# EDGAR Filing Document

**Accession Number:** 0001870714
**File Stem:** 0000894189-26-006704
**Filing Date:** 2026-2
**Character Count:** 327468
**Document Hash:** da9453202a1d5ecf9dd1f32d59a234b2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000894189-26-006704.hdr.sgml**: 20260227

**ACCESSION NUMBER**: 0000894189-26-006704

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260227

**DATE AS OF CHANGE**: 20260227

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Oaktree Diversified Income Fund Inc.
- **CENTRAL INDEX KEY:** 0001870714

**ORGANIZATION NAME:**
- **EIN:** 871433452
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23715
- **FILM NUMBER:** 26695899

**BUSINESS ADDRESS:**
- **STREET 1:** BROOKFIELD PLACE
- **STREET 2:** 225 LIBERTY STREET, 35TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10281
- **BUSINESS PHONE:** 212-417-7049

**MAIL ADDRESS:**
- **STREET 1:** BROOKFIELD PLACE
- **STREET 2:** 225 LIBERTY STREET, 35TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10281

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Oaktree Diversified Income Fund Inc.

- **b. Investment Company Act file number:** 811-23715

- **c. CIK number of Registrant:** 0001870714

- **d. LEI of Registrant:** 549300F59CV6BGK7HG02

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

  - **Street Address 1:** BROOKFIELD PLACE

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10281-1048

  - **Telephone number:** 855-777-8001

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

- **a. Name of Series:** Oaktree Diversified Income Fund Inc.

- **c. LEI of Series:** 549300F59CV6BGK7HG02

**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:** $439367887.67

**Total Liabilities:** $124803951.96

**Net Assets:** $314563935.71

**Amount of Assets Invested in Other Investment Companies:** $9828527.18

**Delayed Delivery Securities:** $310000.00

**Cash Not Reported:** $2967396.50

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 4160.160000000000 | **1-Year:** 2098.300000000000 | **5-Year:** 164.410000000000 | **10-Year:** 26.950000000000 | **30-Year:** 22.050000000000

