# EDGAR Filing Document

**Accession Number:** 0001005020
**File Stem:** 0000940400-25-009447
**Filing Date:** 2025-11
**Character Count:** 129376
**Document Hash:** 7376e41ce8fd35192d593224f4a5eec1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-009447.hdr.sgml**: 20251124

**ACCESSION NUMBER**: 0000940400-25-009447

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251124

**DATE AS OF CHANGE**: 20251124

**PERIOD START**: 20250930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VIRTUS OPPORTUNITIES TRUST
- **CENTRAL INDEX KEY:** 0001005020

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07455
- **FILM NUMBER:** 251512170

**BUSINESS ADDRESS:**
- **STREET 1:** 101 MUNSON STREET
- **CITY:** GREENFIELD
- **STATE:** MA
- **ZIP:** 01301
- **BUSINESS PHONE:** 800-243-1574

**MAIL ADDRESS:**
- **STREET 1:** ONE FINANCIAL PLAZA
- **STREET 2:** 26TH FLOOR
- **CITY:** HARTFORD
- **STATE:** CT
- **ZIP:** 06103

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PHOENIX OPPORTUNITIES TRUST
- **DATE OF NAME CHANGE:** 20060127

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PHOENIX SENECA FUNDS
- **DATE OF NAME CHANGE:** 19990122

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SENECA FUNDS
- **DATE OF NAME CHANGE:** 19951218

## Series and Classes Contracts Data

### Virtus Newfleet Senior Floating Rate Fund (Series ID: S000020772)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000058006 | Class A      | PSFRX           |
| C000058007 | Class C      | PFSRX           |
| C000058008 | Class I      | PSFIX           |
| C000176710 | Class R6     | VRSFX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Virtus Opportunities Trust

- **b. Investment Company Act file number:** 811-07455

- **c. CIK number of Registrant:** 0001005020

- **d. LEI of Registrant:** 549300O4C4QVD88M4N75

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

  - **Street Address 1:** 101 Munson Street

  - **City:** Greenfield

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 01301-9668

  - **Telephone number:** 800-243-1574

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

- **a. Name of Series:** Virtus Newfleet Senior Floating Rate Fund

- **b. EDGAR series identifier (if any):** S000020772

- **c. LEI of Series:** 549300LSL433PMNG0O35

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

- **a. Date of fiscal year-end:** 2025-09-30

- **b. Date as of which information is reported:** 2025-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $175491468.14

**Total Liabilities:** $4360986.49

**Net Assets:** $171130481.65

**Cash Not Reported:** $3229267.54

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** -271.08195560 | **10-Year:** -1581.30578000 | **30-Year:** 0.00000000

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

- **3-Month:** 0.00000000 | **1-Year:** -129.17056120 | **5-Year:** -20376.41757000 | **10-Year:** -28069.01580000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000058006 | 0.47%                | 0.27%                | 0.30%                |
| Class ID C000058008 | 0.60%                | 0.29%                | 0.32%                |
| Class ID C000176710 | 0.61%                | 0.30%                | 0.33%                |
| Class ID C000058007 | 0.52%                | 0.21%                | 0.24%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $41322.90                | $-219148.43                                |
| Month 2  | $-313239.94              | $-223430.88                                |
| Month 3  | $-373997.15              | $-88979.44                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MCGRAW-HILL EDUCATION                                                       | McGraw-Hill Education Inc                                          | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103894.90    | 0.06%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Stonepeak Bayou Holdings LP                                                 | STONEPEAK BAYOU HOLDINGS LP                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    355000 | PA      | $354112.50    | 0.21%             | 2032-09-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Lernen Bidco Limited                                                        | LERNEN US FINCO LLC                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     89775 | PA      | $89999.44     | 0.05%             | 2031-10-27      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| CQP Holdco LP                                                               | CQP HOLDCO LP                                                      | CUSIP: 12657QAE3<br>LEI: 549300LPL012JY5D4B69 | Long             | LON              | CORP              | US        |    629338 | PA      | $629243.10    | 0.37%             | 2030-12-31      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Kaman Corporation                                                           | KAMAN CORP                                                         | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |    769422 | PA      | $766467.37    | 0.45%             | 2032-02-26      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| FRONERI LUX FINCO SARL                                                      | Froneri Lux FinCo SARL                                             | CUSIP: 35901MAA5<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |    110000 | PA      | $110131.93    | 0.06%             | 2032-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Modivcare Inc                                                               | MODIVCARE INC                                                      | CUSIP: 60783LAC4<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | LON              | CORP              | US        |    153454 | PA      | $69054.16     | 0.04%             | 2031-07-01      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS L                                                    | Amneal Pharmaceuticals LLC                                         | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10342.12     | 0.01%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Connectwise, LLC                                                            | ConnectWise LLC                                                    | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1083402 | PA      | $1084561.03   | 0.63%             | 2028-09-29      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| DG Investment Intermediate Holdings 2 Inc                                   | DG INVESTMENT INTERMEDI                                            | CUSIP: 23344MAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    809088 | PA      | $810099.76    | 0.47%             | 2032-07-09      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                                            | GARDA WORLD SECURITY                                               | CUSIP: 000000000<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |   1324824 | PA      | $1324493.09   | 0.77%             | 2029-02-01      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Ontario Gaming Gta Ltd Partnership                                          | ONTARIO GAMING GTA LP                                              | CUSIP: 000000000<br>LEI: 894500EC9KLZLOC3V025 | Long             | LON              | CORP              | CA        |    609135 | PA      | $593431.35    | 0.35%             | 2030-08-01      | Floating      | 8.24%                 | No            |                  2 | On Loan: No      |
| Filtration Group Corporation                                                | FILTRATION GROUP CORP                                              | CUSIP: 31732FAX4<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |    634622 | PA      | $637002.33    | 0.37%             | 2028-10-23      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Eagle Broadband Investments LLC                                             | Eagle Broadband Investments LLC                                    | CUSIP: 26943PAB5<br>LEI: 254900W09ZHD1OM4I757 | Long             | LON              | CORP              | US        |   1136520 | PA      | $1125870.44   | 0.66%             | 2027-11-12      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                              | Gray Media Inc                                                     | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    195000 | PA      | $193235.78    | 0.11%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3 Inc                                                            | WAND NEWCO 3 INC                                                   | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |    699146 | PA      | $696391.03    | 0.41%             | 2031-01-30      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| DirectV Financing LLC                                                       | DIRECTV FINANCING LLC                                              | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1204822 | PA      | $1205701.11   | 0.70%             | 2029-08-02      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| Chamberlain Group/Chariot Buyer                                             | CHARIOT BUYER LLC                                                  | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |    891957 | PA      | $892331.51    | 0.52%             | 2032-09-08      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Trugreen Limited Partnership                                                | TruGreen LP                                                        | CUSIP: 89787RAH5<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |    528940 | PA      | $518583.46    | 0.30%             | 2027-11-02      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| Light and Wonder International Inc                                          | LIGHT & WONDER INTERNATIONAL INC                                   | CUSIP: 80875AAW1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |    719017 | PA      | $719469.92    | 0.42%             | 2029-04-14      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| SEDGWICK CMS INC                                                            | SEDGWICK CLAIMS MANAGEMENT SERVICES INC                            | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |    731969 | PA      | $730827.47    | 0.43%             | 2031-07-31      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| USALCO LLC                                                                  | USALCO LLC                                                         | CUSIP: 91732NAN3<br>LEI: 5493006WBYB0CYPCSG20 | Long             | LON              | CORP              | US        |    543595 | PA      | $542235.79    | 0.32%             | 2031-09-30      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                                  | Grifols SA                                                         | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $194272.42    | 0.11%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                                      | MAUSER PACKAGING SOLUTIONS HOLDING CO                              | CUSIP: 57763TAE3<br>LEI: 549300DNGHXL0OMHW304 | Long             | LON              | CORP              | US        |    802700 | PA      | $802387.01    | 0.47%             | 2027-04-16      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Pitney Bowes Inc                                                            | PITNEY BOWE 01/31/32                                               | CUSIP: 72448FAW5<br>LEI: 549300N2O26NW4ST6W55 | Long             | LON              | CORP              | US        |    656700 | PA      | $655879.13    | 0.38%             | 2032-03-19      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Southern Veterinary Partners LLC                                            | SOUTHERN VETERINARY PARTNERS LLC                                   | CUSIP: 84410HAQ3<br>LEI: 549300DT78GYJYRK0R74 | Long             | LON              | CORP              | US        |    868711 | PA      | $866686.63    | 0.51%             | 2031-12-04      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| BMC Software (Boxer/ Bladelogic)                                            | BMC SOFTWARE INC                                                   | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    599810 | PA      | $598496.23    | 0.35%             | 2031-07-30      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                           | HERC HOLDINGS INC                                                  | CUSIP: 000000000<br>LEI: 549300TP80QLITMSBP82 | Long             | LON              | CORP              | US        |    320000 | PA      | $321200.00    | 0.19%             | 2032-06-02      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Hunter Douglas Holding BV                                                   | HUNTER DOUGLAS INC                                                 | CUSIP: 000000000<br>LEI: 529900811T142NS3H544 | Long             | LON              | CORP              | US        |    476222 | PA      | $476222.34    | 0.28%             | 2032-01-17      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                         | MEDLINE BORROWER LP                                                | CUSIP: 58503UAJ2<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |   1247752 | PA      | $1246978.02   | 0.73%             | 2030-10-23      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| PEX Holdings LLC                                                            | PEX HOLDINGS LLC                                                   | CUSIP: 69381MAB1<br>LEI: 2138006XMWHEBFQ55Z05 | Long             | LON              | CORP              | US        |    726350 | PA      | $726044.93    | 0.42%             | 2031-11-20      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                       | Icahn Enterprises LP / Icahn Enterprises Finance Corp              | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $125552.20    | 0.07%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Hamilton Projects Acquiror LLC                                              | HAMILTON PROJECTS ACQUIROR LLC                                     | CUSIP: 000000000<br>LEI: 5493005K6XILIQ2EZY52 | Long             | LON              | CORP              | US        |    432843 | PA      | $433743.29    | 0.25%             | 2031-05-30      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| CMG Media Corporation (f/k/a Terrier Media Buyer Inc)                       | CMG MEDIA CORP                                                     | CUSIP: 88145LAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1237845 | PA      | $1181288.04   | 0.69%             | 2029-06-18      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| Radiology Partners Inc                                                      | RADIOLOGY PARTNERS INC                                             | CUSIP: 75041EAN2<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |    530000 | PA      | $528235.10    | 0.31%             | 2032-06-30      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                                    | JH North America Holdings Inc                                      | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    225000 | PA      | $228445.79    | 0.13%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP                                                | SCIENTIFIC GAMES HOLDINGS LP                                       | CUSIP: 80875CAE7<br>LEI: 549300W5GPFXXB6TQ330 | Long             | LON              | CORP              | US        |    683847 | PA      | $677781.01    | 0.40%             | 2029-04-04      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC                                                  | AMNEAL PHARMACEUTICALS LLC                                         | CUSIP: 03167DAR5<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |    265000 | PA      | $264557.45    | 0.15%             | 2032-08-02      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                           | CLARIOS GLOBAL LP                                                  | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |   1065214 | PA      | $1064212.91   | 0.62%             | 2030-05-06      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Transdigm Inc                                                               | TRANSDIGM INC                                                      | CUSIP: 89364MCF9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    125000 | PA      | $124850.00    | 0.07%             | 2030-03-22      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Entain PLC                                                                  | Entain 08/01/2032                                                  | CUSIP: 000000000<br>LEI: 213800ATWJIEYQ8NF838 | Long             | LON              | CORP              | GI        |    190000 | PA      | $189627.60    | 0.11%             | 2032-07-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Numericable U.S. LLC                                                        | Altice France SA/France                                            | CUSIP: 67053NAK0<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |   1299610 | PA      | $1185894.45   | 0.69%             | 2025-09-30      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| White Cap Supply Holdings LLC(f/k/a White Cap Buyer LLC)                    | WHITE CAP BUYER LLC                                                | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    644640 | PA      | $644504.57    | 0.38%             | 2029-10-19      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| GIP Pilot Acquisition Partners LP                                           | GIP PILOT ACQUISITION PA                                           | CUSIP: 31773HAE2<br>LEI: 254900NQOAOPPA12X060 | Long             | LON              | CORP              | US        |    282505 | PA      | $281886.35    | 0.16%             | 2030-10-04      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp                                                   | Gainwell Acquisition Corp                                          | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    928982 | PA      | $912957.39    | 0.53%             | 2027-10-01      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| WEC US HOLDINGS INC                                                         | WEC US HOLDINGS INC                                                | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |   1232337 | PA      | $1232669.27   | 0.72%             | 2031-01-27      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Cornerstone Generation, LLC                                                 | CORNERSTONE GENERATION L                                           | CUSIP: 21924NAB4<br>LEI: 254900JBGAU2N55LVN75 | Long             | LON              | CORP              | US        |    745000 | PA      | $749656.25    | 0.44%             | 2032-08-11      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| Delivery Hero SE                                                            | DELIVERY HERO FINCO LLC                                            | CUSIP: 000000000<br>LEI: 529900KR9IO53KSCSQ67 | Long             | LON              | CORP              | US        |    663034 | PA      | $669664.68    | 0.39%             | 2029-12-12      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                                | MH SUB I LLC                                                       | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    401304 | PA      | $385420.03    | 0.23%             | 2028-05-03      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Vertiv Group Corp                                                           | VERTIV GROUP CORP                                                  | CUSIP: 92537EAG3<br>LEI: 549300ZT8RQ5VK10E643 | Long             | LON              | CORP              | US        |   1186570 | PA      | $1187673.86   | 0.69%             | 2032-08-12      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Sazerac Company, Inc.                                                       | SAZERAC CO INC                                                     | CUSIP: 80583EAN6<br>LEI: 9QU0CG1O4LSOB6IFK895 | Long             | LON              | CORP              | US        |    340000 | PA      | $341890.40    | 0.20%             | 2032-07-09      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Central Parent LLC                                                          | CENTRAL PARENT INC                                                 | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    582544 | PA      | $502601.48    | 0.29%             | 2029-07-06      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc                                                       | AADVANTAGE LOYALTY IP LTD                                          | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    866104 | PA      | $864302.24    | 0.51%             | 2028-04-20      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Petco Health and Wellness Company Inc                                       | Petco Health & Wellness Co Inc                                     | CUSIP: 71601HAB2<br>LEI: 2549007TYGV6RVSE9M61 | Long             | LON              | CORP              | US        |    555000 | PA      | $540059.40    | 0.32%             | 2028-03-03      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| Albion Financing 3 SARL                                                     | AGGREKO HOLDINGS INC                                               | CUSIP: 01330EAD0<br>LEI: 213800VFJ5CIN2NUQ821 | Long             | LON              | CORP              | US        |    430304 | PA      | $431112.76    | 0.25%             | 2031-05-21      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Select Medical Corporation                                                  | SELECT MEDICAL CORP                                                | CUSIP: 816194AY0<br>LEI: 549300X05KS0JKR8CB50 | Long             | LON              | CORP              | US        |    699712 | PA      | $700153.32    | 0.41%             | 2031-12-03      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                        | CHARTER COMMUNICATIONS OPER                                        | CUSIP: 16117LCB3<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |    920316 | PA      | $918972.80    | 0.54%             | 2030-12-07      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS LLC                                                              | NCR Atleos Corp                                                    | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |    334000 | PA      | $361562.35    | 0.21%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BIFM US Finance LLC                                                         | BIFM CA BUYER INC                                                  | CUSIP: 000000000<br>LEI: 5493004RP2P0NY84N260 | Long             | LON              | CORP              | US        |    579899 | PA      | $581349.09    | 0.34%             | 2028-05-31      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Gloves Buyer Inc                                                            | GLOVES BUYER INC                                                   | CUSIP: 37987UAG7<br>LEI: 54930015O0Y94T5H8Z18 | Long             | LON              | CORP              | US        |    515000 | PA      | $499035.00    | 0.29%             | 2032-05-21      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                       | Directv Financing LLC                                              | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24693.03     | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GATES CORPORATION/DE                                                        | GATES CORPORATION                                                  | CUSIP: 36740UAY8<br>LEI: 984500F43C791F4C7894 | Long             | LON              | CORP              | US        |    881100 | PA      | $879487.59    | 0.51%             | 2031-06-04      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Sharp Services                                                              | SHARP SERVICES LLC                                                 | CUSIP: 81989LAG3<br>LEI: 549300ZXMVUWBVXDAR03 | Long             | LON              | CORP              | US        |    270000 | PA      | $270000.00    | 0.16%             | 2032-09-11      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                       | Directv Financing LLC                                              | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $34709.85     | 0.02%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                            | CSC Holdings LLC                                                   | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $144835.40    | 0.08%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Cpv Fairview, LLC                                                           | CPV FAIRVIEW LLC                                                   | CUSIP: 12620SAB9<br>LEI: 549300SLZ4P6TH9PTH93 | Long             | LON              | CORP              | US        |    258300 | PA      | $258687.45    | 0.15%             | 2031-08-14      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| IVC Acquisition Ltd                                                         | VETSTRATEGY CANADA HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: 254900WZMD2JOGND1Z32 | Long             | LON              | CORP              | CA        |    852552 | PA      | $855927.73    | 0.50%             | 2028-12-12      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| TRICORBRAUN HOLDINGS INC                                                    | TRICORBRAUN HOLDINGS INC                                           | CUSIP: 00184NAB3<br>LEI: 2549009AB5YVVW5J1U62 | Long             | LON              | CORP              | US        |    633029 | PA      | $629376.44    | 0.37%             | 2031-03-03      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| TMF Sapphire Bidco BV                                                       | TMF SAPPHIRE BIDCO BV                                              | CUSIP: 000000000<br>LEI: 213800H27OKZZZ2CB779 | Long             | LON              | CORP              | NL        |    408719 | PA      | $408036.88    | 0.24%             | 2028-05-03      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| ENVISION HEALTHCARE CORP Common Stock                                       | ENVISION HEALTHCARE CORP Common Stock                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6407 | NS      | $100910.25    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| J&J Ventures Gaming LLC                                                     | J&J VENTURES GAMING LLC                                            | CUSIP: 46604BAH1<br>LEI: 549300BYPH8FLKS5ZS70 | Long             | LON              | CORP              | US        |    408371 | PA      | $403777.07    | 0.24%             | 2030-04-26      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                                                     | BROWN GROUP HOLDING LLC                                            | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    902680 | PA      | $903058.63    | 0.53%             | 2031-07-01      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Epicor Software Corporation                                                 | EPICOR SOFTWARE CORP                                               | CUSIP: 29426NAZ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |    807047 | PA      | $807668.56    | 0.47%             | 2031-05-30      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Nouryon Finance BV                                                          | NOURYON FINANCE BV                                                 | CUSIP: 000000000<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | NL        |   1112719 | PA      | $1113419.55   | 0.65%             | 2028-04-03      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                            | CSC Holdings LLC                                                   | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |   1127189 | PA      | $1119219.47   | 0.65%             | 2028-01-18      | Floating      | 8.65%                 | No            |                  2 | On Loan: No      |
| Froneri International Limited                                               | FRONERI US INC                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1370746 | PA      | $1359615.65   | 0.79%             | 2031-09-30      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| HUNTERSTOWN GENERATION LLC                                                  | KESTREL ACQUISITION LLC                                            | CUSIP: 44579UAB8<br>LEI: 549300ER0JUHJLPPMH08 | Long             | LON              | CORP              | US        |    564415 | PA      | $565001.77    | 0.33%             | 2031-11-06      | Floating      | 8.35%                 | No            |                  2 | On Loan: No      |
