | USA | USD | 573499 | - | (b) (e) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;VetCor Professional Practices LLC | TL 1L B 08/22 | SOFR (3M) + 5.75% | 9.19% | 8/31/2029 | USA | USD | 7300251 | 7302441 | (b) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;VetCor Professional Practices LLC | TL 1L DD 08/22 | SOFR (3M) + 5.75% | 0.50% | 8/31/2029 | USA | USD | 664390 | 199 | (b) (e) |
| Health Care Services - 1.70% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Affordable Care Inc | Revolver 1L 08/21 | LIBOR (1M) + 5.75% | 1.19% | 8/2/2027 | USA | USD | 177081 | 11953 | (a) (b) (e) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Affordable Care Inc | TL 1L 08/21 | 1.25% PIK, LIBOR (1M) + 5.75% | 10.32% | 8/2/2028 | USA | USD | 1585658 | 1565837 | (a) (b) (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Affordable Care Inc | TL 1L DD 08/21 | 1.25% PIK, LIBOR (1M) + 5.75% | 3.44% | 8/2/2028 | USA | USD | 598760 | 203680 | (a) (b) (e) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;American Vision Partners | Revolver 1L 09/21 | LIBOR (3M) + 5.75% | 0.50% | 9/30/2026 | USA | USD | 158140 | 59097 | (a) (b) (e) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;American Vision Partners | TL 1L 09/21 | LIBOR (3M) + 5.75% | 10.58% | 9/30/2027 | USA | USD | 1905174 | 1855068 | (a) (b) (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;American Vision Partners | TL 1L DD 09/21 | LIBOR (3M) + 5.75% | 10.56% | 9/30/2027 | USA | USD | 786737 | 766045 | (a) (b) (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Amerivet Partners Management Inc | Revolver 1L 02/22 | SOFR (3M) + 5.65% | 0.50% | 2/25/2028 | USA | USD | 197240 | (5838) | (a) (b) (e) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Amerivet Partners Management Inc | TL 1L 02/22 | SOFR (3M) + 5.65% | 10.23% | 2/25/2028 | USA | USD | 2235596 | 2169423 | (a) (b) (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Amerivet Partners Management Inc | TL 1L DD 02/22 | SOFR (3M) + 5.65% | 1.00% | 2/25/2028 | USA | USD | 1576564 | 356320 | (a) (b) (e) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Novotech Pty Ltd | TL 1L B1 01/22 | BBSY (6M) + 5.25% | 8.83% | 1/13/2028 | AUS | AUD | 1579895 | 1086031 | (a) (b) (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Novotech Pty Ltd | TL 1L B2 01/22 | SOFR (6M) + 6.01% | 10.60% | 1/13/2028 | AUS | USD | 1144851 | 1120809 | (a) (b) (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Novotech Pty Ltd | TL 1L DD 01/22 | SOFR (6M) + 6.01% | 1.00% | 1/13/2028 | AUS | USD | 266244 | (5591) | (a) (b) (e) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Paradigm Acquisition Corp | TL 2L 10/18 | LIBOR (3M) + 7.50% | 12.23% | 10/26/2026 | USA | USD | 11538 | 11077 | (d) |
| Health Care Technology - 0.06% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;athenahealth Inc | TL 1L 01/22 | SOFR (1M) + 3.50% | 8.01% | 2/15/2029 | USA | USD | 333212 | 316690 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;athenahealth Inc | TL 1L DD 01/22 | SOFR (3M) + 3.50% | 0.50% | 2/15/2029 | USA | USD | 40832 | (2025) | (e) |
| Hotels, Resorts & Cruise Lines - 1.24% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;B&B Hotels SAS | TL 1L B3A 01/20 | EURIBOR (3M) + 3.38% | 5.18% | 7/31/2026 | FRA | EUR | 1886660 | 1980547 | (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;B&B Hotels SAS | TL 1L B4 03/21 | EURIBOR (6M) + 5.50% | 7.24% | 7/31/2026 | FRA | EUR | 337480 | 362601 | (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;B&B Hotels SAS | TL 2L 04/20 | LIBOR (6M) + 8.50% | 8.50% | 7/30/2027 | FRA | EUR | 812680 | 850433 | (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NCL Corp Ltd | TL 1L A 06/16 | SOFR (3M) + 2.00% | 6.43% | 1/2/2024 | USA | USD | 2697347 | 2575966 | (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Travel + Leisure Co | TL 1L 12/22 | SOFR (3M) + 4.10% | 8.61% | 12/14/2029 | USA | USD | 886120 | 888061 | (d) |
| Human Resource & Employment Services - 2.99% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Insight Global LLC | Revolver 1L 09/21 | PRIME (3M) + 5.00% | 0.50% | 9/22/2027 | USA | USD | 427591 | 58665 | (a) (b) (e) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Insight Global LLC | TL 1L 02/22 | LIBOR (3M) + 6.00% | 10.83% | 9/22/2028 | USA | USD | 1042940 | 1029591 | (a) (b) (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Insight Global LLC | TL 1L 09/21 | LIBOR (1M) + 6.00% | 10.72% | 9/22/2028 | USA | USD | 5387783 | 5318820 | (a) (b) (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Oxford Global Resources LLC | Revolver 1L 08/21 | SOFR (3M) + 6.25% | 0.38% | 8/17/2027 | USA | USD | 128823 | 33159 | (a) (b) (e) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Oxford Global Resources LLC | TL 1L 06/22 | SOFR (3M) + 6.25% | 10.88% | 8/17/2027 | USA | USD | 6610887 | 6593699 | (a) (b) (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Oxford Global Resources LLC | TL 1L 08/21 | SOFR (6M) + 6.25% | 9.78% | 8/17/2027 | USA | USD | 1475662 | 1471825 | (a) (b) (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Oxford Global Resources LLC | TL 1L DD 08/21 | SOFR (6M) + 6.43% | 4.14% | 8/17/2027 | USA | USD | 257645 | 116301 | (a) (b) (e) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SIRVA Worldwide Inc | TL 1L 07/18 | LIBOR (3M) + 5.50% | 10.13% | 8/4/2025 | USA | USD | 1615628 | 1448815 | (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SIRVA Worldwide Inc | TL 2L 07/18 | LIBOR (3M) + 9.50% | 14.26% | 8/3/2026 | USA | USD | 59000 | 51050 | (d) |
| Industrial Machinery - 0.48% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CPM Holdings Inc | TL 2L 10/18 | LIBOR (1M) + 8.25% | 12.62% | 11/16/2026 | USA | USD | 371172 | 366533 | (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Engineered Machinery Holdings Inc | TL 2L 08/21 | LIBOR (3M) + 6.00% | 10.73% | 5/21/2029 | USA | USD | 297640 | 272573 | (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Time Manufacturing Co | Revolver 1L 12/21 | LIBOR (3M) + 6.50% | 0.50% | 12/1/2027 | USA | USD | 153560 | 92082 | (a) (b) (e) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Time Manufacturing Co | TL 1L 06/22 | EURIBOR (3M) + 6.50% | 8.42% | 12/1/2027 | DEU | EUR | 372332 | 382387 | (a) (b) (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Time Manufacturing Co | TL 1L 12/21 | LIBOR (3M) + 6.50% | 11.23% | 12/1/2027 | USA | USD | 921425 | 870839 | (a) (b) (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Time Manufacturing Co | TL 1L 12/21 | EURIBOR (3M) + 6.50% | 8.42% | 12/1/2027 | DEU | EUR | 594000 | 610040 | (a) (b) (d) |
| Insurance Brokers - 3.92% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Alera Group Intermediate Holdings Inc | TL 1L 09/21 | SOFR (1M) + 6.10% | 10.66% | 10/2/2028 | USA | USD | 655236 | 635579 | (a) (b) (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Alera Group Intermediate Holdings Inc | TL 1L DD 09/21 | SOFR (1M) + 6.10% | 10.66% | 10/2/2028 | USA | USD | 186208 | 180622 | (a) (b) (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Alera Group Intermediate Holdings Inc | TL 1L DD 12/21 | SOFR (1M) + 6.10% | 10.66% | 10/2/2028 | USA | USD | 538485 | 522330 | (a) (b) (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CFC Underwriting Ltd | TL 1L B 05/22 | SOFR (3M) + 5.00% | 9.30% | 5/16/2029 | GBR | USD | 5343384 | 5349796 | (a) (b) (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CFC Underwriting Ltd | TL 1L DD 05/22 | SOFR (3M) + 5.00% | 1.00% | 5/16/2029 | GBR | GBP | 630571 | 932 | (a) (b) (e) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Foundation Risk Partners Corp | Revolver 1L 10/21 | SOFR (3M) + 6.10% | 0.38% | 10/29/2027 | USA | USD | 141750 | 55051 | (a) (b) (e) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Foundation Risk Partners Corp | TL 1L 03/22 | SOFR (3M) + 6.10% | 10.68% | 10/29/2028 | USA | USD | 833827 | 814315 | (a) (b) (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Foundation Risk Partners Corp | TL 1L 10/21 | SOFR (3M) + 6.10% | 10.68% | 10/29/2028 | USA | USD | 1332352 | 1301175 | (a) (b) (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Foundation Risk Partners Corp | TL 1L DD 03/22 | SOFR (3M) + 6.10% | 4.62% | 10/29/2028 | USA | USD | 3355421 | 1922618 | (a) (b) (e) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Foundation Risk Partners Corp | TL 1L DD 10/21 | SOFR (3M) + 6.10% | 10.68% | 10/29/2028 | USA | USD | 289772 | 282992 | (a) (b) (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Galway Partners Holdings LLC | Revolver 1L 09/21 | LIBOR (3M) + 5.25% | 0.50% | 9/30/2027 | USA | USD | 205492 | (41) | (a) (b) (e) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Galway Partners Holdings LLC | TL 1L 09/21 | LIBOR (3M) + 5.25% | 9.98% | 9/29/2028 | USA | USD | 2637960 | 2637434 | (a) (b) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Galway Partners Holdings LLC | TL 1L DD 09/21 | LIBOR (3M) + 5.25% | 1.00% | 9/29/2028 | USA | USD | 26576 | (5) | (a) (b) (e) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Integrity Marketing Group LLC | TL 1L DD 06/22 | SOFR (6M) + 5.75% | 5.24% | 8/27/2025 | USA | USD | 5573239 | 4518163 | (a) (b) (e) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Integrity Marketing Group LLC | TL 1L DD 12/21 | LIBOR (3M) + 6.02% | 8.55% | 8/27/2025 | USA | USD | 2930839 | 2911496 | (a) (b) (d) |
| Internet & Direct Marketing Retail - 0.26% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AutoScout24 GmbH | TL 1L B 02/20 | EURIBOR (6M) + 3.25% | 5.11% | 3/31/2027 | DEU | EUR | 771730 | 789974 | (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AutoScout24 GmbH | TL 2L 01/20 | EURIBOR (6M) + 6.25% | 8.11% | 3/31/2028 | DEU | EUR | 630070 | 582615 | (d) |
| IT Consulting & Other Services - 3.47% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3Pillar Global Inc | Revolver 1L 11/21 | LIBOR (3M) + 6.00% | 0.50% | 11/23/2026 | USA | USD | 186240 | (6481) | (a) (b) (e) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3Pillar Global Inc | TL 1L 11/21 | LIBOR (3M) + 6.00% | 10.70% | 11/23/2027 | USA | USD | 1935958 | 1868587 | (a) (b) (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3Pillar Global Inc | TL 1L DD 11/21 | LIBOR (3M) + 6.00% | 2.52% | 11/23/2027 | USA | USD | 620511 | 93586 | (a) (b) (e) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PSAV Inc | TL 1L B1 12/20 | 0.25% PIK, LIBOR (3M) + 3.25% | 7.88% | 3/3/2025 | USA | USD | 10284092 | 9667046 | (d) (f) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PSAV Inc | TL 1L B3 12/20 | 10.00% PIK, 5.00% | 15.00% | 10/15/2026 | USA | USD | 627741 | 663446 | (d) (f) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PSAV Inc | TL 2L 02/18 | LIBOR (1M) + 7.25% | 11.65% | 9/1/2025 | USA | USD | 7628543 | 6369834 | (d) |
| Leisure Facilities - 0.87% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Aimbridge Acquisition Co Inc | TL 1L B 10/19 | LIBOR (1M) + 3.75% | 8.32% | 2/2/2026 | USA | USD | 732452 | 678126 | (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United PF Holdings LLC | TL 1L 01/20 | LIBOR (3M) + 4.00% | 8.73% | 12/30/2026 | USA | USD | 5018383 | 3956995 | (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United PF Holdings LLC | TL 1L B 06/20 | LIBOR (3M) + 8.50% | 13.23% | 12/30/2026 | USA | USD | 55703 | 44562 | (d) |
| Leisure Products - 2.22% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Areas Worldwide SASU | TL 1L B1 06/19 | EURIBOR (6M) + 4.75% | 7.19% | 7/1/2026 | ESP | EUR | 12328214 | 11935158 | (d) |
| Life & Health Insurance - 0.57% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Luxembourg Life Fund - Absolute Return Fund II | TL 1L 02/22 | SOFR (3M) + 7.50% | 11.05% | 2/10/2027 | LUX | USD | 3108161 | 3082363 | (b) |
| Life Sciences Tools & Services - 1.06% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PAREXEL International Corp | TL 2L 07/21 | LIBOR (1M) + 6.50% | 11.07% | 11/15/2029 | USA | USD | 5766010 | 5682979 | (b) (d) |
| Movies & Entertainment - 0.23% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cast & Crew Entertainment Services LLC | TL 1L 01/19 | LIBOR (1M) + 3.50% | 8.07% | 2/9/2026 | USA | USD | 1035758 | 1035323 | (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Formula One | TL 1L B 11/22 | SOFR (1M) + 3.25% | 7.81% | 1/15/2030 | LUX | USD | 191120 | 192096 | (d) |
| Oil & Gas Storage & Transportation - 0.42% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Oryx Midstream Services LLC | TL 1L B 09/21 | LIBOR (3M) + 3.25% | 7.92% | 10/5/2028 | USA | USD | 2261970 | 2258668 | (d) |
| Packaged Foods & Meats - 0.27% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Nomad Foods US LLC | TL 1L B 10/22 | SOFR (3M) + 4.00% | 8.23% | 11/12/2029 | USA | USD | 944740 | 948613 | (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Solina France SASU | TL 1L 10/22 | SOFR (6M) + 6.25% | 10.70% | 7/31/2028 | FRA | USD | 500000 | 493000 | (a) (b) (d) |
| Personal Products - 0.14% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pretium Packaging LLC | TL 1L 09/21 | LIBOR (3M) + 4.00% | 8.78% | 10/2/2028 | USA | USD | 65211 | 57599 | (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pretium Packaging LLC | TL 2L 09/21 | LIBOR (3M) + 6.75% | 11.51% | 10/1/2029 | USA | USD | 810470 | 696194 | (b) (d) |
| Pharmaceuticals - 0.17% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;iNova Pharmaceuticals (Australia) Pty Limited | TL 1L B 10/22 | BBSY (6M) + 6.50% | 10.16% | 10/30/2028 | AUS | AUD | 1317795 | 909209 | (b) (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;iNova Pharmaceuticals (Australia) Pty Limited | TL 1L DD - C 10/22 | BBSY (6M) + 2.60% | 2.60% | 10/30/2028 | AUS | AUD | 133689 | (2075) | (b) (e) |
| Property & Casualty Insurance - 1.00% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Alacrity Solutions Group LLC | Revolver 1L 12/21 | PRIME (3M) + 4.25% | 0.50% | 12/22/2027 | USA | USD | 505280 | 61644 | (b) (e) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Alacrity Solutions Group LLC | TL 1L 12/21 | LIBOR (1M) + 5.25% | 9.82% | 12/22/2028 | USA | USD | 5554361 | 5398838 | (b) (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Alacrity Solutions Group LLC | TL 1L DD 06/22 | SOFR (3M) + 1.00% | 1.00% | 12/22/2028 | USA | USD | 2469245 | (69139) | (b) (e) |
| Publishing - 0.00% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Emerald Expositions Holding Inc | TL 1L B 11/17 | LIBOR (1M) + 2.50% | 7.07% | 5/22/2024 | USA | USD | 6076 | 5976 | (d) |
| Real Estate Operating Companies - 0.85% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Opendoor Labs Inc | TL 2L DD 10/21 | 10.00% | 10.00% | 4/1/2026 | USA | USD | 4886391 | 4588322 | (a) (b) |
| Real Estate Services - 0.40% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SitusAMC Holdings Corp | TL 1L 12/21 | LIBOR (3M) + 5.75% | 9.17% | 12/22/2027 | USA | USD | 2219259 | 2160227 | (a) (b) (d) |
| Research & Consulting Services - 2.51% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Element Materials Technology Group US Holdings Inc | TL 1L B 03/22 | EURIBOR (3M) + 4.25% | 6.45% | 7/6/2029 | GBR | EUR | 51387 | 55468 | (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Element Materials Technology Group US Holdings Inc | TL 1L B 04/22 | SOFR (3M) + 4.35% | 8.93% | 6/22/2029 | USA | USD | 143710 | 142812 | (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Element Materials Technology Group US Holdings Inc | TL 1L DD - B 04/22 | SOFR (3M) + 4.35% | 9.06% | 6/22/2029 | USA | USD | 66328 | 65913 | (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Element Materials Technology Group US Holdings Inc | TL 2L 07/22 | SONIA (3M) + 7.25% | 10.68% | 6/24/2030 | GBR | GBP | 1336815 | 1625822 | (b) (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Element Materials Technology Group US Holdings Inc | TL 2L DD 06/22 | SONIA (3M) + 7.25% | 10.68% | 6/24/2030 | USA | GBP | 413113 | 502425 | (b) (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Element Materials Technology Group US Holdings Inc | TL Unsec DD 07/22 | 13.08% PIK | 13.08% | 7/9/2031 | USA | USD | 5658219 | 5388322 | (b) (f) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;HKA | TL 1L B 08/22 | SOFR (3M) + 5.75% | 8.74% | 8/9/2029 | GBR | USD | 4176369 | 4038131 | (b) (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;HKA | TL 1L DD (CAR) 08/22 | SOFR (3M) + 5.75% | 4.47% | 8/9/2029 | GBR | USD | 1318854 | 1044828 | (b) (e) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TMF Group Holding BV | TL 2L 12/17 | EURIBOR (3M) + 6.63% | 8.80% | 5/4/2026 | NLD | EUR | 693210 | 727051 | (d) |
| Security & Alarm Services - 0.03% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Monitronics International Inc | TL 1L EXIT 08/19 | LIBOR (3M) + 7.50% | 12.33% | 3/29/2024 | USA | USD | 243930 | 159774 | (d) |
| Specialized Consumer Services - 0.35% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NPD Group Inc/The | Revolver 1L 08/22 | SOFR (3M) + 5.75% | 0.50% | 12/1/2027 | USA | USD | 51095 | 7153 | (a) (b) (e) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NPD Group Inc/The | TL 1L 08/22 | 2.75% PIK, SOFR (3M) + 6.25% | 10.61% | 12/1/2028 | USA | USD | 960340 | 979547 | (a) (b) (d) (f) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SavATree LLC | Revolver 1L 10/21 | LIBOR (3M) + 5.25% | 0.38% | 10/12/2028 | USA | USD | 128932 | (1264) | (a) (b) (e) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SavATree LLC | TL 1L 10/21 | LIBOR (3M) + 5.25% | 9.98% | 10/12/2028 | USA | USD | 915871 | 906897 | (a) (b) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SavATree LLC | TL 1L DD 10/21 | LIBOR (3M) + 5.25% | 1.23% | 10/12/2028 | USA | USD | 81228 | 5393 | (a) (b) (e) |
| Specialized Finance - 0.03% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bankers Healthcare Group LLC | TL 1L DD 11/22 | SOFR (1M) + 3.93% | 7.90% | 11/8/2027 | USA | USD | 140740 | 144695 | (a) (b) |
| Specialized REITs - 0.60% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pretium Partners LLC P2 | TL 1L 12/21 | 11.00% | 11.00% | 12/16/2029 | USA | USD | 3270612 | 3205200 | (a) (b) (d) |
| Specialty Chemicals - 3.46% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Aruba Investments Inc | TL 2L 10/20 | LIBOR (1M) + 7.75% | 12.30% | 11/24/2028 | USA | USD | 465220 | 422962 | (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Flint Group GmbH | TL 1L 01/17 | 0.75% PIK, LIBOR (3M) + 4.25% | 0.75% | 9/21/2023 | USA | USD | 1169530 | 792772 | (a) (f) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Flint Group GmbH | TL 1L B 04/14 | 0.75% PIK, EURIBOR (3M) + 4.25% | 0.75% | 9/21/2023 | DEU | EUR | 3505793 | 2554343 | (a) (f) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Flint Group GmbH | TL 1L B3 05/15 | 0.75% PIK, EURIBOR (3M) + 4.25% | 0.75% | 9/21/2023 | DEU | EUR | 71892 | 52381 | (a) (f) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Flint Group GmbH | TL 1L B4 11/15 | 0.75% PIK, EURIBOR (3M) + 4.25% | 0.75% | 9/21/2023 | DEU | EUR | 622598 | 453628 | (a) (f) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Flint Group GmbH | TL 1L B5 02/17 | 0.75% PIK, EURIBOR (3M) + 4.25% | 0.75% | 9/21/2023 | DEU | EUR | 456770 | 332805 | (a) (f) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Flint Group GmbH | TL 1L B6 03/17 | 0.75% PIK, EURIBOR (3M) + 4.25% | 0.75% | 9/21/2023 | DEU | EUR | 35894 | 26152 | (a) (f) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Flint Group GmbH | TL 1L B7 04/14 | 0.75% PIK, EURIBOR (3M) + 4.25% | 0.75% | 9/21/2023 | DEU | EUR | 79627 | 58017 | (a) (f) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Flint Group GmbH | TL 1L C 04/14 | 0.75% PIK, LIBOR (3M) + 4.50% | 0.75% | 9/21/2023 | USA | USD | 194162 | 131613 | (a) (f) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Vantage Specialty Chemicals Inc | TL 1L B 10/17 | LIBOR (3M) + 3.50% | 8.28% | 10/28/2024 | USA | USD | 13042338 | 12921435 | (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Vantage Specialty Chemicals Inc | TL 2L 10/17 | LIBOR (3M) + 8.25% | 12.98% | 10/27/2025 | USA | USD | 1045139 | 983899 | (d) |
| Trading Companies & Distributors - 0.17% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Radwell International LLC/PA | Revolver 1L 04/22 | SOFR (3M) + 6.63% | 0.38% | 4/1/2028 | USA | USD | 68154 | - | (a) (b) (e) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Radwell International LLC/PA | TL 1L 04/22 | SOFR (3M) + 6.63% | 10.18% | 4/1/2029 | USA | USD | 24298 | 24198 | (a) (b) (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Radwell International LLC/PA | TL 1L 12/22 | SOFR (3M) + 6.75% | 11.33% | 4/1/2029 | USA | USD | 908726 | 916178 | (a) (b) (d) |
| Trucking - 0.43% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Kenan Advantage Group Inc/The | TL 2L 08/21 | LIBOR (1M) + 7.25% | 11.82% | 9/1/2027 | USA | USD | 2498320 | 2335929 | (d) |
| **TOTAL LEVERAGED LOANS (Amortized cost $388,248,923)** |  |  |  |  |  |  |  | $**364091193** |  |
| **High Yield Securities - 50.56%** |  |  |  |  |  |  |  |  |  |
| Aerospace & Defense - 0.73% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ultra Electronics Holdings PLC | 7.25%01/2030 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;1/31/2030 | USA | USD | 2162000 | $2021470 | (a) (b) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ultra Electronics Holdings PLC | 9.0% PIK 01/2031 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;1/31/2031 | USA | USD | 2000179 | 1868967 | (a) (b) (f) |
| Airlines - 1.56% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;American Airlines Group Inc | 3.750% 03/2025 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2025 | USA | USD | 8971000 | 8413793 | (d) (h) |
| Alternative Carriers - 0.91% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Zayo Group LLC | 6.125% 03/2028 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2028 | USA | USD | 7145000 | 4923512 | (d) (h) |
| Apparel, Accessories & Luxury Goods - 0.44% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Varsity Brands Inc | L+8.000% 12/2024 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;12/22/2024 | USA | USD | 2387000 | 2387000 | (b) (d) (h) |
| Application Software - 2.11% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cision Ltd | 9.500% 02/2028 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2028 | USA | USD | 10042000 | 3870006 | (d) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TeamSystem SpA | 6.250% 02/2028 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2028 | ITA | EUR | 496000 | 547608 | (b) (d) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TIBCO Software Inc | 6.500% 03/2029 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;3/31/2029 | USA | USD | 7917000 | 6958441 | (d) (h) |
| Auto Parts & Equipment - 0.76% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Wheel Pros Inc | 6.500% 05/2029 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2029 | USA | USD | 10121000 | 4096566 | (d) (h) |
| Automobile Manufacturers - 0.26% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Thor Industries Inc | 4.000% 10/2029 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2029 | USA | USD | 1664000 | 1385729 | (d) (h) |
| Automotive Retail - 1.58% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mavis Discount Tire Inc | 6.500% 05/2029 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2029 | USA | USD | 9975000 | 8515009 | (d) (h) |
| Broadcasting - 1.24% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Spotify USA Inc | 0.000% 03/2026 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2026 | USA | USD | 7930000 | 6653270 | (d) (g) |
| Building Products - 8.70% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Acproducts Inc (aka Cabinetworks) | 6.375% 05/2029 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2029 | USA | USD | 17269000 | 10548527 | (d) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cornerstone (Ply Gem Holdings Inc) | 8.750% 08/2028 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2028 | USA | USD | 1826000 | 1719179 | (d) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;LBM Borrower LLC | 6.250% 01/2029 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2029 | USA | USD | 8694000 | 6619612 | (d) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;LBM Borrower LLC | 7.750% 04/2027 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2027 | USA | USD | 5183000 | 3894195 | (d) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Oldcastle Buildingenvelope Inc | 9.500% 04/2030 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2030 | USA | USD | 152000 | 136231 | (d) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Patrick Industries Inc | 1.750% 12/2028 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2028 | USA | USD | 603000 | 545715 | (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Patrick Industries Inc | 4.750% 05/2029 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2029 | USA | USD | 1222000 | 1046325 | (d) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PrimeSource Building Products Inc | 5.625% 02/2029 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2029 | USA | USD | 7169000 | 5011346 | (d) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PrimeSource Building Products Inc | 6.750% 08/2029 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2029 | USA | USD | 4981000 | 3542886 | (d) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SRS Distribution Inc | 6.000% 12/2029 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2029 | USA | USD | 8573000 | 7335530 | (d) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SRS Distribution Inc | 6.125% 07/2029 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2029 | USA | USD | 7529000 | 6484464 | (d) (h) |
| Cable & Satellite - 1.64% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cablevision Lightpath LLC | 5.625% 09/2028 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2028 | USA | USD | 811000 | 623432 | (d) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CSC Holdings LLC (Altice USA) | 5.000% 11/2031 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2031 | USA | USD | 2754000 | 1655719 | (d) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CSC Holdings LLC (Altice USA) | 5.750% 01/2030 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2030 | USA | USD | 5101000 | 3220134 | (d) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;RCN Grande (Radiate) | 6.500% 09/2028 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2028 | USA | USD | 6272000 | 3275960 | (d) (h) |
| Commercial Printing - 0.87% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Multi-Color Corp | 10.5007% 0/2027 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2027 | USA | USD | 4551000 | 4335419 | (d) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Multi-Color Corp | 8.250% 11/2029 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2029 | USA | USD | 396000 | 332888 | (d) (h) |
| Commodity Chemicals - 0.42% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SI Group Inc | 6.750% 05/2026 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2026 | USA | USD | 4943000 | 2235571 | (d) (h) |
| Construction & Engineering - 0.45% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Maxim Crane Works LP / Maxim Finance Corp | 10.125% 08/2024 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2024 | USA | USD | 2483000 | 2401103 | (d) (h) |
