# EDGAR Filing Document

**Accession Number:** 0001859808
**File Stem:** 0001398344-23-002744
**Filing Date:** 2023-2
**Character Count:** 110537
**Document Hash:** 052d64a31366dd3c051aafb8d7f00ec6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001398344-23-002744.hdr.sgml**: 20230210

**ACCESSION NUMBER**: 0001398344-23-002744

**CONFORMED SUBMISSION TYPE**: NPORT-P/A

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20220930

**FILED AS OF DATE**: 20230210

**DATE AS OF CHANGE**: 20230210

**PERIOD START**: 20220930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MassMutual Advantage Funds
- **CENTRAL INDEX KEY:** 0001859808
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P/A
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23703
- **FILM NUMBER:** 23613257

**BUSINESS ADDRESS:**
- **STREET 1:** 1295 STATE STREET
- **CITY:** SPRINGFIELD
- **STATE:** MA
- **ZIP:** 01111
- **BUSINESS PHONE:** (860) 562-1000

**MAIL ADDRESS:**
- **STREET 1:** 1295 STATE STREET
- **CITY:** SPRINGFIELD
- **STATE:** MA
- **ZIP:** 01111

## Series and Classes Contracts Data

### MassMutual Global Credit Income Opportunities Fund (Series ID: S000072763)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000229286 | Class I      | BXITX           |
| C000229287 | Class L      | BXIAX           |
| C000229288 | Class Y      | BXIYX           |
| C000229289 | Class C      | BXICX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** MassMutual Advantage Funds

- **b. Investment Company Act file number:** 811-23703

- **c. CIK number of Registrant:** 0001859808

- **d. LEI of Registrant:** 5493000RE63N3B1HWL58

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

  - **Street Address 1:** 1295 STATE STREET

  - **City:** SPRINGFIELD

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 01111

  - **Telephone number:** 4137441000

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

- **a. Name of Series:** MassMutual Global Credit Income Opportunities Fund

- **b. EDGAR series identifier (if any):** S000072763

- **c. LEI of Series:** 5493003NSCR9BZO1UC68

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

- **a. Date of fiscal year-end:** 2022-09-30

- **b. Date as of which information is reported:** 2022-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $169597256.59

**Total Liabilities:** $38659803.59

**Net Assets:** $130937453.00

**Delayed Delivery Securities:** $542103.63

**Cash Not Reported:** $2257525.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0 | **1-Year:** 27.57 | **5-Year:** 1271.79 | **10-Year:** 1774.79 | **30-Year:** 0

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

- **3-Month:** 382.16 | **1-Year:** 2975.26 | **5-Year:** 18997.98 | **10-Year:** 10552 | **30-Year:** 1750.45

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000229286 | -3.80%               | 1.00%                | 2.25%                |
| Class ID C000229287 | -3.82%               | 0.98%                | 2.36%                |
| Class ID C000229288 | -3.80%               | 0.98%                | 2.38%                |
| Class ID C000229289 | -3.76%               | 0.89%                | 2.17%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1755948.24             | $-5554375.96                               |
| Month 2  | $2135117.52              | $-2449452.59                               |
| Month 3  | $-888535.22              | $2690351.53                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| 1375209 BC LTD                 | SR SECURED 144A 01/28 9        | CUSIP: 68251PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     81993 | PA      | $81378.05     | 0.06%             | 2028-01-30      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| A L PARENT LLC                 | TERM LOAN B                    | CUSIP: 00165HAB9<br>LEI: 549300177GK4LMS8T214 | Long             | LON              | CORP              | US        |    495898 | PA      | $405188.46    | 0.31%             | 2023-12-01      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| ABC SUPPLY CO INC              | SR UNSECURED 144A 11/29 3.875  | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |    700000 | PA      | $548413.36    | 0.42%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| ACCOR SA                       | JR SUBORDINA REGS VAR          | CUSIP: 933WPJII6<br>LEI: 969500QZC2Q0TK11NV07 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $170375.83    | 0.13%             | 2099-12-31      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| ACCOR SA                       | SR UNSECURED REGS 11/28 2.375  | CUSIP: ACI21X8H2<br>LEI: 969500QZC2Q0TK11NV07 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $74658.26     | 0.06%             | 2028-11-29      | Fixed         | 2.38%                 | Yes           | 2                  | On Loan: No      |
| ACU PETROLEO LUXEMBOURG        | SR SECURED REGS 01/32 7.5      | CUSIP: L0R80QAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    541000 | PA      | $430508.43    | 0.33%             | 2032-01-13      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| ADVANZ PHARMA CORP             | 2021 EUR TERM LOAN B           | CUSIP: 937JWAII2<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    500000 | PA      | $449597.98    | 0.34%             | 2028-06-01      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| AENOVA HOLDING GMBH            | 2021 EUR TERM LOAN B           | CUSIP: 942XQLII7<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |    500000 | PA      | $413252.83    | 0.32%             | 2026-03-06      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| AIR CANADA                     | 2021 TERM LOAN B               | CUSIP: C0102MAP0<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | LON              | CORP              | CA        |    352830 | PA      | $334874.20    | 0.26%             | 2028-08-11      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| ALBEA BEAUTY HOLDINGS S.A      | 2018 USD TERM LOAN B2          | CUSIP: 963SBQII7<br>LEI: 2221000LVW3T1WSQUG17 | Long             | LON              | CORP              | FR        |     65871 | PA      | $59283.89     | 0.05%             | 2024-04-22      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| ALBION FINANCING 3 SARL        | EUR TERM LOAN                  | CUSIP: 941VWKII7<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    510000 | PA      | $464527.87    | 0.35%             | 2026-08-17      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| ALINEA CLO LTD                 | ALINE 2018 1A E 144A           | CUSIP: 016268AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $980303.75    | 0.75%             | 2031-07-20      | Floating      | 8.71%                 | Yes           | 2                  | On Loan: No      |
| ALPHA GROUP SARL               | EUR TERM LOAN B                | CUSIP: L0182KAB8<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |   1000000 | PA      | $858161.27    | 0.66%             | 2025-01-31      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| ALSEA S.A.                     | COMPANY GUAR REGS 12/26 7.75   | CUSIP: P0R38AAA5<br>LEI: 4469000001BJLPKNUN21 | Long             | DBT              | CORP              | MX        |    671000 | PA      | $624030.00    | 0.48%             | 2026-12-14      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| ALTICE FRANCE SA               | SR SECURED REGS 02/25 2.125    | CUSIP: ACI1JBFC6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $256866.23    | 0.20%             | 2025-02-15      | Fixed         | 2.12%                 | Yes           | 2                  | On Loan: No      |
| ALTICE FRANCE SA               | SR SECURED REGS 01/25 2.5      | CUSIP: ACI1FL174<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $86752.47     | 0.07%             | 2025-01-15      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| AMC ENTMT INC   SYNDICATED LNS | TERM LOAN B                    | CUSIP: 00164DAQ6<br>LEI: 549300ZO77UNR6NRBR11 | Long             | LON              | CORP              | US        |    685403 | PA      | $534532.09    | 0.41%             | 2026-04-22      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| AMERICAN AIRLINES, INC.        | 2021 TERM LOAN                 | CUSIP: 02376CBJ3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    506512 | PA      | $489797.39    | 0.37%             | 2028-04-20      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| AMERICAN AIRLINES/AADVAN       | SR SECURED 144A 04/26 5.5      | CUSIP: 00253XAA9<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | NA        |    595000 | PA      | $558806.15    | 0.43%             | 2026-04-20      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| AMERICAN AIRLINES/AADVAN       | SR SECURED 144A 04/29 5.75     | CUSIP: 00253XAB7<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | NA        |    114000 | PA      | $99465.00     | 0.08%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| ANARAFE SLU                    | SR SECURED REGS 03/26 11.75    | CUSIP: BMX5ZCII1<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |    164354 | PA      | $167316.82    | 0.13%             | 2026-03-31      | Floating      | 11.75%                | Yes           | 2                  | On Loan: No      |
| APCOA PARKING HOLDINGS G       | SR SECURED REGS 01/27 VAR      | CUSIP: ACI1Z8CS3<br>LEI: 529900H8FIYAOV5FUW68 | Long             | DBT              | CORP              | DE        |    169000 | PA      | $149347.19    | 0.11%             | 2027-01-15      | Floating      | 5.00%                 | Yes           | 2                  | On Loan: No      |
| AQGEN ASCENSUS INC             | 2021 2ND LIEN TERM LOAN        | CUSIP: 03836BAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    250358 | PA      | $224070.10    | 0.17%             | 2029-08-02      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA       | COMPANY GUAR REGS 07/27 4.75   | CUSIP: BF347CII3<br>LEI: 6354001JXMLKNZDZR978 | Long             | DBT              | CORP              | NA        |    125000 | PA      | $90405.39     | 0.07%             | 2027-07-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA       | SR SECURED REGS 08/26 2.125    | CUSIP: ACI1DMVK2<br>LEI: 6354001JXMLKNZDZR978 | Long             | DBT              | CORP              | NA        |    100000 | PA      | $75212.33     | 0.06%             | 2026-08-15      | Fixed         | 2.12%                 | Yes           | 2                  | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA       | SR SECURED REGS 08/26 2.125    | CUSIP: ACI1MXCC7<br>LEI: 6354001JXMLKNZDZR978 | Long             | DBT              | CORP              | NA        |    100000 | PA      | $75114.30     | 0.06%             | 2026-08-15      | Fixed         | 2.12%                 | Yes           | 2                  | On Loan: No      |
| ARES CLO LTD                   | ARES 2018 48A E 144A           | CUSIP: 03990AAA1<br>LEI: 5493005WFBSWHJ1WGQ35 | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $640344.80    | 0.49%             | 2030-07-20      | Floating      | 7.91%                 | Yes           | 2                  | On Loan: No      |
| ARVOS BIDCO S.A.R.L.           | USD 1ST LIEN TERM LOAN B2      | CUSIP: L0166MAB4<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    320392 | PA      | $174613.90    | 0.13%             | 2023-08-29      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| ARVOS BIDCO S.A.R.L.           | USD 1ST LIEN TERM LOAN B1      | CUSIP: 08274B9J8<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    319425 | PA      | $174086.88    | 0.13%             | 2023-08-29      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| ASHTEAD CAPITAL INC            | COMPANY GUAR 144A 05/28 4      | CUSIP: 045054AJ2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $874284.84    | 0.67%             | 2028-05-01      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| ASHTEAD CAPITAL INC            | COMPANY GUAR 144A 08/32 5.5    | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    375000 | PA      | $345351.81    | 0.26%             | 2032-08-11      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| ASTON MARTIN CAPITAL HOL       | SR SECURED 144A 11/25 10.5     | CUSIP: 04625HAG4<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |    400000 | PA      | $391824.00    | 0.30%             | 2025-11-30      | Fixed         | 10.50%                | Yes           | 2                  | On Loan: No      |
| ASTRA ACQUISITION CORP         | 2021 1ST LIEN TERM LOAN        | CUSIP: 04629UAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    573517 | PA      | $484621.64    | 0.37%             | 2028-10-25      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| ASURION LLC                    | 2021 SECOND LIEN TERM LOAN B4  | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    775862 | PA      | $589655.17    | 0.45%             | 2029-01-20      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| ATHENAHEALTH INC               | 2022 DELAYED DRAW TERM LOAN    | CUSIP: 04686RAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    144928 | PA      | $129565.22    | 0.10%             | 2029-02-15      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| ATHENAHEALTH INC               | 2022 TERM LOAN B               | CUSIP: 04686RAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    852935 | PA      | $762523.69    | 0.58%             | 2029-02-15      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| AURIS LUXEMBOURG III SARL      | 2018 EUR TERM LOAN B           | CUSIP: 963YNXII6<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    500000 | PA      | $444697.73    | 0.34%             | 2026-02-27      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| AVEANNA HEALTHCARE LLC         | 2021 2ND LIEN TERM LOAN        | CUSIP: 05355JAD0<br>LEI: 5493006D6JRLPIY8YV18 | Long             | LON              | CORP              | US        |    748663 | PA      | $546524.06    | 0.42%             | 2029-12-10      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| AVIENT CORP                    | SR UNSECURED 144A 08/30 7.125  | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    140000 | PA      | $129210.20    | 0.10%             | 2030-08-01      | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| AVSC HOLDING CORP              | 2020 TERM LOAN B1              | CUSIP: 00241YAT1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1458481 | PA      | $1273136.88   | 0.97%             | 2025-03-03      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| BAHIA DE LAS ISLETAS SL        | CLASS A2 SHARES STAPLED TO 1.5 | CUSIP: 936NUD909<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |       349 | NS      | $0.00         | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| BAHIA DE LAS ISLETAS SL        | CLASS A3 SHARES STAPLED TO EUR | CUSIP: 936NUC901<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |        49 | NS      | $0.00         | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| BAHIA DE LAS ISLETAS SL        | CLASS B2 SHARES STAPLED TO 1.5 | CUSIP: 936NUA905<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |       445 | NS      | $0.00         | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| BAHIA DE LAS ISLETAS SL        | CLASS B3 SHARES STAPLED TO EUR | CUSIP: 936NUB903<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |        62 | NS      | $668.39       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BAIN CAPITAL EURO CLO          | BCCE 2021 2A E 144A            | CUSIP: ACI210FB9<br>LEI: 5493009FIQULGQV8VN86 | Long             | ABS-O            | CORP              | IE        |    800000 | PA      | $600376.34    | 0.46%             | 2034-07-17      | Floating      | 6.22%                 | Yes           | 2                  | On Loan: No      |
| BANIJAY GROUP SAS              | SR UNSECURED REGS 03/26 6.5    | CUSIP: ACI1JWYB1<br>LEI: 969500TVFVKI682L1144 | Long             | DBT              | CORP              | FR        |    750000 | PA      | $650214.24    | 0.50%             | 2026-03-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| BATH + BODY WORKS INC          | COMPANY GUAR 11/35 6.875       | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $167076.00    | 0.13%             | 2035-11-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| BAUSCH HEALTH COMPANIES, INC.  | 2022 TERM LOAN B               | CUSIP: C9413PBD4<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | LON              | CORP              | CA        |    662455 | PA      | $507089.64    | 0.39%             | 2027-02-01      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| BAUSCH HEALTH COS INC          | COMPANY GUAR 144A 02/31 5.25   | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    208000 | PA      | $80810.60     | 0.06%             | 2031-02-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| BAUSCH HEALTH COS INC          | COMPANY GUAR 144A 12/25 9      | CUSIP: 91911KAP7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    165000 | PA      | $103598.30    | 0.08%             | 2025-12-15      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| BAUSCH HEALTH COS INC          | SECURED 144A 10/30 14          | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     29351 | PA      | $15996.44     | 0.01%             | 2030-10-15      | Fixed         | 14.00%                | Yes           | 2                  | On Loan: No      |
| BAUSCH HEALTH COS INC          | SR SECURED 144A 09/28 11       | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    145730 | PA      | $117313.02    | 0.09%             | 2028-09-30      | Fixed         | 11.00%                | Yes           | 2                  | On Loan: No      |
| BCPE NORTH STAR US HOLDCO 2    | TERM LOAN                      | CUSIP: 05552DAD4<br>LEI: 254900AGB0JDUDNIJC95 | Long             | LON              | CORP              | US        |    243670 | PA      | $224176.75    | 0.17%             | 2028-06-09      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| BEAVER VISITEC INT INC         | 2020 EUR TERM LOAN B           | CUSIP: 05603HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    495881 | PA      | $411603.19    | 0.31%             | 2026-03-02      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| BELLIS FINCO PLC               | COMPANY GUAR REGS 02/27 4      | CUSIP: ACI1VT948<br>LEI: 259400ELWH6Z4ICFTD70 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $68332.41     | 0.05%             | 2027-02-16      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| BLACKROCK EUROPEAN CLO DAC     | BECLO 7X E REGS                | CUSIP: ACI165KS2<br>LEI: 635400IDVZFM7YPKHY80 | Long             | ABS-O            | CORP              | IE        |    725000 | PA      | $545169.66    | 0.42%             | 2031-10-15      | Floating      | 5.17%                 | Yes           | 2                  | On Loan: No      |
| BRASKEM IDESA SAPI             | SR SECURED REGS 02/32 6.99     | CUSIP: P1850NAB7<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |    888000 | PA      | $594960.00    | 0.45%             | 2032-02-20      | Fixed         | 6.99%                 | Yes           | 2                  | On Loan: No      |
| BRASKEM IDESA SAPI             | SR SECURED REGS 11/29 7.45     | CUSIP: P1850NAA9<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |    300000 | PA      | $227242.50    | 0.17%             | 2029-11-15      | Fixed         | 7.45%                 | Yes           | 2                  | On Loan: No      |
| BWAY HLDG CO                   | TERM LOAN                      | CUSIP: 05604XAP1<br>LEI: 549300DNGHXL0OMHW304 | Long             | LON              | CORP              | US        |   1278710 | PA      | $1188407.93   | 0.91%             | 2024-04-03      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| CARNIVAL CORP                  | SR UNSECURED REGS 03/26 7.625  | CUSIP: ACI1T1D05<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    150000 | PA      | $115338.86    | 0.09%             | 2026-03-01      | Fixed         | 7.62%                 | Yes           | 2                  | On Loan: No      |
| CARNIVAL CORP                  | COMPANY GUAR 144A 03/27 5.75   | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    410000 | PA      | $287000.00    | 0.22%             | 2027-03-01      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| CARNIVAL CORPORATION           | 2021 INCREMENTAL TERM LOAN B   | CUSIP: P2121YAS7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |    886161 | PA      | $772439.71    | 0.59%             | 2028-10-18      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| CASINO GUICHARD PERRACHON SA   | 2021 EUR TERM LOAN B           | CUSIP: 937JWBII0<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |    500000 | PA      | $401698.03    | 0.31%             | 2025-08-31      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| CASPER BIDCO SAS               | 2020 EUR TERM LOAN B3A         | CUSIP: 938LHAII3<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |    500000 | PA      | $436122.29    | 0.33%             | 2026-07-31      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| CASTOR SPA                     | SR SECURED REGS 02/29 VAR      | CUSIP: ACI23MG93<br>LEI: 213800OWLX4ZFFIAB390 | Long             | DBT              | CORP              | IT        |    199000 | PA      | $177633.30    | 0.14%             | 2029-02-15      | Floating      | 6.25%                 | Yes           | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP         | SR UNSECURED 144A 09/29 6.375  | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    625000 | PA      | $573812.50    | 0.44%             | 2029-09-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| CCP LUX HOLDING S.A. R.L.      | EUR 1ST LIEN TERM LOAN         | CUSIP: 963PGTII2<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    500000 | PA      | $460623.55    | 0.35%             | 2025-01-10      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| CDK GLOBAL, INC                | 2022 USD TERM LOAN B           | CUSIP: 943UMXII0<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    363141 | PA      | $349152.97    | 0.27%             | 2029-07-06      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| CEDAR FUNDING LTD              | CEDF 2014 4A ERR 144A          | CUSIP: 150322AG0<br>LEI: 549300PPJP6KEORGHQ85 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $835954.00    | 0.64%             | 2034-07-23      | Floating      | 9.39%                 | Yes           | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC       | COMPANY GUAR 07/32 6.379       | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    800000 | PA      | $742461.20    | 0.57%             | 2032-07-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| CELESTIAL SATURN PARENT INC    | 2ND LIEN TERM LOAN             | CUSIP: 937JXBII9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    355114 | PA      | $237926.14    | 0.18%             | 2029-06-04      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| CEP IV INVESTMENT 16 S.A.R.L.  | EUR TERM LOAN B                | CUSIP: 963FRFII2<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    500000 | PA      | $414071.17    | 0.32%             | 2024-10-03      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| CEP IV INVESTMENT 16 S.A.R.L.  | USD 2ND LIEN TERM LOAN         | CUSIP: 937EDSII5<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   1050000 | PA      | $882000.00    | 0.67%             | 2025-10-03      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| CHEEVER ESCROW ISSUER          | SR SECURED 144A 10/27 7.125    | CUSIP: 16308NAA2<br>LEI: 254900JRWEYCJ9Z3ZP06 | Long             | DBT              | CORP              | US        |    285000 | PA      | $255075.00    | 0.19%             | 2027-10-01      | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| CHROME HOLDCO                  | COMPANY GUAR REGS 05/29 5      | CUSIP: ACI1XS4K7<br>LEI: 9845000E49865VT3N679 | Long             | DBT              | CORP              | FR        |    910000 | PA      | $673343.42    | 0.51%             | 2029-05-31      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS       | SR SECURED 144A 02/31 4.75     | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $670000.00    | 0.51%             | 2031-02-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| CIFC FUNDING LTD               | CIFC 2017 5A D 144A            | CUSIP: 12551NAA5<br>LEI: 635400BTAKRBKGRV3X14 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $421492.50    | 0.32%             | 2030-11-16      | Floating      | 8.84%                 | Yes           | 2                  | On Loan: No      |
| CINCINNATI BELL, INC.          | 2021 TERM LOAN B2              | CUSIP: 17187MAS9<br>LEI: 549300JYVZOCUJOHL272 | Long             | LON              | CORP              | US        |    513548 | PA      | $491506.89    | 0.38%             | 2028-11-22      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| CITY FOOTBALL GROUP LIMITED    | TERM LOAN                      | CUSIP: 17781XAB2<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    920876 | PA      | $874068.14    | 0.67%             | 2028-07-21      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HLDNGS I | TERM LOAN B                    | CUSIP: 18452RAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1518816 | PA      | $1352217.03   | 1.03%             | 2026-08-21      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| CLOUDERA, INC.                 | 2021 2ND LIEN TERM LOAN        | CUSIP: 74339VAE8<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |    566667 | PA      | $476000.00    | 0.36%             | 2029-10-08      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| CLOUDERA, INC.                 | 2021 TERM LOAN                 | CUSIP: 74339VAB4<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |     55213 | PA      | $48310.98     | 0.04%             | 2028-10-08      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| CLYDESDALE ACQ HOLDINGS INC.   | TERM LOAN B                    | CUSIP: 18972FAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    332383 | PA      | $313041.47    | 0.24%             | 2029-04-13      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| CLYDESDALE ACQUISITION         | COMPANY GUAR 144A 04/30 8.75   | CUSIP: 18972EAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    519000 | PA      | $429228.57    | 0.33%             | 2030-04-15      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| CLYDESDALE ACQUISITION         | SR SECURED 144A 04/29 6.625    | CUSIP: 18972EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $141040.70    | 0.11%             | 2029-04-15      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| CMG MEDIA CORPORATION          | COMPANY GUAR 144A 12/27 8.875  | CUSIP: 88146LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    972000 | PA      | $742573.98    | 0.57%             | 2027-12-15      | Fixed         | 8.88%                 | Yes           | 2                  | On Loan: No      |
| COLOUROZ INVESTMENT 1 GMBH     | EUR TERM LOAN                  | CUSIP: 924AJLII7<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |    893458 | PA      | $721119.39    | 0.55%             | 2023-09-21      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| COLOUROZ INVESTMENT 1 GMBH     | EUR TERM LOAN B3               | CUSIP: 926RQXII4<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |     16259 | PA      | $13122.63     | 0.01%             | 2023-09-21      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| COMMSCOPE INC                  | SR SECURED 144A 09/29 4.75     | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    444000 | PA      | $362153.04    | 0.28%             | 2029-09-01      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| CONDOR MERGER SUB INC          | SR UNSECURED 144A 02/30 7.375  | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    905000 | PA      | $728525.00    | 0.56%             | 2030-02-15      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| CONSENSUS CLOUD SOLUTION       | COMPANY GUAR 144A 10/26 6      | CUSIP: 20848VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $660896.27    | 0.50%             | 2026-10-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| CONSTELLATION AUTOMOTIVE LTD   | GBP TERM LOAN B                | CUSIP: 942ZDYII8<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    500000 | PA      | $430709.14    | 0.33%             | 2028-07-28      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Currency Forward Contract      | FX Forward                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  26621388 | PA      | $447724.98    | 0.34%             |  |  |  | No            | N/A                | On Loan: No      |
| Currency Forward Contract      | FX Forward                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    620799 | PA      | $509.09       | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Currency Forward Contract      | FX Forward                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   7074977 | PA      | $193075.59    | 0.15%             |  |  |  | No            | N/A                | On Loan: No      |
| Currency Forward Contract      | FX Forward                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     96838 | PA      | $4950.54      | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| CVR ENERGY INC                 | COMPANY GUAR 144A 02/25 5.25   | CUSIP: 12662PAB4<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    525000 | PA      | $472562.91    | 0.36%             | 2025-02-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| CVR ENERGY INC                 | COMPANY GUAR 144A 02/28 5.75   | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    379000 | PA      | $323738.39    | 0.25%             | 2028-02-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| DEOLEO FINANCIAL LIMITED       | EUR TERM LOAN B                | CUSIP: 966RHCII1<br>LEI: N/A                  | Long             | LON              | CORP              | ES        |     75107 | PA      | $70786.97     | 0.05%             | 2025-06-24      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| DIRECTV FIN LLC/COINC          | SR SECURED 144A 08/27 5.875    | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1256000 | PA      | $1082810.16   | 0.83%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| DISH DBS CORP                  | SR SECURED 144A 12/26 5.25     | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $90074.28     | 0.07%             | 2026-12-01      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| DISH DBS CORP                  | SR SECURED 144A 12/28 5.75     | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    142000 | PA      | $107005.52    | 0.08%             | 2028-12-01      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| DISH NETWORK CORP              | SR UNSECURED 08/26 3.375       | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    750000 | PA      | $516000.00    | 0.39%             | 2026-08-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| DON JERSEY TOPCO LIMITED       | ORDINARY A SHARES              | CUSIP: 936KWK907<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    292774 | NS      | $168678.74    | 0.13%             |  |  |  | Yes           | 3                  | On Loan: No      |
| DOTDASH MEREDITH INC           | TERM LOAN B                    | CUSIP: 944WEEII6<br>LEI: 549300R2AA7U9CJUQO13 | Long             | LON              | CORP              | US        |    916984 | PA      | $816115.49    | 0.62%             | 2028-12-01      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| DP WORLD SALAAM                | JR SUBORDINA REGS 12/99 VAR    | CUSIP: ACI1ND4Q8<br>LEI: 549300SUYBT9X88E9435 | Long             | DBT              | CORP              | KY        |   1555000 | PA      | $1510694.94   | 1.15%             | 2099-12-31      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| ECOBANK TRANSNATIONAL          | SUBORDINATED REGS 06/31 VAR    | CUSIP: ACI1YK753<br>LEI: 213800USCE9Y111R4656 | Long             | DBT              | CORP              | TG        |    797000 | PA      | $644374.50    | 0.49%             | 2031-06-17      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| ELASTIC NV                     | SR UNSECURED 144A 07/29 4.125  | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |    462000 | PA      | $364980.00    | 0.28%             | 2029-07-15      | Fixed         | 4.12%                 | Yes           | 2                  | On Loan: No      |
| ELECTRICITE DE FRANCE SA       | JR SUBORDINA REGS 12/99 VAR    | CUSIP: ACI1R81X3<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $531674.83    | 0.41%             | 2099-12-31      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| ELEMENT MAT TEC GR US HLD INC  | 2022 USD TERM LOAN             | CUSIP: 943SJKII7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     71972 | PA      | $67383.41     | 0.05%             | 2029-07-06      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| ELEMNT MAT TECH GRP US HOL INC | 2022 USD DDTL B                | CUSIP: 943SCDII0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     33218 | PA      | $31100.04     | 0.02%             | 2029-07-06      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| ENLINK MIDSTREAM PARTNER       | SR UNSECURED 04/44 5.6         | CUSIP: 29336UAC1<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |    206000 | PA      | $156708.70    | 0.12%             | 2044-04-01      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| ENSONO LP                      | 2021 TERM LOAN                 | CUSIP: 29359DAB3<br>LEI: 5493008Y7ZSWJ6T2LW17 | Long             | LON              | CORP              | US        |      1409 | PA      | $1204.58      | 0.00%             | 2028-05-26      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| EQM MIDSTREAM PARTNERS L       | SR UNSECURED 144A 01/29 4.5    | CUSIP: 26885BAK6<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | DBT              | CORP              | US        |    170000 | PA      | $136898.23    | 0.10%             | 2029-01-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| EQM MIDSTREAM PARTNERS L       | SR UNSECURED 144A 01/31 4.75   | CUSIP: 26885BAL4<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | DBT              | CORP              | US        |    154000 | PA      | $122237.50    | 0.09%             | 2031-01-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| ESC GCB BRIGGS   STRAT         | 12/20 FIXED 6.875              | CUSIP: 109ESCAA1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    514000 | PA      | $0.00         | 0.00%             | 2049-12-15      | Floating      | 6.88%                 | No            | 3                  | On Loan: No      |
| FIELDWOOD ENERGY LLC           | NEWCO COMMON EQUITY            | CUSIP: 936MJC906<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       496 | NS      | $27542.88     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| FINASTRA USA, INC.             | TERM LOAN B                    | CUSIP: 02034DAC1<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |    666871 | PA      | $576176.59    | 0.44%             | 2024-06-13      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| FIVE STAR INTERMEDATE HLDG LLC | TERM LOAN                      | CUSIP: 33835TAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    201721 | PA      | $191383.14    | 0.15%             | 2029-05-05      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| FLINT GROUP GMBH               | 2017 EUR INCREMENTAL TERM LOAN | CUSIP: 962ULQII2<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |      3989 | PA      | $3219.42      | 0.00%             | 2023-09-21      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| FLINT GROUP GMBH               | 2017 EUR TERM LOAN B7          | CUSIP: 962VDZII9<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |      9795 | PA      | $7905.70      | 0.01%             | 2023-09-21      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| FLINT GROUP GMBH               | EUR ADD ON TERM LOAN B4        | CUSIP: 976WEWII7<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |    109475 | PA      | $88358.47     | 0.07%             | 2023-09-21      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| FLINT GROUP GMBH               | EUR REPRICED TERM LOAN B       | CUSIP: 962TCQII5<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |     69404 | PA      | $56016.40     | 0.04%             | 2023-09-21      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| FLINT GROUP GMBH               | USD TERM LOAN C                | CUSIP: 923ZUTII3<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |     48807 | PA      | $39411.55     | 0.03%             | 2023-09-21      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| FLINT GROUP US LLC             | 1ST LIEN TERM LOAN B2          | CUSIP: 924AXQII0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    295805 | PA      | $238862.93    | 0.18%             | 2023-09-21      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| FUGUE FINANCE B.V.             | EUR TERM LOAN                  | CUSIP: 962ZJRII2<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    750000 | PA      | $681438.64    | 0.52%             | 2024-09-01      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| FUTURE RETAIL LTD              | SR SECURED REGS 01/25 5.6      | CUSIP: Y267BJGT5<br>LEI: 335800XO19WYIUZC9H61 | Long             | DBT              | CORP              | IN        |    950000 | PA      | $47500.00     | 0.04%             | 2025-01-22      | Fixed         | 5.60%                 | Yes           | 2                  | On Loan: No      |
| GALAXY CLO LTD                 | GALXY 2017 24A E 144A          | CUSIP: 36321CAA7<br>LEI: 6354006LLTU5DRVJLQ86 | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $553739.20    | 0.42%             | 2031-01-15      | Floating      | 8.01%                 | Yes           | 2                  | On Loan: No      |
| GARDEN SPINCO CORP             | COMPANY GUAR 144A 07/30 8.625  | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    413000 | PA      | $426682.69    | 0.33%             | 2030-07-20      | Fixed         | 8.62%                 | Yes           | 2                  | On Loan: No      |
