# EDGAR Filing Document

**Accession Number:** 0001787621
**File Stem:** 0001193125-26-280999
**Filing Date:** 2026-6
**Character Count:** 191542
**Document Hash:** ec1bd207137044163afef898c27de822
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-280999.hdr.sgml**: 20260624

**ACCESSION NUMBER**: 0001193125-26-280999

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260624

**DATE AS OF CHANGE**: 20260624

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** KKR Asset-Based Finance Fund
- **CENTRAL INDEX KEY:** 0001787621

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23474
- **FILM NUMBER:** 261115745

**BUSINESS ADDRESS:**
- **STREET 1:** 555 CALIFORNIA STREET, 50TH FLOOR
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94104
- **BUSINESS PHONE:** 415-315-3620

**MAIL ADDRESS:**
- **STREET 1:** 555 CALIFORNIA STREET, 50TH FLOOR
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94104

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** KKR Credit Opportunities Portfolio
- **DATE OF NAME CHANGE:** 20190909

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** KKR Asset-Based Finance Fund

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

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

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

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

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

  - **City:** San Francisco

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94104

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

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

- **a. Name of Series:** KKR Asset-Based Finance Fund

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

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $735054984.43

**Total Liabilities:** $227675825.45

**Net Assets:** $507379158.98

**Delayed Delivery Securities:** $900215.78

**Cash Not Reported:** $21235503.19

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 136.739265000000 | **1-Year:** 3988.761459000000 | **5-Year:** 2518.995042000000 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

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

- **3-Month:** 21933.298053000000 | **1-Year:** 58471.166135000000 | **5-Year:** 35127.740956000000 | **10-Year:** 7194.850695000000 | **30-Year:** 2442.377029000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -0.20%               | -0.66%               | 1.07%                |
| Class ID N/A | -0.12%               | -0.67%               | 1.10%                |
| Class ID N/A | -0.19%               | -0.71%               | 1.00%                |
| Class ID N/A | -0.22%               | -0.67%               | 1.01%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1270025.07             | $-2865638.24                               |
| Month 2  | $-7252341.41             | $-3610367.68                               |
| Month 3  | $-86632.46               | $4535036.75                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| VICTORS PURCHASER, LLC                             | VICTORS PURCHASER, LLC, Senior Secured First Lien Term Loan                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    205095 | PA      | $204335.96    | 0.04%             | 2032-12-23      | Floating      | 8.20%                 | No            |                  3 | On Loan: No      |
| Victors Purchaser Amd No.1 Incr Delayed Draw T/L ( | Victors Purchaser Amd No.1 Incr Delayed Draw T/L (                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36624 | PA      | $36488.26     | 0.01%             | 2032-12-23      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| VIBRANTZ TECHNOLOGIES INC REVOLVER 1L 12/25        | VIBRANTZ TECHNOLOGIES INC REVOLVER 1L 12/25                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   6371239 | PA      | $6371239.05   | 1.26%             | 2029-04-23      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| VIBRANTZ TECHNOLOGIES INC REVOLVER 1L 12/25        | VIBRANTZ TECHNOLOGIES INC REVOLVER 1L 12/25                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   6859843 | PA      | $6859842.63   | 1.35%             | 2029-04-23      | Floating      | 8.41%                 | No            |                  3 | On Loan: No      |
| VIBRANTZ TECHNOLOGIES INC REVOLVER 1L 12/25        | VIBRANTZ TECHNOLOGIES INC REVOLVER 1L 12/25                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   5722186 | PA      | $6715865.53   | 1.32%             | 2029-04-23      | Floating      | 8.41%                 | No            |                  3 | On Loan: No      |
| CBAMR Ltd                                          | CBAMR 2017-4 Ltd                                                                     | CUSIP: 12516JAA8<br>LEI: 635400U9D8ZDLM1G7T76 | Long             | ABS-CBDO         | CORP              | KY        |    651011 | PA      | $651756.65    | 0.13%             | 2038-03-31      | Floating      | 9.67%                 | No            |                  3 | On Loan: No      |
| CBAMR Ltd                                          | CBAM 2018-5 Ltd                                                                      | CUSIP: 12516PAA4<br>LEI: 25490038OT2B8HTRW786 | Long             | ABS-CBDO         | CORP              | KY        |   1825176 | PA      | $1816031.69   | 0.36%             | 2038-10-17      | Floating      | 9.48%                 | No            |                  3 | On Loan: No      |
| CPS Auto Trust                                     | CPS Auto Securitization Trust 2026-1                                                 | CUSIP: 12676NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10083000 | PA      | $10014435.60  | 1.97%             | 2033-05-17      | Fixed         | 8.75%                 | No            |                  3 | On Loan: No      |
| REAL HERO MERGER SUB 2                             | Real Hero Merger Sub 2 Inc                                                           | CUSIP: 75602BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3276000 | PA      | $1368565.38   | 0.27%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                     | Carlyle US CLO 2024-2 Ltd                                                            | CUSIP: 14319AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    451370 | PA      | $451370.00    | 0.09%             | 2037-04-25      | Floating      | 10.52%                | No            |                  3 | On Loan: No      |
| Carlyle Global Market Strategi                     | Carlyle US CLO 2024-2 Ltd                                                            | CUSIP: 14319AAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    365370 | PA      | $365303.47    | 0.07%             | 2039-04-25      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| CIFC Funding Ltd                                   | CIFC Funding 2022-V Ltd                                                              | CUSIP: 12574CAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    387890 | PA      | $395100.17    | 0.08%             | 2038-03-16      | Floating      | 10.22%                | No            |                  3 | On Loan: No      |
| CPS Auto Trust                                     | CPS Auto Receivables Trust 2026-B                                                    | CUSIP: 12676XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3497220.30   | 0.69%             | 2033-11-15      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| Regatta XVI Funding Ltd.                           | Regatta XVI Funding Ltd                                                              | CUSIP: 75888QAN1<br>LEI: 254900XPJFGKL5R4O429 | Long             | ABS-CBDO         | CORP              | KY        |    326015 | PA      | $319091.77    | 0.06%             | 2039-04-15      | Floating      | 9.32%                 | No            |                  3 | On Loan: No      |
| Regatta XXII Funding Ltd.                          | Regatta XXII Funding Ltd                                                             | CUSIP: 758969AG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    434296 | PA      | $431908.70    | 0.09%             | 2039-01-15      | Floating      | 9.42%                 | No            |                  3 | On Loan: No      |
| Carval CLO LTD                                     | Carval Clo XII-C Ltd                                                                 | CUSIP: 14688BAA3<br>LEI: 254900BP8W72BUIJ5588 | Long             | ABS-CBDO         | CORP              | KY        |    985350 | PA      | $989313.72    | 0.19%             | 2038-07-20      | Floating      | 9.58%                 | No            |                  3 | On Loan: No      |
| Carval CLO LTD                                     | Carval Clo X-C Ltd                                                                   | CUSIP: 146927AA6<br>LEI: 254900DAR7W0XP2CHD65 | Long             | ABS-CBDO         | CORP              | KY        |    872965 | PA      | $878623.04    | 0.17%             | 2037-07-20      | Floating      | 9.83%                 | No            |                  3 | On Loan: No      |
| FLINT GROUP GMBH COMMON STOCK (ORDINARY A SHARES)  | FLINT GROUP GMBH COMMON STOCK (ORDINARY A SHARES)                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JE        |   1146764 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CSAFE Acquisition Company, Inc.                    | CSAFE Acquisition Company, Inc., Senior Secured First Lien Term Loan                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    342472 | PA      | $342471.80    | 0.07%             | 2030-03-08      | Floating      | 9.38%                 | No            |                  3 | On Loan: No      |
| Carval CLO LTD                                     | CarVal CLO VI-C Ltd                                                                  | CUSIP: 14686HAG9<br>LEI: 254900QBAWTE1ZDDLS52 | Long             | ABS-CBDO         | CORP              | JE        |    875322 | PA      | $870519.79    | 0.17%             | 2038-03-21      | Floating      | 9.77%                 | No            |                  3 | On Loan: No      |
| Carval CLO LTD                                     | CarVal CLO IV Ltd                                                                    | CUSIP: 14687FAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    916551 | PA      | $909633.87    | 0.18%             | 2038-03-31      | Floating      | 10.28%                | No            |                  3 | On Loan: No      |
| Invesco CLO 2022-2, Ltd.                           | Invesco CLO 2022-2 Ltd                                                               | CUSIP: 46145YAG9<br>LEI: 54930008L2A8UYGN7A86 | Long             | ABS-CBDO         | CORP              | JE        |    447351 | PA      | $412883.61    | 0.08%             | 2035-07-20      | Floating      | 9.93%                 | No            |                  3 | On Loan: No      |
| SUNRUN CALLISTO ISSUER LLC                         | Sunrun Bacchus Issuer 2025-1 LLC                                                     | CUSIP: 86771PAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8317263 | PA      | $8335036.81   | 1.64%             | 2060-04-30      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                       | Ares LIII CLO Ltd                                                                    | CUSIP: 04015YAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    361088 | PA      | $347822.83    | 0.07%             | 2036-10-24      | Floating      | 9.17%                 | No            |                  3 | On Loan: No      |
| ARES CLO Ltd                                       | Ares LVII CLO Ltd                                                                    | CUSIP: 04017UAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    571556 | PA      | $565279.05    | 0.11%             | 2038-10-25      | Floating      | 9.17%                 | No            |                  3 | On Loan: No      |
| Premier Care Dental Management, LLC                | Premier Care Dental Management, LLC, Senior Secured First Lien Delayed Draw Loan     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9346 | PA      | $9345.72      | 0.00%             | 2028-08-05      | Floating      | 8.65%                 | No            |                  3 | On Loan: No      |
| Premier Care Dental Management, LLC                | Premier Care Dental Management, LLC, Senior Secured First Lien Delayed Draw Loan     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5138 | PA      | $5138.06      | 0.00%             | 2028-08-05      | Floating      | 8.65%                 | No            |                  3 | On Loan: No      |
| Premier Care Dental Management, LLC                | Premier Care Dental Management, LLC, Senior Secured First Lien Delayed Draw Loan     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5994 | PA      | $5994.41      | 0.00%             | 2028-08-05      | Floating      | 8.65%                 | No            |                  3 | On Loan: No      |
| Premier Care Dental Management, LLC                | Premier Care Dental Management, LLC, Senior Secured First Lien Delayed Draw Loan     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11132 | PA      | $11132.47     | 0.00%             | 2028-08-05      | Floating      | 8.65%                 | No            |                  3 | On Loan: No      |
| Cedar Funding Ltd                                  | Cedar Funding XVIII CLO Ltd                                                          | CUSIP: 15032HAA0<br>LEI: 2138004YWVJKMJZZU671 | Long             | ABS-CBDO         | CORP              | JE        |    918417 | PA      | $925785.68    | 0.18%             | 2037-04-23      | Floating      | 10.32%                | No            |                  3 | On Loan: No      |
| Centersquare Issuer LLC                            | Centersquare Issuer LLC                                                              | CUSIP: 15201EAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8698000 | PA      | $8114508.59   | 1.60%             | 2055-08-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                      | Ballyrock CLO 20 Ltd                                                                 | CUSIP: 05876DAJ0<br>LEI: 254900WX8CA21F2QI356 | Long             | ABS-CBDO         | CORP              | KY        |    598483 | PA      | $577047.73    | 0.11%             | 2036-10-15      | Floating      | 9.52%                 | No            |                  3 | On Loan: No      |
| Kennedy Lewis CLO Ltd                              | Kennedy Lewis CLO 12 Ltd                                                             | CUSIP: 37147WAE5<br>LEI: 549300OPJWALMOKFT505 | Long             | ABS-CBDO         | CORP              | KY        |   2044920 | PA      | $2047265.36   | 0.40%             | 2038-07-20      | Floating      | 10.08%                | No            |                  3 | On Loan: No      |
| CSAFE Acquisition Company, Inc.                    | CSAFE Acquisition Company, Inc., Senior Secured First Lien Delayed Draw Loan         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14490 | PA      | $14489.91     | 0.00%             | 2030-03-08      | Floating      | 9.38%                 | No            |                  3 | On Loan: No      |
| Pretium Partners LLC P1 P1 Mezz TL Unsec 08/19     | Pretium Partners LLC P1 P1 Mezz TL Unsec 08/19                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    432876 | PA      | $432876.45    | 0.09%             | 2026-10-22      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Premier Care Dental Management, LLC                | Premier Care Dental Management, LLC, Senior Secured First Lien Delayed Draw Loan     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5138 | PA      | $5138.06      | 0.00%             | 2028-08-05      | Floating      | 8.65%                 | No            |                  3 | On Loan: No      |
| Premier Care Dental Management, LLC                | Premier Care Dental Management, LLC, Senior Secured First Lien Delayed Draw Loan     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4710 | PA      | $4709.88      | 0.00%             | 2028-08-05      | Floating      | 8.65%                 | No            |                  3 | On Loan: No      |
| Global Lending Services LLC Private Equity (GLS Fl | Global Lending Services LLC Private Equity (GLS Fl                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    203422 | NS      | $289829.36    | 0.06%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Global Lending Services LLC 12.500% 08/2033 (GLS F | Global Lending Services LLC 12.500% 08/2033 (GLS F                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     80872 | PA      | $80871.53     | 0.02%             | 2033-08-05      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| GLS Flow Aggregator 2024-1 LLC                     | GLS Flow Aggregator 2024-1 LLC                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    139821 | PA      | $139820.94    | 0.03%             | 2033-02-05      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Global Lending Services LLC 12.500% 12/2032 (GLS F | Global Lending Services LLC 12.500% 12/2032 (GLS F                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     91342 | PA      | $91341.71     | 0.02%             | 2032-12-31      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Carlyle Global Market Strategi                     | Carlyle US CLO 2020-2 Ltd                                                            | CUSIP: 14315HAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1330944 | PA      | $1271988.04   | 0.25%             | 2035-01-25      | Floating      | 9.67%                 | No            |                  3 | On Loan: No      |
| Carlyle Global Market Strategi                     | Carlyle US CLO 2022-3 Ltd                                                            | CUSIP: 14317AAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    639065 | PA      | $629794.61    | 0.12%             | 2039-04-20      | Floating      | 9.93%                 | No            |                  3 | On Loan: No      |
| AGL CLO Ltd.                                       | AGL CLO 12 Ltd                                                                       | CUSIP: 00120CAE8<br>LEI: 54930005OE1IFBESDA27 | Long             | ABS-CBDO         | CORP              | KY        |   1166932 | PA      | $1154471.89   | 0.23%             | 2038-10-20      | Floating      | 10.03%                | No            |                  3 | On Loan: No      |
| AGL CLO 7 LTD                                      | AGL CLO 7 Ltd                                                                        | CUSIP: 008510AG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1263686 | PA      | $1223693.35   | 0.24%             | 2038-10-15      | Floating      | 9.42%                 | No            |                  3 | On Loan: No      |
| Galaxy CLO Ltd                                     | Galaxy XXV CLO Ltd                                                                   | CUSIP: 36319YAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    270205 | PA      | $260884.12    | 0.05%             | 2036-04-25      | Floating      | 9.42%                 | No            |                  3 | On Loan: No      |
| Galaxy CLO Ltd                                     | Galaxy XXII CLO Ltd                                                                  | CUSIP: 36321AAR4<br>LEI: 54930022KENWLYJ8SJ86 | Long             | ABS-CBDO         | CORP              | KY        |    421291 | PA      | $407820.72    | 0.08%             | 2034-04-16      | Floating      | 8.93%                 | No            |                  3 | On Loan: No      |
| Fort Greene Park CLO                               | Fort Greene Park CLO LLC                                                             | CUSIP: 18914KAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    866525 | PA      | $837724.40    | 0.17%             | 2034-04-22      | Floating      | 8.06%                 | No            |                  3 | On Loan: No      |
| HTAP Trust                                         | HTAP Issuer Trust 2025-2                                                             | CUSIP: 40446QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4712214 | PA      | $4683770.57   | 0.92%             | 2043-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| American Money Management Corp                     | AMMC CLO 26 Ltd                                                                      | CUSIP: 00177UAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    499517 | PA      | $498495.74    | 0.10%             | 2036-04-15      | Floating      | 10.17%                | No            |                  3 | On Loan: No      |
| Anchorage Capital CLO LTD                          | Anchorage Capital Clo 11 Ltd                                                         | CUSIP: 03330QAG2<br>LEI: 549300NPGT86ACOLIL14 | Long             | ABS-CBDO         | CORP              | KY        |    356334 | PA      | $359669.50    | 0.07%             | 2037-07-22      | Floating      | 10.99%                | No            |                  3 | On Loan: No      |
| AB BSL CLO Ltd                                     | AB BSL CLO 6 Ltd                                                                     | CUSIP: 00039MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    208029 | PA      | $208025.10    | 0.04%             | 2037-07-20      | Floating      | 9.68%                 | No            |                  3 | On Loan: No      |
| AB BSL CLO Ltd                                     | AB BSL CLO 7 Ltd                                                                     | CUSIP: 00039PAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    359357 | PA      | $360552.99    | 0.07%             | 2039-01-15      | Floating      | 9.27%                 | No            |                  3 | On Loan: No      |
| ARES CLO Ltd                                       | Ares XXVII CLO Ltd                                                                   | CUSIP: 00191CAL6<br>LEI: 549300BC3E2Y44TL8536 | Long             | ABS-CBDO         | CORP              | KY        |    902731 | PA      | $882738.93    | 0.17%             | 2034-10-28      | Floating      | 10.42%                | No            |                  3 | On Loan: No      |
| ARES CLO Ltd                                       | Ares XLIX CLO Ltd                                                                    | CUSIP: 04017KAE8<br>LEI: 549300FI9E5EZIMPA581 | Long             | ABS-CBDO         | CORP              | KY        |    944863 | PA      | $923793.02    | 0.18%             | 2036-10-22      | Floating      | 10.16%                | No            |                  3 | On Loan: No      |
| Sandstone Peak Ltd.                                | Sandstone Peak Ltd                                                                   | CUSIP: 800129AE8<br>LEI: 5493000VXRKO2Z5KET86 | Long             | ABS-CBDO         | CORP              | KY        |    901181 | PA      | $898255.97    | 0.18%             | 2038-04-15      | Floating      | 10.98%                | No            |                  3 | On Loan: No      |
| Santander Mortgage Asset Recei                     | Santander Mortgage Asset Receivable Trust 2025-NQM1                                  | CUSIP: 80262BAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    757310 | PA      | $729819.65    | 0.14%             | 2065-01-25      | Variable      | 7.29%                 | No            |                  3 | On Loan: No      |
| CPS Auto Trust                                     | Consumer Portfolio Services Auto Trust 2025-D                                        | CUSIP: 223936AE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5094650.00   | 1.00%             | 2033-05-16      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Newtek Alternative Loan Progra                     | NALP Business Loan Trust 2026-1                                                      | CUSIP: 62986BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1413203 | PA      | $1407290.42   | 0.28%             | 2051-06-26      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                       | Voya CLO 2017-3 Ltd                                                                  | CUSIP: 92916PAK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2241430 | PA      | $2165512.21   | 0.43%             | 2034-04-20      | Floating      | 9.48%                 | No            |                  3 | On Loan: No      |
| Voya CLO Ltd                                       | Voya CLO 2019-4 Ltd                                                                  | CUSIP: 92917UAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1051098 | PA      | $1004141.69   | 0.20%             | 2035-01-15      | Floating      | 10.64%                | No            |                  3 | On Loan: No      |
| SunStrong Issuer LLC                               | SunStrong Issuer 2025-1 LLC                                                          | CUSIP: 867976AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9647226 | PA      | $9576611.58   | 1.89%             | 2055-12-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SunStrong Issuer LLC                               | SunStrong Issuer 2025-1 LLC                                                          | CUSIP: 867976AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8020324 | PA      | $7961617.28   | 1.57%             | 2055-12-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Global Lending Services LLC 12.500% 12/2032 (GLS F | Global Lending Services LLC 12.500% 12/2032 (GLS F                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    130175 | PA      | $130175.33    | 0.03%             | 2032-12-31      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| GLS Flow Aggregator 2024-1 LLC                     | GLS Flow Aggregator 2024-1 LLC                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    140122 | PA      | $140121.55    | 0.03%             | 2033-11-05      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Santander Mortgage Asset Recei                     | Santander Mortgage Asset Receivable Trust 2025-NQM4                                  | CUSIP: 80263BAG4<br>LEI: 254900P9WEZD48ETI035 | Long             | ABS-MBS          | CORP              | US        |   2395079 | PA      | $2401929.64   | 0.47%             | 2065-07-25      | Variable      | 7.06%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Recei                     | Santander Mortgage Asset Receivable Trust 2025-NQM4                                  | CUSIP: 80263BAH2<br>LEI: 254900P9WEZD48ETI035 | Long             | ABS-MBS          | CORP              | US        |   2014958 | PA      | $1973180.26   | 0.39%             | 2065-07-25      | Variable      | 7.06%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Recei                     | Santander Mortgage Asset Receivable Trust 2025-NQM4                                  | CUSIP: 80263BAJ8<br>LEI: 254900P9WEZD48ETI035 | Long             | ABS-MBS          | CORP              | US        |   1254594 | PA      | $1210771.66   | 0.24%             | 2065-07-25      | Variable      | 7.06%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Recei                     | Santander Mortgage Asset Receivable Trust 2025-NQM4                                  | CUSIP: 80263BAK5<br>LEI: 254900P9WEZD48ETI035 | Long             | ABS-MBS          | CORP              | US        |  68193261 | PA      | $482460.50    | 0.10%             | 2065-07-25      | Variable      | 0.42%                 | No            |                  2 | On Loan: No      |
| Harvest US CLO Ltd                                 | Harvest US CLO 2026-1 Ltd                                                            | CUSIP: 417940AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    738776 | PA      | $738681.43    | 0.15%             | 2039-04-20      | Floating      | 8.98%                 | No            |                  3 | On Loan: No      |
| Hilton Grand Vacations Trust                       | Hilton Grand Vacations Trust 2026-1                                                  | CUSIP: 43284KAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $7011347.00   | 1.38%             | 2043-02-25      | Fixed         | 7.21%                 | No            |                  2 | On Loan: No      |
| Alacrity Solutions Group LLC Common Stock          | Alacrity Solutions Group LLC Common Stock                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       630 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Alacrity Solutions Group LLC 8.000% Perp (Pref Equ | Alacrity Solutions Group LLC 8.000% Perp (Pref Equ                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |    674143 | PA      | $0.00         | 0.00%             | 2030-02-28      | Variable      | 12.39%                | Yes           |                  3 | On Loan: No      |
| Northwoods Capital 20 Ltd                          | Northwoods Capital 20 Ltd                                                            | CUSIP: 66860VAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1136064 | PA      | $1068540.07   | 0.21%             | 2038-10-25      | Floating      | 10.55%                | No            |                  3 | On Loan: No      |
| Oaktree CLO Ltd                                    | Oaktree CLO 2021-2 Ltd                                                               | CUSIP: 67389CAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1503771 | PA      | $1434638.08   | 0.28%             | 2035-01-15      | Floating      | 8.17%                 | No            |                  3 | On Loan: No      |
| Symphony CLO Ltd                                   | Symphony CLO XVIII Ltd                                                               | CUSIP: 87154FAL1<br>LEI: 549300JQYSBIW1AM8R32 | Long             | ABS-CBDO         | CORP              | KY        |   1022329 | PA      | $981364.20    | 0.19%             | 2037-10-23      | Floating      | 9.52%                 | No            |                  3 | On Loan: No      |
| Symphony CLO Ltd                                   | Symphony CLO XXIX Ltd                                                                | CUSIP: 87168LAE8<br>LEI: 254900H6EAUOGL2U2U64 | Long             | ABS-CBDO         | CORP              | KY        |    856327 | PA      | $825561.28    | 0.16%             | 2035-10-15      | Floating      | 9.47%                 | No            |                  3 | On Loan: No      |
| 610 Funding 2 CLO Ltd                              | Anchorage Capital CLO 2026-22 Ltd                                                    | CUSIP: 03333LAA3<br>LEI: 549300GQXKMJDZ17HU89 | Long             | ABS-CBDO         | CORP              | KY        |    401764 | PA      | $396993.88    | 0.08%             | 2039-01-20      | Floating      | 9.08%                 | No            |                  3 | On Loan: No      |
| 48Forty Solutions LLC                              | 48Forty Solutions LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       440 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| TCW Gem Ltd                                        | TCW CLO 2022-1 Ltd                                                                   | CUSIP: 871969BE0<br>LEI: 254900KPK0PRXM6I7271 | Long             | ABS-CBDO         | CORP              | KY        |    629050 | PA      | $612550.16    | 0.12%             | 2038-01-20      | Floating      | 7.96%                 | No            |                  3 | On Loan: No      |
| TCW Gem Ltd                                        | TCW CLO 2025-2 Ltd                                                                   | CUSIP: 87232JAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    382403 | PA      | $381584.10    | 0.08%             | 2039-01-15      | Floating      | 9.92%                 | No            |                  3 | On Loan: No      |
| Voya CLO Ltd                                       | Voya CLO 2022-1 Ltd                                                                  | CUSIP: 92919HAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    790911 | PA      | $764685.97    | 0.15%             | 2035-04-20      | Floating      | 10.58%                | No            |                  3 | On Loan: No      |
| Wind River CLO Ltd                                 | Wind River 2023-1 CLO Ltd                                                            | CUSIP: 97316NAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    369457 | PA      | $362650.09    | 0.07%             | 2038-07-25      | Floating      | 10.42%                | No            |                  3 | On Loan: No      |
| AMERIVET PARTNERS MANAGEMENT INC  11.500% 12/2059  | AMERIVET PARTNERS MANAGEMENT INC  11.500% 12/2059                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |       298 | NS      | $39311.06     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| 3P Buyer Inc                                       | 3P Buyer Inc, Senior Secured First Lien Delayed Draw Loan                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    602815 | PA      | $543739.52    | 0.11%             | 2027-11-23      | Floating      | 9.76%                 | No            |                  3 | On Loan: No      |
| Santander Mortgage Asset Recei                     | Santander Mortgage Asset Receivable Trust 2025-NQM4                                  | CUSIP: 80263BAL3<br>LEI: 254900P9WEZD48ETI035 | Long             | ABS-MBS          | CORP              | US        |  68193261 | PA      | $2145223.61   | 0.42%             | 2065-07-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Sallie Mae Levered 13.000% 04/2034 (Apr26)         | Sallie Mae Levered 13.000% 04/2034 (Apr26)                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    784409 | PA      | $784408.64    | 0.15%             | 2034-04-21      | Fixed         | 13.00%                | No            |                  3 | On Loan: No      |
| UNLOCK HEA TRUST                                   | Unlock HEA Trust 2025-3                                                              | CUSIP: 914919AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12938690 | PA      | $12702938.18  | 2.50%             | 2041-12-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNLOCK HEA TRUST                                   | Unlock HEA Trust 2025-3                                                              | CUSIP: 914919AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3307000 | PA      | $3192577.80   | 0.63%             | 2041-12-25      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FORESIGHT ENERGY EQUITY SHARES                     | FORESIGHT ENERGY EQUITY SHARES                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     17979 | NS      | $96893.56     | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Time Manufacturing Holdings, LLC                   | Time Manufacturing Holdings, LLC, Senior Secured First Lien Term Loan                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18120 | PA      | $15249.82     | 0.00%             | 2027-12-01      | Floating      | 10.31%                | No            |                  3 | On Loan: No      |
| SALLIE MAE LEVERED 13.000% 03/2034 (MAR26)         | SALLIE MAE LEVERED 13.000% 03/2034 (MAR26)                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    769041 | PA      | $769041.33    | 0.15%             | 2034-03-11      | Fixed         | 13.00%                | No            |                  3 | On Loan: No      |
| Sallie Mae Levered 15.000% 03/2034                 | Sallie Mae Levered 15.000% 03/2034                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    366705 | PA      | $366704.78    | 0.07%             | 2034-03-26      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| VISION SOLUTIONS INC                               | Vision Solutions Inc                                                                 | CUSIP: 92834PAR4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5148532 | PA      | $3790606.84   | 0.75%             | 2029-04-23      | Floating      | 11.18%                | No            |                  2 | On Loan: No      |
| AFFORDABLE CARE INC REVOLVER 1L 08/21              | AFFORDABLE CARE INC REVOLVER 1L 08/21                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    175310 | PA      | $126012.96    | 0.02%             | 2027-06-30      | Floating      | 9.27%                 | No            |                  3 | On Loan: No      |
| Kennedy Lewis CLO Ltd                              | Kennedy Lewis CLO 15 Ltd                                                             | CUSIP: 37148AAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    493259 | PA      | $485135.33    | 0.10%             | 2037-07-20      | Floating      | 10.38%                | No            |                  3 | On Loan: No      |
| Jamestown CLO Ltd                                  | Jamestown CLO XV Ltd                                                                 | CUSIP: 47050VAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    411743 | PA      | $389394.57    | 0.08%             | 2035-07-15      | Floating      | 10.73%                | No            |                  3 | On Loan: No      |
| PRETIUM PARTNERS LLC P2 TL 1L 12/21                | PRETIUM PARTNERS LLC P2 TL 1L 12/21                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3270612 | PA      | $3205199.76   | 0.63%             | 2029-12-16      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| QUORUM HEALTH CORP                                 | QUORUM HEALTH CORP                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    212000 | NS      | $12783.60     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Santander Mortgage Asset Recei                     | Santander Mortgage Asset Receivable Trust 2025-NQM1                                  | CUSIP: 80262BAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    781191 | PA      | $730647.94    | 0.14%             | 2065-01-25      | Variable      | 7.29%                 | No            |                  3 | On Loan: No      |
| Santander Mortgage Asset Recei                     | Santander Mortgage Asset Receivable Trust 2025-NQM1                                  | CUSIP: 80262BAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  39170010 | PA      | $227186.06    | 0.04%             | 2065-01-25      | Variable      | 0.42%                 | No            |                  3 | On Loan: No      |
| Sallie Mae Levered TL DD B 11/25 (Mezz)            | Sallie Mae Levered TL DD B 11/25 (Mezz)                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    221847 | PA      | $222705.43    | 0.04%             | 2032-11-22      | Floating      | 6.68%                 | No            |                  3 | On Loan: No      |
| SANTANDER CONSUMER BANK AS PRIVATE EQUITY (KASPER  | SANTANDER CONSUMER BANK AS PRIVATE EQUITY (KASPER                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        | 120358204 | NS      | $13088849.10  | 2.58%             |  |  |  | No            |                  3 | On Loan: No      |
| HTAP Trust                                         | HTAP Issuer Trust 2025-2                                                             | CUSIP: 40446QAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    829000 | PA      | $814765.08    | 0.16%             | 2043-06-25      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HTAP Trust                                         | HTAP Issuer Trust 2025-3                                                             | CUSIP: 40446VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15738860 | PA      | $15440683.83  | 3.04%             | 2043-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sallie Mae Levered Private Equity (SPV Maguire Flo | Sallie Mae Levered Private Equity (SPV Maguire Flo                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |   1490786 | NS      | $1391863.35   | 0.27%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sallie Mae Levered 13.000% 11/2033 (SPV Maguire Fl | Sallie Mae Levered 13.000% 11/2033 (SPV Maguire Fl                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   2597393 | PA      | $2597393.25   | 0.51%             | 2033-11-26      | Fixed         | 13.00%                | No            |                  3 | On Loan: No      |
| Premier Care Dental Management, LLC                | Premier Care Dental Management, LLC, Senior Secured First Lien Delayed Draw Loan     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6851 | PA      | $6850.75      | 0.00%             | 2028-08-05      | Floating      | 8.65%                 | No            |                  3 | On Loan: No      |
| Premier Care Dental Management, LLC                | Premier Care Dental Management, LLC, Senior Secured First Lien Delayed Draw Loan     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12160 | PA      | $12160.08     | 0.00%             | 2028-08-05      | Floating      | 8.65%                 | No            |                  3 | On Loan: No      |
| Sallie Mae Levered TL DD B 11/25 (Mezz)            | Sallie Mae Levered TL DD B 11/25 (Mezz)                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29876 | PA      | $29991.51     | 0.01%             | 2032-11-22      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| HTAP Trust                                         | HTAP Issuer Trust 2025-3                                                             | CUSIP: 40446VAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    538000 | PA      | $522546.60    | 0.10%             | 2043-11-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                     | ICG US CLO 2022-1i Ltd                                                               | CUSIP: 44933PAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    515907 | PA      | $513534.30    | 0.10%             | 2038-10-20      | Floating      | 10.23%                | No            |                  3 | On Loan: No      |
| FLEXSYS HOLDINGS INC PRIVATE EQUITY (HERCULES AGGR | FLEXSYS HOLDINGS INC PRIVATE EQUITY (HERCULES AGGR                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |   6388539 | NS      | $6388538.69   | 1.26%             |  |  |  | Yes           |                  3 | On Loan: No      |
| PRETIUM PARTNERS LLC P2 PRIVATE EQUITY (SFR 2021-1 | PRETIUM PARTNERS LLC P2 PRIVATE EQUITY (SFR 2021-1                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    806409 | NS      | $777906.82    | 0.15%             |  |  |  | Yes           |                  3 | On Loan: No      |
| TIP Solar ABS Issuer LLC                           | TIP Solar ABS 2025 Issuer LLC                                                        | CUSIP: 87252XAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5061460 | PA      | $5094868.64   | 1.00%             | 2055-10-25      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd                                  | Trimaran Cavu 2021-3 Ltd                                                             | CUSIP: 89624HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    408314 | PA      | $395496.08    | 0.08%             | 2035-01-18      | Floating      | 11.31%                | No            |                  3 | On Loan: No      |
| Trimaran Advisors CAVU 2019-2                      | Trimaran CAVU 2019-2 Ltd                                                             | CUSIP: 89624KAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2546053 | PA      | $2558429.49   | 0.50%             | 2038-03-18      | Floating      | 9.93%                 | No            |                  3 | On Loan: No      |
| Trinitas CLO Ltd                                   | Trinitas CLO XXII Ltd                                                                | CUSIP: 89640NAE8<br>LEI: 254900Y31HLFEBSJXC19 | Long             | ABS-CBDO         | CORP              | BM        |    637261 | PA      | $634050.40    | 0.12%             | 2038-03-20      | Floating      | 9.68%                 | No            |                  3 | On Loan: No      |
| Trinitas CLO Ltd                                   | Trinitas CLO XXVI Ltd                                                                | CUSIP: 89642PAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    933702 | PA      | $938216.17    | 0.18%             | 2038-07-20      | Floating      | 10.43%                | No            |                  3 | On Loan: No      |
| Trinitas CLO Ltd                                   | Trinitas CLO XXVII LTD                                                               | CUSIP: 89642WAE6<br>LEI: 254900JOSDBR04E6JB79 | Long             | ABS-CBDO         | CORP              | KY        |    262352 | PA      | $260072.50    | 0.05%             | 2039-04-18      | Floating      | 10.27%                | No            |                  3 | On Loan: No      |
| Kennedy Lewis CLO Ltd                              | Kennedy Lewis CLO 13 Ltd                                                             | CUSIP: 488932AA2<br>LEI: 549300OHYOREA2V0F579 | Long             | ABS-CBDO         | CORP              | JE        |    374627 | PA      | $371688.68    | 0.07%             | 2038-01-20      | Floating      | 10.43%                | No            |                  3 | On Loan: No      |
| Kings Park CLO Ltd                                 | Kings Park CLO Ltd                                                                   | CUSIP: 496097AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    671777 | PA      | $625965.27    | 0.12%             | 2039-01-21      | Floating      | 9.72%                 | No            |                  3 | On Loan: No      |
| Santander Mortgage Asset Recei                     | Santander Mortgage Asset Receivable Trust 2025-NQM1                                  | CUSIP: 80262BAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  39170010 | PA      | $1578551.40   | 0.31%             | 2065-01-25      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| Sculptor CLO Ltd                                   | Sculptor CLO XXVIII Ltd                                                              | CUSIP: 81124MAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1065734 | PA      | $1005668.11   | 0.20%             | 2035-01-20      | Floating      | 9.98%                 | No            |                  3 | On Loan: No      |
| EW Scripps Co/The Revolver 1L 04/25                | EW Scripps Co/The Revolver 1L 04/25                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    171156 | PA      | $172011.91    | 0.03%             | 2028-03-31      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Providus CLO                                       | Providus Clo XII DAC                                                                 | CUSIP: BCC3MBKQ6<br>LEI: 635400OLELBUCIFIV691 | Long             | ABS-CBDO         | CORP              | IE        |    420000 | PA      | $497902.76    | 0.10%             | 2038-08-18      | Floating      | 7.80%                 | No            |                  3 | On Loan: No      |
| VISION SOLUTIONS INC                               | Vision Solutions Inc                                                                 | CUSIP: 70477BAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         1 | PA      | $1.01         | 0.00%             | 2028-04-24      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| Zeus Company LLC                                   | Zeus Company LLC, Senior Secured First Lien Term Loan                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    256018 | PA      | $241680.87    | 0.05%             | 2031-02-28      | Floating      | 9.10%                 | No            |                  3 | On Loan: No      |
| Zeus Company LLC                                   | Zeus Company LLC, Senior Secured First Lien Term Loan                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3966 | PA      | $3743.67      | 0.00%             | 2031-02-28      | Floating      | 9.10%                 | No            |                  3 | On Loan: No      |
| Zeus Company LLC                                   | Zeus Company LLC, Senior Secured First Lien Delayed Draw Loan                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24034 | PA      | $22687.88     | 0.00%             | 2031-02-28      | Floating      | 9.10%                 | No            |                  3 | On Loan: No      |
| Zeus Company LLC                                   | Zeus Company LLC, Senior Secured First Lien Revolving Credit Loan                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4848 | PA      | $4576.47      | 0.00%             | 2031-02-28      | Floating      | 9.11%                 | No            |                  3 | On Loan: No      |
| Wood Group Receivables, LLC                        | Wood Group Receivables, LLC, Senior Secured First Lien Revolving Credit Loan         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   5745174 | PA      | $5663017.62   | 1.12%             | 2028-10-31      | Floating      | 9.16%                 | No            |                  3 | On Loan: No      |
| Valley Stream Park CLO, Ltd                        | Valley Stream Park CLO LTD                                                           | CUSIP: 92013BAJ6<br>LEI: 213800DEME82SWN32S20 | Long             | ABS-CBDO         | CORP              | JE        |    910277 | PA      | $835781.75    | 0.16%             | 2037-01-20      | Floating      | 8.93%                 | No            |                  3 | On Loan: No      |
| iNova Pharmaceuticals (Australia) Pty Limited TL 1 | iNova Pharmaceuticals (Australia) Pty Limited TL 1                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | AU        |   1302540 | PA      | $941511.93    | 0.19%             | 2031-10-28      | Floating      | 8.54%                 | No            |                  3 | On Loan: No      |
| Wood Group Receivables, LLC                        | Wood Group Receivables, LLC, Senior Secured First Lien Revolving Credit Loan         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1149035 | PA      | $1132603.52   | 0.22%             | 2028-10-31      | Floating      | 9.16%                 | No            |                  3 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                            | Zayo Group Holdings Inc                                                              | CUSIP: 98919XAH4<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |         0 | PA      | $0.43         | 0.00%             | 2030-03-11      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Time Manufacturing Holdings, LLC                   | Time Manufacturing Holdings, LLC, Senior Secured First Lien Revolving Credit Loan    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     73275 | PA      | $61668.55     | 0.01%             | 2027-12-01      | Floating      | 10.25%                | No            |                  3 | On Loan: No      |
| Time Manufacturing Holdings, LLC                   | Time Manufacturing Holdings, LLC, Senior Secured First Lien Revolving Credit Loan    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16069 | PA      | $13523.36     | 0.00%             | 2027-12-01      | Floating      | 10.25%                | No            |                  3 | On Loan: No      |
| 48Forty Solutions LLC                              | 48Forty Solutions LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       440 | NS      | $1923779.39   | 0.38%             |  |  |  | Yes           |                  3 | On Loan: No      |
| 999999YAK                                          | 999999YAK                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     11000 | NS      | $605.00       | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| AFFORDABLE CARE INC REVOLVER 1L 08/21              | AFFORDABLE CARE INC REVOLVER 1L 08/21                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1771 | PA      | $1272.86      | 0.00%             | 2027-06-30      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Zeus Company R/C                                   | Zeus Company R/C                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31512 | PA      | $29747.09     | 0.01%             | 2031-02-28      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| GovDelivery Holdings, LLC                          | GovDelivery Holdings, LLC, Senior Secured First Lien Term Loan                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8191 | PA      | $8190.81      | 0.00%             | 2031-01-17      | Floating      | 7.16%                 | No            |                  3 | On Loan: No      |
| GovDelivery Holdings, LLC                          | GovDelivery Holdings, LLC, Senior Secured First Lien Delayed Draw Loan               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       722 | PA      | $721.84       | 0.00%             | 2031-01-17      | Floating      | 7.17%                 | No            |                  3 | On Loan: No      |
| Wood Group Receivables R/C                         | Wood Group Receivables R/C                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   7468726 | PA      | $7361922.90   | 1.45%             | 2028-10-31      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Vietjet Aviation JSC TL 1L Delayed Draw 03/25 (A32 | Vietjet Aviation JSC TL 1L Delayed Draw 03/25 (A32                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | IE        |   2303523 | PA      | $2304905.04   | 0.45%             | 2037-03-28      | Fixed         | 9.36%                 | No            |                  3 | On Loan: No      |
| FLINT GROUP TOPCO LTD                              | Flint Group Topco Ltd                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | JE        |    280016 | PA      | $14089.02     | 0.00%             | 2027-12-31      | Floating      | 0.10%                 | No            |                  2 | On Loan: No      |
| FLINT GROUP TOPCO LTD                              | Flint Group Topco Ltd                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | JE        |    134108 | PA      | $6747.66      | 0.00%             | 2027-12-31      | Floating      | 0.10%                 | No            |                  2 | On Loan: No      |
| UNISON TRUST 2025-1 A      20550725 6.00000        | UNISON TRUST 2025-1 A      20550725 6.00000                                          | CUSIP: 90920QAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7302519 | PA      | $6860771.28   | 1.35%             | 2055-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GAINWELL ACQUISITION COR                           | Gainwell Acquisition Corp                                                            | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2978972 | PA      | $2933676.31   | 0.58%             | 2027-10-01      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| GovDelivery Holdings, LLC                          | GovDelivery Holdings, LLC, Senior Secured First Lien Delayed Draw Loan               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23921 | PA      | $23920.99     | 0.00%             | 2031-01-17      | Floating      | 6.91%                 | 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        |   3301497 | PA      | $3301497.03   | 0.65%             | 2028-08-25      | Floating      | 8.67%                 | No            |                  3 | On Loan: No      |
| Wilton Park CLO                                    | Wilton Park CLO DAC                                                                  | CUSIP: BCC3MGL92<br>LEI: 254900MA3TGEBS397E50 | Long             | ABS-CBDO         | CORP              | IE        |    525000 | PA      | $613412.84    | 0.12%             | 2038-07-15      | Floating      | 7.90%                 | No            |                  3 | On Loan: No      |
| Wilton Park CLO                                    | Wilton Park CLO DAC                                                                  | CUSIP: BCC3MGLB7<br>LEI: 254900MA3TGEBS397E50 | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $1730812.53   | 0.34%             | 2038-07-15      | Floating      | 10.60%                | No            |                  3 | On Loan: No      |
| Cast & Crew LLC Revolver 1L 04/26 (AR)             | Cast & Crew LLC Revolver 1L 04/26 (AR)                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |  10016126 | PA      | $10016126.40  | 1.97%             | 2028-12-31      | Floating      | 8.38%                 | No            |                  3 | On Loan: No      |
| CIVICA GROUP LTD TL 1L DELAYED DRAW 08/23 GBP      | CIVICA GROUP LTD TL 1L DELAYED DRAW 08/23 GBP                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |     43413 | PA      | $57006.33     | 0.01%             | 2030-06-30      | Floating      | 9.47%                 | No            |                  3 | On Loan: No      |
| Time Manufacturing Holdings, LLC                   | Time Manufacturing Holdings, LLC, Senior Secured First Lien Term Loan                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    905137 | PA      | $761763.70    | 0.15%             | 2027-12-01      | Floating      | 10.31%                | No            |                  3 | On Loan: No      |
| Time Manufacturing Holdings, LLC                   | Time Manufacturing Holdings, LLC, Senior Secured First Lien Term Loan                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    583500 | PA      | $576350.77    | 0.11%             | 2027-12-01      | Floating      | 8.65%                 | No            |                  3 | On Loan: No      |
| Accuride Corp.                                     | Accuride Corp.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |   4238399 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AFFORDABLE CARE INC 11.250% 06/2028 PIK PREF EQUIT | AFFORDABLE CARE INC 11.250% 06/2028 PIK PREF EQUIT                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |    677000 | PA      | $25930.45     | 0.01%             | 2069-12-31      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| GovDelivery Holdings, LLC                          | GovDelivery Holdings, LLC, Senior Secured First Lien Term Loan                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    158169 | PA      | $158168.61    | 0.03%             | 2031-01-17      | Floating      | 7.16%                 | No            |                  3 | On Loan: No      |
| Harley-Davidson Financial Services Inc Private Equ | Harley-Davidson Financial Services Inc Private Equ                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |  14743993 | NS      | $15207131.35  | 3.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SPV Avenue One PropCo Private Equity (Aggregator 4 | SPV Avenue One PropCo Private Equity (Aggregator 4                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |   2491775 | NS      | $1203706.54   | 0.24%             |  |  |  | Yes           |                  3 | On Loan: No      |
| TDC LLP PRIVATE EQUITY (SPV OLYMPUS HOLDCO LIMITED | TDC LLP PRIVATE EQUITY (SPV OLYMPUS HOLDCO LIMITED                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      9901 | NS      | $14497.60     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SUNPOWER FINANCIAL PRIVATE EQUITY (SPV)            | SUNPOWER FINANCIAL PRIVATE EQUITY (SPV)                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     25075 | NS      | $27219.17     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sunrun Inc TL 1L 07/23 (Charis)                    | Sunrun Inc TL 1L 07/23 (Charis)                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   5042153 | PA      | $5166189.65   | 1.02%             | 2059-04-30      | Fixed         | 6.93%                 | No            |                  3 | On Loan: No      |
| Dryden Senior Loan Fund                            | Dryden 90 Clo Ltd                                                                    | CUSIP: 26251KAE6<br>LEI: 549300BLIFMJ8T7AGX24 | Long             | ABS-CBDO         | CORP              | KY        |    939440 | PA      | $940179.52    | 0.19%             | 2038-11-15      | Floating      | 9.55%                 | No            |                  3 | On Loan: No      |
| Dryden Senior Loan Fund                            | Dryden 97 CLO Ltd                                                                    | CUSIP: 26251RAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    334410 | PA      | $331767.72    | 0.07%             | 2038-10-20      | Floating      | 9.83%                 | No            |                  3 | On Loan: No      |
| Sunrun Inc TL 1L 02/24 (Romulus)                   | Sunrun Inc TL 1L 02/24 (Romulus)                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   5961877 | PA      | $5981551.16   | 1.18%             | 2054-01-31      | Fixed         | 6.48%                 | No            |                  3 | On Loan: No      |
| TDC LLP 8.000% 06/2049 (ASSETCO)                   | TDC LLP 8.000% 06/2049 (ASSETCO)                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | GB        |    282259 | NS      | $383776.51    | 0.08%             |  |  |  | Yes           |                  3 | On Loan: No      |
| COBHAM ULTRA SENIORCO SA                           | Cobham Ultra SeniorCo Sarl                                                           | CUSIP: N/A<br>LEI: 254900L6IKLPZKIC4F32       | Long             | LON              | CORP              | LU        |    104000 | PA      | $122861.32    | 0.02%             | 2029-08-06      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Cast & Crew LLC Revolver 1L 04/26 (AR)             | Cast & Crew LLC Revolver 1L 04/26 (AR)                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   4292626 | PA      | $4292625.60   | 0.85%             | 2028-12-31      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| DYE & DURHAM LIMITED                               | Dye & Durham Ltd                                                                     | CUSIP: 267486AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1879000 | PA      | $1640273.05   | 0.32%             | 2029-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 23 Ltd                                 | Elmwood CLO 23 Ltd                                                                   | CUSIP: 29004AAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    206847 | PA      | $206876.44    | 0.04%             | 2036-04-16      | Floating      | 9.58%                 | No            |                  3 | On Loan: No      |
| iNova Pharmaceuticals (Australia) Pty Limited TL 1 | iNova Pharmaceuticals (Australia) Pty Limited TL 1                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | AU        |    148944 | PA      | $107660.47    | 0.02%             | 2031-10-28      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| TIME MANUFACTURING HOLDINGS R/C (12/21)            | TIME MANUFACTURING HOLDINGS R/C (12/21)                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     64596 | PA      | $54363.85     | 0.01%             | 2027-12-01      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Stannaway Park CLO                                 | Stannaway Park Clo DAC                                                               | CUSIP: BCC3QDWD4<br>LEI: 635400TBHSZX5TTCNO91 | Long             | ABS-CBDO         | CORP              | IE        |    788000 | PA      | $917558.54    | 0.18%             | 2038-01-23      | Floating      | 10.29%                | No            |                  3 | On Loan: No      |
| Bayard Park CLO, Ltd                               | Bayard Park CLO Ltd                                                                  | CUSIP: 072716AA1<br>LEI: 254900IPTPVQFEN03U12 | Long             | ABS-CBDO         | CORP              | KY        |    920857 | PA      | $927247.20    | 0.18%             | 2038-07-24      | Floating      | 10.02%                | No            |                  3 | On Loan: No      |
| BlackRock Liquidity FedFund                        | BlackRock Liquidity FedFund                                                          | CUSIP: 09248U700<br>LEI: 549300T8K043VZEOVK74 | Long             | STIV             | RF                | US        |  23489121 | NS      | $23489120.86  | 4.63%             |  |  |  | No            |                  1 | On Loan: No      |
| CIVICA GROUP LTD TL 1L DELAYED DRAW 08/23 GBP      | CIVICA GROUP LTD TL 1L DELAYED DRAW 08/23 GBP                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |     50758 | PA      | $66651.65     | 0.01%             | 2030-06-30      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Service Express Inc Revolver 1L 12/25 (Incremental | Service Express Inc Revolver 1L 12/25 (Incremental                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26733 | PA      | $26633.76     | 0.01%             | 2032-12-23      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Harley-Davidson Financial Services Inc Private Equ | Harley-Davidson Financial Services Inc Private Equ                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |   1102297 | NS      | $1111733.07   | 0.22%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Harley-Davidson Financial Services Inc Private Equ | Harley-Davidson Financial Services Inc Private Equ                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |   4078480 | NS      | $4220146.10   | 0.83%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Clonmore Park CLO                                  | Clonmore Park CLO DAC                                                                | CUSIP: BCC3DRCX5<br>LEI: 254900K613IO1MF3NA10 | Long             | ABS-CBDO         | CORP              | IE        |    406000 | PA      | $474026.76    | 0.09%             | 2035-08-21      | Floating      | 8.84%                 | No            |                  3 | On Loan: No      |
| CIFC European Funding CLO                          | CIFC European Funding VII DAC                                                        | CUSIP: BCC3NC689<br>LEI: 635400MZS8JLGBJKCR25 | Long             | ABS-CBDO         | CORP              | IE        |    800000 | PA      | $932658.57    | 0.18%             | 2039-07-15      | Floating      | 10.54%                | No            |                  3 | On Loan: No      |
| Contego CLO DAC                                    | Contego Clo XIV DAC                                                                  | CUSIP: BCC3PCM63<br>LEI: 635400NLZP2UKDTVEG95 | Long             | ABS-CBDO         | CORP              | IE        |    686000 | PA      | $812972.64    | 0.16%             | 2037-10-15      | Floating      | 7.61%                 | No            |                  3 | On Loan: No      |
| Contego CLO DAC                                    | Contego Clo XV DAC                                                                   | CUSIP: BCC3SHN27<br>LEI: 635400Y8ONIEBKMIOA69 | Long             | ABS-CBDO         | CORP              | IE        |    381000 | PA      | $448280.01    | 0.09%             | 2040-04-15      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| OCP Euro CLO                                       | OCP Euro CLO 2026-15 DAC                                                             | CUSIP: BCC3SCHM1<br>LEI: 635400SWPXTSHQKC7J29 | Long             | ABS-CBDO         | CORP              | IE        |    596000 | PA      | $695568.96    | 0.14%             | 2039-04-18      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Cordatus CLO PLC                                   | CVC Cordatus Loan Fund XXXI DAC                                                      | CUSIP: BCC3SV1C8<br>LEI: 549300E0CSGI3E3SNH05 | Long             | ABS-CBDO         | CORP              | IE        |    617000 | PA      | $727258.23    | 0.14%             | 2037-06-15      | Floating      | 7.70%                 | No            |                  3 | On Loan: No      |
| PPM Clo, Ltd.                                      | PPM CLO 4 Ltd                                                                        | CUSIP: 69356BAG5<br>LEI: 5493006KUFG82AH4TB78 | Long             | ABS-CBDO         | CORP              | KY        |    864297 | PA      | $802348.96    | 0.16%             | 2038-03-18      | Floating      | 10.86%                | No            |                  3 | On Loan: No      |
| Post CLO LTD                                       | Post CLO 2021-1 LTD                                                                  | CUSIP: 73742GAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1515000 | PA      | $1478171.90   | 0.29%             | 2034-10-15      | Floating      | 9.37%                 | No            |                  3 | On Loan: No      |
| Premier Care Dental Management, LLC                | Premier Care Dental Management, LLC, Senior Secured First Lien Delayed Draw Loan     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4110 | PA      | $4110.45      | 0.00%             | 2028-08-05      | Floating      | 8.65%                 | No            |                  3 | On Loan: No      |
| Premier Care Dental Management, LLC                | Premier Care Dental Management, LLC, Senior Secured First Lien Delayed Draw Loan     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2912 | PA      | $2911.57      | 0.00%             | 2028-08-05      | Floating      | 8.65%                 | No            |                  3 | On Loan: No      |
| ACI GROUP HOLDINGS INC                             | ACI Group Holdings Inc                                                               | CUSIP: N/A<br>LEI: 254900W4LN0DU83SND93       | Long             | LON              | CORP              | US        |   1555829 | PA      | $1118329.55   | 0.22%             | 2028-08-02      | Floating      | 6.55%                 | No            |                  3 | On Loan: No      |
| ACI GROUP HOLDINGS INC                             | ACI Group Holdings Inc                                                               | CUSIP: N/A<br>LEI: 254900W4LN0DU83SND93       | Long             | LON              | CORP              | US        |     81486 | PA      | $58572.49     | 0.01%             | 2028-08-02      | Floating      | 6.55%                 | No            |                  3 | On Loan: No      |
| ACI GROUP HOLDINGS INC                             | ACI Group Holdings Inc                                                               | CUSIP: N/A<br>LEI: 254900W4LN0DU83SND93       | Long             | LON              | CORP              | US        |    281895 | PA      | $202626.41    | 0.04%             | 2028-08-02      | Floating      | 6.55%                 | No            |                  3 | On Loan: No      |
| ACI GROUP HOLDINGS INC                             | ACI Group Holdings Inc                                                               | CUSIP: N/A<br>LEI: 254900W4LN0DU83SND93       | Long             | LON              | CORP              | US        |     12513 | PA      | $8994.55      | 0.00%             | 2028-08-02      | Floating      | 6.55%                 | No            |                  3 | On Loan: No      |
| 3P Buyer Inc                                       | 3P Buyer Inc, Senior Secured First Lien Term Loan                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1872404 | PA      | $1688908.17   | 0.33%             | 2027-11-23      | Floating      | 9.77%                 | No            |                  3 | On Loan: No      |
| 3P Buyer Inc                                       | 3P Buyer Inc, Senior Secured First Lien Revolving Credit Loan                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     80083 | PA      | $72235.05     | 0.01%             | 2027-11-23      | Floating      | 11.75%                | No            |                  3 | On Loan: No      |
| ACI Group Holdings, Inc.                           | ACI Group Holdings, Inc., Senior Secured First Lien Delayed Draw Loan                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    305280 | PA      | $219435.50    | 0.04%             | 2028-08-02      | Floating      | 6.55%                 | No            |                  3 | On Loan: No      |
| ACI Group Holdings, Inc.                           | ACI Group Holdings, Inc., Senior Secured First Lien Delayed Draw Loan                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13551 | PA      | $9740.70      | 0.00%             | 2028-08-02      | Floating      | 6.55%                 | No            |                  3 | On Loan: No      |
| Elmwood CLO 26 Ltd                                 | Elmwood CLO 26 Ltd                                                                   | CUSIP: 29004DAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1025522 | PA      | $1039336.97   | 0.20%             | 2039-04-18      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Empower CLO Ltd.                                   | Empower CLO 2023-2 Ltd                                                               | CUSIP: 29247JAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    213598 | PA      | $213749.34    | 0.04%             | 2038-10-15      | Floating      | 9.27%                 | No            |                  3 | On Loan: No      |
| APEX SERVICE PARTNERS INTERMEDIATE 2, LLC          | APEX SERVICE PARTNERS INTERMEDIATE 2, LLC, Senior Secured First Lien Term Loan       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     64914 | PA      | $66861.41     | 0.01%             | 2031-04-23      | Fixed         | 14.25%                | No            |                  3 | On Loan: No      |
| APEX SERVICE PARTNERS INTERMEDIATE 2, LLC          | APEX SERVICE PARTNERS INTERMEDIATE 2, LLC, Senior Secured First Lien Term Loan       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26357 | PA      | $27147.61     | 0.01%             | 2031-04-23      | Fixed         | 14.25%                | No            |                  3 | On Loan: No      |
| DRB PRIME STUDENT LOAN TRUST                       | Laurel Road Prime Student Loan Trust 2017-B                                          | CUSIP: 518887104<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       804 | PA      | $1199841.84   | 0.24%             | 2042-08-25      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley Residential Mor                     | Morgan Stanley Residential Mortgage Loan Trust 2025-DSC3                             | CUSIP: 61779JAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1160330 | PA      | $1061884.82   | 0.21%             | 2070-09-25      | Variable      | 7.19%                 | No            |                  2 | On Loan: No      |
| GOVDELIVERY RC (1/24)                              | GOVDELIVERY RC (1/24)                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22901 | PA      | $22901.02     | 0.00%             | 2031-01-17      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Harvest CLO                                        | Harvest CLO XXXVI DAC                                                                | CUSIP: BCC3MK3B8<br>LEI: 635400D94DGVG9CDLP77 | Long             | ABS-CBDO         | CORP              | IE        |    526000 | PA      | $621663.30    | 0.12%             | 2038-07-15      | Floating      | 7.90%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley Residential Mor                     | Morgan Stanley Residential Mortgage Loan Trust 2025-DSC3                             | CUSIP: 61779JAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  69268087 | PA      | $417305.59    | 0.08%             | 2070-09-25      | Variable      | 0.33%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                     | Morgan Stanley Residential Mortgage Loan Trust 2025-DSC3                             | CUSIP: 61779JAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  69268087 | PA      | $3852316.95   | 0.76%             | 2070-09-25      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| Time Manufacturing Holdings, LLC                   | Time Manufacturing Holdings, LLC, Senior Secured First Lien Term Loan                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11681 | PA      | $11538.02     | 0.00%             | 2027-12-01      | Floating      | 8.65%                 | No            |                  3 | On Loan: No      |
| Time Manufacturing Holdings, LLC                   | Time Manufacturing Holdings, LLC, Senior Secured First Lien Term Loan                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    365767 | PA      | $361285.64    | 0.07%             | 2027-12-01      | Floating      | 8.65%                 | No            |                  3 | On Loan: No      |
| ARES CLO Ltd                                       | Ares LXV CLO Ltd                                                                     | CUSIP: 04019GAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1078040 | PA      | $1029188.46   | 0.20%             | 2034-07-25      | Floating      | 10.07%                | No            |                  3 | On Loan: No      |
| ARES CLO Ltd                                       | ARES Loan Funding III Ltd                                                            | CUSIP: 04019PAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    743204 | PA      | $756974.37    | 0.15%             | 2039-04-25      | Floating      | 10.22%                | No            |                  3 | On Loan: No      |
| AIMBRIDGE ACQUISITION CO                           | Aimbridge Acquisition Co Inc                                                         | CUSIP: 00900YAG1<br>LEI: 549300SPGKLVE9WYCQ20 | Long             | LON              | CORP              | US        |   2699287 | PA      | $2699287.46   | 0.53%             | 2030-03-11      | Floating      | 9.28%                 | No            |                  3 | On Loan: No      |
| Aimbridge Acquisition Co., Inc.                    | Aimbridge Acquisition Co., Inc., Senior Secured First Lien Term Loan                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1765284 | PA      | $1765284.41   | 0.35%             | 2030-03-11      | Floating      | 11.16%                | No            |                  3 | On Loan: No      |
| Time Manufacturing Holdings, LLC                   | Time Manufacturing Holdings, LLC, Senior Secured First Lien Term Loan                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7322 | PA      | $7232.36      | 0.00%             | 2027-12-01      | Floating      | 8.65%                 | No            |                  3 | On Loan: No      |
| Fortna AR, LLC                                     | Fortna AR, LLC, Senior Secured First Lien Revolving Credit Loan                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     85519 | PA      | $85518.83     | 0.02%             | 2032-02-14      | Floating      | 8.45%                 | No            |                  3 | On Loan: No      |
| Premier Care Dental Management, LLC                | Premier Care Dental Management, LLC, Senior Secured First Lien Delayed Draw Loan     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7022 | PA      | $7022.02      | 0.00%             | 2028-08-05      | Floating      | 8.65%                 | No            |                  3 | On Loan: No      |
| Premier Care Dental Management, LLC                | Premier Care Dental Management, LLC, Senior Secured First Lien Delayed Draw Loan     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10790 | PA      | $10789.93     | 0.00%             | 2028-08-05      | Floating      | 8.65%                 | No            |                  3 | On Loan: No      |
| Aimbridge Acquisition Co., Inc.                    | Aimbridge Acquisition Co., Inc., Senior Secured First Lien Term Loan                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    113234 | PA      | $113234.17    | 0.02%             | 2030-03-11      | Floating      | 11.16%                | No            |                  3 | On Loan: No      |
| ALPINE ACQUISITION CORP II                         | ALPINE ACQUISITION CORP II                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    689096 | PA      | $689096.22    | 0.14%             | 2031-01-14      | Floating      | 8.67%                 | No            |                  3 | On Loan: No      |
| Bain Capital Credit CLO, Limit                     | Bain Capital Credit CLO 2023-1 Ltd                                                   | CUSIP: 05685PAG0<br>LEI: 549300OV3LSQ8RJ1DY13 | Long             | ABS-CBDO         | CORP              | JE        |    917610 | PA      | $887444.60    | 0.17%             | 2038-07-16      | Floating      | 9.93%                 | No            |                  3 | On Loan: No      |
| Bain Capital Credit CLO, Limit                     | Bain Capital Credit CLO 2026-1 Ltd                                                   | CUSIP: 05686MAA9<br>LEI: 2549004DD6EKLJXDJT31 | Long             | ABS-CBDO         | CORP              | KY        |    885573 | PA      | $879642.94    | 0.17%             | 2039-04-26      | Floating      | 8.43%                 | No            |                  3 | On Loan: No      |
| ALPINE ACQUISITION CORP II                         | ALPINE ACQUISITION CORP II                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    880549 | PA      | $880548.85    | 0.17%             | 2031-01-14      | Floating      | 8.92%                 | No            |                  3 | On Loan: No      |
| ALTITUDE II PRIVATE EQUITY (KKR ALTITUDE II OFFSHO | ALTITUDE II PRIVATE EQUITY (KKR ALTITUDE II OFFSHO                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |    729429 | NS      | $786182.69    | 0.15%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Balboa Bay Loan Funding Ltd                        | Balboa Bay Loan Funding 2024-1 Ltd                                                   | CUSIP: 05766PAA5<br>LEI: 254900ZDWC7EDY07BS61 | Long             | ABS-CBDO         | CORP              | KY        |    885436 | PA      | $889459.62    | 0.18%             | 2037-07-20      | Floating      | 9.93%                 | No            |                  3 | On Loan: No      |
| Babson CLO Ltd                                     | Barings CLO Ltd 2024-I                                                               | CUSIP: 06763WAE3<br>LEI: 2549005VRCK51O5LRS39 | Long             | ABS-CBDO         | CORP              | KY        |    335926 | PA      | $339234.50    | 0.07%             | 2039-01-20      | Floating      | 9.87%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley Residential Mor                     | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM9                             | CUSIP: 61779VAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1335501 | PA      | $1324702.41   | 0.26%             | 2070-09-25      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                     | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM9                             | CUSIP: 61779VAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1293726 | PA      | $1257486.41   | 0.25%             | 2070-09-25      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                     | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM9                             | CUSIP: 61779VAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    834851 | PA      | $752119.85    | 0.15%             | 2070-09-25      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                     | Morgan Stanley Residential Mortgage Loan Trust 2025-HX1                              | CUSIP: 617942AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1124000 | PA      | $1131520.91   | 0.22%             | 2070-03-25      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Muskoka JV LLC                                     | Muskoka JV LLC                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | RF                | US        |      5000 | NS      | $4605921.00   | 0.91%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Madison Park Funding Ltd                           | Madison Park Funding XXXV Ltd                                                        | CUSIP: 55819LAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1002028 | PA      | $916794.00    | 0.18%             | 2039-02-13      | Floating      | 9.58%                 | No            |                  3 | On Loan: No      |
| Harvest CLO                                        | Harvest CLO XXXVI DAC                                                                | CUSIP: BCC3MK3C6<br>LEI: 635400D94DGVG9CDLP77 | Long             | ABS-CBDO         | CORP              | IE        |    800000 | PA      | $912698.69    | 0.18%             | 2038-07-15      | Floating      | 10.44%                | No            |                  3 | On Loan: No      |
| Harvest CLO                                        | Harvest CLO XXXVII DAC                                                               | CUSIP: BCC3PPSV3<br>LEI: 635400IUMEGLVCCJWL30 | Long             | ABS-CBDO         | CORP              | IE        |    533000 | PA      | $620743.76    | 0.12%             | 2039-01-15      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Madison Park Funding Ltd                           | Madison Park Funding XLIX Ltd                                                        | CUSIP: 55821QAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1657500 | PA      | $1472649.73   | 0.29%             | 2034-10-19      | Floating      | 8.28%                 | No            |                  3 | On Loan: No      |
| Magnetite CLO Ltd                                  | Magnetite XXIII Ltd                                                                  | CUSIP: 55954RAL4<br>LEI: 549300WG00K34O9YA435 | Long             | ABS-CBDO         | CORP              | KY        |    720901 | PA      | $698707.72    | 0.14%             | 2035-01-25      | Floating      | 8.27%                 | No            |                  3 | On Loan: No      |
| Apex Service Partners 2024 R/C (9/24)              | Apex Service Partners 2024 R/C (9/24)                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13920 | PA      | $13920.30     | 0.00%             | 2029-10-24      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| ALPINE ACQUISITION CORP II                         | ALPINE ACQUISITION CORP II                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    264198 | PA      | $264197.76    | 0.05%             | 2031-01-14      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Harvest CLO                                        | Harvest Clo Xxxix DAC                                                                | CUSIP: BCC3SC0R8<br>LEI: 635400XF6SA5VEQHZP63 | Long             | ABS-CBDO         | CORP              | IE        |    935690 | PA      | $1094169.78   | 0.22%             | 2039-04-15      | Floating      | 10.58%                | No            |                  3 | On Loan: No      |
| MAINE EMPLOYERS' MUTUAL                            | Maine Employers' Mutual Insurance Co                                                 | CUSIP: 56042AAB5<br>LEI: 529900ETDPRR4YWP2815 | Long             | ABS-O            | CORP              | US        |   5874000 | PA      | $5875174.80   | 1.16%             | 2045-12-04      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| Marble Point CLO LTD                               | Marble Point CLO XVI Ltd                                                             | CUSIP: 56607CAJ1<br>LEI: 2549001G1E9UB7Y1WR96 | Long             | ABS-CBDO         | CORP              | KY        |    690613 | PA      | $653773.46    | 0.13%             | 2034-11-16      | Floating      | 10.95%                | No            |                  3 | On Loan: No      |
| APEX SERVICE PARTNERS INTERMEDIATE 2, LLC          | APEX SERVICE PARTNERS INTERMEDIATE 2, LLC, Subordinated First Lien Delayed Draw Loan | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4783 | PA      | $4926.01      | 0.00%             | 2031-04-23      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| ACCURIDE INTERMEDIATE CO                           | Accuride Intermediate Co Inc                                                         | CUSIP: 00440LAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3186894 | PA      | $5866433.83   | 1.16%             | 2030-02-28      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley Residential Mor                     | Morgan Stanley Residential Mortgage Loan Trust 2025-HX1                              | CUSIP: 617942AH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1248000 | PA      | $1230809.30   | 0.24%             | 2070-03-25      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                     | Morgan Stanley Residential Mortgage Loan Trust 2025-HX1                              | CUSIP: 617942AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    824000 | PA      | $800908.06    | 0.16%             | 2070-03-25      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                     | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM9                             | CUSIP: 61779VAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  74680823 | PA      | $423910.76    | 0.08%             | 2070-09-25      | Variable      | 0.33%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                     | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM9                             | CUSIP: 61779VAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  74680823 | PA      | $3180439.69   | 0.63%             | 2070-09-25      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                     | Morgan Stanley Residential Mortgage Loan Trust 2025-HX1                              | CUSIP: 617942AK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  40314465 | PA      | $209127.26    | 0.04%             | 2070-03-25      | Variable      | 0.33%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                     | Morgan Stanley Residential Mortgage Loan Trust 2025-HX1                              | CUSIP: 617942AL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  40314465 | PA      | $985781.39    | 0.19%             | 2070-03-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                     | Morgan Stanley Residential Mortgage Loan Trust 2026-DSC1                             | CUSIP: 617950AJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1682159 | PA      | $1655169.10   | 0.33%             | 2071-01-25      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                     | Morgan Stanley Residential Mortgage Loan Trust 2026-DSC1                             | CUSIP: 617950AK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1909035 | PA      | $1841636.33   | 0.36%             | 2071-01-25      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                     | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM6                             | CUSIP: 617948AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1577271 | PA      | $1567645.07   | 0.31%             | 2070-07-25      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                     | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM6                             | CUSIP: 617948AH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1826066 | PA      | $1791007.18   | 0.35%             | 2070-07-25      | Variable      | 7.19%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                     | Morgan Stanley Residential Mortgage Loan Trust 2026-DSC1                             | CUSIP: 617950AL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1002959 | PA      | $901440.29    | 0.18%             | 2071-01-25      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                     | Morgan Stanley Residential Mortgage Loan Trust 2026-DSC1                             | CUSIP: 617950AM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  63960716 | PA      | $401609.33    | 0.08%             | 2071-01-25      | Variable      | 0.32%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                     | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM6                             | CUSIP: 617948AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1037767 | PA      | $1003619.07   | 0.20%             | 2070-07-25      | Variable      | 7.19%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                     | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM6                             | CUSIP: 617948AK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  69719455 | PA      | $387800.53    | 0.08%             | 2070-07-25      | Variable      | 0.33%                 | No            |                  2 | On Loan: No      |
| ACCURIDE INTERMEDIATE CO                           | Accuride Intermediate Co Inc                                                         | CUSIP: 00440LAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    188247 | PA      | $346525.78    | 0.07%             | 2030-02-28      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| 3P BUYER R/C                                       | 3P BUYER R/C                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    106157 | PA      | $95753.43     | 0.02%             | 2027-11-23      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| BANKERS HEALTHCARE GROUP LLC TL 1L DELAYED DRAW 11 | BANKERS HEALTHCARE GROUP LLC TL 1L DELAYED DRAW 11                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    110157 | PA      | $110674.62    | 0.02%             | 2027-11-08      | Floating      | 15.19%                | No            |                  3 | On Loan: No      |
| Kestra Financial Inc 12.000% PIK 12/2031 (Pref Equ | Kestra Financial Inc 12.000% PIK 12/2031 (Pref Equ                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |    123070 | PA      | $123070.00    | 0.02%             | 2031-12-31      | Fixed         | 12.00%                | Yes           |                  3 | On Loan: No      |
| Morgan Stanley Residential Mor                     | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM6                             | CUSIP: 617948AL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  69719455 | PA      | $2698840.11   | 0.53%             | 2070-07-25      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 43                     | Octagon Investment Partners 43 Ltd                                                   | CUSIP: 67573MAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    917777 | PA      | $918696.79    | 0.18%             | 2038-10-15      | Floating      | 10.02%                | No            |                  3 | On Loan: No      |
| Bluemountain CLO Ltd                               | BlueMountain CLO XXXII Ltd                                                           | CUSIP: 09631FAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1093403 | PA      | $1061860.95   | 0.21%             | 2034-10-15      | Floating      | 10.27%                | No            |                  3 | On Loan: No      |
| Broad River BSL Funding CLO Lt                     | Broad River Bsl Funding Clo Ltd 2020-1                                               | CUSIP: 11124UAC5<br>LEI: 5493000KEEYM16WOW109 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1508524.56   | 0.30%             | 2034-07-20      | Floating      | 10.44%                | No            |                  3 | On Loan: No      |
| Morgan Stanley Residential Mor                     | Morgan Stanley Residential Mortgage Loan Trust 2026-DSC1                             | CUSIP: 617950AN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  63960716 | PA      | $3576971.05   | 0.70%             | 2071-01-25      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                           | Neuberger Berman Loan Advisers Clo 42 Ltd                                            | CUSIP: 64133XAL7<br>LEI: 549300LGCRX4YI1JNS93 | Long             | ABS-CBDO         | CORP              | KY        |    436471 | PA      | $424421.40    | 0.08%             | 2036-07-16      | Floating      | 8.28%                 | No            |                  3 | On Loan: No      |
| ALPINE ACQUISITION CORP II                         | ALPINE ACQUISITION CORP II                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     66049 | PA      | $66049.44     | 0.01%             | 2031-01-14      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Invesco CLO LTD                                    | Invesco US CLO 2025-1 LTD                                                            | CUSIP: 46151PAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    656330 | PA      | $660881.27    | 0.13%             | 2038-07-15      | Floating      | 9.67%                 | No            |                  3 | On Loan: No      |
| Invesco CLO LTD                                    | Invesco US CLO 2025-2 Ltd                                                            | CUSIP: 46151TAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $929163.14    | 0.18%             | 2038-07-15      | Floating      | 8.67%                 | No            |                  3 | On Loan: No      |
| Silver Point CLO, Ltd                              | Silver Point CLO 10 Ltd                                                              | CUSIP: 827910AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    130410 | PA      | $120668.85    | 0.02%             | 2038-07-15      | Floating      | 9.47%                 | No            |                  3 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                         | Sixth Street CLO XII Ltd                                                             | CUSIP: 829924AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    325354 | PA      | $325210.87    | 0.06%             | 2039-01-17      | Floating      | 8.73%                 | No            |                  3 | On Loan: No      |
| PREMIER CARE DENTAL                                | Premier Care Dental Management LLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     86161 | PA      | $86161.32     | 0.02%             | 2028-08-05      | Floating      | 8.65%                 | No            |                  3 | On Loan: No      |
| PREMIER CARE DENTAL                                | Premier Care Dental Management LLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7393 | PA      | $7393.28      | 0.00%             | 2028-08-05      | Floating      | 8.65%                 | No            |                  3 | On Loan: No      |
| Jamestown CLO Ltd                                  | Jamestown CLO XII Ltd                                                                | CUSIP: 47047QAE8<br>LEI: 254900TDIR3OOT3N8P57 | Long             | ABS-CBDO         | CORP              | KY        |   1181188 | PA      | $1133089.53   | 0.22%             | 2038-03-20      | Floating      | 10.53%                | No            |                  3 | On Loan: No      |
| MidOcean Credit CLO                                | MidOcean Credit CLO XII Ltd                                                          | CUSIP: 59804HAG1<br>LEI: 5493000CPZWPTWX7TF71 | Long             | ABS-CBDO         | CORP              | JE        |   1012953 | PA      | $994119.79    | 0.20%             | 2038-07-18      | Floating      | 10.18%                | No            |                  3 | On Loan: No      |
| Fortna AR, LLC                                     | Fortna AR, LLC, Senior Secured First Lien Revolving Credit Loan                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     68415 | PA      | $68415.07     | 0.01%             | 2032-02-14      | Floating      | 8.45%                 | No            |                  3 | On Loan: No      |
| Fortna AR, LLC                                     | Fortna AR, LLC, Senior Secured First Lien Revolving Credit Loan                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    188141 | PA      | $188141.43    | 0.04%             | 2032-02-14      | Floating      | 8.37%                 | No            |                  3 | On Loan: No      |
| Avenue One PropCo TL Unsec Delayed Draw 03/24 (Agg | Avenue One PropCo TL Unsec Delayed Draw 03/24 (Agg                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   8349872 | PA      | $8349872.15   | 1.65%             | 2034-03-15      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley Residential Mor                     | Morgan Stanley Residential Mortgage Loan Trust 2025-DSC3                             | CUSIP: 61779JAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1994422 | PA      | $1960915.71   | 0.39%             | 2070-09-25      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                     | Morgan Stanley Residential Mortgage Loan Trust 2025-DSC3                             | CUSIP: 61779JAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2284505 | PA      | $2236791.06   | 0.44%             | 2070-09-25      | Variable      | 7.19%                 | No            |                  2 | On Loan: No      |
| Fortna AR, LLC                                     | Fortna AR, LLC, Senior Secured First Lien Revolving Credit Loan                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41049 | PA      | $41049.04     | 0.01%             | 2032-02-14      | Floating      | 8.46%                 | No            |                  3 | On Loan: No      |
| Fortna AR, LLC                                     | Fortna AR, LLC, Senior Secured First Lien Revolving Credit Loan                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    102623 | PA      | $102622.60    | 0.02%             | 2032-02-14      | Floating      | 8.45%                 | No            |                  3 | On Loan: No      |
| Octagon 66 Ltd                                     | Octagon 66 Ltd                                                                       | CUSIP: 67577XAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    268801 | PA      | $268043.26    | 0.05%             | 2037-02-16      | Floating      | 11.25%                | No            |                  3 | On Loan: No      |
| Octagon 75 Ltd                                     | Octagon 75 Ltd                                                                       | CUSIP: 67579GAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    443987 | PA      | $436771.35    | 0.09%             | 2038-01-22      | Floating      | 8.61%                 | No            |                  3 | On Loan: No      |
| Fortna AR, LLC                                     | Fortna AR, LLC, Senior Secured First Lien Revolving Credit Loan                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27366 | PA      | $27366.03     | 0.01%             | 2032-02-14      | Floating      | 8.40%                 | No            |                  3 | On Loan: No      |
| TPSI Receivables LLC                               | TPSI Receivables LLC, Senior Secured First Lien Revolving Credit Loan                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1919610 | PA      | $1926712.77   | 0.38%             | 2032-02-27      | Floating      | 8.41%                 | No            |                  3 | On Loan: No      |
| athenahealth Inc 10.750% 12/2031                   | athenahealth Inc 10.750% 12/2031                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |   7898170 | PA      | $12155659.22  | 1.53%             | 2026-09-29      | Fixed         | 10.75%                | Yes           |                  3 | On Loan: No      |
| Auxilior Capital Partners Inc 14.500% 03/2029 (Pre | Auxilior Capital Partners Inc 14.500% 03/2029 (Pre                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |    100000 | PA      | $100304.59    | 0.02%             | 2029-03-31      | Fixed         | 14.50%                | Yes           |                  3 | On Loan: No      |
| Octagon Investment Partners 51                     | Octagon Investment Partners 51 Ltd                                                   | CUSIP: 675946AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    913866 | PA      | $871619.83    | 0.17%             | 2034-07-20      | Floating      | 9.33%                 | No            |                  3 | On Loan: No      |
| Parallel Ltd                                       | Parallel 2023-1 Ltd                                                                  | CUSIP: 69916MAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1059598 | PA      | $1049916.80   | 0.21%             | 2036-07-20      | Floating      | 10.93%                | No            |                  3 | On Loan: No      |
| MOTION FINCO SARL                                  | Motion Finco Sarl                                                                    | CUSIP: ZK7502352<br>LEI: 2549002L1LBQZKA7UN30 | Long             | DBT              | CORP              | LU        |     41000 | PA      | $42552.10     | 0.01%             | 2030-06-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                | EUR/USD FWD 20260715                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-568623.65   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | EUR/USD FWD 20260715                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $13434.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Navient Corp TL 06/25 Class B                      | Navient Corp TL 06/25 Class B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1371431 | PA      | $1371431.11   | 0.27%             | 2026-06-12      | Floating      | 5.84%                 | No            |                  3 | On Loan: No      |
| PREMIER CARE DENTAL                                | Premier Care Dental Management LLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8609 | PA      | $8609.27      | 0.00%             | 2028-08-05      | Floating      | 8.65%                 | No            |                  3 | On Loan: No      |
| PREMIER CARE DENTAL                                | Premier Care Dental Management LLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7491 | PA      | $7490.55      | 0.00%             | 2028-08-05      | Floating      | 8.65%                 | No            |                  3 | On Loan: No      |
| Vehicle Secured Funding Trust 15.000% 01/2046 (Rav | Vehicle Secured Funding Trust 15.000% 01/2046 (Rav                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    323767 | PA      | $323766.73    | 0.06%             | 2046-01-25      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Vehicle Secured Funding Trust Private Equity (Ravi | Vehicle Secured Funding Trust Private Equity (Ravi                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    107922 | NS      | $111436.62    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Octagon 55 Ltd                                     | Octagon 55 Ltd                                                                       | CUSIP: 67592WAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    729302 | PA      | $721401.78    | 0.14%             | 2038-03-20      | Floating      | 9.68%                 | No            |                  3 | On Loan: No      |
| RR Ltd                                             | RR 14 Ltd                                                                            | CUSIP: 74980NAA6<br>LEI: 54930006FTQV76P0VH16 | Long             | ABS-CBDO         | CORP              | KY        |    922090 | PA      | $892158.41    | 0.18%             | 2036-04-15      | Floating      | 10.08%                | No            |                  3 | On Loan: No      |
| PREMIER CARE DENTAL                                | Premier Care Dental Management LLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1906 | PA      | $1906.38      | 0.00%             | 2027-08-05      | Floating      | 8.65%                 | No            |                  3 | On Loan: No      |
| KNIGHT HEALTH HOLDINGS L                           | Knight Health Holdings LLC                                                           | CUSIP: 49902TAB8<br>LEI: 2549008OACTDEJGJC870 | Long             | LON              | CORP              | US        |   2351335 | PA      | $1627088.34   | 0.32%             | 2028-12-26      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| MB2 Dental Solutions, LLC                          | MB2 Dental Solutions, LLC, Senior Secured First Lien Delayed Draw Loan               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     61926 | PA      | $62545.67     | 0.01%             | 2031-02-13      | Floating      | 9.15%                 | No            |                  3 | On Loan: No      |
| MB2 Dental Solutions, LLC                          | MB2 Dental Solutions, LLC, Senior Secured First Lien Term Loan                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43442 | PA      | $43876.36     | 0.01%             | 2031-02-13      | Floating      | 9.15%                 | No            |                  3 | On Loan: No      |
| Regatta XXVI Funding Ltd.                          | Regatta XXVI Funding Ltd                                                             | CUSIP: 75900YAE8<br>LEI: 2549005JVL4XLCX5SY63 | Long             | ABS-CBDO         | CORP              | KY        |    515510 | PA      | $508067.83    | 0.10%             | 2039-01-25      | Floating      | 9.57%                 | No            |                  3 | On Loan: No      |
| Regatta XXVIII Funding Ltd.                        | Regatta XXVIII Funding Ltd                                                           | CUSIP: 75901QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    428796 | PA      | $426349.78    | 0.08%             | 2037-04-25      | Floating      | 10.52%                | No            |                  3 | On Loan: No      |
| Navient Corp TL 06/25 Class C                      | Navient Corp TL 06/25 Class C                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1097642 | PA      | $1098080.80   | 0.22%             | 2026-06-12      | Floating      | 6.79%                 | No            |                  3 | On Loan: No      |
| LIPARI FOODS LLC COMMON STOCK                      | LIPARI FOODS LLC COMMON STOCK                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     76370 | NS      | $38597.54     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Ave Holdings III, Corp                             | Ave Holdings III, Corp, Senior Secured First Lien Term Loan                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1125936 | PA      | $1031807.76   | 0.20%             | 2028-02-25      | Floating      | 9.35%                 | No            |                  3 | On Loan: No      |
| Ave Holdings III, Corp                             | Ave Holdings III, Corp, Senior Secured First Lien Delayed Draw Loan                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     68532 | PA      | $62802.47     | 0.01%             | 2028-02-25      | Floating      | 9.35%                 | No            |                  3 | On Loan: No      |
| EW Scripps Co/The Revolver 1L 04/25                | EW Scripps Co/The Revolver 1L 04/25                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    210038 | PA      | $211088.06    | 0.04%             | 2028-03-31      | Floating      | 10.85%                | No            |                  3 | On Loan: No      |
| ENVALIOR FINANCE GMBH                              | Envalior Finance GmbH                                                                | CUSIP: N/A<br>LEI: 254900GAG6U7Z5TROP43       | Long             | LON              | CORP              | DE        |   5964476 | PA      | $5269435.60   | 1.04%             | 2030-04-03      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| MB2 Dental Solutions, LLC                          | MB2 Dental Solutions, LLC, Senior Secured First Lien Revolving Credit Loan           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3392 | PA      | $3391.84      | 0.00%             | 2031-02-13      | Floating      | 9.15%                 | No            |                  3 | On Loan: No      |
| KWOR Acquisition T/L B (02/25)                     | KWOR Acquisition T/L B (02/25)                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1090760 | PA      | $1090760.15   | 0.21%             | 2030-02-28      | Floating      | 9.92%                 | No            |                  3 | On Loan: No      |
| Spotless Brands, LLC                               | Spotless Brands, LLC, Senior Secured First Lien Term Loan                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    151308 | PA      | $152245.98    | 0.03%             | 2028-07-25      | Floating      | 9.45%                 | No            |                  3 | On Loan: No      |
| LJ Perimeter Buyer, Inc.                           | LJ Perimeter Buyer, Inc., Senior Secured First Lien Term Loan                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    747621 | PA      | $747396.79    | 0.15%             | 2031-10-31      | Floating      | 10.31%                | No            |                  3 | On Loan: No      |
| LJ Perimeter Buyer, Inc.                           | LJ Perimeter Buyer, Inc., Senior Secured First Lien Delayed Draw Loan                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6402 | PA      | $6400.37      | 0.00%             | 2028-10-31      | Floating      | 10.31%                | No            |                  3 | On Loan: No      |
| LJ Perimeter Buyer, Inc.                           | LJ Perimeter Buyer, Inc., Senior Secured First Lien Delayed Draw Loan                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     89717 | PA      | $89690.32     | 0.02%             | 2028-10-31      | Floating      | 10.35%                | No            |                  3 | On Loan: No      |
| Ave Holdings III, Corp                             | Ave Holdings III, Corp, Senior Secured First Lien Delayed Draw Loan                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    521777 | PA      | $478156.59    | 0.09%             | 2028-02-25      | Floating      | 9.35%                 | No            |                  3 | On Loan: No      |
| Spotless Brands, LLC                               | Spotless Brands, LLC, Senior Secured First Lien Delayed Draw Loan                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    230403 | PA      | $231831.23    | 0.05%             | 2028-07-25      | Floating      | 9.45%                 | No            |                  3 | On Loan: No      |
| KWOR Acquisition (2/25) T/L B                      | KWOR Acquisition (2/25) T/L B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1141463 | PA      | $900957.12    | 0.18%             | 2030-02-28      | Floating      | 12.39%                | No            |                  3 | On Loan: No      |
| Philippine Airlines 777 (Warbug Pincus) TL 1L Dela | Philippine Airlines 777 (Warbug Pincus) TL 1L Dela                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | PH        |   2143376 | PA      | $2147020.08   | 0.42%             | 2027-12-31      | Fixed         | 7.18%                 | No            |                  3 | On Loan: No      |
| MB2 DENTAL SOLUTIONS LLC                           | MB2 Dental Solutions LLC                                                             | CUSIP: N/A<br>LEI: 254900HDV9GEHEZLSQ19       | Long             | LON              | CORP              | US        |    299985 | PA      | $302984.69    | 0.06%             | 2031-02-13      | Floating      | 9.15%                 | No            |                  3 | On Loan: No      |
| Sirva Worldwide, Inc.                              | Sirva Worldwide, Inc., Senior Secured First Lien Term Loan                           | CUSIP: 82967VAU4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    263643 | PA      | $263643.40    | 0.05%             | 2029-02-20      | Floating      | 11.69%                | No            |                  3 | On Loan: No      |
| ENVALIOR FINANCE GMBH                              | Envalior Finance GmbH                                                                | CUSIP: N/A<br>LEI: 254900GAG6U7Z5TROP43       | Long             | LON              | CORP              | DE        |    855889 | PA      | $756152.21    | 0.15%             | 2030-04-03      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| ENVALIOR FINANCE GMBH                              | Envalior Finance GmbH                                                                | CUSIP: N/A<br>LEI: 254900GAG6U7Z5TROP43       | Long             | LON              | CORP              | DE        |    133733 | PA      | $118148.77    | 0.02%             | 2030-04-03      | Floating      | 9.16%                 | No            |                  2 | On Loan: No      |
| Sirva Worldwide, Inc.                              | Sirva Worldwide, Inc., Senior Secured First Lien Term Loan                           | CUSIP: 82967VAU4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5273 | PA      | $5272.87      | 0.00%             | 2029-02-20      | Floating      | 11.69%                | No            |                  3 | On Loan: No      |
| Sirva Worldwide, Inc.                              | Sirva Worldwide, Inc., Senior Secured First Lien Delayed Draw Loan                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    617863 | PA      | $617863.18    | 0.12%             | 2029-02-20      | Floating      | 11.69%                | No            |                  3 | On Loan: No      |
| Camelia Bidco Ltd                                  | Camelia Bidco Ltd, Senior Secured First Lien Term Loan                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12272 | PA      | $8525.96      | 0.00%             | 2030-08-08      | Floating      | 4.78%                 | No            |                  3 | On Loan: No      |
| SHD Shaw Holdings, LLC                             | SHD Shaw Holdings, LLC, Senior Secured First Lien Term Loan                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    145641 | PA      | $144169.79    | 0.03%             | 2029-10-30      | Floating      | 9.66%                 | No            |                  3 | On Loan: No      |
| Sirva Worldwide, Inc.                              | Sirva Worldwide, Inc., Senior Secured First Lien Delayed Draw Loan                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19772 | PA      | $19771.62     | 0.00%             | 2029-02-20      | Floating      | 11.69%                | No            |                  3 | On Loan: No      |
| Sirva Worldwide, Inc.                              | Sirva Worldwide, Inc., Senior Secured First Lien Delayed Draw Loan                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    370718 | PA      | $370717.90    | 0.07%             | 2029-02-20      | Floating      | 11.69%                | No            |                  3 | On Loan: No      |
| CSAFE Acquisition Company, Inc.                    | CSAFE Acquisition Company, Inc., Senior Secured First Lien Term Loan                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     47784 | PA      | $65021.70     | 0.01%             | 2030-03-08      | Floating      | 9.38%                 | No            |                  3 | On Loan: No      |
| CSafe Global Revolver 1L 03/24                     | CSafe Global Revolver 1L 03/24                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14804 | PA      | $14803.87     | 0.00%             | 2029-03-08      | Floating      | 11.07%                | No            |                  3 | On Loan: No      |
| Sirva Worldwide, Inc.                              | Sirva Worldwide, Inc., Senior Secured First Lien Term Loan                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     86121 | PA      | $63238.88     | 0.01%             | 2029-08-20      | Floating      | 6.66%                 | No            |                  3 | On Loan: No      |
| Sirva Worldwide, Inc.                              | Sirva Worldwide, Inc., Senior Secured First Lien Term Loan                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1094106 | PA      | $803401.89    | 0.16%             | 2029-08-20      | Floating      | 6.66%                 | No            |                  3 | On Loan: No      |
| Setna SPV I TL 1L Delayed Draw 10/25               | Setna SPV I TL 1L Delayed Draw 10/25                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   7900532 | PA      | $7838908.29   | 1.54%             | 2031-12-02      | Fixed         | 5.86%                 | No            |                  3 | On Loan: No      |
| Discover Financial Services Private Equity (SPV Ca | Discover Financial Services Private Equity (SPV Ca                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    396444 | NS      | $395986.01    | 0.08%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SIRVA Worldwide Inc Common Stock (Class A)         | SIRVA Worldwide Inc Common Stock (Class A)                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2131 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SIRVA Worldwide Inc Common Stock (Class B)         | SIRVA Worldwide Inc Common Stock (Class B)                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1646 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Discover Financial Services TL 1L Delayed Draw 09/ | Discover Financial Services TL 1L Delayed Draw 09/                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    726419 | PA      | $726418.86    | 0.14%             | 2034-09-06      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| CSafe Global Revolver 1L 03/24                     | CSafe Global Revolver 1L 03/24                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21303 | PA      | $21303.13     | 0.00%             | 2029-03-08      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Setna SPV I TL 1L Delayed Draw 10/25               | Setna SPV I TL 1L Delayed Draw 10/25                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    122018 | PA      | $121065.95    | 0.02%             | 2031-12-02      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Four CLO                                   | Capital Four CLO VIII DAC                                                            | CUSIP: BCC3HJWM1<br>LEI: 2549006Z0XBVN3OW8T93 | Long             | ABS-CBDO         | CORP              | IE        |    750000 | PA      | $869921.92    | 0.17%             | 2037-10-25      | Floating      | 10.63%                | No            |                  3 | On Loan: No      |
| SIRVA Worldwide Inc 08/2030 (Pref Equity Class A)  | SIRVA Worldwide Inc 08/2030 (Pref Equity Class A)                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       490 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SIRVA Worldwide Inc 08/2030 (Pref Equity Class B)  | SIRVA Worldwide Inc 08/2030 (Pref Equity Class B)                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        15 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SK MOHAWK HOLDINGS SCS                             | SK Mohawk Holdings SCS                                                               | CUSIP: L8043DAB6<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   1423705 | PA      | $1423705.42   | 0.28%             | 2030-12-23      | Floating      | 6.00%                 | No            |                  3 | On Loan: No      |
| SK MOHAWK HOLDINGS SCS                             | SK Mohawk Holdings SCS                                                               | CUSIP: L8043DAB6<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     19378 | PA      | $19378.21     | 0.00%             | 2030-12-23      | Floating      | 4.65%                 | No            |                  3 | On Loan: No      |
| Ringsend Park CLO DAC                              | Ringsend Park CLO DAC                                                                | CUSIP: BCC3MZLD1<br>LEI: 635400SDH8UIA3IPGX38 | Long             | ABS-CBDO         | CORP              | IE        |    800000 | PA      | $932650.24    | 0.18%             | 2038-08-15      | Floating      | 10.25%                | No            |                  3 | On Loan: No      |
| Carlyle Global Market Strategi                     | Carlyle Euro CLO 2024-1 DAC                                                          | CUSIP: BCC3QBHG8<br>LEI: 635400WG2KS2OI37HB55 | Long             | ABS-CBDO         | CORP              | IE        |    793000 | PA      | $921754.01    | 0.18%             | 2039-01-15      | Floating      | 10.90%                | No            |                  3 | On Loan: No      |
| Multi-Color Corporation                            | Multi-Color Corporation, Senior Secured First Lien Term Loan                         | CUSIP: 62538LAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     11303 | PA      | $11340.45     | 0.00%             | 2026-11-03      | Floating      | 10.41%                | No            |                  2 | On Loan: No      |
| MAGNA LEGAL SERVICES LLC COMMON STOCK              | MAGNA LEGAL SERVICES LLC COMMON STOCK                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       618 | NS      | $114369.52    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Maverick (Aero Ventures) TL 1L Delayed Draw 10/25  | Maverick (Aero Ventures) TL 1L Delayed Draw 10/25                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   8727606 | PA      | $8727606.38   | 1.72%             | 2033-10-09      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| MB2 Dental Solutions LLC TL Mezz 10/24 PIK         | MB2 Dental Solutions LLC TL Mezz 10/24 PIK                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    623622 | PA      | $614641.61    | 0.12%             | 2031-08-13      | Fixed         | 14.50%                | No            |                  3 | On Loan: No      |
| Dryden Leveraged Loan CDO                          | Dryden Euro CLO                                                                      | CUSIP: BCC3SY6K9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    654000 | PA      | $770228.93    | 0.15%             | 2039-04-15      | Floating      | 8.83%                 | No            |                  3 | On Loan: No      |
| MB2 Dental Solutions LLC Warrants 08/15/2031       | MB2 Dental Solutions LLC Warrants 08/15/2031                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     21438 | NS      | $7854.93      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                | NOK/USD FWD 20260715                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-696273.19   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | NOK/USD FWD 20260715                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $42106.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sallie Mae Levered 13.000% 01/2034 (Jan26)         | Sallie Mae Levered 13.000% 01/2034 (Jan26)                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   2860504 | PA      | $2860504.12   | 0.56%             | 2034-01-24      | Fixed         | 13.00%                | No            |                  3 | On Loan: No      |
| BHG Funding 09 Trust TL 03/26 Tranche 1 Class A    | BHG Funding 09 Trust TL 03/26 Tranche 1 Class A                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1094328 | PA      | $1094327.82   | 0.22%             | 2036-04-17      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| BHG Funding 09 Trust TL 03/26 Tranche 1 Class B    | BHG Funding 09 Trust TL 03/26 Tranche 1 Class B                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    470000 | PA      | $469999.77    | 0.09%             | 2036-04-17      | Fixed         | 5.53%                 | No            |                  3 | On Loan: No      |
| SI Group Inc - Common Stock (Re-Org)               | SI Group Inc - Common Stock (Re-Org)                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     50524 | NS      | $605514.95    | 0.12%             |  |  |  | Yes           |                  3 | On Loan: No      |
| AUSTRALIS MARITIME II PRIVATE EQUITY (SEA FINANCIN | AUSTRALIS MARITIME II PRIVATE EQUITY (SEA FINANCIN                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |    113252 | NS      | $118531.20    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SKP GERMAN BANK PRIVATE EQUITY (KKR LOMBARDY AGGRE | SKP GERMAN BANK PRIVATE EQUITY (KKR LOMBARDY AGGRE                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |   1426172 | NS      | $1643933.97   | 0.32%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Maverick (Aero Ventures) Private Equity (KKR Maver | Maverick (Aero Ventures) Private Equity (KKR Maver                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     51718 | NS      | $76593.27     | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Maverick (Aero Ventures) TL 1L Delayed Draw 10/25  | Maverick (Aero Ventures) TL 1L Delayed Draw 10/25                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    465459 | PA      | $465458.82    | 0.09%             | 2033-10-20      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| Newday Group Jersey Ltd                            | Newday Group Jersey Ltd                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |  15640028 | PA      | $21282134.90  | 4.19%             | 2036-08-26      | Fixed         | 12.75%                | No            |                  3 | On Loan: No      |
| Newday Group Jersey Ltd                            | Newday Group Jersey Ltd                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |   2728120 | NS      | $5269077.63   | 1.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| AVE HOLDINGS R/C                                   | AVE HOLDINGS R/C                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    197240 | PA      | $180750.74    | 0.04%             | 2028-02-25      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| MB2 DENTAL SOLUTIONS LLC REVOLVER 1L 02/24         | MB2 DENTAL SOLUTIONS LLC REVOLVER 1L 02/24                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17807 | PA      | $17807.16     | 0.00%             | 2031-02-07      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Maverick (Aero Ventures) TL 1L Delayed Draw 10/25  | Maverick (Aero Ventures) TL 1L Delayed Draw 10/25                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   6270947 | PA      | $6270946.81   | 1.24%             | 2033-10-09      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Sotheby's Revolver 1L 02/26                        | Sotheby's Revolver 1L 02/26                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   9030236 | PA      | $9030236.00   | 1.78%             | 2029-02-02      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Maverick (Aero Ventures) TL 1L Delayed Draw 10/25  | Maverick (Aero Ventures) TL 1L Delayed Draw 10/25                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3490941 | PA      | $3490941.18   | 0.69%             | 2033-10-20      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| LABORATOIRES VIVACY SAS TL DELAYED DRAW 03/23      | LABORATOIRES VIVACY SAS TL DELAYED DRAW 03/23                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |     10265 | PA      | $11628.03     | 0.00%             | 2030-09-30      | Floating      | 11.03%                | No            |                  3 | On Loan: No      |
| Bain Capital Euro CLO                              | Bain Capital Euro CLO 2023-1 DAC                                                     | CUSIP: BCC3LB329<br>LEI: 549300IVGZCD3CUWRX18 | Long             | ABS-CBDO         | CORP              | IE        |    395000 | PA      | $461580.93    | 0.09%             | 2038-01-25      | Floating      | 8.16%                 | No            |                  3 | On Loan: No      |
| Bain Capital Euro CLO                              | Bain Capital Euro CLO 2024-1 DAC                                                     | CUSIP: BCC3PVH00<br>LEI: 254900ENV4OVM6V6O502 | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $1647225.29   | 0.32%             | 2039-10-24      | Floating      | 10.38%                | No            |                  3 | On Loan: No      |
| NEWBRIDGE PARK CLO                                 | Newbridge Park CLO DAC                                                               | CUSIP: BCC3RZ924<br>LEI: 635400MHBRLQFZ1CYD71 | Long             | ABS-CBDO         | CORP              | IE        |    480000 | PA      | $534552.45    | 0.11%             | 2040-04-15      | Floating      | 9.80%                 | No            |                  3 | On Loan: No      |
| Galaxy Container 8.600% 01/2034 (Galaxy BDC Levera | Galaxy Container 8.600% 01/2034 (Galaxy BDC Levera                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    536402 | PA      | $536402.41    | 0.11%             | 2034-01-22      | Fixed         | 8.60%                 | No            |                  3 | On Loan: No      |
| Global Lending Services LLC 12.500% 02/2034 (GLS F | Global Lending Services LLC 12.500% 02/2034 (GLS F                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    147258 | PA      | $147257.63    | 0.03%             | 2034-02-05      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| GLOBAL LENDING SERVICES LLC 12.500% 05/2033 (GLS F | GLOBAL LENDING SERVICES LLC 12.500% 05/2033 (GLS F                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     84100 | PA      | $84099.85     | 0.02%             | 2033-05-05      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| GALAXY CONTAINER SPV_KKR_GALAXY_BDC_LEVERAGED_ LP  | GALAXY CONTAINER SPV_KKR_GALAXY_BDC_LEVERAGED_ LP                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |    153258 | NS      | $147481.24    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Trinseo Materials Operating SCA / Trinseo Material | Trinseo Materials Operating SCA / Trinseo Material                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | IE        |    705853 | PA      | $712911.89    | 0.14%             | 2028-01-18      | Floating      | 8.92%                 | No            |                  3 | On Loan: No      |
| Tropicana Products Inc Revolver 1L 02/25           | Tropicana Products Inc Revolver 1L 02/25                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3209349 | PA      | $3221223.23   | 0.63%             | 2032-02-27      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| BHG Funding 09 Trust TL 03/26 Tranche 1 Class C    | BHG Funding 09 Trust TL 03/26 Tranche 1 Class C                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    105224 | PA      | $105223.83    | 0.02%             | 2036-04-17      | Fixed         | 5.89%                 | No            |                  3 | On Loan: No      |
| BHG Funding 09 Trust TL 03/26 Tranche 1 Class D    | BHG Funding 09 Trust TL 03/26 Tranche 1 Class D                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    322686 | PA      | $322686.41    | 0.06%             | 2036-04-17      | Fixed         | 6.24%                 | No            |                  3 | On Loan: No      |
| BHG Funding 09 Trust TL 03/26 Tranche 1 Class E    | BHG Funding 09 Trust TL 03/26 Tranche 1 Class E                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    540149 | PA      | $540148.99    | 0.11%             | 2036-04-17      | Fixed         | 6.73%                 | No            |                  3 | On Loan: No      |
| BHG Funding 09 Trust TL 03/26 Tranche 1 Class F    | BHG Funding 09 Trust TL 03/26 Tranche 1 Class F                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    270308 | PA      | $270308.08    | 0.05%             | 2036-04-17      | Fixed         | 8.29%                 | No            |                  3 | On Loan: No      |
| Philippine Airlines 777 (Warbug Pincus) TL 1L Dela | Philippine Airlines 777 (Warbug Pincus) TL 1L Dela                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | PH        |   2143195 | PA      | $2145552.62   | 0.42%             | 2027-12-31      | Fixed         | 3.04%                 | No            |                  3 | On Loan: No      |
| KILTER FINANCE 2.0 COMMON STOCK (HARMONY ONSHORE L | KILTER FINANCE 2.0 COMMON STOCK (HARMONY ONSHORE L                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |   1291559 | NS      | $1328586.86   | 0.26%             |  |  |  | Yes           |                  3 | On Loan: No      |
| IQUW UK Ltd 9.500% 01/2035 Senior HoldCo           | IQUW UK Ltd 9.500% 01/2035 Senior HoldCo                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |   3552318 | PA      | $4092980.66   | 0.81%             | 2035-01-01      | Fixed         | 8.81%                 | No            |                  3 | On Loan: No      |
| PREMIER CARE DENTAL                                | Premier Care Dental Management LLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10999 | PA      | $10998.58     | 0.00%             | 2028-08-05      | Floating      | 8.65%                 | No            |                  3 | On Loan: No      |
| Kasper 1 LP Common Stock (SPV Kasper 1 LP)         | Kasper 1 LP Common Stock (SPV Kasper 1 LP)                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CA        |  22309000 | NS      | $26021703.14  | 5.13%             |  |  |  | Yes           |                  3 | On Loan: No      |
| KSC I Aircraft LP Private Equity (SPV KSC I Aircra | KSC I Aircraft LP Private Equity (SPV KSC I Aircra                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |  28664750 | NS      | $28692870.00  | 5.66%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Trinseo Materials Operating SCA / Trinseo Material | Trinseo Materials Operating SCA / Trinseo Material                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | IE        |     25854 | PA      | $26112.18     | 0.01%             | 2028-01-18      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| ULTRA ELECTRONICS HOLDIGNS PLC PRIVATE EQUITY      | ULTRA ELECTRONICS HOLDIGNS PLC PRIVATE EQUITY                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |   2315644 | NS      | $150516.86    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| PREMIER CARE DENTAL                                | Premier Care Dental Management LLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12257 | PA      | $12257.28     | 0.00%             | 2028-08-05      | Floating      | 8.65%                 | No            |                  3 | On Loan: No      |
| LABL INC                                           | LABL Inc                                                                             | CUSIP: 50168EAP7<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | LON              | CORP              | US        |    134318 | PA      | $69757.04     | 0.01%             | 2028-10-30      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| OSCAR ACQUISITIONCO LLC                            | Oscar Acquisitionco LLC                                                              | CUSIP: 68778DAB4<br>LEI: 254900RDCZK0Q19MEL65 | Long             | LON              | CORP              | US        |         2 | PA      | $1.77         | 0.00%             | 2029-04-30      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| Camelia Bidco Ltd                                  | Camelia Bidco Ltd, Senior Secured First Lien Term Loan                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    221717 | PA      | $291141.40    | 0.06%             | 2030-08-08      | Floating      | 9.48%                 | No            |                  3 | On Loan: No      |
| ULTRA ELECTRONICS HOLDINGS PLC PRIVATE EQUITY (B S | ULTRA ELECTRONICS HOLDINGS PLC PRIVATE EQUITY (B S                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     43729 | NS      | $284168.53    | 0.06%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Trinity Square PLC                                 | Trinitas Euro CLO VII DAC                                                            | CUSIP: BCC3FLDH0<br>LEI: 6354005LJRKPIBBYWZ08 | Long             | ABS-CBDO         | CORP              | IE        |    338000 | PA      | $399579.60    | 0.08%             | 2037-07-25      | Floating      | 8.71%                 | No            |                  3 | On Loan: No      |
| Trinity Square PLC                                 | Trinitas Euro CLO X DAC                                                              | CUSIP: BCC3PH6R4<br>LEI: 635400YLRA6YCCCDYA32 | Long             | ABS-CBDO         | CORP              | IE        |    369000 | PA      | $430064.60    | 0.08%             | 2038-11-15      | Floating      | 10.04%                | No            |                  3 | On Loan: No      |
| KWOR Acquisition Delayed Draw T/L (02/25)          | KWOR Acquisition Delayed Draw T/L (02/25)                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    674110 | PA      | $674110.17    | 0.13%             | 2030-02-28      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| KWOR Acquisition R/C (02/25)                       | KWOR Acquisition R/C (02/25)                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    506514 | PA      | $506513.72    | 0.10%             | 2030-02-28      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| APEX SERVICE PARTNERS INTERMEDIATE 2, LLC          | APEX SERVICE PARTNERS INTERMEDIATE 2, LLC, Subordinated First Lien Delayed Draw Loan | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39399 | PA      | $40581.35     | 0.01%             | 2031-04-23      | Fixed         | 14.25%                | No            |                  3 | On Loan: No      |
| Belk Inc - Common Stock (Restructure)              | Belk Inc - Common Stock (Restructure)                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      9586 | NS      | $255477.44    | 0.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Philippine Airlines 777 (Warbug Pincus) TL 1L Dela | Philippine Airlines 777 (Warbug Pincus) TL 1L Dela                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | PH        |   1380218 | PA      | $1382564.77   | 0.27%             | 2027-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Philippine Airlines 777 (Warbug Pincus) TL 1L Dela | Philippine Airlines 777 (Warbug Pincus) TL 1L Dela                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | PH        |   1380218 | PA      | $1381736.64   | 0.27%             | 2027-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Penta CLO 14 DAC                                   | Penta CLO 14 DAC                                                                     | CUSIP: BCC3H33C0<br>LEI: 549300KV4K41MAFRA061 | Long             | ABS-CBDO         | CORP              | IE        |    449000 | PA      | $533205.52    | 0.11%             | 2037-10-20      | Floating      | 8.59%                 | No            |                  3 | On Loan: No      |
| Penta CLO                                          | Penta CLO 2021-2 DAC                                                                 | CUSIP: BCC3LB4F9<br>LEI: 635400GBGDCFEEAL3O62 | Long             | ABS-CBDO         | CORP              | IE        |    750000 | PA      | $879184.08    | 0.17%             | 2038-04-15      | Floating      | 10.54%                | No            |                  3 | On Loan: No      |
| Apex Service Partners, LLC                         | Apex Service Partners, LLC, Senior Secured First Lien Delayed Draw Loan              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     76710 | PA      | $77476.90     | 0.02%             | 2030-10-24      | Floating      | 8.67%                 | No            |                  3 | On Loan: No      |
| Apex Service Partners, LLC                         | Apex Service Partners, LLC, Senior Secured First Lien Term Loan                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    292761 | PA      | $295688.51    | 0.06%             | 2030-10-24      | Floating      | 8.67%                 | No            |                  3 | On Loan: No      |
| Apex Service Partners, LLC                         | Apex Service Partners, LLC, Senior Secured First Lien Term Loan                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5166 | PA      | $5217.67      | 0.00%             | 2030-10-24      | Floating      | 8.67%                 | No            |                  3 | On Loan: No      |
| Apex Service Partners, LLC                         | Apex Service Partners, LLC, Senior Secured First Lien Revolving Credit Loan          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1055 | PA      | $1055.30      | 0.00%             | 2029-10-24      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Penta CLO S.A.                                     | Penta CLO 15 DAC                                                                     | CUSIP: BCC3Q6XR7<br>LEI: 5493009DHFYZRQZRBR67 | Long             | ABS-CBDO         | CORP              | IE        |    484000 | PA      | $565157.04    | 0.11%             | 2038-10-15      | Floating      | 10.70%                | No            |                  3 | On Loan: No      |
| Penta CLO S.A.                                     | Penta CLO 12 DAC                                                                     | CUSIP: BCC3QTZ38<br>LEI: 549300DL63785U3TSU42 | Long             | ABS-CBDO         | CORP              | IE        |    531866 | PA      | $618433.88    | 0.12%             | 2038-11-09      | Floating      | 10.52%                | No            |                  3 | On Loan: No      |
| Apex Service Partners, LLC                         | Apex Service Partners, LLC, Senior Secured First Lien Revolving Credit Loan          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2305 | PA      | $2304.52      | 0.00%             | 2029-10-24      | Floating      | 8.67%                 | No            |                  3 | On Loan: No      |
| Apex Service Partners, LLC                         | Apex Service Partners, LLC, Senior Secured First Lien Revolving Credit Loan          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6147 | PA      | $6147.08      | 0.00%             | 2029-10-24      | Floating      | 8.70%                 | No            |                  3 | On Loan: No      |
| Barings Euro CLO DAC                               | Barings Euro CLO 2024-1 DAC                                                          | CUSIP: BCC3RZN44<br>LEI: 635400L89NSY7YSS1C46 | Long             | ABS-CBDO         | CORP              | IE        |    714000 | PA      | $797079.46    | 0.16%             | 2039-04-20      | Floating      | 10.81%                | No            |                  3 | On Loan: No      |
| Penta CLO S.A.                                     | Penta CLO 11 DAC                                                                     | CUSIP: BCC3S7C39<br>LEI: 5493006SWLDNT2XZHH97 | Long             | ABS-CBDO         | CORP              | IE        |    557041 | PA      | $650202.05    | 0.13%             | 2039-01-15      | Floating      | 10.14%                | No            |                  3 | On Loan: No      |
| Apex Service Partners, LLC                         | Apex Service Partners, LLC, Senior Secured First Lien Revolving Credit Loan          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2305 | PA      | $2304.52      | 0.00%             | 2029-10-24      | Floating      | 8.67%                 | No            |                  3 | On Loan: No      |
| Opendoor Labs Inc TL DD 02/25 (Mezz)               | Opendoor Labs Inc TL DD 02/25 (Mezz)                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    991096 | PA      | $1001601.62   | 0.20%             | 2029-02-25      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Penta CLO S.A.                                     | Penta CLO 17 DAC                                                                     | CUSIP: BCC3SC2P0<br>LEI: 254900P6EQ7DE06DX267 | Long             | ABS-CBDO         | CORP              | IE        |    575475 | PA      | $653234.71    | 0.13%             | 2039-02-15      | Floating      | 9.97%                 | No            |                  3 | On Loan: No      |
| Jubilee CDO BV                                     | Jubilee Clo 2026-XXXIII DAC                                                          | CUSIP: BCC3SX8F0<br>LEI: 635400AJEFHACJUBYM04 | Long             | ABS-CBDO         | CORP              | IE        |    500000 | PA      | $590249.09    | 0.12%             | 2040-10-15      | Floating      | 11.00%                | No            |                  3 | On Loan: No      |
| PAYPAL DANUBE 2 PRIVATE EQUITY (SPV ALPS 2.0 AGGRE | PAYPAL DANUBE 2 PRIVATE EQUITY (SPV ALPS 2.0 AGGRE                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |   8369157 | NS      | $9733629.27   | 1.92%             |  |  |  | Yes           |                  3 | On Loan: No      |
| PayPal Danube 2 Private Equity (SPV ALPS 2.0 Aggre | PayPal Danube 2 Private Equity (SPV ALPS 2.0 Aggre                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LC        |    674284 | NS      | $921349.66    | 0.18%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Premier Care Dental Management LLC                 | Premier Care Dental Management LLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29867 | PA      | $29866.60     | 0.01%             | 2027-08-05      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Opendoor Labs Inc TL DD 02/25 (Mezz)               | Opendoor Labs Inc TL DD 02/25 (Mezz)                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    495548 | PA      | $500800.81    | 0.10%             | 2029-02-25      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| LABORATOIRES VIVACY SAS TL DELAYED DRAW 03/23      | LABORATOIRES VIVACY SAS TL DELAYED DRAW 03/23                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |     52709 | PA      | $59709.59     | 0.01%             | 2030-09-30      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| LABORATOIRES VIVACY SAS TL B 03/23                 | LABORATOIRES VIVACY SAS TL B 03/23                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |    815190 | PA      | $923456.06    | 0.18%             | 2030-09-30      | Floating      | 8.68%                 | No            |                  3 | On Loan: No      |
| Arbour CLO                                         | Arbour CLO VI DAC                                                                    | CUSIP: BCC3HJ293<br>LEI: 635400HEJB8VLV1GBH66 | Long             | ABS-CBDO         | CORP              | IE        |    611000 | PA      | $725026.83    | 0.14%             | 2037-11-15      | Floating      | 7.99%                 | No            |                  3 | On Loan: No      |
| Arbour CLO                                         | Arbour CLO V DAC                                                                     | CUSIP: BCC3MJMZ7<br>LEI: 635400GCTTHXOHHJ6Z63 | Long             | ABS-CBDO         | CORP              | IE        |    368000 | PA      | $437346.60    | 0.09%             | 2038-06-15      | Floating      | 7.95%                 | No            |                  3 | On Loan: No      |
| Apna Park CLO DAC                                  | Apna Park Clo DAC                                                                    | CUSIP: BCC3PXWG4<br>LEI: 635400KMHOF69XBTWP26 | Long             | ABS-CBDO         | CORP              | IE        |    979000 | PA      | $1143049.02   | 0.23%             | 2038-12-15      | Floating      | 9.98%                 | No            |                  3 | On Loan: No      |
| Bbam European CLO                                  | Bbam European Clo VIII DAC                                                           | CUSIP: BCC3QC926<br>LEI: 254900I5DYKRCH2C8Y74 | Long             | ABS-CBDO         | CORP              | IE        |    473000 | PA      | $550768.30    | 0.11%             | 2040-01-26      | Floating      | 10.55%                | No            |                  3 | On Loan: No      |
| Palmer Square European CLO                         | Palmer Square European CLO 2023-2 DAC                                                | CUSIP: BCC3QTY62<br>LEI: 549300EVQ1VRDUGS6I93 | Long             | ABS-CBDO         | CORP              | IE        |    368000 | PA      | $427904.75    | 0.08%             | 2038-10-15      | Floating      | 10.60%                | No            |                  3 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-24

**Name of Applicant:** KKR Asset-Based Finance Fund

**Signature:** /s/ Thomas Murphy

**Name of Signer:** Thomas Murphy

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