| Data Processing & Outsourced Services - 0.11% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Xerox Business Services /Conduent | 6.000% 11/2029 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2029 | USA | USD | 673000 | 596625 | (d) (h) |
| Department Stores - 0.00% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JC Penney Corp Inc | 8.625% 03/2025 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2025 | USA | USD | 97819 | - | (b) (c) (h) |
| Electronic Components - 1.75% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CommScope Inc | 6.000% 06/2025 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2025 | USA | USD | 7686000 | 7287635 | (d) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CommScope Inc | 7.125% 07/2028 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2028 | USA | USD | 2770000 | 2173469 | (d) (h) |
| Health Care Equipment - 1.10% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Haemonetics Corp | 0.000% 03/2026 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2026 | USA | USD | 6892000 | 5914025 | (g) |
| Health Care Facilities - 1.54% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AHP Health Partners Inc | 5.750% 07/2029 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2029 | USA | USD | 109000 | 89806 | (d) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CHS/Community Health Systems, Inc. | 6.125% 04/2030 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2030 | USA | USD | 2234000 | 1346048 | (d) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CHS/Community Health Systems, Inc. | 6.875% 04/2028 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2028 | USA | USD | 3254000 | 1996638 | (d) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CHS/Community Health Systems, Inc. | 6.875% 04/2029 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2029 | USA | USD | 599000 | 379796 | (d) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;LifePoint Hospitals Inc | 5.375% 01/2029 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2029 | USA | USD | 6718000 | 4495793 | (d) (h) |
| Health Care Technology - 0.44% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;athenahealth Inc | 6.500% 02/2030 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2030 | USA | USD | 2859000 | 2372332 | (d) (h) |
| Hotels, Resorts & Cruise Lines - 7.76% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Carnival Corp | 5.750% 03/2027 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2027 | USA | USD | 12193000 | 10137382 | (d) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Carnival Corp | 6.000% 05/2029 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2029 | USA | USD | 6033000 | 4773641 | (d) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NCL Corp Ltd | 1.125% 02/2027 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2027 | USA | USD | 3608000 | 2769140 | (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NCL Corp Ltd | 3.625% 12/2024 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2024 | USA | USD | 9263000 | 8707868 | (d) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NCL Corp Ltd | 6.125% 03/2028 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2028 | USA | USD | 833000 | 678066 | (d) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Royal Caribbean Cruises Ltd | 11.625% 08/2027 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2027 | USA | USD | 362000 | 384625 | (d) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Royal Caribbean Cruises Ltd | 5.500% 04/2028 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2028 | USA | USD | 8085000 | 6963772 | (d) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Viking Cruises Ltd | 5.875% 09/2027 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2027 | USA | USD | 3008000 | 2566997 | (d) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Viking Cruises Ltd | 7.000% 02/2029 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2029 | USA | USD | 5473000 | 4768652 | (d) (h) |
| Industrial Conglomerates - 0.79% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unifrax I LLC / Unifrax Holding Co | 5.250% 09/2028 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2028 | USA | USD | 3573000 | 3065559 | (d) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unifrax I LLC / Unifrax Holding Co | 7.500% 09/2029 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2029 | USA | USD | 1674000 | 1207642 | (d) (h) |
| Industrial Machinery - 1.99% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SPX FLOW Inc | 8.750% 04/2030 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2030 | USA | USD | 13032000 | 10743424 | (d) (h) |
| Insurance Brokers - 2.85% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hub International Ltd | 5.625% 12/2029 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2029 | USA | USD | 1888000 | 1691774 | (d) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;National Financial Partners Corp | 6.875% 08/2028 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2028 | USA | USD | 15791000 | 13673506 | (d) (h) |
| Integrated Oil & Gas - 0.71% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Occidental Petroleum Corp | 4.100% 02/2047 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2047 | USA | USD | 2828000 | 2262400 | (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Occidental Petroleum Corp | 4.200% 03/2048 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2048 | USA | USD | 2001000 | 1583784 | (d) |
| Leisure Facilities - 2.14% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Life Time Fitness Inc | 5.750% 01/2026 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2026 | USA | USD | 157000 | 151087 | (d) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Merlin Entertainments PLC | 4.500% 11/2027 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2027 | IRL | EUR | 4898000 | 4693096 | (d) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Merlin Entertainments PLC | 6.625% 11/2027 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2027 | IRL | USD | 7389000 | 6698099 | (d) (h) |
| Oil & Gas Storage & Transportation - 3.25% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Genesis Energy | 6.500% 10/2025 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2025 | USA | USD | 8199000 | 8065766 | (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Genesis Energy | 8.875% 04/2030 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2030 | USA | USD | 2175000 | 2213041 | (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NGL Energy Partners LP / NGL Energy Finance Corp | 7.500% 02/2026 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2026 | USA | USD | 7609000 | 7236760 | (d) (h) |
| Real Estate Services - 0.83% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Redfin Corp | 0.000% 10/2025 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2025 | USA | USD | 6764000 | 4489605 | (d) (g) |
| Restaurants - 0.20% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Golden Nugget Inc. | 6.750 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2030 | USA | USD | 1317000 | 1094717 | (d) (h) |
| Security & Alarm Services - 0.10% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Verisure Holding AB | 3.875% 07/2026 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2026 | SWE | EUR | 534000 | 539141 | (d) (h) |
| Specialty Stores - 2.54% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Douglas Holding AG | 6.000% 04/2026 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;4/8/2026 | DEU | EUR | 8654000 | 8166169 | (d) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Douglas Holding AG | 8.250% 10/2026 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2026 | DEU | EUR | 7204814 | 5519580 | (d) (h) |
| Technology Hardware, Storage & Peripherals - 0.11% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Lenovo Group Ltd | 10.50% 09/2024 Class D |  |  | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2024 | HKG | EUR | 90524 | 98379 | (a) (b) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Lenovo Group Ltd | 10.50% 09/2024 Class D |  |  | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2024 | HKG | GBP | 20573 | 25353 | (a) (b) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Lenovo Group Ltd | 10.50% 09/2024 Class D |  |  | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2024 | HKG | USD | 117599 | 117611 | (a) (b) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Lenovo Group Ltd | 6.50% 09/2024 Class C |  |  | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2024 | HKG | EUR | 125603 | 136502 | (a) (b) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Lenovo Group Ltd | 6.50% 09/2024 Class C |  |  | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2024 | HKG | GBP | 28545 | 35177 | (a) (b) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Lenovo Group Ltd | 6.50% 09/2024 Class C |  |  | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2024 | HKG | USD | 163170 | 163186 | (a) (b) |
| Trading Companies & Distributors - 0.68% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TruckPro LLC | 11.000% 10/2024 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2024 | USA | USD | 3746000 | 3658688 | (d) (h) |
| **TOTAL HIGH YIELD SECURITIES (Amortized cost $334,089,407)** | **TOTAL HIGH YIELD SECURITIES (Amortized cost $334,089,407)** |  |  |  |  |  |  | $**272337963** |  |
| **Asset Backed Securities - 9.50%** |  |  |  |  |  |  |  |  |  |
| Diversified Real Estate Activities - 0.01% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust 2022-R07 | CAS 2022-R07 1B1 | SOFR (3M) + 6.80% | 11.11% | 6/25/2042 | USA | USD | 43510 | $46373 | (h) |
| Specialized Finance - 9.49% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Accunia European CLO III DAC | ACCUN 3A C | EURIBOR (3M) + 1.90% | 4.24% | 1/20/2031 | IRL | EUR | 302000 | 306020 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Adagio IX EUR CLO DAC | ADAGI IX-A B1 | EURIBOR (3M) + 1.70% | 3.75% | 9/15/2034 | IRL | EUR | 716000 | 737827 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AGL CLO 7 Ltd | AGL 2020-7A ER | LIBOR (3M) + 6.35% | 11.18% | 7/15/2034 | USA | USD | 1187688 | 1060558 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Aimco CDO | AIMCO 2021-16A E | LIBOR (3M) + 6.20% | 11.03% | 1/17/2035 | USA | USD | 1075210 | 991231 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ALM Loan Funding Ltd | ALM 2020-1A D | LIBOR (3M) + 6.00% | 10.83% | 10/15/2029 | USA | USD | 865360 | 792040 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Arbour CLO II DAC | ARBR 2014-2A B1RR | EURIBOR (3M) + 1.50% | 3.79% | 4/15/2034 | IRL | EUR | 1099000 | 1124778 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Arbour CLO IV DAC | ARBR 4A BRR | EURIBOR (3M) + 1.30% | 3.59% | 4/15/2034 | IRL | EUR | 724000 | 738870 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Arbour CLO IV DAC | ARBR 4A CRR | EURIBOR (3M) + 2.05% | 4.34% | 4/15/2034 | IRL | EUR | 408000 | 407360 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ARES CLO Ltd | ARESE 15A E | EURIBOR (3M) + 6.11% | 8.40% | 1/15/2036 | IRL | EUR | 879000 | 808477 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ares LXV CLO Ltd | ARES 2022-65A E | SOFR (3M) + 7.10% | 11.76% | 7/25/2034 | USA | USD | 1078040 | 950718 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Avondale Park CLO DAC | AVDPK 1A CR | EURIBOR (3M) + 2.20% | 4.25% | 9/20/2034 | IRL | EUR | 400000 | 401346 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ballyrock CDO Ltd | BALLY 2020-14A D | LIBOR (3M) + 7.00% | 11.81% | 1/20/2034 | USA | USD | 250000 | 234391 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ballyrock CLO Ltd | BALLY 2019-1A DR | LIBOR (3M) + 6.75% | 11.58% | 7/15/2032 | USA | USD | 431180 | 405989 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Barings Euro CLO 2020-1 DAC | BABSE 2020-1A BR | EURIBOR (3M) + 1.75% | 4.14% | 10/21/2034 | IRL | EUR | 1898750 | 1966753 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bbam US Clo I Ltd | BBAM 2022-1A D | SOFR (3M) + 6.80% | 11.46% | 4/15/2035 | USA | USD | 1285000 | 1157495 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Broad River BSL Funding CLO | BDRVR 2020-1A ER | LIBOR (3M) + 6.50% | 11.31% | 7/20/2034 | USA | USD | 1500000 | 1471692 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Capital Four US CLO Ltd | C4US 2022-1A D | SOFR (3M) + 5.36% | 9.03% | 10/20/2030 | USA | USD | 363664 | 355565 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Carlyle Global Market Strategies | CGMS 2020-2A DR | LIBOR (3M) + 6.70% | 11.52% | 1/25/2035 | USA | USD | 640460 | 601995 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Carlyle Global Market Strategies | CGMS 2021-8A E | LIBOR (3M) + 6.50% | 11.33% | 10/15/2034 | USA | USD | 370690 | 327660 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Carlyle Global Market Strategies | CGMS 2021-9A E Mtge | LIBOR (3M) + 6.63% | 11.44% | 10/20/2034 | USA | USD | 819560 | 726100 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CarVal CLO | CARVL 2021-1A E | LIBOR (3M) + 6.60% | 11.41% | 7/20/2034 | USA | USD | 2000000 | 1883748 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CarVal CLO | CARVL 2021-2A E | LIBOR (3M) + 6.75% | 11.58% | 10/15/2034 | USA | USD | 446919 | 426630 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CIFC European Funding CLO IV DAC | CIFCE 4A C | EURIBOR (3M) + 2.10% | 4.43% | 8/18/2035 | IRL | EUR | 1088000 | 1108898 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CIFC Funding Ltd | CIFC 2021-7A E | LIBOR (3M) + 6.35% | 11.17% | 1/23/2035 | USA | USD | 644186 | 582244 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust 2022-R08 | CAS 2022-R08 1B1 | SOFR (3M) + 5.60% | 9.91% | 7/25/2042 | USA | USD | 29425 | 30180 | (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CVC Cordatus Loan Fund IV DAC | CORDA 4A CRRR | EURIBOR (3M) + 2.10% | 3.92% | 2/22/2034 | IRL | EUR | 291000 | 292849 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CVC Cordatus Loan Fund XVIII DAC | CORDA 18A ER | EURIBOR (3M) + 6.06% | 8.54% | 7/29/2034 | IRL | EUR | 1198000 | 1081408 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Dryden Senior Loan Fund | DRSLF 2021-92A E | LIBOR (3M) + 6.50% | 11.18% | 11/20/2034 | USA | USD | 463342 | 398617 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Eaton Vance CDO Ltd | EATON 2020-2A ER | LIBOR (3M) + 6.50% | 11.33% | 1/15/2035 | USA | USD | 510460 | 472452 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Elmwood CLO | ELMW5 2020-2A ER | LIBOR (3M) + 6.10% | 10.91% | 10/20/2034 | USA | USD | 1500000 | 1397088 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Elmwood CLO VI Ltd | ELMW6 2020-3A ER | LIBOR (3M) + 6.50% | 11.31% | 10/20/2034 | USA | USD | 558701 | 548190 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Goldentree Loan Management US Clo 12 Ltd | GLM 2022-12A E | SOFR (3M) + 7.25% | 11.89% | 4/20/2034 | USA | USD | 291777 | 270222 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Golub Capital Partners CLO Ltd | GCBSL 2021-58A E | LIBOR (3M) + 6.81% | 11.63% | 1/25/2035 | USA | USD | 549013 | 517791 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Guardia 1 Ltd | GUARD 2019-1A D | 7.11% | 7.11% | 10/20/2037 | USA | USD | 1550000 | 1261265 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Gulf Stream Meridian | GSM 2021-6A D | LIBOR (3M) + 6.36% | 11.19% | 1/15/2037 | USA | USD | 1118253 | 1026022 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Harvest CLO VIII DAC | HARVT 8A CRR | EURIBOR (3M) + 1.65% | 3.94% | 1/15/2031 | IRL | EUR | 302000 | 307718 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Harvest CLO XXI DAC | HARVT 21A DR | EURIBOR (3M) + 3.40% | 5.69% | 7/15/2031 | IRL | EUR | 602000 | 594015 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Henley CLO III DAC | HNLY 3A CR | EURIBOR (3M) + 2.30% | 4.75% | 12/25/2035 | IRL | EUR | 638000 | 628269 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Kayne CLO 7 Ltd | KAYNE 2020-1A E | LIBOR (3M) + 6.50% | 11.29% | 4/17/2033 | USA | USD | 310460 | 291186 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Madison Park Funding LIX Ltd | MDPK 2021-59A E | LIBOR (3M) + 6.60% | 11.39% | 1/18/2034 | USA | USD | 814787 | 769155 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Madison Park Funding Ltd | MDPK 2021-52A E | LIBOR (3M) + 6.50% | 11.32% | 1/22/2035 | USA | USD | 742891 | 697657 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Madison Park Funding XLV Ltd | MDPK 2020-45A ER | LIBOR (3M) + 6.35% | 11.18% | 7/15/2034 | USA | USD | 429000 | 394964 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Man GLG Euro CLO I DAC | GLGE 1A CRR | EURIBOR (3M) + 1.60% | 3.89% | 10/15/2030 | IRL | EUR | 704000 | 717736 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Eaton Vance CLO Ltd | MSEV 2021-1A E | LIBOR (3M) + 6.75% | 11.57% | 10/20/2034 | USA | USD | 520000 | 462488 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Neuberger Berman CLO Ltd | NEUB 2021-46A E | LIBOR (3M) + 6.25% | 11.06% | 1/20/2036 | USA | USD | 1067761 | 987268 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Neuberger Berman Loan Advisers Euro CLO 2 DAC | NEUBE 2021-2A C | EURIBOR (3M) + 2.20% | 4.49% | 4/15/2034 | IRL | EUR | 449000 | 453208 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Oak Hill Credit Partners | OAKC 2021-10A E | LIBOR (3M) + 6.25% | 11.04% | 1/18/2036 | USA | USD | 497312 | 459626 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Otranto Park | OTOPK 1A B | EURIBOR (3M) + 2.15% | 3.95% | 5/15/2035 | IRL | EUR | 708000 | 739398 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Otranto Park | OTOPK 1A E | EURIBOR (3M) + 7.05% | 8.85% | 5/15/2035 | IRL | EUR | 428000 | 420929 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Palmer Square CLO Ltd | PFIXD 2019-1A E | 7.11% | 7.11% | 4/20/2037 | USA | USD | 930641 | 781413 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Palmer Square European CLO 2021-2 DAC | PLMER 2021-2A C | EURIBOR (3M) + 2.07% | 4.36% | 4/15/2035 | IRL | EUR | 1429000 | 1436072 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pikes Peak CLO | PIPK 2021-9A E | LIBOR (3M) + 6.58% | 11.39% | 10/27/2034 | USA | USD | 405000 | 368357 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Post CLO | POST 2021-1A E | LIBOR (3M) + 6.45% | 11.28% | 10/15/2034 | USA | USD | 250000 | 237729 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PPM CLO 4 Ltd | PPMC 2020-4A ER | LIBOR (3M) + 6.50% | 11.29% | 10/18/2034 | USA | USD | 332741 | 291641 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Providus CLO IV DAC | PRVD 4A CR | EURIBOR (3M) + 2.20% | 4.54% | 4/20/2034 | IRL | EUR | 668000 | 668952 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Rad CLO Ltd | RAD 2021-14A E | LIBOR (3M) + 6.50% | 11.33% | 1/15/2035 | USA | USD | 335000 | 305072 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Rad CLO Ltd | RAD 2021-15A E | LIBOR (3M) + 6.20% | 11.01% | 1/20/2034 | USA | USD | 928117 | 857374 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;REESE PARK CLO LTD | RESPK 2020-1A ER | LIBOR (3M) + 6.50% | 11.33% | 10/15/2034 | USA | USD | 1375020 | 1204293 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Regatta Funding Ltd | REG21 2021-3A E | LIBOR (3M) + 6.75% | 11.56% | 10/20/2034 | USA | USD | 321680 | 302636 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Regatta Funding Ltd | REG23 2021-4A E | LIBOR (3M) + 6.70% | 11.51% | 1/20/2035 | USA | USD | 804000 | 753204 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Regatta XX Funding Ltd | REG20 2021-2A E | LIBOR (3M) + 6.25% | 11.08% | 10/15/2034 | USA | USD | 208000 | 202599 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Rockford Tower Europe CLO 2018-1 DAC | RFTE 2018-1A C | EURIBOR (3M) + 2.47% | 4.52% | 12/20/2031 | IRL | EUR | 402000 | 420866 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;RRE 1 Loan Management DAC | RRME 1A A2R | EURIBOR (3M) + 1.35% | 3.64% | 4/15/2035 | IRL | EUR | 358000 | 365496 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sand Trust 2001-1 | SAND 2021-1A E | LIBOR (3M) + 6.80% | 10.88% | 10/15/2034 | USA | USD | 643000 | 581770 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sculptor European CLO I DAC | OZLME 1A CRR | EURIBOR (3M) + 2.30% | 4.63% | 4/18/2034 | IRL | EUR | 631000 | 635630 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Segovia European CLO 5-2018 DAC | SEGOV 2018-5A C | EURIBOR (3M) + 1.90% | 4.23% | 10/18/2031 | IRL | EUR | 442000 | 452447 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Segovia European CLO 6-2019 DAC | SEGOV 2019-6A C1R | EURIBOR (3M) + 2.35% | 4.69% | 7/20/2032 | IRL | EUR | 408000 | 424172 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SG Residential Mortgage Trust 2022-2 | SGR 2022-2 B1 | 5.35% | 5.35% | 8/25/2062 | USA | USD | 57502 | 49022 | (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sound Point CLO Ltd | SNDPT 2021-1A E | LIBOR (3M) + 6.85% | 11.67% | 4/25/2034 | USA | USD | 290000 | 241425 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sound Point Euro CLO | SNDPE 2A ER | EURIBOR (3M) + 6.34% | 8.73% | 1/26/2036 | IRL | EUR | 500000 | 461959 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;St Paul's CLO VII DAC | SPAUL 7A B1RR | EURIBOR (3M) + 1.65% | 3.98% | 7/18/2034 | IRL | EUR | 856000 | 878072 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Symphony CLO Ltd | SYMP 2020-22A E | LIBOR (3M) + 6.25% | 11.04% | 4/18/2033 | USA | USD | 598680 | 556133 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TICP CLO Ltd | TICP 2017-9A E | LIBOR (3M) + 5.60% | 10.41% | 1/20/2031 | USA | USD | 738460 | 669872 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Tikehau CLO DAC | TIKEH 2015-1A DRR EUR | EURIBOR (3M) + 3.40% | 5.13% | 8/4/2034 | IRL | EUR | 637000 | 635443 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Tikehau CLO V DAC | TIKEH 5A D1 | EURIBOR (3M) + 3.90% | 6.19% | 4/15/2032 | IRL | EUR | 301000 | 302325 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Trinitas Euro CLO II DAC | TRNTE 2A ER | EURIBOR (3M) + 7.23% | 8.61% | 4/15/2035 | IRL | EUR | 1770566 | 1772026 | (b) (h) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Voya Euro CLO II DAC | VOYE 2A CR | EURIBOR (3M) + 2.15% | 4.44% | 7/15/2035 | IRL | EUR | 378000 | 386249 | (b) (h) |
| **TOTAL ASSET BACKED SECURITIES (Amortized cost $53,073,618)** | **TOTAL ASSET BACKED SECURITIES (Amortized cost $53,073,618)** |  |  |  |  |  |  | $**51076708** |  |
| **Issuer** | **Asset** |  |  | **Maturity Date** | **Country** | **Currency** | **Shares** | **Fair Value** | **Footnotes** |
| **Equity & Other Investments - 6.59%** |  |  |  |  |  |  |  |  |  |
| Aerospace & Defense - 0.08% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Altitude II | Private Equity |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;CYM | USD | 185733 | $185326 | (b) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ultra Electronics Holdings PLC | Private Equity |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;GBR | USD | 43729 | 41779 | (a) (b) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ultra Electronics Holdings PLC | Private Equity |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;GBR | USD | 23486307 | 237212 | (a) (b) |
| Application Software - 1.19% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Med-Metrix | Common Stock |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;USA | USD | 597 | 66284 | (a) (b) (c) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Med-Metrix | 8.00% 12/2050 PIK Pref Equity |  |  | &nbsp;&nbsp;&nbsp;&nbsp;12/16/2050 | USA | USD | 597 | 29862 | (a) (b) (f) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TIBCO Software Inc | 12.00% Pref Equity |  |  | &nbsp;&nbsp;&nbsp;&nbsp;12/31/2069 | USA | USD | 6451 | 6275743 | (b) (d) (f) |
| Diversified Metals & Mining - 0.04% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Foresight Energy LLC | Common Stock |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;USA | USD | 17979 | 214388 | (a) (b) (c) |
| Diversified Real Estate Activities - 0.04% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;KKR Residential Opportunities I LLC | Private Equity |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;USA | USD | 229576 | 220064 | (b) |
| Diversified Support Services - 0.01% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Magna Legal Services LLC | Common Stock |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;USA | USD | 618 | 61808 | (a) (b) (c) |
| Food Distributors - 0.01% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Lipari Foods LLC | Common Stock |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;USA | USD | 63878 | 61693 | (b) (c) |
| Health Care Services - 0.19% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Affordable Care Inc | 11.75% 12/2069 PIK Pref Equity |  |  | &nbsp;&nbsp;&nbsp;&nbsp;12/31/2069 | USA | USD | 677000 | 695279 | (a) (b) (f) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;American Vision Partners | Private Equity |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;USA | USD | 53939 | 44737 | (a) (b) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Amerivet Partners Management Inc | 11.50% 12/2059 Pref Equity PIK |  |  | &nbsp;&nbsp;&nbsp;&nbsp;12/31/2059 | USA | USD | 298 | 277198 | (a) (b) (f) |
| Health Care Technology - 2.33% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;athenahealth Inc | Private Equity |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;USA | USD | 12641498 | 12572349 | (b) |
| Hotels, Resorts & Cruise Lines - 0.67% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hilton Grand Vacations Inc | Common Stock |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;USA | USD | 75777 | 3588799 | (c) |
| Leisure Facilities - 0.35% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pure Gym Ltd | Private Equity |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;GBR | GBP | 1416469 | 1891214 | (a) (b) |
| Residential REITs - 1.41% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Avenue One PropCo | Private Equity |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;USA | USD | 7550072 | 7572721 | (a) (b) |
| Specialized REITs - 0.27% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pretium Partners LLC P2 | Private Equity |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;USA | USD | 1635306 | 1462438 | (a) (b) |
| **TOTAL EQUITY & OTHER INVESTMENTS (Cost $35,215,756)** | **TOTAL EQUITY & OTHER INVESTMENTS (Cost $35,215,756)** |  |  |  |  |  |  | $**35498894** |  |
| **Trade Claim - 0.00%** |  |  |  |  |  |  |  |  |  |
| Health Care Facilities - 0.00% |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Quorum Health Corp | Trade Claim |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;USA | USD | 212000 | $23426 | (a) (b) |
| **TOTAL TRADE CLAIM (Cost $85,850)** |  |  |  |  |  |  |  | $**23426** |  |
| **TOTAL INVESTMENTS (Cost $810,713,554) - 134.26%** |  |  |  |  |  |  |  | $**723028184** |  |
| **LIABILITIES EXCEEDING OTHER ASSETS, NET - (34.26%)** | **LIABILITIES EXCEEDING OTHER ASSETS, NET - (34.26%)** |  |  |  |  |  |  | **(184489988)** |  |
| **NET ASSETS - 100.00%** |  |  |  |  |  |  |  | $**538538196** |  |

---

---

| | |
|:---|:---|
| TL | Term loan |
| DD | Delayed draw term loan |
| 1L | First lien |
| 2L | Second lien |
| (a) | Security considered restricted. |
| (b) | Value determined using significant unobservable inputs. |
| (c) | Non-income producing security. |
| (d) | Investment is held as collateral for the fund's credit facility. |
| (e) | Investment is an unfunded or partially funded commitment. |
| (f) | Represents a payment-in-kind ("PIK") security which may pay interest/dividend in additional par/shares. |
| (g) | Zero coupon bond. |
| (h) | Securities exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may only be resold to qualified institutional buyers in transactions exempt from registration. |

---

------

The following are the details of the restricted securities held by the Fund:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Issuer** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Asset** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Par/Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Cost** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Fair Value** | **Acquisition Date** | **% of Net Assets** |
| **Common Stock** |  | | | |  | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foresight Energy LLC | Foresight Energy LLC | 17979 | $200230 | $214388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6/30/2020 | 0.04% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Magna Legal Services LLC | Magna Legal Services LLC | 618 | 61808 | 61808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11/22/2022 | 0.01% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Med-Metrix | Med-Metrix | 597 | 29862 | 66284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9/15/2021 | 0.01% |
| **High Yield** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lenovo Group Ltd | Lenovo Group Ltd | 117599 | 117599 | 117611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9/14/2022 | 0.02% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lenovo Group Ltd | Lenovo Group Ltd | 90524 | 90321 | 98379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9/14/2022 | 0.02% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lenovo Group Ltd | Lenovo Group Ltd | 125603 | 125321 | 136502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9/14/2022 | 0.03% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lenovo Group Ltd | Lenovo Group Ltd | 28545 | 32941 | 35177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9/14/2022 | 0.01% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lenovo Group Ltd | Lenovo Group Ltd | 163170 | 163170 | 163186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9/14/2022 | 0.03% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lenovo Group Ltd | Lenovo Group Ltd | 20573 | 23741 | 25353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9/14/2022 | 0.00% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ultra Electronics Holdings PLC | Ultra Electronics Holdings PLC | 2162000 | 2101429 | 2021470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8/4/2022 | 0.38% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ultra Electronics Holdings PLC | Ultra Electronics Holdings PLC | 2000179 | 1943675 | 1868967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8/4/2022 | 0.35% |
| **Preferred Stock** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affordable Care Inc | Affordable Care Inc | 677000 | 663528 | 695279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8/2/2021 | 0.13% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Amerivet Partners Management Inc | Amerivet Partners Management Inc | 298 | 288779 | 277198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2/25/2022 | 0.05% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Med-Metrix | Med-Metrix | 597 | 29862 | 29862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9/15/2021 | 0.01% |
| **Private Equity** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; American Vision Partners | American Vision Partners | 53939 | 54546 | 44737 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9/30/2021 | 0.01% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Avenue One PropCo | Avenue One PropCo | 7550072 | 7550072 | 7572721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4/4/2022 | 1.41% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Pretium Partners LLC P2 | Pretium Partners LLC P2 | 1635306 | 1602600 | 1462438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12/16/2021 | 0.27% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Pure Gym Ltd | Pure Gym Ltd | 1416469 | 1925990 | 1891214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1/28/2022 | 0.35% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ultra Electronics Holdings PLC | Ultra Electronics Holdings PLC | 23486307 | 234863 | 237212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8/2/2022 | 0.04% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ultra Electronics Holdings PLC | Ultra Electronics Holdings PLC | 43729 | 44431 | 41779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9/8/2022 | 0.01% |
| **Revolver** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3Pillar Global Inc | 3Pillar Global Inc | 186240 | - | (6481) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11/23/2021 | 0.00% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48Forty Solutions LLC | 48Forty Solutions LLC | 610068 | - | (7748) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3/11/2022 | 0.00% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affordable Care Inc | Affordable Care Inc | 177081 | 14166 | 11953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8/2/2021 | 0.00% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; American Vision Partners | American Vision Partners | 158140 | 63256 | 59097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9/30/2021 | 0.01% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Amerivet Partners Management Inc | Amerivet Partners Management Inc | 197240 | - | (5838) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2/25/2022 | 0.00% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Arcfield Acquisition Corp | Arcfield Acquisition Corp | 143583 | - | (2786) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3/10/2022 | 0.00% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Community Brands Inc | Community Brands Inc | 60610 | - | (1709) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2/24/2022 | 0.00% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Excelitas Technologies Corp | Excelitas Technologies Corp | 351770 | 145398 | 138539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8/11/2022 | 0.03% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Follett Software Co | Follett Software Co | 136050 | - | (1619) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8/31/2021 | 0.00% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foundation Risk Partners Corp | Foundation Risk Partners Corp | 141750 | 56688 | 55051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10/29/2021 | 0.01% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Galway Partners Holdings LLC | Galway Partners Holdings LLC | 205492 | - | (41) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9/30/2021 | 0.00% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Insight Global LLC | Insight Global LLC | 427591 | 64139 | 58665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9/22/2021 | 0.01% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Magna Legal Services LLC | Magna Legal Services LLC | 26940 | - | (67) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11/22/2022 | 0.00% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Med-Metrix | Med-Metrix | 158828 | - | - | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9/15/2021 | 0.00% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NPD Group Inc/The | NPD Group Inc/The | 51095 | 7153 | 7153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8/1/2022 | 0.00% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Oxford Global Resources LLC | Oxford Global Resources LLC | 128823 | 33494 | 33159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8/17/2021 | 0.01% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PartsSource Inc | PartsSource Inc | 87104 | - | (2326) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10/18/2021 | 0.00% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Radwell International LLC/PA | Radwell International LLC/PA | 68154 | - | - | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12/1/2022 | 0.00% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SAMBA Safety Inc | SAMBA Safety Inc | 41810 | - | (176) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9/1/2021 | 0.00% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SavATree LLC | SavATree LLC | 128932 | - | (1264) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10/12/2021 | 0.00% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Time Manufacturing Co | Time Manufacturing Co | 153560 | 100512 | 92082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12/1/2021 | 0.02% |
| **Leveraged Loans** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3Pillar Global Inc | 3Pillar Global Inc | 620511 | 110207 | 93586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11/23/2021 | 0.02% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3Pillar Global Inc | 3Pillar Global Inc | 1935958 | 1920442 | 1868587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11/23/2021 | 0.35% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48Forty Solutions LLC | 48Forty Solutions LLC | 4723786 | 4687730 | 4663794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2/11/2022 | 0.87% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48Forty Solutions LLC | 48Forty Solutions LLC | 3157204 | 3141324 | 3117108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3/11/2022 | 0.58% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affordable Care Inc | Affordable Care Inc | 598760 | 206462 | 203680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8/2/2021 | 0.04% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affordable Care Inc | Affordable Care Inc | 1585658 | 1573213 | 1565837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8/2/2021 | 0.29% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Alera Group Intermediate Holdings Inc | Alera Group Intermediate Holdings Inc | 538485 | - | 522330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12/16/2021 | 0.10% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Alera Group Intermediate Holdings Inc | Alera Group Intermediate Holdings Inc | 186208 | 184702 | 180622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9/30/2021 | 0.03% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Alera Group Intermediate Holdings Inc | Alera Group Intermediate Holdings Inc | 655236 | 649936 | 635579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9/30/2021 | 0.12% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; American Vision Partners | American Vision Partners | 1905174 | 1890374 | 1855068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9/30/2021 | 0.34% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; American Vision Partners | American Vision Partners | 786737 | 780625 | 766045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9/30/2021 | 0.14% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Amerivet Partners Management Inc | Amerivet Partners Management Inc | 2235596 | 2216720 | 2169423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2/25/2022 | 0.40% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Amerivet Partners Management Inc | Amerivet Partners Management Inc | 1576564 | 389674 | 356320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2/25/2022 | 0.07% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Arcfield Acquisition Corp | Arcfield Acquisition Corp | 981712 | 973363 | 962666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3/10/2022 | 0.18% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bankers Healthcare Group LLC | Bankers Healthcare Group LLC | 140740 | 140740 | 144695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11/8/2022 | 0.03% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Belk Inc | Belk Inc | 53180 | 52731 | 45619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2/24/2021 | 0.01% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Belk Inc | Belk Inc | 997211 | 658089 | 185107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2/24/2021 | 0.03% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CFC Underwriting Ltd | CFC Underwriting Ltd | 5343384 | 5223435 | 5349796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5/16/2022 | 0.99% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CFC Underwriting Ltd | CFC Underwriting Ltd | 630571 | - | 932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5/16/2022 | 0.00% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Community Brands Inc | Community Brands Inc | 1022573 | 1005314 | 993736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2/24/2022 | 0.18% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Community Brands Inc | Community Brands Inc | 121212 | - | (3418) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2/24/2022 | 0.00% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Encora Digital Inc | Encora Digital Inc | 1652370 | 1624596 | 1581153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12/20/2021 | 0.29% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Encora Digital Inc | Encora Digital Inc | 398160 | 391467 | 380999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12/20/2021 | 0.07% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Encora Digital Inc | Encora Digital Inc | 482470 | 471169 | 458829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12/20/2021 | 0.09% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Envirotainer Ltd | Envirotainer Ltd | 865234 | - | (39677) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7/29/2022 | -0.01% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Envirotainer Ltd | Envirotainer Ltd | 4739642 | 4734999 | 4933039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7/29/2022 | 0.92% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Envirotainer Ltd | Envirotainer Ltd | 2411934 | 2356044 | 2341264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7/29/2022 | 0.43% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Excelitas Technologies Corp | Excelitas Technologies Corp | 602699 | 616492 | 642159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8/11/2022 | 0.12% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Excelitas Technologies Corp | Excelitas Technologies Corp | 3646681 | 3612695 | 3575571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8/11/2022 | 0.66% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Excelitas Technologies Corp | Excelitas Technologies Corp | 703540 | - | (13719) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8/11/2022 | 0.00% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Flint Group GmbH | Flint Group GmbH | 1169530 | 1154672 | 792772 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3/9/2021 | 0.15% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Flint Group GmbH | Flint Group GmbH | 79627 | 92971 | 58017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11/5/2020 | 0.01% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Flint Group GmbH | Flint Group GmbH | 35894 | 41805 | 26152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11/5/2020 | 0.00% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Flint Group GmbH | Flint Group GmbH | 622598 | 736756 | 453628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11/5/2020 | 0.08% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Flint Group GmbH | Flint Group GmbH | 456770 | 537791 | 332805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11/18/2020 | 0.06% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Flint Group GmbH | Flint Group GmbH | 71892 | 81749 | 52381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11/5/2020 | 0.01% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Flint Group GmbH | Flint Group GmbH | 3505793 | 4105018 | 2554343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11/5/2020 | 0.47% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Flint Group GmbH | Flint Group GmbH | 194162 | 191695 | 131613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3/9/2021 | 0.02% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Follett Software Co | Follett Software Co | 1534181 | 1521953 | 1515924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8/31/2021 | 0.28% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foresight Energy LLC | Foresight Energy LLC | 121885 | 121885 | 121885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6/30/2020 | 0.02% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foundation Risk Partners Corp | Foundation Risk Partners Corp | 3355421 | 1956973 | 1922618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4/14/2022 | 0.36% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foundation Risk Partners Corp | Foundation Risk Partners Corp | 833827 | 822853 | 814315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4/14/2022 | 0.15% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foundation Risk Partners Corp | Foundation Risk Partners Corp | 1332352 | 1315962 | 1301175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10/29/2021 | 0.24% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foundation Risk Partners Corp | Foundation Risk Partners Corp | 289772 | 286208 | 282992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10/29/2021 | 0.05% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Galway Partners Holdings LLC | Galway Partners Holdings LLC | 2637960 | 2599759 | 2637434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6/6/2022 | 0.49% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Galway Partners Holdings LLC | Galway Partners Holdings LLC | 26576 | - | (5) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9/30/2021 | 0.00% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Insight Global LLC | Insight Global LLC | 5387783 | 5344378 | 5318820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9/22/2021 | 0.99% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Insight Global LLC | Insight Global LLC | 1042940 | 1038461 | 1029591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2/28/2022 | 0.19% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Integrity Marketing Group LLC | Integrity Marketing Group LLC | 5573239 | 4465047 | 4518163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6/21/2022 | 0.84% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Integrity Marketing Group LLC | Integrity Marketing Group LLC | 2930839 | 2900585 | 2911496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12/3/2021 | 0.54% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Magna Legal Services LLC | Magna Legal Services LLC | 64660 | - | (162) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11/22/2022 | 0.00% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Magna Legal Services LLC | Magna Legal Services LLC | 231690 | 228311 | 231111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11/22/2022 | 0.04% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Med-Metrix | Med-Metrix | 1254740 | 1245079 | 1267288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9/15/2021 | 0.24% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Med-Metrix | Med-Metrix | 634359 | 121225 | 132453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9/15/2021 | 0.02% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Novotech Pty Ltd | Novotech Pty Ltd | 266244 | - | (5591) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1/14/2022 | 0.00% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Novotech Pty Ltd | Novotech Pty Ltd | 1579895 | 1118874 | 1086031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1/14/2022 | 0.20% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Novotech Pty Ltd | Novotech Pty Ltd | 1144851 | 1123597 | 1120809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1/14/2022 | 0.21% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NPD Group Inc/The | NPD Group Inc/The | 960340 | 960340 | 979547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8/1/2022 | 0.18% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Opendoor Labs Inc | Opendoor Labs Inc | 4886391 | 4886391 | 4588322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10/1/2021 | 0.85% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Oxford Global Resources LLC | Oxford Global Resources LLC | 257645 | 115021 | 116301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8/17/2021 | 0.02% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Oxford Global Resources LLC | Oxford Global Resources LLC | 1475662 | 1464495 | 1471825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8/17/2021 | 0.27% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Oxford Global Resources LLC | Oxford Global Resources LLC | 6610887 | 6552801 | 6593699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6/17/2022 | 1.22% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Parts Town LLC | Parts Town LLC | 920208 | 920208 | 897295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3/31/2022 | 0.17% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Parts Town LLC | Parts Town LLC | 1284596 | 1273980 | 1252610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11/10/2021 | 0.23% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Parts Town LLC | Parts Town LLC | 838073 | 831146 | 817205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11/10/2021 | 0.15% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PartsSource Inc | PartsSource Inc | 1322260 | 1310186 | 1286956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10/18/2021 | 0.24% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PartsSource Inc | PartsSource Inc | 464562 | - | (12404) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10/18/2021 | 0.00% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Pretium Partners LLC P2 | Pretium Partners LLC P2 | 3270612 | 3214423 | 3205200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12/16/2021 | 0.60% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Radwell International LLC/PA | Radwell International LLC/PA | 24298 | 24298 | 24198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8/16/2022 | 0.00% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Radwell International LLC/PA | Radwell International LLC/PA | 908726 | 908726 | 916178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12/1/2022 | 0.17% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SAMBA Safety Inc | SAMBA Safety Inc | 569876 | 565524 | 567482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9/1/2021 | 0.11% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SavATree LLC | SavATree LLC | 915871 | 910964 | 906897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7/14/2022 | 0.17% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SavATree LLC | SavATree LLC | 81228 | 5693 | 5393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10/12/2021 | 0.00% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SitusAMC Holdings Corp | SitusAMC Holdings Corp | 2219259 | 2201179 | 2160227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12/22/2021 | 0.40% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Solina France SASU | Solina France SASU | 500000 | 485685 | 493000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10/28/2022 | 0.09% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Time Manufacturing Co | Time Manufacturing Co | 594000 | 659955 | 610040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12/1/2021 | 0.11% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Time Manufacturing Co | Time Manufacturing Co | 921425 | 904734 | 870839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12/1/2021 | 0.16% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Time Manufacturing Co | Time Manufacturing Co | 372332 | 392797 | 382387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6/24/2022 | 0.07% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Yak Access LLC | Yak Access LLC | 1126352 | 1123175 | 1115088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10/28/2022 | 0.21% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Yak Access LLC | Yak Access LLC | 6608816 | 6306060 | 2686484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6/29/2018 | 0.50% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Yak Access LLC | Yak Access LLC | 844764 | 840587 | 836316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12/21/2022 | 0.16% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Yak Access LLC | Yak Access LLC | 1013810 | 1005299 | 1003672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1/23/2023 | 0.19% |
| **Trade Claim** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Quorum Health Corp | Quorum Health Corp | 212000 | 90722 | 23426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6/1/2018 | 0.00% |
| **Total** |  |  | $128490113 | $121430180 |  |  |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** KKR Credit Opportunities Portfolio

