# EDGAR Filing Document

**Accession Number:** 0000946110
**File Stem:** 0001410368-25-043616
**Filing Date:** 2025-12
**Character Count:** 223047
**Document Hash:** 6c7d859c87f422a623610741c7974174
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-043616.hdr.sgml**: 20251229

**ACCESSION NUMBER**: 0001410368-25-043616

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251229

**DATE AS OF CHANGE**: 20251229

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** CREDIT SUISSE OPPORTUNITY FUNDS
- **CENTRAL INDEX KEY:** 0000946110

**ORGANIZATION NAME:**
- **EIN:** 133844865
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09054
- **FILM NUMBER:** 251608880

**BUSINESS ADDRESS:**
- **STREET 1:** ELEVEN MADISON AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10010
- **BUSINESS PHONE:** 212-325-2000

**MAIL ADDRESS:**
- **STREET 1:** ELEVEN MADISON AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10010

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** CREDIT SUISSE WARBURG PINCUS OPPORTUNITY FUNDS
- **DATE OF NAME CHANGE:** 20010129

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DLJ OPPORTUNITY FUNDS
- **DATE OF NAME CHANGE:** 20000801

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DLJ WINTHROP OPPORTUNITY FUNDS
- **DATE OF NAME CHANGE:** 19990222

## Series and Classes Contracts Data

### Credit Suisse Floating Rate High Income Fund (Series ID: S000010522)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000029052 | Class I      | CSHIX           |
| C000029053 | Class A      | CHIAX           |
| C000029055 | Class C      | CHICX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** CREDIT SUISSE OPPORTUNITY FUNDS

- **b. Investment Company Act file number:** 811-09054

- **c. CIK number of Registrant:** 0000946110

- **d. LEI of Registrant:** 5493002UZ4JX82OVKQ12

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

  - **Street Address 1:** ELEVEN MADISON AVENUE

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10010

  - **Telephone number:** 212-325-2000

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

- **a. Name of Series:** Credit Suisse Floating Rate High Income Fund

- **b. EDGAR series identifier (if any):** S000010522

- **c. LEI of Series:** 5493008MP5A2P9LF5Y04

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-10-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2079097308.82

**Total Liabilities:** $118238783.42

**Net Assets:** $1960858525.40

**Delayed Delivery Securities:** $88599258.11

**Cash Not Reported:** $4402808.13

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -103.02000000 | **1-Year:** -4397.93000000 | **5-Year:** -21361.39000000 | **10-Year:** -3287.13000000 | **30-Year:** 0.00000000

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

- **3-Month:** -3819.46000000 | **1-Year:** -139731.12000000 | **5-Year:** -456494.66000000 | **10-Year:** -74185.51000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000029052 | 0.12%                | 0.10%                | 0.28%                |
| Class ID C000029053 | 0.10%                | 0.24%                | 0.10%                |
| Class ID C000029055 | 0.04%                | 0.18%                | 0.03%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-137446.54              | $-7995781.96                               |
| Month 2  | $204593.57               | $-9410481.59                               |
| Month 3  | $-2952473.51             | $-7616049.24                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| AAP Buyer Inc                                         | AAP Buyer, Inc.                                                               | CUSIP: 00036FAB0<br>LEI: 254900BOO8W9IR1VYO11 | Long             | LON              | CORP              | US        |   3454365 | PA      | $3458682.91   | 0.18%             | 2031-09-09      | Floating      | 6.75%                 | No            | 2                  | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                       | ABG Intermediate Holdings 2 LLC                                               | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |  17885754 | PA      | $17898631.82  | 0.91%             | 2028-12-21      | Floating      | 6.21%                 | No            | 2                  | On Loan: No      |
| AI Aqua Merger Sub Inc                                | AI Aqua Merger Sub, Inc.                                                      | CUSIP: 00132UAP9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |   9717974 | PA      | $9750140.07   | 0.50%             | 2028-07-31      | Floating      | 7.13%                 | No            | 2                  | On Loan: No      |
| RelaDyne Inc                                          | RelaDyne, Inc.                                                                | CUSIP: 00149HAC8<br>LEI: 5493000EBDLH9PYWBS30 | Long             | LON              | CORP              | US        |   8256650 | PA      | $8281172.75   | 0.42%             | 2030-12-23      | Floating      | 7.46%                 | No            | 2                  | On Loan: No      |
| AL GCX Fund VIII Holdings LLC                         | AL GCX Fund VIII Holdings LLC                                                 | CUSIP: 00162AAB7<br>LEI: 254900KQJGH397AKYT16 | Long             | LON              | CORP              | US        |    387389 | PA      | $387267.10    | 0.02%             | 2032-01-30      | Floating      | 6.10%                 | No            | 2                  | On Loan: No      |
| AL GCX Holdings LLC                                   | AL GCX Holdings LLC                                                           | CUSIP: 00162DAB1<br>LEI: 2549009G4C2J89LNWS21 | Long             | LON              | CORP              | US        |    555572 | PA      | $555622.48    | 0.03%             | 2029-05-17      | Floating      | 6.10%                 | No            | 2                  | On Loan: No      |
| Trident TPI Holdings Inc                              | Trident TPI Holdings, Inc.                                                    | CUSIP: 00216EAL3<br>LEI: 549300TPLK304J3RNC85 | Long             | LON              | CORP              | US        |   2442570 | PA      | $2391238.94   | 0.12%             | 2028-09-15      | Floating      | 7.75%                 | No            | 2                  | On Loan: No      |
| Hexion Holdings Corporation                           | Hexion Holdings Corp.                                                         | CUSIP: 00217XAE6<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |   6431701 | PA      | $6323745.10   | 0.32%             | 2029-03-15      | Floating      | 8.03%                 | No            | 2                  | On Loan: No      |
| AQ Carver Buyer Inc                                   | AQ Carver Buyer, Inc.                                                         | CUSIP: 00226HAG5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6791296 | PA      | $6502665.44   | 0.33%             | 2029-08-02      | Floating      | 9.60%                 | No            | 2                  | On Loan: No      |
| The Action Environmental Group Inc                    | Action Environmental Group, Inc.                                              | CUSIP: 00507JAF3<br>LEI: 549300BB30QUQC86W666 | Long             | LON              | CORP              | US        |     50291 | PA      | $50416.96     | 0.00%             | 2030-10-24      | Floating      | 7.25%                 | No            | 3                  | On Loan: No      |
| ADMI Corp                                             | ADMI Corp.                                                                    | CUSIP: 00709LAH0<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |  10472180 | PA      | $9891864.17   | 0.50%             | 2027-12-23      | Floating      | 7.45%                 | No            | 2                  | On Loan: No      |
| ADMI Corp                                             | ADMI Corp.                                                                    | CUSIP: 00709LAL1<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |   1511894 | PA      | $1461812.75   | 0.07%             | 2027-12-23      | Floating      | 9.71%                 | No            | 2                  | On Loan: No      |
| Ahead DB Holdings LLC                                 | Ahead DB Holdings LLC                                                         | CUSIP: 00866HAH8<br>LEI: 254900L07WFL833JX193 | Long             | LON              | CORP              | US        |   2330096 | PA      | $2339801.18   | 0.12%             | 2031-02-03      | Floating      | 6.75%                 | No            | 2                  | On Loan: No      |
| Aimbridge Acquisition Co Inc                          | Aimbridge Acquisition Co., Inc.                                               | CUSIP: 00900YAG1<br>LEI: 549300SPGKLVE9WYCQ20 | Long             | LON              | CORP              | US        |    809186 | PA      | $812980.67    | 0.04%             | 2030-03-11      | Floating      | 9.65%                 | No            | 2                  | On Loan: No      |
| Aimbridge Acquisition Co Inc                          | Aimbridge Acquisition Co., Inc.                                               | CUSIP: 00900YAH9<br>LEI: 549300SPGKLVE9WYCQ20 | Long             | LON              | CORP              | US        |    727514 | PA      | $723268.53    | 0.04%             | 2030-03-11      | Floating      | 6.00%                 | No            | 2                  | On Loan: No      |
| AL NGPL Holdings LLC                                  | AL NGPL Holdings LLC                                                          | CUSIP: 01021AAB6<br>LEI: 254900WKSN3ZUJ0TO315 | Long             | LON              | CORP              | US        |   2445099 | PA      | $2443876.02   | 0.12%             | 2030-12-09      | Floating      | 6.18%                 | No            | 2                  | On Loan: No      |
| Alera Group Inc                                       | Alera Group, Inc.                                                             | CUSIP: 01451PAB2<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |   9730982 | PA      | $9791363.20   | 0.50%             | 2032-05-31      | Floating      | 7.21%                 | No            | 2                  | On Loan: No      |
| Alera Group Inc                                       | Alera Group, Inc.                                                             | CUSIP: 01451PAD8<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2033-05-30      | Floating      | 9.46%                 | No            | 2                  | On Loan: No      |
| Allegro Microsystems Inc                              | Allegro Microsystems, Inc.                                                    | CUSIP: 01748YAG5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    618653 | PA      | $619426.52    | 0.03%             | 2030-10-31      | Floating      | 5.96%                 | No            | 3                  | On Loan: No      |
| Allegro CLO Ltd                                       | Allegro CLO XIV Ltd.                                                          | CUSIP: 01751AAQ9<br>LEI: 25490093RGALWPW3N486 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2006147.40   | 0.10%             | 2037-10-15      | Floating      | 5.25%                 | No            | 2                  | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                              | Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer                  | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1222614.00   | 0.06%             | 2028-04-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Allied Universal Holdco LLC                           | Allied Universal Holdco LLC                                                   | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |   2350125 | PA      | $2362309.92   | 0.12%             | 2032-08-20      | None          | 0.00%                 | No            | N/A                | On Loan: No      |
| Altar Bidco Inc                                       | Altar Bidco, Inc.                                                             | CUSIP: 02090CAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1497640 | PA      | $1434694.62   | 0.07%             | 2030-02-01      | Floating      | 9.28%                 | No            | 2                  | On Loan: No      |
| Altar Bidco Inc                                       | Altar Bidco, Inc.                                                             | CUSIP: 02090CAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4475031 | PA      | $4416855.53   | 0.23%             | 2029-02-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ALTICE FRANCE SA                                      | Altice France SA                                                              | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    454359 | PA      | $435491.79    | 0.02%             | 2032-03-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| ALTICE FRANCE SA                                      | Altice France SA                                                              | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   2907127 | PA      | $2792631.17   | 0.14%             | 2032-07-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Amentum Government Services Holdings LLC              | Amentum Government Services Holdings LLC                                      | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |  13512000 | PA      | $13525512.00  | 0.69%             | 2031-09-29      | Floating      | 6.21%                 | No            | 2                  | On Loan: No      |
| AMERICAN AXLE AND MANUFAC INC                         | American Axle & Manufacturing, Inc.                                           | CUSIP: 02406MBB2<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | LON              | CORP              | US        |   2536545 | PA      | $2523862.64   | 0.13%             | 2032-02-24      | None          | 0.00%                 | No            | N/A                | On Loan: No      |
| Amspec Parent LLC                                     | Amspec Parent LLC                                                             | CUSIP: 03218AAE9<br>LEI: 254900LUGRP5Z7OOV477 | Long             | LON              | CORP              | US        |   4343465 | PA      | $4380123.83   | 0.22%             | 2031-12-22      | Floating      | 7.50%                 | No            | 2                  | On Loan: No      |
| Amspec Parent LLC                                     | Amspec Parent LLC                                                             | CUSIP: 03218AAF6<br>LEI: 254900LUGRP5Z7OOV477 | Long             | LON              | CORP              | US        |    669230 | PA      | $674878.54    | 0.03%             | 2031-12-22      | Floating      | 7.50%                 | No            | 2                  | On Loan: No      |
| AmWINS Group Inc                                      | AmWINS Group, Inc.                                                            | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |  12033650 | PA      | $12062891.71  | 0.62%             | 2032-01-30      | Floating      | 6.25%                 | No            | 2                  | On Loan: No      |
| Anchor Glass Container Corporation                    | Anchor Glass Container Corp.                                                  | CUSIP: 03304EAB2<br>LEI: 5493004I6HQW11F10C18 | Long             | LON              | CORP              | US        |   4502527 | PA      | $4512387.57   | 0.23%             | 2030-10-08      | Floating      | 9.20%                 | No            | N/A                | On Loan: No      |
| Anchorage Capital CLO LTD                             | Anchorage Capital CLO 15 Ltd.                                                 | CUSIP: 03329FAW4<br>LEI: 549300H5Q0HJ2EHSSX26 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3010127.70   | 0.15%             | 2038-07-20      | Floating      | 5.62%                 | No            | 2                  | On Loan: No      |
| Anchorage Capital CLO LTD                             | Anchorage Capital CLO 16 Ltd.                                                 | CUSIP: 03330WBE3<br>LEI: 5493008M7D1YIDOH2C69 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3526545.05   | 0.18%             | 2038-01-19      | Floating      | 6.78%                 | No            | 2                  | On Loan: No      |
| Ankura Consulting Group LLC                           | Ankura Consulting Group LLC                                                   | CUSIP: 03539PAJ7<br>LEI: 549300VJ5EU1KWD54I45 | Long             | LON              | CORP              | US        |   7168354 | PA      | $7047388.31   | 0.36%             | 2031-12-29      | Floating      | 7.37%                 | No            | 2                  | On Loan: No      |
| Anticimex International AB                            | Anticimex International AB                                                    | CUSIP: 03703HAB2<br>LEI: 54930005SBU6WYFBEB41 | Long             | LON              | CORP              | SE        |   1956926 | PA      | $1969469.93   | 0.10%             | 2028-11-16      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Applied Systems Inc                                   | Applied Systems, Inc.                                                         | CUSIP: 03827FBD2<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |  14085561 | PA      | $14128733.27  | 0.72%             | 2031-02-24      | Floating      | 6.25%                 | No            | 2                  | On Loan: No      |
| AqGen Island Holdings Inc                             | AqGen Island Holdings, Inc.                                                   | CUSIP: 03836BAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7778023 | PA      | $7796262.18   | 0.40%             | 2028-08-02      | Floating      | 6.96%                 | No            | 2                  | On Loan: No      |
| AQA Acquisition Holding Inc                           | AQA Acquisition Holding, Inc.                                                 | CUSIP: 03836HAJ5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3149550 | PA      | $2989442.18   | 0.15%             | 2028-03-03      | Floating      | 7.84%                 | No            | 2                  | On Loan: No      |
| Aramark Services Inc                                  | Aramark Services, Inc.                                                        | CUSIP: 03852JAV3<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |   2560142 | PA      | $2568538.98   | 0.13%             | 2030-06-22      | Floating      | 6.20%                 | No            | 2                  | On Loan: No      |
| ARAMSCO Inc                                           | ARAMSCO, Inc.                                                                 | CUSIP: 03853CAG0<br>LEI: 549300YLYMLCCLQAZU59 | Long             | LON              | CORP              | US        |   3813879 | PA      | $2622995.03   | 0.13%             | 2030-10-10      | Floating      | 8.75%                 | No            | 2                  | On Loan: No      |
| New Arclin US Holding Corp                            | New Arclin U.S. Holding Corp.                                                 | CUSIP: 03880YAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3449741 | PA      | $3452380.36   | 0.18%             | 2028-09-30      | Floating      | 7.57%                 | No            | 2                  | On Loan: No      |
| New Arclin US Holding Corp                            | New Arclin U.S. Holding Corp.                                                 | CUSIP: 03880YAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1857892 | PA      | $1855950.79   | 0.09%             | 2029-09-30      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Arcis Golf LLC                                        | Arcis Golf LLC                                                                | CUSIP: 03958MAF4<br>LEI: 254900ZMGXNNIX4SXQ48 | Long             | LON              | CORP              | US        |   6658220 | PA      | $6687349.59   | 0.34%             | 2028-11-24      | Floating      | 6.71%                 | No            | 2                  | On Loan: No      |
| Arcline FM Holdings LLC                               | Arcline FM Holdings LLC                                                       | CUSIP: 03960DAJ2<br>LEI: 2549000HKCEC1E8UTO17 | Long             | LON              | CORP              | US        |   2519537 | PA      | $2531190.03   | 0.13%             | 2030-06-23      | Floating      | 6.68%                 | No            | N/A                | On Loan: No      |
| ARCOSA INC                                            | Arcosa, Inc.                                                                  | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |   3258000 | PA      | $3182271.37   | 0.16%             | 2029-04-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Ascend Performance Materials Operations LLC           | Ascend Performance Materials Operations LLC                                   | CUSIP: 04349VAD5<br>LEI: 549300NIMFUIRMMAGQ29 | Long             | LON              | CORP              | US        |   3050314 | PA      | $1734866.32   | 0.09%             | 2025-11-24      | Floating      | 8.50%                 | No            | 2                  | On Loan: No      |
| Ascend Performance Materials Operations LLC           | Ascend Performance Materials Operations LLC                                   | CUSIP: 04350TAC8<br>LEI: 549300NIMFUIRMMAGQ29 | Long             | LON              | CORP              | US        |   6230865 | PA      | $95394.55     | 0.00%             | 2026-08-27      | Floating      | 8.72%                 | No            | 2                  | On Loan: No      |
| ARMOR HOLDCO INC                                      | Armor Holdco, Inc.                                                            | CUSIP: 04625PAA9<br>LEI: 254900X6HLK0YPTHHF09 | Long             | DBT              | CORP              | US        |  12967000 | PA      | $12999871.35  | 0.66%             | 2029-11-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Astra Acquisition Corp                                | Astra Acquisition Corp.                                                       | CUSIP: 04629UAN6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1567918 | PA      | $305744.03    | 0.02%             | 2028-02-25      | Floating      | 10.75%                | No            | 2                  | On Loan: No      |
| Astra Acquisition Corp                                | Astra Acquisition Corp.                                                       | CUSIP: 04629UAR7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  11249615 | PA      | $131789.24    | 0.01%             | 2028-10-25      | Floating      | 9.25%                 | No            | 2                  | On Loan: No      |
| ASTRA ACQUISITION CORP                                | Astra Acquisition Corp.                                                       | CUSIP: 04629UAV8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     33295 | PA      | $33295.42     | 0.00%             | 2026-04-01      | None          | 0.00%                 | No            | N/A                | On Loan: No      |
| ASTRA ACQUISITION CORP                                | Astra Acquisition Corp.                                                       | CUSIP: 04629UAW6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    133182 | PA      | $133181.65    | 0.01%             | 2026-04-01      | None          | 0.00%                 | No            | N/A                | On Loan: No      |
| Resolute Investment Managers Inc                      | Resolute Investment Managers, Inc.                                            | CUSIP: 04635WAL8<br>LEI: 5493000DRVCSZDWGPC49 | Long             | LON              | CORP              | US        |   5507198 | PA      | $4754557.03   | 0.24%             | 2028-10-30      | Floating      | 10.76%                | No            | 2                  | On Loan: No      |
| Athenahealth Group Inc                                | Athenahealth Group, Inc.                                                      | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |  14343309 | PA      | $14300709.76  | 0.73%             | 2029-02-15      | Floating      | 6.71%                 | No            | 2                  | On Loan: No      |
| ATKORE INC                                            | Atkore, Inc.                                                                  | CUSIP: 047649AA6<br>LEI: 52990002TI38AM4RPV48 | Long             | DBT              | CORP              | US        |    895000 | PA      | $846641.72    | 0.04%             | 2031-06-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: —       |
| Atlas CC Acquisition Corp                             | Atlas CC Acquisition Corp.                                                    | CUSIP: 04921TAR5<br>LEI: 6HHLXIOGCDNZ4IRAIW26 | Long             | LON              | CORP              | US        |   8908297 | PA      | $5148728.23   | 0.26%             | 2029-05-25      | Floating      | 8.37%                 | No            | 2                  | On Loan: No      |
| Atlas CC Acquisition Corp                             | Atlas CC Acquisition Corp.                                                    | CUSIP: 04921TAS3<br>LEI: 6HHLXIOGCDNZ4IRAIW26 | Long             | LON              | CORP              | US        |   1289593 | PA      | $745345.92    | 0.04%             | 2029-05-25      | Floating      | 8.37%                 | No            | 2                  | On Loan: No      |
| Autokiniton US Holdings Inc                           | Autokiniton U.S. Holdings, Inc.                                               | CUSIP: 05278HAC0<br>LEI: 254900EHNKMJ1OSEZL85 | Long             | LON              | CORP              | US        |   9122677 | PA      | $8791979.97   | 0.45%             | 2028-04-06      | Floating      | 8.08%                 | No            | 2                  | On Loan: No      |
| Avalara Inc                                           | Avalara, Inc.                                                                 | CUSIP: 05338KAD9<br>LEI: 549300Q16CMW239SS315 | Long             | LON              | CORP              | US        |   6991044 | PA      | $7013799.36   | 0.36%             | 2032-03-26      | Floating      | 6.74%                 | No            | N/A                | On Loan: No      |
| BCP Renaissance Parent LLC                            | BCP Renaissance Parent LLC                                                    | CUSIP: 05549PAG6<br>LEI: 549300GVXMQFQZDSJR97 | Long             | LON              | CORP              | US        |   6933288 | PA      | $6965354.78   | 0.36%             | 2028-10-31      | Floating      | 6.50%                 | No            | 2                  | On Loan: No      |
| BIP PipeCo Holdings LLC                               | BIP PipeCo Holdings LLC                                                       | CUSIP: 05554DAB6<br>LEI: 254900VCXW4EPI0VC343 | Long             | LON              | CORP              | US        |   3809376 | PA      | $3810328.12   | 0.19%             | 2030-12-06      | Floating      | 6.18%                 | No            | 2                  | On Loan: No      |
| Belfor Holdings Inc                                   | Belfor Holdings, Inc.                                                         | CUSIP: 07768YAS1<br>LEI: 894500EVD0KMNJVDKH09 | Long             | LON              | CORP              | US        |   3054849 | PA      | $3066304.57   | 0.16%             | 2030-11-01      | Floating      | 6.71%                 | No            | 2                  | On Loan: No      |
| Belron Finance 2019 LLC                               | Belron Finance LLC                                                            | CUSIP: 08078UAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7425141 | PA      | $7470805.23   | 0.38%             | 2031-10-16      | Floating      | 6.49%                 | No            | 2                  | On Loan: No      |
| Berlin Packaging LLC                                  | Berlin Packaging LLC                                                          | CUSIP: 08511LBD9<br>LEI: 549300L1HNHO6QOXHH42 | Long             | LON              | CORP              | US        |   4466306 | PA      | $4466864.53   | 0.23%             | 2031-06-07      | Floating      | 7.38%                 | No            | 2                  | On Loan: No      |
| Bleriot US Bidco Inc                                  | Bleriot U.S. Bidco, Inc.                                                      | CUSIP: 09353TAJ9<br>LEI: 254900ALCQ2A2VYD5Z08 | Long             | LON              | CORP              | US        |   2151978 | PA      | $2159370.16   | 0.11%             | 2030-10-31      | Floating      | 6.50%                 | No            | 2                  | On Loan: No      |
| Bluemountain CLO Ltd                                  | BlueMountain CLO Ltd.                                                         | CUSIP: 09628MAG9<br>LEI: 5493009UJ1T6R11V4458 | Long             | ABS-CBDO         | CORP              | KY        |   2100000 | PA      | $1917045.90   | 0.10%             | 2031-04-20      | Floating      | 9.55%                 | No            | 2                  | On Loan: No      |
| Brown Group Holding LLC                               | Brown Group Holding LLC                                                       | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |   9463514 | PA      | $9500894.99   | 0.48%             | 2031-07-01      | Floating      | 6.46%                 | No            | 2                  | On Loan: No      |
| Brown Group Holding LLC                               | Brown Group Holding LLC                                                       | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |   6409928 | PA      | $6443804.10   | 0.33%             | 2031-07-01      | Floating      | 6.95%                 | No            | 2                  | On Loan: No      |
| C&D Technologies, Inc                                 | C&D Technologies, Inc.                                                        | CUSIP: 12466CAH8<br>LEI: 549300GL1JMRWNCKLX11 | Long             | LON              | CORP              | US        |   2938188 | PA      | $2907586.81   | 0.15%             | 2026-12-20      | Floating      | 9.83%                 | No            | 2                  | On Loan: No      |
| CE Intermediate I, LLC                                | CE Intermediate I LLC                                                         | CUSIP: 12523EAD4<br>LEI: 2549000GTXAQSR1SRO50 | Long             | LON              | CORP              | US        |   8503435 | PA      | $8514106.94   | 0.43%             | 2032-03-25      | Floating      | 7.38%                 | No            | 2                  | On Loan: No      |
| CHG Healthcare Services Inc                           | CHG Healthcare Services, Inc.                                                 | CUSIP: 12541HAX1<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |    164865 | PA      | $165528.99    | 0.01%             | 2028-09-29      | Floating      | 6.71%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd                                      | CIFC Funding Ltd.                                                             | CUSIP: 12549LAG1<br>LEI: 54930034H2IEPBE5Q044 | Long             | ABS-CBDO         | CORP              | KY        |   2625000 | PA      | $2628263.40   | 0.13%             | 2031-01-18      | Floating      | 10.00%                | No            | 2                  | On Loan: No      |
| CPI Holdco B LLC                                      | CPI Holdco B LLC                                                              | CUSIP: 1261MAAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6533345 | PA      | $6537428.72   | 0.33%             | 2031-05-19      | Floating      | 5.96%                 | No            | 2                  | On Loan: No      |
| CPM Holdings Inc                                      | CPM Holdings, Inc.                                                            | CUSIP: 12620BAR1<br>LEI: 549300FBUISJCXV8IB65 | Long             | LON              | CORP              | US        |   4635518 | PA      | $4626826.46   | 0.24%             | 2028-09-28      | Floating      | 8.63%                 | No            | 2                  | On Loan: No      |
| CPC Acquisition Corp                                  | CPC Acquisition Corp.                                                         | CUSIP: 12656UAB1<br>LEI: 254900UFA4AMH3PZZW32 | Long             | LON              | CORP              | US        |   3661472 | PA      | $3057329.25   | 0.16%             | 2027-12-29      | Floating      | 8.01%                 | No            | 2                  | On Loan: No      |
| CQP Holdco LP                                         | CQP Holdco LP                                                                 | CUSIP: 12657QAE3<br>LEI: 549300LPL012JY5D4B69 | Long             | LON              | CORP              | US        |   9376285 | PA      | $9404507.20   | 0.48%             | 2030-12-31      | Floating      | 6.00%                 | No            | 2                  | On Loan: No      |
| CA MAGNUM HOLDINGS                                    | CA Magnum Holdings                                                            | CUSIP: 12674CAA1<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |   5000000 | PA      | $4979199.50   | 0.25%             | 2026-10-31      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| CACI International Inc                                | CACI International, Inc.                                                      | CUSIP: 12718FAL8<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | LON              | CORP              | US        |   1885176 | PA      | $1892254.82   | 0.10%             | 2031-10-30      | Floating      | 5.71%                 | No            | 2                  | On Loan: No      |
| Caesars Entertainment Inc                             | Caesars Entertainment, Inc.                                                   | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |   6081916 | PA      | $6052144.63   | 0.31%             | 2030-02-06      | Floating      | 6.21%                 | No            | 2                  | On Loan: No      |
| Caesars Entertainment Inc                             | Caesars Entertainment, Inc.                                                   | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |   1863842 | PA      | $1851027.91   | 0.09%             | 2031-02-06      | Floating      | 6.21%                 | No            | 2                  | On Loan: No      |
| Carestream Health Inc                                 | Carestream Health, Inc.                                                       | CUSIP: 14173VAT0<br>LEI: 5493008C1W5RQW9E4I05 | Long             | LON              | CORP              | US        |   2793941 | PA      | $1403089.40   | 0.07%             | 2027-09-30      | Floating      | 11.60%                | No            | 2                  | On Loan: No      |
| Cast and Crew Payroll LLC                             | Cast & Crew Payroll LLC                                                       | CUSIP: 14835JAQ3<br>LEI: 549300XE7OZGFGN5F466 | Long             | LON              | CORP              | US        |   9395238 | PA      | $7754594.56   | 0.40%             | 2028-12-29      | Floating      | 7.71%                 | No            | 2                  | On Loan: No      |
| Six Flags Entertainment Corporation                   | Six Flags Entertainment Corp.                                                 | CUSIP: 15018LAN1<br>LEI: 529900AS2CYWYFHRS781 | Long             | LON              | CORP              | US        |  11415676 | PA      | $11360994.94  | 0.58%             | 2031-05-01      | Floating      | 5.96%                 | No            | 2                  | On Loan: No      |
| Centuri Group Inc                                     | Centuri Group, Inc.                                                           | CUSIP: 15643XAD0<br>LEI: 254900H4HY0IHK5J9N53 | Long             | LON              | CORP              | US        |   5437429 | PA      | $5468694.38   | 0.28%             | 2032-07-09      | Floating      | 6.23%                 | No            | 2                  | On Loan: No      |
| Certara LP                                            | Certara LP                                                                    | CUSIP: 15687EAE7<br>LEI: 5493003FMVRW75JYL446 | Long             | LON              | CORP              | US        |   9029540 | PA      | $9091662.92   | 0.46%             | 2031-06-26      | Floating      | 6.71%                 | No            | N/A                | On Loan: No      |
| Citadel Securities LP                                 | Citadel Securities LP                                                         | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |    253665 | PA      | $254727.94    | 0.01%             | 2031-10-31      | Floating      | 5.96%                 | No            | 2                  | On Loan: No      |
| Clearwater Analytics LLC                              | Clearwater Analytics LLC                                                      | CUSIP: 18512EAF9<br>LEI: 894500N8DN2JO5ZDRQ11 | Long             | LON              | CORP              | US        |    572607 | PA      | $574757.63    | 0.03%             | 2032-04-21      | Floating      | 6.46%                 | No            | 2                  | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                   | Clydesdale Acquisition Holdings, Inc.                                         | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |   1278038 | PA      | $1278715.05   | 0.07%             | 2029-04-13      | Floating      | 7.14%                 | No            | 2                  | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                   | Clydesdale Acquisition Holdings, Inc.                                         | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |   4859371 | PA      | $4854244.26   | 0.25%             | 2032-04-01      | Floating      | 7.21%                 | No            | 2                  | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                   | Clydesdale Acquisition Holdings, Inc.                                         | CUSIP: 18972FAF9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     81585 | PA      | $81499.42     | 0.00%             | 2032-04-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Colossus Acquireco LLC                                | Colossus Acquireco LLC                                                        | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |  11543652 | PA      | $11506538.77  | 0.59%             | 2032-07-30      | Floating      | 5.87%                 | No            | 2                  | On Loan: No      |
| COMMSCOPE LLC                                         | CommScope LLC                                                                 | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    856000 | PA      | $871865.96    | 0.04%             | 2031-12-15      | Fixed         | 9.50%                 | No            | 2                  | On Loan: —       |
| Concentra Health Services Inc                         | Concentra Health Services, Inc.                                               | CUSIP: 20602RAD2<br>LEI: 984500GB84105F75DE32 | Long             | LON              | CORP              | US        |   2153770 | PA      | $2162525.29   | 0.11%             | 2031-07-26      | Floating      | 5.96%                 | No            | 2                  | On Loan: No      |
| Confluent Medical Technologies, Inc                   | Confluent Medical Technologies, Inc.                                          | CUSIP: 20717RAE2<br>LEI: 549300I0TF2DFR26JU13 | Long             | LON              | CORP              | US        |   1458877 | PA      | $1461612.44   | 0.07%             | 2029-02-16      | Floating      | 7.00%                 | No            | 3                  | On Loan: No      |
| ConnectWise LLC                                       | ConnectWise LLC                                                               | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4843149 | PA      | $4856104.91   | 0.25%             | 2028-09-29      | Floating      | 7.76%                 | No            | 2                  | On Loan: No      |
| Construction Partners Inc                             | Construction Partners, Inc.                                                   | CUSIP: 21043XAH5<br>LEI: 549300MHLFL4E8JLZU44 | Long             | LON              | CORP              | US        |   1437636 | PA      | $1442128.16   | 0.07%             | 2031-11-03      | Floating      | 6.46%                 | No            | 2                  | On Loan: No      |
| CoreLogic Inc                                         | CoreLogic, Inc.                                                               | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |  11496164 | PA      | $11513407.82  | 0.59%             | 2028-06-02      | Floating      | 7.58%                 | No            | 2                  | On Loan: No      |
| CORELOGIC INC                                         | CoreLogic, Inc.                                                               | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |   3541000 | PA      | $3422569.13   | 0.17%             | 2028-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Corel Corporation                                     | Corel Corp.                                                                   | CUSIP: 21871LAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8101224 | PA      | $7752709.28   | 0.40%             | 2026-07-02      | Floating      | 9.30%                 | No            | 2                  | On Loan: No      |
| Cornerstone Building Brands Inc                       | Cornerstone Building Brands, Inc.                                             | CUSIP: 21925FAA2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |   3551861 | PA      | $3285471.04   | 0.17%             | 2028-08-01      | Floating      | 9.66%                 | No            | 2                  | On Loan: No      |
| Reworld Holding Corp                                  | Reworld Holding Corp.                                                         | CUSIP: 22282GAM9<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |   2913142 | PA      | $2918240.04   | 0.15%             | 2028-11-30      | Floating      | 6.28%                 | No            | 2                  | On Loan: No      |
| Reworld Holding Corp                                  | Reworld Holding Corp.                                                         | CUSIP: 22282GAN7<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |    245147 | PA      | $245575.53    | 0.01%             | 2028-11-30      | Floating      | 6.28%                 | No            | 2                  | On Loan: No      |
| Reworld Holding Corp                                  | Reworld Holding Corp.                                                         | CUSIP: 22282GAP2<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |   1368956 | PA      | $1372385.45   | 0.07%             | 2028-11-30      | Floating      | 6.25%                 | No            | 2                  | On Loan: No      |
| Reworld Holding Corp                                  | Reworld Holding Corp.                                                         | CUSIP: 22282GAQ0<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |     75560 | PA      | $75748.87     | 0.00%             | 2028-11-30      | Floating      | 6.25%                 | No            | 2                  | On Loan: No      |
| Covetrus Inc                                          | Covetrus, Inc.                                                                | CUSIP: 22304EAC0<br>LEI: 5493009S30DUFCF75V87 | Long             | LON              | CORP              | US        |   6192500 | PA      | $5459338.90   | 0.28%             | 2029-10-13      | Floating      | 9.00%                 | No            | 2                  | On Loan: No      |
| Crown Point CLO Ltd                                   | Crown Point CLO IV Ltd.                                                       | CUSIP: 22845XAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4009850.40   | 0.20%             | 2031-04-20      | Floating      | 6.90%                 | No            | 2                  | On Loan: No      |
| Cube Industrials Buyer Inc                            | Cube Industrials Buyer, Inc.                                                  | CUSIP: 22971EAD0<br>LEI: 254900WU707ZFYHRD780 | Long             | LON              | CORP              | US        |   1492500 | PA      | $1500432.64   | 0.08%             | 2031-10-17      | Floating      | 6.91%                 | No            | N/A                | On Loan: No      |
| DRW Holdings LLC                                      | DRW Holdings LLC                                                              | CUSIP: 23343HAE0<br>LEI: 549300W696CUHX8SLK40 | Long             | LON              | CORP              | US        |   3464320 | PA      | $3403694.33   | 0.17%             | 2031-06-26      | Floating      | 7.50%                 | No            | 2                  | On Loan: No      |
| Dayforce Inc                                          | Dayforce, Inc.                                                                | CUSIP: 23958CAD9<br>LEI: 549300T64GVCHFJ8L449 | Long             | LON              | CORP              | US        |  10327162 | PA      | $10346525.92  | 0.53%             | 2031-03-01      | Floating      | 5.84%                 | No            | 3                  | On Loan: No      |
| DCert Buyer Inc                                       | DCert Buyer, Inc.                                                             | CUSIP: 24022KAJ8<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |   2083492 | PA      | $1885998.06   | 0.10%             | 2029-02-19      | Floating      | 10.96%                | No            | 2                  | On Loan: No      |
| Dechra Pharmaceuticals Holdings Ltd                   | Dechra Pharmaceuticals Holdings Ltd.                                          | CUSIP: 24343EAB1<br>LEI: 254900O65L5G9CGTAS28 | Long             | LON              | CORP              | US        |   1332906 | PA      | $1338184.81   | 0.07%             | 2032-01-27      | Floating      | 7.45%                 | No            | 2                  | On Loan: No      |
| DexKo Global Inc                                      | DexKo Global, Inc.                                                            | CUSIP: 25213YAU9<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |   1672667 | PA      | $1650428.58   | 0.08%             | 2028-10-04      | Floating      | 7.83%                 | No            | 2                  | On Loan: No      |
| ZoomInfo LLC                                          | ZoomInfo LLC                                                                  | CUSIP: 25471YAN2<br>LEI: 549300XF0FRWD2286I33 | Long             | LON              | CORP              | US        |   7894646 | PA      | $7806343.95   | 0.40%             | 2030-02-28      | Floating      | 5.71%                 | No            | 2                  | On Loan: No      |
| Kohler Energy Co LLC                                  | Kohler Energy Co. LLC                                                         | CUSIP: 25472PAB6<br>LEI: 254900T31FAYMRQSAA12 | Long             | LON              | CORP              | US        |   3305144 | PA      | $3320116.66   | 0.17%             | 2031-05-01      | Floating      | 7.75%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                      | Purchased USD / Sold EUR                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $1122601.69   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                      | Purchased USD / Sold EUR                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $294619.14    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | Purchased USD / Sold GBP                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $350068.61    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                      | Purchased USD / Sold CAD                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $797.90       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                      | Purchased CAD / Sold USD                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |         1 | NC      | $15.61        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                      | Purchased USD / Sold EUR                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $4121.07      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Dryden Senior Loan Fund                               | Dryden 86 CLO Ltd.                                                            | CUSIP: 26245XAU1<br>LEI: 25490017VKY7XEFZL303 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1749938.58   | 0.09%             | 2034-07-17      | Floating      | 7.34%                 | No            | 2                  | On Loan: No      |
| EAB Global Inc                                        | EAB Global, Inc.                                                              | CUSIP: 26835CAC3<br>LEI: 254900WJRUVZKYEF1M36 | Long             | LON              | CORP              | US        |   2848746 | PA      | $2739553.84   | 0.14%             | 2030-08-16      | Floating      | 6.96%                 | No            | 2                  | On Loan: No      |
| EMG Utica LLC                                         | EMG Utica LLC                                                                 | CUSIP: 26869HAB3<br>LEI: 254900H5HLPM7ZD1LU54 | Long             | LON              | CORP              | US        |   2718174 | PA      | $2741957.95   | 0.14%             | 2030-04-01      | Floating      | 8.00%                 | No            | 3                  | On Loan: No      |
| EOC Borrower LLC                                      | EOC Borrower LLC                                                              | CUSIP: 26875YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  10321629 | PA      | $10388306.86  | 0.53%             | 2032-03-24      | Floating      | 6.96%                 | No            | 2                  | On Loan: No      |
| EOC Borrower LLC                                      | EOC Borrower LLC                                                              | CUSIP: 26875YAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    690247 | PA      | $693266.36    | 0.04%             | 2028-03-24      | Floating      | 7.71%                 | No            | 2                  | On Loan: No      |
| EP Purchaser LLC                                      | EP Purchaser LLC                                                              | CUSIP: 26881KAD6<br>LEI: 549300GGODRVQG1GH476 | Long             | LON              | CORP              | US        |    321880 | PA      | $279031.27    | 0.01%             | 2028-11-06      | Floating      | 8.58%                 | No            | 3                  | On Loan: No      |
| Eagle Broadband Investments LLC                       | Eagle Broadband Investments LLC                                               | CUSIP: 26943PAB5<br>LEI: 254900W09ZHD1OM4I757 | Long             | LON              | CORP              | US        |   4627107 | PA      | $4570910.80   | 0.23%             | 2027-11-12      | Floating      | 7.26%                 | No            | 2                  | On Loan: No      |
| EAGLE INT GLO/EAGLE US                                | Eagle Intermediate Global Holding BV/Eagle U.S. Finance LLC                   | CUSIP: 26963PAA2<br>LEI: 724500WF1YQYV70ML757 | Long             | DBT              | CORP              | XX        |   3885437 | PA      | $2408970.94   | 0.12%             | 2025-12-30      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| EAGLE INT GLO/EAGLE US                                | Eagle Intermediate Global Holding BV/Eagle U.S. Finance LLC                   | CUSIP: 26963PAC8<br>LEI: 724500WF1YQYV70ML757 | Long             | DBT              | CORP              | XX        |    105825 | PA      | $65913.42     | 0.00%             | 2025-12-30      | Fixed         | 7.50%                 | No            | 3                  | On Loan: No      |
| Elanco Animal Health Incorporated                     | Elanco Animal Health, Inc.                                                    | CUSIP: 28414BAF3<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |  11716708 | PA      | $11727487.42  | 0.60%             | 2027-08-01      | Floating      | 5.71%                 | No            | 2                  | On Loan: No      |
| Energizer Holdings, Inc.                              | Energizer Holdings, Inc.                                                      | CUSIP: 29267YAW2<br>LEI: 5493000D6NN0V57UME20 | Long             | LON              | CORP              | US        |   1061642 | PA      | $1064959.24   | 0.05%             | 2032-03-19      | Floating      | 6.00%                 | No            | 2                  | On Loan: No      |
| TRC Companies LLC                                     | TRC Cos. LLC                                                                  | CUSIP: 29280KAH8<br>LEI: 254900PXZ95ALUX12V67 | Long             | LON              | CORP              | US        |   3185739 | PA      | $3196188.46   | 0.16%             | 2028-12-08      | Floating      | 6.96%                 | No            | 2                  | On Loan: No      |
| Epicor Software Corporation                           | Epicor Software Corp.                                                         | CUSIP: 29426NAZ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |   2652582 | PA      | $2661427.93   | 0.14%             | 2031-05-30      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Epic Crude Services LP                                | Epic Crude Services LP                                                        | CUSIP: 29428XAJ9<br>LEI: 549300FRS682IQ7J9S42 | Long             | LON              | CORP              | US        |   1298414 | PA      | $1306185.41   | 0.07%             | 2031-10-15      | Floating      | 6.34%                 | No            | 2                  | On Loan: No      |
| ERO COPPER CORP                                       | ERO Copper Corp.                                                              | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |    975000 | PA      | $970875.75    | 0.05%             | 2030-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: —       |
| Escape Velocity Holdings Inc                          | Escape Velocity Holdings, Inc.                                                | CUSIP: 29629LAB9<br>LEI: 254900OA7N08VYX26D08 | Long             | LON              | CORP              | US        |   9707240 | PA      | $9703163.05   | 0.49%             | 2028-10-08      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| EverCommerce Inc                                      | EverCommerce, Inc.                                                            | CUSIP: 29977YAB9<br>LEI: 9845005E54E3C158EA55 | Long             | LON              | CORP              | US        |   6842092 | PA      | $6830700.19   | 0.35%             | 2031-07-07      | Floating      | 6.21%                 | No            | 2                  | On Loan: No      |
| EyeCare Partners LLC                                  | EyeCare Partners LLC                                                          | CUSIP: 30233PAT7<br>LEI: 254900ZAACWK09RJ8W93 | Long             | LON              | CORP              | US        |    980442 | PA      | $580607.78    | 0.03%             | 2028-11-30      | Floating      | 4.97%                 | No            | 2                  | On Loan: No      |
| Franklin Square Holdings LP                           | Franklin Square Holdings LP                                                   | CUSIP: 30259HAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4068988 | PA      | $4063901.52   | 0.21%             | 2031-04-25      | Floating      | 6.21%                 | No            | 3                  | On Loan: No      |
| Fertitta Entertainment LLC                            | Fertitta Entertainment LLC                                                    | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |   4408920 | PA      | $4410044.27   | 0.22%             | 2029-01-27      | Floating      | 7.21%                 | No            | 2                  | On Loan: No      |
| MedAssets Software Intermediate Holdings Inc          | MedAssets Software Intermediate Holdings, Inc.                                | CUSIP: 31810YAB6<br>LEI: 25490077VXHBSKJ52J14 | Long             | LON              | CORP              | US        |    368667 | PA      | $365824.94    | 0.02%             | 2028-12-15      | Floating      | 9.25%                 | No            | 2                  | On Loan: No      |
| MedAssets Software Intermediate Holdings Inc          | MedAssets Software Intermediate Holdings, Inc.                                | CUSIP: 31810YAC4<br>LEI: 25490077VXHBSKJ52J14 | Long             | LON              | CORP              | US        |   1151991 | PA      | $1109367.74   | 0.06%             | 2028-12-15      | Floating      | 8.00%                 | No            | 2                  | On Loan: No      |
| MedAssets Software Intermediate Holdings Inc          | MedAssets Software Intermediate Holdings, Inc.                                | CUSIP: 31810YAD2<br>LEI: 25490077VXHBSKJ52J14 | Long             | LON              | CORP              | US        |   2478045 | PA      | $2126472.03   | 0.11%             | 2028-12-15      | Floating      | 8.12%                 | No            | 2                  | On Loan: No      |
| First Brands Group LLC                                | First Brands Group LLC                                                        | CUSIP: 31935HAD9<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |   1673850 | PA      | $557391.88    | 0.03%             | 2027-03-30      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| First Brands Group LLC                                | First Brands Group LLC                                                        | CUSIP: 31935HAG2<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |   5679799 | PA      | $1891373.09   | 0.10%             | 2027-03-30      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| First Brands Group, LLC                               | First Brands Group LLC                                                        | CUSIP: 31935HAM9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2182220 | PA      | $2321336.16   | 0.12%             | 2026-06-29      | None          | 0.00%                 | No            | N/A                | On Loan: No      |
| Fleet Midco I Limited                                 | Fleet Midco I Ltd.                                                            | CUSIP: 33902UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1857690 | PA      | $1864656.54   | 0.10%             | 2031-02-21      | Floating      | 6.54%                 | No            | 3                  | On Loan: No      |
| Corpay Technologies Operating Company LLC             | Corpay Technologies Operating Co. LLC                                         | CUSIP: 33903RAZ2<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |   6275519 | PA      | $6279441.67   | 0.32%             | 2028-04-28      | Floating      | 5.82%                 | No            | 2                  | On Loan: No      |
| CORPAY TECHNO OPERATING CO LLC                        | Corpay Technologies Operating Co. LLC                                         | CUSIP: 33903RBA6<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |   1181016 | PA      | $1180649.89   | 0.06%             | 2032-10-01      | None          | 0.00%                 | No            | N/A                | On Loan: No      |
| Flynn Restaurant Group LP                             | Flynn Restaurant Group LP                                                     | CUSIP: 34410JAG6<br>LEI: 5493008VE8TQONGO3817 | Long             | LON              | CORP              | US        |   7032752 | PA      | $7068477.89   | 0.36%             | 2032-01-28      | Floating      | 7.71%                 | No            | 2                  | On Loan: No      |
| Focus Financial Partners LLC                          | Focus Financial Partners LLC                                                  | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |   6486334 | PA      | $6508971.36   | 0.33%             | 2031-09-15      | Floating      | 6.71%                 | No            | 2                  | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                              | Focus Financial Partners LLC                                                  | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |    755000 | PA      | $778532.60    | 0.04%             | 2031-09-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Form Technologies LLC                                 | Form Technologies LLC                                                         | CUSIP: 34634FAF6<br>LEI: X7KHAIMGSSPZ1XIJIL51 | Long             | LON              | CORP              | US        |   8478750 | PA      | $7535489.06   | 0.38%             | 2030-07-19      | Floating      | 9.62%                 | No            | 2                  | On Loan: No      |
| GUGGENHEIM PARTNERS LLC                               | Guggenheim Partners LLC                                                       | CUSIP: 36173YAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1563210 | PA      | $1571682.98   | 0.08%             | 2031-11-26      | Floating      | 6.50%                 | No            | 2                  | On Loan: No      |
| GFL Environmental Inc                                 | GFL Environmental, Inc.                                                       | CUSIP: 36257SAB8<br>LEI: 254900PGDQWC19PRP053 | Long             | LON              | CORP              | US        |   4508885 | PA      | $4516775.62   | 0.23%             | 2032-03-03      | Floating      | 6.67%                 | No            | 2                  | On Loan: No      |
| Galaxy US Opco Inc                                    | Galaxy U.S. Opco, Inc.                                                        | CUSIP: 36321DAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6324904 | PA      | $5750728.84   | 0.29%             | 2030-07-31      | Floating      | 5.84%                 | No            | 2                  | On Loan: No      |
| Garrett LX I SARL                                     | Garrett LX I SARL                                                             | CUSIP: 36649XAG3<br>LEI: 549300LKYJ4RR1ELO069 | Long             | LON              | CORP              | LU        |   2775100 | PA      | $2782051.95   | 0.14%             | 2032-01-30      | Floating      | 5.84%                 | No            | 2                  | On Loan: No      |
| Generac Power Systems Inc                             | Generac Power Systems, Inc.                                                   | CUSIP: 36874VAQ1<br>LEI: 549300JQWLGGW8KC1X38 | Long             | LON              | CORP              | US        |    971949 | PA      | $978023.50    | 0.05%             | 2031-07-03      | Floating      | 5.88%                 | No            | 2                  | On Loan: No      |
| Genesee & Wyoming Inc (New)                           | Genesee & Wyoming, Inc.                                                       | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |   8277509 | PA      | $8266458.54   | 0.42%             | 2031-04-10      | Floating      | 5.75%                 | No            | 2                  | On Loan: No      |
| Gloves Buyer Inc                                      | Gloves Buyer, Inc.                                                            | CUSIP: 37987UAG7<br>LEI: 54930015O0Y94T5H8Z18 | Long             | LON              | CORP              | US        |   8483533 | PA      | $8382791.29   | 0.43%             | 2032-05-21      | Floating      | 7.96%                 | No            | 2                  | On Loan: No      |
| Go Daddy Operating Company LLC                        | Go Daddy Operating Co. LLC                                                    | CUSIP: 38017BAX4<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |   6061643 | PA      | $6059187.81   | 0.31%             | 2029-11-09      | Floating      | 5.71%                 | No            | 2                  | On Loan: No      |
| Golden State Food LLC                                 | Golden State Food LLC                                                         | CUSIP: 38121NAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2490243 | PA      | $2502781.70   | 0.13%             | 2031-12-04      | Floating      | 8.16%                 | No            | 2                  | On Loan: No      |
| Goosehead Insurance Holdings LLC                      | Goosehead Insurance Holdings LLC                                              | CUSIP: 38267BAG8<br>LEI: 549300DF8P4C7IP1QR40 | Long             | LON              | CORP              | US        |    922749 | PA      | $926209.54    | 0.05%             | 2032-01-08      | Floating      | 7.05%                 | No            | 3                  | On Loan: No      |
| WIN Waste Innovations Holdings Inc                    | WIN Waste Innovations Holdings, Inc.                                          | CUSIP: 38723BAJ0<br>LEI: 549300DJBUN7Z75R2S83 | Long             | LON              | CORP              | US        |    476900 | PA      | $478032.52    | 0.02%             | 2028-03-24      | Floating      | 6.83%                 | No            | 2                  | On Loan: No      |
| Greywolf CLO Ltd                                      | Greywolf CLO II Ltd.                                                          | CUSIP: 398079BL6<br>LEI: 549300DX0ZYWEZ6TY764 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3505558.00   | 0.18%             | 2034-04-15      | Floating      | 8.37%                 | No            | 2                  | On Loan: No      |
| Greywolf CLO Ltd                                      | Greywolf CLO V Ltd.                                                           | CUSIP: 39808PAS5<br>LEI: 549300RJBZLY8V18YD77 | Long             | ABS-CBDO         | CORP              | KY        |   3950000 | PA      | $3960013.65   | 0.20%             | 2031-01-27      | Floating      | 7.12%                 | No            | 2                  | On Loan: No      |
| Greywolf CLO Ltd                                      | Greywolf CLO III Ltd.                                                         | CUSIP: 39809JAA7<br>LEI: 5493002TWMA4NNPZ2B66 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1975459.60   | 0.10%             | 2033-04-22      | Floating      | 11.04%                | No            | 2                  | On Loan: No      |
| Greywolf CLO Ltd                                      | Greywolf CLO IV Ltd.                                                          | CUSIP: 39809TBC0<br>LEI: 5493008JNE27URH1VF66 | Long             | ABS-CBDO         | CORP              | KY        |   3390000 | PA      | $3321560.99   | 0.17%             | 2034-04-17      | Floating      | 7.38%                 | No            | 2                  | On Loan: No      |
| GRIFFON CORPORATION                                   | Griffon Corp.                                                                 | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |   1754000 | PA      | $1755099.76   | 0.09%             | 2028-03-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Grinding Media Inc.                                   | Grinding Media, Inc.                                                          | CUSIP: 39854KAC4<br>LEI: 254900IYFJ03EGFQ8C34 | Long             | LON              | CORP              | US        |   3467876 | PA      | $3480880.77   | 0.18%             | 2028-10-12      | Floating      | 7.70%                 | No            | 3                  | On Loan: No      |
| Gryphon Acquire Newco, LLC                            | Gryphon Acquire Newco LLC                                                     | CUSIP: 40054QAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8082815 | PA      | $8130826.83   | 0.41%             | 2032-09-13      | Floating      | 6.85%                 | No            | 2                  | On Loan: No      |
| Core & Main LP                                        | Core & Main LP                                                                | CUSIP: 40416VAG0<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |   5676637 | PA      | $5687280.67   | 0.29%             | 2028-07-27      | Floating      | 5.99%                 | No            | 2                  | On Loan: No      |
| Core & Main LP                                        | Core & Main LP                                                                | CUSIP: 40416VAH8<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |    207217 | PA      | $207476.10    | 0.01%             | 2031-02-09      | Floating      | 5.99%                 | No            | 2                  | On Loan: No      |
| Hanesbrands, Inc.                                     | Hanesbrands, Inc.                                                             | CUSIP: 410346AY6<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | LON              | CORP              | US        |   1552103 | PA      | $1559863.50   | 0.08%             | 2032-03-07      | Floating      | 6.71%                 | No            | 2                  | On Loan: No      |
| HERENS HOLDCO SARL                                    | Herens Holdco SARL                                                            | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |   4000000 | PA      | $3380444.40   | 0.17%             | 2028-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Herschend Entertainment Company, LLC                  | Herschend Entertainment Co. LLC                                               | CUSIP: 42778EAG6<br>LEI: 54930087KQ7RPDXK0716 | Long             | LON              | CORP              | US        |   4142156 | PA      | $4167671.72   | 0.21%             | 2032-05-27      | Floating      | 7.21%                 | No            | 2                  | On Loan: No      |
| Hexion Holdings Corporation                           | Hexion Holdings Corp.                                                         | CUSIP: 42829JAB5<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |   1437188 | PA      | $1411139.11   | 0.07%             | 2030-03-15      | Floating      | 11.50%                | No            | 2                  | On Loan: No      |
| HighTower Holdings LLC                                | HighTower Holdings LLC                                                        | CUSIP: 43117LAP8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | LON              | CORP              | US        |   3650846 | PA      | $3655409.87   | 0.19%             | 2032-02-03      | Floating      | 7.07%                 | No            | 2                  | On Loan: No      |
| Hornblower Sub LLC                                    | Hornblower Sub LLC                                                            | CUSIP: 44055EAG6<br>LEI: 254900KAZX95VZPMK797 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-04-27      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| HUB International Limited                             | HUB International Ltd.                                                        | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |  11633856 | PA      | $11685219.86  | 0.60%             | 2030-06-20      | Floating      | 6.12%                 | No            | 2                  | On Loan: No      |
| Hudson River Trading LLC                              | Hudson River Trading LLC                                                      | CUSIP: 44413EAJ7<br>LEI: 549300SMOBUC8O5UOE10 | Long             | LON              | CORP              | US        |   7369579 | PA      | $7388518.39   | 0.38%             | 2030-03-18      | Floating      | 6.78%                 | No            | 2                  | On Loan: No      |
| CPC Acquisition Corp                                  | CPC Acquisition Corp.                                                         | CUSIP: 44931VAH6<br>LEI: 254900UFA4AMH3PZZW32 | Long             | LON              | CORP              | US        |   3455040 | PA      | $1239495.60   | 0.06%             | 2028-12-29      | Floating      | 12.01%                | No            | 2                  | On Loan: No      |
| IRB Holding Corp                                      | IRB Holding Corp.                                                             | CUSIP: 44988LAL1<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |  12630952 | PA      | $12662782.17  | 0.65%             | 2027-12-15      | Floating      | 6.46%                 | No            | 2                  | On Loan: No      |
| Coherent Corp                                         | Coherent Corp.                                                                | CUSIP: 45173JAT1<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |   2449284 | PA      | $2456166.44   | 0.13%             | 2029-07-02      | Floating      | 5.71%                 | No            | N/A                | On Loan: No      |
| Illuminate Buyer, LLC                                 | Illuminate Buyer LLC                                                          | CUSIP: 45232UAH1<br>LEI: 549300K1Y0YC1YC1H809 | Long             | LON              | CORP              | US        |   2280305 | PA      | $2279119.68   | 0.12%             | 2029-12-31      | Floating      | 6.46%                 | No            | N/A                | On Loan: No      |
| Ingram Micro Inc                                      | Ingram Micro, Inc.                                                            | CUSIP: 45258FAE0<br>LEI: 549300KJMEWPKRQZHX63 | Long             | LON              | CORP              | US        |   2055552 | PA      | $2064966.05   | 0.11%             | 2031-09-22      | Floating      | 6.25%                 | No            | 2                  | On Loan: No      |
| MH Sub I LLC                                          | MH Sub I LLC                                                                  | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |   7328357 | PA      | $6683498.34   | 0.34%             | 2028-05-03      | Floating      | 8.25%                 | No            | 2                  | On Loan: No      |
| MH Sub I LLC                                          | MH Sub I LLC                                                                  | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |   8342146 | PA      | $6744625.43   | 0.34%             | 2031-12-31      | Floating      | 8.21%                 | No            | 3                  | On Loan: No      |
| Ineos US Finance LLC                                  | Ineos U.S. Finance LLC                                                        | CUSIP: 45672JAL4<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |   1837599 | PA      | $1733664.86   | 0.09%             | 2028-11-08      | Floating      | 6.57%                 | No            | 2                  | On Loan: No      |
| Infinite Bidco LLC                                    | Infinite Bidco LLC                                                            | CUSIP: 45674KAF2<br>LEI: 549300GLV0VRADA9LI65 | Long             | LON              | CORP              | US        |   1547619 | PA      | $1407373.81   | 0.07%             | 2029-03-02      | Floating      | 11.10%                | No            | 2                  | On Loan: No      |
| Insulet Corporation                                   | Insulet Corp.                                                                 | CUSIP: 45784QAF6<br>LEI: 549300TZTYD2PYN92D43 | Long             | LON              | CORP              | US        |   2442985 | PA      | $2459890.17   | 0.13%             | 2031-08-01      | Floating      | 5.96%                 | No            | 2                  | On Loan: No      |
| Alterra Mountain Company                              | Alterra Mountain Co.                                                          | CUSIP: 46124CAS6<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |  11998081 | PA      | $12050632.63  | 0.61%             | 2030-05-31      | Floating      | 6.46%                 | No            | 2                  | On Loan: No      |
| Alterra Mountain Company                              | Alterra Mountain Co.                                                          | CUSIP: 46124CAU1<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |   5753120 | PA      | $5781885.49   | 0.29%             | 2028-08-17      | Floating      | 6.46%                 | No            | 2                  | On Loan: No      |
| Zest Acquisition Corp                                 | Zest Acquisition Corp.                                                        | CUSIP: 46589UAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    416527 | PA      | $417828.87    | 0.02%             | 2028-02-08      | Floating      | 9.11%                 | No            | 3                  | On Loan: No      |
| Jane Street Group LLC                                 | Jane Street Group LLC                                                         | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |   2877377 | PA      | $2854171.29   | 0.15%             | 2031-12-15      | Floating      | 6.20%                 | No            | 2                  | On Loan: No      |
| Javelin Buyer Inc                                     | Javelin Buyer, Inc.                                                           | CUSIP: 47189BAE9<br>LEI: 254900GL30A9G6Z7OW50 | Long             | LON              | CORP              | US        |   1703238 | PA      | $1702173.08   | 0.09%             | 2032-12-06      | Floating      | 9.20%                 | No            | 2                  | On Loan: No      |
| Johnstone Supply LLC                                  | Johnstone Supply LLC                                                          | CUSIP: 47947BAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1176166 | PA      | $1179382.80   | 0.06%             | 2031-06-09      | Floating      | 6.50%                 | No            | 2                  | On Loan: No      |
| JONES DESLAURIERS INSURA                              | Jones Deslauriers Insurance Management, Inc.                                  | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |   6050000 | PA      | $6358749.65   | 0.32%             | 2030-03-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| KBR Inc                                               | KBR, Inc.                                                                     | CUSIP: 48242YAW2<br>LEI: 254900OFQDXZRKRCV808 | Long             | LON              | CORP              | US        |   1847481 | PA      | $1858704.18   | 0.09%             | 2031-01-17      | Floating      | 5.96%                 | No            | 2                  | On Loan: No      |
| KKR Financial CLO Ltd                                 | KKR CLO 14 Ltd.                                                               | CUSIP: 48251AAD4<br>LEI: 635400KULUKCVCJXZX78 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2483370.00   | 0.13%             | 2031-07-15      | Floating      | 10.32%                | No            | 2                  | On Loan: No      |
| KKR Apple Bidco LLC                                   | KKR Apple Bidco LLC                                                           | CUSIP: 48254EAG6<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |   6229803 | PA      | $6253009.50   | 0.32%             | 2031-09-23      | Floating      | 6.46%                 | No            | 2                  | On Loan: No      |
| KKR Financial CLO Ltd                                 | KKR CLO 37 Ltd.                                                               | CUSIP: 48254FBC1<br>LEI: 2549004455SHSW372E02 | Long             | ABS-CBDO         | CORP              | KY        |   2900000 | PA      | $2902342.04   | 0.15%             | 2038-04-20      | Floating      | 5.05%                 | No            | 2                  | On Loan: No      |
| Kestra Advisor Services Holdings A, Inc.              | Kestra Advisor Services Holdings A, Inc.                                      | CUSIP: 49255BAK0<br>LEI: 254900WH55RU999OY504 | Long             | LON              | CORP              | US        |    835448 | PA      | $838230.44    | 0.04%             | 2031-03-22      | Floating      | 6.96%                 | No            | 2                  | On Loan: No      |
| KnowBe4 Inc                                           | KnowBe4, Inc.                                                                 | CUSIP: 49925TAD7<br>LEI: 64883ZJ0RS5039H4PN24 | Long             | LON              | CORP              | US        |   4530779 | PA      | $4530778.93   | 0.23%             | 2032-07-23      | Floating      | 7.59%                 | No            | 2                  | On Loan: No      |
| Kodiak Building Partners Inc                          | Kodiak Building Partners, Inc.                                                | CUSIP: 50011JAF7<br>LEI: 549300Y1Q6ZUH0EXO182 | Long             | LON              | CORP              | US        |     92864 | PA      | $92416.63     | 0.00%             | 2031-12-04      | Floating      | 7.75%                 | No            | 2                  | On Loan: No      |
| KUEHG Corp                                            | KUEHG Corp.                                                                   | CUSIP: 50118YAH2<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |    836639 | PA      | $835145.95    | 0.04%             | 2030-06-12      | Floating      | 6.75%                 | No            | 2                  | On Loan: No      |
| LRS Holdings LLC                                      | LRS Holdings LLC                                                              | CUSIP: 50205HAC4<br>LEI: 2549000MQSLNQZB32779 | Long             | LON              | CORP              | US        |   3975388 | PA      | $3915757.59   | 0.20%             | 2028-08-31      | Floating      | 8.33%                 | No            | 2                  | On Loan: No      |
| LTI Holdings Inc                                      | LTI Holdings, Inc.                                                            | CUSIP: 50217UBF3<br>LEI: 5493003GUY3WBOTOAP97 | Long             | LON              | CORP              | US        |    537397 | PA      | $541260.60    | 0.03%             | 2029-07-29      | Floating      | 7.71%                 | No            | 2                  | On Loan: No      |
| Les Schwab Tire Centers                               | Les Schwab Tire Centers                                                       | CUSIP: 50220KAD6<br>LEI: 549300GJM1TKHPYFPF83 | Long             | LON              | CORP              | US        |   2212640 | PA      | $2205725.33   | 0.11%             | 2031-04-23      | Floating      | 6.70%                 | No            | 2                  | On Loan: No      |
| LSF12 Badger Bidco LLC                                | LSF12 Badger Bidco LLC                                                        | CUSIP: 50221PAB8<br>LEI: 254900AQINKZO1M1LS24 | Long             | LON              | CORP              | US        |   4879021 | PA      | $4885120.24   | 0.25%             | 2030-08-30      | Floating      | 9.46%                 | No            | 3                  | On Loan: No      |
| LaserShip Inc                                         | LaserShip, Inc.                                                               | CUSIP: 51809EAL9<br>LEI: 254900NGHREGOQUFUT53 | Long             | LON              | CORP              | US        |   2945916 | PA      | $2990104.87   | 0.15%             | 2029-01-02      | Floating      | 10.25%                | No            | 2                  | On Loan: No      |
| LaserShip Inc                                         | LaserShip, Inc.                                                               | CUSIP: 51809EAM7<br>LEI: 254900NGHREGOQUFUT53 | Long             | LON              | CORP              | US        |   9346712 | PA      | $6651727.60   | 0.34%             | 2029-08-10      | Floating      | 5.76%                 | No            | 2                  | On Loan: No      |
| LaserShip Inc                                         | LaserShip, Inc.                                                               | CUSIP: 51809EAN5<br>LEI: 254900NGHREGOQUFUT53 | Long             | LON              | CORP              | US        |   1496070 | PA      | $1088391.22   | 0.06%             | 2029-01-02      | Floating      | 8.00%                 | No            | 2                  | On Loan: No      |
| LaserShip Inc                                         | LaserShip, Inc.                                                               | CUSIP: 51809EAQ8<br>LEI: 254900NGHREGOQUFUT53 | Long             | LON              | CORP              | US        |   2940029 | PA      | $857503.68    | 0.04%             | 2029-08-10      | Floating      | 5.50%                 | No            | 2                  | On Loan: No      |
| Latham Pool Products Inc                              | Latham Pool Products, Inc.                                                    | CUSIP: 51822LAE2<br>LEI: 5493003BF0K8YNW6X153 | Long             | LON              | CORP              | US        |   5372255 | PA      | $5367769.43   | 0.27%             | 2029-02-23      | Floating      | 8.35%                 | No            | 3                  | On Loan: No      |
| Learning Care Group (US) No 2 Inc                     | Learning Care Group No. 2, Inc.                                               | CUSIP: 52200MAL4<br>LEI: 5493000VMN44LK8QID23 | Long             | LON              | CORP              | US        |    926350 | PA      | $911065.34    | 0.05%             | 2028-08-11      | Floating      | 8.23%                 | No            | 3                  | On Loan: No      |
| Darktrace PLC                                         | Darktrace PLC                                                                 | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6834825 | PA      | $6858336.80   | 0.35%             | 2031-10-09      | Floating      | 7.18%                 | No            | 2                  | On Loan: No      |
| Darktrace PLC                                         | Darktrace PLC                                                                 | CUSIP: 52526CAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1670208 | PA      | $1671251.82   | 0.09%             | 2032-10-09      | Floating      | 9.19%                 | No            | 2                  | On Loan: No      |
| LEVEL 3 FINANCING INC                                 | Level 3 Financing, Inc.                                                       | CUSIP: 527298CD3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   1464000 | PA      | $1359690.00   | 0.07%             | 2030-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| LEVEL 3 FINANCING INC                                 | Level 3 Financing, Inc.                                                       | CUSIP: 527298CF8<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2342437.50   | 0.12%             | 2030-10-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Live Nation Entertainment Inc                         | Live Nation Entertainment, Inc.                                               | CUSIP: 53803HAY6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | LON              | CORP              | US        |   3067476 | PA      | $3071309.93   | 0.16%             | 2032-10-21      | Floating      | 6.02%                 | No            | N/A                | On Loan: No      |
| K-Mac Holdings Corp                                   | K-Mac Holdings Corp.                                                          | CUSIP: 55304PAH4<br>LEI: 549300XD843A2SP50882 | Long             | LON              | CORP              | US        |   1697705 | PA      | $1711396.83   | 0.09%             | 2028-07-21      | Floating      | 7.21%                 | No            | 2                  | On Loan: No      |
| MI Windows and Doors LLC                              | MI Windows & Doors LLC                                                        | CUSIP: 55336CAK8<br>LEI: 2549001JQBGDT0WEQ156 | Long             | LON              | CORP              | US        |   1279962 | PA      | $1283565.15   | 0.07%             | 2031-03-28      | Floating      | 6.71%                 | No            | 2                  | On Loan: No      |
| MRC Global (US) Inc.                                  | MRC Global U.S., Inc.                                                         | CUSIP: 55345LAF8<br>LEI: 549300DH01K8F1NQFP75 | Long             | LON              | CORP              | US        |    665225 | PA      | $666887.82    | 0.03%             | 2031-10-29      | Floating      | 7.20%                 | No            | 3                  | On Loan: No      |
| MV Holding GmbH                                       | MV Holding GmbH                                                               | CUSIP: 55404TAF9<br>LEI: 549300RKTIVJWNROR778 | Long             | LON              | CORP              | US        |   2474231 | PA      | $2486602.40   | 0.13%             | 2032-03-17      | Floating      | 5.97%                 | No            | 2                  | On Loan: No      |
| Madison IAQ LLC                                       | Madison IAQ LLC                                                               | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |   3463310 | PA      | $3474046.40   | 0.18%             | 2028-06-21      | Floating      | 6.70%                 | No            | 2                  | On Loan: No      |
| Madison IAQ LLC                                       | Madison IAQ LLC                                                               | CUSIP: 55759VAD0<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |   3041711 | PA      | $3056919.94   | 0.16%             | 2032-05-06      | Floating      | 7.45%                 | No            | 2                  | On Loan: No      |
| Madison Safety & Flow LLC                             | Madison Safety & Flow LLC                                                     | CUSIP: 55822DAN1<br>LEI: 5493007D2J7BBIFYBY65 | Long             | LON              | CORP              | US        |   1186001 | PA      | $1192921.78   | 0.06%             | 2031-09-26      | Floating      | 6.47%                 | No            | N/A                | On Loan: No      |
| Marble Point CLO XXIII Ltd.                           | Marble Point CLO XXIII Ltd.                                                   | CUSIP: 56607TAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5275000 | PA      | $5299768.24   | 0.27%             | 2035-01-22      | Floating      | 9.87%                 | No            | 2                  | On Loan: No      |
| Mauser Packaging Solutions Holding Company            | Mauser Packaging Solutions Holding Co.                                        | CUSIP: 57763TAE3<br>LEI: 549300DNGHXL0OMHW304 | Long             | LON              | CORP              | US        |   9065046 | PA      | $9082768.18   | 0.46%             | 2027-04-15      | Floating      | 7.13%                 | No            | 2                  | On Loan: No      |
| MaxLinear Inc                                         | MaxLinear, Inc.                                                               | CUSIP: 57776UAH8<br>LEI: 549300EMOI0SM2IY4F64 | Long             | LON              | CORP              | US        |   1223833 | PA      | $1138164.64   | 0.06%             | 2028-06-23      | Floating      | 6.34%                 | No            | 3                  | On Loan: No      |
| Meade Pipeline CO LLC                                 | Meade Pipeline Co. LLC                                                        | CUSIP: 58307PAB8<br>LEI: 254900UZE9CEDHUYSZ47 | Long             | LON              | CORP              | US        |    506110 | PA      | $507059.42    | 0.03%             | 2032-09-22      | Floating      | 6.00%                 | No            | 2                  | On Loan: No      |
| Medline Borrower LP                                   | Medline Borrower LP                                                           | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |  20067013 | PA      | $20105441.57  | 1.03%             | 2028-10-23      | Floating      | 5.96%                 | No            | 2                  | On Loan: No      |
| Herman Miller Inc                                     | Herman Miller, Inc.                                                           | CUSIP: 60063KAD5<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | LON              | CORP              | US        |   1011057 | PA      | $1011739.42   | 0.05%             | 2032-08-09      | Floating      | 6.21%                 | No            | 2                  | On Loan: No      |
| Minerals Technologies Inc                             | Minerals Technologies, Inc.                                                   | CUSIP: 60315GAH1<br>LEI: 549300D3I1QU67GP6403 | Long             | LON              | CORP              | US        |   2481250 | PA      | $2487453.13   | 0.13%             | 2031-11-26      | Floating      | 5.97%                 | No            | 3                  | On Loan: No      |
| Mirion Technologies Inc                               | Mirion Technologies, Inc.                                                     | CUSIP: 60470HAD9<br>LEI: 549300EBD5JHM14L3R48 | Long             | LON              | CORP              | US        |   1929798 | PA      | $1943470.37   | 0.10%             | 2032-06-04      | Floating      | 6.25%                 | No            | 2                  | On Loan: No      |
| Mitnick Corporate Purchaser Inc                       | Mitnick Corporate Purchaser, Inc.                                             | CUSIP: 60672HAC7<br>LEI: 2549002PYWOTVEDJKW54 | Long             | LON              | CORP              | US        |   8141696 | PA      | $5907247.88   | 0.30%             | 2029-05-02      | Floating      | 8.69%                 | No            | 2                  | On Loan: No      |
| OVG Business Services LLC                             | OVG Business Services LLC                                                     | CUSIP: 62955EAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2860164 | PA      | $2864639.91   | 0.15%             | 2031-06-25      | Floating      | 6.96%                 | No            | 2                  | On Loan: No      |
| Novaria Holdings LLC                                  | Novaria Holdings LLC                                                          | CUSIP: 66989BAK7<br>LEI: 549300LFE5UTEWEMQJ77 | Long             | LON              | CORP              | US        |   1685669 | PA      | $1690591.64   | 0.09%             | 2031-06-06      | Floating      | 7.21%                 | No            | 2                  | On Loan: No      |
| OID-OL Intermediate I LLC                             | OID-OL Intermediate I LLC                                                     | CUSIP: 67089SAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4111769 | PA      | $4253954.04   | 0.22%             | 2029-02-01      | Floating      | 9.84%                 | No            | 2                  | On Loan: No      |
| OID-OL Intermediate I LLC                             | OID-OL Intermediate I LLC                                                     | CUSIP: 67089SAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  12439465 | PA      | $10604643.70  | 0.54%             | 2029-02-01      | Floating      | 8.24%                 | No            | 2                  | On Loan: No      |
| OceanKey (US) II Corp                                 | Oceankey U.S. II Corp.                                                        | CUSIP: 67526KAC3<br>LEI: 254900Q3ECXZMSZNNZ82 | Long             | LON              | CORP              | US        |   5122600 | PA      | $5107232.37   | 0.26%             | 2028-12-15      | Floating      | 7.57%                 | No            | 2                  | On Loan: No      |
| Octagon Investment Partners 26 Ltd                    | Octagon Investment Partners 26 Ltd.                                           | CUSIP: 67590YAU4<br>LEI: 549300ZYOSZSIH0Y3392 | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2260934.55   | 0.12%             | 2030-07-15      | Floating      | 7.02%                 | No            | 2                  | On Loan: No      |
| OLYMPUS WATER US HOLDING CORP                         | Olympus Water U.S. Holding Corp.                                              | CUSIP: 68163YAK1<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |   1698939 | PA      | $1693892.82   | 0.09%             | 2032-07-23      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| 19th Holdings Golf LLC                                | 19th Holdings Golf LLC                                                        | CUSIP: 68250XAB7<br>LEI: 549300INS30LLUJP0S18 | Long             | LON              | CORP              | US        |   1498511 | PA      | $1493363.64   | 0.08%             | 2029-02-07      | Floating      | 7.46%                 | No            | 2                  | On Loan: No      |
| OneDigital Borrower LLC                               | OneDigital Borrower LLC                                                       | CUSIP: 68252HAB0<br>LEI: 2549009GTKWWAO1E9X77 | Long             | LON              | CORP              | US        |   2311405 | PA      | $2335975.00   | 0.12%             | 2031-07-02      | Floating      | 9.21%                 | No            | 2                  | On Loan: No      |
| OneDigital Borrower LLC                               | OneDigital Borrower LLC                                                       | CUSIP: 68277FAN9<br>LEI: 2549009GTKWWAO1E9X77 | Long             | LON              | CORP              | US        |   7674690 | PA      | $7690652.98   | 0.39%             | 2031-07-02      | Floating      | 6.96%                 | No            | 2                  | On Loan: No      |
| Openlane Inc                                          | Openlane, Inc.                                                                | CUSIP: 68373AAD5<br>LEI: 5493004HKD20LBSG7D03 | Long             | LON              | CORP              | US        |    591765 | PA      | $593244.57    | 0.03%             | 2032-10-08      | Floating      | 6.59%                 | No            | N/A                | On Loan: No      |
| Orion US Finco Inc.                                   | Orion U.S. Finco, Inc.                                                        | CUSIP: 68631KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2032-10-08      | Floating      | 7.43%                 | No            | 2                  | On Loan: No      |
| Oscar AcquisitionCo LLC                               | Oscar AcquisitionCo LLC                                                       | CUSIP: 68778DAB4<br>LEI: 254900RDCZK0Q19MEL65 | Long             | LON              | CORP              | US        |   2466749 | PA      | $2229324.72   | 0.11%             | 2029-04-29      | Floating      | 8.25%                 | No            | 2                  | On Loan: No      |
| PAI Holdco Inc                                        | PAI Holdco, Inc.                                                              | CUSIP: 69315JAG8<br>LEI: 2549001NJ55NUV372F56 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-10-28      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| PMHC II Inc                                           | PMHC II, Inc.                                                                 | CUSIP: 69346EAG2<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |   4257922 | PA      | $3324500.14   | 0.17%             | 2029-04-23      | Floating      | 8.33%                 | No            | 2                  | On Loan: No      |
| PMHC II INC                                           | PMHC II, Inc.                                                                 | CUSIP: 69346EAJ6<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |   2639574 | PA      | $2190846.50   | 0.11%             | 2029-04-21      | Floating      | 10.18%                | No            | 3                  | On Loan: No      |
| VIBRANTZ TECH INC                                     | Vibrantz Technologies, Inc.                                                   | CUSIP: 69357VAA3<br>LEI: 549300GYZ1T3S8OPH343 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $4281754.48   | 0.22%             | 2030-02-15      | Fixed         | 9.00%                 | No            | 2                  | On Loan: —       |
| Pacific Dental Services LLC                           | Pacific Dental Services LLC                                                   | CUSIP: 69417WAC5<br>LEI: 549300SDH1NQDOZ2M105 | Long             | LON              | CORP              | US        |   2683751 | PA      | $2692231.22   | 0.14%             | 2031-03-15      | Floating      | 6.54%                 | No            | 2                  | On Loan: No      |
| Nuvei Technologies Corp                               | Nuvei Technologies Corp.                                                      | CUSIP: 69425BAD9<br>LEI: 254900L3D6CI0XH2P605 | Long             | LON              | CORP              | US        |  11006345 | PA      | $11030174.06  | 0.56%             | 2031-11-17      | Floating      | 6.71%                 | No            | 2                  | On Loan: No      |
| PANTHER ESCROW ISSUER                                 | Panther Escrow Issuer LLC                                                     | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    897000 | PA      | $927794.01    | 0.05%             | 2031-06-01      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Patagonia Holdco LLC                                  | Patagonia Holdco LLC                                                          | CUSIP: 70289FAD3<br>LEI: 254900OLXUIWWEAJZ984 | Long             | LON              | CORP              | US        |   7548188 | PA      | $5838032.67   | 0.30%             | 2029-08-01      | Floating      | 9.98%                 | No            | 2                  | On Loan: No      |
| PENN Entertainment Inc                                | PENN Entertainment, Inc.                                                      | CUSIP: 70757DAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1740853 | PA      | $1746240.74   | 0.09%             | 2029-05-03      | Floating      | 6.46%                 | No            | 2                  | On Loan: No      |
| Peraton Corp                                          | Peraton Corp.                                                                 | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |  12465758 | PA      | $10801330.03  | 0.55%             | 2028-02-01      | Floating      | 7.69%                 | No            | 2                  | On Loan: No      |
| Peraton Corp                                          | Peraton Corp.                                                                 | CUSIP: 71360HAG2<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |   3196270 | PA      | $1653078.83   | 0.08%             | 2029-02-01      | Floating      | 12.05%                | No            | 2                  | On Loan: No      |
| Perforce Software Inc                                 | Perforce Software, Inc.                                                       | CUSIP: 71376GAK7<br>LEI: 549300322GBMUSL1VG17 | Long             | LON              | CORP              | US        |   5778837 | PA      | $5178762.14   | 0.26%             | 2029-07-02      | Floating      | 8.71%                 | No            | 2                  | On Loan: No      |
| Pike Corporation                                      | Pike Corp.                                                                    | CUSIP: 72108PAR5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | LON              | CORP              | US        |   4169704 | PA      | $4204354.36   | 0.21%             | 2028-01-21      | Floating      | 7.08%                 | No            | 2                  | On Loan: No      |
| Pinnacle Buyer LLC                                    | Pinnacle Buyer LLC                                                            | CUSIP: 72349UAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3152701 | PA      | $3170434.56   | 0.16%             | 2032-10-01      | Floating      | 6.49%                 | No            | 2                  | On Loan: No      |
| Cornerstone Building Brands Inc                       | Cornerstone Building Brands, Inc.                                             | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |   5477800 | PA      | $5031195.41   | 0.26%             | 2028-04-12      | Floating      | 7.38%                 | No            | 2                  | On Loan: No      |
| PODS LLC                                              | PODS LLC                                                                      | CUSIP: 73044EAB0<br>LEI: 984500EC4ZCD5U1SDF04 | Long             | LON              | CORP              | US        |   7784974 | PA      | $7655665.67   | 0.39%             | 2028-03-31      | Floating      | 7.08%                 | No            | 2                  | On Loan: No      |
| PODS LLC                                              | PODS LLC                                                                      | CUSIP: 73044EAD6<br>LEI: 984500EC4ZCD5U1SDF04 | Long             | LON              | CORP              | US        |    339986 | PA      | $337436.46    | 0.02%             | 2028-03-31      | Floating      | 8.08%                 | No            | 2                  | On Loan: No      |
| Polar US Borrower LLC                                 | Polar U.S. Borrower LLC                                                       | CUSIP: 73103NAB8<br>LEI: 549300VWTN2NKZWJ5F70 | Long             | LON              | CORP              | US        |  10302674 | PA      | $1223442.55   | 0.06%             | 2028-10-16      | Floating      | 9.46%                 | No            | 2                  | On Loan: No      |
| Polar US Borrower LLC                                 | Polar U.S. Borrower LLC                                                       | CUSIP: 73103NAC6<br>LEI: 549300VWTN2NKZWJ5F70 | Long             | LON              | CORP              | US        |   4009717 | PA      | $476153.92    | 0.02%             | 2028-10-16      | Floating      | 9.46%                 | No            | 2                  | On Loan: No      |
| Polaris Newco LLC                                     | Polaris Newco LLC                                                             | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |   4996718 | PA      | $4790253.65   | 0.24%             | 2028-06-02      | Floating      | 8.10%                 | No            | 2                  | On Loan: No      |
| Polaris Newco LLC                                     | Polaris Newco LLC                                                             | CUSIP: 73108RAC2<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |   2000000 | PA      | $2133688.67   | 0.11%             | 2028-06-02      | None          | 0.00%                 | No            | N/A                | On Loan: No      |
| Polaris Newco LLC                                     | Polaris Newco LLC                                                             | CUSIP: 73108RAD0<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |   1731959 | PA      | $2080486.32   | 0.11%             | 2028-06-02      | Floating      | 9.22%                 | No            | 2                  | On Loan: No      |
| Pro Mach Group Inc                                    | Pro Mach Group, Inc.                                                          | CUSIP: 74273JAL7<br>LEI: 5493008SZGSVUCSNB151 | Long             | LON              | CORP              | US        |   4610722 | PA      | $4626698.57   | 0.24%             | 2032-10-16      | Floating      | 6.71%                 | No            | N/A                | On Loan: No      |
| Proampac PG Borrower LLC                              | Proampac PG Borrower LLC                                                      | CUSIP: 74274NAL7<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |  11168201 | PA      | $11182775.74  | 0.57%             | 2028-09-15      | Floating      | 8.20%                 | No            | 2                  | On Loan: No      |
| Project Alpha Intermediate Holding, Inc.              | Project Alpha Intermediate Holding, Inc.                                      | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2633966 | PA      | $2637719.02   | 0.13%             | 2030-10-26      | Floating      | 7.25%                 | No            | 2                  | On Loan: No      |
| Project Ruby Ultimate Parent Corp.                    | Project Ruby Ultimate Parent Corp.                                            | CUSIP: 74339UBA7<br>LEI: 549300UGGIEE7YT1C741 | Long             | LON              | CORP              | US        |   4978703 | PA      | $4997372.67   | 0.25%             | 2028-03-10      | Floating      | 6.83%                 | No            | 2                  | On Loan: No      |
| Proofpoint, Inc.                                      | Proofpoint, Inc.                                                              | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |   7681193 | PA      | $7728279.13   | 0.39%             | 2028-08-31      | Floating      | 6.96%                 | No            | 2                  | On Loan: No      |
| Quartz Acquireco LLC                                  | Quartz Acquireco LLC                                                          | CUSIP: 74773KAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    468120 | PA      | $464903.93    | 0.02%             | 2030-06-28      | Floating      | 6.25%                 | No            | 2                  | On Loan: No      |
| Quikrete Holdings Inc                                 | Quikrete Holdings, Inc.                                                       | CUSIP: 74839XAK5<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |   2578695 | PA      | $2584638.65   | 0.13%             | 2029-03-19      | Floating      | 6.21%                 | No            | 2                  | On Loan: No      |
| Quikrete Holdings Inc                                 | Quikrete Holdings, Inc.                                                       | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |   2868179 | PA      | $2874904.95   | 0.15%             | 2032-02-10      | Floating      | 6.21%                 | No            | 2                  | On Loan: No      |
| Quikrete Holdings Inc                                 | Quikrete Holdings, Inc.                                                       | CUSIP: 74839XAM1<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    449781 | PA      | $451006.80    | 0.02%             | 2031-04-14      | Floating      | 6.21%                 | No            | 2                  | On Loan: No      |
| RHP Hotel Properties LP                               | RHP Hotel Properties LP                                                       | CUSIP: 74958NAL0<br>LEI: 549300SJMSMA2471GA96 | Long             | LON              |  | US        |   1556455 | PA      | $1560346.28   | 0.08%             | 2030-05-20      | Floating      | 5.96%                 | No            | 2                  | On Loan: No      |
| RVR Dealership Holdings LLC                           | RVR Dealership Holdings LLC                                                   | CUSIP: 75001CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8571741 | PA      | $8088252.35   | 0.41%             | 2028-02-08      | Floating      | 7.74%                 | No            | 2                  | On Loan: No      |
| Radiology Partners Inc                                | Radiology Partners, Inc.                                                      | CUSIP: 75041EAN2<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |   4550259 | PA      | $4549803.73   | 0.23%             | 2032-06-30      | Floating      | 8.50%                 | No            | 2                  | On Loan: No      |
| Raising Cane's Restaurants, LLC                       | Raising Cane's Restaurants LLC                                                | CUSIP: 75101XAP2<br>LEI: 254900V6ADXFWHYOED66 | Long             | LON              | CORP              | US        |    174121 | PA      | $174266.00    | 0.01%             | 2031-09-18      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| RE/MAX International Inc                              | RE/MAX International, Inc.                                                    | CUSIP: 75523KAK1<br>LEI: 549300GN7WEUE9HKXH55 | Long             | LON              | CORP              | US        |    383668 | PA      | $379831.48    | 0.02%             | 2028-07-21      | Floating      | 6.58%                 | No            | 3                  | On Loan: No      |
| RealPage Inc                                          | RealPage, Inc.                                                                | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |  14312589 | PA      | $14300637.92  | 0.73%             | 2028-04-24      | Floating      | 7.26%                 | No            | 2                  | On Loan: No      |
| Newly Weds Foods Inc                                  | Newly Weds Foods, Inc.                                                        | CUSIP: 75701MAE5<br>LEI: 549300W1NZ5SVUKC3665 | Long             | LON              | CORP              | US        |   6774584 | PA      | $6774584.46   | 0.35%             | 2032-03-15      | Floating      | 6.28%                 | No            | 2                  | On Loan: No      |
| Rinchem Company Inc                                   | Rinchem Co., Inc.                                                             | CUSIP: 76676UAB2<br>LEI: 54930042IOIOS5JGJ259 | Long             | LON              | CORP              | US        |   1548000 | PA      | $843660.00    | 0.04%             | 2029-03-02      | Floating      | 8.60%                 | No            | 2                  | On Loan: No      |
| Ring Container Technologies Group, LLC                | Ring Container Technologies Group LLC                                         | CUSIP: 76680YAJ1<br>LEI: 254900MFUG4RPN6Y4A98 | Long             | LON              | CORP              | US        |   1112096 | PA      | $1113625.25   | 0.06%             | 2032-09-15      | Floating      | 6.46%                 | No            | 2                  | On Loan: No      |
| Rithum Holdings Inc                                   | Rithum Holdings, Inc.                                                         | CUSIP: 76779JAB3<br>LEI: 549300V3JZOSIRXFRG67 | Long             | LON              | CORP              | US        |   4510090 | PA      | $4516426.78   | 0.23%             | 2032-07-21      | Floating      | 8.75%                 | No            | 2                  | On Loan: No      |
| Ryan Specialty Group LLC                              | Ryan Specialty Group LLC                                                      | CUSIP: 78350UAJ4<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |   3987042 | PA      | $3998266.00   | 0.20%             | 2031-09-15      | Floating      | 5.96%                 | No            | 2                  | On Loan: No      |
| State Street Global Advisors                          | State Street Institutional U.S. Government Money Market Fund                  | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |   1920848 | NS      | $1920848.03   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Global Advisors                          | State Street Institutional US Government Money Market Fund                    | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        | 134555179 | NS      | $134555179.09 | 6.86%             |  |  |  | No            | 1                  | On Loan: No      |
| SBA Senior Finance II LLC                             | SBA Senior Finance II LLC                                                     | CUSIP: 78404XAJ4<br>LEI: 549300PVT2ADFWMYEW87 | Long             | LON              | CORP              | US        |   5033300 | PA      | $5049607.88   | 0.26%             | 2031-01-25      | Floating      | 5.72%                 | No            | 2                  | On Loan: No      |
| SS&C Technologies Inc                                 | SS&C Technologies, Inc.                                                       | CUSIP: 78466DBJ2<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |   3131252 | PA      | $3141695.08   | 0.16%             | 2031-05-09      | Floating      | 5.96%                 | No            | 2                  | On Loan: No      |
| First Advantage Holdings LLC                          | First Advantage Holdings LLC                                                  | CUSIP: 78477MAH4<br>LEI: 549300MRQE5MQEH3BI02 | Long             | LON              | CORP              | US        |   8215072 | PA      | $8012282.47   | 0.41%             | 2031-10-31      | Floating      | 6.71%                 | No            | 2                  | On Loan: No      |
| SeaWorld Parks & Entertainment Inc                    | SeaWorld Parks & Entertainment, Inc.                                          | CUSIP: 78488CAL4<br>LEI: 549300UZV72O3371JJ53 | Long             | LON              | CORP              | US        |   5610631 | PA      | $5605385.44   | 0.29%             | 2031-12-04      | Floating      | 5.96%                 | No            | 2                  | On Loan: No      |
| Sandisk Corp                                          | Sandisk Corp.                                                                 | CUSIP: 80004YAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9159251 | PA      | $9187919.31   | 0.47%             | 2032-02-20      | Floating      | 6.86%                 | No            | 2                  | On Loan: No      |
| Savage Enterprises LLC                                | Savage Enterprises LLC                                                        | CUSIP: 80465JAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2256772 | PA      | $2264230.46   | 0.12%             | 2032-08-05      | Floating      | 6.61%                 | No            | 2                  | On Loan: No      |
| Light and Wonder International, Inc.                  | Light & Wonder International, Inc.                                            | CUSIP: 80875AAW1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |   5934200 | PA      | $5960162.23   | 0.30%             | 2029-04-14      | Floating      | 6.29%                 | No            | 2                  | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                              | SeaWorld Parks & Entertainment, Inc.                                          | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |    552000 | PA      | $541730.04    | 0.03%             | 2029-08-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: —       |
| Secretariat Advisors LLC                              | Secretariat Advisors LLC                                                      | CUSIP: 81368NAN5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    611820 | PA      | $614499.37    | 0.03%             | 2032-02-28      | Floating      | 8.00%                 | No            | 2                  | On Loan: No      |
| Secretariat Advisors LLC                              | Secretariat Advisors LLC                                                      | CUSIP: 81368NAP0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     74084 | PA      | $74408.11     | 0.00%             | 2032-02-28      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Sedgwick Claims Management Services Inc               | Sedgwick Claims Management Services, Inc.                                     | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |  12024488 | PA      | $12035370.05  | 0.61%             | 2031-07-31      | Floating      | 6.46%                 | No            | 2                  | On Loan: No      |
| Serta Simmons Bedding LLC                             | Serta Simmons Bedding LLC                                                     | CUSIP: 81753HAJ0<br>LEI: 549300M4F4V4WFPNI116 | Long             | LON              | CORP              | US        |   4638498 | PA      | $4371784.40   | 0.22%             | 2028-06-29      | Floating      | 11.62%                | No            | 2                  | On Loan: No      |
| Serta Simmons Bedding LLC                             | Serta Simmons Bedding LLC                                                     | CUSIP: 81753HAL5<br>LEI: 549300M4F4V4WFPNI116 | Long             | LON              | CORP              | US        |    506127 | PA      | $506759.82    | 0.03%             | 2028-06-29      | Floating      | 11.48%                | No            | 3                  | On Loan: No      |
| Service Logic Acquisition Inc                         | Service Logic Acquisition, Inc.                                               | CUSIP: 81759AAH3<br>LEI: 25490008CFAWEVHSQF88 | Long             | LON              | CORP              | US        |   3092061 | PA      | $3111385.92   | 0.16%             | 2027-10-29      | Floating      | 6.96%                 | No            | 2                  | On Loan: No      |
| Sharp Services LLC                                    | Sharp Services LLC                                                            | CUSIP: 81989LAG3<br>LEI: 549300ZXMVUWBVXDAR03 | Long             | LON              | CORP              | US        |   6299929 | PA      | $6331428.54   | 0.32%             | 2032-09-29      | Floating      | 6.99%                 | No            | 3                  | On Loan: No      |
| Air Comm Corporation LLC                              | Air Comm Corp. LLC                                                            | CUSIP: 82670NAG1<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |  10678046 | PA      | $10704794.16  | 0.55%             | 2031-12-11      | Floating      | 6.74%                 | No            | 2                  | On Loan: No      |
| Air Comm Corporation LLC                              | Air Comm Corp. LLC                                                            | CUSIP: 82670NAH9<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |    519231 | PA      | $520531.44    | 0.03%             | 2031-12-11      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Skillsoft Corp                                        | Skillsoft Corp.                                                               | CUSIP: 83066P309<br>LEI: 213800IN3X8SP8HFLL39 | Long             | EC               | CORP              | US        |      3935 | NS      | $51666.55     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SkillSoft Corporation                                 | SkillSoft Corp.                                                               | CUSIP: 83066YAB8<br>LEI: 549300LDUD35NU8F0G43 | Long             | LON              | CORP              | US        |   3461381 | PA      | $3032758.54   | 0.15%             | 2028-07-14      | Floating      | 9.34%                 | No            | 2                  | On Loan: No      |
| Sonrava Health Holdings, LLC                          | Sonrava Health Holdings LLC                                                   | CUSIP: 83569KAC8<br>LEI: 549300S5KZ5QHE321375 | Long             | LON              | CORP              | US        |   3922150 | PA      | $3745672.43   | 0.19%             | 2028-05-18      | Floating      | 10.78%                | No            | 2                  | On Loan: No      |
| Sonrava Health Holdings, LLC                          | Sonrava Health Holdings LLC                                                   | CUSIP: 83569KAF1<br>LEI: 549300S5KZ5QHE321375 | Long             | LON              | CORP              | US        |  17274310 | PA      | $3282118.94   | 0.17%             | 2028-08-18      | Floating      | 5.50%                 | No            | 2                  | On Loan: No      |
| Southern Veterinary Partners LLC                      | Southern Veterinary Partners LLC                                              | CUSIP: 84410HAC4<br>LEI: 549300DT78GYJYRK0R74 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-10-05      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Southern Veterinary Partners, LLC                     | Southern Veterinary Partners LLC                                              | CUSIP: 84410HAQ3<br>LEI: 549300DT78GYJYRK0R74 | Long             | LON              | CORP              | US        |   3799867 | PA      | $3801729.17   | 0.19%             | 2031-12-04      | Floating      | 6.37%                 | No            | 2                  | On Loan: No      |
| SPEEDWAY MOT/SPEEDWAY FD                              | Speedway Motorsports LLC/Speedway Funding II, Inc.                            | CUSIP: 84779MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6757000 | PA      | $6705761.67   | 0.34%             | 2027-11-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Splat Super Holdco LLC                                | Splat Super Holdco LLC                                                        | CUSIP: 84862VAC6<br>LEI: 549300440PU6D6ZUIR97 | Long             | LON              | CORP              | US        |    420792 | PA      | $413691.21    | 0.02%             | 2032-07-02      | None          | 0.00%                 | No            | N/A                | On Loan: No      |
| SolarWinds Holdings Inc                               | SolarWinds Holdings, Inc.                                                     | CUSIP: 85554UAB0<br>LEI: 254900ZM34IBOK68V949 | Long             | LON              | CORP              | US        |  12028358 | PA      | $11983311.88  | 0.61%             | 2032-04-16      | Floating      | 8.03%                 | No            | 2                  | On Loan: No      |
| Starwood Property Trust Inc                           | Starwood Property Trust, Inc.                                                 | CUSIP: 85570DAM4<br>LEI: 5493008SB15CNJRIOK13 | Long             | LON              | CORP              | US        |   2413714 | PA      | $2413713.76   | 0.12%             | 2030-01-02      | Floating      | 5.96%                 | No            | 2                  | On Loan: No      |
| Starwood Property Trust Inc                           | Starwood Property Trust, Inc.                                                 | CUSIP: 85570DAN2<br>LEI: 5493008SB15CNJRIOK13 | Long             | LON              | CORP              | US        |   5388211 | PA      | $5394946.53   | 0.28%             | 2027-11-18      | Floating      | 5.71%                 | No            | 2                  | On Loan: No      |
| STARWOOD PROPERTY TRUST                               | Starwood Property Trust, Inc.                                                 | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |   1875000 | PA      | $1918515.00   | 0.10%             | 2030-04-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| STONEX GROUP INC                                      | StoneX Group, Inc.                                                            | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |   1528000 | PA      | $1620323.29   | 0.08%             | 2031-03-01      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| STONEX ESCROW ISSUER LLC                              | Stonex Escrow Issuer LLC                                                      | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6079000 | PA      | $6299059.80   | 0.32%             | 2032-07-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Summit Acquisition Inc                                | Summit Acquisition, Inc.                                                      | CUSIP: 86600DAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6776143 | PA      | $6798741.41   | 0.35%             | 2031-10-16      | Floating      | 7.46%                 | No            | 2                  | On Loan: No      |
| Cornerstone OnDemand Inc                              | Cornerstone OnDemand, Inc.                                                    | CUSIP: 86803YAB9<br>LEI: 549300Z402F16H5EGH48 | Long             | LON              | CORP              | US        |   7275500 | PA      | $7002668.92   | 0.36%             | 2028-10-16      | Floating      | 7.83%                 | No            | 2                  | On Loan: No      |
| SYNAPTICS INC                                         | Synaptics, Inc.                                                               | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |    793000 | PA      | $762041.52    | 0.04%             | 2029-06-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: —       |
| Symplr Software Inc                                   | Symplr Software, Inc.                                                         | CUSIP: 87190HAC3<br>LEI: 254900NR8M8HYDVR0M34 | Long             | LON              | CORP              | US        |   2594895 | PA      | $2293056.58   | 0.12%             | 2027-12-22      | Floating      | 8.44%                 | No            | 2                  | On Loan: No      |
| TPG CLO Ltd                                           | TPG CLO Ltd.                                                                  | CUSIP: 87268JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4010857.60   | 0.20%             | 2037-07-15      | Floating      | 5.52%                 | No            | 2                  | On Loan: No      |
| TACALA LLC                                            | Tacala LLC                                                                    | CUSIP: 87339PAE3<br>LEI: 549300XTM341KBSTDI88 | Long             | LON              | CORP              | US        |    924389 | PA      | $928849.56    | 0.05%             | 2031-01-31      | Floating      | 6.96%                 | No            | N/A                | On Loan: No      |
| Technimark Holdings LLC                               | Technimark Holdings LLC                                                       | CUSIP: 87854HAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7257074 | PA      | $7264621.73   | 0.37%             | 2031-04-14      | Floating      | 7.25%                 | No            | 2                  | On Loan: No      |
| Tempo Acquisition LLC                                 | Tempo Acquisition LLC                                                         | CUSIP: 88023HAJ9<br>LEI: 549300VV0B2RPMHQGA61 | Long             | LON              | CORP              | US        |  14795275 | PA      | $14434639.99  | 0.74%             | 2028-08-31      | Floating      | 5.71%                 | No            | 2                  | On Loan: No      |
| Somnigroup International Inc                          | Somnigroup International, Inc.                                                | CUSIP: 88025BAP6<br>LEI: 549300HFEKVR3US71V91 | Long             | LON              | CORP              | US        |   5290751 | PA      | $5327125.28   | 0.27%             | 2031-10-24      | Floating      | 6.21%                 | No            | 2                  | On Loan: No      |
| Therapy Brands Holdings LLC                           | Therapy Brands Holdings LLC                                                   | CUSIP: 88343YAB2<br>LEI: 2549001BWHNUX335M838 | Long             | LON              | CORP              | US        |    961972 | PA      | $811423.60    | 0.04%             | 2028-05-18      | Floating      | 8.08%                 | No            | 2                  | On Loan: No      |
| Thermostat Purchaser III Inc                          | Thermostat Purchaser III, Inc.                                                | CUSIP: 88366MAE4<br>LEI: 254900K7OD47ERJZN242 | Long             | LON              | CORP              | US        |   2244318 | PA      | $2248054.97   | 0.11%             | 2028-08-31      | Floating      | 8.25%                 | No            | 2                  | On Loan: No      |
| Thevelia (US) LLC                                     | Thevelia U.S. LLC                                                             | CUSIP: 88372KAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4681826 | PA      | $4697205.54   | 0.24%             | 2029-06-18      | Floating      | 7.00%                 | No            | 2                  | On Loan: No      |
| Tiger Acquisition LLC                                 | Tiger Acquisition LLC                                                         | CUSIP: 88675UAE2<br>LEI: 25490011XE2GWJKY5N51 | Long             | LON              | CORP              | US        |   2314520 | PA      | $2324646.13   | 0.12%             | 2032-08-23      | Floating      | 6.50%                 | No            | 2                  | On Loan: No      |
| Topgolf Callaway Brands Corp                          | Topgolf Callaway Brands Corp.                                                 | CUSIP: 89071LAB6<br>LEI: 5493005UB0KFRKBPCU72 | Long             | LON              | CORP              | US        |  12296540 | PA      | $12225281.43  | 0.62%             | 2030-03-18      | Floating      | 6.96%                 | No            | 2                  | On Loan: No      |
| Trans Union LLC                                       | Trans Union LLC                                                               | CUSIP: 89334GBF0<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |   2193510 | PA      | $2195220.65   | 0.11%             | 2031-06-24      | Floating      | 5.71%                 | No            | 2                  | On Loan: No      |
| Trans Union LLC                                       | Trans Union LLC                                                               | CUSIP: 89334GBG8<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |   5681828 | PA      | $5683760.32   | 0.29%             | 2031-06-24      | Floating      | 5.71%                 | No            | 2                  | On Loan: No      |
| TransDigm Inc                                         | TransDigm, Inc.                                                               | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   7198224 | PA      | $7216111.56   | 0.37%             | 2031-02-28      | Floating      | 6.50%                 | No            | 2                  | On Loan: No      |
| TransDigm Inc                                         | TransDigm, Inc.                                                               | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   2259770 | PA      | $2263803.69   | 0.12%             | 2032-01-19      | Floating      | 6.50%                 | No            | 2                  | On Loan: No      |
| TransDigm Inc                                         | TransDigm, Inc.                                                               | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   1219223 | PA      | $1221015.75   | 0.06%             | 2032-08-19      | Floating      | 6.50%                 | No            | N/A                | On Loan: No      |
| TransDigm Inc                                         | TransDigm, Inc.                                                               | CUSIP: 89364MCF9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    377448 | PA      | $378180.28    | 0.02%             | 2030-03-22      | Floating      | 6.25%                 | No            | 2                  | On Loan: No      |
| Traverse Midstream Partners LLC                       | Traverse Midstream Partners LLC                                               | CUSIP: 89435TAB0<br>LEI: 549300DHTM8B2X5QMJ22 | Long             | LON              | CORP              | US        |   5647871 | PA      | $5672580.69   | 0.29%             | 2028-02-16      | Floating      | 6.34%                 | No            | 2                  | On Loan: No      |
| TRIMAS CORP                                           | TriMas Corp.                                                                  | CUSIP: 896215AH3<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | DBT              | CORP              | US        |    503000 | PA      | $486687.46    | 0.02%             | 2029-04-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: —       |
| TRONOX INC                                            | Tronox, Inc.                                                                  | CUSIP: 897051AD0<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |   1978000 | PA      | $1806659.71   | 0.09%             | 2030-09-30      | Fixed         | 9.12%                 | No            | 2                  | On Loan: —       |
| Tronox Finance LLC                                    | Tronox Finance LLC                                                            | CUSIP: 89705DAQ5<br>LEI: 549300LMZ1DX1PWSP524 | Long             | LON              | CORP              | US        |   4402971 | PA      | $3443497.25   | 0.18%             | 2029-04-04      | Floating      | 6.25%                 | No            | 2                  | On Loan: No      |
| Trucordia Insurance Holdings LLC                      | Trucordia Insurance Holdings LLC                                              | CUSIP: 89783WAB1<br>LEI: 254900KYYP47CV7DMK95 | Long             | LON              | CORP              | US        |   2768528 | PA      | $2782371.08   | 0.14%             | 2032-06-17      | Floating      | 7.21%                 | No            | 2                  | On Loan: No      |
| TruGreen Limited Partnership                          | TruGreen LP                                                                   | CUSIP: 89787RAK8<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |   2075000 | PA      | $1889557.25   | 0.10%             | 2028-11-02      | Floating      | 12.60%                | No            | 2                  | On Loan: No      |
| Truist Insurance Holdings LLC                         | Truist Insurance Holdings LLC                                                 | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1958032 | PA      | $1959275.60   | 0.10%             | 2031-05-06      | Floating      | 6.75%                 | No            | 2                  | On Loan: No      |
| UKG Inc                                               | UKG, Inc.                                                                     | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |  15050575 | PA      | $15065851.69  | 0.77%             | 2031-02-10      | Floating      | 6.34%                 | No            | 2                  | On Loan: No      |
| X Corp.                                               | X Corp.                                                                       | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5678921 | PA      | $5703765.84   | 0.29%             | 2029-10-26      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| TKO Worldwide Holdings LLC                            | TKO Worldwide Holdings LLC                                                    | CUSIP: 90266UAL7<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |  15676383 | PA      | $15729134.18  | 0.80%             | 2031-11-21      | Floating      | 6.04%                 | No            | 2                  | On Loan: No      |
| UKG INC                                               | UKG, Inc.                                                                     | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    817000 | PA      | $841605.59    | 0.04%             | 2031-02-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| CINEWORLD                                             | Cineworld Group PLC                                                           | CUSIP: 000000000<br>LEI: 213800J2J3TOOI176M73 | Long             | EC               | CORP              | US        |    113516 | NS      | $2389965.86   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| TECH 7 SAS SUPER SENIOR                               | Tech 7 SAS Super Senior                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    658765 | PA      | $76.04        | 0.00%             | 2026-03-31      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| TECH 7 SAS TECHNICOLOR                                | Tech 7 SAS Technicolor                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    197630 | PA      | $22.81        | 0.00%             | 2026-04-01      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| TECH 7 SAS SUPER SENIOR                               | Tech 7 SAS Super Senior                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    395259 | PA      | $45.63        | 0.00%             | 2026-03-31      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| RESOLUTE TOPCO INC                                    | Resolute Topco, Inc.                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68579 | NS      | $171447.50    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| DREAMWELL INC                                         | Dream Well, Inc.                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    196189 | NS      | $1589130.90   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| US Radiology Specialists Inc                          | U.S. Radiology Specialists, Inc.                                              | CUSIP: 90372AAM0<br>LEI: 254900QCDFUYXJEFMY06 | Long             | LON              | CORP              | US        |  11955244 | PA      | $12020340.49  | 0.61%             | 2027-12-15      | Floating      | 8.75%                 | No            | 2                  | On Loan: No      |
| Ultra Clean Holdings Inc                              | Ultra Clean Holdings, Inc.                                                    | CUSIP: 90385YAG6<br>LEI: 5493007L6LS7QX18PE75 | Long             | LON              | CORP              | US        |   3919697 | PA      | $3945430.08   | 0.20%             | 2028-02-25      | Floating      | 6.71%                 | No            | 2                  | On Loan: No      |
| United Airlines Inc                                   | United Airlines, Inc.                                                         | CUSIP: 90932RAP9<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |   4388116 | PA      | $4405756.58   | 0.22%             | 2031-02-22      | Floating      | 6.20%                 | No            | 2                  | On Loan: No      |
| PG Investment Company 59 Sa rl                        | PG Investment Co. 59 SARL                                                     | CUSIP: 91728NAB5<br>LEI: 254900XMCCB3IEZ2A005 | Long             | LON              | CORP              | LU        |    407165 | PA      | $409251.98    | 0.02%             | 2031-03-26      | Floating      | 6.71%                 | No            | 2                  | On Loan: No      |
| UTZ Quality Foods LLC                                 | UTZ Quality Foods LLC                                                         | CUSIP: 91809EAG6<br>LEI: 549300K2HU2ISL0R2Q75 | Long             | LON              | CORP              | US        |   5871723 | PA      | $5877976.74   | 0.30%             | 2032-01-29      | Floating      | 6.50%                 | No            | 2                  | On Loan: No      |
| VFH Parent LLC                                        | VFH Parent LLC                                                                | CUSIP: 91820UAV2<br>LEI: 549300FRO9M476YHHY64 | Long             | LON              | CORP              | US        |   9390567 | PA      | $9422118.88   | 0.48%             | 2031-06-21      | Floating      | 6.46%                 | No            | 3                  | On Loan: No      |
| VFH PARENT / VALOR CO                                 | VFH Parent LLC/Valor Co-Issuer, Inc.                                          | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2094772.00   | 0.11%             | 2031-06-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| VS Buyer LLC                                          | VS Buyer LLC                                                                  | CUSIP: 91834WAG5<br>LEI: 254900G5QLDMHSCYJK25 | Long             | LON              | CORP              | US        |   1491618 | PA      | $1480430.88   | 0.08%             | 2031-04-12      | Floating      | 6.09%                 | No            | 2                  | On Loan: No      |
| VALVOLINE INC                                         | Valvoline, Inc.                                                               | CUSIP: 92048DAF9<br>LEI: 549300CMHPBEY6VPOT75 | Long             | LON              | CORP              | US        |   2354268 | PA      | $2361330.76   | 0.12%             | 2032-03-19      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Venture CDO Ltd                                       | Venture XXIII CLO Ltd.                                                        | CUSIP: 92332DAC1<br>LEI: 549300BWBX8PTZD3W768 | Long             | ABS-CBDO         | CORP              | KY        |   3278000 | PA      | $3098227.27   | 0.16%             | 2034-07-19      | Floating      | 9.22%                 | No            | 2                  | On Loan: No      |
| Vertiv Group Corporation                              | Vertiv Group Corp.                                                            | CUSIP: 92537EAG3<br>LEI: 549300ZT8RQ5VK10E643 | Long             | LON              | CORP              | US        |   3082939 | PA      | $3092234.29   | 0.16%             | 2032-08-12      | Floating      | 5.88%                 | No            | 2                  | On Loan: No      |
| Vestis Corporation                                    | Vestis Corp.                                                                  | CUSIP: 92550HAE3<br>LEI: 254900QDW0TA2TMFAP59 | Long             | LON              | CORP              | US        |   1755173 | PA      | $1671802.72   | 0.09%             | 2031-02-22      | Floating      | 6.45%                 | No            | 2                  | On Loan: No      |
| Victory Capital Holdings Inc                          | Victory Capital Holdings, Inc.                                                | CUSIP: 92645DAM1<br>LEI: 549300BN5LH2CIPPHS71 | Long             | LON              | CORP              | US        |   4829713 | PA      | $4859898.44   | 0.25%             | 2032-09-23      | Floating      | 6.10%                 | No            | 2                  | On Loan: No      |
| VIRTUSA CORP                                          | Virtusa Corp.                                                                 | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |   7212000 | PA      | $6935507.07   | 0.35%             | 2028-12-15      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Voya CLO Ltd                                          | Voya CLO Ltd.                                                                 | CUSIP: 92914RBE1<br>LEI: 549300JHU3YI1LLL3V27 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3039065.40   | 0.15%             | 2031-07-14      | Floating      | 7.52%                 | No            | 2                  | On Loan: No      |
| Voyager Parent LLC                                    | Voyager Parent LLC                                                            | CUSIP: 92921HAC9<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |   9425663 | PA      | $9438057.35   | 0.48%             | 2032-07-01      | Floating      | 8.75%                 | No            | 2                  | On Loan: No      |
| WMG Acquisition Corp                                  | WMG Acquisition Corp.                                                         | CUSIP: 92929LBA5<br>LEI: 549300NAS11NXI33CP80 | Long             | LON              | CORP              | US        |    482154 | PA      | $483117.86    | 0.02%             | 2031-01-24      | Floating      | 5.95%                 | No            | 2                  | On Loan: No      |
| Boost Newco Borrower LLC                              | Boost Newco Borrower LLC                                                      | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |   4229382 | PA      | $4245241.95   | 0.22%             | 2031-01-31      | Floating      | 6.00%                 | No            | 2                  | On Loan: No      |
| LUXCO3 SHARES                                         | Luxco Co. Ltd.                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     76309 | NS      | $1265121.44   | 0.06%             |  |  |  | No            | N/A                | On Loan: No      |
| PES ENERGY                                            | PES Energy Liquidating Trust                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    926254 | NS      | $9262.54      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Proppants Holdings LLC                                | Proppants Holdings LLC                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    529264 | NS      | $10585.28     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| TECHNICOLOR                                           | Technicolor SA                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       100 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| JASON INC                                             | Jason, Inc.                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       311 | NS      | $1710940.00   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| ALLOY.TOPCO.GBP.PE                                    | Alloy Topco Ltd.                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |   6310057 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| AKORN                                                 | Akorn, Inc.                                                                   | CUSIP: 000000000<br>LEI: 549300REUQNNF5W5TA64 | Long             | EC               | CORP              | US        |    156133 | NS      | $4683.99      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Wash Multifamily Parent Inc                           | Wash Multifamily Parent, Inc.                                                 | CUSIP: 93710RAB2<br>LEI: 254900VX9ZQVIOW7QI08 | Long             | LON              | CORP              | US        |  10488686 | PA      | $10555918.23  | 0.54%             | 2032-09-10      | Floating      | 7.21%                 | No            | 2                  | On Loan: No      |
| Armorica Lux Sarl                                     | Armorica Lux SARL                                                             | CUSIP: 000000000<br>LEI: 984500CDA495DT2DBE41 | Long             | LON              | CORP              | LU        |   3128630 | PA      | $3460302.68   | 0.18%             | 2028-07-28      | Floating      | 6.99%                 | No            | 2                  | On Loan: No      |
| CoreLogic Inc                                         | CoreLogic, Inc.                                                               | CUSIP: 000000000<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |   4690409 | PA      | $4705066.34   | 0.24%             | 2029-06-04      | Floating      | 10.58%                | No            | 2                  | On Loan: No      |
| Logoplaste Parent Sarl                                | Logoplaste Parent SARL                                                        | CUSIP: 000000000<br>LEI: 259400BFVFGTIQA6ZC28 | Long             | LON              | CORP              | LU        |    623505 | PA      | $573624.75    | 0.03%             | 2028-07-06      | Floating      | 8.58%                 | No            | 2                  | On Loan: No      |
| CAMPFIRE TOPCO LIMITED                                | Campfire Topco Ltd.                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |   2646421 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| UTEX INDUSTRIES COMMON                                | Utex Industries                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    191054 | NS      | $5922674.00   | 0.30%             |  |  |  | No            | 2                  | On Loan: No      |
| EAGLE INVESTMENTS HOLDCO                              | Eagle Investments Holding Co. LLC                                             | CUSIP: 000000000<br>LEI: 549300XHAU1K06XGBE82 | Long             | EC               | CORP              | US        |       141 | NS      | $1.41         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| EAGLE INTERMEDIATE GLOBAL HOLD                        | Eagle Intermediate Global Holding BV/Ruyi U.S. Finance LLC                    | CUSIP: 000000000<br>LEI: 724500WF1YQYV70ML757 | Long             | DBT              | CORP              | US        |    137000 | PA      | $85302.23     | 0.00%             | 2025-12-31      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| CeramTec AcquiCo GmbH                                 | CeramTec AcquiCo GmbH                                                         | CUSIP: 000000000<br>LEI: 9845001D9F4A861EIB39 | Long             | LON              | CORP              | DE        |   2377511 | PA      | $2745262.18   | 0.14%             | 2029-03-16      | Floating      | 5.78%                 | No            | 2                  | On Loan: No      |
| SERTA SSB EQUIPMENT COMPANY                           | Serta SSB Equipment Co.                                                       | CUSIP: 948EFX908<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    196189 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Technicolor Creative Studios                          | Technicolor Creative Studios                                                  | CUSIP: 000000000<br>LEI: 54930064SP2SSEVKFJ48 | Long             | LON              | CORP              | FR        |   3100819 | PA      | $0.00         | 0.00%             | 2030-06-07      | Floating      | 0.50%                 | No            | 3                  | On Loan: No      |
| WOOF Holdings Inc                                     | WOOF Holdings, Inc.                                                           | CUSIP: 95004UAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6251625 | PA      | $4982544.89   | 0.25%             | 2029-12-31      | Floating      | 7.95%                 | No            | 2                  | On Loan: No      |
| WOOF Holdings Inc                                     | WOOF Holdings, Inc.                                                           | CUSIP: 95004UAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4279484 | PA      | $1604806.31   | 0.08%             | 2029-12-31      | Floating      | 8.01%                 | No            | 2                  | On Loan: No      |
| PES Holdings LLC                                      | PES Holdings LLC                                                              | CUSIP: 71571EAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  16848863 | PA      | $147427.55    | 0.01%             | 2025-12-31      | Floating      | 3.00%                 | No            | 2                  | On Loan: No      |
| Flint Group Midco Limited                             | Flint Group Midco Ltd.                                                        | CUSIP: 000000000<br>LEI: 549300KLX20KIO31CV35 | Long             | LON              | CORP              | US        |   3976690 | PA      | $3786146.65   | 0.19%             | 2026-12-31      | Floating      | 8.37%                 | No            | 2                  | On Loan: No      |
| Flint Group Topco Limited                             | Flint Group Topco Ltd.                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | JE        |   2428825 | PA      | $1715357.74   | 0.09%             | 2027-12-30      | Floating      | 6.90%                 | No            | 2                  | On Loan: No      |
| Flint Group Topco Limited                             | Flint Group Topco Ltd.                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | JE        |   3238969 | PA      | $228752.17    | 0.01%             | 2027-12-31      | Floating      | 6.90%                 | No            | 2                  | On Loan: No      |
| Flint Group Packaging INKS North America Holdings LLC | Flint Group Packaging INKS North America Holdings LLC                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | JE        |    668673 | PA      | $737534.59    | 0.04%             | 2026-12-31      | Floating      | 6.29%                 | No            | 2                  | On Loan: No      |
| Flint Group Packaging INKS North America Holdings LLC | Flint Group Packaging INKS North America Holdings LLC                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | JE        |    521816 | PA      | $42536.00     | 0.00%             | 2027-12-30      | Floating      | 6.90%                 | No            | 2                  | On Loan: No      |
| Flint Group Packaging INKS North America Holdings LLC | Flint Group Packaging INKS North America Holdings LLC                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    391297 | PA      | $322241.66    | 0.02%             | 2027-12-30      | Floating      | 6.90%                 | No            | 2                  | On Loan: No      |
| KETER GROUP B.V. HOLDCO SHS                           | Keter Group BV                                                                | CUSIP: 000000000<br>LEI: 549300TACUSUHMY1TC98 | Long             | EC               | CORP              | NL        | 780993504 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| STONEPEAK FALCON HOLIDNGS                             | Stonepeak Falcon Holidngs LP                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    100438 | NS      | $309650.35    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| XPLORE INC                                            | Xplore, Inc.                                                                  | CUSIP: 000000000<br>LEI: 254900V3NB5MGOZS4O08 | N/A              | DE               |  | US        |      7290 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| TECHNICOLOR CREATIVE STUDIOS                          | Technicolor Creative Studios                                                  | CUSIP: 000000000<br>LEI: 54930064SP2SSEVKFJ48 | Long             | DBT              | CORP              | EG        |    197630 | PA      | $22.81        | 0.00%             | 2026-04-01      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| ALTISOURCE NWCASH EXR WARRANTS                        | Altisource Solutions SARL                                                     | CUSIP: 000000000<br>LEI: 222100LCEG1XDFQRZI81 | N/A              | DE               |  | US        |     52650 | NS      | $19148.81     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ALTISOURCE NET STL WARRANTS                           | Altisource Solutions SARL                                                     | CUSIP: 000000000<br>LEI: 222100LCEG1XDFQRZI81 | N/A              | DE               |  | US        |     52650 | NS      | $23692.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ALTISOURCE PORTFOLIO SOLUTIONS                        | Altisource Portfolio Solutions SA                                             | CUSIP: 000000000<br>LEI: 894500OLCBOOO8WZUE76 | Long             | EC               | CORP              | US        |    239704 | NS      | $2169321.20   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| AIMBRIDGE                                             | Aimbridge Acquisition Co., Inc.                                               | CUSIP: 000000000<br>LEI: 549300SPGKLVE9WYCQ20 | Long             | EC               | CORP              | US        |     41091 | NS      | $2763369.75   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| WEX Inc                                               | WEX, Inc.                                                                     | CUSIP: 96208UAW1<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | LON              | CORP              | US        |   4121505 | PA      | $4115714.73   | 0.21%             | 2028-03-31      | Floating      | 5.71%                 | No            | 2                  | On Loan: No      |
| Whatabrands LLC                                       | Whatabrands LLC                                                               | CUSIP: 96244UAJ6<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |   4753398 | PA      | $4769298.36   | 0.24%             | 2028-08-03      | Floating      | 6.46%                 | No            | 2                  | On Loan: No      |
| White Cap Buyer LLC                                   | White Cap Buyer LLC                                                           | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |  11219469 | PA      | $11259691.01  | 0.57%             | 2029-10-19      | Floating      | 7.21%                 | No            | 2                  | On Loan: No      |
| Women's Care Enterprises LLC                          | Women's Care Enterprises LLC                                                  | CUSIP: 97815UAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1907801 | PA      | $1736098.69   | 0.09%             | 2028-01-15      | Floating      | 8.44%                 | No            | 2                  | On Loan: No      |
| World Wide Technology Holding Co. LLC                 | World Wide Technology Holding Co. LLC                                         | CUSIP: 98164AAE3<br>LEI: 213800MTFQARCZL1PY64 | Long             | LON              | CORP              | US        |   2465868 | PA      | $2476656.34   | 0.13%             | 2030-03-01      | Floating      | 5.99%                 | No            | 2                  | On Loan: No      |
| Wyndham Hotels & Resorts Inc                          | Wyndham Hotels & Resorts, Inc.                                                | CUSIP: 98310CAF9<br>LEI: 549300FE3MQ4RVXXC673 | Long             | LON              | CORP              | US        |   4159934 | PA      | $4174763.71   | 0.21%             | 2030-05-24      | Floating      | 5.71%                 | No            | 2                  | On Loan: No      |
| AllSpring Buyer LLC                                   | AllSpring Buyer LLC                                                           | CUSIP: 98922AAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1449715 | PA      | $1454607.79   | 0.07%             | 2030-11-01      | Floating      | 6.81%                 | No            | 2                  | On Loan: No      |
| Zuora Inc                                             | Zuora, Inc.                                                                   | CUSIP: 98980XAC9<br>LEI: 2549000JOLSFPTJEAV21 | Long             | LON              | CORP              | US        |   8075570 | PA      | $7947734.00   | 0.41%             | 2032-02-14      | Floating      | 7.46%                 | No            | 2                  | On Loan: No      |
| ZI TECH LLC/ZI FIN CORP                               | ZoomInfo Technologies LLC/ZoomInfo Finance Corp.                              | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2603000 | PA      | $2457944.70   | 0.13%             | 2029-02-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| OCELOT ACQUISITION, LLC                               | Ocelot Acquisition LLC                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    688484 | NS      | $2667874.11   | 0.14%             |  |  |  | No            | N/A                | On Loan: No      |
| Project Investor Holdings, LLC                        | Investor Holdings LLC                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |    132316 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                               | Allied Universal Holdco LLC/Allied Universal Finance Corp./Atlas Luxco 4 SARL | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1471000 | PA      | $1682599.74   | 0.09%             | 2028-06-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| EOLO SPA                                              | Eolo SpA                                                                      | CUSIP: 000000000<br>LEI: 81560046D0F489B08569 | Long             | DBT              | CORP              | IT        |   2000000 | PA      | $2115205.01   | 0.11%             | 2028-10-21      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Sk Neptune Husky Finance SARL                         | Sk Neptune Husky Finance SARL                                                 | CUSIP: 000000000<br>LEI: 254900EYK4430ZH92J61 | Long             | LON              | CORP              | LU        |    897101 | PA      | $118865.87    | 0.01%             | 2026-04-30      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Idemia Identity and Security France SAS               | Idemia Identity & Security France SAS                                         | CUSIP: 000000000<br>LEI: 969500UPJVNEV8CBCC98 | Long             | LON              | CORP              | FR        |   5250000 | PA      | $6099088.33   | 0.31%             | 2028-09-29      | Floating      | 6.00%                 | No            | 2                  | On Loan: No      |
| Flamingo Group International Limited                  | Flamingo Group International Ltd.                                             | CUSIP: 000000000<br>LEI: 549300WR0Y5IPBF6WF94 | Long             | LON              | CORP              | GB        |   4223000 | PA      | $4277098.60   | 0.22%             | 2028-08-01      | Floating      | 7.82%                 | No            | 2                  | On Loan: No      |
| KETER GROUP BV                                        | Keter Group BV                                                                | CUSIP: 000000000<br>LEI: 549300TACUSUHMY1TC98 | Long             | LON              | CORP              | NL        |   8415107 | PA      | $8844690.59   | 0.45%             | 2029-12-28      | Floating      | 5.00%                 | No            | 2                  | On Loan: No      |
| CITCO FUNDING LLC                                     | Citco Funding LLC                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5880093 | PA      | $5918695.55   | 0.30%             | 2028-04-27      | Floating      | 6.81%                 | No            | 2                  | On Loan: No      |
| Project Alpha Intermediate Holding, Inc.              | Project Alpha Intermediate Holding, Inc.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4067211 | PA      | $3970614.72   | 0.20%             | 2033-05-09      | Floating      | 9.00%                 | No            | 2                  | On Loan: No      |
| EVEREST SUBBIDCO                                      | Everest SubBidCo SAS                                                          | CUSIP: 000000000<br>LEI: 969500CR0NDBKD0VFM16 | Long             | LON              | CORP              | FR        |    894674 | PA      | $894674.31    | 0.05%             | 2031-12-10      | Floating      | 8.44%                 | No            | 3                  | On Loan: No      |
| Everest SubBidCo                                      | Everest SubBidCo SAS                                                          | CUSIP: 000000000<br>LEI: 969500CR0NDBKD0VFM16 | Long             | LON              | CORP              | US        |   1796076 | PA      | $1796075.52   | 0.09%             | 2031-12-10      | Floating      | 8.44%                 | No            | 3                  | On Loan: No      |
| CommScope Inc                                         | CommScope, Inc.                                                               | CUSIP: 000000000<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | LON              | CORP              | US        |   8320486 | PA      | $8406852.17   | 0.43%             | 2029-12-17      | Floating      | 8.71%                 | No            | 2                  | On Loan: No      |
| REDSTONE HOLDCO 2 LP                                  | Redstone Holdco 2 LP                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5311173 | PA      | $2257248.43   | 0.12%             | 2028-04-27      | Floating      | 8.85%                 | No            | 3                  | On Loan: No      |
| Tecta America Corp                                    | Tecta America Corp.                                                           | CUSIP: 000000000<br>LEI: 54930083ULRH07WCC129 | Long             | LON              | CORP              | US        |   4852306 | PA      | $4874408.38   | 0.25%             | 2032-02-18      | Floating      | 6.97%                 | No            | 2                  | On Loan: No      |
| ALTISOURCE SOLUTIONS SARL                             | Altisource Solutions SARL                                                     | CUSIP: 000000000<br>LEI: 222100LCEG1XDFQRZI81 | Long             | LON              | CORP              | LU        |   1648383 | PA      | $0.00         | 0.00%             | 2030-04-30      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| ALTISOURCE SOLUTIONS SARL                             | Altisource Solutions SARL                                                     | CUSIP: 000000000<br>LEI: 222100LCEG1XDFQRZI81 | Long             | LON              | CORP              | LU        |   1673607 | PA      | $1681974.68   | 0.09%             | 2029-02-19      | Floating      | 10.60%                | No            | 3                  | On Loan: No      |
| NA Rail HoldCo LLC                                    | NA Rail HoldCo LLC                                                            | CUSIP: 000000000<br>LEI: 549300WBUJ0EQ32JFK65 | Long             | LON              | CORP              | US        |    821857 | PA      | $826685.00    | 0.04%             | 2032-03-08      | Floating      | 7.12%                 | No            | 2                  | On Loan: No      |
| Rockpoint Gas Storage Partners LP                     | Rockpoint Gas Storage Partners LP                                             | CUSIP: 000000000<br>LEI: 549300ZXM0KTRM0NMI59 | Long             | LON              | CORP              | US        |   4382584 | PA      | $4401757.74   | 0.22%             | 2031-09-18      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Mannington Mills Inc                                  | Mannington Mills, Inc.                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1737844 | PA      | $1729155.14   | 0.09%             | 2032-03-25      | Floating      | 8.71%                 | No            | 3                  | On Loan: No      |
| EagleView Technology Corporation                      | EagleView Technology Corp.                                                    | CUSIP: 000000000<br>LEI: 549300HLIL8HO4PPLG50 | Long             | LON              | CORP              | US        |  10639445 | PA      | $10449956.76  | 0.53%             | 2028-08-14      | Floating      | 9.50%                 | No            | 2                  | On Loan: No      |
| JASON GROUP INC                                       | Jason Group, Inc.                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2696509 | PA      | $2440340.55   | 0.12%             | 2026-11-30      | Floating      | 10.08%                | No            | 3                  | On Loan: No      |
| Shift4 Payments LLC                                   | Shift4 Payments LLC                                                           | CUSIP: 000000000<br>LEI: 254900GTEMR7L40VPI74 | Long             | LON              | CORP              | US        |   3861900 | PA      | $3892485.76   | 0.20%             | 2032-06-30      | Floating      | 6.50%                 | No            | 2                  | On Loan: No      |
| Herc Holdings Inc                                     | Herc Holdings, Inc.                                                           | CUSIP: 000000000<br>LEI: 549300TP80QLITMSBP82 | Long             | LON              | CORP              | US        |    908277 | PA      | $913858.74    | 0.05%             | 2032-06-02      | Floating      | 6.11%                 | No            | 2                  | On Loan: No      |
| Viavi Solutions Inc                                   | Viavi Solutions, Inc.                                                         | CUSIP: 000000000<br>LEI: 5493006K3E3N1QOBF092 | Long             | LON              | CORP              | US        |   1753996 | PA      | $1758748.86   | 0.09%             | 2032-10-16      | Floating      | 6.39%                 | No            | 2                  | On Loan: No      |
| FIRST BRANDS GROUP LLC                                | First Brands Group LLC                                                        | CUSIP: 000000000<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |    350026 | PA      | $116558.82    | 0.01%             | 2027-03-30      | Floating      | 9.28%                 | No            | 3                  | On Loan: No      |
| Splat Super Holdco, LLC                               | Splat Super Holdco LLC                                                        | CUSIP: 000000000<br>LEI: 549300440PU6D6ZUIR97 | Long             | LON              | CORP              | US        |     79208 | PA      | $77871.29     | 0.00%             | 2032-07-02      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Aspire Bakeries Holdings LLC                          | Aspire Bakeries Holdings LLC                                                  | CUSIP: 000000000<br>LEI: 549300MWN7R72KAKOD18 | Long             | LON              | CORP              | US        |   3648764 | PA      | $3676147.48   | 0.19%             | 2030-12-23      | Floating      | 7.47%                 | No            | 2                  | On Loan: No      |
| LERNEN BIDCO LIMITED                                  | Lernen Bidco Ltd.                                                             | CUSIP: 000000000<br>LEI: 894500YKKF2CXAP6DR25 | Long             | LON              | CORP              | US        |   2017035 | PA      | $2021240.67   | 0.10%             | 2031-10-27      | Floating      | 7.86%                 | No            | 2                  | On Loan: No      |
| Disco Parent Inc                                      | Disco Parent, Inc.                                                            | CUSIP: 000000000<br>LEI: 2549003DLSZ9JWHH1Q80 | Long             | LON              | CORP              | US        |   3031129 | PA      | $3050073.60   | 0.16%             | 2032-08-06      | Floating      | 7.48%                 | No            | 3                  | On Loan: No      |
| ARMORICA LUX SARL                                     | Armorica Lux SARL                                                             | CUSIP: 000000000<br>LEI: 984500CDA495DT2DBE41 | Long             | LON              | CORP              | GB        |    500000 | PA      | $553006.06    | 0.03%             | 2028-07-28      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Plastipak Packaging Inc                               | Plastipak Packaging, Inc.                                                     | CUSIP: 000000000<br>LEI: 549300Y39ISK7CP7EO21 | Long             | LON              | CORP              | US        |   3561115 | PA      | $3569644.14   | 0.18%             | 2032-09-10      | Floating      | 6.46%                 | No            | 2                  | On Loan: No      |
| Pinnacle Buyer LLC                                    | Pinnacle Buyer LLC                                                            | CUSIP: 72349UAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    606289 | PA      | $609698.95    | 0.03%             | 2032-10-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Outfront Media Capital LLC                            | Outfront Media Capital LLC                                                    | CUSIP: 000000000<br>LEI: 5493005WC7J0FDMW0610 | Long             | LON              | CORP              | US        |   1085070 | PA      | $1085916.75   | 0.06%             | 2032-09-24      | Floating      | 6.01%                 | No            | N/A                | On Loan: No      |
| Solstice Advanced Materials Inc                       | Solstice Advanced Materials, Inc.                                             | CUSIP: 83443PAC9<br>LEI: 2138004GZ4H9TW6HK435 | Long             | LON              | CORP              | US        |   1572090 | PA      | $1577655.01   | 0.08%             | 2032-09-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Green Infrastructure Partners Inc                     | Green Infrastructure Partners, Inc.                                           | CUSIP: 000000000<br>LEI: 549300W1V7LSCKWMX505 | Long             | LON              | CORP              | CA        |   2399510 | PA      | $2406264.64   | 0.12%             | 2032-09-24      | Floating      | 6.75%                 | No            | N/A                | On Loan: No      |
| Owens-Illinois Inc                                    | Owens-Illinois, Inc.                                                          | CUSIP: 000000000<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | LON              | CORP              | US        |   3010836 | PA      | $3009571.88   | 0.15%             | 2032-09-30      | Floating      | 6.84%                 | No            | 3                  | On Loan: No      |
| SPECTRIS PLC                                          | Spectris PLC                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    835540 | PA      | $838672.85    | 0.04%             | 2032-09-30      | None          | 0.00%                 | No            | N/A                | On Loan: No      |
| Altice France SA                                      | Altice France SA                                                              | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | US        |    146988 | PA      | $145518.06    | 0.01%             | 2029-05-14      | Floating      | 9.36%                 | No            | N/A                | On Loan: No      |
| Altice France SA                                      | Altice France SA                                                              | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | US        |   9471016 | PA      | $9462586.34   | 0.48%             | 2031-05-31      | Floating      | 10.86%                | No            | N/A                | On Loan: No      |
| TRIO BIDCO INC                                        | Trio Bidco, Inc.                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5543265 | PA      | $5520759.37   | 0.28%             | 2032-10-29      | None          | 0.00%                 | No            | N/A                | On Loan: No      |
| TRIO BIDCO INC                                        | Trio Bidco, Inc.                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    583502 | PA      | $581132.57    | 0.03%             | 2032-10-29      | None          | 0.00%                 | No            | N/A                | On Loan: No      |
| SHERMCO INTRMDT HLDNGS INC                            | Shermco Intermediate Holdings, Inc.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    401930 | PA      | $402935.26    | 0.02%             | 2032-10-27      | None          | 0.00%                 | No            | N/A                | On Loan: No      |
| RAISING CANE RESTARNT LLC                             | Raising Cane's Restaurants LLC                                                | CUSIP: 75101XAQ0<br>LEI: 254900V6ADXFWHYOED66 | Long             | LON              | CORP              | US        |   9789801 | PA      | $9787745.42   | 0.50%             | 2032-10-24      | None          | 0.00%                 | No            | N/A                | On Loan: No      |
| Bausch & Lomb Corporation                             | Bausch & Lomb Corp.                                                           | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |   1959374 | PA      | $1974069.31   | 0.10%             | 2031-01-15      | Floating      | 8.21%                 | No            | 2                  | On Loan: No      |
| 1011778 BC Unlimited Liability Company                | 1011778 BC Unlimited Liability Co.                                            | CUSIP: 000000000<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |   4629097 | PA      | $4622084.16   | 0.24%             | 2030-09-20      | Floating      | 5.71%                 | No            | 2                  | On Loan: No      |
| PointClickCare Technologies, Inc.                     | PointClickCare Technologies, Inc.                                             | CUSIP: 000000000<br>LEI: 5493001Z0LHHBZLVDX36 | Long             | LON              | CORP              | CA        |   5993286 | PA      | $6015760.98   | 0.31%             | 2031-11-03      | Floating      | 6.75%                 | No            | 2                  | On Loan: No      |
| Clarios Global LP                                     | Clarios Global LP                                                             | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |  16556974 | PA      | $16582885.37  | 0.85%             | 2030-05-06      | Floating      | 6.46%                 | No            | 2                  | On Loan: No      |
| Clarios Global LP                                     | Clarios Global LP                                                             | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    413403 | PA      | $415211.69    | 0.02%             | 2032-01-28      | Floating      | 6.71%                 | No            | 2                  | On Loan: No      |
| Xplornet Communications Inc                           | Xplornet Communications, Inc.                                                 | CUSIP: 000000000<br>LEI: 254900V3NB5MGOZS4O08 | Long             | LON              | CORP              | CA        |    607055 | PA      | $573918.52    | 0.03%             | 2029-10-24      | Floating      | 9.08%                 | No            | 2                  | On Loan: No      |
| Xplornet Communications Inc                           | Xplornet Communications, Inc.                                                 | CUSIP: 000000000<br>LEI: 254900V3NB5MGOZS4O08 | Long             | LON              | CORP              | CA        |   1781609 | PA      | $1233025.11   | 0.06%             | 2031-10-24      | Floating      | 5.58%                 | No            | 2                  | On Loan: No      |
| Idemia Group                                          | Idemia Group                                                                  | CUSIP: 000000000<br>LEI: 5493008QGYPD024OYL95 | Long             | LON              | CORP              | US        |   1896473 | PA      | $1905955.17   | 0.10%             | 2028-09-30      | Floating      | 8.25%                 | No            | 2                  | On Loan: No      |
| State Street Global Advisors                          | State Street Navigator Securities Lending Government Money Market Portfolio   | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |  10005652 | NS      | $10005652.50  | 0.51%             |  |  |  | No            | 2                  | On Loan: No      |
| Alloy Finco Limited                                   | Alloy Finco Ltd.                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | JE        |   5798926 | PA      | $14590228.45  | 0.74%             | 2028-03-06      | Floating      | 13.50%                | No            | 2                  | On Loan: No      |
| Alloy Finco Limited                                   | Alloy Finco Ltd.                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | JE        |   5509264 | PA      | $10805043.04  | 0.55%             | 2028-03-06      | Floating      | 13.50%                | No            | 3                  | On Loan: No      |
| BIFM US Finance LLC                                   | BIFM U.S. Finance LLC                                                         | CUSIP: 000000000<br>LEI: 5493004RP2P0NY84N260 | Long             | LON              | CORP              | CA        |  11677460 | PA      | $11724928.74  | 0.60%             | 2028-05-31      | Floating      | 7.21%                 | No            | N/A                | On Loan: No      |
| FLEXSYS HOLDINGS INC                                  | Flexsys Holdings, Inc.                                                        | CUSIP: 000000000<br>LEI: 984500KE15B085F09569 | Long             | LON              | CORP              | US        |   1229585 | PA      | $1038999.50   | 0.05%             | 2029-08-01      | Floating      | 10.45%                | No            | 2                  | On Loan: No      |
| FLEXSYS HOLDINGS INC                                  | Flexsys Holdings, Inc.                                                        | CUSIP: 000000000<br>LEI: 984500KE15B085F09569 | Long             | LON              | CORP              | US        |   1435406 | PA      | $380382.62    | 0.02%             | 2029-08-01      | Floating      | 9.71%                 | No            | 2                  | On Loan: No      |
| Froneri Lux Finco Sarl                                | Froneri Lux Finco SARL                                                        | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | LON              | CORP              | US        |   3918077 | PA      | $3895254.41   | 0.20%             | 2031-09-30      | Floating      | 6.20%                 | No            | 2                  | On Loan: No      |
| Froneri Lux Finco Sarl                                | Froneri Lux Finco SARL                                                        | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | LON              | CORP              | US        |   1400487 | PA      | $1401439.69   | 0.07%             | 2032-08-02      | None          | 0.00%                 | No            | N/A                | On Loan: No      |
| Howden Group Holdings Ltd                             | Howden Group Holdings Ltd.                                                    | CUSIP: 000000000<br>LEI: 213800OOZO37Y7YL2O58 | Long             | LON              | CORP              | GB        |   7058233 | PA      | $8212803.78   | 0.42%             | 2031-02-15      | Floating      | 5.44%                 | No            | 2                  | On Loan: No      |
| Howden Group Holdings Ltd                             | Howden Group Holdings Ltd.                                                    | CUSIP: 000000000<br>LEI: 213800R6D9EVRN5D3117 | Long             | LON              | CORP              | LU        |   4390669 | PA      | $4402787.45   | 0.22%             | 2031-02-15      | Floating      | 6.71%                 | No            | 2                  | On Loan: No      |
| Ineos US Finance LLC                                  | Ineos U.S. Finance LLC                                                        | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |   6746098 | PA      | $5811155.87   | 0.30%             | 2030-02-18      | Floating      | 7.21%                 | No            | 2                  | On Loan: No      |
| Ineos US Finance LLC                                  | Ineos U.S. Finance LLC                                                        | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |   4595037 | PA      | $3909228.02   | 0.20%             | 2031-02-07      | Floating      | 6.96%                 | No            | 2                  | On Loan: No      |
| INEOS Quattro Holdings UK Ltd                         | INEOS Quattro Holdings U.K. Ltd.                                              | CUSIP: 000000000<br>LEI: 213800HKSMBSJQ32CA45 | Long             | LON              | CORP              | US        |   2418616 | PA      | $2023570.97   | 0.10%             | 2029-04-02      | Floating      | 8.31%                 | No            | 2                  | On Loan: No      |
| INEOS Quattro Holdings UK Ltd                         | INEOS Quattro Holdings U.K. Ltd.                                              | CUSIP: 000000000<br>LEI: 213800HKSMBSJQ32CA45 | Long             | LON              | CORP              | US        |   1043101 | PA      | $842695.50    | 0.04%             | 2031-10-07      | Floating      | 8.21%                 | No            | 2                  | On Loan: No      |
| Virgin Media Bristol LLC                              | Virgin Media Bristol LLC                                                      | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |    346666 | PA      | $346936.11    | 0.02%             | 2028-01-31      | Floating      | 6.65%                 | No            | 2                  | On Loan: No      |
| Virgin Media Bristol LLC                              | Virgin Media Bristol LLC                                                      | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |   9023693 | PA      | $9019947.97   | 0.46%             | 2029-01-31      | Floating      | 7.40%                 | No            | 2                  | On Loan: No      |
| Altisource Portfolio Solutions SA                     | Altisource Portfolio Solutions SA                                             | CUSIP: 000000000<br>LEI: 894500OLCBOOO8WZUE76 | Long             | EC               | CORP              | LU        |      6555 | NS      | $59322.75     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Altice Financing SA                                   | Altice Financing SA                                                           | CUSIP: 000000000<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | LON              | CORP              | LU        |   4660278 | PA      | $3702986.94   | 0.19%             | 2027-10-31      | Floating      | 8.90%                 | No            | 2                  | On Loan: No      |
| ALTISOURCE SOLUTIONS SARL                             | Altisource Solutions SARL                                                     | CUSIP: 000000000<br>LEI: 222100LCEG1XDFQRZI81 | Long             | LON              | CORP              | LU        |   3613976 | PA      | $3758535.33   | 0.19%             | 2030-04-30      | Floating      | 10.60%                | No            | 3                  | On Loan: No      |
| Chrysaor Bidco Sarl                                   | Chrysaor Bidco SARL                                                           | CUSIP: 000000000<br>LEI: 254900CXX37NCB7A8J31 | Long             | LON              | CORP              | LU        |    909241 | PA      | $912423.28    | 0.05%             | 2031-10-30      | Floating      | 7.14%                 | No            | N/A                | On Loan: No      |
| Camelot US Acquisition LLC                            | Camelot U.S. Acquisition LLC                                                  | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |   3414649 | PA      | $3358102.78   | 0.17%             | 2031-01-31      | Floating      | 6.71%                 | No            | 2                  | On Loan: No      |
| Delta 2 (LUX) S.a.r.l.                                | Delta 2 Lux SARL                                                              | CUSIP: 000000000<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |   5824613 | PA      | $5840980.31   | 0.30%             | 2031-09-30      | Floating      | 6.00%                 | No            | 2                  | On Loan: No      |
| Luxembourg Investment Company 428 Sa rl               | Luxembourg Investment Co. 428 SARL                                            | CUSIP: 000000000<br>LEI: 254900EYK4430ZH92J61 | Long             | LON              | CORP              | LU        |   9226825 | PA      | $230670.63    | 0.01%             | 2029-01-03      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Marcel LUX IV SARL                                    | Marcel LUX IV SARL                                                            | CUSIP: 000000000<br>LEI: 254900A6AL2000BPNS82 | Long             | LON              | CORP              | US        |   5897158 | PA      | $5919271.98   | 0.30%             | 2030-11-12      | Floating      | 7.13%                 | No            | 3                  | On Loan: No      |
| Motion Finco Sarl                                     | Motion Finco SARL                                                             | CUSIP: 000000000<br>LEI: 2549002L1LBQZKA7UN30 | Long             | LON              | CORP              | LU        |   6561612 | PA      | $5705091.95   | 0.29%             | 2029-11-12      | Floating      | 7.50%                 | No            | 2                  | On Loan: No      |
| Speed Midco 3 Sa rl                                   | Speed Midco 3 SARL                                                            | CUSIP: 000000000<br>LEI: 2549003UA52U0RYFOG67 | Long             | LON              | CORP              | LU        |   4404318 | PA      | $4401565.52   | 0.22%             | 2032-10-07      | Floating      | 6.29%                 | No            | N/A                | On Loan: No      |
| Zacapa SARL                                           | Zacapa SARL                                                                   | CUSIP: 000000000<br>LEI: 213800VIVQIJLORBU468 | Long             | LON              | CORP              | LU        |    913468 | PA      | $917007.88    | 0.05%             | 2029-03-22      | Floating      | 7.75%                 | No            | 2                  | On Loan: No      |
| Flutter Financing BV                                  | Flutter Financing BV                                                          | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    524378 | PA      | $522628.94    | 0.03%             | 2032-06-04      | Floating      | 6.00%                 | No            | 2                  | On Loan: No      |
| Fugue Finance BV                                      | Fugue Finance BV                                                              | CUSIP: 000000000<br>LEI: 254900LPOM3DXTS8SI47 | Long             | LON              | CORP              | NL        |  10000000 | PA      | $11625794.52  | 0.59%             | 2032-01-09      | Floating      | 5.28%                 | No            | 2                  | On Loan: No      |
| Peer Holding III BV                                   | Peer Holding III BV                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3500566 | PA      | $3507129.31   | 0.18%             | 2032-09-29      | None          | 0.00%                 | No            | N/A                | On Loan: No      |
| Peer Holding III BV                                   | Peer Holding III BV                                                           | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |   5000000 | PA      | $5794920.60   | 0.30%             | 2032-09-29      | None          | 0.00%                 | No            | N/A                | On Loan: No      |
| Nouryon Finance BV                                    | Nouryon Finance BV                                                            | CUSIP: 000000000<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | NL        |   2562439 | PA      | $2564040.31   | 0.13%             | 2028-04-03      | Floating      | 7.04%                 | No            | 2                  | On Loan: No      |
| Nouryon Finance BV                                    | Nouryon Finance BV                                                            | CUSIP: 000000000<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | NL        |   1101927 | PA      | $1102444.65   | 0.06%             | 2028-04-03      | Floating      | 7.16%                 | No            | 2                  | On Loan: No      |
| Sunrise Financing Partnership                         | Sunrise Financing Partnership                                                 | CUSIP: 000000000<br>LEI: 213800DXWIS9KORQ3X94 | Long             | LON              | CORP              | US        |   1648881 | PA      | $1648419.58   | 0.08%             | 2032-02-15      | Floating      | 6.43%                 | No            | N/A                | On Loan: No      |
| Ziggo BV                                              | Ziggo BV                                                                      | CUSIP: 000000000<br>LEI: 213800TQASLF9JXH5J59 | Long             | LON              | CORP              | NL        |   7000000 | PA      | $7940878.42   | 0.40%             | 2029-01-31      | Floating      | 4.89%                 | No            | 2                  | On Loan: No      |
| Ardonagh Midco 3 PLC                                  | Ardonagh Midco 3 PLC                                                          | CUSIP: 000000000<br>LEI: 254900YP2E642AGM4G32 | Long             | LON              | CORP              | AU        |  14791408 | PA      | $14772918.82  | 0.75%             | 2031-02-15      | Floating      | 6.95%                 | No            | 2                  | On Loan: No      |
| IGT Holding IV AB                                     | IGT Holding IV AB                                                             | CUSIP: 000000000<br>LEI: 549300S0NZ6VQU5JU607 | Long             | LON              | CORP              | SE        |   4800000 | PA      | $4824000.00   | 0.25%             | 2031-09-01      | Floating      | 6.95%                 | No            | N/A                | On Loan: No      |

### Signature

**Date Signed:** 2025-11-14

**Name of Applicant:** CREDIT SUISSE OPPORTUNITY FUNDS

**Signature:** Rose-Ann Bubloski

**Name of Signer:** Rose-Ann Bubloski

**Title:** Director