# EDGAR Filing Document

**Accession Number:** 0001018593
**File Stem:** 0000940400-26-008403
**Filing Date:** 2026-2
**Character Count:** 118197
**Document Hash:** e71830de54828e8572dcd99fe05e4a87
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-008403.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0000940400-26-008403

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07705
- **FILM NUMBER:** 26684155

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Greenfield

  - **State:** MA

  - **Foreign country:** US

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

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1230456812.22

**Total Liabilities:** $36744381.67

**Net Assets:** $1193712430.55

**Cash Not Reported:** $22835679.34

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** -3598.99747700 | **10-Year:** -5557.85298800 | **30-Year:** -3620.59940500

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

- **3-Month:** 0.00000000 | **1-Year:** -199.29008920 | **5-Year:** -163691.95740000 | **10-Year:** -182836.33610000 | **30-Year:** -7454.62235100

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000181247 | 0.14%                | 0.28%                | 1.34%                |
| Class ID C000181248 | 0.09%                | 0.24%                | 1.15%                |
| Class ID C000181249 | 0.04%                | 0.44%                | 1.23%                |
| Class ID C000181250 | 0.18%                | 0.32%                | 1.37%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-5791262.86             | $-1419894.89                               |
| Month 2  | $-900461.03              | $-2126942.88                               |
| Month 3  | $-1738237.30             | $8585472.29                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Oravel Stays Private Limited                                           | ORAVEL STAYS SINGAPORE                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | SG        |   8854690 | PA      | $9061269.45   | 0.76%             | 2029-12-20      | Floating      | 12.00%                | No            |                  2 | On Loan: No      |
| Team Services Group LLC                                                | TEAM PUBLIC CHOICES LLC                      | CUSIP: 87821EAG8<br>LEI: 2549000UQACQVCO13Y82 | Long             | LON              | CORP              | US        |   4277675 | PA      | $4260307.64   | 0.36%             | 2027-12-20      | Floating      | 9.09%                 | No            |                  2 | On Loan: No      |
| Finastra Usa, Inc.                                                     | Finastra (M 09/01/32                         | CUSIP: 31772YAD8<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |   5190000 | PA      | $5073225.00   | 0.42%             | 2032-09-15      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| Hudson River Trading LLC                                               | HUDSON RIVER TRADING LLC                     | CUSIP: 44413EAJ7<br>LEI: 549300SMOBUC8O5UOE10 | Long             | LON              | CORP              | US        |   6788720 | PA      | $6813702.12   | 0.57%             | 2030-03-18      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| Transdigm Inc                                                          | TRANSDIGM INC                                | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   7470438 | PA      | $7498152.82   | 0.63%             | 2032-01-19      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Neon Maple Purchaser Inc.                                              | NEON MAPLE US DEBT MERGE                     | CUSIP: 69425BAD9<br>LEI: 254900L3D6CI0XH2P605 | Long             | LON              | CORP              | US        |   6515845 | PA      | $6517864.49   | 0.55%             | 2031-11-17      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Voyage Digital (Nz) Limited                                            | VOYAGE DIGITAL NZ LTD                        | CUSIP: 000000000<br>LEI: 984500E641C3F2A8E121 | Long             | LON              | CORP              | NZ        |   3810079 | PA      | $3814841.35   | 0.32%             | 2029-05-11      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                               | NGL ENERGY OPERATING LLC                     | CUSIP: 62922KAF7<br>LEI: 5493008CQD36WWZJ3O79 | Long             | LON              | CORP              | US        |   3320526 | PA      | $3348019.83   | 0.28%             | 2031-02-03      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Ontario Gaming Gta Ltd Partnership                                     | ONTARIO GAMING GTA LP                        | CUSIP: 000000000<br>LEI: 894500EC9KLZLOC3V025 | Long             | LON              | CORP              | CA        |   3876443 | PA      | $3579468.61   | 0.30%             | 2030-08-01      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Lsf12 Crown Us Commercial Bidco, LLC                                   | LSF12 CROWN US COMMERCIAL BIDCO LLC          | CUSIP: 50221UAD3<br>LEI: 254900FI2OCFTJ9PAJ18 | Long             | LON              | CORP              | US        |   3308045 | PA      | $3325611.14   | 0.28%             | 2031-12-02      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                         | OPAL US LLC                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8433862 | PA      | $8478646.31   | 0.71%             | 2032-04-28      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Lippert Components Inc                                                 | LCI INDUSTRIES                               | CUSIP: 53631HAG3<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | LON              | CORP              | US        |   3434093 | PA      | $3451263.71   | 0.29%             | 2032-03-25      | Floating      | 3.72%                 | No            |                  2 | On Loan: No      |
| INVENERGY THERMAL OPERATING                                            | INVENERGY THERMAL OPERATING                  | CUSIP: 000000000<br>LEI: 549300JF5R5BXJAMZL67 | Long             | LON              | CORP              | US        |    250441 | PA      | $251129.91    | 0.02%             | 2032-05-17      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| HUNTERSTOWN GENERATION LLC                                             | KESTREL ACQUISITION LLC                      | CUSIP: 44579UAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4382674 | PA      | $4382674.01   | 0.37%             | 2031-11-06      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| X Corp (f/k/a Twitter Inc)                                             | X CORP                                       | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4453522 | PA      | $4370819.95   | 0.37%             | 2029-10-26      | Floating      | 10.45%                | No            |                  2 | On Loan: No      |
| Froneri International Limited                                          | FRONERI US INC                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4115000 | PA      | $4113436.30   | 0.34%             | 2032-09-30      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                    | CLYDESDALE ACQUISITION HOLDINGS INC          | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |   3928983 | PA      | $3923717.69   | 0.33%             | 2032-04-01      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Viasat Inc                                                             | Viasat Inc                                   | CUSIP: 92555WAD7<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |   2966776 | PA      | $2953959.62   | 0.25%             | 2029-03-02      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO                                                      | Mountain View CLO XVI Ltd                    | CUSIP: 62432TAG9<br>LEI: 549300MWKXOHYV7Z8O91 | Long             | ABS-CBDO         | CORP              | KY        |  10975000 | PA      | $11062756.10  | 0.93%             | 2038-03-15      | Floating      | 10.25%                | No            |                  2 | On Loan: No      |
| Bakelite US Holdco Inc                                                 | BAKELITE US HOLDCO INC                       | CUSIP: 05710LAD5<br>LEI: 549300UCYL2XSFT5Y041 | Long             | LON              | CORP              | US        |   5029200 | PA      | $4859464.50   | 0.41%             | 2031-12-23      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Kingpin Intermediate Holdings LLC                                      | KINGPIN INTERMEDIATE HOLDINGS LLC            | CUSIP: 49579GAJ1<br>LEI: 549300HRZOJTMNZCST05 | Long             | LON              | CORP              | US        |   4555000 | PA      | $4452512.50   | 0.37%             | 2032-09-22      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Colossus Acquireco LLC                                                 | COLOSSUS ACQUIRECO LLC                       | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |   3591000 | PA      | $3586511.25   | 0.30%             | 2032-07-30      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| INVENERGY THERMAL OPERATING                                            | INVENERGY THERMAL OPERATING                  | CUSIP: 000000000<br>LEI: 549300JF5R5BXJAMZL67 | Long             | LON              | CORP              | US        |   3968734 | PA      | $3979647.95   | 0.33%             | 2032-05-17      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                | TALEN ENERGY SUPPLY LLC                      | CUSIP: 87422LAV2<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |   2910343 | PA      | $2918841.48   | 0.24%             | 2030-05-17      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                                | QNITY ELECTRONICS INC                        | CUSIP: 74737SAB9<br>LEI: 254900RSUG4J9TFFZX53 | Long             | LON              | CORP              | US        |   3740000 | PA      | $3754025.00   | 0.31%             | 2032-11-01      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                                | Sensata Technologies BV                      | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |   3089000 | PA      | $3013915.68   | 0.25%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fr Br Holdings, L.L.C.                                                 | FR BR HOLDINGS LLC                           | CUSIP: 30260XAD1<br>LEI: 549300FJFG2CK1VX3Y85 | Long             | LON              | CORP              | US        |   2942625 | PA      | $2949981.56   | 0.25%             | 2030-10-09      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Asurion                                                                | ASURION LLC                                  | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |  17844608 | PA      | $17830689.11  | 1.49%             | 2030-09-19      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| Par Petroleum LLC                                                      | PAR PETROLEUM LLC                            | CUSIP: 69889PAF2<br>LEI: 984500CCF05C2FB39F45 | Long             | LON              | CORP              | US        |   5742035 | PA      | $5758801.98   | 0.48%             | 2030-02-28      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Crown Equipment Corporation                                            | CROWN EQUIPMENT CORP                         | CUSIP: 22834HAL2<br>LEI: V22E9B3P7BX1W5NNT053 | Long             | LON              | CORP              | US        |   2475308 | PA      | $2490778.64   | 0.21%             | 2031-10-10      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Camelot US Acquisition I Co                                            | CAMELOT US ACQUISITION LLC                   | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |   1965000 | PA      | $1966237.95   | 0.16%             | 2031-01-31      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US                                                | ION Platform Finance US Inc                  | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $948857.32    | 0.08%             | 2032-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Rockpoint Gas Storage Partners LP                                      | ROCKPOINT GAS STORAGE PARTNERS LP            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   8187058 | PA      | $8217759.96   | 0.69%             | 2031-09-18      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| American Greetings Corporation                                         | AMERICAN GREETINGS CORP                      | CUSIP: 02639DAN6<br>LEI: 549300WMJOT8C9DNMF90 | Long             | LON              | CORP              | US        |   3007812 | PA      | $2965763.28   | 0.25%             | 2029-10-30      | Floating      | 9.47%                 | No            |                  2 | On Loan: No      |