| Financiere Mendel                                                           | FINANCIERE MENDEL SASU                                             | CUSIP: 000000000<br>LEI: 969500FG3VYTO80D0A13 | Long             | LON              | CORP              | FR        |    138950 | PA      | $139008.36    | 0.08%             | 2030-11-08      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| PetsMart LLC                                                                | PETSMART INC                                                       | CUSIP: 71677HAN5<br>LEI: 894500NGJMHSFNESGA67 | Long             | LON              | CORP              | US        |    614383 | PA      | $604785.86    | 0.35%             | 2032-08-18      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| Parexel International Inc (f/k/a Phoenix Newco Inc)                         | PHOENIX NEWCO INC                                                  | CUSIP: 71911KAE4<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |    644358 | PA      | $644692.97    | 0.38%             | 2028-11-15      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Madison Safety & Flow LLC                                                   | MADISON SAFETY & FLOW                                              | CUSIP: 55822DAM3<br>LEI: 5493007D2J7BBIFYBY65 | Long             | LON              | CORP              | US        |    458795 | PA      | $459084.46    | 0.27%             | 2031-09-26      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                                         | LBM ACQUISITION LLC                                                | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |    530182 | PA      | $516503.42    | 0.30%             | 2031-06-06      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings Inc                                                      | ENERGIZER HOLDINGS INC                                             | CUSIP: 29267YAW2<br>LEI: 5493000D6NN0V57UME20 | Long             | LON              | CORP              | US        |    159600 | PA      | $159532.97    | 0.09%             | 2032-03-13      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                                                      | Chart Indus 03/18/30                                               | CUSIP: 16115EAT4<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | LON              | CORP              | US        |    640449 | PA      | $642850.22    | 0.38%             | 2030-03-15      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                       | LEVEL 3 FINANCING INC                                              | CUSIP: 52729KAT3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |    705000 | PA      | $705000.00    | 0.41%             | 2032-03-27      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| SPDR Bloomberg Short Term High Yield Bond ETF                               | SPDR Bloomberg Short Term High Yield Bond ETF                      | CUSIP: 78468R408<br>LEI: 549300YI2V5ELVW58659 | Long             | EC               | RF                | US        |     35960 | NS      | $920576.00    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments LLC                                                         | SHIFT4PAYMENTSLLC                                                  | CUSIP: 000000000<br>LEI: 254900GTEMR7L40VPI74 | Long             | LON              | CORP              | US        |    160000 | PA      | $161132.80    | 0.09%             | 2032-06-30      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Alera Group Inc                                                             | ALERA GROUP INTERMEDIATE                                           | CUSIP: 01451PAD8<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |    215000 | PA      | $220779.20    | 0.13%             | 2033-05-20      | Floating      | 9.66%                 | No            |                  2 | On Loan: No      |
| WR Grace                                                                    | WR GRACE HOLDINGS LLC                                              | CUSIP: 000000000<br>LEI: 549300WNOVFRGYOAEB12 | Long             | LON              | CORP              | US        |    510000 | PA      | $510851.70    | 0.30%             | 2032-08-19      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                                | ACRISURE LLC                                                       | CUSIP: 00488PAX3<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |   1647941 | PA      | $1644513.39   | 0.96%             | 2032-06-20      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Pinnacle Buyer, LLC                                                         | PINNACLE BUYER LLC                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    307419 | PA      | $307803.63    | 0.18%             | 2032-09-10      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| EG America LLC                                                              | EG AMERICA LLC                                                     | CUSIP: 000000000<br>LEI: 549300BY1CRYVPEG9R57 | Long             | LON              | CORP              | US        |    475508 | PA      | $477714.12    | 0.28%             | 2028-02-07      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| Rocket Software Inc                                                         | ROCKET SOFTWARE INC                                                | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |    643733 | PA      | $644717.78    | 0.38%             | 2028-11-28      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                                         | PEER HOLDING III BV                                                | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |    567812 | PA      | $567954.45    | 0.33%             | 2030-10-26      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| CE Intermediate I LLC                                                       | CE INTERMEDIATE I LLC                                              | CUSIP: 12523EAD4<br>LEI: 2549000GTXAQSR1SRO50 | Long             | LON              | CORP              | US        |    551534 | PA      | $551765.64    | 0.32%             | 2032-03-25      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| CVR CHC LP                                                                  | CVR CHC LP                                                         | CUSIP: 12663SAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    371768 | PA      | $371768.21    | 0.22%             | 2027-12-30      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| USALCO LLC                                                                  | USALCO LLC                                                         | CUSIP: 91732NAP8<br>LEI: 5493006WBYB0CYPCSG20 | Long             | LON              | CORP              | US        |     56429 | PA      | $56288.18     | 0.03%             | 2031-09-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Green Infrastructure Partners Inc.                                          | GREEN INFRASTRUCTURE PARTNERS INC                                  | CUSIP: 000000000<br>LEI: 549300W1V7LSCKWMX505 | Long             | LON              | CORP              | CA        |    270000 | PA      | $270000.00    | 0.16%             | 2032-09-24      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| AI Aqua Merger Sub Inc FKA Osmosis Buyer Limited                            | AI AQUA MERGER SUB INC                                             | CUSIP: 00132UAP9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |   1077056 | PA      | $1078983.60   | 0.63%             | 2028-07-31      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower, LLC (aka Protection 1 Security Solutions) | PRIME SECURITY SERVICES BOR                                        | CUSIP: 03765VAP5<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |   1033650 | PA      | $1030487.43   | 0.60%             | 2030-10-13      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands Inc                                             | Cornerstone Building Brands Inc                                    | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |    379046 | PA      | $359275.32    | 0.21%             | 2028-04-12      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP LTD                                                          | ARDONAGH GROUP FINCO PTY LTD                                       | CUSIP: 000000000<br>LEI: 254900YP2E642AGM4G32 | Long             | LON              | CORP              | AU        |    850725 | PA      | $845765.27    | 0.49%             | 2031-02-18      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Resideo Funding Inc                                                         | RESIDEO FUNDING INC                                                | CUSIP: 76090LAM6<br>LEI: 5493000IFJ6XJKH66598 | Long             | LON              | CORP              | US        |    410000 | PA      | $409745.80    | 0.24%             | 2032-08-13      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| Tiger Acquisition LLC                                                       | TIGER ACQUISITION LLC                                              | CUSIP: 88675UAE2<br>LEI: 25490011XE2GWJKY5N51 | Long             | LON              | CORP              | US        |    525000 | PA      | $522795.00    | 0.31%             | 2032-08-23      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                                        | LIFEPOINT HEALTH INC                                               | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    322127 | PA      | $321289.31    | 0.19%             | 2031-05-16      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING/GPC CAP                                                    | Graham Packaging Co Inc                                            | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |    615000 | PA      | $616092.86    | 0.36%             | 2028-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Peninsula Pacific Entertainment LLC                                         | PENINSULA PACIFIC ENTERTAINMENT DEVELOPMENT LLC                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     28481 | PA      | $28409.81     | 0.02%             | 2032-08-13      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Star Parent Inc                                                             | STAR PARENT INC                                                    | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |    663579 | PA      | $663300.02    | 0.39%             | 2030-09-27      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| SKECHERS U.S.A. INC. (Beach Acquisition Bidco)                              | BEACH ACQUISITION BIDCO                                            | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |    370000 | PA      | $371542.90    | 0.22%             | 2032-09-12      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| Numericable U.S. LLC                                                        | Altice France SA/France                                            | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |    570643 | PA      | $524991.93    | 0.31%             | 2026-01-31      | Floating      | 9.94%                 | No            |                  2 | On Loan: No      |
| Icon Parent I Inc                                                           | ICON PARENT INC                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    674212 | PA      | $673052.85    | 0.39%             | 2031-11-13      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| PointClickCare Technologies                                                 | POINTCLICKCARE TECHNOLOGIES INC                                    | CUSIP: 000000000<br>LEI: 5493001Z0LHHBZLVDX36 | Long             | LON              | CORP              | CA        |    283575 | PA      | $283733.80    | 0.17%             | 2031-11-03      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education Inc                                                   | MCGRAW-HILL EDUCATION                                              | CUSIP: 58063DAG8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | LON              | CORP              | US        |    408155 | PA      | $408028.87    | 0.24%             | 2031-08-06      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| CHG Healthcare Services Inc                                                 | CHG HEALTHCARE SERVICES INC                                        | CUSIP: 12541HAX1<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |    865155 | PA      | $865111.51    | 0.51%             | 2028-09-29      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| West Marine / Rising Tide - Common Stock                                    | West Marine / Rising Tide - Common Stock                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1450 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Goat Holdco LLC                                                             | GOAT HOLDCO LLC                                                    | CUSIP: 38021CAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    761175 | PA      | $761586.03    | 0.45%             | 2032-01-27      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Arsenal Aic Parent LLC                                                      | ARSENAL AIC PARENT LLC                                             | CUSIP: 04287KAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    746614 | PA      | $745448.84    | 0.44%             | 2030-08-18      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| CHG PPC Parent LLC                                                          | CHG PPC Parent LLC                                                 | CUSIP: 12546FAF9<br>LEI: 54930019XJQNJAGXQ664 | Long             | LON              | CORP              | US        |    574265 | PA      | $574626.77    | 0.34%             | 2028-12-08      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Trucordia Insurance Holdings LLC                                            | TRUCORDIA                                                          | CUSIP: 89783WAB1<br>LEI: 254900KYYP47CV7DMK95 | Long             | LON              | CORP              | US        |    365000 | PA      | $365456.25    | 0.21%             | 2032-06-17      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Hanger Inc                                                                  | HANGER INC                                                         | CUSIP: 41043BAJ7<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |     75936 | PA      | $76050.40     | 0.04%             | 2031-10-23      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Kuehg Corp.                                                                 | KUEHG CORP                                                         | CUSIP: 50118YAH2<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |    531575 | PA      | $531022.50    | 0.31%             | 2030-06-12      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Mavis Tire Express Services Topco Corp                                      | MAVIS TIRE EXPRESS SERVICES TOPCO CORP                             | CUSIP: 57777YAG1<br>LEI: 254900NVDM4GTLBL9E56 | Long             | LON              | CORP              | US        |    557200 | PA      | $556876.82    | 0.33%             | 2028-05-04      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Flutter Entertainment Public Limited Company                                | FLUTTER FINANCING BV                                               | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |   1132162 | PA      | $1129966.10   | 0.66%             | 2032-06-04      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| RealPage Inc                                                                | RealPage Inc                                                       | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |    461099 | PA      | $459826.08    | 0.27%             | 2028-04-24      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| Pinnacle Buyer, LLC                                                         | PINNACLE BUYER LLC                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     60000 | PA      | $60075.00     | 0.04%             | 2032-09-10      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO                                                                  | Opal Bidco SAS                                                     | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |     30000 | PA      | $30742.38     | 0.02%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| APPLIED SYSTEMS INC                                                         | APPLIED SYSTEMS INC                                                | CUSIP: 03827FBC4<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |     90000 | PA      | $91931.40     | 0.05%             | 2032-02-23      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| Peninsula Pacific Entertainment LLC                                         | PENINSULA PACIFIC ENTERTAINMENT DEVELOPMENT LLC                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    121519 | PA      | $121215.19    | 0.07%             | 2032-08-14      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Viasat Inc                                                                  | Viasat Inc                                                         | CUSIP: 92555WAD7<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |    911625 | PA      | $898524.53    | 0.53%             | 2029-03-02      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                                    | Hess Midstream Operations LP                                       | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $285426.41    | 0.17%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AL GCX FUND VIII HOLDINGS LLC                                               | AL GCX FUND VIII HOLDINGS LLC                                      | CUSIP: 00162AAB7<br>LEI: 254900KQJGH397AKYT16 | Long             | LON              | CORP              | US        |    734435 | PA      | $732144.00    | 0.43%             | 2032-01-30      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Cotiviti Inc                                                                | COTIVITI INC                                                       | CUSIP: 22164MAD9<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    120000 | PA      | $120337.20    | 0.07%             | 2031-05-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Del Monte Foods, Inc.                                                       | DEL MONTE FOODS CORP II                                            | CUSIP: 24521WAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    345364 | PA      | $13814.55     | 0.01%             | 2028-08-02      | Floating      | 8.50%                 | No            |                  3 | On Loan: No      |
| Lernen Bidco Limited                                                        | LERNEN US FINCO LLC                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    466484 | PA      | $467650.02    | 0.27%             | 2031-10-27      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                                | CALPINE CORP                                                       | CUSIP: 13134MBW2<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |   1095000 | PA      | $1093707.90   | 0.64%             | 2031-01-31      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                                | ACRISURE LLC                                                       | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    316014 | PA      | $315125.97    | 0.18%             | 2030-11-06      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings Inc                                                   | ENDO FINANCE HOLDINGS                                              | CUSIP: 29280UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    168300 | PA      | $168545.72    | 0.10%             | 2031-04-23      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                 | ALLIED UNIVERSAL HOLDCO                                            | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |    535000 | PA      | $536701.30    | 0.31%             | 2032-08-20      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| COTIVITI INC                                                                | COTIVITI INC                                                       | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    704311 | PA      | $691104.93    | 0.40%             | 2031-05-01      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners Inc                                                    | BROADSTREET PARTNERS INC                                           | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |    548878 | PA      | $549311.30    | 0.32%             | 2031-06-13      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Rand Parent LLC                                                             | RAND PARENT LLC                                                    | CUSIP: 75223LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    568568 | PA      | $565622.66    | 0.33%             | 2030-03-18      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                 | CAESARS ENTERTAIN INC                                              | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    574575 | PA      | $572627.19    | 0.33%             | 2030-02-06      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                                                    | FOCUS FINANCIAL PARTNERS LLC                                       | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |    618442 | PA      | $618504.05    | 0.36%             | 2031-09-15      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| DS Parent Inc                                                               | DS PARENT INC                                                      | CUSIP: 23344YAG7<br>LEI: 254900EH8GRZUGRWRH57 | Long             | LON              | CORP              | US        |    640308 | PA      | $591215.53    | 0.35%             | 2031-01-31      | Floating      | 9.50%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                           | IRON MOUNTAIN INC                                                  | CUSIP: 46284NAV1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | LON              | CORP              | US        |    850524 | PA      | $850311.37    | 0.50%             | 2031-01-31      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE                                                     | Global Medical Response Inc                                        | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20586.20     | 0.01%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fugue Finance B.V.                                                          | FUGUE FINANCE LLC                                                  | CUSIP: 000000000<br>LEI: 254900Y4DWBRGAFENC88 | Long             | LON              | CORP              | HK        |    368676 | PA      | $369203.21    | 0.22%             | 2032-01-09      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                         | CLYDESDALE ACQUISITION                                             | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |   1007420 | PA      | $1005717.90   | 0.59%             | 2029-04-13      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| Alera Group Inc                                                             | ALERA GROUP INTERMEDIATE                                           | CUSIP: 01451PAB2<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |    235000 | PA      | $235768.45    | 0.14%             | 2032-05-30      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc                                                            | AMWINS GROUP INC                                                   | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |    854035 | PA      | $853471.40    | 0.50%             | 2032-01-30      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Ineos US Finance LLC                                                        | INEOS US FINANCE LLC                                               | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |    679351 | PA      | $608019.05    | 0.36%             | 2031-02-07      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Construction Partners Inc                                                   | CONSTRUCTION PARTNERS INC                                          | CUSIP: 21043XAH5<br>LEI: 549300MHLFL4E8JLZU44 | Long             | LON              | CORP              | US        |    988222 | PA      | $990385.77    | 0.58%             | 2031-11-03      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| BrightView Landscapes LLC                                                   | BRIGHTVIEW LANDSCAPES                                              | CUSIP: 10801XAL1<br>LEI: 549300OSAEQC89PVOW06 | Long             | LON              | CORP              | US        |   1108118 | PA      | $1103619.13   | 0.64%             | 2029-04-20      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Global Medical Response Inc                                                 | GLOBAL MEDICAL RESPONSE                                            | CUSIP: 37956SAB0<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | LON              | CORP              | US        |    693843 | PA      | $693878.03    | 0.41%             | 2032-10-01      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands Inc                                             | CORNERSTONE BUILDING                                               | CUSIP: 72431HAE0<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |    311279 | PA      | $282485.98    | 0.17%             | 2031-05-15      | Floating      | 8.65%                 | No            |                  2 | On Loan: No      |
| Citadel Securities LP                                                       | CITADEL SECURITIES LP                                              | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |    631227 | PA      | $632256.35    | 0.37%             | 2031-10-31      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| WCG Intermediate Corp                                                       | WCG INTERMEDIATE CORP                                              | CUSIP: 23343FAE4<br>LEI: 254900CEZYHAWVXDTS47 | Long             | LON              | CORP              | US        |    259350 | PA      | $257062.53    | 0.15%             | 2032-02-25      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| PAI Holdco Inc                                                              | PAI Holdco Inc                                                     | CUSIP: 69315JAG8<br>LEI: 2549001NJ55NUV372F56 | Long             | LON              | CORP              | US        |    470003 | PA      | $391512.62    | 0.23%             | 2027-10-28      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Genesys Cloud Services Holdings II LLC (f/k/a Greeneden US Holdings II LLC) | GENESYS CLOUD SERVICES                                             | CUSIP: 39479UAY9<br>LEI: 254900CRMBG6WX4HX396 | Long             | LON              | CORP              | US        |    731650 | PA      | $726316.27    | 0.42%             | 2032-01-30      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| CNT Holdings I Corp                                                         | CNT HOLDINGS I CORP                                                | CUSIP: 12656AAF6<br>LEI: 254900SYIEHMSB69WT08 | Long             | LON              | CORP              | US        |    908300 | PA      | $907509.91    | 0.53%             | 2032-11-08      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Catawba Nation Gaming Authority                                             | CATAWBA NATION GAMING AUTHORITY                                    | CUSIP: 14907EAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    375000 | PA      | $382968.75    | 0.22%             | 2032-03-28      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| Hunter Holdco 3 Limited                                                     | Hunter US Bidco Inc                                                | CUSIP: 12509YAE6<br>LEI: 549300KXGY77REE4ZR63 | Long             | LON              | CORP              | US        |    466819 | PA      | $463317.61    | 0.27%             | 2028-08-21      | Floating      | 8.35%                 | No            |                  2 | On Loan: No      |
| Del Monte Foods, Inc                                                        | DEL MONTE FOODS CORP II INC                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    160938 | PA      | $128750.23    | 0.08%             | 2026-04-02      | Floating      | 13.76%                | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                        | LifePoint Health Inc                                               | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    550000 | PA      | $595615.90    | 0.35%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Amentum Holdings LLC                                                        | AMAZON HOLDCO INC                                                  | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |    948361 | PA      | $947232.35    | 0.55%             | 2031-09-29      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| SPDR Bloomberg High Yield Bond ETF                                          | SPDR Bloomberg High Yield Bond ETF                                 | CUSIP: 78468R622<br>LEI: 549300NCLW2248PN7J24 | Long             | EC               | RF                | US        |      9560 | NS      | $936784.40    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Opal Us LLC                                                                 | OPAL US LLC                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    785000 | PA      | $786570.00    | 0.46%             | 2032-04-28      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| iShares iBoxx $ High Yield Corporate Bond ETF                               | iShares iBoxx $ High Yield Corporate Bond ETF                      | CUSIP: 464288513<br>LEI: 549300FCCXHK7O37PQ68 | Long             | EC               | RF                | US        |     11520 | NS      | $935308.80    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnia Partners, LLC                                                         | OMNIA PARTNERS LLC                                                 | CUSIP: 68218HAE7<br>LEI: 254900ZD1P5CVG9GOS22 | Long             | LON              | CORP              | US        |    630282 | PA      | $630181.41    | 0.37%             | 2030-07-25      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                               | TRANSDIGM INC                                                      | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   1424897 | PA      | $1423970.52   | 0.83%             | 2031-02-28      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Agiliti Health Inc                                                          | AGILITI HEALTH INC                                                 | CUSIP: 00847YAE2<br>LEI: 25490002CCQ55NKGNB14 | Long             | LON              | CORP              | US        |    832682 | PA      | $796252.05    | 0.47%             | 2030-05-01      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| ECL Entertainment LLC                                                       | ECL ENTERTAINMENT LLC                                              | CUSIP: 000000000<br>LEI: 254900UPSGHOBB360Z85 | Long             | LON              | CORP              | US        |    753997 | PA      | $752677.16    | 0.44%             | 2030-08-30      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Del Monte Foods, Inc                                                        | DEL MONTE FOODS CORP II INC                                        | CUSIP: 24521WAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    251729 | PA      | $119571.04    | 0.07%             | 2028-08-02      | Floating      | 12.32%                | No            |                  2 | On Loan: No      |
| Whitewater Matterhorn Holdings, LLC                                         | WHITEWATERMATTERHORNHO                                             | CUSIP: 000000000<br>LEI: 2138009J7G187M6C4Q91 | Long             | LON              | CORP              | US        |    600000 | PA      | $599346.00    | 0.35%             | 2032-06-16      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Paragon Offshore Finance Company                                            | Paragon Offshore Finance Co                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |     11329 | PA      | $0.00         | 0.00%             | 2021-07-16      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Grifols Worldwide Operations USA Inc                                        | Grifols Worldwide Operations USA Inc                               | CUSIP: 39843PAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    950000 | PA      | $946675.00    | 0.55%             | 2027-11-15      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Oryx Midstream Services Permian Basin LLC                                   | ORYX MIDSTREAM SERVICES PERMIAN BASIN LLC                          | CUSIP: 68764JAJ0<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |    863867 | PA      | $863374.26    | 0.50%             | 2028-10-05      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                                     | UKG INC                                                            | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   1676050 | PA      | $1673888.36   | 0.98%             | 2031-02-10      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                                  | FERTITTA ENTERTAINMENT L                                           | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |    598448 | PA      | $597394.64    | 0.35%             | 2029-01-27      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Potomac Energy Center, LLC                                                  | POTOMAC ENERGY CENTER LLC                                          | CUSIP: 000000000<br>LEI: 549300BHYFK6M9HVNA29 | Long             | LON              | CORP              | US        |    395000 | PA      | $396236.35    | 0.23%             | 2032-08-05      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Services Inc                                              | GFL ENVIRONMENTAL SERVIC                                           | CUSIP: 36257SAB8<br>LEI: 254900PGDQWC19PRP053 | Long             | LON              | CORP              | US        |    695000 | PA      | $694089.55    | 0.41%             | 2032-03-03      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Quidelortho Corporation                                                     | QUIDELORTHO CORP                                                   | CUSIP: 000000000<br>LEI: 549300YU8CMO9HF53113 | Long             | LON              | CORP              | US        |    490000 | PA      | $487143.30    | 0.28%             | 2032-08-23      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| Titan Acquisition Limited                                                   | HUSKY INJECTION MOLDING                                            | CUSIP: 000000000<br>LEI: 5493003ZDHRVP2N4C109 | Long             | LON              | CORP              | CA        |    692740 | PA      | $694083.47    | 0.41%             | 2029-02-15      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Phoenix Guarantor Inc                                                       | PHOENIX GUARANTOR INC                                              | CUSIP: 71913BAK8<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |    878511 | PA      | $878590.43    | 0.51%             | 2031-02-21      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| KRAKEN OIL & GAS PARTNER                                                    | Kraken Oil & Gas Partners LLC                                      | CUSIP: 50076PAA6<br>LEI: 549300DR5HSL4YAU3X12 | Long             | DBT              | CORP              | US        |    220000 | PA      | $218059.89    | 0.13%             | 2029-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                                      | Mauser Packaging Solutions Holding Co                              | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    190000 | PA      | $190434.72    | 0.11%             | 2027-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| M6 Etx Holdings Ii Midco LLC                                                | M6 ETX HOLDINGS II MIDCO LLC                                       | CUSIP: 55285DAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    295000 | PA      | $295000.00    | 0.17%             | 2032-04-01      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| Sigma Holdco BV                                                             | FLORA FOOD MANAG                                                   | CUSIP: 000000000<br>LEI: 254900U4MHW4MZWGFU47 | Long             | LON              | CORP              | US        |    904868 | PA      | $869578.42    | 0.51%             | 2028-01-03      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                                    | Clarios Global LP / Clarios US Finance Co                          | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     60000 | PA      | $61329.60     | 0.04%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ncr Atleos, LLC                                                             | NCR ATLEOS CORP                                                    | CUSIP: 63001PAG6<br>LEI: 9845005FC3S0VA714741 | Long             | LON              | CORP              | US        |    413867 | PA      | $413953.57    | 0.24%             | 2029-04-16      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                                                         | Rocket Software Inc                                                | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77311.65     | 0.05%             | 2028-11-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Arcline FM Holdings, LLC                                                    | ARCLINE FM HOLDINGS LLC                                            | CUSIP: 03960DAH6<br>LEI: 2549000HKCEC1E8UTO17 | Long             | LON              | CORP              | US        |   1056261 | PA      | $1055436.85   | 0.62%             | 2030-06-24      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                                        | LIFEPOINT HEALTH INC                                               | CUSIP: 75915TAL6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    133653 | PA      | $132943.09    | 0.08%             | 2031-05-16      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| EOC Borrower LLC                                                            | ENDEAVOR OPERATING CO LLC                                          | CUSIP: 26875YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    628425 | PA      | $628110.79    | 0.37%             | 2032-03-24      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Heartland Dental LLC                                                        | HEARTLAND DENTAL LLC                                               | CUSIP: 42236WAX5<br>LEI: 5493008FRC0GRKBN1075 | Long             | LON              | CORP              | US        |    503738 | PA      | $502609.13    | 0.29%             | 2032-08-25      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Grant Thornton Advisors LLC                                                 | GRANT THORNTON ADVISORS                                            | CUSIP: 38821UAD2<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |    633378 | PA      | $629064.37    | 0.37%             | 2031-06-02      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                                | UNIVISION COMMUNICATIONS INC                                       | CUSIP: 914908BG2<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |   1053171 | PA      | $1048231.67   | 0.61%             | 2029-01-31      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| Crisis Prevention Institute, Inc.                                           | TEI HOLDINGS INC                                                   | CUSIP: 22663GAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    352338 | PA      | $349694.97    | 0.20%             | 2031-04-09      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| Cincinnati Bell Inc                                                         | CINCINNATI BELL INC                                                | CUSIP: 17187MAU4<br>LEI: 549300JYVZOCUJOHL272 | Long             | LON              | CORP              | US        |    971417 | PA      | $972494.90    | 0.57%             | 2028-11-22      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Century DE Buyer LLC                                                        | CENTURY DE BUYER LLC                                               | CUSIP: 15651FAE6<br>LEI: 254900PQRPPYRTQIDX74 | Long             | LON              | CORP              | US        |    684162 | PA      | $684374.07    | 0.40%             | 2030-10-30      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                       | QUIKRETE HOLDINGS INC                                              | CUSIP: 74839XAK5<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    800130 | PA      | $800338.41    | 0.47%             | 2029-03-19      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| WIN Waste Innovations Holdings Inc                                          | Win Waste Innovations Holdings Inc                                 | CUSIP: 38723BAJ0<br>LEI: 549300DJBUN7Z75R2S83 | Long             | LON              | CORP              | US        |    901418 | PA      | $899732.12    | 0.53%             | 2028-03-24      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Pegasus Bidco Bv                                                            | PEGASUS BIDCO BV                                                   | CUSIP: 000000000<br>LEI: 254900U303DPAFR7MA71 | Long             | LON              | CORP              | NL        |    846950 | PA      | $849066.92    | 0.50%             | 2029-07-12      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| DXP Enterprises Inc                                                         | DXP ENTERPRISES INC/TX                                             | CUSIP: 23338DAR7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    589000 | PA      | $591580.22    | 0.35%             | 2030-10-11      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Red SPV LLC                                                                 | RED SPV LLC                                                        | CUSIP: 75701MAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    628425 | PA      | $626985.91    | 0.37%             | 2032-03-15      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| INDICOR LLC                                                                 | ROPER INDUSTRIAL PRODUCT                                           | CUSIP: 77669LAK9<br>LEI: 254900RXO1EICEHOLG29 | Long             | LON              | CORP              | US        |   1088880 | PA      | $1089794.81   | 0.64%             | 2029-11-22      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings Inc                                                 | SURGERY CENTER HOLDINGS INC                                        | CUSIP: 86880NBD4<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |    950937 | PA      | $951118.07    | 0.56%             | 2030-12-19      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                       | Level 3 Financing Inc                                              | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51423.99     | 0.03%             | 2028-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS GRP                                                    | Broadstreet Partners Group LLC                                     | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299126.25    | 0.17%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hanger Inc                                                                  | HANGER INC                                                         | CUSIP: 41043BAH1<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |    588741 | PA      | $589623.80    | 0.34%             | 2031-10-23      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                         | Medline Borrower LP                                                | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144666.60    | 0.08%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ESC NMG Parent LLC                                                          | ESC NMG Parent LLC                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3033 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Kaman Corporation                                                           | KAMAN CORP                                                         | CUSIP: 48354VAN2<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |     72406 | PA      | $72127.47     | 0.04%             | 2032-02-26      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| South Field Energy LLC                                                      | SOUTH FIELD ENERGY LLC                                             | CUSIP: 83783XAF3<br>LEI: 549300M3RBW5ZIH20760 | Long             | LON              | CORP              | US        |     15287 | PA      | $15300.16     | 0.01%             | 2031-08-29      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                                       | HUB INTERNATIONAL LTD                                              | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |    588235 | PA      | $588952.63    | 0.34%             | 2030-06-20      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings, LLC                                              | TRUIST INSURANCE HOLDING                                           | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    700000 | PA      | $698908.00    | 0.41%             | 2031-05-06      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Ascend Learning LLC                                                         | ASCEND LEARNING LLC                                                | CUSIP: 04349HAN4<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |    625463 | PA      | $624549.34    | 0.36%             | 2028-12-11      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Ion Trading Finance Limited                                                 | ION TRADING TECHNOLOGIES SA                                        | CUSIP: 000000000<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | LON              | CORP              | LU        |    521476 | PA      | $521153.12    | 0.30%             | 2028-04-01      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| MV Holding GmbH FKA Igloo Holdings Corp                                     | MX HOLDINGS US INC                                                 | CUSIP: 55404TAF9<br>LEI: 549300RKTIVJWNROR778 | Long             | LON              | CORP              | US        |    618450 | PA      | $618450.00    | 0.36%             | 2032-03-17      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                                               | LIFE TIME INC                                                      | CUSIP: 50218KAN8<br>LEI: 549300PALKE96VYH4X17 | Long             | LON              | CORP              | US        |    776100 | PA      | $774803.91    | 0.45%             | 2031-11-05      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| ALLIANCE LAUNDRY SYSTEMS                                                    | ALLIANCE LAUNDRY SYSTEMS                                           | CUSIP: 01862LBA5<br>LEI: 549300YBOGK6MBI5ND34 | Long             | LON              | CORP              | US        |    612386 | PA      | $611546.57    | 0.36%             | 2031-08-19      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| LUMMUS TECHNOLOGY HOLDINGS V LLC                                            | LUMMUS TECHNOLOGY HOLDINGS                                         | CUSIP: 45232UAH1<br>LEI: 549300K1Y0YC1YC1H809 | Long             | LON              | CORP              | US        |   1000216 | PA      | $1002006.34   | 0.59%             | 2029-12-31      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                       | QUIKRETE HOLDING 01/30/32                                          | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    507450 | PA      | $507104.93    | 0.30%             | 2032-02-10      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Belron Finance 2019 LLC                                                     | BELRON FINANCE 2019 LLC                                            | CUSIP: 08078UAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    836045 | PA      | $839706.67    | 0.49%             | 2031-10-16      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| Windsor Holdings III LLC                                                    | WINDSOR HOLDINGS III LLC                                           | CUSIP: 97360BAH8<br>LEI: 254900IXUJZ9H146T437 | Long             | LON              | CORP              | US        |    874525 | PA      | $874524.85    | 0.51%             | 2030-08-01      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco Gmbh                                                      | TK ELEVATOR US NEWCO INC                                           | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |    512424 | PA      | $513541.52    | 0.30%             | 2030-04-30      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Motion Finco LLC                                                            | MOTION FINCO SARL                                                  | CUSIP: 000000000<br>LEI: 2549002L1LBQZKA7UN30 | Long             | LON              | CORP              | LU        |    619829 | PA      | $554282.27    | 0.32%             | 2029-11-12      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Epic Crude Services LP                                                      | EPIC CRUDE SERVICES LP                                             | CUSIP: 29428XAJ9<br>LEI: 549300FRS682IQ7J9S42 | Long             | LON              | CORP              | US        |    670200 | PA      | $670200.00    | 0.39%             | 2031-10-15      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Madison Iaq LLC                                                             | MADISON IAQ LLC                                                    | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |    925449 | PA      | $925606.78    | 0.54%             | 2028-06-21      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Madison Iaq LLC                                                             | MADISON IAQ LLC                                                    | CUSIP: 55759VAD0<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |    284288 | PA      | $285467.29    | 0.17%             | 2032-05-06      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Lsf12 Crown Us Commercial Bidco, LLC                                        | LSF12 CROWN US COMMERCIAL BIDCO LLC                                | CUSIP: 50221UAD3<br>LEI: 254900FI2OCFTJ9PAJ18 | Long             | LON              | CORP              | US        |    815000 | PA      | $815513.45    | 0.48%             | 2031-12-02      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Proofpoint Inc                                                              | PROOFPOINT INC                                                     | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |   1110321 | PA      | $1113219.38   | 0.65%             | 2028-08-31      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group Inc                                                      | ATHENAHEALTH GROUP INC                                             | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    845750 | PA      | $843635.63    | 0.49%             | 2029-02-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Harbor Freight Tools USA Inc                                                | HARBOR FREIGHT TOOLS USA INC                                       | CUSIP: 41151PAR6<br>LEI: 549300Y48HLCFTTB4249 | Long             | LON              | CORP              | US        |    701308 | PA      | $688158.51    | 0.40%             | 2031-06-11      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Astoria Energy LLC                                                          | ASTORIA ENERGY LLC                                                 | CUSIP: 04626LAJ8<br>LEI: 549300BXD26J7I0IPB62 | Long             | LON              | CORP              | US        |    521837 | PA      | $522781.46    | 0.31%             | 2032-06-23      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| South Field Energy LLC                                                      | SOUTH FIELD ENERGY LLC                                             | CUSIP: 83783XAG1<br>LEI: 549300M3RBW5ZIH20760 | Long             | LON              | CORP              | US        |    241153 | PA      | $241353.27    | 0.14%             | 2031-08-29      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Traverse Midstream Partners LLC                                             | TRAVERSE MIDSTREAM PARTN                                           | CUSIP: 000000000<br>LEI: 549300DHTM8B2X5QMJ22 | Long             | LON              | CORP              | US        |    788952 | PA      | $789449.00    | 0.46%             | 2028-02-16      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Upstream Newco Inc                                                          | Upstream Newco Inc                                                 | CUSIP: 91678HAF9<br>LEI: 549300Q4K2W4R1EBTH48 | Long             | LON              | CORP              | US        |    254934 | PA      | $218129.56    | 0.13%             | 2026-11-20      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| Dynamo Us Bidco Inc.                                                        | DYNAMO US BIDCO INC                                                | CUSIP: 26806DAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    148500 | PA      | $148871.25    | 0.09%             | 2031-10-01      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| UFC Holdings LLC (Zuffa)/TKO Group                                          | UFC HOLDINGS LLC                                                   | CUSIP: 90266UAL7<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |    864209 | PA      | $865151.05    | 0.51%             | 2031-11-21      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| Cube Industrials Buyer Inc                                                  | CUBE A&D BUYER INC                                                 | CUSIP: 22971EAB4<br>LEI: 25490058FG1NWDNJ5K52 | Long             | LON              | CORP              | US        |    492525 | PA      | $493756.31    | 0.29%             | 2031-10-17      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco Us Inc.                                                       | Neptune Bidco US Inc                                               | CUSIP: 64069JAC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |   1034577 | PA      | $983758.54    | 0.57%             | 2029-04-11      | Floating      | 9.43%                 | No            |                  2 | On Loan: No      |
| Entain PLC                                                                  | ENTAIN HOLDINGS GIBRALTA                                           | CUSIP: 000000000<br>LEI: 213800ATWJIEYQ8NF838 | Long             | LON              | CORP              | GI        |    277200 | PA      | $276870.13    | 0.16%             | 2029-10-31      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                                    | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $223012.87    | 0.13%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Del Monte Foods, Inc                                                        | DEL MONTE FOODS CORP II                                            | CUSIP: 24521WAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    795189 | PA      | $7951.89      | 0.00%             | 2028-08-02      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                                                   | BAUSCH + LOMB CORP                                                 | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    377300 | PA      | $376828.38    | 0.22%             | 2028-09-29      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| Lightning Power, LLC                                                        | LIGHTNING POWER LLC                                                | CUSIP: 53229LAB3<br>LEI: 254900BWCHJ03XRL8K59 | Long             | LON              | CORP              | US        |    694030 | PA      | $693078.88    | 0.41%             | 2031-08-18      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Turquoise Topco LTD                                                         | TORTUGA RESORTS GHD LLC                                            | CUSIP: 000000000<br>LEI: 254900RI25V4FBT02P38 | Long             | LON              | CORP              | US        |    730000 | PA      | $730459.90    | 0.43%             | 2032-08-13      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                      | Acrisure LLC / Acrisure Finance Inc                                | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    515000 | PA      | $507670.06    | 0.30%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Glatfelter Corporation                                                      | TREASURE HOLDCO INC                                                | CUSIP: 89458XAB3<br>LEI: 549300LDQLQBT38QDY28 | Long             | LON              | CORP              | US        |    341718 | PA      | $338642.35    | 0.20%             | 2031-11-04      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| Spin Holdco Inc                                                             | Spin Holdco Inc                                                    | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |    693263 | PA      | $578132.46    | 0.34%             | 2028-03-04      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| Ineos Finance PLC                                                           | INEOS US FINANCE LLC                                               | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |   1212823 | PA      | $1094572.64   | 0.64%             | 2030-02-18      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| CPM Holdings Inc                                                            | CPM HOLDINGS INC                                                   | CUSIP: 12620BAR1<br>LEI: 549300FBUISJCXV8IB65 | Long             | LON              | CORP              | US        |    593914 | PA      | $591965.65    | 0.35%             | 2028-09-28      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Inc                                                           | NEXSTAR MEDIA INC                                                  | CUSIP: 65336RBB3<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |    877800 | PA      | $876386.74    | 0.51%             | 2032-06-28      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| NAB Holdings LLC                                                            | NORTHAB LLC                                                        | CUSIP: 66345FAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1270830 | PA      | $1226084.53   | 0.72%             | 2028-11-24      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Gray Television Inc                                                         | Gray Television Inc                                                | CUSIP: 389376AZ7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |    757520 | PA      | $756966.91    | 0.44%             | 2028-12-01      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group Inc                                               | SINCLAIR TELEVISION GROU                                           | CUSIP: 829229AV5<br>LEI: 549300CQGEN0CH65UD62 | Long             | LON              | CORP              | US        |   1069625 | PA      | $961999.33    | 0.56%             | 2030-12-31      | Floating      | 8.36%                 | No            |                  2 | On Loan: No      |
| Acuren Delaware Holdco Inc (f/k/a AAL Delaware Holdco Inc)                  | AAL DELAWARE HOLDCO INC                                            | CUSIP: 00036YAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    218140 | PA      | $218303.81    | 0.13%             | 2031-07-30      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Playtika Holding Corp                                                       | Playtika Holding Corp                                              | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |    922585 | PA      | $907417.56    | 0.53%             | 2028-03-13      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                                    | CLOUD SOFTWARE GRP INC                                             | CUSIP: 88632NBK5<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    597000 | PA      | $599053.68    | 0.35%             | 2031-03-21      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Dechra Pharmaceuticals Holdings Limited (f/k/a Freya Bidco Limited)         | DECHRA FINANCE US                                                  | CUSIP: 24343EAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    517400 | PA      | $518155.40    | 0.30%             | 2032-01-27      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                           | Post Holdings Inc                                                  | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    205000 | PA      | $206908.35    | 0.12%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                                                    | Primo Water Holdings Inc / Triton Water Holdings Inc               | CUSIP: 74168RAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $224814.13    | 0.13%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Viant Medical Holdings Inc                                                  | VIANT MEDICAL HOLDINGS                                             | CUSIP: 92556MAB2<br>LEI: 549300E68YOWU15QSF58 | Long             | LON              | CORP              | US        |    750129 | PA      | $750286.98    | 0.44%             | 2031-10-29      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing Inc                                           | AMERICAN AXLE & MFG INC                                            | CUSIP: 02406MBB2<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | LON              | CORP              | US        |    280000 | PA      | $278250.00    | 0.16%             | 2032-09-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                                    | Virgin Media Bristol LLC                                           | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |    522792 | PA      | $521997.52    | 0.31%             | 2028-01-31      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| Triton Water Holdings Inc                                                   | PRIMO BRANDS CORP                                                  | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |   1227511 | PA      | $1226847.66   | 0.72%             | 2028-03-31      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                 | Asurion LLC                                                        | CUSIP: 04649VAY6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   1586030 | PA      | $1585062.90   | 0.93%             | 2027-07-30      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                                        | Garda World Security Corp                                          | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $207605.33    | 0.12%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Del Monte Foods Corporation II Inc                                          | DEL MONTE FOODS CORP II INC                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    178758 | PA      | $170415.37    | 0.10%             | 2026-04-02      | Floating      | 13.77%                | No            |                  2 | On Loan: No      |
| AlixPartners LLP                                                            | ALIXPARTNERS LLP                                                   | CUSIP: 01642PBE5<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |    759156 | PA      | $753675.10    | 0.44%             | 2032-08-12      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                              | Gray Media Inc                                                     | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112380.18    | 0.07%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                                                    | Albion Financing 1 SARL / Aggreko Holdings Inc                     | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    500000 | PA      | $517150.00    | 0.30%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Project Ruby Ultimate Parent Corp                                           | PROJECT RUBY ULTIMATE PARENT CORP                                  | CUSIP: 74339UBA7<br>LEI: 549300UGGIEE7YT1C741 | Long             | LON              | CORP              | US        |    930508 | PA      | $930675.53    | 0.54%             | 2028-03-10      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                         | HILCORP ENERGY I LP                                                | CUSIP: 431319AH5<br>LEI: 549300ITPIHLG0LHEC09 | Long             | LON              | CORP              | US        |    626850 | PA      | $626850.00    | 0.37%             | 2030-02-11      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Aspire Bakeries Holdings LLC                                                | ASPIRE BAKERIES HOLDING                                            | CUSIP: 000000000<br>LEI: 549300MWN7R72KAKOD18 | Long             | LON              | CORP              | US        |    321656 | PA      | $322560.02    | 0.19%             | 2030-12-23      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Klockner Pentaplast of America Inc                                          | Kloeckner Pentaplast of America Inc                                | CUSIP: 49865NAT7<br>LEI: 5299004QDA11QZOG5N31 | Long             | LON              | CORP              | US        |    988635 | PA      | $475167.53    | 0.28%             | 2026-02-12      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| Ensemble RCM LLC                                                            | ENSEMBLE RCM LLC                                                   | CUSIP: 29359BAE1<br>LEI: 254900PDXJVVI20WAQ37 | Long             | LON              | CORP              | US        |    557172 | PA      | $558352.92    | 0.33%             | 2029-08-01      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| Applied Systems Inc                                                         | APPLIED SYSTEMS INC                                                | CUSIP: 03827FBD2<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |   1960088 | PA      | $1960636.32   | 1.15%             | 2031-02-24      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| St. Georges University Scholastic Services LLC                              | UNIVERSITY SUPPORT SERVICES                                        | CUSIP: 78957LAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    592635 | PA      | $583129.01    | 0.34%             | 2029-02-10      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Whitewater DBR Holdco LLC                                                   | WHITEWATER DBR HOLDCO LL                                           | CUSIP: 96616PAD0<br>LEI: 21380025GXMNBTSJP816 | Long             | LON              | CORP              | US        |    618762 | PA      | $619151.55    | 0.36%             | 2031-03-03      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                                       | Trivium Packaging Finance BV                                       | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    225000 | PA      | $240017.40    | 0.14%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Cogeco Communications Finance (USA) LP                                      | COGECO COMMUNICATIONS USA II LP                                    | CUSIP: 19239BAD0<br>LEI: 549300UVJTPYOZ6XKH79 | Long             | LON              | CORP              | US        |    890222 | PA      | $888111.88    | 0.52%             | 2030-09-18      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Freeport LNG Investments, LLP                                               | FREEPORT LNG INVESTMENTS LLLP                                      | CUSIP: 35670CAC2<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |    775619 | PA      | $774929.07    | 0.45%             | 2028-12-21      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-24

**Name of Applicant:** Virtus Opportunities Trust

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer