# EDGAR Filing Document

**Accession Number:** 0001018593
**File Stem:** 0001752724-25-204197
**Filing Date:** 2025-8
**Character Count:** 136274
**Document Hash:** dbc532a067282a6a9e1ad0441c2e4b6d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-204197.hdr.sgml**: 20250826

**ACCESSION NUMBER**: 0001752724-25-204197

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250826

**DATE AS OF CHANGE**: 20250826

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VIRTUS ASSET TRUST
- **CENTRAL INDEX KEY:** 0001018593

**ORGANIZATION NAME:**
- **EIN:** 956981193
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07705
- **FILM NUMBER:** 251254196

**BUSINESS ADDRESS:**
- **STREET 1:** 101 MUNSON STREET
- **CITY:** GREENFIELD
- **STATE:** MA
- **ZIP:** 01301
- **BUSINESS PHONE:** (800) 243-4361

**MAIL ADDRESS:**
- **STREET 1:** ONE FINANCIAL PLAZA
- **STREET 2:** 26TH FLOOR
- **CITY:** HARTFORD
- **STATE:** CT
- **ZIP:** 06103

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PHOENIX ASSET TRUST
- **DATE OF NAME CHANGE:** 20060523

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PHOENIX-KAYNE FUNDS
- **DATE OF NAME CHANGE:** 20021223

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** KAYNE ANDERSON RUDNICK MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 20010226

## Series and Classes Contracts Data

### Virtus Seix Floating Rate High Income Fund (Series ID: S000057046)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000181247 | Class A      | SFRAX           |
| C000181248 | Class C      | SFRCX           |
| C000181249 | Class I      | SAMBX           |
| C000181250 | Class R6     | SFRZX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Virtus Asset Trust

- **b. Investment Company Act file number:** 811-07705

- **c. CIK number of Registrant:** 0001018593

- **d. LEI of Registrant:** 5493001887IYOL1CRU72

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

  - **Street Address 1:** 101 Munson Street

  - **City:** Greenfield

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 01301-9668

  - **Telephone number:** 800-263-4790

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

- **a. Name of Series:** Virtus Seix Floating Rate High Income Fund

- **b. EDGAR series identifier (if any):** S000057046

- **c. LEI of Series:** 549300RKGX6P36UJVL84

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1441383329.12

**Total Liabilities:** $82347262.54

**Net Assets:** $1359036066.58

**Cash Not Reported:** $59398969.19

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** -3785.57794300 | **10-Year:** -8746.22294400 | **30-Year:** -3240.79843400

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

- **3-Month:** -4.68732463 | **1-Year:** -604.38117130 | **5-Year:** -200399.06360000 | **10-Year:** -194171.99810000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000181249 | -0.39%               | 1.49%                | 0.88%                |
| Class ID C000181248 | -0.46%               | 1.41%                | 0.81%                |
| Class ID C000181250 | -0.38%               | 1.49%                | 1.02%                |
| Class ID C000181247 | -0.41%               | 1.46%                | 0.85%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4042180.52             | $-10736425.98                              |
| Month 2  | $-6213761.81             | $16646839.58                               |
| Month 3  | $-1824510.17             | $5802753.23                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Caci International Inc                                                   | CACI INTERNATIONAL INC                                     | CUSIP: 12718FAL8<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | LON              | CORP              | US        |   2800925 | PA      | $2792186.11   | 0.21%             | 2031-10-30      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| ARC Falcon I Inc                                                         | Arc Falcon I Inc                                           | CUSIP: 03880YAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6724764 | PA      | $6740768.73   | 0.50%             | 2028-09-30      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| State Street Institutional US Government Money Market Fund               | State Street Institutional US Government Money Market Fund | CUSIP: 857492649<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |  11849333 | NS      | $11849332.56  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Talen Energy Supply LLC                                                  | TALEN ENERGY SUPPLY LLC                                    | CUSIP: 87422LAY6<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |   1825825 | PA      | $1829531.42   | 0.13%             | 2031-12-12      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| EIG Management Company LLC                                               | EIG MANAGEMENT CO LLC                                      | CUSIP: 26858HAD2<br>LEI: 5493007EDFEL0IR8BD89 | Long             | LON              | CORP              | US        |   4406936 | PA      | $4362866.71   | 0.32%             | 2029-05-17      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| Catawba Nation Gaming Authority                                          | CATAWBA NATION GAMING AUTHORITY                            | CUSIP: 14907EAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4800000 | PA      | $4850016.00   | 0.36%             | 2032-03-28      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| RISING TIDE HOLDINGS INC                                                 | RISING TIDE HOLDINGS INC                                   | CUSIP: 76770EAW7<br>LEI: 254900T03WM6VU0KWL83 | Long             | LON              | CORP              | US        |    675799 | PA      | $353713.16    | 0.03%             | 2028-09-12      | Floating      | 10.55%                | No            |                  3 | On Loan: No      |
| Bakelite US Holdco Inc                                                   | BAKELITE US HOLDCO INC                                     | CUSIP: 05710LAD5<br>LEI: 549300UCYL2XSFT5Y041 | Long             | LON              | CORP              | US        |   5054600 | PA      | $4981965.40   | 0.37%             | 2031-12-23      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| Crown Subsea Communications Holding Inc                                  | CROWN SUBSEA COMMUNICATI                                   | CUSIP: 22860EAJ1<br>LEI: 5493003AYLUE132FIO27 | Long             | LON              | CORP              | US        |   8910000 | PA      | $8958292.20   | 0.66%             | 2031-01-30      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| Prometric Holdings Inc                                                   | PROMETRIC HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: 54930034OH1XQT27TX40 | Long             | LON              | CORP              | US        |   3000000 | PA      | $2998140.00   | 0.22%             | 2032-06-29      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| FNZ Group Entities Limited                                               | FNZ USA FINCO                                              | CUSIP: 30339HAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5291738 | PA      | $4332610.08   | 0.32%             | 2031-11-05      | Floating      | 9.26%                 | No            |                  2 | On Loan: No      |
| Callaway Golf Company                                                    | TOPGOLF CALLAWAY BRANDS CORP                               | CUSIP: 89071LAB6<br>LEI: 5493005UB0KFRKBPCU72 | Long             | LON              | CORP              | US        |   3074295 | PA      | $3022032.24   | 0.22%             | 2030-03-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC                                               | AMNEAL PHARMACEUTICALS LLC                                 | CUSIP: 03167DAQ7<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |   7946972 | PA      | $8069514.56   | 0.59%             | 2028-05-04      | Floating      | 9.83%                 | No            |                  2 | On Loan: No      |
| First Eagle Holdings Inc-f/k/a Arnhold and S. Bleicroeder Holdings Inc   | GC FERRY ACQUISITION I                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1526146 | PA      | $1495622.90   | 0.11%             | 2032-06-06      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Digital Media Solutions Tranche B Term Loans                             | Digital Media Solutions Tranche B Term Loans               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14839 | NS      | $606766.71    | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| Third Coast Infrastructure LLC                                           | THIRD COAST INFRASTRUCTU                                   | CUSIP: 88412KAC6<br>LEI: 5493006R4EN78GPJ4M96 | Long             | LON              | CORP              | US        |   8058105 | PA      | $8093399.10   | 0.60%             | 2030-09-25      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| Modena Buyer LLC                                                         | MODENA BUYER LLC                                           | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |   4273525 | PA      | $4107925.91   | 0.30%             | 2031-07-01      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| Digital Media Solutions LLC                                              | Digital Media Solutions LLC                                | CUSIP: 25401HAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3903789 | PA      | $0.00         | 0.00%             | 2026-05-25      | Floating      | 16.60%                | No            |                  3 | On Loan: No      |
| Frontdoor Inc                                                            | FRONTDOOR INC                                              | CUSIP: 35905CAK1<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | LON              | CORP              | US        |   2243725 | PA      | $2247943.20   | 0.17%             | 2031-12-17      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| EverCommerce Solutions Inc                                               | EVERCOMMERCE SOLUTIONS                                     | CUSIP: 29977YAB9<br>LEI: 9845005E54E3C158EA55 | Long             | LON              | CORP              | US        |   3480412 | PA      | $3484762.72   | 0.26%             | 2028-07-06      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Neptune Husky US Bidco LLC                                               | SK Neptune Husky Group Sarl                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   5081568 | PA      | $156258.23    | 0.01%             | 2029-01-03      | Floating      | 12.44%                | No            |                  2 | On Loan: No      |
| Priority Holdings LLC                                                    | PRIORITY HOLDINGS LLC                                      | CUSIP: 74275TAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8241959 | PA      | $8250200.95   | 0.61%             | 2031-05-16      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| HAH Group Holding Company LLC                                            | Help at Home 09/20/31                                      | CUSIP: 40467AAN9<br>LEI: 254900FFJQHW9R90FL74 | Long             | LON              | CORP              | US        |   2890238 | PA      | $2798877.67   | 0.21%             | 2031-09-17      | Floating      | 9.33%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                      | CLYDESDALE ACQUISITION HOLDINGS INC                        | CUSIP: 18972FAF9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     67869 | PA      | $67568.07     | 0.00%             | 2032-04-01      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US Inc                                                     | NIELSEN HOLDINGS LTD                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   6843214 | PA      | $6672133.59   | 0.49%             | 2029-10-11      | Floating      | 14.08%                | No            |                  2 | On Loan: No      |
| Aretec Group Inc                                                         | ARETEC GROUP INC                                           | CUSIP: 04009DAH7<br>LEI: 549300NV2T8A33L0PQ58 | Long             | LON              | CORP              | US        |  10253754 | PA      | $10267596.07  | 0.76%             | 2030-08-09      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Oxbow Carbon LLC                                                         | OXBOW CARBON LLC                                           | CUSIP: 69138EBE8<br>LEI: IH5EFCAY91O8SVS0VX92 | Long             | LON              | CORP              | US        |   6005449 | PA      | $5930381.12   | 0.44%             | 2030-05-10      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Longview Intermediate Holdings LLC                                       | Longview Intermediate Holdings LLC                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    265938 | NS      | $4122039.00   | 0.30%             |  |  |  | No            |                  3 | On Loan: No      |
| Telenet Financing USD LLC                                                | Telenet Financing USD LLC                                  | CUSIP: 000000000<br>LEI: 213800BMPOX34U6DWN81 | Long             | LON              | CORP              | US        |   3500000 | PA      | $3418345.00   | 0.25%             | 2028-04-30      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| M6 Etx Holdings Ii Midco LLC                                             | M6 ETX HOLDINGS II MIDCO LLC                               | CUSIP: 55285DAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3050000 | PA      | $3060888.50   | 0.23%             | 2032-03-25      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Red Planet Borrower LLC                                                  | Red Planet Borrower LLC                                    | CUSIP: 57165KAB2<br>LEI: 254900LGTHBRY5NA0C90 | Long             | LON              | CORP              | US        |   4256157 | PA      | $4202955.23   | 0.31%             | 2028-10-02      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Blackstone Mortgage Trust Inc                                            | Blackstone Mortgage Trust Inc                              | CUSIP: 09259GAF0<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | LON              | CORP              | US        |    519871 | PA      | $520952.02    | 0.04%             | 2029-05-09      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                             | UNIVISION COMMUNICATIONS INC                               | CUSIP: 914908BE7<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |   3408928 | PA      | $3381929.00   | 0.25%             | 2027-06-24      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Neon Maple Purchaser Inc                                                 | NEON MAPLE US DEBT MERGERSUB INC                           | CUSIP: 69425BAB3<br>LEI: 254900L3D6CI0XH2P605 | Long             | LON              | CORP              | US        |   6548588 | PA      | $6556314.83   | 0.48%             | 2031-11-17      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                            | CoreWeave Inc                                              | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4089333.36   | 0.30%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AMG Advanced Metallurgical Group NV                                      | AMG Advanced Metallurgical Group NV                        | CUSIP: 000000000<br>LEI: 5493006MN6OH67U2YI74 | Long             | LON              | CORP              | NL        |   5450629 | PA      | $5409749.17   | 0.40%             | 2028-11-30      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Invenergy Thermal Operating I LLC                                        | INVENERGYTHERMALOPERATINGILLC                              | CUSIP: 000000000<br>LEI: 549300JF5R5BXJAMZL67 | Long             | LON              | CORP              | US        |    232500 | PA      | $233895.00    | 0.02%             | 2032-05-06      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                    | QUIKRETE HOLDING 01/30/32                                  | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |   4972538 | PA      | $4963835.56   | 0.37%             | 2032-02-10      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Hill Street Properties                                                   | Hill Street Properties                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    229735 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| HUNTERSTOWN GENERATION LLC                                               | KESTREL ACQUISITION LLC                                    | CUSIP: 44579UAB8<br>LEI: 549300ER0JUHJLPPMH08 | Long             | LON              | CORP              | US        |   3628809 | PA      | $3620971.19   | 0.27%             | 2031-11-06      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| Apollo Commercial Real Estate Finance Inc                                | APOLLO COMMERCIAL REAL ESTATE FINANCE INC                  | CUSIP: 03768DAE7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | LON              | CORP              | US        |   5270000 | PA      | $5276587.50   | 0.39%             | 2030-06-05      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| NAB Holdings LLC                                                         | NORTHAB LLC                                                | CUSIP: 66345FAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4540829 | PA      | $4483115.16   | 0.33%             | 2028-11-24      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                                 | CLOUD SOFTWARE GRP INC                                     | CUSIP: 88632NBF6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |   8010945 | PA      | $8016392.08   | 0.59%             | 2029-03-30      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| AP Core Holdings II LLC                                                  | AP CORE HOLDINGS II LLC                                    | CUSIP: 00187GAD1<br>LEI: 549300PND8ZZ4RWYRZ56 | Long             | LON              | CORP              | US        |   2700000 | PA      | $2417769.00   | 0.18%             | 2027-09-01      | Floating      | 9.94%                 | No            |                  2 | On Loan: No      |
| Asurion                                                                  | ASURION LLC                                                | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   1739049 | PA      | $1687746.76   | 0.12%             | 2030-09-19      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Epic Crude Services LP                                                   | EPIC CRUDE SERVICES LP                                     | CUSIP: 29428XAG5<br>LEI: 549300FRS682IQ7J9S42 | Long             | LON              | CORP              | US        |   2189512 | PA      | $2194526.48   | 0.16%             | 2031-10-15      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| Invenergy Thermal Operating I LLC                                        | INVENERGYTHERMALOPERATING                                  | CUSIP: 000000000<br>LEI: 549300JF5R5BXJAMZL67 | Long             | LON              | CORP              | US        |   3487500 | PA      | $3508425.00   | 0.26%             | 2032-05-06      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| A-Ag Us Gsi Bidco, Inc.                                                  | A-AG US GSI BIDCO INC                                      | CUSIP: 00033RAB7<br>LEI: 25490004WTN5CN5TXD48 | Long             | LON              | CORP              | US        |   5300000 | PA      | $5260250.00   | 0.39%             | 2031-10-31      | Floating      | 9.30%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                    | LEVEL 3 FINANCING INC                                      | CUSIP: 52729KAT3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |   5870000 | PA      | $5929932.70   | 0.44%             | 2032-03-27      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| Physician Partners, LLC                                                  | PHYSICIAN PARTNERS LLC                                     | CUSIP: 71947JAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3175304 | PA      | $1571775.61   | 0.12%             | 2029-12-31      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| Lippert Components Inc                                                   | LIPPERT COMPONENTS INC                                     | CUSIP: 53631HAE8<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | LON              | CORP              | US        |   3451350 | PA      | $3451350.00   | 0.25%             | 2032-03-19      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| First Eagle Holdings Inc                                                 | FIRST EAGLE HOLDINGS INC                                   | CUSIP: 05554JAJ6<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |   6297939 | PA      | $6295294.24   | 0.46%             | 2029-03-05      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Starwood Property Mortgage LLC                                           | STARWOOD PROPERTY MORTGAGE LLC                             | CUSIP: 85570DAL6<br>LEI: 5493008SB15CNJRIOK13 | Long             | LON              | CORP              | US        |   3276471 | PA      | $3282630.79   | 0.24%             | 2030-01-02      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| West Marine / Rising Tide - Warrants                                     | West Marine / Rising Tide - Warrants                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      5583 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Jane Street Group LLC                                                    | JANE STREET GROUP LLC                                      | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |   6643483 | PA      | $6634912.60   | 0.49%             | 2031-12-15      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                           | Gray Media Inc                                             | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1510000.00   | 0.11%             | 2030-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Trinseo Materials Operating SCA                                          | Trinseo Materials Operating SCA                            | CUSIP: 000000000<br>LEI: 549300P1EBLVU1SH8Z09 | Long             | LON              | CORP              | LU        |   5945338 | PA      | $2540799.79   | 0.19%             | 2028-05-03      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| CPPIB OVM MEMBER US LLC                                                  | CPPIB OVM MEMBER US LLC                                    | CUSIP: 12673CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4144168 | PA      | $4128626.97   | 0.30%             | 2031-08-20      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| WH Borrower LLC                                                          | WH BORROWER LLC                                            | CUSIP: 000000000<br>LEI: 2549009H920CQUE3R944 | Long             | LON              | CORP              | US        |   9140000 | PA      | $9126655.60   | 0.67%             | 2032-02-12      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| SKECHERS U.S.A. INC. (Beach Acquisition Bidco)                           | BEACH ACQUISITION BIDCO                                    | CUSIP: 000000000<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |   2770000 | PA      | $2783850.00   | 0.20%             | 2032-06-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| West Marine / Rising Tide - Common Stock                                 | West Marine / Rising Tide - Common Stock                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44603 | NS      | $4460.30      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Nexus Buyer LLC                                                          | NEXUS BUYER LLC                                            | CUSIP: 65343UAH5<br>LEI: 254900PILSANV8WOOF24 | Long             | LON              | CORP              | US        |   9344299 | PA      | $9369902.24   | 0.69%             | 2031-07-31      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co Inc                                               | DYNASTY ACQUISITION CO INC                                 | CUSIP: 26812CAP1<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |   1554588 | PA      | $1554805.63   | 0.11%             | 2031-10-31      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Cobham Ultra Seniorco S.A R.L.                                           | Cobham Ultra US Co-Borrower LLC                            | CUSIP: 000000000<br>LEI: 254900L6IKLPZKIC4F32 | Long             | LON              | CORP              | LU        |  12561167 | PA      | $12565688.83  | 0.92%             | 2029-08-03      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Sazerac Company, Inc.                                                    | SAZERAC CO INC                                             | CUSIP: 000000000<br>LEI: 9QU0CG1O4LSOB6IFK895 | Long             | LON              | CORP              | US        |   3215000 | PA      | $3210981.25   | 0.24%             | 2032-06-26      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                                     | LIFEPOINT HEALTH INC                                       | CUSIP: 75915TAL6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |   2552894 | PA      | $2509597.35   | 0.18%             | 2031-05-16      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Transdigm Inc                                                            | TRANSDIGM INC                                              | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   7508262 | PA      | $7518323.57   | 0.55%             | 2032-01-19      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Houghton Mifflin Harcourt Company                                        | Houghton Mifflin Harcourt Co                               | CUSIP: 44157YAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7192954 | PA      | $7016726.36   | 0.52%             | 2029-04-09      | Floating      | 9.63%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                     | CHARTER COMMUNICATIONS OPERATING LLC                       | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |   6031400 | PA      | $6039723.21   | 0.44%             | 2031-12-15      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| Mermaid Bidco Inc                                                        | MERMAID BIDCO INC                                          | CUSIP: 59012CAL9<br>LEI: 254900765HT42I3EW691 | Long             | LON              | CORP              | US        |   5122171 | PA      | $5122170.62   | 0.38%             | 2031-07-03      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| Emerald Expositions Holding Inc.                                         | EMERALD X INC                                              | CUSIP: 29088UAG2<br>LEI: 549300YQCBSQUCZ74696 | Long             | LON              | CORP              | US        |   1046500 | PA      | $1051083.67   | 0.08%             | 2032-01-23      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| Lendingtree Inc                                                          | LendingTree LLC                                            | CUSIP: 52602KAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5963672 | PA      | $5963671.92   | 0.44%             | 2028-09-15      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| Stonepeak Nile Parent LLC                                                | STONEPEAK NILE PARENT                                      | CUSIP: 86184XAB0<br>LEI: 254900TJV3VAFZD0GU41 | Long             | LON              | CORP              | US        |   3105000 | PA      | $3113538.75   | 0.23%             | 2032-04-09      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Manchester Acquisition Sub LLC                                           | Manchester Acquisition Sub LLC                             | CUSIP: 000000000<br>LEI: 254900LBVLLF5B4PFE37 | Long             | LON              | CORP              | US        |   3116712 | PA      | $2922883.57   | 0.22%             | 2026-12-01      | Floating      | 10.22%                | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO                                                        | Mountain View CLO XVIII Ltd                                | CUSIP: 623908AL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5019500.00   | 0.37%             | 2037-10-16      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Par Petroleum LLC                                                        | PAR PETROLEUM LLC                                          | CUSIP: 69889PAE5<br>LEI: 984500CCF05C2FB39F45 | Long             | LON              | CORP              | US        |   4237508 | PA      | $4181912.12   | 0.31%             | 2030-02-28      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| Team Services Group LLC                                                  | TEAM PUBLIC CHOICES LLC                                    | CUSIP: 87821EAF0<br>LEI: 2549000UQACQVCO13Y82 | Long             | LON              | CORP              | US        |   2057212 | PA      | $2041782.45   | 0.15%             | 2027-12-20      | Floating      | 9.43%                 | No            |                  2 | On Loan: No      |
| EOC Borrower LLC                                                         | ENDEAVOR OPERATING CO LLC                                  | CUSIP: 26875YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6660000 | PA      | $6662064.60   | 0.49%             | 2032-03-24      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Rockpoint Gas Storage Partners LP                                        | ROCKPOINT GAS STORAGE PA                                   | CUSIP: 000000000<br>LEI: 549300ZXM0KTRM0NMI59 | Long             | LON              | CORP              | CA        |   8228407 | PA      | $8252763.38   | 0.61%             | 2031-09-18      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Veritiv Operating Co                                                     | VERITIV OPERATING CO                                       | CUSIP: 92338TAB2<br>LEI: 5493004G8OK5L1UTIY12 | Long             | LON              | CORP              | US        |   4188135 | PA      | $4199652.13   | 0.31%             | 2030-11-29      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| Ineos Quattro Holdings UK Limited                                        | INEOS US PETROCHEM LLC                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    783038 | PA      | $712564.13    | 0.05%             | 2031-10-01      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| AP Core Holdings II LLC                                                  | AP CORE HOLDINGS II LLC                                    | CUSIP: 00187GAC3<br>LEI: 549300PND8ZZ4RWYRZ56 | Long             | LON              | CORP              | US        |   3021025 | PA      | $2711913.58   | 0.20%             | 2027-09-01      | Floating      | 9.94%                 | No            |                  2 | On Loan: No      |
| Ineos Finance PLC                                                        | INEOS US FINANCE LLC                                       | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |  12160430 | PA      | $11634977.63  | 0.86%             | 2030-02-18      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Domtar Corporation                                                       | Domtar Corp                                                | CUSIP: 25755FAK6<br>LEI: XYSIJOU3HNVROZWNA008 | Long             | LON              | CORP              | US        |   2388453 | PA      | $2217535.24   | 0.16%             | 2028-11-30      | Floating      | 9.94%                 | No            |                  2 | On Loan: No      |
| Allen Media LLC                                                          | Allen Media LLC                                            | CUSIP: 01771JAG8<br>LEI: 549300ERNJNM4RN5JP79 | Long             | LON              | CORP              | US        |   3886937 | PA      | $2468205.13   | 0.18%             | 2027-02-10      | Floating      | 9.95%                 | No            |                  2 | On Loan: No      |