- **b. Investment Company Act file number:** 811-23474

- **c. CIK number of Registrant:** 0001787621

- **d. LEI of Registrant:** 984500AN956E6403H636

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

  - **Street Address 1:** 555 California Street

  - **City:** San Francisco

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94104

  - **Telephone number:** 424-315-3620

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

- **a. Name of Series:** KKR Credit Opportunities Portfolio

- **c. LEI of Series:** 549300F0T6P9SK1RUD31

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

- **a. Date of fiscal year-end:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $798989353.66

**Total Liabilities:** $263524163.55

**Net Assets:** $535465190.11

**Delayed Delivery Securities:** $1309000.00

**Cash Not Reported:** $9721718.40

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 1.62%                | -0.98%               | 5.78%                |
| Class ID N/A | 1.67%                | -1.02%               | 5.71%                |
| Class ID N/A | 1.62%                | -1.05%               | 5.64%                |
| Class ID N/A | 1.61%                | -1.02%               | 5.64%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $7293497.87              | $8424231.46                                |
| Month 2  | $-5421585.60             | $-2076686.16                               |
| Month 3  | $-114093.20              | $26951329.59                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ENCORA DIGITAL INC TL 1L DELAYED DRAW 12/21        | ENCORA DIGITAL INC TL 1L DELAYED DRAW 12/21                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | KY        |    398160 | PA      | $380999.30    | 0.07%             | 2028-12-30      | Floating      | 5.72%                 | No            |                  3 | On Loan: No      |
| ENCORA DIGITAL INC TL 1L 11/21 (PIK)               | ENCORA DIGITAL INC TL 1L 11/21 (PIK)                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | KY        |    482470 | PA      | $458828.52    | 0.09%             | 2029-12-30      | Floating      | 10.00%                | No            |                  3 | On Loan: No      |
| Foundation Risk Partners, Corp.                    | Foundation Risk Partners, Corp., Senior Secured First Lien Delayed Draw Loan        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    201787 | PA      | $197064.92    | 0.04%             | 2028-10-29      | Floating      | 10.12%                | No            |                  3 | On Loan: No      |
| OXFORD GLOBAL RESOURCES T/L                        | OXFORD GLOBAL RESOURCES T/L                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   6610887 | PA      | $6593699.15   | 1.23%             | 2028-06-08      | Floating      | 10.60%                | No            |                  3 | On Loan: No      |
| TPRO ACQUISITION CORP                              | TPro Acquisition Corp                                                               | CUSIP: 89238QAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3746000 | PA      | $3658688.83   | 0.68%             | 2024-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                             | AthenaHealth Group Inc                                                              | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |   2859000 | PA      | $2372333.01   | 0.44%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LIPARI (AUGUST 2022) TL 1L 10/22                   | LIPARI (AUGUST 2022) TL 1L 10/22                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    772735 | PA      | $770571.34    | 0.14%             | 2028-10-31      | Floating      | 5.65%                 | No            |                  3 | On Loan: No      |
| PARTSSOURCE INC TL 1L DELAYED DRAW 08/21           | PARTSSOURCE INC TL 1L DELAYED DRAW 08/21                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    464562 | PA      | $452158.58    | 0.08%             | 2027-06-30      | Floating      | 5.87%                 | No            |                  3 | On Loan: No      |
| Lakefield Veterinary Group Inc                     | Lakefield Veterinary Group Inc, Senior Secured First Lien Delayed Draw Loan         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31906 | PA      | $30281.99     | 0.01%             | 2028-11-23      | Floating      | 9.98%                 | No            |                  3 | On Loan: No      |
| FOUNDATION RISK PARTNERS T/L (04/22)               | FOUNDATION RISK PARTNERS T/L (04/22)                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    833827 | PA      | $814315.49    | 0.15%             | 2028-10-29      | Floating      | 10.22%                | No            |                  3 | On Loan: No      |
| ALACRITY SOLUTIONS GROUP LLC TL 1L DELAYED DRAW 06 | ALACRITY SOLUTIONS GROUP LLC TL 1L DELAYED DRAW 06                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2469245 | PA      | $2400105.93   | 0.45%             | 2028-12-22      | Floating      | 7.43%                 | No            |                  3 | On Loan: No      |
| LX205924_KKR                                       | LX205924_KKR                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   5573239 | PA      | $5536455.77   | 1.03%             | 2025-08-27      | Floating      | 9.76%                 | No            |                  3 | On Loan: No      |
| ARES CLO Ltd                                       | Ares LXV CLO Ltd                                                                    | CUSIP: 04019GAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1078040 | PA      | $950718.16    | 0.18%             | 2034-07-25      | Floating      | 11.76%                | No            |                  2 | On Loan: No      |
| BBAM US CLO LTD.                                   | Bbam US Clo I Ltd                                                                   | CUSIP: 054979AA7<br>LEI: 549300LRECI1GZTZLF38 | Long             | ABS-CBDO         | CORP              | KY        |   1285000 | PA      | $1157495.27   | 0.22%             | 2035-04-15      | Floating      | 11.46%                | No            |                  2 | On Loan: No      |
| PAREXEL INTERNATIONAL CORP TL 2L 07/21             | Parexel International Corporation, Senior Secured Second Lien Term Loan             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   5766010 | PA      | $5682979.46   | 1.06%             | 2029-07-27      | Floating      | 10.57%                | No            |                  3 | On Loan: No      |
| GRIDIRON FIBER CORP                                | Gridiron Fiber Corp                                                                 | CUSIP: 39809RAB7<br>LEI: 254900FRDJ7U5ZYHHW28 | Long             | LON              | CORP              | US        |   7375483 | PA      | $6837662.96   | 1.28%             | 2028-10-04      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| SPEEDSTER BIDCO T/L 2/20                           | SPEEDSTER BIDCO T/L 2/20                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |    771730 | PA      | $790326.06    | 0.15%             | 2027-03-31      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| VETCOR PROFESSIONAL PRACTICES LLC TL 1L DELAYED DR | VETCOR PROFESSIONAL PRACTICES LLC TL 1L DELAYED DR                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    664390 | PA      | $664588.87    | 0.12%             | 2029-05-31      | Floating      | 5.75%                 | No            |                  3 | On Loan: No      |
| LBM ACQUISITION LLC                                | LBM Acquisition LLC                                                                 | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |   8694000 | PA      | $6619611.60   | 1.24%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BCPE ULYSSES INTERMEDIAT                           | BCPE Ulysses Intermediate Inc                                                       | CUSIP: 05553LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5183000 | PA      | $3894195.22   | 0.73%             | 2027-04-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UNIFRAX ESCROW ISS CORP                            | ASP Unifrax Holdings Inc                                                            | CUSIP: 90473LAA0<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |   3573000 | PA      | $3065560.18   | 0.57%             | 2028-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERIVET PARTNERS MANAGEMENT INC  11.500% 12/2059  | AMERIVET PARTNERS MANAGEMENT INC  11.500% 12/2059                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |       298 | NS      | $277197.78    | 0.05%             |  |  |  | No            |                  3 | On Loan: No      |
| AHP HEALTH PARTN                                   | AHP Health Partners Inc                                                             | CUSIP: 00150LAB7<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | DBT              | CORP              | US        |    109000 | PA      | $89805.75     | 0.02%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALM Loan Funding                                   | ALM 2020 Ltd                                                                        | CUSIP: 00166DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    865360 | PA      | $792040.12    | 0.15%             | 2029-10-15      | Floating      | 10.79%                | No            |                  2 | On Loan: No      |
| ELEMENT MATERIALS TECHNOLOGY GROUP US HOLDINGS INC | ELEMENT MATERIALS TECHNOLOGY GROUP US HOLDINGS INC                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    413113 | PA      | $502684.91    | 0.09%             | 2030-06-24      | Floating      | 7.72%                 | No            |                  3 | On Loan: No      |
| DELTA 2 LUX SARL                                   | Delta 2 Lux Sarl                                                                    | CUSIP: N/A<br>LEI: 549300BBG8Z3D6QSYP53       | Long             | LON              | CORP              | LU        |    191120 | PA      | $192095.67    | 0.04%             | 2030-01-15      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| ALERA GROUP T/L                                    | Alera Group, Inc., Senior Secured First Lien Term Loan                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    655236 | PA      | $635578.79    | 0.12%             | 2028-10-02      | Floating      | 10.42%                | No            |                  3 | On Loan: No      |
| GALWAY BORROWER LLC                                | Galway Borrower LLC                                                                 | CUSIP: 36457WAC5<br>LEI: 254900EKSXH6GINLK281 | Long             | LON              | CORP              | US        |      1173 | PA      | $1172.73      | 0.00%             | 2028-09-30      | Floating      | 8.92%                 | No            |                  3 | On Loan: No      |
| Foundation Risk Partners, Corp.                    | Foundation Risk Partners, Corp., Senior Secured First Lien Delayed Draw Loan        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2715404 | PA      | $2651863.43   | 0.50%             | 2028-10-29      | Floating      | 10.68%                | No            |                  3 | On Loan: No      |
| ALPINE ACQUISITION 2ND AMENDMENT T/L (48FORTY)     | ALPINE ACQUISITION 2ND AMENDMENT T/L (48FORTY)                                      | CUSIP: 02082AAP9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3157204 | PA      | $3117107.59   | 0.58%             | 2026-11-30      | Floating      | 9.36%                 | No            |                  3 | On Loan: No      |
| CAESARS ENTERTAIN INC                              | Caesars Entertainment Inc                                                           | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    781000 | PA      | $795643.75    | 0.15%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CAMELOT RETURN MERGER SU                           | Camelot Return Merger Sub Inc                                                       | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1826000 | PA      | $1719179.00   | 0.32%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ACI GROUP HOLDINGS INC                             | ACI Group Holdings Inc                                                              | CUSIP: N/A<br>LEI: 254900W4LN0DU83SND93       | Long             | LON              | CORP              | US        |       659 | PA      | $650.99       | 0.00%             | 2028-08-02      | Floating      | 4.50%                 | No            |                  3 | On Loan: No      |
| AFFORDABLE CARE INC REVOLVER 1L 08/21              | AFFORDABLE CARE INC REVOLVER 1L 08/21                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    177081 | PA      | $174867.49    | 0.03%             | 2027-06-30      | Floating      | 9.85%                 | No            |                  3 | On Loan: No      |
| Polaris Newco, LLC                                 | Polaris Newco, LLC, Senior Secured Second Lien Term Loan                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |  16105314 | PA      | $15783207.85  | 2.95%             | 2029-06-01      | Floating      | 12.73%                | No            |                  2 | On Loan: No      |
| ROUGH COUNTRY LLC                                  | Rough Country LLC                                                                   | CUSIP: 74934KAD3<br>LEI: 549300ULXHJ9CR0QDU59 | Long             | LON              | CORP              | US        |    861230 | PA      | $777974.90    | 0.15%             | 2029-07-29      | Floating      | 10.17%                | No            |                  2 | On Loan: No      |
| VETCOR PROFESSIONAL PRACTICES LLC REVOLVER 1L 05/2 | VETCOR PROFESSIONAL PRACTICES LLC REVOLVER 1L 05/2                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    573499 | PA      | $573499.00    | 0.11%             | 2029-05-31      | Floating      | 5.75%                 | No            |                  3 | On Loan: No      |
| Palmer Square European CLO                         | Palmer Square European CLO 2021-2 DAC                                               | CUSIP: BCC3189N6<br>LEI: 5493008YA044FHERJ655 | Long             | ABS-CBDO         | CORP              | IE        |   1429000 | PA      | $1436712.29   | 0.27%             | 2035-04-15      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| Capital Four US CLO                                | Capital Four US CLO II Ltd                                                          | CUSIP: 14016CAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    363664 | PA      | $355565.27    | 0.07%             | 2030-10-20      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| Gulf Stream Meridian 1 Ltd.                        | Gulf Stream Meridian 6 Ltd                                                          | CUSIP: 40256HAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1118253 | PA      | $1026021.92   | 0.19%             | 2037-01-15      | Floating      | 11.15%                | No            |                  2 | On Loan: No      |
| PRETIUM PARTNERS LLC P2 TL 1L 12/21                | PRETIUM PARTNERS LLC P2 TL 1L 12/21                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3270612 | PA      | $3205199.76   | 0.60%             | 2029-12-16      | Floating      | 11.00%                | No            |                  3 | On Loan: No      |
| PRETIUM PARTNERS LLC P2 PRIVATE EQUITY (SFR 2021-1 | PRETIUM PARTNERS LLC P2 PRIVATE EQUITY (SFR 2021-1                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |   1635306 | NS      | $1462437.80   | 0.27%             |  |  |  | No            |                  3 | On Loan: No      |
| MED-METRIX COMMON STOCK                            | MED-METRIX COMMON STOCK                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       597 | NS      | $66283.85     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| AMERICAN VISION PARTNERS PRIVATE EQUITY            | AMERICAN VISION PARTNERS PRIVATE EQUITY                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     53939 | NS      | $44737.29     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| GALWAY PARTNERS HOLDINGS LLC REVOLVER 1L 09/21     | GALWAY PARTNERS HOLDINGS LLC REVOLVER 1L 09/21                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    205492 | PA      | $205450.90    | 0.04%             | 2027-09-30      | Floating      | 5.38%                 | No            |                  3 | On Loan: No      |
| MEDICAL MANAGEMENT T/L (SOUTHWEST EYE MGT)         | MEDICAL MANAGEMENT T/L (SOUTHWEST EYE MGT)                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1905174 | PA      | $1855067.81   | 0.35%             | 2027-09-30      | Floating      | 10.16%                | No            |                  3 | On Loan: No      |
| AGL CLO 7 LTD                                      | AGL CLO 7 Ltd                                                                       | CUSIP: 008510AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1187688 | PA      | $1060557.51   | 0.20%             | 2034-07-15      | Floating      | 11.14%                | No            |                  2 | On Loan: No      |
| Aimco                                              | AIMCO CLO 16 Ltd                                                                    | CUSIP: 00901GAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1075210 | PA      | $991231.38    | 0.19%             | 2035-01-17      | Floating      | 10.99%                | No            |                  2 | On Loan: No      |
| 3PILLAR GLOBAL INC TL 1L 11/21                     | 3PILLAR GLOBAL INC TL 1L 11/21                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1935958 | PA      | $1868586.55   | 0.35%             | 2027-11-23      | Floating      | 8.98%                 | No            |                  3 | On Loan: No      |
| EXCELITAS TECHNOLOGIES EURO T/L (05/22)            | Excelitas Technologies Corp., Senior Secured First Lien Term Loan                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    602699 | PA      | $642444.74    | 0.12%             | 2029-05-21      | Floating      | 7.55%                 | No            |                  3 | On Loan: No      |
| MEDICAL DEPOT HOLDINGS TERM LOAN FIRST OUT         | Medical Depot Holdings, Inc., Senior Secured First Lien Term Loan                   | CUSIP: 58455MAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2670167 | PA      | $2670166.52   | 0.50%             | 2025-06-02      | Floating      | 5.58%                 | No            |                  3 | On Loan: No      |
| AVSC HOLDING CORP                                  | AVSC Holding Corp                                                                   | CUSIP: 00241YAT1<br>LEI: 549300CLJBQ9YSR4U689 | Long             | LON              | CORP              | US        |     61827 | PA      | $58116.92     | 0.01%             | 2025-03-01      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| AVSC HOLDING CORP                                  | AVSC Holding Corp                                                                   | CUSIP: 00241YAS3<br>LEI: 549300CLJBQ9YSR4U689 | Long             | LON              | CORP              | US        |    627741 | PA      | $663446.40    | 0.12%             | 2026-12-04      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| SPEEDSTER BIDCO GMBH                               | Speedster Bidco GmbH                                                                | CUSIP: N/A<br>LEI: 254900LE837QB2YYV824       | Long             | LON              | CORP              | DE        |    421280 | PA      | $389724.30    | 0.07%             | 2028-03-31      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| IXS HOLDINGS INC                                   | IXS Holdings Inc                                                                    | CUSIP: 45074HAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3549826 | PA      | $2891439.63   | 0.54%             | 2027-03-05      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                      | Carnival Corp                                                                       | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |  12193000 | PA      | $10137382.13  | 1.89%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| 3PILLAR GLOBAL INC REVOLVER 1L 11/21               | 3PILLAR GLOBAL INC REVOLVER 1L 11/21                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    186240 | PA      | $179758.85    | 0.03%             | 2026-11-23      | Floating      | 6.18%                 | No            |                  3 | On Loan: No      |
| Guardia 1, Ltd.                                    | Guardia 1 Ltd                                                                       | CUSIP: 40132AAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1550000 | PA      | $1261265.07   | 0.24%             | 2037-10-20      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| ACI GROUP HOLDINGS INC                             | ACI Group Holdings Inc                                                              | CUSIP: N/A<br>LEI: 254900W4LN0DU83SND93       | Long             | LON              | CORP              | US        |     12137 | PA      | $11984.92     | 0.00%             | 2028-08-02      | Floating      | 8.90%                 | No            |                  3 | On Loan: No      |
| AMERICAN VISION PARTNERS DELAYED DRAW TL           | American Vision Partners Corporation, Senior Secured First Lien Delayed Draw Loan   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    786737 | PA      | $766045.39    | 0.14%             | 2027-09-30      | Floating      | 10.48%                | No            |                  3 | On Loan: No      |
| VOYA EURO CLO                                      | Voya Euro CLO II DAC                                                                | CUSIP: BCC31D855<br>LEI: 635400URG3IUW6R6W254 | Long             | ABS-CBDO         | CORP              | IE        |    378000 | PA      | $386420.96    | 0.07%             | 2035-07-15      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Tikehau                                            | Tikehau CLO DAC                                                                     | CUSIP: BCC31RWW8<br>LEI: 549300JRN5DH0UN2QJ46 | Long             | ABS-CBDO         | CORP              | IE        |    637000 | PA      | $635725.78    | 0.12%             | 2034-08-04      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                      | Carnival Corp                                                                       | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   6033000 | PA      | $4773641.42   | 0.89%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                     | CarVal CLO IV Ltd                                                                   | CUSIP: 14687FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1883748.36   | 0.35%             | 2034-07-20      | Floating      | 11.41%                | No            |                  2 | On Loan: No      |
| ELEMENT MATERIALS TECHNOLOGY GROUP US HOLDINGS INC | ELEMENT MATERIALS TECHNOLOGY GROUP US HOLDINGS INC                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |   1336815 | PA      | $1626664.23   | 0.30%             | 2030-06-01      | Floating      | 7.25%                 | No            |                  3 | On Loan: No      |
| ELEMENT MATERIALS TECHNOLOGY GROUP US HOLDINGS INC | ELEMENT MATERIALS TECHNOLOGY GROUP US HOLDINGS INC                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   5658219 | PA      | $5388322.13   | 1.01%             | 2031-06-01      | Floating      | 8.00%                 | No            |                  3 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                           | Occidental Petroleum Corp                                                           | CUSIP: 674599CN3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2001000 | PA      | $1583784.30   | 0.30%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PPM Clo, Ltd.                                      | PPM CLO 4 Ltd                                                                       | CUSIP: 69356BAE0<br>LEI: 5493006KUFG82AH4TB78 | Long             | ABS-CBDO         | CORP              | KY        |    332741 | PA      | $291640.55    | 0.05%             | 2034-10-18      | Floating      | 11.29%                | No            |                  2 | On Loan: No      |
| AMERICAN VISION PARTNERS REVOLVER 1L 09/21         | AMERICAN VISION PARTNERS REVOLVER 1L 09/21                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    158140 | PA      | $153980.92    | 0.03%             | 2026-09-30      | Floating      | 5.38%                 | No            |                  3 | On Loan: No      |
| NEXUS BUYER LLC                                    | Nexus Buyer LLC                                                                     | CUSIP: 65343UAE2<br>LEI: 254900PILSANV8WOOF24 | Long             | LON              | CORP              | US        |    751420 | PA      | $698196.92    | 0.13%             | 2029-11-01      | Floating      | 10.63%                | No            |                  2 | On Loan: No      |
| Otranto Park                                       | Otranto Park CLO DAC                                                                | CUSIP: BCC35D182<br>LEI: 254900C89WZ4XL2PN587 | Long             | ABS-CBDO         | CORP              | IE        |    428000 | PA      | $421116.44    | 0.08%             | 2035-05-15      | Floating      | 8.85%                 | No            |                  2 | On Loan: No      |
| Trinitas Euro CLO                                  | Trinitas Euro CLO II DAC                                                            | CUSIP: BCC35WF10<br>LEI: 635400LANDKVH6IVDD64 | Long             | ABS-CBDO         | CORP              | IE        |   1770566 | PA      | $1772816.28   | 0.33%             | 2035-04-15      | Floating      | 9.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                   | Connecticut Avenue Securities Trust 2022-R07                                        | CUSIP: 20754MAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     43510 | PA      | $46373.00     | 0.01%             | 2042-06-25      | Floating      | 11.11%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                   | Connecticut Avenue Securities Trust 2022-R08                                        | CUSIP: 20755DAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     29425 | PA      | $30179.88     | 0.01%             | 2042-07-25      | Floating      | 9.91%                 | No            |                  2 | On Loan: No      |
| NPD GROUP INC/THE REVOLVER 1L 03/22                | NPD GROUP INC/THE REVOLVER 1L 03/22                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     53364 | PA      | $53363.77     | 0.01%             | 2029-03-02      | Floating      | 8.54%                 | No            |                  3 | On Loan: No      |
| TIBCO SOFTWARE INC S+12% (PREF EQUITY)             | TIBCO SOFTWARE INC S+12% (PREF EQUITY)                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |      6451 | NS      | $6275743.49   | 1.17%             |  |  |  | No            |                  3 | On Loan: No      |