| Goodnight Water Solutions Holdings, LLC                                | GOODNIGHT WATER SOLUTION                     | CUSIP: 38238YAC3<br>LEI: 254900CZJ6KUEVU9QV27 | Long             | LON              | CORP              | US        |  10329656 | PA      | $10252183.93  | 0.86%             | 2029-06-04      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                               | Warnermedia Holdings Inc                     | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   3757000 | PA      | $3297969.74   | 0.28%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Brazos Delaware II LLC                                                 | BRAZOS DELAWARE II LLC                       | CUSIP: 10620UAM4<br>LEI: 549300V1BTYXZRGYUU04 | Long             | LON              | CORP              | US        |   6133566 | PA      | $6136448.60   | 0.51%             | 2030-02-11      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                  | QUIKRETE HOLDING 01/30/32                    | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |   4947612 | PA      | $4961762.67   | 0.42%             | 2032-02-10      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Us Metalco Holdings LLC                                                | FORGENT INTERMEDIATE IV LLC                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3330000 | PA      | $3305025.00   | 0.28%             | 2032-12-20      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| Red SPV LLC                                                            | RED SPV LLC                                  | CUSIP: 75701MAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3383000 | PA      | $3381579.14   | 0.28%             | 2032-03-15      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Belfor Holdings Inc                                                    | BELFOR HOLDINGS INC                          | CUSIP: 07768YAS1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6690044 | PA      | $6715131.54   | 0.56%             | 2030-11-01      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP                                                   | BOOTS GROUP FINCO LP                         | CUSIP: 09947PAB7<br>LEI: 254900YVLYOVF1PF1N93 | Long             | LON              | CORP              | US        |   3740000 | PA      | $3757129.20   | 0.31%             | 2032-08-30      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| LUXCO EUR                                                              | LUXCO EUR                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | N/A       |     10464 | NS      | $184287.23    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus SEIX AAA Private Credit CLO ETF                                 | Virtus SEIX AAA Private Credit CLO ETF       | CUSIP: 92790A850<br>LEI: 529900PV11N8CFOZUS23 | Long             | EC               | RF                | US        |     24000 | NS      | $599160.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RISING TIDE HOLDINGS INC                                               | RISING TIDE HOLDINGS INC                     | CUSIP: 76770EAW7<br>LEI: 254900T03WM6VU0KWL83 | Long             | LON              | CORP              | US        |    675799 | PA      | $62443.82     | 0.01%             | 2028-09-12      | Floating      | 9.94%                 | No            |                  3 | On Loan: No      |
| Lendingtree Inc                                                        | LENDINGTREE LLC                              | CUSIP: 52602KAE8<br>LEI: 549300ISY5YHUJZTON08 | Long             | LON              | CORP              | US        |   9509484 | PA      | $9473823.43   | 0.79%             | 2030-08-21      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| Team Services Group LLC                                                | TEAM PUBLIC CHOICES LLC                      | CUSIP: 87821EAF0<br>LEI: 2549000UQACQVCO13Y82 | Long             | LON              | CORP              | US        |   2046635 | PA      | $2036769.84   | 0.17%             | 2027-12-20      | Floating      | 8.99%                 | No            |                  2 | On Loan: No      |
| Lakeland Tours LLC                                                     | Lakeland Holdings LLC                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    117909 | PA      | $1326.48      | 0.00%             | 2027-09-25      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| Clover Holdings 2, LLC                                                 | CLOVER HOLDINGS 2 LLC                        | CUSIP: 18914DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4397900 | PA      | $4393765.97   | 0.37%             | 2031-12-09      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                               | LUMEN TECHNOLOGIES INC                       | CUSIP: 55024EAG0<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |   5294460 | PA      | $5258404.63   | 0.44%             | 2030-04-15      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Vertex Aerospace Services Corp                                         | VERTEX AEROSPACE SERVICE                     | CUSIP: 92532MAE5<br>LEI: 549300YOTFEWSPUJ2D47 | Long             | LON              | CORP              | US        |   5020415 | PA      | $5042404.56   | 0.42%             | 2030-12-06      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Allwyn Entertainment Financing (Us) LLC                                | ALLWYN ENTERTAINMENT FINANCING US LLC        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3673008 | PA      | $3513856.58   | 0.29%             | 2031-06-02      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| First Advantage Holdings LLC                                           | FIRST ADVANTAGE HOLDINGS LLC                 | CUSIP: 78477MAH4<br>LEI: 549300MRQE5MQEH3BI02 | Long             | LON              | CORP              | US        |   3725000 | PA      | $3682088.00   | 0.31%             | 2031-10-31      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Lsf11 Trinity Bidco, Inc.                                              | LSF11 TRINITY BIDCO INC                      | CUSIP: 50221BAG8<br>LEI: 2549000M6VOEWVW5JU51 | Long             | LON              | CORP              | US        |   6561503 | PA      | $6577907.10   | 0.55%             | 2030-06-14      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                                          | Cable One Inc                                | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2312787.78   | 0.19%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co Inc                                             | DYNASTY ACQUISITION CO INC                   | CUSIP: 26812CAN6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |   4066524 | PA      | $4079943.54   | 0.34%             | 2031-10-31      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| DRW Holdings LLC                                                       | DRW HOLDINGS LLC                             | CUSIP: 23343HAE0<br>LEI: 549300W696CUHX8SLK40 | Long             | LON              | CORP              | US        |   9884950 | PA      | $9724319.56   | 0.81%             | 2031-06-26      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Digital Media Solutions LLC                                            | Digital Media Solutions LLC                  | CUSIP: 25401HAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3903789 | PA      | $0.00         | 0.00%             | 2026-05-25      | Floating      | 16.60%                | No            |                  3 | On Loan: No      |
| Ahead DB Holdings LLC                                                  | AHEAD DB HOLDINGS LLC                        | CUSIP: 00866HAH8<br>LEI: 254900L07WFL833JX193 | Long             | LON              | CORP              | US        |   6577016 | PA      | $6563532.88   | 0.55%             | 2031-02-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| HDI Aerospace Intermediate Holding Iii Corporation                     | HDI AEROSPACE INTERMEDIA                     | CUSIP: 40415WAB0<br>LEI: 254900LKRYAGKIYOHW04 | Long             | LON              | CORP              | US        |   7528833 | PA      | $7557066.45   | 0.63%             | 2032-02-11      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Ineos US Finance LLC                                                   | INEOS US FINANCE LLC                         | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |   6405138 | PA      | $5116103.87   | 0.43%             | 2031-02-07      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                               | Virgin Media Bristol LLC                     | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |   4000000 | PA      | $4005000.00   | 0.34%             | 2029-01-31      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Perforce Software Inc                                                  | PERFORCE SOFTWARE INC                        | CUSIP: 71376GAK7<br>LEI: 549300322GBMUSL1VG17 | Long             | LON              | CORP              | US        |    751100 | PA      | $672234.39    | 0.06%             | 2029-07-02      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| Summer (BC) Bidco B LLC                                                | SUMMER BC HOLDCO B SARL                      | CUSIP: 000000000<br>LEI: 984500NRF59D5DB9B654 | Long             | LON              | CORP              | LU        |   6494012 | PA      | $6031313.26   | 0.51%             | 2029-02-15      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| DirectV Financing LLC                                                  | DIRECTV FINANCING LLC                        | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4674415 | PA      | $4684745.18   | 0.39%             | 2029-08-02      | Floating      | 9.35%                 | No            |                  2 | On Loan: No      |
| Altisource Portfolio Solutions                                         | Altisource Portfolio Solutions SA            | CUSIP: 000000000<br>LEI: 894500OLCBOOO8WZUE76 | Long             | EC               | CORP              | LU        |      2926 | NS      | $20335.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Team Health Holdings, Inc.                                             | TEAM HEALTH HOLDINGS INC                     | CUSIP: 87817JAH1<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |   5208825 | PA      | $5221847.06   | 0.44%             | 2028-06-30      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| MISTER CAR WASH HOLDINGS IN                                            | MISTER CAR WASH HOLDINGS INC                 | CUSIP: 60646CAK3<br>LEI: 549300BARUQU0U2GQE05 | Long             | LON              | CORP              | US        |   3541950 | PA      | $3552079.50   | 0.30%             | 2031-03-27      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| FITNESS INTERNATIONAL LLC                                              | FITNESS & SPORTS CLUBS LLC                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1060105 | PA      | $1061165.28   | 0.09%             | 2029-02-12      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| Natgasoline LLC                                                        | NATGASOLINE LLC                              | CUSIP: 63232EAD9<br>LEI: 549300OHXDYMQYZOWC24 | Long             | LON              | CORP              | US        |   3859936 | PA      | $3879235.80   | 0.32%             | 2030-03-29      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| WEBER-STEPHEN PRODUCTS LLC                                             | WEBER-STEPHEN PRODUCTS LLC                   | CUSIP: 000000000<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |   4310000 | PA      | $4312155.00   | 0.36%             | 2032-10-01      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| Chemours Company (The)                                                 | CHEMOURS CO                                  | CUSIP: 16384YAM9<br>LEI: 549300M1BOLNXL8DOV14 | Long             | LON              | CORP              | US        |   5352404 | PA      | $5278808.32   | 0.44%             | 2032-10-15      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| WINNEBAGO INDUSTRIES                                                   | Winnebago Industries Inc                     | CUSIP: 974637AC4<br>LEI: 549300B7OYKYJLTE3G11 | Long             | DBT              | CORP              | US        |   1769000 | PA      | $1765205.32   | 0.15%             | 2028-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ultra Clean Holdings Inc                                               | ULTRA CLEAN HOLDINGS INC                     | CUSIP: 90385YAG6<br>LEI: 5493007L6LS7QX18PE75 | Long             | LON              | CORP              | US        |  11965064 | PA      | $12014957.96  | 1.01%             | 2028-02-25      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                                           | Magnera Corp                                 | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $981660.00    | 0.08%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VFH Parent LLC                                                         | VFH PARENT LLC                               | CUSIP: 91820UAV2<br>LEI: 549300FRO9M476YHHY64 | Long             | LON              | CORP              | US        |   3343139 | PA      | $3350092.62   | 0.28%             | 2031-06-21      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| UST Global Inc                                                         | UST GLOBAL INC                               | CUSIP: 90355HAB0<br>LEI: 984500398691E4511Z04 | Long             | LON              | CORP              | US        |   4720123 | PA      | $4731923.31   | 0.40%             | 2028-11-20      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                            | Asurion LLC                                  | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   8321000 | PA      | $8154580.00   | 0.68%             | 2029-01-20      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| Red Planet Borrower LLC                                                | RED PLANET BORROWER LLC                      | CUSIP: 57165KAE6<br>LEI: 254900LGTHBRY5NA0C90 | Long             | LON              | CORP              | US        |   7115000 | PA      | $7121688.10   | 0.60%             | 2032-09-08      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| Crown Subsea Communications Holding Inc                                | CROWN SUBSEA COMMUNICATI                     | CUSIP: 22860EAK8<br>LEI: 5493003AYLUE132FIO27 | Long             | LON              | CORP              | US        |   8910000 | PA      | $8967915.00   | 0.75%             | 2031-01-30      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                               | Virgin Media Bristol LLC                     | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |   5628151 | PA      | $5568661.69   | 0.47%             | 2031-03-31      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| NAB Holdings LLC                                                       | NORTHAB LLC                                  | CUSIP: 66345FAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4518011 | PA      | $4309052.86   | 0.36%             | 2028-11-24      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Jump Financial LLC                                                     | JUMP FINANCIAL LLC                           | CUSIP: 48138UAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3435016 | PA      | $3383490.70   | 0.28%             | 2032-02-26      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| VM Consolidated Inc                                                    | VM CONSOLIDATED INC                          | CUSIP: 00215NAP5<br>LEI: 549300GCTGJLEBXJUK89 | Long             | LON              | CORP              | US        |   3146568 | PA      | $3167020.40   | 0.27%             | 2032-10-01      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| SAVOR ACQUISITION INC                                                  | SAVOR ACQUISITION INC                        | CUSIP: 80536AAB8<br>LEI: 25490051R6ZOBEBPQ519 | Long             | LON              | CORP              | US        |   3368024 | PA      | $3379239.88   | 0.28%             | 2032-02-19      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                                   | LIFEPOINT HEALTH INC                         | CUSIP: 75915TAL6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |   2540066 | PA      | $2541488.26   | 0.21%             | 2031-05-16      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Blackhawk Network Holdings Inc.                                        | BHN MERGER SUB INC                           | CUSIP: 09238FAM3<br>LEI: 549300LFU3K8UIR03132 | Long             | LON              | CORP              | US        |   4180200 | PA      | $4195875.51   | 0.35%             | 2029-03-12      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Citadel Securities LP                                                  | CITADEL SECURITIES LP                        | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |   6479316 | PA      | $6510935.28   | 0.55%             | 2031-10-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Viasat Inc                                                             | VIASAT INC                                   | CUSIP: 92555WAF2<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |    423916 | PA      | $421995.48    | 0.04%             | 2030-05-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Light and Wonder International Inc                                     | LIGHT & WONDER INTERNATIONAL INC             | CUSIP: 80875AAW1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |   5861094 | PA      | $5873930.25   | 0.49%             | 2029-04-14      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Consolidated Energy Finance SA                                         | CONSOLIDATED ENERGY FIN SA                   | CUSIP: 000000000<br>LEI: 549300PUNIS0USNSL750 | Long             | LON              | CORP              | LU        |   2696938 | PA      | $2196871.40   | 0.18%             | 2030-11-15      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| Catawba Nation Gaming Authority                                        | CATAWBA NATION GAMING AUTHORITY              | CUSIP: 14907EAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4800000 | PA      | $4908000.00   | 0.41%             | 2032-03-29      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| Camelot US Acquisition I Co                                            | CAMELOT US ACQUISITION LLC                   | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |   2515000 | PA      | $2478633.10   | 0.21%             | 2031-01-31      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                                                         | Sabre GLBL Inc                               | CUSIP: 78571YBJ8<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |   4044527 | PA      | $3963636.92   | 0.33%             | 2028-06-30      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| Voyager Parent, LLC                                                    | VOYAGERPARENTLLC                             | CUSIP: 92921HAC9<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |   5216925 | PA      | $5214212.20   | 0.44%             | 2032-07-01      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| AP Core Holdings II LLC                                                | AP CORE HOLDINGS II LLC                      | CUSIP: 00187GAC3<br>LEI: 549300PND8ZZ4RWYRZ56 | Long             | LON              | CORP              | US        |   4753219 | PA      | $4742524.13   | 0.40%             | 2027-09-01      | Floating      | 9.33%                 | No            |                  2 | On Loan: No      |
| CWGS Group LLC                                                         | CWGS Group LLC                               | CUSIP: 12670UAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4015477 | PA      | $3917619.94   | 0.33%             | 2028-06-03      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Emg Utica Midstream Holdings LLC                                       | EMG UTICA MIDSTREAM HOLDINGS LLC             | CUSIP: 26869HAB3<br>LEI: 254900H5HLPM7ZD1LU54 | Long             | LON              | CORP              | US        |   3453824 | PA      | $3488362.00   | 0.29%             | 2030-04-01      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc (f/k/a CenturyLink Inc)                         | LUMEN TECHNOLOGIES INC                       | CUSIP: 15669GAH7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |   1775000 | PA      | $1739500.00   | 0.15%             | 2027-03-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Clue Opco LLC                                                          | CLUE OPCO LLC                                | CUSIP: 18948EAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3599578 | PA      | $3567181.58   | 0.30%             | 2030-12-19      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Inc                                                      | NEXSTAR MEDIA INC                            | CUSIP: 65336RBB3<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |   3281775 | PA      | $3295328.73   | 0.28%             | 2032-06-28      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Bingo Holdings I, LLC                                                  | BINGO HOLDINGS I LLC                         | CUSIP: 09081AAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5177025 | PA      | $5073484.50   | 0.43%             | 2032-06-30      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| X Corp (f/k/a Twitter Inc)                                             | X CORP                                       | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8745000 | PA      | $8707483.95   | 0.73%             | 2029-10-26      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                                                         | SABRE GLBL INC                               | CUSIP: 78571YBG4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |   2194336 | PA      | $2135813.13   | 0.18%             | 2027-12-17      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| Magnite Inc                                                            | MAGNITE INC                                  | CUSIP: 55955NAG3<br>LEI: 54930018FR2YX1HHSB02 | Long             | LON              | CORP              | US        |   6808552 | PA      | $6783019.83   | 0.57%             | 2031-02-06      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Ineos Finance PLC                                                      | INEOS US FINANCE LLC                         | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |  12099168 | PA      | $9754954.35   | 0.82%             | 2030-02-18      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| GBT US III LLC                                                         | GBT US III LLC                               | CUSIP: 36154HAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3268945 | PA      | $3277804.06   | 0.27%             | 2031-07-25      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Pitney Bowes Inc                                                       | PITNEY BOWE 01/31/32                         | CUSIP: 72448FAW5<br>LEI: 549300N2O26NW4ST6W55 | Long             | LON              | CORP              | US        |   8536255 | PA      | $8472232.63   | 0.71%             | 2032-03-19      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| TripAdvisor Inc                                                        | TRIPADVISOR INC                              | CUSIP: 89677NAE4<br>LEI: 549300XVG45PT5BART17 | Long             | LON              | CORP              | US        |   4671161 | PA      | $4490153.57   | 0.38%             | 2031-07-08      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                                           | MPH ACQUISITION HOLDINGS LLC                 | CUSIP: 55328HAQ4<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |         2 | PA      | $1.44         | 0.00%             | 2030-12-31      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| Dayforce Inc                                                           | DAYFORCE INC                                 | CUSIP: 23923YAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3970000 | PA      | $3955827.10   | 0.33%             | 2032-08-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Autokiniton US Holdings Inc                                            | AUTOKINITON US HOLDINGS                      | CUSIP: 05278HAC0<br>LEI: 254900EHNKMJ1OSEZL85 | Long             | LON              | CORP              | US        |   7587444 | PA      | $7511873.34   | 0.63%             | 2028-04-06      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Superannuation and Investments US LLC                                  | SUPERANNUATION AND INVES                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4989899 | PA      | $5008610.78   | 0.42%             | 2028-12-01      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Sazerac Company, Inc.                                                  | SAZERAC CO INC                               | CUSIP: 80583EAN6<br>LEI: 9QU0CG1O4LSOB6IFK895 | Long             | LON              | CORP              | US        |   3215000 | PA      | $3218118.55   | 0.27%             | 2032-07-09      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Pfi Lower Midco, LLC                                                   | PFI LOWER MIDCO LLC                          | CUSIP: 000000000<br>LEI: 549300H3K3S9HXKVDV78 | Long             | LON              | CORP              | US        |   2680000 | PA      | $2696750.00   | 0.23%             | 2032-12-01      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| Third Coast Infrastructure LLC                                         | THIRD COAST INFRASTRUCTU                     | CUSIP: 88412KAD4<br>LEI: 5493006R4EN78GPJ4M96 | Long             | LON              | CORP              | US        |   7957378 | PA      | $8020400.76   | 0.67%             | 2030-09-25      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                                                         | SABRE GLBL INC                               | CUSIP: 78571YBH2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |   1058532 | PA      | $1037361.64   | 0.09%             | 2028-06-30      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| ARC Falcon I Inc                                                       | Arc Falcon I Inc                             | CUSIP: 03880YAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6689966 | PA      | $6681603.93   | 0.56%             | 2028-09-29      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Turquoise Topco LTD                                                    | TORTUGA RESORTS GHD LLC                      | CUSIP: 000000000<br>LEI: 254900RI25V4FBT02P38 | Long             | LON              | CORP              | US        |   2805000 | PA      | $2766431.25   | 0.23%             | 2032-08-13      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Cornerstone Generation, LLC                                            | CORNERSTONE GENERATION L                     | CUSIP: 21924NAB4<br>LEI: 254900JBGAU2N55LVN75 | Long             | LON              | CORP              | US        |   3065000 | PA      | $3089090.90   | 0.26%             | 2032-08-11      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                 | CCO Holdings LLC / CCO Holdings Capital Corp | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1910097.00   | 0.16%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Aspire Bakeries Holdings LLC                                           | ASPIRE BAKERIES HOLDING                      | CUSIP: 000000000<br>LEI: 549300MWN7R72KAKOD18 | Long             | LON              | CORP              | US        |   3275209 | PA      | $3285459.94   | 0.28%             | 2030-12-23      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Brookfield Property Reit Inc                                           | BROOKFIELD PROPERTIES RETAIL HOLDING LLC     | CUSIP: 11283HAG2<br>LEI: 549300K1JD1LDRNBET48 | Long             | LON              | CORP              | US        |   3890498 | PA      | $3906721.65   | 0.33%             | 2030-05-28      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Wash Multifamily Parent, Inc.                                          | WASH BIDCO INC                               | CUSIP: 93710RAB2<br>LEI: 254900VX9ZQVIOW7QI08 | Long             | LON              | CORP              | US        |   3745000 | PA      | $3773087.50   | 0.32%             | 2032-09-10      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| A-Ag Us Gsi Bidco, Inc.                                                | A-AG US GSI BIDCO INC                        | CUSIP: 00033RAB7<br>LEI: 25490004WTN5CN5TXD48 | Long             | LON              | CORP              | US        |   5260250 | PA      | $5263563.96   | 0.44%             | 2031-10-31      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Cable One Inc                                                          | CABLE ONE INC                                | CUSIP: 12685LAG5<br>LEI: 549300648QS85T0XSH18 | Long             | LON              | CORP              | US        |   1557290 | PA      | $1466640.49   | 0.12%             | 2028-05-03      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Perforce Software Inc                                                  | PERFORCE SOFTWARE INC                        | CUSIP: 71376GAJ0<br>LEI: 549300322GBMUSL1VG17 | Long             | LON              | CORP              | US        |   3639575 | PA      | $3049709.08   | 0.26%             | 2031-03-21      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| Amentum Holdings LLC                                                   | AMAZON HOLDCO INC                            | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |   3582047 | PA      | $3587635.35   | 0.30%             | 2031-09-29      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Apex Group Treasury Limited                                            | APEX GROUP TREASURY LLC                      | CUSIP: 000000000<br>LEI: 254900N6HRPDDNW7HP03 | Long             | LON              | CORP              | US        |   5015514 | PA      | $4706759.04   | 0.39%             | 2032-02-27      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                             | DaVita Inc                                   | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2430975.00   | 0.20%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Jefferies Finance LLC                                                  | JEFFERIES FINANCE LLC                        | CUSIP: 000000000<br>LEI: 549300SKVB18YSSIDT75 | Long             | LON              | CORP              | US        |   3950100 | PA      | $3920474.25   | 0.33%             | 2031-10-21      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| OSCAR ACQUISITIONCO LLC                                                | OSCAR ACQUISITIONCO LLC                      | CUSIP: 68778DAB4<br>LEI: 254900RDCZK0Q19MEL65 | Long             | LON              | CORP              | US        |   4560165 | PA      | $3248296.73   | 0.27%             | 2029-04-30      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                           | MH SUB I LLC                                 | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |   1000137 | PA      | $927627.21    | 0.08%             | 2028-05-03      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| Inmar Inc                                                              | INMAR INC                                    | CUSIP: 45763FAV0<br>LEI: 549300N1ML5MXXFIDZ25 | Long             | LON              | CORP              | US        |   4295167 | PA      | $4234304.32   | 0.35%             | 2031-10-30      | Floating      | 8.29%                 | No            |                  2 | On Loan: No      |
| ALLIANCE LAUNDRY SYSTEMS                                               | ALLIANCE LAUNDRY SYSTEMS                     | CUSIP: 01862LBA5<br>LEI: 549300YBOGK6MBI5ND34 | Long             | LON              | CORP              | US        |   2730000 | PA      | $2740237.50   | 0.23%             | 2031-08-19      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Telenet Financing USD LLC                                              | Telenet Financing USD LLC                    | CUSIP: 000000000<br>LEI: 213800BMPOX34U6DWN81 | Long             | LON              | CORP              | US        |   3500000 | PA      | $3497375.00   | 0.29%             | 2028-04-30      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| MRP BUYER LLC                                                          | MRP BUYER LLC                                | CUSIP: 000000000<br>LEI: 254900P4JAIDEHZ3O147 | Long             | LON              | CORP              | US        |   6030451 | PA      | $5975814.73   | 0.50%             | 2032-06-04      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Blackstone Mortgage Trust Inc                                          | BLACKSTONE MORTGAGE TR                       | CUSIP: 09259GAH6<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | LON              | CORP              | US        |   2694303 | PA      | $2702736.00   | 0.23%             | 2030-12-10      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Finco I LLC                                                            | FINCO 06/27/29                               | CUSIP: 31774BAH7<br>LEI: 5493001RSEZ0X6VJMC68 | Long             | LON              | CORP              | US        |   4835093 | PA      | $4839106.25   | 0.41%             | 2029-06-27      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| EOC Borrower LLC                                                       | ENDEAVOR OPERATING CO LLC                    | CUSIP: 26875YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6626700 | PA      | $6656122.55   | 0.56%             | 2032-03-24      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Creation Technologies Inc                                              | Creation Technologies Inc                    | CUSIP: 22526YAB0<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   6916643 | PA      | $6899351.37   | 0.58%             | 2028-10-05      | Floating      | 9.70%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                               | LUMEN TECHNOLOGI 06/01/28                    | CUSIP: 55024EAD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |   8015601 | PA      | $8044217.16   | 0.67%             | 2028-06-01      | Floating      | 9.72%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                               | Transocean International Ltd                 | CUSIP: 893830AF6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $948202.75    | 0.08%             | 2031-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Rackspace Finance, LLC                                                 | RACKSPACE FINANCE LLC                        | CUSIP: 75008UAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5167704 | PA      | $1877582.04   | 0.16%             | 2028-05-15      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                          | TRANSDIGM INC                                | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   1866821 | PA      | $1873168.42   | 0.16%             | 2031-02-28      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Restoration Hardware, Inc.                                             | RH                                           | CUSIP: 76133MAB7<br>LEI: 549300H9H1H3OC7C3H47 | Long             | LON              | CORP              | US        |   1889769 | PA      | $1861422.78   | 0.16%             | 2028-10-20      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                 | CCO Holdings LLC / CCO Holdings Capital Corp | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1837700.20   | 0.15%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Rand Parent LLC                                                        | RAND PARENT LLC                              | CUSIP: 75223LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9586008 | PA      | $9604605.15   | 0.80%             | 2030-03-18      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Transdigm Inc                                                          | TRANSDIGM INC                                | CUSIP: 89364MCF9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   4993024 | PA      | $5006555.21   | 0.42%             | 2030-03-22      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| American Public Education, Inc.                                        | American Public Education Inc                | CUSIP: 02914BAC0<br>LEI: 254900GZNX6TJQGM4S17 | Long             | LON              | CORP              | US        |   3383484 | PA      | $3341190.34   | 0.28%             | 2027-09-01      | Floating      | 9.33%                 | No            |                  2 | On Loan: No      |
| Fugue Finance B.V.                                                     | FUGUE FINANCE LLC                            | CUSIP: 000000000<br>LEI: 254900Y4DWBRGAFENC88 | Long             | LON              | CORP              | HK        |   3372419 | PA      | $3380850.24   | 0.28%             | 2032-01-09      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| EverCommerce Solutions Inc                                             | EVERCOMMERCE SOL 07/07/31                    | CUSIP: 29977YAB9<br>LEI: 9845005E54E3C158EA55 | Long             | LON              | CORP              | US        |   3494601 | PA      | $3503337.62   | 0.29%             | 2031-07-07      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Copper Property CTL Pass Throu                                         | Copper Property CTL Pass Through Trust       | CUSIP: 217519107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17816 | NS      | $203280.56    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                                        | ABG INTERMEDIATE HLDGS 2                     | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |   4430223 | PA      | $4433013.87   | 0.37%             | 2028-12-21      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Pregis Topco LLC                                                       | PREGIS TOPCO LLC                             | CUSIP: 74045BAG2<br>LEI: 549300LJXHJYHS1GM034 | Long             | LON              | CORP              | US        |   3812445 | PA      | $3841725.04   | 0.32%             | 2029-02-01      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| Wasserman Media Group, LLC                                             | WASSERMAN MEDIA GROUP                        | CUSIP: 94105CAL4<br>LEI: 549300F1FIWM51N74V39 | Long             | LON              | CORP              | US        |   2992500 | PA      | $3003721.88   | 0.25%             | 2032-06-23      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Ahlstrom Holding 3 Oy fka Spa Holdings 3                               | Spa US HoldCo Inc                            | CUSIP: 000000000<br>LEI: 254900HXD0I72WZYIT06 | Long             | LON              | CORP              | US        |   6015325 | PA      | $6042875.18   | 0.51%             | 2028-02-04      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| Ion Platform Finance Us, Inc.                                          | ION PLATFORM FINANCE US                      | CUSIP: 46206RAC9<br>LEI: 213800FKHT3BRRKMCC89 | Long             | LON              | CORP              | US        |   1615000 | PA      | $1511753.05   | 0.13%             | 2032-10-07      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| HighTower Holding LLC                                                  | HIGHTOWER HOLDING LLC                        | CUSIP: 43117LAP8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | LON              | CORP              | US        |   4917304 | PA      | $4920401.59   | 0.41%             | 2032-02-03      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| Restoration Hardware, Inc.                                             | RH                                           | CUSIP: 76133MAC5<br>LEI: 549300H9H1H3OC7C3H47 | Long             | LON              | CORP              | US        |   2413617 | PA      | $2393511.72   | 0.20%             | 2028-10-20      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Ahlstrom Holding 3 Oy fka Spa Holdings 3                               | SPA HOLDINGS 3                               | CUSIP: 78475BAB3<br>LEI: 743700UEY0YM039XN974 | Long             | LON              | CORP              | FI        |   1177050 | PA      | $1182935.25   | 0.10%             | 2030-05-23      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| Triton Water Holdings Inc                                              | PRIMO BRANDS CORP                            | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |   2960716 | PA      | $2967880.99   | 0.25%             | 2028-03-31      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                                   | LIFEPOINT HEALTH INC                         | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |  11822185 | PA      | $11854814.46  | 0.99%             | 2031-05-16      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| Golden State Foods LLC                                                 | GOLDEN STATE FOODS LLC                       | CUSIP: 38121NAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3002758 | PA      | $3017441.38   | 0.25%             | 2031-12-04      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| Mermaid Bidco Inc                                                      | MERMAID BIDCO INC                            | CUSIP: 59012CAL9<br>LEI: 254900765HT42I3EW691 | Long             | LON              | CORP              | US        |   8225522 | PA      | $8246086.22   | 0.69%             | 2031-07-03      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| Hexion Holdings Corporation                                            | HEXION HOLDINGS CORP                         | CUSIP: 00217XAE6<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |   4481856 | PA      | $4310603.83   | 0.36%             | 2029-03-15      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US Inc                                                   | NIELSEN HOLDINGS LTD                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   2214609 | PA      | $2211841.03   | 0.19%             | 2029-10-11      | Floating      | 13.76%                | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                               | CLOUD SOFTWARE GRP INC                       | CUSIP: 88632NBL3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |   4718638 | PA      | $4721610.24   | 0.40%             | 2032-08-13      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Pac Dac LLC                                                            | PAC AVIATION INTERNATION                     | CUSIP: 69450PAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2960000 | PA      | $2928564.80   | 0.25%             | 2030-10-28      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| SAVOR ACQUISITION INC                                                  | SAVOR ACQUISITION INC                        | CUSIP: 80536AAC6<br>LEI: 25490051R6ZOBEBPQ519 | Long             | LON              | CORP              | US        |    318534 | PA      | $319595.20    | 0.03%             | 2032-02-19      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Leia Finco US LLC                                                      | LEIA FINCO US LLC                            | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6580300 | PA      | $6600304.05   | 0.55%             | 2031-10-09      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| WH Borrower LLC                                                        | WH BORROWER LLC                              | CUSIP: 92942LAG6<br>LEI: 2549009H920CQUE3R944 | Long             | LON              | CORP              | US        |   9094300 | PA      | $9132677.95   | 0.77%             | 2032-02-20      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co Inc                                             | DYNASTY ACQUISITION CO INC                   | CUSIP: 26812CAP1<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |   1546776 | PA      | $1551880.35   | 0.13%             | 2031-10-31      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Synechron Holdings Inc                                                 | SYNECHRON INC                                | CUSIP: 87168HAE7<br>LEI: 549300MUU3E8J6UT8E60 | Long             | LON              | CORP              | US        |   4227900 | PA      | $4196191.13   | 0.35%             | 2031-10-03      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Eastern Power, LLC                                                     | EASTERN POWER LLC                            | CUSIP: 87264NAB3<br>LEI: 5493000R3E1L1VM1V279 | Long             | LON              | CORP              | US        |   4128211 | PA      | $4148191.59   | 0.35%             | 2028-04-03      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Allwyn Entertainment Financing (Us) LLC                                | ALLWYN ENTERTAINMENT FIN                     | CUSIP: 02008EAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4320000 | PA      | $4233600.00   | 0.35%             | 2032-11-10      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Cobham Ultra Seniorco S.A R.L.                                         | Cobham Ultra US Co-Borrower LLC              | CUSIP: 000000000<br>LEI: 254900L6IKLPZKIC4F32 | Long             | LON              | CORP              | LU        |  10330276 | PA      | $10356102.09  | 0.87%             | 2029-08-03      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                          | SMYRNA READY MIX CONCRETE LLC                | CUSIP: 83283EAK9<br>LEI: 549300S7RFWHQFOIOY93 | Long             | LON              | CORP              | US        |   3399707 | PA      | $3416705.57   | 0.29%             | 2029-04-02      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Deep Blue Operating I LLC                                              | DEEP BLUE OPERATING I LLC                    | CUSIP: 24369TAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2975000 | PA      | $2981812.75   | 0.25%             | 2032-10-01      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Soliant Lower Intermediate LLC                                         | SOLIANT LOWER INTERMEDIA                     | CUSIP: 83421EAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5672523 | PA      | $4552199.91   | 0.38%             | 2031-07-18      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| Veritiv Operating Co                                                   | VERITIV OPERATING CO                         | CUSIP: 92338TAB2<br>LEI: 5493004G8OK5L1UTIY12 | Long             | LON              | CORP              | US        |   4167036 | PA      | $4162285.44   | 0.35%             | 2030-11-29      | Floating      | 7.89%                 | No            |                  2 | On Loan: No      |
| Knowbe4, Inc.                                                          | KNOWBE4 INC                                  | CUSIP: 49925TAD7<br>LEI: 64883ZJ0RS5039H4PN24 | Long             | LON              | CORP              | US        |   2985000 | PA      | $2983149.30   | 0.25%             | 2032-07-23      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| Prometric Holdings Inc                                                 | PROMETRIC HOLDINGS INC                       | CUSIP: 80358TAG1<br>LEI: 54930034OH1XQT27TX40 | Long             | LON              | CORP              | US        |   2992500 | PA      | $3011203.13   | 0.25%             | 2032-06-25      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| Medical Solutions Holdings Inc                                         | Reverb Buyer Inc                             | CUSIP: 58462QAH4<br>LEI: 549300JH2XHZ7TIKYR39 | Long             | LON              | CORP              | US        |   6352507 | PA      | $1341077.85   | 0.11%             | 2028-11-01      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Oxbow Carbon LLC                                                       | OXBOW CARBON LLC                             | CUSIP: 69138EBE8<br>LEI: IH5EFCAY91O8SVS0VX92 | Long             | LON              | CORP              | US        |   5974809 | PA      | $5959872.18   | 0.50%             | 2030-05-10      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Cimpress PLC                                                           | CIMPRESS PLC                                 | CUSIP: 000000000<br>LEI: 549300X1IFD75XISOR81 | Long             | LON              | CORP              | IE        |   3212979 | PA      | $3218345.04   | 0.27%             | 2028-05-17      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Cengage Learning Inc                                                   | CENGAGE LEARNING INC                         | CUSIP: 15131YAQ8<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |   2988394 | PA      | $2998465.37   | 0.25%             | 2031-03-22      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Adeia Inc                                                              | ADEIA INC                                    | CUSIP: 98422BAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6230083 | PA      | $6248586.06   | 0.52%             | 2028-06-08      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Longview Intermediate Holdings LLC                                     | Longview Intermediate Holdings LLC           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    265938 | NS      | $10371582.00  | 0.87%             |  |  |  | No            |                  3 | On Loan: No      |
| Zacapa Sarl                                                            | ZACAPA 03/22/29                              | CUSIP: 000000000<br>LEI: 213800VIVQIJLORBU468 | Long             | LON              | CORP              | LU        |  17281723 | PA      | $17282759.61  | 1.45%             | 2029-03-22      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| TRC Companies LLC                                                      | TRC COS LLC                                  | CUSIP: 29280KAH8<br>LEI: 254900PXZ95ALUX12V67 | Long             | LON              | CORP              | US        |   5233479 | PA      | $5244940.47   | 0.44%             | 2028-12-08      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Altice Financing SA                                                    | Altice Financing SA                          | CUSIP: 000000000<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | LON              | CORP              | LU        |   4946876 | PA      | $3644808.79   | 0.31%             | 2027-10-31      | Floating      | 8.90%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                                   | ALPHA GENERATION LLC                         | CUSIP: 02072UAC6<br>LEI: 254900K5V62L4YGVKF49 | Long             | LON              | CORP              | US        |   4481687 | PA      | $4493339.27   | 0.38%             | 2031-09-30      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Construction Partners Inc                                              | CONSTRUCTION PARTNERS INC                    | CUSIP: 21043XAH5<br>LEI: 549300MHLFL4E8JLZU44 | Long             | LON              | CORP              | US        |   2999700 | PA      | $3018448.13   | 0.25%             | 2031-11-03      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Organon & Co                                                           | ORGANON & CO                                 | CUSIP: 68621XAG8<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |   2531339 | PA      | $2432616.50   | 0.20%             | 2031-05-19      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                           | UNIVISION COMMUNICATIONS INC                 | CUSIP: 914908BG2<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |   6680975 | PA      | $6657992.31   | 0.56%             | 2029-01-31      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Manchester Acquisition Sub LLC                                         | Manchester Acquisition Sub LLC               | CUSIP: 000000000<br>LEI: 254900LBVLLF5B4PFE37 | Long             | LON              | CORP              | US        |   2549494 | PA      | $2422019.49   | 0.20%             | 2026-12-01      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| Cogeco Communications Finance (USA) LP                                 | COGECO COMMUNICATIONS USA II LP              | CUSIP: 19239BAD0<br>LEI: 549300UVJTPYOZ6XKH79 | Long             | LON              | CORP              | US        |   3423850 | PA      | $3297886.19   | 0.28%             | 2030-09-18      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| TMS INTERNATIONAL CORP                                                 | TMS International Corp/DE                    | CUSIP: 87261QAC7<br>LEI: 549300L4K0F1YF8WKF23 | Long             | DBT              | CORP              | US        |   2435000 | PA      | $2353139.78   | 0.20%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Coral US Co-Borrower LLC                                               | Coral-US Co-Borrower LLC                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5000000 | PA      | $4948750.00   | 0.41%             | 2029-10-15      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| MKS Instruments Inc                                                    | MKS INSTRUMENTS INC                          | CUSIP: 55314NAZ7<br>LEI: 549300KEQATBHAGVF505 | Long             | LON              | CORP              | US        |   6326591 | PA      | $6348986.99   | 0.53%             | 2029-08-17      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| EIG Management Company LLC                                             | EIG MANAGEMENT CO LLC                        | CUSIP: 26858HAD2<br>LEI: 5493007EDFEL0IR8BD89 | Long             | LON              | CORP              | US        |   4406936 | PA      | $4384901.39   | 0.37%             | 2029-05-17      | Floating      | 8.72%                 | No            |                  2 | On Loan: No      |
| Bombardier Recreational Products Inc                                   | BOMBARDIER RECREATIONAL                      | CUSIP: 09776MAS3<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   6791529 | PA      | $6816996.87   | 0.57%             | 2029-12-13      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Bright Bidco                                                           | Bright Bidco                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26953 | NS      | $9433.55      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Summit Midstream Corp                                                  | Summit Midstream Corp                        | CUSIP: 86614G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    108293 | NS      | $2889257.24   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexus Buyer LLC                                                        | NEXUS BUYER LLC                              | CUSIP: 65343UAH5<br>LEI: 254900PILSANV8WOOF24 | Long             | LON              | CORP              | US        |   9274217 | PA      | $9136123.55   | 0.77%             | 2031-07-31      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Primary Products Finance LLC                                           | PRIMARY PRODUCTS FINANCE                     | CUSIP: 74167NAE3<br>LEI: 549300D4W5WVUVR3LC81 | Long             | LON              | CORP              | US        |   4193432 | PA      | $4129481.68   | 0.35%             | 2029-04-01      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| DirectV Financing LLC                                                  | DIRECTV FINANCING LLC                        | CUSIP: 25460HAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2876383 | PA      | $2868214.05   | 0.24%             | 2031-02-17      | Floating      | 9.34%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                          | CoreWeave Inc                                | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3719090.40   | 0.31%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco Us Inc.                                                  | NEPTUNE BIDCO US INC                         | CUSIP: 64069JAF9<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |   4171143 | PA      | $4111913.18   | 0.34%             | 2028-10-11      | Floating      | 8.76%                 | No            |                  2 | On Loan: No      |
| West Marine / Rising Tide - Common Stock                               | West Marine / Rising Tide - Common Stock     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44603 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Transdigm                                                              | TRANSDIGM GROUP INC                          | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   1925175 | PA      | $1932798.69   | 0.16%             | 2032-08-19      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Franklin Square Holdings LP                                            | FB INCOME ADVISOR LLC                        | CUSIP: 30259HAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6106757 | PA      | $5923554.15   | 0.50%             | 2031-04-25      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                               | CLOUD SOFTWARE GRP INC                       | CUSIP: 88632NBK5<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |   3984938 | PA      | $3988045.94   | 0.33%             | 2031-03-21      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| MRP Buyer LLC                                                          | MRP BUYER LLC                                | CUSIP: 000000000<br>LEI: 254900P4JAIDEHZ3O147 | Long             | LON              | CORP              | US        |    768276 | PA      | $761315.25    | 0.06%             | 2032-06-04      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Team Blue Finco Sarl                                                   | TEAM.BLUE FINCO SARL                         | CUSIP: 000000000<br>LEI: 549300DR8PIYMOZ4YU85 | Long             | LON              | CORP              | LU        |   2980025 | PA      | $2994925.13   | 0.25%             | 2032-07-12      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Banijay Entertainment SAS                                              | BANIJAY US HOLDING INC                       | CUSIP: 000000000<br>LEI: 5493008PW5N0VVCH7279 | Long             | LON              | CORP              | FR        |   4204989 | PA      | $4230218.45   | 0.35%             | 2028-03-01      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Nielsen Consumer Inc                                                   | INDY US HOLDCO LLC                           | CUSIP: 45674PAS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6333175 | PA      | $6334504.97   | 0.53%             | 2030-10-31      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                | TALEN ENERGY SUPPLY LLC                      | CUSIP: 87422LAY6<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |   1821238 | PA      | $1827684.68   | 0.15%             | 2031-12-12      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                   | CHARTER COMMUNICATIONS OPERATING LLC         | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |   6001091 | PA      | $6004451.95   | 0.50%             | 2031-12-15      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                                    | PEER USA LLC                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3000000 | PA      | $3002490.00   | 0.25%             | 2032-09-29      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Digital Media Solutions Inc                                            | DIGITAL MEDIA SOLUTIONS LLC                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    350647 | PA      | $0.00         | 0.00%             | 2026-05-25      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Virtusa Corporation                                                    | VIRTUSA CORP                                 | CUSIP: 92828KAP7<br>LEI: C77OMXDER63WLJCSKT03 | Long             | LON              | CORP              | US        |   4487108 | PA      | $4493838.72   | 0.38%             | 2029-02-15      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Schweitzer-Mauduit International Inc                                   | Mativ Holdings Inc                           | CUSIP: 80854EAH1<br>LEI: 549300Z1FU4IDULG1R21 | Long             | LON              | CORP              | US        |   3664377 | PA      | $3627733.15   | 0.30%             | 2028-04-20      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Venga Finance SARL                                                     | VENGA FINANCE 06/29/29                       | CUSIP: 000000000<br>LEI: 9845005B0E54C498F641 | Long             | LON              | CORP              | LU        |  11946109 | PA      | $11964028.10  | 1.00%             | 2029-06-28      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| AP Core Holdings II LLC                                                | AP CORE HOLDINGS II LLC                      | CUSIP: 00187GAD1<br>LEI: 549300PND8ZZ4RWYRZ56 | Long             | LON              | CORP              | US        |   4955000 | PA      | $4943504.40   | 0.41%             | 2027-09-01      | Floating      | 9.33%                 | No            |                  2 | On Loan: No      |
| Nourish Buyer I, Inc.                                                  | NOURISH BUYER I INC                          | CUSIP: 66979CAH4<br>LEI: 254900WHHUSAU0TJQB23 | Long             | LON              | CORP              | US        |   2365000 | PA      | $2375358.70   | 0.20%             | 2032-07-09      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Stonepeak Nile Parent LLC                                              | STONEPEAK NILE PARENT LLC                    | CUSIP: 86184XAD6<br>LEI: 254900TJV3VAFZD0GU41 | Long             | LON              | CORP              | US        |   3105000 | PA      | $3103323.30   | 0.26%             | 2032-04-09      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO                                                      | Mountain View CLO XVII Ltd                   | CUSIP: 62431QAY7<br>LEI: 2549000TWLB57V29ZR37 | Long             | ABS-CBDO         | CORP              | KY        |   5110000 | PA      | $5114471.25   | 0.43%             | 2038-10-15      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| Ineos Quattro Holdings UK Limited                                      | INEOS US PETROCHEM LLC                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    779112 | PA      | $516162.03    | 0.04%             | 2031-10-07      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| Victra Holdings LLC aka LSF9 Atlantis Holdings LLC                     | VICTRA HOLDINGS LLC                          | CUSIP: 50226BAN8<br>LEI: 549300KWDYQKQSF0MQ18 | Long             | LON              | CORP              | US        |   4172308 | PA      | $4173601.85   | 0.35%             | 2029-03-29      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Hexion Holdings Corporation                                            | Hexion Inc                                   | CUSIP: 42829JAB5<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |   1951765 | PA      | $1889561.96   | 0.16%             | 2030-03-15      | Floating      | 11.25%                | No            |                  2 | On Loan: No      |
| Ineos US Petrochem LLC                                                 | INEOS US PETROCHEM LLC                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3689288 | PA      | $2582501.25   | 0.22%             | 2029-04-02      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Bayonne Energy Center, LLC                                             | BAYONNE ENERGY CENTER LLC                    | CUSIP: 07288VAF6<br>LEI: 54930011FOZUNGHGHM74 | Long             | LON              | CORP              | US        |   3695738 | PA      | $3716544.50   | 0.31%             | 2032-09-22      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Ensono LP                                                              | ENSONO INC                                   | CUSIP: 29359DAB3<br>LEI: 5493003GTMBHX0VZAW67 | Long             | LON              | CORP              | US        |   4918510 | PA      | $4911820.73   | 0.41%             | 2028-05-26      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| AMG Advanced Metallurgical Group NV                                    | AMG Advanced Metallurgical Group NV          | CUSIP: 000000000<br>LEI: 5493006MN6OH67U2YI74 | Long             | LON              | CORP              | NL        |   6064009 | PA      | $6061461.76   | 0.51%             | 2028-11-30      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Pasadena Performance Products LLC                                      | PASADENA PERFORMANCE PRODUCTS LLC            | CUSIP: 70230EAD6<br>LEI: 5493005DW01M0N2KWP70 | Long             | LON              | CORP              | US        |   4155438 | PA      | $4150243.84   | 0.35%             | 2032-02-27      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Connect US Finco LLC                                                   | CONNECT FINCO SARL                           | CUSIP: 000000000<br>LEI: 2594001KNYIQ456J2792 | Long             | LON              | CORP              | LU        |   8755161 | PA      | $8729596.24   | 0.73%             | 2029-09-27      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| BMC Software (Boxer/ Bladelogic)                                       | BMC SOFTWARE INC                             | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |   6949602 | PA      | $6926042.77   | 0.58%             | 2031-07-30      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Physician Partners, LLC                                                | PHYSICIAN PARTNERS LLC                       | CUSIP: 71947JAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2011989 | PA      | $456057.61    | 0.04%             | 2030-12-31      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Dynamo Us Bidco Inc.                                                   | DYNAMO US BIDCO INC                          | CUSIP: 26806DAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3452889 | PA      | $3483101.38   | 0.29%             | 2031-09-30      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| EMERGENT BIOSOLUTIONS                                                  | Emergent BioSolutions Inc                    | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $4930913.90   | 0.41%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ARC Falcon I Inc                                                       | Arc Falcon I Inc                             | CUSIP: 03880YAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7184000 | PA      | $7170565.92   | 0.60%             | 2029-09-30      | Floating      | 10.82%                | No            |                  2 | On Loan: No      |
| Varsity Brands, Inc.                                                   | VARSITY BRANDS INC                           | CUSIP: 92227QAG1<br>LEI: 254900PLBJA0I5NSTT38 | Long             | LON              | CORP              | US        |   3731250 | PA      | $3742928.81   | 0.31%             | 2031-08-26      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| St. Georges University Scholastic Services LLC                         | UNIVERSITY SUPPORT SERVICES                  | CUSIP: 78957LAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3833591 | PA      | $3697804.86   | 0.31%             | 2029-02-10      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings Inc (f/k/a Advisor Group Holdings Inc)                  | OSAIC HOLDINGS INC                           | CUSIP: 68773JAG5<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |   5005000 | PA      | $5022817.80   | 0.42%             | 2032-08-02      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                                                         | SABRE GLBL INC                               | CUSIP: 78571YBF6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |   1469523 | PA      | $1430330.42   | 0.12%             | 2027-12-17      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                    | MEDLINE BORROWER LP                          | CUSIP: 58503UAJ2<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |   3947500 | PA      | $3960250.40   | 0.33%             | 2030-10-23      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Modena Buyer LLC                                                       | MODENA BUYER LLC                             | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |   4362050 | PA      | $4334787.19   | 0.36%             | 2031-07-01      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing Inc                                      | AMERICAN AXLE & MANUFACTURING INC            | CUSIP: 02406MAU1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | LON              | CORP              | US        |   5246400 | PA      | $5261142.38   | 0.44%             | 2029-12-12      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Glatfelter Corporation                                                 | TREASURE HOLDCO INC                          | CUSIP: 89458XAB3<br>LEI: 549300LDQLQBT38QDY28 | Long             | LON              | CORP              | US        |   3512386 | PA      | $3483127.66   | 0.29%             | 2031-11-04      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Physician Partners, LLC                                                | PHYSICIAN PARTNERS LLC                       | CUSIP: 71947JAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3215785 | PA      | $1515438.82   | 0.13%             | 2029-12-31      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| West Marine / Rising Tide - Warrants                                   | West Marine / Rising Tide - Warrants         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      5583 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Vestis Corporation                                                     | VESTIS TL B 1L USD                           | CUSIP: 92550HAE3<br>LEI: 254900QDW0TA2TMFAP59 | Long             | LON              | CORP              | US        |   6264542 | PA      | $5716394.27   | 0.48%             | 2031-02-22      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                  | Tenet Healthcare Corp                        | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1069479.77   | 0.09%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                                           | Magnera Corp                                 | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $924580.60    | 0.08%             | 2029-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| First Eagle Holdings Inc-f/k/a Arnhold and S. Bleicroeder Holdings Inc | GC FERRY ACQUISITION I                       | CUSIP: 32009UAD9<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |   5842500 | PA      | $5830230.77   | 0.49%             | 2032-08-16      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                  | LEVEL 3 FINANCING INC                        | CUSIP: 52729KAU0<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |   9635000 | PA      | $9656678.75   | 0.81%             | 2032-03-29      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| AHP Health Partners Inc                                                | AHP HEALTH PARTNERS                          | CUSIP: 00130MAL8<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | LON              | CORP              | US        |   3673116 | PA      | $3673115.87   | 0.31%             | 2032-09-20      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| CPPIB OVM MEMBER US LLC                                                | CPPIB OVM MEMBER US LLC                      | CUSIP: 12673CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4123302 | PA      | $4146516.23   | 0.35%             | 2031-08-20      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Ineos Styrolution US Holding LLC                                       | INEOS Styrolutio 02/22/27                    | CUSIP: 45673NAE0<br>LEI: 529900Z6N7K4QRHSOT95 | Long             | LON              | CORP              | US        |   3883855 | PA      | $3560213.58   | 0.30%             | 2027-01-29      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Aretec Group Inc                                                       | ARETEC GROUP INC                             | CUSIP: 04009DAJ3<br>LEI: 549300NV2T8A33L0PQ58 | Long             | LON              | CORP              | US        |   5439507 | PA      | $5456532.68   | 0.46%             | 2030-08-09      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                   | CHARTER COMMUNICATIONS OPER                  | CUSIP: 16117LCB3<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |   6188589 | PA      | $6180853.16   | 0.52%             | 2030-12-07      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| AIT Worldwide Logistics Inc                                            | AIT WORLDWIDE LOGISTIC H                     | CUSIP: 00145AAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2623500 | PA      | $2635594.34   | 0.22%             | 2030-04-08      | Floating      | 7.89%                 | No            |                  2 | On Loan: No      |
| SKECHERS U.S.A. INC. (Beach Acquisition Bidco)                         | BEACH ACQUISITION BIDCO                      | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |   2770000 | PA      | $2789057.60   | 0.23%             | 2032-09-13      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco Us Inc.                                                  | Neptune Bidco US Inc                         | CUSIP: 64069JAC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |   5539896 | PA      | $5472032.74   | 0.46%             | 2029-04-11      | Floating      | 9.01%                 | No            |                  2 | On Loan: No      |
| FNZ Group Entities Limited                                             | FNZ USA FINCO                                | CUSIP: 30339HAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6152976 | PA      | $4830086.41   | 0.40%             | 2031-11-05      | Floating      | 8.90%                 | No            |                  2 | On Loan: No      |
| Digital Media Solutions Tranche B Term Loans                           | Digital Media Solutions Tranche B Term Loans | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14839 | NS      | $376317.04    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| Priority Holdings LLC                                                  | PRIORITY HOLDINGS LLC                        | CUSIP: 74275TAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8088971 | PA      | $7925169.13   | 0.66%             | 2032-07-30      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| Digital Media Solutions                                                | Digital Media Solutions                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1666110 | PA      | $1679439.21   | 0.14%             | 2030-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GRAY MEDIA INC                                                         | Gray Media Inc                               | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1551286.28   | 0.13%             | 2030-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Thryv Inc                                                              | THRYV INC                                    | CUSIP: 88602GAF8<br>LEI: 254900W0Q0EQ1QHCLN20 | Long             | LON              | CORP              | US        |   1103625 | PA      | $1096727.35   | 0.09%             | 2029-05-01      | Floating      | 10.47%                | No            |                  2 | On Loan: No      |
| First Eagle Holdings Inc-f/k/a Arnhold and S. Bleicroeder Holdings Inc | GC FERRY ACQUISITION I                       | CUSIP: 32009UAE7<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |    997500 | PA      | $995405.23    | 0.08%             | 2032-08-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CFC Bidco 2022 Limited                                                 | CFC USA 2025 LLC                             | CUSIP: 12531JAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3700000 | PA      | $3593625.00   | 0.30%             | 2032-07-01      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC                                                  | JANE STREET GROUP LLC                        | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |   6011140 | PA      | $5978378.91   | 0.50%             | 2031-12-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Coral US Co-Borrower LLC                                               | CORAL-US CO-BORROWER LLC                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5035000 | PA      | $4936817.50   | 0.41%             | 2032-01-31      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-26

**Name of Applicant:** Virtus Asset Trust

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer