# EDGAR Filing Document

**Accession Number:** 0001169187
**File Stem:** 0001169187-23-000018
**Filing Date:** 2023-1
**Character Count:** 172499
**Document Hash:** 3fd40d31cc465afd150a67f3ff125460
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001169187-23-000018.hdr.sgml**: 20230127

**ACCESSION NUMBER**: 0001169187-23-000018

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230127

**DATE AS OF CHANGE**: 20230127

**PERIOD START**: 20230531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** T. Rowe Price Institutional Income Funds, Inc.
- **CENTRAL INDEX KEY:** 0001169187
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21055
- **FILM NUMBER:** 23561266

**BUSINESS ADDRESS:**
- **STREET 1:** 100 EAST PRATT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21202
- **BUSINESS PHONE:** 410-345-2000

**MAIL ADDRESS:**
- **STREET 1:** 100 EAST PRATT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21202

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** T ROWE PRICE INSTITUTIONAL INCOME FUNDS INC
- **DATE OF NAME CHANGE:** 20020314

## Series and Classes Contracts Data

### T. Rowe Price Institutional Floating Rate Fund (Series ID: S000020717)

| Class ID   | Class Name                                             | Ticker Symbol   |
|:---|:---|:---|
| C000057839 | T. Rowe Price Institutional Floating Rate Fund         | RPIFX           |
| C000092115 | T. Rowe Price Institutional Floating Rate Fund-F Class | PFFRX           |
| C000219332 | T. Rowe Price Institutional Floating Rate Fund-Z Class | TRAZX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** T. ROWE PRICE INSTITUTIONAL INCOME FUNDS, INC.

- **b. Investment Company Act file number:** 811-21055

- **c. CIK number of Registrant:** 0001169187

- **d. LEI of Registrant:** 5493006XJS7NAJMTOL28

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

  - **Street Address 1:** 100 East Pratt Street

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21202

  - **Telephone number:** 410-345-2000

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

- **a. Name of Series:** T. Rowe Price Institutional Floating Rate Fund

- **b. EDGAR series identifier (if any):** S000020717

- **c. LEI of Series:** 863VOPTBPYYVTH00FU88

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

- **a. Date of fiscal year-end:** 2023-05-31

- **b. Date as of which information is reported:** 2022-11-30

**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:** $5271970928.19

**Total Liabilities:** $219520851.70

**Net Assets:** $5052450076.49

**Delayed Delivery Securities:** $5166755.10

**Cash Not Reported:** $7075434.97

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.000000 | **1-Year:** -11326.839983 | **5-Year:** -13505.171049 | **10-Year:** -1830.395763 | **30-Year:** 0.000000

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

- **3-Month:** -22019.765970 | **1-Year:** -269576.495787 | **5-Year:** -1216875.465637 | **10-Year:** -185062.899198 | **30-Year:** -2519.425610

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000092115 | -2.16%               | 1.09%                | 1.27%                |
| Class ID C000219332 | -2.10%               | 1.26%                | 1.32%                |
| Class ID C000057839 | -2.25%               | 1.22%                | 1.28%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-25548262.46            | $-127710402.19                             |
| Month 2  | $-29924325.32            | $60457395.58                               |
| Month 3  | $-14383033.92            | $49828021.73                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CITIBANK N A                                                                    | USD/EUR FWD 20230224 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $34449.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AssuredPartners Inc                                                             | ASSUREDPARTNERS INC                                                             | CUSIP: 04621HAU7<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |   9740000 | PA      | $9551336.20   | 0.19%             | 2027-02-13      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Pro Mach Group Inc                                                              | PRO MACH GROUP INC                                                              | CUSIP: 74273JAF0<br>LEI: 5493008SZGSVUCSNB151 | Long             | LON              | CORP              | US        |  13402156 | PA      | $13072731.07  | 0.26%             | 2028-08-31      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Engineered Machinery Holdings Inc                                               | ENGINEERED MACHINERY HOL                                                        | CUSIP: 26658NAQ2<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |  21810503 | PA      | $20099687.36  | 0.40%             | 2029-05-21      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| Engineered Machinery Holdings Inc                                               | ENGINEERED MACHINERY HOL                                                        | CUSIP: 26658NAP4<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |  26014400 | PA      | $25128349.15  | 0.50%             | 2028-05-19      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| PHOENIX NEWCO INC                                                               | PHOENIX NEWCO INC                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  26130000 | PA      | $24562200.00  | 0.49%             | 2029-11-15      | Floating      | 10.57%                | No            |                  2 | On Loan: No      |
| Phoenix Newco Inc                                                               | PHOENIX NEWCO INC                                                               | CUSIP: 71911KAC8<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |  22859004 | PA      | $21953330.42  | 0.43%             | 2028-11-15      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Sovos Compliance LLC                                                            | SOVOS COMPLIANCE LLC                                                            | CUSIP: 84611YAB6<br>LEI: 549300M9XYG5WP2QHH07 | Long             | LON              | CORP              | US        |   4350829 | PA      | $4232094.92   | 0.08%             | 2028-08-11      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Pug LLC                                                                         | PUG LLC                                                                         | CUSIP: 74530DAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  16606233 | PA      | $14198329.22  | 0.28%             | 2027-02-13      | Floating      | 8.32%                 | No            |                  3 | On Loan: No      |
| Acrisure LLC                                                                    | ACRISURE LLC                                                                    | CUSIP: 00488PAN5<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |  17745879 | PA      | $16725490.87  | 0.33%             | 2027-02-15      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Iridium Satellite LLC                                                           | IRIDIUM SATELLITE LLC                                                           | CUSIP: 46269KAL8<br>LEI: 254900615BJ7139TFM33 | Long             | LON              | CORP              | US        |  38042101 | PA      | $37677658.01  | 0.75%             | 2026-11-04      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | ANTICIMEX GLOBAL AB                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | SE        |   5581110 | PA      | $5399723.58   | 0.11%             | 2028-11-16      | Floating      | 8.23%                 | No            |                  3 | On Loan: No      |
| Spirit AeroSystems Inc                                                          | SPIRIT AEROSYSTEMS INC                                                          | CUSIP: 84857HAY6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | LON              | CORP              | US        |  13980000 | PA      | $13793646.60  | 0.27%             | 2027-11-23      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                     | ASURION LLC                                                                     | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |  48065000 | PA      | $36809618.95  | 0.73%             | 2029-01-20      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                                           | DIRECTV FINANCING LLC                                                           | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  15305053 | PA      | $14637140.58  | 0.29%             | 2027-08-02      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| MERMAID BIDCO INC                                                               | MERMAID BIDCO INC                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8075841 | PA      | $7550911.00   | 0.15%             | 2027-12-22      | Floating      | 7.96%                 | No            |                  3 | On Loan: No      |
| DIACINE FRANCE SASU                                                             | DIACINE FRANCE SASU                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |   2470000 | PA      | $2551004.88   | 0.05%             | 2024-12-13      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                                             | ASSUREDPARTNERS INC                                                             | CUSIP: 04621HAR4<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |  21783299 | PA      | $20895629.40  | 0.41%             | 2027-02-12      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                             | MEDLINE BORROWER LP                                                             | CUSIP: 58503UAC7<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |  46264358 | PA      | $43886832.30  | 0.87%             | 2028-10-23      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                                    | UNIVISION COMMUNICATIONS                                                        | CUSIP: 914908BC1<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |   5247008 | PA      | $5148626.98   | 0.10%             | 2026-03-15      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Charter Next Generation Inc                                                     | CHARTER NEX US INC                                                              | CUSIP: 16125TAJ1<br>LEI: 549300KRNU8RNVGYXG75 | Long             | LON              | CORP              | US        |  48349510 | PA      | $47042622.74  | 0.93%             | 2027-12-01      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                                        | TK ELEVATOR MIDCO GMBH                                                          | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |  12950737 | PA      | $12400330.61  | 0.25%             | 2027-07-30      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Tenable Inc                                                                     | TENABLE INC                                                                     | CUSIP: 88025XAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2172934 | PA      | $2107746.45   | 0.04%             | 2028-07-07      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                                    | ACRISURE LLC                                                                    | CUSIP: 00488PAQ8<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |  26710000 | PA      | $26442900.00  | 0.52%             | 2027-02-15      | Floating      | 9.92%                 | No            |                  3 | On Loan: No      |
| Focus Financial Partners LLC                                                    | FOCUS FINANCIAL PARTNERS LLC                                                    | CUSIP: 34416DAU2<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |   4251747 | PA      | $4119645.08   | 0.08%             | 2028-06-30      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| KKR APPLE BIDCO LLC                                                             | KKR APPLE BIDCO LLC                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4115000 | PA      | $3942170.00   | 0.08%             | 2029-09-21      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| KKR Apple Bidco LLC                                                             | KKR APPLE BIDCO LLC                                                             | CUSIP: 48254EAB7<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |  21914389 | PA      | $21472594.66  | 0.42%             | 2028-09-22      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Padagis LLC                                                                     | PADAGIS LLC                                                                     | CUSIP: 69526PAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4258235 | PA      | $3555626.47   | 0.07%             | 2028-07-06      | Floating      | 8.49%                 | No            |                  3 | On Loan: No      |
| MIC Glen LLC                                                                    | MIC GLEN LLC                                                                    | CUSIP: 55304PAE1<br>LEI: 549300XD843A2SP50882 | Long             | LON              | CORP              | US        |   3945000 | PA      | $3570225.00   | 0.07%             | 2029-07-20      | Floating      | 10.82%                | No            |                  2 | On Loan: No      |
| Project Boost Purchaser LLC                                                     | PROJECT BOOST PURCHASER                                                         | CUSIP: 74339NAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5679342 | PA      | $5466367.02   | 0.11%             | 2026-05-30      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Gray Television Inc                                                             | GRAY TELEVISION INC                                                             | CUSIP: 389376AZ7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |  11195896 | PA      | $10881963.56  | 0.22%             | 2028-12-01      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| GREAT CANADIAN GAMING CO                                                        | GREAT CANADIAN GAMING CO                                                        | CUSIP: 000000000<br>LEI: 549300FU60SSFLTE0M84 | Long             | LON              | CORP              | CA        |  12653288 | PA      | $12384405.14  | 0.25%             | 2026-11-01      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                 | MADISON IAQ LLC                                                                 | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |   7384889 | PA      | $7001834.70   | 0.14%             | 2028-06-21      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Heartland Dental LLC                                                            | HEARTLAND DENTAL LLC                                                            | CUSIP: 42236WAQ0<br>LEI: 5493008FRC0GRKBN1075 | Long             | LON              | CORP              | US        |  13571891 | PA      | $12560785.25  | 0.25%             | 2025-04-30      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                                           | HUB INTERNATIONAL LTD                                                           | CUSIP: 44332EAV8<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |  15685000 | PA      | $15430118.75  | 0.31%             | 2029-10-31      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| Proofpoint Inc                                                                  | PROOFPOINT INC                                                                  | CUSIP: 74345HAD3<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |   6200000 | PA      | $5921000.00   | 0.12%             | 2029-08-31      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| Proofpoint Inc                                                                  | PROOFPOINT INC                                                                  | CUSIP: 74345HAB7<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |   4009892 | PA      | $3853265.43   | 0.08%             | 2028-08-31      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| At Home Group Inc                                                               | AT HOME GROUP INC                                                               | CUSIP: 04651BAB5<br>LEI: 549300LGPR0P05O30I24 | Long             | LON              | CORP              | US        |   5936742 | PA      | $4701899.91   | 0.09%             | 2028-07-24      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP                                                                   | CQP HOLDCO LP                                                                   | CUSIP: 12657QAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6898791 | PA      | $6800483.39   | 0.13%             | 2028-06-05      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Eco Services Operations Corp                                                    | ECO SERVICES OPERATIONS                                                         | CUSIP: 27922JAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4236265 | PA      | $4155055.31   | 0.08%             | 2028-06-09      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                                                            | SRS DISTRIBUTION INC                                                            | CUSIP: 78466Y9B6<br>LEI: 549300ZQ3XP75BCYM468 | Long             | LON              | CORP              | US        |   6916295 | PA      | $6630997.90   | 0.13%             | 2028-06-02      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| SRAM LLC                                                                        | SRAM LLC                                                                        | CUSIP: 85232BAR7<br>LEI: 5493005GYDYQG38FCT53 | Long             | LON              | CORP              | US        |  10601478 | PA      | $10376196.77  | 0.21%             | 2028-05-18      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                                    | UNIVISION COMMUNICATIONS                                                        | CUSIP: 914908BB3<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |  26888379 | PA      | $26104044.75  | 0.52%             | 2029-01-31      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                     | ALLIED UNIVERSAL HOLDCO                                                         | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |   3940750 | PA      | $3719989.19   | 0.07%             | 2028-05-12      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings Inc                                                     | SURGERY CENTER HOLDINGS INC                                                     | CUSIP: 86880NAX1<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |  20270595 | PA      | $19865183.03  | 0.39%             | 2026-08-31      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US Inc                                                            | NEPTUNE BIDCO US INC                                                            | CUSIP: 64069JAC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |  10400000 | PA      | $9334000.00   | 0.18%             | 2029-04-11      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Azalea Topco Inc                                                                | AZALEA TOPCO INC                                                                | CUSIP: 29102TAE2<br>LEI: 549300HC42NZULO53062 | Long             | LON              | CORP              | US        |  16278305 | PA      | $15505085.92  | 0.31%             | 2026-07-24      | Floating      | 7.82%                 | No            |                  3 | On Loan: No      |
| USIC Holdings Inc                                                               | USIC HOLDINGS INC                                                               | CUSIP: 90290HAR3<br>LEI: 5493009ZYUWB7X699U62 | Long             | LON              | CORP              | US        |   7445000 | PA      | $6973508.15   | 0.14%             | 2029-05-14      | Floating      | 10.57%                | No            |                  2 | On Loan: No      |
| USIC Holdings Inc                                                               | USIC HOLDINGS INC                                                               | CUSIP: 90290HAP7<br>LEI: 5493009ZYUWB7X699U62 | Long             | LON              | CORP              | US        |   4367011 | PA      | $4179578.67   | 0.08%             | 2028-05-12      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Skopima Consilio Parent LLC                                                     | SKOPIMA CONSILIO PARENT                                                         | CUSIP: 36171NAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5486771 | PA      | $5217919.13   | 0.10%             | 2028-05-12      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Engineered Machinery Holdings Inc                                               | ENGINEERED MACHINERY HOL                                                        | CUSIP: 26658NAN9<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |  11046667 | PA      | $10167572.94  | 0.20%             | 2029-05-21      | Floating      | 10.17%                | No            |                  2 | On Loan: No      |
| Insulet Corp                                                                    | INSULET CORPORATION                                                             | CUSIP: 45784QAB5<br>LEI: 549300TZTYD2PYN92D43 | Long             | LON              | CORP              | US        |  43025772 | PA      | $42246144.72  | 0.84%             | 2028-05-04      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Mavis Tire Express Services Topco Corp                                          | MAVIS TIRE EXPRESS SERVI                                                        | CUSIP: 57777YAB2<br>LEI: 254900NVDM4GTLBL9E56 | Long             | LON              | CORP              | US        |  29262149 | PA      | $28081128.77  | 0.56%             | 2028-05-04      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| Allspring Buyer LLC                                                             | ALLSPRING BUYER LLC                                                             | CUSIP: 98922AAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3525849 | PA      | $3474442.11   | 0.07%             | 2028-11-01      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc                                                             | UNITED AIRLINES INC                                                             | CUSIP: 90932RAJ3<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |  35647708 | PA      | $35151135.67  | 0.70%             | 2028-04-21      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                                                   | CORELOGIC INC                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  16720000 | PA      | $11348700.00  | 0.22%             | 2029-06-04      | Floating      | 10.62%                | No            |                  2 | On Loan: No      |
| Go Daddy Operating Co LLC                                                       | GO DADDY OPERATING CO LLC                                                       | CUSIP: 38017BAT3<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |   6630000 | PA      | $6606065.70   | 0.13%             | 2029-11-09      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| Hightower Holding LLC                                                           | HIGHTOWER HOLDING LLC                                                           | CUSIP: 43117LAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2164556 | PA      | $2018448.45   | 0.04%             | 2028-04-21      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| Adient US LLC                                                                   | ADIENT US LLC                                                                   | CUSIP: 00687MAC5<br>LEI: 213800SOTRCDGZUHL712 | Long             | LON              | CORP              | US        |   4221301 | PA      | $4163258.27   | 0.08%             | 2028-04-10      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Organon & Co                                                                    | ORGANON & CO                                                                    | CUSIP: 68621XAE3<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |   7753953 | PA      | $7668659.48   | 0.15%             | 2028-06-02      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Magnite Inc                                                                     | MAGNITE INC                                                                     | CUSIP: 55955NAB4<br>LEI: 54930018FR2YX1HHSB02 | Long             | LON              | CORP              | US        |   4933138 | PA      | $4620722.40   | 0.09%             | 2028-04-28      | Floating      | 9.74%                 | No            |                  2 | On Loan: No      |
| Hyland Software Inc                                                             | HYLAND SOFTWARE INC                                                             | CUSIP: 44908XAV0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  23130813 | PA      | $21815364.00  | 0.43%             | 2025-07-07      | Floating      | 10.32%                | No            |                  2 | On Loan: No      |
| HYLAND SOFTWARE INC                                                             | HYLAND SOFTWARE INC                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8019886 | PA      | $7894615.68   | 0.16%             | 2024-07-01      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty Group LLC                                                        | RYAN SPECIALTY GROUP                                                            | CUSIP: 78350UAE5<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |   6214775 | PA      | $6166610.96   | 0.12%             | 2027-09-01      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Autokiniton US Holdings Inc                                                     | AUTOKINITON US HOLDINGS                                                         | CUSIP: 05278HAB2<br>LEI: 254900EHNKMJ1OSEZL85 | Long             | LON              | CORP              | US        |   7893007 | PA      | $7564973.46   | 0.15%             | 2028-04-06      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURA                                                        | JONES DESLAURIERS INSURA                                                        | CUSIP: 000000000<br>LEI: 549300JQIWNFU00E5424 | Long             | LON              | CORP              | CA        |   5949000 | PA      | $4002412.37   | 0.08%             | 2029-03-26      | Floating      | 12.06%                | No            |                  3 | On Loan: No      |
| JONES DESLAURIERS INSURA                                                        | JONES DESLAURIERS INSURA                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   6440000 | PA      | $4440471.32   | 0.09%             | 2028-03-27      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| CITCO FUNDING LLC                                                               | CITCO FUNDING LLC                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6415000 | PA      | $6358868.75   | 0.13%             | 2028-04-27      | Floating      | 7.55%                 | No            |                  3 | On Loan: No      |
| JONES DESLAURIERS INSURA                                                        | JONES DESLAURIERS INSURA                                                        | CUSIP: 000000000<br>LEI: 549300JQIWNFU00E5424 | Long             | LON              | CORP              | CA        |  19658177 | PA      | $13554591.53  | 0.27%             | 2028-03-27      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| Edelman Financial Engines Center LLC/The                                        | EDELMAN FINANCIAL CENTER                                                        | CUSIP: 27943UAK2<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |   5312876 | PA      | $5062905.17   | 0.10%             | 2028-04-07      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| PLNTF Holdings LLC                                                              | PLNTF HOLDINGS LLC                                                              | CUSIP: 69356HAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3766066 | PA      | $3653084.46   | 0.07%             | 2026-03-22      | Floating      | 11.60%                | No            |                  3 | On Loan: No      |
| ICON LUXEMBOURG SARL                                                            | ICON LUXEMBOURG SARL                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |  13929690 | PA      | $13852101.63  | 0.27%             | 2028-07-03      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| SUNSHINE LUXEMBOURG VII                                                         | SUNSHINE LUXEMBOURG VII                                                         | CUSIP: 000000000<br>LEI: 254900CHQOBZNYV4DY60 | Long             | LON              | CORP              | LU        |   8446929 | PA      | $8011405.41   | 0.16%             | 2026-10-01      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Peraton Corp                                                                    | PERATON CORP                                                                    | CUSIP: 71360HAG2<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |   6170146 | PA      | $5855468.83   | 0.12%             | 2029-02-01      | Floating      | 11.65%                | No            |                  2 | On Loan: No      |
| DG Investment Intermediate Holdings 2 Inc                                       | DG INVESTMENT INTERMEDI                                                         | CUSIP: 23344MAF5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4240000 | PA      | $3731200.00   | 0.07%             | 2029-03-30      | Floating      | 10.82%                | No            |                  2 | On Loan: No      |
| DG Investment Intermediate Holdings 2 Inc                                       | DG INVESTMENT INTERMEDI                                                         | CUSIP: 23344MAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7835991 | PA      | $7493165.98   | 0.15%             | 2028-03-31      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd                                                       | AADVANTAGE LOYALTY IP                                                           | CUSIP: 02376CBJ3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |  54355000 | PA      | $53976689.20  | 1.07%             | 2028-04-20      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| Triton Water Holdings Inc                                                       | TRITON WATER HOLDINGS IN                                                        | CUSIP: 89678QAB2<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | LON              | CORP              | US        |   9750528 | PA      | $8970485.89   | 0.18%             | 2028-03-31      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Citadel Securities LP                                                           | CITADEL SECURITIES LP                                                           | CUSIP: 17288YAE2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |   6040000 | PA      | $5990955.20   | 0.12%             | 2028-02-02      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| ALBION ACQUISITIONS LTD                                                         | ALBION ACQUISITIONS LTD                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |  13693662 | PA      | $12932020.99  | 0.26%             | 2026-08-17      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Playtika Holding Corp                                                           | PLAYTIKA HOLDING CORP                                                           | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |   5181965 | PA      | $5044332.24   | 0.10%             | 2028-03-13      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| EG AMERICA LLC                                                                  | EG AMERICA LLC                                                                  | CUSIP: 000000000<br>LEI: 549300BY1CRYVPEG9R57 | Long             | LON              | CORP              | US        |   7466718 | PA      | $6821145.26   | 0.14%             | 2026-03-31      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| EG FINCO LTD                                                                    | EG FINCO LTD                                                                    | CUSIP: 000000000<br>LEI: 2138003OUK4UQHRJLT65 | Long             | LON              | CORP              | GB        |  15250000 | PA      | $13541621.77  | 0.27%             | 2027-04-30      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Apollo Commercial Real Estate Finance Inc                                       | APOLLO CMMRL REAL EST FIN IN                                                    | CUSIP: 03768DAC1<br>LEI: 549300E0AN7M2AQHSY29 | Long             | LON              | CORP              | US        |   3645135 | PA      | $3389975.59   | 0.07%             | 2028-03-11      | Floating      | 7.54%                 | No            |                  3 | On Loan: No      |
| Applied Systems Inc                                                             | APPLIED SYSTEMS INC                                                             | CUSIP: 03827FAX9<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |  47271117 | PA      | $47082978.27  | 0.93%             | 2024-09-19      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Applied Systems Inc                                                             | APPLIED SYSTEMS INC                                                             | CUSIP: 03827FBA8<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |  41947925 | PA      | $41528445.49  | 0.82%             | 2025-09-19      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| Project Ruby Ultimate Parent Corp                                               | PROJECT RUBY ULTIMATE PARE                                                      | CUSIP: 74339UAS9<br>LEI: 549300UGGIEE7YT1C741 | Long             | LON              | CORP              | US        |  13259451 | PA      | $12582291.25  | 0.25%             | 2028-03-10      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services Inc                                         | SEDGWICK CMS INC                                                                | CUSIP: 81527CAM9<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |  18517828 | PA      | $18074696.86  | 0.36%             | 2026-09-03      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                               | CLARIOS GLOBAL LP                                                               | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | CA        |   7929698 | PA      | $7792593.05   | 0.15%             | 2026-04-30      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                     | ASURION LLC                                                                     | CUSIP: 04649VBB5<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   8425000 | PA      | $7368336.50   | 0.15%             | 2028-08-19      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| Tegra118 Wealth Solutions Inc                                                   | TEGRA118 WEALTH SOLUTION                                                        | CUSIP: 33774UAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5885199 | PA      | $5561513.20   | 0.11%             | 2027-02-18      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Storable Inc                                                                    | STORABLE INC                                                                    | CUSIP: 86210LAC2<br>LEI: 2549000AWFN27KOH3F59 | Long             | LON              | CORP              | US        |   4012524 | PA      | $3824456.67   | 0.08%             | 2028-04-17      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| Petco Health & Wellness Co Inc                                                  | PETCO HEALTH & WELLNESS                                                         | CUSIP: 71601HAB2<br>LEI: 2549007TYGV6RVSE9M61 | Long             | LON              | CORP              | US        |   5964478 | PA      | $5773137.78   | 0.11%             | 2028-03-03      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                           | UBER TECHNOLOGIES INC                                                           | CUSIP: 90351JAG9<br>LEI: 549300B2FTG34FILDR98 | Long             | LON              | CORP              | US        |   4918943 | PA      | $4906645.93   | 0.10%             | 2025-04-04      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Infinite Bidco LLC                                                              | INFINITE BIDCO LLC                                                              | CUSIP: 45674KAF2<br>LEI: 549300GLV0VRADA9LI65 | Long             | LON              | CORP              | US        |   7387421 | PA      | $6759490.12   | 0.13%             | 2029-03-02      | Floating      | 10.67%                | No            |                  2 | On Loan: No      |
| Infinite Bidco LLC                                                              | INFINITE BIDCO LLC                                                              | CUSIP: 45674KAB1<br>LEI: 549300GLV0VRADA9LI65 | Long             | LON              | CORP              | US        |   4253887 | PA      | $4062462.19   | 0.08%             | 2028-03-02      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| RealPage Inc                                                                    | REALPAGE INC                                                                    | CUSIP: 75605VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  26415000 | PA      | $25275985.20  | 0.50%             | 2029-04-23      | Floating      | 10.57%                | No            |                  2 | On Loan: No      |
| RealPage Inc                                                                    | REALPAGE INC                                                                    | CUSIP: 75605VAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  29982927 | PA      | $28652584.95  | 0.57%             | 2028-04-24      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Co Inc                                                             | BOXER PARENT CO INC                                                             | CUSIP: 05988HAE7<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |  20456868 | PA      | $19595224.30  | 0.39%             | 2025-10-02      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                                    | MH SUB I LLC                                                                    | CUSIP: 55303BAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  24520000 | PA      | $21976050.00  | 0.43%             | 2029-02-23      | Floating      | 10.65%                | No            |                  2 | On Loan: No      |
| Pike Corp                                                                       | PIKE CORP                                                                       | CUSIP: 72108PAT1<br>LEI: 549300P4EKEP6HK0NC58 | Long             | LON              | CORP              | US        |   4890000 | PA      | $4825843.20   | 0.10%             | 2028-01-21      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| National Mentor Holdings Inc                                                    | NATIONAL MENTOR HOLDINGS                                                        | CUSIP: 63689EAW5<br>LEI: 5493004QULJVJP3CNZ62 | Long             | LON              | CORP              | US        |  13020000 | PA      | $8593200.00   | 0.17%             | 2029-03-02      | Floating      | 10.93%                | No            |                  2 | On Loan: No      |
| Peraton Corp                                                                    | PERATON CORP                                                                    | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |   7042722 | PA      | $6866653.48   | 0.14%             | 2028-02-01      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| PetSmart LLC                                                                    | PETSMART INC                                                                    | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  27461459 | PA      | $26353114.46  | 0.52%             | 2028-02-11      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Advisor Group Holdings Inc                                                      | ADVISOR GROUP HOLDINGS I                                                        | CUSIP: 00775KAE8<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |   4286827 | PA      | $4163108.99   | 0.08%             | 2026-07-31      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Pathway Vet Alliance LLC                                                        | PATHWAY VET ALLIANCE LLC                                                        | CUSIP: 70323KAE8<br>LEI: 2549001HRKTHAW7MOH74 | Long             | LON              | CORP              | US        |  14867291 | PA      | $13035492.00  | 0.26%             | 2027-03-31      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| USI Inc/NY                                                                      | USI INC/NY                                                                      | CUSIP: 90351NAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  20414789 | PA      | $20061204.43  | 0.40%             | 2026-12-02      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                     | ASURION LLC                                                                     | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |  19110297 | PA      | $14695818.62  | 0.29%             | 2028-01-31      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                     | ASURION LLC                                                                     | CUSIP: 04649VAY6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   6256605 | PA      | $5410398.83   | 0.11%             | 2027-07-31      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| CMG Media Corp                                                                  | TERRIER MEDIA BUYER INC                                                         | CUSIP: 88145LAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  33963246 | PA      | $31500910.79  | 0.62%             | 2026-12-17      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| PG&E Corp                                                                       | PG&E CORP                                                                       | CUSIP: 69338CAH4<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | LON              | CORP              | US        |  50653625 | PA      | $49819866.67  | 0.99%             | 2025-06-23      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | ALLIANT SERVICES SERIES A CVT PFD PP                                            | CUSIP: TC5Z209L4<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      2900 | NS      | $2718750.00   | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| M6 ETX Holdings II Midco LLC                                                    | M6 ETX HOLDINGS II MIDCO                                                        | CUSIP: 55285DAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  10140000 | PA      | $10133713.20  | 0.20%             | 2029-09-19      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                                                    | ACRISURE LLC                                                                    | CUSIP: 00488PAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8728098 | PA      | $8156058.30   | 0.16%             | 2027-02-15      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| CAB                                                                             | CAB SELARL                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |   3425000 | PA      | $3252200.19   | 0.06%             | 2028-02-09      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Epicor Software Corp                                                            | EPICOR SOFTWARE CORP                                                            | CUSIP: 29426NAN4<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |  81390918 | PA      | $78508051.94  | 1.55%             | 2027-07-30      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| CP Atlas Buyer Inc                                                              | CP ATLAS BUYER INC                                                              | CUSIP: 12658HAG7<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | LON              | CORP              | US        |   2587588 | PA      | $2273842.71   | 0.05%             | 2027-11-23      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| UFC Holdings LLC                                                                | UFC HOLDINGS LLC                                                                | CUSIP: 90266UAJ2<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |  89138440 | PA      | $87517012.25  | 1.73%             | 2026-04-29      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC                                            | PRIME SECURITY SERVICES BOR                                                     | CUSIP: 03765VAK6<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |   1848735 | PA      | $1820782.58   | 0.04%             | 2026-09-23      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Brookfield WEC Holdings Inc                                                     | BROOKFIELD WEC HOLDINGS                                                         | CUSIP: 11284EAM5<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |  12996302 | PA      | $12743133.58  | 0.25%             | 2025-08-01      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                                           | HUB INTERNATIONAL LTD                                                           | CUSIP: 44332EAU0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        | 127022221 | PA      | $124836168.97 | 2.47%             | 2025-04-25      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Life Time Inc                                                                   | LIFE TIME INC                                                                   | CUSIP: 50218KAG3<br>LEI: 549300PALKE96VYH4X17 | Long             | LON              | CORP              | US        |   6143539 | PA      | $6098998.60   | 0.12%             | 2024-12-16      | Floating      | 9.48%                 | No            |                  2 | On Loan: No      |
| PetVet Care Centers LLC                                                         | PETVET CARE CENTERS LLC                                                         | CUSIP: 70476XAK1<br>LEI: 549300V0HK8MSXZNOM91 | Long             | LON              | CORP              | US        |  56565722 | PA      | $52252585.71  | 1.03%             | 2025-02-14      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                                                                  | SABRE GLBL INC                                                                  | CUSIP: 78571YBJ8<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |   7415000 | PA      | $6933025.00   | 0.14%             | 2028-06-30      | Floating      | 9.19%                 | No            |                  2 | On Loan: No      |
| Pike Corp                                                                       | PIKE CORP                                                                       | CUSIP: 72108PAR5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | LON              | CORP              | US        |  14444247 | PA      | $14148572.85  | 0.28%             | 2028-01-21      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                           | GFL ENVIRONMENTAL INC                                                           | CUSIP: 000000000<br>LEI: 549300FYK4MBXWIVZU26 | Long             | LON              | CORP              | CA        |  23702395 | PA      | $23643138.71  | 0.47%             | 2025-05-30      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                     | ASURION LLC                                                                     | CUSIP: 04649VAX8<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |  10889148 | PA      | $9509819.55   | 0.19%             | 2026-12-23      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| EW Scripps Co/The                                                               | EW SCRIPPS CO                                                                   | CUSIP: 26928BAM1<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |  24710852 | PA      | $23978422.68  | 0.47%             | 2028-01-07      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| CCI Buyer Inc                                                                   | CCI BUYER INC                                                                   | CUSIP: 12510EAC1<br>LEI: 254900TMV7DAFRQALU04 | Long             | LON              | CORP              | US        |   7309697 | PA      | $7055684.72   | 0.14%             | 2027-12-17      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Woof Holdings Inc                                                               | WOOF HOLDINGS INC                                                               | CUSIP: 98082EAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  24491000 | PA      | $22041900.00  | 0.44%             | 2028-12-21      | Floating      | 10.82%                | No            |                  2 | On Loan: No      |
| Woof Holdings Inc                                                               | WOOF HOLDINGS INC                                                               | CUSIP: 98082EAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  12541531 | PA      | $11789038.71  | 0.23%             | 2027-12-21      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| EXGEN RENEWABLES IV LLC                                                         | EXGEN RENEWABLES IV LLC                                                         | CUSIP: 000000000<br>LEI: 5493004JBPWTPTK8LB51 | Long             | LON              | CORP              | US        |  15243494 | PA      | $15087857.48  | 0.30%             | 2027-12-15      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| Planview Parent Inc                                                             | PLANVIEW PARENT INC                                                             | CUSIP: 72751PAC8<br>LEI: 549300SEALM1D9FKMA32 | Long             | LON              | CORP              | US        |   2650732 | PA      | $2469156.68   | 0.05%             | 2027-12-17      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Aruba Investments Holdings LLC                                                  | ARUBA INVESTMENT HOLDING                                                        | CUSIP: 04317JAF5<br>LEI: 254900GMIYFF4FZ0A357 | Long             | LON              | CORP              | US        |   6540000 | PA      | $5907778.20   | 0.12%             | 2028-11-24      | Floating      | 11.79%                | No            |                  2 | On Loan: No      |
| PetVet Care Centers LLC                                                         | PETVET CARE CENTERS LLC                                                         | CUSIP: 71681GAB7<br>LEI: 549300V0HK8MSXZNOM91 | Long             | LON              | CORP              | US        |  19231800 | PA      | $18238092.89  | 0.36%             | 2025-02-14      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| Aruba Investments Holdings LLC                                                  | ARUBA INVESTMENT HOLDING                                                        | CUSIP: 04317JAB4<br>LEI: 254900GMIYFF4FZ0A357 | Long             | LON              | CORP              | US        |  14205813 | PA      | $13720400.32  | 0.27%             | 2027-11-24      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| TruGreen LP                                                                     | TRUGREEN LP                                                                     | CUSIP: 89787RAK8<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |  13577036 | PA      | $11201054.86  | 0.22%             | 2028-11-02      | Floating      | 12.91%                | No            |                  3 | On Loan: No      |
| TruGreen LP                                                                     | TRUGREEN LP                                                                     | CUSIP: 89787RAH5<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |   1524812 | PA      | $1354795.91   | 0.03%             | 2027-11-02      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| LS Group OpCo Acquistion LLC                                                    | LS GROUP OPCO ACQUISITIO                                                        | CUSIP: 50220KAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5414668 | PA      | $5292837.74   | 0.10%             | 2027-11-02      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| CNT Holdings I Corp                                                             | CNT HOLDINGS I CORP                                                             | CUSIP: 12656AAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5985000 | PA      | $5635894.95   | 0.11%             | 2028-11-06      | Floating      | 10.49%                | No            |                  2 | On Loan: No      |
| CNT Holdings I Corp                                                             | CNT HOLDINGS I CORP                                                             | CUSIP: 12656AAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  15877245 | PA      | $15343927.95  | 0.30%             | 2027-11-08      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| Delta Topco Inc                                                                 | DELTA TOPCO INC                                                                 | CUSIP: 24780DAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7620000 | PA      | $6453225.60   | 0.13%             | 2028-12-01      | Floating      | 9.34%                 | No            |                  2 | On Loan: No      |
| Southern Veterinary Partners LLC                                                | SOUTHERN VETERINARY PART                                                        | CUSIP: 84410HAC4<br>LEI: 549300DT78GYJYRK0R74 | Long             | LON              | CORP              | US        |  10940130 | PA      | $10497929.71  | 0.21%             | 2027-10-05      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Netsmart Inc                                                                    | NETSMART INC                                                                    | CUSIP: 64119DAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4229242 | PA      | $4057450.63   | 0.08%             | 2027-10-01      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Aimbridge Acquisition Co Inc                                                    | AIMBRIDGE ACQUISITION CO                                                        | CUSIP: 00900YAE6<br>LEI: 549300SPGKLVE9WYCQ20 | Long             | LON              | CORP              | US        |   8863501 | PA      | $8353849.80   | 0.17%             | 2026-02-02      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| HEARTLAND DENTAL LLC                                                            | HEARTLAND DENTAL LLC                                                            | CUSIP: 42236W9A7<br>LEI: 5493008FRC0GRKBN1075 | Long             | LON              | CORP              | US        |   7481250 | PA      | $6957562.50   | 0.14%             | 2028-09-29      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd                                                                 | SKYMILES IP LTD                                                                 | CUSIP: 24736CBS2<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |  12465000 | PA      | $12630161.25  | 0.25%             | 2027-10-20      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| ECI Macola/Max Holding LLC                                                      | ECI MACOLA MAX HOLDING                                                          | CUSIP: 26825UAK7<br>LEI: 549300MZ2LKM75L5EI42 | Long             | LON              | CORP              | US        |  16733168 | PA      | $16089944.71  | 0.32%             | 2027-11-09      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp                                                       | GAINWELL ACQUISITION COR                                                        | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  90136824 | PA      | $87793266.74  | 1.74%             | 2027-10-01      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Alchemy Copyrights LLC                                                          | ALCHEMY COPYRIGHTS LLC                                                          | CUSIP: 01374WAD7<br>LEI: 549300Y8O8X4508AZD58 | Long             | LON              | CORP              | US        |  24705432 | PA      | $24520141.45  | 0.49%             | 2028-03-10      | Floating      | 6.77%                 | No            |                  3 | On Loan: No      |
| Epicor Software Corp                                                            | EPICOR SOFTWARE CORP                                                            | CUSIP: 29426NAQ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |  16791164 | PA      | $16560285.74  | 0.33%             | 2028-07-31      | Floating      | 11.82%                | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                        | IHEARTCOMMUNICATIONS INC                                                        | CUSIP: 45174UAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  33134248 | PA      | $30990793.68  | 0.61%             | 2026-05-01      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Mileage Plus Holdings LLC                                                       | MILEAGE PLUS HOLDINGS IN                                                        | CUSIP: 59921PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  51692500 | PA      | $53114043.75  | 1.05%             | 2027-06-21      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                                    | MH SUB I LLC                                                                    | CUSIP: 45567YAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  30410392 | PA      | $29555252.02  | 0.58%             | 2024-09-13      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| United PF Holdings LLC                                                          | UNITED PF HOLDINGS LLC                                                          | CUSIP: 91132UAK9<br>LEI: 2549002AF6PASVP2G486 | Long             | LON              | CORP              | US        |   5146029 | PA      | $4811537.23   | 0.10%             | 2026-12-30      | Floating      | 12.17%                | No            |                  3 | On Loan: No      |
| Sedgwick Claims Management Services Inc                                         | SEDGWICK CMS INC                                                                | CUSIP: 81527CAN7<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |   9447580 | PA      | $9289332.60   | 0.18%             | 2026-09-03      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Dave & Buster s Inc                                                             | DAVE & BUSTER'S INC                                                             | CUSIP: 23833EAV6<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |  20964038 | PA      | $20770120.15  | 0.41%             | 2029-06-29      | Floating      | 9.19%                 | No            |                  2 | On Loan: No      |
| Conservice Midco LLC                                                            | CONSERVICE MIDCO LLC                                                            | CUSIP: 20848PAB4<br>LEI: 254900F6TNZYKCEM6A28 | Long             | LON              | CORP              | US        |   3543270 | PA      | $3422196.06   | 0.07%             | 2027-05-13      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Tacala Investment Corp                                                          | TACALA INVESTMENT CORP                                                          | CUSIP: 873412AA8<br>LEI: 549300XTM341KBSTDI88 | Long             | LON              | CORP              | US        |   4501369 | PA      | $4312176.61   | 0.09%             | 2027-02-05      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Ceridian HCM Holding Inc                                                        | CERIDIAN HCM HOLDING INC                                                        | CUSIP: 15677GAF1<br>LEI: 549300T64GVCHFJ8L449 | Long             | LON              | CORP              | US        |   4117247 | PA      | $4018597.52   | 0.08%             | 2025-04-30      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| AssuredPartners Inc                                                             | ASSUREDPARTNERS INC                                                             | CUSIP: 04621HAN3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |   8158511 | PA      | $7833883.97   | 0.16%             | 2027-02-12      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| DYNASTY ACQUISITION CO I                                                        | DYNASTY ACQUISITION CO I                                                        | CUSIP: 26812CAE6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |  13139578 | PA      | $12611235.72  | 0.25%             | 2026-04-06      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| SMG US Midco 2 Inc                                                              | SMG US MIDCO 2 INC                                                              | CUSIP: 78453JAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9256013 | PA      | $8926313.35   | 0.18%             | 2025-01-23      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TRANSDIGM INC                                                                   | CUSIP: 89364MBR4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |  11007737 | PA      | $10832274.02  | 0.21%             | 2025-12-09      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| DUN & BRADSTREET CORP                                                           | DUN & BRADSTREET CORP                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5184985 | PA      | $5109803.12   | 0.10%             | 2026-02-06      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp                                                                | IRB HOLDING CORP                                                                | CUSIP: 44988LAF4<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |  36774155 | PA      | $36078020.45  | 0.71%             | 2025-02-05      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3 Inc                                                                | WAND NEWCO 3 INC                                                                | CUSIP: 93369PAF1<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |  34795778 | PA      | $33118273.12  | 0.66%             | 2026-02-05      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                                    | UNIVISION COMMUNICATIONS                                                        | CUSIP: 914908BD9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |   6576662 | PA      | $6478012.56   | 0.13%             | 2029-06-24      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| NOURYON USA LLC                                                                 | NOURYON USA LLC                                                                 | CUSIP: 000000000<br>LEI: 549300K7VB5G6LULFT41 | Long             | LON              | CORP              | US        |  16782441 | PA      | $16337706.34  | 0.32%             | 2025-10-01      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| CAMELOT FINANCE SA                                                              | CAMELOT FINANCE SA                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   3260211 | PA      | $3200712.58   | 0.06%             | 2026-10-30      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Nexus Buyer LLC                                                                 | NEXUS BUYER LLC                                                                 | CUSIP: 65343UAC6<br>LEI: 254900PILSANV8WOOF24 | Long             | LON              | CORP              | US        |   2660972 | PA      | $2545219.98   | 0.05%             | 2026-11-09      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Motion Finco LLC                                                                | MOTION FINCO LLC                                                                | CUSIP: 5901989A7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  11025000 | PA      | $10597781.25  | 0.21%             | 2026-11-12      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Waystar Technologies Inc                                                        | WAYSTAR TECHNOLOGIES INC                                                        | CUSIP: 63939WAG8<br>LEI: 549300BIRBTAWWHCSZ09 | Long             | LON              | CORP              | US        |  18949457 | PA      | $18570467.49  | 0.37%             | 2026-10-22      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| PROJECT BOOST PURCHASER                                                         | PROJECT BOOST PURCHASER                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3249030 | PA      | $3135996.71   | 0.06%             | 2026-06-01      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc                                              | CLEAR CHANNEL OUTDOOR HO                                                        | CUSIP: 18452RAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  29741117 | PA      | $27152153.19  | 0.54%             | 2026-08-21      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| MED ParentCo LP                                                                 | MED PARENTCO LP                                                                 | CUSIP: 58401DAF1<br>LEI: 549300660CLPRNK19Z91 | Long             | LON              | CORP              | US        |   9640000 | PA      | $7181800.00   | 0.14%             | 2027-08-30      | Floating      | 12.32%                | No            |                  2 | On Loan: No      |
| MED ParentCo LP                                                                 | MED PARENTCO LP                                                                 | CUSIP: 58401DAC8<br>LEI: 549300660CLPRNK19Z91 | Long             | LON              | CORP              | US        |   8954174 | PA      | $7595377.91   | 0.15%             | 2026-08-31      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| LTI Holdings Inc                                                                | LTI HOLDINGS INC                                                                | CUSIP: 50217UAW7<br>LEI: 5493003GUY3WBOTOAP97 | Long             | LON              | CORP              | US        |   2400858 | PA      | $2278822.79   | 0.05%             | 2026-07-24      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                                                         | BROWN GROUP HOLDING LLC                                                         | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |   7290000 | PA      | $7235325.00   | 0.14%             | 2029-07-02      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| Azalea Topco Inc                                                                | AZALEA TOPCO INC                                                                | CUSIP: 29102TAB8<br>LEI: 549300HC42NZULO53062 | Long             | LON              | CORP              | US        |  21636559 | PA      | $19986770.94  | 0.40%             | 2026-07-24      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| CAESARS RESORT COLLECTIO                                                        | CAESARS RESORT COLLECTIO                                                        | CUSIP: 000000000<br>LEI: 549300V3UCT773B1KR38 | Long             | LON              | CORP              | US        |  16057050 | PA      | $15931965.39  | 0.32%             | 2025-07-21      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Apollo Commercial Real Estate Finance Inc                                       | APOLLO CMMRL REAL EST FIN IN                                                    | CUSIP: 03768DAB3<br>LEI: 549300E0AN7M2AQHSY29 | Long             | LON              | CORP              | US        |   2146717 | PA      | $2039381.19   | 0.04%             | 2026-05-15      | Floating      | 6.82%                 | No            |                  3 | On Loan: No      |
| Staples Inc                                                                     | STAPLES INC                                                                     | CUSIP: 855031AQ3<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |  18271845 | PA      | $16263769.25  | 0.32%             | 2026-04-16      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| AMC Entertainment Holdings Inc                                                  | AMC ENTERTAINMENT HOLDINGS                                                      | CUSIP: 00164DAQ6<br>LEI: 549300ZO77UNR6NRBR11 | Long             | LON              | CORP              | US        |  10358979 | PA      | $5752962.52   | 0.11%             | 2026-04-22      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Prairie ECI Acquiror LP                                                         | PRAIRIE ECI ACQUIROR LP                                                         | CUSIP: 73955HAB0<br>LEI: 549300EXIECHUG4F3335 | Long             | LON              | CORP              | US        |  20845000 | PA      | $20144816.45  | 0.40%             | 2026-03-11      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| Aimbridge Acquisition Co Inc                                                    | AIMBRIDGE ACQUISITION CO                                                        | CUSIP: 00900YAD8<br>LEI: 549300SPGKLVE9WYCQ20 | Long             | LON              | CORP              | US        |  13756263 | PA      | $12793324.21  | 0.25%             | 2026-02-02      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| PetVet Care Centers LLC                                                         | PETVET CARE CENTERS LLC                                                         | CUSIP: 70476XAH8<br>LEI: 549300V0HK8MSXZNOM91 | Long             | LON              | CORP              | US        |   3246826 | PA      | $2995196.79   | 0.06%             | 2025-02-14      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services Inc                                         | SEDGWICK CMS INC                                                                | CUSIP: 81527CAL1<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |  41613503 | PA      | $40428766.58  | 0.80%             | 2025-12-31      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Select Medical Corp                                                             | SELECT MEDICAL CORP                                                             | CUSIP: 816194AV6<br>LEI: 549300X05KS0JKR8CB50 | Long             | LON              | CORP              | US        |   5856176 | PA      | $5740867.66   | 0.11%             | 2025-03-06      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Maxar Technologies Inc                                                          | MAXAR TECHNOLOGIES INC                                                          | CUSIP: 57778K9A5<br>LEI: 549300OEN2G821MIJ922 | Long             | LON              | CORP              | US        |   8665875 | PA      | $8328685.80   | 0.16%             | 2029-06-14      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| NEP Group Inc                                                                   | NEP GROUP INC                                                                   | CUSIP: 62908HAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3845000 | PA      | $3037550.00   | 0.06%             | 2026-10-19      | Floating      | 11.07%                | No            |                  2 | On Loan: No      |
| NEP Group Inc                                                                   | NEP GROUP INC                                                                   | CUSIP: 62908HAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5033275 | PA      | $4173440.86   | 0.08%             | 2025-10-20      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Aretec Group Inc                                                                | ARETEC GROUP INC                                                                | CUSIP: 04009DAB0<br>LEI: 549300NV2T8A33L0PQ58 | Long             | LON              | CORP              | US        |  45376588 | PA      | $44026634.78  | 0.87%             | 2025-10-01      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| LTI Holdings Inc                                                                | LTI HOLDINGS INC                                                                | CUSIP: 50217UAV9<br>LEI: 5493003GUY3WBOTOAP97 | Long             | LON              | CORP              | US        |   9853117 | PA      | $7981025.16   | 0.16%             | 2026-09-06      | Floating      | 10.82%                | No            |                  2 | On Loan: No      |
| LTI Holdings Inc                                                                | LTI HOLDINGS INC                                                                | CUSIP: 50217UAS6<br>LEI: 5493003GUY3WBOTOAP97 | Long             | LON              | CORP              | US        |    847901 | PA      | $798544.46    | 0.02%             | 2025-09-06      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                | ALTICE FRANCE SA                                                                | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |  21763976 | PA      | $20965890.99  | 0.41%             | 2026-08-14      | Floating      | 8.65%                 | No            |                  2 | On Loan: No      |
| AURIS LUXEMBOURG III SA                                                         | AURIS LUXEMBOURG III SA                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |  10981965 | PA      | $9682468.68   | 0.19%             | 2026-02-27      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                     | ASURION LLC                                                                     | CUSIP: 04649VAW0<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   8204635 | PA      | $7854215.44   | 0.16%             | 2024-11-03      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                                         | RHP HOTEL PROPERTIES LP                                                         | CUSIP: 74958NAG1<br>LEI: 549300SJMSMA2471GA96 | Long             | LON              | CORP              | US        |   2705472 | PA      | $2695326.74   | 0.05%             | 2024-05-11      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Edelman Financial Engines Center LLC/The                                        | EDELMAN FINANCIAL CENTER                                                        | CUSIP: 27943TAB5<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |   9144034 | PA      | $8223961.51   | 0.16%             | 2026-07-20      | Floating      | 10.82%                | No            |                  2 | On Loan: No      |
| CENTRAL PARENT INC                                                              | CENTRAL PARENT INC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  60400000 | PA      | $59624464.00  | 1.18%             | 2029-06-09      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| Renaissance Holdings Corp                                                       | RENAISSANCE HOLDINGS COR                                                        | CUSIP: 75972JAE4<br>LEI: 549300UKKEC0Y6TXNF09 | Long             | LON              | CORP              | US        |   4275000 | PA      | $4050562.50   | 0.08%             | 2026-05-29      | Floating      | 11.07%                | No            |                  2 | On Loan: No      |
| Renaissance Holdings Corp                                                       | RENAISSANCE HOLDINGS COR                                                        | CUSIP: 75972JAB0<br>LEI: 549300UKKEC0Y6TXNF09 | Long             | LON              | CORP              | US        |  10440240 | PA      | $9983479.51   | 0.20%             | 2025-05-30      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc                                                           | AMERICAN AIRLINES INC                                                           | CUSIP: 02376CBB0<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |   9434815 | PA      | $8991378.55   | 0.18%             | 2025-06-27      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| William Morris Endeavor Entertainment LLC                                       | WILLIAM MORRIS ENDEAVOR EN                                                      | CUSIP: 96925HAF9<br>LEI: 5493008R7J9HEQ30DZ33 | Long             | LON              | CORP              | US        |  33299833 | PA      | $32366105.53  | 0.64%             | 2025-05-18      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Brazos Delaware II LLC                                                          | BRAZOS DELAWARE II LLC                                                          | CUSIP: 10620UAB8<br>LEI: 549300V1BTYXZRGYUU04 | Long             | LON              | CORP              | US        |   8505502 | PA      | $8448770.54   | 0.17%             | 2025-05-21      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                               | ALLIANT HOLDINGS INTERMEDI                                                      | CUSIP: 01881UAE5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |  23847194 | PA      | $23366434.29  | 0.46%             | 2025-05-09      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                                           | HUB INTERNATIONAL LTD                                                           | CUSIP: 44332EAP1<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |   9232043 | PA      | $9050079.37   | 0.18%             | 2025-04-25      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Heartland Dental LLC                                                            | HEARTLAND DENTAL LLC                                                            | CUSIP: 42236WAH0<br>LEI: 5493008FRC0GRKBN1075 | Long             | LON              | CORP              | US        |   8289168 | PA      | $7646757.22   | 0.15%             | 2025-04-30      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Filtration Group Corp                                                           | FILTRATION GROUP CORP                                                           | CUSIP: 31732FAN6<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |   5445000 | PA      | $5453589.49   | 0.11%             | 2025-03-31      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Filtration Group Corp                                                           | FILTRATION GROUP CORP                                                           | CUSIP: 31732FAM8<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |  50999256 | PA      | $50279146.84  | 1.00%             | 2025-03-31      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Allspring Buyer LLC                                                             | ALLSPRING BUYER LLC                                                             | CUSIP: 98922AAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1775000 | PA      | $1752262.25   | 0.03%             | 2028-11-01      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| EG AMERICA LLC                                                                  | EG AMERICA LLC                                                                  | CUSIP: 000000000<br>LEI: 549300BY1CRYVPEG9R57 | Long             | LON              | CORP              | US        |  15299755 | PA      | $13944349.68  | 0.28%             | 2025-02-07      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| PetVet Care Centers LLC                                                         | PETVET CARE CENTERS LLC                                                         | CUSIP: 70476XAF2<br>LEI: 549300V0HK8MSXZNOM91 | Long             | LON              | CORP              | US        |  27663137 | PA      | $25842072.83  | 0.51%             | 2026-02-13      | Floating      | 10.32%                | No            |                  2 | On Loan: No      |
| PetVet Care Centers LLC                                                         | PETVET CARE CENTERS LLC                                                         | CUSIP: 70476XAC9<br>LEI: 549300V0HK8MSXZNOM91 | Long             | LON              | CORP              | US        |   2878249 | PA      | $2650147.83   | 0.05%             | 2025-02-14      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| EIG Management Co LLC                                                           | EIG MANAGEMENT CO LLC                                                           | CUSIP: 26858HAB6<br>LEI: 5493007EDFEL0IR8BD89 | Long             | LON              | CORP              | US        |   9181067 | PA      | $8905634.55   | 0.18%             | 2025-02-24      | Floating      | 7.82%                 | No            |                  3 | On Loan: No      |
| Tacala Investment Corp                                                          | TACALA INVESTMENT CORP                                                          | CUSIP: 873412AC4<br>LEI: 549300XTM341KBSTDI88 | Long             | LON              | CORP              | US        |   8556821 | PA      | $7746062.63   | 0.15%             | 2028-02-04      | Floating      | 11.57%                | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                | ALTICE FRANCE SA                                                                | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |   8714005 | PA      | $8332767.07   | 0.16%             | 2026-01-31      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| Caesars Resort Collection LLC                                                   | CAESARS RESORT COLLECTION LLC TL 1L USD                                         | CUSIP: 12769LAB5<br>LEI: 549300V3UCT773B1KR38 | Long             | LON              | CORP              | US        |   7509831 | PA      | $7452830.93   | 0.15%             | 2024-12-23      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| SAM BIDCO SASU                                                                  | SAM BIDCO SASU                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |   3245000 | PA      | $3082750.00   | 0.06%             | 2024-12-13      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                                    | MH SUB I LLC                                                                    | CUSIP: 45567YAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  12385362 | PA      | $12039563.02  | 0.24%             | 2024-09-13      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                            | GBP/USD FWD 20230120 BARCGB5G                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-313603.55   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                                 | GBP/USD FWD 20230120 BOFAUS6N                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | GB        |         1 | NC      | $6527.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield WEC Holdings Inc                                                     | BROOKFIELD WEC HOLDINGS                                                         | CUSIP: 11284EAP8<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |  17530000 | PA      | $17393090.70  | 0.34%             | 2025-08-01      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | FI TRS USD REC IBXXLLTR 12/20/22                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $76881.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | FI TRS USD REC IBXXLLTR 06/20/23                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $232800.40    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | FI TRS USD REC IBXXLLTR 03/20/23                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $633331.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | FI TRS USD REC IBXXLLTR 03/20/23                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |         1 | NC      | $366810.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                        | VISTRA OPERATIONS CO LLC                                                        | CUSIP: 92840VAL6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   7400000 | PA      | $7237762.40   | 0.14%             | 2025-05-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Vistra Corp                                                                     | VISTRA CORP                                                                     | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |  21350000 | PA      | $19081562.50  | 0.38%             | N/A             | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMMUNICATIONS INC                                                      | CUSIP: 92343VGE8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   9405000 | PA      | $9111535.79   | 0.18%             | 2026-03-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| USI Inc/NY                                                                      | USI INC/NY                                                                      | CUSIP: 91739VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8955000 | PA      | $8742318.75   | 0.17%             | 2025-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                                     | UNITED STATES TREASURY BILL                                                     | CUSIP: 912796YN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1182402.00   | 0.02%             | 2023-04-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc                                                             | UNITED AIRLINES INC                                                             | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   3385000 | PA      | $2995725.00   | 0.06%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TIBCO Software Inc                                                              | TIBCO SOFTWARE INC                                                              | CUSIP: 88632NAV2<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |   9010000 | PA      | $8166934.30   | 0.16%             | 2022-03-20      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TRANSDIGM INC                                                                   | CUSIP: 893647BK2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |  11125000 | PA      | $11291875.00  | 0.22%             | 2025-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Townsquare Media Inc                                                            | TOWNSQUARE MEDIA INC                                                            | CUSIP: 892231AB7<br>LEI: 549300XBA8C68H0DR538 | Long             | DBT              | CORP              | US        |   9330000 | PA      | $8630250.00   | 0.17%             | 2026-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                    | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                    | CUSIP: 87470LAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1108687.50   | 0.02%             | 2025-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                    | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                    | CUSIP: 87470LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    665000 | PA      | $631750.00    | 0.01%             | 2027-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sprint LLC                                                                      | SPRINT LLC                                                                      | CUSIP: 85207UAH8<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   5635000 | PA      | $5754743.75   | 0.11%             | 2024-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies BV                                                         | SENSATA TECHNOLOGIES BV                                                         | CUSIP: 81725WAJ2<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |   8170000 | PA      | $8027025.00   | 0.16%             | 2025-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies BV                                                         | SENSATA TECHNOLOGIES BV                                                         | CUSIP: 81725WAH6<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |   2970000 | PA      | $2944012.50   | 0.06%             | 2024-11-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                                                                  | SABRE GLBL INC                                                                  | CUSIP: 78573NAH5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   4945000 | PA      | $5037718.75   | 0.10%             | 2027-12-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                                                                  | SABRE GLBL INC                                                                  | CUSIP: 78573NAF9<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   9220000 | PA      | $8770525.00   | 0.17%             | 2025-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                                                                  | SABRE GLBL INC                                                                  | CUSIP: 78573NAC6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   5875000 | PA      | $5860312.50   | 0.12%             | 2025-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| TerraForm Power Operating LLC                                                   | TERRAFORM POWER OPERATING                                                       | CUSIP: 88103NAK6<br>LEI: 5493000S2OLR3UT5BE13 | Long             | LON              | CORP              | US        |  24962438 | PA      | $24764735.00  | 0.49%             | 2029-05-30      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty Group LLC                                                        | RYAN SPECIALTY GROUP LLC                                                        | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    895000 | PA      | $765225.00    | 0.02%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Rivian Holdings LLC/Rivian LLC/Rivian Automotive LLC                            | RIVIAN HOLDINGS LLC/RIVIAN LLC/RIVIAN AUTOMOTIVE LLC                            | CUSIP: 76954LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  39265000 | PA      | $37498075.00  | 0.74%             | 2026-10-15      | Variable      | 10.16%                | No            |                  2 | On Loan: No      |
| T Rowe Price Government Reserve Investment Fund                                 | T ROWE PRICE GOVERNMENT RESERVE INVESTMENT FUND                                 | CUSIP: 76105Y109<br>LEI: 5493007QR86JJLYO6D96 | Long             | STIV             | RF                | US        | 294613556 | NS      | $294613555.59 | 5.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Radiate Holdco LLC / Radiate Finance Inc                                        | RADIATE HOLDCO LLC / RADIATE FINANCE INC                                        | CUSIP: 75026JAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13730000 | PA      | $11395900.00  | 0.23%             | 2026-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Presidio Holdings Inc                                                           | PRESIDIO HOLDINGS INC                                                           | CUSIP: 74101XAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4688000 | PA      | $4195760.00   | 0.08%             | 2028-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Avient Corp                                                                     | AVIENT CORP                                                                     | CUSIP: 73179PAM8<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |   5060000 | PA      | $4908200.00   | 0.10%             | 2025-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NuStar Energy LP                                                                | NUSTAR ENERGY LP                                                                | CUSIP: 67058H508<br>LEI: 5493003BMLTUIEG2LG44 | Long             | EP               | CORP              | US        |    140075 | NS      | $4132212.50   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Nielsen Holdings PLC                                                            | NIELSEN HOLDINGS                                                                | CUSIP: 6539989A4<br>LEI: 549300ZVCBHQE0XHG367 | Long             | DBT              | CORP              | US        |   9435000 | PA      | $9151950.00   | 0.18%             | 2029-10-11      | Variable      | 13.47%                | No            |                  3 | On Loan: No      |
| NextEra Energy Operating Partners LP                                            | NEXTERA ENERGY OPERATING PARTNERS LP                                            | CUSIP: 65342QAK8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |   5635000 | PA      | $5437775.00   | 0.11%             | 2024-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US Inc                                                            | NEPTUNE BIDCO US INC                                                            | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |   3950000 | PA      | $3757437.50   | 0.07%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| Blackstone Mortgage Trust Inc                                                   | BLACKSTONE MORTGAGE TR                                                          | CUSIP: 09259GAF0<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | LON              | CORP              | US        |   5534588 | PA      | $5410059.28   | 0.11%             | 2029-05-09      | Floating      | 7.59%                 | No            |                  3 | On Loan: No      |
| NGL Energy Operating LLC / NGL Energy Finance Corp                              | NGL ENERGY OPERATING LLC / NGL ENERGY FINANCE CORP                              | CUSIP: 62922LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6335000 | PA      | $5701500.00   | 0.11%             | 2026-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                             | MEDLINE BORROWER LP                                                             | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   6455000 | PA      | $5422200.00   | 0.11%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                                                                  | CUSIP: 61747YEP6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   7040000 | PA      | $6976618.88   | 0.14%             | 2025-04-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd       | MILEAGE PLUS HOLDINGS LLC / MILEAGE PLUS INTELLECTUAL PROPERTY ASSETS LTD       | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2821500 | PA      | $2807392.50   | 0.06%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Maxar Technologies Inc                                                          | MAXAR TECHNOLOGIES INC                                                          | CUSIP: 57778KAC9<br>LEI: 549300OEN2G821MIJ922 | Long             | DBT              | CORP              | US        |   5775000 | PA      | $5659500.00   | 0.11%             | 2027-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Kobe US Midco 2 Inc                                                             | KOBE US MIDCO 2 INC                                                             | CUSIP: 499894AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4922000 | PA      | $3543840.00   | 0.07%             | 2026-11-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| International Game Technology PLC                                               | INTERNATIONAL GAME TECHNOLOGY PLC                                               | CUSIP: 460599AC7<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |   1910000 | PA      | $1914775.00   | 0.04%             | 2025-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Intelsat Jackson Holdings SA                                                    | INTELSAT JACKSON HOLDINGS SA                                                    | CUSIP: 45824TBC8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |   7115000 | PA      | $6545800.00   | 0.13%             | 2030-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                                                        | IHEARTCOMMUNICATIONS INC                                                        | CUSIP: 45174HBE6<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $951375.00    | 0.02%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                                           | HUB INTERNATIONAL LTD                                                           | CUSIP: 44332PAD3<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   9970000 | PA      | $9857837.50   | 0.20%             | 2026-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                                     | AVIENT CORP                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6559425 | PA      | $6524594.80   | 0.13%             | 2029-08-29      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                | HILTON DOMESTIC OPERATING CO INC                                                | CUSIP: 432833AG6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |  10040000 | PA      | $9927050.00   | 0.20%             | 2025-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                                                                         | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   5730000 | PA      | $5689890.00   | 0.11%             | 2025-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GTCR AP Finance Inc                                                             | GTCR AP FINANCE INC                                                             | CUSIP: 40060QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6305000 | PA      | $6084325.00   | 0.12%             | 2027-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                 | CAD/USD FWD 20230120 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-407214.07   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CREDIT CO LLC                                                        | CUSIP: 345397ZX4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   5915000 | PA      | $5686054.01   | 0.11%             | 2024-11-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CREDIT CO LLC                                                        | CUSIP: 345397ZQ9<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   5635000 | PA      | $5566810.87   | 0.11%             | 2024-03-18      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | USD/EUR FWD 20230224 MSLNGB2X                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-105664.25   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| eG Global Finance PLC                                                           | EG GLOBAL FINANCE PLC                                                           | CUSIP: 28228PAB7<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    790000 | PA      | $746550.00    | 0.01%             | 2025-10-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Connect Finco SARL / Connect US Finco LLC                                       | CONNECT FINCO SARL / CONNECT US FINCO LLC                                       | CUSIP: 20752TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   9030000 | PA      | $8533350.00   | 0.17%             | 2026-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc                                              | CLEAR CHANNEL OUTDOOR HOLDINGS INC                                              | CUSIP: 18453HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5915000 | PA      | $5101687.50   | 0.10%             | 2027-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Scientific Games International Inc                                              | SCIENTIFIC GAMES INTERNATIO                                                     | CUSIP: 80875AAT8<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |  10467500 | PA      | $10250299.38  | 0.20%             | 2029-04-14      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                 | EUR/USD FWD 20230224 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-249102.92   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cinemark USA Inc                                                                | CINEMARK USA INC                                                                | CUSIP: 172441BC0<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3154250.00   | 0.06%             | 2025-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Cedar Fair LP / Canada s Wonderland Co / Magnum Management Corp / Millennium Op | CEDAR FAIR LP / CANADA'S WONDERLAND CO / MAGNUM MANAGEMENT CORP / MILLENNIUM OP | CUSIP: 150190AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5060000 | PA      | $4984100.00   | 0.10%             | 2025-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                                   | CARNIVAL CORP                                                                   | CUSIP: 143658BJ0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   2800000 | PA      | $2695000.00   | 0.05%             | 2027-08-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                | CHS/COMMUNITY HEALTH SYSTEMS INC                                                | CUSIP: 12543DBD1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   5725000 | PA      | $5052312.50   | 0.10%             | 2027-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Big River Steel LLC / BRS Finance Corp                                          | BIG RIVER STEEL LLC / BRS FINANCE CORP                                          | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3603000 | PA      | $3454376.25   | 0.07%             | 2029-01-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AssuredPartners Inc                                                             | ASSUREDPARTNERS INC                                                             | CUSIP: 04624VAA7<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |   2622000 | PA      | $2517120.00   | 0.05%             | 2025-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Aretec Escrow Issuer Inc                                                        | ARETEC ESCROW ISSUER INC                                                        | CUSIP: 040133AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8930000 | PA      | $7255625.00   | 0.14%             | 2029-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                  | AMERICAN ELECTRIC POWER CO INC                                                  | CUSIP: 02557T307<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EP               | CORP              | US        |     61034 | NS      | $3237548.53   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| American Airlines Inc                                                           | AMERICAN AIRLINES INC                                                           | CUSIP: 023771S58<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |  14220000 | PA      | $15713100.00  | 0.31%             | 2025-07-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Renaissance Holdings Corp                                                       | RENAISSANCE HOLDINGS COR                                                        | CUSIP: 75972JAG9<br>LEI: 549300UKKEC0Y6TXNF09 | Long             | LON              | CORP              | US        |  10118000 | PA      | $9732301.84   | 0.19%             | 2027-04-01      | Floating      | 8.29%                 | No            |                  2 | On Loan: No      |
| Altice France Holding SA                                                        | ALTICE FRANCE HOLDING SA                                                        | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |  13845000 | PA      | $10937550.00  | 0.22%             | 2027-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC / Allied Universal Finance Corp                     | ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP                     | CUSIP: 019576AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11665000 | PA      | $10527662.50  | 0.21%             | 2027-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC / Allied Universal Finance Corp                     | ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP                     | CUSIP: 019576AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2370000 | PA      | $2251500.00   | 0.04%             | 2026-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER                  | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3035000 | PA      | $2792200.00   | 0.06%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AG TTMT Escrow Issuer LLC                                                       | AG TTMT ESCROW ISSUER LLC                                                       | CUSIP: 00840KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3590000 | PA      | $3616925.00   | 0.07%             | 2027-09-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Advisor Group Holdings Inc                                                      | ADVISOR GROUP HOLDINGS INC                                                      | CUSIP: 00791GAA5<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |   4345000 | PA      | $4421037.50   | 0.09%             | 2027-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Acrisure LLC / Acrisure Finance Inc                                             | ACRISURE LLC / ACRISURE FINANCE INC                                             | CUSIP: 00489LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10995000 | PA      | $10775100.00  | 0.21%             | 2026-08-01      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| Acrisure LLC / Acrisure Finance Inc                                             | ACRISURE LLC / ACRISURE FINANCE INC                                             | CUSIP: 00489LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2815000 | PA      | $2621468.75   | 0.05%             | 2025-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc/AAdvantage Loyalty IP Ltd                                 | AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD                                 | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4605000 | PA      | $4271137.50   | 0.08%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AG Issuer LLC                                                                   | AG ISSUER LLC                                                                   | CUSIP: 00119LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5310000 | PA      | $4958212.50   | 0.10%             | 2028-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Sophia LP                                                                       | SOPHIA LP                                                                       | CUSIP: 83578BAP8<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |  13448262 | PA      | $13044814.63  | 0.26%             | 2027-10-07      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                                                                  | SABRE GLBL INC                                                                  | CUSIP: 78571YBH2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |   6868580 | PA      | $6387779.18   | 0.13%             | 2028-06-30      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| Entegris Inc                                                                    | ENTEGRIS INC                                                                    | CUSIP: 29362LAL8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | LON              | CORP              | US        |  11080000 | PA      | $10976845.20  | 0.22%             | 2029-07-06      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| APPLIED SYSTEMS INC                                                             | APPLIED SYSTEMS INC                                                             | CUSIP: 03827FBB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4300000 | PA      | $4271792.00   | 0.08%             | 2026-09-19      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Azalea Topco Inc                                                                | AZALEA TOPCO INC                                                                | CUSIP: 29102TAF9<br>LEI: 549300HC42NZULO53062 | Long             | LON              | CORP              | US        |   8455236 | PA      | $7799955.47   | 0.15%             | 2026-07-24      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Olaplex Inc                                                                     | OLAPLEX INC                                                                     | CUSIP: 67936UAB7<br>LEI: 254900QYCAW2BUUZ1O97 | Long             | LON              | CORP              | US        |  23325175 | PA      | $22158916.25  | 0.44%             | 2029-02-23      | Floating      | 7.20%                 | No            |                  3 | On Loan: No      |
| Scientific Games Holdings LP                                                    | SCIENTIFIC GAMES HOLDIN                                                         | CUSIP: 80875CAB3<br>LEI: 549300W5GPFXXB6TQ330 | Long             | LON              | CORP              | US        |   9275000 | PA      | $8846031.25   | 0.18%             | 2029-02-04      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| McAfee Corp                                                                     | MCAFEE CORP                                                                     | CUSIP: 57906HAD9<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |  15771675 | PA      | $14953598.22  | 0.30%             | 2029-03-01      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp                                                                | IRB HOLDING CORP                                                                | CUSIP: 44988LAH0<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |  13284441 | PA      | $12766347.81  | 0.25%             | 2027-12-15      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| HUNTER DOUGLAS INC                                                              | HUNTER DOUGLAS INC                                                              | CUSIP: 000000000<br>LEI: 529900811T142NS3H544 | Long             | LON              | CORP              | US        |  12763012 | PA      | $11110712.90  | 0.22%             | 2029-02-26      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| Vibrantz Technologies Inc                                                       | PMHC II INC                                                                     | CUSIP: 69346EAG2<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |   7070000 | PA      | $5922751.10   | 0.12%             | 2029-04-23      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| AssuredPartners Inc                                                             | ASSUREDPARTNERS INC                                                             | CUSIP: 04621HAT0<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |  23281242 | PA      | $22335557.87  | 0.44%             | 2027-02-12      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                                          | ATHENAHEALTH GROUP INC                                                          | CUSIP: 04686RAB9<br>LEI: 5493004JZ4RQIZBHP241 | Long             | LON              | CORP              | US        |  50038932 | PA      | $45585467.44  | 0.90%             | 2029-02-15      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Embecta Corp                                                                    | EMBECTA CORP                                                                    | CUSIP: 29081LAC8<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | LON              | CORP              | US        |  11322168 | PA      | $10876413.84  | 0.22%             | 2029-03-30      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| USI Inc/NY                                                                      | USI INC/NY                                                                      | CUSIP: 90351NAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  45495000 | PA      | $44707026.60  | 0.88%             | 2029-11-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AUTO AUCTION                                                           | AMERICAN AUTO AUCTION                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8818267 | PA      | $7429389.81   | 0.15%             | 2027-12-30      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                                                 | NAKED JUICE LLC                                                                 | CUSIP: 62984CAB9<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |  19462000 | PA      | $16907612.50  | 0.33%             | 2030-01-20      | Floating      | 9.65%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                                                 | NAKED JUICE LLC                                                                 | CUSIP: 62984CAD5<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |   8391612 | PA      | $7888115.75   | 0.16%             | 2029-01-20      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Maravai Intermediate Holdings LLC                                               | MARAVAI INTERMEDIATE HOL                                                        | CUSIP: 56589PAJ4<br>LEI: 2549005DIMMJLV8LMZ14 | Long             | LON              | CORP              | US        |  34598997 | PA      | $33950265.34  | 0.67%             | 2027-10-29      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Simply Good Foods USA Inc                                                       | SIMPLY GOOD FOODS USA                                                           | CUSIP: 04761PAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8240543 | PA      | $8219941.73   | 0.16%             | 2024-07-07      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| AG GROUP HOLDINGS INC                                                           | AG GROUP HOLDINGS INC                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7956020 | PA      | $7717339.09   | 0.15%             | 2028-12-29      | Floating      | 8.40%                 | No            |                  3 | On Loan: No      |
| SRS Distribution Inc                                                            | SRS DISTRIBUTION INC                                                            | CUSIP: 78466YAQ1<br>LEI: 549300ZQ3XP75BCYM468 | Long             | LON              | CORP              | US        |   2570323 | PA      | $2455454.97   | 0.05%             | 2028-06-02      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| VFH PARENT LLC                                                                  | VFH PARENT LLC                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  11157000 | PA      | $10822290.00  | 0.21%             | 2029-01-13      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| Anticimex Global AB                                                             | ANTICIMEX GLOBAL AB                                                             | CUSIP: 0367309B7<br>LEI: N/A                  | Long             | LON              | CORP              | SE        |   4062658 | PA      | $3940778.36   | 0.08%             | 2028-11-16      | Floating      | 8.73%                 | No            |                  3 | On Loan: No      |
| ICU Medical Inc                                                                 | ICU MEDICAL INC                                                                 | CUSIP: 44930G9A7<br>LEI: 5493003NRW7LS2QZRH60 | Long             | LON              | CORP              | US        |   8017481 | PA      | $7696781.35   | 0.15%             | 2029-01-08      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Playa Resorts Holding BV                                                        | PLAYA RESORTS HOLDING B.V.                                                      | CUSIP: 72812NAG1<br>LEI: 5493005SPBUMPZZCIZ96 | Long             | LON              | CORP              | NL        |   4790000 | PA      | $4644815.10   | 0.09%             | 2028-11-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Southwestern Energy Co                                                          | SOUTHWESTERN ENERGY CO                                                          | CUSIP: 84546SAU7<br>LEI: EFWMP121W54QV9MGOP87 | Long             | LON              | CORP              | US        |   2855377 | PA      | $2816115.14   | 0.06%             | 2027-06-22      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                                         | UKG INC                                                                         | CUSIP: 90385KAK7<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |  54074149 | PA      | $52158842.52  | 1.03%             | 2026-05-04      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Claros Mortgage Trust Inc                                                       | CLAROS MORTGAGE TRUST IN                                                        | CUSIP: 18269PAC6<br>LEI: 549300Z9LU2CZ3K30C16 | Long             | LON              | CORP              | US        |   5616144 | PA      | $5524882.00   | 0.11%             | 2026-08-09      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| LTI Holdings Inc                                                                | LTI HOLDINGS INC                                                                | CUSIP: 50217UBB2<br>LEI: 5493003GUY3WBOTOAP97 | Long             | LON              | CORP              | US        |   1852256 | PA      | $1749233.76   | 0.03%             | 2026-07-24      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                                         | UKG INC                                                                         | CUSIP: 90385K9D5<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        | 119805000 | PA      | $109621575.00 | 2.17%             | 2027-05-03      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| Ascend Learning LLC                                                             | ASCEND LEARNING LLC                                                             | CUSIP: 04349HAM6<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |  41875849 | PA      | $35489781.94  | 0.70%             | 2029-12-10      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| Ascend Learning LLC                                                             | ASCEND LEARNING LLC                                                             | CUSIP: 04349HAK0<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |  24236274 | PA      | $22896493.07  | 0.45%             | 2028-12-11      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Driven Holdings LLC                                                             | DRIVEN HOLDINGS LLC                                                             | CUSIP: 2629999A5<br>LEI: 2549009H8IC4YXR5FV18 | Long             | LON              | CORP              | US        |  10680363 | PA      | $10146345.24  | 0.20%             | 2028-12-17      | Floating      | 3.52%                 | No            |                  3 | On Loan: No      |
| HRNI Holdings LLC                                                               | HRNI HOLDINGS LLC                                                               | CUSIP: 84752P9A8<br>LEI: 549300V1ELIRK8JURN28 | Long             | LON              | CORP              | US        |   8743533 | PA      | $8459368.08   | 0.17%             | 2028-12-11      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                                    | ACRISURE LLC                                                                    | CUSIP: 00488PAP0<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |  19119777 | PA      | $18331086.26  | 0.36%             | 2027-02-15      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS LLC                                                    | FOCUS FINANCIAL PARTNERS LLC                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  15165000 | PA      | $14909166.45  | 0.30%             | 2028-06-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| KREF Holdings X LLC                                                             | KREF HOLDINGS X                                                                 | CUSIP: 48266YAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5034436 | PA      | $4971505.46   | 0.10%             | 2027-09-01      | Floating      | 7.44%                 | No            |                  3 | On Loan: No      |
| Radiate Holdco LLC                                                              | RADIATE HOLDCO LLC                                                              | CUSIP: 75025KAH1<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | LON              | CORP              | US        |   8175361 | PA      | $7152132.99   | 0.14%             | 2026-09-25      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                               | ALLIANT HOLDINGS INTERMEDI                                                      | CUSIP: 01881UAJ4<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |  40316855 | PA      | $39082352.65  | 0.77%             | 2027-11-05      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| NEXUS BUYER LLC                                                                 | NEXUS BUYER LLC                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5240000 | PA      | $4855750.80   | 0.10%             | 2029-11-05      | Floating      | 10.32%                | No            |                  2 | On Loan: No      |
| Armor Holdco Inc                                                                | ARMOR HOLDCO INC                                                                | CUSIP: 04225VAD4<br>LEI: 254900X6HLK0YPTHHF09 | Long             | LON              | CORP              | US        |   3634650 | PA      | $3575586.78   | 0.07%             | 2028-12-11      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Sophia LP                                                                       | SOPHIA LP                                                                       | CUSIP: 83578BAN3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |  32523096 | PA      | $31295348.71  | 0.62%             | 2027-10-07      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Advantage Sales & Marketing Inc                                                 | ADVANTAGE SALES & MARKETING                                                     | CUSIP: 00769EAZ3<br>LEI: 549300T4O24KQDED1182 | Long             | LON              | CORP              | US        |   9409781 | PA      | $7548996.98   | 0.15%             | 2027-10-28      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                                   | APPLOVIN CORP                                                                   | CUSIP: 03835EAF1<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | LON              | CORP              | US        |   9693462 | PA      | $9075503.48   | 0.18%             | 2028-10-25      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Chariot Buyer LLC                                                               | CHARIOT BUYER LLC                                                               | CUSIP: 15963CAC0<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |  12974793 | PA      | $12127409.46  | 0.24%             | 2028-11-03      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Filtration Group Corp                                                           | FILTRATION GROUP CORP                                                           | CUSIP: 31732FAR7<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |  36426782 | PA      | $35452365.61  | 0.70%             | 2028-10-21      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| DELTA 2 LUX SARL                                                                | DELTA 2 LUX SARL                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |  34583000 | PA      | $34399364.27  | 0.68%             | 2030-01-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Primary Products Finance LLC                                                    | PRIMARY PRODUCTS FINANCE                                                        | CUSIP: 74167NAC7<br>LEI: 549300D4W5WVUVR3LC81 | Long             | LON              | CORP              | US        |   9579438 | PA      | $9359876.79   | 0.19%             | 2028-10-22      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Eyecare Partners LLC                                                            | EYECARE PARTNERS LLC                                                            | CUSIP: 30233PAK6<br>LEI: 254900ZAACWK09RJ8W93 | Long             | LON              | CORP              | US        |   1200000 | PA      | $984000.00    | 0.02%             | 2029-11-15      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| Medallion Midland Acquisition LP                                                | MEDALLION MIDLAND ACQ                                                           | CUSIP: 58404BAD7<br>LEI: 549300QCYU94ZA2ELG48 | Long             | LON              | CORP              | US        |  24070483 | PA      | $23784766.59  | 0.47%             | 2028-10-18      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Starwood Property Mortgage LLC                                                  | STARWOOD PROPERTY MORTGA                                                        | CUSIP: 85570DAF9<br>LEI: 5493008SB15CNJRIOK13 | Long             | LON              | CORP              | US        |   1608625 | PA      | $1588517.50   | 0.03%             | 2026-07-26      | Floating      | 7.32%                 | No            |                  3 | On Loan: No      |
| Loyalty Ventures Inc                                                            | LOYALTY VENTURES INC                                                            | CUSIP: 54912FAD2<br>LEI: 549300Q3YKVWNY6JIJ44 | Long             | LON              | CORP              | US        |   4155153 | PA      | $1641285.38   | 0.03%             | 2027-11-03      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Specialty Building Products Holdings LLC                                        | SPECIALTY BUILDINGS PROD                                                        | CUSIP: 84748EAF7<br>LEI: 549300ICFD46O3KMJC06 | Long             | LON              | CORP              | US        |   5121969 | PA      | $4515322.87   | 0.09%             | 2028-10-15      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| LSF11 A5 HoldCo LLC                                                             | LSF11 A5 HOLDCO LLC                                                             | CUSIP: 50216YAB6<br>LEI: 254900FPK7P5WNA66Y10 | Long             | LON              | CORP              | US        |  12242670 | PA      | $11826908.60  | 0.23%             | 2028-10-15      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| XPLORNET COMMUNICATIONS                                                         | XPLORNET COMMUNICATIONS                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   6965000 | PA      | $5223750.00   | 0.10%             | 2029-10-01      | Floating      | 11.07%                | No            |                  3 | On Loan: No      |
| XPLORNET COMMUNICATIONS                                                         | XPLORNET COMMUNICATIONS                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   7774540 | PA      | $6316813.69   | 0.13%             | 2028-10-02      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Co Inc                                                             | BOXER PARENT CO INC                                                             | CUSIP: 10318UAB5<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |   5045000 | PA      | $4627879.40   | 0.09%             | 2026-02-27      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Four Seasons Hotels Ltd                                                         | FOUR SEASONS HOTELS LTD                                                         | CUSIP: 35100DAS5<br>LEI: 5493009FUVX8LHYY2202 | Long             | LON              | CORP              | CA        |   2555000 | PA      | $2550222.15   | 0.05%             | 2029-11-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CHG HEALTHCARE SERVICES INC                                                     | CHG HEALTHCARE SERVICES INC                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3888399 | PA      | $3807170.69   | 0.08%             | 2028-09-29      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Dexko Global Inc                                                                | DEXKO GLOBAL INC                                                                | CUSIP: 25213YAU9<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |   4341423 | PA      | $3916918.99   | 0.08%             | 2028-10-04      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| ConnectWise LLC                                                                 | CONNECTWISE LLC                                                                 | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8365379 | PA      | $8018215.31   | 0.16%             | 2028-09-29      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Grinding Media Inc                                                              | GRINDING MEDIA INC                                                              | CUSIP: 39854KAB6<br>LEI: 254900IYFJ03EGFQ8C34 | Long             | LON              | CORP              | US        |   6475925 | PA      | $5925471.26   | 0.12%             | 2028-10-12      | Floating      | 7.70%                 | No            |                  3 | On Loan: No      |
| Covanta Holding Corp                                                            | COVANTA HOLDING CORP                                                            | CUSIP: 22282G9A7<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |   6857551 | PA      | $6714707.76   | 0.13%             | 2028-11-30      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| CCC Intelligent Solutions Inc                                                   | CCC INTELLIGENT SOLUTION                                                        | CUSIP: 12511BAC6<br>LEI: 5493006JEEL9RIWY5T17 | Long             | LON              | CORP              | US        |   4588777 | PA      | $4510768.13   | 0.09%             | 2028-09-21      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| CP Iris Holdco I Inc                                                            | CP IRIS HOLDCO I INC                                                            | CUSIP: 12659EAF5<br>LEI: 25490024F0AS5UR7DB02 | Long             | LON              | CORP              | US        |   1480000 | PA      | $1243200.00   | 0.02%             | 2029-10-01      | Floating      | 11.07%                | No            |                  3 | On Loan: No      |
| CP IRIS HOLDCO I INC                                                            | CP IRIS HOLDCO I INC                                                            | CUSIP: 12659EAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  11242425 | PA      | $10012840.92  | 0.20%             | 2028-10-02      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| SeaWorld Parks & Entertainment Inc                                              | SEAWORLD PARKS & ENTERTA                                                        | CUSIP: 78488CAH3<br>LEI: 549300UZV72O3371JJ53 | Long             | LON              | CORP              | US        |  45222944 | PA      | $44290447.36  | 0.88%             | 2028-08-25      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                           | WR GRACE HOLDINGS LLC                                                           | CUSIP: 92943HAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  15884270 | PA      | $15566584.70  | 0.31%             | 2028-09-22      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-11-30

**Name of Applicant:** T. ROWE PRICE INSTITUTIONAL INCOME FUNDS, INC.

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President