| Palmer Square Credit Funding                       | Palmer Square Credit Funding 2019-1 Ltd                                             | CUSIP: 69700UAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    930641 | PA      | $781412.85    | 0.15%             | 2037-04-20      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                            | Park River Holdings Inc                                                             | CUSIP: 70082LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7169000 | PA      | $5011344.42   | 0.94%             | 2029-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HAEMONETICS CORP                                   | Haemonetics Corp                                                                    | CUSIP: 405024AB6<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | DBT              | CORP              | US        |   6892000 | PA      | $5914025.20   | 1.10%             | 2026-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HERCULES ACHIEVEMENT/VAR                           | Hercules Achievement Inc / Varsity Brands Holding Co Inc                            | CUSIP: 42704WAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2387000 | PA      | $2387000.00   | 0.45%             | 2024-12-22      | Floating      | 12.75%                | No            |                  3 | On Loan: No      |
| FOUNDATION RISK PARTNERS T/L (10/21)               | FOUNDATION RISK PARTNERS T/L (10/21)                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1332352 | PA      | $1301174.82   | 0.24%             | 2028-10-30      | Floating      | 10.22%                | No            |                  3 | On Loan: No      |
| FOUNDATION RISK PARTNERS DELAYED DRAW T/L (10/21)  | Foundation Risk Partners, Corp., Senior Secured First Lien Delayed Draw Loan        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    289772 | PA      | $282991.78    | 0.05%             | 2028-10-30      | Floating      | 10.22%                | No            |                  3 | On Loan: No      |
| Dryden Senior Loan Fund                            | Dryden 92 CLO Ltd                                                                   | CUSIP: 26251HAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    463342 | PA      | $398617.15    | 0.07%             | 2034-11-20      | Floating      | 11.18%                | No            |                  2 | On Loan: No      |
| Eaton Vance CDO Ltd                                | Eaton Vance CLO 2020-2 Ltd                                                          | CUSIP: 27830RAE9<br>LEI: 549300FU3GAH1NNHOO94 | Long             | ABS-CBDO         | CORP              | KY        |    510460 | PA      | $472452.19    | 0.09%             | 2035-01-15      | Floating      | 11.29%                | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                            | Park River Holdings Inc                                                             | CUSIP: 70082LAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4981000 | PA      | $3542885.68   | 0.66%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                             | Patrick Industries Inc                                                              | CUSIP: 703343AD5<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |   1222000 | PA      | $1046325.28   | 0.20%             | 2029-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Foundation Risk Partners, Corp.                    | Foundation Risk Partners, Corp., Senior Secured First Lien Revolving Credit Loan    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    141750 | PA      | $138433.05    | 0.03%             | 2027-10-29      | Floating      | 10.55%                | No            |                  3 | On Loan: No      |
| COBHAM ULTRA US CO-BORRO                           | Cobham Ultra US Co-Borrower LLC                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    132857 | PA      | $131528.45    | 0.02%             | 2029-08-04      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| TIGER CUB REVOLVER 1L 03/22                        | TIGER CUB REVOLVER 1L 03/22                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    143583 | PA      | $140797.49    | 0.03%             | 2026-10-01      | Floating      | 6.45%                 | No            |                  3 | On Loan: No      |
| TIME MANUFACTURING CO TL 1L 06/22 EUR (ADD-ON)     | TIME MANUFACTURING CO TL 1L 06/22 EUR (ADD-ON)                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |    372332 | PA      | $382557.13    | 0.07%             | 2027-12-01      | Floating      | 0.65%                 | No            |                  3 | On Loan: No      |
| Elmwood CLO VI Ltd.                                | Elmwood CLO VI Ltd                                                                  | CUSIP: 29001WAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    558701 | PA      | $548190.31    | 0.10%             | 2034-10-20      | Floating      | 11.31%                | No            |                  2 | On Loan: No      |
| Elmwood CLO V Ltd                                  | Elmwood CLO V Ltd                                                                   | CUSIP: 29003AAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1397087.52   | 0.26%             | 2034-10-20      | Floating      | 10.91%                | No            |                  2 | On Loan: No      |
| COBHAM ULTRA EUR T/L B (ULTRA ELECTRONICS)         | COBHAM ULTRA EUR T/L B (ULTRA ELECTRONICS)                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    104000 | PA      | $110801.88    | 0.02%             | 2028-11-17      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| PARTS TOWN LLC TL 1L DELAYED DRAW 11/21 (2)        | PARTS TOWN LLC TL 1L DELAYED DRAW 11/21 (2)                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1284596 | PA      | $1252609.83   | 0.23%             | 2028-11-01      | Floating      | 9.17%                 | No            |                  3 | On Loan: No      |
| ULTRA ELECTRONICS HOLDINGS PLC 7.25% 01/2030       | ULTRA ELECTRONICS HOLDINGS PLC 7.25% 01/2030                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   2162000 | PA      | $2021470.00   | 0.38%             | 2030-01-31      | Variable      | 2.90%                 | No            |                  3 | On Loan: No      |
| ULTRA ELECTRONICS HOLDINGS PLC 9.0% PIK 01/2031    | ULTRA ELECTRONICS HOLDINGS PLC 9.0% PIK 01/2031                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   2000179 | PA      | $1868967.26   | 0.35%             | 2031-01-31      | Variable      | 2.92%                 | No            |                  3 | On Loan: No      |
| PATRICK INDUSTRIES INC                             | Patrick Industries Inc                                                              | CUSIP: 703343AG8<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |    603000 | PA      | $545715.00    | 0.10%             | 2028-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JC PENNEY CORP INC                                 | JC Penney Corp Inc                                                                  | CUSIP: 708160CD6<br>LEI: 8TDNUQ07MEFMWW1VHP39 | Long             | DBT              | CORP              | US        |     97819 | PA      | $0.00         | 0.00%             | 2025-03-15      | None          | 8.62%                 | No            |                  3 | On Loan: No      |
| Hilton Grand Vacations Inc                         | Hilton Grand Vacations Inc                                                          | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |     75777 | NS      | $3588798.72   | 0.67%             |  |  |  | No            |                  3 | On Loan: No      |
| HUB INTERNATIONAL LTD                              | HUB International Ltd                                                               | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   1888000 | PA      | $1691774.31   | 0.32%             | 2029-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                             | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc                  | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1317000 | PA      | $1094716.74   | 0.20%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                              | Genesis Energy LP / Genesis Energy Finance Corp                                     | CUSIP: 37185LAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8199000 | PA      | $8065766.25   | 1.51%             | 2025-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KNIGHT HEALTH HOLDINGS L                           | Knight Health Holdings LLC                                                          | CUSIP: 49902TAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2433697 | PA      | $1439933.45   | 0.27%             | 2028-12-23      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| ICEBOX HOLDCO III INC                              | Icebox Holdco III Inc                                                               | CUSIP: 45114NAF4<br>LEI: 254900DLB65AKI8CQ466 | Long             | LON              | CORP              | US        |   1945020 | PA      | $1740792.90   | 0.33%             | 2029-12-22      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| ULTRA ELECTRONICS HOLDIGNS PLC PRIVATE EQUITY      | ULTRA ELECTRONICS HOLDIGNS PLC PRIVATE EQUITY                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |  23486307 | NS      | $237211.70    | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| ULTRA ELECTRONICS HOLDINGS PLC PRIVATE EQUITY (B S | ULTRA ELECTRONICS HOLDINGS PLC PRIVATE EQUITY (B S                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     43729 | NS      | $41778.69     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| COLOUROZ INVESTMENT 1 GM                           | ColourOZ Investment 1 GmbH                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |      3401 | PA      | $2479.36      | 0.00%             | 2023-09-07      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| COLOUROZ INVESTMENT 1 GM                           | ColourOZ Investment 1 GmbH                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |   1079127 | PA      | $786609.07    | 0.15%             | 2023-09-07      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                        | Rad CLO 7 Ltd                                                                       | CUSIP: 48661FAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    310460 | PA      | $291185.78    | 0.05%             | 2033-04-17      | Floating      | 11.29%                | No            |                  2 | On Loan: No      |
| LABL INC                                           | LABL Inc                                                                            | CUSIP: 50168AAA8<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |   4551000 | PA      | $4335419.13   | 0.81%             | 2027-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Arbour CLO                                         | Arbour CLO IV DAC                                                                   | CUSIP: BCC2R3FN4<br>LEI: 635400DBGXHI7ZJXYU29 | Long             | ABS-CBDO         | CORP              | IE        |    724000 | PA      | $739199.31    | 0.14%             | 2034-04-15      | Floating      | 3.59%                 | No            |                  2 | On Loan: No      |
| Arbour CLO                                         | Arbour CLO IV DAC                                                                   | CUSIP: BCC2R3FR5<br>LEI: 635400DBGXHI7ZJXYU29 | Long             | ABS-CBDO         | CORP              | IE        |    408000 | PA      | $407541.86    | 0.08%             | 2034-04-15      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| AMENTUM GOVERNMENT SERVI                           | Amentum Government Services Holdings LLC                                            | CUSIP: 02351UAC8<br>LEI: 5493008CT6B5L54YSE94 | Long             | LON              | CORP              | US        |   2767140 | PA      | $2696577.93   | 0.50%             | 2030-02-15      | Floating      | 10.86%                | No            |                  3 | On Loan: No      |
| Alera Group, Inc.                                  | Alera Group, Inc., Senior Secured First Lien Delayed Draw Loan                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    538485 | PA      | $522330.29    | 0.10%             | 2028-10-02      | Floating      | 10.66%                | No            |                  3 | On Loan: No      |
| FLINT GROUP GMBH                                   | Flint Group GmbH                                                                    | CUSIP: N/A<br>LEI: 529900HYSM9MD1C1LG96       | Long             | LON              | CORP              | DE        |     71117 | PA      | $51839.36     | 0.01%             | 2023-09-07      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| COLOUROZ INVESTMENT 1 GM                           | ColourOZ Investment 1 GmbH                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |      7172 | PA      | $5227.65      | 0.00%             | 2024-09-21      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| DOUGLAS GMBH                                       | Douglas GmbH                                                                        | CUSIP: BO6582668<br>LEI: 529900381YTPHVY9AI06 | Long             | DBT              | CORP              | DE        |   8654000 | PA      | $8169809.15   | 1.53%             | 2026-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KIRK BEAUTY SUN GMBH                               | Kirk Beauty SUN GmbH                                                                | CUSIP: BO6926766<br>LEI: 9845005056B369360745 | Long             | DBT              | CORP              | DE        |   7204814 | PA      | $5522040.65   | 1.03%             | 2026-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LABL INC                                           | LABL Inc                                                                            | CUSIP: 50168QAD7<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    396000 | PA      | $332887.50    | 0.06%             | 2029-11-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                      | Life Time Inc                                                                       | CUSIP: 53190FAA3<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    157000 | PA      | $151087.38    | 0.03%             | 2026-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Segovia European CLO 6 - 2019                      | Segovia European CLO 6-2019 DAC                                                     | CUSIP: BCC318P65<br>LEI: 6354006IDDCPIYNLI456 | Long             | ABS-CBDO         | CORP              | IE        |    408000 | PA      | $424361.46    | 0.08%             | 2032-07-20      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                                     | Pikes Peak CLO 9                                                                    | CUSIP: 72133YAA2<br>LEI: 549300284I6A3LHC6S83 | Long             | ABS-CBDO         | CORP              | KY        |    405000 | PA      | $368357.34    | 0.07%             | 2034-10-27      | Floating      | 11.39%                | No            |                  2 | On Loan: No      |
| POLAR US BORROWER LLC                              | Polar US Borrower LLC / Schenectady International Group Inc                         | CUSIP: 73103PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4943000 | PA      | $2235570.61   | 0.42%             | 2026-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                               | LifePoint Health Inc                                                                | CUSIP: 53219LAU3<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |   6718000 | PA      | $4495790.80   | 0.84%             | 2029-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                           | Madison Park Funding XLV Ltd                                                        | CUSIP: 55820DAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    429000 | PA      | $394963.80    | 0.07%             | 2034-07-15      | Floating      | 11.14%                | No            |                  2 | On Loan: No      |
| TECOSTAR HOLDINGS INC                              | TecoStar Holdings Inc                                                               | CUSIP: 87876HAC4<br>LEI: 549300IXCNJ4GPQ18L22 | Long             | LON              | CORP              | US        |   3036514 | PA      | $2673225.70   | 0.50%             | 2024-05-01      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| TMF SAPPHIRE BIDCO BV                              | TMF Sapphire Bidco BV                                                               | CUSIP: N/A<br>LEI: 213800H27OKZZZ2CB779       | Long             | LON              | CORP              | NL        |    693210 | PA      | $727375.37    | 0.14%             | 2026-06-08      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| Post CLO LTD                                       | Post CLO 2021-1 LTD                                                                 | CUSIP: 73742GAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $237728.95    | 0.04%             | 2034-10-15      | Floating      | 11.24%                | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                        | Rad CLO 14 Ltd                                                                      | CUSIP: 75009TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    335000 | PA      | $305072.26    | 0.06%             | 2035-01-15      | Floating      | 11.29%                | No            |                  2 | On Loan: No      |
| VARSITY BRANDS HOLDING                             | Varsity Brands Holding Co Inc                                                       | CUSIP: 42703UAG0<br>LEI: 549300YOKDS0ZSYJRX81 | Long             | LON              | CORP              | US        |  21649031 | PA      | $21540786.09  | 4.02%             | 2024-12-15      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| ACCESS CIG LLC                                     | Access CIG LLC                                                                      | CUSIP: 00435CAL2<br>LEI: 5493002EU9Z6IQMPAN35 | Long             | LON              | CORP              | US        |    143000 | PA      | $130130.00    | 0.02%             | 2026-02-27      | Floating      | 12.12%                | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                           | Madison Park Funding LII Ltd                                                        | CUSIP: 55822CAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    742891 | PA      | $697657.05    | 0.13%             | 2035-01-22      | Floating      | 11.32%                | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                           | Madison Park Funding LIX Ltd                                                        | CUSIP: 55822FAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    814787 | PA      | $769155.14    | 0.14%             | 2034-01-18      | Floating      | 11.39%                | No            |                  2 | On Loan: No      |
| VECTRA CO                                          | Vectra Co                                                                           | CUSIP: 92243BAE9<br>LEI: JUC8K6CTM7PVMRAKXF33 | Long             | LON              | CORP              | US        |   2506459 | PA      | $1253229.59   | 0.23%             | 2026-03-09      | Floating      | 11.32%                | No            |                  2 | On Loan: No      |
| AVSC HOLDING CORP                                  | AVSC Holding Corp                                                                   | CUSIP: 00241YAQ7<br>LEI: 549300CLJBQ9YSR4U689 | Long             | LON              | CORP              | US        |   7628543 | PA      | $6369833.68   | 1.19%             | 2025-09-01      | Floating      | 11.42%                | No            |                  2 | On Loan: No      |
| METIS MERGER SUB LLC                               | Metis Merger Sub LLC                                                                | CUSIP: 59155LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9975000 | PA      | $8515009.13   | 1.59%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Eaton Vance CLO                     | Morgan Stanley Eaton Vance Clo 2021-1 Ltd                                           | CUSIP: 61773LAA8<br>LEI: 549300IR0OSEGDTMK223 | Long             | ABS-CBDO         | CORP              | KY        |    520000 | PA      | $462488.34    | 0.09%             | 2034-10-20      | Floating      | 11.57%                | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                        | Rad CLO 15 Ltd                                                                      | CUSIP: 750100AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    928117 | PA      | $857373.95    | 0.16%             | 2034-01-20      | Floating      | 11.01%                | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO / FINANCE                           | Radiate Holdco LLC / Radiate Finance Inc                                            | CUSIP: 75026JAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6272000 | PA      | $3275959.68   | 0.61%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SIRVA WORLDWIDE INC                                | SIRVA Worldwide Inc                                                                 | CUSIP: 82968EAE7<br>LEI: 549300NHGBSB7RBY2786 | Long             | LON              | CORP              | US        |     59000 | PA      | $51049.75     | 0.01%             | 2026-08-02      | Floating      | 14.23%                | No            |                  2 | On Loan: No      |
| NEP GROUP INC                                      | NEP Group Inc                                                                       | CUSIP: 62908HAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9630151 | PA      | $8700841.67   | 1.62%             | 2025-10-20      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES GROUP                            | American Airlines Group Inc                                                         | CUSIP: 02376RAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8971000 | PA      | $8413791.72   | 1.57%             | 2025-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                      | Ballyrock CLO 14 Ltd                                                                | CUSIP: 05874YAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $234390.75    | 0.04%             | 2034-01-20      | Floating      | 11.81%                | No            |                  2 | On Loan: No      |
| NFP CORP                                           | NFP Corp                                                                            | CUSIP: 65342RAD2<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |  15791000 | PA      | $13673505.86  | 2.55%             | 2028-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                           | Occidental Petroleum Corp                                                           | CUSIP: 674599CL7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2828000 | PA      | $2262400.00   | 0.42%             | 2047-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| REDFIN CORP                                        | Redfin Corp                                                                         | CUSIP: 75737FAC2<br>LEI: 549300HXWD3JEMZU3O57 | Long             | DBT              | CORP              | US        |   6764000 | PA      | $4489605.00   | 0.84%             | 2025-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SPX FLOW INC                                       | SPX FLOW Inc                                                                        | CUSIP: 758071AA2<br>LEI: 5493003YXEKRBINIEM78 | Long             | DBT              | CORP              | US        |  13032000 | PA      | $10743419.07  | 2.01%             | 2030-04-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TIME MANUFACTURING HOLDINGS T/L                    | TIME MANUFACTURING HOLDINGS T/L                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    921425 | PA      | $870839.05    | 0.16%             | 2027-12-01      | Floating      | 9.54%                 | No            |                  3 | On Loan: No      |
| TIME MANUFACTURING T/L (EUR) B-2                   | TIME MANUFACTURING T/L (EUR) B-2                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    594000 | PA      | $610312.38    | 0.11%             | 2027-12-01      | Floating      | 7.25%                 | No            |                  3 | On Loan: No      |
| Carlyle Global Market Strategi                     | CARLYLE US CLO 2021-8 LTD                                                           | CUSIP: 143117AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    370690 | PA      | $327660.23    | 0.06%             | 2034-10-15      | Floating      | 11.29%                | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                     | CarVal CLO VC Ltd                                                                   | CUSIP: 14687LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    446919 | PA      | $426630.12    | 0.08%             | 2034-10-15      | Floating      | 11.54%                | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                           | OHA Credit Funding 10 Ltd                                                           | CUSIP: 67707MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    497312 | PA      | $459626.34    | 0.09%             | 2036-01-18      | Floating      | 11.04%                | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                            | Royal Caribbean Cruises Ltd                                                         | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   8085000 | PA      | $6963772.20   | 1.30%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Regatta XX Funding Ltd                             | Regatta XX Funding Ltd                                                              | CUSIP: 75885AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    208000 | PA      | $202599.28    | 0.04%             | 2034-10-15      | Floating      | 11.04%                | No            |                  2 | On Loan: No      |
| SG Capital Partners                                | SG Residential Mortgage Trust 2022-2                                                | CUSIP: 78434KAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     57502 | PA      | $49022.04     | 0.01%             | 2062-08-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| TIME MANUFACTURING CO REVOLVER 1L 12/21            | TIME MANUFACTURING CO REVOLVER 1L 12/21                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    153560 | PA      | $145129.56    | 0.03%             | 2027-12-01      | Floating      | 7.30%                 | No            |                  3 | On Loan: No      |
| INTEGRITY MARKETING ACQUISITION DELAYED DRAW TL AM | Integrity Marketing Acquisition, LLC, Senior Secured First Lien Delayed Draw Loan   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2930840 | PA      | $2911496.46   | 0.54%             | 2025-08-27      | Floating      | 9.51%                 | No            |                  3 | On Loan: No      |
| CASTLE US HOLDING CORP                             | Castle US Holding Corp                                                              | CUSIP: 14852LAA1<br>LEI: 254900VXLMLPIE9ID612 | Long             | DBT              | CORP              | US        |  10042000 | PA      | $3870008.65   | 0.72%             | 2028-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| MAXIM CRANE WORKS LLC                              | Maxim Crane Works Holdings Capital LLC                                              | CUSIP: 18911YAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2483000 | PA      | $2401103.46   | 0.45%             | 2024-08-01      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| AMERIVET PARTNERS MANAGEMENT INC TL 1L DELAYED DRA | AMERIVET PARTNERS MANAGEMENT INC TL 1L DELAYED DRA                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1576564 | PA      | $1529897.69   | 0.29%             | 2028-01-07      | Floating      | 5.99%                 | No            |                  3 | On Loan: No      |
| AMERIVET PARTNERS MANAGEMENT INC TL 1L 02/22       | AMERIVET PARTNERS MANAGEMENT INC TL 1L 02/22                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2235596 | PA      | $2169422.68   | 0.41%             | 2028-01-07      | Floating      | 10.23%                | No            |                  3 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                            | Royal Caribbean Cruises Ltd                                                         | CUSIP: 780153BL5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   3610000 | PA      | $3835625.00   | 0.72%             | 2027-08-15      | Fixed         | 11.62%                | No            |                  2 | On Loan: No      |
| UNITED PF HOLDINGS LLC                             | United PF Holdings LLC                                                              | CUSIP: 91132UAG8<br>LEI: 2549002AF6PASVP2G486 | Long             | LON              | CORP              | US        |   5018383 | PA      | $3956994.99   | 0.74%             | 2026-12-30      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| US INFRASTRUCTURE CORP                             | United States Infrastructure Corp                                                   | CUSIP: 90290HAR3<br>LEI: 5493003GZNDEEKCUW016 | Long             | LON              | CORP              | US        |   2682939 | PA      | $2541252.99   | 0.47%             | 2029-05-14      | Floating      | 10.25%                | No            |                  2 | On Loan: No      |
| SAMBA SAFETY INC REVOLVER 1L 09/21                 | SAMBA SAFETY INC REVOLVER 1L 09/21                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41810 | PA      | $41634.40     | 0.01%             | 2027-09-01      | Floating      | 11.25%                | No            |                  3 | On Loan: No      |
| KWOR ACQUISITION T/L B                             | KWOR ACQUISITION T/L B                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   5554361 | PA      | $5398838.50   | 1.01%             | 2028-12-22      | Floating      | 9.63%                 | No            |                  3 | On Loan: No      |
| KWOR ACQUISITION INC                               | Kwor Acquisition Inc                                                                | CUSIP: 50152EAH3<br>LEI: 254900XD7FRY6RSLKG87 | Long             | LON              | CORP              | US        |    505280 | PA      | $491132.16    | 0.09%             | 2027-12-22      | Floating      | 11.75%                | No            |                  3 | On Loan: No      |
| FSS BUYER TL                                       | FSS Buyer LLC, Senior Secured First Lien Term Loan                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1534181 | PA      | $1515924.25   | 0.28%             | 2028-08-31      | Floating      | 9.82%                 | No            |                  3 | On Loan: No      |
| H.I.G. ORCA ACQUISITION T/L                        | H.I.G. Orca Acquisition Holdings, Inc, Senior Secured First Lien Term Loan          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1475662 | PA      | $1471825.03   | 0.27%             | 2027-08-17      | Floating      | 7.10%                 | No            |                  3 | On Loan: No      |
| MAGNA LEGAL SERVICES LLC COMMON STOCK              | MAGNA LEGAL SERVICES LLC COMMON STOCK                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       618 | NS      | $61808.00     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| MAGNA LEGAL SERVICES LLC TL 1L DELAYED DRAW 11/22  | MAGNA LEGAL SERVICES LLC TL 1L DELAYED DRAW 11/22                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     64660 | PA      | $64498.35     | 0.01%             | 2029-11-22      | Floating      | 5.31%                 | No            |                  3 | On Loan: No      |
| SITUS AMC GROUP HOLDINGS T/L                       | SITUS AMC GROUP HOLDINGS T/L                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2219259 | PA      | $2160227.08   | 0.40%             | 2027-12-22      | Floating      | 9.17%                 | No            |                  3 | On Loan: No      |
| CI (Quercus) Intermediate Holdings LLC             | CI (Quercus) Intermediate Holdings LLC, Senior Secured First Lien Term Loan         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    915871 | PA      | $906895.87    | 0.17%             | 2028-10-12      | Floating      | 9.98%                 | No            |                  3 | On Loan: No      |
| NEP GROUP INC                                      | NEP Group Inc                                                                       | CUSIP: 62908HAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    150390 | PA      | $148103.58    | 0.03%             | 2025-05-15      | Floating      | 12.63%                | No            |                  3 | On Loan: No      |
| UNITED PF HOLDINGS LLC                             | United PF Holdings LLC                                                              | CUSIP: 91132UAK9<br>LEI: 2549002AF6PASVP2G486 | Long             | LON              | CORP              | US        |     55703 | PA      | $44562.22     | 0.01%             | 2026-11-12      | Floating      | 12.17%                | No            |                  2 | On Loan: No      |
| PRETIUM PKG HOLDINGS INC                           | Pretium PKG Holdings Inc                                                            | CUSIP: 74142KAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     65211 | PA      | $57598.87     | 0.01%             | 2028-10-01      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| PRETIUM PKG HOLDINGS INC                           | Pretium PKG Holdings Inc                                                            | CUSIP: 74142KAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    810470 | PA      | $696193.73    | 0.13%             | 2029-10-01      | Floating      | 11.54%                | No            |                  3 | On Loan: No      |
| OXFORD GLOBAL RESOURCES LLC TL 1L DELAYED DRAW 08/ | OXFORD GLOBAL RESOURCES LLC TL 1L DELAYED DRAW 08/                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    257645 | PA      | $256975.12    | 0.05%             | 2027-08-17      | Floating      | 6.13%                 | No            |                  3 | On Loan: No      |
| ORYX MIDSTREAM SERVICES                            | Oryx Midstream Services Permian Basin LLC                                           | CUSIP: 68764JAB7<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |   2261970 | PA      | $2258667.52   | 0.42%             | 2028-10-05      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| CI (Quercus) Intermediate Holdings LLC             | CI (Quercus) Intermediate Holdings LLC, Senior Secured First Lien Delayed Draw Loan | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     81228 | PA      | $80431.55     | 0.02%             | 2028-10-12      | Floating      | 10.08%                | No            |                  3 | On Loan: No      |
| ATHENAHEALTH GROUP INC                             | AthenaHealth Group Inc                                                              | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    333212 | PA      | $316690.11    | 0.06%             | 2029-02-15      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                      | Ballyrock CLO 2019-1 Ltd                                                            | CUSIP: 05875KAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    431180 | PA      | $405988.69    | 0.08%             | 2032-07-15      | Floating      | 11.54%                | No            |                  2 | On Loan: No      |
| Broad River BSL Funding CLO Lt                     | Broad River Bsl Funding Clo Ltd 2020-1                                              | CUSIP: 11124UAC5<br>LEI: 5493000KEEYM16WOW109 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1471692.45   | 0.27%             | 2034-07-20      | Floating      | 11.31%                | No            |                  2 | On Loan: No      |
| INSIGHT GLOBAL LLC TL 1L 09/21                     | IG Investments Holdings, LLC, Senior Secured First Lien Term Loan                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   5387783 | PA      | $5318819.58   | 0.99%             | 2028-09-22      | Floating      | 10.38%                | No            |                  3 | On Loan: No      |
| GALWAY BORROWER LLC                                | Galway Borrower LLC                                                                 | CUSIP: 36457WAD3<br>LEI: 254900EKSXH6GINLK281 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-09-30      | Floating      | 8.92%                 | No            |                  3 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                           | CHS/Community Health Systems Inc                                                    | CUSIP: 12543DBE9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   3254000 | PA      | $1996638.13   | 0.37%             | 2028-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                           | CHS/Community Health Systems Inc                                                    | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    599000 | PA      | $379795.95    | 0.07%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALPINE ACQUISITION T/L (2/22)                      | ALPINE ACQUISITION T/L (2/22)                                                       | CUSIP: 02082AAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4723786 | PA      | $4663793.81   | 0.87%             | 2026-11-30      | Floating      | 7.32%                 | No            |                  3 | On Loan: No      |
| YAK ACCESS T/L 2ND LIEN INCREMENTAL                | YAK ACCESS T/L 2ND LIEN INCREMENTAL                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    989083 | PA      | $979191.99    | 0.18%             | 2026-07-10      | Floating      | 14.49%                | No            |                  3 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                           | CHS/Community Health Systems Inc                                                    | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   2234000 | PA      | $1346047.42   | 0.25%             | 2030-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                   | CIFC Funding 2021-VII Ltd                                                           | CUSIP: 12567KAA3<br>LEI: 54930089HD7KU5NUS092 | Long             | ABS-CBDO         | CORP              | KY        |    644186 | PA      | $582243.52    | 0.11%             | 2035-01-23      | Floating      | 11.17%                | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                   | CSC Holdings LLC                                                                    | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   5101000 | PA      | $3220133.78   | 0.60%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                   | CSC Holdings LLC                                                                    | CUSIP: 126307BK2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2754000 | PA      | $1655718.57   | 0.31%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH                              | Cablevision Lightpath LLC                                                           | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |    811000 | PA      | $623431.92    | 0.12%             | 2028-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Reese Park CLO, Ltd.                               | REESE PARK CLO LTD                                                                  | CUSIP: 758464AL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1375020 | PA      | $1204292.55   | 0.22%             | 2034-10-15      | Floating      | 11.29%                | No            |                  2 | On Loan: No      |
| Segovia European CLO 5 - 2018                      | Segovia European CLO 5-2018 DAC                                                     | CUSIP: BCC2H3AG5<br>LEI: 63540055XQRTXEYFCF15 | Long             | ABS-CBDO         | CORP              | IE        |    442000 | PA      | $452648.29    | 0.08%             | 2031-10-18      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Regatta XXIII Funding Ltd                          | Regatta XXIII Funding Ltd                                                           | CUSIP: 75889GAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    804000 | PA      | $753203.64    | 0.14%             | 2035-01-20      | Floating      | 11.51%                | No            |                  2 | On Loan: No      |
| GALWAY BORROWER LLC                                | Galway Borrower LLC                                                                 | CUSIP: 36457WAC5<br>LEI: 254900EKSXH6GINLK281 | Long             | LON              | CORP              | US        |     11700 | PA      | $11698.00     | 0.00%             | 2028-09-30      | Floating      | 8.92%                 | No            |                  3 | On Loan: No      |
| GALWAY BORROWER LLC                                | Galway Borrower LLC                                                                 | CUSIP: 36457WAC5<br>LEI: 254900EKSXH6GINLK281 | Long             | LON              | CORP              | US        |     13702 | PA      | $13699.64     | 0.00%             | 2028-09-30      | Floating      | 8.99%                 | No            |                  3 | On Loan: No      |
| MEDICAL DEPOT HOLDINGS I                           | Medical Depot Holdings Inc                                                          | CUSIP: 58455MAA7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  20030700 | PA      | $18127783.82  | 3.39%             | 2025-06-01      | Floating      | 9.14%                 | No            |                  2 | On Loan: No      |
| KENAN ADVANTAGE GROUP                              | Kenan Advantage Group Inc/The                                                       | CUSIP: 48853UBH2<br>LEI: 549300GVUXCXDWYPIY65 | Long             | LON              | CORP              | US        |   2498320 | PA      | $2335929.20   | 0.44%             | 2027-09-01      | Floating      | 11.63%                | No            |                  2 | On Loan: No      |
| YAK ACCESS T/L                                     | YAK ACCESS T/L                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1126352 | PA      | $1115088.33   | 0.21%             | 2026-07-10      | Floating      | 12.48%                | No            |                  3 | On Loan: No      |
| GO DADDY OPERATING CO LLC                          | Go Daddy Operating Co LLC                                                           | CUSIP: 38017BAT3<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |   1019100 | PA      | $1024200.60   | 0.19%             | 2029-11-10      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| INOVA PHARMACEUTICALS (AUSTRALIA) PTY LIMITED TL 1 | INOVA PHARMACEUTICALS (AUSTRALIA) PTY LIMITED TL 1                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | AU        |   1317795 | PA      | $909702.99    | 0.17%             | 2028-10-30      | Floating      | 5.07%                 | No            |                  3 | On Loan: No      |
| INOVA PHARMACEUTICALS (AUSTRALIA) PTY LIMITED TL 1 | INOVA PHARMACEUTICALS (AUSTRALIA) PTY LIMITED TL 1                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | AU        |    133689 | PA      | $92288.47     | 0.02%             | 2028-10-30      | Floating      | 5.07%                 | No            |                  3 | On Loan: No      |
| NOMAD FOODS US LLC                                 | Nomad Foods US LLC                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    944740 | PA      | $948613.43    | 0.18%             | 2029-11-08      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| WYNDHAM WORLDWIDE CORP                             | Travel + Leisure Co                                                                 | CUSIP: 98309GAD8<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | LON              | CORP              | US        |    886120 | PA      | $888060.60    | 0.17%             | 2029-12-14      | Floating      | 8.62%                 | No            |                  2 | On Loan: No      |
| MOTION BONDCO DAC                                  | Motion Bondco DAC                                                                   | CUSIP: ZQ0954276<br>LEI: 635400KFD3IETNQLA755 | Long             | DBT              | CORP              | IE        |   4898000 | PA      | $4695187.53   | 0.88%             | 2027-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LENOVO GROUP LTD 7.750% 09/2024 MEZZ II C (GBP)    | LENOVO GROUP LTD 7.750% 09/2024 MEZZ II C (GBP)                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IE        |     28545 | PA      | $35195.17     | 0.01%             | 2024-09-22      | Fixed         | 6.75%                 | No            |                  3 | On Loan: No      |
| LENOVO GROUP LTD 7.750% 09/2024 MEZZ II C (USD)    | LENOVO GROUP LTD 7.750% 09/2024 MEZZ II C (USD)                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IE        |    163170 | PA      | $163186.32    | 0.03%             | 2024-09-22      | Fixed         | 6.75%                 | No            |                  3 | On Loan: No      |
| LENOVO GROUP LTD 11.750% 09/2024 MEZZ II D (EUR)   | LENOVO GROUP LTD 11.750% 09/2024 MEZZ II D (EUR)                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IE        |     90524 | PA      | $98422.61     | 0.02%             | 2024-09-22      | Fixed         | 10.75%                | No            |                  3 | On Loan: No      |
| Lakefield Veterinary Group Inc                     | Lakefield Veterinary Group Inc, Senior Secured First Lien Delayed Draw Loan         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    223903 | PA      | $212506.49    | 0.04%             | 2028-11-23      | Floating      | 9.98%                 | No            |                  3 | On Loan: No      |
| Lakefield Veterinary Group Inc                     | Lakefield Veterinary Group Inc, Senior Secured First Lien Delayed Draw Loan         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    236650 | PA      | $224604.04    | 0.04%             | 2028-11-23      | Floating      | 10.01%                | No            |                  3 | On Loan: No      |
| Foundation Risk Partners, Corp.                    | Foundation Risk Partners, Corp., Senior Secured First Lien Delayed Draw Loan        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    439008 | PA      | $428735.00    | 0.08%             | 2028-10-29      | Floating      | 10.18%                | No            |                  3 | On Loan: No      |
| CIENA T/L (01/23)                                  | Ciena Corporation, Senior Secured First Lien Term Loan                              | CUSIP: 9TERM7CW2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    406260 | PA      | $406767.83    | 0.08%             | 2030-01-12      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Accunia European CLO                               | Accunia European CLO III DAC                                                        | CUSIP: BCC2H5MZ5<br>LEI: 549300OJ7ZYTOOMRGP60 | Long             | ABS-CBDO         | CORP              | IE        |    302000 | PA      | $306156.51    | 0.06%             | 2031-01-20      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER EUROPE CLO                          | Rockford Tower Europe CLO 2018-1 DAC                                                | CUSIP: BCC2I45W3<br>LEI: 635400J1BXSISHD5XN53 | Long             | ABS-CBDO         | CORP              | IE        |    402000 | PA      | $421053.67    | 0.08%             | 2031-12-20      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| YAK ACCESS INCREMENTAL T/L                         | YAK ACCESS INCREMENTAL T/L                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    844764 | PA      | $836316.25    | 0.16%             | 2023-02-10      | Floating      | 12.86%                | No            |                  3 | On Loan: No      |
| QUORUM HEALTH CORP                                 | QUORUM HEALTH CORP                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    212000 | NS      | $23426.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Tikehau                                            | Tikehau CLO V DAC                                                                   | CUSIP: BCC2KPG84<br>LEI: 5493002WD8YKQ11A4624 | Long             | ABS-CBDO         | CORP              | IE        |    301000 | PA      | $302459.50    | 0.06%             | 2032-04-15      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| RRE Loan Management                                | RRE 1 Loan Management DAC                                                           | CUSIP: BCC2QWMR4<br>LEI: 2138003YMUA5ITUQKJ47 | Long             | ABS-CBDO         | CORP              | IE        |    358000 | PA      | $364820.90    | 0.07%             | 2035-04-15      | Floating      | 3.64%                 | No            |                  2 | On Loan: No      |
| LENOVO GROUP LTD 11.750% 09/2024 MEZZ II D (GBP)   | LENOVO GROUP LTD 11.750% 09/2024 MEZZ II D (GBP)                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IE        |     20573 | PA      | $25365.92     | 0.00%             | 2024-09-22      | Fixed         | 10.75%                | No            |                  3 | On Loan: No      |
| LENOVO GROUP LTD 11.750% 09/2024 MEZZ II D (USD)   | LENOVO GROUP LTD 11.750% 09/2024 MEZZ II D (USD)                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IE        |    117599 | PA      | $117610.76    | 0.02%             | 2024-09-22      | Fixed         | 10.75%                | No            |                  3 | On Loan: No      |
| Ozlme                                              | Sculptor European CLO I DAC                                                         | CUSIP: BCC2R3KM0<br>LEI: 635400VVYCGBQEIQI426 | Long             | ABS-CBDO         | CORP              | IE        |    631000 | PA      | $635913.19    | 0.12%             | 2034-04-18      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| FORESIGHT ENERGY LLC                               | Foresight Energy LLC                                                                | CUSIP: 34552KAB2<br>LEI: 549300HM3UR1W0JJ7F28 | Long             | LON              | CORP              | US        |    121885 | PA      | $121885.11    | 0.02%             | 2027-06-30      | Floating      | 11.67%                | No            |                  3 | On Loan: No      |
| ARUBA INVESTMENT HOLDING                           | Aruba Investments Holdings LLC                                                      | CUSIP: 04317JAF5<br>LEI: 254900GMIYFF4FZ0A357 | Long             | LON              | CORP              | US        |    465220 | PA      | $422961.74    | 0.08%             | 2028-11-24      | Floating      | 11.79%                | No            |                  2 | On Loan: No      |
| ENGINEERED MACHINERY HOL                           | Engineered Machinery Holdings Inc                                                   | CUSIP: 26658NAQ2<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |    297640 | PA      | $272572.76    | 0.05%             | 2029-05-21      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| ACI GROUP HOLDINGS INC                             | ACI Group Holdings Inc                                                              | CUSIP: N/A<br>LEI: 254900W4LN0DU83SND93       | Long             | LON              | CORP              | US        |   1583898 | PA      | $1564098.93   | 0.29%             | 2028-08-02      | Floating      | 8.88%                 | No            |                  3 | On Loan: No      |
| AVSC HOLDING CORP                                  | AVSC Holding Corp                                                                   | CUSIP: 00241YAT1<br>LEI: 549300CLJBQ9YSR4U689 | Long             | LON              | CORP              | US        |  10222265 | PA      | $9608929.29   | 1.79%             | 2025-03-01      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| BELK INC                                           | Belk Inc                                                                            | CUSIP: 07783AAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     53180 | PA      | $45618.91     | 0.01%             | 2025-07-31      | Floating      | 12.20%                | No            |                  2 | On Loan: No      |
| LIPARI FOODS LLC COMMON STOCK                      | LIPARI FOODS LLC COMMON STOCK                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     63878 | NS      | $61692.89     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| OPENDOOR LABS INC TL 2L DELAYED DRAW 10/21         | OPENDOOR LABS INC TL 2L DELAYED DRAW 10/21                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   4886391 | PA      | $4588321.52   | 0.86%             | 2026-04-01      | Floating      | 10.00%                | No            |                  3 | On Loan: No      |
| AFFORDABLE CARE INC 11.250% 06/2028 PIK PREF EQUIT | AFFORDABLE CARE INC 11.250% 06/2028 PIK PREF EQUIT                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    677000 | PA      | $695279.00    | 0.13%             | 2069-12-31      | Fixed         | 11.75%                | No            |                  3 | On Loan: No      |
| COLOUROZ INVESTMENT 1 GM                           | ColourOZ Investment 1 GmbH                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |     23001 | PA      | $16766.17     | 0.00%             | 2023-09-07      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| RADWELL INTERNATIONAL LLC/PA TL 1L 12/22           | RADWELL INTERNATIONAL LLC/PA TL 1L 12/22                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    908726 | PA      | $916177.55    | 0.17%             | 2029-04-01      | Floating      | 11.33%                | No            |                  3 | On Loan: No      |
| RADWELL INTERNATIONAL LLC/PA REVOLVER 1L 12/22     | RADWELL INTERNATIONAL LLC/PA REVOLVER 1L 12/22                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     68154 | PA      | $68154.00     | 0.01%             | 2028-04-01      | Floating      | 6.75%                 | No            |                  3 | On Loan: No      |
| BELK INC                                           | Belk Inc                                                                            | CUSIP: 07783AAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    997211 | PA      | $185107.29    | 0.03%             | 2025-07-31      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                       | NCL Corp Ltd                                                                        | CUSIP: G6361CAQ9<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | LON              | CORP              | BM        |   2738845 | PA      | $2615596.69   | 0.49%             | 2024-01-02      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| CASPER BIDCO SASU                                  | Casper Bidco SASU                                                                   | CUSIP: N/A<br>LEI: 969500OUD0VB2606MD53       | Long             | LON              | CORP              | FR        |    337480 | PA      | $362762.38    | 0.07%             | 2026-07-30      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| WHEEL PROS INC                                     | Wheel Pros Inc                                                                      | CUSIP: 96289EAG4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1345759 | PA      | $942684.02    | 0.18%             | 2028-05-11      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| OXFORD GLOBAL RESOURCES LLC REVOLVER 1L 08/21      | OXFORD GLOBAL RESOURCES LLC REVOLVER 1L 08/21                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    128823 | PA      | $128488.06    | 0.02%             | 2025-06-30      | Floating      | 6.13%                 | No            |                  3 | On Loan: No      |
| Alera Group, Inc.                                  | Alera Group, Inc., Senior Secured First Lien Delayed Draw Loan                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    186208 | PA      | $180621.60    | 0.03%             | 2028-10-02      | Floating      | 10.66%                | No            |                  3 | On Loan: No      |
| SOLINA FRANCE SASU TL 1L 10/22 (ADD-ON)            | SOLINA FRANCE SASU TL 1L 10/22 (ADD-ON)                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |    500000 | PA      | $493000.00    | 0.09%             | 2028-09-30      | Floating      | 7.07%                 | No            |                  3 | On Loan: No      |
| ALTITUDE II PRIVATE EQUITY (KKR ALTITUDE II OFFSHO | ALTITUDE II PRIVATE EQUITY (KKR ALTITUDE II OFFSHO                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |    185733 | NS      | $185326.41    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| GALWAY BORROWER LLC                                | Galway Borrower LLC                                                                 | CUSIP: 36457WAD3<br>LEI: 254900EKSXH6GINLK281 | Long             | LON              | CORP              | US        |   2637969 | PA      | $2637441.02   | 0.49%             | 2028-09-30      | Floating      | 9.98%                 | No            |                  3 | On Loan: No      |
| Lakefield Veterinary Group Inc                     | Lakefield Veterinary Group Inc, Senior Secured First Lien Delayed Draw Loan         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    288597 | PA      | $273907.37    | 0.05%             | 2028-11-23      | Floating      | 9.82%                 | No            |                  3 | On Loan: No      |
| VANTAGE SPEC CHEM                                  | Vantage Specialty Chemicals Inc                                                     | CUSIP: 92210XAC4<br>LEI: 54930057U5S5AY44VU09 | Long             | LON              | CORP              | US        |  13042338 | PA      | $12921435.17  | 2.41%             | 2024-10-28      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| ARMOR MERGER SUB CORP                              | Accuride Corp                                                                       | CUSIP: 00439CBC7<br>LEI: 549300MC6XO5P96H8E79 | Long             | LON              | CORP              | US        |   8616549 | PA      | $7151735.30   | 1.34%             | 2023-11-10      | Floating      | 9.98%                 | No            |                  2 | On Loan: No      |
| Cordatus CLO PLC                                   | CVC Cordatus Loan Fund IV DAC                                                       | CUSIP: BCC2QSYG4<br>LEI: 2138005AFEIY5AMT4165 | Long             | ABS-CBDO         | CORP              | IE        |    291000 | PA      | $292979.99    | 0.05%             | 2034-02-22      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH INC PRIVATE EQUITY (ATHENA MINERVA AG | ATHENAHEALTH INC PRIVATE EQUITY (ATHENA MINERVA AG                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |  12641498 | NS      | $12572349.38  | 2.35%             |  |  |  | No            |                  3 | On Loan: No      |
| KKR RESIDENTIAL OPPORTUNITIES I LLC PRIVATE EQUITY | KKR RESIDENTIAL OPPORTUNITIES I LLC PRIVATE EQUITY                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    229576 | NS      | $220064.44    | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| SAVATREE LLC REVOLVER 1L 10/21                     | SAVATREE LLC REVOLVER 1L 10/21                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    128932 | PA      | $127668.47    | 0.02%             | 2028-10-12      | Floating      | 5.63%                 | No            |                  3 | On Loan: No      |
| CALDIC T/L B (PEARLS (NETHERLANDS) BIDCO) (01/22)  | CALDIC T/L B (PEARLS (NETHERLANDS) BIDCO) (01/22)                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |     61831 | PA      | $65707.20     | 0.01%             | 2029-02-28      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| CPM HOLDINGS INC                                   | CPM Holdings Inc                                                                    | CUSIP: 12654NAE3<br>LEI: 549300FBUISJCXV8IB65 | Long             | LON              | CORP              | US        |    371172 | PA      | $366532.67    | 0.07%             | 2026-11-15      | Floating      | 12.62%                | No            |                  2 | On Loan: No      |
| FEMUR BUYER INC                                    | Femur Buyer Inc                                                                     | CUSIP: 31446JAC9<br>LEI: 2549000I18BON7XEKV12 | Long             | LON              | CORP              | US        |   6919868 | PA      | $6141417.03   | 1.15%             | 2026-03-05      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                     | Carlyle US CLO 2021-9 Ltd                                                           | CUSIP: 14317KAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    819560 | PA      | $726100.07    | 0.14%             | 2034-10-20      | Floating      | 11.44%                | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                              | Genesis Energy LP / Genesis Energy Finance Corp                                     | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2175000 | PA      | $2213040.75   | 0.41%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US                      | Goldentree Loan Management US Clo 12 Ltd                                            | CUSIP: 38138YAA8<br>LEI: 549300KUSTD1I13BZ897 | Long             | ABS-CBDO         | CORP              | JE        |    291777 | PA      | $270221.74    | 0.05%             | 2034-04-20      | Floating      | 11.89%                | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LT                     | Golub Capital Partners CLO 58B Ltd                                                  | CUSIP: 38178VAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    549013 | PA      | $517790.53    | 0.10%             | 2035-01-25      | Floating      | 11.63%                | No            |                  2 | On Loan: No      |
| 3PILLAR GLOBAL INC TL 1L DELAYED DRAW 11/21        | 3PILLAR GLOBAL INC TL 1L DELAYED DRAW 11/21                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    620511 | PA      | $598917.54    | 0.11%             | 2027-11-23      | Floating      | 6.18%                 | No            |                  3 | On Loan: No      |
| MOTION BONDCO DAC                                  | Motion Bondco DAC                                                                   | CUSIP: 61978XAA5<br>LEI: 635400KFD3IETNQLA755 | Long             | DBT              | CORP              | IE        |   7389000 | PA      | $6698097.24   | 1.25%             | 2027-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                | NCL Corp Ltd                                                                        | CUSIP: 62886HAP6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   5007000 | PA      | $4706930.49   | 0.88%             | 2024-12-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                | NCL Corp Ltd                                                                        | CUSIP: 62886HBD2<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   3608000 | PA      | $2769140.00   | 0.52%             | 2027-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| NCL FINANCE LTD                                    | NCL Finance Ltd                                                                     | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    833000 | PA      | $678066.17    | 0.13%             | 2028-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                              | NGL Energy Operating LLC / NGL Energy Finance Corp                                  | CUSIP: 62922LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7609000 | PA      | $7236763.00   | 1.35%             | 2026-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                           | Neuberger Berman Loan Advisers CLO 46 Ltd                                           | CUSIP: 64134RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1067761 | PA      | $987268.11    | 0.18%             | 2036-01-20      | Floating      | 11.06%                | No            |                  2 | On Loan: No      |
| OSCAR ACQUISITIONCO LLC                            | Oscar AcquisitionCo LLC / Oscar Finance Inc                                         | CUSIP: 687785AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    152000 | PA      | $136230.76    | 0.03%             | 2030-04-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AIMBRIDGE ACQUISITION CO                           | Aimbridge Acquisition Co Inc                                                        | CUSIP: 00900YAD8<br>LEI: 549300SPGKLVE9WYCQ20 | Long             | LON              | CORP              | US        |    732452 | PA      | $678126.04    | 0.13%             | 2026-02-01      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| PEARLS NETHERLANDS BIDCO                           | Pearls Netherlands Bidco BV                                                         | CUSIP: N/A<br>LEI: 2549005MTFX0VLL0UQ17       | Long             | LON              | CORP              | NL        |    107845 | PA      | $107171.02    | 0.02%             | 2029-03-01      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| SPX FLOW INC                                       | SPX FLOW Inc                                                                        | CUSIP: N/A<br>LEI: 5493003YXEKRBINIEM78       | Long             | LON              | CORP              | US        |   2214230 | PA      | $2136333.39   | 0.40%             | 2029-04-05      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| CASPER BIDCO SASU                                  | Casper Bidco SASU                                                                   | CUSIP: N/A<br>LEI: 969500OUD0VB2606MD53       | Long             | LON              | CORP              | FR        |   1886660 | PA      | $1981429.88   | 0.37%             | 2026-07-30      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| SUMMIT MATERIALS LLC                               | Summit Materials LLC                                                                | CUSIP: 86614DAJ7<br>LEI: 549300C97P3BW8QROE16 | Long             | LON              | CORP              | US        |    965541 | PA      | $969364.76    | 0.18%             | 2027-12-14      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| TIBCO SOFTWARE INC                                 | TIBCO Software Inc                                                                  | CUSIP: 88632NAV2<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |  12720960 | PA      | $11774838.60  | 2.20%             | 2029-03-30      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| Alpine Acquisition Corp II                         | Alpine Acquisition Corp II, Senior Secured First Lien Revolving Credit Loan         | CUSIP: 02082AAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    610068 | PA      | $602320.14    | 0.11%             | 2026-11-30      | Floating      | 7.00%                 | No            |                  3 | On Loan: No      |
| MAGNA LEGAL SERVICES LLC REVOLVER 1L 11/22         | MAGNA LEGAL SERVICES LLC REVOLVER 1L 11/22                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26940 | PA      | $26872.65     | 0.01%             | 2028-09-30      | Floating      | 5.31%                 | No            |                  3 | On Loan: No      |
| MAGNA LEGAL SERVICES LLC TL 1L 11/22               | MAGNA LEGAL SERVICES LLC TL 1L 11/22                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    231690 | PA      | $231110.78    | 0.04%             | 2029-11-22      | Floating      | 5.31%                 | No            |                  3 | On Loan: No      |
| MED_METRIX_PFD_PIK                                 | MED_METRIX_PFD_PIK                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |       597 | NS      | $29862.00     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| NOVOTECH PTY LTD TL 1L DELAYED DRAW 01/22          | NOVOTECH PTY LTD TL 1L DELAYED DRAW 01/22                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | AU        |    266244 | PA      | $260652.88    | 0.05%             | 2028-01-13      | Floating      | 5.75%                 | No            |                  3 | On Loan: No      |
| NOVOTECH PTY LTD TL 1L 01/22 (AUD)                 | NOVOTECH PTY LTD TL 1L 01/22 (AUD)                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | AU        |   1579895 | PA      | $1086621.54   | 0.20%             | 2028-01-13      | Floating      | 5.75%                 | No            |                  3 | On Loan: No      |
| COMMUNITY BRANDS T/L 2022 (MINISTRY BRANDS)        | COMMUNITY BRANDS T/L 2022 (MINISTRY BRANDS)                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1022573 | PA      | $993736.20    | 0.19%             | 2028-02-24      | Floating      | 10.17%                | No            |                  3 | On Loan: No      |
| COMMUNITY BRANDS DELAYED DRAW T/L 2022 (MINISTRY B | Community Brands ParentCo, LLC, Senior Secured First Lien Delayed Draw Loan         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    121212 | PA      | $117793.82    | 0.02%             | 2028-02-24      | Floating      | 8.18%                 | No            |                  3 | On Loan: No      |
| CRYSTAL BIDCO 1/22 COV-LITE                        | Crystal Bidco Limited,  First Lien Delayed Draw Loan                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |    630571 | PA      | $778331.08    | 0.15%             | 2029-01-25      | Floating      | 8.25%                 | No            |                  3 | On Loan: No      |
| CFC UNDERWRITING LTD TL 1L 05/22                   | CFC UNDERWRITING LTD TL 1L 05/22                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |   5343384 | PA      | $5349795.86   | 1.00%             | 2029-01-25      | Floating      | 9.29%                 | No            |                  3 | On Loan: No      |
| PT INTERMEDIATE HOLDINGS III T/L (12/21) (PARTS TO | PT Intermediate Holdings III LLC, Senior Secured First Lien Term Loan               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    920208 | PA      | $897294.63    | 0.17%             | 2028-11-01      | Floating      | 7.75%                 | No            |                  3 | On Loan: No      |
| ARCFIELD ACQUISITION T/L                           | ARCFIELD ACQUISITION T/L                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    981712 | PA      | $962666.33    | 0.18%             | 2028-03-10      | Floating      | 10.02%                | No            |                  3 | On Loan: No      |
| TELFER INVESTMENTS SL                              | Telfer Investments SL                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |  12328214 | PA      | $11940477.53  | 2.23%             | 2026-07-01      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| CASPER BIDCO SASU                                  | Casper Bidco SASU                                                                   | CUSIP: N/A<br>LEI: 969500OUD0VB2606MD53       | Long             | LON              | CORP              | FR        |    812680 | PA      | $850811.92    | 0.16%             | 2027-07-30      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| ELEMENT MATERIAL TECHNOL                           | Element Materials Technology Group US Holdings Inc                                  | CUSIP: N/A<br>LEI: 213800EGOJGGUKUGEZ30       | Long             | LON              | CORP              | US        |    143710 | PA      | $142811.78    | 0.03%             | 2029-06-24      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| EM BIDCO T/L (ELEMENT MATERIALS)                   | EM BIDCO T/L (ELEMENT MATERIALS)                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     51387 | PA      | $55492.81     | 0.01%             | 2029-04-12      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| LAKEFIELD VETERINARY T/L A                         | LAKEFIELD VETERINARY T/L A                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2199515 | PA      | $2087559.38   | 0.39%             | 2028-11-23      | Floating      | 9.82%                 | No            |                  3 | On Loan: No      |
| Lakefield Veterinary Group Inc                     | Lakefield Veterinary Group Inc, Senior Secured First Lien Delayed Draw Loan         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    288597 | PA      | $273907.37    | 0.05%             | 2028-11-23      | Floating      | 9.84%                 | No            |                  3 | On Loan: No      |
| Lakefield Veterinary Group Inc                     | Lakefield Veterinary Group Inc, Senior Secured First Lien Delayed Draw Loan         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    144663 | PA      | $137299.52    | 0.03%             | 2028-11-23      | Floating      | 9.85%                 | No            |                  3 | On Loan: No      |
| PARTSSOURCE INC TL 1L 10/21                        | PARTSSOURCE INC TL 1L 10/21                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1322260 | PA      | $1286955.50   | 0.24%             | 2027-06-30      | Floating      | 5.87%                 | No            |                  3 | On Loan: No      |
| AVENUE ONE PROPCO PRIVATE EQUITY (KC AO MEMBER LLC | AVENUE ONE PROPCO PRIVATE EQUITY (KC AO MEMBER LLC                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |   7526985 | NS      | $7549566.06   | 1.41%             |  |  |  | No            |                  3 | On Loan: No      |
| W3 TOPCO LLC                                       | W3 TopCo LLC                                                                        | CUSIP: 92939YAD0<br>LEI: 5493002306OVRIN7KH42 | Long             | LON              | CORP              | US        |   6416342 | PA      | $6140214.33   | 1.15%             | 2025-08-16      | Floating      | 10.75%                | No            |                  2 | On Loan: No      |
| MONITRONICS INTERNATIONA                           | Monitronics International Inc                                                       | CUSIP: 60945HAB0<br>LEI: SCAKOG18M6QWWML8YF46 | Long             | LON              | CORP              | US        |    243930 | PA      | $159774.29    | 0.03%             | 2024-03-29      | Floating      | 11.91%                | No            |                  2 | On Loan: No      |
| PT HOLDING LLC                                     | PT Intermediate Holdings III LLC                                                    | CUSIP: N/A<br>LEI: 549300GS4WLFTDUXPD62       | Long             | LON              | CORP              | US        |    838073 | PA      | $817204.62    | 0.15%             | 2028-11-01      | Floating      | 9.17%                 | No            |                  3 | On Loan: No      |
| ELEMENT MATERIAL TECHNOL                           | Element Materials Technology Group US Holdings Inc                                  | CUSIP: N/A<br>LEI: 213800EGOJGGUKUGEZ30       | Long             | LON              | CORP              | US        |     66328 | PA      | $65913.13     | 0.01%             | 2029-06-24      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers                     | Neuberger Berman Loan Advisers Euro CLO 2 DAC                                       | CUSIP: BCC320BZ2<br>LEI: 549300PWQEWJ6XJV7687 | Long             | ABS-CBDO         | CORP              | IE        |    449000 | PA      | $457128.07    | 0.09%             | 2034-04-15      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Barings Euro CLO                                   | Barings Euro CLO 2020-1 DAC                                                         | CUSIP: BCC33B121<br>LEI: 5493007R4SFFXIAHHB67 | Long             | ABS-CBDO         | CORP              | IE        |   1898750 | PA      | $1967629.97   | 0.37%             | 2034-10-21      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| PURE GYM LTD PRIVATE EQUITY (FITNESS AGG LP)       | PURE GYM LTD PRIVATE EQUITY (FITNESS AGG LP)                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |   1416469 | NS      | $1892193.59   | 0.35%             |  |  |  | No            |                  3 | On Loan: No      |
| Harvest CLO                                        | Harvest CLO VIII DAC                                                                | CUSIP: BCC2FDSW1<br>LEI: 6354007ZTEAN7T9MIB92 | Long             | ABS-CBDO         | CORP              | IE        |    302000 | PA      | $307855.30    | 0.06%             | 2031-01-15      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| ACI GROUP HOLDINGS INC                             | ACI Group Holdings Inc                                                              | CUSIP: N/A<br>LEI: 254900W4LN0DU83SND93       | Long             | LON              | CORP              | US        |    585732 | PA      | $578409.92    | 0.11%             | 2028-08-02      | Floating      | 8.88%                 | No            |                  3 | On Loan: No      |
| INSIGHT GLOBAL LLC REVOLVER 1L 09/21               | INSIGHT GLOBAL LLC REVOLVER 1L 09/21                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    320693 | PA      | $316588.38    | 0.06%             | 2027-09-22      | Floating      | 9.75%                 | No            |                  3 | On Loan: No      |
| MED-METRIX TL                                      | Med-Metrix LLC, Senior Secured First Lien Term Loan                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1254740 | PA      | $1267287.60   | 0.24%             | 2027-09-15      | Floating      | 10.73%                | No            |                  3 | On Loan: No      |
| MED-METRIX TL 1L DELAYED DRAW 09/21                | MED-METRIX TL 1L DELAYED DRAW 09/21                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    634359 | PA      | $640702.61    | 0.12%             | 2027-09-30      | Floating      | 7.00%                 | No            |                  3 | On Loan: No      |
| Ares Euro CLO                                      | Ares European CLO XV DAC                                                            | CUSIP: BCC33QGS5<br>LEI: 635400DAM4WNTZ8KHK11 | Long             | ABS-CBDO         | CORP              | IE        |    879000 | PA      | $808837.83    | 0.15%             | 2036-01-15      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| CVC Cordatus Loan Fund                             | CVC Cordatus Loan Fund XVIII DAC                                                    | CUSIP: BCC33SS33<br>LEI: 5493000ECZZ2KY8H5K38 | Long             | ABS-CBDO         | CORP              | IE        |   1198000 | PA      | $1081889.99   | 0.20%             | 2034-07-29      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| Henley CLO                                         | Henley CLO III DAC                                                                  | CUSIP: BCC33Y1M7<br>LEI: 635400GBWJ33C3GSJK66 | Long             | ABS-CBDO         | CORP              | IE        |    638000 | PA      | $628548.79    | 0.12%             | 2035-12-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Sound Point Euro CLO Funding                       | Sound Point Euro CLO II Funding DAC                                                 | CUSIP: BCC350859<br>LEI: 6354002JD5KEK1NGKT05 | Long             | ABS-CBDO         | CORP              | IE        |    500000 | PA      | $462164.97    | 0.09%             | 2036-01-26      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| MED-METRIX REVOLVER 1L 09/21                       | MED-METRIX REVOLVER 1L 09/21                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    158828 | PA      | $158828.00    | 0.03%             | 2027-09-30      | Floating      | 6.12%                 | No            |                  3 | On Loan: No      |
| Otranto Park                                       | Otranto Park CLO DAC                                                                | CUSIP: BCC35D141<br>LEI: 254900C89WZ4XL2PN587 | Long             | ABS-CBDO         | CORP              | IE        |    708000 | PA      | $739727.56    | 0.14%             | 2035-05-15      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA 6.250% 02/2028 144A (ADD-ONAC) EUR  | TEAMSYSTEM SPA 6.250% 02/2028 144A (ADD-ONAC) EUR                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IT        |    496000 | PA      | $547851.80    | 0.10%             | 2028-02-15      | Variable      | 8.09%                 | No            |                  3 | On Loan: No      |
| SRS DISTRIBUTION INC                               | SRS Distribution Inc                                                                | CUSIP: 78471RAD8<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |   8573000 | PA      | $7335530.32   | 1.37%             | 2029-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERIVET PARTNERS MANAGEMENT INC REVOLVER 1L 02/22 | AMERIVET PARTNERS MANAGEMENT INC REVOLVER 1L 02/22                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    197240 | PA      | $191401.70    | 0.04%             | 2027-01-07      | Floating      | 5.99%                 | No            |                  3 | On Loan: No      |
| LUXEMBOURG LIFE FUND - ABSOLUTE RETURN FUND II TL  | LUXEMBOURG LIFE FUND - ABSOLUTE RETURN FUND II TL                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3108161 | PA      | $3082363.27   | 0.58%             | 2027-02-10      | Floating      | 7.51%                 | No            |                  3 | On Loan: No      |
| LIPARI (AUGUST 2022) TL 1L DELAYED DRAW 10/22      | LIPARI (AUGUST 2022) TL 1L DELAYED DRAW 10/22                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    219884 | PA      | $219268.32    | 0.04%             | 2028-10-31      | Floating      | 5.65%                 | No            |                  3 | On Loan: No      |