| Clover Holdings 2, LLC                                                   | CLOVER HOLDINGS 2 LLC                                      | CUSIP: 18914DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3400000 | PA      | $3401054.00   | 0.25%             | 2031-12-09      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                        | CLARIOS GLOBAL LP                                          | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |   2960000 | PA      | $2961864.80   | 0.22%             | 2032-01-28      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                                                           | Sabre GLBL Inc                                             | CUSIP: 78571YBJ8<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |   6661008 | PA      | $6594397.97   | 0.49%             | 2028-06-30      | Floating      | 9.43%                 | No            |                  2 | On Loan: No      |
| Pasadena Performance Products LLC                                        | PASADENA PERFORMANCE PRODUCTS LLC                          | CUSIP: 70230EAB0<br>LEI: 5493005DW01M0N2KWP70 | Long             | LON              | CORP              | US        |   3511200 | PA      | $3525104.35   | 0.26%             | 2032-02-27      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| Quirch Foods Holdings LLC                                                | Quirch Foods Holdings LLC                                  | CUSIP: 74880TAG1<br>LEI: 549300ZJJLQXSE7L4U02 | Long             | LON              | CORP              | US        |   7382945 | PA      | $6883267.52   | 0.51%             | 2027-10-27      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Consolidated Energy Finance SA                                           | CONSOLIDATED ENERGY FIN SA                                 | CUSIP: 000000000<br>LEI: 549300PUNIS0USNSL750 | Long             | LON              | CORP              | LU        |   7979000 | PA      | $7520207.50   | 0.55%             | 2030-11-15      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| Lackawanna Energy Center LLC                                             | LACKAWANNA ENERGY CENTER LLC                               | CUSIP: 000000000<br>LEI: 549300IW2LJBNY42EC59 | Long             | LON              | CORP              | US        |   2826334 | PA      | $2828679.79   | 0.21%             | 2029-08-06      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Red Planet Borrower LLC                                                  | RED PLANET BORROWER LLC                                    | CUSIP: 57165KAD8<br>LEI: 254900LGTHBRY5NA0C90 | Long             | LON              | CORP              | US        |   2174550 | PA      | $2176811.53   | 0.16%             | 2028-10-02      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings Inc (f/k/a Advisor Group Holdings Inc)                    | OSAIC HOLDINGS INC                                         | CUSIP: 00775KAK4<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |   8112063 | PA      | $8124555.94   | 0.60%             | 2028-08-17      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Coral US Co-Borrower LLC                                                 | Coral-US Co-Borrower LLC                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5000000 | PA      | $4976400.00   | 0.37%             | 2029-10-15      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                 | LUMEN TECHNOLOGI 06/01/28                                  | CUSIP: 55024EAD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |   8239258 | PA      | $8441779.45   | 0.62%             | 2028-06-01      | Floating      | 10.33%                | No            |                  2 | On Loan: No      |
| Goodnight Water Solutions Holdings, LLC                                  | GOODNIGHT WATER SOLUTIONS LLC                              | CUSIP: 000000000<br>LEI: 254900CZJ6KUEVU9QV27 | Long             | LON              | CORP              | US        |   7404895 | PA      | $7404895.15   | 0.54%             | 2029-06-04      | Floating      | 8.83%                 | No            |                  3 | On Loan: No      |
| Medline Borrower LP                                                      | MEDLINE BORROWER LP                                        | CUSIP: 58503UAF0<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |   6982412 | PA      | $6985833.44   | 0.51%             | 2028-10-23      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| CWGS Group LLC                                                           | CWGS Group LLC                                             | CUSIP: 12670UAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3317612 | PA      | $3239846.76   | 0.24%             | 2028-06-03      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                   | CCO Holdings LLC / CCO Holdings Capital Corp               | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1868346.94   | 0.14%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Construction Partners Inc                                                | CONSTRUCTION PARTNERS INC                                  | CUSIP: 21043XAH5<br>LEI: 549300MHLFL4E8JLZU44 | Long             | LON              | CORP              | US        |   3014850 | PA      | $3022387.13   | 0.22%             | 2031-11-03      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Thryv Inc                                                                | THRYV INC                                                  | CUSIP: 88602GAF8<br>LEI: 254900W0Q0EQ1QHCLN20 | Long             | LON              | CORP              | US        |   1144500 | PA      | $1145221.05   | 0.08%             | 2029-05-01      | Floating      | 11.08%                | No            |                  2 | On Loan: No      |
| Superannuation and Investments US LLC                                    | Superannuation & Investments US LLC                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5014974 | PA      | $5038493.75   | 0.37%             | 2028-12-01      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| VM Consolidated Inc                                                      | VM CONSOLIDATED INC                                        | CUSIP: 00215NAN0<br>LEI: 549300GCTGJLEBXJUK89 | Long             | LON              | CORP              | US        |   2809968 | PA      | $2820505.00   | 0.21%             | 2028-03-24      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| MKS Instruments Inc                                                      | MKS INSTRUMENTS INC                                        | CUSIP: 55314NAZ7<br>LEI: 549300KEQATBHAGVF505 | Long             | LON              | CORP              | US        |   6993698 | PA      | $7000691.45   | 0.52%             | 2029-08-17      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                                          | ABG INTERMEDIATE HLDGS 2                                   | CUSIP: 00076VBM1<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |   2628412 | PA      | $2620737.54   | 0.19%             | 2032-02-13      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Aspire Bakeries Holdings LLC                                             | ASPIRE BAKERIES HOLDINGS LLC                               | CUSIP: 000000000<br>LEI: 549300MWN7R72KAKOD18 | Long             | LON              | CORP              | US        |   3275126 | PA      | $3280234.82   | 0.24%             | 2030-12-23      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| Summit Midstream Corp                                                    | Summit Midstream Corp                                      | CUSIP: 86614G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    108293 | NS      | $2656427.29   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson River Trading LLC                                                 | HUDSON RIVER TRADING LLC                                   | CUSIP: 44413EAJ7<br>LEI: 549300SMOBUC8O5UOE10 | Long             | LON              | CORP              | US        |   6818394 | PA      | $6832235.75   | 0.50%             | 2030-03-18      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| Clue Opco LLC                                                            | CLUE OPCO LLC                                              | CUSIP: 18948EAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3599578 | PA      | $3569953.25   | 0.26%             | 2030-12-19      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| Ziggo Financing Partnership                                              | Ziggo Financing Partnership                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7787154 | PA      | $7601352.05   | 0.56%             | 2028-04-30      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| MISTER CAR WASH HOLDINGS IN                                              | MISTER CAR WASH HOLDINGS INC                               | CUSIP: 60646CAK3<br>LEI: 549300BARUQU0U2GQE05 | Long             | LON              | CORP              | US        |   3776582 | PA      | $3780509.58   | 0.28%             | 2031-03-27      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                                     | ALPHA GENERATION LLC                                       | CUSIP: 02072UAC6<br>LEI: 254900K5V62L4YGVKF49 | Long             | LON              | CORP              | US        |   4515725 | PA      | $4506332.29   | 0.33%             | 2031-09-30      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Ineos US Finance LLC                                                     | INEOS US FINANCE LLC                                       | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |   6437569 | PA      | $6128565.64   | 0.45%             | 2031-02-07      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Schweitzer-Mauduit International Inc                                     | Mativ Holdings Inc                                         | CUSIP: 80854EAH1<br>LEI: 549300Z1FU4IDULG1R21 | Long             | LON              | CORP              | US        |   3664377 | PA      | $3627733.15   | 0.27%             | 2028-04-20      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| Venga Finance SARL                                                       | VENGA FINANCE 06/29/29                                     | CUSIP: 000000000<br>LEI: 9845005B0E54C498F641 | Long             | LON              | CORP              | LU        |  12006443 | PA      | $11998998.86  | 0.88%             | 2029-06-28      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| Adeia Inc                                                                | ADEIA INC                                                  | CUSIP: 98422BAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6605608 | PA      | $6613864.85   | 0.49%             | 2028-06-08      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| OSCAR ACQUISITIONCO LLC                                                  | OSCAR ACQUISITIONCO LLC                                    | CUSIP: 68778DAB4<br>LEI: 254900RDCZK0Q19MEL65 | Long             | LON              | CORP              | US        |   5731683 | PA      | $5264779.88   | 0.39%             | 2029-04-30      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                                             | MPH ACQUISITION HOLDINGS LLC                               | CUSIP: 55328HAQ4<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |         2 | PA      | $1.37         | 0.00%             | 2030-12-31      | Floating      | 9.14%                 | No            |                  2 | On Loan: No      |
| Alliance Laundry Systems LLC                                             | ALLIANCE LAUNDRY SYSTEMS LLC                               | CUSIP: 01862LBA5<br>LEI: 549300YBOGK6MBI5ND34 | Long             | LON              | CORP              | US        |   4150000 | PA      | $4156225.00   | 0.31%             | 2031-08-19      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Cable One Inc                                                            | CABLE ONE INC                                              | CUSIP: 12685LAG5<br>LEI: 549300648QS85T0XSH18 | Long             | LON              | CORP              | US        |   1565443 | PA      | $1505956.60   | 0.11%             | 2028-05-03      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| DirectV Financing LLC                                                    | DIRECTV FINANCING LLC                                      | CUSIP: 25460HAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1997500 | PA      | $1900621.25   | 0.14%             | 2031-02-17      | Floating      | 9.83%                 | No            |                  2 | On Loan: No      |
| Fugue Finance LLC                                                        | FUGUE FINANCE LLC                                          | CUSIP: 000000000<br>LEI: 254900Y4DWBRGAFENC88 | Long             | LON              | CORP              | HK        |    170000 | PA      | $170921.40    | 0.01%             | 2032-01-09      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Boost Newco Borrower LLC                                                 | BOOST NEWCO BORROWER LLC                                   | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |   3568706 | PA      | $3576128.78   | 0.26%             | 2031-01-31      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                                 | Virgin Media Bristol LLC                                   | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |  11256302 | PA      | $11100402.71  | 0.82%             | 2028-01-31      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Perforce Software Inc                                                    | PERFORCE SOFTWARE INC                                      | CUSIP: 71376GAK7<br>LEI: 549300322GBMUSL1VG17 | Long             | LON              | CORP              | US        |    754893 | PA      | $725641.20    | 0.05%             | 2029-07-02      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                                     | LIFEPOINT HEALTH INC                                       | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |  11181893 | PA      | $11050841.42  | 0.81%             | 2031-05-16      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| Creation Technologies Inc                                                | Creation Technologies Inc                                  | CUSIP: 22526YAB0<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   6952480 | PA      | $6848193.29   | 0.50%             | 2028-10-05      | Floating      | 10.05%                | No            |                  2 | On Loan: No      |
| UST Global Inc                                                           | UST GLOBAL INC                                             | CUSIP: 90355HAB0<br>LEI: 984500398691E4511Z04 | Long             | LON              | CORP              | US        |   4732383 | PA      | $4744214.02   | 0.35%             | 2028-11-20      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| Victra Holdings LLC aka LSF9 Atlantis Holdings LLC                       | VICTRA HOLDINGS LLC                                        | CUSIP: 50226BAM0<br>LEI: 549300KWDYQKQSF0MQ18 | Long             | LON              | CORP              | US        |   4279291 | PA      | $4273941.60   | 0.31%             | 2029-03-29      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| Franklin Square Holdings LP                                              | FB INCOME ADVISOR LLC                                      | CUSIP: 30259HAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6122217 | PA      | $6106911.46   | 0.45%             | 2031-04-25      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Blackhawk Network Holdings Inc.                                          | BHN MERGER SUB INC                                         | CUSIP: 09238FAM3<br>LEI: 549300LFU3K8UIR03132 | Long             | LON              | CORP              | US        |   4291758 | PA      | $4311886.73   | 0.32%             | 2029-03-12      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| Emg Utica Midstream Holdings LLC                                         | EMG UTICA MIDSTREAM HOLDINGS LLC                           | CUSIP: 000000000<br>LEI: 254900H5HLPM7ZD1LU54 | Long             | LON              | CORP              | US        |   3471300 | PA      | $3488656.50   | 0.26%             | 2030-04-01      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| Lackawanna Energy Center LLC                                             | LACKAWANNA ENERGY CENTER LLC                               | CUSIP: 000000000<br>LEI: 549300IW2LJBNY42EC59 | Long             | LON              | CORP              | US        |    620756 | PA      | $621271.59    | 0.05%             | 2029-08-06      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                      | CLYDESDALE ACQUISITION HOLDINGS INC                        | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |   3882131 | PA      | $3864893.93   | 0.28%             | 2032-04-01      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Triton Water Holdings Inc                                                | PRIMO BRANDS CORP                                          | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |   5667428 | PA      | $5685223.96   | 0.42%             | 2028-03-31      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| Inmar Inc                                                                | INMAR INC                                                  | CUSIP: 000000000<br>LEI: 549300N1ML5MXXFIDZ25 | Long             | LON              | CORP              | US        |   4327624 | PA      | $4354671.66   | 0.32%             | 2031-10-30      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| QXO Building Products Inc (f/k/a Beacon Roofing Supply Inc.)             | QXO INC                                                    | CUSIP: 07368RAJ0<br>LEI: 549300HDXQWWCBOYXP31 | Long             | LON              | CORP              | US        |   2334667 | PA      | $2348581.28   | 0.17%             | 2032-04-30      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                     | CHARTER COMMUNICATIONS OPER                                | CUSIP: 16117LCB3<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |   6220163 | PA      | $6215187.21   | 0.46%             | 2030-12-07      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| DirectV Financing LLC                                                    | DIRECTV FINANCING LLC                                      | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3304251 | PA      | $3272695.13   | 0.24%             | 2029-08-02      | Floating      | 9.79%                 | No            |                  2 | On Loan: No      |
| Lc Ahab Us Bidco LLC                                                     | LC AHAB US BIDCO LLC                                       | CUSIP: 50180PAB7<br>LEI: 254900949U9K2Q5C5A85 | Long             | LON              | CORP              | US        |   2626767 | PA      | $2621854.87   | 0.19%             | 2031-05-01      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Goat Holdco LLC                                                          | GOAT HOLDCO LLC                                            | CUSIP: 38021CAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3610950 | PA      | $3614560.95   | 0.27%             | 2032-01-27      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Digital Media Solutions                                                  | Digital Media Solutions                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1624797 | PA      | $1624796.61   | 0.12%             | 2030-02-28      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| Chart Industries, Inc.                                                   | Chart Indus 03/18/30                                       | CUSIP: 16115EAT4<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | LON              | CORP              | US        |   2834922 | PA      | $2837586.90   | 0.21%             | 2030-03-15      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Team Services Group LLC                                                  | TEAM PUBLIC CHOICES LLC                                    | CUSIP: 87821EAG8<br>LEI: 2549000UQACQVCO13Y82 | Long             | LON              | CORP              | US        |   4299225 | PA      | $4274160.52   | 0.31%             | 2027-12-20      | Floating      | 9.53%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                                    | Encompass Health Corp                                      | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990997.70    | 0.07%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Russell Investments US Institutional Holdco Inc.                         | RUSSELL INVESTMENTS US INSTITUTIONAL HOLDCO INC            | CUSIP: 78249LAE0<br>LEI: 5493008YG7V0FQCJQI74 | Long             | LON              | CORP              | US        |   6467588 | PA      | $6089233.80   | 0.45%             | 2027-05-30      | Floating      | 9.28%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                             | MH SUB I LLC                                               | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    891941 | PA      | $773018.64    | 0.06%             | 2031-12-31      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| Vestis Corporation                                                       | VESTIS TL B 1L USD                                         | CUSIP: 92550HAE3<br>LEI: 254900QDW0TA2TMFAP59 | Long             | LON              | CORP              | US        |   6264542 | PA      | $5990467.97   | 0.44%             | 2031-02-22      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Virtusa Corporation                                                      | VIRTUSA CORP                                               | CUSIP: 92828KAP7<br>LEI: C77OMXDER63WLJCSKT03 | Long             | LON              | CORP              | US        |   4509943 | PA      | $4507688.24   | 0.33%             | 2029-02-15      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Blackstone Mortgage Trust Inc                                            | BLACKSTONE MORTGAGE TR                                     | CUSIP: 09259GAH6<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | LON              | CORP              | US        |   4059825 | PA      | $4062382.69   | 0.30%             | 2030-12-10      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Varsity Brands, Inc.                                                     | VARSITY BRANDS INC                                         | CUSIP: 92227QAF3<br>LEI: 254900PLBJA0I5NSTT38 | Long             | LON              | CORP              | US        |   3740625 | PA      | $3737108.81   | 0.27%             | 2031-08-26      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Bright Bidco                                                             | Bright Bidco                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26953 | NS      | $6387.86      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Magnite Inc                                                              | MAGNITE INC                                                | CUSIP: 55955NAG3<br>LEI: 54930018FR2YX1HHSB02 | Long             | LON              | CORP              | US        |   6842766 | PA      | $6851319.18   | 0.50%             | 2031-02-06      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Vertex Aerospace Services Corp                                           | VERTEX AEROSPACE SERVICE                                   | CUSIP: 92532MAE5<br>LEI: 549300YOTFEWSPUJ2D47 | Long             | LON              | CORP              | US        |   5045771 | PA      | $5030027.96   | 0.37%             | 2030-12-06      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco Us Inc.                                                    | Neptune Bidco US Inc                                       | CUSIP: 64069JAC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |   5568306 | PA      | $5253084.38   | 0.39%             | 2029-04-11      | Floating      | 9.33%                 | No            |                  2 | On Loan: No      |
| Transdigm Inc                                                            | TRANSDIGM INC                                              | CUSIP: 89364MCB8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   4803475 | PA      | $4819518.24   | 0.35%             | 2030-03-22      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Brazos Delaware II LLC                                                   | BRAZOS DELAWARE II LLC                                     | CUSIP: 10620UAL6<br>LEI: 549300V1BTYXZRGYUU04 | Long             | LON              | CORP              | US        |   6164388 | PA      | $6168764.48   | 0.45%             | 2030-02-11      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| Forest City Enterprises LP                                               | Forest City Enterprises LP                                 | CUSIP: 34555QAF7<br>LEI: 54930078MCT017XXRD21 | Long             | LON              | CORP              | US        |  15456370 | PA      | $14952183.21  | 1.10%             | 2025-12-08      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Lightning Power, LLC                                                     | LIGHTNING POWER LLC                                        | CUSIP: 53229LAB3<br>LEI: 254900BWCHJ03XRL8K59 | Long             | LON              | CORP              | US        |   6945100 | PA      | $6952809.06   | 0.51%             | 2031-08-18      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| KREF Holdings X LLC                                                      | KREF HOLDINGS X LLC                                        | CUSIP: 48266YAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2640000 | PA      | $2653200.00   | 0.20%             | 2032-03-05      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| Chemours Company (The)                                                   | CHEMOURS CO/THE                                            | CUSIP: 16384YAJ6<br>LEI: 549300M1BOLNXL8DOV14 | Long             | LON              | CORP              | US        |   3054250 | PA      | $3042796.18   | 0.22%             | 2028-08-18      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Cengage Learning Inc                                                     | CENGAGE LEARNING INC                                       | CUSIP: 15131YAQ8<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |   3203952 | PA      | $3208950.03   | 0.24%             | 2031-03-22      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| ARC Falcon I Inc                                                         | Arc Falcon I Inc                                           | CUSIP: 03880YAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7184000 | PA      | $6914600.00   | 0.51%             | 2029-09-30      | Floating      | 11.43%                | No            |                  2 | On Loan: No      |
| Ineos US Petrochem LLC                                                   | INEOS US PETROCHEM LLC                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3708062 | PA      | $3443863.05   | 0.25%             | 2029-04-02      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| Natgasoline LLC                                                          | NATGASOLINE LLC                                            | CUSIP: 000000000<br>LEI: 549300OHXDYMQYZOWC24 | Long             | LON              | CORP              | US        |   3909107 | PA      | $3874902.59   | 0.29%             | 2030-03-29      | Floating      | 9.83%                 | No            |                  2 | On Loan: No      |
| HDI Aerospace Intermediate Holding Iii Corporation                       | HDI AEROSPACE INTERMEDIATE HOLDING III CORP                | CUSIP: 40415WAB0<br>LEI: 254900LKRYAGKIYOHW04 | Long             | LON              | CORP              | US        |   7566667 | PA      | $7566666.67   | 0.56%             | 2032-02-11      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                               | DaVita Inc                                                 | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2395304.00   | 0.18%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                                            | Cable One Inc                                              | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2363592.60   | 0.17%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco Us Inc.                                                    | NEPTUNE BIDCO US INC                                       | CUSIP: 64069JAF9<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |   4192534 | PA      | $3939472.55   | 0.29%             | 2028-10-11      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| Jump Financial LLC                                                       | JUMP FINANCIAL LLC                                         | CUSIP: 48138UAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2550000 | PA      | $2556375.00   | 0.19%             | 2032-02-20      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| Golden State Foods LLC                                                   | GOLDEN STATE FOODS LLC                                     | CUSIP: 38121NAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2610340 | PA      | $2620076.99   | 0.19%             | 2031-12-04      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| Zacapa Sarl                                                              | ZACAPA 03/22/29                                            | CUSIP: 000000000<br>LEI: 213800VIVQIJLORBU468 | Long             | LON              | CORP              | LU        |  17376732 | PA      | $17420173.94  | 1.28%             | 2029-03-22      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| WaterBridge Midstream Operating LLC                                      | WATERBRIDGE MIDSTREAM OPERATING LLC                        | CUSIP: 94120XAF2<br>LEI: 549300DVU86VSP486341 | Long             | LON              | CORP              | US        |  15460600 | PA      | $15358405.43  | 1.13%             | 2029-06-27      | Floating      | 9.31%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                            | TRANSDIGM INC                                              | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   1876297 | PA      | $1879487.19   | 0.14%             | 2031-02-28      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing Inc                                        | AMERICAN AXLE & MANUFACTURING INC                          | CUSIP: 02406MAU1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | LON              | CORP              | US        |   5246400 | PA      | $5207052.00   | 0.38%             | 2029-12-12      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| Rackspace Finance, LLC                                                   | RACKSPACE FINANCE LLC                                      | CUSIP: 75008UAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5194782 | PA      | $2346327.15   | 0.17%             | 2028-05-15      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| First Eagle Holdings Inc-f/k/a Arnhold and S. Bleicroeder Holdings Inc   | GC FERRY ACQUISITION I                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8938854 | PA      | $8771250.66   | 0.65%             | 2032-06-06      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| AHEAD DB HOLDINGS LLC                                                    | AHEAD DB HOLDINGS LLC                                      | CUSIP: 00866HAH8<br>LEI: 254900L07WFL833JX193 | Long             | LON              | CORP              | US        |   5142730 | PA      | $5143809.54   | 0.38%             | 2031-02-03      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| TripAdvisor Inc                                                          | TRIPADVISOR INC                                            | CUSIP: 89677NAE4<br>LEI: 549300XVG45PT5BART17 | Long             | LON              | CORP              | US        |   3994812 | PA      | $3979831.95   | 0.29%             | 2031-07-08      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Altisource Portfolio Solutions                                           | Altisource Portfolio Solutions SA                          | CUSIP: 000000000<br>LEI: 894500OLCBOOO8WZUE76 | Long             | EC               | CORP              | LU        |      2926 | NS      | $24958.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Autokiniton US Holdings Inc                                              | AUTOKINITON US HOLDINGS                                    | CUSIP: 05278HAC0<br>LEI: 254900EHNKMJ1OSEZL85 | Long             | LON              | CORP              | US        |   7366156 | PA      | $7087715.08   | 0.52%             | 2028-04-06      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| Hexion Holdings Corporation                                              | Hexion Inc                                                 | CUSIP: 42829JAB5<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |   3903529 | PA      | $3810820.59   | 0.28%             | 2030-03-15      | Floating      | 11.86%                | No            |                  2 | On Loan: No      |
| Perforce Software Inc                                                    | PERFORCE SOFTWARE INC                                      | CUSIP: 71376GAJ0<br>LEI: 549300322GBMUSL1VG17 | Long             | LON              | CORP              | US        |   3658050 | PA      | $3498010.31   | 0.26%             | 2031-03-21      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| SAVOR ACQUISITION INC                                                    | SAVOR ACQUISITION INC                                      | CUSIP: 80536AAB8<br>LEI: 25490051R6ZOBEBPQ519 | Long             | LON              | CORP              | US        |   3376466 | PA      | $3394394.55   | 0.25%             | 2032-02-04      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                    | Tenet Healthcare Corp                                      | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1055120.24   | 0.08%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ineos Styrolution US Holding LLC                                         | INEOS Styrolutio 02/22/27                                  | CUSIP: 45673NAE0<br>LEI: 529900Z6N7K4QRHSOT95 | Long             | LON              | CORP              | US        |   3904459 | PA      | $3728758.58   | 0.27%             | 2027-01-29      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Allwyn Entertainment Financing (Us) LLC                                  | ALLWYN ENTERTAINMENT FINANCING US LLC                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3691442 | PA      | $3665306.75   | 0.27%             | 2031-06-02      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                             | MH Sub I LLC                                               | CUSIP: 55303BAD5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |   2565000 | PA      | $2241168.75   | 0.16%             | 2029-02-23      | Floating      | 10.58%                | No            |                  2 | On Loan: No      |
| Ahlstrom Holding 3 Oy fka Spa Holdings 3                                 | Spa US HoldCo Inc                                          | CUSIP: 000000000<br>LEI: 254900HXD0I72WZYIT06 | Long             | LON              | CORP              | US        |   5726492 | PA      | $5710400.14   | 0.42%             | 2028-02-04      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| Allegro Microsystems Inc                                                 | ALLEGRO MICROSYSTEMS INC                                   | CUSIP: 01748YAG5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4014500 | PA      | $4019518.13   | 0.30%             | 2030-10-31      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Middle River Power/MRP Buyer                                             | MRP BUYER LLC                                              | CUSIP: 000000000<br>LEI: 254900P4JAIDEHZ3O147 | Long             | LON              | CORP              | US        |    769435 | PA      | $757416.90    | 0.06%             | 2032-06-04      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Jo-Ann Stores, Inc. (Needle Holdings)-LX232057                           | Jo-Ann Stores, Inc. (Needle Holdings)-LX232057             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1192694 | NS      | $11926.94     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Restoration Hardware, Inc.                                               | RH                                                         | CUSIP: 76133MAC5<br>LEI: 549300H9H1H3OC7C3H47 | Long             | LON              | CORP              | US        |   2426091 | PA      | $2360683.23   | 0.17%             | 2028-10-20      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| DRW Holdings LLC                                                         | DRW HOLDINGS LLC                                           | CUSIP: 23343HAE0<br>LEI: 549300W696CUHX8SLK40 | Long             | LON              | CORP              | US        |  11884950 | PA      | $11899806.19  | 0.88%             | 2031-06-26      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Crown Equipment Corporation                                              | CROWN EQUIPMENT CORP                                       | CUSIP: 22834HAK4<br>LEI: V22E9B3P7BX1W5NNT053 | Long             | LON              | CORP              | US        |   3906950 | PA      | $3897182.63   | 0.29%             | 2031-10-10      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Lsf12 Crown Us Commercial Bidco, LLC                                     | LSF12 CROWN US COMMERCIAL BIDCO LLC                        | CUSIP: 50221UAC5<br>LEI: 254900FI2OCFTJ9PAJ18 | Long             | LON              | CORP              | US        |   4695000 | PA      | $4715564.10   | 0.35%             | 2031-12-02      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Glatfelter Corporation                                                   | TREASURE HOLDCO INC                                        | CUSIP: 89458XAB3<br>LEI: 549300LDQLQBT38QDY28 | Long             | LON              | CORP              | US        |   3885475 | PA      | $3802908.66   | 0.28%             | 2031-11-04      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                 | Warnermedia Holdings Inc                                   | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1362825.00   | 0.10%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                 | Warnermedia Holdings Inc                                   | CUSIP: 55903VBC6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   3680000 | PA      | $2737000.00   | 0.20%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| CHAMPIONX CORP                                                           | CHAMPIONX CORP                                             | CUSIP: 15872NAC6<br>LEI: 549300EP2909K6DYYP38 | Long             | LON              | CORP              | US        |   4830995 | PA      | $4830994.87   | 0.36%             | 2029-06-07      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| Scientific Games International, Inc.                                     | LIGHT & WONDER INTERNATIONAL INC                           | CUSIP: 80875AAW1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |   7902037 | PA      | $7898085.74   | 0.58%             | 2029-04-14      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                                 | NGL ENERGY OPERATING LLC                                   | CUSIP: 62922KAF7<br>LEI: 5493008CQD36WWZJ3O79 | Long             | LON              | CORP              | US        |   2992424 | PA      | $2965163.26   | 0.22%             | 2031-02-02      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Pitney Bowes Inc                                                         | PITNEY BOWE 01/31/32                                       | CUSIP: 72448FAW5<br>LEI: 549300N2O26NW4ST6W55 | Long             | LON              | CORP              | US        |   8134612 | PA      | $8110859.43   | 0.60%             | 2032-03-19      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| American Greetings Corporation                                           | AMERICAN GREETINGS CORP                                    | CUSIP: 02639DAN6<br>LEI: 549300WMJOT8C9DNMF90 | Long             | LON              | CORP              | US        |   3046875 | PA      | $3044346.09   | 0.22%             | 2029-10-30      | Floating      | 10.08%                | No            |                  2 | On Loan: No      |
| Brookfield Property Reit Inc                                             | BROOKFIELD PROPERTIES RETAIL HOLDING LLC                   | CUSIP: 11283HAG2<br>LEI: 549300K1JD1LDRNBET48 | Long             | LON              | CORP              | US        |   3910049 | PA      | $3896206.94   | 0.29%             | 2030-05-28      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Coral US Co-Borrower LLC                                                 | CORAL-US CO-BORROWER LLC                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5035000 | PA      | $4973623.35   | 0.37%             | 2032-01-31      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| BMC Software (Boxer/ Bladelogic)                                         | BMC SOFTWARE INC                                           | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |   4144612 | PA      | $4115848.89   | 0.30%             | 2031-07-30      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| ASP Dream Acquisition Co LLC                                             | ASP Dream Acquisition Co LLC                               | CUSIP: 00217BAB0<br>LEI: 254900DH5Q9BDS6KS803 | Long             | LON              | CORP              | US        |   5376661 | PA      | $5188477.40   | 0.38%             | 2028-12-15      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| Altice Financing SA                                                      | Altice Financing SA                                        | CUSIP: 000000000<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | LON              | CORP              | LU        |   1376407 | PA      | $1366084.15   | 0.10%             | 2025-07-15      | Floating      | 9.25%                 | No            |                  2 | On Loan: No      |
| INSTALLED BUILDING PRODU                                                 | Installed Building Products Inc                            | CUSIP: 45780RAA9<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |   6027000 | PA      | $6007905.86   | 0.44%             | 2028-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wasserman Media Group, LLC                                               | WASSERMAN MEDIA GROUP                                      | CUSIP: 94105CAL4<br>LEI: 549300F1FIWM51N74V39 | Long             | LON              | CORP              | US        |   3000000 | PA      | $3000000.00   | 0.22%             | 2032-06-11      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Arsenal Aic Parent LLC                                                   | ARSENAL AIC PARENT LLC                                     | CUSIP: 04287KAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4051845 | PA      | $4042728.29   | 0.30%             | 2030-08-18      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Fitness International LLC                                                | FITNESS & SPORTS CLUBS LLC                                 | CUSIP: 33818XAM2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2508499 | PA      | $2511007.24   | 0.18%             | 2029-02-12      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| Bingo Holdings I, LLC                                                    | BINGO HOLDINGS I LLC                                       | CUSIP: 09081AAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2625000 | PA      | $2582343.75   | 0.19%             | 2032-06-14      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| MRP BUYER LLC                                                            | MRP BUYER LLC                                              | CUSIP: 000000000<br>LEI: 254900P4JAIDEHZ3O147 | Long             | LON              | CORP              | US        |   6045565 | PA      | $5951132.80   | 0.44%             | 2032-05-24      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                             | MH SUB I LLC                                               | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |   1347695 | PA      | $1263046.31   | 0.09%             | 2028-05-03      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| Voyage Digital (Nz) Limited                                              | VOYAGE DIGITAL NZ LTD                                      | CUSIP: 000000000<br>LEI: 984500E641C3F2A8E121 | Long             | LON              | CORP              | NZ        |   3830879 | PA      | $3830878.75   | 0.28%             | 2029-05-11      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Camelot US Acquisition I Co                                              | CAMELOT US ACQUISITION LLC                                 | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |   1965000 | PA      | $1965000.00   | 0.14%             | 2031-01-31      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                 | LUMEN TECHNOLOGIES INC                                     | CUSIP: 55024EAG0<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |   5335148 | PA      | $5262643.08   | 0.39%             | 2030-04-15      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Dayforce Inc                                                             | DAYFORCE INC                                               | CUSIP: 23958CAD9<br>LEI: 549300T64GVCHFJ8L449 | Long             | LON              | CORP              | US        |   2450312 | PA      | $2450311.88   | 0.18%             | 2031-02-26      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Connect US Finco LLC                                                     | CONNECT FINCO SARL                                         | CUSIP: 000000000<br>LEI: 2594001KNYIQ456J2792 | Long             | LON              | CORP              | LU        |   9104717 | PA      | $8626719.22   | 0.63%             | 2029-09-27      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                              | Asurion LLC                                                | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   8321000 | PA      | $7703415.38   | 0.57%             | 2029-01-20      | Floating      | 9.69%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                                                           | SABRE GLBL INC                                             | CUSIP: 78571YBH2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |   1024419 | PA      | $1008028.26   | 0.07%             | 2028-06-30      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| Spirit Aerosystems Inc                                                   | Spirit AeroSystems Inc                                     | CUSIP: 84857HAY6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | LON              | CORP              | US        |   4131807 | PA      | $4131806.96   | 0.30%             | 2027-01-15      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| AIT Worldwide Logistics Inc                                              | AIT WORLDWIDE LOGISTIC H                                   | CUSIP: 00145AAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2643375 | PA      | $2647340.06   | 0.19%             | 2030-04-08      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| Delos Aircraft Designated Activity Company                               | DELOS AIRCRAFT DAC                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |   5281060 | PA      | $5294262.54   | 0.39%             | 2027-10-31      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co Inc                                               | DYNASTY ACQUISITION CO INC                                 | CUSIP: 26812CAN6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |   4087062 | PA      | $4087634.20   | 0.30%             | 2031-10-31      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| AHP Health Partners Inc                                                  | AHP HEALTH PARTNERS                                        | CUSIP: 00130MAK0<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | LON              | CORP              | US        |   4442693 | PA      | $4453799.64   | 0.33%             | 2028-08-24      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                  | TALEN ENERGY SUPPLY LLC                                    | CUSIP: 87422LAV2<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |   2917787 | PA      | $2920967.01   | 0.21%             | 2030-05-17      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Summer (BC) Bidco B LLC                                                  | SUMMER BC HOLDCO B SARL                                    | CUSIP: 000000000<br>LEI: 984500NRF59D5DB9B654 | Long             | LON              | CORP              | LU        |   6510452 | PA      | $6526728.24   | 0.48%             | 2029-02-15      | Floating      | 9.56%                 | No            |                  2 | On Loan: No      |
| Citadel Securities LP                                                    | CITADEL SECURITIES LP                                      | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |   6512040 | PA      | $6535678.75   | 0.48%             | 2031-10-31      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Oravel Stays Private Limited                                             | ORAVEL STAYS SINGAPORE                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | SG        |   7206938 | PA      | $7170902.81   | 0.53%             | 2029-12-20      | Floating      | 12.30%                | No            |                  2 | On Loan: No      |
| X Corp (f/k/a Twitter Inc)                                               | X CORP                                                     | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8952046 | PA      | $8736659.80   | 0.64%             | 2029-10-26      | Floating      | 10.93%                | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                            | SMYRNA READY MIX CONCRETE LLC                              | CUSIP: 83283EAK9<br>LEI: 549300S7RFWHQFOIOY93 | Long             | LON              | CORP              | US        |   3425398 | PA      | $3436119.02   | 0.25%             | 2029-04-02      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| M2S Group Intermediate Holdings, Inc.                                    | M2S GROUP INTERMEDIATE HOLDINGS INC                        | CUSIP: 55287CAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4669943 | PA      | $4506494.53   | 0.33%             | 2031-08-25      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| Dun & Bradstreet Corporation (The)                                       | DUN & BRADSTREET CORP                                      | CUSIP: 26483NAW0<br>LEI: RI37BMPWE56BCJ747E14 | Long             | LON              | CORP              | US        |   2998761 | PA      | $2996181.58   | 0.22%             | 2029-01-18      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| VFH Parent LLC                                                           | VFH PARENT LLC                                             | CUSIP: 91820UAV2<br>LEI: 549300FRO9M476YHHY64 | Long             | LON              | CORP              | US        |   3343139 | PA      | $3351496.74   | 0.25%             | 2031-06-21      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Red SPV LLC                                                              | RED SPV LLC                                                | CUSIP: 75701MAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3400000 | PA      | $3391500.00   | 0.25%             | 2032-03-15      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| GRIFFON CORPORATION                                                      | Griffon Corp                                               | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1999778.80   | 0.15%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Foley Products Company, LLC                                              | Foley Products Co LLC                                      | CUSIP: 34430DAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4248667 | PA      | $4257504.32   | 0.31%             | 2029-12-31      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| Opal Us LLC                                                              | OPAL US LLC                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7455000 | PA      | $7480645.20   | 0.55%             | 2032-04-28      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Jefferies Finance LLC                                                    | JEFFERIES FINANCE LLC                                      | CUSIP: 000000000<br>LEI: 549300SKVB18YSSIDT75 | Long             | LON              | CORP              | US        |   3970050 | PA      | $3975012.56   | 0.29%             | 2031-10-21      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                            | VISTRA OPERATIONS CO LLC                                   | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |   3309600 | PA      | $3316252.30   | 0.24%             | 2030-12-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Medical Solutions Holdings Inc                                           | Reverb Buyer Inc                                           | CUSIP: 58462QAH4<br>LEI: 549300JH2XHZ7TIKYR39 | Long             | LON              | CORP              | US        |   6401752 | PA      | $3318219.94   | 0.24%             | 2028-11-01      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Banijay Entertainment SAS                                                | BANIJAY US HOLDING INC                                     | CUSIP: 000000000<br>LEI: 5493008PW5N0VVCH7279 | Long             | LON              | CORP              | FR        |   4226226 | PA      | $4226225.84   | 0.31%             | 2028-03-01      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| TRC Companies LLC                                                        | TRC COS LLC                                                | CUSIP: 29280KAH8<br>LEI: 254900PXZ95ALUX12V67 | Long             | LON              | CORP              | US        |   5259911 | PA      | $5242816.14   | 0.39%             | 2028-12-08      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| AHLSTROM HLDG 3 OY                                                       | SPA HOLDINGS 3                                             | CUSIP: 78475BAB3<br>LEI: 743700UEY0YM039XN974 | Long             | LON              | CORP              | FI        |   1180000 | PA      | $1175575.00   | 0.09%             | 2030-05-23      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| Primary Products Finance LLC                                             | PRIMARY PRODUCTS FINANCE                                   | CUSIP: 74167NAE3<br>LEI: 549300D4W5WVUVR3LC81 | Long             | LON              | CORP              | US        |   6634664 | PA      | $6594590.70   | 0.49%             | 2029-04-01      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Organon & Co                                                             | ORGANON & CO                                               | CUSIP: 68621XAG8<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |   7959411 | PA      | $7806829.38   | 0.57%             | 2031-05-19      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Amentum Holdings LLC                                                     | AMAZON HOLDCO INC                                          | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |   8567333 | PA      | $8545915.00   | 0.63%             | 2031-09-29      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Lsf11 Trinity Bidco, Inc.                                                | LSF11 TRINITY BIDCO INC                                    | CUSIP: 50221BAF0<br>LEI: 2549000M6VOEWVW5JU51 | Long             | LON              | CORP              | US        |   6595066 | PA      | $6611553.69   | 0.49%             | 2030-06-14      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Leia Finco US LLC                                                        | LEIA FINCO US LLC                                          | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5610938 | PA      | $5613069.66   | 0.41%             | 2031-10-09      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| Calpine Construction Finance Company L P                                 | CALPINE CONSTRUCTION FIN                                   | CUSIP: 13134NAH4<br>LEI: V0Q3DOB0FIB2XI1KWU77 | Long             | LON              | CORP              | US        |   2000000 | PA      | $1998720.00   | 0.15%             | 2030-07-31      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Belfor Holdings Inc                                                      | BELFOR HOLDINGS INC                                        | CUSIP: 07768YAQ5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6863495 | PA      | $6863495.11   | 0.51%             | 2030-11-01      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Altice Financing SA                                                      | Altice Financing SA                                        | CUSIP: 000000000<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | LON              | CORP              | LU        |  10122617 | PA      | $8106495.12   | 0.60%             | 2027-10-31      | Floating      | 9.26%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                                 | Virgin Media Bristol LLC                                   | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |   4000000 | PA      | $3960920.00   | 0.29%             | 2029-01-31      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Waterbridge NDB Operating LLC(f/k/a Waterbridge Midstream Operating LLC) | WATERBRIDGE NDB OPERATIN                                   | CUSIP: 94120YAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4461288 | PA      | $4443620.80   | 0.33%             | 2029-05-10      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| Covia Holdings Corporation                                               | COVIA HOLDINGS LLC                                         | CUSIP: 000000000<br>LEI: 213800IE4YGTGVTQ1806 | Long             | LON              | CORP              | US        |   2955000 | PA      | $2959934.85   | 0.22%             | 2032-02-26      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Finco I LLC                                                              | FINCO I LLC                                                | CUSIP: 31774BAG9<br>LEI: 5493001RSEZ0X6VJMC68 | Long             | LON              | CORP              | US        |   4847211 | PA      | $4862382.92   | 0.36%             | 2029-06-27      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                                                           | SABRE GLBL INC                                             | CUSIP: 78571YBG4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |   1706493 | PA      | $1673574.61   | 0.12%             | 2027-12-17      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| AL NGPL Holdings LLC                                                     | AL NGPL HOLDINGS LLC                                       | CUSIP: 01021AAB6<br>LEI: 254900WKSN3ZUJ0TO315 | Long             | LON              | CORP              | US        |   5820481 | PA      | $5811749.94   | 0.43%             | 2028-04-17      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Inc                                                        | NEXSTAR MEDIA INC                                          | CUSIP: 65336RBB3<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |   2730000 | PA      | $2723175.00   | 0.20%             | 2032-06-24      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Fugue Finance LLC                                                        | FUGUE FINANCE LLC                                          | CUSIP: 000000000<br>LEI: 254900Y4DWBRGAFENC88 | Long             | LON              | CORP              | HK        |   3219366 | PA      | $3236814.97   | 0.24%             | 2032-01-09      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Rand Parent LLC                                                          | RAND PARENT LLC                                            | CUSIP: 75223LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8084422 | PA      | $8018776.98   | 0.59%             | 2030-03-18      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Voyager Parent, LLC                                                      | VOYAGERPARENTLLC                                           | CUSIP: 000000000<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |   5230000 | PA      | $5170430.30   | 0.38%             | 2032-05-09      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Dynamo Us Bidco Inc.                                                     | DYNAMO US BIDCO INC                                        | CUSIP: 26806DAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3470284 | PA      | $3476807.86   | 0.26%             | 2031-10-01      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| Copper Property CTL Pass Throu                                           | Copper Property CTL Pass Through Trust                     | CUSIP: 217519107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17816 | NS      | $214326.48    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| Synechron Holdings Inc                                                   | SYNECHRON INC                                              | CUSIP: 87168HAE7<br>LEI: 549300MUU3E8J6UT8E60 | Long             | LON              | CORP              | US        |   3281775 | PA      | $3183321.75   | 0.23%             | 2031-09-26      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| Hightower Holdings LLC                                                   | HIGHTOWER HOLDING LLC                                      | CUSIP: 43117LAN3<br>LEI: 254900MKOSB7RTMA9K12 | Long             | LON              | CORP              | US        |   4942014 | PA      | $4925556.86   | 0.36%             | 2032-02-03      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| Numericable U.S. LLC                                                     | Altice France SA/France                                    | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |   2311198 | PA      | $2088421.28   | 0.15%             | 2028-08-15      | Floating      | 9.76%                 | No            |                  2 | On Loan: No      |
| American Public Education, Inc.                                          | American Public Education Inc                              | CUSIP: 02914BAC0<br>LEI: 254900GZNX6TJQGM4S17 | Long             | LON              | CORP              | US        |   3383484 | PA      | $3341190.34   | 0.25%             | 2027-09-01      | Floating      | 9.94%                 | No            |                  2 | On Loan: No      |
| Digital Media Solutions Inc                                              | DIGITAL MEDIA SOLUTIONS LLC                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    350647 | PA      | $0.00         | 0.00%             | 2026-05-25      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Ensono LP                                                                | ENSONO INC                                                 | CUSIP: 29359DAB3<br>LEI: 5493003GTMBHX0VZAW67 | Long             | LON              | CORP              | US        |   4957036 | PA      | $4952079.06   | 0.36%             | 2028-05-26      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO                                                        | Mountain View CLO XVI Ltd                                  | CUSIP: 62432TAE4<br>LEI: 549300MWKXOHYV7Z8O91 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4995000.00   | 0.37%             | 2034-04-15      | Floating      | 11.59%                | No            |                  2 | On Loan: No      |
| Camelot US Acquisition I Co                                              | CAMELOT US ACQUISITION LLC                                 | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |   2515000 | PA      | $2485926.60   | 0.18%             | 2031-01-31      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Eastern Power, LLC                                                       | EASTERN POWER LLC                                          | CUSIP: 87264NAB3<br>LEI: 5493000R3E1L1VM1V279 | Long             | LON              | CORP              | US        |   3804919 | PA      | $3807544.11   | 0.28%             | 2028-04-03      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                                          | ABG INTERMEDIATE HLDGS 2                                   | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |   4452654 | PA      | $4446732.30   | 0.33%             | 2028-12-21      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| WINNEBAGO INDUSTRIES                                                     | Winnebago Industries Inc                                   | CUSIP: 974637AC4<br>LEI: 549300B7OYKYJLTE3G11 | Long             | DBT              | CORP              | US        |   1769000 | PA      | $1764577.50   | 0.13%             | 2028-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GBT US III LLC                                                           | GBT US III LLC                                             | CUSIP: 36154HAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5695725 | PA      | $5700851.15   | 0.42%             | 2031-07-25      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                                                           | SABRE GLBL INC                                             | CUSIP: 78571YBF6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |   1997998 | PA      | $1959456.36   | 0.14%             | 2027-12-17      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                   | CCO Holdings LLC / CCO Holdings Capital Corp               | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1937604.70   | 0.14%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                              | Asurion LLC                                                | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |  16195231 | PA      | $16007204.02  | 1.18%             | 2028-08-21      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                                  | Sensata Technologies BV                                    | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |   5000000 | PA      | $4755404.10   | 0.35%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Physician Partners, LLC                                                  | PHYSICIAN PARTNERS LLC                                     | CUSIP: 71947JAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1971694 | PA      | $400904.61    | 0.03%             | 2030-12-31      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Ontario Gaming Gta Ltd Partnership                                       | ONTARIO GAMING GTA LP                                      | CUSIP: 000000000<br>LEI: 894500EC9KLZLOC3V025 | Long             | LON              | CORP              | CA        |   3886307 | PA      | $3843790.43   | 0.28%             | 2030-08-01      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| St. Georges University Scholastic Services LLC                           | UNIVERSITY SUPPORT SERVICES                                | CUSIP: 78957LAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3963594 | PA      | $3814958.94   | 0.28%             | 2029-02-10      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Hershend Entertainment Co LLC                                            | HERSCHEND ENTERTAINMENT CO LLC                             | CUSIP: 42778EAG6<br>LEI: 54930087KQ7RPDXK0716 | Long             | LON              | CORP              | US        |   3250000 | PA      | $3269630.00   | 0.24%             | 2032-05-27      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Team Health Holdings, Inc.                                               | Team Health Holdings Inc                                   | CUSIP: 87817JAG3<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |   6931604 | PA      | $6887172.72   | 0.51%             | 2027-03-02      | Floating      | 9.53%                 | No            |                  2 | On Loan: No      |
| Soliant Lower Intermediate LLC                                           | SOLIANT LOWER INTERMEDIA                                   | CUSIP: 83421EAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5810120 | PA      | $5752018.37   | 0.42%             | 2031-07-18      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| Apex Group Treasury Limited                                              | APEX GROUP TREASURY LLC                                    | CUSIP: 000000000<br>LEI: 254900N6HRPDDNW7HP03 | Long             | LON              | CORP              | US        |   4328938 | PA      | $4310020.78   | 0.32%             | 2032-02-27      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Pregis Topco LLC                                                         | PREGIS TOPCO LLC                                           | CUSIP: 74045BAG2<br>LEI: 549300LJXHJYHS1GM034 | Long             | LON              | CORP              | US        |   3831652 | PA      | $3839315.04   | 0.28%             | 2029-02-01      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| Tidal Waste & Recycling Holdings LLC                                     | TIDAL WASTE & RECYCLING                                    | CUSIP: 88636PAK7<br>LEI: 254900IQT82RE5KFAZ50 | Long             | LON              | CORP              | US        |   3062325 | PA      | $3076350.45   | 0.23%             | 2031-10-24      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Calpine Corporation                                                      | CALPINE CORP                                               | CUSIP: 13134MBX0<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |   2550000 | PA      | $2548827.00   | 0.19%             | 2032-02-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Restoration Hardware, Inc.                                               | RH                                                         | CUSIP: 76133MAB7<br>LEI: 549300H9H1H3OC7C3H47 | Long             | LON              | CORP              | US        |    533614 | PA      | $517787.00    | 0.04%             | 2028-10-20      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                             | UNIVISION COMMUNICATIONS INC                               | CUSIP: 914908BG2<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |   3822889 | PA      | $3740046.72   | 0.28%             | 2029-01-31      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Cimpress PLC                                                             | CIMPRESS PLC                                               | CUSIP: 000000000<br>LEI: 549300X1IFD75XISOR81 | Long             | LON              | CORP              | IE        |   3229248 | PA      | $3218494.22   | 0.24%             | 2028-05-17      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Cogeco Communications Finance (USA) LP                                   | COGECO COMMUNICATIONS USA II LP                            | CUSIP: 19239BAD0<br>LEI: 549300UVJTPYOZ6XKH79 | Long             | LON              | CORP              | US        |   4066770 | PA      | $4054081.43   | 0.30%             | 2030-09-18      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Astoria Energy LLC                                                       | ASTORIA ENERGY LLC                                         | CUSIP: 04626LAJ8<br>LEI: 549300BXD26J7I0IPB62 | Long             | LON              | CORP              | US        |   2250000 | PA      | $2250000.00   | 0.17%             | 2032-06-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Four Seasons Hotels Limited                                              | FOUR SEASONS HOTELS LTD                                    | CUSIP: 35100DAV8<br>LEI: 5493009FUVX8LHYY2202 | Long             | LON              | CORP              | CA        |   2935570 | PA      | $2950247.57   | 0.22%             | 2029-11-30      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| SAVOR ACQUISITION INC                                                    | SAVOR ACQUISITION INC                                      | CUSIP: 80536AAC6<br>LEI: 25490051R6ZOBEBPQ519 | Long             | LON              | CORP              | US        |    318534 | PA      | $320225.90    | 0.02%             | 2032-02-19      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Bombardier Recreational Products Inc                                     | BOMBARDIER RECREATIONAL                                    | CUSIP: 09776MAS3<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   6825919 | PA      | $6830219.08   | 0.50%             | 2029-12-13      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                                 | CLOUD SOFTWARE GROUP INC                                   | CUSIP: 88632NBE9<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |   3994925 | PA      | $4000837.49   | 0.29%             | 2031-03-24      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| Lakeland Tours LLC                                                       | Lakeland Holdings LLC                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    117909 | PA      | $2063.41      | 0.00%             | 2027-09-25      | Floating      | 8.00%                 | No            |                  3 | On Loan: No      |
| Cornerstone Generation, LLC                                              | CORNERSTONE GENERATION L                                   | CUSIP: 21924NAB4<br>LEI: 254900JBGAU2N55LVN75 | Long             | LON              | CORP              | US        |   3845000 | PA      | $3862610.10   | 0.28%             | 2031-10-28      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| EMERGENT BIOSOLUTIONS                                                    | Emergent BioSolutions Inc                                  | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $4396668.65   | 0.32%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ultra Clean Holdings Inc                                                 | ULTRA CLEAN HOLDINGS INC                                   | CUSIP: 90385YAF8<br>LEI: 5493007L6LS7QX18PE75 | Long             | LON              | CORP              | US        |  14319665 | PA      | $14343578.63  | 1.06%             | 2028-02-28      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Hexion Holdings Corporation                                              | HEXION HOLDINGS CORP                                       | CUSIP: 00217XAE6<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |   6970422 | PA      | $6951531.69   | 0.51%             | 2029-03-15      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-25

**Name of Applicant:** Virtus Asset Trust

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer