# EDGAR Filing Document

**Accession Number:** 0001517936
**File Stem:** 0000940400-26-011419
**Filing Date:** 2026-3
**Character Count:** 247551
**Document Hash:** 0694f660812ff77ac738f7ad6e185fef
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-011419.hdr.sgml**: 20260325

**ACCESSION NUMBER**: 0000940400-26-011419

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260325

**DATE AS OF CHANGE**: 20260325

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIRST TRUST EXCHANGE-TRADED FUND IV
- **CENTRAL INDEX KEY:** 0001517936

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22559
- **FILM NUMBER:** 26792222

**BUSINESS ADDRESS:**
- **STREET 1:** 120 EAST LIBERTY DRIVE, SUITE 400
- **CITY:** WHEATON
- **STATE:** IL
- **ZIP:** 60187
- **BUSINESS PHONE:** 630-765-8000

**MAIL ADDRESS:**
- **STREET 1:** 120 EAST LIBERTY DRIVE, SUITE 400
- **CITY:** WHEATON
- **STATE:** IL
- **ZIP:** 60187

## Series and Classes Contracts Data

### First Trust Senior Loan Fund (Series ID: S000034146)

| Class ID   | Class Name                   | Ticker Symbol   |
|:---|:---|:---|
| C000105232 | First Trust Senior Loan Fund | FTSL            |

## Nport-Ex

**First Trust Senior Loan Fund (FTSL)**

**Portfolio of Investments**

**January 31, 2026 (Unaudited)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal** <br>**Value**<br>| **Description** | **Rate (a)** | **Stated** <br>**Maturity (b)**<br>| **Value** |
| **SENIOR FLOATING-RATE LOAN INTERESTS — 84.2%** | **SENIOR FLOATING-RATE LOAN INTERESTS — 84.2%** | **SENIOR FLOATING-RATE LOAN INTERESTS — 84.2%** | **SENIOR FLOATING-RATE LOAN INTERESTS — 84.2%** | **SENIOR FLOATING-RATE LOAN INTERESTS — 84.2%** |
|  | **Advertising — 0.8%** | **Advertising — 0.8%** | **Advertising — 0.8%** |  |
| $11758755 | &nbsp;&nbsp;&nbsp; Authentic Brands Group (ABG Intermediate Holdings 2 LLC), Refi <br> Term Loan B, 1 Mo. CME Term SOFR + 2.25%, 0.00% Floor  | 5.92% | 12/21/28 | $11766810 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5977995 | &nbsp;&nbsp;&nbsp; WH Borrower LLC (WHP), Term Loan B, 3 Mo. CME Term SOFR <br> + 4.50%, 0.50% Floor  | 8.39% | 02/20/32 | 6000412 |
|  |  |  |  | 17767222 |
|  | **Aerospace & Defense — 2.3%** | **Aerospace & Defense — 2.3%** | **Aerospace & Defense — 2.3%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 11984798 | &nbsp;&nbsp;&nbsp; Phoenix Aviation Capital Ltd. (PAC DAC LLC), Term Loan B, 3 <br> Mo. CME Term SOFR + 3.25%, 0.00% Floor  | 6.92% | 10/28/30 | 11887481 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4089002 | &nbsp;&nbsp;&nbsp; Signia Aerospace LLC, Refi Term Loan B, 3 Mo. CME Term <br> SOFR + 2.75%, 0.50% Floor  | 6.44%-6.57% | 12/11/31 | 4156930 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2868800 | &nbsp;&nbsp;&nbsp; Standard Aero Ltd. (Dynasty Acq. Co.), Term Loan B1, 1 Mo. <br> CME Term SOFR + 2.00%, 0.00% Floor  | 5.67% | 10/31/31 | 2879716 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1091200 | &nbsp;&nbsp;&nbsp; Standard Aero Ltd. (Dynasty Acq. Co.), Term Loan B2, 1 Mo. <br> CME Term SOFR + 2.00%, 0.00% Floor  | 5.67% | 10/31/31 | 1095352 |
| &nbsp;&nbsp;&nbsp;&nbsp; 23358216 | &nbsp;&nbsp;&nbsp; Transdigm, Inc., Refi Term Loan K, 1 Mo. CME Term SOFR + <br> 2.25%, 0.00% Floor  | 5.92% | 03/22/30 | 23364056 |
| &nbsp;&nbsp;&nbsp;&nbsp; 11398066 | &nbsp;&nbsp;&nbsp; VistaJet Malta Finance PLC, Term Loan B, 3 Mo. CME Term <br> SOFR + 3.75%, 0.00% Floor  | 7.41% | 03/31/31 | 11447932 |
|  |  |  |  | 54831467 |
|  | **Airport Services — 0.2%** | **Airport Services — 0.2%** | **Airport Services — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 292325 | &nbsp;&nbsp;&nbsp; BBA Aviation (Signature Aviation US Holdings, Inc./Brown Group <br> Holding LLC), Refi Term Loan B-2, 1 Mo. CME Term SOFR + <br> 2.50%, 0.00% Floor  | 6.17% | 07/01/31 | 292752 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1020378 | &nbsp;&nbsp;&nbsp; BBA Aviation (Signature Aviation US Holdings, Inc./Brown Group <br> Holding LLC), Refi Term Loan B-2, 3 Mo. CME Term SOFR + <br> 2.50%, 0.00% Floor  | 6.17%-6.32% | 07/01/31 | 1021868 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2590653 | &nbsp;&nbsp;&nbsp; BBA Aviation (Signature Aviation US Holdings, Inc./Brown Group <br> Holding LLC), Term Loan B-1, 1 Mo. CME Term SOFR + <br> 2.50%, 0.50% Floor  | 6.17% | 07/01/31 | 2597777 |
|  |  |  |  | 3912397 |
|  | **Alternative Carriers — 0.5%** | **Alternative Carriers — 0.5%** | **Alternative Carriers — 0.5%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 10649450 | &nbsp;&nbsp;&nbsp; Level 3 Financing, Inc., Term Loan B-4, 1 Mo. CME Term SOFR + <br> 3.25%, 0.00% Floor  | 6.92% | 03/29/32 | 10678736 |
|  | **Apparel, Accessories & Luxury Goods — 0.1%** | **Apparel, Accessories & Luxury Goods — 0.1%** | **Apparel, Accessories & Luxury Goods — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2189449 | &nbsp;&nbsp;&nbsp; Canada Goose Holdings, Inc., Term Loan B, 3 Mo. CME Term <br> SOFR + 3.50%, 0.50% Floor  | 7.37% | 08/23/32 | 2189909 |
|  | **Application Software — 8.8%** | **Application Software — 8.8%** | **Application Software — 8.8%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 911502 | &nbsp;&nbsp;&nbsp; Applied Systems, Inc., Term Loan B-3, 3 Mo. CME Term SOFR + <br> 2.25%, 0.00% Floor  | 6.17% | 02/24/31 | 906516 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1697918 | &nbsp;&nbsp;&nbsp; Avalara, Inc., Term Loan B, 3 Mo. CME Term SOFR + 2.75%, <br> 0.00% Floor  | 6.42% | 03/29/32 | 1668205 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3895965 | &nbsp;&nbsp;&nbsp; CCC Intelligent Solutions, Inc., 2032 Term Loan B, 1 Mo. CME <br> Term SOFR + 2.00%, 0.50% Floor  | 5.67% | 01/23/32 | 3871615 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3417392 | &nbsp;&nbsp;&nbsp; Clearwater Analytics LLC, Term Loan B, 1 Mo. CME Term SOFR <br> + 2.00%, 0.00% Floor  | 5.67% | 04/21/32 | 3420604 |
| &nbsp;&nbsp;&nbsp;&nbsp; 19451316 | &nbsp;&nbsp;&nbsp; Cloud Software Group, Inc. (a.k.a. Citrix Software, Inc. or Tibco), <br> 2032 Term Loan, 3 Mo. CME Term SOFR + 3.25%, 0.00% Floor  | 6.92% | 08/15/32 | 18924477 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6719925 | &nbsp;&nbsp;&nbsp; ConnectWise LLC, Term Loan B, 3 Mo. CME Term SOFR + CSA <br> + 3.50%, 0.50% Floor  | 7.43% | 09/30/28 | 6501528 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4377787 | &nbsp;&nbsp;&nbsp; Darktrace PLC (Leia Finco US LLC), Term Loan (Second Lien), 3 <br> Mo. CME Term SOFR + 5.25%, 0.00% Floor  | 8.90% | 10/09/32 | 4341779 |

---

------

**First Trust Senior Loan Fund (FTSL)**

**Portfolio of Investments (Continued)**

**January 31, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Rate (a)** | **Stated**<br> **Maturity (b)**<br>| **Value** |
| **SENIOR FLOATING-RATE LOAN INTERESTS (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (Continued)** |
|  | **Application Software (Continued)** | **Application Software (Continued)** | **Application Software (Continued)** |  |
| $18949512 | &nbsp;&nbsp;&nbsp; Darktrace PLC (Leia Finco US LLC), Term Loan B, 3 Mo. CME <br> Term SOFR + 3.25%, 0.00% Floor  | 6.90% | 10/09/31 | $18519168 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2623394 | &nbsp;&nbsp;&nbsp; Duck Creek Technologies (Disco Parent, Inc.), Term Loan B, 3 Mo. <br> CME Term SOFR + 3.25%, 0.00% Floor  | 6.82%-7.07% | 08/08/32 | 2613556 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8975619 | &nbsp;&nbsp;&nbsp; Ellucian Holdings, Inc., Term Loan B, 1 Mo. CME Term SOFR + <br> 2.50%, 0.00% Floor  | 6.17% | 10/09/29 | 8894839 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4759185 | &nbsp;&nbsp;&nbsp; Genesys Cloud Services Holding II LLC, Term Loan B, 1 Mo. <br> CME Term SOFR + 2.50%, 0.00% Floor  | 6.17% | 01/31/32 | 4665500 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2174545 | &nbsp;&nbsp;&nbsp; Instructure Holdings, Inc. (Icon Parent I, Inc.), Term Loan B, 3 Mo. <br> CME Term SOFR + 2.75%, 0.00% Floor  | 6.41%-6.44% | 11/13/31 | 1567919 |
| &nbsp;&nbsp;&nbsp;&nbsp; 11755545 | &nbsp;&nbsp;&nbsp; Internet Brands, Inc. (WebMD / MH Sub I LLC), Term Loan B-3, 1 <br> Mo. CME Term SOFR + 4.25%, 0.50% Floor  | 7.92% | 05/03/28 | 10705951 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9471462 | &nbsp;&nbsp;&nbsp; LogMeIn, Inc. (GoTo Group, Inc.), First Out Term Loan (First <br> Lien), 3 Mo. CME Term SOFR + CSA + 4.75%, 0.00% Floor  | 8.57% | 04/30/28 | 8062582 |
| &nbsp;&nbsp;&nbsp;&nbsp; 11938598 | &nbsp;&nbsp;&nbsp; LogMeIn, Inc. (GoTo Group, Inc.), Second Out Term Loan (First <br> Lien), 3 Mo. CME Term SOFR + CSA + 4.75%, 0.00% Floor  | 8.57% | 04/30/28 | 3969584 |
| &nbsp;&nbsp;&nbsp;&nbsp; 18097137 | &nbsp;&nbsp;&nbsp; McAfee Corp. (Condor Merger Sub, Inc.), Term Loan B-1, 1 Mo. <br> CME Term SOFR + 3.00%, 0.50% Floor  | 6.67% | 03/01/29 | 16083831 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 882219 | &nbsp;&nbsp;&nbsp; N-Able, Inc., Extended Term Loan B, 3 Mo. CME Term SOFR + <br> 2.75%, 0.00% Floor  | 6.59% | 11/26/32 | 873396 |
| &nbsp;&nbsp;&nbsp;&nbsp; 10999813 | &nbsp;&nbsp;&nbsp; NCR Digital Banking (Dragon Buyer, Inc./Candescent), Term Loan <br> B, 3 Mo. CME Term SOFR + 2.75%, 0.00% Floor  | 6.42% | 09/30/31 | 10855496 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3165362 | &nbsp;&nbsp;&nbsp; Qlik Technologies (Project Alpha Intermediate Holding, Inc.), Term <br> Loan (Second Lien), 3 Mo. CME Term SOFR + 5.00%, 0.50% <br> Floor  | 8.67% | 05/08/33 | 2532290 |
| &nbsp;&nbsp;&nbsp;&nbsp; 21418846 | &nbsp;&nbsp;&nbsp; Qlik Technologies (Project Alpha Intermediate Holding, Inc.), Term <br> Loan B, 3 Mo. CME Term SOFR + 3.25%, 0.50% Floor  | 6.92% | 10/28/30 | 19973181 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5588992 | &nbsp;&nbsp;&nbsp; SolarWinds Holdings, Inc. (Starlight Parent LLC), Term Loan B, 3 <br> Mo. CME Term SOFR + 4.00%, 0.00% Floor  | 7.70% | 04/16/32 | 5197763 |
| &nbsp;&nbsp;&nbsp;&nbsp; 13563384 | &nbsp;&nbsp;&nbsp; Solera Holdings, Inc. (Polaris Newco), Term Loan B, 3 Mo. CME <br> Term SOFR + CSA + 3.75%, 0.50% Floor  | 7.68% | 06/04/28 | 12564847 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 361347 | &nbsp;&nbsp;&nbsp; Tenable, Inc., Term Loan B, 1 Mo. CME Term SOFR + CSA + <br> 2.75%, 0.50% Floor  | 6.54% | 07/07/28 | 361121 |
| &nbsp;&nbsp;&nbsp;&nbsp; 15030847 | &nbsp;&nbsp;&nbsp; Ultimate Software Group (UKG, Inc.), Refi Term Loan, 3 Mo. <br> CME Term SOFR + 2.50%, 0.00% Floor  | 6.17% | 02/10/31 | 14689497 |
| &nbsp;&nbsp;&nbsp;&nbsp; 14741640 | &nbsp;&nbsp;&nbsp; Veeam Software Holdings Ltd. (VS Buyer LLC), Refi Term Loan, <br> 3 Mo. CME Term SOFR + 2.25%, 0.00% Floor  | 5.92% | 04/14/31 | 14621864 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4621761 | X.AI LLC (Project Xerxes), Fixed Rate Term Loan  | 12.50% | 06/30/30 | 5018470 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4691425 | &nbsp;&nbsp;&nbsp; X.AI LLC (Project Xerxes), Floating Rate Term Loan B, 3 Mo. <br> CME Term SOFR + 7.25%, 0.00% Floor  | 11.12% | 06/30/30 | 4789663 |
|  |  |  |  | 206195242 |
|  | **Asset Management & Custody Banks — 1.9%** | **Asset Management & Custody Banks — 1.9%** | **Asset Management & Custody Banks — 1.9%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 9417000 | &nbsp;&nbsp;&nbsp; Ascensus Holdings, Inc. (Mercury), Term Loan B, 1 Mo. CME <br> Term SOFR + 3.00%, 0.00% Floor  | 6.67% | 11/25/32 | 9401273 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2612926 | &nbsp;&nbsp;&nbsp; Colonial First State (Superannuation and Investments US LLC), <br> Refi Term Loan B, 1 Mo. CME Term SOFR + 2.50%, 0.00% <br> Floor  | 6.17% | 12/01/28 | 2624031 |
| &nbsp;&nbsp;&nbsp;&nbsp; 10984024 | &nbsp;&nbsp;&nbsp; Edelman Financial Engines Center LLC, Refi Term Loan B, 1 Mo. <br> CME Term SOFR + 3.00%, 0.00% Floor  | 6.67% | 04/07/28 | 11000885 |
| &nbsp;&nbsp;&nbsp;&nbsp; 10710985 | &nbsp;&nbsp;&nbsp; Edelman Financial Engines Center LLC, Term Loan (Second Lien), <br> 1 Mo. CME Term SOFR + 5.25%, 0.00% Floor  | 8.92% | 10/06/28 | 10742260 |

---

------

**First Trust Senior Loan Fund (FTSL)**

**Portfolio of Investments (Continued)**

**January 31, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Rate (a)** | **Stated**<br> **Maturity (b)**<br>| **Value** |
| **SENIOR FLOATING-RATE LOAN INTERESTS (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (Continued)** |
|  | **Asset Management & Custody Banks (Continued)** | **Asset Management & Custody Banks (Continued)** | **Asset Management & Custody Banks (Continued)** |  |
| $1980095 | &nbsp;&nbsp;&nbsp; IQ-EQ (Saphilux S.A.R.L.), USD Term Loan B, 6 Mo. CME Term <br> SOFR + 3.00%, 0.50% Floor  | 6.73% | 07/27/28 | $1986531 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4988 | &nbsp;&nbsp;&nbsp; IQ-EQ (Saphilux S.A.R.L.), USD Term Loan B, Daily SOFR + <br> 3.00%, 0.50% Floor  | 6.63%-7.12% | 07/27/28 | 5004 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6132777 | &nbsp;&nbsp;&nbsp; Osaic Holdings, Inc. (Advisor Group), Refi Term Loan B, 6 Mo. <br> CME Term SOFR + 2.50%, 0.00% Floor  | 6.60% | 08/02/32 | 6096011 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1995000 | &nbsp;&nbsp;&nbsp; Victory Capital Holdings, Inc., Term Loan B-3, 3 Mo. CME Term <br> SOFR + 2.00%, 0.00% Floor  | 5.67% | 09/23/32 | 2001484 |
|  |  |  |  | 43857479 |
|  | **Automotive Parts & Equipment — 1.0%** | **Automotive Parts & Equipment — 1.0%** | **Automotive Parts & Equipment — 1.0%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 17477800 | &nbsp;&nbsp;&nbsp; Clarios Global, L.P. (Power Solutions), 2032 Term Loan B, 1 Mo. <br> CME Term SOFR + 2.75%, 0.00% Floor  | 6.42% | 01/31/32 | 17526913 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4945050 | &nbsp;&nbsp;&nbsp; Clarios Global, L.P. (Power Solutions), Term Loan B, 1 Mo. CME <br> Term SOFR + 2.50%, 0.00% Floor  | 6.17% | 05/06/30 | 4948931 |
|  |  |  |  | 22475844 |
|  | **Automotive Retail — 1.5%** | **Automotive Retail — 1.5%** | **Automotive Retail — 1.5%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1179492 | &nbsp;&nbsp;&nbsp; Les Schwab Tire Centers (LS Group OpCo Acq. LLC), Refi Term <br> Loan B, 1 Mo. CME Term SOFR + 2.50%, 0.00% Floor  | 6.17%-6.32% | 04/23/31 | 11782221 |
| &nbsp;&nbsp;&nbsp;&nbsp; 22489203 | &nbsp;&nbsp;&nbsp; Mavis Tire Express Services Topco Corp., Refi Term Loan B, 1 <br> Mo. CME Term SOFR + 3.00%, 0.75% Floor  | 6.67% | 05/04/28 | 22521475 |
|  |  |  |  | 34303696 |
|  | **Broadline Retail — 0.2%** | **Broadline Retail — 0.2%** | **Broadline Retail — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3514732 | &nbsp;&nbsp;&nbsp; Peer Holding III B.V. (Action Holding), 2031 Term Loan B5B, 3 <br> Mo. CME Term SOFR + 2.50%, 0.00% Floor  | 6.17% | 07/01/31 | 3518687 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 878410 | &nbsp;&nbsp;&nbsp; Peer Holding III B.V. (Action Holding), 2032 USD Term Loan B8, <br> 3 Mo. CME Term SOFR + 2.25%, 0.00% Floor  | 5.92% | 10/14/32 | 879785 |
|  |  |  |  | 4398472 |
|  | **Building Products — 1.2%** | **Building Products — 1.2%** | **Building Products — 1.2%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7423088 | &nbsp;&nbsp;&nbsp; American Bath (CP Atlas Buyer, Inc.), Term Loan B, 1 Mo. CME <br> Term SOFR + 5.25%, 0.00% Floor  | 8.92% | 07/08/30 | 7317049 |
| &nbsp;&nbsp;&nbsp;&nbsp; 12665805 | &nbsp;&nbsp;&nbsp; Miter Brands Acq. Holdco, Inc. (MIWD), Refi Term Loan, 1 Mo. <br> CME Term SOFR + 2.75%, 0.00% Floor  | 6.42% | 03/28/31 | 12682461 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6169322 | &nbsp;&nbsp;&nbsp; US LBM Holdings, Term Loan, 1 Mo. CME Term SOFR + 5.00%, <br> 0.75% Floor  | 8.67% | 06/06/31 | 6176170 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2242748 | &nbsp;&nbsp;&nbsp; US LBM Holdings, Term Loan B, 1 Mo. CME Term SOFR + CSA <br> + 3.75%, 0.75% Floor  | 7.52% | 06/06/31 | 2164476 |
|  |  |  |  | 28340156 |
|  | **Cable & Satellite — 0.5%** | **Cable & Satellite — 0.5%** | **Cable & Satellite — 0.5%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5158624 | &nbsp;&nbsp;&nbsp; Charter Communications Operating LLC, Term Loan B4, 3 Mo. <br> CME Term SOFR + 2.00%, 0.00% Floor  | 5.66% | 12/07/30 | 5151944 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7132648 | &nbsp;&nbsp;&nbsp; Charter Communications Operating LLC, Term Loan B-5, 3 Mo. <br> CME Term SOFR + 2.25%, 0.00% Floor  | 5.91% | 12/15/31 | 7131863 |
|  |  |  |  | 12283807 |
|  | **Casinos & Gaming — 0.2%** | **Casinos & Gaming — 0.2%** | **Casinos & Gaming — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3495385 | &nbsp;&nbsp;&nbsp; Flutter Entertainment PLC (Flutter Treasury DAC), Incremental <br> Term Loan, 3 Mo. CME Term SOFR + 2.00%, 0.50% Floor  | 5.67% | 06/04/32 | 3493916 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 485128 | &nbsp;&nbsp;&nbsp; Light and Wonder International, Inc. (fka Scientific Games <br> International, Inc.), Term Loan B, 1 Mo. CME Term SOFR + <br> 2.00%, 0.00% Floor  | 5.67% | 04/16/29 | 485128 |
|  |  |  |  | 3979044 |

---

------

**First Trust Senior Loan Fund (FTSL)**

**Portfolio of Investments (Continued)**

**January 31, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Rate (a)** | **Stated**<br> **Maturity (b)**<br>| **Value** |
| **SENIOR FLOATING-RATE LOAN INTERESTS (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (Continued)** |
|  | **Commercial Printing — 0.1%** | **Commercial Printing — 0.1%** | **Commercial Printing — 0.1%** |  |
| $6414181 | &nbsp;&nbsp;&nbsp; Multi-Color Corp. (LABL, Inc.), Initial Dollar Term Loan, 3 Mo. <br> CME Term SOFR + CSA + 5.00%, 0.50% Floor (c) (d) | 8.77% | 10/29/28 | $2964730 |
|  | **Commodity Chemicals — 0.6%** | **Commodity Chemicals — 0.6%** | **Commodity Chemicals — 0.6%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 14369414 | &nbsp;&nbsp;&nbsp; Charter Next Generation, Inc., Refi Term Loan B, 1 Mo. CME <br> Term SOFR + 2.50%, 0.00% Floor  | 6.19% | 12/02/30 | 14395351 |
|  | **Communications Equipment — 0.1%** | **Communications Equipment — 0.1%** | **Communications Equipment — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3656486 | &nbsp;&nbsp;&nbsp; Viavi Solutions, Inc., Term Loan B, 3 Mo. CME Term SOFR + <br> 2.50%, 0.00% Floor  | 6.17% | 10/16/32 | 3668680 |
|  | **Construction & Engineering — 0.9%** | **Construction & Engineering — 0.9%** | **Construction & Engineering — 0.9%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4286065 | &nbsp;&nbsp;&nbsp; Azuria Water Solutions (fka - Aegion Corp.), Term Loan B, 1 Mo. <br> CME Term SOFR + 2.75%, 0.00% Floor  | 6.42% | 03/31/33 | 4269993 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1973766 | &nbsp;&nbsp;&nbsp; Centuri Group, Inc., Refi Term Loan B, 1 Mo. CME Term SOFR + <br> 2.00%, 0.00% Floor  | 5.67% | 07/09/32 | 1977062 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4411424 | &nbsp;&nbsp;&nbsp; Construction Partners, Inc., Term Loan B, 1 Mo. CME Term SOFR <br> + 2.50%, 0.00% Floor  | 6.17% | 11/01/31 | 4420401 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8849263 | &nbsp;&nbsp;&nbsp; Green Infrastructure Partners LLC, Term Loan B, 3 Mo. CME Term <br> SOFR + 2.75%, 0.00% Floor  | 6.42% | 09/24/32 | 8865900 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1094286 | &nbsp;&nbsp;&nbsp; Socotec SAS (Socotec US Holdings), SOCOTC TL B, Daily SOFR <br> + 2.75%, 0.00% Floor  | 6.89%-7.12% | 06/02/31 | 1099073 |
|  |  |  |  | 20632429 |
|  | **Construction Materials — 2.5%** | **Construction Materials — 2.5%** | **Construction Materials — 2.5%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 572776 | &nbsp;&nbsp;&nbsp; Knife River Corp., Term Loan B, 3 Mo. CME Term SOFR + <br> 2.00%, 0.00% Floor  | 5.74% | 03/07/32 | 576359 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1393440 | &nbsp;&nbsp;&nbsp; Quikrete Holdings, Inc., Term Loan B1 2031, 1 Mo. CME Term <br> SOFR + 2.25%, 0.00% Floor  | 5.92% | 04/14/31 | 1395955 |
| &nbsp;&nbsp;&nbsp;&nbsp; 18404764 | &nbsp;&nbsp;&nbsp; Quikrete Holdings, Inc., Term Loan B2 2029, 1 Mo. CME Term <br> SOFR + 2.25%, 0.00% Floor  | 5.92% | 03/18/29 | 18448660 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8612419 | &nbsp;&nbsp;&nbsp; Quikrete Holdings, Inc., Term Loan B3 2032, 1 Mo. CME Term <br> SOFR + 2.25%, 0.00% Floor  | 5.92% | 02/10/32 | 8621591 |
| &nbsp;&nbsp;&nbsp;&nbsp; 15851021 | &nbsp;&nbsp;&nbsp; Smyrna Ready Mix Concrete LLC, Term Loan B, 1 Mo. CME <br> Term SOFR + 3.00%, 0.00% Floor  | 6.67% | 04/02/29 | 15861007 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1719157 | &nbsp;&nbsp;&nbsp; TAMKO Building Products, Term Loan B, 1 Mo. CME Term <br> SOFR + 2.75%, 0.00% Floor  | 6.42% | 09/20/30 | 1727039 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7184267 | &nbsp;&nbsp;&nbsp; TAMKO Building Products, Term Loan B, 3 Mo. CME Term <br> SOFR + 2.75%, 0.00% Floor  | 6.42%-6.57% | 09/20/30 | 7217207 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5428917 | &nbsp;&nbsp;&nbsp; TAMKO Building Products, Term Loan B, 6 Mo. CME Term <br> SOFR + 2.75%, 0.00% Floor  | 6.79% | 09/20/30 | 5453809 |
|  |  |  |  | 59301627 |
|  | **Consumer Electronics — 0.3%** | **Consumer Electronics — 0.3%** | **Consumer Electronics — 0.3%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6166585 | &nbsp;&nbsp;&nbsp; Pye-Barker Fire & Safety LLC, Term Loan B, 3 Mo. CME Term <br> SOFR + 2.50%, 0.00% Floor  | 6.21% | 12/16/32 | 6176852 |
|  | **Data Processing & Outsourced Services — 0.9%** | **Data Processing & Outsourced Services — 0.9%** | **Data Processing & Outsourced Services — 0.9%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 17119650 | &nbsp;&nbsp;&nbsp; Consilio (Skopima Consilio Parent LLC), Refi Term Loan B, 1 Mo. <br> CME Term SOFR + 3.75%, 0.50% Floor  | 7.42% | 05/17/28 | 14757139 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5744723 | &nbsp;&nbsp;&nbsp; Paysafe Holdings (US) Corp., Facility B1 Loan, 1 Mo. CME Term <br> SOFR + CSA + 2.75%, 0.50% Floor  | 6.54% | 06/28/28 | 5385677 |
|  |  |  |  | 20142816 |
|  | **Diversified Capital Markets — 0.2%** | **Diversified Capital Markets — 0.2%** | **Diversified Capital Markets — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4288506 | &nbsp;&nbsp;&nbsp; OSTTRA (Orion US Finco), Term Loan B (First Lien), 3 Mo. CME <br> Term SOFR + 3.50%, 0.00% Floor  | 7.15% | 10/10/32 | 4296118 |

---

------

**First Trust Senior Loan Fund (FTSL)**

**Portfolio of Investments (Continued)**

**January 31, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Rate (a)** | **Stated**<br> **Maturity (b)**<br>| **Value** |
| **SENIOR FLOATING-RATE LOAN INTERESTS (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (Continued)** |
|  | **Diversified Financial Services — 0.7%** | **Diversified Financial Services — 0.7%** | **Diversified Financial Services — 0.7%** |  |
| $15624126 | &nbsp;&nbsp;&nbsp; Gen II Fund Services (PEX Holdings LLC), Term Loan B, 3 Mo. <br> CME Term SOFR + 2.75%, 0.00% Floor  | 6.42% | 11/19/31 | $15637094 |
|  | **Diversified Metals & Mining — 0.8%** | **Diversified Metals & Mining — 0.8%** | **Diversified Metals & Mining — 0.8%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 19193965 | &nbsp;&nbsp;&nbsp; SCIH Salt Holdings, Inc. (aka Morton Salt), Term Loan B, 3 Mo. <br> CME Term SOFR + 2.75%, 0.00% Floor  | 6.52% | 01/31/29 | 19233217 |
|  | **Diversified Support Services — 0.8%** | **Diversified Support Services — 0.8%** | **Diversified Support Services — 0.8%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 10405707 | &nbsp;&nbsp;&nbsp; Aggreko Holdings, Inc. (Albion), Extended Term Loan B, 3 Mo. <br> CME Term SOFR + 3.00%, 0.50% Floor  | 6.87% | 05/21/31 | 10378079 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1755118 | &nbsp;&nbsp;&nbsp; OpenLane, Inc. (KAR Auction Services, Inc.), Term Loan B, 3 Mo. <br> CME Term SOFR + 2.50%, 0.00% Floor  | 6.36% | 10/08/32 | 1758409 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6161712 | &nbsp;&nbsp;&nbsp; Vestis Corp., Term Loan B-1, 3 Mo. CME Term SOFR + 2.25%, <br> 0.00% Floor  | 6.07% | 02/22/31 | 5781719 |
|  |  |  |  | 17918207 |
|  | **Drug Retail — 0.1%** | **Drug Retail — 0.1%** | **Drug Retail — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1351143 | &nbsp;&nbsp;&nbsp; Boots Group Finco, L.P., Term Loan B, 3 Mo. CME Term SOFR + <br> 3.50%, 0.00% Floor  | 7.21% | 08/28/32 | 1357615 |
|  | **Education Services — 0.5%** | **Education Services — 0.5%** | **Education Services — 0.5%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6220710 | &nbsp;&nbsp;&nbsp; Kindercare Learning Companies (KUEHG Corp.), Term Loan B, 3 <br> Mo. CME Term SOFR + 2.75%, 0.50% Floor  | 6.42% | 06/12/30 | 5880531 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5352416 | &nbsp;&nbsp;&nbsp; Prometric Holdings, Inc., Term Loan B, 1 Mo. CME Term SOFR + <br> 3.75%, 0.00% Floor  | 7.42% | 06/24/32 | 5368018 |
|  |  |  |  | 11248549 |
|  | **Electric Utilities — 0.4%** | **Electric Utilities — 0.4%** | **Electric Utilities — 0.4%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 9585377 | &nbsp;&nbsp;&nbsp; Alpha Generation LLC (AlphaGen), Refi Term Loan B, 1 Mo. <br> CME Term SOFR + 1.75%, 0.00% Floor  | 5.42% | 09/30/31 | 9587198 |
|  | **Electrical Components & Equipment — 0.1%** | **Electrical Components & Equipment — 0.1%** | **Electrical Components & Equipment — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1746714 | &nbsp;&nbsp;&nbsp; BCP VI Summit Holdings, L.P. (Chemelex - fka nVent), Refi Term <br> Loan B, 1 Mo. CME Term SOFR + 3.00%, 0.00% Floor  | 6.70% | 01/30/32 | 1748172 |
|  | **Electronic Equipment & Instruments — 0.5%** | **Electronic Equipment & Instruments — 0.5%** | **Electronic Equipment & Instruments — 0.5%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5918124 | &nbsp;&nbsp;&nbsp; Chamberlain Group, Inc. (Chariot), Extended Term Loan, 1 Mo. <br> CME Term SOFR + 2.75%, 0.00% Floor  | 6.42% | 09/08/32 | 5921142 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2613940 | &nbsp;&nbsp;&nbsp; Convergint Technologies (DG Investment Intermediate Holdings 2, <br> Inc.), Refi Term Loan B, 1 Mo. CME Term SOFR + 3.25%, <br> 0.00% Floor  | 6.92% | 07/12/32 | 2624827 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3792999 | &nbsp;&nbsp;&nbsp; Verifone Systems, Inc., Extended Term Loan, 3 Mo. CME Term <br> SOFR + CSA + 5.25%, 0.00% Floor  | 9.18% | 08/21/28 | 3518007 |
|  |  |  |  | 12063976 |
|  | **Environmental & Facilities Services — 0.9%** | **Environmental & Facilities Services — 0.9%** | **Environmental & Facilities Services — 0.9%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5904852 | &nbsp;&nbsp;&nbsp; Allied Universal Holdco LLC, Extended Term Loan B, 1 Mo. CME <br> Term SOFR + 3.25%, 0.00% Floor  | 6.92% | 08/20/32 | 5923039 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1871567 | &nbsp;&nbsp;&nbsp; Anticimex Global AB, Facility B8 (USD), Daily SOFR + 2.90%, <br> 0.00% Floor  | 6.55%-7.02% | 11/16/31 | 1878248 |
| &nbsp;&nbsp;&nbsp;&nbsp; 12245311 | &nbsp;&nbsp;&nbsp; Interstate Waste Services (Action Environmental Group, Inc.), Refi <br> Term Loan B, 3 Mo. CME Term SOFR + 3.00%, 0.00% Floor  | 6.67% | 10/24/30 | 12253025 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101303 | &nbsp;&nbsp;&nbsp; Interstate Waste Services (Action Environmental Group, Inc.), <br> Term Loan B, 3 Mo. CME Term SOFR + 3.25%, 0.50% Floor  | 6.92% | 10/24/30 | 101367 |
|  |  |  |  | 20155679 |
|  | **Food Distributors — 0.1%** | **Food Distributors — 0.1%** | **Food Distributors — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2444272 | &nbsp;&nbsp;&nbsp; C&S Wholesale Grocers LLC, Term Loan B, 3 Mo. CME Term <br> SOFR + 5.00%, 0.00% Floor  | 8.67% | 09/23/30 | 2422885 |

---

------

**First Trust Senior Loan Fund (FTSL)**

**Portfolio of Investments (Continued)**

**January 31, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Rate (a)** | **Stated**<br> **Maturity (b)**<br>| **Value** |
| **SENIOR FLOATING-RATE LOAN INTERESTS (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (Continued)** |
|  | **Footwear — 0.2%** | **Footwear — 0.2%** | **Footwear — 0.2%** |  |
| $4530652 | &nbsp;&nbsp;&nbsp; Skechers (Beach Acquisition Bidco LLC), Term Loan B, 3 Mo. <br> CME Term SOFR + 3.25%, 0.00% Floor  | 6.92% | 09/13/32 | $4544810 |
|  | **Gas Utilities — 0.1%** | **Gas Utilities — 0.1%** | **Gas Utilities — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2091274 | &nbsp;&nbsp;&nbsp; Cornerstone Generation LLC, Term Loan B, 3 Mo. CME Term <br> SOFR + 3.25%, 0.00% Floor  | 6.92% | 08/11/32 | 2110012 |
|  | **Health Care Equipment — 0.0%** | **Health Care Equipment — 0.0%** | **Health Care Equipment — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 882210 | &nbsp;&nbsp;&nbsp; Sebia (Argent Bidco SAS), USD Term Loan B, 1 Mo. CME Term <br> SOFR + 2.50%, 0.00% Floor  | 6.17% | 12/31/32 | 885796 |
|  | **Health Care Facilities — 2.1%** | **Health Care Facilities — 2.1%** | **Health Care Facilities — 2.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 13958921 | &nbsp;&nbsp;&nbsp; Ardent Health Services, Inc. (AHP Health Partners, Inc.), Extended <br> Term Loan, 1 Mo. CME Term SOFR + 2.25%, 0.50% Floor  | 5.92% | 09/18/32 | 13974624 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4344444 | &nbsp;&nbsp;&nbsp; Concentra Health Services, Inc., Refi Term Loan B, 1 Mo. CME <br> Term SOFR + 2.00%, 0.00% Floor  | 5.67% | 07/26/31 | 4360757 |
| &nbsp;&nbsp;&nbsp;&nbsp; 18135174 | &nbsp;&nbsp;&nbsp; IVC Evidensia (VetStrategy Canada / IVC Acquisition Midco <br> LTD.), Term Loan B-12, 3 Mo. CME Term SOFR + 3.75%, <br> 0.50% Floor  | 7.42% | 12/06/28 | 18164644 |
| &nbsp;&nbsp;&nbsp;&nbsp; 13101786 | &nbsp;&nbsp;&nbsp; Southern Veterinary Partners LLC (Mission Pet), Refi Term Loan, 1 <br> Mo. CME Term SOFR + 2.50%, 0.00% Floor  | 6.17% | 12/04/31 | 13110041 |
|  |  |  |  | 49610066 |
|  | **Health Care Services — 2.4%** | **Health Care Services — 2.4%** | **Health Care Services — 2.4%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 12104734 | &nbsp;&nbsp;&nbsp; Ensemble RCM LLC (Ensemble Health), Term Loan B, 3 Mo. <br> CME Term SOFR + 3.00%, 0.00% Floor  | 6.67% | 01/28/33 | 11998818 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7965701 | &nbsp;&nbsp;&nbsp; ExamWorks Group, Inc. (Electron Bidco), Extended Term Loan B, <br> 1 Mo. CME Term SOFR + 2.50%, 0.00% Floor  | 6.17% | 01/29/33 | 7980039 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp; ExamWorks Group, Inc. (Electron Bidco), Refi Term Loan, 1 Mo. <br> CME Term SOFR + 2.50%, 0.50% Floor  | 6.17% | 11/01/28 | 2003600 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6098874 | &nbsp;&nbsp;&nbsp; Heartland Dental Care LLC, Term Loan B, 1 Mo. CME Term <br> SOFR + 3.75%, 0.00% Floor  | 7.42% | 08/25/32 | 6107778 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9258422 | &nbsp;&nbsp;&nbsp; Pacific Dental Services LLC, Refi Term Loan B, 1 Mo. CME Term <br> SOFR + 2.50%, 0.00% Floor  | 6.18% | 03/17/31 | 9269347 |
| &nbsp;&nbsp;&nbsp;&nbsp; 12251350 | &nbsp;&nbsp;&nbsp; R1 RCM, Inc. (Raven Acq. Holdings LLC), Term Loan B, 1 Mo. <br> CME Term SOFR + 3.00%, 0.00% Floor  | 6.67% | 11/19/31 | 12145682 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2145060 | &nbsp;&nbsp;&nbsp; Radnet Management, Inc., Refi Term Loan, 3 Mo. CME Term <br> SOFR + 2.25%, 0.00% Floor  | 6.07% | 04/18/31 | 2152578 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1705492 | &nbsp;&nbsp;&nbsp; SCP Health (Onex TSG Intermediate Corp.), Refi Term Loan B, 3 <br> Mo. CME Term SOFR + 3.25%, 0.00% Floor  | 7.42% | 08/06/32 | 1710642 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2296879 | &nbsp;&nbsp;&nbsp; US Fertility Enterprises LLC, Term Loan B, 3 Mo. CME Term <br> SOFR + 3.50%, 0.00% Floor  | 7.17% | 12/31/32 | 2311809 |
|  |  |  |  | 55680293 |
|  | **Health Care Supplies — 0.2%** | **Health Care Supplies — 0.2%** | **Health Care Supplies — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2978598 | &nbsp;&nbsp;&nbsp; Medline Borrower, L.P. (Mozart), Refi 2028 Term Loan, 1 Mo. <br> CME Term SOFR + 1.75%, 0.50% Floor  | 5.42% | 10/23/28 | 2989217 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2143809 | &nbsp;&nbsp;&nbsp; Sharp Services LLC, Term Loan E, 3 Mo. CME Term SOFR + <br> 3.00%, 0.00% Floor  | 6.67% | 09/29/32 | 2153199 |
|  |  |  |  | 5142416 |
|  | **Health Care Technology — 4.7%** | **Health Care Technology — 4.7%** | **Health Care Technology — 4.7%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 41318834 | &nbsp;&nbsp;&nbsp; athenahealth Group, Inc., Refi Term Loan B, 1 Mo. CME Term <br> SOFR + 2.75%, 0.50% Floor  | 6.42% | 02/15/29 | 40858335 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4232295 | Cotiviti, Inc. (Verscend), Fixed Rate Term Loan  | 7.63% | 05/01/31 | 3962508 |

---

------

**First Trust Senior Loan Fund (FTSL)**

**Portfolio of Investments (Continued)**

**January 31, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Rate (a)** | **Stated**<br> **Maturity (b)**<br>| **Value** |
| **SENIOR FLOATING-RATE LOAN INTERESTS (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (Continued)** |
|  | **Health Care Technology (Continued)** | **Health Care Technology (Continued)** | **Health Care Technology (Continued)** |  |
| $7445023 | &nbsp;&nbsp;&nbsp; Cotiviti, Inc. (Verscend), Term Loan B, 1 Mo. CME Term SOFR + <br> 2.75%, 0.00% Floor  | 6.45% | 05/01/31 | $6909949 |
| &nbsp;&nbsp;&nbsp;&nbsp; 32589755 | &nbsp;&nbsp;&nbsp; Mediware (Wellsky / Project Ruby Ultimate Parent Corp.), Refi <br> Term Loan B, 1 Mo. CME Term SOFR + CSA + 2.75%, 0.00% <br> Floor  | 6.54% | 03/10/28 | 32411652 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1732838 | &nbsp;&nbsp;&nbsp; PointClickCare Technologies, Inc., Refi Term Loan B, 3 Mo. CME <br> Term SOFR + 2.75%, 0.00% Floor  | 6.42% | 11/03/31 | 1726340 |
| &nbsp;&nbsp;&nbsp;&nbsp; 24902825 | &nbsp;&nbsp;&nbsp; Waystar Technologies, Inc., Term Loan B, 1 Mo. CME Term SOFR <br> + 2.00%, 0.00% Floor  | 5.67% | 10/22/29 | 24809440 |
|  |  |  |  | 110678224 |
|  | **Home Furnishings — 0.2%** | **Home Furnishings — 0.2%** | **Home Furnishings — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3967381 | &nbsp;&nbsp;&nbsp; Restoration Hardware (RH), Term Loan B-2, 1 Mo. CME Term <br> SOFR + CSA + 3.25%, 0.50% Floor  | 7.02% | 10/20/28 | 3961351 |
|  | **Hotels, Resorts & Cruise Lines — 0.1%** | **Hotels, Resorts & Cruise Lines — 0.1%** | **Hotels, Resorts & Cruise Lines — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 873168 | &nbsp;&nbsp;&nbsp; Alterra Mountain Co., 2030 Term Loan B-8, 1 Mo. CME Term <br> SOFR + 2.50%, 0.00% Floor  | 6.17% | 05/31/30 | 876442 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1389228 | &nbsp;&nbsp;&nbsp; Alterra Mountain Co., Refi Term Loan B-6, 1 Mo. CME Term <br> SOFR + 2.50%, 0.00% Floor  | 6.17% | 08/17/28 | 1394437 |
|  |  |  |  | 2270879 |
|  | **Household Products — 0.1%** | **Household Products — 0.1%** | **Household Products — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3422336 | &nbsp;&nbsp;&nbsp; Essential Home (Lavender Dutch BorrowerCo B.V.), Term Loan B, <br> 3 Mo. CME Term SOFR + 3.25%, 0.00% Floor  | 6.93% | 12/31/32 | 3438028 |
|  | **Human Resource & Employment Services — 1.2%** | **Human Resource & Employment Services — 1.2%** | **Human Resource & Employment Services — 1.2%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4083009 | &nbsp;&nbsp;&nbsp; Alight, Inc. (fka Tempo Acq.), Refi Term Loan B, 1 Mo. CME <br> Term SOFR + 1.75%, 0.50% Floor  | 5.42% | 08/31/28 | 3758635 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6155533 | &nbsp;&nbsp;&nbsp; Dayforce, Inc. (Dawn Bidco), Term Loan B, 3 Mo. CME Term <br> SOFR + 3.00%, 0.00% Floor  | 6.66% | 12/31/32 | 5997797 |
| &nbsp;&nbsp;&nbsp;&nbsp; 15277339 | &nbsp;&nbsp;&nbsp; First Advantage Corp., Refi Term Loan B, 1 Mo. CME Term SOFR <br> + 2.75%, 0.00% Floor  | 6.42% | 10/31/31 | 14771353 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5241012 | &nbsp;&nbsp;&nbsp; HireRight (Genuine Financial Holdings LLC), Term Loan B, 1 Mo. <br> CME Term SOFR + 3.25%, 0.00% Floor  | 6.92% | 09/27/30 | 4752943 |
|  |  |  |  | 29280728 |
|  | **Independent Power Producers & Energy Traders — 0.4%** | **Independent Power Producers & Energy Traders — 0.4%** | **Independent Power Producers & Energy Traders — 0.4%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4778682 | &nbsp;&nbsp;&nbsp; Invenergy Thermal Operating, Term Loan B, Daily SOFR + 2.75%, <br> 0.00% Floor  | 6.38%-6.52% | 05/17/32 | 4837412 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 301552 | &nbsp;&nbsp;&nbsp; Invenergy Thermal Operating, Term Loan C, Daily SOFR + 2.75%, <br> 0.00% Floor  | 6.38%-6.52% | 05/17/32 | 305258 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 522107 | &nbsp;&nbsp;&nbsp; Lightning Power LLC, Term Loan B, 1 Mo. CME Term SOFR + <br> 2.25%, 0.00% Floor  | 5.92% | 08/18/31 | 523542 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1730374 | &nbsp;&nbsp;&nbsp; Talen Energy Supply, Inc., Incremental Term Loan B, 3 Mo. CME <br> Term SOFR + 2.50%, 0.00% Floor  | 6.35% | 12/15/31 | 1733896 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2196973 | &nbsp;&nbsp;&nbsp; Talen Energy Supply, Inc., Term Loan B, 3 Mo. CME Term SOFR <br> + 2.00%, 0.00% Floor  | 5.67% | 11/25/32 | 2200269 |
|  |  |  |  | 9600377 |
|  | **Industrial Machinery & Supplies & Components — 2.8%** | **Industrial Machinery & Supplies & Components — 2.8%** | **Industrial Machinery & Supplies & Components — 2.8%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 419277 | &nbsp;&nbsp;&nbsp; Alliance Laundry Systems LLC, Term Loan B, 1 Mo. CME Term <br> SOFR + 2.25%, 0.00% Floor  | 5.92% | 08/19/31 | 419942 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 881928 | &nbsp;&nbsp;&nbsp; Alliance Laundry Systems LLC, Term Loan B, 3 Mo. CME Term <br> SOFR + 2.25%, 0.00% Floor  | 5.92% | 08/19/31 | 883326 |

---

------

**First Trust Senior Loan Fund (FTSL)**

**Portfolio of Investments (Continued)**

**January 31, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Rate (a)** | **Stated**<br> **Maturity (b)**<br>| **Value** |
| **SENIOR FLOATING-RATE LOAN INTERESTS (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (Continued)** |
|  | **Industrial Machinery & Supplies & Components (Continued)** | **Industrial Machinery & Supplies & Components (Continued)** | **Industrial Machinery & Supplies & Components (Continued)** |  |
| $5992481 | &nbsp;&nbsp;&nbsp; Copeland (Emerald Debt Merger Sub LLC/EMRLD), Term Loan <br> B1, 3 Mo. CME Term SOFR + 2.25%, 0.00% Floor  | 6.07% | 05/31/30 | $5993590 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3511028 | &nbsp;&nbsp;&nbsp; Duravant (Engineered Machinery Holdings, Inc.), Term Loan B, 3 <br> Mo. CME Term SOFR + 3.25%, 0.00% Floor  | 6.92% | 11/26/32 | 3529197 |
| &nbsp;&nbsp;&nbsp;&nbsp; 14851562 | &nbsp;&nbsp;&nbsp; Filtration Group Corp., Term Loan B, 1 Mo. CME Term SOFR + <br> 2.75%, 0.50% Floor  | 6.42% | 10/23/28 | 14896488 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1994924 | &nbsp;&nbsp;&nbsp; Innio Holding GmbH, Term Loan B, 1 Mo. CME Term SOFR + <br> 2.25%, 0.00% Floor  | 5.93% | 11/06/28 | 1999413 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp; Innio Holding GmbH, Term Loan B-2, 1 Mo. CME Term SOFR + <br> 2.25%, 0.00% Floor  | 5.93% | 11/02/28 | 2002920 |
| &nbsp;&nbsp;&nbsp;&nbsp; 11692150 | &nbsp;&nbsp;&nbsp; Madison IAQ LLC, 2025 Refi Term Loan B, 6 Mo. CME Term <br> SOFR + 2.50%, 0.50% Floor  | 6.13% | 06/21/28 | 11711208 |
| &nbsp;&nbsp;&nbsp;&nbsp; 10864485 | &nbsp;&nbsp;&nbsp; Pro Mach Group, Inc., Extended Term Loan B, 1 Mo. CME Term <br> SOFR + 2.75%, 0.00% Floor  | 6.42% | 10/16/32 | 10884910 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4517617 | &nbsp;&nbsp;&nbsp; SPX Flow, Inc., Term Loan B, 1 Mo. CME Term SOFR + 2.75%, <br> 0.50% Floor  | 6.42% | 04/05/29 | 4525658 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9173306 | &nbsp;&nbsp;&nbsp; TK Elevator Newco GMBH (Vertical U.S. Newco, Inc.), Term <br> Loan B, 6 Mo. CME Term SOFR + 2.75%, 0.50% Floor  | 6.38% | 04/30/30 | 9207155 |
|  |  |  |  | 66053807 |
|  | **Insurance Brokers — 11.7%** | **Insurance Brokers — 11.7%** | **Insurance Brokers — 11.7%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 16522913 | &nbsp;&nbsp;&nbsp; Acrisure LLC, Term Loan B-6 2030, 1 Mo. CME Term SOFR + <br> 3.00%, 0.00% Floor  | 6.67% | 11/06/30 | 16496064 |
| &nbsp;&nbsp;&nbsp;&nbsp; 27429730 | &nbsp;&nbsp;&nbsp; Acrisure LLC, Term Loan B-7, 1 Mo. CME Term SOFR + 3.25%, <br> 0.00% Floor  | 5.92% | 06/20/32 | 27458257 |
| &nbsp;&nbsp;&nbsp;&nbsp; 14259263 | &nbsp;&nbsp;&nbsp; Alera Group, Inc., Refi Term Loan B, 1 Mo. CME Term SOFR + <br> 2.75%, 0.00% Floor  | 6.42% | 05/28/32 | 14240298 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7750000 | &nbsp;&nbsp;&nbsp; Alera Group, Inc., Term Loan (Second Lien), 1 Mo. CME Term <br> SOFR + 5.50%, 0.50% Floor  | 9.17% | 05/30/33 | 7916625 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 870091 | &nbsp;&nbsp;&nbsp; Alliant Holdings I LLC, 2025 Term Loan B, 1 Mo. CME Term <br> SOFR + 2.50%, 0.00% Floor  | 6.17% | 09/19/31 | 868594 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5148960 | &nbsp;&nbsp;&nbsp; Amwins Group, Inc., Refi Term Loan B, 1 Mo. CME Term SOFR + <br> 2.00%, 0.00% Floor  | 5.67% | 01/30/32 | 5145639 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 460611 | &nbsp;&nbsp;&nbsp; Ardonagh Midco 3 Ltd., Refi Term Loan B (USD), 3 Mo. CME <br> Term SOFR + 2.75%, 0.00% Floor  | 6.42% | 02/15/31 | 460037 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8972311 | &nbsp;&nbsp;&nbsp; Ardonagh Midco 3 Ltd., Refi Term Loan B (USD), 6 Mo. CME <br> Term SOFR + 2.75%, 0.00% Floor  | 6.37% | 02/15/31 | 8961140 |
| &nbsp;&nbsp;&nbsp;&nbsp; 25216357 | &nbsp;&nbsp;&nbsp; Baldwin Insurance Group Holdings LLC, Term Loan B, 1 Mo. <br> CME Term SOFR + 2.50%, 0.00% Floor  | 6.18% | 05/27/31 | 25142851 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2401239 | &nbsp;&nbsp;&nbsp; BroadStreet Partners, Inc., Term Loan B-5, 1 Mo. CME Term <br> SOFR + 2.50%, 0.00% Floor  | 6.17% | 06/16/31 | 2391274 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1712167 | &nbsp;&nbsp;&nbsp; CFC Group Ltd., Term Loan B, 3 Mo. CME Term SOFR + 3.50%, <br> 0.00% Floor  | 7.16% | 07/01/32 | 1639400 |
| &nbsp;&nbsp;&nbsp;&nbsp; 16940846 | &nbsp;&nbsp;&nbsp; CRC Insurance Group LLC (fka Truist Insurance), Term Loan <br> (Second Lien), 3 Mo. CME Term SOFR + 4.75%, 0.00% Floor  | 8.42% | 05/06/32 | 17067902 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1468695 | &nbsp;&nbsp;&nbsp; CRC Insurance Group LLC (fka Truist Insurance), Term Loan B, 3 <br> Mo. CME Term SOFR + 2.75%, 0.00% Floor  | 6.42% | 05/06/31 | 1467321 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6762281 | &nbsp;&nbsp;&nbsp; Goosehead Insurance Holdings LLC, Refi Term Loan B, 1 Mo. <br> CME Term SOFR + 3.00%, 0.00% Floor  | 6.68% | 01/08/32 | 6796092 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33366 | &nbsp;&nbsp;&nbsp; Hub International Ltd., 2025 Refi Term Loan B, 1 Mo. CME Term <br> SOFR + 2.25%, 0.75% Floor  | 5.92% | 06/20/30 | 33408 |
| &nbsp;&nbsp;&nbsp;&nbsp; 11263356 | &nbsp;&nbsp;&nbsp; Hub International Ltd., 2025 Refi Term Loan B, 3 Mo. CME Term <br> SOFR + 2.25%, 0.75% Floor  | 5.92% | 06/20/30 | 11277661 |

---

------

**First Trust Senior Loan Fund (FTSL)**

**Portfolio of Investments (Continued)**

**January 31, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Rate (a)** | **Stated**<br> **Maturity (b)**<br>| **Value** |
| **SENIOR FLOATING-RATE LOAN INTERESTS (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (Continued)** |
|  | **Insurance Brokers (Continued)** | **Insurance Brokers (Continued)** | **Insurance Brokers (Continued)** |  |
| $31722975 | &nbsp;&nbsp;&nbsp; Hyperion Insurance Group Ltd. (aka - Howden Group), Refi Term <br> Loan 2030, 1 Mo. CME Term SOFR + 2.75%, 0.50% Floor  | 6.42% | 04/18/30 | $31759298 |
| &nbsp;&nbsp;&nbsp;&nbsp; 16328741 | &nbsp;&nbsp;&nbsp; IMA Financial Group, Inc., Term Loan B, 1 Mo. CME Term SOFR <br> + 3.00%, 0.50% Floor  | 6.67% | 11/01/28 | 16313392 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 881630 | &nbsp;&nbsp;&nbsp; Jones DesLauriers Insurance Management, Inc. (NavaCord), <br> Incremental Term Loan B, 3 Mo. CME Term SOFR + 3.00%, <br> 0.00% Floor  | 6.66% | 02/09/33 | 882869 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2627178 | &nbsp;&nbsp;&nbsp; Jones DesLauriers Insurance Management, Inc. (NavaCord), Term <br> Loan B, 1 Mo. CME Term SOFR + 3.00%, 0.00% Floor  | 6.66% | 02/09/33 | 2627730 |
| &nbsp;&nbsp;&nbsp;&nbsp; 20031679 | &nbsp;&nbsp;&nbsp; OneDigital Borrower LLC, Term Loan (Second Lien), 1 Mo. CME <br> Term SOFR + 5.25%, 0.50% Floor  | 8.92% | 07/02/32 | 20206956 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9902844 | &nbsp;&nbsp;&nbsp; OneDigital Borrower LLC, Term Loan B, 1 Mo. CME Term SOFR <br> + 3.00%, 0.50% Floor  | 6.67% | 07/02/31 | 9894625 |
| &nbsp;&nbsp;&nbsp;&nbsp; 20575222 | &nbsp;&nbsp;&nbsp; Ryan Specialty Group LLC, Term Loan B, 1 Mo. CME Term SOFR <br> + 2.00%, 0.00% Floor  | 5.67% | 09/13/31 | 20605261 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3155533 | &nbsp;&nbsp;&nbsp; The Liberty Company Insurance Brokers LLC, Term Loan B, 6 Mo. <br> CME Term SOFR + 3.75%, 0.00% Floor  | 7.38% | 10/15/32 | 3179199 |
| &nbsp;&nbsp;&nbsp;&nbsp; 11413711 | &nbsp;&nbsp;&nbsp; Trucordia Insurance Holdings LLC, Term Loan B, 1 Mo. CME <br> Term SOFR + 3.25%, 0.00% Floor  | 6.92% | 06/17/32 | 11363833 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9552061 | &nbsp;&nbsp;&nbsp; USI, Inc., 2029 Term Loan D, 3 Mo. CME Term SOFR + 2.25%, <br> 0.00% Floor  | 5.92% | 11/21/29 | 9554067 |
|  |  |  |  | 273749793 |
|  | **Integrated Telecommunication Services — 0.8%** | **Integrated Telecommunication Services — 0.8%** | **Integrated Telecommunication Services — 0.8%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 12378487 | &nbsp;&nbsp;&nbsp; Lumen Technologies, Inc. (fka CenturyLink), Term Loan B1, 1 Mo. <br> CME Term SOFR + CSA + 2.35%, 0.00% Floor  | 6.14% | 04/16/29 | 12366913 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7380307 | &nbsp;&nbsp;&nbsp; Numericable US LLC (Altice France SAS or SFR), Term Loan <br> B-14, 3 Mo. CME Term SOFR + 6.88%, 0.00% Floor  | 10.55% | 05/15/31 | 7506363 |
|  |  |  |  | 19873276 |
|  | **Interactive Media & Services — 1.3%** | **Interactive Media & Services — 1.3%** | **Interactive Media & Services — 1.3%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 8890774 | Twitter, Inc. (X Corp.), Fixed Rate Term Loan B-3  | 9.50% | 10/29/29 | 9217511 |
| &nbsp;&nbsp;&nbsp;&nbsp; 20816478 | &nbsp;&nbsp;&nbsp; Twitter, Inc. (X Corp.), Term Loan B-1, 3 Mo. CME Term SOFR + <br> CSA + 6.50%, 0.50% Floor  | 10.45% | 10/26/29 | 20814292 |
|  |  |  |  | 30031803 |
|  | **Internet Services & Infrastructure — 0.8%** | **Internet Services & Infrastructure — 0.8%** | **Internet Services & Infrastructure — 0.8%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4224511 | &nbsp;&nbsp;&nbsp; Go Daddy Operating Co. LLC, Term Loan B-8, 1 Mo. CME Term <br> SOFR + 1.75%, 0.00% Floor  | 5.42% | 11/13/29 | 4206831 |
| &nbsp;&nbsp;&nbsp;&nbsp; 15539359 | &nbsp;&nbsp;&nbsp; Sedgwick Claims Management Services, Inc., Term Loan B, 1 Mo. <br> CME Term SOFR + 2.50%, 0.00% Floor  | 6.17% | 07/31/31 | 15501754 |
|  |  |  |  | 19708585 |
|  | **Investment Banking & Brokerage — 0.3%** | **Investment Banking & Brokerage — 0.3%** | **Investment Banking & Brokerage — 0.3%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6060093 | &nbsp;&nbsp;&nbsp; Jane Street Group LLC, Term Loan B, 3 Mo. CME Term SOFR + <br> 2.00%, 0.00% Floor  | 5.82% | 12/13/31 | 6023732 |
|  | **IT Consulting & Other Services — 1.2%** | **IT Consulting & Other Services — 1.2%** | **IT Consulting & Other Services — 1.2%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 20564914 | &nbsp;&nbsp;&nbsp; Gainwell Acquisition Corp. (fka Milano), Term Loan B, 3 Mo. <br> CME Term SOFR + CSA + 4.00%, 0.75% Floor  | 7.77% | 10/01/27 | 19733680 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8803265 | &nbsp;&nbsp;&nbsp; Peraton Corp., Term Loan B, 3 Mo. CME Term SOFR + CSA + <br> 3.75%, 0.75% Floor  | 7.52% | 02/01/28 | 8148522 |
|  |  |  |  | 27882202 |

---

------

**First Trust Senior Loan Fund (FTSL)**

**Portfolio of Investments (Continued)**

**January 31, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Rate (a)** | **Stated**<br> **Maturity (b)**<br>| **Value** |
| **SENIOR FLOATING-RATE LOAN INTERESTS (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (Continued)** |
|  | **Leisure Facilities — 0.0%** | **Leisure Facilities — 0.0%** | **Leisure Facilities — 0.0%** |  |
| $494975 | &nbsp;&nbsp;&nbsp; Six Flags Entertainment Corp., Term Loan B, 1 Mo. CME Term <br> SOFR + 2.00%, 0.00% Floor  | 5.67% | 05/01/31 | $490542 |
|  | **Leisure Products — 0.1%** | **Leisure Products — 0.1%** | **Leisure Products — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1646667 | &nbsp;&nbsp;&nbsp; SRAM LLC, Term Loan B, 1 Mo. CME Term SOFR + 2.25%, <br> 0.00% Floor  | 5.92% | 02/28/32 | 1650784 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 333333 | &nbsp;&nbsp;&nbsp; SRAM LLC, Term Loan B, 3 Mo. CME Term SOFR + 2.25%, <br> 0.00% Floor  | 5.95% | 02/28/32 | 334166 |
|  |  |  |  | 1984950 |
|  | **Life Sciences Tools & Services — 1.6%** | **Life Sciences Tools & Services — 1.6%** | **Life Sciences Tools & Services — 1.6%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 17799374 | &nbsp;&nbsp;&nbsp; Parexel International Corp. (Phoenix Newco), Term Loan B, 1 Mo. <br> CME Term SOFR + 2.75%, 0.00% Floor  | 6.42% | 12/09/31 | 17821623 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1710760 | &nbsp;&nbsp;&nbsp; Sotera Health Holdings LLC (Sterigenics), Term Loan B, 1 Mo. <br> CME Term SOFR + 2.50%, 0.00% Floor  | 6.17% | 05/30/31 | 1718783 |
| &nbsp;&nbsp;&nbsp;&nbsp; 16132113 | &nbsp;&nbsp;&nbsp; Syneos Health, Inc. (Star Parent), Term Loan B, 3 Mo. CME Term <br> SOFR + 4.00%, 0.00% Floor  | 7.67% | 09/30/30 | 16160909 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 877653 | &nbsp;&nbsp;&nbsp; WCG Intermediate Corp. (WIRB- Copernicus Group), Refi Term <br> Loan B, 1 Mo. CME Term SOFR + 2.75%, 0.00% Floor  | 6.72% | 02/25/32 | 877873 |
|  |  |  |  | 36579188 |
|  | **Managed Health Care — 0.1%** | **Managed Health Care — 0.1%** | **Managed Health Care — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3502980 | &nbsp;&nbsp;&nbsp; MyEyeDr. (MED ParentCo, L.P.), Refi Term Loan, 1 Mo. CME <br> Term SOFR + 3.00%, 0.00% Floor  | 6.67% | 04/15/31 | 3506272 |
|  | **Metal, Glass & Plastic Containers — 0.5%** | **Metal, Glass & Plastic Containers — 0.5%** | **Metal, Glass & Plastic Containers — 0.5%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2610081 | &nbsp;&nbsp;&nbsp; ProAmpac PG Borrower LLC, 2024 Refi Term Loan B, 3 Mo. <br> CME Term SOFR + 4.00%, 0.75% Floor  | 7.67%-7.88% | 09/15/28 | 5962593 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5104997 | &nbsp;&nbsp;&nbsp; Tekni-Plex (Trident TPI Holdings, Inc.), Term Loan B7, 3 Mo. <br> CME Term SOFR + 3.75%, 0.50% Floor  | 7.42% | 09/18/28 | 4826622 |
|  |  |  |  | 10789215 |
|  | **Movies & Entertainment — 0.1%** | **Movies & Entertainment — 0.1%** | **Movies & Entertainment — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3339243 | &nbsp;&nbsp;&nbsp; TKO Group Holdings, Inc. (UFC), Term Loan B-5, 3 Mo. CME <br> Term SOFR + 2.00%, 0.00% Floor  | 5.87% | 11/21/31 | 3350279 |
|  | **Office Services & Supplies — 0.0%** | **Office Services & Supplies — 0.0%** | **Office Services & Supplies — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 717397 | &nbsp;&nbsp;&nbsp; Summit Companies (Pinnacle Buyer LLC), Term Loan B, 3 Mo. <br> CME Term SOFR + 2.50%, 0.00% Floor  | 6.16% | 10/01/32 | 719370 |
|  | **Other Specialty Retail — 0.8%** | **Other Specialty Retail — 0.8%** | **Other Specialty Retail — 0.8%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2544860 | &nbsp;&nbsp;&nbsp; Bass Pro Group LLC (Great Outdoors Group LLC), Term Loan <br> B-3, 1 Mo. CME Term SOFR + 3.25%, 0.75% Floor  | 6.92% | 01/23/32 | 2548359 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8800807 | &nbsp;&nbsp;&nbsp; Petco Health and Wellness Co., Inc., Initial Term Loan B, 3 Mo. <br> CME Term SOFR + CSA + 3.25%, 0.75% Floor  | 7.18% | 03/04/28 | 8798651 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3774769 | &nbsp;&nbsp;&nbsp; Petsmart, Inc., Term Loan B, 1 Mo. CME Term SOFR + 4.00%, <br> 0.00% Floor  | 7.67% | 08/18/32 | 3778072 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2921298 | &nbsp;&nbsp;&nbsp; Savers, Inc. (Evergreen AcqCo 1, L.P.), Term Loan B, 3 Mo. CME <br> Term SOFR + 3.00%, 0.00% Floor  | 6.70% | 09/15/32 | 2932253 |
|  |  |  |  | 18057335 |
|  | **Packaged Foods & Meats — 1.6%** | **Packaged Foods & Meats — 1.6%** | **Packaged Foods & Meats — 1.6%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 13125268 | &nbsp;&nbsp;&nbsp; Froneri International Ltd., Incremental USD TL B-6, 6 Mo. CME <br> Term SOFR + 2.25%, 0.00% Floor  | 5.88% | 09/30/32 | 13126252 |
| &nbsp;&nbsp;&nbsp;&nbsp; 10289430 | &nbsp;&nbsp;&nbsp; Nomad Foods Ltd., Term Loan B-2, 6 Mo. CME Term SOFR + <br> 2.50%, 0.00% Floor  | 6.28% | 11/10/32 | 10308774 |

---

------

**First Trust Senior Loan Fund (FTSL)**

**Portfolio of Investments (Continued)**

**January 31, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Rate (a)** | **Stated**<br> **Maturity (b)**<br>| **Value** |
| **SENIOR FLOATING-RATE LOAN INTERESTS (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (Continued)** |
|  | **Packaged Foods & Meats (Continued)** | **Packaged Foods & Meats (Continued)** | **Packaged Foods & Meats (Continued)** |  |
| $4760449 | &nbsp;&nbsp;&nbsp; Sauer Brands, Inc. (Savor Acquisition, Inc.), Term Loan B, 3 Mo. <br> CME Term SOFR + 3.00%, 0.00% Floor  | 6.67% | 02/19/32 | $4781776 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9149374 | &nbsp;&nbsp;&nbsp; Utz Quality Foods LLC, Term Loan B, 3 Mo. CME Term SOFR + <br> 2.50%, 0.00% Floor  | 6.17% | 01/31/32 | 9147956 |
|  |  |  |  | 37364758 |
|  | **Paper & Plastic Packaging Products & Materials — 0.5%** | **Paper & Plastic Packaging Products & Materials — 0.5%** | **Paper & Plastic Packaging Products & Materials — 0.5%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 11227001 | &nbsp;&nbsp;&nbsp; Graham Packaging Co., L.P., Term Loan B, 1 Mo. CME Term <br> SOFR + 2.25%, 0.00% Floor  | 5.92% | 01/26/33 | 11231099 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36216 | &nbsp;&nbsp;&nbsp; Novolex (Clydesdale Acq. Holdings, Inc.), Term Loan B, 1 Mo. <br> CME Term SOFR + 3.25%, 0.00% Floor  | 6.92% | 04/01/32 | 36080 |
|  |  |  |  | 11267179 |
|  | **Passenger Airlines — 0.7%** | **Passenger Airlines — 0.7%** | **Passenger Airlines — 0.7%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 13514544 | &nbsp;&nbsp;&nbsp; American Airlines, Inc., Term Loan B 2027, 3 Mo. CME Term <br> SOFR + CSA + 1.75%, 0.00% Floor  | 5.52% | 01/29/27 | 13513327 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2558788 | &nbsp;&nbsp;&nbsp; American Airlines, Inc. (AAdvantage Loyalty IP Ltd), 2032 Term <br> Loan, 3 Mo. CME Term SOFR + 3.25%, 0.00% Floor  | 6.92% | 05/31/32 | 2566784 |
|  |  |  |  | 16080111 |
|  | **Passenger Ground Transportation — 0.4%** | **Passenger Ground Transportation — 0.4%** | **Passenger Ground Transportation — 0.4%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5391670 | &nbsp;&nbsp;&nbsp; First Student Bidco, Inc., Refi Term Loan B, 3 Mo. CME Term <br> SOFR + 2.25%, 0.00% Floor  | 6.17% | 08/15/30 | 5392802 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 986541 | &nbsp;&nbsp;&nbsp; First Student Bidco, Inc., Refi Term Loan C, 3 Mo. CME Term <br> SOFR + 2.25%, 0.00% Floor  | 6.17% | 08/15/30 | 985925 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3492670 | &nbsp;&nbsp;&nbsp; Student Transportation of America Holdings, Inc., Refi Term Loan <br> B, 3 Mo. CME Term SOFR + 2.75%, 0.00% Floor  | 6.40% | 06/24/32 | 3515582 |
|  |  |  |  | 9894309 |
|  | **Pharmaceuticals — 1.3%** | **Pharmaceuticals — 1.3%** | **Pharmaceuticals — 1.3%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1745575 | &nbsp;&nbsp;&nbsp; Ceva Sante (Financiere Mendel), USD Term Loan B, 3 Mo. CME <br> Term SOFR + 2.75%, 0.00% Floor  | 6.59% | 11/13/30 | 1754582 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7054269 | &nbsp;&nbsp;&nbsp; Dechra Finance US LLC, USD Facility B3, 1 Mo. CME Term <br> SOFR + 2.75%, 0.00% Floor  | 6.42% | 01/27/32 | 7075432 |
| &nbsp;&nbsp;&nbsp;&nbsp; 21323260 | &nbsp;&nbsp;&nbsp; Opella Healthcare Group (Opal U.S. LLC), Refi Term Loan B4 <br> (USD), 3 Mo. CME Term SOFR + 3.00%, 0.00% Floor  | 6.69% | 04/23/32 | 21347782 |
|  |  |  |  | 30177796 |
|  | **Property & Casualty Insurance — 0.1%** | **Property & Casualty Insurance — 0.1%** | **Property & Casualty Insurance — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2197770 | &nbsp;&nbsp;&nbsp; MedRisk (Bella Holding Co. LLC), Term Loan B, 1 Mo. CME <br> Term SOFR + 3.00%, 0.75% Floor  | 6.67% | 05/10/28 | 2199836 |
|  | **Publishing — 0.1%** | **Publishing — 0.1%** | **Publishing — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1752396 | &nbsp;&nbsp;&nbsp; Argus Media Group (Fleet U.S. Bidco, Inc.), Term Loan B, 6 Mo. <br> CME Term SOFR + 2.75%, 0.00% Floor  | 6.79% | 02/10/31 | 1758967 |
|  | **Research & Consulting Services — 2.7%** | **Research & Consulting Services — 2.7%** | **Research & Consulting Services — 2.7%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4741491 | &nbsp;&nbsp;&nbsp; AlixPartners, LLP, 2025 Term Loan B, 1 Mo. CME Term SOFR + <br> 2.00%, 0.00% Floor  | 5.67% | 08/12/32 | 4721600 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2910863 | &nbsp;&nbsp;&nbsp; AmSpec Parent LLC, Refi Term Loan B, 3 Mo. CME Term SOFR <br> + 3.50%, 0.00% Floor  | 7.17% | 12/22/31 | 2918140 |
| &nbsp;&nbsp;&nbsp;&nbsp; 21374465 | &nbsp;&nbsp;&nbsp; Clarivate Analytics PLC (Camelot), 2024 Term Loan B, 1 Mo. <br> CME Term SOFR + 2.75%, 0.00% Floor  | 6.42% | 01/31/31 | 19771380 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2377158 | &nbsp;&nbsp;&nbsp; Clarivate Analytics PLC (Camelot), 2025 Incremental Term Loan, 1 <br> Mo. CME Term SOFR + 3.25%, 0.00% Floor  | 6.92% | 01/31/31 | 2255329 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3025997 | &nbsp;&nbsp;&nbsp; Eisner Advisory Group LLC, Term Loan B, 1 Mo. CME Term <br> SOFR + 4.00%, 0.50% Floor  | 7.67% | 02/28/31 | 3041944 |

---

------

**First Trust Senior Loan Fund (FTSL)**

**Portfolio of Investments (Continued)**

**January 31, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Rate (a)** | **Stated**<br> **Maturity (b)**<br>| **Value** |
| **SENIOR FLOATING-RATE LOAN INTERESTS (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (Continued)** |
|  | **Research & Consulting Services (Continued)** | **Research & Consulting Services (Continued)** | **Research & Consulting Services (Continued)** |  |
| $12114336 | &nbsp;&nbsp;&nbsp; Grant Thornton Advisors LLC, Term Loan B-1, 1 Mo. CME Term <br> SOFR + 2.75%, 0.00% Floor  | 6.42% | 05/30/31 | $11973871 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4753277 | &nbsp;&nbsp;&nbsp; Nielsen Holdings PLC (Neptune Bidco US, Inc.), Term Loan B, 3 <br> Mo. CME Term SOFR + CSA + 5.00%, 0.00% Floor  | 8.77% | 04/11/29 | 4760217 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4337002 | &nbsp;&nbsp;&nbsp; TIC Solutions (Acuren Holdings, Inc.), Term Loan B, 1 Mo. CME <br> Term SOFR + 2.75%, 0.00% Floor  | 6.42% | 07/30/31 | 4346500 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2086731 | &nbsp;&nbsp;&nbsp; Trans Union LLC, Term Loan B5, 1 Mo. CME Term SOFR + <br> 1.75%, 0.00% Floor  | 5.52% | 11/13/26 | 2089777 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7915041 | &nbsp;&nbsp;&nbsp; Veritext Corp. (VT TopCo, Inc.), Refi Term Loan, 3 Mo. CME <br> Term SOFR + 3.00%, 0.50% Floor  | 6.66% | 08/12/30 | 7704778 |
|  |  |  |  | 63583536 |
|  | **Restaurants — 2.9%** | **Restaurants — 2.9%** | **Restaurants — 2.9%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 24538215 | &nbsp;&nbsp;&nbsp; IRB Holding Corp. (Arby's/Inspire Brands), Extended Term Loan <br> B, 1 Mo. CME Term SOFR + 2.50%, 0.00% Floor  | 6.17% | 12/16/30 | 24568888 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1756544 | &nbsp;&nbsp;&nbsp; Raising Cane's Restaurants LLC, First Amendment Term Loan B, 1 <br> Mo. CME Term SOFR + 2.00%, 0.00% Floor  | 5.69% | 10/31/32 | 1754357 |
| &nbsp;&nbsp;&nbsp;&nbsp; 41564518 | &nbsp;&nbsp;&nbsp; Whatabrands LLC, Term Loan B, 1 Mo. CME Term SOFR + <br> 2.50%, 0.50% Floor  | 6.17% | 08/03/28 | 41577403 |
|  |  |  |  | 67900648 |
|  | **Security & Alarm Services — 1.1%** | **Security & Alarm Services — 1.1%** | **Security & Alarm Services — 1.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 21297243 | &nbsp;&nbsp;&nbsp; Garda World Security Corporation, Term Loan B, 3 Mo. CME <br> Term SOFR + 2.75%, 0.00% Floor  | 6.42% | 02/01/29 | 21297243 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4910829 | &nbsp;&nbsp;&nbsp; Kidde Home Safety LLC (LSF12 Crown US Commercial <br> Bidco LLC), Refi Term Loan B, 1 Mo. CME Term SOFR + <br> 3.00%, 0.00% Floor  | 6.68% | 12/02/31 | 4926175 |
|  |  |  |  | 26223418 |
|  | **Semiconductor Materials & Equipment — 0.5%** | **Semiconductor Materials & Equipment — 0.5%** | **Semiconductor Materials & Equipment — 0.5%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 11246960 | &nbsp;&nbsp;&nbsp; Altera (Gryphon Debt Merger Sub, Inc./Acquire Newco), Term <br> Loan B, 6 Mo. CME Term SOFR + 3.00%, 0.00% Floor  | 6.88% | 09/12/32 | 11227671 |
|  | **Soft Drinks & Non-Alcoholic Beverages — 1.0%** | **Soft Drinks & Non-Alcoholic Beverages — 1.0%** | **Soft Drinks & Non-Alcoholic Beverages — 1.0%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6196649 | &nbsp;&nbsp;&nbsp; Celsius Holdings, Inc., Refi Term Loan B, 3 Mo. CME Term SOFR <br> + 2.50%, 0.00% Floor  | 6.17% | 03/31/32 | 6243124 |
| &nbsp;&nbsp;&nbsp;&nbsp; 17137630 | &nbsp;&nbsp;&nbsp; Primo Brands Corp., Term Loan B, 3 Mo. CME Term SOFR + <br> 2.25%, 0.50% Floor  | 5.92% | 03/31/28 | 17162651 |
|  |  |  |  | 23405775 |
|  | **Specialized Consumer Services — 1.1%** | **Specialized Consumer Services — 1.1%** | **Specialized Consumer Services — 1.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 9264800 | &nbsp;&nbsp;&nbsp; Belron Finance US LLC, USD Term Loan B, 3 Mo. CME Term <br> SOFR + 2.00%, 0.00% Floor  | 6.12% | 10/16/31 | 9306492 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1199294 | &nbsp;&nbsp;&nbsp; Caliber Collision (Wand NewCo 3, Inc.), 2025 Refi Term Loan B, 1 <br> Mo. CME Term SOFR + 2.50%, 0.00% Floor  | 6.17% | 01/30/31 | 1200079 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9531882 | &nbsp;&nbsp;&nbsp; Mister Car Wash Holdings, Inc., Term Loan B, 1 Mo. CME Term <br> SOFR + 2.50%, 0.00% Floor  | 6.17% | 03/27/31 | 9563147 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5253875 | &nbsp;&nbsp;&nbsp; Wash MultiFamily Acquisition, Inc., Term Loan B, 1 Mo. CME <br> Term SOFR + 3.25%, 0.00% Floor  | 6.92% | 08/15/32 | 5280145 |
|  |  |  |  | 25349863 |

---

------

**First Trust Senior Loan Fund (FTSL)**

**Portfolio of Investments (Continued)**

**January 31, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Rate (a)** | **Stated**<br> **Maturity (b)**<br>| **Value** |
| **SENIOR FLOATING-RATE LOAN INTERESTS (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (Continued)** |
|  | **Specialized Finance — 0.8%** | **Specialized Finance — 0.8%** | **Specialized Finance — 0.8%** |  |
| $11897271 | &nbsp;&nbsp;&nbsp; Creative Planning Group (CPI Holdco), Initial Term Loan, 1 Mo. <br> CME Term SOFR + 2.00%, 0.00% Floor  | 5.67% | 05/19/31 | $11856761 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6126478 | &nbsp;&nbsp;&nbsp; Envestnet, Inc. (BCPE Pequod Buyer, Inc.), Term Loan B, 3 Mo. <br> CME Term SOFR + 2.75%, 0.00% Floor  | 6.42% | 11/25/31 | 6110518 |
|  |  |  |  | 17967279 |
|  | **Specialty Chemicals — 0.4%** | **Specialty Chemicals — 0.4%** | **Specialty Chemicals — 0.4%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 10019316 | &nbsp;&nbsp;&nbsp; Highline Aftermarket Acquisition LLC, Refi Term Loan B, 3 Mo. <br> CME Term SOFR + 3.50%, 0.75% Floor  | 7.32% | 02/19/30 | 10063200 |
|  | **Systems Software — 3.1%** | **Systems Software — 3.1%** | **Systems Software — 3.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4038130 | &nbsp;&nbsp;&nbsp; Gen Digital, Inc. (fka NortonLifeLock, Inc.), 2024 Refi Term Loan, <br> 1 Mo. CME Term SOFR + 1.75%, 0.50% Floor  | 5.42% | 09/12/29 | 4002796 |
| &nbsp;&nbsp;&nbsp;&nbsp; 11937528 | &nbsp;&nbsp;&nbsp; Idera, Inc. (Flash Charm), 2024 Refi Term Loan, 3 Mo. CME Term <br> SOFR + 3.50%, 0.75% Floor  | 7.35% | 03/02/28 | 10716916 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2296177 | &nbsp;&nbsp;&nbsp; Idera, Inc. (Flash Charm), Term Loan (Second Lien), 3 Mo. CME <br> Term SOFR + CSA + 6.75%, 0.75% Floor  | 10.75% | 03/02/29 | 2010625 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3513269 | &nbsp;&nbsp;&nbsp; Kaseya, Inc., Term Loan (First Lien), 1 Mo. CME Term SOFR + <br> 3.00%, 0.00% Floor  | 6.67% | 03/20/32 | 3393607 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 465003 | &nbsp;&nbsp;&nbsp; Kaseya, Inc., Term Loan (Second Lien), 1 Mo. CME Term SOFR + <br> 5.00%, 0.00% Floor  | 8.67% | 03/20/33 | 447565 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9927600 | &nbsp;&nbsp;&nbsp; KnowBe4, Inc., Term Loan B, 3 Mo. CME Term SOFR + 3.75%, <br> 0.00% Floor  | 7.42% | 07/26/32 | 9580134 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5264460 | &nbsp;&nbsp;&nbsp; Ping Identity Holding Corp., Term Loan B, 3 Mo. CME Term <br> SOFR + 2.75%, 0.00% Floor  | 6.59% | 11/15/32 | 5231557 |
| &nbsp;&nbsp;&nbsp;&nbsp; 32509429 | &nbsp;&nbsp;&nbsp; Proofpoint, Inc., 2024 Refi Term Loan, 3 Mo. CME Term SOFR + <br> 3.00%, 0.50% Floor  | 6.67% | 08/31/28 | 32336803 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 969250 | &nbsp;&nbsp;&nbsp; Sophos Group PLC (Surf), Term Loan B, 1 Mo. CME Term SOFR <br> + CSA + 3.50%, 0.00% Floor  | 7.29% | 03/05/27 | 962407 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 423320 | &nbsp;&nbsp;&nbsp; SS&C Technologies Holdings, Inc., Term Loan B8, 1 Mo. CME <br> Term SOFR + 2.00%, 0.00% Floor  | 5.67% | 05/09/31 | 423801 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2457299 | &nbsp;&nbsp;&nbsp; SUSE (Marcel Bidco LLC), Refi Term Loan B9, Daily SOFR + <br> 3.00%, 0.50% Floor  | 6.64%-6.87% | 11/13/30 | 2441941 |
|  |  |  |  | 71548152 |
|  | **Trading Companies & Distributors — 2.2%** | **Trading Companies & Distributors — 2.2%** | **Trading Companies & Distributors — 2.2%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4350313 | &nbsp;&nbsp;&nbsp; Azorra Aviation (Azorra Finance Ltd.), Term Loan B, 3 Mo. CME <br> Term SOFR + 2.75%, 0.00% Floor  | 6.47% | 10/18/29 | 4392011 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4649680 | &nbsp;&nbsp;&nbsp; Core & Main, L.P. (fka - HD Supply Waterworks), Term Loan B, 3 <br> Mo. CME Term SOFR + 2.00%, 0.00% Floor  | 5.69% | 07/27/28 | 4665675 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 987500 | &nbsp;&nbsp;&nbsp; Core & Main, L.P. (fka - HD Supply Waterworks), Term Loan E, 3 <br> Mo. CME Term SOFR + 2.00%, 0.00% Floor  | 5.69% | 02/10/31 | 989045 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4315314 | &nbsp;&nbsp;&nbsp; DXP Enterprises, Inc., Term Loan B, 1 Mo. CME Term SOFR + <br> 3.25%, 0.00% Floor  | 6.92% | 10/07/30 | 4348758 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8778761 | &nbsp;&nbsp;&nbsp; PrimeSource Brands (a/k/a Park River Holdings, Inc.), Term Loan <br> B, 3 Mo. CME Term SOFR + 4.50%, 0.75% Floor  | 8.16% | 03/15/31 | 8797986 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4524040 | &nbsp;&nbsp;&nbsp; QXO/Beacon Roofing (Queen Mergerco), Refi Term Loan B, 1 Mo. <br> CME Term SOFR + 2.00%, 0.00% Floor  | 5.67% | 04/30/32 | 4538178 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2929271 | &nbsp;&nbsp;&nbsp; Veritiv Corp. (Verde Purchaser LLC), Term Loan B, 3 Mo. CME <br> Term SOFR + 4.00%, 0.00% Floor  | 7.67% | 11/29/30 | 2874713 |
| &nbsp;&nbsp;&nbsp;&nbsp; 20002748 | &nbsp;&nbsp;&nbsp; White Cap Supply Holdings LLC, Term Loan B, 1 Mo. CME Term <br> SOFR + 3.25%, 0.00% Floor  | 6.92% | 10/29/29 | 19992046 |
|  |  |  |  | 50598412 |

---

------

**First Trust Senior Loan Fund (FTSL)**

**Portfolio of Investments (Continued)**

**January 31, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Rate (a)** | **Stated**<br> **Maturity (b)**<br>| **Value** |
| **SENIOR FLOATING-RATE LOAN INTERESTS (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (Continued)** |
|  | **Transaction & Payment Processing Services — 0.2%** | **Transaction & Payment Processing Services — 0.2%** | **Transaction & Payment Processing Services — 0.2%** |  |
| $4296858 | &nbsp;&nbsp;&nbsp; Shift4 Payments LLC (Harbortouch), Refi Term Loan B, 3 Mo. <br> CME Term SOFR + 2.00%, 0.00% Floor  | 5.65% | 07/06/32 | $4328182 |
|  | **Total Senior Floating-Rate Loan Interests** | **Total Senior Floating-Rate Loan Interests** | **Total Senior Floating-Rate Loan Interests** | 1965107087 |
|  | (Cost $1,990,118,715) | (Cost $1,990,118,715) | (Cost $1,990,118,715) |  |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal** <br>**Value**<br>| **Description** | **Stated** <br>**Coupon**<br>| **Stated** <br>**Maturity**<br>| **Value** |
| **CORPORATE BONDS AND NOTES — 10.6%** | **CORPORATE BONDS AND NOTES — 10.6%** | **CORPORATE BONDS AND NOTES — 10.6%** | **CORPORATE BONDS AND NOTES — 10.6%** | **CORPORATE BONDS AND NOTES — 10.6%** |
|  | **Aerospace & Defense — 0.3%** | **Aerospace & Defense — 0.3%** | **Aerospace & Defense — 0.3%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3000000 | TransDigm, Inc. (e) | 7.13% | 12/01/31 | 3149877 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3000000 | TransDigm, Inc. (e) | 6.00% | 01/15/33 | 3058569 |
|  |  |  |  | 6208446 |
|  | **Application Software — 0.6%** | **Application Software — 0.6%** | **Application Software — 0.6%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1500000 | Cloud Software Group, Inc. (e) | 6.50% | 03/31/29 | 1492174 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9652000 | Cloud Software Group, Inc. (e) | 9.00% | 09/30/29 | 9757702 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2667000 | Cloud Software Group, Inc. (e) | 6.63% | 08/15/33 | 2559297 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1529150 | GoTo Group, Inc. (e) | 5.50% | 05/01/28 | 523734 |
|  |  |  |  | 14332907 |
|  | **Asset Management & Custody Banks — 0.1%** | **Asset Management & Custody Banks — 0.1%** | **Asset Management & Custody Banks — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1806000 | Osaic Holdings, Inc. (e) | 6.75% | 08/01/32 | 1872950 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 698000 | Osaic Holdings, Inc. (e) | 6.75% | 08/01/32 | 723418 |
|  |  |  |  | 2596368 |
|  | **Broadcasting — 0.7%** | **Broadcasting — 0.7%** | **Broadcasting — 0.7%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 11417720 | iHeartCommunications, Inc. (e) | 7.75% | 08/15/30 | 9782988 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5376000 | Sinclair Television Group, Inc. (e) | 8.13% | 02/15/33 | 5563972 |
|  |  |  |  | 15346960 |
|  | **Building Products — 0.6%** | **Building Products — 0.6%** | **Building Products — 0.6%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2500000 | Builders FirstSource, Inc. (e) | 6.38% | 03/01/34 | 2589820 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5600000 | Builders FirstSource, Inc. (e) | 6.75% | 05/15/35 | 5890522 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5000000 | Standard Building Solutions, Inc. (e) | 5.88% | 03/15/34 | 4998445 |
|  |  |  |  | 13478787 |
|  | **Cable & Satellite — 1.5%** | **Cable & Satellite — 1.5%** | **Cable & Satellite — 1.5%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 22200000 | CSC Holdings LLC (e) | 6.50% | 02/01/29 | 14233352 |
| &nbsp;&nbsp;&nbsp;&nbsp; 10515000 | DISH Network Corp. (e) | 11.75% | 11/15/27 | 10887946 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8466000 | EchoStar Corp. | 10.75% | 11/30/29 | 9285213 |
|  |  |  |  | 34406511 |
|  | **Commercial & Residential Mortgage Finance — 0.3%** | **Commercial & Residential Mortgage Finance — 0.3%** | **Commercial & Residential Mortgage Finance — 0.3%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6581000 | Rocket Cos., Inc. (e) | 6.13% | 08/01/30 | 6741603 |
|  | **Construction Materials — 0.0%** | **Construction Materials — 0.0%** | **Construction Materials — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 767000 | JH North America Holdings, Inc. (e) | 5.88% | 01/31/31 | 780561 |
|  | **Environmental & Facilities Services — 0.1%** | **Environmental & Facilities Services — 0.1%** | **Environmental & Facilities Services — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3240000 | Allied Universal Holdco LLC / Allied Universal Finance Corp. (e) | 6.88% | 06/15/30 | 3366897 |
|  | **Food Distributors — 0.1%** | **Food Distributors — 0.1%** | **Food Distributors — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3000000 | US Foods, Inc. (e) | 7.25% | 01/15/32 | 3151386 |
|  | **Forest Products — 0.1%** | **Forest Products — 0.1%** | **Forest Products — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1750000 | Magnera Corp. (e) | 4.75% | 11/15/29 | 1582664 |

---

------

**First Trust Senior Loan Fund (FTSL)**

**Portfolio of Investments (Continued)**

**January 31, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Stated**<br> **Coupon**<br>| **Stated**<br> **Maturity**<br>| **Value** |
| **CORPORATE BONDS AND NOTES (Continued)** | **CORPORATE BONDS AND NOTES (Continued)** | **CORPORATE BONDS AND NOTES (Continued)** | **CORPORATE BONDS AND NOTES (Continued)** | **CORPORATE BONDS AND NOTES (Continued)** |
|  | **Health Care Facilities — 0.2%** | **Health Care Facilities — 0.2%** | **Health Care Facilities — 0.2%** |  |
| $4534000 | Tenet Healthcare Corp. (e) | 5.50% | 11/15/32 | $4582810 |
|  | **Health Care Services — 0.2%** | **Health Care Services — 0.2%** | **Health Care Services — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4395000 | Raven Acquisition Holdings LLC (e) | 6.88% | 11/15/31 | 4409965 |
|  | **Independent Power Producers & Energy Traders — 0.2%** | **Independent Power Producers & Energy Traders — 0.2%** | **Independent Power Producers & Energy Traders — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3726000 | Lightning Power LLC (e) | 7.25% | 08/15/32 | 3967907 |
|  | **Insurance Brokers — 1.9%** | **Insurance Brokers — 1.9%** | **Insurance Brokers — 1.9%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4000000 | Acrisure LLC / Acrisure Finance, Inc. (e) | 6.75% | 07/01/32 | 4103728 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5275000 | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer (e) | 7.00% | 01/15/31 | 5472296 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7805000 | AmWINS Group, Inc. (e) | 6.38% | 02/15/29 | 8013448 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2181000 | AmWINS Group, Inc. (e) | 4.88% | 06/30/29 | 2153056 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp; Baldwin Insurance Group Holdings LLC / Baldwin Insurance <br> Group Holdings Finance (e) | 7.13% | 05/15/31 | 2057978 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4837000 | HUB International Ltd. (e) | 7.25% | 06/15/30 | 5049363 |
| &nbsp;&nbsp;&nbsp;&nbsp; 15095000 | Panther Escrow Issuer LLC (e) | 7.13% | 06/01/31 | 15556092 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2932000 | Ryan Specialty LLC (e) | 5.88% | 08/01/32 | 2982310 |
|  |  |  |  | 45388271 |
|  | **Internet Services & Infrastructure — 0.0%** | **Internet Services & Infrastructure — 0.0%** | **Internet Services & Infrastructure — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 763000 | Go Daddy Operating Co. LLC / GD Finance Co., Inc. (e) | 5.25% | 12/01/27 | 762537 |
|  | **Investment Banking & Brokerage — 0.1%** | **Investment Banking & Brokerage — 0.1%** | **Investment Banking & Brokerage — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2722000 | Jane Street Group / JSG Finance, Inc. (e) | 6.13% | 11/01/32 | 2773873 |
|  | **Leisure Facilities — 0.1%** | **Leisure Facilities — 0.1%** | **Leisure Facilities — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp; Six Flags Entertainment Corp. / Six Flags Theme Parks, Inc. / <br> Canada's Wonderland Co. (e) | 6.63% | 05/01/32 | 2044756 |
|  | **Life Sciences Tools & Services — 0.0%** | **Life Sciences Tools & Services — 0.0%** | **Life Sciences Tools & Services — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 979000 | Star Parent, Inc. (e) | 9.00% | 10/01/30 | 1034531 |
|  | **Managed Health Care — 0.3%** | **Managed Health Care — 0.3%** | **Managed Health Care — 0.3%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6000000 | Molina Healthcare, Inc. (e) | 6.25% | 01/15/33 | 6046410 |
|  | **Oil & Gas Storage & Transportation — 0.3%** | **Oil & Gas Storage & Transportation — 0.3%** | **Oil & Gas Storage & Transportation — 0.3%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5367000 | Venture Global Plaquemines LNG LLC (e) | 7.75% | 05/01/35 | 5987414 |
|  | **Other Specialty Retail — 0.1%** | **Other Specialty Retail — 0.1%** | **Other Specialty Retail — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2229000 | PetSmart LLC / PetSmart Finance Corp. (e) | 7.50% | 09/15/32 | 2287112 |
|  | **Packaged Foods & Meats — 1.3%** | **Packaged Foods & Meats — 1.3%** | **Packaged Foods & Meats — 1.3%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3000000 | Performance Food Group, Inc. (e) | 6.13% | 09/15/32 | 3084924 |
| &nbsp;&nbsp;&nbsp;&nbsp; 26001000 | Post Holdings, Inc. (e) | 6.25% | 02/15/32 | 26730458 |
|  |  |  |  | 29815382 |
|  | **Real Estate Services — 0.1%** | **Real Estate Services — 0.1%** | **Real Estate Services — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2518000 | Cushman & Wakefield US Borrower LLC (e) | 8.88% | 09/01/31 | 2685039 |
|  | **Research & Consulting Services — 0.2%** | **Research & Consulting Services — 0.2%** | **Research & Consulting Services — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5710000 | Neptune Bidco US, Inc. (e) | 9.29% | 04/15/29 | 5867545 |
|  | **Systems Software — 0.1%** | **Systems Software — 0.1%** | **Systems Software — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1671000 | SS&C Technologies, Inc. (e) | 5.50% | 09/30/27 | 1670532 |
|  | **Trading Companies & Distributors — 1.1%** | **Trading Companies & Distributors — 1.1%** | **Trading Companies & Distributors — 1.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 17121000 | QXO Building Products, Inc. (e) | 6.75% | 04/30/32 | 17658856 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8000000 | United Rentals North America, Inc. (e) | 6.00% | 12/15/29 | 8203904 |
|  |  |  |  | 25862760 |
|  | **Total Corporate Bonds and Notes** | **Total Corporate Bonds and Notes** | **Total Corporate Bonds and Notes** | 247179934 |
|  | (Cost $249,432,391) | (Cost $249,432,391) | (Cost $249,432,391) |  |

---

------

**First Trust Senior Loan Fund (FTSL)**

**Portfolio of Investments (Continued)**

**January 31, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Stated**<br> **Coupon**<br>| **Stated**<br> **Maturity**<br>| **Value** |
| **FOREIGN CORPORATE BONDS AND NOTES — 2.6%** | **FOREIGN CORPORATE BONDS AND NOTES — 2.6%** | **FOREIGN CORPORATE BONDS AND NOTES — 2.6%** | **FOREIGN CORPORATE BONDS AND NOTES — 2.6%** | **FOREIGN CORPORATE BONDS AND NOTES — 2.6%** |
|  | **Casinos & Gaming — 0.2%** | **Casinos & Gaming — 0.2%** | **Casinos & Gaming — 0.2%** |  |
| $3450000 | Flutter Treasury DAC (e) | 6.38% | 04/29/29 | $3559451 |
|  | **Data Processing & Outsourced Services — 0.2%** | **Data Processing & Outsourced Services — 0.2%** | **Data Processing & Outsourced Services — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4795000 | Paysafe Finance PLC / Paysafe Holdings US Corp. (e) | 4.00% | 06/15/29 | 4284813 |
|  | **Environmental & Facilities Services — 0.4%** | **Environmental & Facilities Services — 0.4%** | **Environmental & Facilities Services — 0.4%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 8318000 | GFL Environmental, Inc. (e) | 6.75% | 01/15/31 | 8712116 |
|  | **Insurance Brokers — 0.8%** | **Insurance Brokers — 0.8%** | **Insurance Brokers — 0.8%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 8447000 | Ardonagh Finco Ltd. (e) | 7.75% | 02/15/31 | 8737308 |
| &nbsp;&nbsp;&nbsp;&nbsp; 10416000 | &nbsp;&nbsp;&nbsp; Howden UK Refinance PLC / Howden UK Refinance 2 PLC / <br> Howden US Refinance LLC (e) | 7.25% | 02/15/31 | 10779841 |
|  |  |  |  | 19517149 |
|  | **Metal, Glass & Plastic Containers — 0.1%** | **Metal, Glass & Plastic Containers — 0.1%** | **Metal, Glass & Plastic Containers — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2695000 | Trivium Packaging Finance B.V. (e) | 8.25% | 07/15/30 | 2877408 |
|  | **Restaurants — 0.7%** | **Restaurants — 0.7%** | **Restaurants — 0.7%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 16800000 | 1011778 BC ULC / New Red Finance, Inc. (e) | 4.00% | 10/15/30 | 16039150 |
|  | **Specialized Consumer Services — 0.2%** | **Specialized Consumer Services — 0.2%** | **Specialized Consumer Services — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3900000 | Belron UK Finance PLC (e) | 5.75% | 10/15/29 | 3976328 |
|  | **Total Foreign Corporate Bonds and Notes** | **Total Foreign Corporate Bonds and Notes** | **Total Foreign Corporate Bonds and Notes** | 58966415 |
|  | (Cost $57,711,652) | (Cost $57,711,652) | (Cost $57,711,652) |  |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **COMMON STOCKS — 0.0%** | **COMMON STOCKS — 0.0%** | **COMMON STOCKS — 0.0%** |
|  | **Pharmaceuticals — 0.0%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 249316 | Akorn, Inc. (d) (f) (g) | 9973 |
|  | (Cost $2,858,880) |  |
| **MONEY MARKET FUNDS — 4.5%** | **MONEY MARKET FUNDS — 4.5%** | **MONEY MARKET FUNDS — 4.5%** |
| &nbsp;&nbsp; 105285996 | Morgan Stanley Institutional Liquidity Funds - Treasury Portfolio - Institutional Class - 3.56% (h) | 105285996 |
|  | (Cost $105,285,996) |  |
|  | **Total Investments — 101.9%** | 2376549405 |
|  | (Cost $2,405,407,634) |  |
|  | **Net Other Assets and Liabilities — (1.9)%** | (43415965)<br>|
|  | **Net Assets — 100.0%** | $2333133440 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(a) Senior Floating-Rate Loan Interests ("Senior Loans") in which the Fund invests pay interest at rates which are periodically predetermined by reference to a base lending rate plus a premium. These base lending
 rates are generally (i) the SOFR obtained from the U.S. Department of the Treasury's Office of Financial Research or another major financial institution, (ii) the lending rate offered by one or more major European banks, (iii) the prime rate offered by
 one or more United States banks or (iv) the certificate of deposit rate. Certain Senior Loans are subject to a SOFR floor that
 establishes a minimum SOFR rate. When a range of rates is disclosed, the Fund holds more than one contract within the same tranche
 with identical SOFR period, spread and floor, but different SOFR reset dates.

&nbsp;&nbsp;&nbsp;&nbsp;(b) Senior Loans generally are subject to mandatory and/or optional prepayment. As a result,
 the actual remaining maturity of Senior Loans may be substantially less than the stated maturities shown.

&nbsp;&nbsp;&nbsp;&nbsp;(c) This issuer is in default and interest is not being accrued by the Fund.

&nbsp;&nbsp;&nbsp;&nbsp;(d) This issuer has filed for protection in bankruptcy court.

------

**First Trust Senior Loan Fund (FTSL)**

**Portfolio of Investments (Continued)**

**January 31, 2026 (Unaudited)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(e) This security, sold within the terms of a private placement memorandum, is exempt
 from registration upon resale under Rule 144A of the Securities Act of 1933, as amended (the "1933 Act"), and may be resold in transactions exempt from registration, normally to qualified institutional buyers. Pursuant to procedures adopted by the Trust's Board of Trustees, this security has been determined to be liquid by First Trust Advisors L.P. (the "Advisor"). Although market instability can result in periods of increased overall market illiquidity, liquidity for each security is determined
 based on security specific factors and assumptions, which require subjective judgment. At January 31, 2026, securities noted
 as such amounted to $296,861,136 or 12.7% of net assets.

&nbsp;&nbsp;&nbsp;&nbsp;(f) Non-income producing security.

&nbsp;&nbsp;&nbsp;&nbsp;(g) Security received in a transaction exempt from registration under the 1933 Act. The
 security may be resold pursuant to an exemption from registration under the 1933 Act, typically to qualified institutional
 buyers (see Restricted Securities table).

&nbsp;&nbsp;&nbsp;&nbsp;(h) Rate shown reflects yield as of January 31, 2026.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| Abbreviations throughout the Portfolio of Investments: | Abbreviations throughout the Portfolio of Investments: |
| CME | – Chicago Mercantile Exchange |
| CSA | – Credit Spread Adjustment |
| SOFR | – Secured Overnight Financing Rate |
| USD | – United States Dollar |

---

------

**Valuation Inputs**

The Fund is subject to fair value accounting standards that define fair value, establish the framework for measuring fair value and provide a three-level hierarchy for fair valuation based upon the inputs to the valuation as of the measurement date. The three levels of the fair value hierarchy are as follows:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 – Level 1 inputs are quoted prices in active markets for identical investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 2 – Level 2 inputs are observable inputs, either directly or indirectly. (Quoted prices for similar investments, valuations based on interest rates and yield curves, or valuations derived from observable market data.)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 – Level 3 inputs are unobservable inputs that may reflect the reporting entity's own assumptions about the assumptions that market participants would use in pricing the investment.

The inputs or methodologies used for valuing investments are not necessarily an indication of the risk associated with investing in those investments.

A summary of the inputs used to value the Fund's investments as of January 31, 2026 is as follows:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total** <br>**Value at** <br>**1/31/2026**<br>| &nbsp;&nbsp;&nbsp; **Level 1** <br>**Quoted** <br>**Prices**<br>| &nbsp;&nbsp;&nbsp; **Level 2** <br>**Significant** <br>**Observable** <br>**Inputs**<br>| &nbsp;&nbsp;&nbsp; **Level 3** <br>**Significant** <br>**Unobservable** <br>**Inputs**<br>|
| Senior Floating-Rate Loan Interests\* | &nbsp;&nbsp; $1965107087 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $1965107087 | &nbsp;&nbsp;&nbsp;&nbsp; $— |
| Corporate Bonds and Notes\* | &nbsp;&nbsp; 247179934 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 247179934 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Foreign Corporate Bonds and Notes\* | &nbsp;&nbsp; 58966415 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 58966415 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Common Stocks\* | &nbsp;&nbsp; 9973 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 9973 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Money Market Funds | &nbsp;&nbsp; 105285996 | &nbsp;&nbsp;&nbsp;&nbsp; 105285996 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Total Investments | &nbsp;&nbsp; $2376549405 | &nbsp;&nbsp;&nbsp;&nbsp; $105285996 | &nbsp;&nbsp;&nbsp;&nbsp; $2271263409 | &nbsp;&nbsp;&nbsp;&nbsp; $— |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

\* See Portfolio of Investments for industry breakout.

------

**First Trust Senior Loan Fund (FTSL)**

**Portfolio of Investments (Continued)**

**January 31, 2026 (Unaudited)**

------

**Unfunded Loan Commitments**

As of January 31, 2026, the Fund had the following unfunded loan commitments which are categorized as Level 2 within the fair value hierarchy.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
| Borrower | Principal <br>Value<br>| Commitment <br>Amount<br>| Value | Unrealized <br>Appreciation <br>(Depreciation)<br>|
| Azuria Water Solutions (fka - Aegion Corp.), Term Loan | $571475 | &nbsp;&nbsp; $570047 | &nbsp;&nbsp; $569332 | &nbsp;&nbsp; $(715)<br>|
| Pye-Barker Fire & Safety LLC, Term Loan | 921444 | &nbsp;&nbsp; 921191 | &nbsp;&nbsp; 922978 | &nbsp;&nbsp; 1787 |
| R1 RCM, Inc. (Raven Acq. Holdings LLC), Term Loan | 881709 | &nbsp;&nbsp; 880156 | &nbsp;&nbsp; 874105 | &nbsp;&nbsp; (6051)<br>|
| Sauer Brands, Inc. (Savor Acquisition, Inc.), Term Loan | 370141 | &nbsp;&nbsp; 371482 | &nbsp;&nbsp; 371799 | &nbsp;&nbsp; 317 |
| Signia Aerospace LLC, Term Loan | 202054 | &nbsp;&nbsp; 202054 | &nbsp;&nbsp; 202643 | &nbsp;&nbsp; 589 |
| Summit Companies (Pinnacle Buyer LLC), Term Loan | 138307 | &nbsp;&nbsp; 137961 | &nbsp;&nbsp; 138687 | &nbsp;&nbsp; 726 |
| US Fertility Enterprises LLC, Term Loan | 348012 | &nbsp;&nbsp; 346272 | &nbsp;&nbsp; 350274 | &nbsp;&nbsp; 4002 |
|  |  | &nbsp;&nbsp; $3429163 | &nbsp;&nbsp; $3429818 | &nbsp;&nbsp; $655 |

---

------

**Restricted Securities**

As of January 31, 2026, the Fund held restricted securities as shown in the following table that the Advisor deemed illiquid pursuant to procedures adopted by the Trust's Board of Trustees:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Security | Acquisition <br>Date<br>| Shares | Current <br>Price<br>| Carrying <br>Cost<br>| Value | % of <br>Net Assets<br>|
| Akorn, Inc. | 10/15/20 | &nbsp;&nbsp; 249316 | &nbsp;&nbsp; $0.04 | &nbsp;&nbsp; $2858880 | &nbsp;&nbsp; $9973 | 0.00<br> %\*<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

\* Amount is less than 0.01%.

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** First Trust Exchange-Traded Fund IV

- **b. Investment Company Act file number:** 811-22559

- **c. CIK number of Registrant:** 0001517936

- **d. LEI of Registrant:** 5493006CBTW7P2B31B80

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

  - **Street Address 1:** 120 East Liberty Drive

  - **City:** Wheaton

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60187

  - **Telephone number:** 630-765-8000

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

- **a. Name of Series:** First Trust Senior Loan Fund

- **b. EDGAR series identifier (if any):** S000034146

- **c. LEI of Series:** 549300WPDU500THSZU58

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

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

- **b. Date as of which information is reported:** 2026-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2483383802.66

**Total Liabilities:** $149988231.37

**Net Assets:** $2333395571.29

**Delayed Delivery Securities:** $673239.44

**Cash Not Reported:** $1527934.43

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 61.20733000 | **1-Year:** 7713.97621000 | **5-Year:** 4590.08084000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** 1918.22479000 | **1-Year:** 216989.99029000 | **5-Year:** 153933.76906000 | **10-Year:** 1833.23611000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000105232 | 0.46%                | 0.72%                | -0.39%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-208624.23              | $-807900.28                                |
| Month 2  | $-188686.24              | $4405328.22                                |
| Month 3  | $-807069.83              | $-20761116.10                              |

**Designated Index Information**

- **Index Name:** The Fund relies on the Absolute VaR Test

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Smyrna Ready Mix Concrete LLC                                               | SMYRNA READY MI 04/02/29                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  14626793 | PA      | $14636007.84  | 0.63%             | 2029-04-02      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty Group LLC                                                    | RYAN SPECIALTY 09/11/31                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  20575222 | PA      | $20605261.48  | 0.88%             | 2031-09-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Peraton Corp                                                                | PERATON CORP PE 02/22/28                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8803265 | PA      | $8148522.03   | 0.35%             | 2028-02-01      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| Innio Group Holding GmbH (f/k/a AI Alpine AT Bidco)                         | INNIO GROUP HOL 11/02/28                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2000000 | PA      | $2002920.00   | 0.09%             | 2028-11-02      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Dechra Pharmaceuticals Holdings Limited (f/k/a Freya Bidco Limited)         | DECHRA FINANCE 01/27/32                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7054269 | PA      | $7075431.78   | 0.30%             | 2032-07-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WH Borrower LLC                                                             | WH BORROWER LLC 02/17/32                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5977995 | PA      | $6000412.62   | 0.26%             | 2032-02-20      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings, LLC                                              | TRUIST INSURANC 03/08/32                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  16940846 | PA      | $17067902.25  | 0.73%             | 2032-05-06      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                      | Cloud Software Group Inc                                                        | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1492173.83   | 0.06%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VT Topco Inc                                                                | VT TOPCO INC VE 08/12/30                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7915041 | PA      | $7704777.88   | 0.33%             | 2030-08-09      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                      | Cloud Software Group Inc                                                        | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   9652000 | PA      | $9757701.85   | 0.42%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Onex TSG Intermediate Corp                                                  | ONEX TSG INTERM 08/06/32                                                        | CUSIP: 000000000<br>LEI: 5493006IJC5WXT1WJK88 | Long             | LON              | CORP              | US        |   1705492 | PA      | $1710642.11   | 0.07%             | 2032-08-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                                                | Magnera Corp                                                                    | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1582663.95   | 0.07%             | 2029-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Chariot Buyer LLC                                                           | CHARIOT BUYER L 09/01/32                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5918124 | PA      | $5921142.22   | 0.25%             | 2032-09-08      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Ascensus Group Holdings Inc (f/k/a Mercury Borrower Inc)                    | ASCENSUS HOLDIN 11/20/32                                                        | CUSIP: 03836BAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9417000 | PA      | $9401273.61   | 0.40%             | 2032-11-25      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                            | NUMERICABLE US LLC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1972898 | PA      | $2006595.50   | 0.09%             | 2031-05-31      | Floating      | 10.55%                | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                                         | Lightning Power LLC                                                             | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |   3726000 | PA      | $3967906.82   | 0.17%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| US Fertility Enterprises LLC                                                | US FERTILITY ENTERPRISES LLC                                                    | CUSIP: 90356EAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    348012 | PA      | $350274.10    | 0.02%             | 2032-12-10      | Floating      | 1.00%                 | No            |                  2 | On Loan: No      |
| Aegion Corporation                                                          | AZURIA WATER SO 03/31/33                                                        | CUSIP: 000000000<br>LEI: 549300AG3DVJURRIT691 | Long             | LON              | CORP              | US        |    571475 | PA      | $569332.36    | 0.02%             | 2033-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Prometric Holdings Inc                                                      | PROMETRIC HOLDI 06/18/32                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1768750 | PA      | $1773906.24   | 0.08%             | 2032-06-25      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Avalara Inc                                                                 | AVALARA INC AVL 03/29/32                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1697918 | PA      | $1668204.91   | 0.07%             | 2032-03-26      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Wash Multifamily Parent, Inc.                                               | WASH BIDCO INC 08/07/32                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5253875 | PA      | $5280144.64   | 0.23%             | 2032-09-10      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                     | TALEN ENERGY SU 10/09/32                                                        | CUSIP: 87422LBA7<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |   2196973 | PA      | $2200268.41   | 0.09%             | 2032-11-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Da Vinci Purchaser Corp                                                     | WCG INTERMEDIAT 02/25/32                                                        | CUSIP: 23343FAG9<br>LEI: 254900CEZYHAWVXDTS47 | Long             | LON              | CORP              | US        |    877653 | PA      | $877872.60    | 0.04%             | 2032-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                           | Post Holdings Inc                                                               | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |  26001000 | PA      | $26730458.06  | 1.15%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                     | Jane Street Group / JSG Finance Inc                                             | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2722000 | PA      | $2773873.15   | 0.12%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Albion Financing 3 SARL                                                     | AGGREKO HOLDING 05/25/31                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6868333 | PA      | $6850097.42   | 0.29%             | 2031-05-21      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                    | Builders FirstSource Inc                                                        | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   5600000 | PA      | $5890522.40   | 0.25%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                           | CLARIOS GLOBAL 05/06/30                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4945050 | PA      | $4948931.36   | 0.21%             | 2030-05-06      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| US Fertility Enterprises LLC                                                | US FERTILITY EN 12/10/32                                                        | CUSIP: 90356EAG5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2296879 | PA      | $2311809.06   | 0.10%             | 2032-12-10      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| SPX Flow, Inc.                                                              | SPX FLOW INC FL 04/05/29                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4517617 | PA      | $4525658.22   | 0.19%             | 2029-04-05      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| AKORN OPERATING COMPANY                                                     | AKORN OPERATING COMPANY                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    249316 | NS      | $9972.64      | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| X.Ai Corp.                                                                  | XAI CORP XAIXXX 06/17/30                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4691425 | PA      | $4789663.44   | 0.21%             | 2030-06-28      | Floating      | 11.12%                | No            |                  2 | On Loan: No      |
| Jane Street Group LLC                                                       | JANE STREET GRO 12/15/31                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6060093 | PA      | $6023732.12   | 0.26%             | 2031-12-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                | US Foods Inc                                                                    | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3151386.00   | 0.14%             | 2032-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Dragon Buyer, Inc.                                                          | DRAGON BUYER IN 09/30/31                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  10999813 | PA      | $10855495.84  | 0.47%             | 2031-09-30      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Petco Health and Wellness Company Inc                                       | PETCO HEALTH & 02/25/28                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8800807 | PA      | $8798650.72   | 0.38%             | 2028-03-03      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                 | ALLIED UNIVERSA 08/06/32                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5904852 | PA      | $5923038.94   | 0.25%             | 2032-08-20      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Core & Main LP                                                              | CORE & MAIN LP 02/10/31                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    990000 | PA      | $991549.35    | 0.04%             | 2031-02-09      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Dayforce Inc                                                                | DAYFORCE INC DA 10/07/32                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6155533 | PA      | $5997797.02   | 0.26%             | 2032-08-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                                                     | BROWN GROUP HOL 07/01/31                                                        | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    900938 | PA      | $902253.51    | 0.04%             | 2031-07-01      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                                                     | BROWN GROUP HOL 07/01/31                                                        | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    411765 | PA      | $412366.37    | 0.02%             | 2031-07-01      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                       | Tenet Healthcare Corp                                                           | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   4534000 | PA      | $4582810.23   | 0.20%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                    | LUMEN TECHNOLOGIES INC                                                          | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |   6244201 | PA      | $6238362.82   | 0.27%             | 2029-04-16      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| First Student Bidco Inc / First Tra                                         | FIRST STUDENT B 08/15/30                                                        | CUSIP: 33718FAQ3<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |   5391670 | PA      | $5392802.47   | 0.23%             | 2030-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Pacific Dental Services LLC                                                 | PACIFIC DENTAL 03/17/31                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9258422 | PA      | $9269347.32   | 0.40%             | 2031-03-15      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| CFC Bidco 2022 Limited                                                      | CFC USA 2025 LL 05/29/32                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1712167 | PA      | $1639399.56   | 0.07%             | 2032-07-01      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                            | CSC Holdings LLC                                                                | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |  22200000 | PA      | $14233352.40  | 0.61%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sharp Services LLC (f/k/a Sharp Midco LLC)                                  | SHARP SERVICES 09/11/32                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2143809 | PA      | $2153199.28   | 0.09%             | 2032-09-29      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Acuren Delaware Holdco Inc (f/k/a AAL Delaware Holdco Inc)                  | AAL DELAWARE HO 07/30/31                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4337002 | PA      | $4346499.74   | 0.19%             | 2031-07-30      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Aegion Corporation                                                          | AZURIA WATER SO 03/31/33                                                        | CUSIP: 000000000<br>LEI: 549300AG3DVJURRIT691 | Long             | LON              | CORP              | US        |   4286065 | PA      | $4269992.70   | 0.18%             | 2033-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                    | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5275000 | PA      | $5472295.76   | 0.23%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Edelman Financial Engines Center LLC (The)                                  | EDELMAN FINANCI 04/07/28                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  10984024 | PA      | $11000884.76  | 0.47%             | 2028-04-07      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Anticimex Global AB (f/k/a Seren Bidco AB)                                  | ANTICIMEX GLOBA 10/31/31                                                        | CUSIP: 03703HAD8<br>LEI: 54930005SBU6WYFBEB41 | Long             | LON              | CORP              | SE        |   1871567 | PA      | $1878248.45   | 0.08%             | 2031-11-17      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| White Cap Supply Holdings LLC(f/k/a White Cap Buyer LLC)                    | WHITE CAP BUYER 10/19/29                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  18048324 | PA      | $18038668.40  | 0.77%             | 2029-10-19      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Mavis Tire Express Services Topco Corp                                      | MAVIS TIRE EXPR 05/04/28                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  22489203 | PA      | $22521475.42  | 0.97%             | 2028-05-04      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Alterra Mountain Company                                                    | ALTERRA MOUNTAI 08/17/28                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1389228 | PA      | $1394437.44   | 0.06%             | 2028-08-17      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Triton Water Holdings Inc                                                   | PRIMO BRANDS CO 03/31/28                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  15137630 | PA      | $15159730.99  | 0.65%             | 2028-03-31      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                               | EchoStar Corp                                                                   | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   8466000 | PA      | $9285212.49   | 0.40%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                                                    | PetSmart LLC / PetSmart Finance Corp                                            | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2229000 | PA      | $2287112.26   | 0.10%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                           | EMRLD BORROWER 05/31/30                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3000000 | PA      | $3000555.00   | 0.13%             | 2030-05-31      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Trucordia Insurance Holdings LLC                                            | TRUCORDIA PTRFO 06/12/32                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  11413711 | PA      | $11363832.73  | 0.49%             | 2032-06-17      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Goosehead Insurance Holdings, LLC                                           | GOOSEHEAD INSUR 01/08/32                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6762281 | PA      | $6796092.51   | 0.29%             | 2032-01-08      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco Gmbh                                                      | TK ELEVATOR US 04/30/30                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9173306 | PA      | $9207155.36   | 0.39%             | 2030-04-30      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                        | CHARTER COMMUNI 12/02/30                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5158624 | PA      | $5151943.88   | 0.22%             | 2030-12-07      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                    | Builders FirstSource Inc                                                        | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2589820.00   | 0.11%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Engineered Machinery Holdings Inc                                           | ENGINEERED MACH 11/22/32                                                        | CUSIP: 26658NAT6<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |   3511028 | PA      | $3529197.30   | 0.15%             | 2032-11-26      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Innio Group Holding GmbH (f/k/a AI Alpine AT Bidco)                         | INNIO NORTH AMERICA HOLDING INC                                                 | CUSIP: 000000000<br>LEI: 549300R5GWIY8X0FZE07 | Long             | LON              | CORP              | US        |   1994924 | PA      | $1999412.58   | 0.09%             | 2028-11-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                              | OPAL US LLC OPA 04/23/32                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  21323260 | PA      | $21347782.12  | 0.91%             | 2032-04-28      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc                                                       | AADVANTAGE LOYA 05/28/32                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2558788 | PA      | $2566783.89   | 0.11%             | 2032-05-28      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| SAVOR ACQUISITION INC                                                       | SAVOR ACQUISITI 02/28/32                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    370141 | PA      | $371798.97    | 0.02%             | 2032-02-19      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP 02/18/31                                                     | ARDONAGH GROUP 02/18/31                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3827340 | PA      | $3822574.54   | 0.16%             | 2031-02-18      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP 02/18/31                                                     | ARDONAGH GROUP 02/18/31                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    484252 | PA      | $483649.25    | 0.02%             | 2031-02-18      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Trans Union LLC (f/k/a TransUnion Corp                                      | TRANS UNION11/16/2026                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2086731 | PA      | $2089777.42   | 0.09%             | 2026-11-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ardonagh Group Finco Pty Ltd                                                | ARDONAGH GROUP 02/18/31                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5121330 | PA      | $5114953.64   | 0.22%             | 2031-02-15      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Icon Parent I Inc                                                           | ICON PARENT INC 11/13/31                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1588772 | PA      | $1567919.22   | 0.07%             | 2031-11-13      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                       | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   5367000 | PA      | $5987414.47   | 0.26%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Proofpoint Inc                                                              | PROOFPOINT INC 08/31/28                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  30509429 | PA      | $30347423.51  | 1.30%             | 2028-08-31      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                                                     | BROWN GROUP HOL 07/01/31                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2590653 | PA      | $2597776.89   | 0.11%             | 2031-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Project Ruby Ultimate Parent Corp                                           | PROJECT RUBY UL 03/10/28                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  32589755 | PA      | $32411651.90  | 1.39%             | 2028-03-10      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| GoTo Group Inc                                                              | LogMeIn, Inc. ( 04/30/28                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  11938598 | PA      | $3969583.71   | 0.17%             | 2028-04-28      | Floating      | 9.13%                 | No            |                  2 | On Loan: No      |
| X Corp (f/k/a Twitter Inc)                                                  | X CORP 9.50%, d0/29/2029                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8890774 | PA      | $9217510.40   | 0.40%             | 2029-10-26      | Floating      | 9.50%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                                                         | Go Daddy Operating Co LLC / GD Finance Co Inc                                   | CUSIP: 38016LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    763000 | PA      | $762537.16    | 0.03%             | 2027-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cedar Fair LP                                                               | SIX FLAGS ENTER 05/01/31                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    494975 | PA      | $490542.38    | 0.02%             | 2031-05-01      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                                                       | SS&C Technologies Inc                                                           | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |   1671000 | PA      | $1670531.79   | 0.07%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP                                                        | BOOTS GROUP FIN 07/17/32                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1351143 | PA      | $1357614.55   | 0.06%             | 2032-08-30      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                       | QUIKRETE HOLDIN 01/30/32                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8612419 | PA      | $8621590.98   | 0.37%             | 2032-02-10      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| AHP Health Partners Inc                                                     | AHP HEALTH PART 09/12/32                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  13958921 | PA      | $13974624.42  | 0.60%             | 2032-09-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Star Parent Inc                                                             | STAR PARENT INC9/19/2030                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  16132113 | PA      | $16160908.87  | 0.69%             | 2030-09-27      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Vista Management Holding Inc.                                               | VISTA MANAGEMEN 03/26/31                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  11398066 | PA      | $11447932.38  | 0.49%             | 2031-04-01      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                                | ACRISURE LLC AC 11/06/30                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  16522913 | PA      | $16496063.61  | 0.71%             | 2030-11-06      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| SKECHERS U.S.A. INC. (Beach Acquisition Bidco)                              | BEACH ACQUISITI 06/25/32                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4530652 | PA      | $4544810.19   | 0.19%             | 2032-09-13      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                           | ALLIANT HOLDING 09/19/31                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    870091 | PA      | $868594.23    | 0.04%             | 2031-09-19      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Action Environmental Group Inc, The                                         | ACTION ENVIRONM 10/24/30                                                        | CUSIP: 000000000<br>LEI: 549300BB30QUQC86W666 | Long             | LON              | CORP              | US        |  12245311 | PA      | $12253025.15  | 0.53%             | 2030-10-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                        | CHARTER COMMUNI 11/22/31                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7132648 | PA      | $7131863.00   | 0.31%             | 2031-12-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Alliance Laundry Systems LLC                                                | ALLIANCE LAUNDR 08/19/31                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1315663 | PA      | $1317747.98   | 0.06%             | 2031-08-19      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco Us Inc.                                                       | NEPTUNE BIDCO U 04/11/29                                                        | CUSIP: 64069JAC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |   4753277 | PA      | $4760216.87   | 0.20%             | 2029-04-11      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| Grant Thornton Advisors LLC                                                 | GRANT THORNTON 05/30/31                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  12114336 | PA      | $11973870.76  | 0.51%             | 2031-06-02      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Parexel International Inc (f/k/a Phoenix Newco Inc)                         | PAREXEL INTL CO 12/09/31                                                        | CUSIP: 71911KAF1<br>LEI: 549300GCZVUYB6P2OA17 | Long             | LON              | CORP              | US        |  17799374 | PA      | $17821623.60  | 0.76%             | 2031-12-12      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Alterra Mountain Company                                                    | ALTERRA MOUNTAI 05/31/30                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    873168 | PA      | $876441.92    | 0.04%             | 2030-05-31      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Centuri Group Inc                                                           | CENTURI GROUP I 07/09/32                                                        | CUSIP: 15643XAE8<br>LEI: 254900H4HY0IHK5J9N53 | Long             | LON              | CORP              | US        |   1973766 | PA      | $1977062.45   | 0.08%             | 2032-07-09      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Veritiv Corporation                                                         | VERITIV OPERATI 11/29/30                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2929271 | PA      | $2874713.46   | 0.12%             | 2030-11-30      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Bella Holding Company LLC                                                   | BELLA HOLDING C 05/10/28                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    439753 | PA      | $440166.08    | 0.02%             | 2028-05-10      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Light and Wonder International Inc                                          | LIGHT & WONDER 04/16/29                                                         | CUSIP: 80875AAY7<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |    485128 | PA      | $485127.90    | 0.02%             | 2029-04-16      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Highline AfterMarket Acquisition LLC                                        | HIGHLINE AFTERM 02/12/30                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  10019316 | PA      | $10063200.13  | 0.43%             | 2030-02-13      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp                                                            | IRB HOLDING COR 12/16/30                                                        | CUSIP: 44988LAM9<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |  24538215 | PA      | $24568887.60  | 1.05%             | 2030-12-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings, LLC                                             | RAVEN ACQUISITI 10/24/31                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    533333 | PA      | $528733.34    | 0.02%             | 2031-11-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fleet Midco I Ltd.                                                          | FLEET US BIDCO 02/10/31                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1752396 | PA      | $1758967.00   | 0.08%             | 2031-02-21      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                               | TransDigm Inc                                                                   | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3149877.00   | 0.13%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Raising Canes Restaurants LLC                                               | RAISING CANE'S 10/24/32                                                         | CUSIP: 75101XAQ0<br>LEI: 254900V6ADXFWHYOED66 | Long             | LON              | CORP              | US        |   1756544 | PA      | $1754356.92   | 0.08%             | 2032-11-03      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Pro Mach                                                                    | PRO MACH GROUP INC                                                              | CUSIP: 74273JAL7<br>LEI: 5493008SZGSVUCSNB151 | Long             | LON              | CORP              | US        |   1326785 | PA      | $1329279.34   | 0.06%             | 2032-10-18      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                                          | Ardonagh Finco Ltd                                                              | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |   8447000 | PA      | $8737308.02   | 0.37%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                                          | Osaic Holdings Inc                                                              | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |   1806000 | PA      | $1872950.59   | 0.08%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Disco Parent Inc                                                            | DISCO PARENT IN 08/01/32                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2623394 | PA      | $2613555.97   | 0.11%             | 2032-08-06      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| HIG Finance 2 Limited                                                       | HYPERION REFINA 04/18/30                                                        | CUSIP: 000000000<br>LEI: 213800R6D9EVRN5D3117 | Long             | LON              | CORP              | LU        |  31722975 | PA      | $31759297.90  | 1.36%             | 2030-04-18      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                                         | PEER USA LLC AC 09/25/32                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    878410 | PA      | $879785.03    | 0.04%             | 2032-09-29      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                       | GFL Environmental Inc                                                           | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |   8318000 | PA      | $8712115.91   | 0.37%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                       | LEVEL 3 FINANCI 03/29/32                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  10649450 | PA      | $10678736.14  | 0.46%             | 2032-03-29      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| The Baldwin Insurance Group Holdings LLC                                    | BALDWIN INSURAN 05/27/31                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  25216357 | PA      | $25142851.36  | 1.08%             | 2031-05-26      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Applied Systems Inc                                                         | APPLIED SYSTEMS 02/24/31                                                        | CUSIP: 000000000<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |    911502 | PA      | $906515.70    | 0.04%             | 2031-02-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners Inc                                                    | BROADSTREET PAR 06/16/31                                                        | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |   2401239 | PA      | $2391273.58   | 0.10%             | 2031-06-13      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                                             | Star Parent Inc                                                                 | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |    979000 | PA      | $1034530.84   | 0.04%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Lsf12 Crown Us Commercial Bidco, LLC                                        | LSF12 CROWN US 12/02/31                                                         | CUSIP: 50221UAE1<br>LEI: 254900FI2OCFTJ9PAJ18 | Long             | LON              | CORP              | US        |   2910829 | PA      | $2919925.36   | 0.13%             | 2031-12-02      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Vestis Corporation                                                          | VESTIS CORP VESD 2/14/31                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6161712 | PA      | $5781718.80   | 0.25%             | 2031-02-22      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Waystar Technologies Inc                                                    | Waystar Technol 10/22/29                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  24902825 | PA      | $24809439.71  | 1.06%             | 2029-10-22      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                                             | ABG INTERMEDIAT 12/21/28                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  11758755 | PA      | $11766809.91  | 0.50%             | 2028-12-21      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| BALDWIN INSUR GRP/FIN                                                       | Baldwin Insurance Group Holdings LLC / Baldwin Insurance Group Holdings Finance | CUSIP: 05825XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2057978.00   | 0.09%             | 2031-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CPI Holdco B, LLC                                                           | CREATIVE PLANNI 05/12/31                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  11897271 | PA      | $11856760.47  | 0.51%             | 2031-05-17      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Graham Packaging Company Inc                                                | GRAHAM PACKAGIN 01/14/33                                                        | CUSIP: 000000000<br>LEI: 549300YS0ZFT826HIK72 | Long             | LON              | CORP              | US        |  11227001 | PA      | $11231098.90  | 0.48%             | 2033-01-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                           | DISH Network Corp                                                               | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |  10515000 | PA      | $10887946.02  | 0.47%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Invenergy Thermal Operating I LLC                                           | INVENERGY THERM 05/17/32                                                        | CUSIP: 000000000<br>LEI: 549300JF5R5BXJAMZL67 | Long             | LON              | CORP              | US        |   4778682 | PA      | $4837412.32   | 0.21%             | 2032-05-17      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Leia Finco US LLC                                                           | LEIA FINCO US L 07/02/32                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4377787 | PA      | $4341779.50   | 0.19%             | 2032-10-09      | Floating      | 8.90%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                                         | LBM ACQUISITION 06/06/31                                                        | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |   2242748 | PA      | $2164475.91   | 0.09%             | 2031-06-06      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| Skopima Consilio Parent LLC (FKA GI Consilio)                               | SKOPIMA CONSILI 05/17/28                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  17119650 | PA      | $14757138.67  | 0.63%             | 2028-05-12      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Signia Aerospace LLC                                                        | SIGNIA AEROSPAC 12/11/31                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    202054 | PA      | $202642.80    | 0.01%             | 2031-12-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TAMKO Building Products Inc                                                 | TAMKO BUILDING 09/20/30                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1776851 | PA      | $1784997.44   | 0.08%             | 2030-09-20      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                                         | SHIFT4 PAYMENTS 07/06/32                                                        | CUSIP: 82453JAC2<br>LEI: 254900GTEMR7L40VPI74 | Long             | LON              | CORP              | US        |   4296858 | PA      | $4328182.07   | 0.19%             | 2032-07-03      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| UFC Holdings LLC (Zuffa)/TKO Group                                          | UFC HOLDINGS LL 11/21/31                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3339243 | PA      | $3350278.81   | 0.14%             | 2031-11-21      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                                                      | Cushman & Wakefield US Borrower LLC                                             | CUSIP: 23166MAC7<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |   2518000 | PA      | $2685039.08   | 0.12%             | 2031-09-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Action Environmental Group Inc, The                                         | ACTION ENVIRONM 10/24/30                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    101303 | PA      | $101366.58    | 0.00%             | 2030-10-24      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Mister Car Wash Holdings Inc                                                | MISTER CAR WASH 03/27/31                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9531882 | PA      | $9563146.88   | 0.41%             | 2031-03-27      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Cotiviti Inc                                                                | COTIVITI INC VC 04/30/31                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7445023 | PA      | $6909949.62   | 0.30%             | 2031-05-01      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Nomad Foods Europe Midco Limited                                            | NOMAD FOODS US 10/28/32                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  10289430 | PA      | $10308773.75  | 0.44%             | 2032-10-28      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc                                                            | AMWINS GROUP IN 01/30/32                                                        | CUSIP: 03234TBB3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |   5148960 | PA      | $5145638.94   | 0.22%             | 2032-01-30      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Med ParentCo LP                                                             | MED PARENTCO LP 04/15/31                                                        | CUSIP: 58401DAP9<br>LEI: 549300660CLPRNK19Z91 | Long             | LON              | CORP              | US        |   3502980 | PA      | $3506272.48   | 0.15%             | 2031-04-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Eisner Advisory Group LLC                                                   | EISNER ADVISORY 02/28/31                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3025997 | PA      | $3041944.01   | 0.13%             | 2031-02-28      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Ping Identity Corporation                                                   | PING IDENTITY H 10/29/32                                                        | CUSIP: 72342MAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5264460 | PA      | $5231556.63   | 0.22%             | 2032-11-15      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                                     | UKG INC ULTI TL 02/10/31                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  13030847 | PA      | $12734916.52  | 0.55%             | 2031-02-10      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| Gryphon Acquire NewCo LLC                                                   | GRYPHON DEBT ME 06/17/32                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  11246960 | PA      | $11227671.40  | 0.48%             | 2032-09-10      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Prometric Holdings Inc                                                      | PROMETRIC HOLDI 06/18/32                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3583666 | PA      | $3594112.03   | 0.15%             | 2032-06-25      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Lightning Power, LLC                                                        | LIGHTNING POWER 08/18/31                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    522107 | PA      | $523542.35    | 0.02%             | 2031-08-18      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                                | MH SUB I LLC INL 4/25/28                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  11755545 | PA      | $10705951.26  | 0.46%             | 2028-05-03      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE / US                                                    | Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC   | CUSIP: 44287GAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |  10416000 | PA      | $10779841.30  | 0.46%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                      | Cloud Software Group Inc                                                        | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   2667000 | PA      | $2559297.21   | 0.11%             | 2033-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Park River Holdings Inc                                                     | PARK RIVER HOLD 09/25/31                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8778761 | PA      | $8797986.25   | 0.38%             | 2031-03-15      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                                       | Trivium Packaging Finance BV                                                    | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |   2695000 | PA      | $2877408.38   | 0.12%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                         | CLYDESDALE ACQU 03/27/32                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     36216 | PA      | $36080.04     | 0.00%             | 2032-04-01      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| TAMKO Building Products Inc                                                 | TAMKO BUILDING 09/20/30                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2876140 | PA      | $2889327.36   | 0.12%             | 2030-09-20      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                       | QUIKRETE HOLDIN 03/19/29                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  18404764 | PA      | $18448659.57  | 0.79%             | 2031-04-14      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Knowbe4, Inc.                                                               | KNOWBE4 INC KNB 07/31/32                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9927600 | PA      | $9580134.00   | 0.41%             | 2032-07-23      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| BCPE Pequod Buyer Inc                                                       | BCPE PEQUOD BUY 11/25/31                                                        | CUSIP: 000000000<br>LEI: 254900HEEOS2IWC84V94 | Long             | LON              | CORP              | US        |   6126478 | PA      | $6110518.07   | 0.26%             | 2031-11-25      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Alera Group, Inc                                                            | ALERA GROUP INC 05/28/32                                                        | CUSIP: 01451PAE6<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |  14259262 | PA      | $14240297.68  | 0.61%             | 2032-05-28      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Green Infrastructure Partners Inc.                                          | GREEN INFRASTRU 09/18/32                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8849263 | PA      | $8865899.56   | 0.38%             | 2032-09-24      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Project Alpha Intermediate Holding Inc                                      | PROJECT ALPHA I 11/21/32                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3165362 | PA      | $2532289.70   | 0.11%             | 2033-05-09      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                                    | Sinclair Television Group Inc                                                   | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |   5376000 | PA      | $5563971.84   | 0.24%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                                     | UKG INC ULTI TL 02/10/31                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2000000 | PA      | $1954580.00   | 0.08%             | 2031-02-10      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc                                                       | AMERICAN AIRLIN 01/29/27                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  13514544 | PA      | $13513327.23  | 0.58%             | 2027-01-29      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                                    | JH North America Holdings Inc                                                   | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    767000 | PA      | $780560.56    | 0.03%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| IVC Acquisition Ltd                                                         | VETSTRATEGY CAN 12/06/28                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  18135174 | PA      | $18164643.92  | 0.78%             | 2028-12-12      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Ima Financial Group, Inc.                                                   | IMA FINANCIAL G 11/01/28                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  16328741 | PA      | $16313392.02  | 0.70%             | 2028-11-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| SCIH Salt Holdings Inc                                                      | SCIH SALT HOLDI 01/31/29                                                        | CUSIP: 78397GAM3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  19193965 | PA      | $19233216.74  | 0.82%             | 2029-01-31      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings, LLC                                             | RAVEN ACQUISITI 10/24/31                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    348376 | PA      | $345371.15    | 0.01%             | 2031-11-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                           | CLARIOS GLOBAL 01/14/32                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  17477800 | PA      | $17526912.68  | 0.75%             | 2032-01-28      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                                    | CLOUD SOFTWARE 08/15/32                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  19451316 | PA      | $18924477.50  | 0.81%             | 2032-08-13      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                               | TransDigm Inc                                                                   | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3058569.00   | 0.13%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                                            | Allied Universal Holdco LLC / Allied Universal Finance Corp                     | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3240000 | PA      | $3366896.80   | 0.14%             | 2030-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Veeam Software/ VS Buyer                                                    | VS BUYER LLC VS 04/14/31                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  14741640 | PA      | $14621863.70  | 0.63%             | 2031-04-12      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Holding Socotec                                                             | SOCOTEC US HOLD 06/02/31                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1094286 | PA      | $1099073.21   | 0.05%             | 2031-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Froneri International Limited                                               | FRONERI US INC 07/16/32                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  13125268 | PA      | $13126252.37  | 0.56%             | 2032-09-30      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| TAMKO Building Products Inc                                                 | TAMKO BUILDING 09/20/30                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9679350 | PA      | $9723730.22   | 0.42%             | 2030-09-20      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Radnet Management Inc                                                       | RADNET MANAGEME 04/18/31                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2145060 | PA      | $2152578.16   | 0.09%             | 2031-04-18      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                                           | POLARIS NEWCO L B 1L USD                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  13563384 | PA      | $12564847.24  | 0.54%             | 2028-06-02      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Pye Barker Fire & Safety LLC                                                | PYE-BARKER FIRE 12/10/32                                                        | CUSIP: 69380SAB9<br>LEI: 254900K8RDMGUBC44870 | Long             | LON              | CORP              | US        |   3835092 | PA      | $3841477.90   | 0.16%             | 2032-12-16      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| PetsMart LLC                                                                | PETSMART INC PE 08/18/32                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3774769 | PA      | $3778072.36   | 0.16%             | 2032-08-18      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| UTZ Quality Foods LLC                                                       | UTZ QUALITY FOO 01/23/32                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9149374 | PA      | $9147956.21   | 0.39%             | 2032-01-29      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp                                                   | MILANO ACQUISIT 08/17/27                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  20564914 | PA      | $19733679.75  | 0.85%             | 2027-10-01      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Company, LLC                                             | GO DADDY OPERAT 11/13/29                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4224511 | PA      | $4206831.04   | 0.18%             | 2029-11-09      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| DG Investment Intermediate Holdings 2 Inc                                   | DG INVESTMENT I 07/12/32                                                        | CUSIP: 23344MAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2613940 | PA      | $2624827.36   | 0.11%             | 2032-07-09      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Knife River Corporation                                                     | KNIFE RIVER HOL 02/19/32                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    572776 | PA      | $576358.94    | 0.02%             | 2032-03-08      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services, Inc.                                   | SEDGWICK CMS IN 07/31/31                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  15539359 | PA      | $15501753.78  | 0.66%             | 2031-07-31      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENT/SIX FLAG                                                      | Six Flags Entertainment Corp /Six Flags Theme Parks Inc/ Canada's Wonderland Co | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2044756.00   | 0.09%             | 2032-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Edelman Financial Engines Center LLC (The)                                  | EDELMAN FINANCI 07/20/26                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  10710985 | PA      | $10742260.59  | 0.46%             | 2028-10-06      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| Evergreen AcqCo 1 LP                                                        | EVERGREEN ACQCO 09/12/32                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2921298 | PA      | $2932252.47   | 0.13%             | 2032-09-17      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                       | HUB International Ltd                                                           | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   4837000 | PA      | $5049363.65   | 0.22%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PointClickCare Technologies                                                 | POINTCLICKCARE 11/03/31                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1732838 | PA      | $1726339.91   | 0.07%             | 2031-11-03      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Viavi Solutions Inc.                                                        | VIAVI SOLUTIONS 07/31/32                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3656486 | PA      | $3668680.36   | 0.16%             | 2032-10-16      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| PAYSAFE FIN PLC/PAYSAFE                                                     | Paysafe Finance PLC / Paysafe Holdings US Corp                                  | CUSIP: 70452AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   4795000 | PA      | $4284812.48   | 0.18%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mcafee Corp                                                                 | MCAFEE CORP MCF 03/01/29                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  18097137 | PA      | $16083830.85  | 0.69%             | 2029-03-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Miter Brands Acquisition Holdco, Inc.                                       | MI WINDOWS AND 03/28/31                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  12665805 | PA      | $12682460.81  | 0.54%             | 2031-03-28      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                                       | HUB INTERNATION 06/20/30                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  10530767 | PA      | $10544140.78  | 0.45%             | 2030-06-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                                       | HUB INTERNATION 06/20/30                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    765955 | PA      | $766927.92    | 0.03%             | 2030-06-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                         | MEDLINE BORROWE 10/23/28                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2978598 | PA      | $2989216.74   | 0.13%             | 2028-10-23      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Invenergy Thermal Operating I LLC                                           | INVENERGY THERM 05/17/32                                                        | CUSIP: 000000000<br>LEI: 549300JF5R5BXJAMZL67 | Long             | LON              | CORP              | US        |    301552 | PA      | $305257.87    | 0.01%             | 2032-05-17      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings, LLC                                             | RAVEN ACQUISITI 10/24/31                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  12251350 | PA      | $12145681.65  | 0.52%             | 2031-11-19      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                    | LUMEN TECHNOLOG 04/16/29                                                        | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |   6134286 | PA      | $6128550.48   | 0.26%             | 2029-04-16      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| American Bath/CP Atlas Buyer Inc.                                           | CP ATLAS BUYER 07/08/30                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7423088 | PA      | $7317048.78   | 0.31%             | 2030-07-08      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| Sophos Holdings LLC                                                         | SURF HOLDINGS S 02/28/27                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    969250 | PA      | $962407.37    | 0.04%             | 2027-03-05      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Whatabrands LLC                                                             | WHATABRANDS LLC 08/03/28                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  35564518 | PA      | $35575543.31  | 1.52%             | 2028-08-03      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Amspec Parent LLC                                                           | AMSPEC PARENT L 12/22/31                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2910863 | PA      | $2918139.82   | 0.13%             | 2031-12-22      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings Inc                                                    | TRIDENT TPI HOL 09/18/28                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5104997 | PA      | $4826621.84   | 0.21%             | 2028-09-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Triton Water Holdings Inc                                                   | PRIMO BRANDS CO 03/31/28                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2000000 | PA      | $2002920.00   | 0.09%             | 2028-03-31      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                                                       | Panther Escrow Issuer LLC                                                       | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15095000 | PA      | $15556091.87  | 0.67%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| OneDigital Borrower LLC                                                     | ONEDIGITAL BORR 06/12/32                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  20031679 | PA      | $20206956.45  | 0.87%             | 2032-07-02      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| Connectwise, LLC                                                            | CONNECTWISE LLC 09/24/28                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6719925 | PA      | $6501527.75   | 0.28%             | 2028-09-29      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                                    | 1011778 BC ULC / New Red Finance Inc                                            | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |  16800000 | PA      | $16039150.01  | 0.69%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Restoration Hardware, Inc.                                                  | RH RH TL B2 1L 10/20/28                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3967381 | PA      | $3961350.59   | 0.17%             | 2028-10-20      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| QXO Building Products Inc (f/k/a Beacon Roofing Supply Inc.)                | QXO BUILDING PR 04/30/32                                                        | CUSIP: 07368RAM3<br>LEI: 549300HDXQWWCBOYXP31 | Long             | LON              | CORP              | US        |   4524040 | PA      | $4538177.61   | 0.19%             | 2032-04-30      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Sophia LP                                                                   | ELLUCIAN HOLDIN 10/09/29                                                        | CUSIP: 000000000<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |   8975619 | PA      | $8894838.84   | 0.38%             | 2029-10-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                                                       | QXO Building Products Inc                                                       | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |  17121000 | PA      | $17658856.22  | 0.76%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Heartland Dental LLC                                                        | HEARTLAND DENTA 08/07/32                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6098874 | PA      | $6107777.90   | 0.26%             | 2032-08-25      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Tempo Acquisition LLC                                                       | TEMPO ACQUISITI 08/31/28                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4083009 | PA      | $3758634.75   | 0.16%             | 2028-08-31      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                                            | GARDA WORLD SEC 02/01/29                                                        | CUSIP: 000000000<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |  21351024 | PA      | $21351023.79  | 0.92%             | 2029-02-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Albion Financing 3 SARL                                                     | AGGREKO HOLDING 05/25/31                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3537374 | PA      | $3527981.96   | 0.15%             | 2031-05-21      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                                | ACRISURE LLC AC 06/07/32                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  27429730 | PA      | $27458256.65  | 1.18%             | 2032-06-21      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Marcel LUX IV Sarl                                                          | MARCEL BIDCO LL 11/13/30                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2463474 | PA      | $2448076.84   | 0.10%             | 2030-11-11      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Camelot US Acquisition I Co                                                 | CAMELOT US ACQU 01/31/31                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  21374465 | PA      | $19771379.82  | 0.85%             | 2031-01-31      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co Inc                                                  | DYNASTY ACQUISI 10/25/31                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2868800 | PA      | $2879716.25   | 0.12%             | 2031-10-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                            | NUMERICABLE US 05/15/31                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5407409 | PA      | $5499767.38   | 0.24%             | 2031-05-31      | Floating      | 10.55%                | No            |                  2 | On Loan: No      |
| Osaic Holdings Inc (f/k/a Advisor Group Holdings Inc)                       | OSAIC HOLDINGS 08/02/32                                                         | CUSIP: 68773JAJ9<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |   6132777 | PA      | $6096010.86   | 0.26%             | 2032-08-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Starlight Parent LLC                                                        | STARLIGHT PAREN 03/13/32                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5588992 | PA      | $5197762.80   | 0.22%             | 2032-04-16      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| DXP Enterprises Inc                                                         | DXP ENTERPRISES INC                                                             | CUSIP: 23338DAS5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2556426 | PA      | $2576238.21   | 0.11%             | 2030-10-11      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                                    | Performance Food Group Inc                                                      | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3084923.82   | 0.13%             | 2032-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Lavender Dutch Borrowerco B.V.                                              | LAVENDER US HOL 09/26/32                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3422336 | PA      | $3438027.64   | 0.15%             | 2032-12-30      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Flash Charm Inc (fka Idera Inc)                                             | IDERA INC Varia 03/02/29                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2296177 | PA      | $2010624.75   | 0.09%             | 2029-03-02      | Floating      | 10.75%                | No            |                  2 | On Loan: No      |
| Madison Iaq LLC                                                             | MADISON IAQ LLC 06/21/28                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  11692150 | PA      | $11711208.32  | 0.50%             | 2028-06-21      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Pinnacle Buyer, LLC                                                         | PINNACLE BUYER 09/11/32                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    138307 | PA      | $138687.08    | 0.01%             | 2032-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ProAmpac PG Borrower LLC                                                    | ProAmpac PG Bor 09/15/28                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5816511 | PA      | $5829830.32   | 0.25%             | 2028-09-15      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| ProAmpac PG Borrower LLC                                                    | PROAMPAC PG BOR 09/15/28                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    132459 | PA      | $132762.76    | 0.01%             | 2028-09-15      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| Signia Aerospace LLC                                                        | SIGNIA AEROSPAC 12/11/31                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4088862 | PA      | $4100781.14   | 0.18%             | 2031-12-11      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Signia Aerospace LLC                                                        | SIGNIA AEROSPAC 12/11/31                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     55986 | PA      | $56148.94     | 0.00%             | 2031-12-11      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Whatabrands LLC                                                             | WHATABRANDS LLC 08/03/28                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6000000 | PA      | $6001860.00   | 0.26%             | 2028-08-03      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Pinnacle Buyer, LLC                                                         | PINNACLE BUYER 09/11/32                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    717397 | PA      | $719369.89    | 0.03%             | 2032-10-01      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Canada Goose Inc                                                            | CANADA GOOSE IN 08/16/32                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2189449 | PA      | $2189909.09   | 0.09%             | 2032-08-23      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Electron Bidco Inc.                                                         | EXAMWORKS BIDCO 11/01/28                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2000000 | PA      | $2003600.00   | 0.09%             | 2028-11-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Electron Bidco Inc.                                                         | EXAMWORKS BIDCO 01/29/33                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7965701 | PA      | $7980039.01   | 0.34%             | 2035-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Belron Finance 2019 LLC                                                     | BELRON FINANCE 10/16/31                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9264800 | PA      | $9306492.03   | 0.40%             | 2031-10-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Transdigm Inc                                                               | TRANSDIGM INC T 03/22/30                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8500000 | PA      | $8502125.00   | 0.36%             | 2030-03-22      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Celsius Holdings, Inc.                                                      | CELSIUS HOLDING 04/01/32                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6196649 | PA      | $6243123.67   | 0.27%             | 2032-04-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Jones DesLauriers Insurance Management Inc                                  | JONES DESLAURIERS INSURA                                                        | CUSIP: 000000000<br>LEI: 549300JQIWNFU00E5424 | Long             | LON              | CORP              | CA        |    881630 | PA      | $882869.14    | 0.04%             | 2032-12-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Project Alpha Intermediate Holding Inc                                      | PROJECT ALPHA I 10/28/30                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  21418846 | PA      | $19973180.75  | 0.86%             | 2030-10-28      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                            | AmWINS Group Inc                                                                | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |   2181000 | PA      | $2153056.37   | 0.09%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Victory Capital Holdings Inc                                                | VICTORY CAPITAL 09/30/32                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1995000 | PA      | $2001483.75   | 0.09%             | 2032-09-23      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Filtration Group Corporation                                                | FILTRATION GROU 10/23/28                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  14851562 | PA      | $14896487.56  | 0.64%             | 2028-10-23      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| X.Ai Corp.                                                                  | XAI CORP 12.50% 06/17/30                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4621761 | PA      | $5018469.74   | 0.22%             | 2028-06-30      | Floating      | 12.50%                | No            |                  2 | On Loan: No      |
| Cornerstone Generation, LLC                                                 | CORNERSTONE GEN 10/28/31                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2091274 | PA      | $2110011.57   | 0.09%             | 2032-08-11      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| OneDigital Borrower LLC                                                     | ONEDIGITAL BORR 07/02/31                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9902844 | PA      | $9894625.09   | 0.42%             | 2031-07-02      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| SRAM LLC                                                                    | SRAM LLC SRAMCP 02/23/32                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1980000 | PA      | $1984950.00   | 0.09%             | 2032-02-27      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| N-Able International Holdings II LLC                                        | N-ABLE INTERNAT 11/20/32                                                        | CUSIP: 62878KAD6<br>LEI: 254900A8E99QCJOGAZ34 | Long             | LON              | CORP              | US        |    882219 | PA      | $873396.32    | 0.04%             | 2032-11-26      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                                                              | GoTo Group Inc                                                                  | CUSIP: 38349YAB1<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |   1529150 | PA      | $523733.88    | 0.02%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY                                                              | Ryan Specialty LLC                                                              | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |   2932000 | PA      | $2982309.66   | 0.13%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Great Outdoors Group LLC                                                    | GREAT OUTDOORS 01/31/32                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2544860 | PA      | $2548359.09   | 0.11%             | 2032-01-23      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDIN                                                    | Raven Acquisition Holdings LLC                                                  | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4395000 | PA      | $4409965.15   | 0.19%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Superannuation and Investments US LLC                                       | SUPERANNUATION 12/01/28                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2612926 | PA      | $2624030.64   | 0.11%             | 2028-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Southern Veterinary Partners LLC                                            | SOUTHERN VETERI 12/04/31                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  13101786 | PA      | $13110040.51  | 0.56%             | 2031-12-04      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Sotera Health Holdings LLC                                                  | SOTERA HEALTH H 05/30/31                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1710760 | PA      | $1718783.36   | 0.07%             | 2031-05-30      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                            | AmWINS Group Inc                                                                | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |   7805000 | PA      | $8013448.14   | 0.34%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                                         | LBM ACQUISITION 06/06/31                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6169322 | PA      | $6176170.12   | 0.26%             | 2031-06-06      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| LABL Inc                                                                    | LABL INC LABL T 10/29/28                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6414181 | PA      | $2964730.50   | 0.13%             | 2028-10-29      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                                     | United Rentals North America Inc                                                | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8203904.00   | 0.35%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DXP Enterprises Inc                                                         | DXP ENTERPRISES 10/07/30                                                        | CUSIP: 23338DAS5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1758888 | PA      | $1772519.62   | 0.08%             | 2030-10-11      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                              | Rocket Cos Inc                                                                  | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6581000 | PA      | $6741602.72   | 0.29%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Paysafe Holdings (US) Corp                                                  | Paysafe Holding 06/24/28                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5744723 | PA      | $5385677.50   | 0.23%             | 2028-06-28      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Construction Partners Inc                                                   | CONSTRUCTION PA 10/29/31                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4411424 | PA      | $4420401.45   | 0.19%             | 2031-11-03      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                      | Acrisure LLC / Acrisure Finance Inc                                             | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4103728.00   | 0.18%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| nVent Thermal/Chemelex                                                      | BCP VI SUMMIT H 01/30/32                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1746714 | PA      | $1748172.32   | 0.07%             | 2032-01-30      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Camelot US Acquisition I Co                                                 | CAMELOT US ACQU 01/31/31                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2377158 | PA      | $2255328.91   | 0.10%             | 2031-01-31      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Alera Group Inc                                                             | ALERA GROUP INT 06/30/33                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7750000 | PA      | $7916625.00   | 0.34%             | 2033-05-30      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| PEX Holdings LLC                                                            | PEX HOLDINGS LL 11/19/31                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  15624126 | PA      | $15637093.83  | 0.67%             | 2031-11-20      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Kuehg Corp.                                                                 | KUEHG CORP KNOL 06/12/30                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6220710 | PA      | $5880530.55   | 0.25%             | 2030-06-12      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Pye Barker Fire & Safety LLC                                                | PYE-BARKER FIRE & SAFETY                                                        | CUSIP: 69380SAC7<br>LEI: 254900K8RDMGUBC44870 | Long             | LON              | CORP              | US        |    921444 | PA      | $922977.92    | 0.04%             | 2032-12-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Saphilux S.A.R.L.                                                           | SAPHILUX SARL S 07/27/28                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1985083 | PA      | $1991534.62   | 0.09%             | 2028-07-18      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| Kaseya Inc.                                                                 | KASEYA INC KASE 03/31/32                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3513269 | PA      | $3393606.62   | 0.15%             | 2032-03-20      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| First Student Bidco Inc / First Tra                                         | FIRST STUDENT B 08/15/30                                                        | CUSIP: 33718FAR1<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |    986541 | PA      | $985924.82    | 0.04%             | 2030-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| C&S Wholesale Grocers Inc                                                   | C&S WHOLESALE G 08/06/30                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2444272 | PA      | $2422884.56   | 0.10%             | 2030-09-20      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                               | SMYRNA READY MI 04/02/29                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1224228 | PA      | $1224999.53   | 0.05%             | 2029-04-02      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Leia Finco US LLC                                                           | LEIA FINCO US L 07/02/31                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  18949512 | PA      | $18519168.10  | 0.79%             | 2031-10-09      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Flutter Entertainment Public Limited Company                                | FLUTTER FINANCI 05/22/32                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3495385 | PA      | $3493916.49   | 0.15%             | 2032-06-04      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                                         | PEER HOLDING II 07/01/31                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3514732 | PA      | $3518686.53   | 0.15%             | 2031-07-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| AlixPartners LLP                                                            | ALIXPARTNERS LL 07/31/32                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4741491 | PA      | $4721600.34   | 0.20%             | 2032-08-12      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                                          | Osaic Holdings Inc                                                              | CUSIP: 00791GAD9<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    698000 | PA      | $723417.70    | 0.03%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co Inc                                                  | DYNASTY ACQUISI 10/25/31                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1091200 | PA      | $1095351.55   | 0.05%             | 2031-10-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Student Transportation Of America Holdings, Inc.                            | STUDENT TRANSPO 06/24/32                                                        | CUSIP: 000000000<br>LEI: 549300O4G48RRYGSD439 | Long             | LON              | CORP              | US        |   3492670 | PA      | $3515581.72   | 0.15%             | 2032-06-24      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| MSILF Treasury Portfolio                                                    | MSILF Treasury Portfolio                                                        | CUSIP: 61747C582<br>LEI: 549300D1XR6GP7EZ0T47 | Long             | STIV             | RF                | US        | 105285996 | NS      | $105285996.15 | 4.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Osttra Group Ltd.                                                           | ORION US FINCO 07/31/32                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4288506 | PA      | $4296117.95   | 0.18%             | 2032-10-08      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| Jones DesLauriers Insurance Management Inc                                  | JONES DESLAURIE 03/15/30                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2633812 | PA      | $2634365.43   | 0.11%             | 2030-03-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                                                    | Standard Building Solutions Inc                                                 | CUSIP: 853192AA0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4998444.50   | 0.21%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| White Cap Supply Holdings LLC(f/k/a White Cap Buyer LLC)                    | WHITE CAP BUYER 10/19/29                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2000000 | PA      | $1998930.00   | 0.09%             | 2029-10-19      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| X Corp (f/k/a Twitter Inc)                                                  | X CORP TWTR TL 10/26/29                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  20816478 | PA      | $20814292.14  | 0.89%             | 2029-10-26      | Floating      | 10.45%                | No            |                  2 | On Loan: No      |
| Financiere Mendel                                                           | FINANCIERE MEND 11/13/30                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1745575 | PA      | $1754582.57   | 0.08%             | 2030-11-08      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                     | TALEN ENERGY SU 12/11/31                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1730374 | PA      | $1733895.61   | 0.07%             | 2031-12-12      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                       | Molina Healthcare Inc                                                           | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6046410.00   | 0.26%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OPENLANE Inc (f/k/a KAR Auction Services Inc)                               | OPENLANE INC KA 10/01/32                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1755118 | PA      | $1758408.82   | 0.08%             | 2032-10-08      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings, LLC                                              | TRUIST INSURANC 05/06/31                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1468695 | PA      | $1467321.32   | 0.06%             | 2031-05-06      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc (f/k/a Nortonlifelock Inc)                                  | NORTONLIFELOCK 09/12/29                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4038130 | PA      | $4002796.27   | 0.17%             | 2029-09-12      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Lsf12 Crown Us Commercial Bidco, LLC                                        | LSF12 CROWN US COMMERCIA                                                        | CUSIP: 50221UAE1<br>LEI: 254900FI2OCFTJ9PAJ18 | Long             | LON              | CORP              | US        |   2000000 | PA      | $2006250.00   | 0.09%             | 2031-12-02      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3 Inc                                                            | WAND NEWCO 3 IN 01/30/31                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1199294 | PA      | $1200079.47   | 0.05%             | 2031-01-30      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                                        | ALPHA GENERATIO 09/30/31                                                        | CUSIP: 000000000<br>LEI: 254900K5V62L4YGVKF49 | Long             | LON              | CORP              | US        |   9585377 | PA      | $9587197.94   | 0.41%             | 2031-09-30      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Pye Barker Fire & Safety LLC                                                | PYE-BARKER FIRE & SAFETY                                                        | CUSIP: 69380SAB9<br>LEI: 254900K8RDMGUBC44870 | Long             | LON              | CORP              | US        |   2331492 | PA      | $2335374.33   | 0.10%             | 2032-12-16      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                    | iHeartCommunications Inc                                                        | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |  11417720 | PA      | $9782987.94   | 0.42%             | 2030-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Transdigm Inc                                                               | TRANSDIGM INC T 03/22/30                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  14858216 | PA      | $14861930.86  | 0.64%             | 2030-03-22      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                           | EMRLD BORROWER 05/31/30                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2992481 | PA      | $2993034.81   | 0.13%             | 2030-05-31      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Flash Charm Inc (fka Idera Inc)                                             | IDERA INC IDERA 03/02/28                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  11937528 | PA      | $10716915.74  | 0.46%             | 2028-03-02      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| Genuine Financial Holdings LLC                                              | HIRERIGHT HOLDI 09/30/30                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5241012 | PA      | $4752942.76   | 0.20%             | 2030-09-27      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Core & Main LP                                                              | CORE & MAIN LP 07/27/28                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4663430 | PA      | $4679471.93   | 0.20%             | 2028-07-27      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                                                       | Belron UK Finance PLC                                                           | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |   3900000 | PA      | $3976327.99   | 0.17%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Pro Mach                                                                    | PRO MACH GROUP 10/12/32                                                         | CUSIP: 74273JAL7<br>LEI: 5493008SZGSVUCSNB151 | Long             | LON              | CORP              | US        |   9537700 | PA      | $9555630.88   | 0.41%             | 2032-10-18      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| USI Inc                                                                     | USI INC/NY COMI 11/23/29                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9552061 | PA      | $9554067.08   | 0.41%             | 2029-11-21      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Concentra Health Services, Inc.                                             | CONCENTRA HEALT 07/28/31                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4344444 | PA      | $4360757.29   | 0.19%             | 2031-07-26      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Ensemble RCM LLC                                                            | ENSEMBLE RCM LL 01/28/33                                                        | CUSIP: 000000000<br>LEI: 254900PDXJVVI20WAQ37 | Long             | LON              | CORP              | US        |  12104734 | PA      | $11998817.66  | 0.51%             | 2033-01-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kaseya Inc.                                                                 | KASEYA INC Vari 03/31/33                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    465003 | PA      | $447565.52    | 0.02%             | 2033-03-05      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                        | Neptune Bidco US Inc                                                            | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |   5710000 | PA      | $5867544.61   | 0.25%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| Azorra Soar TLB FInance Limited                                             | AZORRA SOAR TLB 10/18/29                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4350313 | PA      | $4392010.94   | 0.19%             | 2029-10-18      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Holdings, Inc.                                            | SS&C TECHNOLOGI 05/15/31                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    432089 | PA      | $432579.72    | 0.02%             | 2031-05-09      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Bella Holding Company LLC                                                   | BELLA HOLDING C 05/10/28                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1758017 | PA      | $1759669.64   | 0.08%             | 2028-05-10      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| LS Group OPCO Acquisition LLC                                               | LS GROUP OPCO A 04/23/31                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  11760112 | PA      | $11782221.11  | 0.50%             | 2031-04-23      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group Inc                                                      | ATHENAHEALTH GR 02/14/29                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  41318834 | PA      | $40858335.42  | 1.75%             | 2029-02-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Clearwater Analytics LLC                                                    | CLEARWATER ANAL 02/10/32                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3417392 | PA      | $3420603.90   | 0.15%             | 2032-04-21      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Charter Next Generation, Inc.                                               | CHARTER NEXT GE 12/02/30                                                        | CUSIP: 16125TAP7<br>LEI: 549300KRNU8RNVGYXG75 | Long             | LON              | CORP              | US        |  14369414 | PA      | $14395350.53  | 0.62%             | 2030-11-29      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Proofpoint Inc                                                              | PROOFPOINT INC 08/31/28                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2000000 | PA      | $1989380.00   | 0.09%             | 2028-08-31      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Argent Finco LLC                                                            | ARGENT FINCO LLC                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    882210 | PA      | $885795.96    | 0.04%             | 2032-11-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Pac Dac LLC                                                                 | PAC AVIATION IN 10/09/30                                                        | CUSIP: 69450PAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  11984798 | PA      | $11887481.35  | 0.51%             | 2030-10-28      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| First Advantage Holdings LLC                                                | FIRST ADVANTAGE 10/31/31                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  15277339 | PA      | $14771353.09  | 0.63%             | 2031-10-31      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Cotiviti Inc                                                                | COTIVITI INC 7. 02/24/31                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4232295 | PA      | $3962507.74   | 0.17%             | 2031-05-01      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| GoTo Group Inc                                                              | LogMeIn, Inc. ( 04/30/28                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9471462 | PA      | $8062582.32   | 0.35%             | 2028-04-28      | Floating      | 9.46%                 | No            |                  2 | On Loan: No      |
| Tenable Inc                                                                 | TENABLE INC TEN 06/17/28                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    361347 | PA      | $361121.23    | 0.02%             | 2028-07-07      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                                        | Flutter Treasury DAC                                                            | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |   3450000 | PA      | $3559451.25   | 0.15%             | 2029-04-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                       | QUIKRETE HOLDIN 04/14/31                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1393440 | PA      | $1395954.89   | 0.06%             | 2031-04-14      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Genesys Cloud Services Holdings II LLC (f/k/a Greeneden US Holdings II LLC) | GENESYS CLOUD S 01/23/32                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4771203 | PA      | $4677281.78   | 0.20%             | 2032-01-30      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| CCC Intelligent Solutions Inc.                                              | CCC INTELLIGENT 01/31/32                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3895965 | PA      | $3871615.08   | 0.17%             | 2032-01-23      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| THE LIBERTY COMPANY INSURANCE BROKERS, LLC                                  | LIBERTY CO INSU 10/06/32                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3155533 | PA      | $3179199.03   | 0.14%             | 2032-10-15      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| SAVOR ACQUISITION INC                                                       | SAVOR ACQUISITI 02/28/32                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4760449 | PA      | $4781775.41   | 0.20%             | 2032-02-19      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| VeriFone Systems Inc                                                        | VERIFONE SYSTEM 08/20/28                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3802553 | PA      | $3526867.98   | 0.15%             | 2028-08-18      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-25

**Name of Applicant:** First Trust Exchange-Traded Fund IV

**Signature:** Derek Maltbie

**Name of Signer:** Derek Maltbie

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