| COLOUROZ INVESTMENT 1 GM                           | ColourOZ Investment 1 GmbH                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |     11916 | PA      | $8685.79      | 0.00%             | 2023-09-07      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| COLOUROZ INVESTMENT 1 GM                           | ColourOZ Investment 1 GmbH                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |   2083036 | PA      | $1518389.90   | 0.28%             | 2023-09-07      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| COLOUROZ INVESTMENT 1 GM                           | ColourOZ Investment 1 GmbH                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |    308037 | PA      | $224537.88    | 0.04%             | 2023-09-07      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| COLOUROZ INVESTMENT 2 LLC                          | ColourOZ Investment 2 LLC                                                           | CUSIP: N/A<br>LEI: 549300Q6D2JN1G0T8E41       | Long             | LON              | CORP              | US        |      3353 | PA      | $2272.69      | 0.00%             | 2023-09-07      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| COLOUROZ INVESTMENT 2 LLC                          | ColourOZ Investment 2 LLC                                                           | CUSIP: N/A<br>LEI: 549300Q6D2JN1G0T8E41       | Long             | LON              | CORP              | US        |    190809 | PA      | $129340.72    | 0.02%             | 2023-09-07      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| COLOUROZ INVESTMENT 2 LLC                          | ColourOZ Investment 2 LLC                                                           | CUSIP: N/A<br>LEI: 549300Q6D2JN1G0T8E41       | Long             | LON              | CORP              | US        |     29180 | PA      | $19779.81     | 0.00%             | 2023-09-07      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| COLOUROZ INVESTMENT 2 LLC                          | ColourOZ Investment 2 LLC                                                           | CUSIP: N/A<br>LEI: 549300Q6D2JN1G0T8E41       | Long             | LON              | CORP              | US        |   1136779 | PA      | $770571.23    | 0.14%             | 2023-09-07      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| FLINT GROUP GMBH                                   | Flint Group GmbH                                                                    | CUSIP: N/A<br>LEI: 529900HYSM9MD1C1LG96       | Long             | LON              | CORP              | DE        |       830 | PA      | $604.90       | 0.00%             | 2023-09-07      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| THE NPD GROUP INCREMENTAL T/L                      | The NPD Group, L.P., Senior Secured First Lien Term Loan                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    960340 | PA      | $979546.80    | 0.18%             | 2028-12-01      | Floating      | 10.43%                | No            |                  3 | On Loan: No      |
| EXCELITAS TECHNOLOGIES CORP TL 1L 08/22            | EXCELITAS TECHNOLOGIES CORP TL 1L 08/22                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3646681 | PA      | $3575570.72   | 0.67%             | 2029-03-01      | Floating      | 10.12%                | No            |                  3 | On Loan: No      |
| WEST CORP                                          | Intrado Corp                                                                        | CUSIP: 68162RAC5<br>LEI: 5493005Z5DB0O5S30R71 | Long             | LON              | CORP              | US        |   1141288 | PA      | $1074470.99   | 0.20%             | 2024-10-10      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| VANTAGE SPEC CHEM                                  | Vantage Specialty Chemicals Inc                                                     | CUSIP: 92211YAB3<br>LEI: 54930057U5S5AY44VU09 | Long             | LON              | CORP              | US        |   1045139 | PA      | $983899.17    | 0.18%             | 2025-10-26      | Floating      | 11.32%                | No            |                  2 | On Loan: No      |
| WEST CORP                                          | Intrado Corp                                                                        | CUSIP: 68162RAD3<br>LEI: 5493005Z5DB0O5S30R71 | Long             | LON              | CORP              | US        |    469569 | PA      | $443742.71    | 0.08%             | 2024-10-10      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| YAK ACCESS LLC                                     | Yak Access LLC                                                                      | CUSIP: 98432UAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6608816 | PA      | $2686483.77   | 0.50%             | 2025-07-11      | Floating      | 11.50%                | No            |                  2 | On Loan: No      |
| SIRVA WORLDWIDE INC                                | SIRVA Worldwide Inc                                                                 | CUSIP: 82968EAB3<br>LEI: 549300NHGBSB7RBY2786 | Long             | LON              | CORP              | US        |   1611630 | PA      | $1445229.61   | 0.27%             | 2025-08-02      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| NEP GROUP INC                                      | NEP Group Inc                                                                       | CUSIP: 62908HAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  14697782 | PA      | $11067430.02  | 2.07%             | 2026-10-19      | Floating      | 11.38%                | No            |                  2 | On Loan: No      |
| OUTCOMES GROUP HOLDINGS                            | Outcomes Group Holdings Inc                                                         | CUSIP: 21652EAE6<br>LEI: 5493005V7ZG5K84MO728 | Long             | LON              | CORP              | US        |     11538 | PA      | $11076.93     | 0.00%             | 2026-10-26      | Floating      | 11.17%                | No            |                  2 | On Loan: No      |
| CAST & CREW LLC                                    | Cast & Crew LLC                                                                     | CUSIP: 14835JAN0<br>LEI: 549300XE7OZGFGN5F466 | Long             | LON              | CORP              | US        |   1035758 | PA      | $1035323.02   | 0.19%             | 2026-02-07      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| EXCELITAS TECHNOLOGIES CORP TL 1L DELAYED DRAW 08/ | EXCELITAS TECHNOLOGIES CORP TL 1L DELAYED DRAW 08/                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    703540 | PA      | $689820.97    | 0.13%             | 2029-03-01      | Floating      | 6.50%                 | No            |                  3 | On Loan: No      |
| EXCELITAS TECHNOLOGIES CORP REVOLVER 1L 08/22      | EXCELITAS TECHNOLOGIES CORP REVOLVER 1L 08/22                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    351770 | PA      | $344910.49    | 0.06%             | 2027-03-01      | Floating      | 6.50%                 | No            |                  3 | On Loan: No      |
| VC GB HOLDINGS I CORP                              | VC GB Holdings I Corp                                                               | CUSIP: N/A<br>LEI: 549300K4B21TSY42LF51       | Long             | LON              | CORP              | US        |   4110401 | PA      | $3384237.01   | 0.63%             | 2029-09-30      | Floating      | 11.13%                | No            |                  2 | On Loan: No      |
| Lakefield Veterinary Group Inc                     | Lakefield Veterinary Group Inc, Senior Secured First Lien Delayed Draw Loan         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     49433 | PA      | $46917.00     | 0.01%             | 2028-11-23      | Floating      | 9.82%                 | No            |                  3 | On Loan: No      |
| Carlyle Global Market Strategi                     | Carlyle US CLO 2020-2 Ltd                                                           | CUSIP: 14315HAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    640460 | PA      | $601994.77    | 0.11%             | 2035-01-25      | Floating      | 11.52%                | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                      | CommScope Inc                                                                       | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   2770000 | PA      | $2173470.14   | 0.41%             | 2028-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECH LLC                                 | CommScope Technologies LLC                                                          | CUSIP: 20337YAA5<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |   7686000 | PA      | $7287634.62   | 1.36%             | 2025-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONDUENT BUS SERVICES                              | Conduent Business Services LLC / Conduent State & Local Solutions Inc               | CUSIP: 20679LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    673000 | PA      | $596624.60    | 0.11%             | 2029-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Regatta XXI Funding Ltd                            | Regatta XXI Funding Ltd                                                             | CUSIP: 75889KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    321680 | PA      | $302635.79    | 0.06%             | 2034-10-20      | Floating      | 11.56%                | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                               | SRS Distribution Inc                                                                | CUSIP: 78471RAC0<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |   7529000 | PA      | $6484464.19   | 1.21%             | 2029-07-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| COLOUROZ INVESTMENT 1 GM                           | ColourOZ Investment 1 GmbH                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |    615888 | PA      | $448939.95    | 0.08%             | 2024-09-21      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| FLINT GROUP GMBH                                   | Flint Group GmbH                                                                    | CUSIP: N/A<br>LEI: 529900HYSM9MD1C1LG96       | Long             | LON              | CORP              | DE        |      5261 | PA      | $3834.80      | 0.00%             | 2023-09-07      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| FLINT GROUP GMBH                                   | Flint Group GmbH                                                                    | CUSIP: N/A<br>LEI: 529900HYSM9MD1C1LG96       | Long             | LON              | CORP              | DE        |    451832 | PA      | $329354.61    | 0.06%             | 2023-09-07      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| FLINT GROUP GMBH                                   | Flint Group GmbH                                                                    | CUSIP: N/A<br>LEI: 529900HYSM9MD1C1LG96       | Long             | LON              | CORP              | DE        |       295 | PA      | $215.16       | 0.00%             | 2023-09-07      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| FLINT GROUP GMBH                                   | Flint Group GmbH                                                                    | CUSIP: N/A<br>LEI: 529900HYSM9MD1C1LG96       | Long             | LON              | CORP              | DE        |     35624 | PA      | $25967.29     | 0.00%             | 2023-09-07      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| FLINT GROUP GMBH                                   | Flint Group GmbH                                                                    | CUSIP: N/A<br>LEI: 529900HYSM9MD1C1LG96       | Long             | LON              | CORP              | DE        |       847 | PA      | $617.29       | 0.00%             | 2023-09-07      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| FLINT GROUP GMBH                                   | Flint Group GmbH                                                                    | CUSIP: N/A<br>LEI: 529900HYSM9MD1C1LG96       | Long             | LON              | CORP              | DE        |       210 | PA      | $152.78       | 0.00%             | 2023-09-07      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| FLINT GROUP GMBH                                   | Flint Group GmbH                                                                    | CUSIP: N/A<br>LEI: 529900HYSM9MD1C1LG96       | Long             | LON              | CORP              | DE        |     78627 | PA      | $57313.51     | 0.01%             | 2023-09-07      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                   | Finastra USA Inc                                                                    | CUSIP: 02034DAF4<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |   9735446 | PA      | $7745082.58   | 1.45%             | 2025-06-13      | Floating      | 10.62%                | No            |                  2 | On Loan: No      |
| EMERALD EXPO HOLDINGS INC                          | Emerald X Inc                                                                       | CUSIP: 29088UAF4<br>LEI: 549300YQCBSQUCZ74696 | Long             | LON              | CORP              | US        |      6076 | PA      | $5976.33      | 0.00%             | 2024-05-22      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| SAMBA SAFETY INC TL 1L 09/21                       | SAMBA SAFETY INC TL 1L 09/21                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    569875 | PA      | $567482.01    | 0.11%             | 2027-09-01      | Floating      | 10.40%                | No            |                  3 | On Loan: No      |
| ATHENAHEALTH GROUP INC                             | AthenaHealth Group Inc                                                              | CUSIP: 04686RAC7<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |     40832 | PA      | $38806.89     | 0.01%             | 2029-02-15      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| IG INVESTMENTS T/L 3RD AMENDMENT (INSIGHT GLOBAL)  | IG INVESTMENTS T/L 3RD AMENDMENT (INSIGHT GLOBAL)                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1042940 | PA      | $1029590.75   | 0.19%             | 2028-09-22      | Floating      | 10.38%                | No            |                  3 | On Loan: No      |
| RADWELL INTERNATIONAL LL                           | Radwell International LLC/PA                                                        | CUSIP: N/A<br>LEI: 549300H97P8C36L8KB66       | Long             | LON              | CORP              | US        |     24298 | PA      | $24198.28     | 0.00%             | 2029-04-04      | Floating      | 10.18%                | No            |                  3 | On Loan: No      |
| NOVOTECH PTY LTD TL 1L 01/22                       | NOVOTECH PTY LTD TL 1L 01/22                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | AU        |   1144851 | PA      | $1120809.13   | 0.21%             | 2028-01-13      | Floating      | 10.24%                | No            |                  3 | On Loan: No      |
| VETCOR PROFESSIONAL PRACTICES LLC TL 1L 05/22      | VETCOR PROFESSIONAL PRACTICES LLC TL 1L 05/22                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   7262111 | PA      | $7264290.02   | 1.36%             | 2029-05-31      | Floating      | 9.01%                 | No            |                  3 | On Loan: No      |
| Man GLG Euro CLO                                   | Man GLG Euro CLO I DAC                                                              | CUSIP: BCC2G3W64<br>LEI: 635400NDD1WGPZLEAH44 | Long             | ABS-CBDO         | CORP              | IE        |    704000 | PA      | $718055.52    | 0.13%             | 2030-10-15      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| Harvest CLO                                        | Harvest CLO XXI DAC                                                                 | CUSIP: BCC2RDU13<br>LEI: 635400UREZHY9PWJR290 | Long             | ABS-CBDO         | CORP              | IE        |    602000 | PA      | $594279.39    | 0.11%             | 2031-07-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Providus CLO                                       | Providus CLO IV DAC                                                                 | CUSIP: BCC2RF0P8<br>LEI: 635400JHNUBVSY8RBH70 | Long             | ABS-CBDO         | CORP              | IE        |    668000 | PA      | $669250.11    | 0.12%             | 2034-04-20      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| ARBOUR CLO                                         | Arbour CLO II DAC                                                                   | CUSIP: BCC30NPB2<br>LEI: 635400HO4JODKPRCB789 | Long             | ABS-CBDO         | CORP              | IE        |   1099000 | PA      | $1125279.12   | 0.21%             | 2034-04-15      | Floating      | 3.79%                 | No            |                  2 | On Loan: No      |
| St Pauls CLO                                       | St Paul's CLO VII DAC                                                               | CUSIP: BCC30MVR2<br>LEI: 635400XNW8X824E1MY52 | Long             | ABS-CBDO         | CORP              | IE        |    856000 | PA      | $878463.13    | 0.16%             | 2034-07-18      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| CIFC European Funding CLO                          | CIFC European Funding CLO IV DAC                                                    | CUSIP: BCC313LD5<br>LEI: 6354004PQUAJERUBIO61 | Long             | ABS-CBDO         | CORP              | IE        |   1088000 | PA      | $1109392.57   | 0.21%             | 2035-08-18      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Adagio CLO                                         | Adagio IX EUR CLO DAC                                                               | CUSIP: BCC31S233<br>LEI: 6354005EJNXCFKLYWM39 | Long             | ABS-CBDO         | CORP              | IE        |    716000 | PA      | $738155.81    | 0.14%             | 2034-09-15      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| Avondale Park CLO                                  | Avondale Park CLO DAC                                                               | CUSIP: BCC31YWX1<br>LEI: 254900R5V0FZNVNLGR74 | Long             | ABS-CBDO         | CORP              | IE        |    400000 | PA      | $401525.38    | 0.07%             | 2034-09-20      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Sandstone Peak Ltd.                                | Sandstone Peak Ltd                                                                  | CUSIP: 800129AA6<br>LEI: 5493000VXRKO2Z5KET86 | Long             | ABS-CBDO         | CORP              | KY        |    643000 | PA      | $581770.38    | 0.11%             | 2034-10-15      | Floating      | 11.59%                | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                | Sound Point CLO XXIX Ltd                                                            | CUSIP: 83615GAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    290000 | PA      | $241425.00    | 0.05%             | 2034-04-25      | Floating      | 11.67%                | No            |                  2 | On Loan: No      |
| SPOTIFY USA INC                                    | Spotify USA Inc                                                                     | CUSIP: 84921RAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7930000 | PA      | $6653270.00   | 1.24%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                   | Symphony CLO XXII Ltd                                                               | CUSIP: 87167HAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    598680 | PA      | $556132.78    | 0.10%             | 2033-04-18      | Floating      | 11.04%                | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                       | TICP CLO IX Ltd                                                                     | CUSIP: 87249BAA1<br>LEI: 549300T5OQR4UD880D68 | Long             | ABS-CBDO         | CORP              | KY        |    738460 | PA      | $669871.65    | 0.13%             | 2031-01-20      | Floating      | 10.41%                | No            |                  2 | On Loan: No      |
| THOR INDUSTRIES                                    | Thor Industries Inc                                                                 | CUSIP: 885160AA9<br>LEI: 254900XZO1228PDSG060 | Long             | DBT              | CORP              | US        |   1664000 | PA      | $1385729.28   | 0.26%             | 2029-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP HOLDG                           | Cloud Software Group Holdings Inc                                                   | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7917000 | PA      | $6958442.10   | 1.30%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNIFRAX ESCROW ISS CORP                            | ASP Unifrax Holdings Inc                                                            | CUSIP: 90473LAC6<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |   1674000 | PA      | $1207641.71   | 0.23%             | 2029-09-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VICTORS MERGER CORP                                | Victors Merger Corp                                                                 | CUSIP: 92641PAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17269000 | PA      | $10548534.31  | 1.97%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                 | Viking Cruises Ltd                                                                  | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |   3008000 | PA      | $2566997.12   | 0.48%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                 | Viking Cruises Ltd                                                                  | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |   5473000 | PA      | $4768652.27   | 0.89%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WHEEL PROS INC                                     | Wheel Pros Inc                                                                      | CUSIP: 96289WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10121000 | PA      | $4096568.37   | 0.77%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                            | Zayo Group Holdings Inc                                                             | CUSIP: 98919VAB1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |   7145000 | PA      | $4923512.33   | 0.92%             | 2028-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BANKERS HEALTHCARE GROUP LLC TL 1L DELAYED DRAW 11 | BANKERS HEALTHCARE GROUP LLC TL 1L DELAYED DRAW 11                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    140740 | PA      | $144694.79    | 0.03%             | 2027-11-08      | Floating      | 7.74%                 | No            |                  3 | On Loan: No      |
| VERISURE HOLDING AB                                | Verisure Holding AB                                                                 | CUSIP: BK4334524<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |    534000 | PA      | $539381.57    | 0.10%             | 2026-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CALDIC BV TL 2L 03/22                              | CALDIC BV TL 2L 03/22                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |   6499085 | PA      | $6304111.99   | 1.18%             | 2029-12-30      | Floating      | 11.34%                | No            |                  3 | On Loan: No      |
| COMMUNITY BRANDS INC REVOLVER 1L 02/22             | COMMUNITY BRANDS INC REVOLVER 1L 02/22                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     60610 | PA      | $58900.80     | 0.01%             | 2028-02-23      | Floating      | 5.75%                 | No            |                  3 | On Loan: No      |
| FORESIGHT ENERGY EQUITY SHARES                     | FORESIGHT ENERGY EQUITY SHARES                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     17979 | NS      | $214387.32    | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| FOLLETT SOFTWARE CO REVOLVER 1L 08/21              | FOLLETT SOFTWARE CO REVOLVER 1L 08/21                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    136050 | PA      | $134431.01    | 0.03%             | 2027-08-31      | Floating      | 5.87%                 | No            |                  3 | On Loan: No      |
| HKA TL 1L DELAYED DRAW (CAR) 08/22                 | HKA TL 1L DELAYED DRAW (CAR) 08/22                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |   1318854 | PA      | $1275199.93   | 0.24%             | 2029-08-09      | Floating      | 7.58%                 | No            |                  3 | On Loan: No      |
| HKA TL 1L B 08/22                                  | HKA TL 1L B 08/22                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |   4176369 | PA      | $4038131.19   | 0.75%             | 2029-08-09      | Floating      | 7.58%                 | No            |                  3 | On Loan: No      |
| LENOVO GROUP LTD 7.750% 09/2024 MEZZ II C (EUR)    | LENOVO GROUP LTD 7.750% 09/2024 MEZZ II C (EUR)                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IE        |    125603 | PA      | $136562.40    | 0.03%             | 2024-09-22      | Fixed         | 6.75%                 | No            |                  3 | On Loan: No      |
| PARTSSOURCE INC REVOLVER 1L 10/21                  | PARTSSOURCE INC REVOLVER 1L 10/21                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     87104 | PA      | $84778.51     | 0.02%             | 2026-08-30      | Floating      | 5.87%                 | No            |                  3 | On Loan: No      |
| ENCORA DIGITAL INC TL 1L 12/21 (PIK TOGGLE)        | ENCORA DIGITAL INC TL 1L 12/21 (PIK TOGGLE)                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | KY        |   1652370 | PA      | $1581152.85   | 0.30%             | 2028-12-30      | Floating      | 5.72%                 | No            |                  3 | On Loan: No      |
| ENVIROTAINER LTD TL 1L DELAYED DRAW 07/22 EUR      | ENVIROTAINER LTD TL 1L DELAYED DRAW 07/22 EUR                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | SE        |    865234 | PA      | $900940.52    | 0.17%             | 2029-07-29      | Floating      | 9.55%                 | No            |                  3 | On Loan: No      |
| ENVIROTAINER LTD TL 1L B1 07/22  EUR               | ENVIROTAINER LTD TL 1L B1 07/22  EUR                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | SE        |   4739642 | PA      | $4935237.77   | 0.92%             | 2029-07-29      | Floating      | 8.79%                 | No            |                  3 | On Loan: No      |
| ENVIROTAINER LTD TL 1L B2 07/22 (USD)              | ENVIROTAINER LTD TL 1L B2 07/22 (USD)                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | SE        |   2411934 | PA      | $2341264.33   | 0.44%             | 2029-07-29      | Floating      | 8.79%                 | No            |                  3 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-29

**Name of Applicant:** KKR Credit Opportunities Portfolio

**Signature:** /s/ Thomas Murphy

**Name of Signer:** Thomas Murphy

**Title:** Treasurer, Chief Accounting Officer & Chief Financial Officer