# EDGAR Filing Document

**Accession Number:** 0001515940
**File Stem:** 0001145549-23-019577
**Filing Date:** 2023-3
**Character Count:** 115260
**Document Hash:** fc36d985b415076a9c5a3014a21e361c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-019577.hdr.sgml**: 20230330

**ACCESSION NUMBER**: 0001145549-23-019577

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230330

**DATE AS OF CHANGE**: 20230329

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** KKR Income Opportunities Fund
- **CENTRAL INDEX KEY:** 0001515940
- **IRS NUMBER:** 456168963
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22543
- **FILM NUMBER:** 23776330

**BUSINESS ADDRESS:**
- **STREET 1:** 555 CALIFORNIA STREET
- **STREET 2:** 50TH FLOOR
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94104
- **BUSINESS PHONE:** 415-315-3620

**MAIL ADDRESS:**
- **STREET 1:** 555 CALIFORNIA STREET
- **STREET 2:** 50TH FLOOR
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94104

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** KKR Alternative Income Opportunities Fund
- **DATE OF NAME CHANGE:** 20130214

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** KKR Global Credit Opportunities Fund
- **DATE OF NAME CHANGE:** 20110318

## Nport-Ex

<u> KKR Income Opportunities Fund </u> <u>January 31, 2023<br> </u>

****

<br> ---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **SCHEDULE OF INVESTMENTS (Unaudited)**<br>**(Stated in United States Dollars, unless otherwise noted)**<br>**Issuer** | <br>**Asset** | **Reference Rate & Spread** | <br>**Interest Rate** | **Maturity Date** | <br>**Country** | <br>**Currency** | <br>**Par** | **Fair Value** |
| **Leveraged Loans - 69.76%** |  |  |  |  |  |  |  | |
| Aerospace & Defense - 1.08% |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Amentum Services Inc | TL 2L B 12/21 | SOFR (3M) + 7.65% | 12.18% | 2/15/2030 | USA | USD | 1965870 | $1915740 (b) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EaglePicher Technologies LLC | TL 2L 02/18 | LIBOR (1M) + 7.25% | 11.82% | 3/8/2026 | USA | USD | 1957223 | 978612 |
| Alternative Carriers - 1.80% |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Segra | TL 1L B 08/21 | LIBOR (3M) + 4.50% | 9.23% | 10/4/2028 | USA | USD | 5192669 | 4814020 |
| Apparel, Accessories & Luxury Goods - 6.22% |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Varsity Brands Inc | TL 1L 11/17 | LIBOR (1M) + 3.50% | 8.07% | 12/16/2024 | USA | USD | 16766530 | 16682697 |
| Application Software - 8.85% |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Misys Ltd | TL 2L 04/17 | LIBOR (3M) + 7.25% | 12.08% | 6/13/2025 | USA | USD | 8063622 | 6415055 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Solera LLC | TL 2L 06/21 | LIBOR (3M) + 8.00% | 12.73% | 6/4/2029 | USA | USD | 11074727 | 10853233 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TIBCO Software Inc | TL 1L B 09/22 | SOFR (3M) + 4.60% | 9.18% | 3/30/2029 | USA | USD | 7001400 | 6480671 |
| Auto Parts & Equipment - 1.81% |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Innovative XCessories & Services LLC | TL 1L 02/20 | LIBOR (3M) + 4.25% | 7.82% | 3/5/2027 | USA | USD | 4361249 | 3552368 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Rough Country LLC | TL 2L 07/21 | LIBOR (3M) + 6.50% | 11.23% | 7/30/2029 | USA | USD | 841950 | 760559 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Wheel Pros Inc | TL 1L B 05/21 | LIBOR (3M) + 4.50% | 9.32% | 5/11/2028 | USA | USD | 767838 | 537859 |
| Broadcasting - 4.98% |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NEP Broadcasting LLC | TL 1L 05/20 | LIBOR (1M) + 8.25% | 12.82% | 6/1/2025 | USA | USD | 1585923 | 1561817<br> (b) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NEP Broadcasting LLC | TL 1L B 09/18 | LIBOR (1M) + 3.25% | 7.82% | 10/20/2025 | USA | USD | 4482532 | 4049968 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NEP Broadcasting LLC | TL 1L B 09/18 | EURIBOR (1M) + 3.5% | 5.63% | 10/20/2025 | NLD | EUR | 2178141 | 2078932 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NEP Broadcasting LLC | TL 2L 09/18 | LIBOR (1M) + 7.00% | 11.57% | 10/19/2026 | USA | USD | 7494510 | 5643366 |
| Building Products - 1.05% |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;DiversiTech Holdings Inc | TL 2L B 12/21 | LIBOR (3M) + 6.75% | 11.48% | 12/15/2029 | USA | USD | 1381023 | 1236016 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;VC GB Holdings Inc (Visual Comfort) | TL 2L 06/21 | LIBOR (1M) + 6.75% | 11.32% | 7/23/2029 | USA | USD | 1927630 | 1587085 |
| Communications Equipment - 0.12% |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ciena Corp | TL 1L B 01/23 | SOFR (1M) + 2.50% | 6.98% | 1/18/2030 | USA | USD | 328220 | 328630 |
| Construction & Engineering - 3.78% |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total Safety US Inc | TL 1L B 07/19 | LIBOR (3M) + 6.00% | 10.71% | 8/18/2025 | USA | USD | 5173517 | 4950874 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;USIC Holdings Inc | TL 2L 05/21 | LIBOR (1M) + 6.50% | 11.07% | 5/14/2029 | USA | USD | 431521 | 408732 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Yak Access LLC | Bridge Loan 1L 01/23 | SOFR (1M) + 8.35% | 12.88% | 3/10/2023 | USA | USD | 841478 | 833063<br> (a) (b) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Yak Access LLC | Bridge Loan 1L 11/22 | SOFR (3M) + 8.35% | 13.06% | 3/10/2023 | USA | USD | 958262 | 948679<br> (a) (b) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Yak Access LLC | Bridge Loan 1L 12/22 | SOFR (3M) + 8.35% | 13.06% | 3/10/2023 | USA | USD | 718696 | 711509<br> (a) (b) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Yak Access LLC | TL 1L B 05/18 |  |  | 7/11/2025 | USA | USD | 5622555 | 2285568<br> (a) (e) |
| Construction Machinery & Heavy Trucks - 1.78% |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Accuride Corp | TL 1L B 10/17 | LIBOR (3M) + 5.25% | 9.98% | 11/17/2023 | USA | USD | 5759045 | 4780008 |
| Construction Materials - 0.44% |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Summit Materials Holdings LP | TL 1L B 12/22 | SOFR (3M) + 3.10% | 7.61% | 12/14/2027 | USA | USD | 1167934 | 1172559 |
| Data Processing & Outsourced Services - 2.23% |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Go Daddy Operating Co LLC | TL 1L 10/22 | SOFR (1M) + 3.25% | 7.81% | 11/9/2029 | USA | USD | 3426730 | 3443881 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;West Corp | TL 1L B3 01/23 | SOFR (3M) + 4.00% | 8.93% | 4/10/2027 | USA | USD | 2918638 | 2539215 |
| Department Stores - 0.75% |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Belk Inc | TL 1L 02/21 | LIBOR (3M) + 7.50% | 12.20% | 7/31/2025 | USA | USD | 459875 | 394487<br> (a) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Belk Inc | TL 1L EXIT 02/21 PIK Toggle |  |  | 7/31/2025 | USA | USD | 8623336 | 1600707<br> (a) (d) (e) |
| Diversified Metals & Mining - 0.81% |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Foresight Energy LLC | TL 1L A 06/20 | LIBOR (3M) + 8.00% | 12.73% | 6/30/2027 | USA | USD | 2171458 | 2171458<br> (a) (b)<br>|
| Diversified Support Services - 0.44% |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Access CIG LLC | TL 2L 02/18 | LIBOR (1M) + 7.75% | 12.32% | 2/27/2026 | USA | USD | 1292375 | 1176061 |
| Education Services - 0.97% |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Jostens Inc | TL 1L 12/18 | LIBOR (3M) + 5.50% | 10.23% | 12/19/2025 | USA | USD | 2589178 | 2590809 |
| Financial Exchanges & Data - 0.22% |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IntraFi Network LLC | TL 2L 11/21 | LIBOR (1M) + 6.25% | 10.82% | 11/5/2029 | USA | USD | 623220 | 579077 |
| Health Care Equipment - 5.55% |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Drive DeVilbiss Healthcare LLC | TL 1L 03/21 | 4.00% PIK, SOFR (3M) + 9.50% | 14.08% | 6/1/2025 | USA | USD | 7567030 | 6848162<br> (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Drive DeVilbiss Healthcare LLC | TL 1L 09/22 | 9.00% PIK, SOFR (3M) + 10.00% | 14.68% | 6/1/2025 | USA | USD | 1008713 | 1008713<br> (b) (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Orchid Orthopedic Solutions LLC | TL 1L 02/19 | LIBOR (3M) + 4.50% | 9.23% | 3/5/2026 | USA | USD | 5642913 | 5008114 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Tecomet Inc | TL 1L 10/17 | LIBOR (3M) + 3.50% | 8.29% | 5/1/2024 | USA | USD | 2259254 | 1988957 |
| Health Care Facilities - 0.38% |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ScionHealth | TL 1L B 12/21 | LIBOR (1M) + 5.25% | 9.82% | 12/23/2028 | USA | USD | 1729411 | 1023232 |
| Health Care Services - 0.08% |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Paradigm Acquisition Corp | TL 2L 10/18 | LIBOR (3M) + 7.50% | 12.23% | 10/26/2026 | USA | USD | 213465 | 204927 |
| Hotels, Resorts & Cruise Lines - 2.33% |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;B&B Hotels SAS | TL 1L B3A 01/20 | EURIBOR (3M) + 3.38% | 5.18% | 7/31/2026 | FRA | EUR | 2427830 | 2548648 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;B&B Hotels SAS | TL 1L B4 03/21 | EURIBOR (6M) + 5.50% | 7.24% | 7/31/2026 | FRA | EUR | 1159680 | 1246002 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;B&B Hotels SAS | TL 2L 04/20 | LIBOR (6M) + 8.50% | 8.50% | 7/30/2027 | FRA | EUR | 656590 | 687092 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Four Seasons Holdings Inc | TL 1L B 11/22 | SOFR (1M) + 3.35% | 7.91% | 11/30/2029 | CAN | USD | 802480 | 807146 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Travel + Leisure Co | TL 1L 12/22 | SOFR (3M) + 4.10% | 8.61% | 12/14/2029 | USA | USD | 961162 | 963267 |
| Human Resource & Employment Services - 0.98% |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SIRVA Worldwide Inc | TL 1L 07/18 | LIBOR (3M) + 5.50% | 9.94% | 8/4/2025 | USA | USD | 1817000 | 1629395 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SIRVA Worldwide Inc | TL 2L 07/18 | LIBOR (3M) + 9.50% | 14.13% | 8/3/2026 | USA | USD | 1149740 | 994813 |
| Industrial Machinery - 0.59% |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CPM Holdings Inc | TL 2L 10/18 | LIBOR (1M) + 8.25% | 12.62% | 11/16/2026 | USA | USD | 1321319 | 1304802 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Engineered Machinery Holdings Inc | TL 2L 08/21 | LIBOR (3M) + 6.00% | 10.73% | 5/21/2029 | USA | USD | 289880 | 265466 |
| Internet & Direct Marketing Retail - 1.29% |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AutoScout24 GmbH | TL 1L B 02/20 | EURIBOR (6M) + 3.25% | 5.11% | 3/31/2027 | DEU | EUR | 2260250 | 2313683 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AutoScout24 GmbH | TL 2L 01/20 | EURIBOR (6M) + 6.25% | 8.11% | 3/31/2028 | DEU | EUR | 1252291 | 1157973 |
| IT Consulting & Other Services - 4.59% |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PSAV Inc | TL 1L B1 12/20 | 0.25% PIK, LIBOR (3M) + 3.25% | 7.88% | 3/3/2025 | USA | USD | 6715174 | 6312264<br> (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PSAV Inc | TL 1L B3 12/20 | 10.00% PIK, 5.00% | 15.00% | 10/15/2026 | USA | USD | 2125489 | 2246386<br> (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PSAV Inc | TL 2L 02/18 | LIBOR (1M) + 7.25% | 11.65% | 9/1/2025 | USA | USD | 4448850 | 3714790 |
| Leisure Facilities - 2.97% |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Aimbridge Acquisition Co Inc | TL 1L B 10/19 | LIBOR (1M) + 3.75% | 8.32% | 2/2/2026 | USA | USD | 2591770 | 2399538 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United PF Holdings LLC | TL 1L 01/20 | LIBOR (3M) + 4.00% | 8.73% | 12/30/2026 | USA | USD | 6518839 | 5140105 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United PF Holdings LLC | TL 1L B 06/20 | LIBOR (3M) + 8.50% | 13.23% | 12/30/2026 | USA | USD | 486199 | 388959 |
| Life Sciences Tools & Services - 2.07% |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PAREXEL International Corp | TL 2L 07/21 | LIBOR (1M) + 6.50% | 11.07% | 11/15/2029 | USA | USD | 5637180 | 5556005<br> (b) |
| Movies & Entertainment - 1.28% |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Formula One | TL 1L B 11/22 | SOFR (1M) + 3.25% | 7.81% | 1/15/2030 | LUX | USD | 3426380 | 3443872 |
| Oil & Gas Storage & Transportation - 0.84% |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Oryx Midstream Services LLC | TL 1L B 09/21 | LIBOR (3M) + 3.25% | 7.92% | 10/5/2028 | USA | USD | 2264261 | 2260956 |
| Packaged Foods & Meats - 0.86% |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Nomad Foods US LLC | TL 1L B 10/22 | SOFR (3M) + 4.00% | 8.23% | 11/12/2029 | USA | USD | 2285210 | 2294579 |
| Publishing - 0.80% |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Emerald Expositions Holding Inc | TL 1L B 11/17 | LIBOR (1M) + 2.50% | 7.07% | 5/22/2024 | USA | USD | 2186902 | 2151091 |
| Research & Consulting Services - 0.17% |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TMF Group Holding BV | TL 2L 12/17 | EURIBOR (3M) + 6.63% | 8.80% | 5/4/2026 | NLD | EUR | 440830 | 462351 |
| Security & Alarm Services - 0.62% |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Monitronics International Inc | TL 1L EXIT 08/19 | LIBOR (3M) + 7.50% | 12.33% | 3/29/2024 | USA | USD | 2530820 | 1657687 |
| Specialty Chemicals - 6.29% |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Aruba Investments Inc | TL 2L 10/20 | LIBOR (1M) + 7.75% | 12.30% | 11/24/2028 | USA | USD | 1841010 | 1673782 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Flint Group GmbH | TL 1L B 04/14 | 0.75% PIK, EURIBOR (3M) + 4.25% | 0.75% | 9/21/2023 | DEU | EUR | 1138905 | 829814<br> (a) (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Flint Group GmbH | TL 1L B3 05/15 | 0.75% PIK, EURIBOR (3M) + 4.25% | 0.75% | 9/21/2023 | DEU | EUR | 9263 | 6749<br> (a) (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Flint Group GmbH | TL 1L B4 11/15 | 0.75% PIK, EURIBOR (3M) + 4.25% | 0.75% | 9/21/2023 | DEU | EUR | 86742 | 63200<br> (a) (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Flint Group GmbH | TL 1L B5 02/17 | 0.75% PIK, EURIBOR (3M) + 4.25% | 0.75% | 9/21/2023 | DEU | EUR | 143924 | 104864<br> (a) (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Flint Group GmbH | TL 1L B6 03/17 | 0.75% PIK, EURIBOR (3M) + 4.25% | 0.75% | 9/21/2023 | DEU | EUR | 104709 | 76292<br> (a) (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Flint Group GmbH | TL 1L B7 04/14 | 0.75% PIK, EURIBOR (3M) + 4.25% | 0.75% | 9/21/2023 | DEU | EUR | 99875 | 72770<br> (a) (d) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Vantage Specialty Chemicals Inc | TL 1L B 10/17 | LIBOR (3M) + 3.50% | 8.28% | 10/28/2024 | USA | USD | 10619400 | 10520958 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Vantage Specialty Chemicals Inc | TL 2L 10/17 | LIBOR (3M) + 8.25% | 12.98% | 10/27/2025 | USA | USD | 3725749 | 3507438 |
| Trucking - 0.74% |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Kenan Advantage Group Inc/The | TL 2L 08/21 | LIBOR (1M) + 7.25% | 11.82% | 9/1/2027 | USA | USD | 2135010 | 1996234 |
| **TOTAL LEVERAGED LOANS (Amortized cost $209,275,941)** |  |  |  |  |  |  |  | $**186944391** |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **High Yield Securities - 85.62%** |  |  |  |  |  | |  |
| Airlines - 3.79% |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;American Airlines Group Inc | 3.750% 03/2025 | 3/1/2025 | USA | USD | 10343000 | $9700576 | (f) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Delta Air Lines Inc | 2.900% 10/2024 | 10/28/2024 | USA | USD | 474000 | 452613 |  |
| Alternative Carriers - 1.12% |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Zayo Group LLC | 6.125% 03/2028 | 3/1/2028 | USA | USD | 4345000 | 2994074 | (f) |
| Apparel, Accessories & Luxury Goods - 0.47% |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Varsity Brands Inc | L+8.000% 12/2024 | 12/22/2024 | USA | USD | 1270000 | 1270000 | (b) (f) |
| Application Software - 2.44% |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cision Ltd | 9.500% 02/2028 | 2/15/2028 | USA | USD | 6449000 | 2485329 | (f) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TIBCO Software Inc | 6.500% 03/2029 | 3/31/2029 | USA | USD | 4610000 | 4051840 | (f) |
| Auto Parts & Equipment - 1.71% |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Truck Hero Inc | 6.250% 02/2029 | 2/1/2029 | USA | USD | 3115000 | 2317435 | (f) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Wheel Pros Inc | 6.500% 05/2029 | 5/15/2029 | USA | USD | 5638000 | 2282031 | (f) |
| Automobile Manufacturers - 0.42% |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Thor Industries Inc | 4.000% 10/2029 | 10/15/2029 | USA | USD | 1350000 | 1124240 | (f) |
| Automotive Retail - 1.54% |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mavis Discount Tire Inc | 6.500% 05/2029 | 5/15/2029 | USA | USD | 4846000 | 4136715 | (f) |
| Biotechnology - 0.62% |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Intercept Pharmaceuticals Inc | 3.250% 07/2023 | 7/1/2023 | USA | USD | 1669000 | 1660530 |  |
| Broadcasting - 1.44% |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Spotify USA Inc | 0.000% 03/2026 | 3/15/2026 | USA | USD | 4598000 | 3857722 | (c) |
| Building Products - 15.30% |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Acproducts Inc (aka Cabinetworks) | 6.375% 05/2029 | 5/15/2029 | USA | USD | 11955000 | 7302544 | (f) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cornerstone (Ply Gem Holdings Inc) | 8.750% 08/2028 | 8/1/2028 | USA | USD | 985000 | 927378 | (f) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;LBM Borrower LLC | 6.250% 01/2029 | 1/15/2029 | USA | USD | 6181000 | 4706213 | (f) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;LBM Borrower LLC | 7.750% 04/2027 | 4/1/2027 | USA | USD | 5294000 | 3977594 | (f) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Oldcastle Buildingenvelope Inc | 9.500% 04/2030 | 4/15/2030 | USA | USD | 713000 | 639030 | (f) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Patrick Industries Inc | 1.750% 12/2028 | 12/1/2028 | USA | USD | 2097000 | 1897785 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Patrick Industries Inc | 4.750% 05/2029 | 5/1/2029 | USA | USD | 7958000 | 6813958 | (f) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PrimeSource Building Products Inc | 5.625% 02/2029 | 2/1/2029 | USA | USD | 4654000 | 3253286 | (f) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PrimeSource Building Products Inc | 6.750% 08/2029 | 8/1/2029 | USA | USD | 4980000 | 3542174 | (f) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SRS Distribution Inc | 6.000% 12/2029 | 12/1/2029 | USA | USD | 7576000 | 6482442 | (f) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SRS Distribution Inc | 6.125% 07/2029 | 7/1/2029 | USA | USD | 1706000 | 1469318 | (f) |
| Cable & Satellite - 2.42% |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cablevision Lightpath LLC | 5.625% 09/2028 | 9/15/2028 | USA | USD | 1048000 | 805619 | (f) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CSC Holdings LLC (Altice USA) | 5.000% 11/2031 | 11/15/2031 | USA | USD | 806000 | 484571 | (f) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CSC Holdings LLC (Altice USA) | 5.750% 01/2030 | 1/15/2030 | USA | USD | 4702000 | 2968255 | (f) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;RCN Grande (Radiate) | 6.500% 09/2028 | 9/15/2028 | USA | USD | 4251000 | 2220361 | (f) |
| Commercial Printing - 1.86% |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Multi-Color Corp | 10.500% 07/2027 | 7/15/2027 | USA | USD | 3814000 | 3633331 | (f) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Multi-Color Corp | 5.875% 10/2028 | 11/1/2028 | USA | USD | 1197000 | 1084033 | (f) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Multi-Color Corp | 8.250% 11/2029 | 11/1/2029 | USA | USD | 332000 | 279088 | (f) |
| Commodity Chemicals - 1.02% |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SI Group Inc | 6.750% 05/2026 | 5/15/2026 | USA | USD | 6041000 | 2732163 | (f) |
| Construction & Engineering - 2.15% |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Maxim Crane Works LP / Maxim Finance Corp | 10.125% 08/2024 | 8/1/2024 | USA | USD | 5952000 | 5755685 | (f) |
| Data Processing & Outsourced Services - 1.80% |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Xerox Business Services /Conduent | 6.000% 11/2029 | 11/1/2029 | USA | USD | 5451000 | 4832393 | (f) |
| Electronic Components - 3.24% |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CommScope Inc | 6.000% 06/2025 | 6/15/2025 | USA | USD | 6801000 | 6448504 | (f) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CommScope Inc | 7.125% 07/2028 | 7/1/2028 | USA | USD | 2826000 | 2217410 | (f) |
| Health Care Equipment - 1.14% |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Haemonetics Corp | 0.000% 03/2026 | 3/1/2026 | USA | USD | 3563000 | 3057410 | (c) |
| Health Care Facilities - 1.85% |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CHS/Community Health Systems, Inc. | 6.125% 04/2030 | 4/1/2030 | USA | USD | 1997000 | 1203248 | (f) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CHS/Community Health Systems, Inc. | 6.875% 04/2028 | 4/1/2028 | USA | USD | 2725000 | 1672046 | (f) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CHS/Community Health Systems, Inc. | 6.875% 04/2029 | 4/15/2029 | USA | USD | 1484000 | 940930 | (f) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;LifePoint Hospitals Inc | 5.375% 01/2029 | 1/15/2029 | USA | USD | 1727000 | 1155736 | (f) |
| Hotels, Resorts & Cruise Lines - 11.92% |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Carnival Corp | 5.750% 03/2027 | 3/1/2027 | USA | USD | 10373000 | 8624216 | (f) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Carnival Corp | 6.000% 05/2029 | 5/1/2029 | USA | USD | 4931000 | 3901678 | (f) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NCL Corp Ltd | 1.125% 02/2027 | 2/15/2027 | USA | USD | 2997000 | 2300198 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NCL Corp Ltd | 3.625% 12/2024 | 12/15/2024 | USA | USD | 7608000 | 7152053 | (f) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NCL Corp Ltd | 6.125% 03/2028 | 3/15/2028 | USA | USD | 689000 | 560849 | (f) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Royal Caribbean Cruises Ltd | 11.625% 08/2027 | 8/15/2027 | USA | USD | 204000 | 216750 | (f) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Royal Caribbean Cruises Ltd | 5.500% 04/2028 | 4/1/2028 | USA | USD | 4592000 | 3955181 | (f) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Viking Cruises Ltd | 5.875% 09/2027 | 9/15/2027 | USA | USD | 2512000 | 2143716 | (f) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Viking Cruises Ltd | 7.000% 02/2029 | 2/15/2029 | USA | USD | 3548000 | 3091390 | (f) |
| Industrial Conglomerates - 1.59% |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unifrax I LLC / Unifrax Holding Co | 5.250% 09/2028 | 9/30/2028 | USA | USD | 2959000 | 2538760 | (f) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unifrax I LLC / Unifrax Holding Co | 7.500% 09/2029 | 9/30/2029 | USA | USD | 2371000 | 1710465 | (f) |
| Industrial Machinery - 3.40% |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SPX FLOW Inc | 8.750% 04/2030 | 4/1/2030 | USA | USD | 11070000 | 9125975 | (f) |
| Insurance Brokers - 4.49% |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;National Financial Partners Corp | 6.875% 08/2028 | 8/15/2028 | USA | USD | 13892000 | 12029152 | (f) |
| Integrated Oil & Gas - 1.01% |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Occidental Petroleum Corp | 4.100% 02/2047 | 2/15/2047 | USA | USD | 1990000 | 1592000 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Occidental Petroleum Corp | 4.200% 03/2048 | 3/15/2048 | USA | USD | 1421000 | 1124716 |  |
| Leisure Facilities - 2.19% |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Life Time Fitness Inc | 5.750% 01/2026 | 1/15/2026 | USA | USD | 1713000 | 1648488 | (f) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Merlin Entertainments PLC | 6.625% 11/2027 | 11/15/2027 | IRL | USD | 4653000 | 4217926 | (f) |
| Oil & Gas Storage & Transportation - 5.16% |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Genesis Energy | 6.500% 10/2025 | 10/1/2025 | USA | USD | 2842000 | 2795818 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Genesis Energy | 8.875% 04/2030 | 4/15/2030 | USA | USD | 1776000 | 1807062 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NGL Energy Partners LP / NGL Energy Finance Corp | 7.500% 02/2026 | 2/1/2026 | USA | USD | 9721000 | 9245439 | (f) |
| Real Estate Services - 0.96% |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Redfin Corp | 0.000% 10/2025 | 10/15/2025 | USA | USD | 3864000 | 2564730 | (c) |
| Restaurants - 1.05% |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Golden Nugget Inc. | 6.750% 07/2030 | 1/15/2030 | USA | USD | 3373000 | 2803705 | (f) |
| Security & Alarm Services - 0.98% |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Verisure Holding AB | 3.875% 07/2026 | 7/15/2026 | SWE | EUR | 2592000 | 2616955 | (f) |
| Specialty Stores - 5.96% |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Douglas Holding AG | 6.000% 04/2026 | 4/8/2026 | DEU | EUR | 10461000 | 9871308 | (f) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Douglas Holding AG | 8.250% 10/2026 | 10/1/2026 | DEU | EUR | 7967248 | 6103678 | (f) |
| Trading Companies & Distributors - 2.58% |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Neon Holdings Inc (GPD Cos Inc) | 10.125% 04/2026 | 4/1/2026 | USA | USD | 2558000 | 2296304 | (f) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TruckPro LLC | 11.000% 10/2024 | 10/15/2024 | USA | USD | 4726000 | 4615846 | (f) |
| **TOTAL HIGH YIELD SECURITIES (Amortized cost $275,649,442)** | **TOTAL HIGH YIELD SECURITIES (Amortized cost $275,649,442)** |  |  |  |  | $**229489968** |  |
| **Issuer** | **Asset** |  | **Country** | **Currency** | **Shares** | **Fair Value** | **Footnotes** |
| **Equity & Other Investments - 2.80%** |  |  |  |  |  |  |  |
| Diversified Metals & Mining - 1.42% |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Foresight Energy LLC | Common Stock |  | USA | USD | 320381 | $&nbsp;&nbsp;&nbsp;&nbsp;3820346 | (a) (b) (e) |
| Hotels, Resorts & Cruise Lines - 1.19% |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hilton Grand Vacations Inc | Common Stock |  | USA | USD | 67230 | 3184013 | (e) |
| Oil & Gas Equipment & Services - 0.19% |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Proserv Group Parent LLC | Common Stock |  | GBR | USD | 114010 | 94845 | (b) (e) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Proserv Group Parent LLC | Preferred Stock |  | GBR | USD | 36249 | 409048 | (b) |
| Packaged Foods & Meats - 0.00% |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CTI Foods Holding Co LLC | Common Stock |  | USA | USD | 955 | - | (b) (e) |
| **TOTAL EQUITY & OTHER INVESTMENTS (Cost $8,429,610)** |  |  |  |  |  | $**7508252** |  |
| **Trade Claim - 0.16%** |  |  |  |  |  |  |  |
| Health Care Facilities - 0.16% |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Quorum Health Corp | Trade Claim |  | USA | USD | 3964000 | $&nbsp;&nbsp;&nbsp;&nbsp;438022 | &nbsp;&nbsp;&nbsp;&nbsp;(a) (b) |
| **TOTAL TRADE CLAIM (Cost $1,868,416)** |  |  |  |  |  | $**438022** |  |
| **Money Market Funds - 1.03%** |  |  |  |  |  |  |  |
| U.S. Government Securities - 1.03% |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Institutional Liquidity Fund - Government Portfolio |  |  | USA | USD | 2771110 | $2771110 |  |
| **TOTAL MONEY MARKET FUNDS (Cost $2,771,110)** |  |  |  |  |  | $**2771110** |  |
| **TOTAL INVESTMENTS (Cost $497,994,519) - 159.37%** |  |  |  |  |  | $**427151743** |  |
| **LIABILITIES EXCEEDING OTHER ASSETS, NET - (59.37%)** |  |  |  |  |  | **&nbsp;&nbsp;&nbsp;&nbsp;(159133257)** |  |
| **NET ASSETS - 100.00%** |  |  |  |  |  | $**268018486** |  |

---

---

| | |
|:---|:---|
| TL <br>| Term loan. |
| DD <br>| Delayed draw term loan. |
| 1L | First lien. |
| 2L | Second lien. |
| (a) <br>| Security considered restricted. |
| (b) <br>| Value determined using significant unobservable inputs. |
| (c) <br>| Zero coupon bond. |
| (d) <br>| Represents a payment-in-kind ("PIK") security which may pay interest/dividend in additional par/shares. |
| (e) <br>| Non-income producing security. |
| (f) <br>| Securities exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may only be resold to qualified institutional buyers in transactions exempt from registration. |

---

------

The following are the details of the restricted securities held by the Fund:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Issuer** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Asset** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Par/Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Cost** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Fair Value** | **Acquisition Date** | **% of Net Assets** |
| **Common Stock** |  | | | |  | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Foresight Energy LLC | Common Stock | 320381 | 3568044 | 3820346 | 6/30/2020 | 1.43% |
| **Leveraged Loans** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Belk Inc | TL 1L EXIT 02/21 | 8623336 | 5690792 | 1600707 | 2/24/2021 | 0.60% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Belk Inc | TL 1L 02/21 | 459875 | 455991 | 394487 | 2/24/2021 | 0.15% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Flint Group GmbH | TL 1L B 04/14 | 1138905 | 1325056 | 829814 | 11/20/2020 | 0.31% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Flint Group GmbH | TL 1L B3 05/15 | 9263 | 10777 | 6749 | 8/12/2022 | 0.00% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Flint Group GmbH | TL 1L B4 11/15 | 86742 | 100919 | 63200 | 8/12/2022 | 0.02% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Flint Group GmbH | TL 1L B5 02/17 | 143924 | 166394 | 104864 | 8/12/2022 | 0.04% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Flint Group GmbH | TL 1L B6 03/17 | 104709 | 121824 | 76292 | 8/12/2022 | 0.03% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Flint Group GmbH | TL 1L B7 04/14 | 99875 | 116200 | 72770 | 8/12/2022 | 0.03% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Foresight Energy LLC | TL 1L A 06/20 | 2171458 | 2171458 | 2171458 | 6/30/2020 | 0.81% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Yak Access LLC | Bridge Loan 1L 01/23 | 841478 | 834237 | 833063 | 1/23/2023 | 0.31% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Yak Access LLC | Bridge Loan 1L 11/22 | 958262 | 957420 | 948679 | 10/28/2022 | 0.35% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Yak Access LLC | Bridge Loan 1L 12/22 | 718696 | 717294 | 711509 | 12/21/2022 | 0.27% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Yak Access LLC | TL 1L B 05/18 | 5622555 | 5494047 | 2285568 | 6/29/2018 | 0.85% |
| **Trade Claim** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Quorum Health Corp | Trade Claim | 3964000 | 1871035 | 438022 | 6/1/2018 | 0.16% |
| **Total** |  |  | $23601488 | $14357528 |  |  |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** KKR Income Opportunities Fund

- **b. Investment Company Act file number:** 811-22543

- **c. CIK number of Registrant:** 0001515940

- **d. LEI of Registrant:** 549300H65GA67Q2C3B36

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

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

  - **City:** San Francisco

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94104

  - **Telephone number:** 415-315-3620

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

- **a. Name of Series:** KKR Income Opportunities Fund

- **c. LEI of Series:** N/A

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

- **a. Date of fiscal year-end:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**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:** $454461953.91

**Total Liabilities:** $186664386.54

**Net Assets:** $267797567.37

**Delayed Delivery Securities:** $1068000.00

**Cash Not Reported:** $4733919.44

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 5.37%                | -3.93%               | 8.48%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1891197.86              | $6657109.15                                |
| Month 2  | $-934677.19              | $-8021473.89                               |
| Month 3  | $663275.23               | $19321560.01                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CSC HOLDINGS LLC                        | CSC Holdings LLC                                                        | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   4702000 | PA      | $2968255.05   | 1.11%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                        | CSC Holdings LLC                                                        | CUSIP: 126307BK2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    806000 | PA      | $484571.23    | 0.18%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COLOUROZ INVESTMENT 1 GM                | ColourOZ Investment 1 GmbH                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |      8774 | PA      | $6395.79      | 0.00%             | 2023-09-07      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| COLOUROZ INVESTMENT 1 GM                | ColourOZ Investment 1 GmbH                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |     13145 | PA      | $9581.79      | 0.00%             | 2023-09-07      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| FLINT GROUP GMBH                        | Flint Group GmbH                                                        | CUSIP: N/A<br>LEI: 529900HYSM9MD1C1LG96       | Long             | LON              | CORP              | DE        |       219 | PA      | $159.49       | 0.00%             | 2023-09-07      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| FLINT GROUP GMBH                        | Flint Group GmbH                                                        | CUSIP: N/A<br>LEI: 529900HYSM9MD1C1LG96       | Long             | LON              | CORP              | DE        |         1 | PA      | $0.41         | 0.00%             | 2023-09-07      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| FLINT GROUP GMBH                        | Flint Group GmbH                                                        | CUSIP: N/A<br>LEI: 529900HYSM9MD1C1LG96       | Long             | LON              | CORP              | DE        |      1957 | PA      | $1426.55      | 0.00%             | 2023-09-07      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| FLINT GROUP GMBH                        | Flint Group GmbH                                                        | CUSIP: N/A<br>LEI: 529900HYSM9MD1C1LG96       | Long             | LON              | CORP              | DE        |       260 | PA      | $189.50       | 0.00%             | 2023-09-07      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES GROUP                 | American Airlines Group Inc                                             | CUSIP: 02376RAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10343000 | PA      | $9700573.83   | 3.62%             | 2025-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                     | LBM Acquisition LLC                                                     | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |   6181000 | PA      | $4706213.40   | 1.76%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BCPE ULYSSES INTERMEDIAT                | BCPE Ulysses Intermediate Inc                                           | CUSIP: 05553LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5294000 | PA      | $3977593.96   | 1.49%             | 2027-04-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                | CHS/Community Health Systems Inc                                        | CUSIP: 12543DBE9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   2725000 | PA      | $1672046.38   | 0.62%             | 2028-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                | CHS/Community Health Systems Inc                                        | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1484000 | PA      | $940930.20    | 0.35%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                | CHS/Community Health Systems Inc                                        | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1997000 | PA      | $1203248.30   | 0.45%             | 2030-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH                   | Cablevision Lightpath LLC                                               | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |   1048000 | PA      | $805618.56    | 0.30%             | 2028-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                   | Caesars Entertainment Inc                                               | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    638000 | PA      | $649962.50    | 0.24%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CAMELOT RETURN MERGER SU                | Camelot Return Merger Sub Inc                                           | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    985000 | PA      | $927377.50    | 0.35%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                           | Carnival Corp                                                           | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |  10373000 | PA      | $8624215.93   | 3.22%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                           | Carnival Corp                                                           | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   4931000 | PA      | $3901678.41   | 1.46%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MAXIM CRANE WORKS LLC                   | Maxim Crane Works Holdings Capital LLC                                  | CUSIP: 18911YAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5952000 | PA      | $5755685.78   | 2.15%             | 2024-08-01      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                           | CommScope Inc                                                           | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   2826000 | PA      | $2217410.33   | 0.83%             | 2028-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECH LLC                      | CommScope Technologies LLC                                              | CUSIP: 20337YAA5<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |   6801000 | PA      | $6448504.17   | 2.41%             | 2025-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONDUENT BUS SERVICES                   | Conduent Business Services LLC / Conduent State & Local Solutions Inc   | CUSIP: 20679LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5451000 | PA      | $4832393.27   | 1.80%             | 2029-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FLINT GROUP GMBH                        | Flint Group GmbH                                                        | CUSIP: N/A<br>LEI: 529900HYSM9MD1C1LG96       | Long             | LON              | CORP              | DE        |     97529 | PA      | $71091.92     | 0.03%             | 2023-09-07      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                        | Finastra USA Inc                                                        | CUSIP: 02034DAF4<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |   8063622 | PA      | $6415054.57   | 2.40%             | 2025-06-13      | Floating      | 12.08%                | No            |                  2 | On Loan: No      |
| EMERALD EXPO HOLDINGS INC               | Emerald X Inc                                                           | CUSIP: 29088UAF4<br>LEI: 549300YQCBSQUCZ74696 | Long             | LON              | CORP              | US        |   2186902 | PA      | $2151091.42   | 0.80%             | 2024-05-22      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| WEST CORP                               | Intrado Corp                                                            | CUSIP: 68162RAC5<br>LEI: 5493005Z5DB0O5S30R71 | Long             | LON              | CORP              | US        |   2598469 | PA      | $2446341.68   | 0.91%             | 2024-10-10      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                     | Delta Air Lines Inc                                                     | CUSIP: 247361ZU5<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    474000 | PA      | $452613.12    | 0.17%             | 2024-10-28      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                  | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc      | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3373000 | PA      | $2803705.06   | 1.05%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WEST CORP                               | Intrado Corp                                                            | CUSIP: 68162RAC5<br>LEI: 5493005Z5DB0O5S30R71 | Long             | LON              | CORP              | US        |    470737 | PA      | $443177.63    | 0.17%             | 2024-10-10      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| WEST CORP                               | Intrado Corp                                                            | CUSIP: 68162RAC5<br>LEI: 5493005Z5DB0O5S30R71 | Long             | LON              | CORP              | US        |    717423 | PA      | $675421.14    | 0.25%             | 2024-10-10      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| WEST CORP                               | Intrado Corp                                                            | CUSIP: 68162RAC5<br>LEI: 5493005Z5DB0O5S30R71 | Long             | LON              | CORP              | US        |   1194201 | PA      | $1124286.10   | 0.42%             | 2024-10-10      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| VANTAGE SPEC CHEM                       | Vantage Specialty Chemicals Inc                                         | CUSIP: 92210XAC4<br>LEI: 54930057U5S5AY44VU09 | Long             | LON              | CORP              | US        |   5170070 | PA      | $5122143.58   | 1.91%             | 2024-10-28      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| VANTAGE SPEC CHEM                       | Vantage Specialty Chemicals Inc                                         | CUSIP: 92210XAC4<br>LEI: 54930057U5S5AY44VU09 | Long             | LON              | CORP              | US        |   5449330 | PA      | $5398814.24   | 2.02%             | 2024-10-28      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| VANTAGE SPEC CHEM                       | Vantage Specialty Chemicals Inc                                         | CUSIP: 92211YAB3<br>LEI: 54930057U5S5AY44VU09 | Long             | LON              | CORP              | US        |   3725749 | PA      | $3507438.32   | 1.31%             | 2025-10-26      | Floating      | 12.98%                | No            |                  2 | On Loan: No      |
| TECOSTAR HOLDINGS INC                   | TecoStar Holdings Inc                                                   | CUSIP: 87876HAC4<br>LEI: 549300IXCNJ4GPQ18L22 | Long             | LON              | CORP              | US        |   2259254 | PA      | $1988956.51   | 0.74%             | 2024-05-01      | Floating      | 8.29%                 | No            |                  2 | On Loan: No      |
| ACCESS CIG LLC                          | Access CIG LLC                                                          | CUSIP: 00435CAL2<br>LEI: 5493002EU9Z6IQMPAN35 | Long             | LON              | CORP              | US        |   1292375 | PA      | $1176061.26   | 0.44%             | 2026-02-27      | Floating      | 12.12%                | No            |                  2 | On Loan: No      |
| AVSC HOLDING CORP                       | AVSC Holding Corp                                                       | CUSIP: 00241YAQ7<br>LEI: 549300CLJBQ9YSR4U689 | Long             | LON              | CORP              | US        |   4448850 | PA      | $3714789.75   | 1.39%             | 2025-09-01      | Floating      | 11.65%                | No            |                  2 | On Loan: No      |
| WEST CORP                               | Intrado Corp                                                            | CUSIP: 68162RAD3<br>LEI: 5493005Z5DB0O5S30R71 | Long             | LON              | CORP              | US        |   1687250 | PA      | $1594451.25   | 0.60%             | 2024-10-10      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| NEP EUROPE FINCO BV                     | NEP Europe Finco BV                                                     | CUSIP: 62908HAE5<br>LEI: 549300M5F3LSBUNG0C68 | Long             | LON              | CORP              | NL        |   2176046 | PA      | $2077858.89   | 0.78%             | 2025-10-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| CASPER BIDCO SASU                       | Casper Bidco SASU                                                       | CUSIP: N/A<br>LEI: 969500OUD0VB2606MD53       | Long             | LON              | CORP              | FR        |    656590 | PA      | $687397.99    | 0.26%             | 2027-07-30      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                   | Genesis Energy LP / Genesis Energy Finance Corp                         | CUSIP: 37185LAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2842000 | PA      | $2795817.50   | 1.04%             | 2025-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                   | Genesis Energy LP / Genesis Energy Finance Corp                         | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1776000 | PA      | $1807062.24   | 0.67%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| HAEMONETICS CORP                        | Haemonetics Corp                                                        | CUSIP: 405024AB6<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | DBT              | CORP              | US        |   3563000 | PA      | $3057410.30   | 1.14%             | 2026-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HERCULES ACHIEVEMENT/VAR                | Hercules Achievement Inc / Varsity Brands Holding Co Inc                | CUSIP: 42704WAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1270000.00   | 0.47%             | 2024-12-22      | Floating      | 12.75%                | No            |                  3 | On Loan: No      |
| INTERCEPT PHARMAS                       | Intercept Pharmaceuticals Inc                                           | CUSIP: 45845PAA6<br>LEI: 254900JMB8TX5P688V24 | Long             | DBT              | CORP              | US        |   1669000 | PA      | $1660530.19   | 0.62%             | 2023-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LABL INC                                | LABL Inc                                                                | CUSIP: 50168AAA8<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |   3814000 | PA      | $3633330.82   | 1.36%             | 2027-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| LABL INC                                | LABL Inc                                                                | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |   1197000 | PA      | $1084033.13   | 0.40%             | 2028-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LABL INC                                | LABL Inc                                                                | CUSIP: 50168QAD7<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    332000 | PA      | $279087.50    | 0.10%             | 2029-11-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                    | LifePoint Health Inc                                                    | CUSIP: 53219LAU3<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |   1727000 | PA      | $1155735.44   | 0.43%             | 2029-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| METIS MERGER SUB LLC                    | Metis Merger Sub LLC                                                    | CUSIP: 59155LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4846000 | PA      | $4136715.21   | 1.54%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MSILF Government Portfolio              | MSILF Government Portfolio                                              | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |   2771110 | NS      | $2771109.69   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NCL CORPORATION LTD                     | NCL Corp Ltd                                                            | CUSIP: 62886HBD2<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   2997000 | PA      | $2300197.50   | 0.86%             | 2027-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| GPD COS INC                             | GPD Cos Inc                                                             | CUSIP: 64051NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2558000 | PA      | $2296303.81   | 0.86%             | 2026-04-01      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| NFP CORP                                | NFP Corp                                                                | CUSIP: 65342RAD2<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |  13892000 | PA      | $12029152.26  | 4.49%             | 2028-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                | Occidental Petroleum Corp                                               | CUSIP: 674599CL7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1990000 | PA      | $1592000.00   | 0.59%             | 2047-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                | Occidental Petroleum Corp                                               | CUSIP: 674599CN3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1421000 | PA      | $1124716.38   | 0.42%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| OSCAR ACQUISITIONCO LLC                 | Oscar AcquisitionCo LLC / Oscar Finance Inc                             | CUSIP: 687785AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    713000 | PA      | $639029.82    | 0.24%             | 2030-04-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                 | Park River Holdings Inc                                                 | CUSIP: 70082LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4654000 | PA      | $3253284.55   | 1.21%             | 2029-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                 | Park River Holdings Inc                                                 | CUSIP: 70082LAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4980000 | PA      | $3542174.40   | 1.32%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                  | Patrick Industries Inc                                                  | CUSIP: 703343AD5<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |   7958000 | PA      | $6813957.92   | 2.54%             | 2029-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                  | Patrick Industries Inc                                                  | CUSIP: 703343AG8<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |   2097000 | PA      | $1897785.00   | 0.71%             | 2028-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| POLAR US BORROWER LLC                   | Polar US Borrower LLC / Schenectady International Group Inc             | CUSIP: 73103PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6041000 | PA      | $2732163.07   | 1.02%             | 2026-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REAL HERO MERGER SUB 2                  | Real Hero Merger Sub 2 Inc                                              | CUSIP: 75602BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3115000 | PA      | $2317435.40   | 0.87%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                 | Royal Caribbean Cruises Ltd                                             | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   4592000 | PA      | $3955181.44   | 1.48%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                 | Royal Caribbean Cruises Ltd                                             | CUSIP: 780153BL5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   2038000 | PA      | $2165375.00   | 0.81%             | 2027-08-15      | Fixed         | 11.62%                | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                    | SRS Distribution Inc                                                    | CUSIP: 78471RAC0<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |   1706000 | PA      | $1469318.09   | 0.55%             | 2029-07-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                    | SRS Distribution Inc                                                    | CUSIP: 78471RAD8<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |   7576000 | PA      | $6482442.28   | 2.42%             | 2029-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SPOTIFY USA INC                         | Spotify USA Inc                                                         | CUSIP: 84921RAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4598000 | PA      | $3857722.00   | 1.44%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| THOR INDUSTRIES                         | Thor Industries Inc                                                     | CUSIP: 885160AA9<br>LEI: 254900XZO1228PDSG060 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1124239.50   | 0.42%             | 2029-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP HOLDG                | Cloud Software Group Holdings Inc                                       | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4610000 | PA      | $4051840.10   | 1.51%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TPRO ACQUISITION CORP                   | TPro Acquisition Corp                                                   | CUSIP: 89238QAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4726000 | PA      | $4615847.15   | 1.72%             | 2024-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| UNIFRAX ESCROW ISS CORP                 | ASP Unifrax Holdings Inc                                                | CUSIP: 90473LAA0<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |   2959000 | PA      | $2538760.87   | 0.95%             | 2028-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNIFRAX ESCROW ISS CORP                 | ASP Unifrax Holdings Inc                                                | CUSIP: 90473LAC6<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |   2371000 | PA      | $1710465.05   | 0.64%             | 2029-09-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VICTORS MERGER CORP                     | Victors Merger Corp                                                     | CUSIP: 92641PAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11955000 | PA      | $7302549.52   | 2.73%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                      | Viking Cruises Ltd                                                      | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |   2512000 | PA      | $2143715.68   | 0.80%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                      | Viking Cruises Ltd                                                      | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |   3548000 | PA      | $3091390.14   | 1.15%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WHEEL PROS INC                          | Wheel Pros Inc                                                          | CUSIP: 96289WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5638000 | PA      | $2282032.65   | 0.85%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                 | Zayo Group Holdings Inc                                                 | CUSIP: 98919VAB1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |   4345000 | PA      | $2994074.33   | 1.12%             | 2028-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CTI FOODS HOLDINGS CO LLC               | CTI FOODS HOLDINGS CO LLC                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       955 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| VERISURE HOLDING AB                     | Verisure Holding AB                                                     | CUSIP: BK4334524<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |   2592000 | PA      | $2618121.76   | 0.98%             | 2026-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FORESIGHT ENERGY EQUITY SHARES          | FORESIGHT ENERGY EQUITY SHARES                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    320380 | NS      | $3820338.82   | 1.43%             |  |  |  | No            |                  3 | On Loan: No      |
| COLOUROZ INVESTMENT 1 GM                | ColourOZ Investment 1 GmbH                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |      4546 | PA      | $3313.36      | 0.00%             | 2023-09-07      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| COLOUROZ INVESTMENT 1 GM                | ColourOZ Investment 1 GmbH                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |      1298 | PA      | $945.80       | 0.00%             | 2023-09-07      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| COLOUROZ INVESTMENT 1 GM                | ColourOZ Investment 1 GmbH                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |        23 | PA      | $16.87        | 0.00%             | 2023-09-07      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| COLOUROZ INVESTMENT 1 GM                | ColourOZ Investment 1 GmbH                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |        12 | PA      | $8.74         | 0.00%             | 2023-09-07      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| COLOUROZ INVESTMENT 1 GM                | ColourOZ Investment 1 GmbH                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |        81 | PA      | $58.99        | 0.00%             | 2023-09-07      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| COLOUROZ INVESTMENT 1 GM                | ColourOZ Investment 1 GmbH                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |        12 | PA      | $8.73         | 0.00%             | 2023-09-07      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| FLINT GROUP GMBH                        | Flint Group GmbH                                                        | CUSIP: N/A<br>LEI: 529900HYSM9MD1C1LG96       | Long             | LON              | CORP              | DE        |      8010 | PA      | $5838.76      | 0.00%             | 2023-09-07      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| FLINT GROUP GMBH                        | Flint Group GmbH                                                        | CUSIP: N/A<br>LEI: 529900HYSM9MD1C1LG96       | Long             | LON              | CORP              | DE        |        21 | PA      | $15.33        | 0.00%             | 2023-09-07      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| FLINT GROUP GMBH                        | Flint Group GmbH                                                        | CUSIP: N/A<br>LEI: 529900HYSM9MD1C1LG96       | Long             | LON              | CORP              | DE        |      1241 | PA      | $904.85       | 0.00%             | 2023-09-07      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| COLOUROZ INVESTMENT 1 GM                | ColourOZ Investment 1 GmbH                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |      4242 | PA      | $3092.43      | 0.00%             | 2024-09-21      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| COLOUROZ INVESTMENT 1 GM                | ColourOZ Investment 1 GmbH                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |        11 | PA      | $8.06         | 0.00%             | 2024-09-21      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| COLOUROZ INVESTMENT 1 GM                | ColourOZ Investment 1 GmbH                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |      2233 | PA      | $1627.94      | 0.00%             | 2024-09-21      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| COLOUROZ INVESTMENT 1 GM                | ColourOZ Investment 1 GmbH                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |     80339 | PA      | $58561.42     | 0.02%             | 2024-09-21      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| FLINT GROUP GMBH                        | Flint Group GmbH                                                        | CUSIP: N/A<br>LEI: 529900HYSM9MD1C1LG96       | Long             | LON              | CORP              | DE        |         7 | PA      | $5.40         | 0.00%             | 2023-09-07      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| FLINT GROUP GMBH                        | Flint Group GmbH                                                        | CUSIP: N/A<br>LEI: 529900HYSM9MD1C1LG96       | Long             | LON              | CORP              | DE        |         7 | PA      | $5.42         | 0.00%             | 2023-09-07      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| FLINT GROUP GMBH                        | Flint Group GmbH                                                        | CUSIP: N/A<br>LEI: 529900HYSM9MD1C1LG96       | Long             | LON              | CORP              | DE        |      2877 | PA      | $2096.85      | 0.00%             | 2023-09-07      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| FLINT GROUP GMBH                        | Flint Group GmbH                                                        | CUSIP: N/A<br>LEI: 529900HYSM9MD1C1LG96       | Long             | LON              | CORP              | DE        |      2755 | PA      | $2008.45      | 0.00%             | 2023-09-07      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| FLINT GROUP GMBH                        | Flint Group GmbH                                                        | CUSIP: N/A<br>LEI: 529900HYSM9MD1C1LG96       | Long             | LON              | CORP              | DE        |    137040 | PA      | $99892.98     | 0.04%             | 2023-09-07      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| FLINT GROUP GMBH                        | Flint Group GmbH                                                        | CUSIP: N/A<br>LEI: 529900HYSM9MD1C1LG96       | Long             | LON              | CORP              | DE        |        79 | PA      | $57.83        | 0.00%             | 2023-09-07      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| FLINT GROUP GMBH                        | Flint Group GmbH                                                        | CUSIP: N/A<br>LEI: 529900HYSM9MD1C1LG96       | Long             | LON              | CORP              | DE        |         0 | PA      | $0.15         | 0.00%             | 2023-09-07      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| FLINT GROUP GMBH                        | Flint Group GmbH                                                        | CUSIP: N/A<br>LEI: 529900HYSM9MD1C1LG96       | Long             | LON              | CORP              | DE        |      1946 | PA      | $1418.87      | 0.00%             | 2023-09-07      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| FLINT GROUP GMBH                        | Flint Group GmbH                                                        | CUSIP: N/A<br>LEI: 529900HYSM9MD1C1LG96       | Long             | LON              | CORP              | DE        |    102778 | PA      | $74917.84     | 0.03%             | 2023-09-07      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| WEST CORP                               | Intrado Corp                                                            | CUSIP: 68162RAC5<br>LEI: 5493005Z5DB0O5S30R71 | Long             | LON              | CORP              | US        |    707666 | PA      | $666235.97    | 0.25%             | 2024-10-10      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| WEST CORP                               | Intrado Corp                                                            | CUSIP: 68162RAC5<br>LEI: 5493005Z5DB0O5S30R71 | Long             | LON              | CORP              | US        |   1508545 | PA      | $1420227.54   | 0.53%             | 2024-10-10      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| ARMOR MERGER SUB CORP                   | Accuride Corp                                                           | CUSIP: 00439CBC7<br>LEI: 549300MC6XO5P96H8E79 | Long             | LON              | CORP              | US        |   5759083 | PA      | $4780038.60   | 1.78%             | 2023-11-10      | Floating      | 9.98%                 | No            |                  2 | On Loan: No      |
| TMF SAPPHIRE BIDCO BV                   | TMF Sapphire Bidco BV                                                   | CUSIP: N/A<br>LEI: 213800H27OKZZZ2CB779       | Long             | LON              | CORP              | NL        |    440830 | PA      | $462556.64    | 0.17%             | 2026-06-08      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| VARSITY BRANDS HOLDING                  | Varsity Brands Holding Co Inc                                           | CUSIP: 42703UAG0<br>LEI: 549300YOKDS0ZSYJRX81 | Long             | LON              | CORP              | US        |  13459190 | PA      | $13391893.89  | 5.00%             | 2024-12-15      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| VARSITY BRANDS HOLDING                  | Varsity Brands Holding Co Inc                                           | CUSIP: 42703UAG0<br>LEI: 549300YOKDS0ZSYJRX81 | Long             | LON              | CORP              | US        |   3307340 | PA      | $3290803.40   | 1.23%             | 2024-12-15      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| VECTRA CO                               | Vectra Co                                                               | CUSIP: 92243BAE9<br>LEI: JUC8K6CTM7PVMRAKXF33 | Long             | LON              | CORP              | US        |   1957223 | PA      | $978611.73    | 0.37%             | 2026-03-09      | Floating      | 11.63%                | No            |                  2 | On Loan: No      |
| YAK ACCESS LLC                          | Yak Access LLC                                                          | CUSIP: 98432UAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5622555 | PA      | $2285568.43   | 0.85%             | 2025-07-11      | Floating      | 11.50%                | No            |                  2 | On Loan: No      |
| SIRVA WORLDWIDE INC                     | SIRVA Worldwide Inc                                                     | CUSIP: 82968EAB3<br>LEI: 549300NHGBSB7RBY2786 | Long             | LON              | CORP              | US        |    348084 | PA      | $312144.62    | 0.12%             | 2025-08-02      | Floating      | 9.88%                 | No            |                  2 | On Loan: No      |
| SIRVA WORLDWIDE INC                     | SIRVA Worldwide Inc                                                     | CUSIP: 82968EAB3<br>LEI: 549300NHGBSB7RBY2786 | Long             | LON              | CORP              | US        |    928225 | PA      | $832385.65    | 0.31%             | 2025-08-02      | Floating      | 9.88%                 | No            |                  2 | On Loan: No      |
| SIRVA WORLDWIDE INC                     | SIRVA Worldwide Inc                                                     | CUSIP: 82968EAB3<br>LEI: 549300NHGBSB7RBY2786 | Long             | LON              | CORP              | US        |    287750 | PA      | $258039.55    | 0.10%             | 2025-08-02      | Floating      | 9.91%                 | No            |                  2 | On Loan: No      |
| SIRVA WORLDWIDE INC                     | SIRVA Worldwide Inc                                                     | CUSIP: 82968EAB3<br>LEI: 549300NHGBSB7RBY2786 | Long             | LON              | CORP              | US        |    227270 | PA      | $203804.43    | 0.08%             | 2025-08-02      | Floating      | 10.23%                | No            |                  2 | On Loan: No      |
| SIRVA WORLDWIDE INC                     | SIRVA Worldwide Inc                                                     | CUSIP: 82968EAB3<br>LEI: 549300NHGBSB7RBY2786 | Long             | LON              | CORP              | US        |     25671 | PA      | $23020.67     | 0.01%             | 2025-08-02      | Floating      | 10.23%                | No            |                  2 | On Loan: No      |
| SIRVA WORLDWIDE INC                     | SIRVA Worldwide Inc                                                     | CUSIP: 82968EAE7<br>LEI: 549300NHGBSB7RBY2786 | Long             | LON              | CORP              | US        |    389912 | PA      | $337371.21    | 0.13%             | 2026-08-02      | Floating      | 14.23%                | No            |                  2 | On Loan: No      |
| SIRVA WORLDWIDE INC                     | SIRVA Worldwide Inc                                                     | CUSIP: 82968EAE7<br>LEI: 549300NHGBSB7RBY2786 | Long             | LON              | CORP              | US        |    379914 | PA      | $328720.67    | 0.12%             | 2026-08-02      | Floating      | 14.23%                | No            |                  2 | On Loan: No      |
| SIRVA WORLDWIDE INC                     | SIRVA Worldwide Inc                                                     | CUSIP: 82968EAE7<br>LEI: 549300NHGBSB7RBY2786 | Long             | LON              | CORP              | US        |    379914 | PA      | $328720.67    | 0.12%             | 2026-08-02      | Floating      | 13.91%                | No            |                  2 | On Loan: No      |
| NEP GROUP INC                           | NEP Group Inc                                                           | CUSIP: 62908HAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4479724 | PA      | $4047430.86   | 1.51%             | 2025-10-20      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| NEP GROUP INC                           | NEP Group Inc                                                           | CUSIP: 62908HAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7494510 | PA      | $5643365.70   | 2.11%             | 2026-10-19      | Floating      | 11.57%                | No            |                  2 | On Loan: No      |
| OUTCOMES GROUP HOLDINGS                 | Outcomes Group Holdings Inc                                             | CUSIP: 21652EAE6<br>LEI: 5493005V7ZG5K84MO728 | Long             | LON              | CORP              | US        |    213465 | PA      | $204926.76    | 0.08%             | 2026-10-26      | Floating      | 12.23%                | No            |                  2 | On Loan: No      |
| W3 TOPCO LLC                            | W3 TopCo LLC                                                            | CUSIP: 92939YAD0<br>LEI: 5493002306OVRIN7KH42 | Long             | LON              | CORP              | US        |   4555062 | PA      | $4359034.49   | 1.63%             | 2025-08-16      | Floating      | 10.70%                | No            |                  2 | On Loan: No      |
| W3 TOPCO LLC                            | W3 TopCo LLC                                                            | CUSIP: 92939YAD0<br>LEI: 5493002306OVRIN7KH42 | Long             | LON              | CORP              | US        |    620408 | PA      | $593708.85    | 0.22%             | 2025-08-16      | Floating      | 10.75%                | No            |                  2 | On Loan: No      |
| CPM HOLDINGS INC                        | CPM Holdings Inc                                                        | CUSIP: 12654NAE3<br>LEI: 549300FBUISJCXV8IB65 | Long             | LON              | CORP              | US        |   1321319 | PA      | $1304802.40   | 0.49%             | 2026-11-15      | Floating      | 12.62%                | No            |                  2 | On Loan: No      |
| CHAMP ACQUISITION CORP                  | Champ Acquisition Corp                                                  | CUSIP: 15807EAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2592866 | PA      | $2594499.26   | 0.97%             | 2025-12-21      | Floating      | 10.23%                | No            |                  2 | On Loan: No      |
| FEMUR BUYER INC                         | Femur Buyer Inc                                                         | CUSIP: 31446JAC9<br>LEI: 2549000I18BON7XEKV12 | Long             | LON              | CORP              | US        |   5642913 | PA      | $5008113.49   | 1.87%             | 2026-03-05      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| AIMBRIDGE ACQUISITION CO                | Aimbridge Acquisition Co Inc                                            | CUSIP: 00900YAD8<br>LEI: 549300SPGKLVE9WYCQ20 | Long             | LON              | CORP              | US        |   2591770 | PA      | $2399538.42   | 0.90%             | 2026-02-01      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| UNITED PF HOLDINGS LLC                  | United PF Holdings LLC                                                  | CUSIP: 91132UAG8<br>LEI: 2549002AF6PASVP2G486 | Long             | LON              | CORP              | US        |   6518839 | PA      | $5140104.54   | 1.92%             | 2026-12-30      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| FORESIGHT ENERGY LLC                    | Foresight Energy LLC                                                    | CUSIP: 34552KAB2<br>LEI: 549300HM3UR1W0JJ7F28 | Long             | LON              | CORP              | US        |   2171458 | PA      | $2171458.06   | 0.81%             | 2027-06-30      | Floating      | 12.73%                | No            |                  3 | On Loan: No      |
| ARUBA INVESTMENT HOLDING                | Aruba Investments Holdings LLC                                          | CUSIP: 04317JAF5<br>LEI: 254900GMIYFF4FZ0A357 | Long             | LON              | CORP              | US        |   1841010 | PA      | $1673781.86   | 0.63%             | 2028-11-24      | Floating      | 12.14%                | No            |                  2 | On Loan: No      |
| AVSC HOLDING CORP                       | AVSC Holding Corp                                                       | CUSIP: 00241YAT1<br>LEI: 549300CLJBQ9YSR4U689 | Long             | LON              | CORP              | US        |   6667202 | PA      | $6267170.35   | 2.34%             | 2025-03-01      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| AVSC HOLDING CORP                       | AVSC Holding Corp                                                       | CUSIP: 00241YAT1<br>LEI: 549300CLJBQ9YSR4U689 | Long             | LON              | CORP              | US        |     43265 | PA      | $40669.32     | 0.02%             | 2025-03-01      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| YAK ACCESS T/L                          | YAK ACCESS T/L                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    958262 | PA      | $948678.98    | 0.35%             | 2026-07-10      | Floating      | 12.48%                | No            |                  3 | On Loan: No      |
| GO DADDY OPERATING CO LLC               | Go Daddy Operating Co LLC                                               | CUSIP: 38017BAT3<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |   3426730 | PA      | $3443880.78   | 1.29%             | 2029-11-10      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| NOMAD FOODS US LLC                      | Nomad Foods US LLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2285210 | PA      | $2294579.36   | 0.86%             | 2029-11-08      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| DELTA 2 LUX SARL                        | Delta 2 Lux Sarl                                                        | CUSIP: N/A<br>LEI: 549300BBG8Z3D6QSYP53       | Long             | LON              | CORP              | LU        |   3426380 | PA      | $3443871.67   | 1.29%             | 2030-01-15      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| Four Seasons Holdings Inc.              | Four Seasons Holdings Inc., Senior Secured First Lien Term Loan         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    802480 | PA      | $807146.42    | 0.30%             | 2029-11-30      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| WYNDHAM WORLDWIDE CORP                  | Travel + Leisure Co                                                     | CUSIP: 98309GAD8<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | LON              | CORP              | US        |    961162 | PA      | $963266.94    | 0.36%             | 2029-12-14      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| SUMMIT MATERIALS LLC                    | Summit Materials LLC                                                    | CUSIP: 86614DAJ7<br>LEI: 549300C97P3BW8QROE16 | Long             | LON              | CORP              | US        |   1167934 | PA      | $1172559.17   | 0.44%             | 2027-12-14      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| MONITRONICS INTERNATIONA                | Monitronics International Inc                                           | CUSIP: 60945HAB0<br>LEI: SCAKOG18M6QWWML8YF46 | Long             | LON              | CORP              | US        |   2530820 | PA      | $1657687.21   | 0.62%             | 2024-03-29      | Floating      | 12.33%                | No            |                  2 | On Loan: No      |
| UNITED PF HOLDINGS LLC                  | United PF Holdings LLC                                                  | CUSIP: 91132UAK9<br>LEI: 2549002AF6PASVP2G486 | Long             | LON              | CORP              | US        |    486199 | PA      | $388958.98    | 0.15%             | 2026-11-12      | Floating      | 13.23%                | No            |                  2 | On Loan: No      |
| AMENTUM GOVERNMENT SERVI                | Amentum Government Services Holdings LLC                                | CUSIP: 02351UAC8<br>LEI: 5493008CT6B5L54YSE94 | Long             | LON              | CORP              | US        |   1965870 | PA      | $1915740.32   | 0.72%             | 2030-02-15      | Floating      | 12.18%                | No            |                  3 | On Loan: No      |
| CASTLE US HOLDING CORP                  | Castle US Holding Corp                                                  | CUSIP: 14852LAA1<br>LEI: 254900VXLMLPIE9ID612 | Long             | DBT              | CORP              | US        |   6449000 | PA      | $2485330.19   | 0.93%             | 2028-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Inc              | Hilton Grand Vacations Inc                                              | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |     67230 | NS      | $3184012.80   | 1.19%             |  |  |  | No            |                  3 | On Loan: No      |
| LIFE TIME INC                           | Life Time Inc                                                           | CUSIP: 53190FAA3<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |   1713000 | PA      | $1648488.42   | 0.62%             | 2026-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MOTION BONDCO DAC                       | Motion Bondco DAC                                                       | CUSIP: 61978XAA5<br>LEI: 635400KFD3IETNQLA755 | Long             | DBT              | CORP              | IE        |   4653000 | PA      | $4217924.82   | 1.58%             | 2027-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                     | NCL Corp Ltd                                                            | CUSIP: 62886HAP6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   7439000 | PA      | $6993180.73   | 2.61%             | 2024-12-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NCL FINANCE LTD                         | NCL Finance Ltd                                                         | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    689000 | PA      | $560849.45    | 0.21%             | 2028-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                   | NGL Energy Operating LLC / NGL Energy Finance Corp                      | CUSIP: 62922LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9721000 | PA      | $9245442.65   | 3.45%             | 2026-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO / FINANCE                | Radiate Holdco LLC / Radiate Finance Inc                                | CUSIP: 75026JAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4251000 | PA      | $2220361.07   | 0.83%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REDFIN CORP                             | Redfin Corp                                                             | CUSIP: 75737FAC2<br>LEI: 549300HXWD3JEMZU3O57 | Long             | DBT              | CORP              | US        |   3864000 | PA      | $2564730.00   | 0.96%             | 2025-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SPX FLOW INC                            | SPX FLOW Inc                                                            | CUSIP: 758071AA2<br>LEI: 5493003YXEKRBINIEM78 | Long             | DBT              | CORP              | US        |  11070000 | PA      | $9125970.62   | 3.41%             | 2030-04-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| COLOUROZ INVESTMENT 1 GM                | ColourOZ Investment 1 GmbH                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |         3 | PA      | $2.49         | 0.00%             | 2023-09-07      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| COLOUROZ INVESTMENT 1 GM                | ColourOZ Investment 1 GmbH                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |      6810 | PA      | $4963.89      | 0.00%             | 2023-09-07      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| COLOUROZ INVESTMENT 1 GM                | ColourOZ Investment 1 GmbH                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |      1944 | PA      | $1416.95      | 0.00%             | 2023-09-07      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| COLOUROZ INVESTMENT 1 GM                | ColourOZ Investment 1 GmbH                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |    343156 | PA      | $250137.10    | 0.09%             | 2023-09-07      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| COLOUROZ INVESTMENT 1 GM                | ColourOZ Investment 1 GmbH                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |    662393 | PA      | $482839.14    | 0.18%             | 2023-09-07      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| COLOUROZ INVESTMENT 1 GM                | ColourOZ Investment 1 GmbH                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |     97954 | PA      | $71401.73     | 0.03%             | 2023-09-07      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| COLOUROZ INVESTMENT 1 GM                | ColourOZ Investment 1 GmbH                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |        42 | PA      | $30.56        | 0.00%             | 2023-09-07      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| CASPER BIDCO SASU                       | Casper Bidco SASU                                                       | CUSIP: N/A<br>LEI: 969500OUD0VB2606MD53       | Long             | LON              | CORP              | FR        |   2427830 | PA      | $2549783.91   | 0.95%             | 2026-07-30      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| SPEEDSTER BIDCO T/L 2/20                | SPEEDSTER BIDCO T/L 2/20                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |   2260250 | PA      | $2314714.30   | 0.86%             | 2027-03-31      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| SPEEDSTER BIDCO GMBH                    | Speedster Bidco GmbH                                                    | CUSIP: N/A<br>LEI: 254900LE837QB2YYV824       | Long             | LON              | CORP              | DE        |    986298 | PA      | $912420.27    | 0.34%             | 2028-03-31      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| IXS HOLDINGS INC                        | IXS Holdings Inc                                                        | CUSIP: 45074HAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4361249 | PA      | $3552368.34   | 1.33%             | 2027-03-05      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| NEP GROUP INC                           | NEP Group Inc                                                           | CUSIP: 62908HAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1585953 | PA      | $1561846.77   | 0.58%             | 2025-05-15      | Floating      | 12.63%                | No            |                  3 | On Loan: No      |
| AVSC HOLDING CORP                       | AVSC Holding Corp                                                       | CUSIP: 00241YAS3<br>LEI: 549300CLJBQ9YSR4U689 | Long             | LON              | CORP              | US        |   2125489 | PA      | $2246386.45   | 0.84%             | 2026-12-04      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BELK INC                                | Belk Inc                                                                | CUSIP: 07783AAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    459875 | PA      | $394487.44    | 0.15%             | 2025-07-31      | Floating      | 12.20%                | No            |                  2 | On Loan: No      |
| BELK INC                                | Belk Inc                                                                | CUSIP: 07783AAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8623336 | PA      | $1600706.74   | 0.60%             | 2025-07-31      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| CASPER BIDCO SASU                       | Casper Bidco SASU                                                       | CUSIP: N/A<br>LEI: 969500OUD0VB2606MD53       | Long             | LON              | CORP              | FR        |   1159680 | PA      | $1246557.66   | 0.47%             | 2026-07-30      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| MEDICAL DEPOT HOLDINGS I                | Medical Depot Holdings Inc                                              | CUSIP: 58455MAA7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7567030 | PA      | $6848162.43   | 2.56%             | 2025-06-01      | Floating      | 9.14%                 | No            |                  2 | On Loan: No      |
| WHEEL PROS INC                          | Wheel Pros Inc                                                          | CUSIP: 96289EAG4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    767838 | PA      | $537859.23    | 0.20%             | 2028-05-11      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| US INFRASTRUCTURE CORP                  | United States Infrastructure Corp                                       | CUSIP: 90290HAR3<br>LEI: 5493003GZNDEEKCUW016 | Long             | LON              | CORP              | US        |    431521 | PA      | $408732.38    | 0.15%             | 2029-05-14      | Floating      | 11.07%                | No            |                  2 | On Loan: No      |
| Polaris Newco, LLC                      | Polaris Newco, LLC, Senior Secured Second Lien Term Loan                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |  11074727 | PA      | $10853232.69  | 4.05%             | 2029-06-01      | Floating      | 12.73%                | No            |                  2 | On Loan: No      |
| VC GB HOLDINGS I CORP                   | VC GB Holdings I Corp                                                   | CUSIP: N/A<br>LEI: 549300K4B21TSY42LF51       | Long             | LON              | CORP              | US        |   1927630 | PA      | $1587085.25   | 0.59%             | 2029-09-30      | Floating      | 11.13%                | No            |                  2 | On Loan: No      |
| ROUGH COUNTRY LLC                       | Rough Country LLC                                                       | CUSIP: 74934KAD3<br>LEI: 549300ULXHJ9CR0QDU59 | Long             | LON              | CORP              | US        |    841950 | PA      | $760558.69    | 0.28%             | 2029-07-29      | Floating      | 11.23%                | No            |                  2 | On Loan: No      |
| PAREXEL INTERNATIONAL CORP TL 2L 07/21  | Parexel International Corporation, Senior Secured Second Lien Term Loan | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   5637180 | PA      | $5556004.61   | 2.07%             | 2029-07-27      | Floating      | 10.57%                | No            |                  3 | On Loan: No      |
| GRIDIRON FIBER CORP                     | Gridiron Fiber Corp                                                     | CUSIP: 39809RAB7<br>LEI: 254900FRDJ7U5ZYHHW28 | Long             | LON              | CORP              | US        |   5192669 | PA      | $4814019.63   | 1.80%             | 2028-10-04      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| KENAN ADVANTAGE GROUP                   | Kenan Advantage Group Inc/The                                           | CUSIP: 48853UBH2<br>LEI: 549300GVUXCXDWYPIY65 | Long             | LON              | CORP              | US        |   2135010 | PA      | $1996234.35   | 0.75%             | 2027-09-01      | Floating      | 11.82%                | No            |                  2 | On Loan: No      |
| ENGINEERED MACHINERY HOL                | Engineered Machinery Holdings Inc                                       | CUSIP: 26658NAQ2<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |    289880 | PA      | $265466.31    | 0.10%             | 2029-05-21      | Floating      | 10.73%                | No            |                  2 | On Loan: No      |
| ORYX MIDSTREAM SERVICES                 | Oryx Midstream Services Permian Basin LLC                               | CUSIP: 68764JAB7<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |   2264261 | PA      | $2260955.57   | 0.84%             | 2028-10-05      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| NEXUS BUYER LLC                         | Nexus Buyer LLC                                                         | CUSIP: 65343UAE2<br>LEI: 254900PILSANV8WOOF24 | Long             | LON              | CORP              | US        |    623220 | PA      | $579077.33    | 0.22%             | 2029-11-01      | Floating      | 10.82%                | No            |                  2 | On Loan: No      |
| KNIGHT HEALTH HOLDINGS L                | Knight Health Holdings LLC                                              | CUSIP: 49902TAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1729411 | PA      | $1023232.08   | 0.38%             | 2028-12-23      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| ICEBOX HOLDCO III INC                   | Icebox Holdco III Inc                                                   | CUSIP: 45114NAF4<br>LEI: 254900DLB65AKI8CQ466 | Long             | LON              | CORP              | US        |   1381023 | PA      | $1236015.59   | 0.46%             | 2029-12-22      | Floating      | 11.48%                | No            |                  2 | On Loan: No      |
| SPX FLOW INC                            | SPX FLOW Inc                                                            | CUSIP: N/A<br>LEI: 5493003YXEKRBINIEM78       | Long             | LON              | CORP              | US        |   2389080 | PA      | $2305032.17   | 0.86%             | 2029-04-05      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| TIBCO SOFTWARE INC                      | TIBCO Software Inc                                                      | CUSIP: 88632NAV2<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |   7001400 | PA      | $6480670.88   | 2.42%             | 2029-03-30      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| Medical Depot Holdings, Inc.            | Medical Depot Holdings, Inc., Senior Secured First Lien Term Loan       | CUSIP: 58455MAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    985255 | PA      | $985255.49    | 0.37%             | 2025-06-02      | Floating      | 5.58%                 | No            |                  3 | On Loan: No      |
| Medical Depot Holdings, Inc.            | Medical Depot Holdings, Inc., Senior Secured First Lien Term Loan       | CUSIP: 58455MAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     23458 | PA      | $23457.83     | 0.01%             | 2025-06-02      | Floating      | 5.58%                 | No            |                  3 | On Loan: No      |
| YAK ACCESS INCREMENTAL T/L              | YAK ACCESS INCREMENTAL T/L                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    718696 | PA      | $711509.06    | 0.27%             | 2023-02-10      | Floating      | 12.86%                | No            |                  3 | On Loan: No      |
| Ciena Corporation                       | Ciena Corporation, Senior Secured First Lien Term Loan                  | CUSIP: 9TERM7CW2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    328220 | PA      | $328630.28    | 0.12%             | 2030-01-12      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| YAK ACCESS T/L 2ND LIEN INCREMENTAL     | YAK ACCESS T/L 2ND LIEN INCREMENTAL                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    841478 | PA      | $833063.03    | 0.31%             | 2026-07-10      | Floating      | 14.49%                | No            |                  3 | On Loan: No      |
| PROSERV ACQUISITION LLC                 | PROSERV ACQUISITION LLC                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    114010 | NS      | $94844.92     | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| PROSERV ACQUISITION LLC PREFERRED STOCK | PROSERV ACQUISITION LLC PREFERRED STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | GB        |     36249 | NS      | $409048.22    | 0.15%             |  |  |  | No            |                  3 | On Loan: No      |
| QUORUM HEALTH CORP                      | QUORUM HEALTH CORP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |   3964000 | NS      | $438022.00    | 0.16%             |  |  |  | No            |                  3 | On Loan: No      |
| DOUGLAS GMBH                            | Douglas GmbH                                                            | CUSIP: BO6582668<br>LEI: 529900381YTPHVY9AI06 | Long             | DBT              | CORP              | DE        |  10461000 | PA      | $9875707.60   | 3.69%             | 2026-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KIRK BEAUTY SUN GMBH                    | Kirk Beauty SUN GmbH                                                    | CUSIP: BO6926766<br>LEI: 9845005056B369360745 | Long             | DBT              | CORP              | DE        |   7967248 | PA      | $6106398.96   | 2.28%             | 2026-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-29

**Name of Applicant:** KKR Income Opportunities Fund

**Signature:** /s/ Thomas Murphy

**Name of Signer:** Thomas Murphy

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