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

- **3-Month:** 55451.760000000000 | **1-Year:** 32343.260000000000 | **5-Year:** 32050.630000000000 | **10-Year:** 12081.310000000000 | **30-Year:** 3949.940000000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.22%                | 0.44%                | 0.68%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $56940.55                | $-3124184.26                               |
| Month 2  | $469967.03               | $-592140.62                                |
| Month 3  | $101750.97               | $1054676.71                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BX Trust                                           | BX Commercial Mortgage Trust 2019-IMC                                                    | CUSIP: 05608BAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1131000 | PA      | $1096710.91   | 0.35%             | 2034-04-15      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Trust 2025-OMG                                                                        | CUSIP: 05619HAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    251000 | PA      | $251006.07    | 0.08%             | 2042-10-15      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                         | goeasy Ltd                                                                               | CUSIP: 380355AM9<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    275000 | PA      | $262757.28    | 0.08%             | 2030-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                         | goeasy Ltd                                                                               | CUSIP: 380355AN7<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $182999.31    | 0.06%             | 2030-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                   | AMC Networks Inc                                                                         | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9784.98      | 0.00%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                          | Anchorage Capital Clo 16 Ltd                                                             | CUSIP: 03330XAL6<br>LEI: 5493008M7D1YIDOH2C69 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1959622.00   | 0.62%             | 2038-01-19      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                             | EquipmentShare.com Inc                                                                   | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    995000 | PA      | $1035228.85   | 0.33%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                             | EquipmentShare.com Inc                                                                   | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    302000 | PA      | $318150.66    | 0.10%             | 2033-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                     | BBCMS 2021-AGW Mortgage Trust                                                            | CUSIP: 05493HAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    877000 | PA      | $824160.75    | 0.26%             | 2036-06-15      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mor                     | Banc of America Commercial Mortgage Trust 2015-UBS7                                      | CUSIP: 06054AAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $1090.00      | 0.00%             | 2048-09-15      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                   | AMC Networks Inc                                                                         | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    325000 | PA      | $341019.90    | 0.11%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                   | AMC Networks Inc                                                                         | CUSIP: 00164VAK9<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    777000 | PA      | $859094.41    | 0.27%             | 2032-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| ACRA Trust 2024-NQM1                               | ACRA Trust 2024-NQM1                                                                     | CUSIP: 00112EAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $202591.36    | 0.06%             | 2064-10-25      | Variable      | 7.19%                 | No            |                  2 | On Loan: No      |
| ACRA Trust 2024-NQM1                               | ACRA Trust 2024-NQM1                                                                     | CUSIP: 00112EAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110000 | PA      | $112630.96    | 0.04%             | 2064-10-25      | Variable      | 8.15%                 | No            |                  2 | On Loan: No      |
| Monroe Capital MML CLO                             | Monroe Capital MML CLO XIII Ltd                                                          | CUSIP: 61034JAL4<br>LEI: 5493004J0N9XX6VUDK62 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $952556.00    | 0.30%             | 2034-02-24      | Floating      | 12.20%                | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                             | Mosaic Solar Loan Trust 2024-2                                                           | CUSIP: 61947BAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1126093.50   | 0.36%             | 2052-04-22      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PROSPER CREDIT CARD 2024-1 B      20341016 7.15000 | PROSPER CREDIT CARD 2024-1 B      20341016 7.15000                                       | CUSIP: 74359GAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    491000 | PA      | $492276.60    | 0.16%             | 2034-10-16      | Variable      | 7.15%                 | No            |                  3 | On Loan: No      |
| PROSPER CREDIT CARD 2024-1 C      20341016 10.0500 | PROSPER CREDIT CARD 2024-1 C      20341016 10.0500                                       | CUSIP: 74359GAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    513000 | PA      | $511204.50    | 0.16%             | 2034-10-16      | Variable      | 10.05%                | No            |                  3 | On Loan: No      |
| LBM ACQUISITION LLC                                | LBM Acquisition LLC                                                                      | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |    395000 | PA      | $355865.49    | 0.11%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO Ltd                              | Kennedy Lewis CLO 2 Ltd                                                                  | CUSIP: 370911AA7<br>LEI: 5493009C48K5WG4EX118 | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $1162362.00   | 0.37%             | 2037-10-22      | Floating      | 11.21%                | No            |                  2 | On Loan: No      |
| PROSPER CREDIT CARD 2024-1 D      20341016 14.6400 | PROSPER CREDIT CARD 2024-1 D      20341016 14.6400                                       | CUSIP: 74359GAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    685000 | PA      | $686507.00    | 0.22%             | 2034-10-16      | Variable      | 14.64%                | No            |                  3 | On Loan: No      |
| QVC INC                                            | QVC Inc                                                                                  | CUSIP: 747262BA0<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |   1163000 | PA      | $509306.78    | 0.16%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                           | JP Morgan Mortgage Trust Series 2025-CES5                                                | CUSIP: 46594DAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    195000 | PA      | $195813.01    | 0.06%             | 2056-02-25      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                 | Kennedy-Wilson Inc                                                                       | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    515000 | PA      | $485825.81    | 0.15%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                           | Acadia Healthcare Co Inc                                                                 | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |   1078000 | PA      | $1090131.81   | 0.35%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                           | Angel Oak Mortgage Trust 2024-12                                                         | CUSIP: 034932AD5<br>LEI: 254900S8TF74AZOT0548 | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $127145.43    | 0.04%             | 2069-10-25      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Knock Issuer Trust 2025-1                          | Knock Issuer Trust 2025-1                                                                | CUSIP: 49917PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    224000 | PA      | $226873.85    | 0.07%             | 2030-02-25      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                           | LCM Investments Holdings II LLC                                                          | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    870000 | PA      | $920719.65    | 0.29%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                   | Bellemeade Re Ltd                                                                        | CUSIP: 078915AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    161000 | PA      | $165965.16    | 0.05%             | 2034-08-25      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                           | Benchmark 2024-V5 Mortgage Trust                                                         | CUSIP: 08163XAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     36000 | PA      | $32988.34     | 0.01%             | 2057-01-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Lo                     | Arbor Realty Collateralized Loan Obligation Ltd                                          | CUSIP: 03881UAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    905000 | PA      | $917362.57    | 0.29%             | 2041-01-20      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                    | AREIT 2023-CRE8 LLC                                                                      | CUSIP: 04002BAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    109000 | PA      | $108539.93    | 0.03%             | 2041-08-17      | Floating      | 9.10%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                              | Level 3 Financing Inc                                                                    | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    860000 | PA      | $886979.89    | 0.28%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                              | Level 3 Financing Inc                                                                    | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164054.02    | 0.05%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RCO Mortgage LLC                                   | RCO IX Mortgage LLC 2025-4                                                               | CUSIP: 74939VAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    277000 | PA      | $277634.88    | 0.09%             | 2030-10-25      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| RELADYNE COMMON EQUITY                             | RELADYNE COMMON EQUITY                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2000 | NS      | $286940.00    | 0.09%             |  |  |  | Yes           |                  3 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                           | Azule Energy Finance Plc                                                                 | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |   1727000 | PA      | $1730972.10   | 0.55%             | 2030-01-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                             | CCO Holdings LLC / CCO Holdings Capital Corp                                             | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $141995.11    | 0.05%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Life Financial Services Trust                      | Life 2021-BMR Mortgage Trust                                                             | CUSIP: 53218CAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     89600 | PA      | $87437.30     | 0.03%             | 2038-03-15      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                               | LifePoint Health Inc                                                                     | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    755000 | PA      | $820144.42    | 0.26%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                                 | BSPRT 2024-FL11 Issuer LLC                                                               | CUSIP: 05613RAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    278000 | PA      | $273942.40    | 0.09%             | 2039-07-15      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| BLOCK COMMUNICATIONS INC                           | Block Communications Inc                                                                 | CUSIP: 093645AJ8<br>LEI: M5G68A9OHJWIL4SFC742 | Long             | DBT              | CORP              | US        |    310000 | PA      | $289810.63    | 0.09%             | 2028-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                       | CD 2017-CD5 Mortgage Trust                                                               | CUSIP: 12515HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    489000 | PA      | $455442.03    | 0.14%             | 2050-08-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                     | CSAIL 2017-CX9 Commercial Mortgage Trust                                                 | CUSIP: 12595FAP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190000 | PA      | $140408.71    | 0.04%             | 2050-09-15      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                | Lightning Power LLC                                                                      | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |    735000 | PA      | $781978.26    | 0.25%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LUNAR AIRCRAFT 2020-1 LIMITED                      | LUNAR AIRCRAFT 2020-1 LTD                                                                | CUSIP: 55037LAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     41764 | PA      | $41375.64     | 0.01%             | 2045-02-15      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| RKPF OVERSEAS 2019 A LTD                           | RKPF Overseas 2019 A Ltd                                                                 | CUSIP: BG3462820<br>LEI: 254900P8BXRCW5458103 | Long             | DBT              | CORP              | VG        |    441810 | PA      | $87062.13     | 0.03%             | 2028-09-05      | None          | 5.90%                 | No            |                  2 | On Loan: No      |
| RKPF OVERSEAS 2019 A LTD                           | RKPF Overseas 2019 A Ltd                                                                 | CUSIP: ZO1504075<br>LEI: 254900P8BXRCW5458103 | Long             | DBT              | CORP              | VG        |    441488 | PA      | $86920.19     | 0.03%             | 2029-03-04      | None          | 6.00%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                        | RCKT Mortgage Trust 2024-CES2                                                            | CUSIP: 74938PAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $101387.54    | 0.03%             | 2044-04-25      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                        | RCKT Mortgage Trust 2024-CES6                                                            | CUSIP: 749410AG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140000 | PA      | $141112.12    | 0.04%             | 2044-09-25      | Fixed         | 8.22%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                   | CSC Holdings LLC                                                                         | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $896770.93    | 0.29%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                           | CQP Holdco LP / BIP-V Chinook Holdco LLC                                                 | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $163346.47    | 0.05%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                           | Olympus Water US Holding Corp                                                            | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    275000 | PA      | $282511.03    | 0.09%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ONE Park Mortgage Trust                            | ONE 2021-PARK Mortgage Trust                                                             | CUSIP: 682413AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    645000 | PA      | $641909.35    | 0.20%             | 2036-03-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                  | Vedanta Resources Finance II PLC                                                         | CUSIP: 92243XAH4<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |   1489000 | PA      | $1572302.11   | 0.50%             | 2029-09-17      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                              | Venture Global Plaquemines LNG LLC                                                       | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    245000 | PA      | $251066.28    | 0.08%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                           | Warnermedia Holdings Inc                                                                 | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $716843.75    | 0.23%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VSTJET 2020-1B(R)                                  | VSTJET 2020-1B(R)                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | US        |   1462641 | PA      | $1462641.29   | 0.46%             | 2029-01-15      | Variable      | 10.91%                | No            |                  3 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                              | Venture Global Plaquemines LNG LLC                                                       | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    225000 | PA      | $230012.47    | 0.07%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                             | Venture Global LNG Inc                                                                   | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     97000 | PA      | $96515.57     | 0.03%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                      | VoltaGrid LLC                                                                            | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |    645000 | PA      | $639343.83    | 0.20%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                                  | WBI Operating LLC                                                                        | CUSIP: 92944BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $318959.20    | 0.10%             | 2033-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                           | CQP Holdco LP / BIP-V Chinook Holdco LLC                                                 | CUSIP: 12657NAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    515000 | PA      | $554304.29    | 0.18%             | 2033-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                       | CSMC 2021-NQM8                                                                           | CUSIP: 12659FAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    159000 | PA      | $136809.91    | 0.04%             | 2066-10-25      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                           | Celanese US Holdings LLC                                                                 | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    645000 | PA      | $642199.60    | 0.20%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                           | Celanese US Holdings LLC                                                                 | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163912.60    | 0.05%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                   | Wand NewCo 3 Inc                                                                         | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1085300.75   | 0.35%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Wave USA                                           | WAVE 2019-1 LLC                                                                          | CUSIP: 94354KAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2708264 | PA      | $2336690.45   | 0.74%             | 2044-09-15      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                                 | CrossCountry Intermediate HoldCo LLC                                                     | CUSIP: 22757VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $311469.66    | 0.10%             | 2032-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                              | Directv Financing LLC / Directv Financing Co-Obligor Inc                                 | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    214000 | PA      | $215376.02    | 0.07%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                              | Directv Financing LLC                                                                    | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $96239.18     | 0.03%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                     | 1261229 BC Ltd                                                                           | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    930000 | PA      | $967913.21    | 0.31%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                           | Weatherford International Ltd                                                            | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    320000 | PA      | $327885.44    | 0.10%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                             | Vmed O2 UK Financing I PLC                                                               | CUSIP: ZB0007003<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    235000 | PA      | $278578.83    | 0.09%             | 2032-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ARDAGH HOLDINGS USA INC COMMON STOCK               | ARDAGH HOLDINGS USA INC COMMON STOCK                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |     10329 | NS      | $90529.88     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                               | Country Garden Holdings Co Ltd                                                           | CUSIP: BK6819225<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $20425.00     | 0.01%             | 2030-08-06      | None          | 4.80%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                               | Country Garden Holdings Co Ltd                                                           | CUSIP: AX9167690<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |    600000 | PA      | $61275.00     | 0.02%             | 2026-04-08      | None          | 7.25%                 | No            |                  2 | On Loan: No      |
| CVS Lane / Stargate Oxford / Oaktree Diversified D | CVS Lane / Stargate Oxford / Oaktree Diversified D                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | AU        |   8830641 | PA      | $5888429.53   | 1.87%             | 2026-07-19      | Floating      | 11.60%                | No            |                  3 | On Loan: No      |
| DANA FINANCING LUX SARL                            | Dana Financing Luxembourg Sarl                                                           | CUSIP: ZK5813264<br>LEI: 222100DKCE3D036DQU13 | Long             | DBT              | CORP              | LU        |    275000 | PA      | $346492.82    | 0.11%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                 | Ardonagh Finco Ltd                                                                       | CUSIP: ZF8323197<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |    410000 | PA      | $498605.12    | 0.16%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK HOLDCO 4 LTD                            | Vmed O2 UK Holdco 4 Ltd                                                                  | CUSIP: N/A<br>LEI: 213800ZRKYXK2SHQOW75       | Long             | LON              | CORP              | GB        |    115000 | PA      | $136400.66    | 0.04%             | 2031-10-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                   | Wand NewCo 3 Inc                                                                         | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |    564977 | PA      | $566214.36    | 0.18%             | 2031-01-30      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| CD&R FIREFLY BIDCO LTD                             | CD&R Firefly Bidco PLC                                                                   | CUSIP: ZB1483625<br>LEI: 213800OAU5VX61DYZ558 | Long             | DBT              | CORP              | GB        |    320000 | PA      | $452971.26    | 0.14%             | 2029-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ASSEMBLIN CAVERION GROUP                           | Assemblin Caverion Group AB                                                              | CUSIP: YX6405832<br>LEI: 636700ULD38LN63RC248 | Long             | DBT              | CORP              | SE        |    331000 | PA      | $405896.75    | 0.13%             | 2030-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                            | VZ Secured Financing BV                                                                  | CUSIP: YL9750487<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    379000 | PA      | $438251.60    | 0.14%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| B&M EUROPEAN VALUE RET                             | B&M European Value Retail SA                                                             | CUSIP: YT3413317<br>LEI: 213800UK7ZRLY2K1X530 | Long             | DBT              | CORP              | LU        |    295000 | PA      | $393242.20    | 0.13%             | 2031-11-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                   | CSN Resources SA                                                                         | CUSIP: BU2177212<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |    335000 | PA      | $264222.88    | 0.08%             | 2032-04-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                   | CSN Resources SA                                                                         | CUSIP: ZG4633373<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |    731000 | PA      | $679680.15    | 0.22%             | 2030-12-05      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                   | CSC Holdings LLC                                                                         | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    100000 | PA      | $87642.50     | 0.03%             | 2027-04-15      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                        | Asurion LLC                                                                              | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    350000 | PA      | $349399.75    | 0.11%             | 2028-02-03      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| BAART PROGRAMS INC                                 | Baart Programs Inc                                                                       | CUSIP: 05518PAB4<br>LEI: 549300473BJ7030DKO17 | Long             | LON              | CORP              | US        |    225074 | PA      | $196872.19    | 0.06%             | 2027-06-11      | Floating      | 8.93%                 | No            |                  3 | On Loan: No      |
| BAART PROGRAMS INC                                 | Baart Programs Inc                                                                       | CUSIP: 05518PAC2<br>LEI: 549300473BJ7030DKO17 | Long             | LON              | CORP              | US        |    701261 | PA      | $613392.61    | 0.19%             | 2027-06-11      | Floating      | 8.93%                 | No            |                  3 | On Loan: No      |
| ARMORICA LUX SARL                                  | Armorica Lux Sarl                                                                        | CUSIP: N/A<br>LEI: 984500CDA495DT2DBE41       | Long             | LON              | CORP              | LU        |    500000 | PA      | $563801.53    | 0.18%             | 2028-07-28      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                              | Directv Financing LLC                                                                    | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    115667 | PA      | $116028.04    | 0.04%             | 2027-08-02      | Floating      | 9.10%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                             | AthenaHealth Group Inc                                                                   | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |   1175531 | PA      | $1179205.03   | 0.37%             | 2029-02-15      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| AQUILES SPAIN BIDCO SA                             | Aquiles Spain Bidco SA                                                                   | CUSIP: N/A<br>LEI: 2549002YRAU2V4QQW367       | Long             | LON              | CORP              | ES        |    300000 | PA      | $341052.04    | 0.11%             | 2029-03-29      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                        | Asurion LLC                                                                              | CUSIP: 04649VBB5<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    631020 | PA      | $632521.57    | 0.20%             | 2028-08-21      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                        | Asurion LLC                                                                              | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     99750 | PA      | $100047.75    | 0.03%             | 2028-08-21      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                   | Arches Buyer Inc                                                                         | CUSIP: 03952HAE4<br>LEI: 2549009ADY4208OH2Y47 | Long             | LON              | CORP              | US        |   1612445 | PA      | $1612445.00   | 0.51%             | 2027-12-06      | Floating      | 9.22%                 | No            |                  3 | On Loan: No      |
| DIRECTV FINANCING LLC                              | Directv Financing LLC                                                                    | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    704930 | PA      | $708250.57    | 0.23%             | 2029-08-02      | Floating      | 9.35%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                | Artera Services LLC                                                                      | CUSIP: 73937UAL2<br>LEI: 549300J2G34D0WX8Z443 | Long             | LON              | CORP              | US        |    313443 | PA      | $255195.76    | 0.08%             | 2031-02-10      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| COTIVITI INC                                       | Cotiviti Inc                                                                             | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    397990 | PA      | $383397.64    | 0.12%             | 2031-05-01      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| CRC INSURANCE GROUP LLC                            | CRC Insurance Group LLC                                                                  | CUSIP: 89788VAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    210526 | PA      | $213771.58    | 0.07%             | 2032-05-06      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| CentralSquare Technologies, LLC                    | CentralSquare Technologies, LLC, Senior Secured First Lien Term Loan                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    573134 | PA      | $572446.54    | 0.18%             | 2031-04-12      | Floating      | 9.67%                 | No            |                  3 | On Loan: No      |
| CentralSquare Technologies, LLC                    | CentralSquare Technologies, LLC, Senior Secured First Lien Term Loan                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31621 | PA      | $31582.58     | 0.01%             | 2031-04-12      | Floating      | 9.67%                 | No            |                  3 | On Loan: No      |
| CentralSquare Technologies, LLC                    | CentralSquare Technologies, LLC, Senior Secured First Lien Revolving Credit Loan         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     66000 | PA      | $65953.80     | 0.02%             | 2031-04-12      | Floating      | 11.32%                | No            |                  3 | On Loan: No      |
| DARKTRACE FINCO US LLC                             | Darktrace Finco US LLC                                                                   | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    973620 | PA      | $978405.34    | 0.31%             | 2031-10-09      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| CERVANTES BIDCO SLU                                | Cervantes Bidco SL                                                                       | CUSIP: N/A<br>LEI: 2549009PF73QPWLZWG67       | Long             | LON              | CORP              | ES        |    300000 | PA      | $356331.97    | 0.11%             | 2031-07-07      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| DRW HOLDINGS LLC                                   | DRW Holdings LLC                                                                         | CUSIP: 23343HAE0<br>LEI: 549300W696CUHX8SLK40 | Long             | LON              | CORP              | US        |    990000 | PA      | $978555.60    | 0.31%             | 2031-06-26      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| DELACHAUX GROUP SA                                 | Delachaux Group SA                                                                       | CUSIP: N/A<br>LEI: 969500XJHVZW0HF1ZQ71       | Long             | LON              | CORP              | FR        |     79814 | PA      | $95081.13     | 0.03%             | 2029-04-16      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| DELACHAUX GROUP SA                                 | Delachaux Group SA                                                                       | CUSIP: N/A<br>LEI: 969500XJHVZW0HF1ZQ71       | Long             | LON              | CORP              | FR        |     64515 | PA      | $76855.38     | 0.02%             | 2029-04-16      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| DELACHAUX GROUP SA                                 | Delachaux Group SA                                                                       | CUSIP: N/A<br>LEI: 969500XJHVZW0HF1ZQ71       | Long             | LON              | CORP              | FR        |     30227 | PA      | $36008.90     | 0.01%             | 2029-04-16      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| DELACHAUX GROUP SA                                 | Delachaux Group SA                                                                       | CUSIP: N/A<br>LEI: 969500XJHVZW0HF1ZQ71       | Long             | LON              | CORP              | FR        |     15574 | PA      | $18552.81     | 0.01%             | 2029-04-16      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| DELACHAUX GROUP SA                                 | Delachaux Group SA                                                                       | CUSIP: N/A<br>LEI: 969500XJHVZW0HF1ZQ71       | Long             | LON              | CORP              | FR        |     14287 | PA      | $17019.25     | 0.01%             | 2029-04-16      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| DELACHAUX GROUP SA                                 | Delachaux Group SA                                                                       | CUSIP: N/A<br>LEI: 969500XJHVZW0HF1ZQ71       | Long             | LON              | CORP              | FR        |     11434 | PA      | $13621.24     | 0.00%             | 2029-04-16      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| ASP-R-PAC Acquisition Co LLC                       | ASP-R-PAC Acquisition Co LLC, Senior Secured First Lien Term Loan                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    345809 | PA      | $341451.64    | 0.11%             | 2027-12-29      | Floating      | 9.84%                 | No            |                  3 | On Loan: No      |
| CORNERSTONE GENERATION L                           | Cornerstone Generation LLC                                                               | CUSIP: 21924NAB4<br>LEI: 254900JBGAU2N55LVN75 | Long             | LON              | CORP              | US        |    400000 | PA      | $404322.00    | 0.13%             | 2032-08-11      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| Creek Parent, Inc.                                 | Creek Parent, Inc., Senior Secured First Lien Term Loan                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3270565 | PA      | $3218235.96   | 1.02%             | 2031-12-18      | Floating      | 8.73%                 | No            |                  3 | On Loan: No      |
| Creek Parent, Inc.                                 | Creek Parent, Inc., Senior Secured First Lien Revolving Credit Loan                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    471000 | PA      | $463464.00    | 0.15%             | 2031-12-18      | Floating      | 9.82%                 | No            |                  3 | On Loan: No      |
| AVSC Holding Corp                                  | AVSC Holding Corp, Senior Secured First Lien Term Loan                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3831745 | PA      | $3763156.76   | 1.20%             | 2031-12-05      | Floating      | 8.72%                 | No            |                  3 | On Loan: No      |
| AVSC Holding Corp                                  | AVSC Holding Corp, Senior Secured First Lien Revolving Credit Loan                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    412000 | PA      | $405160.80    | 0.13%             | 2029-12-05      | Floating      | 9.53%                 | No            |                  3 | On Loan: No      |
| ARSENAL AIC PARENT LLC                             | Arsenal AIC Parent LLC                                                                   | CUSIP: 04287KAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    172293 | PA      | $172993.39    | 0.05%             | 2030-08-19      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Celeste BidCo B.V                                  | Celeste BidCo B.V, Senior Secured First Lien Term Loan                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    235000 | PA      | $279796.43    | 0.09%             | 2029-07-20      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| APEX GROUP TREASURY LTD                            | Apex Group Treasury Ltd                                                                  | CUSIP: N/A<br>LEI: 254900P712DX6L6ALR57       | Long             | LON              | CORP              | IE        |    105000 | PA      | $118900.54    | 0.04%             | 2032-02-27      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| CD&R Firefly Bidco PLC                             | CD&R Firefly Bidco PLC, Senior Secured First Lien Term Loan                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    350000 | PA      | $476498.58    | 0.15%             | 2029-04-29      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| ATHENA BIDCO GMBH                                  | Athena BidCo GmbH                                                                        | CUSIP: N/A<br>LEI: 3912007R7X33FTYO8Z65       | Long             | LON              | CORP              | DE        |    500000 | PA      | $595954.97    | 0.19%             | 2032-05-20      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| ARAGORN PARENT CORP                                | Aragorn Parent Corp                                                                      | CUSIP: 37610GAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    640359 | PA      | $645629.60    | 0.21%             | 2028-12-15      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| AMYNTA AGENCY BORROWER                             | Amynta Agency Borrower Inc                                                               | CUSIP: 57810JAM0<br>LEI: 5493000GP6HBRVTWBO85 | Long             | LON              | CORP              | US        |    735826 | PA      | $738353.66    | 0.23%             | 2031-12-29      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| AMYNTA AGENCY BORROWER                             | Amynta Agency Borrower Inc                                                               | CUSIP: 57810JAM0<br>LEI: 5493000GP6HBRVTWBO85 | Long             | LON              | CORP              | US        |    257433 | PA      | $258316.93    | 0.08%             | 2031-12-29      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| CURIUM BIDCO SARL                                  | Curium Bidco Sarl                                                                        | CUSIP: N/A<br>LEI: 213800P2VV9KG6N9L140       | Long             | LON              | CORP              | LU        |    462675 | PA      | $467880.48    | 0.15%             | 2031-08-07      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| CURIUM BIDCO SARL                                  | Curium Bidco Sarl                                                                        | CUSIP: N/A<br>LEI: 213800P2VV9KG6N9L140       | Long             | LON              | CORP              | LU        |    313200 | PA      | $316723.88    | 0.10%             | 2031-08-07      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| CURIUM BIDCO SARL                                  | Curium Bidco Sarl                                                                        | CUSIP: N/A<br>LEI: 213800P2VV9KG6N9L140       | Long             | LON              | CORP              | LU        |    139163 | PA      | $140728.63    | 0.04%             | 2031-08-07      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| CENTURY DE BUYER LLC                               | Century DE Buyer LLC                                                                     | CUSIP: 15651FAE6<br>LEI: 254900PQRPPYRTQIDX74 | Long             | LON              | CORP              | US        |    346509 | PA      | $346347.62    | 0.11%             | 2030-10-30      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| CoreWeave Compute Acquisition Co. II, LLC          | CoreWeave Compute Acquisition Co. II, LLC, Senior Secured First Lien Delayed Draw Loan   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    593018 | PA      | $595982.89    | 0.19%             | 2030-08-21      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| CoreWeave Compute Acquisition Co. II, LLC          | CoreWeave Compute Acquisition Co. II, LLC, Senior Secured First Lien Delayed Draw Loan   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    606982 | PA      | $610017.11    | 0.19%             | 2030-08-21      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| AVALARA INC                                        | Avalara Inc                                                                              | CUSIP: 05338KAD9<br>LEI: 549300Q16CMW239SS315 | Long             | LON              | CORP              | US        |   1077300 | PA      | $1083208.99   | 0.34%             | 2032-03-29      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| DAWN BIDCO LLC                                     | Dawn Bidco LLC                                                                           | CUSIP: 23923YAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    400000 | PA      | $399288.00    | 0.13%             | 2032-10-07      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Dryden Leveraged Loan CDO                          | Dryden 27 R Euro CLO 2017 DAC                                                            | CUSIP: BCC2QZ5P0<br>LEI: 635400RDG3EM9CGEVD60 | Long             | ABS-CBDO         | CORP              | IE        |    500000 | PA      | $576777.78    | 0.18%             | 2033-04-15      | Floating      | 7.89%                 | No            |                  2 | On Loan: No      |
| CEDACRI SPA                                        | Cedacri SpA                                                                              | CUSIP: ZK5877889<br>LEI: 815600E85FCD78B3EE61 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $238372.54    | 0.08%             | 2028-05-15      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| Ares Euro CLO                                      | Ares European CLO XXI DAC                                                                | CUSIP: BCC3KLMT8<br>LEI: 254900REPQKNP1XRDH75 | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1164162.32   | 0.37%             | 2038-04-15      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| DOLCETTO HOLDCO SPA                                | Dolcetto Holdco SpA                                                                      | CUSIP: YN6475530<br>LEI: 81560029E819F2CE4A42 | Long             | DBT              | CORP              | IT        |    420000 | PA      | $502217.94    | 0.16%             | 2032-07-14      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                               | OneMain Finance Corp                                                                     | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152081.79    | 0.05%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIR 2025-1 PTT B                            | Spirit Airlines Pass Through Trust 2025-1B                                               | CUSIP: 84859LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1900000.00   | 0.60%             | 2030-02-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| OUTGO, INC.                                        | OUTGO, INC.                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    288620 | NS      | $288619.96    | 0.09%             |  |  |  | No            |                  3 | On Loan: No      |
| OPAL BIDCO SAS                                     | Opal Bidco SAS                                                                           | CUSIP: YQ6351973<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    335000 | PA      | $407248.78    | 0.13%             | 2032-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                           | Olympus Water US Holding Corp                                                            | CUSIP: YK4056635<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    154000 | PA      | $180138.48    | 0.06%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Optimizely North America Inc.                      | Optimizely North America Inc., Senior Secured First Lien Term Loan                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1544240 | PA      | $1513355.20   | 0.48%             | 2031-10-30      | Floating      | 8.72%                 | No            |                  3 | On Loan: No      |
| BLOOMIN' BRANDS INC/OSI                            | Bloomin' Brands Inc / OSI Restaurant Partners LLC                                        | CUSIP: 094234AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1015000 | PA      | $926168.06    | 0.29%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                     | Bombardier Inc                                                                           | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $126946.92    | 0.04%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Optimizely North America Inc.                      | Optimizely North America Inc., Senior Secured First Lien Term Loan                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    551230 | PA      | $634848.63    | 0.20%             | 2031-10-30      | Floating      | 7.13%                 | No            |                  3 | On Loan: No      |
| Optimizely North America Inc.                      | Optimizely North America Inc., Senior Secured First Lien Term Loan                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    184075 | PA      | $243160.53    | 0.08%             | 2031-10-30      | Floating      | 9.22%                 | No            |                  3 | On Loan: No      |
| Optimizely North America (Episerver) R/C           | Optimizely North America Inc., Senior Secured First Lien Revolving Credit Loan           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    231000 | PA      | $226380.00    | 0.07%             | 2031-10-30      | Floating      | 9.70%                 | No            |                  3 | On Loan: No      |
| Spruce Bidco II Inc.                               | Spruce Bidco II Inc., Senior Secured First Lien Term Loan                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2717190 | PA      | $2691920.13   | 0.86%             | 2032-01-30      | Floating      | 8.45%                 | No            |                  3 | On Loan: No      |
| Spruce Bidco II R/C (01/25)                        | Spruce Bidco II Inc., Senior Secured First Lien Revolving Credit Loan                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    614000 | PA      | $608412.60    | 0.19%             | 2032-01-30      | Floating      | 9.31%                 | No            |                  3 | On Loan: No      |
| Spruce Bidco II Inc.                               | Spruce Bidco II Inc., Senior Secured First Lien Term Loan                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    492670 | PA      | $355606.58    | 0.11%             | 2032-01-30      | Floating      | 7.00%                 | No            |                  3 | On Loan: No      |
| Spruce Bidco II Inc.                               | Spruce Bidco II Inc., Senior Secured First Lien Term Loan                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |  52678643 | PA      | $333176.28    | 0.11%             | 2032-01-30      | Floating      | 8.91%                 | No            |                  3 | On Loan: No      |
| SPX FLOW INC                                       | SPX FLOW Inc                                                                             | CUSIP: 78470DAW8<br>LEI: 5493003YXEKRBINIEM78 | Long             | LON              | CORP              | US        |    400212 | PA      | $401808.90    | 0.13%             | 2029-04-05      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                | Braskem Netherlands Finance BV                                                           | CUSIP: 10554TAG0<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    166000 | PA      | $64430.41     | 0.02%             | 2033-02-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                     | BRAVO Residential Funding Trust 2024-NQM1                                                | CUSIP: 10570FAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    128000 | PA      | $131195.00    | 0.04%             | 2063-12-01      | Fixed         | 8.04%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                     | CARLYLE US CLO 2021-1 LTD                                                                | CUSIP: 14317LAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1022720.00   | 0.33%             | 2040-01-15      | Floating      | 11.20%                | No            |                  2 | On Loan: No      |
| CASCADES INC/USA INC                               | Cascades Inc/Cascades USA Inc                                                            | CUSIP: 14739LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    420000 | PA      | $437854.20    | 0.14%             | 2030-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                           | Boost Newco Borrower LLC/GTCR W Dutch Finance Sub BV                                     | CUSIP: ZI9728067<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    250000 | PA      | $360778.04    | 0.11%             | 2031-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                               | Boots Group Finco LP                                                                     | CUSIP: YM3458804<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |    320000 | PA      | $389247.48    | 0.12%             | 2032-08-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                           | California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                          | CUSIP: YU6713868<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    372000 | PA      | $447609.18    | 0.14%             | 2032-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Bleriot US Bidco Inc.                              | Bleriot US Bidco Inc., Senior Secured First Lien Term Loan                               | CUSIP: 09353TAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    740644 | PA      | $745117.25    | 0.24%             | 2030-10-31      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| BME GROUP HOLDING BV                               | BME Group Holding BV                                                                     | CUSIP: N/A<br>LEI: 549300Y5PCNMQXYRRY06       | Long             | LON              | CORP              | NL        |    440305 | PA      | $433959.01    | 0.14%             | 2029-12-27      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| BME GROUP HOLDING BV                               | BME Group Holding BV                                                                     | CUSIP: N/A<br>LEI: 549300Y5PCNMQXYRRY06       | Long             | LON              | CORP              | NL        |     59695 | PA      | $58834.08     | 0.02%             | 2029-12-27      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| BOLUDA TOWAGE SL                                   | Boluda Towage SL                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |    300000 | PA      | $356950.71    | 0.11%             | 2030-01-31      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                                | Boxer Parent Co Inc                                                                      | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    128355 | PA      | $128172.09    | 0.04%             | 2031-07-30      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                               | Birch Grove CLO 3 Ltd                                                                    | CUSIP: 09076UAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $968443.00    | 0.31%             | 2038-01-19      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH                              | Cablevision Lightpath LLC                                                                | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |    415000 | PA      | $407698.32    | 0.13%             | 2028-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CAPSTONE BORROWER INC                              | Capstone Borrower Inc                                                                    | CUSIP: 14071CAE8<br>LEI: 254900YSP2BAI3YKIX08 | Long             | LON              | CORP              | US        |    374702 | PA      | $374952.88    | 0.12%             | 2030-06-17      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| CASTLE US HOLDING CORP                             | Castle US Holding Corp                                                                   | CUSIP: 14852DAM3<br>LEI: 254900VXLMLPIE9ID612 | Long             | LON              | CORP              | US        |       174 | PA      | $208.66       | 0.00%             | 2030-04-29      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP BIDCO LTD                              | Boots Group Bidco Ltd/The                                                                | CUSIP: N/A<br>LEI: 254900Q2CMXV6QWMW891       | Long             | LON              | CORP              | GB        |    390000 | PA      | $464581.34    | 0.15%             | 2032-08-30      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Blazing Star Parent, LLC                           | Blazing Star Parent, LLC, Senior Secured First Lien Term Loan                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1856325 | PA      | $1815300.22   | 0.58%             | 2030-08-28      | Floating      | 10.82%                | No            |                  3 | On Loan: No      |
| BRADYPLUS HOLDINGS LLC                             | BradyPlus Holdings LLC                                                                   | CUSIP: 10480UAD3<br>LEI: 254900LMURL5G873DV35 | Long             | LON              | CORP              | US        |    300000 | PA      | $297312.00    | 0.09%             | 2032-12-29      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                | Braskem Netherlands Finance BV                                                           | CUSIP: ZQ3579112<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     47400 | PA      | $18562.31     | 0.01%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                | Braskem Netherlands Finance BV                                                           | CUSIP: BK5896133<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    472000 | PA      | $82600.00     | 0.03%             | 2081-01-23      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                | Braskem Netherlands Finance BV                                                           | CUSIP: ZM9567631<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    821300 | PA      | $318775.28    | 0.10%             | 2033-02-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                | Braskem Netherlands Finance BV                                                           | CUSIP: YU4155195<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    826600 | PA      | $320836.52    | 0.10%             | 2034-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Caister Finance                                    | Caister Finance DAC                                                                      | CUSIP: BCC3NC507<br>LEI: 635400IBLLJ9RCTGJN46 | Long             | ABS-MBS          | CORP              | IE        |    993000 | PA      | $1337170.93   | 0.43%             | 2035-08-17      | Floating      | 9.72%                 | No            |                  2 | On Loan: No      |
| Bioxcel Therapeutics Inc                           | Bioxcel Therapeutics Inc                                                                 | CUSIP: 09075P204<br>LEI: 549300Y25FYZ0E8LW260 | Long             | EC               | CORP              | US        |      3557 | NS      | $5691.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Castlelake Aircraft Securitiza                     | Castlelake Aircraft Structured Trust 2017-1R                                             | CUSIP: 14856JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16505 | PA      | $16503.82     | 0.01%             | 2041-08-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                        | Extended Stay America Trust 2025-ESH                                                     | CUSIP: 30227TAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    195000 | PA      | $196309.85    | 0.06%             | 2042-10-15      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                        | Extended Stay America Trust 2025-ESH                                                     | CUSIP: 30227TAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    145000 | PA      | $146327.21    | 0.05%             | 2042-10-15      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                               | FS Rialto 2024-FL9 Issuer LLC                                                            | CUSIP: 30338WAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    187000 | PA      | $186913.38    | 0.06%             | 2039-10-19      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| First American Government Obli                     | First American Government Obligations Fund                                               | CUSIP: 31846V336<br>LEI: 549300R5MYM6VZF1RM44 | Long             | STIV             | RF                | US        |  10903519 | NS      | $10903518.67  | 3.47%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAI AVIATION INVESTORS                            | FTAI Aviation Investors LLC                                                              | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    874000 | PA      | $932692.60    | 0.30%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL Limited                        | Fortress Credit BSL XVII Ltd                                                             | CUSIP: 34964NAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $498878.00    | 0.16%             | 2034-10-23      | Floating      | 12.01%                | No            |                  2 | On Loan: No      |
| Fortress Credit BSL Limited                        | Fortress Credit BSL XV Ltd                                                               | CUSIP: 34964WAU6<br>LEI: 254900VHYDP7XYPMH337 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $991737.00    | 0.32%             | 2033-10-18      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                 | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2022-1                            | CUSIP: 35563PC80<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    226000 | PA      | $202068.45    | 0.06%             | 2061-11-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                 | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-4                            | CUSIP: 35563PMX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    560937 | PA      | $535980.74    | 0.17%             | 2059-02-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                              | Freedom Mortgage Holdings LLC                                                            | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    457000 | PA      | $491415.30    | 0.16%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| GREAT LAKES DREDGE&DOCK                            | Great Lakes Dredge & Dock Corp                                                           | CUSIP: 390607AF6<br>LEI: 549300H65E3MZ1CX0P05 | Long             | DBT              | CORP              | US        |    340000 | PA      | $333192.18    | 0.11%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GRUPO NUTRESA SA                                   | Grupo Nutresa SA                                                                         | CUSIP: 40055CAB9<br>LEI: 254900KKAX7B7RJUE255 | Long             | DBT              | CORP              | CO        |    907000 | PA      | $1025551.22   | 0.33%             | 2035-05-12      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| HAVN Trust                                         | HAVN Trust 2025-MOB                                                                      | CUSIP: 40408XAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    651000 | PA      | $651207.34    | 0.21%             | 2035-10-15      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                         | MFA 2022-INV3 Trust                                                                      | CUSIP: 55284PAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    251000 | PA      | $209647.05    | 0.07%             | 2066-12-25      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                     | MF1 2022-FL10 LLC                                                                        | CUSIP: 55285BAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    232000 | PA      | $232412.87    | 0.07%             | 2037-09-17      | Floating      | 9.46%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                           | Marriott Ownership Resorts Inc                                                           | CUSIP: 57164PAK2<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |    800000 | PA      | $769712.48    | 0.24%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Accepta                     | Mello Mortgage Capital Acceptance 2022-INV1                                              | CUSIP: 585490CC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    208135 | PA      | $167411.26    | 0.05%             | 2052-03-25      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| MERCER INTL INC                                    | Mercer International Inc                                                                 | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |    550000 | PA      | $353074.54    | 0.11%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Anchorage Credit Funding Ltd.                      | Anchorage Credit Funding 7 Ltd                                                           | CUSIP: 03331WAA1<br>LEI: 549300MWYGL7NRZK0P37 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $586000.00    | 0.19%             | 2037-04-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Anchorage Credit Funding Ltd.                      | Anchorage Credit Funding 12 Ltd                                                          | CUSIP: 03332DBA1<br>LEI: 5493008VFWRM4UWVV341 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $749286.75    | 0.24%             | 2038-10-25      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| METAL Cayman                                       | METAL 2017-1 LLC                                                                         | CUSIP: 59111RAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1207862 | PA      | $863742.04    | 0.27%             | 2042-10-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| METAL Cayman                                       | METAL 2017-1 LLC                                                                         | CUSIP: 59111RAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    284797 | PA      | $79771.75     | 0.03%             | 2042-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                              | Mineral Resources Ltd                                                                    | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    705000 | PA      | $733790.91    | 0.23%             | 2030-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                              | Mineral Resources Ltd                                                                    | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    380000 | PA      | $399152.13    | 0.13%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                              | Mineral Resources Ltd                                                                    | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    150000 | PA      | $156555.63    | 0.05%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO I, Ltd.                            | Sagard-Halseypoint Clo 8 Ltd                                                             | CUSIP: 78662CAA6<br>LEI: 254900W5MVYX9QDPHC09 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1013244.00   | 0.32%             | 2038-01-30      | Floating      | 10.68%                | No            |                  2 | On Loan: No      |
| MESOBLAST WARRANTS                                 | MESOBLAST WARRANTS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     23222 | NS      | $169520.60    | 0.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Hertz Vehicle Financing III - Class B              | Hertz Vehicle Financing III - Class B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3000000 | PA      | $3000900.00   | 0.95%             | 2028-06-28      | Fixed         | 9.28%                 | No            |                  3 | On Loan: No      |
| Europa Biosite (Empire Bidco AB) T/L B1 (SEK)      | Europa Biosite (Empire Bidco AB) T/L B1 (SEK)                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | SE        |   7540000 | PA      | $803753.44    | 0.26%             | 2032-09-22      | Floating      | 2.16%                 | No            |                  3 | On Loan: No      |
| Europa Biosite (Empire Bidco AB) Tranche 3 Delayed | Europa Biosite (Empire Bidco AB) Tranche 3 Delayed                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | SE        |   9158000 | PA      | $985580.45    | 0.31%             | 2032-09-22      | Floating      | 2.16%                 | No            |                  3 | On Loan: No      |
| Europa Biosite (Empire Bidco AB) T/L B2 (GBP)      | Europa Biosite (Empire Bidco AB) T/L B2 (GBP)                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |    584527 | PA      | $773334.38    | 0.25%             | 2032-09-22      | Floating      | 9.22%                 | No            |                  3 | On Loan: No      |
| MILLER HOMES GROUP FIN                             | Miller Homes Group Finco PLC                                                             | CUSIP: BW1049434<br>LEI: 98450057058CDE2E9650 | Long             | DBT              | CORP              | GB        |    330000 | PA      | $449466.54    | 0.14%             | 2029-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FLORA FOOD MANAGEMENT BV                           | Flora Food Management BV                                                                 | CUSIP: YX8021272<br>LEI: 2549002VGA888UKFKS25 | Long             | DBT              | CORP              | NL        |    160000 | PA      | $187137.99    | 0.06%             | 2029-07-02      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HEATHROW FINANCE PLC                               | Heathrow Finance PLC                                                                     | CUSIP: ZD6400794<br>LEI: 549300F740QSGMPHQJ60 | Long             | DBT              | CORP              | GB        |    175000 | PA      | $237578.47    | 0.08%             | 2031-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| EUROFINS SCIENTIFIC SE                             | Eurofins Scientific SE                                                                   | CUSIP: YQ7562677<br>LEI: 529900JEHFM47DYY3S57 | Long             | DBT              | CORP              | LU        |    320000 | PA      | $395560.57    | 0.13%             | 2032-01-04      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| MEHILAINEN YHTIOT OY                               | Mehilainen Yhtiot Oy                                                                     | CUSIP: YN2017732<br>LEI: 2138006X78HGYRHS5865 | Long             | DBT              | CORP              | FI        |    425000 | PA      | $508367.12    | 0.16%             | 2032-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ESTABLISHMENT LABS HOLDINGS, INC. 1ST LIEN TERM LO | ESTABLISHMENT LABS HOLDINGS, INC. 1ST LIEN TERM LO                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1247716 | PA      | $1272669.90   | 0.40%             | 2027-04-21      | Floating      | 9.00%                 | No            |                  3 | On Loan: No      |
| ESTABLISHMENT LABS HOLDINGS, INC. 1ST LIEN DELAYED | ESTABLISHMENT LABS HOLDINGS, INC. 1ST LIEN DELAYED                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    199823 | PA      | $203819.51    | 0.06%             | 2027-04-21      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| ESTABLISHMENT LABS HOLDINGS, INC. 1ST LIEN DELAYED | ESTABLISHMENT LABS HOLDINGS, INC. 1ST LIEN DELAYED                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    184290 | PA      | $187975.80    | 0.06%             | 2027-04-21      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| ESTABLISHMENT LABS HOLDINGS, INC. 1ST LIEN DELAYED | ESTABLISHMENT LABS HOLDINGS, INC. 1ST LIEN DELAYED                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    184289 | PA      | $187974.78    | 0.06%             | 2027-04-21      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| GROVE WATERPARK AND RESORT DELAYED DRAW            | GROVE WATERPARK AND RESORT DELAYED DRAW                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    350754 | PA      | $341459.02    | 0.11%             | 2028-06-21      | Floating      | 12.42%                | No            |                  3 | On Loan: No      |
| GROVE WATERPARK AND RESORT REVOLVER                | GROVE WATERPARK AND RESORT REVOLVER                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    175377 | PA      | $170729.51    | 0.05%             | 2028-06-21      | Floating      | 12.65%                | No            |                  3 | On Loan: No      |
| GROVE WATERPARK AND RESORT TL                      | GROVE WATERPARK AND RESORT TL                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1701156 | PA      | $1656075.33   | 0.53%             | 2028-06-21      | Floating      | 12.02%                | No            |                  3 | On Loan: No      |
| Ethypharm (Financiere Verdi) T/L B                 | Ethypharm (Financiere Verdi) T/L B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |    250000 | PA      | $295064.46    | 0.09%             | 2028-04-17      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| MedMark Services Delayed DrawT/L                   | MedMark Services, Inc.,, Senior Secured First Lien Revolving Credit Loan                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19837 | PA      | $17351.72     | 0.01%             | 2026-06-11      | Floating      | 9.19%                 | No            |                  3 | On Loan: No      |
| EXAMWORKS BIDCO INC                                | Examworks Bidco Inc                                                                      | CUSIP: 28542CAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    788939 | PA      | $793960.71    | 0.25%             | 2028-11-01      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                   | Finastra USA Inc                                                                         | CUSIP: N/A<br>LEI: 549300ZB2RO6QC7YTK71       | Long             | LON              | CORP              | US        |    399760 | PA      | $399759.93    | 0.13%             | 2029-09-13      | Floating      | 10.97%                | No            |                  3 | On Loan: No      |
| Evergreen IX Borrower 2023, LLC                    | Evergreen IX Borrower 2023, LLC, Senior Secured First Lien Term Loan                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1126928 | PA      | $1126927.50   | 0.36%             | 2030-09-29      | Floating      | 8.42%                 | No            |                  3 | On Loan: No      |
| LSL HOLDCO LLC TL 1/31/28                          | LSL HOLDCO LLC TL 1/31/28                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2313789 | PA      | $2234426.24   | 0.71%             | 2028-01-31      | Floating      | 10.02%                | No            |                  3 | On Loan: No      |
| LSL HOLDCO INCREMENTAL                             | LSL HOLDCO INCREMENTAL                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    269450 | PA      | $260207.51    | 0.08%             | 2028-01-31      | Floating      | 10.42%                | No            |                  3 | On Loan: No      |
| Evergreen IX Borrower R/C (Forcepoint)             | Evergreen IX Borrower 2023, LLC, Senior Secured First Lien Revolving Credit Loan         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    127000 | PA      | $127000.00    | 0.04%             | 2029-09-29      | Floating      | 11.39%                | No            |                  3 | On Loan: No      |
| Monotype Imaging Holdings Inc.                     | Monotype Imaging Holdings Inc., Senior Secured First Lien Delayed Draw Loan              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    116712 | PA      | $116688.84    | 0.04%             | 2031-02-28      | Floating      | 8.97%                 | No            |                  3 | On Loan: No      |
| Minotaur Acquisition, Inc.                         | Minotaur Acquisition, Inc., Senior Secured First Lien Delayed Draw Loan                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    172000 | PA      | $170280.00    | 0.05%             | 2030-06-03      | Floating      | 8.72%                 | No            |                  3 | On Loan: No      |
| MCAFEE CORP                                        | McAfee Corp                                                                              | CUSIP: 57906HAC1<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |    242555 | PA      | $276143.56    | 0.09%             | 2029-03-01      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| MITCHELL INTERNATIONAL                             | Mitchell International Inc                                                               | CUSIP: 60662WAW2<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |    643500 | PA      | $646398.97    | 0.21%             | 2031-06-17      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| MITCHELL INTERNATIONAL                             | Mitchell International Inc                                                               | CUSIP: 60662WAZ5<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |    310000 | PA      | $308798.75    | 0.10%             | 2032-06-17      | Floating      | 8.97%                 | No            |                  2 | On Loan: No      |
| MERMAID BIDCO INC                                  | Mermaid Bidco Inc                                                                        | CUSIP: 59012CAM7<br>LEI: 254900765HT42I3EW691 | Long             | LON              | CORP              | US        |    450000 | PA      | $534236.18    | 0.17%             | 2031-07-02      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Evergreen IX Borrower 2023, LLC                    | Evergreen IX Borrower 2023, LLC, Senior Secured First Lien Term Loan                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    284631 | PA      | $284630.94    | 0.09%             | 2030-09-29      | Floating      | 8.42%                 | No            |                  3 | On Loan: No      |
| GALAXY BIDCO LTD                                   | Galaxy Bidco Ltd                                                                         | CUSIP: N/A<br>LEI: 2138006O8YW3QCHKDY76       | Long             | LON              | CORP              | GB        |    500000 | PA      | $595996.10    | 0.19%             | 2029-12-17      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                        | McAfee Corp                                                                              | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |    888259 | PA      | $822647.95    | 0.26%             | 2029-03-01      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| FREEPORT LNG INVESTMENTS                           | Freeport LNG Investments LLLP                                                            | CUSIP: 35670CAC2<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |    807426 | PA      | $811717.58    | 0.26%             | 2028-12-21      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| FLYNN RESTAURANT GROUP                             | Flynn Restaurant Group LP                                                                | CUSIP: 34410JAG6<br>LEI: 5493008VE8TQONGO3817 | Long             | LON              | CORP              | US        |    872620 | PA      | $877214.33    | 0.28%             | 2032-01-28      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| GALILEO GLOBAL EDUCATION                           | Galileo Global Education Operations SAS                                                  | CUSIP: N/A<br>LEI: 254900Z5KFYRM7Z7QL63       | Long             | LON              | CORP              | FR        |    395000 | PA      | $464034.02    | 0.15%             | 2031-07-10      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| GRYPHON ACQUIRE NEWCO                              | Gryphon Acquire NewCo LLC                                                                | CUSIP: 40054QAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    500000 | PA      | $504012.50    | 0.16%             | 2032-09-13      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| MARCEL BIDCO GMBH                                  | Marcel Bidco GmbH                                                                        | CUSIP: N/A<br>LEI: 2138005L24MEKHQKLX11       | Long             | LON              | CORP              | DE        |    300000 | PA      | $357803.91    | 0.11%             | 2030-11-11      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| FRONERI US INC                                     | Froneri US Inc                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    248307 | PA      | $248653.38    | 0.08%             | 2032-09-30      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| FRONERI US INC                                     | Froneri US Inc                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    107223 | PA      | $107373.05    | 0.03%             | 2032-09-30      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| FRONERI US INC                                     | Froneri US Inc                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    144470 | PA      | $144671.06    | 0.05%             | 2032-09-30      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| FUGUE FINANCE LLC                                  | Fugue Finance LLC                                                                        | CUSIP: N/A<br>LEI: 254900Y4DWBRGAFENC88       | Long             | LON              | CORP              | US        |    843636 | PA      | $847642.89    | 0.27%             | 2032-01-09      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                   | Finastra USA Inc                                                                         | CUSIP: 31772YAD8<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |    100000 | PA      | $98081.50     | 0.03%             | 2032-09-15      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                              | McGraw-Hill Education Inc                                                                | CUSIP: 58063DAG8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | LON              | CORP              | US        |    439564 | PA      | $443843.41    | 0.14%             | 2031-08-06      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Harvest CLO                                        | Harvest CLO XXVI DAC                                                                     | CUSIP: BCC318B86<br>LEI: 635400TLTZKHBMIAEW29 | Long             | ABS-CBDO         | CORP              | IE        |    500000 | PA      | $586355.36    | 0.19%             | 2034-01-15      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| GUALA CLOSURES SPA                                 | Guala Closures SpA                                                                       | CUSIP: ZH2395437<br>LEI: 81560014151D1C625F49 | Long             | DBT              | CORP              | IT        |    250000 | PA      | $295600.87    | 0.09%             | 2029-06-29      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO                                  | Mountain View Clo XV Ltd                                                                 | CUSIP: 62432PBC5<br>LEI: 254900VKL64PZVEG4F33 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1007023.00   | 0.32%             | 2037-07-15      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                        | PRKCM 2021-AFC1 Trust                                                                    | CUSIP: 69357TAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    278000 | PA      | $211710.18    | 0.07%             | 2056-08-25      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                        | RCKT Mortgage Trust 2024-CES1                                                            | CUSIP: 749424AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $101004.88    | 0.03%             | 2044-02-25      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trus                     | WHARF Commercial Mortgage Trust 2025-DC                                                  | CUSIP: 92987LAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    867000 | PA      | $902047.09    | 0.29%             | 2040-07-15      | Variable      | 7.72%                 | No            |                  2 | On Loan: No      |
| ADAMS HOMES INC                                    | Adams Homes Inc                                                                          | CUSIP: 00623PAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    572000 | PA      | $598731.28    | 0.19%             | 2028-10-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ADAMS OUTDOOR ADVERTISING                          | Adams Outdoor Advertising LP                                                             | CUSIP: 006346AY6<br>LEI: 549300BTFXNHDCUHER30 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2072948.80   | 0.66%             | 2053-07-15      | Fixed         | 11.71%                | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                 | Advance Auto Parts Inc                                                                   | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    315000 | PA      | $317888.55    | 0.10%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                 | Advance Auto Parts Inc                                                                   | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    470000 | PA      | $472199.60    | 0.15%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                           | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                           | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $207623.80    | 0.07%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                            | Allied Universal Holdco LLC                                                              | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    900000 | PA      | $949026.37    | 0.30%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CFST Mortgage Trust                                | CFST Mortgage Trust 2025-RTL1                                                            | CUSIP: 12532GAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $302603.82    | 0.10%             | 2030-10-25      | Variable      | 9.28%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                           | CHS/Community Health Systems Inc                                                         | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    256000 | PA      | $279728.64    | 0.09%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                           | CHS/Community Health Systems Inc                                                         | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    480000 | PA      | $504757.74    | 0.16%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust                               | CHNGE Mortgage Trust 2023-4                                                              | CUSIP: 12569QAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    891000 | PA      | $895077.39    | 0.28%             | 2058-09-25      | Variable      | 8.40%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                | COMM 2016-DC2 Mortgage Trust                                                             | CUSIP: 12594CAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11810741 | PA      | $24156.51     | 0.01%             | 2049-02-10      | Variable      | 1.91%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                               | Cleveland-Cliffs Inc                                                                     | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    810000 | PA      | $843131.19    | 0.27%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| COGENT COMMS GRP / FIN                             | Cogent Communications Group LLC / Cogent Finance Inc                                     | CUSIP: 19240CAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $326318.53    | 0.10%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COGENT COMMS GRP / FIN                             | Cogent Communications Group LLC / Cogent Finance Inc                                     | CUSIP: 19240WAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    685000 | PA      | $641473.38    | 0.20%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                   | COLT 2024-INV3 Mortgage Loan Trust                                                       | CUSIP: 196919AE4<br>LEI: 2138006GN5HS2TH8G784 | Long             | ABS-MBS          | CORP              | US        |    363000 | PA      | $376176.90    | 0.12%             | 2069-09-25      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                      | CommScope LLC                                                                            | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    524000 | PA      | $523672.50    | 0.17%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                      | CommScope LLC                                                                            | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    291000 | PA      | $294171.96    | 0.09%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                             | Comstock Resources Inc                                                                   | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15573.84     | 0.00%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DYE & DURHAM LIMITED                               | Dye & Durham Ltd                                                                         | CUSIP: 267486AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    921000 | PA      | $869342.37    | 0.28%             | 2029-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Easy Street Mortgage Loan Trus                     | Easy Street Mortgage Loan Trust 2025-RTL1                                                | CUSIP: 27786FAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    741000 | PA      | $753160.03    | 0.24%             | 2040-05-25      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO III Ltd                                | Elmwood CLO III Ltd                                                                      | CUSIP: 29002HBE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1750042.00   | 0.56%             | 2037-07-18      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS                              | Endo Finance Holdings Inc                                                                | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    725000 | PA      | $767188.48    | 0.24%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GCAT                                               | GCAT 2022-NQM1 Trust                                                                     | CUSIP: 36168VAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    476000 | PA      | $374083.21    | 0.12%             | 2067-02-25      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| GCAT                                               | GCAT 2023-NQM2 Trust                                                                     | CUSIP: 36169DAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    279000 | PA      | $278318.65    | 0.09%             | 2067-11-25      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                               | Garda World Security Corp                                                                | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    445000 | PA      | $453934.71    | 0.14%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                             | Cloud Software Group Inc                                                                 | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    219000 | PA      | $222010.79    | 0.07%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GASL Bermuda B-1 R/C                               | GASL Bermuda B-1 R/C                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3100000 | PA      | $3100000.02   | 0.99%             | 2028-12-15      | Floating      | 11.11%                | No            |                  3 | On Loan: No      |
| Geotechnical Merger Sub Delayed Draw T/L           | Geotechnical Merger Sub Delayed Draw T/L                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    623000 | PA      | $618950.50    | 0.20%             | 2031-08-27      | Floating      | 9.04%                 | No            |                  3 | On Loan: No      |
| ACESO HOLDING T/L                                  | ACESO HOLDING T/L                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |   1529000 | PA      | $1776214.57   | 0.56%             | 2031-09-27      | Floating      | 8.13%                 | No            |                  3 | On Loan: No      |
| ACESO HOLDING DELAYED DRAW T/L                     | ACESO HOLDING DELAYED DRAW T/L                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |    382000 | PA      | $443763.22    | 0.14%             | 2031-09-27      | Floating      | 9.10%                 | No            |                  3 | On Loan: No      |
| AMBER FINCO PLC                                    | Amber Finco PLC                                                                          | CUSIP: YW0842586<br>LEI: 9845004C0870D380O790 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $371544.28    | 0.12%             | 2029-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL                           | Cheplapharm Arzneimittel GmbH                                                            | CUSIP: YN4658848<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $120512.10    | 0.04%             | 2031-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                              | EG Global Finance PLC                                                                    | CUSIP: ZH9739603<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    155000 | PA      | $197784.72    | 0.06%             | 2028-11-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| AFFLELOU SAS                                       | Afflelou SAS                                                                             | CUSIP: YW4157247<br>LEI: 969500I7CS80FNB7CZ43 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $306656.89    | 0.10%             | 2029-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL                           | Cheplapharm Arzneimittel GmbH                                                            | CUSIP: ZK3492137<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $366073.68    | 0.12%             | 2030-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ALSTOM SA                                          | Alstom SA                                                                                | CUSIP: YX2453471<br>LEI: 96950032TUYMW11FB530 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $374066.91    | 0.12%             | 2029-05-29      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| AEGIS LUX                                          | Aegis Lux 1a Sarl                                                                        | CUSIP: YJ4150845<br>LEI: 529900WB6L9XYCR8YT98 | Long             | DBT              | CORP              | LU        |    394000 | PA      | $469942.55    | 0.15%             | 2031-10-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CIFI HOLDINGS GROUP                                | CIFI Holdings Group Co Ltd                                                               | CUSIP: DC6004816<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |    361732 | PA      | $28938.56     | 0.01%             | 2029-12-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CIFI HOLDINGS GROUP                                | CIFI Holdings Group Co Ltd                                                               | CUSIP: DC6010508<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |    723465 | PA      | $52451.21     | 0.02%             | 2029-06-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ELEMENT MATERIAL TECHNOL                           | Element Materials Technology Group US Holdings Inc                                       | CUSIP: N/A<br>LEI: 213800EGOJGGUKUGEZ30       | Long             | LON              | CORP              | US        |    772045 | PA      | $779765.55    | 0.25%             | 2029-06-25      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| RAY FINANCING LLC                                  | RAY Financing LLC                                                                        | CUSIP: YX9670143<br>LEI: 254900IA5MVMGDF40Z19 | Long             | DBT              | CORP              | US        |    410000 | PA      | $491953.96    | 0.16%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Protein For Pets Opco LLC                          | Protein For Pets Opco LLC, Senior Secured First Lien Term Loan                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    981575 | PA      | $962139.82    | 0.31%             | 2030-03-22      | Floating      | 8.97%                 | No            |                  3 | On Loan: No      |
| INVERSION ESCROW ISSUER                            | Inversion Escrow Issuer LLC                                                              | CUSIP: 46150DAA0<br>LEI: 254900P6GHORGRVLKI95 | Long             | DBT              | CORP              | US        |    479000 | PA      | $478770.80    | 0.15%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                     | NCR Voyix Corp                                                                           | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174298.65    | 0.06%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AI SIRONA LUXEMBOURG ACQ                           | AI Sirona Luxembourg Acquisition Sarl                                                    | CUSIP: N/A<br>LEI: 549300MQC452SFMN5167       | Long             | LON              | CORP              | LU        |    250000 | PA      | $295355.32    | 0.09%             | 2028-09-29      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| EISNER ADVISORY GROUP LL                           | Eisner Advisory Group LLC                                                                | CUSIP: 28259HAG6<br>LEI: 549300TV33NKCG2ZE467 | Long             | LON              | CORP              | US        |    568095 | PA      | $572801.61    | 0.18%             | 2031-02-28      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| ADVANTAGE SALES & MARKETING                        | Advantage Sales & Marketing Inc                                                          | CUSIP: 00769EBA7<br>LEI: 549300T4O24KQDED1182 | Long             | LON              | CORP              | US        |    503846 | PA      | $421466.77    | 0.13%             | 2027-10-28      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| EPICOR SOFTWARE CORP                               | Epicor Software Corp                                                                     | CUSIP: 29426NAZ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |    551695 | PA      | $554122.38    | 0.18%             | 2031-05-30      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION                           | Adtalem Global Education Inc                                                             | CUSIP: 00737RAH3<br>LEI: 549300Z467EZLMODV621 | Long             | LON              | CORP              | US        |    305920 | PA      | $307578.56    | 0.10%             | 2028-08-14      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| CHARTER NEXT GENERATION                            | Charter Next Generation Inc                                                              | CUSIP: 16125TAM4<br>LEI: 549300KRNU8RNVGYXG75 | Long             | LON              | CORP              | US        |    974431 | PA      | $977670.92    | 0.31%             | 2030-12-02      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| AI AQUA MERGER SUB INC                             | AI Aqua Merger Sub Inc                                                                   | CUSIP: 00132UAP9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |    632078 | PA      | $634182.60    | 0.20%             | 2028-07-31      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| AI AQUA MERGER SUB INC                             | AI Aqua Merger Sub Inc                                                                   | CUSIP: 00132UAP9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |    418738 | PA      | $420132.70    | 0.13%             | 2028-07-31      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                       | Acrisure LLC                                                                             | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    498744 | PA      | $498978.13    | 0.16%             | 2030-11-06      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                               | Garda World Security Corp                                                                | CUSIP: C4000KAG9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |    982525 | PA      | $987928.52    | 0.31%             | 2029-02-01      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| DTI HOLDCO INC                                     | DTI Holdco Inc                                                                           | CUSIP: 23358EAK5<br>LEI: 549300QQVMUL3P8XVJ27 | Long             | LON              | CORP              | US        |    576792 | PA      | $540125.33    | 0.17%             | 2029-04-26      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| ELSAN SAS                                          | Elsan SAS                                                                                | CUSIP: N/A<br>LEI: 969500KPGB0PD8HGDD09       | Long             | LON              | CORP              | FR        |    500000 | PA      | $574704.44    | 0.18%             | 2031-09-17      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                             | Clydesdale Acquisition Holdings Inc                                                      | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    496110 | PA      | $496286.52    | 0.16%             | 2032-03-29      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| ADMIRAL BIDCO GMBH                                 | Admiral Bidco GmbH                                                                       | CUSIP: N/A<br>LEI: 254900O4RJ7PDAMUHY66       | Long             | LON              | CORP              | DE        |     16125 | PA      | $19202.78     | 0.01%             | 2032-09-30      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| AI SIRONA LUXEMBOURG ACQ                           | AI Sirona Luxembourg Acquisition Sarl                                                    | CUSIP: N/A<br>LEI: 549300MQC452SFMN5167       | Long             | LON              | CORP              | LU        |    250000 | PA      | $295400.86    | 0.09%             | 2030-12-16      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| GATEGROUP FINANCE INTERN                           | Gategroup Finance International Sarl                                                     | CUSIP: N/A<br>LEI: 5299006HGCSTED8GE975       | Long             | LON              | CORP              | LU        |    275000 | PA      | $326209.43    | 0.10%             | 2032-06-10      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| ECCO HOLDINGS CORP                                 | ECCO HOLDINGS CORP, Senior Secured First Lien Delayed Draw Loan                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37800 | PA      | $37429.56     | 0.01%             | 2032-02-13      | Floating      | 8.45%                 | No            |                  3 | On Loan: No      |
| ACROPOLE HOLDING                                   | Acropole Holding SAS                                                                     | CUSIP: N/A<br>LEI: 969500NM0252PENX2L59       | Long             | LON              | CORP              | FR        |    424038 | PA      | $505004.53    | 0.16%             | 2032-07-26      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| EG AMERICA LLC                                     | EG America LLC                                                                           | CUSIP: N/A<br>LEI: 549300BY1CRYVPEG9R57       | Long             | LON              | CORP              | US        |   1121893 | PA      | $1127620.62   | 0.36%             | 2028-02-07      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Almaviva Developpement                             | Almaviva Developpement, Senior Secured First Lien Term Loan                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    500000 | PA      | $586864.81    | 0.19%             | 2031-04-10      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| ALTERRA MOUNTAIN COMPANY                           | Alterra Mountain Co                                                                      | CUSIP: 46124CAU1<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |    733583 | PA      | $737250.68    | 0.23%             | 2028-08-17      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| EFS COGEN HOLDINGS I LLC                           | EFS Cogen Holdings I LLC                                                                 | CUSIP: 26844HAM9<br>LEI: 549300KDKPYR8NXXKI52 | Long             | LON              | CORP              | US        |    826935 | PA      | $834538.33    | 0.27%             | 2032-08-05      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| CHG HEALTHCARE SERVICES INC                        | CHG Healthcare Services Inc                                                              | CUSIP: 12541HAX1<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |    979999 | PA      | $985624.25    | 0.31%             | 2028-09-29      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                        | Allied Universal Holdco LLC, Senior Secured First Lien Term Loan                         | CUSIP: 01957TAX5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1100000 | PA      | $1107045.50   | 0.35%             | 2032-08-20      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Protein For Pets Opco LLC                          | Protein For Pets Opco LLC, Senior Secured First Lien Revolving Credit Loan               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    103000 | PA      | $100950.30    | 0.03%             | 2030-03-22      | Floating      | 8.97%                 | No            |                  3 | On Loan: No      |
| PROJECT BOOST PURCHASER                            | Project Boost Purchaser LLC                                                              | CUSIP: 74339NAG1<br>LEI: 254900SVSL94NTLSDY26 | Long             | LON              | CORP              | US        |    744384 | PA      | $747082.76    | 0.24%             | 2031-07-16      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                             | Cloud Software Group Inc                                                                 | CUSIP: 88632NBK5<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    899578 | PA      | $901755.35    | 0.29%             | 2031-03-24      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                             | Cloud Software Group Inc                                                                 | CUSIP: 88632NBK5<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |      2260 | PA      | $2265.72      | 0.00%             | 2031-03-24      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                | NCL Corp Ltd                                                                             | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    315000 | PA      | $315015.40    | 0.10%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                              | Nabors Industries Inc                                                                    | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    380000 | PA      | $368895.28    | 0.12%             | 2031-08-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                             | Cloud Software Group Inc                                                                 | CUSIP: 88632NBL3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |      1578 | PA      | $1581.54      | 0.00%             | 2032-08-16      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                             | Cloud Software Group Inc                                                                 | CUSIP: 88632NBL3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    627927 | PA      | $629449.99    | 0.20%             | 2032-08-16      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| ACCESS CIG LLC                                     | Access CIG LLC                                                                           | CUSIP: 00435CAV0<br>LEI: 5493002EU9Z6IQMPAN35 | Long             | LON              | CORP              | US        |    931042 | PA      | $900782.71    | 0.29%             | 2030-08-19      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| CINCINNATI BELL INC                                | Cincinnati Bell Inc                                                                      | CUSIP: 17187MAU4<br>LEI: 549300JYVZOCUJOHL272 | Long             | LON              | CORP              | US        |    714535 | PA      | $716382.33    | 0.23%             | 2028-11-24      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| DYNAMO NEWCO II GMBH                               | Dynamo Newco II GmbH                                                                     | CUSIP: N/A<br>LEI: 391200FDSPYB8FKV7F97       | Long             | LON              | CORP              | DE        |    120000 | PA      | $142081.51    | 0.05%             | 2031-10-31      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| ALTHEA ACQUISITION BIDCO SAR                       | Althea Acquisition Bidco SARL                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |    550000 | PA      | $651510.72    | 0.21%             | 2032-10-07      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Adagio CLO                                         | Adagio IX EUR CLO DAC                                                                    | CUSIP: BCC31S1W0<br>LEI: 6354005EJNXCFKLYWM39 | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1155714.58   | 0.37%             | 2034-09-15      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL                           | Cheplapharm Arzneimittel GmbH                                                            | CUSIP: ZK3492111<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |    210000 | PA      | $247632.76    | 0.08%             | 2030-05-15      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| EIRCOM FINANCE DAC                                 | eircom Finance DAC                                                                       | CUSIP: DA4590570<br>LEI: 254900NA4DUH50UERM85 | Long             | DBT              | CORP              | IE        |    363000 | PA      | $434709.24    | 0.14%             | 2031-04-30      | None          | 5.00%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se                     | Natixis Commercial Mortgage Securities Trust 2022-RRI                                    | CUSIP: 63875JAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    493500 | PA      | $493569.93    | 0.16%             | 2035-03-15      | Floating      | 9.69%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS LLC                                     | NCR Atleos Corp                                                                          | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |    710000 | PA      | $771028.76    | 0.25%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                    | Nissan Motor Co Ltd                                                                      | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    745000 | PA      | $792324.15    | 0.25%             | 2035-07-17      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                             | Northern Oil & Gas Inc                                                                   | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    630000 | PA      | $613799.24    | 0.20%             | 2033-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                       | Novelis Corp                                                                             | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    375000 | PA      | $389565.38    | 0.12%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                            | NYMT Loan Trust Series 2024-BPL2                                                         | CUSIP: 67120TAC4<br>LEI: 254900HCG7N4R7AWFZ60 | Long             | ABS-MBS          | CORP              | US        |    145000 | PA      | $146430.51    | 0.05%             | 2039-05-25      | Fixed         | 8.41%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                              | Six Flags Entertainment Corp                                                             | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1051514.69   | 0.33%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TCW CLO 2021-1, Ltd.                               | TCW CLO 2021-1 Ltd                                                                       | CUSIP: 87190LAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $989598.00    | 0.31%             | 2038-01-20      | Floating      | 10.63%                | No            |                  2 | On Loan: No      |
| TCW Gem Ltd                                        | TCW CLO 2019-2 Ltd                                                                       | CUSIP: 87242DAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1223780.00   | 0.39%             | 2038-01-20      | Floating      | 10.13%                | No            |                  2 | On Loan: No      |
| TELECOM ARGENTINA SA                               | Telecom Argentina SA                                                                     | CUSIP: 879273AV2<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |    260000 | PA      | $272053.87    | 0.09%             | 2033-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Thunderbolt Aircraft Lease Lim                     | Thunderbolt II Aircraft Lease Ltd                                                        | CUSIP: 886065AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    159202 | PA      | $157896.82    | 0.05%             | 2038-09-15      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| BIOXCEL THERAPEUTICS, INC. WARRANTS                | BIOXCEL THERAPEUTICS, INC. WARRANTS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       274 | NS      | $257.56       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| VMC Finance LLC                                    | VMC Finance 2021-FL4 LLC                                                                 | CUSIP: 91835RAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    901000 | PA      | $880277.00    | 0.28%             | 2036-06-16      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| VMC Finance LLC                                    | VMC Finance 2021-FL4 LLC                                                                 | CUSIP: 91835RAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    147000 | PA      | $141336.83    | 0.04%             | 2036-06-16      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                         | Verus Securitization Trust 2023-2                                                        | CUSIP: 92539DAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99630.57     | 0.03%             | 2068-03-25      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| VISTAJET PTT 2021-1B                               | VistaJet Pass Through Trust 2021-1B                                                      | CUSIP: 92841FAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675000 | PA      | $658968.75    | 0.21%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  3 | On Loan: No      |
| R-PAC ACQUISITION CO, LLC TL 1ST LIEN              | R-PAC ACQUISITION CO, LLC TL 1ST LIEN                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1667766 | PA      | $1646585.41   | 0.52%             | 2027-12-29      | Floating      | 10.54%                | No            |                  3 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                           | Virgin Media Secured Finance PLC                                                         | CUSIP: ZS5390670<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    140000 | PA      | $183091.38    | 0.06%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sorenson Communications R/C (4/24)                 | Sorenson Communications R/C (4/24)                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    198000 | PA      | $195089.40    | 0.06%             | 2029-04-19      | Floating      | 11.08%                | No            |                  3 | On Loan: No      |
| Telecom Argentina T/L                              | Telecom Argentina T/L                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    473524 | PA      | $473524.38    | 0.15%             | 2029-02-21      | Floating      | 9.32%                 | No            |                  3 | On Loan: No      |
| Intralot Capital Lux T/L B (9/25)                  | Intralot Capital Lux T/L B (9/25)                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |   4057000 | PA      | $5367990.62   | 1.71%             | 2031-09-18      | Floating      | 9.47%                 | No            |                  3 | On Loan: No      |
| TELEFONICA EUROPE BV                               | Telefonica Europe BV                                                                     | CUSIP: ZI6604907<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $260287.54    | 0.08%             | 2031-06-07      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| ROQUETTE FRERES SA                                 | Roquette Freres SA                                                                       | CUSIP: YT1890243<br>LEI: 969500FO141C5967KC72 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $120464.91    | 0.04%             | 2029-11-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                           | Nidda Healthcare Holding GmbH                                                            | CUSIP: YU3779730<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |    225000 | PA      | $272101.61    | 0.09%             | 2030-02-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                           | Nidda Healthcare Holding GmbH                                                            | CUSIP: YO0416728<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |    160000 | PA      | $192466.72    | 0.06%             | 2030-10-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                     | TeamSystem SpA                                                                           | CUSIP: YN4653716<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |    365000 | PA      | $433698.73    | 0.14%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                     | TeamSystem SpA                                                                           | CUSIP: YN4653708<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |    500000 | PA      | $591712.08    | 0.19%             | 2032-07-01      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                | SP: CREDIT DEFAULT SWAP % 08/07/30 (SELL PROTECTIO                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |         1 | NC      | $1604620.00   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | US 5YR NOTE (CBT) Mar26                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -91 | NC      | $-0.05        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICIMS, INC - TL USD                                | ICIMS, INC - TL USD                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1779695 | PA      | $1735736.71   | 0.55%             | 2028-08-18      | Floating      | 10.67%                | No            |                  3 | On Loan: No      |
| INVENTUS POWER, INC                                | INVENTUS POWER, INC                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     94000 | PA      | $93877.80     | 0.03%             | 2026-01-15      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| INVENTUS POWER, INC                                | INVENTUS POWER, INC                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    810348 | PA      | $809294.05    | 0.26%             | 2026-01-15      | Floating      | 11.53%                | No            |                  3 | On Loan: No      |
| NFM & J, L.P.                                      | NFM & J, L.P., Senior Secured First Lien Revolving Credit Loan                           | CUSIP: 62910XAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     98698 | PA      | $98085.91     | 0.03%             | 2027-11-30      | Floating      | 11.50%                | No            |                  3 | On Loan: No      |
| NFM & J, L.P.                                      | NFM & J, L.P., Senior Secured First Lien Revolving Credit Loan                           | CUSIP: 62910XAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     11665 | PA      | $11592.84     | 0.00%             | 2027-11-30      | Floating      | 10.94%                | No            |                  3 | On Loan: No      |
| CBAMR Ltd                                          | CBAMR 2019-9 Ltd                                                                         | CUSIP: 14987UAE1<br>LEI: 254900Q3N8LV0KJICN72 | Long             | ABS-CBDO         | CORP              | KY        |   1300000 | PA      | $1308984.30   | 0.42%             | 2037-07-15      | Floating      | 10.95%                | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                   | Hilton USA Trust 2016-SFP                                                                | CUSIP: 43289VAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105000 | PA      | $34093.74     | 0.01%             | 2035-11-05      | Fixed         | 4.12%                 | No            |                  3 | 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        |    190000 | PA      | $181577.02    | 0.06%             | 2030-03-01      | Fixed         | 4.75%                 | 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        |    170000 | PA      | $156307.37    | 0.05%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                             | CCO Holdings LLC / CCO Holdings Capital Corp                                             | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    494000 | PA      | $432990.29    | 0.14%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                   | California Street CLO IX LP                                                              | CUSIP: 13078XAA5<br>LEI: 5493001GRJRD2VIG9H40 | Long             | ABS-CBDO         | CORP              | KY        |    438000 | PA      | $373360.40    | 0.12%             | 2032-07-16      | Floating      | 11.11%                | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                           | Clear Channel Outdoor Holdings Inc                                                       | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    631000 | PA      | $667043.46    | 0.21%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                     | Consumer Portfolio Services Auto Trust 2025-D                                            | CUSIP: 223936AE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1024723.70   | 0.33%             | 2033-05-16      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                                | DBGS 2021-W52 Mortgage Trust                                                             | CUSIP: 23308LAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $856639.10    | 0.27%             | 2039-10-15      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage                     | Deephaven Residential Mortgage Trust 2022-2                                              | CUSIP: 24380XAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    229000 | PA      | $187773.93    | 0.06%             | 2067-03-25      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                       | Ecopetrol SA                                                                             | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   1178000 | PA      | $1213093.46   | 0.39%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                               | Fiesta Purchaser Inc                                                                     | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    585000 | PA      | $612771.12    | 0.19%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                               | Fiesta Purchaser Inc                                                                     | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $304649.64    | 0.10%             | 2032-09-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Gallatin Funding Ltd                               | Gallatin CLO XI 2024-1 Ltd                                                               | CUSIP: 36362HAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   1000000 | PA      | $1012746.00   | 0.32%             | 2037-10-20      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                        | Hertz Vehicle Financing III LLC                                                          | CUSIP: 42806MCH0<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1050504.80   | 0.33%             | 2030-03-25      | Fixed         | 9.44%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                        | Hertz Vehicle Financing III LLC                                                          | CUSIP: 42806MCP2<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1037859.40   | 0.33%             | 2031-01-27      | Fixed         | 9.41%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                           | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc                | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675000 | PA      | $656091.83    | 0.21%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                           | J.P. Morgan Mortgage Trust 2023-DSC1                                                     | CUSIP: 46656NAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    292000 | PA      | $256055.33    | 0.08%             | 2063-07-25      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                           | J.P. Morgan Mortgage Trust 2023-DSC1                                                     | CUSIP: 46656NAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    280000 | PA      | $225234.97    | 0.07%             | 2063-07-25      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                           | JP Morgan Mortgage Trust Series 2024-CES1                                                | CUSIP: 46658CAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100336.10    | 0.03%             | 2054-06-25      | Variable      | 7.64%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                            | MPT Operating Partnership LP / MPT Finance Corp                                          | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $53307.73     | 0.02%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XXIII Ltd.                        | Marble Point CLO XXIII Ltd                                                               | CUSIP: 566068AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1737765.75   | 0.55%             | 2035-01-22      | Floating      | 11.41%                | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO                                  | Mountain View CLO XVIII Ltd                                                              | CUSIP: 623909AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1017703.00   | 0.32%             | 2037-10-16      | Floating      | 11.48%                | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                           | Neuberger Berman Loan Advisers CLO 31 Ltd                                                | CUSIP: 64131XAN5<br>LEI: 5493007OZE2103TZO049 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1989296.00   | 0.63%             | 2039-01-20      | Floating      | 8.88%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                      | New Residential Mortgage Loan Trust 2024-RTL2                                            | CUSIP: 64831WAC4<br>LEI: 213800H34ZKQ2LAZZL53 | Long             | ABS-MBS          | CORP              | US        |    160000 | PA      | $161849.54    | 0.05%             | 2039-09-25      | Variable      | 9.43%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 32                     | Octagon Investment Partners 32 Ltd                                                       | CUSIP: 67573DAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1022071.00   | 0.32%             | 2037-10-31      | Floating      | 11.17%                | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 28                     | Octagon Investment Partners 28 Ltd                                                       | CUSIP: 67591GAL2<br>LEI: 254900BI638DCRT6IN48 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $969776.00    | 0.31%             | 2037-04-24      | Floating      | 11.37%                | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                           | Olympus Water US Holding Corp                                                            | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    315000 | PA      | $306804.51    | 0.10%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                        | PRKCM 2023-AFC4 Trust                                                                    | CUSIP: 69380GAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    293000 | PA      | $295232.78    | 0.09%             | 2058-11-25      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                        | PRKCM 2024-AFC1 Trust                                                                    | CUSIP: 69380WAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    176000 | PA      | $178547.76    | 0.06%             | 2059-03-25      | Variable      | 8.06%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                        | PRKCM 2023-AFC2 Trust                                                                    | CUSIP: 693964AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100135.62    | 0.03%             | 2058-06-25      | Variable      | 8.15%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                              | PennyMac Financial Services Inc                                                          | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    300000 | PA      | $313395.80    | 0.10%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PERIMETER HOL                                      | Perimeter Holdings LLC                                                                   | CUSIP: 71384AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $308176.84    | 0.10%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PRM Trust                                          | PRM Trust 2025-PRM6                                                                      | CUSIP: 74277DAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    222000 | PA      | $223181.00    | 0.07%             | 2033-07-05      | Variable      | 7.06%                 | No            |                  2 | On Loan: No      |
| STAR 2022-SFR3 Trust                               | STAR 2022-SFR3 Trust                                                                     | CUSIP: 78474PAN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80769 | PA      | $81010.08     | 0.03%             | 2039-05-17      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential                      | Starwood Mortgage Residential Trust 2021-3                                               | CUSIP: 85573JAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210000 | PA      | $171980.76    | 0.05%             | 2056-06-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| STONEBRIAR ABF LLC                                 | Stonebriar ABF Issuer LLC                                                                | CUSIP: 86177CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $314137.80    | 0.10%             | 2030-12-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                           | Suburban Propane Partners LP/Suburban Energy Finance Corp                                | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    835000 | PA      | $803572.52    | 0.26%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                           | Suburban Propane Partners LP/Suburban Energy Finance Corp                                | CUSIP: 864486AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $120101.49    | 0.04%             | 2035-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sunnova Sol Issuer,LLC                             | Sunnova Sol Issuer LLC                                                                   | CUSIP: 86745NAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    919548 | PA      | $836035.44    | 0.27%             | 2055-02-01      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Sunnova Hestia II Issuer, LLC                      | Sunnova Hestia II Issuer LLC                                                             | CUSIP: 86746FAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    903029 | PA      | $857313.26    | 0.27%             | 2051-07-20      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                          | Sunoco LP                                                                                | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307449.77    | 0.10%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| tvc mortgage trust                                 | TVC Mortgage Trust 2024-RRTL1                                                            | CUSIP: 87306WAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    295000 | PA      | $296981.54    | 0.09%             | 2039-07-25      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GRP INC SERIES A PRFRED               | ATHENAHEALTH GRP INC SERIES A PRFRED                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |      2033 | NS      | $3014329.10   | 0.96%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ADC Therapeutics Warrant                           | ADC Therapeutics Warrant                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      4988 | NS      | $5686.32      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| WEEKLEY HOMES LLC/ FINAN                           | Weekley Homes LLC / Weekley Finance Corp                                                 | CUSIP: 948565AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $349753.93    | 0.11%             | 2034-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                     | Wells Fargo Commercial Mortgage Trust 2024-5C1                                           | CUSIP: 95003VAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    874000 | PA      | $650943.49    | 0.21%             | 2057-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                            | Zayo Group Holdings Inc                                                                  | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    313339 | PA      | $297969.72    | 0.09%             | 2030-03-09      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                    | Zayo Issuer LLC                                                                          | CUSIP: 98919WAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2606900.25   | 0.83%             | 2055-03-20      | Fixed         | 8.66%                 | No            |                  2 | On Loan: No      |
| Geotechnical Merger Sub R/C                        | Geotechnical Merger Sub R/C                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    234000 | PA      | $232479.00    | 0.07%             | 2031-08-27      | Floating      | 9.07%                 | No            |                  3 | On Loan: No      |
| CPS Mezzanine (Page Eight) Class B R/C             | CPS Mezzanine (Page Eight) Class B R/C                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3750000 | PA      | $3745875.00   | 1.19%             | 2027-07-15      | Floating      | 10.73%                | No            |                  3 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                            | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl             | CUSIP: BP3255414<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $356184.71    | 0.11%             | 2028-06-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TUI CRUISES GMBH                                   | TUI Cruises GmbH                                                                         | CUSIP: ZB2786950<br>LEI: 529900SVD83QUUIZYY18 | Long             | DBT              | CORP              | DE        |    285000 | PA      | $349154.37    | 0.11%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CIRSA FINANCE INTER                                | Cirsa Finance International Sarl                                                         | CUSIP: YJ0765232<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |    292000 | PA      | $352747.38    | 0.11%             | 2031-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WEPA HYGIENEPRODUKTE GMB                           | WEPA Hygieneprodukte GmbH                                                                | CUSIP: DA3082116<br>LEI: 529900KQ44OJDIDU6J81 | Long             | DBT              | CORP              | DE        |    337000 | PA      | $397738.06    | 0.13%             | 2032-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MRI SOFTWARE LLC                                   | MRI Software LLC                                                                         | CUSIP: N/A<br>LEI: 549300LNQ2G4DKR9QR85       | Long             | LON              | CORP              | US        |    166000 | PA      | $165020.60    | 0.05%             | 2028-02-10      | Floating      | 8.44%                 | No            |                  3 | On Loan: No      |
| ADB COS LLC                                        | ADB Cos LLC                                                                              | CUSIP: 00109XAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    956700 | PA      | $908864.53    | 0.29%             | 2026-07-30      | Floating      | 11.76%                | No            |                  3 | On Loan: No      |
| PETCO HEALTH & WELLNESS                            | Petco Health & Wellness Co Inc                                                           | CUSIP: 71601HAB2<br>LEI: 2549007TYGV6RVSE9M61 | Long             | LON              | CORP              | US        |    236200 | PA      | $234178.13    | 0.07%             | 2028-03-06      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV L                           | MajorDrive Holdings IV LLC                                                               | CUSIP: 56085UAB9<br>LEI: 25490044R1FR5N8FIT62 | Long             | LON              | CORP              | US        |    685436 | PA      | $624126.79    | 0.20%             | 2028-06-01      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| POLARIS NEWCO LLC                                  | Polaris Newco LLC                                                                        | CUSIP: 73108RAC2<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    240000 | PA      | $268574.25    | 0.09%             | 2028-06-05      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| ADC Therapeutics SA                                | ADC Therapeutics SA, Senior Secured First Lien Term Loan                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1135543 | PA      | $1121802.79   | 0.36%             | 2029-08-15      | Floating      | 11.32%                | No            |                  3 | On Loan: No      |
| COVETRUS INC                                       | Covetrus Inc                                                                             | CUSIP: 22304EAC0<br>LEI: 5493009S30DUFCF75V87 | Long             | LON              | CORP              | US        |    891281 | PA      | $803387.06    | 0.26%             | 2029-10-15      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                               | Neptune Bidco US Inc                                                                     | CUSIP: 64069JAC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |    778030 | PA      | $771125.28    | 0.25%             | 2029-04-11      | Floating      | 9.01%                 | No            |                  2 | On Loan: No      |
| Galileo Parent Inc                                 | Galileo Parent Inc, Senior Secured First Lien Term Loan                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2329232 | PA      | $2318052.00   | 0.74%             | 2030-05-03      | Floating      | 9.42%                 | No            |                  3 | On Loan: No      |
| Galileo Parent Inc                                 | Galileo Parent Inc                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3072 | PA      | $3055.57      | 0.00%             | 2029-05-03      | Floating      | 10.34%                | No            |                  3 | On Loan: No      |
| Galileo Parent Inc                                 | Galileo Parent Inc                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    366928 | PA      | $364909.43    | 0.12%             | 2029-05-03      | Floating      | 9.42%                 | No            |                  3 | On Loan: No      |
| US RENAL CARE INC                                  | US Renal Care Inc                                                                        | CUSIP: 90290PAS3<br>LEI: 54930058SS5MF69JGN89 | Long             | LON              | CORP              | US        |    542273 | PA      | $512109.12    | 0.16%             | 2028-06-28      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                    | Star Parent Inc                                                                          | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |    778619 | PA      | $780413.77    | 0.25%             | 2030-09-30      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Legends Hospitality Holding Company LLC            | Legends Hospitality Holding Company LLC, Senior Secured First Lien Revolving Credit Loan | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1518 | PA      | $1495.14      | 0.00%             | 2030-08-22      | Floating      | 8.92%                 | No            |                  3 | On Loan: No      |
| Legends Hospitality Holding Company LLC            | Legends Hospitality Holding Company LLC, Senior Secured First Lien Revolving Credit Loan | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     46302 | PA      | $45598.29     | 0.01%             | 2030-08-22      | Floating      | 8.72%                 | No            |                  3 | On Loan: No      |
| Legends Hospitality Holding Company LLC            | Legends Hospitality Holding Company LLC, Senior Secured First Lien Revolving Credit Loan | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    104180 | PA      | $102596.16    | 0.03%             | 2030-08-22      | Floating      | 8.73%                 | No            |                  3 | On Loan: No      |
| STUBHUB HOLDCO SUB LLC                             | StubHub Holdco Sub LLC                                                                   | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |    790746 | PA      | $785310.10    | 0.25%             | 2030-03-15      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| Minotaur Acquisition, Inc.                         | Minotaur Acquisition, Inc., Senior Secured First Lien Term Loan                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1021685 | PA      | $1011467.68   | 0.32%             | 2030-06-03      | Floating      | 8.72%                 | No            |                  3 | On Loan: No      |
| Minotaur Acquisition, Inc.                         | Minotaur Acquisition, Inc., Senior Secured First Lien Delayed Draw Loan                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    166350 | PA      | $164686.16    | 0.05%             | 2030-06-03      | Floating      | 8.72%                 | No            |                  3 | On Loan: No      |
| CITY FOOTBALL GROUP LTD                            | City Football Group Ltd                                                                  | CUSIP: 17781XAD8<br>LEI: 213800K6VVWALRH9UJ69 | Long             | LON              | CORP              | GB        |    720668 | PA      | $721568.45    | 0.23%             | 2030-07-22      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| CITY FOOTBALL GROUP LTD                            | City Football Group Ltd                                                                  | CUSIP: 17781XAD8<br>LEI: 213800K6VVWALRH9UJ69 | Long             | LON              | CORP              | GB        |    307340 | PA      | $307723.77    | 0.10%             | 2030-07-22      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| MRI Software LLC                                   | MRI Software LLC, Senior Secured First Lien Delayed Draw Loan                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    219499 | PA      | $218204.27    | 0.07%             | 2028-02-10      | Floating      | 8.42%                 | No            |                  3 | On Loan: No      |
| DELACHAUX GROUP SA                                 | Delachaux Group SA                                                                       | CUSIP: N/A<br>LEI: 969500XJHVZW0HF1ZQ71       | Long             | LON              | CORP              | FR        |      4659 | PA      | $5549.76      | 0.00%             | 2029-04-16      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                             | Comstock Resources Inc                                                                   | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    635000 | PA      | $634223.27    | 0.20%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BAART PROGRAMS INC                                 | Baart Programs Inc                                                                       | CUSIP: 05518PAF5<br>LEI: 549300473BJ7030DKO17 | Long             | LON              | CORP              | US        |    109025 | PA      | $20714.75     | 0.01%             | 2028-06-11      | Floating      | 12.70%                | No            |                  3 | On Loan: No      |
| GRAHAM PACKAGING/GPC CAP                           | Graham Packaging Co Inc                                                                  | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |    285000 | PA      | $285814.53    | 0.09%             | 2028-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                     | Gray Media Inc                                                                           | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    310000 | PA      | $321942.24    | 0.10%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Western Alliance Bank                              | Western Alliance Bank                                                                    | CUSIP: 95763PNF4<br>LEI: SI7YQSVPFZBSQ878IC17 | Long             | ABS-MBS          | CORP              | US        |    718869 | PA      | $784016.15    | 0.25%             | 2059-07-25      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                 | THL Credit Wind River 2020-1 CLO Ltd                                                     | CUSIP: 97317KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1005214.00   | 0.32%             | 2037-07-20      | Floating      | 11.30%                | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                     | Gray Media Inc                                                                           | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    370000 | PA      | $378298.67    | 0.12%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MX REMIT FUND FIDUC EST                            | Mexico Remittances Funding Fiduciary Estate Management Sarl                              | CUSIP: 593035AB4<br>LEI: 54930007WQ6S3GFCM563 | Long             | DBT              | CORP              | LU        |   1850000 | PA      | $1910125.00   | 0.61%             | 2031-10-15      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                     | Owens-Brockway Glass Container Inc                                                       | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    785000 | PA      | $802291.20    | 0.26%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                | Petroleos Mexicanos                                                                      | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1133000 | PA      | $932310.27    | 0.30%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                           | PetSmart LLC / PetSmart Finance Corp                                                     | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    644000 | PA      | $656164.77    | 0.21%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Pioneer Aircraft Finance Limit                     | Pioneer Aircraft Finance Ltd                                                             | CUSIP: 72353PAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    364518 | PA      | $359669.45    | 0.11%             | 2044-06-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Pluralsight LLC Equity Private                     | Pluralsight LLC Equity Private                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     41791 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                | AUD/USD FWD 20260122                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-52620.06    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Petvet Inc                                         | Petvet Inc                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |       203 | NS      | $231525.56    | 0.07%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                | CAD/USD FWD 20260122                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $138.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | CAD/USD FWD 20260122                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-4454.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | EUR/USD FWD 20260122                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-98652.04    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | EUR/USD FWD 20260122                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $26821.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | EUR/USD FWD 20260416                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-630832.42   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | GBP/USD FWD 20260122                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-81959.89    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | GBP/USD FWD 20260122                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $21235.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | JPY/USD FWD 20260122                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $12038.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MRI Software LLC                                   | MRI Software LLC, Senior Secured First Lien Term Loan                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1405846 | PA      | $1397551.38   | 0.44%             | 2028-02-10      | Floating      | 8.42%                 | No            |                  3 | On Loan: No      |
| PETVET CARE CENTERS LLC                            | PetVet Care Centers LLC                                                                  | CUSIP: N/A<br>LEI: 549300V0HK8MSXZNOM91       | Long             | LON              | CORP              | US        |   2314770 | PA      | $2123570.00   | 0.68%             | 2030-10-24      | Floating      | 9.72%                 | No            |                  3 | On Loan: No      |
| PetVet Care Centers, LLC                           | PetVet Care Centers, LLC, Senior Secured First Lien Revolving Credit Loan                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    307000 | PA      | $284957.40    | 0.09%             | 2029-11-15      | Floating      | 9.84%                 | No            |                  3 | On Loan: No      |
| PLANET US BUYER LLC                                | Planet US Buyer LLC                                                                      | CUSIP: 72706RAB2<br>LEI: 254900ZE51SEX2EFFH74 | Long             | LON              | CORP              | US        |    617188 | PA      | $621979.96    | 0.20%             | 2031-02-10      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| MTC Holdings 5/24 R/C                              | Minotaur Acquisition, Inc., Senior Secured First Lien Revolving Credit Loan              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    103000 | PA      | $101959.70    | 0.03%             | 2030-05-10      | Floating      | 10.35%                | No            |                  3 | On Loan: No      |
| PELOTON INTERACTIVE INC                            | Peloton Interactive Inc                                                                  | CUSIP: 70614EAG5<br>LEI: 5493002YS021166W0339 | Long             | LON              | CORP              | US        |    989485 | PA      | $999379.76    | 0.32%             | 2029-05-30      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| PHARMANOVIA BIDCO LTD                              | Pharmanovia Bidco Ltd                                                                    | CUSIP: N/A<br>LEI: 213800ON9SUZE6E64108       | Long             | LON              | CORP              | GB        |    300000 | PA      | $190970.95    | 0.06%             | 2030-02-06      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| GoodRX, Inc.                                       | GoodRX, Inc., Senior Secured First Lien Term Loan                                        | CUSIP: 38245HAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    744375 | PA      | $746470.42    | 0.24%             | 2029-07-10      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| Pluralsight LLC                                    | Pluralsight LLC, Senior Secured First Lien Term Loan                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48124 | PA      | $48123.59     | 0.02%             | 2031-08-22      | Floating      | 6.82%                 | No            |                  3 | On Loan: No      |
| Pluralsight LLC                                    | Pluralsight LLC, Senior Secured First Lien Term Loan                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       940 | PA      | $940.16       | 0.00%             | 2031-08-22      | Floating      | 6.82%                 | No            |                  3 | On Loan: No      |
| Pluralsight 8/24 First Priority R/C                | Pluralsight LLC, Senior Secured First Lien Revolving Credit Loan                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24123 | PA      | $24123.34     | 0.01%             | 2029-08-22      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Pluralsight 8/24 Delayed Draw T/L                  | Pluralsight LLC, Senior Secured First Lien Delayed Draw Loan                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     60308 | PA      | $60308.36     | 0.02%             | 2029-08-22      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Pluralsight LLC                                    | Pluralsight LLC, Senior Secured First Lien Term Loan                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     83369 | PA      | $83368.84     | 0.03%             | 2029-08-22      | Floating      | 6.82%                 | No            |                  3 | On Loan: No      |
| Pluralsight LLC                                    | Pluralsight LLC, Senior Secured First Lien Term Loan                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1629 | PA      | $1628.71      | 0.00%             | 2029-08-22      | Floating      | 6.82%                 | No            |                  3 | On Loan: No      |
| Pluralsight LLC                                    | Pluralsight LLC, Senior Secured First Lien Term Loan                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    125373 | PA      | $98794.03     | 0.03%             | 2029-08-22      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Pluralsight LLC                                    | Pluralsight LLC, Senior Secured First Lien Term Loan                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20577 | PA      | $16214.42     | 0.01%             | 2029-08-22      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| GRANT THORNTON ADVISORS                            | Grant Thornton Advisors LLC                                                              | CUSIP: 38821UAD2<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |    594019 | PA      | $595878.01    | 0.19%             | 2031-05-30      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| POINTCLICKCARE TECHNOLOG                           | PointClickCare Technologies Inc                                                          | CUSIP: C7365BAG1<br>LEI: 5493001Z0LHHBZLVDX36 | Long             | LON              | CORP              | CA        |    796000 | PA      | $798654.66    | 0.25%             | 2031-11-03      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| PETSMART INC                                       | PetSmart LLC                                                                             | CUSIP: 71677HAN5<br>LEI: 894500NGJMHSFNESGA67 | Long             | LON              | CORP              | US        |    796800 | PA      | $794560.99    | 0.25%             | 2032-08-18      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE                            | Global Medical Response Inc                                                              | CUSIP: 37956SAB0<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | LON              | CORP              | US        |    639649 | PA      | $644398.05    | 0.20%             | 2032-09-20      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| PEGASUS BIDCO BV                                   | Pegasus Bidco BV                                                                         | CUSIP: N6872PAL5<br>LEI: 254900U303DPAFR7MA71 | Long             | LON              | CORP              | NL        |    558241 | PA      | $561032.39    | 0.18%             | 2029-07-12      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| PEGASUS BIDCO BV                                   | Pegasus Bidco BV                                                                         | CUSIP: N/A<br>LEI: 254900U303DPAFR7MA71       | Long             | LON              | CORP              | NL        |    434985 | PA      | $517808.59    | 0.16%             | 2029-07-12      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| PAREXEL INTL CORP                                  | PAREXEL International Corp                                                               | CUSIP: 71911KAF1<br>LEI: 549300GCZVUYB6P2OA17 | Long             | LON              | CORP              | US        |    794000 | PA      | $797640.49    | 0.25%             | 2031-12-12      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Palmer Square European CLO                         | Palmer Square European CLO                                                               | CUSIP: BCC33NQ69<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1200000 | PA      | $1414096.74   | 0.45%             | 2035-01-21      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| Palmer Square European CLO                         | Palmer Square European CLO                                                               | CUSIP: BCC33NQ77<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1250000 | PA      | $1474123.60   | 0.47%             | 2035-01-21      | Floating      | 10.86%                | No            |                  2 | On Loan: No      |
| BAART PROGRAMS INC                                 | Baart Programs Inc                                                                       | CUSIP: 05518PAF5<br>LEI: 549300473BJ7030DKO17 | Long             | LON              | CORP              | US        |    475131 | PA      | $90274.88     | 0.03%             | 2028-06-11      | Floating      | 12.43%                | No            |                  3 | On Loan: No      |
| CONNECTWISE LLC                                    | ConnectWise LLC                                                                          | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     53308 | PA      | $52475.03     | 0.02%             | 2028-09-29      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| BABILOU SAS                                        | Babilou SAS                                                                              | CUSIP: N/A<br>LEI: 969500DH5U98SXW7IJ17       | Long             | LON              | CORP              | FR        |    129302 | PA      | $141086.68    | 0.04%             | 2030-11-18      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| BABILOU SAS                                        | Babilou SAS                                                                              | CUSIP: N/A<br>LEI: 969500DH5U98SXW7IJ17       | Long             | LON              | CORP              | FR        |    325698 | PA      | $355380.50    | 0.11%             | 2030-11-18      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III LLC                           | Windsor Holdings III LLC                                                                 | CUSIP: 97360AAA5<br>LEI: 254900IXUJZ9H146T437 | Long             | DBT              | CORP              | US        |    622000 | PA      | $657832.18    | 0.21%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                             | XPLR Infrastructure Operating Partners LP                                                | CUSIP: 98379YAA0<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    305000 | PA      | $310205.57    | 0.10%             | 2034-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Bayou Intermediate II, LLC                         | Bayou Intermediate II, LLC, Senior Secured First Lien Term Loan                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   4218000 | PA      | $4178772.60   | 1.33%             | 2032-09-30      | Floating      | 8.42%                 | No            |                  3 | On Loan: No      |
| Bayou Intermediate II, LLC                         | Bayou Intermediate II, LLC, Senior Secured First Lien Delayed Draw Loan                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    956723 | PA      | $947825.16    | 0.30%             | 2032-09-30      | Floating      | 8.42%                 | No            |                  3 | On Loan: No      |
| Bayou Intermediate II, LLC                         | Bayou Intermediate II, LLC, Senior Secured First Lien Delayed Draw Loan                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    193277 | PA      | $191479.84    | 0.06%             | 2032-09-30      | Floating      | 8.48%                 | No            |                  3 | On Loan: No      |
| Bayou Intermediate II R/C (09/25)                  | Bayou Intermediate II, LLC, Senior Secured First Lien Revolving Credit Loan              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    614000 | PA      | $608289.80    | 0.19%             | 2032-09-30      | Floating      | 8.75%                 | No            |                  3 | On Loan: No      |
| Bausch & Lomb 12/25 T/L                            | Bausch & Lomb 12/25 T/L                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    100000 | PA      | $101175.00    | 0.03%             | 2031-01-15      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| X CORP                                             | X Corp                                                                                   | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    299689 | PA      | $295087.05    | 0.09%             | 2029-10-29      | Floating      | 10.45%                | No            |                  2 | On Loan: No      |
| WP CPP Holdings, LLC                               | WP CPP Holdings, LLC, Senior Secured First Lien Term Loan                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    842671 | PA      | $842502.61    | 0.27%             | 2029-11-28      | Floating      | 6.90%                 | No            |                  3 | On Loan: No      |
| WP CPP Holdings, LLC                               | WP CPP Holdings, LLC, Senior Secured First Lien Term Loan                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     62569 | PA      | $62556.34     | 0.02%             | 2029-11-28      | Floating      | 6.90%                 | No            |                  3 | On Loan: No      |
| WP CPP HOLDINGS R/C (11/23)                        | WP CPP Holdings, LLC, Senior Secured First Lien Revolving Credit Loan                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     90000 | PA      | $89775.00     | 0.03%             | 2029-11-28      | Floating      | 11.34%                | No            |                  3 | On Loan: No      |
| WIDEOPENWEST FINANCE LLC                           | WideOpenWest Finance LLC                                                                 | CUSIP: 96758DBG7<br>LEI: 54930045JY28O5B5WE54 | Long             | LON              | CORP              | US        |    337221 | PA      | $344105.64    | 0.11%             | 2028-12-11      | Floating      | 11.17%                | No            |                  2 | On Loan: No      |
| WIDEOPENWEST FINANCE LLC                           | WideOpenWest Finance LLC                                                                 | CUSIP: 96758DBK8<br>LEI: 54930045JY28O5B5WE54 | Long             | LON              | CORP              | US        |    474022 | PA      | $432545.19    | 0.14%             | 2028-12-11      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| WHATABRANDS LLC                                    | Whatabrands LLC                                                                          | CUSIP: 96244UAJ6<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |    770630 | PA      | $773531.46    | 0.25%             | 2028-08-03      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III LLC                           | Windsor Holdings III LLC                                                                 | CUSIP: 97360BAH8<br>LEI: 254900IXUJZ9H146T437 | Long             | LON              | CORP              | US        |    294043 | PA      | $295100.09    | 0.09%             | 2030-08-01      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| X CORP                                             | X Corp                                                                                   | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1733000 | PA      | $1730209.87   | 0.55%             | 2029-10-29      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| X.AI LLC                                           | X.AI LLC, Senior Secured First Lien Term Loan                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    199500 | PA      | $197522.96    | 0.06%             | 2030-06-28      | Floating      | 10.92%                | No            |                  2 | On Loan: No      |
| X.AI LLC                                           | X.AI LLC                                                                                 | CUSIP: 98402XAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    199500 | PA      | $210119.39    | 0.07%             | 2030-06-28      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC                            | Windstream Services LLC                                                                  | CUSIP: 97381JAK9<br>LEI: 549300KT9GVEBYCD2N29 | Long             | LON              | CORP              | US        |    110849 | PA      | $111403.31    | 0.04%             | 2032-10-06      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| USIC Holdings A1 Incremental T/L                   | USIC Holdings A1 Incremental T/L                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    527640 | PA      | $531016.47    | 0.17%             | 2031-09-10      | Floating      | 7.17%                 | No            |                  3 | On Loan: No      |
| Kite Midco II T/L B1                               | Kite Midco II T/L B1                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    877000 | PA      | $869107.00    | 0.28%             | 2031-09-20      | Floating      | 8.23%                 | No            |                  3 | On Loan: No      |
| Geotechnical Merger Sub, Inc.                      | Geotechnical Merger Sub, Inc., Senior Secured First Lien Term Loan                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1682000 | PA      | $1671067.00   | 0.53%             | 2031-10-15      | Floating      | 8.40%                 | No            |                  3 | On Loan: No      |
| ZELIS PAYMENTS BUYER INC                           | Zelis Payments Buyer Inc                                                                 | CUSIP: 98932TAH6<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |    855535 | PA      | $850187.91    | 0.27%             | 2031-11-26      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| THG Acquisition, LLC                               | THG Acquisition, LLC, Senior Secured First Lien Revolving Credit Loan                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       797 | PA      | $789.58       | 0.00%             | 2031-10-31      | Floating      | 8.91%                 | No            |                  3 | On Loan: No      |
| THG Acquisition, LLC                               | THG Acquisition, LLC, Senior Secured First Lien Revolving Credit Loan                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15418 | PA      | $15282.16     | 0.00%             | 2031-10-31      | Floating      | 8.47%                 | No            |                  3 | On Loan: No      |
| THG Acquisition, LLC                               | THG Acquisition, LLC, Senior Secured First Lien Revolving Credit Loan                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    102786 | PA      | $101881.06    | 0.03%             | 2031-10-31      | Floating      | 8.47%                 | No            |                  3 | On Loan: No      |
| ZODIAC PURCHASER LLC                               | Zodiac Purchaser LLC                                                                     | CUSIP: N/A<br>LEI: 2549000JOLSFPTJEAV21       | Long             | LON              | CORP              | US        |    239400 | PA      | $238906.84    | 0.08%             | 2032-02-17      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| DEALER TIRE FINANCIAL LL                           | Dealer Tire Financial LLC                                                                | CUSIP: 24228HAR9<br>LEI: 894500QBE5Z2XQWCJ779 | Long             | LON              | CORP              | US        |    892331 | PA      | $894561.35    | 0.28%             | 2031-07-02      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| TTD HOLDING IV GMBH                                | TTD Holding IV GmbH                                                                      | CUSIP: N/A<br>LEI: 259400DADOS9OH5QTZ76       | Long             | LON              | CORP              | DE        |    500000 | PA      | $588398.44    | 0.19%             | 2029-10-04      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| STORABLE INC                                       | Storable Inc                                                                             | CUSIP: 86210LAD0<br>LEI: 2549000AWFN27KOH3F59 | Long             | LON              | CORP              | US        |    183080 | PA      | $184185.80    | 0.06%             | 2031-04-16      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| ADMIRAL BIDCO GMBH                                 | Admiral Bidco GmbH                                                                       | CUSIP: N/A<br>LEI: 254900O4RJ7PDAMUHY66       | Long             | LON              | CORP              | DE        |    198875 | PA      | $236834.25    | 0.08%             | 2032-09-30      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| ECCO HOLDINGS CORP                                 | ECCO HOLDINGS CORP, Senior Secured First Lien Term Loan                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1027121 | PA      | $1017054.81   | 0.32%             | 2032-02-13      | Floating      | 8.48%                 | No            |                  3 | On Loan: No      |
| ECCO HOLDINGS CORP                                 | ECCO HOLDINGS CORP, Senior Secured First Lien Revolving Credit Loan                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    105000 | PA      | $103992.00    | 0.03%             | 2031-02-13      | Floating      | 10.07%                | No            |                  3 | On Loan: No      |
