# EDGAR Filing Document

**Accession Number:** 0001018593
**File Stem:** 0001752724-23-046110
**Filing Date:** 2023-2
**Character Count:** 203124
**Document Hash:** ea0d114df603b86f9177c575ae70d147
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-046110.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-046110

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VIRTUS ASSET TRUST
- **CENTRAL INDEX KEY:** 0001018593
- **IRS NUMBER:** 956981193
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07705
- **FILM NUMBER:** 23681949

**BUSINESS ADDRESS:**
- **STREET 1:** 101 MUNSON STREET
- **CITY:** GREENFIELD
- **STATE:** MA
- **ZIP:** 01301
- **BUSINESS PHONE:** (800) 243-4361

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PHOENIX ASSET TRUST
- **DATE OF NAME CHANGE:** 20060523

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PHOENIX-KAYNE FUNDS
- **DATE OF NAME CHANGE:** 20021223

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** KAYNE ANDERSON RUDNICK MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 20010226

## Series and Classes Contracts Data

### Virtus Seix Floating Rate High Income Fund (Series ID: S000057046)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000181247 | Class A      | SFRAX           |
| C000181248 | Class C      | SFRCX           |
| C000181249 | Class I      | SAMBX           |
| C000181250 | Class R6     | SFRZX           |

## 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 Asset Trust

- **b. Investment Company Act file number:** 811-07705

- **c. CIK number of Registrant:** 0001018593

- **d. LEI of Registrant:** 5493001887IYOL1CRU72

- **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:** 800-263-4790

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

- **a. Name of Series:** Virtus Seix Floating Rate High Income Fund

- **b. EDGAR series identifier (if any):** S000057046

- **c. LEI of Series:** 549300RKGX6P36UJVL84

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-30

**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:** $2167770773.04

**Total Liabilities:** $79454012.72

**Net Assets:** $2088316760.32

**Cash Not Reported:** $23088600.30

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** -10519.00000000 | **10-Year:** -30335.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** 0.00000000 | **1-Year:** -69.00000000 | **5-Year:** -178660.00000000 | **10-Year:** -465631.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000181249 | 1.19%                | 1.10%                | 0.57%                |
| Class ID C000181248 | 0.12%                | 0.03%                | -0.38%               |
| Class ID C000181250 | 1.20%                | 1.11%                | 0.71%                |
| Class ID C000181247 | -1.62%               | -1.83%               | -2.10%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-6010146.26             | $20634692.82                               |
| Month 2  | $-6581118.40             | $17756172.45                               |
| Month 3  | $-8374739.75             | $8045649.95                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Herschend Entertainment Company LLC                                         | Herschend Entertainment Co LLC                                                   | CUSIP: 42778EAF8<br>LEI: 54930087KQ7RPDXK0716 | Long             | LON              | CORP              | US        |   4423856 | PA      | $4374087.36   | 0.21%             | 2028-08-27      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| Allen Media LLC                                                             | Allen Media LLC                                                                  | CUSIP: 01771JAG8<br>LEI: 549300ERNJNM4RN5JP79 | Long             | LON              | CORP              | US        |   4419375 | PA      | $3604574.84   | 0.17%             | 2027-02-10      | Floating      | 10.08%                | No            |                  2 | On Loan: No      |
| Patagonia Holdco LLC                                                        | Patagonia Holdco LLC                                                             | CUSIP: 70289FAD3<br>LEI: 254900OLXUIWWEAJZ984 | Long             | LON              | CORP              | US        |   3800475 | PA      | $3007125.84   | 0.14%             | 2029-08-01      | Floating      | 9.96%                 | No            |                  2 | On Loan: No      |
| Wayne Services Legacy                                                       | Wayne Services Legacy                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2073 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| WireCo WorldGroup Inc                                                       | WireCo WorldGroup Inc                                                            | CUSIP: 000000000<br>LEI: 5493008NQ1Q5T2GZOJ37 | Long             | LON              | CORP              | US        |   4270976 | PA      | $4148185.69   | 0.20%             | 2028-11-13      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                                                     | Brown Group Holding LLC                                                          | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |   5183812 | PA      | $5080861.15   | 0.24%             | 2028-06-07      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Digi International Inc.                                                     | Digi International Inc                                                           | CUSIP: 000000000<br>LEI: 529900KG656HGROI4N27 | Long             | LON              | CORP              | US        |   5053437 | PA      | $4990268.96   | 0.24%             | 2028-11-01      | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| Earnout Trust Certificates                                                  | Earnout Trust Certificates                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2376 | NS      | $11880.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Creation Technologies Inc                                                   | Creation Technologies Inc                                                        | CUSIP: 22526YAB0<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   4509794 | PA      | $3585286.12   | 0.17%             | 2028-10-05      | Floating      | 9.25%                 | No            |                  2 | On Loan: No      |
| Peraton Corp                                                                | Peraton Corp                                                                     | CUSIP: 71360HAG2<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |   2990000 | PA      | $2836015.00   | 0.14%             | 2029-02-01      | Floating      | 12.09%                | No            |                  2 | On Loan: No      |
| Trinseo Materials Operating SCA                                             | Trinseo Materials Operating SCA                                                  | CUSIP: 000000000<br>LEI: 549300WNMXD3KV7LO256 | Long             | LON              | CORP              | LU        |   3383475 | PA      | $3142402.41   | 0.15%             | 2028-05-03      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Magenta Buyer LLC                                                           | Magenta Buyer LLC                                                                | CUSIP: 55910RAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2540000 | PA      | $1989658.20   | 0.10%             | 2029-07-27      | Floating      | 12.67%                | No            |                  2 | On Loan: No      |
| National Intergovernmental Purchasing Alliance Company                      | National Intergovernmental Purchasing Alliance Co                                | CUSIP: 63653YAB9<br>LEI: 549300SMECQREC3K2B56 | Long             | LON              | CORP              | US        |   2884759 | PA      | $2839698.68   | 0.14%             | 2025-05-23      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| US Silica Company                                                           | US Silica Co                                                                     | CUSIP: 90343KAR3<br>LEI: 549300LB0THBBEFBXE82 | Long             | LON              | CORP              | US        |   4381542 | PA      | $4332249.26   | 0.21%             | 2025-05-01      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| Specialty Building Products Holdings LLC                                    | Specialty Building Products Holdings LLC                                         | CUSIP: 84748EAF7<br>LEI: 549300ICFD46O3KMJC06 | Long             | LON              | CORP              | US        |   3649850 | PA      | $3273477.47   | 0.16%             | 2028-10-15      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| Physician Partners, LLC                                                     | Physician Partners LLC                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3404275 | PA      | $3235763.39   | 0.15%             | 2028-12-22      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Sycamore Buyer LLC                                                          | Sycamore Buyer LLC                                                               | CUSIP: 87114UAB9<br>LEI: 549300QY6JWOUB8MFP78 | Long             | LON              | CORP              | US        |   4014938 | PA      | $3908541.66   | 0.19%             | 2029-07-23      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Four Seasons Hotels Limited                                                 | Four Seasons Hotels Ltd                                                          | CUSIP: 35100DAS5<br>LEI: 5493009FUVX8LHYY2202 | Long             | LON              | CORP              | CA        |   4000854 | PA      | $3999413.70   | 0.19%             | 2029-11-30      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| ChampionX Corporation                                                       | ChampionX Corp                                                                   | CUSIP: 15872NAC6<br>LEI: 549300EP2909K6DYYP38 | Long             | LON              | CORP              | US        |   6070000 | PA      | $6032062.50   | 0.29%             | 2029-06-07      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Canada Goose Inc                                                            | Canada Goose Inc                                                                 | CUSIP: 000000000<br>LEI: 5493005JT54IX5MZ9P52 | Long             | LON              | CORP              | CA        |   3986334 | PA      | $3865747.50   | 0.19%             | 2027-10-07      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| VERICAST CORPORATION                                                        | Vericast Corp                                                                    | CUSIP: 181593AQ7<br>LEI: 549300J73P7FL8TVF308 | Long             | LON              | CORP              | US        |   4836698 | PA      | $3730303.16   | 0.18%             | 2026-06-16      | Floating      | 12.20%                | No            |                  2 | On Loan: No      |
| Klockner Pentaplast of America Inc                                          | Kloeckner Pentaplast of America Inc                                              | CUSIP: 49865NAT7<br>LEI: 5299004QDA11QZOG5N31 | Long             | LON              | CORP              | US        |   6095470 | PA      | $5388760.94   | 0.26%             | 2026-02-12      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| CWGS Group LLC                                                              | CWGS Group LLC                                                                   | CUSIP: 12670UAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6404975 | PA      | $5908589.32   | 0.28%             | 2028-06-03      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Radiate Holdco LLC                                                          | Radiate Holdco LLC                                                               | CUSIP: 75025KAH1<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | LON              | CORP              | US        |  10320337 | PA      | $8345540.32   | 0.40%             | 2026-09-25      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| MH Sub I, LLC                                                               | MH Sub I LLC                                                                     | CUSIP: 45567YAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4143089 | PA      | $4020287.44   | 0.19%             | 2024-09-13      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| BCP Renaissance Parent LLC                                                  | BCP Renaissance Parent LLC                                                       | CUSIP: 05549PAC5<br>LEI: 549300GVXMQFQZDSJR97 | Long             | LON              | CORP              | US        |  11920504 | PA      | $11784252.27  | 0.56%             | 2026-11-02      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Atlas Purchaser Inc                                                         | Atlas Purchaser Inc                                                              | CUSIP: 04939JAE6<br>LEI: 254900Q8WE2HAUZ0LI71 | Long             | LON              | CORP              | US        |    825000 | PA      | $548625.00    | 0.03%             | 2029-05-07      | Floating      | 11.19%                | No            |                  2 | On Loan: No      |
| Nortonlifelock Inc.                                                         | Gen Digital Inc                                                                  | CUSIP: 66877AAD0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |   8265000 | PA      | $8111766.90   | 0.39%             | 2029-09-12      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Rising Tide Holdings Inc                                                    | Rising Tide Holdings Inc                                                         | CUSIP: 76770EAB3<br>LEI: 254900T03WM6VU0KWL83 | Long             | LON              | CORP              | US        |   1309109 | PA      | $589099.08    | 0.03%             | 2028-06-01      | Floating      | 9.48%                 | No            |                  3 | On Loan: No      |
| CSC Holdings LLC                                                            | CSC Holdings LLC                                                                 | CUSIP: 64072UAE2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |   4541168 | PA      | $4280050.78   | 0.20%             | 2025-07-17      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Citadel Securities LP                                                       | Citadel Securities LP                                                            | CUSIP: 17288YAD4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |  10048697 | PA      | $9840186.96   | 0.47%             | 2028-02-02      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP                                                          | Rithm Capital Corp                                                               | CUSIP: 64828TAA0<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1794599.30   | 0.09%             | 2025-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Orchid Merger Sub II, LLC                                                   | Orchid Finco LLC                                                                 | CUSIP: 68572CAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5298562 | PA      | $4556763.75   | 0.22%             | 2027-07-27      | Floating      | 8.58%                 | No            |                  3 | On Loan: No      |
| AltiSource Solutions Sarl                                                   | Altisource Sarl                                                                  | CUSIP: 000000000<br>LEI: 222100LCEG1XDFQRZI81 | Long             | LON              | CORP              | LU        |   3632086 | PA      | $2936541.89   | 0.14%             | 2024-04-03      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| Apex Group Treasury Limited                                                 | Apex Group Treasury LLC                                                          | CUSIP: 000000000<br>LEI: 254900N6HRPDDNW7HP03 | Long             | LON              | CORP              | US        |   4997365 | PA      | $4747496.49   | 0.23%             | 2028-07-27      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                                                              | Sabre GLBL Inc                                                                   | CUSIP: 78571YBJ8<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |   3840375 | PA      | $3530763.97   | 0.17%             | 2028-06-30      | Floating      | 9.30%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                           | Iliad Holding SASU                                                               | CUSIP: 449691AA2<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |  10550000 | PA      | $9784638.01   | 0.47%             | 2026-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OneDigital Borrower LLC                                                     | OneDigital Borrower LLC                                                          | CUSIP: 68277FAE9<br>LEI: 2549009GTKWWAO1E9X77 | Long             | LON              | CORP              | US        |   4975301 | PA      | $4689220.85   | 0.22%             | 2027-11-16      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                                         | LBM Acquisition LLC                                                              | CUSIP: 50179JAB4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |   7543566 | PA      | $6522845.77   | 0.31%             | 2027-12-17      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| Refficiency Holdings LLC                                                    | Refficiency Holdings LLC                                                         | CUSIP: 75865HAH1<br>LEI: 2549003DYOLJRQR9G070 | Long             | LON              | CORP              | US        |    243177 | PA      | $229651.43    | 0.01%             | 2027-12-16      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                                             | ABG Intermediate Holdings 2 LLC                                                  | CUSIP: 00076VAW0<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |   6547562 | PA      | $6498455.52   | 0.31%             | 2024-09-27      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| ALLEN MEDIA LLC/CO-ISSR                                                     | Allen Media LLC / Allen Media Co-Issuer Inc                                      | CUSIP: 01771YAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $760000.00    | 0.04%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Evergreen AcqCo 1 LP                                                        | Evergreen Acqco 1 LP                                                             | CUSIP: 30015FAG1<br>LEI: 549300F6POVHG3ME8T95 | Long             | LON              | CORP              | US        |   4425300 | PA      | $4263024.26   | 0.20%             | 2028-04-26      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Vertex Aerospace Services Corp                                              | Vertex Aerospace Services Corp                                                   | CUSIP: 92532MAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5179248 | PA      | $5080531.45   | 0.24%             | 2028-12-06      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| WWEX Uni Topco Holdings LLC                                                 | Worldwide Express Inc                                                            | CUSIP: 00435UAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    400000 | PA      | $331500.00    | 0.02%             | 2029-07-26      | Floating      | 11.73%                | No            |                  2 | On Loan: No      |
| Everi Holdings Inc                                                          | Everi Holdings Inc                                                               | CUSIP: 30034UAC4<br>LEI: 5299006DK5S7BG10K532 | Long             | LON              | CORP              | US        |   4327305 | PA      | $4284032.33   | 0.21%             | 2028-08-03      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Ascend Performance Materials Operations LLC                                 | Ascend Performance Materials Operations LLC                                      | CUSIP: 04350TAC8<br>LEI: 549300NIMFUIRMMAGQ29 | Long             | LON              | CORP              | US        |   5198263 | PA      | $4882468.82   | 0.23%             | 2026-08-27      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| Invenergy Thermal Operating I LLC                                           | Invenergy Thermal Operating I LLC                                                | CUSIP: 46123UAG3<br>LEI: 549300JF5R5BXJAMZL67 | Long             | LON              | CORP              | US        |   2625605 | PA      | $2590605.72   | 0.12%             | 2025-08-28      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| Primary Products Finance LLC                                                | Primary Products Finance LLC                                                     | CUSIP: 74167NAC7<br>LEI: 549300D4W5WVUVR3LC81 | Long             | LON              | CORP              | US        |   4324162 | PA      | $4240014.30   | 0.20%             | 2029-03-30      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| Lsf11 A5 Holdco LLC                                                         | LSF11 A5 HoldCo LLC                                                              | CUSIP: 50216YAB6<br>LEI: 254900FPK7P5WNA66Y10 | Long             | LON              | CORP              | US        |   4594728 | PA      | $4432763.61   | 0.21%             | 2028-10-15      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Oryx Midstream Services Permian Basin LLC                                   | Oryx Midstream Services Permian Basin LLC                                        | CUSIP: 68764JAB7<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |   8091006 | PA      | $7983557.18   | 0.38%             | 2028-10-05      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Option Care Health Inc                                                      | Option Care Health Inc                                                           | CUSIP: 68404YAB0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | LON              | CORP              | US        |   7679869 | PA      | $7614590.00   | 0.36%             | 2028-10-27      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                 | Asurion LLC                                                                      | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |  13796000 | PA      | $10662376.56  | 0.51%             | 2029-01-20      | Floating      | 9.63%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems Dutch Holding B B.V.                                 | Axalta Coating Systems US Holdings Inc                                           | CUSIP: 90347BAJ7<br>LEI: 549300NZ43V4QV4UGN28 | Long             | LON              | CORP              | US        |   4060000 | PA      | $4060000.00   | 0.19%             | 2029-12-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Telenet Financing USD LLC                                                   | Telenet Financing USD LLC                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4934650 | PA      | $4794012.48   | 0.23%             | 2028-04-28      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| RVR Dealership Holdings LLC                                                 | RVR Dealership Holdings LLC                                                      | CUSIP: 75001CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5920801 | PA      | $5437249.53   | 0.26%             | 2028-02-08      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Team Health Holdings, Inc.                                                  | Team Health Holdings Inc                                                         | CUSIP: 87817JAG3<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |  13156020 | PA      | $9834124.62   | 0.47%             | 2027-03-02      | Floating      | 9.45%                 | No            |                  2 | On Loan: No      |
| Aimbridge Acquisition Co Inc                                                | Aimbridge Acquisition Co Inc                                                     | CUSIP: 00900YAD8<br>LEI: 549300SPGKLVE9WYCQ20 | Long             | LON              | CORP              | US        |   2987281 | PA      | $2698829.08   | 0.13%             | 2026-02-02      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| Vaco Holdings LLC                                                           | Vaco Holdings LLC                                                                | CUSIP: 000000000<br>LEI: 54930076HTNXBP03T379 | Long             | LON              | CORP              | US        |   3563451 | PA      | $3423871.00   | 0.16%             | 2029-01-19      | Floating      | 9.73%                 | No            |                  2 | On Loan: No      |
| ENC Parent Corporation                                                      | ENC Parent Corp                                                                  | CUSIP: 26874VAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3568546 | PA      | $3318747.70   | 0.16%             | 2028-08-19      | Floating      | 9.55%                 | No            |                  2 | On Loan: No      |
| Belk Inc                                                                    | Belk Inc                                                                         | CUSIP: 07783AAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4091034 | PA      | $435695.14    | 0.02%             | 2025-07-31      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| R1 RCM Inc.                                                                 | R1 RCM Inc                                                                       | CUSIP: 74919EAP9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3476288 | PA      | $3432833.91   | 0.16%             | 2029-06-21      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Applovin Corporation                                                        | AppLovin Corp                                                                    | CUSIP: 03835EAF1<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | LON              | CORP              | US        |   5499881 | PA      | $5211137.44   | 0.25%             | 2028-10-25      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| Herens Holdco Sarl                                                          | Herens US Holdco Corp                                                            | CUSIP: 000000000<br>LEI: 549300Y0CIXN5D40L888 | Long             | LON              | CORP              | US        |   6240809 | PA      | $5702539.49   | 0.27%             | 2028-07-03      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| FINThrive Software Intermediate Holdings Inc                                | FinThrive Software Intermediate Holdings Inc                                     | CUSIP: 58404KAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3146213 | PA      | $2650684.08   | 0.13%             | 2028-12-18      | Floating      | 8.35%                 | No            |                  2 | On Loan: No      |
| Cloudera Inc                                                                | Cloudera Inc                                                                     | CUSIP: 74339VAB4<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |   2721875 | PA      | $2553472.59   | 0.12%             | 2028-10-08      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| PMHC II Inc                                                                 | Vibrantz Technologies Inc                                                        | CUSIP: 69346EAG2<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |   8437142 | PA      | $7109135.59   | 0.34%             | 2029-04-23      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| Peraton Corp                                                                | Peraton Corp                                                                     | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |  16086972 | PA      | $15681419.68  | 0.75%             | 2028-02-01      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                                                     | Brown Group Holding LLC                                                          | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    997500 | PA      | $992981.33    | 0.05%             | 2029-07-02      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| NAB Holdings LLC                                                            | NAB Holdings LLC                                                                 | CUSIP: 62871NAM7<br>LEI: 549300G4QOYNTNBXSH82 | Long             | LON              | CORP              | US        |   3646719 | PA      | $3539140.58   | 0.17%             | 2028-11-23      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| DirectV Financing LLC                                                       | Directv Financing LLC                                                            | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  10951242 | PA      | $10638693.26  | 0.51%             | 2027-08-02      | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| Ziggo Financing Partnership                                                 | Ziggo Financing Partnership                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7166154 | PA      | $6975820.49   | 0.33%             | 2028-04-30      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Avantor Funding Inc                                                         | Avantor Funding Inc                                                              | CUSIP: 05350NAL8<br>LEI: 5493003VM0XB4U8YD238 | Long             | LON              | CORP              | US        |   5911511 | PA      | $5875391.93   | 0.28%             | 2027-11-08      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Flutter Entertainment PLC                                                   | Flutter Financing BV                                                             | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |   4359075 | PA      | $4334271.86   | 0.21%             | 2028-07-22      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Pearls (Netherlands) Bidco B.V.                                             | Pearls Netherlands Bidco BV                                                      | CUSIP: 000000000<br>LEI: 2549005MTFX0VLL0UQ17 | Long             | LON              | CORP              | NL        |   3844092 | PA      | $3723964.12   | 0.18%             | 2029-02-26      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| Belk Inc                                                                    | Belk Inc                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1562 | NS      | $13277.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CABLE ONE INC                                                               | Cable One Inc                                                                    | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1569431.52   | 0.08%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lakeland Tours LLC                                                          | Lakeland Holdings LLC                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    103605 | PA      | $63889.93     | 0.00%             | 2027-09-25      | Floating      | 13.25%                | No            |                  2 | On Loan: No      |
| JC Penney Corp Inc                                                          | JC Penney Corp Inc                                                               | CUSIP: 46611NAJ2<br>LEI: 8TDNUQ07MEFMWW1VHP39 | Long             | LON              | CORP              | US        |   3732887 | PA      | $3732.89      | 0.00%             | 2023-06-23      | Floating      | 5.25%                 | No            |                  3 | On Loan: No      |
| SS&C Technologies Holdings, Inc.                                            | SS&C Technologies Inc                                                            | CUSIP: 78466DBH6<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |   3750730 | PA      | $3676653.45   | 0.18%             | 2029-03-22      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| ASP T3 Acquisition Co LLC                                                   | Escape Velocity Holdings Inc                                                     | CUSIP: 29629LAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2997350 | PA      | $2802522.25   | 0.13%             | 2028-10-08      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| Aimbridge Acquisition Co Inc                                                | Aimbridge Acquisition Co Inc                                                     | CUSIP: 00900YAE6<br>LEI: 549300SPGKLVE9WYCQ20 | Long             | LON              | CORP              | US        |   1500000 | PA      | $1362660.00   | 0.07%             | 2026-02-02      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Eastern Power LLC                                                           | Eastern Power LLC                                                                | CUSIP: 87264NAB3<br>LEI: 5493000R3E1L1VM1V279 | Long             | LON              | CORP              | US        |   5732085 | PA      | $5074500.59   | 0.24%             | 2025-10-02      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| Weld North Education LLC                                                    | Weld North Education LLC                                                         | CUSIP: 94935RAE3<br>LEI: 254900W855WLN58WNJ32 | Long             | LON              | CORP              | US        |    940000 | PA      | $920024.98    | 0.04%             | 2027-12-21      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                                                    | MPH Acquisition Holdings LLC                                                     | CUSIP: 553283AD4<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |   5900000 | PA      | $4602590.00   | 0.22%             | 2028-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sitel Group                                                                 | Sitel Worldwide Corp                                                             | CUSIP: 82981MAC6<br>LEI: 5493007DS8CM3ZGION43 | Long             | LON              | CORP              | US        |   3646176 | PA      | $3594217.85   | 0.17%             | 2028-08-28      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| Coral US Co-Borrower LLC                                                    | Coral-US Co-Borrower LLC                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8184258 | PA      | $7903947.12   | 0.38%             | 2028-01-31      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Lakeshore Learning Materials                                                | Lakeshore Intermediate LLC                                                       | CUSIP: 51207KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4276800 | PA      | $4169880.00   | 0.20%             | 2028-09-29      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower, LLC (aka Protection 1 Security Solutions) | Prime Security Services Borrower LLC                                             | CUSIP: 03765VAK6<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |   5487805 | PA      | $5433475.81   | 0.26%             | 2026-09-23      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| ARC Falcon I Inc                                                            | Arc Falcon I Inc                                                                 | CUSIP: 03880YAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5000000 | PA      | $4312500.00   | 0.21%             | 2029-09-30      | Floating      | 11.38%                | No            |                  2 | On Loan: No      |
| Caesars Resort Collection LLC                                               | Caesars Resort Collection LLC                                                    | CUSIP: 12769LAD1<br>LEI: 549300V3UCT773B1KR38 | Long             | LON              | CORP              | US        |  10858585 | PA      | $10821557.66  | 0.52%             | 2025-07-21      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Agiliti Health Inc                                                          | Agiliti Health Inc                                                               | CUSIP: 00847YAD4<br>LEI: 25490002CCQ55NKGNB14 | Long             | LON              | CORP              | US        |   3376758 | PA      | $3279676.26   | 0.16%             | 2026-01-04      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| AHP Health Partners Inc                                                     | AHP Health Partners Inc                                                          | CUSIP: 00130MAJ3<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | LON              | CORP              | US        |  10472450 | PA      | $10269598.51  | 0.49%             | 2028-08-24      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| Envision Healthcare Corporation                                             | Envision Healthcare Corp                                                         | CUSIP: 29373UAG6<br>LEI: 549300OL60X0LPKY8N60 | Long             | LON              | CORP              | US        |   5444611 | PA      | $1361152.83   | 0.07%             | 2027-03-31      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| EverCommerce Solutions Inc                                                  | EverCommerce Solutions Inc                                                       | CUSIP: 29977YAB9<br>LEI: 9845005E54E3C158EA55 | Long             | LON              | CORP              | US        |   5070812 | PA      | $4963057.73   | 0.24%             | 2028-07-06      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Organon & Co                                                                | Organon & Co                                                                     | CUSIP: 68621XAE3<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |  11768100 | PA      | $11635708.91  | 0.56%             | 2028-06-02      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                                     | UKG Inc                                                                          | CUSIP: 90385KAK7<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   5777860 | PA      | $5488967.03   | 0.26%             | 2026-05-04      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| AP Core Holdings II LLC                                                     | AP Core Holdings II LLC                                                          | CUSIP: 00187GAD1<br>LEI: 549300PND8ZZ4RWYRZ56 | Long             | LON              | CORP              | US        |   7800000 | PA      | $6998082.00   | 0.34%             | 2027-09-01      | Floating      | 9.88%                 | No            |                  2 | On Loan: No      |
| Neptune Husky US Bidco LLC                                                  | SK Neptune Husky Group Sarl                                                      | CUSIP: 000000000<br>LEI: 254900EYK4430ZH92J61 | Long             | LON              | CORP              | LU        |   5056287 | PA      | $3977629.21   | 0.19%             | 2029-01-03      | Floating      | 9.73%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing Inc                                           | American Axle & Manufacturing Inc                                                | CUSIP: 000000000<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | LON              | CORP              | US        |   4965000 | PA      | $4849166.55   | 0.23%             | 2029-12-13      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| MaxLinear Inc                                                               | MaxLinear Inc                                                                    | CUSIP: 000000000<br>LEI: 549300EMOI0SM2IY4F64 | Long             | LON              | CORP              | US        |   3826116 | PA      | $3778289.27   | 0.18%             | 2028-06-23      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Applovin Corporation                                                        | AppLovin Corp                                                                    | CUSIP: 03835EAC8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | LON              | CORP              | US        |   8412401 | PA      | $8077672.01   | 0.39%             | 2025-08-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                                                     | Standard Industries Inc/NJ                                                       | CUSIP: 85350EAB2<br>LEI: 54930064UHXCIUWVI755 | Long             | LON              | CORP              | US        |   9527252 | PA      | $9401396.55   | 0.45%             | 2028-09-22      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Foundational Education Group Inc                                            | Foundational Education Group Inc                                                 | CUSIP: 35051BAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2932770 | PA      | $2580837.81   | 0.12%             | 2028-08-31      | Floating      | 8.59%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Holdings, Inc.                                            | SS&C Technologies Inc                                                            | CUSIP: 78466DBD5<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |   1380268 | PA      | $1354774.42   | 0.06%             | 2025-04-16      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC                                                       | Jane Street Group LLC                                                            | CUSIP: 47077DAG5<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |   8890382 | PA      | $8615313.39   | 0.41%             | 2028-01-26      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Schweitzer-Mauduit International Inc                                        | Mativ Holdings Inc                                                               | CUSIP: 000000000<br>LEI: 549300Z1FU4IDULG1R21 | Long             | LON              | CORP              | US        |   7081156 | PA      | $6620881.11   | 0.32%             | 2028-04-20      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| Gray Television Inc                                                         | Gray Television Inc                                                              | CUSIP: 389376AY0<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |   5985613 | PA      | $5815202.86   | 0.28%             | 2026-01-02      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| ELASTIC NV                                                                  | Elastic NV                                                                       | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |   7996000 | PA      | $6458369.20   | 0.31%             | 2029-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Penn National Gaming Inc                                                    | Penn Entertainment Inc                                                           | CUSIP: 70757DAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5905325 | PA      | $5837236.60   | 0.28%             | 2029-05-03      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Crown Subsea Communications Holding Inc                                     | Crown Subsea Communications Holding Inc                                          | CUSIP: 22860EAE2<br>LEI: 5493003AYLUE132FIO27 | Long             | LON              | CORP              | US        |   5173753 | PA      | $5035768.88   | 0.24%             | 2027-04-27      | Floating      | 9.12%                 | No            |                  2 | On Loan: No      |
| Consolidated Energy Finance SA                                              | Consolidated Energy Finance SA                                                   | CUSIP: 20914U9B4<br>LEI: 549300PUNIS0USNSL750 | Long             | LON              | CORP              | LU        |   8758430 | PA      | $8550417.41   | 0.41%             | 2025-05-07      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| GI Consilio Parent LLC                                                      | Skopima Consilio Parent LLC                                                      | CUSIP: 36171NAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4819120 | PA      | $4548911.70   | 0.22%             | 2028-05-12      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| FOOT LOCKER INC                                                             | Foot Locker Inc                                                                  | CUSIP: 344849AA2<br>LEI: 549300X383CBNP6MTV94 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3116116.72   | 0.15%             | 2029-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Quirch Foods Holdings LLC                                                   | Quirch Foods Holdings LLC                                                        | CUSIP: 74880TAG1<br>LEI: 549300ZJJLQXSE7L4U02 | Long             | LON              | CORP              | US        |   5492443 | PA      | $4998123.43   | 0.24%             | 2027-10-27      | Floating      | 8.86%                 | No            |                  2 | On Loan: No      |
| Numericable U.S. LLC                                                        | Altice France SA/France                                                          | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |  12098532 | PA      | $11226469.43  | 0.54%             | 2026-08-14      | Floating      | 8.65%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings Inc                                                 | Surgery Center Holdings Inc                                                      | CUSIP: 86880NAX1<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |   5655370 | PA      | $5576986.74   | 0.27%             | 2026-08-31      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| State Street Institutional US Government Money Market Fund                  | State Street Institutional US Government Money Market Fund                       | CUSIP: 857492649<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |   2508438 | NS      | $2508438.25   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sotera Health Holdings LLC                                                  | Sotera Health Holdings LLC                                                       | CUSIP: 83600VAE1<br>LEI: 549300OVT7MBXFLOFU20 | Long             | LON              | CORP              | US        |   3606000 | PA      | $3317520.00   | 0.16%             | 2026-12-11      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Blackstone Mortgage Trust Inc                                               | Blackstone Mortgage Trust Inc                                                    | CUSIP: 09259GAE3<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | LON              | CORP              | US        |   4949622 | PA      | $4838255.66   | 0.23%             | 2026-04-23      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| HighTower Holding LLC                                                       | Hightower Holding LLC                                                            | CUSIP: 43117LAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5509114 | PA      | $5031639.35   | 0.24%             | 2028-04-21      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| Packaging Coordinators Midco Inc.                                           | Packaging Coordinators Midco Inc                                                 | CUSIP: 69515EAH5<br>LEI: 549300SL20D7D39KSB12 | Long             | LON              | CORP              | US        |   4152251 | PA      | $3929067.07   | 0.19%             | 2027-11-30      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC                                                  | Amneal Pharmaceuticals LLC                                                       | CUSIP: 03167DAH7<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |   2992123 | PA      | $2673132.36   | 0.13%             | 2025-05-04      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| II-VI Incorporated                                                          | Coherent Corp                                                                    | CUSIP: 45173JAQ7<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |   7489370 | PA      | $7393880.18   | 0.35%             | 2029-07-02      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Pregis Topco LLC                                                            | Pregis TopCo LLC                                                                 | CUSIP: 74045BAE7<br>LEI: 549300LJXHJYHS1GM034 | Long             | LON              | CORP              | US        |   4759507 | PA      | $4604823.31   | 0.22%             | 2026-07-31      | Floating      | 8.72%                 | No            |                  2 | On Loan: No      |
| Mcafee Corp                                                                 | McAfee Corp                                                                      | CUSIP: 57906HAD9<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |  11426362 | PA      | $10608120.68  | 0.51%             | 2029-03-01      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| Academy LTD.                                                                | Academy Ltd                                                                      | CUSIP: 00400YAK7<br>LEI: 549300BN53IR80C35Z14 | Long             | LON              | CORP              | US        |   3614260 | PA      | $3585634.95   | 0.17%             | 2027-11-05      | Floating      | 7.99%                 | 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        |   6766422 | PA      | $6559910.37   | 0.31%             | 2028-03-03      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Safety Products/JHC Acquisition Corp                                        | Safety Products/JHC Acquisition Corp                                             | CUSIP: 78649EAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1882797 | PA      | $1678043.25   | 0.08%             | 2026-06-26      | Floating      | 8.88%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                        | Charter Communications Operating LLC                                             | CUSIP: 16117LBX6<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |   6488722 | PA      | $6327672.10   | 0.30%             | 2027-02-01      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                                                    | Patterson-UTI Energy Inc                                                         | CUSIP: 703481AC5<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |   2445000 | PA      | $2191378.59   | 0.10%             | 2029-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Autokiniton US Holdings Inc                                                 | Autokiniton US Holdings Inc                                                      | CUSIP: 05278HAB2<br>LEI: 254900EHNKMJ1OSEZL85 | Long             | LON              | CORP              | US        |   8539949 | PA      | $8246431.13   | 0.39%             | 2028-04-06      | Floating      | 8.79%                 | No            |                  2 | On Loan: No      |
| Jo-Ann Stores LLC                                                           | Jo-Ann Stores LLC                                                                | CUSIP: 47759DAE5<br>LEI: 549300GM65RR2EMGLI48 | Long             | LON              | CORP              | US        |   4338912 | PA      | $2914316.79   | 0.14%             | 2028-07-07      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| LSF11 A5 HOLDCO LLC                                                         | LSF11 A5 HoldCo LLC                                                              | CUSIP: 50221DAA7<br>LEI: 254900FPK7P5WNA66Y10 | Long             | DBT              | CORP              | US        |   2610000 | PA      | $2156150.31   | 0.10%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Snap One Holdings Corp.                                                     | Snap One Holdings Corp                                                           | CUSIP: 000000000<br>LEI: 254900UH1TKVPR8FDW43 | Long             | LON              | CORP              | US        |   6302375 | PA      | $5750917.19   | 0.28%             | 2028-12-08      | Floating      | 8.88%                 | No            |                  2 | On Loan: No      |
| Tronox Finance LLC                                                          | Tronox Finance LLC                                                               | CUSIP: 89705DAK8<br>LEI: 549300LMZ1DX1PWSP524 | Long             | LON              | CORP              | US        |   4302488 | PA      | $4205681.53   | 0.20%             | 2029-04-04      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Vizient Inc                                                                 | Vizient Inc                                                                      | CUSIP: 92855LAQ9<br>LEI: 5493007V6T3HZ7777P70 | Long             | LON              | CORP              | US        |   3681500 | PA      | $3673216.63   | 0.18%             | 2029-05-16      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                                    | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2228622.16   | 0.11%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Phoenix Newco Inc                                                           | Phoenix Newco Inc                                                                | CUSIP: 71911KAC8<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |   9467425 | PA      | $9101887.72   | 0.44%             | 2028-11-15      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Daseke Companies Inc                                                        | Daseke Cos Inc                                                                   | CUSIP: 23752RAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8274000 | PA      | $7943040.00   | 0.38%             | 2028-03-09      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| Brookfield Property Reit Inc                                                | BPR Nimbus LLC                                                                   | CUSIP: 11283HAB3<br>LEI: 5493006ZQ6LH85EKNL31 | Long             | LON              | CORP              | US        |  11076399 | PA      | $10889539.66  | 0.52%             | 2025-08-27      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| ICON Luxembourg Sarl                                                        | ICON Luxembourg Sarl                                                             | CUSIP: 000000000<br>LEI: 635400PUWMHSPI2DDA35 | Long             | LON              | CORP              | LU        |  16922213 | PA      | $16856724.12  | 0.81%             | 2028-07-03      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                                         | Ascent Resources Utica Holdings LLC                                              | CUSIP: 000000000<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | LON              | CORP              | US        |   2000000 | PA      | $2108000.00   | 0.10%             | 2025-11-01      | Floating      | 12.94%                | No            |                  2 | On Loan: No      |
| Waterbridge Midstream Operating LLC                                         | WaterBridge Midstream Operating LLC                                              | CUSIP: 94120XAB1<br>LEI: 549300DVU86VSP486341 | Long             | LON              | CORP              | US        |  10175289 | PA      | $9758712.24   | 0.47%             | 2026-06-22      | Floating      | 9.13%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PPTY REIT INC                                                    | Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL | CUSIP: 11284DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1826934.60   | 0.09%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Spirit Aerosystems Inc                                                      | Spirit AeroSystems Inc                                                           | CUSIP: 84857HAY6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | LON              | CORP              | US        |   4967550 | PA      | $4922544.00   | 0.24%             | 2027-01-15      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| VISTRA ENERGY CORP RIGHTS                                                   | VISTRA ENERGY CORP RIGHTS                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    410667 | NS      | $492800.40    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| FERTITTA ENTERTAINMENT                                                      | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4700000 | PA      | $3791020.00   | 0.18%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Vantage Specialty Chemicals Inc                                             | Vantage Specialty Chemicals Inc                                                  | CUSIP: 92211YAB3<br>LEI: 54930057U5S5AY44VU09 | Long             | LON              | CORP              | US        |   7470000 | PA      | $6788362.50   | 0.33%             | 2025-10-27      | Floating      | 12.98%                | No            |                  2 | On Loan: No      |
| Hunter Douglas Holding BV                                                   | Hunter Douglas Inc                                                               | CUSIP: 000000000<br>LEI: 529900811T142NS3H544 | Long             | LON              | CORP              | US        |   5796589 | PA      | $5077174.13   | 0.24%             | 2029-02-26      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| TricorBraun Inc                                                             | TricorBraun Holdings Inc                                                         | CUSIP: 00184NAB3<br>LEI: 2549009AB5YVVW5J1U62 | Long             | LON              | CORP              | US        |   4266563 | PA      | $4061682.90   | 0.19%             | 2028-03-03      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Indivior Finance S.a r.l.                                                   | Indivior Finance Sarl                                                            | CUSIP: 45577NAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   3851350 | PA      | $3769508.81   | 0.18%             | 2026-06-30      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| Starwood Property Mortgage LLC                                              | Starwood Property Mortgage LLC                                                   | CUSIP: 000000000<br>LEI: 5493008SB15CNJRIOK13 | Long             | LON              | CORP              | US        |   4000000 | PA      | $3933760.00   | 0.19%             | 2027-11-18      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Houghton Mifflin Harcourt Company                                           | Houghton Mifflin Harcourt Co                                                     | CUSIP: 44157YAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4723162 | PA      | $4476660.65   | 0.21%             | 2029-04-09      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| Graham Packaging Company Inc                                                | Graham Packaging Co Inc                                                          | CUSIP: 38469EAD5<br>LEI: 549300YS0ZFT826HIK72 | Long             | LON              | CORP              | US        |   5744685 | PA      | $5634559.29   | 0.27%             | 2027-08-04      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| American Public Education, Inc.                                             | American Public Education Inc                                                    | CUSIP: 02914BAC0<br>LEI: 254900GZNX6TJQGM4S17 | Long             | LON              | CORP              | US        |   2208751 | PA      | $2148010.69   | 0.10%             | 2027-03-29      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| ARC Falcon I Inc                                                            | Arc Falcon I Inc                                                                 | CUSIP: 03880YAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    573248 | PA      | $501878.98    | 0.02%             | 2028-09-30      | Floating      | 1.00%                 | No            |                  2 | On Loan: No      |
| Consol Energy Inc                                                           | CONSOL Energy Inc                                                                | CUSIP: 20855DAJ4<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | LON              | CORP              | US        |   2514029 | PA      | $2482075.88   | 0.12%             | 2024-09-27      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                      | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4312075.00   | 0.21%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Coty Inc                                                                    | Coty Inc                                                                         | CUSIP: 22207EBG8<br>LEI: 549300BO9IWPF3S48F93 | Long             | LON              | CORP              | US        |   6840853 | PA      | $6714297.28   | 0.32%             | 2025-04-07      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Xperi Holding Corporation                                                   | Adeia Inc                                                                        | CUSIP: 98422BAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  14223417 | PA      | $13690038.55  | 0.66%             | 2028-06-08      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Safe Fleet Holdings LLC                                                     | Safe Fleet Holdings LLC                                                          | CUSIP: 000000000<br>LEI: 549300ZCMGQ2DH2RZB13 | Long             | LON              | CORP              | US        |   3980000 | PA      | $3838232.40   | 0.18%             | 2029-02-23      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                 | Asurion LLC                                                                      | CUSIP: 04649VAX8<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |  20204277 | PA      | $17969279.67  | 0.86%             | 2026-12-23      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Ineos US Finance LLC                                                        | INEOS US Finance LLC                                                             | CUSIP: 45672JAL4<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |   6173350 | PA      | $5939256.57   | 0.28%             | 2028-11-08      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                         | Global Payments Inc                                                              | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   3751000 | PA      | $3073447.00   | 0.15%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Signify Health LLC                                                          | Signify Health LLC                                                               | CUSIP: 82671JAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2997062 | PA      | $2952106.56   | 0.14%             | 2028-06-22      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Blue Tree Holdings Inc                                                      | Blue Tree Holdings Inc                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7088663 | PA      | $6858281.88   | 0.33%             | 2028-03-04      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| Keane Group Holdings LLC                                                    | Keane Group Holdings LLC                                                         | CUSIP: 48667GAB3<br>LEI: 549300OCQZFA8RVVSE79 | Long             | LON              | CORP              | US        |   9282350 | PA      | $9050291.44   | 0.43%             | 2025-05-25      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| Magenta Buyer LLC                                                           | Magenta Buyer LLC                                                                | CUSIP: 55910RAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6603300 | PA      | $5621059.14   | 0.27%             | 2028-07-27      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| Numericable U.S. LLC                                                        | Altice France SA/France                                                          | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |  12015885 | PA      | $11104719.99  | 0.53%             | 2026-01-31      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| Belfor Holdings Inc                                                         | Belfor Holdings Inc                                                              | CUSIP: 07768YAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3730916 | PA      | $3693607.09   | 0.18%             | 2026-04-06      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| Hill Street Properties                                                      | Hill Street Properties                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     85002 | NS      | $425010.00    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| ARC Falcon I Inc                                                            | Arc Falcon I Inc                                                                 | CUSIP: 03880YAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3887484 | PA      | $3403492.30   | 0.16%             | 2028-09-30      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Transdigm Inc                                                               | TransDigm Inc                                                                    | CUSIP: 89364MBR4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   4725703 | PA      | $4662284.38   | 0.22%             | 2025-12-09      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| M6 Etx Holdings Ii Midco LLC                                                | M6 ETX Holdings II Midco LLC                                                     | CUSIP: 55285DAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7982675 | PA      | $7975171.29   | 0.38%             | 2029-09-19      | Floating      | 9.16%                 | No            |                  2 | On Loan: No      |
| Rising Tide Holdings Inc                                                    | Rising Tide Holdings Inc                                                         | CUSIP: 76770EAF4<br>LEI: 254900T03WM6VU0KWL83 | Long             | LON              | CORP              | US        |   2545000 | PA      | $890750.00    | 0.04%             | 2029-06-01      | Floating      | 12.98%                | No            |                  3 | On Loan: No      |
| Allegro Microsystems, Inc                                                   | Allegro MicroSystems Inc                                                         | CUSIP: 01748YAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    393216 | PA      | $381419.71    | 0.02%             | 2027-09-30      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Whole Earth Brands Inc                                                      | Whole Earth Brands Inc                                                           | CUSIP: 96684XAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7345316 | PA      | $6720964.09   | 0.32%             | 2028-02-05      | Floating      | 8.72%                 | No            |                  2 | On Loan: No      |
| Marnix Sas                                                                  | Marnix SAS                                                                       | CUSIP: 000000000<br>LEI: 984500CA7D8859589F79 | Long             | LON              | CORP              | FR        |   2851150 | PA      | $2696132.97   | 0.13%             | 2028-08-04      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| Dun & Bradstreet Corporation (The)                                          | Dun & Bradstreet Corp/The                                                        | CUSIP: 26483NAS9<br>LEI: RI37BMPWE56BCJ747E14 | Long             | LON              | CORP              | US        |   4334681 | PA      | $4256136.98   | 0.20%             | 2029-01-18      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Virtusa Corporation                                                         | Virtusa Corp                                                                     | CUSIP: 92828KAK8<br>LEI: C77OMXDER63WLJCSKT03 | Long             | LON              | CORP              | US        |   6974748 | PA      | $6713195.30   | 0.32%             | 2028-02-11      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Apx Group Inc                                                               | APX Group Inc                                                                    | CUSIP: 00213NAM4<br>LEI: 549300OMQVKPRU98OE64 | Long             | LON              | CORP              | US        |   7999200 | PA      | $7881691.71   | 0.38%             | 2028-07-10      | Floating      | 8.24%                 | No            |                  2 | On Loan: No      |
| CDK Global Inc                                                              | Central Parent Inc                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3465000 | PA      | $3429553.05   | 0.16%             | 2029-07-06      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| Banijay Entertainment SAS                                                   | Banijay Group US Holding Inc                                                     | CUSIP: 000000000<br>LEI: 5493008PW5N0VVCH7279 | Long             | LON              | CORP              | US        |   3904172 | PA      | $3884651.54   | 0.19%             | 2025-03-01      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| Blackbrush Oil & Gas                                                        | Blackbrush Oil & Gas                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    437150 | NS      | $6005010.21   | 0.29%             |  |  |  | No            |                  3 | On Loan: No      |
| First Student Bidco Inc                                                     | First Student Bidco Inc                                                          | CUSIP: 33718FAD2<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |   1993259 | PA      | $1796005.69   | 0.09%             | 2028-07-21      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| Lions Gate Capital Holdings LLC                                             | Lions Gate Capital Holdings LLC                                                  | CUSIP: 53627MAB9<br>LEI: 549300MWJHNLR35C0837 | Long             | LON              | CORP              | US        |   5205017 | PA      | $4957778.82   | 0.24%             | 2025-03-24      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Kraton Corporation                                                          | Kraton Corp                                                                      | CUSIP: 23292DAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4818588 | PA      | $4768907.86   | 0.23%             | 2029-03-15      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| AL NGPL Holdings LLC                                                        | AL NGPL Holdings LLC                                                             | CUSIP: 01021AAB6<br>LEI: 254900WKSN3ZUJ0TO315 | Long             | LON              | CORP              | US        |   4773720 | PA      | $4706887.47   | 0.23%             | 2028-04-14      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications Inc                                             | Consolidated Communications Inc                                                  | CUSIP: 20903EBB0<br>LEI: 549300WW675Y48HDVX34 | Long             | LON              | CORP              | US        |   3767959 | PA      | $3315012.37   | 0.16%             | 2027-10-02      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                                     | Sensata Technologies BV                                                          | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |   3000000 | PA      | $2587500.00   | 0.12%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| National Mentor Holdings Inc                                                | National Mentor Holdings Inc                                                     | CUSIP: 63689EAT2<br>LEI: 5493004QULJVJP3CNZ62 | Long             | LON              | CORP              | US        |    167900 | PA      | $116876.75    | 0.01%             | 2028-03-02      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| Ineos US Finance LLC                                                        | INEOS US Finance LLC                                                             | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |   3779474 | PA      | $3714694.17   | 0.18%             | 2027-11-08      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                                         | SkyMiles IP Ltd                                                                  | CUSIP: 24736CBS2<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |   9008261 | PA      | $9170409.44   | 0.44%             | 2027-10-20      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| Generation Bridge LLC                                                       | Generation Bridge LLC                                                            | CUSIP: 000000000<br>LEI: 25490066N7XDZZBNGZ02 | Long             | LON              | CORP              | US        |     56020 | PA      | $55460.21     | 0.00%             | 2028-12-01      | Floating      | 9.73%                 | No            |                  2 | On Loan: No      |
| Osmose Utilities Services Inc                                               | Osmose Utilities Services Inc                                                    | CUSIP: 68835HAH3<br>LEI: 549300FSLVHLFZ3S0D82 | Long             | LON              | CORP              | US        |    206739 | PA      | $195922.45    | 0.01%             | 2028-06-23      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| SolarWinds Holdings Inc                                                     | SolarWinds Holdings Inc                                                          | CUSIP: 000000000<br>LEI: 549300GUYI8M0E3S0X29 | Long             | LON              | CORP              | US        |   1080057 | PA      | $1067679.69   | 0.05%             | 2027-02-05      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Belk Inc                                                                    | Belk Inc                                                                         | CUSIP: 07783AAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4374780 | PA      | $3827932.31   | 0.18%             | 2025-07-31      | Floating      | 12.20%                | No            |                  2 | On Loan: No      |
| SYLVAMO CORP                                                                | Sylvamo Corp                                                                     | CUSIP: 87133LAA8<br>LEI: 5493001AOYU1ZOWOC971 | Long             | DBT              | CORP              | US        |   8969000 | PA      | $8536824.52   | 0.41%             | 2029-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KKR Apple Bidco LLC                                                         | KKR Apple Bidco LLC                                                              | CUSIP: 48254EAB7<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |   3346200 | PA      | $3295471.61   | 0.16%             | 2028-09-22      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Icu Medical, Inc.                                                           | ICU Medical Inc                                                                  | CUSIP: 000000000<br>LEI: 5493003NRW7LS2QZRH60 | Long             | LON              | CORP              | US        |   5017137 | PA      | $4846253.67   | 0.23%             | 2029-01-08      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Internap Holding LLC                                                        | Internap Holding LLC                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    681392 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Voyage Digital (Nz) Limited                                                 | Voyage Digital NZ/US                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4139200 | PA      | $4066764.00   | 0.19%             | 2029-05-11      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                    | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2605200.00   | 0.12%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                                    | Virgin Media Bristol LLC                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  11256302 | PA      | $11051325.23  | 0.53%             | 2028-01-31      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Ali Group North America Corporation                                         | Ali Group North America Corp                                                     | CUSIP: 01608UAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6666291 | PA      | $6600828.43   | 0.32%             | 2029-07-30      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| SIGNAL PARENT INC                                                           | Signal Parent Inc                                                                | CUSIP: 82666QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $873750.00    | 0.04%             | 2029-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Cloudera Inc                                                                | Cloudera Inc                                                                     | CUSIP: 74339VAE8<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |   2000000 | PA      | $1663340.00   | 0.08%             | 2029-10-08      | Floating      | 10.38%                | No            |                  2 | On Loan: No      |
| BrightView Landscapes LLC                                                   | Brightview Landscapes LLC                                                        | CUSIP: 10801XAH0<br>LEI: 549300OSAEQC89PVOW06 | Long             | LON              | CORP              | US        |   2587636 | PA      | $2487365.01   | 0.12%             | 2029-04-20      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Apollo Commercial Real Estate Finance Inc                                   | Apollo Commercial Real Estate Finance Inc                                        | CUSIP: 03768DAB3<br>LEI: 549300E0AN7M2AQHSY29 | Long             | LON              | CORP              | US        |   4285924 | PA      | $4093057.53   | 0.20%             | 2026-05-15      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Zacapa Sarl                                                                 | Zacapa SARL                                                                      | CUSIP: 000000000<br>LEI: 213800VIVQIJLORBU468 | Long             | LON              | CORP              | LU        |  13895000 | PA      | $13324749.20  | 0.64%             | 2029-03-22      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| Scientific Games International, Inc.                                        | Scientific Games International Inc                                               | CUSIP: 000000000<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |  11636525 | PA      | $11449526.04  | 0.55%             | 2029-04-13      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| GRAY TELEVISION INC                                                         | Gray Television Inc                                                              | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1446730.00   | 0.07%             | 2030-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                      | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1604230.00   | 0.08%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hexion Holdings Corporation                                                 | Hexion Inc                                                                       | CUSIP: 42829JAB5<br>LEI: 54930030FZF8HYAEHM46 | Long             | LON              | CORP              | US        |   4305000 | PA      | $3357900.00   | 0.16%             | 2030-03-15      | Floating      | 11.86%                | No            |                  2 | On Loan: No      |
| American Airlines Inc                                                       | AAdvantage Loyalty IP Ltd                                                        | CUSIP: 02376CBJ3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |  17455000 | PA      | $17359521.15  | 0.83%             | 2028-04-20      | Floating      | 8.99%                 | No            |                  2 | On Loan: No      |
| SYNEOS HEALTH INC                                                           | Syneos Health Inc                                                                | CUSIP: 87166BAA0<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1592690.00   | 0.08%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AP Gaming I LLC                                                             | AP Gaming I LLC                                                                  | CUSIP: 00185NAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3076750 | PA      | $2907528.75   | 0.14%             | 2029-02-15      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| Grinding Media Inc (Molycop Ltd)                                            | Grinding Media Inc                                                               | CUSIP: 39854KAB6<br>LEI: 254900IYFJ03EGFQ8C34 | Long             | LON              | CORP              | US        |   4206418 | PA      | $3890936.74   | 0.19%             | 2028-10-12      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                      | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1824109.80   | 0.09%             | 2026-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Core & Main LP                                                              | Core & Main LP                                                                   | CUSIP: 40416VAE5<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |   7756339 | PA      | $7642398.73   | 0.37%             | 2028-07-27      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| Bright Bidco BV                                                             | Bright Bidco BV                                                                  | CUSIP: 000000000<br>LEI: 549300IL6Q1JWU688H15 | Long             | LON              | CORP              | NL        |    885432 | PA      | $766633.99    | 0.04%             | 2027-10-31      | Floating      | 12.09%                | No            |                  2 | On Loan: No      |
| Alliance Laundry Systems LLC                                                | Alliance Laundry Systems LLC                                                     | CUSIP: 01862LAW8<br>LEI: 549300YBOGK6MBI5ND34 | Long             | LON              | CORP              | US        |   3527111 | PA      | $3453923.06   | 0.17%             | 2027-10-08      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| United Talent Agency LLC                                                    | United Talent Agency LLC                                                         | CUSIP: 91301QAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3989652 | PA      | $3919833.57   | 0.19%             | 2028-07-07      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| Adtalem Global Education Inc                                                | Adtalem Global Education Inc                                                     | CUSIP: 00737RAE0<br>LEI: 549300Z467EZLMODV621 | Long             | LON              | CORP              | US        |   6563160 | PA      | $6502187.93   | 0.31%             | 2028-08-12      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| Conduent Business Services LLC                                              | Conduent Business Services LLC                                                   | CUSIP: 20679MAG4<br>LEI: 54930026CNAIP718XD30 | Long             | LON              | CORP              | US        |   3117582 | PA      | $2966909.22   | 0.14%             | 2028-10-16      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| Carriage Purchaser Inc                                                      | Carriage Purchaser Inc                                                           | CUSIP: 14445BAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4690625 | PA      | $4334418.94   | 0.21%             | 2028-09-29      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| Brookfield WEC Holdings Inc                                                 | Brookfield WEC Holdings Inc                                                      | CUSIP: 11284EAM5<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |  10417288 | PA      | $10255611.91  | 0.49%             | 2025-08-01      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| St. George's University Scholastic Services LLC                             | University Support Services LLC                                                  | CUSIP: 78957LAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4934140 | PA      | $4789816.45   | 0.23%             | 2029-02-10      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                                             | Naked Juice LLC                                                                  | CUSIP: 62984CAB9<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |   3830000 | PA      | $3012524.80   | 0.14%             | 2030-01-24      | Floating      | 10.17%                | No            |                  2 | On Loan: No      |
| AthenaHealth Group Inc                                                      | AthenaHealth Group Inc                                                           | CUSIP: 04686RAC7<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |   1403831 | PA      | $1263952.88   | 0.06%             | 2029-02-15      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Seattle SpinCo Inc                                                          | Seattle SpinCo Inc                                                               | CUSIP: 81271EAC5<br>LEI: 213800AAQDP1DDU8BK05 | Long             | LON              | CORP              | US        |   3266472 | PA      | $3258305.93   | 0.16%             | 2027-02-26      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Lendingtree Inc                                                             | LendingTree LLC                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4258600 | PA      | $3779507.50   | 0.18%             | 2028-09-15      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| 84 Lumber Company                                                           | 84 Lumber Co                                                                     | CUSIP: 28248CAH9<br>LEI: 5493002K0S5LHQ16U436 | Long             | LON              | CORP              | US        |   3724964 | PA      | $3657914.87   | 0.18%             | 2026-11-13      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| GRIFFON CORPORATION                                                         | Griffon Corp                                                                     | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1830000.00   | 0.09%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Onex TSG Intermediate Corp                                                  | Onex TSG Intermediate Corp                                                       | CUSIP: 68276QAJ5<br>LEI: 5493006IJC5WXT1WJK88 | Long             | LON              | CORP              | US        |   3725930 | PA      | $3307582.87   | 0.16%             | 2028-02-28      | Floating      | 9.16%                 | No            |                  2 | On Loan: No      |
| PetsMart LLC                                                                | PetSmart LLC                                                                     | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4730125 | PA      | $4619250.89   | 0.22%             | 2028-02-11      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Maverick Bidco Inc                                                          | Maverick 1 LLC                                                                   | CUSIP: 57767KAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1206330 | PA      | $1139982.17   | 0.05%             | 2028-05-18      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Dun & Bradstreet Corporation (The)                                          | Dun & Bradstreet Corp/The                                                        | CUSIP: 26483NAN0<br>LEI: RI37BMPWE56BCJ747E14 | Long             | LON              | CORP              | US        |   2094208 | PA      | $2071402.35   | 0.10%             | 2026-02-06      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| Superannuation and Investments US LLC                                       | Superannuation & Investments US LLC                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4177800 | PA      | $4098588.91   | 0.20%             | 2028-12-01      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Intelsat Jackson Holdings SA                                                | Intelsat Jackson Holdings SA                                                     | CUSIP: 000000000<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | LON              | CORP              | LU        |   7600402 | PA      | $7323519.63   | 0.35%             | 2029-02-01      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Copper Property CTL Pass Throu                                              | Copper Property CTL Pass Through Trust                                           | CUSIP: 217519107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17816 | NS      | $222700.00    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| LaserShip Inc                                                               | ASP LS Acquisition Corp                                                          | CUSIP: 51809EAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4916363 | PA      | $3500843.94   | 0.17%             | 2028-05-07      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| Magnite Inc                                                                 | Magnite Inc                                                                      | CUSIP: 55955NAB4<br>LEI: 54930018FR2YX1HHSB02 | Long             | LON              | CORP              | US        |   5782710 | PA      | $5387577.48   | 0.26%             | 2028-04-28      | Floating      | 9.13%                 | No            |                  2 | On Loan: No      |
| National Mentor Holdings Inc                                                | National Mentor Holdings Inc                                                     | CUSIP: 63689EAR6<br>LEI: 5493004QULJVJP3CNZ62 | Long             | LON              | CORP              | US        |   5645802 | PA      | $3930099.44   | 0.19%             | 2028-03-02      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| ILPEA Parent Inc                                                            | Ilpea Parent Inc                                                                 | CUSIP: 45236FAF4<br>LEI: 5493002IJGO6IOH86T22 | Long             | LON              | CORP              | US        |   4186512 | PA      | $3956254.03   | 0.19%             | 2028-06-22      | Floating      | 8.88%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                | MPH Acquisition Holdings LLC                                                     | CUSIP: 55328HAK7<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |   6334812 | PA      | $5384590.63   | 0.26%             | 2028-09-01      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| Trans Union LLC                                                             | Trans Union LLC                                                                  | CUSIP: 89334GAZ7<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |   9489939 | PA      | $9384505.54   | 0.45%             | 2028-12-01      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Ultra Clean Holdings Inc                                                    | Ultra Clean Holdings Inc                                                         | CUSIP: 90385YAD3<br>LEI: 5493007L6LS7QX18PE75 | Long             | LON              | CORP              | US        |  13112255 | PA      | $13030303.34  | 0.62%             | 2025-08-27      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| TRU Topco Units                                                             | TRU Topco Units                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1866 | NS      | $6692170.53   | 0.32%             |  |  |  | No            |                  3 | On Loan: No      |
| Longview Power LLC                                                          | Longview Power LLC                                                               | CUSIP: 000000000<br>LEI: 549300U2KHA24XFUQ603 | Long             | LON              | CORP              | US        |    758470 | PA      | $743300.90    | 0.04%             | 2025-04-14      | Floating      | 12.25%                | No            |                  2 | On Loan: No      |
| Atkore International Inc                                                    | Atkore International Inc                                                         | CUSIP: 04765BAJ1<br>LEI: 549300G7TKUUPGRV2D81 | Long             | LON              | CORP              | US        |   3421862 | PA      | $3401913.04   | 0.16%             | 2028-05-26      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Atlas Purchaser Inc                                                         | Atlas Purchaser Inc                                                              | CUSIP: 04939JAC0<br>LEI: 254900Q8WE2HAUZ0LI71 | Long             | LON              | CORP              | US        |   4975503 | PA      | $3471458.33   | 0.17%             | 2028-05-08      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC                                                    | Crowdstrike Holdings Inc                                                         | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $4429765.73   | 0.21%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO                                                           | Mountain View CLO XVI Ltd                                                        | CUSIP: 62432TAA2<br>LEI: 549300MWKXOHYV7Z8O91 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4987000.00   | 0.24%             | 2032-10-15      | Floating      | 13.13%                | No            |                  2 | On Loan: No      |
| Cobham Ultra Seniorco S.A R.L.                                              | Cobham Ultra US Co-Borrower LLC                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4204462 | PA      | $4078328.63   | 0.20%             | 2029-08-06      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                                             | ABG Intermediate Holdings 2 LLC                                                  | CUSIP: 00076VAY6<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |   1690000 | PA      | $1537900.00   | 0.07%             | 2029-12-20      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| Asp Dream Acquisition Co LLC                                                | ASP Dream Acquisition Co LLC                                                     | CUSIP: 00217BAB0<br>LEI: 254900DH5Q9BDS6KS803 | Long             | LON              | CORP              | US        |   4203875 | PA      | $4035720.00   | 0.19%             | 2028-12-15      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                         | Station Casinos LLC                                                              | CUSIP: 85769EAZ4<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |   6220263 | PA      | $6061521.48   | 0.29%             | 2027-02-08      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| Manchester Acquisition Sub LLC                                              | Manchester Acquisition Sub LLC                                                   | CUSIP: 000000000<br>LEI: 254900LBVLLF5B4PFE37 | Long             | LON              | CORP              | US        |   4990096 | PA      | $4017027.48   | 0.19%             | 2026-12-01      | Floating      | 10.30%                | No            |                  2 | On Loan: No      |
| Foley Products Company, LLC                                                 | Foley Products Co LLC                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4306225 | PA      | $4151932.61   | 0.20%             | 2028-12-29      | Floating      | 8.97%                 | No            |                  2 | On Loan: No      |
| Mermaid Bidco Inc                                                           | Mermaid Bidco Inc                                                                | CUSIP: 000000000<br>LEI: 254900765HT42I3EW691 | Long             | LON              | CORP              | US        |   5996865 | PA      | $5667037.54   | 0.27%             | 2027-12-22      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                                     | Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC                       | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1600000.00   | 0.08%             | 2028-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Foundation Building Materials Inc                                           | Foundation Building Materials Inc                                                | CUSIP: 35039KAB2<br>LEI: 549300ZVE6MONHB01I28 | Long             | LON              | CORP              | US        |   5402725 | PA      | $5101523.22   | 0.24%             | 2028-01-31      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| Griffon Corporation                                                         | Griffon Corp                                                                     | CUSIP: 39843GAJ2<br>LEI: 5493000C2SGNC7ZN3242 | Long             | LON              | CORP              | US        |  14757560 | PA      | $14471706.32  | 0.69%             | 2029-01-24      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| Envision Healthcare Corporation                                             | Envision Healthcare Corp                                                         | CUSIP: 29373UAF8<br>LEI: 549300OL60X0LPKY8N60 | Long             | LON              | CORP              | US        |   2335556 | PA      | $794089.02    | 0.04%             | 2027-03-31      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| WEBER-STEPHEN PRODUCTS LLC                                                  | Weber-Stephen Products LLC                                                       | CUSIP: 94767KAP6<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |   1935375 | PA      | $1645068.75   | 0.08%             | 2027-10-30      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC                                    | Amentum Government Services Holdings LLC                                         | CUSIP: 57776DAE3<br>LEI: 5493008CT6B5L54YSE94 | Long             | LON              | CORP              | US        |  10773000 | PA      | $10473402.87  | 0.50%             | 2029-02-15      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| CONSOL ENERGY INC                                                           | CONSOL Energy Inc                                                                | CUSIP: 20854LAA6<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | DBT              | CORP              | US        |   2794000 | PA      | $2861251.58   | 0.14%             | 2025-11-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Flynn Restaurant Group LP                                                   | Flynn Restaurant Group LP                                                        | CUSIP: 34410JAF8<br>LEI: 5493008VE8TQONGO3817 | Long             | LON              | CORP              | US        |   3435250 | PA      | $3210516.19   | 0.15%             | 2028-12-01      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| Spa Holdings 3 Oy                                                           | Spa US HoldCo Inc                                                                | CUSIP: 000000000<br>LEI: 254900HXD0I72WZYIT06 | Long             | LON              | CORP              | US        |   5206963 | PA      | $4959632.33   | 0.24%             | 2028-02-04      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| Rackspace Technology Global Inc                                             | Rackspace Technology Global Inc                                                  | CUSIP: 75009XAB6<br>LEI: 549300QTYCKLMFSE8I97 | Long             | LON              | CORP              | US        |   7633750 | PA      | $4743306.75   | 0.23%             | 2028-02-15      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Iridium Satellite LLC                                                       | Iridium Satellite LLC                                                            | CUSIP: 46269KAL8<br>LEI: 254900615BJ7139TFM33 | Long             | LON              | CORP              | US        |   3014850 | PA      | $2983073.32   | 0.14%             | 2026-11-04      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| E2Open LLC                                                                  | E2open LLC                                                                       | CUSIP: 26826YAB8<br>LEI: 549300WF2BZODU55DR56 | Long             | LON              | CORP              | US        |   5323333 | PA      | $5220219.73   | 0.25%             | 2028-02-04      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Belfor Holdings Inc                                                         | Belfor Holdings Inc                                                              | CUSIP: 07768YAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4419848 | PA      | $4375649.77   | 0.21%             | 2026-04-06      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| Mariner Wealth Advisors LLC                                                 | Mariner Wealth Advisors LLC                                                      | CUSIP: 56846TAD8<br>LEI: 549300XJJOOU336E5R24 | Long             | LON              | CORP              | US        |   3867621 | PA      | $3688743.68   | 0.18%             | 2028-08-18      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc                                                       | GFL Environmental Inc                                                            | CUSIP: 000000000<br>LEI: 549300FYK4MBXWIVZU26 | Long             | LON              | CORP              | CA        |   4389713 | PA      | $4388483.38   | 0.21%             | 2025-05-30      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                                | Univision Communications Inc                                                     | CUSIP: 914908BC1<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |   7154231 | PA      | $7030319.66   | 0.34%             | 2026-03-15      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Employbridge Holding Company                                                | Employbridge LLC                                                                 | CUSIP: 000000000<br>LEI: 549300GS4274Y66CQH05 | Long             | LON              | CORP              | US        |   4932538 | PA      | $3997427.20   | 0.19%             | 2028-07-19      | Floating      | 9.13%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                               | Smyrna Ready Mix Concrete LLC                                                    | CUSIP: 000000000<br>LEI: 549300S7RFWHQFOIOY93 | Long             | LON              | CORP              | US        |   3970050 | PA      | $3880723.88   | 0.19%             | 2029-04-02      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| Blackstone Mortgage Trust Inc                                               | Blackstone Mortgage Trust Inc                                                    | CUSIP: 09259GAF0<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | LON              | CORP              | US        |   3085747 | PA      | $3016317.57   | 0.14%             | 2029-05-09      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| Osmosis Buyer Limited                                                       | AI Aqua Merger Sub Inc                                                           | CUSIP: 00132UAL8<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |    212963 | PA      | $200185.17    | 0.01%             | 2028-07-31      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| Forest City Enterprises LP                                                  | Forest City Enterprises LP                                                       | CUSIP: 34555QAF7<br>LEI: 54930078MCT017XXRD21 | Long             | LON              | CORP              | US        |   5611370 | PA      | $5388654.72   | 0.26%             | 2025-12-08      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| LSF9 Atlantis Holdings LLC                                                  | LSF9 Atlantis Holdings LLC                                                       | CUSIP: 50226BAH1<br>LEI: 549300KWDYQKQSF0MQ18 | Long             | LON              | CORP              | US        |   3950000 | PA      | $3829525.00   | 0.18%             | 2029-03-31      | Floating      | 11.83%                | No            |                  2 | On Loan: No      |
| Holding Socotec                                                             | Holding Socotec SAS                                                              | CUSIP: 000000000<br>LEI: 969500TSHWNDZONA3M83 | Long             | LON              | CORP              | FR        |   3271950 | PA      | $3067453.13   | 0.15%             | 2028-06-30      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                                       | Bread Financial Holdings Inc                                                     | CUSIP: 018581AK4<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1773476.08   | 0.08%             | 2024-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Summit Midstream Partners LP                                                | Summit Midstream Partners LP                                                     | CUSIP: 866142409<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    108293 | NS      | $1806327.24   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| INSTALLED BUILDING PRODU                                                    | Installed Building Products Inc                                                  | CUSIP: 45780RAA9<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |   6027000 | PA      | $5419150.83   | 0.26%             | 2028-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VFH Parent LLC                                                              | VFH Parent LLC                                                                   | CUSIP: 000000000<br>LEI: 549300FRO9M476YHHY64 | Long             | LON              | CORP              | US        |   6950000 | PA      | $6751925.00   | 0.32%             | 2029-01-13      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| MJH Healthcare Holdings LLC                                                 | MJH Healthcare Holdings LLC                                                      | CUSIP: 000000000<br>LEI: 254900YSRB2CUEJCMV73 | Long             | LON              | CORP              | US        |   5413495 | PA      | $5193598.88   | 0.25%             | 2029-01-28      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                                     | SBA Communications Corp                                                          | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $2702342.50   | 0.13%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Pregis Topco LLC                                                            | Pregis TopCo LLC                                                                 | CUSIP: 74045BAC1<br>LEI: 549300LJXHJYHS1GM034 | Long             | LON              | CORP              | US        |    251243 | PA      | $243768.80    | 0.01%             | 2026-07-31      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                                         | Altice Financing SA                                                              | CUSIP: 000000000<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | LON              | CORP              | LU        |  21890144 | PA      | $20905087.88  | 1.00%             | 2027-10-31      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| Generation Bridge LLC                                                       | Generation Bridge LLC                                                            | CUSIP: 000000000<br>LEI: 25490066N7XDZZBNGZ02 | Long             | LON              | CORP              | US        |   2550049 | PA      | $2524548.48   | 0.12%             | 2028-12-01      | Floating      | 9.73%                 | No            |                  2 | On Loan: No      |
| Perrigo Investments, LLC                                                    | Perrigo Investments LLC                                                          | CUSIP: 000000000<br>LEI: 549300POZGC78VHAAJ73 | Long             | LON              | CORP              | IE        |   3890450 | PA      | $3861271.63   | 0.18%             | 2029-04-20      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Spin Holdco Inc                                                             | Spin Holdco Inc                                                                  | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |   3482962 | PA      | $2924817.76   | 0.14%             | 2028-03-04      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| Connect US Finco LLC                                                        | Connect Finco SARL                                                               | CUSIP: 000000000<br>LEI: 2594001KNYIQ456J2792 | Long             | LON              | CORP              | LU        |   8414250 | PA      | $8305537.90   | 0.40%             | 2026-12-11      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Holdings, Inc.                                            | SS&C Technologies Inc                                                            | CUSIP: 78466DBG8<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |   2489251 | PA      | $2440088.75   | 0.12%             | 2029-03-22      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| MKS Instruments Inc                                                         | MKS Instruments Inc                                                              | CUSIP: 55314NAS3<br>LEI: 549300KEQATBHAGVF505 | Long             | LON              | CORP              | US        |  10364025 | PA      | $10221519.66  | 0.49%             | 2029-08-17      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Greatbatch Ltd                                                              | Greatbatch Ltd                                                                   | CUSIP: 000000000<br>LEI: C59TZ5M84XYPM9PQ3G72 | Long             | LON              | CORP              | US        |   5436625 | PA      | $5348280.23   | 0.26%             | 2028-09-02      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                                                       | Open Text Corp                                                                   | CUSIP: 000000000<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |  10390000 | PA      | $10138042.50  | 0.49%             | 2029-11-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                                    | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $763275.43    | 0.04%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bakelite US Holdco Inc                                                      | Bakelite US Holdco Inc                                                           | CUSIP: 05710LAB9<br>LEI: 549300UCYL2XSFT5Y041 | Long             | LON              | CORP              | US        |   3416438 | PA      | $3168745.78   | 0.15%             | 2029-05-29      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                            | CSC Holdings LLC                                                                 | CUSIP: 64072UAH5<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    276679 | PA      | $257311.45    | 0.01%             | 2026-01-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| TTF Holdings LLC                                                            | TTF Holdings LLC                                                                 | CUSIP: 000000000<br>LEI: 254900IIAWXPGAIX2Q35 | Long             | LON              | CORP              | US        |   5525053 | PA      | $5442177.59   | 0.26%             | 2028-03-31      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp                                                   | Gainwell Acquisition Corp                                                        | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5600450 | PA      | $5243421.56   | 0.25%             | 2027-10-01      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| Digital Media Solutions LLC                                                 | Digital Media Solutions LLC                                                      | CUSIP: 25401HAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3874954 | PA      | $3254961.29   | 0.16%             | 2026-05-25      | Floating      | 9.73%                 | No            |                  2 | On Loan: No      |
| Stars Group Holdings BV                                                     | Stars Group Holdings BV                                                          | CUSIP: 000000000<br>LEI: 549300RNFXC8F8RT6R13 | Long             | LON              | CORP              | NL        |   6410088 | PA      | $6311244.16   | 0.30%             | 2026-07-21      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Hexion Holdings Corporation                                                 | Hexion Inc                                                                       | CUSIP: 00217XAB2<br>LEI: 54930030FZF8HYAEHM46 | Long             | LON              | CORP              | US        |   4384012 | PA      | $3752714.70   | 0.18%             | 2029-03-15      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| Camelot US Acquisition I Co                                                 | Camelot US Acquisition LLC                                                       | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |   5930694 | PA      | $5834320.20   | 0.28%             | 2026-10-30      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| AQA Acquisition Holding Inc                                                 | AQA Acquisition Holding Inc                                                      | CUSIP: 03836HAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3855612 | PA      | $3688548.14   | 0.18%             | 2028-03-03      | Floating      | 8.65%                 | No            |                  2 | On Loan: No      |
| Citadel Securities LP                                                       | Citadel Securities LP                                                            | CUSIP: 17288YAE2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |   1925000 | PA      | $1901534.25   | 0.09%             | 2028-02-02      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| First Student Bidco Inc                                                     | First Student Bidco Inc                                                          | CUSIP: 33718FAB6<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |    741327 | PA      | $667964.86    | 0.03%             | 2028-07-21      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| DRW Holdings LLC                                                            | DRW Holdings LLC                                                                 | CUSIP: 23343HAD2<br>LEI: 549300W696CUHX8SLK40 | Long             | LON              | CORP              | US        |   8301150 | PA      | $8067721.66   | 0.39%             | 2028-03-01      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Hill Street Properties Warrants                                             | Hill Street Properties Warrants                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    144733 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Blackbrush Oil & Gas                                                        | Blackbrush Oil & Gas                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14313 | NS      | $14653988.34  | 0.70%             |  |  |  | No            |                  3 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                       | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1691300.00   | 0.08%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MH Sub I, LLC                                                               | MH Sub I LLC                                                                     | CUSIP: 45567YAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7297161 | PA      | $7079267.84   | 0.34%             | 2024-09-13      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| DexKo Global Inc                                                            | Dexko Global Inc                                                                 | CUSIP: 000000000<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |   2595000 | PA      | $2413350.00   | 0.12%             | 2029-10-05      | Floating      | 11.08%                | No            |                  2 | On Loan: No      |
| Priority Holdings LLC                                                       | Priority Holdings LLC                                                            | CUSIP: 74275TAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5476600 | PA      | $5435525.50   | 0.26%             | 2027-04-27      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| Rent-A-Center Inc                                                           | Rent-A-Center Inc/TX                                                             | CUSIP: 76009WAW0<br>LEI: 529900QUHE15UQNCCJ63 | Long             | LON              | CORP              | US        |   3638754 | PA      | $3497752.03   | 0.17%             | 2028-02-17      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Traverse Midstream Partners LLC                                             | Traverse Midstream Partners LLC                                                  | CUSIP: 89435TAB0<br>LEI: 549300DHTM8B2X5QMJ22 | Long             | LON              | CORP              | US        |   5016429 | PA      | $4999172.36   | 0.24%             | 2024-09-27      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| MATIV HOLDINGS INC                                                          | Mativ Holdings Inc                                                               | CUSIP: 808541AA4<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2206250.00   | 0.11%             | 2026-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VM Consolidated Inc                                                         | VM Consolidated Inc                                                              | CUSIP: 00215NAK6<br>LEI: 549300GCTGJLEBXJUK89 | Long             | LON              | CORP              | US        |   5168600 | PA      | $5129835.52   | 0.25%             | 2028-03-24      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Gates Global LLC                                                            | Gates Global LLC                                                                 | CUSIP: 36740UAT9<br>LEI: 549300XI79MQJV13DW27 | Long             | LON              | CORP              | US        |   5524916 | PA      | $5398726.94   | 0.26%             | 2027-03-31      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Connectwise, LLC                                                            | ConnectWise LLC                                                                  | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3638050 | PA      | $3448180.17   | 0.17%             | 2028-09-29      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Signal Parent Inc                                                           | Signal Parent Inc                                                                | CUSIP: 82666KAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4274900 | PA      | $2547113.67   | 0.12%             | 2028-04-03      | Floating      | 7.89%                 | No            |                  2 | On Loan: No      |
| PRA Health Sciences Inc                                                     | PRA Health Sciences Inc                                                          | CUSIP: 000000000<br>LEI: 549300R1HR1VWWHIAK47 | Long             | LON              | CORP              | US        |   4045693 | PA      | $4030036.55   | 0.19%             | 2028-07-03      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                                                    | NCR Corp                                                                         | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $3847086.72   | 0.18%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Michael Baker International LLC                                             | Michael Baker International LLC                                                  | CUSIP: 59406MAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1700181 | PA      | $1640674.77   | 0.08%             | 2028-12-01      | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| Bombardier Recreational Products Inc                                        | Bombardier Recreational Products Inc                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   3000000 | PA      | $2936250.00   | 0.14%             | 2029-12-13      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Deluxe Entertainment Services Group Inc                                     | Deluxe Entertainment Services Group Inc                                          | CUSIP: 24802JAD0<br>LEI: 549300TO70LQC2GV7A35 | Long             | LON              | CORP              | US        |   4340709 | PA      | $0.00         | 0.00%             | 2024-09-25      | Floating      | 12.17%                | No            |                  3 | On Loan: No      |
| AMG Advanced Metallurgical Group NV                                         | AMG Advanced Metallurgical Group NV                                              | CUSIP: 000000000<br>LEI: 5493006MN6OH67U2YI74 | Long             | LON              | CORP              | NL        |   4657950 | PA      | $4483276.85   | 0.21%             | 2028-11-30      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| E.W. Scripps Company, The                                                   | EW Scripps Co/The                                                                | CUSIP: 26928BAL3<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |   7213932 | PA      | $7076866.81   | 0.34%             | 2026-05-01      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                  | DaVita Inc                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $3619920.11   | 0.17%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Mamba Purchaser Inc                                                         | Mamba Purchaser Inc                                                              | CUSIP: 56150KAB1<br>LEI: 549300EAB6F7TKRLOT57 | Long             | LON              | CORP              | US        |   5071675 | PA      | $4832900.54   | 0.23%             | 2028-10-16      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| Insulet Corporation                                                         | Insulet Corp                                                                     | CUSIP: 45784QAB5<br>LEI: 549300TZTYD2PYN92D43 | Long             | LON              | CORP              | US        |   5469994 | PA      | $5384552.86   | 0.26%             | 2028-05-04      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Napa Management Services Corporation                                        | NAPA Management Services Corp                                                    | CUSIP: 63035HAC3<br>LEI: 549300C5SN85QZ48R870 | Long             | LON              | CORP              | US        |   6467500 | PA      | $5228585.70   | 0.25%             | 2029-02-23      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| Terrier Media Buyer Inc                                                     | CMG Media Corp                                                                   | CUSIP: 88145LAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4633576 | PA      | $4328269.61   | 0.21%             | 2026-12-17      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Restoration Hardware, Inc.                                                  | RH                                                                               | CUSIP: 76133MAB7<br>LEI: 5493008MTS3OGGMHGK69 | Long             | LON              | CORP              | US        |   5034322 | PA      | $4620249.38   | 0.22%             | 2028-10-20      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Trinseo Materials Operating SCA                                             | Trinseo Materials Operating SCA                                                  | CUSIP: 000000000<br>LEI: 549300WNMXD3KV7LO256 | Long             | LON              | CORP              | LU        |   6065302 | PA      | $5875761.27   | 0.28%             | 2024-09-06      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| WINNEBAGO INDUSTRIES                                                        | Winnebago Industries Inc                                                         | CUSIP: 974637AC4<br>LEI: 549300B7OYKYJLTE3G11 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2798097.00   | 0.13%             | 2028-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WH Borrower LLC                                                             | WH Borrower LLC                                                                  | CUSIP: 92942LAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3919488 | PA      | $3723513.13   | 0.18%             | 2027-02-15      | Floating      | 9.36%                 | No            |                  2 | On Loan: No      |
| MIC Glen LLC                                                                | MIC Glen LLC                                                                     | CUSIP: 55304PAE1<br>LEI: 549300XD843A2SP50882 | Long             | LON              | CORP              | US        |    830000 | PA      | $752536.10    | 0.04%             | 2029-07-20      | Floating      | 11.13%                | No            |                  2 | On Loan: No      |
| Installed Building Products Inc                                             | Installed Building Products Inc                                                  | CUSIP: 45780YAW6<br>LEI: 549300I95Y9P9YM5FI86 | Long             | LON              | CORP              | US        |   2970000 | PA      | $2918025.00   | 0.14%             | 2028-12-14      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Hudson River Trading LLC                                                    | Hudson River Trading LLC                                                         | CUSIP: 44413EAF5<br>LEI: 549300SMOBUC8O5UOE10 | Long             | LON              | CORP              | US        |   6166188 | PA      | $5820449.69   | 0.28%             | 2028-03-20      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education Inc                                                   | McGraw-Hill Education Inc                                                        | CUSIP: 58063DAC7<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | LON              | CORP              | US        |   5610741 | PA      | $5268822.68   | 0.25%             | 2028-07-28      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                                         | Altice Financing SA                                                              | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   3000000 | PA      | $2415000.00   | 0.12%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clark Equipment Company                                                     | Clark Equipment Co                                                               | CUSIP: 18143EAK5<br>LEI: 549300X1FKNY520VPF71 | Long             | LON              | CORP              | US        |   3185925 | PA      | $3137148.49   | 0.15%             | 2029-04-20      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                                                          | Forestar Group Inc                                                               | CUSIP: 346232AF8<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1753380.98   | 0.08%             | 2026-05-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Vantage Specialty Chemicals, Inc.                                           | Vantage Specialty Chemicals Inc                                                  | CUSIP: 92210XAC4<br>LEI: 54930057U5S5AY44VU09 | Long             | LON              | CORP              | US        |   3318918 | PA      | $3233455.88   | 0.15%             | 2024-10-28      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Oyo Hospitality Netherlands B.V                                             | Oravel Stays Singapore Pte Ltd                                                   | CUSIP: 000000000<br>LEI: 9845003ERB3786DZBC41 | Long             | LON              | CORP              | SG        |   3421959 | PA      | $2954280.11   | 0.14%             | 2026-06-23      | Floating      | 12.98%                | No            |                  2 | On Loan: No      |
| US Silica Company                                                           | US Silica Co                                                                     | CUSIP: 90343KAS1<br>LEI: 549300LB0THBBEFBXE82 | Long             | LON              | CORP              | US        |   2250000 | PA      | $2206237.50   | 0.11%             | 2023-05-01      | Floating      | 0.50%                 | No            |                  3 | On Loan: No      |
| Summer (BC) Bidco B LLC                                                     | Summer BC Holdco B SARL                                                          | CUSIP: 000000000<br>LEI: 984500NRF59D5DB9B654 | Long             | LON              | CORP              | LU        |   4149366 | PA      | $3838163.14   | 0.18%             | 2026-12-04      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                       | Tenet Healthcare Corp                                                            | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $7610220.00   | 0.36%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CtC Holdings, LP                                                            | CTC Holdings LP                                                                  | CUSIP: 12658UAB9<br>LEI: 549300C1QWYMULTJ4V04 | Long             | LON              | CORP              | US        |   4818588 | PA      | $4601751.06   | 0.22%             | 2029-02-20      | Floating      | 8.36%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                         | Medline Borrower LP                                                              | CUSIP: 58503UAC7<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |  14689973 | PA      | $13940490.15  | 0.67%             | 2028-10-23      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Ineos Enterprises Holdings US Finco LLC                                     | INEOS Enterprises Holdings US Finco LLC                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3959079 | PA      | $3788363.78   | 0.18%             | 2026-08-28      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Oscar AcquisitionCo LLC                                                     | Oscar Acquisitionco LLC                                                          | CUSIP: 68778DAB4<br>LEI: 254900RDCZK0Q19MEL65 | Long             | LON              | CORP              | US        |   7495000 | PA      | $7078128.10   | 0.34%             | 2029-04-29      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| ENC Parent Corporation                                                      | ENC Parent Corp                                                                  | CUSIP: 26874VAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    320408 | PA      | $297979.60    | 0.01%             | 2028-08-19      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| MHI Holdings LLC                                                            | MHI Holdings LLC                                                                 | CUSIP: 55303YAC7<br>LEI: 549300XOWJ3ALVFU4F13 | Long             | LON              | CORP              | US        |   6773875 | PA      | $6697668.59   | 0.32%             | 2026-09-21      | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| Ineos US Petrochem LLC                                                      | INEOS US Petrochem LLC                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3676585 | PA      | $3605811.19   | 0.17%             | 2026-01-29      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| ACProducts Holdings Inc                                                     | ACProducts Holdings Inc                                                          | CUSIP: 00488YAB2<br>LEI: 254900KTNXVUUHWHBF39 | Long             | LON              | CORP              | US        |   8622653 | PA      | $6418961.89   | 0.31%             | 2028-05-17      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                                       | Encompass Health Corp                                                            | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2725200.00   | 0.13%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Restoration Hardware, Inc.                                                  | RH                                                                               | CUSIP: 76133MAC5<br>LEI: 5493008MTS3OGGMHGK69 | Long             | LON              | CORP              | US        |   2443875 | PA      | $2279671.04   | 0.11%             | 2028-10-20      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group Inc                                                      | AthenaHealth Group Inc                                                           | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |   8232618 | PA      | $7412320.27   | 0.35%             | 2029-02-15      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                                             | Naked Juice LLC                                                                  | CUSIP: 62984CAD5<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |   4211680 | PA      | $3756566.21   | 0.18%             | 2029-01-24      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| Great Outdoors Group LLC                                                    | Great Outdoors Group LLC                                                         | CUSIP: 07014QAN1<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |   4662660 | PA      | $4470324.82   | 0.21%             | 2028-03-06      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Milk specialties Company                                                    | Milk Specialties Co                                                              | CUSIP: 00214VAE3<br>LEI: 5493000QDYDYJEI8F305 | Long             | LON              | CORP              | US        |   4608000 | PA      | $4596480.00   | 0.22%             | 2025-08-15      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| Refficiency Holdings LLC                                                    | Refficiency Holdings LLC                                                         | CUSIP: 75865HAJ7<br>LEI: 2549003DYOLJRQR9G070 | Long             | LON              | CORP              | US        |   1242994 | PA      | $1173859.04   | 0.06%             | 2027-12-16      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| VIRTUSA CORP                                                                | Virtusa Corp                                                                     | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1480709.18   | 0.07%             | 2028-12-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Birkenstock US Bidco Inc                                                    | Birkenstock US BidCo Inc                                                         | CUSIP: 000000000<br>LEI: 5299000ZMFOERHT5OW39 | Long             | LON              | CORP              | US        |   2408275 | PA      | $2342047.44   | 0.11%             | 2028-04-28      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings Inc                                                    | Trident TPI Holdings Inc                                                         | CUSIP: 00216EAB5<br>LEI: 549300TPLK304J3RNC85 | Long             | LON              | CORP              | US        |   4769475 | PA      | $4705372.80   | 0.23%             | 2024-10-17      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| Playa Hotels  Resorts B.V.                                                  | Playa Resorts Holding BV                                                         | CUSIP: 72812NAG1<br>LEI: 5493005SPBUMPZZCIZ96 | Long             | LON              | CORP              | NL        |   6575000 | PA      | $6398329.75   | 0.31%             | 2029-01-05      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP                                                | Scientific Games Holdings LP                                                     | CUSIP: 80875CAB3<br>LEI: 549300W5GPFXXB6TQ330 | Long             | LON              | CORP              | US        |   9865000 | PA      | $9391775.95   | 0.45%             | 2029-04-04      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| ConvergeOne Holdings Corporation                                            | ConvergeOne Holdings Inc                                                         | CUSIP: 21249DAB4<br>LEI: 254900PRFQRQIU08WI18 | Long             | LON              | CORP              | US        |   4298502 | PA      | $2468715.93   | 0.12%             | 2026-01-04      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| ASP Navigate Acquisition Corp                                               | ASP Navigate Acquisition Corp                                                    | CUSIP: 00216YAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6138586 | PA      | $5962101.72   | 0.29%             | 2027-10-06      | Floating      | 9.09%                 | No            |                  2 | On Loan: No      |
| Empire Today LLC                                                            | Empire Today LLC                                                                 | CUSIP: 29210RAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3099696 | PA      | $2300563.16   | 0.11%             | 2028-04-03      | Floating      | 9.29%                 | No            |                  2 | On Loan: No      |
| Foundational Education Group Inc                                            | Foundational Education Group Inc                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    830000 | PA      | $647400.00    | 0.03%             | 2029-08-31      | Floating      | 10.31%                | No            |                  3 | On Loan: No      |
| Mileage Plus Holdings, LLC                                                  | Mileage Plus Holdings LLC                                                        | CUSIP: 59921PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  10611000 | PA      | $10900149.75  | 0.52%             | 2027-06-21      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| Starfruit Finco BV                                                          | Nouryon USA LLC                                                                  | CUSIP: 000000000<br>LEI: 549300K7VB5G6LULFT41 | Long             | LON              | CORP              | US        |   7568004 | PA      | $7450700.15   | 0.36%             | 2025-10-01      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| DaVita Inc.                                                                 | DaVita Inc                                                                       | CUSIP: 23918VAY0<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | LON              | CORP              | US        |   7982322 | PA      | $7765841.45   | 0.37%             | 2026-08-12      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Cushman  Wakefield US Borrower LLC                                          | Cushman  Wakefield US Borrower LLC                                               | CUSIP: 23340DAP7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6938290 | PA      | $6767330.79   | 0.32%             | 2025-08-21      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| LaserShip Inc                                                               | ASP LS Acquisition Corp                                                          | CUSIP: 51809EAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3135000 | PA      | $1849650.00   | 0.09%             | 2029-05-07      | Floating      | 12.23%                | No            |                  2 | On Loan: No      |
| FINThrive Software Intermediate Holdings Inc                                | FinThrive Software Intermediate Holdings Inc                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2115000 | PA      | $1594836.90   | 0.08%             | 2029-12-17      | Floating      | 11.13%                | No            |                  2 | On Loan: No      |
| RR Donnelley  Sons Company                                                  | RR Donnelley  Sons Co                                                            | CUSIP: 000000000<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | LON              | CORP              | US        |   2880900 | PA      | $2727492.08   | 0.13%             | 2026-11-01      | Floating      | 10.44%                | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co Inc                                                  | Standard Aero Ltd                                                                | CUSIP: 26812CAF3<br>LEI: 549300WM2IKMXZ5LGL49 | Long             | LON              | CORP              | CA        |   2381042 | PA      | $2265204.40   | 0.11%             | 2026-04-06      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| MA Financeco LLC                                                            | MA FinanceCo LLC                                                                 | CUSIP: 55280FAL5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7726346 | PA      | $7692581.53   | 0.37%             | 2025-06-05      | Floating      | 8.97%                 | No            |                  2 | On Loan: No      |
| CenturyLink Inc                                                             | Lumen Technologies Inc                                                           | CUSIP: 15669GAH7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |    191378 | PA      | $181500.60    | 0.01%             | 2027-03-15      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Allspring Buyer LLC                                                         | Allspring Buyer LLC                                                              | CUSIP: 98922AAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3871338 | PA      | $3812299.87   | 0.18%             | 2028-11-01      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| TMS INTERNATIONAL CORP                                                      | TMS International Corp/DE                                                        | CUSIP: 87261QAC7<br>LEI: 549300L4K0F1YF8WKF23 | Long             | DBT              | CORP              | US        |   5420000 | PA      | $3876709.20   | 0.19%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Paysafe Holdings (US) Corp                                                  | Paysafe Holdings US Corp                                                         | CUSIP: 70451NAB2<br>LEI: 549300N8UN7DUDH51357 | Long             | LON              | CORP              | US        |   3414164 | PA      | $3248440.64   | 0.16%             | 2028-06-28      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Domtar Corporation                                                          | Domtar Corp                                                                      | CUSIP: 25755FAK6<br>LEI: XYSIJOU3HNVROZWNA008 | Long             | LON              | CORP              | US        |   5728022 | PA      | $5441620.83   | 0.26%             | 2028-11-30      | Floating      | 9.79%                 | No            |                  2 | On Loan: No      |
| Ascena Retail Group Inc                                                     | Ascena Retail Group Inc                                                          | CUSIP: 04349TAF5<br>LEI: 549300315OFTD1VN3V49 | Long             | LON              | CORP              | US        |   2495941 | PA      | $3943.59      | 0.00%             | 2022-08-21      | Floating      | 4.50%                 | No            |                  3 | On Loan: No      |
| Venga Finance SARL                                                          | Venga Finance Sarl                                                               | CUSIP: 000000000<br>LEI: 9845005B0E54C498F641 | Long             | LON              | CORP              | LU        |   7306035 | PA      | $6675889.15   | 0.32%             | 2029-06-28      | Floating      | 9.48%                 | No            |                  2 | On Loan: No      |
| CCI Buyer Inc                                                               | CCI Buyer Inc                                                                    | CUSIP: 12510EAC1<br>LEI: 254900TMV7DAFRQALU04 | Long             | LON              | CORP              | US        |   5391144 | PA      | $5137759.79   | 0.25%             | 2027-12-17      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| Geon Performance Solutions LLC                                              | Geon Performance Solutions LLC                                                   | CUSIP: 37254YAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5834806 | PA      | $5659762.22   | 0.27%             | 2028-08-18      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| WEBER-STEPHEN PRODUCTS LLC                                                  | Weber-Stephen Products LLC                                                       | CUSIP: 94767KAN1<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |   3667803 | PA      | $3080954.79   | 0.15%             | 2027-10-30      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| SUMMIT MID HLDS LLC / FI                                                    | Summit Midstream Holdings LLC / Summit Midstream Finance Corp                    | CUSIP: 86614WAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    990000 | PA      | $942895.80    | 0.05%             | 2026-10-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Harsco Corporation                                                          | Harsco Corp                                                                      | CUSIP: 41587CAR9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | LON              | CORP              | US        |   5203917 | PA      | $4848021.20   | 0.23%             | 2028-03-10      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Bright Bidco                                                                | Bright Bidco                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26953 | NS      | $449791.66    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| Virtusa Corporation                                                         | Virtusa Corp                                                                     | CUSIP: 92828KAN2<br>LEI: C77OMXDER63WLJCSKT03 | Long             | LON              | CORP              | US        |   1194000 | PA      | $1149225.00   | 0.06%             | 2029-02-15      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| Sovos Compliance LLC                                                        | Sovos Compliance LLC                                                             | CUSIP: 84611YAB6<br>LEI: 549300M9XYG5WP2QHH07 | Long             | LON              | CORP              | US        |   1697553 | PA      | $1560543.72   | 0.07%             | 2028-08-11      | Floating      | 8.88%                 | No            |                  2 | On Loan: No      |
| Momentive Performance Materials Inc                                         | Momentive Performance Materials USA LLC                                          | CUSIP: 60877JAB8<br>LEI: 54930021ZH8MCUXACZ50 | Long             | LON              | CORP              | US        |   7627232 | PA      | $7593901.40   | 0.36%             | 2024-05-15      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| CPG International LLC                                                       | CPG International LLC                                                            | CUSIP: 12594VAD0<br>LEI: 549300SVLALB4NVWP891 | Long             | LON              | CORP              | US        |   3655000 | PA      | $3545350.00   | 0.17%             | 2029-04-28      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING/GPC CAP                                                    | Graham Packaging Co Inc                                                          | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |   3615000 | PA      | $3016166.25   | 0.14%             | 2028-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Safety Products/JHC Acquisition Corp                                        | Safety Products/JHC Acquisition Corp                                             | CUSIP: 78649EAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    101782 | PA      | $90713.57     | 0.00%             | 2026-06-28      | Floating      | 8.88%                 | No            |                  2 | On Loan: No      |
| United AirLines Inc                                                         | United Airlines Inc                                                              | CUSIP: 90932RAJ3<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |   5614500 | PA      | $5533426.62   | 0.26%             | 2028-04-21      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| MB Aerospace Holdings II Corp                                               | MB Aerospace Holdings II Corp                                                    | CUSIP: 55281RAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3801784 | PA      | $3298047.60   | 0.16%             | 2025-01-22      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| SSC Technologies Holdings, Inc.                                             | SSC Technologies Inc                                                             | CUSIP: 78466DBE3<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |   1122122 | PA      | $1101396.13   | 0.05%             | 2025-04-16      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Instructure Holdings Inc                                                    | Instructure Holdings Inc                                                         | CUSIP: 45783UAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4751125 | PA      | $4656102.50   | 0.22%             | 2028-10-30      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| QVC INC                                                                     | QVC Inc                                                                          | CUSIP: 747262AY9<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2123250.00   | 0.10%             | 2027-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Medical Solutions Holdings Inc                                              | Reverb Buyer Inc                                                                 | CUSIP: 58462QAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8899194 | PA      | $8318877.46   | 0.40%             | 2028-11-01      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Medallion Midland Acquisition LLC                                           | Medallion Midland Acquisition LP                                                 | CUSIP: 58404BAD7<br>LEI: 549300QCYU94ZA2ELG48 | Long             | LON              | CORP              | US        |   3825678 | PA      | $3783825.48   | 0.18%             | 2028-10-18      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                 | Asurion LLC                                                                      | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   5720344 | PA      | $4438014.49   | 0.21%             | 2028-01-31      | Floating      | 9.48%                 | No            |                  2 | On Loan: No      |
| Gemini HDPE LLC                                                             | Gemini HDPE LLC                                                                  | CUSIP: 36866KAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4052937 | PA      | $3984564.12   | 0.19%             | 2027-12-31      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| William Morris Endeavor Entertainment LLC                                   | William Morris Endeavor Entertainment LLC                                        | CUSIP: 96925HAF9<br>LEI: 5493008R7J9HEQ30DZ33 | Long             | LON              | CORP              | US        |  17280990 | PA      | $16874886.26  | 0.81%             | 2025-05-18      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| EIG Management Company LLC                                                  | EIG Management Co LLC                                                            | CUSIP: 26858HAB6<br>LEI: 5493007EDFEL0IR8BD89 | Long             | LON              | CORP              | US        |   5176172 | PA      | $5046767.42   | 0.24%             | 2025-02-24      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Energize Holdco LLC                                                         | TRC Cos Inc/Delaware                                                             | CUSIP: 000000000<br>LEI: 254900PXZ95ALUX12V67 | Long             | LON              | CORP              | US        |   4621775 | PA      | $4406862.46   | 0.21%             | 2028-12-08      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| LIBERTY INTERACTIVE LLC                                                     | Liberty Interactive LLC                                                          | CUSIP: 530715AG6<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $2680000.00   | 0.13%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Electronics for Imaging Inc                                                 | Electronics For Imaging Inc                                                      | CUSIP: 28608EAE6<br>LEI: 549300PN42C4XYPSEV84 | Long             | LON              | CORP              | US        |   4213290 | PA      | $2793200.90   | 0.13%             | 2026-07-23      | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                                                      | Chart Industries Inc                                                             | CUSIP: 000000000<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | LON              | CORP              | US        |   3540000 | PA      | $3497980.20   | 0.17%             | 2029-12-07      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Granite Generation LLC                                                      | Granite Generation LLC                                                           | CUSIP: 38750BAB3<br>LEI: 549300ERB8DGZI3MXK42 | Long             | LON              | CORP              | US        |   6571628 | PA      | $6369353.25   | 0.30%             | 2026-11-09      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Pilot Travel Centers LLC                                                    | Pilot Travel Centers LLC                                                         | CUSIP: 72165NBH1<br>LEI: 549300115UILLXNE1Z49 | Long             | LON              | CORP              | US        |  10472428 | PA      | $10338904.20  | 0.50%             | 2028-08-04      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                                        | Travel + Leisure Co                                                              | CUSIP: 98309GAD8<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | LON              | CORP              | US        |   3540000 | PA      | $3478050.00   | 0.17%             | 2029-12-14      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| Cogeco Communications Finance (USA) LP                                      | COGECO Financing 2 LP                                                            | CUSIP: 19239PAD9<br>LEI: 5493002JZGWJIUQ60C59 | Long             | LON              | CORP              | US        |   7159186 | PA      | $6943121.30   | 0.33%             | 2028-09-01      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Team Health Holdings, Inc.                                                  | Team Health Holdings Inc                                                         | CUSIP: 87817JAE8<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |   2174153 | PA      | $1852856.25   | 0.09%             | 2024-02-06      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Osmosis Buyer Limited                                                       | AI Aqua Merger Sub Inc                                                           | CUSIP: 00132UAM6<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |    851852 | PA      | $800740.75    | 0.04%             | 2028-07-31      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| DexKo Global Inc                                                            | Dexko Global Inc                                                                 | CUSIP: 25213YAU9<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |   4971387 | PA      | $4444568.90   | 0.21%             | 2028-10-04      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| PetIQ, INC                                                                  | PetIQ Holdings LLC                                                               | CUSIP: 71639UAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4629488 | PA      | $4166538.89   | 0.20%             | 2028-04-13      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co Inc                                                  | Dynasty Acquisition Co Inc                                                       | CUSIP: 26812CAE6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |   4428738 | PA      | $4213280.21   | 0.20%             | 2026-04-06      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| EMERGENT BIOSOLUTIONS                                                       | Emergent BioSolutions Inc                                                        | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |   3465000 | PA      | $1722347.55   | 0.08%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MH Sub I, LLC                                                               | MH Sub I LLC                                                                     | CUSIP: 55303BAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2565000 | PA      | $2286056.25   | 0.11%             | 2029-02-23      | Floating      | 10.65%                | No            |                  2 | On Loan: No      |
| Blackbrush Oil  Gas LP                                                      | BlackBrush Oil  Gas LP                                                           | CUSIP: 09227YAK9<br>LEI: 549300ERRFHSNVPTFJ05 | Long             | LON              | CORP              | US        |   4902305 | PA      | $4902305.06   | 0.23%             | 2025-09-03      | Floating      | 10.18%                | No            |                  2 | On Loan: No      |
| Longview Intermediate Holdings LLC                                          | Longview Intermediate Holdings LLC                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    350306 | NS      | $4904284.00   | 0.23%             |  |  |  | No            |                  3 | On Loan: No      |
| Terraform Power Operating, LLC                                              | TerraForm Power Operating LLC                                                    | CUSIP: 88103NAK6<br>LEI: 5493000S2OLR3UT5BE13 | Long             | LON              | CORP              | US        |   5603218 | PA      | $5554189.44   | 0.27%             | 2029-05-21      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| UST Global Inc                                                              | UST Global Inc                                                                   | CUSIP: 90355HAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4854984 | PA      | $4725501.25   | 0.23%             | 2028-11-20      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| First Eagle Holdings Inc                                                    | First Eagle Holdings Inc                                                         | CUSIP: 000000000<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |   4410334 | PA      | $4293460.36   | 0.21%             | 2027-02-01      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| Oxbow Carbon LLC                                                            | Oxbow Carbon LLC                                                                 | CUSIP: 69138EBA6<br>LEI: IH5EFCAY91O8SVS0VX92 | Long             | LON              | CORP              | US        |   5974038 | PA      | $5927739.21   | 0.28%             | 2025-10-17      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-27

**Name of Applicant:** Virtus Asset Trust

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer