# EDGAR Filing Document

**Accession Number:** 0001870714
**File Stem:** 0001145549-23-004629
**Filing Date:** 2023-1
**Character Count:** 333190
**Document Hash:** 888d35c0d0122d15e07d386c5f621d35
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-004629.hdr.sgml**: 20230130

**ACCESSION NUMBER**: 0001145549-23-004629

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

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20220930

**FILED AS OF DATE**: 20230130

**DATE AS OF CHANGE**: 20230130

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Oaktree Diversified Income Fund Inc.
- **CENTRAL INDEX KEY:** 0001870714
- **IRS NUMBER:** 871433452
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P/A
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23715
- **FILM NUMBER:** 23567342

**BUSINESS ADDRESS:**
- **STREET 1:** BROOKFIELD PLACE
- **STREET 2:** 250 VESEY STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10281
- **BUSINESS PHONE:** 212-417-7049

**MAIL ADDRESS:**
- **STREET 1:** BROOKFIELD PLACE
- **STREET 2:** 250 VESEY STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10281

## Nport-Ex

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **OAKTREE DIVERSIFIED INCOME FUND INC.** |  |  |  |  |  | |
| **Consolidated Schedule of Investments (Unaudited)** |  |  |  |  |  | |
| **September 30, 2022** |  |  |  |  |  | |
| **Description** | **Country** | **Spread Above<br> Index** | **Rate** | **Maturity<br> Date** | **Principal Amount** <br> **(000s)(a)** | **Value (a)** |
| **CORPORATE CREDIT - 58.5%** |  |  |  |  |  | |
| **Senior Loans (Syndicated) - 26.6% (b) (v)** |  |  |  |  |  | |
| **Aerospace & Defense - 1.1%** |  |  |  |  |  | |
| AI Convoy Luxembourg Sarl, First Lien Tranche B Term Loan | LUX | 6M EUR L + 3.50% | 3.50% | 01/18/27 | € 240 | $219334 |
| Cobham Ultra US Company Borrower LLC, First Lien Tranche B Term Loan | USA | 1M US L + 3.75% | 4.25% | 11/16/28 | 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 960835 |
| WP CPP Holdings LLC, First Lien Tranche B Term Loan | USA | 3M US L + 3.75% | 4.75% | 04/30/25 | 496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 445847 |
| **Total Aerospace & Defense** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1626016 |
| **Airlines - 0.4%** |  |  |  |  |  |  |
| Mileage Plus Holdings LLC, First Lien Tranche B Term Loan | USA | 3M US L + 5.25% | 8.78% | 07/30/27 | 192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 193237 |
| United Airlines, Inc., First Lien Tranche B Term Loan | USA | 3M US L + 3.75% | 6.53% | 04/21/28 | 497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 476925 |
| **Total Airlines** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 670162 |
| **Beverages - 0.8%** |  |  |  |  |  |  |
| Pegasus Bidco BV, First Lien Tranche B Term Loan | NLD | 1M SOFR + 4.25% | 6.96% | 04/20/29 | 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 479165 |
| Triton Water Holdings, Inc., First Lien Tranche B Term Loan | USA | 3M US L + 3.50% | 5.75% | 03/31/28 | 744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 671682 |
| **Total Beverages** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1150847 |
| **Biotechnology - 0.2%** |  |  |  |  |  |  |
| Curium Bidco Sarl, First Lien Tranche B Term Loan | LUX | 3M US L + 4.25% | 6.50% | 12/02/27 | 249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 237218 |
| **Building Products - 0.2%** |  |  |  |  |  |  |
| Timber Servicios Empresariales SA, First Lien Tranche B Term Loan | ESP | 1M EUR L + 4.75% | 4.75% | 02/19/29 | € 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 240480 |
| **Chemicals - 0.4%** |  |  |  |  |  |  |
| INEOS Enterprises Holdings II Ltd., First Lien Tranche B Term Loan | GBR | 3M EUR L + 3.25% | 3.25% | 08/28/26 | € 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 225908 |
| INEOS Finance PLC, First Lien Tranche B Term Loan | LUX | 3M EUR L + 2.00% | 2.50% | 04/01/24 | € 247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 234612 |
| INEOS Quattro, First Lien Tranche B Term Loan | GBR | 1M EUR L + 2.75% | 2.87% | 01/29/26 | € 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 220102 |
| **Total Chemicals** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 680622 |
| **Commercial Services & Supplies - 3.0%** |  |  |  |  |  |  |
| Access CIG LLC, First Lien Term Loan | USA | 3M US L + 3.75% | 6.82% | 02/27/25 | 992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 952552 |
| Freshworld Holding III GMBH (l) | DEU | 3M EUR L + 3.25% | 3.75% | 10/02/26 | € 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 229392 |
| Allied Universal Holdco LLC, First Lien Tranche B Term Loan | USA | 1M US L + 3.75% | 6.87% | 05/12/28 | 990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 873056 |
| Broom Holdings Bidco Ltd., First Lien Tranche B Term Loan | IRL | 3M EUR L + 3.75% | 3.75% | 08/24/28 | € 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 226636 |
| Filtration Group Corp., First Lien Tranche B Term Loan | USA | 1M EUR L + 3.50% | 3.50% | 03/31/25 | € 247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 232641 |
| Garda World Security Corp., First Lien Tranche B Term Loan | CAN | 1M US L + 4.25% | 7.24% | 10/30/26 | 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 943595 |
| PECF USS Intermediate Holding III Corp., First Lien Tranche B Term Loan | USA | 1M US L + 4.25% | 6.77% | 11/30/28 | 910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 779565 |
| **Total Commercial Services & Supplies** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4237437 |
| **Communications Equipment - 0.3%** |  |  |  |  |  |  |
| Sorenson Communications LLC, First Lien Tranche B Term Loan | USA | 3M US L + 5.50% | 7.75% | 03/17/26 | 472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 453926 |
| **Construction & Engineering - 1.4%** |  |  |  |  |  |  |
| ADB Companies LLC, First Lien Term Loan (f) | USA | 3M US L + 6.25% | 8.30% | 12/18/25 | 1307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1284750 |
| Tiger Acquisition LLC, First Lien Tranche B Term Loan | USA | 1M US L + 3.25% | 5.77% | 06/01/28 | 746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 693820 |
| **Total Construction & Engineering** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1978570 |
| **Construction Materials - 0.3%** |  |  |  |  |  |  |
| Hunter Douglas, Inc., First Lien Tranche B Term Loan | NLD | 3M SOFR + 3.50% | 6.34% | 02/09/29 | 460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 380880 |
| **Consumer Finance - 0.3%** |  |  |  |  |  |  |
| American Auto Auction Group LLC, Second Lien Term Loan | USA | 3M SOFR + 8.75% | 0.10% | 12/30/28 | 483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 434700 |
| **Containers & Packaging - 1.0%** |  |  |  |  |  |  |
| Clydesdale Acquisition Holdings, Inc., First Lien Term Loan | USA | 1M SOFR + 4.18% | 6.73% | 06/30/29 | 480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 453943 |
| Proampac PG Borrower LLC, First Lien Tranche B Term Loan | USA | 3M US L + 3.75% | 7.96% | 11/03/25 | 993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 934687 |
| **Total Containers & Packaging** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1388630 |
| **Diversified Consumer Services - 1.5%** |  |  |  |  |  |  |
| AI Aqua Merger Sub, Inc., First Lien Delay Draw Term Loan | USA | 1M SOFR + 4.00% | 4.50% | 07/31/28 | 93 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 86372 |
| AI Aqua Merger Sub, Inc., First Lien Tranche B Term Loan | USA | 1M SOFR + 4.00% | 4.50% | 07/31/28 | 407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 380036 |
| Houghton Mifflin Harcourt Co., First Lien Tranche B Term Loan | USA | 1M SOFR + 5.25% | 7.81% | 04/04/29 | 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 456875 |
| Obol France 3 SAS, First Lien Tranche B Term Loan | FRA | 3M EUR L + 4.75% | 4.75% | 12/09/25 | € 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 219775 |
| PetVet Care Centers LLC , Second Lien Term Loan | USA | 1M US L + 6.25% | 8.77% | 01/30/26 | 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 479165 |
| Springer Nature Deutschland GmbH, First Lien Tranche B Term Loan | DEU | 6M EUR L + 2.75% | 3.25% | 08/14/26 | € 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 225614 |
| Verisure Holding AB, First Lien Tranche B Term Loan | SWE | 6M EUR L + 3.25% | 3.25% | 03/27/28 | € 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 221246 |
| **Total Diversified Consumer Services** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2069083 |
| **Diversified Financial Services - 0.4%** |  |  |  |  |  |  |
| Apex Group Treasury Ltd., First Lien Tranche B Term Loan | BMU | 3M EUR L + 4.00% | 4.00% | 07/27/28 | € 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 233864 |
| Nexus Buyer LLC, Second Lien Term Loan | USA | 1M US L + 6.25% | 8.82% | 11/01/29 | 376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 356260 |
| **Total Diversified Financial Services** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 590124 |
| **Diversified Telecommunication Services - 0.4%** |  |  |  |  |  |  |
| Altice France SA, First Lien Tranche B Term Loan | FRA | 3M EUR L + 3.00% | 3.00% | 01/06/26 | € 238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 209499 |
| Intelsat Jackson Holdings SA, First Lien Tranche EXIT Term Loan | LUX | 6M SOFR + 4.25% | 7.44% | 12/08/28 | 450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 423481 |
| **Total Diversified Telecommunication Services** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 632980 |
| **Electronic Equipment, Instruments & Components - 0.6%** |  |  |  |  |  |  |
| LTI Holdings, Inc., First Lien Tranche B Term Loan | USA | 1M US L + 3.25% | 5.77% | 09/06/25 | 992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 920825 |
| **Energy Equipment & Services - 0.4%** |  |  |  |  |  |  |
| Artera Services LLC, First Lien Term Loan | USA | 3M US L + 3.50% | 7.17% | 03/06/25 | 744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 610004 |
| **Food & Staples Retailing - 0.2%** |  |  |  |  |  |  |
| Bellis Acquisition Company PLC, First Lien Tranche B Term Loan | GBR | 3M EUR L + 2.75% | 2.75% | 02/16/26 | € 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 208588 |
| **Food Products - 0.7%** |  |  |  |  |  |  |
| Shearer's Foods LLC, First Lien Tranche B Term Loan | USA | 1M US L + 3.50% | 6.02% | 09/23/27 | 992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 924654 |
| **Health Care Providers & Services - 1.1%** |  |  |  |  |  |  |
| Baart Programs, Inc., First Lien Delay Draw Term Loan | USA | 1M US L + 5.00% | 7.49% | 06/11/27 | 721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 398668 |
| Baart Programs, Inc., Second Lien Delay Draw Term Loan | USA | 1M US L + 8.50% | 10.66% | 06/11/28 | 1246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 431521 |
| Corgi BidCo, Inc., First Lien Term Loan | USA | 3M SOFR + 5.00% | 8.08% | 09/20/29 | 362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 339075 |
| HomeVi SASU, First Lien Tranche B Term Loan | FRA | 3M EUR L + 4.00% | 4.00% | 10/31/26 | € 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 227096 |
| Nidda Healthcare Holding Gmb, First Lien Tranche F Term Loan | DEU | 3M EUR L + 3.50% | 3.50% | 08/21/26 | € 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 219931 |
| **Total Health Care Providers & Services** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1616291 |
| **Health Care Technology - 1.5%** |  |  |  |  |  |  |
| MedAssets Software Intermediate Holdings, Inc, Second Lien Term Loan | USA | 1M US L + 6.75% | 9.27% | 12/17/29 | 2082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1798327 |
| Polaris Newco LL, First Lien Tranche B Term Loan | USA | 3M US L + 4.00% | 6.52% | 06/02/28 | 210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 194030 |
| Solera LL, First Lien Tranche B Term Loan | USA | 3M EUR L + 4.00% | 4.00% | 06/02/28 | € 248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 224248 |
| **Total Health Care Technology** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2216605 |
| **Hotels, Restaurants & Leisure - 2.0%** |  |  |  |  |  |  |
| Alterra Mountain Co., First Lien Tranche B Term Loan | USA | 1M US L + 3.50% | 6.02% | 08/17/28 | 935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 908500 |
| Carnival Corp. | USA | 1M US L + 7.50% | 5.88% | 06/30/25 | 750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 690000 |
| Flutter Financing BV , First Lien Tranche B Term Loan | IRL | 1M SOFR + 3.25% | 6.59% | 07/04/28 | 258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 252275 |
| Flynn Restaurant Group LP, First Lien Tranche B Term Loan | USA | 1M US L + 4.25% | 6.77% | 11/22/28 | 995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 928833 |
| Hurtigruten Group AS, First Lien Tranche B Term Loan | NOR | 6M EUR L + 4.00% | 4.00% | 02/07/25 | € 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 162810 |
| **Total Hotels, Restaurants & Leisure** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2942418 |
| **Independent Power and Renewable Electricity Producers - 0.6%** |  |  |  |  |  |  |
| Parkway Generation LLC, First Lien Tranche C Term Loan | USA | 1M US L + 4.75% | 7.27% | 11/06/28 | 96 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93958 |
| Parkway Generation LLC, First Lien Tranche B Term Loan | USA | 1M US L + 4.75% | 7.27% | 11/06/28 | 683 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 669025 |
| **Total Independent Power and Renewable Electricity Producers** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 762983 |
| **Insurance - 0.2%** |  |  |  |  |  |  |
| Asurion, LLC, First Lien Tranche B10 Term Loan | USA | 1M SOFR + 4.00% | 6.40% | 08/31/28 | 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 256688 |
| **Leisure Products - 0.3%** |  |  |  |  |  |  |
| Gibson Brands, Inc., First Lien Term Loan | USA | 1M US L + 5.00% | 7.39% | 08/11/28 | 397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 321570 |
| Peloton Interactive, Inc., First Lien Term Loan | USA | 1M SOFR + 6.50% | 7.29% | 05/17/27 | 149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 145881 |
| **Total Leisure Products** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 467451 |
| **Machinery - 0.4%** |  |  |  |  |  |  |
| Delachaux Group SA, First Lien Tranche B Term Loan | FRA | 3M EUR L + 3.75% | 3.99% | 04/16/26 | € 239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 216892 |
| Restaurant Technologies, Inc., First Lien Tranche B Term Loan | USA | 3M SOFR + 4.25% | 6.30% | 03/17/29 | 349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 340542 |
| **Total Machinery** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 557434 |
| **Media - 0.7%** |  |  |  |  |  |  |
| Directv Financing LLC, First Lien Term Loan | USA | 1M US L + 5.00% | 7.52% | 08/02/27 | 933 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 871016 |
| Learfield Communications LLC, First Lien Term Loan | USA | 1M US L + 3.25% | 5.78% | 12/01/23 | 234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 194025 |
| **Total Media** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1065041 |
| **Metals & Mining - 0.9%** |  |  |  |  |  |  |
| PMHC II, Inc., First Lien Term Loan | USA | 3M SOFR + 4.25% | 6.98% | 03/30/29 | 476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 386305 |
| SCIH Salt Holdings, Inc., First Lien Tranche B Term Loan | USA | 6M US L + 4.00% | 6.81% | 03/16/27 | 918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 854979 |
| **Total Metals & Mining** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1241284 |
| **Multiline Retail - 0.2%** |  |  |  |  |  |  |
| Amer Sports Holding Oy, First Lien Tranche B Term Loan | FIN | 6M EUR L + 4.50% | 4.25% | 03/30/26 | € 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 218674 |
| **Personal Products - 0.2%** |  |  |  |  |  |  |
| Olaplex, Inc., First Lien Tranche B Term Loan | USA | 3M SOFR + 3.75% | 4.80% | 02/07/28 | 249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 240666 |
| **Pharmaceuticals - 0.2%** |  |  |  |  |  |  |
| Antigua Bidco Ltd., First Lien Tranche B Term Loan | GBR | 3M EUR L + 4.00% | 4.00% | 08/07/26 | € 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 229961 |
| **Professional Services - 0.6%** |  |  |  |  |  |  |
| DTI Holdco, Inc., First Lien Tranche B Term Loan | USA | 3M SOFR + 4.75% | 6.28% | 04/23/29 | 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 476028 |
| Element Materials Technology Group US Holdings, Inc., First Lien Delay Draw Term Loan | USA | 1M SOFR + 4.25% | 4.25% | 09/28/29 | 158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 149013 |
| Element Materials Technology Group US Holdings, Inc., First Lien Delay Draw Term Loan | USA | 1M SOFR + 4.25% | 6.42% | 04/12/29 | 342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 322862 |
| **Total Professional Services** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 947903 |
| **Software - 3.2%** |  |  |  |  |  |  |
| BYJU's Alpha, Inc., First Lien Tranche B Term Loan | IND | 3M US L + 6.00% | 7.01% | 11/05/26 | 448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 328136 |
| ION Corporate Solutions Finance Sarl, First Lien Tranche B Term Loan | LUX | 3M EUR L + 3.75% | 3.75% | 03/13/28 | € 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 225615 |
| Ivanti Software, Inc., First Lien Tranche B Term Loan | USA | 1M US L + 4.25% | 7.33% | 12/01/27 | 998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 781895 |
| McAfee Corp., First Lien Tranche B Term Loan | USA | 1M EUR L + 4.00% | 4.20% | 02/02/29 | € 249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 223625 |
| McAfee Corp., First Lien Tranche B Term Loan | USA | 1M SOFR + 3.75% | 6.87% | 02/02/29 | 404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 369587 |
| Mitchell International, Inc., First Lien Tranche B Term Loan | USA | 3M US L + 3.75% | 6.73% | 10/02/28 | 708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 643491 |
| Sitel Group SA, First Lien Tranche B Term Loan | USA | 1M EUR L + 3.75% | 3.87% | 08/28/28 | € 270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 254756 |
| Skopima Consilio Parent LLC, First Lien Term Loan | USA | 1M US L + 4.00% | 6.52% | 05/31/28 | 929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 864255 |
| TIBCO Software, Inc., First Lien Tranche B Term Loan | USA | 1M SOFR + 4.50% | 4.50% | 03/19/29 | 329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 296041 |
| UKG, Inc., Second Lien Term Loan | USA | 3M US L + 5.25% | 7.54% | 05/03/27 | 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 475418 |
| **Total Software** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4462819 |
| **Specialty Retail - 0.2%** |  |  |  |  |  |  |
| CD&R Firefly Bidco Ltd., First Lien Tranche B1 Term Loan | GBR | 1M SONIA + 4.25% | 5.80% | 05/12/25 | £250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 246802 |
| **Technology Hardware, Storage & Peripherals - 0.7%** |  |  |  |  |  |  |
| Castle US Holding Corp., First Lien Tranche B Term Loan | USA | 3M EUR L + 3.75% | 3.75% | 01/29/27 | € 247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 207843 |
| Castle US Holding Corp., First Lien Tranche B Term Loan | USA | 1M US L + 4.00% | 6.52% | 01/29/27 | 996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 814072 |
| **Total Technology Hardware, Storage & Peripherals** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1021915 |
| **Total Senior Loans (Syndicated)** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37930681 |
| **High Yield - 21.9%** |  |  |  |  |  |  |
| **Aerospace & Defense - 0.6%** |  |  |  |  |  |  |
| Bombardier, Inc. (e) | CAN |  | 7.13% | 06/15/26 | 240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 220460 |
| Spirit AeroSystems, Inc. (e) | USA |  | 7.50% | 04/15/25 | 275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 259494 |
| TransDigm, Inc. | USA |  | 5.50% | 11/15/27 | 360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 313907 |
| TransDigm, Inc. (e) | USA |  | 6.25% | 03/15/26 | 95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92311 |
| **Total Aerospace & Defense** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 886172 |
| **Airlines - 0.1%** |  |  |  |  |  |  |
| Hawaiian Brand Intellectual Property Ltd. (e) | USA |  | 5.75% | 01/20/26 | 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 132524 |
| **Auto Components - 0.1%** |  |  |  |  |  |  |
| Dana Financing Luxembourg Sarl (t) | USA |  | 3.00% | 07/15/29 | € 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 71094 |
| Renk AG/Frankfurt am Main (t) | DEU |  | 5.75% | 07/15/25 | € 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90023 |
| **Total Auto Components** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 161117 |
| **Beverages - 0.1%** |  |  |  |  |  |  |
| Primo Water Holdings, Inc. (t) | CAN |  | 3.88% | 10/31/28 | € 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 79572 |
| **Building Products - 0.0%** |  |  |  |  |  |  |
| Standard Industries, Inc. (t) | USA |  | 2.25% | 11/21/26 | € 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77396 |
| **Capital Markets - 0.1%** |  |  |  |  |  |  |
| Deutsche Bank AG | DEU |  | 4.50% | 04/01/25 | 102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94959 |
| **Chemicals - 0.7%** |  |  |  |  |  |  |
| Diamond BC BV (e) | USA |  | 4.63% | 10/01/29 | 245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 170961 |
| EverArc Escrow Sarl (e) | USA |  | 5.00% | 10/30/29 | 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 182092 |
| Nufarm Australia Ltd. (e) | AUS |  | 5.00% | 01/27/30 | 445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 370970 |
| Olympus Water US Holding Corp. (e) | USA |  | 4.25% | 10/01/28 | 280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 215686 |
| Olympus Water US Holding Corp. (e) | USA |  | 6.25% | 10/01/29 | 60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41218 |
| **Total Chemicals** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 980927 |
| **Commercial Services & Supplies - 1.7%** |  |  |  |  |  |  |
| Allied Universal Holdco LLC (e) | USA |  | 4.63% | 06/01/28 | 405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 312686 |
| GFL Environmental, Inc. (e) | CAN |  | 4.75% | 06/15/29 | 265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 223644 |
| Hurricane Finance PLC (t) | GBR |  | 8.00% | 10/15/25 | £100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 106818 |
| Iron Mountain, Inc. (e) | USA |  | 5.00% | 07/15/28 | 435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 374987 |
| LABL, Inc. (e) | USA |  | 5.88% | 11/01/28 | 445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 361240 |
| Prime Security Services Borrower LLC (e) | USA |  | 6.25% | 01/15/28 | 485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 414671 |
| TMS International Corp. (e) | USA |  | 6.25% | 04/15/29 | 330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 234894 |
| WASH Multifamily Acquisition, Inc. (e) | USA |  | 5.75% | 04/15/26 | 430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 396939 |
| **Total Commercial Services & Supplies** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2425879 |
| **Communications Equipment - 0.3%** |  |  |  |  |  |  |
| CommScope Technologies LLC (e) | USA |  | 6.00% | 06/15/25 | 260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 231382 |
| CommScope, Inc. (e) | USA |  | 4.75% | 09/01/29 | 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 61316 |
| CommScope, Inc. (e) | USA |  | 6.00% | 03/01/26 | 95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87619 |
| **Total Communications Equipment** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 380317 |
| **Construction & Engineering - 0.4%** |  |  |  |  |  |  |
| Great Lakes Dredge & Dock Corp. (e) | USA |  | 5.25% | 06/01/29 | 340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 262438 |
| Pike Corp. (e) (h) | USA |  | 5.50% | 09/01/28 | 440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 356963 |
| **Total Construction & Engineering** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 619401 |
| **Consumer Finance - 0.2%** |  |  |  |  |  |  |
| FirstCash, Inc. (e) | USA |  | 5.63% | 01/01/30 | 220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 188444 |
| Ford Motor Credit Co LLC | USA |  | 3.37% | 11/17/23 | 132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 127870 |
| **Total Consumer Finance** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 316314 |
| **Containers & Packaging - 0.6%** |  |  |  |  |  |  |
| Ardagh Packaging Finance PLC (e) | USA |  | 5.25% | 08/15/27 | 260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 163245 |
| Graham Packaging Company, Inc. (e) | USA |  | 7.13% | 08/15/28 | 285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 229476 |
| Intelligent Packaging Limited Finco, Inc. (e) | CAN |  | 6.00% | 09/15/28 | 435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 347039 |
| Trivium Packaging Finance BV (t) | NLD |  | 3.75% | 08/15/26 | € 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 88572 |
| **Total Containers & Packaging** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 828332 |
| **Diversified Consumer Services - 0.1%** |  |  |  |  |  |  |
| AA Bond Company Ltd. (t) | GBR |  | 6.50% | 01/31/26 | £100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94348 |
| Verisure Midholding AB (t) | SWE |  | 5.25% | 02/15/29 | € 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72523 |
| **Total Diversified Consumer Services** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 166871 |
| **Diversified Telecommunication Services - 1.5%** |  |  |  |  |  |  |
| Altice Financing SA (t) | LUX |  | 3.00% | 01/15/28 | € 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74086 |
| Altice France SA (t) | FRA |  | 4.13% | 01/15/29 | € 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74973 |
| Cogent Communications Group, Inc. (e) | USA |  | 7.00% | 06/15/27 | 210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 197757 |
| Consolidated Communications, Inc. (e) | USA |  | 6.50% | 10/01/28 | 380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 285000 |
| eircom Finance DAC (t) | IRL |  | 3.50% | 05/15/26 | € 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 86803 |
| Frontier Communications Holdings LLC (e) | USA |  | 5.00% | 05/01/28 | 290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 249362 |
| Frontier Communications Holdings LLC (e) | USA |  | 6.75% | 05/01/29 | 155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 128231 |
| Frontier Communications Holdings LLC (e) | USA |  | 8.75% | 05/15/30 | 255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 255579 |
| Iliad Holding SASU (t) | FRA |  | 5.63% | 10/15/28 | € 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 168694 |
| Level 3 Financing, Inc. (e) | USA |  | 4.25% | 07/01/28 | 330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 258152 |
| Lorca Telecom Bondco SA (t) | ESP |  | 4.00% | 09/18/27 | € 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85549 |
| Telecom Italia SpA/Milano (t) | ITA |  | 4.00% | 04/11/24 | € 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94962 |
| Ziggo Bond Company BV (t) | NLD |  | 3.38% | 02/28/30 | € 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 68274 |
| **Total Diversified Telecommunication Services** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2027422 |
| **Electrical Equipment - 0.2%** |  |  |  |  |  |  |
| APX Group, Inc. (e) | USA |  | 6.75% | 02/15/27 | 290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 271271 |
| **Electronic Equipment, Instruments & Components - 0.1%** |  |  |  |  |  |  |
| Centurion Bidco SpA (t) | ITA |  | 5.88% | 09/30/26 | € 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 86302 |
| **Energy Equipment & Services - 0.2%** |  |  |  |  |  |  |
| Precision Drilling Corp. (e) | CAN |  | 7.13% | 01/15/26 | 245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 230148 |
| **Entertainment - 0.2%** |  |  |  |  |  |  |
| Banijay Entertainment SASU (t) | FRA |  | 3.50% | 03/01/25 | € 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 91150 |
| Pinewood Finance Co Ltd. (t) | GBR |  | 3.63% | 11/15/27 | £100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90305 |
| **Total Entertainment** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 181455 |
| **Equity Real Estate Investment Trusts (REITs) - 0.2%** |  |  |  |  |  |  |
| American Finance Trust, Inc. (e) | USA |  | 4.50% | 09/30/28 | 395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 295243 |
| **Food & Staples Retailing - 0.2%** |  |  |  |  |  |  |
| Performance Food Group, Inc. (e) | USA |  | 5.50% | 10/15/27 | 335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 305252 |
| **Food Products - 0.3%** |  |  |  |  |  |  |
| Post Holdings, Inc. (e) | USA |  | 5.63% | 01/15/28 | 430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 393265 |
| **Gas Utilities - 0.2%** |  |  |  |  |  |  |
| CQP Holdco LP (e) | USA |  | 5.50% | 06/15/31 | 165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 139895 |
| Suburban Propane Partners LP (e) | USA |  | 5.00% | 06/01/31 | 220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 180846 |
| **Total Gas Utilities** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 320741 |
| **Health Care Equipment & Supplies - 0.2%** |  |  |  |  |  |  |
| Mozart Debt Merger Sub, Inc. (e) | USA |  | 5.25% | 10/01/29 | 395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 298987 |
| **Health Care Providers & Services - 1.5%** |  |  |  |  |  |  |
| Acadia Healthcare Company, Inc. (e) | USA |  | 5.50% | 07/01/28 | 215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 196467 |
| Avantor Funding, Inc. (t) | USA |  | 3.88% | 07/15/28 | € 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 84998 |
| CAB Selas (t) | FRA |  | 3.38% | 02/01/28 | € 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 75245 |
| Chrome Bidco SASU (t) | FRA |  | 3.50% | 05/31/28 | € 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 78085 |
| CHS/Community Health Systems, Inc. (e) | USA |  | 5.63% | 03/15/27 | 335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 258359 |
| MEDNAX, Inc. (e) | USA |  | 5.38% | 02/15/30 | 295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 244879 |
| ModivCare Escrow Issuer, Inc. (e) | USA |  | 5.00% | 10/01/29 | 345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 280994 |
| Nidda Healthcare Holding GmbH (t) | DEU |  | 3.50% | 09/30/24 | € 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 88829 |
| Radiology Partners, Inc. (e) | USA |  | 9.25% | 02/01/28 | 800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 523140 |
| Tenet Healthcare Corp. (e) | USA |  | 6.13% | 10/01/28 | 285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 250146 |
| **Total Health Care Providers & Services** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2081142 |
| **Health Care Technology - 0.1%** |  |  |  |  |  |  |
| MPH Acquisition Holdings LLC (e) | USA |  | 5.50% | 09/01/28 | 160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 132301 |
| **Hotels, Restaurants & Leisure - 1.5%** |  |  |  |  |  |  |
| Bloomin' Brands, Inc. (e) | USA |  | 5.13% | 04/15/29 | 220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 183615 |
| Carnival Corp. (e) | USA |  | 5.75% | 03/01/27 | 490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 344360 |
| Carnival Corp. (e) | USA |  | 10.50% | 06/01/30 | 80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 64139 |
| Cirsa Finance International Sarl (t) | ESP |  | 4.50% | 03/15/27 | € 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 78654 |
| Everi Holdings, Inc. (e) | USA |  | 5.00% | 07/15/29 | 345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 283526 |
| Fertitta Entertainment LLC (e) | USA |  | 6.75% | 01/15/30 | 160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 121901 |
| Gamma Bidco SpA (t) | ITA |  | 5.13% | 07/15/25 | € 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 88463 |
| Hilton Grand Vacations Borrower Escrow LLC (e) | USA |  | 5.00% | 06/01/29 | 215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 173844 |
| Legends Hospitality Holding Company LLC (e) | USA |  | 5.00% | 02/01/26 | 440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 379060 |
| SeaWorld Parks & Entertainment, Inc. (e) | USA |  | 5.25% | 08/15/29 | 265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 220665 |
| TUI Cruises GmbH (t) | DEU |  | 6.50% | 05/15/26 | € 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74484 |
| **Total Hotels, Restaurants & Leisure** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2012711 |
| **Household Durables - 0.3%** |  |  |  |  |  |  |
| Shea Homes LP (e) | USA |  | 4.75% | 02/15/28 | 345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 281532 |
| Weekley Homes LLC (e) | USA |  | 4.88% | 09/15/28 | 185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 149772 |
| **Total Household Durables** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 431304 |
| **Household Products - 0.0%** |  |  |  |  |  |  |
| Energizer Gamma Acquisition BV (t) | USA |  | 3.50% | 06/30/29 | € 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 70490 |
| **Independent Power and Renewable Electricity Producers - 0.2%** |  |  |  |  |  |  |
| Calpine Corp. (e) | USA |  | 5.13% | 03/15/28 | 350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 301330 |
| **Insurance - 0.2%** |  |  |  |  |  |  |
| AssuredPartners, Inc. (e) | USA |  | 5.63% | 01/15/29 | 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 194622 |
| HUB International Ltd. (e) | USA |  | 7.00% | 05/01/26 | 190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 180500 |
| **Total Insurance** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 375122 |
| **IT Services - 0.6%** |  |  |  |  |  |  |
| Ahead DB Holdings LLC (e) | USA |  | 6.63% | 05/01/28 | 340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 290475 |
| Sabre GLBL, Inc. (e) | USA |  | 7.38% | 09/01/25 | 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 134547 |
| VM Consolidated, Inc. (e) | USA |  | 5.50% | 04/15/29 | 440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 379143 |
| **Total IT Services** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 804165 |
| **Leisure Products - 0.1%** |  |  |  |  |  |  |
| Vista Outdoor, Inc. (e) | USA |  | 4.50% | 03/15/29 | 65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 46015 |
| **Machinery - 0.3%** |  |  |  |  |  |  |
| Redwood Star Merger Sub, Inc. (e) | USA |  | 8.75% | 04/01/30 | 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 389770 |
| **Media - 1.6%** |  |  |  |  |  |  |
| Cablevision Lightpath LLC (e) | USA |  | 5.63% | 09/15/28 | 415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 332521 |
| CCO Holdings LLC (e) | USA |  | 6.38% | 09/01/29 | 140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 128792 |
| CSC Holdings LLC (e) | USA |  | 4.13% | 12/01/30 | 435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 325715 |
| Directv Financing LLC (e) | USA |  | 5.88% | 08/15/27 | 435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 376003 |
| DISH DBS Corp. (e) | USA |  | 5.25% | 12/01/26 | 195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 160119 |
| DISH DBS Corp. (e) | USA |  | 5.75% | 12/01/28 | 25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18940 |
| Gray Television, Inc. (e) | USA |  | 4.75% | 10/15/30 | 160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 120147 |
| iHeartCommunications, Inc. | USA |  | 6.38% | 05/01/26 | 95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 88314 |
| iHeartCommunications, Inc. (e) | USA |  | 5.25% | 08/15/27 | 360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 308259 |
| Scripps Escrow II, Inc. (e) | USA |  | 5.38% | 01/15/31 | 130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98638 |
| Univision Communications, Inc. (e) | USA |  | 6.63% | 06/01/27 | 145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 137162 |
| Virgin Media Vendor Financing Notes III DAC (t) | GBR |  | 4.88% | 07/15/28 | £100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 83691 |
| **Total Media** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2178301 |
| **Metals & Mining - 0.7%** |  |  |  |  |  |  |
| Arconic Corp. (e) | USA |  | 6.13% | 02/15/28 | 425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 376365 |
| Constellium SE (e) | USA |  | 5.63% | 06/15/28 | 260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 213720 |
| Mineral Resources Ltd. (e) | AUS |  | 8.13% | 05/01/27 | 60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 58227 |
| Mineral Resources Ltd. (e) | AUS |  | 8.50% | 05/01/30 | 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 290577 |
| **Total Metals & Mining** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 938889 |
| **Oil, Gas & Consumable Fuels - 0.7%** |  |  |  |  |  |  |
| CITGO Petroleum Corp. (e) | USA |  | 7.00% | 06/15/25 | 360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 344570 |
| CVR Energy, Inc. (e) | USA |  | 5.25% | 02/15/25 | 305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 275105 |
| Hess Midstream Operations LP (e) | USA |  | 5.13% | 06/15/28 | 235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 206083 |
| Hess Midstream Operations LP (e) | USA |  | 5.63% | 02/15/26 | 140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 133084 |
| **Total Oil, Gas & Consumable Fuels** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 958842 |
| **Paper & Forest Products - 0.3%** |  |  |  |  |  |  |
| Mercer International, Inc. | DEU |  | 5.50% | 01/15/26 | 440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 407592 |
| **Personal Products - 0.6%** |  |  |  |  |  |  |
| BellRing Brands, Inc. (e) | USA |  | 7.00% | 03/15/30 | 365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 334650 |
| Coty, Inc. (e) | USA |  | 5.00% | 04/15/26 | 215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 196007 |
| Edgewell Personal Care Co. (e) | USA |  | 5.50% | 06/01/28 | 355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 317894 |
| **Total Personal Products** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 848551 |
| **Pharmaceuticals - 0.3%** |  |  |  |  |  |  |
| Bausch Health Companies, Inc. (e) | USA |  | 4.88% | 06/01/28 | 240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 155131 |
| Bausch Health Companies, Inc. (e) | USA |  | 6.13% | 02/01/27 | 190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 132012 |
| Cheplapharm Arzneimittel GmbH (t) | DEU |  | 4.38% | 01/15/28 | € 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80846 |
| Gruenenthal GmbH (t) | DEU |  | 4.13% | 05/15/28 | € 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 81744 |
| **Total Pharmaceuticals** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 449733 |
| **Professional Services - 0.1%** |  |  |  |  |  |  |
| Summer BC Holdco B SARL (t) | LUX |  | 5.75% | 10/31/26 | € 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 83804 |
| **Real Estate Management & Development - 2.0%** |  |  |  |  |  |  |
| Cushman & Wakefield US Borrower LLC (e) | USA |  | 6.75% | 05/15/28 | 53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49278 |
| Hunt Companies, Inc. (e) | USA |  | 5.25% | 04/15/29 | 360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 276106 |
| OWS Cre Funding I LLC (e) (v) | USA | 1M US L + 4.90% | 8.03% | 09/15/23 | 2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2498309 |
| Samhallsbyggnadsbolaget i Norden AB (t) (v) | SWE | Fixed until 01/30/27 then <br> 5 Year Swap Rate EUR L <br> + 3.22% | 2.88% | Perpetual | € 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41338 |
| **Total Real Estate Management & Development** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2865031 |
| **Road & Rail - 0.1%** |  |  |  |  |  |  |
| The Hertz Corp. (e) | USA |  | 4.63% | 12/01/26 | 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 162696 |
| **Software - 0.9%** |  |  |  |  |  |  |
| Acuris Finance US, Inc. (e) | USA |  | 5.00% | 05/01/28 | 395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 331466 |
| Brunello Bidco SpA (t) | ITA |  | 3.50% | 02/15/28 | € 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 81318 |
| Castor SpA (g) (v) | ITA | 3M US L + 5.25% | 6.25% | 02/15/29 | €200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 179525 |
| Cedacri Mergeco SPA (t) (v) | ITA | 3M EUR L + 4.63% | 4.95% | 05/15/28 | € 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 91402 |
| Condor Merger Sub, Inc. (e) | USA |  | 7.38% | 02/15/30 | 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 81947 |
| NCR Corp. (e) | USA |  | 5.13% | 04/15/29 | 15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11280 |
| NCR Corp. (e) | USA |  | 6.13% | 09/01/29 | 405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 349394 |
| **Total Software** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1126332 |
| **Specialty Retail - 0.4%** |  |  |  |  |  |  |
| Academy Ltd. (e) | USA |  | 6.00% | 11/15/27 | 420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 381759 |
| Carvana Co. (e) | USA |  | 5.63% | 10/01/25 | 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 70500 |
| eG Global Finance PLC (t) | GBR |  | 6.25% | 10/30/25 | € 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85369 |
| **Total Specialty Retail** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 537628 |
| **Technology Hardware, Storage & Peripherals - 0.1%** |  |  |  |  |  |  |
| Xerox Holdings Corp. (e) | USA |  | 5.50% | 08/15/28 | 180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 143999 |
| **Textiles, Apparel & Luxury Goods - 0.2%** |  |  |  |  |  |  |
| Afflelou SAS (t) | FRA |  | 4.25% | 05/19/26 | € 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 86244 |
| Crocs, Inc. (e) | USA |  | 4.25% | 03/15/29 | 220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 175337 |
| **Total Textiles, Apparel & Luxury Goods** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 261581 |
| **Thrifts & Mortgage Finance - 0.1%** |  |  |  |  |  |  |
| Nationstar Mortgage Holdings, Inc. (e) | USA |  | 5.75% | 11/15/31 | 120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 88223 |
| Nationstar Mortgage Holdings, Inc. (e) | USA |  | 6.00% | 01/15/27 | 140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 119679 |
| **Total Thrifts & Mortgage Finance** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 207902 |
| **Trading Companies & Distributors - 0.5%** |  |  |  |  |  |  |
| Fortress Transportation and Infrastructure Investors LLC (e) | USA |  | 5.50% | 05/01/28 | 350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 280495 |
| Fortress Transportation and Infrastructure Investors LLC (e) | USA |  | 6.50% | 10/01/25 | 16 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15055 |
| Loxam SAS (t) | FRA |  | 3.75% | 07/15/26 | € 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 83270 |
| Unifrax Escrow Issuer Corp. (e) | USA |  | 5.25% | 09/30/28 | 450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 346610 |
| **Total Trading Companies & Distributors** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 725430 |
| **Wireless Telecommunication Services - 0.2%** |  |  |  |  |  |  |
| Matterhorn Telecom SA (t) | LUX |  | 4.00% | 11/15/27 | € 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 86146 |
| Sprint Communications Inc | USA |  | 7.88% | 09/15/23 | 132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 133567 |
| Vodafone Group PLC (t) (v) | GBR | 5 Year Swap Rate EUR L <br> + 3.23% | 3.00% | 08/27/80 | € 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72854 |
| **Total Wireless Telecommunication Services** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 292567 |
| **Total High Yield** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30393095 |
| **Emerging Markets - 5.5%** |  |  |  |  |  |  |
| **Airlines - 0.5%** |  |  |  |  |  |  |
| Azul Investments LLP (t) | BRA |  | 7.25% | 06/15/26 | 1130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 698414 |
| **Chemicals - 0.5%** |  |  |  |  |  |  |
| Braskem Idesa SAPI (t) | MEX |  | 6.99% | 02/20/32 | 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 670000 |
| **Construction Materials - 0.1%** |  |  |  |  |  |  |
| Cemex SAB de CV (t) (v) | MEX | Fixed until 09/08/26 then <br> 5 Year Treasury Note <br> Rate + 4.53% | 5.13% | Perpetual | 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 160500 |
| **Diversified Telecommunication Services - 0.6%** |  |  |  |  |  |  |
| Telecom Argentina SA (t) | ARG |  | 8.00% | 07/18/26 | 1060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 926224 |
| **Electric Utilities - 0.1%** |  |  |  |  |  |  |
| Pampa Energia SA (t) | ARG |  | 9.13% | 04/15/29 | 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 126203 |
| **Hotels, Restaurants & Leisure - 0.0%** |  |  |  |  |  |  |
| Grupo Posadas SAB de CV (h) (t) | MEX |  | 4.00% | 12/30/27 | 20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14400 |
| **Independent Power and Renewable Electricity Producers - 0.6%** |  |  |  |  |  |  |
| Genneia SA (t) | ARG |  | 8.75% | 09/02/27 | 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 924982 |
| Genneia SA (e) | ARG |  | 8.75% | 09/02/27 | 40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36999 |
| **Total Independent Power and Renewable Electricity Producers** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 961981 |
| **Metals & Mining - 0.9%** |  |  |  |  |  |  |
| Vedanta Resources Finance II PLC (t) | IND |  | 13.88% | 01/21/24 | 1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1339584 |
| **Oil, Gas & Consumable Fuels - 0.9%** |  |  |  |  |  |  |
| CITGO Holding, Inc. (t) | USA |  | 9.25% | 08/01/24 | 690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 685605 |
| Kosmos Energy Ltd. (t) | USA |  | 7.13% | 04/04/26 | 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 164367 |
| YPF SA (s) (t) | ARG |  | 1.50% | 09/30/33 | 55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29085 |
| YPF SA (s) (t) | ARG |  | 2.50% | 06/30/29 | 758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 450873 |
| **Total Oil, Gas & Consumable Fuels** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1329930 |
| **Other - 0.1%** |  |  |  |  |  |  |
| Crystal Idea Group Ltd. (t) | CHN |  | 2.25% | 10/31/22 | HK$1,100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 134879 |
| **Real Estate Management & Development - 1.2%** |  |  |  |  |  |  |
| CIFI Holdings Group Company Ltd. (t) | CHN |  | 6.00% | 07/16/25 | 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 88903 |
| CIFI Holdings Group Company Ltd. (t) | CHN |  | 6.45% | 11/07/24 | 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45196 |
| CIFI Holdings Group Company Ltd. (t) (v) | CHN | Fixed until 08/24/22 then <br> 5 Year Treasury Note <br> Rate + 8.57% | 5.38% | Perpetual | 450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 81225 |
| Country Garden Holdings Company Ltd. (t) | CHN |  | 4.80% | 08/06/30 | 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 56500 |
| Country Garden Holdings Company Ltd. (t) | CHN |  | 7.25% | 04/08/26 | 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 223500 |
| RKPF Overseas Ltd. (t) | CHN |  | 5.90% | 03/05/25 | 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 212875 |
| RKPF Overseas Ltd. (t) | CHN |  | 6.00% | 09/04/25 | 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 207637 |
| Shimao Group Holdings Ltd. | CHN |  | 3.45% | 01/11/31 | 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47632 |
| Shimao Group Holdings Ltd. | CHN |  | 4.60% | 07/13/30 | 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24435 |
| Shimao Group Holdings Ltd. (t) | CHN |  | 5.20% | 01/16/27 | 1210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 156090 |
| Shimao Group Holdings Ltd. (t) | CHN |  | 5.60% | 07/15/26 | 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50628 |
| Shimao Group Holdings Ltd. (t) | CHN |  | 6.13% | 02/21/24 | 370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 46376 |
| Shui On Development Holding Ltd. (t) | CHN |  | 5.50% | 06/29/26 | 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 124917 |
| Sino-Ocean Land Treasure IV Ltd. (t) | CHN |  | 3.25% | 05/05/26 | 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 61313 |
| Sino-Ocean Land Treasure IV Ltd. (t) | CHN |  | 4.75% | 08/05/29 | 410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 107830 |
| Sino-Ocean Land Treasure IV Ltd. (t) | CHN |  | 4.75% | 01/14/30 | 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 116858 |
| **Total Real Estate Management & Development** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1651915 |
| **Total Emerging Markets** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8014030 |
| **Convertible Bonds - 0.0%** |  |  |  |  |  |  |
| **Airlines - 0.0%** |  |  |  |  |  |  |
| JetBlue Airways Corp. | USA |  | 0.50% | 04/01/26 | 7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5005 |
| **Biotechnology - 0.0%** |  |  |  |  |  |  |
| Ionis Pharmaceuticals, Inc. | USA |  | 0.13% | 12/15/24 | 17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15459 |
| **Electronic Equipment, Instruments & Components - 0.0%** |  |  |  |  |  |  |
| Vishay Intertechnology, Inc. | USA |  | 2.25% | 06/15/25 | 20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18638 |
| **Entertainment - 0.0%** |  |  |  |  |  |  |
| Sea Ltd. | SNG |  | 0.25% | 09/15/26 | 28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19530 |
| Spotify USA, Inc. | USA |  | 0.00% | 03/15/26 | 33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26070 |
| **Total Entertainment** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45600 |
| **Health Care Equipment & Supplies - 0.0%** |  |  |  |  |  |  |
| NuVasive, Inc. | USA |  | 0.38% | 03/15/25 | 17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14865 |
| **Hotels, Restaurants & Leisure - 0.0%** |  |  |  |  |  |  |
| Accor SA (t) | FRA |  | 0.70% | 12/07/27 | € 17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6236 |
| Airbnb, Inc. | USA |  | 0.00% | 03/15/26 | 12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9996 |
| Shake Shack, Inc. | USA |  | 0.00% | 03/01/28 | 18 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12116 |
| **Total Hotels, Restaurants & Leisure** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28348 |
| **Interactive Media & Services - 0.0%** |  |  |  |  |  |  |
| Snap, Inc. (e) | USA |  | 0.13% | 03/01/28 | 34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22950 |
| **Internet & Direct Marketing Retail - 0.0%** |  |  |  |  |  |  |
| Etsy, Inc. | USA |  | 0.25% | 06/15/28 | 17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13235 |
| **IT Services - 0.0%** |  |  |  |  |  |  |
| Cloudflare, Inc. | USA |  | 0.00% | 08/15/26 | 13 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10166 |
| DigitalOcean Holdings, Inc. (e) | USA |  | 0.00% | 12/01/26 | 23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16790 |
| Okta, Inc. | USA |  | 0.38% | 06/15/26 | 14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10941 |
| Perficient, Inc. (e) | USA |  | 0.13% | 11/15/26 | 12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8940 |
| Shift4 Payments, Inc. | USA |  | 0.50% | 08/01/27 | 15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11522 |
| Shopify, Inc. | CAN |  | 0.13% | 11/01/25 | 14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11515 |
| Wix.com Ltd. | USA |  | 0.00% | 08/15/25 | 19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15989 |
| Worldline SA/France (t) | FRA |  | 0.00% | 07/30/25 | € 18 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18241 |
| **Total IT Services** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 104104 |
| **Life Sciences Tools & Services - 0.0%** |  |  |  |  |  |  |
| Illumina, Inc. | USA |  | 0.00% | 08/15/23 | 27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25921 |
| **Media - 0.0%** |  |  |  |  |  |  |
| Liberty Broadband Corp. (e) | USA |  | 2.75% | 09/30/50 | 27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25953 |
| **Personal Products - 0.0%** |  |  |  |  |  |  |
| The Beauty Health Co. (e) | USA |  | 1.25% | 10/01/26 | 23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18630 |
| **Professional Services - 0.0%** |  |  |  |  |  |  |
| Ceridian HCM Holding, Inc. | USA |  | 0.25% | 03/15/26 | 14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11361 |
| **Software - 0.0%** |  |  |  |  |  |  |
| Alarm.com Holdings, Inc. | USA |  | 0.00% | 01/15/26 | 15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12337 |
| Bentley Systems, Inc. | USA |  | 0.38% | 07/01/27 | 28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21238 |
| Blackline, Inc. | USA |  | 0.00% | 03/15/26 | 17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13838 |
| Coupa Software, Inc. | USA |  | 0.38% | 06/15/26 | 19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14696 |
| DocuSign, Inc. | USA |  | 0.00% | 01/15/24 | 27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25326 |
| Dropbox, Inc. | USA |  | 0.00% | 03/01/26 | 17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14867 |
| Envestnet, Inc. | USA |  | 0.75% | 08/15/25 | 35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29444 |
| Nutanix, Inc. (e) | USA |  | 0.25% | 10/01/27 | 24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18168 |
| Splunk, Inc. | USA |  | 1.13% | 06/15/27 | 29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22962 |
| Unity Software, Inc. (e) | USA |  | 0.00% | 11/15/26 | 22 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16033 |
| **Total Software** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 188909 |
| **Technology Hardware, Storage & Peripherals - 0.0%** |  |  |  |  |  |  |
| Western Digital Corp. | USA |  | 1.50% | 02/01/24 | 44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41888 |
| **Total Convertible Bonds** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 580866 |
| **Investment Grade - 3.2%** |  |  |  |  |  |  |
| **Aerospace & Defense - 0.2%** |  |  |  |  |  |  |
| The Boeing Co. | USA |  | 4.88% | 05/01/25 | 245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 239296 |
| **Airlines - 0.2%** |  |  |  |  |  |  |
| Delta Air Lines, Inc. (e) | USA |  | 4.50% | 10/20/25 | 220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 213676 |
| **Automobiles - 0.2%** |  |  |  |  |  |  |
| General Motors Financial Company, Inc. | USA |  | 3.80% | 04/07/25 | 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 143010 |
| Harley-Davidson Financial Services, Inc. (e) | USA |  | 3.35% | 06/08/25 | 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 140713 |
| **Total Automobiles** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 283723 |
| **Banks - 0.7%** |  |  |  |  |  |  |
| Canadian Imperial Bank of Commerce | CAN |  | 3.95% | 08/04/25 | 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 289926 |
| Citigroup, Inc. (v) | USA | 3M US L + 1.02% | 4.11% | 06/01/24 | 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 150209 |
| Credit Agricole SA (e) | FRA |  | 3.25% | 10/04/24 | 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 143274 |
| Federation des Caisses Desjardins du Quebec (e) | CAN |  | 4.40% | 08/23/25 | 207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200323 |
| Sumitomo Mitsui Trust Bank Ltd. (e) | JAP |  | 4.80% | 09/15/25 | 204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201140 |
| **Total Banks** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 984872 |
| **Capital Markets - 0.2%** |  |  |  |  |  |  |
| The Charles Schwab Corp. (v) | USA | SOFRINDX + 0.52% | 2.80% | 05/13/26 | 192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 186485 |
| The Goldman Sachs Group, Inc. (v) | USA | 3M US L + 1.20% | 3.27% | 09/29/25 | 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 142963 |
| **Total Capital Markets** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 329448 |
| **Chemicals - 0.1%** |  |  |  |  |  |  |
| Celanese US Holdings LLC | USA |  | 5.90% | 07/05/24 | 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 148038 |
| **Consumer Finance - 0.2%** |  |  |  |  |  |  |
| Synchrony Bank | USA |  | 5.40% | 08/22/25 | 241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 235188 |
| **Entertainment - 0.1%** |  |  |  |  |  |  |
| Warnermedia Holdings, Inc. (e) | USA |  | 3.64% | 03/15/25 | 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 142189 |
| **Food Products - 0.1%** |  |  |  |  |  |  |
| Mondelez International Holdings Netherlands BV (e) | USA |  | 4.25% | 09/15/25 | 209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 204700 |
| **Health Care Equipment & Supplies - 0.1%** |  |  |  |  |  |  |
| Zimmer Biomet Holdings, Inc. | USA |  | 3.55% | 04/01/25 | 102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98205 |
| **Media - 0.0%** |  |  |  |  |  |  |
| Charter Communications Operating LLC | USA |  | 4.91% | 07/23/25 | 31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30257 |
| **Oil, Gas & Consumable Fuels - 0.1%** |  |  |  |  |  |  |
| Energy Transfer LP | USA |  | 4.05% | 03/15/25 | 171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 164125 |
| **Other - 0.7%** |  |  |  |  |  |  |
| Federal National Mortgage Association, TBA | USA |  | 4.00% | 10/15/26 | 286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 275632 |
| Federal National Mortgage Association, TBA | USA |  | 4.50% | 10/15/28 | 280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 275231 |
| Federal National Mortgage Association, TBA | USA |  | 5.50% | 10/15/41 | 276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 274221 |
| Westlake Automobile Receivables Trust (e) | USA |  | 1.23% | 12/15/26 | 164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 152001 |
| **Total Other** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 977085 |
| **Road & Rail - 0.1%** |  |  |  |  |  |  |
| Penske Truck Leasing Company LP (e) | USA |  | 4.00% | 07/15/25 | 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 143107 |
| **Software - 0.1%** |  |  |  |  |  |  |
| Oracle Corp. | USA |  | 2.50% | 04/01/25 | 220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 205193 |
| **Wireless Telecommunication Services - 0.1%** |  |  |  |  |  |  |
| T-Mobile USA, Inc. | USA |  | 2.25% | 02/15/26 | 102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 91410 |
| **Total Investment Grade** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4490512 |
| **Sovereign - 1.3%** |  |  |  |  |  |  |
| **Other - 1.3%** |  |  |  |  |  |  |
| Japan Treasury Bills | JAP |  | 0.00% | 10/11/22 - 11/07/22 | ¥266,500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1841454 |
| **Total Sovereign** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1841454 |
| **Total CORPORATE CREDIT** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; (Cost $98,763,880) |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 83250638 |
| **STRUCTURED CREDIT - 27.7% (b)** |  |  |  |  |  |  |
| **Collateralized Loan Obligations - 15.6%** |  |  |  |  |  |  |
| Anchorage Capital CLO Ltd., Series 2016-8A, Class ER2 (e) (v) | CYM | 3M US L + 7.35% | 10.12% | 10/27/34 | 1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1309669 |
| Anchorage Capital CLO Ltd., Series 2020-16A, Class DR (e) (v) | CYM | 3M US L + 3.72% | 6.46% | 01/19/35 | 1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1358563 |
| Anchorage Capital CLO Ltd., Series 2020-16A, Class ER (e) (v) | CYM | 3M US L + 7.35% | 10.09% | 01/19/35 | 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 876811 |
| Anchorage Credit Funding 7 Ltd., 2019-7A, Class SUB1 (e) | CYM |  | 0.00% | 04/25/37 | 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 573509 |
| Anchorage Credit Funding Ltd., Series 2019-7A, Class E (e) | CYM |  | 6.85% | 04/27/37 | 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 778751 |
| Columbia Cent CLO Ltd., Series 2018-28A, Class D (e) (v) | CYM | 3M US L + 6.17% | 9.03% | 11/07/30 | 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 770552 |
| Dryden, Series 2017-27X, Class ER (t) (v) | IRL | 3M EUR L + 5.86% | 5.86% | 04/15/33 | € 1,000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 701958 |
| Dryden Senior Loan, Series 2022-113A, Class INC | JER |  | 0.00% | 10/20/35 | 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 730742 |
| Elevation CLO Ltd., Series 2021-12A, Class E (e) (v) | CYM | 3M US L + 7.27% | 9.98% | 04/20/32 | 378 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 300033 |
| Elevation CLO Ltd., Series 2021-14A, Class E (e) (v) | CYM | 3M US L + 7.20% | 9.91% | 10/20/34 | 2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1552388 |
| Harvest CLO XXVI, Series 26A, Class E (e) (v) | IRL | 3M EUR L + 6.12% | 6.12% | 01/15/34 | € 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 379759 |
| ICG US CLO Ltd., Series 2020-1A, Class DR (e) (v) | CYM | 3M US L + 3.60% | 6.31% | 01/22/35 | 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 892982 |
| ICG US CLO Ltd., Series 2020-1A, Class ER (e) (v) | CYM | 3M US L + 7.45% | 10.16% | 01/22/35 | 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 886332 |
| Marble Point CLO Ltd., Series 2021-4A, Class E (e) (v) | CYM | 3M US L + 7.29% | 10.05% | 01/22/35 | 2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1532902 |
| Monroe Capital MML CLO XIII Ltd., Series 2022-1A, Class E (e) (v) | USA | 3M SOFR + 8.32% | 11.13% | 02/24/34 | 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 916695 |
| OAK Hill European Credit Partners V Designated Activity Co., Series 2016-5A, Class ER (e) (v) | IRL | 3M EUR L + 6.37% | 6.41% | 01/21/35 | € 1,750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1325787 |
| OAK Hill European Credit Partners V Designated Activity Co., Series 2016-5A, Class FR (e) (v) | IRL | 3M EUR L + 8.87% | 8.91% | 01/21/35 | € 1,000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 650248 |
| Palmer Square European CLO, Series 2022-1A, Class E (e) (v) | IRL | 3M EUR L + 6.36% | 6.40% | 01/21/35 | € 1,200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 931025 |
| Palmer Square European CLO, Series 2022-1A, Class F (e) (v) | IRL | 3M EUR L + 8.85% | 8.89% | 01/21/35 | € 1,750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1129211 |
| Penta CLO, Series 2021-10X, Class E (t) (v) | IRL | 3M EUR L + 6.23% | 6.62% | 11/20/34 | € 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 376966 |
| SOUND POINT CLO Ltd., Series 2015-1RA, Class E (e) (v) | CYM | 3M US L + 6.60% | 9.11% | 04/15/30 | 275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 198828 |
| Toro European CLO, Series 3X, Class ERR (t) (v) | IRL | 3M EUR L + 6.30% | 6.30% | 07/15/34 | € 1,500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1157605 |
| Trimaran Cavu Ltd., Series 2021-3A, Class E (e) (v) | CYM | 3M US L + 7.37% | 10.11% | 01/18/35 | 1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1012603 |
| Trinitas CLO XVIII Ltd., Series 2021-18A, Class D (e) (v) | CYM | 3M US L + 3.60% | 6.31% | 01/22/35 | 2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1797444 |
| **Total Collateralized Loan Obligations** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22141363 |
| **Commercial Mortgage-Backed Securities - 9.8%** |  |  |  |  |  |  |
| Banc of America Commercial Mortgage Trust, Series 2015-UBS7, Class XFG (e) | USA |  | 1.25% | 09/17/48 | 10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 317718 |
| BBCMS Trust, Series 2018-BXH, Class F (e) (v) | USA | 1M US L + 2.95% | 5.77% | 10/15/37 | 270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 251525 |
| Benchmark Mortgage Trust, Series 2018-B6, Class E (e) | USA |  | 3.26% | 10/12/51 | 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 151501 |
| BWAY Mortgage Trust, Series 2022-26BW, Class E (e) | USA |  | 5.03% | 02/12/44 | 677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 495169 |
| BX Commercial Mortgage Trust, Series 2019-IMC, Class G (e) (v) | USA | 1M US L + 3.60% | 6.42% | 04/17/34 | 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 919000 |
| BX Trust, Series 2021-SDMF, Class J (e) (v) | USA | 1M US L + 4.03% | 6.85% | 09/15/34 | 470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 441921 |
| CD Mortgage Trust, Series 2017-CD4, Class D (e) | USA |  | 3.30% | 05/12/50 | 305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 231521 |
| CD Mortgage Trust, Series 2017-CD5, Class D (e) | USA |  | 3.35% | 08/15/50 | 489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 374500 |
| CFCRE Commercial Mortgage Trust, Series 2018-TAN, Class E (e) | USA |  | 6.66% | 02/17/33 | 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 221908 |
| CGDB Commercial Mortgage Trust, Series 2019-MOB, Class G (e) (v) | USA | 1M US L + 2.99% | 5.81% | 11/15/36 | 1537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1449937 |
| Citigroup Commercial Mortgage Trust, Series 2021-KEYS, Class F (e) (v) | USA | 1M US L + 3.70% | 6.52% | 10/15/36 | 741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 730619 |
| COMM Mortgage Trust- Series 2016-DC2, Class XF (e) | USA |  | 2.07% | 02/12/49 | 13350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 737042 |
| CSAIL Commercial Mortgage Trust, Series 2017-CX9, Class D (e) | USA |  | 4.20% | 09/16/50 | 190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 141072 |
| DBGS Mortgage Trust, Series 2021-W52, Class F (e) (v) | USA | 1M US L + 4.15% | 6.97% | 10/17/39 | 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 957756 |
| Great Wolf Trust, Series 2019-WOLF, Class F (e) (v) | USA | 1M US L + 3.13% | 5.95% | 12/15/36 | 1298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1245882 |
| Hilton USA Trust, Series 2016-SFP, Class F (e) | USA |  | 6.16% | 11/05/35 | 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 961384 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2021-HTL5, Class F (e) (v) | USA | 1M US L + 4.27% | 7.08% | 11/15/38 | 1084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1001652 |
| MTN Commercial Mortgage Trust, Series 2022-LPFL, Class F (e) (v) | USA | 1M SOFR + 5.29% | 8.13% | 03/15/39 | 571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 537676 |
| Natixis Commercial Mortgage Securities Trust, Series 2022-RRI, Class F (e) (v) | USA | 1M SOFR + 5.94% | 8.79% | 03/15/35 | 658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 652189 |
| SREIT Trust, Series 2021-MFP2, Class J (e) (v) | USA | 1M US L + 3.92% | 6.73% | 11/17/36 | 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 937685 |
| Taubman Centers Commercial Mortgage Trust, Series 2022-DPM, Class D (e) (v) | USA | 1M SOFR + 4.77% | 7.62% | 05/15/37 | 307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 298329 |
| VMC Finance, Series 2021-HT1, Class B (e) (v) | USA | 1M US L + 4.50% | 7.49% | 01/18/37 | 643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 614153 |
| Wells Fargo Commercial Mortgage Trust, Series 2017-C41, Class D (e) | USA |  | 2.60% | 11/17/50 | 316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 221851 |
| **Total Commercial Mortgage-Backed Securities** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13891990 |
| **Residential Mortgage-Backed Securities - 2.3%** |  |  |  |  |  |  |
| Deephaven Residential Mortgage Trust, Series 2022-2, Class B1 (e) | USA |  | 4.34% | 03/25/67 | 229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 179581 |
| GCAT Trust, Series 2022-NQM1, Class B1 (e) | USA |  | 3.98% | 02/25/67 | 476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 339748 |
| Imperial Fund Mortgage Trust, Series 2022-NQM3, Class M1 (e) | USA |  | 4.46% | 05/25/67 | 332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 281617 |
| MFA Trust, Series 2022-NQM1, Class B1 (e) | USA |  | 4.31% | 12/25/66 | 251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 197419 |
| Progress Residential Trust, Series 2022-SFR3, Class E2 (e) | USA |  | 5.60% | 04/19/39 | 212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 192704 |
| PRPM LLC, Series 2021-10, Class A2 (e) (s) | USA |  | 4.83% | 12/31/49 | 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 888362 |
| Seasoned Credit Risk Transfer Trust, Series 2022-1, Class M (e) | USA |  | 4.50% | 11/25/61 | 226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 179772 |
| STAR Trust, Series 2022-SFR3, Class F (e) (v) | USA | 1M SOFR + 4.50% | 7.52% | 05/19/39 | 170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 167893 |
| Western Mortgage Reference Notes, Series 2021-CL2, Class M4 (e) (v) | USA | 30-Day Average SOFR + <br> 5.35% | 7.63% | 07/25/59 | 897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 891733 |
| **Total Residential Mortgage-Backed Securities** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3318829 |
| **Total STRUCTURED CREDIT** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; (Cost $45,505,191) |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39352182 |
| **PRIVATE CREDIT (f) - 23.7%** |  |  |  |  |  |  |
| **Senior Loans (b) - 22.2%** |  |  |  |  |  |  |
| **Biotechnology - 1.8%** |  |  |  |  |  |  |
| ADC Therapeutics, Initial Term Loan - Tranche A (h) | USA |  | 7.50% | 08/15/29 | 1136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1079220 |
| ADC Therapeutics, Initial Term Loan - Tranche B (h) | USA |  | 7.50% | 08/15/29 | 520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6298) |
| Mesoblast, Inc., First Lien Delay Delivery Tranche B Term Loan (h) | USA |  | 9.75% | 11/19/26 | 1592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1420641 |
| Mesoblast, Inc., First Lien Tranche B Term Loan (h) | USA |  | 9.75% | 11/19/26 | 262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; – |
| Mesoblast, Inc., First Lien Tranche C Term Loan (h) | USA |  | 9.75% | 11/19/26 | 525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; – |
| **Total Biotechnology** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2493563 |
| **Commercial Services & Supplies - 1.6%** |  |  |  |  |  |  |
| Kings Buyer LLC, First Lien Revolver Facility (v) | USA | 1M US L + 6.50% | 6.50% | 10/29/27 | 310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48544 |
| Kings Buyer LLC, First Lien Term Loan (v) | USA | 1M US L + 6.50% | 7.50% | 10/29/27 | 2270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2224416 |
| **Total Commercial Services & Supplies** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2272960 |
| **Containers & Packaging - 1.2%** |  |  |  |  |  |  |
| ASP-r-pac Acquisition Company LLC, First Lien Term Loan (v) | USA | 1M US L + 6.00% | 6.00% | 12/29/27 | 1720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1680062 |
| ASP-r-pac Acquisition Company LLC, First Lien Tranche B Term Loan (l) (v) | USA | 3M US L + 6.00% | 6.00% | 12/29/27 | 206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4732) |
| **Total Containers & Packaging** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1675330 |
| **Distributors - 1.4%** |  |  |  |  |  |  |
| RelaDyne, First Lien Term Loan (v) | USA | SOFR + 7.75% | 7.75% | 12/23/29 | 1996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1926140 |
| **Health Care Equipment & Supplies - 2.1%** |  |  |  |  |  |  |
| Touchstone Acquisition, Inc., First Lien Term Loan (v) | USA | 1M US L + 6.00% | 7.67% | 12/29/28 | 3006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2946336 |
| **Health Care Providers & Services - 1.7%** |  |  |  |  |  |  |
| LSL Holdco LLC, First Lien Term Loan (v) | USA | 1M US L + 6.00% | 6.00% | 01/31/28 | 2398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2331772 |
| LSL Holdco LLC, First Lien Revolver Facility (v) | USA | 1M US L + 6.00% | 6.00% | 01/31/28 | 266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 205804 |
| **Total Health Care Providers & Services** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2537576 |
| **Health Care Technology - 3.5%** |  |  |  |  |  |  |
| Establishment Labs Holdings, Inc., First Lien Term Loan (h) | USA |  | 9.00% | 04/21/27 | 1135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1114429 |
| Establishment Labs Holdings, Inc., First Lien Delay Draw Term Loan (h) | USA |  | 9.00% | 04/21/27 | 184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; – |
| Establishment Labs Holdings, Inc., First Lien Delay Draw Term Loan (h) | USA |  | 9.00% | 04/21/27 | 184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; – |
| Establishment Labs Holdings, Inc., First Lien Delay Draw Term Loan (h) | USA |  | 9.00% | 04/21/27 | 184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; – |
| Impel Neuropharma, Inc., First Lien Revenue Interest Financing Term Loan (l) | USA |  | 9.75% | 02/15/31 | 1001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1001000 |
| Impel Neuropharma, Inc., First Lien Term Loan (v) | USA | 1M SOFR + 8.75% | 9.75% | 03/17/27 | 1001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 982982 |
| Innocoll Pharmaceuticals Ltd., First Lien Term Loan | USA |  | 11.00% | 01/26/27 | 1510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1419856 |
| Innocoll Pharmaceuticals Ltd., First Lien Delay Draw Term Loan | USA |  | 11.00% | 01/26/27 | 465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; – |
| Innocoll Pharmaceuticals Ltd., First Lien Delay Draw Term Loan | USA |  | 11.00% | 01/26/27 | 465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; – |
| Innocoll Pharmaceuticals Ltd., First Lien Delay Draw Term Loan | USA |  | 11.00% | 01/26/27 | 465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 464765 |
| **Total Health Care Technology** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4983032 |
| **Hotels, Restaurants & Leisure - 3.9%** |  |  |  |  |  |  |
| Grove Hotel Parcel Owner LLC, First Lien Delay Draw Term Loan (v) | USA | 3M SOFR + 8.00% | 0.00% | 06/21/28 | 351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6138) |
| Grove Hotel Parcel Owner LLC, First Lien Revolver Facility (v) | USA | 3M SOFR + 8.00% | 0.00% | 06/21/28 | 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3069) |
| Grove Hotel Parcel Owner LLC, First Lien Term Loan (v) | USA | 3M SOFR + 8.00% | 0.00% | 06/21/28 | 1754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1723078 |
| PFNY Holdings LLC, First Lien Delay Draw Term Loan (v) | USA | 3M US L + 7.00% | 0.00% | 12/31/26 | 347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 305100 |
| PFNY Holdings LLC, First Lien Revolver Facility (v) | USA | 3M US L + 7.00% | 0.00% | 12/31/26 | 173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1734) |
| PFNY Holdings LLC, First Lien Term Loan (v) | USA | 1M US L + 0.07% | 7.00% | 12/31/26 | 3622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3585964 |
| **Total Hotels, Restaurants & Leisure** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5603201 |
| **Machinery - 1.3%** |  |  |  |  |  |  |
| ProFrac Holdings II LLC, First Lien Delay Draw Term Loan | USA |  | 11.13% | 03/04/25 | 198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 193743 |
| ProFrac Holdings II LLC, First Lien Term Loan (v) | USA | 1M SOFR + 0.09% | 10.01% | 03/04/27 | 1718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1683875 |
| **Total Machinery** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1877618 |
| **Pharmaceuticals - 0.9%** |  |  |  |  |  |  |
| Bioxcel Therapeutics, Inc.,. Lien Tranche A Delay Draw Term Loan | USA |  | 0.00% | 09/30/32 | 376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 375585 |
| Bioxcel Therapeutics, Inc., Lien Tranche B Delay Draw Term Loan (h) | USA |  | 0.00% | 09/30/32 | 563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; – |
| Bioxcel Therapeutics, Inc., Lien Tranche C Delay Draw Term Loan (h) | USA |  | 0.00% | 09/30/32 | 563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; – |
| Bioxcel Therapeutics, Inc., First Lien Revolver Facility Tranche B | USA |  | 10.25% | 04/19/27 | 438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; – |
| Bioxcel Therapeutics, Inc., First Lien Revolver Facility Tranche B | USA |  | 10.25% | 04/19/27 | 376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; – |
| Bioxcel Therapeutics, Inc., First Lien Delay Draw Term Loan (h) | USA |  | 10.25% | 04/19/27 | 876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 842012 |
| **Total Pharmaceuticals** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1217597 |
| **Software - 2.8%** |  |  |  |  |  |  |
| iCIMS Inc., First Lien Revolver Facility (v) | USA | 3M SOFR + 6.75% | 0.50% | 08/18/28 | 158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2757) |
| iCIMS Inc., First Lien Term Loan (v) | USA | 3M SOFR + 6.75% | 2.28% | 08/18/28 | 1654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1625351 |
| iCIMS Inc., First Lien Delay Draw Term Loan (h) (v) | USA | 3M SOFR + 6.75% | 0.00% | 08/18/28 | 439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; – |
| OEConnection LLC, Second Lien Tranche B Term Loan (v) | USA | 1M US L + 7.00% | 7.00% | 09/25/27 | 2499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2405287 |
| **Total Software** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4027881 |
| **Total Senior Loans** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31561234 |
|  |  |  |  |  | **Shares** | **Value (a)** |
| **Preferred Stock - 1.3%** |  |  |  |  |  |  |
| **Health Care Technology - 1.3%** |  |  |  |  |  |  |
| athenahealth, Inc., Series A (Acquired 02/15/22, Cost $1,992,289) (r) | USA |  | 10.75% |  | 2033 | $1808252 |
| **Total Preferred Stock** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1808252 |
| **Common Stock - 0.1%** |  |  |  |  |  |  |
| **Distributors - 0.1%** |  |  |  |  |  |  |
| RelaDyne, (Acquired 12/23/21, Cost $187,703) (n) (r) | USA |  |  |  | 2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 179200 |
| **Total Common Stock** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 179200 |
| **Warrants - 0.1%** |  |  |  |  |  |  |
| **Biotechnology - 0.0%** |  |  |  |  |  |  |
| ADC Therapeutics, Exercise Price: $8.30, Expiration: 08/15/2022 (Acquired 01/01/2029, Cost $30,028) (r) | USA |  |  | 08/15/32 | 4988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12520 |
| Mesoblast, Inc., Exercise Price: $7.26, Expiration: 11/19/28 (Acquired 12/20/21, Cost $106,354) (r) | USA |  |  | 11/19/26 | 46433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37619 |
| **Total Biotechnology** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50139 |
| **Health Care Technology - 0.1%** |  |  |  |  |  |  |
| Innocoll Pharmaceuticals Ltd., Exercise Price: $7.26, Expiration: 11/19/28 (Acquired 12/20/21, Cost $106,354) (r) | USA |  |  | 01/26/29 | 12630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 84368 |
| **Pharmaceuticals - 0.0%** |  |  |  |  |  |  |
| Bioxcel Therapeutics, Inc., Exercise Price: $20.04, Expiration: 04/19/29 (Acquired 04/28/22, Cost $0) (r) | USA |  |  | 04/19/29 | 3487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16145 |
| **Total Warrants** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 150652 |
| **Total PRIVATE CREDIT** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; (Cost $34,114,804) |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33699338 |
| **MONEY MARKET FUND - 3.4%** |  |  |  |  |  |  |
| First American Government Obligations Fund, Class X (y) | USA |  | 2.87% | 12/01/31 | 4904453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4904453 |
| **TOTAL MONEY MARKET FUND** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; (Cost $4,904,453) |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4904453 |
| **Total Investments - 113.3% (c)** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; (Cost $183,288,328) |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161206611 |
| **Liabilities in Excess of Other Assets - (13.3)%** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18981493) |
| **TOTAL NET ASSETS - 100.0%** |  |  |  |  |  | $142225118 |

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|:---|:---|:---|:---|:---|
| The following notes should be read in conjunction with the accompanying Consolidated Schedule of Investments. | The following notes should be read in conjunction with the accompanying Consolidated Schedule of Investments. | The following notes should be read in conjunction with the accompanying Consolidated Schedule of Investments. |  |  |
| (a) Principal amount denominated in USD unless noted otherwise. Investment holdings denominated in foreign currencies are converted to U.S. Dollars using period end spot rates. | (a) Principal amount denominated in USD unless noted otherwise. Investment holdings denominated in foreign currencies are converted to U.S. Dollars using period end spot rates. | (a) Principal amount denominated in USD unless noted otherwise. Investment holdings denominated in foreign currencies are converted to U.S. Dollars using period end spot rates. | (a) Principal amount denominated in USD unless noted otherwise. Investment holdings denominated in foreign currencies are converted to U.S. Dollars using period end spot rates. | (a) Principal amount denominated in USD unless noted otherwise. Investment holdings denominated in foreign currencies are converted to U.S. Dollars using period end spot rates. |
| (b) These investments may be subject to legal restrictions on sales, which as of September 30, 2022, represented 76.5% of the Fund's net assets | (b) These investments may be subject to legal restrictions on sales, which as of September 30, 2022, represented 76.5% of the Fund's net assets | (b) These investments may be subject to legal restrictions on sales, which as of September 30, 2022, represented 76.5% of the Fund's net assets | (b) These investments may be subject to legal restrictions on sales, which as of September 30, 2022, represented 76.5% of the Fund's net assets | (b) These investments may be subject to legal restrictions on sales, which as of September 30, 2022, represented 76.5% of the Fund's net assets |
| (c) These securities are pledged as collateral for credit facility. | (c) These securities are pledged as collateral for credit facility. |  |  |  |
| (d) As of September 30, 2022, the Fund had entered into the following commitments to fund various revolving and delayed draw senior secured and subordinated loans. Such commitments are subject to the satisfaction of certain conditions set forth in the documents governing these loans and there can be no assurance that such conditions will be satisfied. | (d) As of September 30, 2022, the Fund had entered into the following commitments to fund various revolving and delayed draw senior secured and subordinated loans. Such commitments are subject to the satisfaction of certain conditions set forth in the documents governing these loans and there can be no assurance that such conditions will be satisfied. | (d) As of September 30, 2022, the Fund had entered into the following commitments to fund various revolving and delayed draw senior secured and subordinated loans. Such commitments are subject to the satisfaction of certain conditions set forth in the documents governing these loans and there can be no assurance that such conditions will be satisfied. | (d) As of September 30, 2022, the Fund had entered into the following commitments to fund various revolving and delayed draw senior secured and subordinated loans. Such commitments are subject to the satisfaction of certain conditions set forth in the documents governing these loans and there can be no assurance that such conditions will be satisfied. | (d) As of September 30, 2022, the Fund had entered into the following commitments to fund various revolving and delayed draw senior secured and subordinated loans. Such commitments are subject to the satisfaction of certain conditions set forth in the documents governing these loans and there can be no assurance that such conditions will be satisfied. |
| **Company** | **Investment Type** | **Total revolving**<br> **and delayed**<br> **draw loan**<br> **commitments**<br> (000s) | **Less: funded**<br> **commitments**<br> (000s) | **Total unfunded**<br> **commitments**<br> (000s) |
| ADC Therapeutics | Initial Term Loan - Tranche B | $520 | $- | $520 |
| ASP-r-pac Acquisition Company LLC | First Lien Tranche B Term Loan | 206 | - | 206 |
| Baart Programs, Inc. | Second Lien Delay Draw Term Loan | 1246 | 475 | 771 |
| Baart Programs, Inc. | First Lien Delay Draw Term Loan | 720 | 423 | 297 |
| Bioxcel Therapeutics, Inc. | First Lien Revolver Facility Tranche B | 438 | - | 438 |
| Bioxcel Therapeutics, Inc. | Lien Tranche B Delay Draw Term Loan | 563 | - | 563 |
| Bioxcel Therapeutics, Inc. | First Lien Revolver Facility Tranche B | 376 | - | 376 |
| Bioxcel Therapeutics, Inc. | Lien Tranche C Delay Draw Term Loan | 563 | - | 563 |
| Establishment Labs Holdings, Inc. | First Lien Delay Draw Term Loan | 184 | - | 184 |
| Establishment Labs Holdings, Inc. | First Lien Delay Draw Term Loan | 184 | - | 184 |
| Establishment Labs Holdings, Inc. | First Lien Delay Draw Term Loan | 184 | - | 184 |
| Grove Hotel Parcel Owner LLC | First Lien Delay Draw Term Loan | 351 | - | 351 |
| Grove Hotel Parcel Owner LLC | First Lien Revolver Facility | 175 | - | 175 |
| Innocoll Pharmaceuticals Ltd. | First Lien Delay Draw Term Loan | 465 | - | 465 |
| Innocoll Pharmaceuticals Ltd. | First Lien Delay Draw Term Loan | 465 | - | 465 |
| Kings Buyer LLC | First Lien Revolver Facility | 310 | 55 | 255 |
| LSL Holdco LLC | First Lien Revolver Facility | 266 | 213 | 53 |
| Mesoblast, Inc. | First Lien Tranche B Term Loan | 262 | - | 262 |
| Mesoblast, Inc. | First Lien Tranche C Term Loan | 525 | - | 525 |
| PFNY Holdings LLC | First Lien Delay Draw Term Loan | 347 | 309 | 38 |
| PFNY Holdings LLC | First Lien Revolver Facility | 173 | - | 173 |
| iCIMS Inc. | First Lien Revolver Facility | 158 | - | 158 |
| iCIMS Inc. | First Lien Delay Draw Term Loan | 439 | - | 439 |
|  |  | $9120 | $1475 | $7645 |

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| |
|:---|
| (e) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may only be resold in transactions exempt from registration, normally to qualified institutional buyers. As of September 30, 2022, the total value of all such securities was $63,939,140 or 45.0% of net assets. |
| (f) Security fair valued in good faith pursuant to the fair value procedures adopted by the Board of Directors. As of September 30, 2022, the total value of all such securities was $34,984,088 or 24.6% of net assets. These securities are characterized as Level 3 securities within the disclosure hierarchy. Level 3 security values are determined using significant unobservable inputs. |
| (g) This asset is held in the Oaktree Diversified Income Fund (Cayman) Ltd., a Cayman Islands exempted company and wholly-owned subsidiary of the Fund. |
| (h) Paid in kind security which may pay interest in additional par. |
| (l) Loan or bond was on non-accrual status as of September 30, 2022. |
| (n) Non-income producing security. |
| (r) Restricted security. Purchased in a private placement transaction; resale to the public may require registration. As of September 30, 2022, the total value of all such securities was $2,138,104 or 1.5% of net assets. |
| (s) Security is a "step up" bond where the coupon increases or steps up at a predetermined date. Interest rate shown is the rate in effect as of September 30, 2022. |
| (t) Regulation S security. These securities may be subject to transfer restrictions as defined by Regulation S. As of September 30, 2022, the total value of all such securities was $13,364,688 or 9.4% of net assets. |
| (v) Variable rate security – Interest rate is based on reference rate and spread or based on the underlying assets. Interest rate may also be subject to a<br> cap or floor. |
| (y) The rate quoted is the annualized seven-day yield as of September 30, 2022. |

---

---

| |
|:---|
| Euro |
| £Pound Sterling |
| Hong Kong Dollars |
| 1 Month EURIBOR |
| 3 Month EURIBOR |
| 6 Month EURIBOR |
| 1 Month US LIBOR |
| 3 Month US LIBOR |
| 6 Month US LIBOR |
| 1 Month SOFR |
| 3 Month SOFR |
| 6 Month SOFR |
| SOFR Index |
| 1 Month SONIA |
| Collateralized Loan Obligation |
| Euro Interbank Offered Rate |
| London Interbank Offered Rate |
| Limited Liability Company |
| Limited Partnership |
| Secured Overnight Financing Rate |
| Secured Overnight Index Averages |
| Argentina |
| Australia |
| Bermuda |
| Brazil |
| Canada |
| Cayman Islands |
| China |
| Finland |
| France |
| Germany |
| India |
| Ireland |
| Italy |
| Jersey |
| Japan |
| Luxembourg |
| Mexico |
| Netherlands |
| Norway |
| Spain |
| Singapore |
| Sweden |
| United Kingdom |
| United States of America |

---

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **<u>Forward Currency Contracts:</u>** | |  | | |  | | |
| All forward currency contracts were entered into with State Street Bank & Trust Company as the counterparty. As of September 30, 2021, the following forward currency contracts were outstanding: | All forward currency contracts were entered into with State Street Bank & Trust Company as the counterparty. As of September 30, 2021, the following forward currency contracts were outstanding: | All forward currency contracts were entered into with State Street Bank & Trust Company as the counterparty. As of September 30, 2021, the following forward currency contracts were outstanding: | All forward currency contracts were entered into with State Street Bank & Trust Company as the counterparty. As of September 30, 2021, the following forward currency contracts were outstanding: | All forward currency contracts were entered into with State Street Bank & Trust Company as the counterparty. As of September 30, 2021, the following forward currency contracts were outstanding: | All forward currency contracts were entered into with State Street Bank & Trust Company as the counterparty. As of September 30, 2021, the following forward currency contracts were outstanding: | All forward currency contracts were entered into with State Street Bank & Trust Company as the counterparty. As of September 30, 2021, the following forward currency contracts were outstanding: | All forward currency contracts were entered into with State Street Bank & Trust Company as the counterparty. As of September 30, 2021, the following forward currency contracts were outstanding: |
| **Settlement Date** | **Currency to be Delivered** | **Currency to be Delivered** | **U.S. $ Value at** <br> **September 30, 2022** | **Currency to be Received** | **Currency to be Received** | **U.S. $ Value at** <br> **September 30, 2022** | **Unrealized <br> Appreciation** <br> (Depreciation) |
| October 11, 2022 | 212091 | USD | 212091 | 28904624 | JPY | 199919 | $(12172) |
| October 11, 2022 | 211365485 | JPY | 1461910 | 1588177 | USD | 1588177 | 126267 |
| October 20, 2022 | 311682 | USD | 311682 | 2441625 | HKD | 311206 | (476) |
| October 20, 2022 | 968455 | USD | 968455 | 986306 | EUR | 967993 | (462) |
| October 20, 2022 | 75000 | GBP | 83779 | 86460 | USD | 84854 | 1075 |
| October 20, 2022 | 293715 | GBP | 328094 | 347517 | USD | 347517 | 19423 |
| October 20, 2022 | 3422894 | HKD | 436277 | 436959 | USD | 436959 | 682 |
| October 20, 2022 | 3465062 | EUR | 3400728 | 3523839 | USD | 3523839 | 123111 |
| October 24, 2022 | 174879 | USD | 174879 | 23804879 | JPY | 164855 | (10024) |
| October 24, 2022 | 62110913 | JPY | 430133 | 442259 | USD | 442259 | 12126 |
| November 7, 2022 | 45814673 | JPY | 317755 | 344787 | USD | 344787 | 27032 |
| April 19, 2023 | 14887397 | EUR | 14807013 | 16317474 | USD | 16317474 | 1510461 |
|  |  |  |  |  |  |  | $1797043 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **<u>Financial Futures Contracts:</u>** | |  | | |
| As of September 30, 2022, the following futures contracts were outstanding: | As of September 30, 2022, the following futures contracts were outstanding: | As of September 30, 2022, the following futures contracts were outstanding: | As of September 30, 2022, the following futures contracts were outstanding: |  |
| Description | Number of Contracts Sold | Expiration Date | Notional Amount | Unrealized <br> Appreciation |
| 5 Year U.S. Treasury Note | (10) | December 2022 | $(1075078) | $34583 |
| 2 Year U.S. Treasury Note | (4) | December 2022 | (821563) | 12670 |
|  |  |  | $(1896641) | $47253 |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **<u>Options Purchased:</u>** |  |  |  |  |  |  |
| Exchange Traded |  |  |  |  |  |  |
| As of September 30, 2021, the following purchased option was outstanding: | As of September 30, 2021, the following purchased option was outstanding: | As of September 30, 2021, the following purchased option was outstanding: | As of September 30, 2021, the following purchased option was outstanding: |  |  |  |
| **Description** | **Call/Put** | **Expiration Date** | **Strike** | **Contracts** | **Notional Amount** <br> **(000's)** | **Value** |
| S&P 500 E-Mini 3400 | Put | 10/7/2022 | $3400 | 150 | 15 | $1163 |
| **Total Options Purchased** (cost $529) |  |  |  |  |  |  |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **<u>Credit Default Swap Contracts — Sell Protection<sup>(1)</sup>:</u>** | **<u>Credit Default Swap Contracts — Sell Protection<sup>(1)</sup>:</u>** |  |  |  |  |  |  |
| As of September 30, 2021, the following credit default swap contracts were outstanding: | As of September 30, 2021, the following credit default swap contracts were outstanding: | As of September 30, 2021, the following credit default swap contracts were outstanding: | As of September 30, 2021, the following credit default swap contracts were outstanding: |  |  |  |  |
|  |  | **Receive** | **Expiration** | **Notional** | **Premiums** |  | **Unrealized** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Reference Entity** | **Counterparty** | **Fixed Rate** | **Date** | **Amount<sup>(2)</sup>** | **Paid** | **Value<sup>(3)</sup>** | **Appreciation** |
| MARKIT CDX.NA.HY.30 | Morgan Stanley | 5.00% | 6/20/2023 | 893540 | 15816 | 12148 | 3668 |
| (1) The The buyer of protection is obligated to pay the seller a periodic stream of payments over the term of the contract provided no event of default occurs. If a credit event occurs, as defined under the terms of that particular swap agreement, the seller will pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced entity or underlying securities comprising the referenced index. | (1) The The buyer of protection is obligated to pay the seller a periodic stream of payments over the term of the contract provided no event of default occurs. If a credit event occurs, as defined under the terms of that particular swap agreement, the seller will pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced entity or underlying securities comprising the referenced index. | (1) The The buyer of protection is obligated to pay the seller a periodic stream of payments over the term of the contract provided no event of default occurs. If a credit event occurs, as defined under the terms of that particular swap agreement, the seller will pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced entity or underlying securities comprising the referenced index. | (1) The The buyer of protection is obligated to pay the seller a periodic stream of payments over the term of the contract provided no event of default occurs. If a credit event occurs, as defined under the terms of that particular swap agreement, the seller will pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced entity or underlying securities comprising the referenced index. | (1) The The buyer of protection is obligated to pay the seller a periodic stream of payments over the term of the contract provided no event of default occurs. If a credit event occurs, as defined under the terms of that particular swap agreement, the seller will pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced entity or underlying securities comprising the referenced index. | (1) The The buyer of protection is obligated to pay the seller a periodic stream of payments over the term of the contract provided no event of default occurs. If a credit event occurs, as defined under the terms of that particular swap agreement, the seller will pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced entity or underlying securities comprising the referenced index. | (1) The The buyer of protection is obligated to pay the seller a periodic stream of payments over the term of the contract provided no event of default occurs. If a credit event occurs, as defined under the terms of that particular swap agreement, the seller will pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced entity or underlying securities comprising the referenced index. | (1) The The buyer of protection is obligated to pay the seller a periodic stream of payments over the term of the contract provided no event of default occurs. If a credit event occurs, as defined under the terms of that particular swap agreement, the seller will pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced entity or underlying securities comprising the referenced index. |
| (2) The maximum potential payment the Fund could receive as a buyer or pay as a seller of credit protection if a credit event occurs as defined under the terms of the swap agreement. | (2) The maximum potential payment the Fund could receive as a buyer or pay as a seller of credit protection if a credit event occurs as defined under the terms of the swap agreement. | (2) The maximum potential payment the Fund could receive as a buyer or pay as a seller of credit protection if a credit event occurs as defined under the terms of the swap agreement. | (2) The maximum potential payment the Fund could receive as a buyer or pay as a seller of credit protection if a credit event occurs as defined under the terms of the swap agreement. | (2) The maximum potential payment the Fund could receive as a buyer or pay as a seller of credit protection if a credit event occurs as defined under the terms of the swap agreement. | (2) The maximum potential payment the Fund could receive as a buyer or pay as a seller of credit protection if a credit event occurs as defined under the terms of the swap agreement. | (2) The maximum potential payment the Fund could receive as a buyer or pay as a seller of credit protection if a credit event occurs as defined under the terms of the swap agreement. | (2) The maximum potential payment the Fund could receive as a buyer or pay as a seller of credit protection if a credit event occurs as defined under the terms of the swap agreement. |
| (3) The prices and resulting values for credit default swap agreements on credit indices serve as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | (3) The prices and resulting values for credit default swap agreements on credit indices serve as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | (3) The prices and resulting values for credit default swap agreements on credit indices serve as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | (3) The prices and resulting values for credit default swap agreements on credit indices serve as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | (3) The prices and resulting values for credit default swap agreements on credit indices serve as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | (3) The prices and resulting values for credit default swap agreements on credit indices serve as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | (3) The prices and resulting values for credit default swap agreements on credit indices serve as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | (3) The prices and resulting values for credit default swap agreements on credit indices serve as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. |

---

------

#### Oaktree Diversified Income Fund Inc.

#### Notes to Consolidated Schedule of Investments

#### September 30, 2022 (Unaudited)

1. Organization

Oaktree Diversified Income Fund Inc. (the "Fund") was organized as a corporation under the laws of the State of Maryland on June 29, 2021. The Fund is registered under the Investment Company Act of 1940, as amended (the "1940 Act"), as a diversified, closed-end management investment company that continuously offers its shares of common stock, $0.001 par value per share (the "Common Shares"), and is operated as an "interval fund." The Fund's Class D shares commenced operations on November 1, 2021.

The Fund has two classes of shares: Class D and Class T shares. The Fund had applied for, and was granted, exemptive relief (the "Exemptive Relief") by the Securities and Exchange Commission (the "SEC") that permits the Fund to issue multiple classes of shares and to impose asset-based distribution fees and early-withdrawal fees. Currently, the Fund is only offering Class D shares.

Oaktree Fund Advisors, LLC ("Oaktree" or the "Adviser"), a Delaware limited liability company and a registered investment adviser under the Investment Advisers Act of 1940, as amended, serves as the investment adviser to the Fund. Oaktree was founded in April 1995 and is a leader among global investment managers specializing in alternative investments.

Brookfield Public Securities Group LLC (the "Administrator"), a wholly-owned subsidiary of Brookfield Asset Management Inc. ("Brookfield"), is registered as an investment adviser under the Investment Advisers Act of 1940, as amended, and serves as Administrator to the Fund. In 2019, Brookfield acquired a majority interest in the Adviser.

The Fund's investment objective is to seek current income and attractive total return. The Fund seeks to achieve its investment objective by investing globally in high-conviction opportunities across Oaktree's performing credit platform of high-yield bonds, senior loans, structured credit, emerging markets debt and convertibles, inclusive of both public and private credit sectors. High-yield bonds are also referred to as

"below-investment grade rated securities" or "junk bonds," as described in the Fund's Prospectus. The Fund seeks to add value through three sources: (1) providing exposure to asset classes that require

specialized expertise; (2) performing well in each asset class through proprietary, bottom-up and credit research; and (3) allocating capital opportunistically among asset classes based on Oaktree's assessment of relative value.

Oaktree Diversified Income Fund (Cayman) Ltd. (the "Subsidiary"), a Cayman Islands exempted company and wholly-owned subsidiary of the Fund, was formed on November 11, 2021. The Subsidiary was established for the purpose of investing in certain Regulation S securities. All investments held by the Subsidiary are disclosed in the Consolidated Schedule of Investments.

------

2. Significant Accounting Policies

*Valuation of Investments:* The Fund's Board of Trustees (the "Board") has adopted procedures for the valuation of the Fund's securities. The Adviser oversees the day to day responsibilities for valuation determinations under these procedures. The Board regularly reviews the application of these procedures to the securities in the Fund's portfolio. The Adviser's Valuation Committee is comprised of senior employees of the Adviser.

The Board has designated the Adviser as the valuation designee pursuant to Rule 2a-5 under the 1940 Act to perform fair value determination relating to any or all Fund investments. The Board oversees the Adviser in its role as the valuation designee in accordance with the requirements of Rule 2a-5 under the 1940 Act.

Investments in equity securities listed or traded on any securities exchange or traded in the over-the-counter market are valued at the last trade price as of the close of business on the valuation date. If the NYSE closes early, then the equity security will be valued at the last traded price before the NYSE close. Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE close. When fair value pricing is employed, the value of the portfolio securities used to calculate the Fund's net asset value ("NAV") may differ from quoted or official closing prices. Investments in open-end registered investment companies, if any, are valued at the NAV as reported by those investment companies.

Debt securities, including U.S. government securities, listed corporate bonds, other fixed income and asset-backed securities, and unlisted securities and private placement securities, are generally valued at the bid prices furnished by an independent pricing service or, if not valued by an independent pricing service, using bid prices obtained from active and reliable market makers in any such security or a

broker-dealer. Valuations from broker-dealers or pricing services consider appropriate factors such as market activity, market activity of comparable securities, yield, estimated default rates, timing of payments, underlying collateral, coupon rate, maturity date, and other factors. Short-term debt securities with remaining maturities of sixty days or less are valued at amortized cost of discount or premium to maturity, unless such valuation, in the judgment of the Adviser's Valuation Committee, does not represent fair value.

Over-the-counter financial derivative instruments, such as forward currency contracts, options contracts, or swap agreements, derive their values from underlying asset prices, indices, reference rates, other inputs or a combination of these factors. These instruments are normally valued on the basis of evaluations provided by independent pricing services or broker dealer quotations. Depending on the instrument and the terms of the transaction, the value of the derivative instruments can be estimated by a pricing service provider using a series of techniques, such as simulation pricing models. The pricing

models use issuer details and other inputs that are observed from actively quoted markets such as indices, spreads, interest rates, curves, dividends and exchange rates. Derivatives that use similar valuation techniques and inputs as described above are normally categorized as Level 2 of the fair value hierarchy.

Securities for which market prices are not readily available, cannot be determined using the sources described above, or the Adviser's Valuation Committee determines that the quotation or price for a portfolio security provided by a broker-dealer or an independent pricing service is inaccurate will be valued at a fair value determined by the Adviser's Valuation Committee following the procedures adopted by the Adviser under the supervision of the Board. The Adviser's valuation policy establishes parameters for the sources, methodologies, and inputs the Adviser's Valuation Committee uses in determining fair value.

The fair valuation methodology may include or consider the following guidelines, as appropriate: (1) evaluation of all relevant factors, including but not limited to, pricing history, current market level, supply and demand of the respective security; (2) comparison to the values and current pricing of securities that have comparable characteristics; (3) knowledge of historical market information with respect to the security; (4) other factors relevant to the security which would include, but not be limited to, duration, yield, fundamental analytical data, the Treasury yield curve, and credit quality. The fair value may be difficult to determine and thus judgment plays a greater role in the valuation process. Imprecision in estimating fair value can also impact the amount of unrealized appreciation or depreciation recorded for a particular portfolio security and differences in the assumptions used could result in a different determination of fair value, and those differences could be material. For those securities valued by fair valuations, the Adviser's Valuation Committee reviews and affirms the reasonableness of the valuations based on such methodologies and fair valuation determinations on a regular basis after considering all relevant information that is reasonably available. There can be no assurance that the Fund could purchase or sell a portfolio security at the price used to calculate the Fund's NAV.

------

A three-tier hierarchy has been established to maximize the use of observable market data and minimize the use of unobservable inputs and to establish classification of fair value measurements for disclosure purposes.

Observable inputs are inputs that reflect the assumptions market participants would use in pricing the asset or liability developed based on market data obtained from sources independent of the reporting entity. Unobservable inputs are inputs that reflect the reporting entity's own assumptions about the assumptions market participants would use in pricing the asset or liability developed based on the best information available in the circumstances.

The three-tier hierarchy of inputs is summarized in the three broad levels listed below:

Level 1 - quoted prices in active markets for identical assets or liabilities

Level 2 - quoted prices in markets that are not active or other significant observable inputs (including, but not limited to: quoted prices for similar assets or liabilities, quoted prices based on recently executed

transactions, interest rates, credit risk, etc.)

Level 3 - significant unobservable inputs (including the Fund's own assumptions in determining the fair value of assets or liabilities)

The following table summarizes the Fund's investments valuation inputs categorized in the disclosure hierarchy as of September 30, 2022:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Corporate Credit |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Senior Loans (Syndicated) | $- | $36645931 | $1284750 | $37930681 |
| &nbsp;&nbsp;&nbsp;&nbsp; High Yield | - | 30393095 | - | 30393095 |
| &nbsp;&nbsp;&nbsp;&nbsp; Emerging Markets | - | 8014030 | - | 8014030 |
| &nbsp;&nbsp;&nbsp;&nbsp; Convertible Bonds | - | 580866 | - | 580866 |
| &nbsp;&nbsp;&nbsp;&nbsp; Investment Grade | - | 4490512 | - | 4490512 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sovereign | - | 1841454 | - | 1841454 |
| Structured Credit |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Collateralized Loan Obligations | - | 22141363 | - | 22141363 |
| &nbsp;&nbsp;&nbsp;&nbsp; Commercial Mortgage-Backed Securities | - | 13891990 | - | 13891990 |
| &nbsp;&nbsp;&nbsp;&nbsp; Residential Mortgage-Backed Securities | - | 3318829 | - | 3318829 |
| Private Credit |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Senior Loans | - | - | 31561234 | 31561234 |
| &nbsp;&nbsp;&nbsp;&nbsp; Preferred Stock | - | - | 1808252 | 1808252 |
| &nbsp;&nbsp;&nbsp;&nbsp; Common Stock | - | - | 179200 | 179200 |
| &nbsp;&nbsp;&nbsp;&nbsp; Warrants | - | - | 150652 | 150652 |
| Money Market Fund | 4904453 | - | - | 4904453 |
| Total Investments | $4904453 | $121318070 | $34984088 | $161206611 |
| **Other Financial Instruments<sup>(1)</sup>** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Forward currency contracts | $- | $1797043 | $- | $1797043 |
| Futures contracts |  | 47253 |  | 47253 |
| Options contracts |  | 1163 |  | 1163 |
| Swap contracts |  | 3668 |  | 3668 |
| Total | $- | $1897127 | $- | $1897127 |
| <sup>(1)</sup> Forward currency contracts, futures contracts, options contracts and swap contracts are reflected at the net unrealized appreciation (depreciation) on the instruments. | <sup>(1)</sup> Forward currency contracts, futures contracts, options contracts and swap contracts are reflected at the net unrealized appreciation (depreciation) on the instruments. | <sup>(1)</sup> Forward currency contracts, futures contracts, options contracts and swap contracts are reflected at the net unrealized appreciation (depreciation) on the instruments. | <sup>(1)</sup> Forward currency contracts, futures contracts, options contracts and swap contracts are reflected at the net unrealized appreciation (depreciation) on the instruments. | <sup>(1)</sup> Forward currency contracts, futures contracts, options contracts and swap contracts are reflected at the net unrealized appreciation (depreciation) on the instruments. |

---

The table below shows the significant unobservable valuation inputs that were used by the Adviser's Valuation Committee to fair value the Level 3 investments as of September 30, 2022.

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Quantitative Information about Level 3 Fair Value Measurements** | **Quantitative Information about Level 3 Fair Value Measurements** | **Quantitative Information about Level 3 Fair Value Measurements** | **Quantitative Information about Level 3 Fair Value Measurements** | **Quantitative Information about Level 3 Fair Value Measurements** | **Quantitative Information about Level 3 Fair Value Measurements** | **Quantitative Information about Level 3 Fair Value Measurements** |
|  | **Value as of**<br> **September 30, 2022** | **Valuation**<br> **Approach** | **Valuation** <br> **Methodology** | **Unobservable** <br> **Input** | **Amount or**<br> **Range/**<br> **(Weighted**<br> **Average)** | **Impact to**<br> **Valuation**<br> **from an**<br> **Increase**<br> **in Input (1)** |
| Corporate Credit |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Senior Loans (Syndicated) | $1284750 | Income Approach | Discounted Cash <br> Flow | Yield (Discount Rate <br> of Cash Flows) | 11.0%-13.0%<br> (12.0%) | Decrease |
| Private Credit |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Senior Loans | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31561234 | Income Approach | Discounted Cash <br> Flow | Yield (Discount Rate <br> of Cash Flows) | 11.0%-15.0%<br> (12.6%) | Decrease |
| &nbsp;&nbsp;&nbsp; Preferred Stock | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1808252 | Income Approach | Discounted Cash <br> Flow | Yield (Discount Rate <br> of Cash Flows) | 13.0%-15.0% <br> (14.0%) | Decrease |
| &nbsp;&nbsp;&nbsp; Common Stock | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179200 | Market Approach | Comparable <br> companies | Earnings Multiple | 9x-11x (10x) | Increase |
| Warrants | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150652 | Other | Black Scholes | Volatility | 50%-80% (66.0%) | Increase |
| Total | $34984088 |  |  |  |  |  |
| (1) The impact represents the expected directional change in the fair value of the Level 3 investments that would result from an increase in the corresponding input. A decrease to the unobservable input would have the opposite effect. Significant changes in these inputs could result in significantly higher or lower fair value measurements. | (1) The impact represents the expected directional change in the fair value of the Level 3 investments that would result from an increase in the corresponding input. A decrease to the unobservable input would have the opposite effect. Significant changes in these inputs could result in significantly higher or lower fair value measurements. | (1) The impact represents the expected directional change in the fair value of the Level 3 investments that would result from an increase in the corresponding input. A decrease to the unobservable input would have the opposite effect. Significant changes in these inputs could result in significantly higher or lower fair value measurements. | (1) The impact represents the expected directional change in the fair value of the Level 3 investments that would result from an increase in the corresponding input. A decrease to the unobservable input would have the opposite effect. Significant changes in these inputs could result in significantly higher or lower fair value measurements. | (1) The impact represents the expected directional change in the fair value of the Level 3 investments that would result from an increase in the corresponding input. A decrease to the unobservable input would have the opposite effect. Significant changes in these inputs could result in significantly higher or lower fair value measurements. | (1) The impact represents the expected directional change in the fair value of the Level 3 investments that would result from an increase in the corresponding input. A decrease to the unobservable input would have the opposite effect. Significant changes in these inputs could result in significantly higher or lower fair value measurements. | (1) The impact represents the expected directional change in the fair value of the Level 3 investments that would result from an increase in the corresponding input. A decrease to the unobservable input would have the opposite effect. Significant changes in these inputs could result in significantly higher or lower fair value measurements. |

---

------

The following is a reconciliation of the assets in which significant unobservable inputs (Level 3) were used in determining fair value:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Senior Loans** <br> (Syndicated) | **Senior Loans** | **Preferred** <br> **Stock** | **Common**<br> **Stocks** | **Warrants** | **Total** |
| Balance as of December 31, 2021 | $1327206 | $11238378 | $- | $200000 | $- | $12765584 |
| Accrued discounts (premiums) | 1990 | 67260 | - | - | - | 69250 |
| Realized gain (loss) | 459 | 41214 | - | - | - | 41673 |
| Change in unrealized appreciation (depreciation) | 3728 | (220670) | (184037) | (8503) | (15537) | (425019) |
| Purchases at cost | - | 21699098 | 1992289 | (12297) | 166189 | 23845279 |
| Sales proceeds | (48633) | (1264046) | - | - | - | (1312679) |
| Balance as of September 30, 2022 | $1284750 | $31561234 | $1808252 | $179200 | $150652 | $34984088 |
| Change in unrealized appreciation<br> (depreciation) for Level 3 assets still<br> held at the reporting date | $3728 | $(220670) | $(184037) | $(8503) | $(15537) | $(425019) |

---

For further information regarding the security characteristics of the Fund, see the Schedule of Investments.

3. Credit Facility

The Fund has established a Senior Secured Revolving Credit Facility (the "Credit Facility") in the aggregate principal amount of up to $75,000,000 with Sumitomo Mitsui Banking Corporation ("Sumitomo") for investment purposes subject to the limitations of the 1940 Act for borrowings by registered investment companies. The Credit Facility stated maturity date is December 31, 2023. The Fund pays interest in the amount of the London Interbank Offered Rate plus 1.25% on the Credit Facility outstanding if the borrowing is a Eurodollar Loan as defined in the Credit Facility agreement, or the highest of (i) Sumitomo prime rate as announced by Sumitomo in New York City, (ii) the sum of (x) the Federal Funds Rate plus (y) 1.00%, and (iii) the sum of (x) the London interbank market with a one

(1) month maturity plus (y) 1.00%, ("Base Rate") plus 0.25% if the borrowing is a Base Rate Loan as defined in the Credit Facility agreement on the Credit Facility outstanding. The Fund also pays an unused commitment fee of 0.20% on the Credit Facility that is unused. As of September 30, 2022, the Fund incurred debt issuance costs of $293,629. These costs were recorded as a deferred charge and are being amortized over the two year term of the Credit Facility.

As of September 30, 2022, the Fund had outstanding borrowings of $20,000,000. For the six months ended September 30, 2022, the components of interest and unused commitment fees expense, average stated interest rates (i.e., rate in effect plus the spread) and average outstanding balances for the Credit Facility were as follows:

---

| | |
|:---|:---|
| Stated interest expense | $267742 |
| Unused commitment fees | $94889 |
| Amortization of debt issuance costs | $114001 |
| Total interest expense and credit facility fees | $476632 |
| Average stated interest rate | 2.78% |
| Average outstanding balance | &nbsp;&nbsp;&nbsp;&nbsp;18263158 |

---

According to terms of the Credit Facility agreement, the Fund is required to comply with various covenants, reporting requirements and other customary requirements for similar revolving credit facilities, including, without limitation, covenants related to maintaining a ratio of total assets (less total liabilities other than senior securities representing indebtedness) to senior securities representing indebtedness of the Fund of not less than 300%. These covenants are subject to important limitations and exceptions that are described in the documents governing the Credit Facility. As of September 30, 2022, the Fund was in compliance with the terms of the Credit Facility.

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Oaktree Diversified Income Fund Inc.

- **b. Investment Company Act file number:** 811-23715

- **c. CIK number of Registrant:** 0001870714

- **d. LEI of Registrant:** 549300F59CV6BGK7HG02

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

  - **Street Address 1:** BROOKFIELD PLACE

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10281

  - **Telephone number:** 855-777-8001

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

- **a. Name of Series:** Oaktree Diversified Income Fund Inc.

- **c. LEI of Series:** 549300F59CV6BGK7HG02

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $173993131.64

**Total Liabilities:** $31765251.66

**Net Assets:** $142227879.98

**Amount of Assets Invested in Other Investment Companies:** $293700.13

**Delayed Delivery Securities:** $847900.75

**Cash Not Reported:** $2551041.02

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 51.190000000000 | **1-Year:** 2905.580000000000 | **5-Year:** 1090.410000000000 | **10-Year:** 189.530000000000 | **30-Year:** 164.770000000000

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

- **3-Month:** 19706.610000000000 | **1-Year:** 15288.950000000000 | **5-Year:** 15953.540000000000 | **10-Year:** 5191.360000000000 | **30-Year:** 337.150000000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 1.82%                | 1.01%                | -3.51%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-164054.76              | $1444581.09                                |
| Month 2  | $-803787.48              | $1094247.40                                |
| Month 3  | $-148653.87              | $-6252226.51                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CALPINE CORP                                       | Calpine Corp                                                                     | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    350000 | PA      | $301329.53    | 0.21%             | 2028-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ADC THERAPEUTICS INITIAL TERM LOAN - TRANCHE B     | ADC THERAPEUTICS INITIAL TERM LOAN - TRANCHE B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    520457 | PA      | $514159.61    | 0.36%             | 2029-08-15      | Floating      | 7.50%                 | No            |                  3 | On Loan: No      |
| CIFI HOLDINGS GROUP                                | CIFI Holdings Group Co Ltd                                                       | CUSIP: AO7718627<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |    450000 | PA      | $81225.00     | 0.06%             | 2022-10-28      | Variable      | 11.58%                | No            |                  2 | On Loan: No      |
| CENTURION BIDCO SPA                                | Centurion Bidco SpA                                                              | CUSIP: ZO7298698<br>LEI: 815600440B4998FCA515 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $86302.20     | 0.06%             | 2026-09-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                           | Nidda Healthcare Holding GmbH                                                    | CUSIP: BJ3212674<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $88828.94     | 0.06%             | 2024-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RENK AG FRANKFURT                                  | Renk AG/Frankfurt am Main                                                        | CUSIP: BK2892846<br>LEI: 894500DAJJ2W78HOJY11 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $90022.93     | 0.06%             | 2025-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                           | Shimao Group Holdings Ltd                                                        | CUSIP: BK3973678<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $24435.29     | 0.02%             | 2030-07-13      | None          | 4.60%                 | No            |                  2 | On Loan: No      |
| GAMMA BIDCO SPA                                    | Gamma Bidco SpA                                                                  | CUSIP: BO6583674<br>LEI: 549300JS6XODWD0TZD48 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $88463.48     | 0.06%             | 2025-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                | Avantor Funding Inc                                                              | CUSIP: BK4246017<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84998.02     | 0.06%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PRIMO WATER HOLDINGS INC                           | Primo Water Holdings Inc                                                         | CUSIP: ZO8561730<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79571.92     | 0.06%             | 2028-10-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA/FRANCE                                | Worldline SA/France                                                              | CUSIP: BK6358208<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |     17800 | PA      | $18241.35     | 0.01%             | 2025-07-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VERISURE MIDHOLDING AB                             | Verisure Midholding AB                                                           | CUSIP: BN5128663<br>LEI: 549300496LYEZ55X1M49 | Long             | DBT              | CORP              | SE        |    100000 | PA      | $72523.42     | 0.05%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RKPF OVERSEAS 2019 A LTD                           | RKPF Overseas 2019 A Ltd                                                         | CUSIP: ZO1504075<br>LEI: 254900P8BXRCW5458103 | Long             | DBT              | CORP              | VG        |    500000 | PA      | $207637.48    | 0.15%             | 2025-09-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JAPAN TREASURY DISC BILL                           | Japan Treasury Discount Bill                                                     | CUSIP: BY1478761<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  45800000 | PA      | $316495.37    | 0.22%             | 2022-11-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHROME BIDCO SASU                                  | Chrome Bidco SASU                                                                | CUSIP: BP4523166<br>LEI: 9845000C1FYE89DC8677 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $78084.99     | 0.05%             | 2028-05-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DANA FINANCING LUX SARL                            | Dana Financing Luxembourg Sarl                                                   | CUSIP: BP4849777<br>LEI: 222100DKCE3D036DQU13 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $71093.54     | 0.05%             | 2029-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CEDACRI MERGECO SPA                                | Cedacri Mergeco SPA                                                              | CUSIP: BP4653245<br>LEI: 213800Z5DANXME2K6X50 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $91401.56     | 0.06%             | 2028-05-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| LORCA TELECOM BONDCO                               | Lorca Telecom Bondco SA                                                          | CUSIP: ZO5675947<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $85549.12     | 0.06%             | 2027-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGIZER GAMMA ACQ BV                             | Energizer Gamma Acquisition BV                                                   | CUSIP: BP9956718<br>LEI: 5493002SUYZDHEQ3JN34 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $70490.08     | 0.05%             | 2029-06-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SAMHALLSBYGGNADS                                   | Samhallsbyggnadsbolaget i Norden AB                                              | CUSIP: BQ1537753<br>LEI: 549300HX9MRFY47AH564 | Long             | DBT              | CORP              | SE        |    100000 | PA      | $41338.35     | 0.03%             | 2026-10-30      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| PINEWOOD FINANCE CO LTD                            | Pinewood Finance Co Ltd                                                          | CUSIP: BS5005720<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    100000 | PA      | $90305.04     | 0.06%             | 2027-11-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JAPAN TREASURY DISC BILL                           | Japan Treasury Discount Bill                                                     | CUSIP: BX5625534<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 182400000 | PA      | $1260307.45   | 0.89%             | 2022-10-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN TREASURY DISC BILL                           | Japan Treasury Discount Bill                                                     | CUSIP: BX8871630<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  38300000 | PA      | $264650.76    | 0.19%             | 2022-10-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                | MARKIT CDX.NA.HY.30 06/23 (SELL PROTECTION)                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |         1 | NC      | $13472.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ESTABLISHMENT LABS HOLDINGS, INC. 1ST LIEN TERM LO | ESTABLISHMENT LABS HOLDINGS, INC. 1ST LIEN TERM LO                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1134856 | PA      | $1114428.77   | 0.78%             | 2027-04-21      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| ESTABLISHMENT LABS HOLDINGS, INC. 1ST LIEN DELAYED | ESTABLISHMENT LABS HOLDINGS, INC. 1ST LIEN DELAYED                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    184290 | PA      | $184290.00    | 0.13%             | 2027-04-21      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| ESTABLISHMENT LABS HOLDINGS, INC. 1ST LIEN DELAYED | ESTABLISHMENT LABS HOLDINGS, INC. 1ST LIEN DELAYED                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    184290 | PA      | $184290.00    | 0.13%             | 2027-04-21      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| ESTABLISHMENT LABS HOLDINGS, INC. 1ST LIEN DELAYED | ESTABLISHMENT LABS HOLDINGS, INC. 1ST LIEN DELAYED                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    184290 | PA      | $184290.00    | 0.13%             | 2027-04-21      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                | EUR/GBP FWD 20221020                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1075.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | EUR/USD FWD 20230419                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1510461.77   | 1.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | EUR/USD FWD 20221020                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $123110.51    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | EUR/USD FWD 20221020                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-736.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | US 5YR NOTE (CBT) Dec22                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -10 | NC      | $34582.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | GBP/USD FWD 20221020                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $19423.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GROVE WATERPARK AND RESORT DELAYED DRAW            | GROVE WATERPARK AND RESORT DELAYED DRAW                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    350754 | PA      | $344615.81    | 0.24%             | 2028-06-21      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| GROVE WATERPARK AND RESORT REVOLVER                | GROVE WATERPARK AND RESORT REVOLVER                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    175377 | PA      | $172307.90    | 0.12%             | 2028-06-21      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| CANADIAN IMPERIAL BANK                             | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607H6M9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $289925.82    | 0.20%             | 2025-08-04      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                      | Carnival Corp                                                                    | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    490000 | PA      | $344359.75    | 0.24%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GROVE WATERPARK AND RESORT TL                      | GROVE WATERPARK AND RESORT TL                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1753769 | PA      | $1723078.04   | 1.21%             | 2028-06-21      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                | HKD/USD FWD 20221020                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-476.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                      | Carnival Corp                                                                    | CUSIP: 143658BS0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     80000 | PA      | $64139.20     | 0.05%             | 2030-06-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| CARVANA CO                                         | Carvana Co                                                                       | CUSIP: 146869AB8<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    100000 | PA      | $70500.00     | 0.05%             | 2025-10-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                | HKD/USD FWD 20221020                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $682.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICIMS, INC. DELAYED DRAW TL USD                    | ICIMS, INC. DELAYED DRAW TL USD                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    439408 | PA      | $439407.58    | 0.31%             | 2028-08-18      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| ICIMS, INC - REVOLVER USD                          | ICIMS, INC - REVOLVER USD                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    157552 | PA      | $154794.84    | 0.11%             | 2028-08-18      | Floating      | 0.50%                 | No            |                  3 | On Loan: No      |
| ICIMS, INC - TL USD                                | ICIMS, INC - TL USD                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1654301 | PA      | $1625350.73   | 1.14%             | 2028-08-18      | Floating      | 2.28%                 | No            |                  3 | On Loan: No      |
| N/A                                                | JPY/USD FWD 20221011                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $126267.06    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | JPY/USD FWD 20221011                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-12172.41    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                           | Celanese US Holdings LLC                                                         | CUSIP: 15089QAR5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148037.54    | 0.10%             | 2024-07-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CERIDIAN HCM HOLDING INC                           | Ceridian HCM Holding Inc                                                         | CUSIP: 15677JAD0<br>LEI: 549300T64GVCHFJ8L449 | Long             | DBT              | CORP              | US        |     14000 | PA      | $11361.00     | 0.01%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                | JPY/USD FWD 20221024                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-10023.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | JPY/USD FWD 20221024                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $12125.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | JPY/USD FWD 20221107                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $27032.44     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LEARFIELD COMMUNICATIONS                           | Learfield Communications LLC                                                     | CUSIP: 00165HAB9<br>LEI: 549300177GK4LMS8T214 | Long             | LON              | CORP              | US        |    234294 | PA      | $194025.07    | 0.14%             | 2023-12-01      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                   | Altice France SA/France                                                          | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | LON              | CORP              | FR        |    237818 | PA      | $209498.68    | 0.15%             | 2026-01-31      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                  | INEOS Finance PLC                                                                | CUSIP: N/A<br>LEI: 2138002D68XDR4LZCG32       | Long             | LON              | CORP              | GB        |    247403 | PA      | $234612.52    | 0.16%             | 2024-03-31      | Floating      | 2.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                           | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | PA      | $30257.17     | 0.02%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                      | Citigroup Commercial Mortgage Trust 2021-KEYS                                    | CUSIP: 17291GAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    741000 | PA      | $730618.81    | 0.51%             | 2036-10-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| PETVET CARE CENTERS LLC                            | PetVet Care Centers LLC                                                          | CUSIP: 70476XAF2<br>LEI: 549300V0HK8MSXZNOM91 | Long             | LON              | CORP              | US        |    500000 | PA      | $479165.00    | 0.34%             | 2026-02-15      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| SILK BIDCO AS                                      | Hurtigruten Group AS                                                             | CUSIP: N/A<br>LEI: 213800EVBYLGF87O9I05       | Long             | LON              | CORP              | NO        |    200000 | PA      | $162810.18    | 0.11%             | 2025-02-22      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| ACCESS CIG LLC                                     | Access CIG LLC                                                                   | CUSIP: 00435CAH1<br>LEI: 5493002EU9Z6IQMPAN35 | Long             | LON              | CORP              | US        |    991983 | PA      | $952551.43    | 0.67%             | 2025-02-27      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| FILTRATION GROUP CORP                              | Filtration Group Corp                                                            | CUSIP: 31732FAN6<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |    247484 | PA      | $232641.07    | 0.16%             | 2025-03-29      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                      | Citigroup Inc                                                                    | CUSIP: 172967MA6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150208.65    | 0.11%             | 2024-06-01      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                               | CITGO Petroleum Corp                                                             | CUSIP: 17302XAK2<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |    360000 | PA      | $344570.40    | 0.24%             | 2025-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WP CPP HOLDINGS LLC                                | WP CPP Holdings LLC                                                              | CUSIP: 92937JAM5<br>LEI: 549300HT8KGOLU7VM426 | Long             | LON              | CORP              | US        |    496306 | PA      | $445846.66    | 0.31%             | 2025-04-30      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| CD&R FIREFLY BIDCO LTD                             | CD&R Firefly Bidco Ltd                                                           | CUSIP: N/A<br>LEI: 213800OAU5VX61DYZ558       | Long             | LON              | CORP              | GB        |    250000 | PA      | $246802.49    | 0.17%             | 2025-06-21      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GR                           | Cogent Communications Group Inc                                                  | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |    210000 | PA      | $197757.25    | 0.14%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cent CLO LP                                        | Columbia Cent CLO 28 Ltd                                                         | CUSIP: 197362AA4<br>LEI: 549300K7BI8XA1XTMK83 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $770552.00    | 0.54%             | 2030-11-07      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| LTI HOLDINGS INC                                   | LTI Holdings Inc                                                                 | CUSIP: 50217UAS6<br>LEI: 5493003GUY3WBOTOAP97 | Long             | LON              | CORP              | US        |    992268 | PA      | $920824.74    | 0.65%             | 2025-09-06      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| MASCOT BIDCO EUR T/L (AMER SPORTS)                 | MASCOT BIDCO EUR T/L (AMER SPORTS)                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FI        |    250000 | PA      | $218674.05    | 0.15%             | 2026-03-30      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| DELACHAUX GROUP SA                                 | Delachaux Group SA                                                               | CUSIP: N/A<br>LEI: 969500XJHVZW0HF1ZQ71       | Long             | LON              | CORP              | FR        |    239144 | PA      | $216892.52    | 0.15%             | 2026-04-16      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| ANTIGUA BIDCO LTD                                  | Antigua Bidco Ltd                                                                | CUSIP: N/A<br>LEI: 213800ON9SUZE6E64108       | Long             | LON              | CORP              | GB        |    250000 | PA      | $229960.50    | 0.16%             | 2026-08-07      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                | S&P Emini 1st Wee Oct22P 3400                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         3 | NC      | $1162.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                      | CommScope Inc                                                                    | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61316.25     | 0.04%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AI CONVOY LUXEM                                    | AI Convoy Luxembourg Sarl                                                        | CUSIP: 00135BAB9<br>LEI: 222100GQMVQ4KP4KJS35 | Long             | LON              | CORP              | LU        |    240000 | PA      | $219334.35    | 0.15%             | 2027-01-20      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| CASTLE US HOLDING CORP                             | Castle US Holding Corp                                                           | CUSIP: 14852DAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    247462 | PA      | $207843.18    | 0.15%             | 2027-01-29      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                           | Nidda Healthcare Holding GmbH                                                    | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | LON              | CORP              | DE        |    250000 | PA      | $219930.96    | 0.15%             | 2026-08-21      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| INEOS ENTERPRISES                                  | INEOS Enterprises Holdings II Ltd                                                | CUSIP: N/A<br>LEI: 213800M8Z1KMM5H1JM42       | Long             | LON              | CORP              | GB        |    250000 | PA      | $225908.01    | 0.16%             | 2026-09-03      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECH LLC                                 | CommScope Technologies LLC                                                       | CUSIP: 20337YAA5<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |    260000 | PA      | $231381.80    | 0.16%             | 2025-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                      | CommScope Inc                                                                    | CUSIP: 20338QAD5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     95000 | PA      | $87618.50     | 0.06%             | 2026-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HOLDINGS IN                           | Mileage Plus Holdings LLC                                                        | CUSIP: 59921PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    191900 | PA      | $193236.58    | 0.14%             | 2027-06-20      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| CURIUM BIDCO SARL                                  | Curium Bidco Sarl                                                                | CUSIP: L2210TAE5<br>LEI: 213800P2VV9KG6N9L140 | Long             | LON              | CORP              | LU        |    249375 | PA      | $237217.97    | 0.17%             | 2027-12-09      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| PROAMPAC PG BORROWER LLC                           | Proampac PG Borrower LLC                                                         | CUSIP: 74274NAG8<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |    992500 | PA      | $934686.88    | 0.66%             | 2025-11-03      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| ADB COS LLC                                        | ADB Cos LLC                                                                      | CUSIP: 00109XAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1307367 | PA      | $1284749.83   | 0.90%             | 2025-12-18      | Floating      | 8.30%                 | No            |                  3 | On Loan: No      |
| CONSOLIDATED COMMUNICATI                           | Consolidated Communications Inc                                                  | CUSIP: 20903XAF0<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |    380000 | PA      | $285000.00    | 0.20%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                     | Constellium SE                                                                   | CUSIP: 21039CAA2<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    260000 | PA      | $213719.74    | 0.15%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VERISURE HOLDING AB                                | Verisure Holding AB                                                              | CUSIP: N/A<br>LEI: 549300VQQCWGISM3N408       | Long             | LON              | CORP              | SE        |    250000 | PA      | $221245.44    | 0.16%             | 2028-03-25      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| STYROLOUTION/INEOS QUATTRO 1/21 (EUR)              | STYROLOUTION/INEOS QUATTRO 1/21 (EUR)                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |    250000 | PA      | $220102.46    | 0.15%             | 2026-01-29      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| SPRINGER NATURE DEUTSCHL                           | Springer Nature Deutschland GmbH                                                 | CUSIP: N/A<br>LEI: 549300WM0X4AUT710770       | Long             | LON              | CORP              | DE        |    250000 | PA      | $225614.00    | 0.16%             | 2026-08-14      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                           | Bellis Acquisition Co PLC                                                        | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | LON              | CORP              | GB        |    250000 | PA      | $208588.15    | 0.15%             | 2026-02-16      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| ION CORPORATE SOLUTIONS                            | ION Corporate Solutions Finance Sarl                                             | CUSIP: 42328DAG3<br>LEI: 213800L79ZXIG33VIU08 | Long             | LON              | CORP              | LU        |    250000 | PA      | $225615.22    | 0.16%             | 2028-03-11      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| SHEARER'S FOODS LLC                                | Shearer's Foods LLC                                                              | CUSIP: 82087UAL1<br>LEI: 549300AQWIJSYS2CIH04 | Long             | LON              | CORP              | US        |    992443 | PA      | $924654.49    | 0.65%             | 2027-09-23      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| SORENSON COMMUNICATIONS LLC                        | Sorenson Communications LLC                                                      | CUSIP: 83583KAH9<br>LEI: 549300H02Z2SUR0GB419 | Long             | LON              | CORP              | US        |    472222 | PA      | $453925.97    | 0.32%             | 2026-03-17      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| TRITON WATER HOLDINGS IN                           | Triton Water Holdings Inc                                                        | CUSIP: 89678QAB2<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | LON              | CORP              | US        |    744362 | PA      | $671682.04    | 0.47%             | 2028-03-31      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                               | Garda World Security Corp                                                        | CUSIP: C4000KAD6<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |   1000000 | PA      | $943595.00    | 0.66%             | 2026-10-30      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| ADCO GROUP 3/21 TERM LOAN B2                       | ADCO GROUP 3/21 TERM LOAN B2                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |    250000 | PA      | $229392.08    | 0.16%             | 2026-10-02      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                             | SCIH Salt Holdings Inc                                                           | CUSIP: 78397GAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    918098 | PA      | $854979.01    | 0.60%             | 2027-03-16      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                            | Allied Universal Holdco LLC                                                      | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |    990000 | PA      | $873056.25    | 0.61%             | 2028-05-14      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                | United Airlines Inc                                                              | CUSIP: 90932RAJ3<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |    497481 | PA      | $476925.18    | 0.34%             | 2028-04-21      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| CASTLE US HOLDING CORP                             | Castle US Holding Corp                                                           | CUSIP: 14852DAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    995807 | PA      | $814072.32    | 0.57%             | 2027-01-29      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| COTY INC                                           | Coty Inc                                                                         | CUSIP: 222070AE4<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |    215000 | PA      | $196007.14    | 0.14%             | 2026-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COUPA SOFTWARE INC                                 | Coupa Software Inc                                                               | CUSIP: 22266LAF3<br>LEI: 549300Q95ICR2GFL2K37 | Long             | DBT              | CORP              | US        |     19000 | PA      | $14696.50     | 0.01%             | 2026-06-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SKOPIMA CONSILIO PARENT                            | Skopima Consilio Parent LLC                                                      | CUSIP: 36171NAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    929307 | PA      | $864255.08    | 0.61%             | 2028-05-17      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| TIGER ACQUISITION LLC                              | Tiger Acquisition LLC                                                            | CUSIP: 88675UAB8<br>LEI: 25490011XE2GWJKY5N51 | Long             | LON              | CORP              | US        |    746231 | PA      | $693819.61    | 0.49%             | 2028-06-01      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE LONDON                             | Credit Agricole SA/London                                                        | CUSIP: 22535WAD9<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    150000 | PA      | $143274.53    | 0.10%             | 2024-10-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CROCS INC                                          | Crocs Inc                                                                        | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |    220000 | PA      | $175336.70    | 0.12%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| POLARIS NEWCO LLC                                  | Polaris Newco LLC                                                                | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    209667 | PA      | $194029.59    | 0.14%             | 2028-06-04      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| POLARIS NEWCO LLC                                  | Solera LLC                                                                       | CUSIP: 73108RAC2<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    247500 | PA      | $224248.06    | 0.16%             | 2028-06-04      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| BAART PROGRAMS INC                                 | Baart Programs Inc                                                               | CUSIP: 05518PAC2<br>LEI: 549300473BJ7030DKO17 | Long             | LON              | CORP              | US        |    720559 | PA      | $695339.10    | 0.49%             | 2027-06-11      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| BAART PROGRAMS INC                                 | MEDMARK SERVICES 2ND LIEN DELAYED DRAW T/L (6/21)                                | CUSIP: N/A<br>LEI: 549300473BJ7030DKO17       | Long             | LON              | CORP              | US        |   1246000 | PA      | $1202390.00   | 0.85%             | 2028-06-11      | Floating      | 10.66%                | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                             | Cushman & Wakefield US Borrower LLC                                              | CUSIP: 23166MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     53000 | PA      | $49277.81     | 0.03%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                                | DBGS 2021-W52 Mortgage Trust                                                     | CUSIP: 23308LAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $957756.40    | 0.67%             | 2036-10-15      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| POWERTEAM SERVICES LLC                             | Artera Services LLC                                                              | CUSIP: 73937UAK4<br>LEI: 549300J2G34D0WX8Z443 | Long             | LON              | CORP              | US        |    744361 | PA      | $610003.76    | 0.43%             | 2025-03-06      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| GIBSON BRANDS INC                                  | Gibson Brands Inc                                                                | CUSIP: 37476YAB8<br>LEI: 549300KU4ACNZQGB7J14 | Long             | LON              | CORP              | US        |    397000 | PA      | $321570.00    | 0.23%             | 2028-08-13      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| APEX GROUP TREASURY LTD                            | Apex Group Treasury Ltd                                                          | CUSIP: G0472CAC9<br>LEI: 254900P712DX6L6ALR57 | Long             | LON              | CORP              | IE        |    250000 | PA      | $233863.54    | 0.16%             | 2028-07-27      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                              | Directv Financing LLC                                                            | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    932500 | PA      | $871015.61    | 0.61%             | 2027-08-02      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| SITEL GROUP T/L (08/21)                            | SITEL GROUP T/L (08/21)                                                          | CUSIP: G8200EAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    270000 | PA      | $254755.67    | 0.18%             | 2028-08-28      | Floating      | 3.87%                 | No            |                  2 | On Loan: No      |
| PMHC II INC                                        | PMHC II Inc                                                                      | CUSIP: N/A<br>LEI: 549300GYZ1T3S8OPH343       | Long             | LON              | CORP              | US        |    476000 | PA      | $386304.94    | 0.27%             | 2029-04-21      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| BROOM HOLDINGS BIDCO LTD                           | Broom Holdings Bidco Ltd                                                         | CUSIP: N/A<br>LEI: 9845005DD58BDDC8D847       | Long             | LON              | CORP              | IE        |    250000 | PA      | $226635.70    | 0.16%             | 2028-08-23      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| ALTERRA MOUNTAIN COMPANY                           | Alterra Mountain Co                                                              | CUSIP: 46124CAJ6<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |    934791 | PA      | $908499.73    | 0.64%             | 2028-08-17      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| HOMEVI                                             | HOMEVI / DOMUS VI T/L B ADD-ON (09/21) 350M                                      | CUSIP: N/A<br>LEI: 9695001URJB6VUATPK20       | Long             | LON              | CORP              | FR        |    250000 | PA      | $227096.32    | 0.16%             | 2026-10-31      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| MITCHELL INTERNATIONAL                             | Mitchell International Inc                                                       | CUSIP: 60662WAS1<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |    707911 | PA      | $643491.40    | 0.45%             | 2028-10-15      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| IVANTI SOFTWARE INC                                | Ivanti Software Inc                                                              | CUSIP: 46583DAF6<br>LEI: 254900GHAXAYKWDX9F60 | Long             | LON              | CORP              | US        |    997500 | PA      | $781895.36    | 0.55%             | 2027-12-01      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| NEXUS BUYER LLC                                    | Nexus Buyer LLC, Senior Secured Second Lien Term Loan                            | CUSIP: N/A<br>LEI: 254900PILSANV8WOOF24       | Long             | LON              | CORP              | US        |    376000 | PA      | $356260.00    | 0.25%             | 2029-11-01      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| BYJU'S ALPHA INC                                   | BYJU's Alpha Inc                                                                 | CUSIP: N/A<br>LEI: 254900EAJ040Y8AVVN71       | Long             | LON              | CORP              | US        |    447750 | PA      | $328135.83    | 0.23%             | 2026-11-24      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| PARKWAY GENERATION LLC                             | Parkway Generation LLC                                                           | CUSIP: N/A<br>LEI: 254900ATQHHVKF65MT32       | Long             | LON              | CORP              | US        |    682679 | PA      | $669025.02    | 0.47%             | 2029-02-18      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| PARKWAY GENERATION LLC                             | Parkway Generation LLC                                                           | CUSIP: N/A<br>LEI: 254900ATQHHVKF65MT32       | Long             | LON              | CORP              | US        |     95815 | PA      | $93958.13     | 0.07%             | 2029-02-18      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| PECF USS INTERMEDIATE HO                           | PECF USS Intermediate Holding III Corp                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    910000 | PA      | $779565.15    | 0.55%             | 2028-12-15      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| COBHAM ULTRA US CO-BORRO                           | Cobham Ultra SeniorCo Sarl                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1000000 | PA      | $960835.00    | 0.68%             | 2029-08-02      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| FINTHRIVE SOFTWARE INTER                           | MedAssets Software Intermediate Holdings Inc                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2082000 | PA      | $1798327.50   | 1.26%             | 2029-12-17      | Floating      | 9.27%                 | No            |                  2 | On Loan: No      |
| UKG INC                                            | UKG Inc                                                                          | CUSIP: N/A<br>LEI: 529900FKHWSTQ1GXK240       | Long             | LON              | CORP              | US        |    500000 | PA      | $475417.50    | 0.33%             | 2027-05-03      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| FLYNN RESTAURANT GROUP                             | Flynn Restaurant Group LP                                                        | CUSIP: N/A<br>LEI: 5493008VE8TQONGO3817       | Long             | LON              | CORP              | US        |    995000 | PA      | $928832.50    | 0.65%             | 2028-12-03      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HLDG                              | INTELSAT JACKSON HOLDINGS EXIT T/L B                                             | CUSIP: N/A<br>LEI: 8XJ8KF85PBKK1TLMFN29       | Long             | LON              | CORP              | LU        |    450032 | PA      | $423480.58    | 0.30%             | 2029-02-01      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| XLERATE (AMERICAN AUTO AUCTION GROUP LLC) TL 2ND L | XLERATE (AMERICAN AUTO AUCTION GROUP LLC) TL 2ND L                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    483000 | PA      | $434700.00    | 0.31%             | 2028-12-30      | Floating      | 9.50%                 | No            |                  2 | On Loan: No      |
| OBOL FRANCE 3 SAS                                  | Obol France 3 SAS                                                                | CUSIP: N/A<br>LEI: 969500HSJVVYGU57VS68       | Long             | LON              | CORP              | FR        |    250000 | PA      | $219775.37    | 0.15%             | 2025-12-09      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| TOUCHSTONE ACQUISITION T/L (12/21)                 | TOUCHSTONE ACQUISITION T/L (12/21)                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3006465 | PA      | $2946335.70   | 2.07%             | 2028-12-29      | Floating      | 7.67%                 | No            |                  3 | On Loan: No      |
| MCAFEE CORP                                        | Condor Merger Sub Inc                                                            | CUSIP: N/A<br>LEI: 2549009UKR8UEZYVCR93       | Long             | LON              | CORP              | US        |    404000 | PA      | $369587.28    | 0.26%             | 2029-03-01      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| MCAFEE EUR T/L B (01/22)                           | MCAFEE EUR T/L B (01/22)                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    249375 | PA      | $223625.12    | 0.16%             | 2029-02-02      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| HUNTER DOUGLAS INC                                 | Hunter Douglas Inc                                                               | CUSIP: N/A<br>LEI: 529900811T142NS3H544       | Long             | LON              | CORP              | US        |    460000 | PA      | $380880.00    | 0.27%             | 2029-02-25      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| TIBCO SOFTWARE INC                                 | TIBCO Software Inc                                                               | CUSIP: 88632NAV2<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    329000 | PA      | $296040.78    | 0.21%             | 2029-03-30      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| AI AQUA MERGER SUB INC                             | CULLIGAN (OSMOSIS) T/L (2/22)                                                    | CUSIP: N/A<br>LEI: 5493005QMH1D47U26R45       | Long             | LON              | CORP              | US        |    407407 | PA      | $380035.74    | 0.27%             | 2028-07-30      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| AI AQUA MERGER SUB INC                             | AI Aqua Merger Sub Inc                                                           | CUSIP: 00132UAM6<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |     92593 | PA      | $86371.76     | 0.06%             | 2028-07-30      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| ALTADIA T/L (TIMBER SERVICIOS/ESMALGLASS)          | ALTADIA T/L (TIMBER SERVICIOS/ESMALGLASS)                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |    300000 | PA      | $240479.83    | 0.17%             | 2029-02-19      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| OLAPLEX T/L (2/22)                                 | OLAPLEX T/L (2/22)                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    248750 | PA      | $240665.63    | 0.17%             | 2028-02-07      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| RESTAURANT TECHNOLOGIES INC                        | RESTAURANT TECHNOLOGIES T/L B                                                    | CUSIP: N/A<br>LEI: 5493001IZARCKDSJPT54       | Long             | LON              | CORP              | US        |    349125 | PA      | $340541.76    | 0.24%             | 2029-04-01      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| HOUGHTON MIFFLIN HARCOUR                           | Houghton Mifflin Harcourt Co., Senior Secured First Lien Term Loan               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    500000 | PA      | $456875.00    | 0.32%             | 2029-04-07      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                             | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    479798 | PA      | $453943.61    | 0.32%             | 2029-04-13      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| ELEMENT MATERIAL TECHNOL                           | Element Materials Technology Group US Holdings Inc                               | CUSIP: N/A<br>LEI: 213800EGOJGGUKUGEZ30       | Long             | LON              | CORP              | US        |    342105 | PA      | $322861.84    | 0.23%             | 2029-06-24      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| DTI HOLDCO INC                                     | DTI Holdco Inc                                                                   | CUSIP: 23358EAF6<br>LEI: 549300QQVMUL3P8XVJ27 | Long             | LON              | CORP              | US        |    500000 | PA      | $476027.50    | 0.33%             | 2029-04-26      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| ELEMENT MATERIAL TECHNOL                           | Element Materials Technology Group US Holdings Inc                               | CUSIP: N/A<br>LEI: 213800EGOJGGUKUGEZ30       | Long             | LON              | CORP              | US        |    157895 | PA      | $149013.16    | 0.10%             | 2029-06-24      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| PEGASUS BIDCO BV                                   | Pegasus Bidco BV                                                                 | CUSIP: N/A<br>LEI: 254900U303DPAFR7MA71       | Long             | LON              | CORP              | NL        |    500000 | PA      | $479165.00    | 0.34%             | 2029-07-12      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| PELOTON INTERACTIVE T/L (5/22)                     | PELOTON INTERACTIVE T/L (5/22)                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    149000 | PA      | $145880.69    | 0.10%             | 2027-05-17      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                        | Asurion, LLC, Senior Secured First Lien Term Loan                                | CUSIP: N/A<br>LEI: 549300KNQVXGIOXWK278       | Long             | LON              | CORP              | US        |    300000 | PA      | $256687.50    | 0.18%             | 2028-08-19      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| FLUTTER FINANCING BV                               | Flutter Financing BV                                                             | CUSIP: N/A<br>LEI: 635400VFWPBIKJK6GN11       | Long             | LON              | CORP              | NL        |    258000 | PA      | $252274.98    | 0.18%             | 2028-07-04      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| CORGI BIDCO INC                                    | Corgi BidCo Inc                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    362000 | PA      | $339074.54    | 0.24%             | 2029-09-20      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                 | Braskem Idesa SAPI                                                               | CUSIP: BR9695791<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |   1000000 | PA      | $670000.00    | 0.47%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                    | Cemex SAB de CV                                                                  | CUSIP: BP9277479<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $160500.00    | 0.11%             | 2026-06-08      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| GENNEIA SA                                         | Genneia SA                                                                       | CUSIP: BR2972817<br>LEI: 529900YZ70LX0XWS9P67 | Long             | DBT              | CORP              | AR        |   1000000 | PA      | $924982.33    | 0.65%             | 2027-09-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GRUPO POSADAS SAB CV                               | Grupo Posadas SAB de CV                                                          | CUSIP: BT2402563<br>LEI: 529900NRFIXN5G8NUX35 | Long             | DBT              | CORP              | MX        |     20000 | PA      | $14400.00     | 0.01%             | 2027-12-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PAMPA ENERGIA SA                                   | Pampa Energia SA                                                                 | CUSIP: AZ4704823<br>LEI: 254900QNIK0CVURGML24 | Long             | DBT              | CORP              | AR        |    150000 | PA      | $126202.74    | 0.09%             | 2029-04-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| TELECOM ARGENTINA SA                               | Telecom Argentina SA                                                             | CUSIP: AZ6283065<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |   1060000 | PA      | $926223.79    | 0.65%             | 2026-07-18      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                               | YPF SA                                                                           | CUSIP: BO0355681<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |    758000 | PA      | $450872.97    | 0.32%             | 2029-06-30      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                               | YPF SA                                                                           | CUSIP: BO0355707<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |     55000 | PA      | $29085.07     | 0.02%             | 2033-09-30      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                | US 2YR NOTE (CBT) Dec22                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -4 | NC      | $12670.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AZUL INVESTMENTS LLP                               | Azul Investments LLP                                                             | CUSIP: BP9679732<br>LEI: 549300C6XNC8IDH04C74 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $698413.45    | 0.49%             | 2026-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CITGO HOLDING INC                                  | Citgo Holding Inc                                                                | CUSIP: AZ7274998<br>LEI: 549300NYHOALWZ2BSL72 | Long             | DBT              | CORP              | US        |    690000 | PA      | $685604.70    | 0.48%             | 2024-08-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                  | Kosmos Energy Ltd                                                                | CUSIP: AX6867490<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164367.00    | 0.12%             | 2026-04-04      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                  | Vedanta Resources Finance II PLC                                                 | CUSIP: BM9940974<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |   1600000 | PA      | $1339583.68   | 0.94%             | 2024-01-21      | Fixed         | 13.88%                | No            |                  2 | On Loan: No      |
| Toro European CLO                                  | Toro European CLO 3 DAC                                                          | CUSIP: BCC31FN20<br>LEI: 635400HMDMBJ8UOYII08 | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $1157604.67   | 0.81%             | 2034-07-15      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Harvest CLO                                        | Harvest CLO XXVI DAC                                                             | CUSIP: BCC318B86<br>LEI: 635400TLTZKHBMIAEW29 | Long             | ABS-CBDO         | CORP              | IE        |    500000 | PA      | $379758.61    | 0.27%             | 2034-01-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage                     | Deephaven Residential Mortgage Trust 2022-2                                      | CUSIP: 24380XAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    229000 | PA      | $179580.70    | 0.13%             | 2067-03-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                   | Deutsche Bank AG                                                                 | CUSIP: 251525AP6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    102000 | PA      | $94958.75     | 0.07%             | 2025-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Penta CLO S.A.                                     | Penta CLO                                                                        | CUSIP: BCC334K42<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    500000 | PA      | $376965.97    | 0.27%             | 2034-11-20      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Oak Hill European Credit Partn                     | OAK Hill European Credit Partners V Designated Activity Co                       | CUSIP: BCC33PBW3<br>LEI: 635400RBBBEHFZ8TOH13 | Long             | ABS-CBDO         | CORP              | IE        |   1750000 | PA      | $1325786.73   | 0.93%             | 2035-01-21      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| DIAMOND BC BV                                      | Diamond BC BV                                                                    | CUSIP: 25257DAA6<br>LEI: 549300SWLHWJF3D4N658 | Long             | DBT              | CORP              | NL        |    245000 | PA      | $170961.00    | 0.12%             | 2029-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DIGITALOCEAN HOLDINGS                              | DigitalOcean Holdings Inc                                                        | CUSIP: 25402DAA0<br>LEI: 549300EPISPY3RE3DL21 | Long             | DBT              | CORP              | US        |     23000 | PA      | $16790.00     | 0.01%             | 2026-12-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Oak Hill European Credit Partn                     | OAK Hill European Credit Partners V Designated Activity Co                       | CUSIP: BCC33PBX1<br>LEI: 635400RBBBEHFZ8TOH13 | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $650247.76    | 0.46%             | 2035-01-21      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| Palmer Square European CLO                         | Palmer Square European CLO 2021-2 DAC                                            | CUSIP: BCC33NQ69<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1200000 | PA      | $931025.52    | 0.65%             | 2035-01-21      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Palmer Square European CLO                         | Palmer Square European CLO 2021-2 DAC                                            | CUSIP: BCC33NQ77<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1750000 | PA      | $1129210.84   | 0.79%             | 2035-01-21      | Floating      | 8.89%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                              | DIRECTV Holdings LLC / DIRECTV Financing Co Inc                                  | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    435000 | PA      | $376003.13    | 0.26%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                      | DISH DBS Corp                                                                    | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $160118.76    | 0.11%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                      | DISH DBS Corp                                                                    | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $18940.38     | 0.01%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DOCUSIGN INC                                       | DocuSign Inc                                                                     | CUSIP: 256163AD8<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25326.00     | 0.02%             | 2024-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DROPBOX INC                                        | Dropbox Inc                                                                      | CUSIP: 26210CAC8<br>LEI: 549300JCDF7UAR6TJR51 | Long             | DBT              | CORP              | US        |     17000 | PA      | $14866.50     | 0.01%             | 2026-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE                             | Edgewell Personal Care Co                                                        | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |    355000 | PA      | $317894.28    | 0.22%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                 | Seasoned Credit Risk Transfer Trust Series 2022-1                                | CUSIP: 35563PC80<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    226000 | PA      | $179771.84    | 0.13%             | 2061-11-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                            | Frontier Communications Corp                                                     | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $249362.30    | 0.18%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                            | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $128230.73    | 0.09%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                            | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $255578.85    | 0.18%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                              | GFL Environmental Inc                                                            | CUSIP: 36168QAN4<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    265000 | PA      | $223644.10    | 0.16%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GCAT                                               | GCAT 2022-NQM1 Trust                                                             | CUSIP: 36168VAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    476000 | PA      | $339747.81    | 0.24%             | 2067-02-25      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                             | General Motors Financial Co Inc                                                  | CUSIP: 37045XDU7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143009.81    | 0.10%             | 2025-04-07      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GENNEIA SA                                         | Genneia SA                                                                       | CUSIP: 372319AB9<br>LEI: 529900YZ70LX0XWS9P67 | Long             | DBT              | CORP              | AR        |     40000 | PA      | $36999.29     | 0.03%             | 2027-09-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GWQ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142962.74    | 0.10%             | 2025-09-29      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING/GPC CAP                           | Graham Packaging Co Inc                                                          | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |    285000 | PA      | $229476.18    | 0.16%             | 2028-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GRAY TELEVISION INC                                | Gray Television Inc                                                              | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    160000 | PA      | $120146.80    | 0.08%             | 2030-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GREAT LAKES DREDGE&DOCK                            | Great Lakes Dredge & Dock Corp                                                   | CUSIP: 390607AF6<br>LEI: 549300H65E3MZ1CX0P05 | Long             | DBT              | CORP              | US        |    340000 | PA      | $262437.84    | 0.18%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                   | Great Wolf Trust 2019-WOLF                                                       | CUSIP: 39152TAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1298000 | PA      | $1245882.31   | 0.88%             | 2036-12-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINL SER                           | Harley-Davidson Financial Services Inc                                           | CUSIP: 41283LAY1<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140713.43    | 0.10%             | 2025-06-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| HAWAIIAN BRAND INTELLECT                           | Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd             | CUSIP: 41984LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    150000 | PA      | $132524.25    | 0.09%             | 2026-01-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                     | Hertz Corp/The                                                                   | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    200000 | PA      | $162696.28    | 0.11%             | 2026-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                           | Hess Midstream Operations LP                                                     | CUSIP: 428102AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $133083.30    | 0.09%             | 2026-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                           | Hess Midstream Operations LP                                                     | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $206083.21    | 0.14%             | 2028-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC BOR ESC                           | Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $173843.63    | 0.12%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                   | Hilton USA Trust 2016-SFP                                                        | CUSIP: 43289VAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $961383.60    | 0.68%             | 2035-11-05      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                              | HUB International Ltd                                                            | CUSIP: 44332PAD3<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    190000 | PA      | $180500.00    | 0.13%             | 2026-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HUNT COS INC                                       | Hunt Cos Inc                                                                     | CUSIP: 445587AE8<br>LEI: 549300ODPWDNCH5TKM49 | Long             | DBT              | CORP              | US        |    360000 | PA      | $276105.60    | 0.19%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                     | ICG US Clo 2020-1 Ltd                                                            | CUSIP: 449251AS6<br>LEI: 254900UXTGDH0QOBDH07 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $892982.00    | 0.63%             | 2035-01-20      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                     | ICG US Clo 2020-1 Ltd                                                            | CUSIP: 449252AE5<br>LEI: 254900UXTGDH0QOBDH07 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $886332.00    | 0.62%             | 2035-01-20      | Floating      | 10.16%                | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                           | iHeartCommunications Inc                                                         | CUSIP: 45174HBC0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     95000 | PA      | $88314.38     | 0.06%             | 2026-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                           | iHeartCommunications Inc                                                         | CUSIP: 45174HBE6<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    360000 | PA      | $308258.63    | 0.22%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                       | Illumina Inc                                                                     | CUSIP: 452327AK5<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25920.91     | 0.02%             | 2023-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                  | Imperial Fund Mortgage Trust 2022-NQM3                                           | CUSIP: 45276KAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    332000 | PA      | $281617.24    | 0.20%             | 2067-05-25      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| INTELLIGENT PACKAGING                              | Intelligent Packaging Ltd Finco Inc / Intelligent Packaging Ltd Co-Issuer LLC    | CUSIP: 45827MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    435000 | PA      | $347038.65    | 0.24%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS IN                           | Ionis Pharmaceuticals Inc                                                        | CUSIP: 462222AB6<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15458.76     | 0.01%             | 2024-12-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                  | Iron Mountain Inc                                                                | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    435000 | PA      | $374987.40    | 0.26%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                     | J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-HTL5                 | CUSIP: 46654PAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1084000 | PA      | $1001652.31   | 0.70%             | 2038-11-15      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                               | JetBlue Airways Corp                                                             | CUSIP: 477143AP6<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5005.00      | 0.00%             | 2026-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LABL INC                                           | LABL Inc                                                                         | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    445000 | PA      | $361239.67    | 0.25%             | 2028-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LEGENDS HOSPITALITY HOLD                           | Legends Hospitality Holding Co LLC / Legends Hospitality Co-Issuer Inc           | CUSIP: 52473NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $379060.00    | 0.27%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                              | Level 3 Financing Inc                                                            | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    330000 | PA      | $258152.40    | 0.18%             | 2028-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LIBERTY BROADBAND CORP                             | Liberty Broadband Corp                                                           | CUSIP: 530307AA5<br>LEI: 549300MIX43II8JLN536 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25953.05     | 0.02%             | 2050-09-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                         | MFA 2022-NQM1 Trust                                                              | CUSIP: 55284PAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    251000 | PA      | $197418.95    | 0.14%             | 2066-12-25      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                           | MPH Acquisition Holdings LLC                                                     | CUSIP: 553283AD4<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    160000 | PA      | $132300.80    | 0.09%             | 2028-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                           | Magallanes Inc                                                                   | CUSIP: 55903VAE3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142189.50    | 0.10%             | 2025-03-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XXIII Ltd.                        | Marble Point CLO XXIII Ltd                                                       | CUSIP: 566068AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1532902.00   | 1.08%             | 2035-01-22      | Floating      | 10.05%                | No            |                  2 | On Loan: No      |
| CONDOR MERGER SUB INC                              | Condor Merger Sub Inc                                                            | CUSIP: 579063AB4<br>LEI: 254900SAGUYT3MBUU161 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81947.00     | 0.06%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PEDIATRIX MEDICAL GROUP                            | MEDNAX Inc                                                                       | CUSIP: 58502BAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $244879.25    | 0.17%             | 2030-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MERCER INTL INC                                    | Mercer International Inc                                                         | CUSIP: 588056AW1<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |    440000 | PA      | $407591.80    | 0.29%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                              | Mineral Resources Ltd                                                            | CUSIP: 603051AA1<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     60000 | PA      | $58227.60     | 0.04%             | 2027-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                              | Mineral Resources Ltd                                                            | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    300000 | PA      | $290577.00    | 0.20%             | 2030-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MODIVCARE ESCROW ISSUER                            | ModivCare Escrow Issuer Inc                                                      | CUSIP: 60783XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $280993.88    | 0.20%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTL HLDINGS NE                           | Mondelez International Holdings Netherlands BV                                   | CUSIP: 60920LAS3<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |    209000 | PA      | $204699.49    | 0.14%             | 2025-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Monroe Capital MML CLO                             | Monroe Capital MML CLO XIII Ltd                                                  | CUSIP: 61034JAL4<br>LEI: 5493004J0N9XX6VUDK62 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $916694.60    | 0.64%             | 2034-02-24      | Floating      | 11.13%                | No            |                  2 | On Loan: No      |
| MTN Commercial Mortgage Trust                      | MTN Commercial Mortgage Trust 2022-LPFL                                          | CUSIP: 62475WAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    571000 | PA      | $537675.93    | 0.38%             | 2039-03-15      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                | Mozart Debt Merger Sub Inc                                                       | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    395000 | PA      | $298987.35    | 0.21%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                           | NCR Corp                                                                         | CUSIP: 62886EAV0<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    405000 | PA      | $349393.80    | 0.25%             | 2029-09-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                           | NCR Corp                                                                         | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11280.60     | 0.01%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                             | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $119679.00    | 0.08%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                             | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $88223.35     | 0.06%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se                     | Natixis Commercial Mortgage Securities Trust                                     | CUSIP: 63875JAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    658000 | PA      | $652189.07    | 0.46%             | 2035-03-15      | Floating      | 8.79%                 | No            |                  2 | On Loan: No      |
| NUFARM AUSTRALIA/AMERICA                           | Nufarm Australia Ltd / Nufarm Americas Inc                                       | CUSIP: 67052NAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    445000 | PA      | $370969.80    | 0.26%             | 2030-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NUTANIX INC                                        | Nutanix Inc                                                                      | CUSIP: 67059NAG3<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |     24000 | PA      | $18168.00     | 0.01%             | 2027-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NUVASIVE INC                                       | NuVasive Inc                                                                     | CUSIP: 670704AJ4<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | DBT              | CORP              | US        |     17000 | PA      | $14864.38     | 0.01%             | 2025-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| OWS CRE FUNDING I LLC                              | OWS Cre Funding I LLC                                                            | CUSIP: 67114QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2498308.50   | 1.76%             | 2023-09-01      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| OKTA INC                                           | Okta Inc                                                                         | CUSIP: 679295AF2<br>LEI: 549300N8J06I8MRHU620 | Long             | DBT              | CORP              | US        |     14000 | PA      | $10941.00     | 0.01%             | 2026-06-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                           | Olympus Water US Holding Corp                                                    | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    280000 | PA      | $215685.40    | 0.15%             | 2028-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                           | Olympus Water US Holding Corp                                                    | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     60000 | PA      | $41218.20     | 0.03%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                        | Oracle Corp                                                                      | CUSIP: 68389XBT1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    220000 | PA      | $205192.96    | 0.14%             | 2025-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                           | Performance Food Group Inc                                                       | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    335000 | PA      | $305252.00    | 0.21%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag                     | PRPM 2021-10 LLC                                                                 | CUSIP: 69360HAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $888361.70    | 0.62%             | 2026-10-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                           | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $143106.65    | 0.10%             | 2025-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PERFICIENT INC                                     | Perficient Inc                                                                   | CUSIP: 71375UAE1<br>LEI: 549300HTBXKL2755T650 | Long             | DBT              | CORP              | US        |     12000 | PA      | $8940.00      | 0.01%             | 2026-11-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| PIKE CORP                                          | Pike Corp                                                                        | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |    440000 | PA      | $356963.20    | 0.25%             | 2028-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                  | Post Holdings Inc                                                                | CUSIP: 737446AN4<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    430000 | PA      | $393265.10    | 0.28%             | 2028-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PRECISION DRILLING CORP                            | Precision Drilling Corp                                                          | CUSIP: 740212AL9<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |    245000 | PA      | $230148.10    | 0.16%             | 2026-01-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                           | Prime Security Services Borrower LLC / Prime Finance Inc                         | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    485000 | PA      | $414670.84    | 0.29%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                         | Progress Residential 2022-SFR3 Trust                                             | CUSIP: 74331UAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    212000 | PA      | $192703.57    | 0.14%             | 2039-04-17      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                             | Radiology Partners Inc                                                           | CUSIP: 75041VAA2<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |    800000 | PA      | $523140.26    | 0.37%             | 2028-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| SPX FLOW INC                                       | Redwood Star Merger Sub Inc                                                      | CUSIP: 758071AA2<br>LEI: 5493003YXEKRBINIEM78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $389770.00    | 0.27%             | 2030-04-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| STAR 2022-SFR3 Trust                               | STAR 2022-SFR3 Trust                                                             | CUSIP: 78474PAN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170000 | PA      | $167893.55    | 0.12%             | 2024-05-17      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                     | Sabre GLBL Inc                                                                   | CUSIP: 78573NAF9<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134547.12    | 0.09%             | 2025-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                | Charles Schwab Corp/The                                                          | CUSIP: 808513BQ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    192000 | PA      | $186485.65    | 0.13%             | 2026-05-13      | Floating      | 3.18%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                              | Scripps Escrow II Inc                                                            | CUSIP: 81105DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $98637.41     | 0.07%             | 2031-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SEA LTD                                            | Sea Ltd                                                                          | CUSIP: 81141RAG5<br>LEI: 529900OM6JLLW44YKI15 | Long             | DBT              | CORP              | KY        |     28000 | PA      | $19530.00     | 0.01%             | 2026-09-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                           | SeaWorld Parks & Entertainment Inc                                               | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |    265000 | PA      | $220665.50    | 0.16%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SHAKE SHACK INC                                    | Shake Shack Inc                                                                  | CUSIP: 819047AB7<br>LEI: 529900J74GJAHYP80N79 | Long             | DBT              | CORP              | US        |     18000 | PA      | $12116.25     | 0.01%             | 2028-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SHEA HOMES LP/FNDG CP                              | Shea Homes LP / Shea Homes Funding Corp                                          | CUSIP: 82088KAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $281532.08    | 0.20%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS INC                                | Shift4 Payments Inc                                                              | CUSIP: 82452JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $11521.88     | 0.01%             | 2027-08-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SHOPIFY INC                                        | Shopify Inc                                                                      | CUSIP: 82509LAA5<br>LEI: 549300HGQ43STJLLP808 | Long             | DBT              | CORP              | CA        |     14000 | PA      | $11515.00     | 0.01%             | 2025-11-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                           | Delta Air Lines Inc / SkyMiles IP Ltd                                            | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $213676.23    | 0.15%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                           | Snap Inc                                                                         | CUSIP: 83304AAG1<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     34000 | PA      | $22950.00     | 0.02%             | 2028-03-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                | SOUND POINT CLO VIII-R LTD                                                       | CUSIP: 83607KAA6<br>LEI: 549300RPMX5HA435Q562 | Long             | ABS-CBDO         | CORP              | KY        |    275000 | PA      | $198828.03    | 0.14%             | 2030-04-15      | Floating      | 9.11%                 | No            |                  2 | On Loan: No      |
| SPLUNK INC                                         | Splunk Inc                                                                       | CUSIP: 848637AF1<br>LEI: 549300XGDSGBP6UEI867 | Long             | DBT              | CORP              | US        |     29000 | PA      | $22961.52     | 0.02%             | 2027-06-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| SPOTIFY USA INC                                    | Spotify USA Inc                                                                  | CUSIP: 84921RAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33000 | PA      | $26070.00     | 0.02%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                             | Spirit AeroSystems Inc                                                           | CUSIP: 85205TAL4<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    275000 | PA      | $259494.13    | 0.18%             | 2025-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SPRINT CORP                                        | Sprint Corp                                                                      | CUSIP: 85207UAF2<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    132000 | PA      | $133566.84    | 0.09%             | 2023-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                        | STWD Trust                                                                       | CUSIP: 85236WCU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $937684.80    | 0.66%             | 2036-11-15      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                           | Suburban Propane Partners LP/Suburban Energy Finance Corp                        | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $180845.50    | 0.13%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                           | Sumitomo Mitsui Trust Bank Ltd                                                   | CUSIP: 86563VBC2<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    204000 | PA      | $201140.30    | 0.14%             | 2025-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                     | Synchrony Bank                                                                   | CUSIP: 87166FAD5<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |    241000 | PA      | $235187.63    | 0.17%             | 2025-08-22      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TMS INTERNATIONAL CORP                             | TMS International Corp/DE                                                        | CUSIP: 87261QAC7<br>LEI: 549300L4K0F1YF8WKF23 | Long             | DBT              | CORP              | US        |    330000 | PA      | $234894.00    | 0.17%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                   | T-Mobile USA Inc                                                                 | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    102000 | PA      | $91410.36     | 0.06%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Taubman Centers Commercial Mor                     | Taubman Centers Commercial Mortgage Trust 2022-DPM                               | CUSIP: 87666YAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    307000 | PA      | $298329.34    | 0.21%             | 2037-05-15      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                              | Tenet Healthcare Corp                                                            | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    285000 | PA      | $250145.58    | 0.18%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BEAUTY HEALTH CO/THE                               | Beauty Health Co/The                                                             | CUSIP: 88331LAA6<br>LEI: 5493001Z2JZQT4C63C50 | Long             | DBT              | CORP              | US        |     23000 | PA      | $18630.00     | 0.01%             | 2026-10-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                      | TransDigm Inc                                                                    | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92310.55     | 0.06%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                      | TransDigm Inc                                                                    | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    360000 | PA      | $313907.40    | 0.22%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd                                  | Trimaran Cavu 2021-3 Ltd                                                         | CUSIP: 89624HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $1012603.20   | 0.71%             | 2035-01-18      | Floating      | 10.11%                | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                   | Trinitas CLO XVIII Ltd                                                           | CUSIP: 89640LAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1797444.00   | 1.26%             | 2035-01-20      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GRP INC SERIES A PRFRED               | ATHENAHEALTH GRP INC SERIES A PRFRED                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |      2033 | NS      | $1808251.85   | 1.27%             |  |  |  | No            |                  3 | On Loan: No      |
| BIOXCEL THERAPEUTICS, INC. WARRANTS                | BIOXCEL THERAPEUTICS, INC. WARRANTS                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      3487 | NS      | $16144.81     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| INNOCOLL PHAR LTD TL 11% 1/26/27 - WARRANTS        | INNOCOLL PHAR LTD TL 11% 1/26/27 - WARRANTS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     12630 | NS      | $84368.40     | 0.06%             |  |  |  | No            |                  3 | On Loan: No      |
| MESOBLAST WARRANTS                                 | MESOBLAST WARRANTS                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     46443 | NS      | $37618.83     | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ADC Therapeutics Warrant                           | ADC Therapeutics Warrant                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      4988 | NS      | $12519.88     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| UNIFRAX ESCROW ISS CORP                            | Unifrax Escrow Issuer Corp                                                       | CUSIP: 90473LAA0<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |    450000 | PA      | $346610.25    | 0.24%             | 2028-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITY SOFTWARE INC                                 | Unity Software Inc                                                               | CUSIP: 91332UAA9<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |     22000 | PA      | $16032.50     | 0.01%             | 2026-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                           | Univision Communications Inc                                                     | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    145000 | PA      | $137162.39    | 0.10%             | 2027-06-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| VM CONSOLIDATED INC                                | VM Consolidated Inc                                                              | CUSIP: 91835HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $379143.14    | 0.27%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VMC Finance LLC                                    | VMC Finance 2021-HT1 LLC                                                         | CUSIP: 91835TAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    643000 | PA      | $614152.90    | 0.43%             | 2037-01-18      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| VISHAY INTERTECHNOLOGY                             | Vishay Intertechnology Inc                                                       | CUSIP: 928298AP3<br>LEI: 5493009O8F3QQJTCQR75 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18638.00     | 0.01%             | 2025-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| VISTA OUTDOOR INC                                  | Vista Outdoor Inc                                                                | CUSIP: 928377AC4<br>LEI: 549300QI2D33ESTJLN81 | Long             | DBT              | CORP              | US        |     65000 | PA      | $46015.58     | 0.03%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WIX LTD                                            | Wix.com Ltd                                                                      | CUSIP: 92940WAD1<br>LEI: 5493008P6N29Q1AG9464 | Long             | DBT              | CORP              | IL        |     19000 | PA      | $15988.50     | 0.01%             | 2025-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WASH MULTIFAM ACQ INC                              | WASH Multifamily Acquisition Inc                                                 | CUSIP: 93710WAA3<br>LEI: 549300AS7PRY5PHG6L12 | Long             | DBT              | CORP              | US        |    430000 | PA      | $396939.39    | 0.28%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WEEKLEY HOMES LLC/ FINAN                           | Weekley Homes LLC / Weekley Finance Corp                                         | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $149772.11    | 0.11%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                     | Wells Fargo Commercial Mortgage Trust 2017-C41                                   | CUSIP: 95001AAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    316000 | PA      | $221851.24    | 0.16%             | 2050-11-15      | Variable      | 2.60%                 | No            |                  2 | On Loan: No      |
| Western Alliance Bank                              | Western Mortgage Reference Notes Series 2021-CL2                                 | CUSIP: 95763PER8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    897407 | PA      | $891733.26    | 0.63%             | 2059-07-25      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                               | Western Digital Corp                                                             | CUSIP: 958102AP0<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     44000 | PA      | $41887.72     | 0.03%             | 2024-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable                     | Westlake Automobile Receivables Trust 2021-2                                     | CUSIP: 96042RAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    164000 | PA      | $152001.09    | 0.11%             | 2026-12-15      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| OE CONNECTIONS LLC                                 | OE CONNECTIONS LLC                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2499000 | PA      | $2405287.50   | 1.69%             | 2027-09-25      | Floating      | 7.00%                 | No            |                  3 | On Loan: No      |
| PF SUPREME                                         | PF SUPREME                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3622186 | PA      | $3585964.20   | 2.52%             | 2026-12-31      | Floating      | 7.00%                 | No            |                  3 | On Loan: No      |
| PFNY HOLDINGS LLC SR SEC DDTL 1ST LIEN L+7.00% (FL | PFNY HOLDINGS LLC SR SEC DDTL 1ST LIEN L+7.00% (FL                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    346704 | PA      | $343236.96    | 0.24%             | 2026-12-31      | Floating      | 7.00%                 | No            |                  3 | On Loan: No      |
| PFNY HOLDINGS LLC SR SEC REV 1ST LIEN L+7.00% (FL: | PFNY HOLDINGS LLC SR SEC REV 1ST LIEN L+7.00% (FL:                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    173352 | PA      | $171618.48    | 0.12%             | 2026-12-31      | Floating      | 7.00%                 | No            |                  3 | On Loan: No      |
| MESOBLAST INC SR SEC TL 1ST LIEN 9.75% FIXED PIK 1 | MESOBLAST                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1591754 | PA      | $1420640.62   | 1.00%             | 2026-11-19      | Floating      | 9.75%                 | No            |                  3 | On Loan: No      |
| MESOBLAST INC SR SEC DDTL B 1ST LIEN 9.75% FIXED P | MESOBLAST INC SR SEC DDTL B 1ST LIEN 9.75% FIXED P                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    262438 | PA      | $262438.00    | 0.18%             | 2026-11-19      | Floating      | 9.75%                 | No            |                  3 | On Loan: No      |
| MESOBLAST INC SR SEC DDTL C 1ST LIEN 9.75% FIXED P | MESOBLAST INC SR SEC DDTL C 1ST LIEN 9.75% FIXED P                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    524875 | PA      | $524875.00    | 0.37%             | 2026-11-19      | Floating      | 9.75%                 | No            |                  3 | On Loan: No      |
| RELADYNE 2L TL                                     | RELADYNE 2L TL                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1996000 | PA      | $1926140.00   | 1.35%             | 2029-12-23      | Floating      | 7.75%                 | No            |                  3 | On Loan: No      |
| RELADYNE COMMON EQUITY                             | RELADYNE COMMON EQUITY                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2000 | NS      | $179200.00    | 0.13%             |  |  |  | No            |                  3 | On Loan: No      |
| R-PAC ACQUISITION CO, LLC TL 1ST LIEN              | R-PAC ACQUISITION CO, LLC TL ?1ST LIEN                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1719614 | PA      | $1680062.60   | 1.18%             | 2027-12-29      | Floating      | 6.00%                 | No            |                  3 | On Loan: No      |
| R-PAC ACQUISITION CO, REV 1ST LIEN                 | R-PAC ACQUISITION CO, REV 1ST LIEN                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    205745 | PA      | $201012.87    | 0.14%             | 2027-12-29      | Floating      | 6.00%                 | No            |                  3 | On Loan: No      |
| KETER 1L TL                                        | KETER 1L TL                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2269812 | PA      | $2224415.66   | 1.56%             | 2027-10-29      | Floating      | 7.50%                 | No            |                  3 | On Loan: No      |
| KETER 1L REVOLVER                                  | KETER 1L REVOLVER                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    310246 | PA      | $304041.08    | 0.21%             | 2027-10-29      | Floating      | 6.50%                 | No            |                  3 | On Loan: No      |
| LSL HOLDCO LLC TL 1/31/28                          | LSL HOLDCO LLC TL 1/31/28                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2397709 | PA      | $2331772.00   | 1.64%             | 2028-01-31      | Floating      | 6.00%                 | No            |                  3 | On Loan: No      |
| LSL HOLDCO LLC-REVOLVER 1/31/28                    | LSL HOLDCO LLC-REVOLVER 1/31/28                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    266412 | PA      | $259085.67    | 0.18%             | 2028-01-31      | Floating      | 6.00%                 | No            |                  3 | On Loan: No      |
| PROFRAC HOLDINGS II, LLC TERM LOAN                 | PROFRAC HOLDINGS II, LLC TERM LOAN                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1718239 | PA      | $1683874.67   | 1.18%             | 2027-03-04      | Floating      | 10.01%                | No            |                  3 | On Loan: No      |
| IMPEL TL                                           | IMPEL TL                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1001000 | PA      | $982982.00    | 0.69%             | 2027-03-17      | Floating      | 9.75%                 | No            |                  3 | On Loan: No      |
| IMPEL RIF                                          | IMPEL RIF                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1001000 | PA      | $1001000.00   | 0.70%             | 2031-02-15      | Floating      | 9.75%                 | No            |                  3 | On Loan: No      |
| XEROX HOLDINGS CORP                                | Xerox Holdings Corp                                                              | CUSIP: 98421MAB2<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |    180000 | PA      | $143999.18    | 0.10%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                             | Zimmer Biomet Holdings Inc                                                       | CUSIP: 98956PAF9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    102000 | PA      | $98204.88     | 0.07%             | 2025-04-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| INNOCOLL PHAR LTD TL 11% 1/26/27                   | INNOCOLL PHAR LTD TL 11% 1/26/27                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1510485 | PA      | $1419855.90   | 1.00%             | 2027-01-26      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| INNOCOLL PHAR LTD DD-B 11% 1/26/27                 | INNOCOLL PHAR LTD DD-B 11% 1/26/27                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    464765 | PA      | $464765.00    | 0.33%             | 2027-01-26      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| INNOCOLL PHAR LTD DD-C 11% 1/26/27                 | INNOCOLL PHAR LTD DD-C 11% 1/26/27                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    464765 | PA      | $464765.00    | 0.33%             | 2027-01-26      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| INNOCOLL PHAR LTD DD-D 11% 1/26/27                 | INNOCOLL PHAR LTD DD-D 11% 1/26/27                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    464765 | PA      | $464765.00    | 0.33%             | 2027-01-26      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| PROFRAC HOLDINGS II LLC DDTL                       | PROFRAC HOLDINGS II LLC DDTL                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    197698 | PA      | $193743.55    | 0.14%             | 2025-03-04      | Floating      | 11.13%                | No            |                  3 | On Loan: No      |
| ADC THERAPEUTICS INITIAL TERM LOAN - TRANCHE A     | ADC THERAPEUTICS INITIAL TERM LOAN - TRANCHE A                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1135543 | PA      | $1079219.93   | 0.76%             | 2029-08-15      | Floating      | 7.50%                 | No            |                  3 | On Loan: No      |
| MATTERHORN TELECOM SA                              | Matterhorn Telecom SA                                                            | CUSIP: AP9982954<br>LEI: 549300MTB0YI26SMUT22 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $86146.07     | 0.06%             | 2027-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HLDGS LTD                             | Shimao Group Holdings Ltd                                                        | CUSIP: AX2128525<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |    370000 | PA      | $46375.79     | 0.03%             | 2024-02-21      | None          | 6.12%                 | No            |                  2 | On Loan: No      |
| BIOXCEL THERAPEUTICS INC. DDTL RIF TRANCHE A PVT 0 | BIOXCEL THERAPEUTICS INC. DDTL RIF TRANCHE A PVT 0                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    375585 | PA      | $375585.00    | 0.26%             | 2032-09-30      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| BIOXCEL THERAPEUTICS INC. DDTL RIF TRANCHE B PVT 0 | BIOXCEL THERAPEUTICS INC. DDTL RIF TRANCHE B PVT 0                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    563378 | PA      | $563378.00    | 0.40%             | 2032-09-30      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| BIOXCEL THERAPEUTICS INC. DDTL RIF TRANCHE C PVT 0 | BIOXCEL THERAPEUTICS INC. DDTL RIF TRANCHE C PVT 0                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    563378 | PA      | $563378.00    | 0.40%             | 2032-09-30      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| BIOXCEL THERAPEUTICS, INC. 1ST LIEN DELAYED DRAW T | BIOXCEL THERAPEUTICS, INC. 1ST LIEN DELAYED DRAW T                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    438183 | PA      | $438183.00    | 0.31%             | 2027-04-19      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| BIOXCEL THERAPEUTICS, INC. 1ST LIEN DELAYED DRAW T | BIOXCEL THERAPEUTICS, INC. 1ST LIEN DELAYED DRAW T                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    375585 | PA      | $375585.00    | 0.26%             | 2027-04-19      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| BIOXCEL THERAPEUTICS, INC. 1ST LIEN TERM LOAN A    | BIOXCEL THERAPEUTICS, INC. 1ST LIEN TERM LOAN A                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    876366 | PA      | $842012.45    | 0.59%             | 2027-04-19      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| CIFI HOLDINGS GROUP                                | CIFI Holdings Group Co Ltd                                                       | CUSIP: ZQ3483513<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $45196.16     | 0.03%             | 2024-11-07      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA SPA                                 | Telecom Italia SpA/Milano                                                        | CUSIP: AW5734602<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $94962.56     | 0.07%             | 2024-04-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                               | Country Garden Holdings Co Ltd                                                   | CUSIP: BK6819225<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $56500.00     | 0.04%             | 2030-08-06      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EIRCOM FINANCE DAC                                 | eircom Finance DAC                                                               | CUSIP: ZS2777838<br>LEI: 254900NA4DUH50UERM85 | Long             | DBT              | CORP              | IE        |    100000 | PA      | $86802.70     | 0.06%             | 2026-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SINO OCEAN LAND IV                                 | Sino-Ocean Land Treasure IV Ltd                                                  | CUSIP: ZP3541932<br>LEI: 213800EAGXDYG9QWS896 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $116857.92    | 0.08%             | 2030-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                               | Country Garden Holdings Co Ltd                                                   | CUSIP: AX9167690<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |    600000 | PA      | $223500.00    | 0.16%             | 2026-04-08      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                              | Trivium Packaging Finance BV                                                     | CUSIP: AZ6780466<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $88571.68     | 0.06%             | 2026-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SINO OCEAN LAND IV                                 | Sino-Ocean Land Treasure IV Ltd                                                  | CUSIP: AZ8060347<br>LEI: 213800EAGXDYG9QWS896 | Long             | DBT              | CORP              | VG        |    410000 | PA      | $107830.00    | 0.08%             | 2029-08-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                            | Standard Industries Inc/NJ                                                       | CUSIP: ZQ6160712<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77396.21     | 0.05%             | 2026-11-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CIRSA FINANCE INTER                                | Cirsa Finance International Sarl                                                 | CUSIP: BR4374608<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $78654.20     | 0.06%             | 2027-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANIJAY ENTERTAINMENT                              | Banijay Entertainment SASU                                                       | CUSIP: ZP6062878<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $91149.79     | 0.06%             | 2025-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                              | eG Global Finance PLC                                                            | CUSIP: ZR9760391<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $85368.89     | 0.06%             | 2025-10-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LOXAM SAS                                          | Loxam SAS                                                                        | CUSIP: AZ6549713<br>LEI: 969500BNA2YRNE1R5K91 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $83269.92     | 0.06%             | 2026-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ZIGGO BOND CO BV                                   | Ziggo Bond Co BV                                                                 | CUSIP: ZP9017812<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $68274.43     | 0.05%             | 2030-02-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                           | Shimao Group Holdings Ltd                                                        | CUSIP: AZ5649142<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $50628.00     | 0.04%             | 2026-07-15      | None          | 5.60%                 | No            |                  2 | On Loan: No      |
| CIFI HOLDINGS GROUP                                | CIFI Holdings Group Co Ltd                                                       | CUSIP: ZP3162903<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $88903.20     | 0.06%             | 2025-07-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RKPF OVERSEAS 2019 A LTD                           | RKPF Overseas 2019 A Ltd                                                         | CUSIP: BG3462820<br>LEI: 254900P8BXRCW5458103 | Long             | DBT              | CORP              | VG        |    500000 | PA      | $212875.00    | 0.15%             | 2025-03-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AFFLELOU SAS                                       | Afflelou SAS                                                                     | CUSIP: BP4324797<br>LEI: 969500I7CS80FNB7CZ43 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $86244.07     | 0.06%             | 2026-05-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SUMMER BC HOLDCO B SARL                            | Summer BC Holdco B SARL                                                          | CUSIP: ZR9898399<br>LEI: 984500NRF59D5DB9B654 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $83804.34     | 0.06%             | 2026-10-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                | Altice Financing SA                                                              | CUSIP: ZP3544803<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $74085.62     | 0.05%             | 2028-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TUI CRUISES GMBH                                   | TUI Cruises GmbH                                                                 | CUSIP: BP3848291<br>LEI: 529900SVD83QUUIZYY18 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $74483.52     | 0.05%             | 2026-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                  | Iliad Holding SASU                                                               | CUSIP: BR8159815<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $168693.79    | 0.12%             | 2028-10-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HURRICANE FINANCE                                  | Hurricane Finance PLC                                                            | CUSIP: BK6880490<br>LEI: 984500D85P5I84C05891 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $106817.62    | 0.08%             | 2025-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ACCOR SA                                           | Accor SA                                                                         | CUSIP: BM8244261<br>LEI: 969500QZC2Q0TK11NV07 | Long             | DBT              | CORP              | FR        |     16700 | PA      | $6236.23      | 0.00%             | 2027-12-07      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL                           | Cheplapharm Arzneimittel GmbH                                                    | CUSIP: ZO7954969<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $80846.37     | 0.06%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SHUI ON DEVELOPMENT HLDG                           | Shui On Development Holding Ltd                                                  | CUSIP: BQ2346519<br>LEI: 3003005J4J3G9CZFDK52 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $124917.00    | 0.09%             | 2026-06-29      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                           | Shimao Group Holdings Ltd                                                        | CUSIP: BN2966586<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $47632.00     | 0.03%             | 2031-01-11      | None          | 3.45%                 | No            |                  2 | On Loan: No      |
| SINO OCEAN LAND IV                                 | Sino-Ocean Land Treasure IV Ltd                                                  | CUSIP: BP1992257<br>LEI: 213800EAGXDYG9QWS896 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $61312.83     | 0.04%             | 2026-05-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA VENDOR FIN                            | Virgin Media Vendor Financing Notes III DAC                                      | CUSIP: BJ8379676<br>LEI: 635400SSKC2QCGEPIQ43 | Long             | DBT              | CORP              | IE        |    100000 | PA      | $83691.30     | 0.06%             | 2028-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                   | Altice France SA/France                                                          | CUSIP: ZO4980280<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $74973.54     | 0.05%             | 2029-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CASTOR SPA                                         | Castor SpA                                                                       | CUSIP: BU3220730<br>LEI: 213800OWLX4ZFFIAB390 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $179524.87    | 0.13%             | 2029-02-15      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| AA BOND CO LTD                                     | AA Bond Co Ltd                                                                   | CUSIP: BN5874365<br>LEI: 2138002EPF6QVRZBMC58 | Long             | DBT              | CORP              | JE        |    100000 | PA      | $94348.05     | 0.07%             | 2026-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GRUENENTHAL GMBH                                   | Gruenenthal GmbH                                                                 | CUSIP: BP2093535<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $81743.70     | 0.06%             | 2028-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                 | Vodafone Group PLC                                                               | CUSIP: ZO1365667<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $72854.19     | 0.05%             | 2080-08-27      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                     | Brunello Bidco SpA                                                               | CUSIP: BN7191214<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $81318.16     | 0.06%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CRYSTAL IDEA GROUP LTD                             | Crystal Idea Group Ltd                                                           | CUSIP: BS0508892<br>LEI: 549300MT7FCHBGD38Z23 | Long             | DBT              | CORP              | VG        |   1100000 | PA      | $134878.63    | 0.09%             | 2022-10-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CAB                                                | CAB SELAS                                                                        | CUSIP: BN7192352<br>LEI: 9695008EGX5O9K1MS743 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $75245.50     | 0.05%             | 2028-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                           | Shimao Group Holdings Ltd                                                        | CUSIP: BR4151782<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |   1210000 | PA      | $156090.00    | 0.11%             | 2027-01-16      | None          | 5.20%                 | No            |                  2 | On Loan: No      |
| APX GROUP INC                                      | APX Group Inc                                                                    | CUSIP: 00213MAV6<br>LEI: 549300OMQVKPRU98OE64 | Long             | DBT              | CORP              | US        |    290000 | PA      | $271271.45    | 0.19%             | 2027-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ACADEMY LTD                                        | Academy Ltd                                                                      | CUSIP: 00401YAA8<br>LEI: 549300BN53IR80C35Z14 | Long             | DBT              | CORP              | US        |    420000 | PA      | $381759.00    | 0.27%             | 2027-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                           | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    215000 | PA      | $196467.00    | 0.14%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACURIS FIN US/ACURIS FIN                           | Acuris Finance US Inc / Acuris Finance SARL                                      | CUSIP: 00511BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395000 | PA      | $331466.23    | 0.23%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AHEAD DB HOLDINGS LLC                              | Ahead DB Holdings LLC                                                            | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |    340000 | PA      | $290475.04    | 0.20%             | 2028-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AIRBNB INC                                         | Airbnb Inc                                                                       | CUSIP: 009066AB7<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |     12000 | PA      | $9996.00      | 0.01%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ALARM.COM HLDGS INC                                | Alarm.com Holdings Inc                                                           | CUSIP: 011642AB1<br>LEI: 549300HIH92U1EKIHZ32 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12337.50     | 0.01%             | 2026-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                            | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl     | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    405000 | PA      | $312686.33    | 0.22%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                          | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F0404A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    286000 | PA      | $275632.56    | 0.19%             | 2026-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                          | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F0424A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    280000 | PA      | $275231.26    | 0.19%             | 2028-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                          | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F0526A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    276000 | PA      | $274221.12    | 0.19%             | 2041-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NECESS RETAIL/AFIN OP LP                           | American Finance Trust Inc / American Finance Operating Partner LP               | CUSIP: 02608AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395000 | PA      | $295242.75    | 0.21%             | 2028-09-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                          | Anchorage Capital CLO 8 Ltd                                                      | CUSIP: 03328VAQ3<br>LEI: 549300PKM3N9LK4JM015 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1309669.50   | 0.92%             | 2034-10-27      | Floating      | 10.12%                | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                          | Anchorage Capital Clo 16 Ltd                                                     | CUSIP: 03330WAS3<br>LEI: 5493008M7D1YIDOH2C69 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1358563.50   | 0.96%             | 2035-01-19      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                          | Anchorage Capital Clo 16 Ltd                                                     | CUSIP: 03330XAJ1<br>LEI: 5493008M7D1YIDOH2C69 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $876811.00    | 0.62%             | 2035-01-19      | Floating      | 10.09%                | No            |                  2 | On Loan: No      |
| Anchorage Credit Funding Ltd.                      | Anchorage Credit Funding 7 Ltd                                                   | CUSIP: 03331WAA1<br>LEI: 549300MWYGL7NRZK0P37 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $573509.00    | 0.40%             | 2037-04-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Anchorage Credit Funding Ltd.                      | Anchorage Credit Funding 7 Ltd                                                   | CUSIP: 03331WAE3<br>LEI: 549300MWYGL7NRZK0P37 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $778751.00    | 0.55%             | 2037-04-25      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| ARCONIC CORP                                       | Arconic Corp                                                                     | CUSIP: 03966VAA5<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |    425000 | PA      | $376365.13    | 0.26%             | 2028-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                           | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                           | CUSIP: 03969AAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $163244.90    | 0.11%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                | AssuredPartners Inc                                                              | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |    250000 | PA      | $194622.46    | 0.14%             | 2029-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                     | BBCMS Trust 2018-BXH                                                             | CUSIP: 05491RAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270000 | PA      | $251525.09    | 0.18%             | 2037-10-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Commercial Mortgage Trust 2019-IMC                                            | CUSIP: 05608BAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $919000.20    | 0.65%             | 2034-04-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mor                     | Banc of America Commercial Mortgage Trust 2015-UBS7                              | CUSIP: 06054AAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $317718.00    | 0.22%             | 2048-09-15      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                              | Bausch Health Cos Inc                                                            | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    240000 | PA      | $155131.20    | 0.11%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                              | Bausch Health Cos Inc                                                            | CUSIP: 071734AP2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $132012.00    | 0.09%             | 2027-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BELLRING BRANDS INC                                | BellRing Brands Inc                                                              | CUSIP: 07831CAA1<br>LEI: 549300S3BOK5CMTS8054 | Long             | DBT              | CORP              | US        |    365000 | PA      | $334650.25    | 0.24%             | 2030-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                           | Benchmark 2018-B6 Mortgage Trust                                                 | CUSIP: 08162CAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $151500.51    | 0.11%             | 2051-10-10      | Variable      | 3.26%                 | No            |                  2 | On Loan: No      |
| BENTLEY SYSTEMS                                    | Bentley Systems Inc                                                              | CUSIP: 08265TAD1<br>LEI: 549300WVEHPGE0Z56F71 | Long             | DBT              | CORP              | US        |     28000 | PA      | $21238.00     | 0.01%             | 2027-07-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BLACKLINE INC                                      | Blackline Inc                                                                    | CUSIP: 09239BAD1<br>LEI: 529900P9N7PK9LV5EK56 | Long             | DBT              | CORP              | US        |     17000 | PA      | $13838.00     | 0.01%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BLOOMIN' BRANDS INC/OSI                            | Bloomin' Brands Inc / OSI Restaurant Partners LLC                                | CUSIP: 094234AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $183614.89    | 0.13%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                          | Boeing Co/The                                                                    | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    245000 | PA      | $239295.73    | 0.17%             | 2025-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                     | Bombardier Inc                                                                   | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    240000 | PA      | $220460.40    | 0.16%             | 2026-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BWAY Mortgage Trust                                | BWAY 2022-26BW Mortgage Trust                                                    | CUSIP: 12429EAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    677000 | PA      | $495169.17    | 0.35%             | 2044-02-10      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Trust 2021-SDMF                                                               | CUSIP: 12434CAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    470000 | PA      | $441921.12    | 0.31%             | 2034-09-15      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                             | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $128791.60    | 0.09%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                       | CD 2017-CD4 Mortgage Trust                                                       | CUSIP: 12515DAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    305000 | PA      | $231521.14    | 0.16%             | 2050-05-10      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                       | CD 2017-CD5 Mortgage Trust                                                       | CUSIP: 12515HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    489000 | PA      | $374500.36    | 0.26%             | 2050-08-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CGDB Commercial Mortgage Trust                     | CGDB Commercial Mortgage Trust 2019-MOB                                          | CUSIP: 125284AN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1537000 | PA      | $1449936.79   | 1.02%             | 2036-11-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus                     | CFCRE Commercial Mortgage Trust 2018-TAN                                         | CUSIP: 12528DAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $221907.83    | 0.16%             | 2033-02-15      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                           | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    335000 | PA      | $258358.70    | 0.18%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                | COMM 2016-DC2 Mortgage Trust                                                     | CUSIP: 12594CAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13350000 | PA      | $737041.49    | 0.52%             | 2049-02-10      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                     | CSAIL 2017-CX9 Commercial Mortgage Trust                                         | CUSIP: 12595FAP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190000 | PA      | $141071.94    | 0.10%             | 2050-09-15      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                   | CSC Holdings LLC                                                                 | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    435000 | PA      | $325714.95    | 0.23%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                           | CQP Holdco LP / BIP-V Chinook Holdco LLC                                         | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $139895.25    | 0.10%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                     | CVR Energy Inc                                                                   | CUSIP: 12662PAB4<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    305000 | PA      | $275105.37    | 0.19%             | 2025-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH                              | Cablevision Lightpath LLC                                                        | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |    415000 | PA      | $332520.83    | 0.23%             | 2028-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd                                  | Elevation CLO 2021-12 Ltd                                                        | CUSIP: 28623NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    378000 | PA      | $300032.59    | 0.21%             | 2032-04-20      | Floating      | 9.98%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd                                  | Elevation CLO 2021-14 Ltd                                                        | CUSIP: 28623TAA2<br>LEI: 549300JPI8D017HI2768 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1552388.00   | 1.09%             | 2034-10-20      | Floating      | 9.91%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                 | Energy Transfer LP                                                               | CUSIP: 29273RBD0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    171000 | PA      | $164124.83    | 0.12%             | 2025-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ENVESTNET INC                                      | Envestnet Inc                                                                    | CUSIP: 29404KAE6<br>LEI: 549300HLWZ5OKIDM8737 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29443.75     | 0.02%             | 2025-08-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ETSY INC                                           | Etsy Inc                                                                         | CUSIP: 29786AAN6<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |     17000 | PA      | $13234.50     | 0.01%             | 2028-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| EVERARC ESCROW SARL                                | EverArc Escrow Sarl                                                              | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    225000 | PA      | $182092.50    | 0.13%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EVERI HOLDINGS INC                                 | Everi Holdings Inc                                                               | CUSIP: 30034TAA1<br>LEI: 5299006DK5S7BG10K532 | Long             | DBT              | CORP              | US        |    345000 | PA      | $283525.83    | 0.20%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                             | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31429KAG8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    207000 | PA      | $200323.16    | 0.14%             | 2025-08-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                             | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $121900.80    | 0.09%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| First American Government Obli                     | First American Government Obligations Fund                                       | CUSIP: 31846V336<br>LEI: 549300R5MYM6VZF1RM44 | Long             | STIV             | RF                | US        |   4939279 | NS      | $4939278.96   | 3.47%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTCASH INC                                      | FirstCash Inc                                                                    | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    220000 | PA      | $188444.30    | 0.13%             | 2030-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                           | Ford Motor Credit Co LLC                                                         | CUSIP: 345397A78<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    132000 | PA      | $127870.38    | 0.09%             | 2023-11-17      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST                           | Fortress Transportation and Infrastructure Investors LLC                         | CUSIP: 34960PAB7<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15054.84     | 0.01%             | 2025-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST                           | Fortress Transportation and Infrastructure Investors LLC                         | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    350000 | PA      | $280495.25    | 0.20%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** Oaktree Diversified Income Fund Inc.

**Signature:** /s/ Casey P. Tushaus

**Name of Signer:** Casey P. Tushaus

**Title:** Treasurer