| TAKECARE BIDCO SAS                                 | Takecare Bidco SAS                                                                       | CUSIP: N/A<br>LEI: 969500AUR196HWBLK085       | Long             | LON              | CORP              | FR        |    287762 | PA      | $342108.70    | 0.11%             | 2031-12-17      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| TAKECARE BIDCO SAS                                 | Takecare Bidco SAS                                                                       | CUSIP: N/A<br>LEI: 969500AUR196HWBLK085       | Long             | LON              | CORP              | FR        |    212238 | PA      | $252321.45    | 0.08%             | 2031-12-17      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                               | Fiesta Purchaser Inc                                                                     | CUSIP: 31659LAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    282470 | PA      | $282711.76    | 0.09%             | 2031-02-12      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                               | Fiesta Purchaser Inc                                                                     | CUSIP: 31659LAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    334745 | PA      | $335030.79    | 0.11%             | 2031-02-12      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Atlas Luxco 4 SARL                                 | Atlas Luxco 4 SARL, Senior Secured First Lien Term Loan                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    550000 | PA      | $652822.83    | 0.21%             | 2032-08-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| TACALA INVESTMENT CORP                             | Tacala Investment Corp                                                                   | CUSIP: N/A<br>LEI: 549300XTM341KBSTDI88       | Long             | LON              | CORP              | US        |    562285 | PA      | $566853.24    | 0.18%             | 2031-01-31      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Minotaur Acquisition, Inc.                         | Minotaur Acquisition, Inc., Senior Secured First Lien Term Loan                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2624000 | PA      | $2597760.00   | 0.83%             | 2030-05-10      | Floating      | 8.72%                 | No            |                  3 | On Loan: No      |
| N/A                                                | SEK/USD FWD 20260122                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-17181.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SUAVE BRANDS TL 1ST LIEN                           | SUAVE BRANDS TL 1ST LIEN                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1693000 | PA      | $1676239.30   | 0.53%             | 2032-12-01      | Floating      | 7.34%                 | No            |                  3 | On Loan: No      |
| SUAVE BRANDS )REV 1ST LIEN                         | SUAVE BRANDS )REV 1ST LIEN                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    113000 | PA      | $111881.30    | 0.04%             | 2032-12-01      | Floating      | 7.34%                 | No            |                  3 | On Loan: No      |
| Penta CLO S.A.                                     | Penta CLO 10 DAC                                                                         | CUSIP: BCC334K42<br>LEI: 549300D3IPPFZVYDSC43 | Long             | ABS-CBDO         | CORP              | IE        |    500000 | PA      | $592170.83    | 0.19%             | 2034-11-20      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| UK Logisitics                                      | UK Logistics 2025-2 DAC                                                                  | CUSIP: BCC3PPRJ1<br>LEI: 635400CRV6HKMHJF8S64 | Long             | ABS-MBS          | CORP              | IE        |    322000 | PA      | $434526.60    | 0.14%             | 2035-08-17      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| CPUK FINANCE LTD                                   | CPUK Finance Ltd                                                                         | CUSIP: YJ0710170<br>LEI: 6354003CVDDPNXREIR29 | Long             | DBT              | CORP              | JE        |    329000 | PA      | $443521.50    | 0.14%             | 2032-08-28      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                         | Viasat Inc                                                                               | CUSIP: 92555WAD7<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |    764151 | PA      | $763107.87    | 0.24%             | 2029-03-05      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| ICIMS, Inc.                                        | ICIMS, Inc., Senior Secured First Lien Revolving Credit Loan                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14125 | PA      | $13776.46     | 0.00%             | 2028-08-15      | Floating      | 5.75%                 | No            |                  3 | On Loan: No      |
| PRKCM Trust                                        | PRKCM 2022-AFC2 Trust                                                                    | CUSIP: 69377TAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    204000 | PA      | $202962.80    | 0.06%             | 2057-08-25      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                  | Post Holdings Inc                                                                        | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    320000 | PA      | $322077.02    | 0.10%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                  | Post Holdings Inc                                                                        | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    290000 | PA      | $290634.08    | 0.09%             | 2036-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PROFRAC HOLDINGS II LLC                            | ProFrac Holdings II LLC                                                                  | CUSIP: 74319TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1030683.50   | 0.33%             | 2029-01-23      | Floating      | 11.23%                | No            |                  3 | On Loan: No      |
| ICIMS, Inc.                                        | ICIMS, Inc., Senior Secured First Lien Revolving Credit Loan                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21731 | PA      | $21194.55     | 0.01%             | 2028-08-15      | Floating      | 9.61%                 | No            |                  3 | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC                           | Virgin Media Bristol LLC                                                                 | CUSIP: N/A<br>LEI: 213800IQ982XX69LE276       | Long             | LON              | CORP              | US        |    185000 | PA      | $183581.05    | 0.06%             | 2031-03-31      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                            | Talen Energy Supply LLC                                                                  | CUSIP: 87422LAV2<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |    343987 | PA      | $345815.21    | 0.11%             | 2030-05-17      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| NEXTGEN HEALTHCARE INC                             | NextGen Healthcare Inc                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    817550 | PA      | $810192.01    | 0.26%             | 2030-11-11      | Floating      | 9.09%                 | No            |                  3 | On Loan: No      |
| RENAISSANCE HOLDINGS COR                           | Renaissance Holdings Corp                                                                | CUSIP: 75972JAK0<br>LEI: 549300UKKEC0Y6TXNF09 | Long             | LON              | CORP              | US        |    883518 | PA      | $774134.12    | 0.25%             | 2030-04-08      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| Ren10 Holding AB                                   | Ren10 Holding AB, Senior Secured First Lien Term Loan                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    500000 | PA      | $595678.79    | 0.19%             | 2030-07-31      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| NEXT HOLDCO DELAYED DRAW T/L                       | NEXT HOLDCO DELAYED DRAW T/L                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    213000 | PA      | $211743.30    | 0.07%             | 2030-11-08      | Floating      | 11.32%                | No            |                  3 | On Loan: No      |
| NEXT HOLDCO R/C                                    | Next Holdco, LLC, Senior Secured First Lien Revolving Credit Loan                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     80000 | PA      | $79312.00     | 0.03%             | 2029-11-08      | Floating      | 11.32%                | No            |                  3 | On Loan: No      |
| NFM & J, L.P.                                      | NFM & J, L.P., Senior Secured First Lien Term Loan                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    486914 | PA      | $483798.07    | 0.15%             | 2027-11-30      | Floating      | 9.69%                 | No            |                  3 | On Loan: No      |
| NFM & J, L.P.                                      | NFM & J, L.P., Senior Secured First Lien Delayed Draw Loan                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30524 | PA      | $30328.37     | 0.01%             | 2027-11-30      | Floating      | 9.67%                 | No            |                  3 | On Loan: No      |
| ROHM HOLDING GMBH                                  | Rohm Holding GmbH                                                                        | CUSIP: N/A<br>LEI: 529900TDB6090VCVJG31       | Long             | LON              | CORP              | DE        |    484186 | PA      | $541559.81    | 0.17%             | 2029-01-29      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| ROHM HOLDING GMBH                                  | Rohm Holding GmbH                                                                        | CUSIP: N/A<br>LEI: 529900TDB6090VCVJG31       | Long             | LON              | CORP              | DE        |      1394 | PA      | $1559.35      | 0.00%             | 2029-01-29      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| NOURYON FINANCE BV                                 | Nouryon Finance BV                                                                       | CUSIP: N/A<br>LEI: 549300GD4NJGLPVYB245       | Long             | LON              | CORP              | NL        |     35028 | PA      | $41499.24     | 0.01%             | 2028-04-03      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| NOURYON FINANCE BV                                 | Nouryon Finance BV                                                                       | CUSIP: N/A<br>LEI: 549300GD4NJGLPVYB245       | Long             | LON              | CORP              | NL        |    264972 | PA      | $313924.89    | 0.10%             | 2028-04-03      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| NOBIAN FINANCE BV                                  | Nobian Finance BV                                                                        | CUSIP: N/A<br>LEI: 254900ZGJ6MMZN9IQQ31       | Long             | LON              | CORP              | NL        |    185000 | PA      | $211161.15    | 0.07%             | 2029-07-09      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| THG Acquisition, LLC                               | THG Acquisition, LLC, Senior Secured First Lien Term Loan                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1064650 | PA      | $1055281.08   | 0.34%             | 2031-10-31      | Floating      | 8.47%                 | No            |                  3 | On Loan: No      |
| THG Acquisition, LLC                               | THG Acquisition, LLC, Senior Secured First Lien Delayed Draw Loan                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4087 | PA      | $4050.88      | 0.00%             | 2031-10-31      | Floating      | 8.67%                 | No            |                  3 | On Loan: No      |
| THG Acquisition, LLC                               | THG Acquisition, LLC, Senior Secured First Lien Delayed Draw Loan                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10392 | PA      | $10300.81     | 0.00%             | 2031-10-31      | Floating      | 8.67%                 | No            |                  3 | On Loan: No      |
| THG Acquisition, LLC                               | THG Acquisition, LLC, Senior Secured First Lien Delayed Draw Loan                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11677 | PA      | $11573.98     | 0.00%             | 2031-10-31      | Floating      | 8.67%                 | No            |                  3 | On Loan: No      |
| THG Acquisition, LLC                               | THG Acquisition, LLC, Senior Secured First Lien Delayed Draw Loan                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     58530 | PA      | $58014.83     | 0.02%             | 2031-10-31      | Floating      | 8.67%                 | No            |                  3 | On Loan: No      |
| THG Acquisition, LLC                               | THG Acquisition, LLC, Senior Secured First Lien Delayed Draw Loan                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48580 | PA      | $48152.36     | 0.02%             | 2031-10-31      | Floating      | 8.67%                 | No            |                  3 | On Loan: No      |
| THG Acquisition, LLC                               | THG Acquisition, LLC, Senior Secured First Lien Delayed Draw Loan                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19950 | PA      | $19774.54     | 0.01%             | 2031-10-31      | Floating      | 8.67%                 | No            |                  3 | On Loan: No      |
| THG Acquisition, LLC                               | THG Acquisition, LLC, Senior Secured First Lien Delayed Draw Loan                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29338 | PA      | $29080.17     | 0.01%             | 2031-10-31      | Floating      | 8.67%                 | No            |                  3 | On Loan: No      |
| THG Acquisition, LLC                               | THG Acquisition, LLC, Senior Secured First Lien Delayed Draw Loan                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     56330 | PA      | $55833.91     | 0.02%             | 2031-10-31      | Floating      | 8.51%                 | No            |                  3 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                            | Talen Energy Supply LLC                                                                  | CUSIP: 87422LAY6<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |    173688 | PA      | $174718.34    | 0.06%             | 2031-12-15      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| SKOPIMA CONSILIO PARENT                            | Skopima Consilio Parent LLC                                                              | CUSIP: 36171NAG1<br>LEI: 254900K3R60UMIODZD21 | Long             | LON              | CORP              | US        |    695940 | PA      | $637655.03    | 0.20%             | 2028-05-17      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| VETSTRATEGY CANADA HOLD                            | VetStrategy Canada Holdings Inc                                                          | CUSIP: N/A<br>LEI: 254900WZMD2JOGND1Z32       | Long             | LON              | CORP              | CA        |    788132 | PA      | $793746.95    | 0.25%             | 2028-12-06      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| BLACKHAWK NETWORK HOLD                             | Blackhawk Network Holdings Inc                                                           | CUSIP: 09238FAM3<br>LEI: 549300LFU3K8UIR03132 | Long             | LON              | CORP              | US        |    939153 | PA      | $944802.13    | 0.30%             | 2029-03-12      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| NOBIAN FINANCE BV                                  | Nobian Finance BV                                                                        | CUSIP: N/A<br>LEI: 254900ZGJ6MMZN9IQQ31       | Long             | LON              | CORP              | NL        |    425000 | PA      | $479605.90    | 0.15%             | 2030-07-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| TALBOT PARTICIPATION SAS                           | Talbot Participation SAS                                                                 | CUSIP: N/A<br>LEI: 213800YELAANTUZKN615       | Long             | LON              | CORP              | FR        |    335000 | PA      | $397197.36    | 0.13%             | 2032-07-27      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                           | Nidda Healthcare Holding GmbH                                                            | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | LON              | CORP              | DE        |    420000 | PA      | $498519.25    | 0.16%             | 2030-02-21      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| VIVALTO SANTE INVESTISS                            | Vivalto Sante Investissement SA                                                          | CUSIP: N/A<br>LEI: 969500LFM6S869DF2T62       | Long             | LON              | CORP              | FR        |    475000 | PA      | $561203.02    | 0.18%             | 2031-07-16      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| TIGER ACQUISITION LLC                              | Tiger Acquisition LLC                                                                    | CUSIP: 88675UAE2<br>LEI: 25490011XE2GWJKY5N51 | Long             | LON              | CORP              | US        |    893935 | PA      | $897846.20    | 0.29%             | 2032-08-23      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| TEAM.BLUE FINCO SARL                               | team.blue Finco SARL                                                                     | CUSIP: N/A<br>LEI: 549300DR8PIYMOZ4YU85       | Long             | LON              | CORP              | LU        |    300000 | PA      | $354819.49    | 0.11%             | 2029-09-28      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                | US 2YR NOTE (CBT) Mar26                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       199 | NC      | $35360.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oak Hill European Credit Partn                     | OAK Hill European Credit Partners V Designated Activity Co                               | CUSIP: BCC33PBW3<br>LEI: 635400RBBBEHFZ8TOH13 | Long             | ABS-CBDO         | CORP              | IE        |   1750000 | PA      | $2076927.03   | 0.66%             | 2035-01-21      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| Oak Hill European Credit Partn                     | OAK Hill European Credit Partners V Designated Activity Co                               | CUSIP: BCC33PBX1<br>LEI: 635400RBBBEHFZ8TOH13 | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1182081.75   | 0.38%             | 2035-01-21      | Floating      | 10.88%                | No            |                  2 | On Loan: No      |
| Caister Finance                                    | Caister Finance DAC                                                                      | CUSIP: BCC3NC4Z1<br>LEI: 635400IBLLJ9RCTGJN46 | Long             | ABS-MBS          | CORP              | IE        |    481000 | PA      | $649172.02    | 0.21%             | 2035-08-17      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| Kite Midco II Delayed Draw T/L                     | Kite Midco II Delayed Draw T/L                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    216000 | PA      | $214401.60    | 0.07%             | 2031-09-20      | Floating      | 9.43%                 | No            |                  3 | On Loan: No      |
| Lightbox Intermediate T/L (1/25)                   | Lightbox Intermediate T/L (1/25)                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1191015 | PA      | $1179462.15   | 0.37%             | 2030-01-14      | Floating      | 9.81%                 | No            |                  3 | On Loan: No      |
| Hilton USA Trust                                   | Hilton USA Trust 2016-SFP                                                                | CUSIP: 43289VAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    584000 | PA      | $584.00       | 0.00%             | 2035-11-05      | Fixed         | 4.93%                 | No            |                  3 | On Loan: No      |
| Horizon Aircraft Finance I Lim                     | Horizon Aircraft Finance I Ltd                                                           | CUSIP: 440405AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    319814 | PA      | $317607.25    | 0.10%             | 2038-12-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| TMS INTERNATIONAL CORP                             | TMS International Corp/DE                                                                | CUSIP: 87261QAC7<br>LEI: 549300L4K0F1YF8WKF23 | Long             | DBT              | CORP              | US        |    640000 | PA      | $621031.58    | 0.20%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TLWND 2019-1                                       | GAIA Aviation Ltd                                                                        | CUSIP: 87404LAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2265373 | PA      | $1978350.66   | 0.63%             | 2044-12-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                              | Toorak Mortgage Trust 2024-RRTL1                                                         | CUSIP: 89054YAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     71000 | PA      | $71335.99     | 0.02%             | 2039-02-25      | Variable      | 9.16%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                      | TransDigm Inc                                                                            | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    115000 | PA      | $119866.71    | 0.04%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU 2019-1 Ltd                           | Trimaran Cavu 2021-3 Ltd                                                                 | CUSIP: 89624HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    900000 | PA      | $897344.10    | 0.29%             | 2035-01-18      | Floating      | 11.52%                | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                   | Trinitas CLO XXI Ltd                                                                     | CUSIP: 89640KAE4<br>LEI: 254900S6ZHFKMFCQD992 | Long             | ABS-CBDO         | CORP              | BM        |   1000000 | PA      | $987208.00    | 0.31%             | 2038-04-20      | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                   | Trinitas CLO XVIII Ltd                                                                   | CUSIP: 89640LAJ1<br>LEI: 2549005HDP7QU1IK5W96 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1969374.00   | 0.63%             | 2035-01-20      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                      | United States Treasury Bill                                                              | CUSIP: 912797PD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2994086.13   | 0.95%             | 2026-01-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Uniti Fiber ABS Issuer LLC                         | Uniti Fiber Abs Issuer LLC                                                               | CUSIP: 91326EAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2096339.60   | 0.67%             | 2055-04-20      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                           | Univision Communications Inc                                                             | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41457.60     | 0.01%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MOTEL ONE GMBH/MUENCHEN                            | Motel One GmbH/Muenchen                                                                  | CUSIP: ZB7231093<br>LEI: 529900OZ5000U0NZHM90 | Long             | DBT              | CORP              | DE        |    315000 | PA      | $395967.98    | 0.13%             | 2031-04-02      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TRAVERSE MIDSTREAM PARTN                           | Traverse Midstream Partners LLC                                                          | CUSIP: 89435TAB0<br>LEI: 549300DHTM8B2X5QMJ22 | Long             | LON              | CORP              | US        |    500000 | PA      | $501875.00    | 0.16%             | 2028-02-16      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| TRUGREEN LP                                        | TruGreen LP                                                                              | CUSIP: 89787RAH5<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |    598297 | PA      | $587677.61    | 0.19%             | 2027-11-02      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                           | Univision Communications Inc                                                             | CUSIP: 914908BB3<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |    595373 | PA      | $592023.77    | 0.19%             | 2029-01-31      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY SUPPORT SERVICES                        | University Support Services LLC                                                          | CUSIP: 78957LAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     81485 | PA      | $78964.24     | 0.03%             | 2029-02-12      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY SUPPORT SERVICES                        | University Support Services LLC                                                          | CUSIP: 78957LAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     20371 | PA      | $19741.04     | 0.01%             | 2029-02-12      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY SUPPORT SERVICES                        | University Support Services LLC                                                          | CUSIP: 78957LAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    575773 | PA      | $557959.04    | 0.18%             | 2029-02-12      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                           | Univision Communications Inc                                                             | CUSIP: 914908BD9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |    486181 | PA      | $487639.46    | 0.16%             | 2029-06-25      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| US RENAL CARE INC                                  | US Renal Care Inc                                                                        | CUSIP: 90290PAS3<br>LEI: 54930058SS5MF69JGN89 | Long             | LON              | CORP              | US        |    106069 | PA      | $100168.71    | 0.03%             | 2028-06-28      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                      | TransDigm Inc                                                                            | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    509104 | PA      | $511590.77    | 0.16%             | 2031-02-28      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| UKG INC                                            | UKG Inc                                                                                  | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   1063379 | PA      | $1065724.15   | 0.34%             | 2031-02-10      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Monotype Imaging Holdings Inc.                     | Monotype Imaging Holdings Inc., Senior Secured First Lien Term Loan                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1391388 | PA      | $1391109.22   | 0.44%             | 2031-02-28      | Floating      | 8.97%                 | No            |                  3 | On Loan: No      |
| Monotype Imaging Holdings R/C                      | Monotype Imaging Holdings Inc., Senior Secured First Lien Revolving Credit Loan          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    176000 | PA      | $175806.40    | 0.06%             | 2031-02-28      | Floating      | 10.84%                | No            |                  3 | On Loan: No      |
| PROAMPAC PG BORROWER LLC                           | Proampac PG Borrower LLC                                                                 | CUSIP: 74274NAL7<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |    393857 | PA      | $395166.27    | 0.13%             | 2028-09-15      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| PROAMPAC PG BORROWER LLC                           | Proampac PG Borrower LLC                                                                 | CUSIP: 74274NAL7<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |    503833 | PA      | $505508.04    | 0.16%             | 2028-09-15      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| Upfield B.V.                                       | Upfield B.V., Senior Secured First Lien Term Loan                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    500000 | PA      | $667182.26    | 0.21%             | 2028-01-03      | Floating      | 9.01%                 | No            |                  2 | On Loan: No      |
| POP BIDCO SAS                                      | POP Bidco SAS                                                                            | CUSIP: N/A<br>LEI: 254900R1W5DBBQ780814       | Long             | LON              | CORP              | FR        |    299097 | PA      | $355955.34    | 0.11%             | 2031-11-26      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| POP BIDCO SAS                                      | POP Bidco SAS                                                                            | CUSIP: N/A<br>LEI: 254900R1W5DBBQ780814       | Long             | LON              | CORP              | FR        |    210903 | PA      | $250995.72    | 0.08%             | 2031-11-26      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| PROJECT ALPHA INTERMEDIA                           | Project Alpha Intermediate Holding Inc                                                   | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    989880 | PA      | $989454.62    | 0.31%             | 2030-10-28      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| TOUCHDOWN ACQUIRER INC                             | Touchdown Acquirer Inc                                                                   | CUSIP: 89157NAJ2<br>LEI: 2549001J7IO9BK03IC64 | Long             | LON              | CORP              | US        |    820067 | PA      | $823826.57    | 0.26%             | 2031-02-21      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                             | TK Elevator Midco GmbH                                                                   | CUSIP: N/A<br>LEI: 254900K869UN2ZWVB351       | Long             | LON              | CORP              | DE        |    460000 | PA      | $546824.38    | 0.17%             | 2030-04-30      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| TSG SOLUTIONS HOLDING                              | TSG Solutions Holding SACA                                                               | CUSIP: N/A<br>LEI: 969500LKBUJJXR2GYZ38       | Long             | LON              | CORP              | FR        |    300000 | PA      | $356305.53    | 0.11%             | 2032-04-30      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Premium Parent, LLC                                | Premium Parent, LLC, Senior Secured First Lien Term Loan                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   6172186 | PA      | $6050594.41   | 1.92%             | 2032-11-25      | Floating      | 10.38%                | No            |                  3 | On Loan: No      |
| Premium Parent, LLC                                | Premium Parent, LLC, Senior Secured First Lien Revolving Credit Loan                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    338600 | PA      | $331929.15    | 0.11%             | 2032-11-25      | Floating      | 10.27%                | No            |                  3 | On Loan: No      |
| Lightbox Intermediate R/C (1/25)                   | Lightbox Intermediate R/C (1/25)                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     77000 | PA      | $76260.80     | 0.02%             | 2030-01-14      | Floating      | 9.81%                 | No            |                  3 | On Loan: No      |
| VERISURE MIDHOLDING AB                             | Verisure Midholding AB                                                                   | CUSIP: BN5128663<br>LEI: 549300496LYEZ55X1M49 | Long             | DBT              | CORP              | SE        |    310000 | PA      | $366202.03    | 0.12%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Premium Parent, LLC                                | Premium Parent, LLC, Senior Secured First Lien Revolving Credit Loan                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    406319 | PA      | $398315.00    | 0.13%             | 2032-11-25      | Floating      | 10.23%                | No            |                  3 | On Loan: No      |
| Toro European CLO                                  | Toro European CLO 3 DAC                                                                  | CUSIP: BCC31FN20<br>LEI: 635400HMDMBJ8UOYII08 | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $1701246.47   | 0.54%             | 2034-07-15      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| UK Logisitics                                      | UK Logistics 2024-1 DAC                                                                  | CUSIP: BCC3FL0H4<br>LEI: 635400H22JMICKOJRJ36 | Long             | ABS-MBS          | CORP              | IE        |     62209 | PA      | $83950.75     | 0.03%             | 2034-05-17      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| UK Logisitics                                      | UK Logistics 2024-1 DAC                                                                  | CUSIP: BCC3FL0J0<br>LEI: 635400H22JMICKOJRJ36 | Long             | ABS-MBS          | CORP              | IE        |    121978 | PA      | $164707.96    | 0.05%             | 2034-05-17      | Floating      | 8.97%                 | No            |                  2 | On Loan: No      |