| GENESIS ENERGY LP/FIN          | COMPANY GUAR 01/27 8           | CUSIP: 37185LAM4<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $877500.00    | 0.67%             | 2027-01-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| GEON PERFORMANCE SOLU LLC      | 2021 TERM LOAN                 | CUSIP: 37254YAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    368225 | PA      | $354416.85    | 0.27%             | 2028-08-18      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| GETTY IMAGES INC               | SR UNSECURED 144A 03/27 9.75   | CUSIP: 374276AJ2<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |    650000 | PA      | $645125.00    | 0.49%             | 2027-03-01      | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| GLOBAL AIR LEASE CO LTD        | SR UNSECURED 144A 09/24 6.5    | CUSIP: 37960JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   2225479 | PA      | $1674672.95   | 1.28%             | 2024-09-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| GLOBAL INFRASTRUCTURE SO       | COMPANY GUAR 144A 06/29 5.625  | CUSIP: 37960XAA5<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |    218000 | PA      | $161149.91    | 0.12%             | 2029-06-01      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| GREAT OUTDOORS GROUP LLC       | 2021 TERM LOAN B1              | CUSIP: 07014QAN1<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |    606771 | PA      | $559139.65    | 0.43%             | 2028-03-06      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| GRINDING MEDIA INC             | 2021 TERM LOAN B               | CUSIP: 39854KAB6<br>LEI: 254900IYFJ03EGFQ8C34 | Long             | LON              | CORP              | US        |    296772 | PA      | $264127.43    | 0.20%             | 2028-10-12      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| GULF FINANCE LLC               | TERM LOAN B EXTENDED           | CUSIP: 40227UAC0<br>LEI: 549300GL13V5C6ULWJ40 | Long             | LON              | CORP              | US        |   1003652 | PA      | $788228.34    | 0.60%             | 2026-08-25      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| HCA INC                        | COMPANY GUAR 09/28 5.625       | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $953428.34    | 0.73%             | 2028-09-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| HCFB LLC(EURASIA CAP SA)       | JR SUBORDINA REGS 12/99 VAR    | CUSIP: ACI1GLRW0<br>LEI: 549300U2WY9PMF5EVU66 | Long             | DBT              | CORP              | LU        |    450000 | PA      | $40500.00     | 0.03%             | 2099-12-31      | Fixed         | 8.80%                 | Yes           | 2                  | On Loan: No      |
| HILDING ANDERS INTERNATIONAL A | EUR 2017 TERM LOAN B           | CUSIP: 963JTFII2<br>LEI: N/A                  | Long             | LON              | CORP              | SE        |    510180 | PA      | $165750.52    | 0.13%             | 2024-11-29      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| HOTELBEDS GROUP                | EUR TERM LOAN B                | CUSIP: 930LKDII1<br>LEI: N/A                  | Long             | LON              | CORP              | ES        |   1000000 | PA      | $846763.29    | 0.65%             | 2025-09-12      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| HOUSE OF FRASER FUNDING        | SR SECURED REGS 09/20 VAR      | CUSIP: ACI0FY5Z2<br>LEI: 213800P7RKFZN1OO5R52 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $167.48       | 0.00%             | 2020-09-15      | Floating      | 1.00%                 | Yes           | 2                  | On Loan: No      |
| HUNTER HOLDCO 3 LIMITED        | USD TERM LOAN B                | CUSIP: 12509YAE6<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    412990 | PA      | $389243.26    | 0.30%             | 2028-08-19      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| HYLAND SOFTWARE INC            | 2021 SECOND LIEN TERM LOAN     | CUSIP: 44908XAV0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    250909 | PA      | $245890.91    | 0.19%             | 2025-07-07      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| IGT HOLDING IV AB              | 2021 USD TERM LOAN             | CUSIP: W5000CAB3<br>LEI: 549300S0NZ6VQU5JU607 | Long             | LON              | CORP              | SE        |    452874 | PA      | $430229.86    | 0.33%             | 2028-03-31      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| INEOS QUATTRO FINANCE 1        | SR UNSECURED REGS 07/26 3.75   | CUSIP: BNBQ3KII4<br>LEI: 213800QO23X11QXPVT49 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $300385.36    | 0.23%             | 2026-07-15      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| INNOVATION GROUP PLC (THE)     | 2021 GBP SUPER PR FACILITY 2   | CUSIP: 936HXZII1<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     29954 | PA      | $33444.74     | 0.03%             | 2025-09-30      | Floating      | 0.00%                 | No            | 3                  | On Loan: No      |
| INNOVATION GROUP PLC (THE)     | 2021 GBP TERM LOAN B           | CUSIP: 936KZXII7<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     71679 | PA      | $80032.87     | 0.06%             | 2025-09-30      | Floating      | 0.00%                 | No            | 3                  | On Loan: No      |
| INNOVATION GROUP PLC (THE)     | 2021 EUR TERM LOAN B2          | CUSIP: 936LZXII5<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    190064 | PA      | $186272.05    | 0.14%             | 2025-09-30      | Floating      | 0.00%                 | No            | 3                  | On Loan: No      |
| INNOVATION GROUP PLC (THE)     | 2021 GBP SUPER PR FACILITY 1   | CUSIP: 936GXZII3<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     33266 | PA      | $37142.90     | 0.03%             | 2025-09-30      | Floating      | 0.00%                 | No            | 3                  | On Loan: No      |
| INNOVATION INTERNATIONAL HOLDI | TOPCO EQUITY                   | CUSIP: 936HXT904<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    142479 | NS      | $138403.88    | 0.11%             |  |  |  | No            | 3                  | On Loan: No      |
| INTELSAT JACKSON HOLDINGS S.A. | 2021 EXIT TERM LOAN B          | CUSIP: L5137LAQ8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | LON              | CORP              | LU        |    661812 | PA      | $619621.94    | 0.47%             | 2029-02-01      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| INTERNATIONAL PARK HOLDINGS B. | EUR TERM LOAN B                | CUSIP: 962ZMHII0<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    500000 | PA      | $457355.08    | 0.35%             | 2024-06-13      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| ION TRADING FINANCE LIMITED    | 2021 TERM LOAN                 | CUSIP: L5582BAV9<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | LON              | CORP              | IE        |    986952 | PA      | $913917.45    | 0.70%             | 2028-04-03      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| IRIS BIDCO GMBH                | EUR TERM LOAN B                | CUSIP: 942TGGII8<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |    500000 | PA      | $436122.29    | 0.33%             | 2028-06-29      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| IVANTI SOFTWARE, INC.          | 2021 TERM LOAN B               | CUSIP: 46583DAG4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    521434 | PA      | $403788.30    | 0.31%             | 2027-12-01      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| IVC ACQUISITION LTD            | 2022 EUR TERM LOAN B6          | CUSIP: 943RJWII3<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    500000 | PA      | $468895.17    | 0.36%             | 2026-02-13      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| JBS USA/FOOD/FINANCE           | COMPANY GUAR 144A 12/31 3.75   | CUSIP: 46590XAC0<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | NA        |    150000 | PA      | $120081.00    | 0.09%             | 2031-12-01      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| JBS USA/FOOD/FINANCE           | SR UNSECURED 144A 01/30 5.5    | CUSIP: 46590XAB2<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | NA        |    586000 | PA      | $540010.72    | 0.41%             | 2030-01-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| KAISA GROUP HOLDINGS LTD       | SR SECURED REGS 07/25 9.95     | CUSIP: BL392CII4<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $105530.00    | 0.08%             | 2025-07-23      | Fixed         | 9.95%                 | Yes           | 2                  | On Loan: No      |
| KAISA GROUP HOLDINGS LTD       | SR SECURED REGS 10/22 11.95    | CUSIP: G52132BW9<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $92500.00     | 0.07%             | 2022-10-22      | Fixed         | 11.95%                | Yes           | 2                  | On Loan: No      |
| KAIXO BONDCO TELECOM SA        | SR SECURED REGS 09/29 5.125    | CUSIP: ACI20Z706<br>LEI: 959800ULWB3MZHZ69055 | Long             | DBT              | CORP              | ES        |    705000 | PA      | $540000.50    | 0.41%             | 2029-09-30      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| KCA DEUTAG INTERNATIONAL LTD   | ORDINARY A SHARES              | CUSIP: 937FVD904<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      2731 | NS      | $162038.42    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| KCA DEUTAG UK FINANCE PL       | SR SECURED REGS 12/25 9.875    | CUSIP: ACI1TPRW7<br>LEI: 529900T5G3VI71LSI184 | Long             | DBT              | CORP              | GB        |    349977 | PA      | $320112.76    | 0.24%             | 2025-12-01      | Fixed         | 9.88%                 | Yes           | 2                  | On Loan: No      |
| KCA DEUTAG UK FINANCE PLC      | 3.95 SENIOR SECURED BOND DUE   | CUSIP: 936FKZII9<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    143476 | PA      | $143476.00    | 0.11%             | 2025-11-30      | Floating      | 3.95%                 | No            | 3                  | On Loan: No      |
| KCA DEUTAG UK FINANCE PLC      | 6 SENIOR SECURED BOND DUE MAY  | CUSIP: 936FLZII8<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    101082 | PA      | $101082.00    | 0.08%             | 2027-05-27      | Floating      | 6.00%                 | No            | 3                  | On Loan: No      |
| KENAN ADVANTAGE GROUP, INC.    | 2021 2ND LIEN TERM LOAN        | CUSIP: 48853UBH2<br>LEI: 549300GVUXCXDWYPIY65 | Long             | LON              | CORP              | US        |    528634 | PA      | $486343.61    | 0.37%             | 2027-09-01      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| KENBOURNE INVEST SA            | COMPANY GUAR REGS 01/28 4.7    | CUSIP: L5831KAC0<br>LEI: 222100QGH6Y9KFYZ4B27 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $152033.71    | 0.12%             | 2028-01-22      | Fixed         | 4.70%                 | Yes           | 2                  | On Loan: No      |
| KKR APPLE BIDCO, LLC           | 2021 2ND LIEN TERM LOAN        | CUSIP: 938PNZII2<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |    139109 | PA      | $132616.33    | 0.10%             | 2029-09-21      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| LBM ACQUISITION LLCV           | TERM LOAN B                    | CUSIP: 50179JAB4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |    496759 | PA      | $432428.60    | 0.33%             | 2027-12-17      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| LERNEN BIDCO LIMITED           | EUR TERM LOAN B                | CUSIP: 964HJHII2<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    500000 | PA      | $448578.73    | 0.34%             | 2025-10-24      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| LIFESCAN GLOBAL CORP           | TERM LOAN B                    | CUSIP: 53227PAC4<br>LEI: 549300VL0F83S4LR4105 | Long             | LON              | CORP              | US        |    139681 | PA      | $112024.22    | 0.09%             | 2024-10-01      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| MADISON PARK FUNDING LTD       | MDPK 2014 13A SUB 144A         | CUSIP: 55818NAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $109462.00    | 0.08%             | 2030-04-19      | Floating      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| MADISON PARK FUNDING LTD       | MDPK 2018 27A D 144A           | CUSIP: 55820XAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $409577.50    | 0.31%             | 2030-04-20      | Floating      | 7.71%                 | Yes           | 2                  | On Loan: No      |
| MADISON PARK FUNDING LTD       | MDPK 2018 28A F 144A           | CUSIP: 55821BAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $398770.50    | 0.30%             | 2030-07-15      | Floating      | 10.11%                | Yes           | 2                  | On Loan: No      |
| MAGNETITE CLO LTD              | MAGNE 2012 7A SUB 144A         | CUSIP: 55952XAC3<br>LEI: 549300B54XJTQC6DWJ15 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $637300.00    | 0.49%             | 2028-01-15      | Floating      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| MANGROVE LUXCO III             | SR SECURED REGS 10/25 7.775    | CUSIP: ACI1G4F27<br>LEI: 549300GLJSZN1PU7T586 | Long             | DBT              | CORP              | LU        |    300000 | PA      | $225509.53    | 0.17%             | 2025-10-09      | Fixed         | 7.78%                 | Yes           | 2                  | On Loan: No      |
| MARCOLIN SPA                   | SR SECURED REGS 11/26 6.125    | CUSIP: ACI1XX2Q5<br>LEI: 815600C8D55034EB5379 | Long             | DBT              | CORP              | IT        |    400000 | PA      | $342723.52    | 0.26%             | 2026-11-15      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| MATTRESS FIRM INC              | 2021 TERM LOAN B               | CUSIP: 57723CAR0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    767397 | PA      | $670704.90    | 0.51%             | 2028-09-25      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| MCAFEE LLC                     | 2021 USD TERM LOAN B           | CUSIP: 55910RAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    758690 | PA      | $682820.71    | 0.52%             | 2028-07-27      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| MCAFEE LLC                     | 2022 USD TERM LOAN B           | CUSIP: 57906HAD9<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |    637813 | PA      | $580065.60    | 0.44%             | 2029-03-01      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| MEDASSETS SFWR INMT HLNG INC   | 2021 2ND LIEN TERM LOAN 2      | CUSIP: 944WDQII0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    205479 | PA      | $175000.68    | 0.13%             | 2029-12-17      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| MEDIAN B V                     | 2021 EUR TERM LOAN B           | CUSIP: 936MLKII6<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    500000 | PA      | $446329.52    | 0.34%             | 2027-10-14      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| MEDICAL SOLUTIONS HOLDINGS INC | 2021 2ND LIEN TERM LOAN        | CUSIP: 58462QAM3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    147368 | PA      | $140000.00    | 0.11%             | 2029-11-01      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| MH SUB I LLC                   | 2020 INCREMENTAL TERM LOAN     | CUSIP: 45567YAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    995514 | PA      | $946236.38    | 0.72%             | 2024-09-13      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| MICHAELS COMPANIES, INC.       | 2021 TERM LOAN B               | CUSIP: 59408UAB3<br>LEI: 549300H9LWMBP7HYLR98 | Long             | LON              | CORP              | US        |    597589 | PA      | $479266.65    | 0.37%             | 2028-04-15      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| MILEAGE PLUS HLDINGS LLC       | SR SECURED 144A 06/27 6.5      | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225150 | PA      | $219614.65    | 0.17%             | 2027-06-20      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| MOTEL 6                        | TERM LOAN B                    | CUSIP: 05601QAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    179367 | PA      | $173686.89    | 0.13%             | 2026-09-09      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| MOTION BONDCO DAC              | COMPANY GUAR REGS 11/27 4.5    | CUSIP: ACI1G77K9<br>LEI: 635400KFD3IETNQLA755 | Long             | DBT              | CORP              | IE        |    700000 | PA      | $551023.37    | 0.42%             | 2027-11-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| NABORS INDUSTRIES INC          | COMPANY GUAR 144A 05/27 7.375  | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    473000 | PA      | $436555.35    | 0.33%             | 2027-05-15      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| NEUBERGER BERMAN CLO LTD       | NEUB 2017 26A E 144A           | CUSIP: 64131PAA0<br>LEI: 549300P0MOXZPIM3AS61 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $851542.00    | 0.65%             | 2030-10-18      | Floating      | 8.64%                 | Yes           | 2                  | On Loan: No      |
| NEW METRO GLOBAL LTD           | COMPANY GUAR REGS 12/24 4.8    | CUSIP: ACI1TDTC6<br>LEI: 549300HJRNTCANEH0D47 | Long             | DBT              | CORP              | VG        |    204000 | PA      | $90984.00     | 0.07%             | 2024-12-15      | Fixed         | 4.80%                 | Yes           | 2                  | On Loan: No      |
| NGL ENRGY OP/FIN CORP          | SR SECURED 144A 02/26 7.5      | CUSIP: 62922LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $667207.50    | 0.51%             | 2026-02-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| NIDDA BONDCO GMBH              | SR UNSECURED REGS 09/25 7.25   | CUSIP: BFMZH5II7<br>LEI: 391200JPUEK6AMI9PQ76 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $429335.45    | 0.33%             | 2025-09-30      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| NMG HLDCO/NEIMAN MARCUS        | SR SECURED 144A 04/26 7.125    | CUSIP: 62929RAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    176000 | PA      | $161780.35    | 0.12%             | 2026-04-01      | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| NOBIAN FINANCE B               | SR SECURED REGS 07/26 3.625    | CUSIP: ACI1YVQ74<br>LEI: 254900ZGJ6MMZN9IQQ31 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $360658.44    | 0.28%             | 2026-07-15      | Fixed         | 3.62%                 | Yes           | 2                  | On Loan: No      |
| NORDSTROM INC                  | SR UNSECURED 01/44 5           | CUSIP: 655664AR1<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |   1202000 | PA      | $743737.50    | 0.57%             | 2044-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| NOVELIS CORP                   | COMPANY GUAR 144A 08/31 3.875  | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    700000 | PA      | $522144.00    | 0.40%             | 2031-08-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR       | SR UNSECURED 01/31 6.125       | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    452000 | PA      | $445861.84    | 0.34%             | 2031-01-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR       | SR UNSECURED 09/28 6.375       | CUSIP: 674599EC5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    157000 | PA      | $157454.81    | 0.12%             | 2028-09-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| ODEON CINEMAS GROUP LIMITED    | EUR PIK TOGGLE TLB2            | CUSIP: 937ICKII4<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    117080 | PA      | $111876.08    | 0.09%             | 2023-08-19      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| ODEON CINEMAS GROUP LIMITED    | GBP PIK FIXED TOGGLE TLB       | CUSIP: 937IAJII9<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     55336 | PA      | $60240.74     | 0.05%             | 2023-08-19      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| OHA CREDIT PARTNERS LTD        | OAKC 2014 10A SUB 144A         | CUSIP: 67106KAE7<br>LEI: 549300R39C7C8ZT3OK12 | Long             | ABS-CBDO         | CORP              | KY        |   1400000 | PA      | $589429.40    | 0.45%             | 2026-07-20      | Floating      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| OLYMPUS WTR US HLDG CORP       | SR UNSECURED REGS 10/29 5.375  | CUSIP: ACI20N2N8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    235000 | PA      | $167843.73    | 0.13%             | 2029-10-01      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| OLYMPUS WTR US HLDG CORP       | SR SECURED 144A 10/28 4.25     | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    210000 | PA      | $161437.50    | 0.12%             | 2028-10-01      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| PADAGIS LLC                    | TERM LOAN B                    | CUSIP: 69526PAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    607211 | PA      | $525237.19    | 0.40%             | 2028-07-06      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| PECF USS INTERMEDIATE HO       | SR UNSECURED 144A 11/29 8      | CUSIP: 69291HAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $87508.00     | 0.07%             | 2029-11-15      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| PENTAIR FINANCE SARL           | COMPANY GUAR 07/32 5.9         | CUSIP: 709629AS8<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |    750000 | PA      | $708486.32    | 0.54%             | 2032-07-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| PERATON CORP                   | TERM LOAN B                    | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    659995 | PA      | $624355.11    | 0.48%             | 2028-02-01      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| PERRIGO INVESTMENTS LLC        | TERM LOAN B                    | CUSIP: 71429TAC4<br>LEI: 549300POZGC78VHAAJ73 | Long             | LON              | CORP              | IE        |    241863 | PA      | $237630.00    | 0.18%             | 2029-04-20      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| PIRAEUS FINANCIAL HLDGS        | SUBORDINATED REGS 06/29 VAR    | CUSIP: ACI1CRYZ6<br>LEI: M6AD1Y1KW32H8THQ6F76 | Long             | DBT              | CORP              | GR        |    100000 | PA      | $95194.23     | 0.07%             | 2029-06-26      | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| PIRAEUS FINANCIAL HLDGS        | JR SUBORDINA REGS 12/99 VAR    | CUSIP: ACI1YJHK2<br>LEI: M6AD1Y1KW32H8THQ6F76 | Long             | DBT              | CORP              | GR        |    750000 | PA      | $485124.80    | 0.37%             | 2099-12-31      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| PIRAEUS FINANCIAL HLDGS        | SUBORDINATED REGS 02/30 VAR    | CUSIP: ACI1K2PC3<br>LEI: M6AD1Y1KW32H8THQ6F76 | Long             | DBT              | CORP              | GR        |    963000 | PA      | $778087.34    | 0.59%             | 2030-02-19      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| PMHC II INC                    | 2022 TERM LOAN B               | CUSIP: 69346EAG2<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |    544632 | PA      | $437323.07    | 0.33%             | 2029-04-23      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| PROAMPAC PG BORROWER LLC       | 2020 TERM LOAN                 | CUSIP: 74274NAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    500000 | PA      | $466500.00    | 0.36%             | 2025-11-03      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| PROG HOLDINGS INC              | COMPANY GUAR 144A 11/29 6      | CUSIP: 74319RAA9<br>LEI: 549300DHYTLBOVRXIG52 | Long             | DBT              | CORP              | US        |    717000 | PA      | $572893.76    | 0.44%             | 2029-11-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| PUG LLC                        | USD TERM LOAN                  | CUSIP: 74530DAC9<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |    362610 | PA      | $313658.01    | 0.24%             | 2027-02-12      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| QUEST SOFTWARE US  HOLDINGS IN | 2022 2ND LIEN TERM LOAN        | CUSIP: G7314UAB8<br>LEI: 54930052G52L5K3UK623 | Long             | LON              | CORP              | US        |    900831 | PA      | $516851.75    | 0.39%             | 2030-02-01      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| QUEST SOFTWARE US HLDGS INC    | 2022 TERM LOAN                 | CUSIP: 74834YAN2<br>LEI: 54930052G52L5K3UK623 | Long             | LON              | CORP              | US        |   1221896 | PA      | $895039.10    | 0.68%             | 2029-02-01      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| RADIOLOGY PARTNERS INC         | TER LOAN B                     | CUSIP: 75041EAB8<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |   1000000 | PA      | $835000.00    | 0.64%             | 2025-07-09      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| REDSTONE HOLDCO 2 LP           | 2021 TERM LOAN                 | CUSIP: 75774EAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    550981 | PA      | $406072.82    | 0.31%             | 2028-04-27      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| REGIONALCARE HOSPITAL PARTNERS | 2018 TERM LOAN B               | CUSIP: 75915TAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    413275 | PA      | $383387.01    | 0.29%             | 2025-11-16      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| RENT A CENTER INC              | COMPANY GUAR 144A 02/29 6.375  | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |    800000 | PA      | $624000.00    | 0.48%             | 2029-02-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Repurchase Agreement           | FIXED INC CLEARING CORP.REPO   | CUSIP: 85748R009<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  11461529 | PA      | $11461529.40  | 8.75%             |  |  |  | No            | 1                  | On Loan: No      |
| RICHMOND UK BIDCO LIMITED      | 2017 GBP TERM LOAN B           | CUSIP: 962TLYII8<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    700000 | PA      | $720363.41    | 0.55%             | 2024-03-03      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES        | SR UNSECURED 06/23 4.25        | CUSIP: 780153BB7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     81000 | PA      | $78772.50     | 0.06%             | 2023-06-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| S+P 500 INDEX                  | DEC22 3580 PUT                 | CUSIP: ADI26ZD27<br>LEI: N/A                  | N/A              | DE               |  | US        |        32 | NC      | $516480.00    | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| SCIENTIFIC GAMES INTL INC      | 2022 USD TERM LOAN             | CUSIP: 80875AAT8<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |    167776 | PA      | $162658.97    | 0.12%             | 2029-04-14      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| SEATTLE SPINCO INC             | TERM LOAN B                    | CUSIP: 81271EAB7<br>LEI: 213800AAQDP1DDU8BK05 | Long             | LON              | CORP              | US        |    500000 | PA      | $487500.00    | 0.37%             | 2024-06-21      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| SERTA SIMMONS BEDDING LLC      | 2020 SP SECOND OUT TERM LOAN   | CUSIP: 81753HAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    860696 | PA      | $448637.77    | 0.34%             | 2023-08-10      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| SERVICE PROPERTIES TRUST       | SR UNSECURED 10/26 4.75        | CUSIP: 44106MBA9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    500000 | PA      | $377345.00    | 0.29%             | 2026-10-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| SHIMAO GROUP HLDGS LTD         | SR SECURED REGS 02/24 6.125    | CUSIP: ACI18G231<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |    721000 | PA      | $86765.13     | 0.07%             | 2024-02-21      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT       | SR UNSECURED REGS 01/31 3.45   | CUSIP: ACI1TWT42<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |    857000 | PA      | $93481.56     | 0.07%             | 2031-01-11      | Fixed         | 3.45%                 | Yes           | 2                  | On Loan: No      |
| SILKNET JSC                    | SR UNSECURED REGS 01/27 8.375  | CUSIP: ACI232052<br>LEI: 635400QGWS2BG73SGG55 | Long             | DBT              | CORP              | GE        |    426000 | PA      | $400440.00    | 0.31%             | 2027-01-31      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| SIXSIGMA NETWORKS MEXICO       | COMPANY GUAR REGS 05/25 7.5    | CUSIP: P8704LAB4<br>LEI: 5493000VGOF3UCTUXW26 | Long             | DBT              | CORP              | MX        |    500000 | PA      | $415485.95    | 0.32%             | 2025-05-02      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| SK SPICE S.A.R.L.              | EUR 2017 TERM LOAN B1          | CUSIP: 930ZCXII5<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    750000 | PA      | $714824.04    | 0.55%             | 2024-08-12      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| SONIC AUTOMOTIVE INC           | COMPANY GUAR 144A 11/29 4.625  | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |    573000 | PA      | $449805.00    | 0.34%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| SONIC AUTOMOTIVE INC           | COMPANY GUAR 144A 11/31 4.875  | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |    289000 | PA      | $218917.50    | 0.17%             | 2031-11-15      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| SOVCOMBANK (SOVCOM CAPT)       | JR SUBORDINA REGS 12/49 VAR    | CUSIP: ACI1JHWH3<br>LEI: 635400EQFFCXMNLYU680 | Long             | DBT              | CORP              | IE        |    500000 | PA      | $14062.50     | 0.01%             | 2049-12-31      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| SRS DISTRIBUTION INC.          | 2021 TERM LOAN B               | CUSIP: 78466YAN8<br>LEI: 549300ZQ3XP75BCYM468 | Long             | LON              | CORP              | US        |    500000 | PA      | $460415.00    | 0.35%             | 2028-06-02      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| STAPLES INC                    | SR UNSECURED 144A 04/27 10.75  | CUSIP: 855030AP7<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $740000.00    | 0.57%             | 2027-04-15      | Fixed         | 10.75%                | Yes           | 2                  | On Loan: No      |
| STAPLES INC                    | TERM LOAN                      | CUSIP: 855031AQ3<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |     69248 | PA      | $60562.88     | 0.05%             | 2026-04-16      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| STEELE CREEK CLO LTD           | STCR 2018 2A E 144A            | CUSIP: 85816MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $636073.70    | 0.49%             | 2031-08-18      | Floating      | 9.16%                 | Yes           | 2                  | On Loan: No      |
| STONEGATE PUB FIN              | SR SECURED REGS 07/25 8        | CUSIP: 966VAGII0<br>LEI: 254900L5266ML3505282 | Long             | DBT              | CORP              | GB        |    310000 | PA      | $301652.72    | 0.23%             | 2025-07-13      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| STONEGATE PUB FIN              | SR SECURED REGS 07/25 VAR      | CUSIP: ACI1PK9G7<br>LEI: 254900L5266ML3505282 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $87224.46     | 0.07%             | 2025-07-31      | Floating      | 6.07%                 | Yes           | 2                  | On Loan: No      |
| SUMMER BC HOLDCO A SARL        | COMPANY GUAR REGS 10/27 9.25   | CUSIP: ACI1GDQV1<br>LEI: 984500EFA0BRE0008996 | Long             | DBT              | CORP              | LU        |    630737 | PA      | $491741.26    | 0.38%             | 2027-10-31      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD       | SR SECURED REGS 04/24 5.95     | CUSIP: ACI1VBBV4<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |    556000 | PA      | $77784.40     | 0.06%             | 2024-04-26      | Fixed         | 5.95%                 | Yes           | 2                  | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD       | SR SECURED REGS 10/23 7.95     | CUSIP: ACI1B73Y8<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |    352000 | PA      | $47520.00     | 0.04%             | 2023-10-11      | Fixed         | 7.95%                 | Yes           | 2                  | On Loan: No      |
| SYLVAMO CORPORATION            | TERM LOAN B                    | CUSIP: 87133DAC2<br>LEI: 5493001AOYU1ZOWOC971 | Long             | LON              | CORP              | US        |    401674 | PA      | $385104.62    | 0.29%             | 2028-09-13      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| T MOBILE USA INC               | COMPANY GUAR 04/29 3.375       | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    750000 | PA      | $647448.75    | 0.49%             | 2029-04-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| TARGA RESOURCES PARTNERS       | COMPANY GUAR 02/31 4.875       | CUSIP: 87612BBS0<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |    251000 | PA      | $215860.00    | 0.16%             | 2031-02-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| TECHNICOLOR CREATIVE STUDIOS   | COMMON STOCK EUR.5             | CUSIP: BP6910908<br>LEI: 54930064SP2SSEVKFJ48 | Long             | EC               | CORP              | FR        |     14662 | NS      | $28020.51     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| TECHNICOLOR CREATIVE STUDIOS   | EUR TERM LOAN                  | CUSIP: 943YDHII7<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |    300000 | PA      | $272698.94    | 0.21%             | 2026-09-07      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| THE ULTIMATE SW GRP INC        | 2021 2ND LIEN TERM LOAN        | CUSIP: 943ZWTII7<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |    130221 | PA      | $122408.17    | 0.09%             | 2027-05-03      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| TIBCO SOFTWARE INC SYNDICATE   | 2020 2ND LIEN TERM LOAN        | CUSIP: 88632NAN0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    146642 | PA      | $146047.09    | 0.11%             | 2028-03-03      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| TITAN ACQUISITION LIMITED      | TERM LOAN B                    | CUSIP: C8856UAB4<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    942191 | PA      | $841687.63    | 0.64%             | 2025-03-28      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| TITAN HOLDINGS II BV           | SR UNSECURED REGS 07/29 5.125  | CUSIP: ACI1YZXG7<br>LEI: 549300XU72VK2GL31495 | Long             | DBT              | CORP              | NL        |    367000 | PA      | $281448.34    | 0.21%             | 2029-07-15      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| TMF GROUP HOLDING B.V.         | 2018 EUR 2ND LIEN TERM LOAN    | CUSIP: 932QKMII8<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    500000 | PA      | $463073.67    | 0.35%             | 2026-05-04      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| TOURMALINE OIL CORP            | COMMON STOCK                   | CUSIP: 936PWU904<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    122953 | NS      | $89009.25     | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| TRANSOCEAN GUARDIAN LTD        | SR SECURED 144A 01/24 5.875    | CUSIP: 893800AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    271397 | PA      | $255549.90    | 0.20%             | 2024-01-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| TRANSOCEAN INC                 | COMPANY GUAR 144A 11/25 7.25   | CUSIP: 893830BK4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    600000 | PA      | $459624.00    | 0.35%             | 2025-11-01      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| TRAVELEX FINANCING PLC         | SR SECURED REGS 05/22 8        | CUSIP: ACI0TXSW1<br>LEI: 6354009XFWVZER7G5X35 | Long             | DBT              | CORP              | GB        |   1050000 | PA      | $0.00         | 0.00%             | 2022-05-15      | Fixed         | 8.00%                 | Yes           | 3                  | On Loan: No      |
| TRAVELEX ISSUERC LTD           | COMPANY GUAR REGS 08/25 12.5   | CUSIP: ACI1SL7M1<br>LEI: 213800X5CA5ZLTI55177 | Long             | DBT              | CORP              | GB        |   1385039 | PA      | $1933081.53   | 1.48%             | 2025-08-05      | Fixed         | 12.50%                | No            | 2                  | On Loan: No      |
| TRAVELEX TOPCO LIMITED         | COMMON STOCK                   | CUSIP: 935UHH900<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      8856 | NS      | $0.01         | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| TRAVELEX TOPCO LIMITED         | WARRANTS                       | CUSIP: ACI1Q7ZV3<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |       837 | NS      | $42054.85     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| TRIDENT TPI HOLDINGS INC       | COMPANY GUAR 144A 08/24 9.25   | CUSIP: 89616RAB5<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1032360.22   | 0.79%             | 2024-08-01      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| TRITON WATER HOLDINGS, INC.    | TERM LOAN                      | CUSIP: 89678QAB2<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | LON              | CORP              | US        |      1738 | PA      | $1556.01      | 0.00%             | 2028-03-31      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| TRIUMPH GROUP INC              | SECURED 144A 09/24 6.25        | CUSIP: 896818AQ4<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |    161000 | PA      | $146769.21    | 0.11%             | 2024-09-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| TULLOW OIL PLC                 | COMPANY GUAR REGS 03/25 7      | CUSIP: G91237AA8<br>LEI: 2138003EYHWO75RKS857 | Long             | DBT              | CORP              | GB        |   1350000 | PA      | $872262.00    | 0.67%             | 2025-03-01      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| TULLOW OIL PLC                 | SR SECURED REGS 05/26 10.25    | CUSIP: G91237AB6<br>LEI: 2138003EYHWO75RKS857 | Long             | DBT              | CORP              | GB        |    939000 | PA      | $793455.00    | 0.61%             | 2026-05-15      | Fixed         | 10.25%                | Yes           | 2                  | On Loan: No      |
| TUNSTALL GROUP HOLDINGS LTD    | 2020 EUR TERM LOAN B           | CUSIP: 966QTWII6<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    282314 | PA      | $255930.72    | 0.20%             | 2025-06-30      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| TVL FINANCE PLC                | SR SECURED REGS 07/25 VAR      | CUSIP: ACI1D0C39<br>LEI: 549300DUQXE7VXG8YA50 | Long             | DBT              | CORP              | JE        |    500000 | PA      | $498260.42    | 0.38%             | 2025-07-15      | Floating      | 6.94%                 | Yes           | 2                  | On Loan: No      |
| TYMON PARK CLO LTD             | TYMPK 1A DRR 144A              | CUSIP: ACI1ZHJW7<br>LEI: 549300Y293DUMFBSH733 | Long             | ABS-O            | CORP              | IE        |   1000000 | PA      | $772733.24    | 0.59%             | 2034-07-21      | Floating      | 6.20%                 | Yes           | 2                  | On Loan: No      |
| UNITED AIRLINES, INC.          | 2021 TERM LOAN B               | CUSIP: 90932RAJ3<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |    345159 | PA      | $328812.31    | 0.25%             | 2028-04-21      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| USIC HOLDINGS INC              | 2021 2ND LIEN TERM LOAN        | CUSIP: 90290HAR3<br>LEI: 5493009ZYUWB7X699U62 | Long             | LON              | CORP              | US        |    147059 | PA      | $134313.23    | 0.10%             | 2029-05-14      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| VACALIANS GROUP                | EUR TERM LOAN B                | CUSIP: 964FLWII0<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |    330783 | PA      | $308179.26    | 0.24%             | 2025-12-04      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| VANTIVA SA                     | COMMON STOCK EUR.01            | CUSIP: BLR97V900<br>LEI: 4N6SD705LP5XZKA2A097 | Long             | EC               | CORP              | FR        |     14662 | NS      | $14634.29     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| VEDANTA RESOURCES              | COMPANY GUAR REGS 03/25 8.95   | CUSIP: G9T27HAD6<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |    685000 | PA      | $465477.11    | 0.36%             | 2025-03-11      | Fixed         | 8.95%                 | Yes           | 2                  | On Loan: No      |
| VEDANTA RESOURCES              | COMPANY GUAR REGS 04/23 8      | CUSIP: G9T27HAB0<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $696150.62    | 0.53%             | 2023-04-23      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| VERISURE MIDHOLDING AB         | COMPANY GUAR REGS 02/29 5.25   | CUSIP: ACI1V5DW3<br>LEI: 549300496LYEZ55X1M49 | Long             | DBT              | CORP              | SE        |    800000 | PA      | $576269.46    | 0.44%             | 2029-02-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| VERITAS US INC/BERMUDA L       | SR SECURED 144A 09/25 7.5      | CUSIP: 92346LAE3<br>LEI: 549300RFUWCPWS8FQ104 | Long             | DBT              | CORP              | US        |    225000 | PA      | $172315.13    | 0.13%             | 2025-09-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| VIRGIN MEDIA INVT HLDGS LTD    | TERM LOAN L                    | CUSIP: G9368PAZ7<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   1000000 | PA      | $991730.83    | 0.76%             | 2027-01-15      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| VISION SOLUTIONS, INC.         | 2021 INCREMENTAL TERM LOAN     | CUSIP: 70477BAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    895069 | PA      | $778709.60    | 0.59%             | 2028-04-24      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| VODAFONE GROUP PLC             | JR SUBORDINA REGS 08/80 VAR    | CUSIP: ACI1QP389<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    125000 | PA      | $90379.00     | 0.07%             | 2080-08-27      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| VOYAGE AUSTRALIA PTY LIMITED   | USD TERM LOAN B                | CUSIP: Q9489TAB5<br>LEI: N/A                  | Long             | LON              | CORP              | AU        |    477582 | PA      | $458779.47    | 0.35%             | 2028-07-20      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| VUE INTERNATIONAL BIDCO P L C  | 2022 EUR TERM LOAN             | CUSIP: 951BEHII5<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    157822 | PA      | $151579.86    | 0.12%             | 2027-06-30      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| VUE INTERNATIONAL BIDCO PLC    | 2019 EUR TERM LOAN B           | CUSIP: G9420PAC4<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   1000000 | PA      | $695835.57    | 0.53%             | 2026-07-03      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| WEATHERFORD INTERNATIONA       | COMPANY GUAR 144A 04/30 8.625  | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    744000 | PA      | $648663.98    | 0.50%             | 2030-04-30      | Fixed         | 8.62%                 | Yes           | 2                  | On Loan: No      |
| WELLFLEET CLO LTD              | WELF 2017 3A D 144A            | CUSIP: 94950KAA6<br>LEI: 254900TEETF3L54VTH19 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $756901.00    | 0.58%             | 2031-01-17      | Floating      | 8.29%                 | Yes           | 2                  | On Loan: No      |
| WELLFLEET CLO LTD              | WELF 2018 1A E 144A            | CUSIP: 94950LAA4<br>LEI: 25490019KM1XIY7M0487 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $766720.00    | 0.59%             | 2031-07-17      | Floating      | 8.24%                 | Yes           | 2                  | On Loan: No      |
| WESTJET AIRLINES LTD           | TERM LOAN B                    | CUSIP: C4927UAB8<br>LEI: 5493004LHNGMD0JHE251 | Long             | LON              | CORP              | CA        |    746740 | PA      | $655451.36    | 0.50%             | 2026-12-11      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| WIND RIVER CLO LTD             | WINDR 2017 4A E 144A           | CUSIP: 87249MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $401953.00    | 0.31%             | 2030-11-20      | Floating      | 8.78%                 | Yes           | 2                  | On Loan: No      |
| WIND RIVER CLO LTD             | WINDR 2018 2A E 144A           | CUSIP: 88433LAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1450000 | PA      | $1123813.80   | 0.86%             | 2030-07-15      | Floating      | 8.26%                 | Yes           | 2                  | On Loan: No      |
| WP/AP TELECOM HOLDINGS         | SR UNSECURED REGS 01/30 5.5    | CUSIP: ACI22C119<br>LEI: 724500FOAL1MNGOJKP07 | Long             | DBT              | CORP              | NL        |    345000 | PA      | $251897.38    | 0.19%             | 2030-01-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| YUZHOU GROUP                   | SR SECURED REGS 02/23 8.5      | CUSIP: ACI17Y3K4<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $62454.23     | 0.05%             | 2023-02-04      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| YUZHOU GROUP                   | SR SECURED REGS 02/25 7.7      | CUSIP: ACI1K25J0<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    721000 | PA      | $44355.92     | 0.03%             | 2025-02-20      | Fixed         | 7.70%                 | Yes           | 2                  | On Loan: No      |
| YUZHOU GROUP                   | SR SECURED REGS 10/23 6        | CUSIP: ACI0QGFM7<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    431000 | PA      | $28303.77     | 0.02%             | 2023-10-25      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| ZF EUROPE FINANCE BV           | COMPANY GUAR REGS 10/27 2.5    | CUSIP: ACI1G5SB0<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $224689.23    | 0.17%             | 2027-10-23      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| ZF EUROPE FINANCE BV           | COMPANY GUAR REGS 10/29 3      | CUSIP: ACI1G5QF3<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $70479.32     | 0.05%             | 2029-10-23      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2023-02-08

**Name of Applicant:** MassMutual Advantage Funds

**Signature:** /s/ Renee Hitchcock

**Name of Signer:** Renee Hitchcock

**Title:** Treasurer and CFO