| UK Logisitics                                      | UK Logistics 2025-1 DAC                                                                  | CUSIP: BCC3LL7C1<br>LEI: 635400LLQ82YFJBFFU27 | Long             | ABS-MBS          | CORP              | GB        |    265615 | PA      | $358981.99    | 0.11%             | 2035-05-17      | Floating      | 9.47%                 | No            |                  2 | On Loan: No      |
| LUNA 2 5SARL                                       | Luna 2 5SARL                                                                             | CUSIP: YN2383126<br>LEI: 894500N8J2QVEYP0UI86 | Long             | DBT              | CORP              | LU        |    375000 | PA      | $450219.72    | 0.14%             | 2032-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VALEO SE                                           | Valeo SE                                                                                 | CUSIP: YK1767762<br>LEI: 5493006IH2N2WMIBB742 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $470887.69    | 0.15%             | 2032-03-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| KRONOS INTERNATIONAL INC                           | Kronos International Inc                                                                 | CUSIP: ZF8748658<br>LEI: 529900NTVDLUSYY9F493 | Long             | DBT              | CORP              | US        |    155000 | PA      | $170614.79    | 0.05%             | 2029-03-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| LHMC FINCO 2 SARL                                  | LHMC Finco 2 Sarl                                                                        | CUSIP: YO1535849<br>LEI: 254900VNJ7A4DAOPXL60 | Long             | DBT              | CORP              | LU        |    104766 | PA      | $128255.26    | 0.04%             | 2030-05-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Keter Group B.V.                                   | Keter Group B.V., Senior Secured First Lien Revolving Credit Loan                        | CUSIP: 96MSCU1J2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    472406 | PA      | $446376.50    | 0.14%             | 2027-10-29      | Floating      | 11.00%                | No            |                  3 | On Loan: No      |
| LSL Holdco LLC                                     | LSL Holdco LLC, Senior Secured First Lien Revolving Credit Loan                          | CUSIP: 96MSCVQT1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    266412 | PA      | $257247.43    | 0.08%             | 2028-01-31      | Floating      | 9.82%                 | No            |                  3 | On Loan: No      |
| User Zoom Technologies, Inc.                       | User Zoom Technologies, Inc., Senior Secured First Lien Term Loan                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1348000 | PA      | $1321714.00   | 0.42%             | 2029-04-05      | Floating      | 11.44%                | No            |                  3 | On Loan: No      |
| Legends Hospitality Holding Company/ ASM Buyer T/L | Legends Hospitality Holding Company LLC, Senior Secured First Lien Term Loan             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1326964 | PA      | $1304140.63   | 0.41%             | 2031-08-22      | Floating      | 6.70%                 | No            |                  3 | On Loan: No      |
| Legends Hospitality Holding Company LLC            | Legends Hospitality Holding Company LLC, Senior Secured First Lien Delayed Draw Loan     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19242 | PA      | $18910.87     | 0.01%             | 2031-08-22      | Floating      | 8.72%                 | No            |                  3 | On Loan: No      |
| Legends Hospitality Holding Company LLC            | Legends Hospitality Holding Company LLC, Senior Secured First Lien Delayed Draw Loan     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     56667 | PA      | $55692.51     | 0.02%             | 2031-08-22      | Floating      | 8.73%                 | No            |                  3 | On Loan: No      |
| LEIA FINCO US LLC                                  | Darktrace Finco US LLC                                                                   | CUSIP: 52526CAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    305000 | PA      | $303378.93    | 0.10%             | 2032-10-12      | Floating      | 9.19%                 | No            |                  2 | On Loan: No      |
| Kings Buyer, LLC                                   | Kings Buyer, LLC, Senior Secured First Lien Term Loan                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2195672 | PA      | $2075349.52   | 0.66%             | 2027-10-29      | Floating      | 9.35%                 | No            |                  3 | On Loan: No      |
| LTI HOLDINGS INC                                   | LTI Holdings Inc                                                                         | CUSIP: 50217UBF3<br>LEI: 5493003GUY3WBOTOAP97 | Long             | LON              | CORP              | US        |   1138500 | PA      | $1146936.29   | 0.36%             | 2029-07-30      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| KENAN ADVANTAGE GROUP                              | Kenan Advantage Group Inc/The                                                            | CUSIP: 48853UBQ2<br>LEI: 549300GVUXCXDWYPIY65 | Long             | LON              | CORP              | US        |    400000 | PA      | $397200.00    | 0.13%             | 2029-01-25      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| USIC Holdings, Inc.                                | USIC Holdings, Inc., Senior Secured First Lien Term Loan                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1423245 | PA      | $1423529.65   | 0.45%             | 2031-09-10      | Floating      | 9.32%                 | No            |                  3 | On Loan: No      |
| USIC Holdings, Inc.                                | USIC Holdings, Inc., Senior Secured First Lien Delayed Draw Loan                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     67401 | PA      | $67414.18     | 0.02%             | 2031-09-10      | Floating      | 9.32%                 | No            |                  3 | On Loan: No      |
| USIC Holdings, Inc.                                | USIC Holdings, Inc., Senior Secured First Lien Delayed Draw Loan                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17383 | PA      | $17386.60     | 0.01%             | 2031-09-10      | Floating      | 9.32%                 | No            |                  3 | On Loan: No      |
| USIC Holdings, Inc.                                | USIC Holdings, Inc., Senior Secured First Lien Revolving Credit Loan                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     82122 | PA      | $82121.95     | 0.03%             | 2031-09-10      | Floating      | 9.07%                 | No            |                  3 | On Loan: No      |
| USIC Holdings, Inc.                                | USIC Holdings, Inc., Senior Secured First Lien Revolving Credit Loan                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44390 | PA      | $44390.24     | 0.01%             | 2031-09-10      | Floating      | 9.04%                 | No            |                  3 | On Loan: No      |
| USIC Holdings, Inc.                                | USIC Holdings, Inc., Senior Secured First Lien Revolving Credit Loan                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     55488 | PA      | $55487.80     | 0.02%             | 2031-09-10      | Floating      | 8.97%                 | No            |                  3 | On Loan: No      |
| LEARFIELD COMMUNICATIONS                           | Learfield Communications LLC                                                             | CUSIP: 00165HAL7<br>LEI: 549300177GK4LMS8T214 | Long             | LON              | CORP              | US        |    201982 | PA      | $202722.73    | 0.06%             | 2028-06-30      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| LS GROUP OPCO ACQUISITIO                           | LS Group OpCo Acquistion LLC                                                             | CUSIP: 50220KAD6<br>LEI: 549300GJM1TKHPYFPF83 | Long             | LON              | CORP              | US        |    664115 | PA      | $665828.71    | 0.21%             | 2031-04-23      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| LS GROUP OPCO ACQUISITIO                           | LS Group OpCo Acquistion LLC                                                             | CUSIP: 50220KAD6<br>LEI: 549300GJM1TKHPYFPF83 | Long             | LON              | CORP              | US        |     78403 | PA      | $78605.74     | 0.02%             | 2031-04-23      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Kaseya Inc.                                        | Kaseya Inc., Senior Secured First Lien Term Loan                                         | CUSIP: 48578AAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1127131 | PA      | $1129453.16   | 0.36%             | 2032-03-22      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Kersia 6/25 Add-On                                 | Kersia 6/25 Add-On                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    500000 | PA      | $594944.30    | 0.19%             | 2027-12-23      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| LUNA 2 5SARL                                       | Luna 2 5SARL                                                                             | CUSIP: N/A<br>LEI: 894500N8J2QVEYP0UI86       | Long             | LON              | CORP              | LU        |    500000 | PA      | $594168.66    | 0.19%             | 2032-06-28      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| KUEHG CORP                                         | KUEHG Corp                                                                               | CUSIP: 50118YAH2<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |   1089113 | PA      | $1060142.71   | 0.34%             | 2030-06-12      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| KINGPIN INTERMEDIATE HO                            | Kingpin Intermediate Holdings LLC                                                        | CUSIP: 49579GAJ1<br>LEI: 549300HRZOJTMNZCST05 | Long             | LON              | CORP              | US        |   1100000 | PA      | $1080750.00   | 0.34%             | 2032-09-16      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| LIMAK CIMENTO SANAYI                               | Limak Cimento Sanayi ve Ticaret AS                                                       | CUSIP: YW4167816<br>LEI: 789000EEUQIGHI88WH47 | Long             | DBT              | CORP              | TR        |    250000 | PA      | $253041.91    | 0.08%             | 2029-07-25      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                     | Proofpoint Inc                                                                           | CUSIP: 74345HAJ0<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |   1293984 | PA      | $1302789.14   | 0.41%             | 2028-08-31      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| RADAR BIDCO SARL                                   | Radar Bidco Sarl                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |    410000 | PA      | $488630.07    | 0.16%             | 2031-04-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance I Lim                     | Horizon Aircraft Finance III Ltd                                                         | CUSIP: 44040JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    934394 | PA      | $901503.38    | 0.29%             | 2039-11-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                              | HUB International Ltd                                                                    | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120069.25    | 0.04%             | 2029-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PROJECT AURORA BIDCO LTD                           | Project Aurora US Finco Inc                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    310000 | PA      | $368136.84    | 0.12%             | 2032-09-30      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Rockford Tower Europe CLO                          | Rockford Tower Europe CLO 2021-1 DAC                                                     | CUSIP: BCC2R5M01<br>LEI: 635400LBXBN24UFB2Z59 | Long             | ABS-CBDO         | CORP              | IE        |    500000 | PA      | $590215.88    | 0.19%             | 2034-04-20      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                              | HUB International Ltd                                                                    | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    380000 | PA      | $399068.02    | 0.13%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HUNT COS INC                                       | Hunt Cos Inc                                                                             | CUSIP: 445587AE8<br>LEI: 549300ODPWDNCH5TKM49 | Long             | DBT              | CORP              | US        |    765000 | PA      | $750137.04    | 0.24%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                     | ICG US Clo 2020-1 Ltd                                                                    | CUSIP: 449251AS6<br>LEI: 254900UXTGDH0QOBDH07 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $988104.00    | 0.31%             | 2035-01-20      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                     | ICG US Clo 2020-1 Ltd                                                                    | CUSIP: 449252AE5<br>LEI: 254900UXTGDH0QOBDH07 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $964453.00    | 0.31%             | 2035-01-20      | Floating      | 11.60%                | No            |                  2 | On Loan: No      |
| IP 2025-IP Mortgage Trust                          | IP 2025-IP Mortgage Trust                                                                | CUSIP: 449843AL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    824000 | PA      | $847981.70    | 0.27%             | 2042-06-10      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                  | Imperial Fund Mortgage Trust 2022-NQM3                                                   | CUSIP: 45276KAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    332000 | PA      | $284724.00    | 0.09%             | 2067-05-25      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| JB POINDEXTER & CO INC                             | JB Poindexter & Co Inc                                                                   | CUSIP: 465965AC5<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |    575000 | PA      | $603017.51    | 0.19%             | 2031-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                           | J.P. Morgan Mortgage Trust 2022-DSC1                                                     | CUSIP: 46656AAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    433000 | PA      | $363691.12    | 0.12%             | 2063-01-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                             | RR 24 Ltd                                                                                | CUSIP: 75000CAL9<br>LEI: 2549005CH9FMTJFP8I04 | Long             | ABS-CBDO         | CORP              | BM        |   1000000 | PA      | $994856.00    | 0.32%             | 2037-01-15      | Floating      | 9.40%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                           | Service Properties Trust                                                                 | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1052446.00   | 0.33%             | 2031-11-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                | Sirius XM Radio LLC                                                                      | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    160000 | PA      | $152277.98    | 0.05%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                | Sirius XM Radio LLC                                                                      | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $976883.92    | 0.31%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HLDGS LLC                            | Sotera Health Holdings LLC                                                               | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1097324.68   | 0.35%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SERES THERAPEUTICS, INC                            | SERES THERAPEUTICS, INC                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       237 | NS      | $1358.01      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BIOXCEL THERAPEUTICS #4 WARRANT 4/19/29            | BIOXCEL THERAPEUTICS #4 WARRANT 4/19/29                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        78 | NS      | $73.32        | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| JN Bidco (Impel Pharma Inc) PVT EQ                 | JN Bidco (Impel Pharma Inc) PVT EQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    754923 | NS      | $1592887.63   | 0.51%             |  |  |  | No            |                  3 | On Loan: No      |
| R-PAC ACQUISITION CO, REV 1ST LIEN                 | R-PAC ACQUISITION CO, REV 1ST LIEN                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    205745 | PA      | $203132.04    | 0.06%             | 2027-12-29      | Floating      | 9.49%                 | No            |                  3 | On Loan: No      |
| BIOXCEL THERAPEUTICS, INC. 1ST LIEN DELAYED DRAW T | BIOXCEL THERAPEUTICS, INC. 1ST LIEN DELAYED DRAW T                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    375585 | PA      | $375585.00    | 0.12%             | 2027-04-19      | Floating      | 12.81%                | No            |                  3 | On Loan: No      |
| BIOXCEL THERAPEUTICS, INC. 1ST LIEN TERM LOAN A    | BIOXCEL THERAPEUTICS, INC. 1ST LIEN TERM LOAN A                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    992667 | PA      | $867988.13    | 0.28%             | 2027-04-19      | Floating      | 8.00%                 | No            |                  3 | On Loan: No      |
| BIOXCEL THERAPEUTICS T/L A2                        | BIOXCEL THERAPEUTICS T/L A2                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    411467 | PA      | $359787.06    | 0.11%             | 2027-04-19      | Floating      | 13.00%                | No            |                  3 | On Loan: No      |
| BIOXCEL THERAPEUTICS DELAYED DRAW T/L D            | BIOXCEL THERAPEUTICS DELAYED DRAW T/L D                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    625975 | PA      | $625975.00    | 0.20%             | 2027-04-19      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| ILIAD HOLDING SAS                                  | Iliad Holding SAS                                                                        | CUSIP: ZB7801333<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    255000 | PA      | $320726.62    | 0.10%             | 2031-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| IRCA SPA                                           | Irca SpA                                                                                 | CUSIP: YT5212675<br>LEI: 815600CDE52BA2426216 | Long             | DBT              | CORP              | IT        |    500000 | PA      | $598546.61    | 0.19%             | 2029-12-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| SANI/IKOS FINANCIAL HLDG                           | Sani/Ikos Financial Holdings 1 Sarl                                                      | CUSIP: YW4465152<br>LEI: 213800TZMBQZ462Y8A24 | Long             | DBT              | CORP              | LU        |    325000 | PA      | $401784.83    | 0.13%             | 2030-07-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                  | INEOS Finance PLC                                                                        | CUSIP: ZF6573538<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $103790.53    | 0.03%             | 2029-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                            | INEOS Quattro Finance 2 Plc                                                              | CUSIP: YU1766572<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |    335000 | PA      | $293386.25    | 0.09%             | 2030-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                               | IHO Verwaltungs GmbH                                                                     | CUSIP: YU1799250<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    305000 | PA      | $388126.55    | 0.12%             | 2031-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE SAR                           | ION Platform Finance SARL                                                                | CUSIP: YK3683702<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | LU        |    103000 | PA      | $115962.82    | 0.04%             | 2032-09-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HOUGHTON MIFFLIN HARCOUR                           | Houghton Mifflin Harcourt Co                                                             | CUSIP: 44157YAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    432604 | PA      | $382906.49    | 0.12%             | 2029-04-09      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| ICIMS, Inc.                                        | ICIMS, Inc., Senior Secured First Lien Revolving Credit Loan                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    121695 | PA      | $118689.47    | 0.04%             | 2028-08-15      | Floating      | 9.59%                 | No            |                  3 | On Loan: No      |
| ICIMS, Inc.                                        | ICIMS, Inc., Senior Secured First Lien Term Loan                                         | CUSIP: 9TERM7AA2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    253659 | PA      | $250615.09    | 0.08%             | 2028-08-18      | Floating      | 10.11%                | No            |                  3 | On Loan: No      |
| INEOS US FINANCE LLC                               | INEOS US Finance LLC                                                                     | CUSIP: G4768PAN1<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |    990000 | PA      | $805924.35    | 0.26%             | 2030-02-19      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO HOLDINGS                             | INEOS Quattro Holdings UK Ltd                                                            | CUSIP: N/A<br>LEI: 213800HKSMBSJQ32CA45       | Long             | LON              | CORP              | GB        |    250000 | PA      | $209258.80    | 0.07%             | 2029-03-29      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Sorenson Communications, Inc.                      | Sorenson Communications, Inc., Senior Secured First Lien Term Loan                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1615844 | PA      | $1591444.51   | 0.51%             | 2029-04-19      | Floating      | 9.67%                 | No            |                  3 | On Loan: No      |
| INEOS FINANCE PLC                                  | INEOS Finance PLC                                                                        | CUSIP: G4768PAR2<br>LEI: 2138002D68XDR4LZCG32 | Long             | LON              | CORP              | GB        |    247403 | PA      | $241254.75    | 0.08%             | 2031-06-23      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| IRIDIUM SATELLITE LLC                              | Iridium Satellite LLC                                                                    | CUSIP: 46269KAT1<br>LEI: 254900615BJ7139TFM33 | Long             | LON              | CORP              | US        |    750000 | PA      | $732607.50    | 0.23%             | 2030-09-20      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Icon Parent I Inc.                                 | Icon Parent I Inc., Senior Secured Second Lien Term Loan                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    150000 | PA      | $150679.50    | 0.05%             | 2032-11-12      | Floating      | 8.84%                 | No            |                  2 | On Loan: No      |
| Integrity Marketing Acquisition Amendment No. 15 D | Integrity Marketing Acquisition, LLC, Senior Secured First Lien Delayed Draw Loan        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    519866 | PA      | $519242.60    | 0.17%             | 2028-08-28      | Floating      | 10.28%                | No            |                  3 | On Loan: No      |
| Integrity Marketing Acquisition, LLC               | Integrity Marketing Acquisition, LLC, Senior Secured First Lien Term Loan                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       376 | PA      | $375.15       | 0.00%             | 2028-08-25      | Floating      | 8.82%                 | No            |                  3 | On Loan: No      |
| Integrity Marketing Acquisition, LLC               | Integrity Marketing Acquisition, LLC, Senior Secured First Lien Term Loan                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2494896 | PA      | $2491902.50   | 0.79%             | 2028-08-25      | Floating      | 8.82%                 | No            |                  3 | On Loan: No      |
| Integrity Marketing Acquisition, LLC               | Integrity Marketing Acquisition, LLC, Senior Secured First Lien Term Loan                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       316 | PA      | $315.43       | 0.00%             | 2028-08-25      | Floating      | 8.88%                 | No            |                  3 | On Loan: No      |
| Integrity Marketing Acquisition Amendment No. 15 R | Integrity Marketing Acquisition, LLC, Senior Secured First Lien Revolving Credit Loan    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    234995 | PA      | $234736.80    | 0.07%             | 2028-08-28      | Floating      | 10.28%                | No            |                  3 | On Loan: No      |
| INEOS QUATTRO HOLDINGS                             | INEOS Quattro Holdings UK Ltd                                                            | CUSIP: N/A<br>LEI: 213800HKSMBSJQ32CA45       | Long             | LON              | CORP              | GB        |    200000 | PA      | $165703.00    | 0.05%             | 2026-01-29      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| BETCLIC EVEREST GROUP SA                           | Betclic Everest Group SAS                                                                | CUSIP: N/A<br>LEI: 96950037FKVH5JOEKU82       | Long             | LON              | CORP              | FR        |    500000 | PA      | $594515.35    | 0.19%             | 2031-12-09      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| SANDISK CORP                                       | Sandisk Corp/DE                                                                          | CUSIP: 80004YAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    197889 | PA      | $199373.07    | 0.06%             | 2032-02-23      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| HUNTER DOUGLAS INC                                 | Hunter Douglas Inc                                                                       | CUSIP: N8137FAE0<br>LEI: 529900811T142NS3H544 | Long             | LON              | CORP              | US        |    765773 | PA      | $770968.94    | 0.25%             | 2032-01-20      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| SCHOEN KLINIK SE                                   | Schoen Klinik SE                                                                         | CUSIP: N/A<br>LEI: 5299005C8FSZLNO2KW98       | Long             | LON              | CORP              | DE        |    285000 | PA      | $339257.25    | 0.11%             | 2031-01-10      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Sigma Holdco B.V.                                  | Sigma Holdco B.V., Senior Secured First Lien Term Loan                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    695866 | PA      | $674846.99    | 0.21%             | 2027-12-31      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| IVC Acquisition Ltd                                | IVC Acquisition Ltd, Senior Secured First Lien Term Loan                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    215000 | PA      | $291512.26    | 0.09%             | 2028-12-12      | Floating      | 8.84%                 | No            |                  2 | On Loan: No      |
| CASTLE US HOLDING CORP                             | Castle US Holding Corp                                                                   | CUSIP: 14852DAM3<br>LEI: 254900VXLMLPIE9ID612 | Long             | LON              | CORP              | US        |     33422 | PA      | $40063.42     | 0.01%             | 2030-04-29      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| Castle US Holding Corporation                      | Castle US Holding Corporation, Senior Secured First Lien Term Loan                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    218319 | PA      | $125901.93    | 0.04%             | 2030-05-31      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| SOUTHERN VETERINARY PART                           | Southern Veterinary Partners LLC                                                         | CUSIP: 84410HAQ3<br>LEI: 549300DT78GYJYRK0R74 | Long             | LON              | CORP              | US        |   1097250 | PA      | $1097156.73   | 0.35%             | 2031-12-04      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| HOMEVI                                             | HomeVi SASU                                                                              | CUSIP: N/A<br>LEI: 9695001URJB6VUATPK20       | Long             | LON              | CORP              | FR        |    500000 | PA      | $587111.60    | 0.19%             | 2029-10-31      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| BIDCO SB SAS                                       | DIOT-SIACI BidCo SAS                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |    100962 | PA      | $120239.18    | 0.04%             | 2032-07-26      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| ICON PARENT INC                                    | Icon Parent Inc                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    902000 | PA      | $904651.88    | 0.29%             | 2031-11-13      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| IVI AMERICA LLC                                    | IVI America LLC                                                                          | CUSIP: 45073SAD7<br>LEI: 549300V0LY56J9HGCK92 | Long             | LON              | CORP              | US        |    544500 | PA      | $549776.21    | 0.17%             | 2031-04-09      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HLDGS LLC                            | Sotera Health Holdings LLC                                                               | CUSIP: 83600VAH4<br>LEI: 549300OVT7MBXFLOFU20 | Long             | LON              | CORP              | US        |    832207 | PA      | $837932.42    | 0.27%             | 2031-05-30      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC                                        | SCIL IV LLC, Senior Secured First Lien Term Loan                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    500000 | PA      | $591025.01    | 0.19%             | 2032-11-08      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Sebia/Argent Bidco 11/25 TLB                       | Sebia/Argent Bidco 11/25 TLB                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |    500000 | PA      | $592887.70    | 0.19%             | 2032-11-19      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                             | SCIH Salt Holdings Inc                                                                   | CUSIP: 78397GAM3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    833700 | PA      | $836351.17    | 0.27%             | 2029-01-31      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                               | Samarco Mineracao SA                                                                     | CUSIP: ZG6352899<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |   1109111 | PA      | $1124793.83   | 0.36%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| IMA INDUSTRIA MACCHINE                             | IMA Industria Macchine Automatiche SpA                                                   | CUSIP: ZB2787719<br>LEI: 815600D86992FDA7B908 | Long             | DBT              | CORP              | IT        |    220000 | PA      | $262298.72    | 0.08%             | 2029-04-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| SAMMONTANA ITALIA SPA                              | Sammontana Italia SpA                                                                    | CUSIP: YU1764973<br>LEI: 8156002DFC51B8173A68 | Long             | DBT              | CORP              | IT        |    175000 | PA      | $208094.57    | 0.07%             | 2031-10-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                  | Iliad Holding SAS                                                                        | CUSIP: YT3446697<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    125000 | PA      | $151990.87    | 0.05%             | 2030-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                           | Shimao Group Holdings Ltd                                                                | CUSIP: YQ4311896<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |   1365829 | PA      | $48486.93     | 0.02%             | 2031-07-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                           | Shimao Group Holdings Ltd                                                                | CUSIP: YQ5944851<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |    249481 | PA      | $8108.13      | 0.00%             | 2032-07-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                           | Shimao Group Holdings Ltd                                                                | CUSIP: YQ6218743<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |    374224 | PA      | $10291.16     | 0.00%             | 2033-07-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                           | Shimao Group Holdings Ltd                                                                | CUSIP: YQ7867290<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |    374224 | PA      | $9017.27      | 0.00%             | 2034-01-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-27

**Name of Applicant:** Oaktree Diversified Income Fund Inc.

**Signature:** /s/ Casey P. Tushaus

**Name of Signer:** Casey P. Tushaus

**Title:** Treasurer