# EDGAR Filing Document

**Accession Number:** 0001497778
**File Stem:** 0000940400-26-024918
**Filing Date:** 2026-6
**Character Count:** 129653
**Document Hash:** efbaf61d37a9fb5e6285191ae5b29db2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-024918.hdr.sgml**: 20260622

**ACCESSION NUMBER**: 0000940400-26-024918

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260622

**DATE AS OF CHANGE**: 20260622

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIRST TRUST SERIES FUND
- **CENTRAL INDEX KEY:** 0001497778

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22452
- **FILM NUMBER:** 261107166

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

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

## Series and Classes Contracts Data

### First Trust Short Duration High Income Fund (Series ID: S000038285)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000118178 | Class A      | FDHAX           |
| C000121471 | Class C      | FDHCX           |
| C000121472 | Class I      | FDHIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** First Trust Series Fund

- **b. Investment Company Act file number:** 811-22452

- **c. CIK number of Registrant:** 0001497778

- **d. LEI of Registrant:** 549300RL1B5O4HI4N885

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

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

  - **City:** Wheaton

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60187

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

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

- **a. Name of Series:** First Trust Short Duration High Income Fund

- **b. EDGAR series identifier (if any):** S000038285

- **c. LEI of Series:** 549300V5FLWG03SEZ819

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

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

- **b. Date as of which information is reported:** 2026-04-30

**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:** $57005950.05

**Total Liabilities:** $1402003.50

**Net Assets:** $55603946.55

**Cash Not Reported:** $96109.47

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 5.79887000 | **1-Year:** 244.71261000 | **5-Year:** 391.97138000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** 76.95364000 | **1-Year:** 4680.00536000 | **5-Year:** 8017.88591000 | **10-Year:** 264.12581000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000118178 | -0.63%               | -0.69%               | 1.46%                |
| Class ID C000121471 | -0.69%               | -0.82%               | 1.45%                |
| Class ID C000121472 | -0.61%               | -0.67%               | 1.48%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-91842.89               | $-546271.84                                |
| Month 2  | $-72915.08               | $-663744.44                                |
| Month 3  | $-113822.89              | $662742.79                                 |

**Designated Index Information**

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

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                    | Title                                                                                                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| OSAIC HOLDINGS INC                                                      | ADVGRO 6.75 08/01/32 144A                                                                               | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    290000 | PA      | $294700.53    | 0.53%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Kaseya Inc.                                                             | Kaseya Second-lien Term Loan 500 2033-02-22                                                             | CUSIP: 48578AAE8<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |     14110 | PA      | $11327.89     | 0.02%             | 2033-03-05      | Floating      | 8.66%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                         | PFSI 6.75 02/15/34 144A                                                                                 | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    352000 | PA      | $341001.23    | 0.61%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                           | SATS 10.75 11/30/29 .                                                                                   | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    521148 | PA      | $566166.02    | 1.02%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| PETSMART LLC                                                            | PETM 7.5 09/15/32                                                                                       | CUSIP: 71677KAC2<br>LEI: 894500NGJMHSFNESGA67 | Long             | DBT              | CORP              | US        |     66000 | PA      | $66881.34     | 0.12%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Mavis Tire Express Services Topco Corp                                  | Mavis Tire Express Term Loan B 300 2028-05-01                                                           | CUSIP: 57777YAG1<br>LEI: 254900NVDM4GTLBL9E56 | Long             | LON              | CORP              | US        |    456698 | PA      | $457974.03    | 0.82%             | 2028-05-04      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                                           | FCFS 6.875 03/01/32 144A                                                                                | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    277000 | PA      | $284238.19    | 0.51%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                | BLDR 6.375 03/01/34 144A                                                                                | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    320000 | PA      | $318811.90    | 0.57%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VIKING OCEAN CRUISES SHIP VII LTD                                       | VIKCRU 5.625 02/15/29 144A                                                                              | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    316000 | PA      | $316418.35    | 0.57%             | 2029-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Jupiter Borrower, Inc.                                                  | JUPITER BORROWER INC                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     44667 | PA      | $44890.00     | 0.08%             | 2033-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                      | CCO 7.125 02/15/31 144A                                                                                 | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     56000 | PA      | $58256.35     | 0.10%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                | TIBX 8.25 06/30/32 144A                                                                                 | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    267000 | PA      | $253848.32    | 0.46%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                  | WCC 5.25 04/15/31 144A                                                                                  | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     81000 | PA      | $81152.05     | 0.15%             | 2031-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc                                                   | American Airlines Term Loan B 175 2027-01-11                                                            | CUSIP: 02376CAX3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    340746 | PA      | $340198.63    | 0.61%             | 2027-01-29      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                      | VEGLPL 7.75 05/01/35 144A                                                                               | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    446000 | PA      | $501825.37    | 0.90%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PetsMart LLC                                                            | PetSmart Term Loan B 400 2032-08-02                                                                     | CUSIP: 71677HAN5<br>LEI: 894500NGJMHSFNESGA67 | Long             | LON              | CORP              | US        |    111680 | PA      | $112273.16    | 0.20%             | 2032-08-18      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC                                                            | PETM 10 09/15/33                                                                                        | CUSIP: 71677KAD0<br>LEI: 894500NGJMHSFNESGA67 | Long             | DBT              | CORP              | US        |     54000 | PA      | $54581.09     | 0.10%             | 2033-09-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                               | SUN 5.625 03/15/31 144A                                                                                 | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    109000 | PA      | $109447.55    | 0.20%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLDINGS LLC                                           | FREMOR 8.375 04/01/32 144A                                                                              | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    108000 | PA      | $109561.14    | 0.20%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FLASH COMPUTE LLC                                                       | FLASHC 7.25 12/31/30 144A                                                                               | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    147000 | PA      | $150134.05    | 0.27%             | 2030-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Camelot US Acquisition I Co                                             | CAMELOT US ACQUISITION LLC                                                                              | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |    231655 | PA      | $219492.81    | 0.39%             | 2031-01-31      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| OneDigital Borrower LLC                                                 | OneDigital Health and Benefits Second-lien Term Loan 525 2032-06-02                                     | CUSIP: 68252HAB0<br>LEI: 2549009GTKWWAO1E9X77 | Long             | LON              | CORP              | US        |    881117 | PA      | $860190.65    | 1.55%             | 2032-07-02      | Floating      | 8.90%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                              | Golden Nugget Term Loan B 400 2029-01-03                                                                | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |     80000 | PA      | $79450.00     | 0.14%             | 2029-01-27      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Great Outdoors Group LLC                                                | Great American Outdoors (Bass Pro Shops) Term Loan B 325 2032-01-12                                     | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |     80957 | PA      | $81574.41     | 0.15%             | 2032-01-23      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| LIGHT AND WONDER INTERNATIONAL INC                                      | LNW 7.5 09/01/31 144A                                                                                   | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     67000 | PA      | $69861.37     | 0.13%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BCPE Pequod Buyer Inc                                                   | Envestnet Inc Term Loan B 300 2031-10-01                                                                | CUSIP: 05624AAB8<br>LEI: 549300HLWZ5OKIDM8737 | Long             | LON              | CORP              | US        |    280000 | PA      | $277524.80    | 0.50%             | 2031-11-25      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                     | SIRI 4 07/15/28 144A                                                                                    | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     47000 | PA      | $45667.90     | 0.08%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                                  | MORTON 6.625 05/01/29 144A                                                                              | CUSIP: 78433BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $26818.83     | 0.05%             | 2029-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                      | VEGLPL 6.5 01/15/34 144A                                                                                | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     61000 | PA      | $63982.35     | 0.12%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BRUNDAGE-BONE CONCRETE PUMPING HOLDING INC                              | BBCP 7.5 02/01/32 144A                                                                                  | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    151000 | PA      | $153569.87    | 0.28%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GoTo Group Inc                                                          | GOTO GROUP INC                                                                                          | CUSIP: 38349FAC0<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | US        |    258387 | PA      | $211877.15    | 0.38%             | 2028-04-28      | Floating      | 9.70%                 | No            |                  2 | On Loan: No      |
| Edelman Financial Engines Center LLC (The)                              | Edelman Financial Center/Financial Engines Term Loan B 400 2031-11-01                                   | CUSIP: 27943UAN6<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |    280973 | PA      | $281675.51    | 0.51%             | 2031-11-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BELLRING BRANDS INC                                                     | BRBR 7 03/15/30 144A                                                                                    | CUSIP: 07831CAA1<br>LEI: 549300S3BOK5CMTS8054 | Long             | DBT              | CORP              | US        |    106000 | PA      | $107717.75    | 0.19%             | 2030-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FORTREA HOLDINGS INC                                                    | FTRE 7.5 07/01/30 144A                                                                                  | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |    198000 | PA      | $192909.00    | 0.35%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLDINGS LLC                                           | FREMOR 9.25 02/01/29 144A                                                                               | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     59000 | PA      | $61156.45     | 0.11%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Inc                                                       | Nexstar Broadcasting Term Loan B (Incremental) 275 2033-03-07                                           | CUSIP: 65336RBF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     90667 | PA      | $90716.54     | 0.16%             | 2033-03-18      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                            | ROCKIE 6.75 03/15/33 144A                                                                               | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    112000 | PA      | $116832.84    | 0.21%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                                  | EQMSRM 8 03/15/33 144A                                                                                  | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    312000 | PA      | $327422.13    | 0.59%             | 2033-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE COMPANY INC | FRTITA 6.75 01/15/30 144A                                                                               | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $63017.78     | 0.11%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDINGS INC                                           | JHXAU 6.125 07/31/32 144A                                                                               | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    129000 | PA      | $129372.68    | 0.23%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                                   | WLSC 7.375 10/01/31 144A                                                                                | CUSIP: 96949VAL7<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    129000 | PA      | $134431.67    | 0.24%             | 2031-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                                      | ARDGRP 7.75 02/15/31 144A                                                                               | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |    542000 | PA      | $553694.46    | 1.00%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ZIPRECRUITER INC                                                        | ZIP 5 01/15/30 144A                                                                                     | CUSIP: 98980BAA1<br>LEI: 549300HLOVNNFCY2IV80 | Long             | DBT              | CORP              | US        |    235000 | PA      | $153917.34    | 0.28%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                                                     | SEM 6.25 12/01/32 144A                                                                                  | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |    302000 | PA      | $293443.62    | 0.53%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                       | ALIANT 6.75 10/15/27 144A                                                                               | CUSIP: 01883LAA1<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    444000 | PA      | $443950.72    | 0.80%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                             | Caesars Entertainment Inc Term Loan B 225 2030-02-01                                                    | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    125000 | PA      | $121615.00    | 0.22%             | 2030-02-06      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Evergreen AcqCo 1 LP                                                    | EVERGREEN ACQCO 1 LP                                                                                    | CUSIP: 30015FAJ5<br>LEI: 549300F6POVHG3ME8T95 | Long             | LON              | CORP              | US        |     86145 | PA      | $86387.38     | 0.16%             | 2032-09-17      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| MULTI-COLOR CORP                                                        | MULTI-COLOR CORP                                                                                        | CUSIP: 000000000<br>LEI: 5493002OTV1C4F4YVI40 | Long             | LON              | CORP              | US        |     10000 | PA      | $8500.00      | 0.02%             | 2026-12-02      | Floating      | 10.43%                | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                                         | SYNH 9 10/01/30 144A                                                                                    | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |    173000 | PA      | $181443.09    | 0.33%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                | IHRT 4.75 01/15/28 144A                                                                                 | CUSIP: 45174HBG1<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    191000 | PA      | $182882.50    | 0.33%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Whatabrands LLC                                                         | Whataburger Term Loan B 250 2028-08-01                                                                  | CUSIP: 96244UAJ6<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |    625112 | PA      | $626915.06    | 1.13%             | 2028-08-03      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Goosehead Insurance Holdings, LLC                                       | Goosehead Insurance Term Loan B 300 2032-01-01                                                          | CUSIP: 38267BAG8<br>LEI: 549300DF8P4C7IP1QR40 | Long             | LON              | CORP              | US        |    227629 | PA      | $227913.30    | 0.41%             | 2032-01-08      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| PHOENIX AVIATION CAPITAL LTD                                            | PHOAVI 9.25 07/15/30 144A                                                                               | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |    138000 | PA      | $140952.92    | 0.25%             | 2030-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                                                  | CACI 6.375 06/15/33 144A                                                                                | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28663.69     | 0.05%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BALDWIN INSURANCE GROUP HOLDINGS LLC (THE)                              | BWIN 7.125 05/15/31 144A                                                                                | CUSIP: 05825XAA7<br>LEI: 5493004GCDREAQPPYG20 | Long             | DBT              | CORP              | US        |    689000 | PA      | $698051.39    | 1.26%             | 2031-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                   | THC 6.125 10/01/28                                                                                      | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    268000 | PA      | $268819.81    | 0.48%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                                           | CLGX 4.5 05/01/28 144A                                                                                  | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |    142000 | PA      | $138202.98    | 0.25%             | 2028-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                       | DISH 11.75 11/15/27 144A                                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    678000 | PA      | $700370.61    | 1.26%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Multi-Color Corporation                                                 | MULTI-COLOR CORP                                                                                        | CUSIP: 000000000<br>LEI: 5493002OTV1C4F4YVI40 | Long             | LON              | CORP              | US        |     10393 | PA      | $10427.66     | 0.02%             | 2026-12-02      | Floating      | 10.43%                | No            |                  2 | On Loan: No      |
| White Cap Supply Holdings LLC(f/k/a White Cap Buyer LLC)                | White Cap Term Loan B 325 2029-10-01                                                                    | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    739191 | PA      | $736947.62    | 1.33%             | 2029-10-19      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD U.S. BORROWER LLC                                   | CWK 8.875 09/01/31 144A                                                                                 | CUSIP: 23166MAC7<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |     74000 | PA      | $77938.43     | 0.14%             | 2031-09-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                   | Quikrete Term Loan B-1 225 2029-03-01                                                                   | CUSIP: 74839XAK5<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    296970 | PA      | $297618.56    | 0.54%             | 2029-03-19      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| SAVOR ACQUISITION INC                                                   | SAVOR ACQUISITION INC                                                                                   | CUSIP: 80536AAB8<br>LEI: 25490051R6ZOBEBPQ519 | Long             | LON              | CORP              | US        |    149143 | PA      | $149888.68    | 0.27%             | 2032-02-19      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                               | SUN 5.875 03/15/34 144A                                                                                 | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    251000 | PA      | $250227.22    | 0.45%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                                                 | PRIMBP 8 03/15/31 144A                                                                                  | CUSIP: 70082LAC1<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |     56000 | PA      | $56364.73     | 0.10%             | 2031-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                                        | UWMC 6.25 03/15/31 144A                                                                                 | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    312000 | PA      | $289552.13    | 0.52%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MERIDIAN ARC HOLDCO LLC                                                 | MERIDI 6.25 04/30/31 144A                                                                               | CUSIP: 58990CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $34008.07     | 0.06%             | 2031-04-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Akorn Operating Company LLC                                             | Akorn Operating Company LLC                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26696 | NS      | $1067.84      | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                                                           | TDG 6.625 03/01/32 144A                                                                                 | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    288000 | PA      | $296335.58    | 0.53%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                | TIBX 6.625 08/15/33 144A                                                                                | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     49000 | PA      | $43929.37     | 0.08%             | 2033-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE PLC                                                 | HWDGRP 7.25 02/15/31 144A                                                                               | CUSIP: 44287GAA4<br>LEI: 87550008DPN8BDG67910 | Long             | DBT              | CORP              | GB        |    280000 | PA      | $282037.28    | 0.51%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE COMPANY INC | FRTITA 4.625 01/15/29 144A                                                                              | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $48707.71     | 0.09%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Skopima Consilio Parent LLC (FKA GI Consilio)                           | Consilio Term Loan B 375 2028-05-01                                                                     | CUSIP: 36171NAG1<br>LEI: 254900K3R60UMIODZD21 | Long             | LON              | CORP              | US        |    134152 | PA      | $112785.57    | 0.20%             | 2028-05-12      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                      | CCO 7.75 04/15/28 144A                                                                                  | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    182000 | PA      | $183427.06    | 0.33%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                                                 | PRIMBP 8.75 12/31/30 144A                                                                               | CUSIP: 70082LAD9<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |    143351 | PA      | $135696.96    | 0.24%             | 2030-12-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| DG Investment Intermediate Holdings 2 Inc                               | DG INVESTMENT INTERMEDI                                                                                 | CUSIP: 23344MAN8<br>LEI: 549300AE79DEGS4AGL59 | Long             | LON              | CORP              | US        |    122503 | PA      | $122120.06    | 0.22%             | 2033-07-29      | Floating      | 9.15%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                               | OLN 6.625 04/01/33 144A                                                                                 | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     88000 | PA      | $87286.94     | 0.16%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                                   | WLSC 6.625 04/15/30 144A                                                                                | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30919.08     | 0.06%             | 2030-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                | SVC 8.625 11/15/31 144A                                                                                 | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     84000 | PA      | $88441.67     | 0.16%             | 2031-11-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP                                            | FUN 8.625 01/15/32 144A                                                                                 | CUSIP: 83003AAA8<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101721.60    | 0.18%             | 2032-01-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROUP INC                                           | SBGI 8.125 02/15/33 144A                                                                                | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    162000 | PA      | $167866.83    | 0.30%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group Inc                                                  | athenahealth Term Loan B 300 2029-02-01                                                                 | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    961503 | PA      | $959272.51    | 1.73%             | 2029-02-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| DREAM FINDERS HOMES INC                                                 | DFH 6.875 09/15/30 144A                                                                                 | CUSIP: 26154DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    177000 | PA      | $173723.78    | 0.31%             | 2030-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                               | XYZ 6 08/15/33 144A                                                                                     | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     54000 | PA      | $53939.25     | 0.10%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Highline AfterMarket Acquisition LLC                                    | Highline Warren (Highline Aftermarket) Term Loan B 350 2030-02-04                                       | CUSIP: 43110HAF6<br>LEI: 254900Q5W6G5KG3GHJ04 | Long             | LON              | CORP              | US        |    312114 | PA      | $314454.88    | 0.57%             | 2030-02-13      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Flash Charm Inc (fka Idera Inc)                                         | Idera Second-lien Term Loan 675 2029-01-20                                                              | CUSIP: 45168RAS2<br>LEI: 549300VQ6S3PWR8NUC48 | Long             | LON              | CORP              | US        |     75574 | PA      | $49059.90     | 0.09%             | 2029-03-02      | Floating      | 10.56%                | No            |                  2 | On Loan: No      |
| SV RNO PROPERTY OWNER 1 LLC                                             | TRACTC 5.875 03/01/31 144A                                                                              | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    257000 | PA      | $252322.26    | 0.45%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP                            | CHTR 7 02/01/33 144A                                                                                    | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    585000 | PA      | $577116.11    | 1.04%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Mcafee Corp                                                             | McAfee Term Loan B 300 2029-03-01                                                                       | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |    449616 | PA      | $397348.31    | 0.71%             | 2029-03-01      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings, LLC                                          | Truist Insurance Holdings Second-lien Term Loan 475 2032-02-28                                          | CUSIP: 89788VAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    310902 | PA      | $308570.15    | 0.55%             | 2032-05-06      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP FINANCE LTD                                              | ARDGRP 8.875 02/15/32 144A                                                                              | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |    255000 | PA      | $254025.98    | 0.46%             | 2032-02-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERNATIONAL LLC                                     | GPK 3.5 03/15/28 144A                                                                                   | CUSIP: 38869AAB3<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     46000 | PA      | $44526.12     | 0.08%             | 2028-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                           | TDG 6 01/15/33 144A                                                                                     | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     83000 | PA      | $83866.08     | 0.15%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP             | UNSEAM 6.875 06/15/30 144A                                                                              | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    188000 | PA      | $193557.54    | 0.35%             | 2030-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Graham Packaging Company Inc                                            | GRAHAM PACKAGING/GPC CAP                                                                                | CUSIP: 000000000<br>LEI: 549300YS0ZFT826HIK72 | Long             | LON              | CORP              | US        |    305160 | PA      | $304969.45    | 0.55%             | 2033-01-26      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE LTD                                                      | AZORRA 6.25 02/15/34 144A                                                                               | CUSIP: 05480AAC9<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    275000 | PA      | $264918.65    | 0.48%             | 2034-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                            | USFOOD 5.75 04/15/33 144A                                                                               | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    221000 | PA      | $221991.19    | 0.40%             | 2033-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                                   | JANEST 6.75 05/01/33 144A                                                                               | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |    256000 | PA      | $263129.86    | 0.47%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| C&S Wholesale Grocers Inc                                               | C&S Wholesale Grocers Term Loan B 500 2030-07-22                                                        | CUSIP: 12676AAB1<br>LEI: 54930093F8X1FEZBGJ91 | Long             | LON              | CORP              | US        |     72248 | PA      | $70531.63     | 0.13%             | 2030-09-20      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURANCE MANAGEMENT INC                              | NAVCOR 8.5 03/15/30 144A                                                                                | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |    172000 | PA      | $177393.06    | 0.32%             | 2030-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                | LW 4.375 01/31/32 144A                                                                                  | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    159000 | PA      | $149843.89    | 0.27%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA LLC                                                    | ASHWOO 6.875 08/01/33 144A                                                                              | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    189000 | PA      | $185667.48    | 0.33%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO COMPANY (THE)                                        | SMG 4.375 02/01/32                                                                                      | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    135000 | PA      | $126055.62    | 0.23%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                   | HBGCN 7.25 06/15/30 144A                                                                                | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    103000 | PA      | $106608.19    | 0.19%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                             | W 6.75 11/15/32 144A                                                                                    | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28326.82     | 0.05%             | 2032-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Starlight Parent LLC                                                    | STARLIGHT PARENT LLC                                                                                    | CUSIP: 85554UAB0<br>LEI: 254900ZM34IBOK68V949 | Long             | LON              | CORP              | US        |    168181 | PA      | $143374.34    | 0.26%             | 2032-04-16      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| MOOG INC                                                                | MOGA 5.5 10/15/34 144A                                                                                  | CUSIP: 615394AP8<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23078.02     | 0.04%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                       | HRI 7.25 06/15/33 144A                                                                                  | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    196000 | PA      | $205374.48    | 0.37%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                | SVC 0 09/30/27 144A                                                                                     | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     98000 | PA      | $90167.81     | 0.16%             | 2027-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES INC                                                    | RKT 7.125 02/01/32 144A                                                                                 | CUSIP: 77311WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    112000 | PA      | $115836.56    | 0.21%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PAYSAFE FINANCE PLC                                                     | PSFE 4 06/15/29 144a                                                                                    | CUSIP: 70452AAA1<br>LEI: 894500TDMZ4S0F5X0Z61 | Long             | DBT              | CORP              | GB        |    216000 | PA      | $181106.28    | 0.33%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                    | NLSN 9.29 04/15/29 144A                                                                                 | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    162000 | PA      | $163974.70    | 0.29%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| Connectwise, LLC                                                        | ConnectWise Term Loan B 350 2028-09-07                                                                  | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     54626 | PA      | $50997.09     | 0.09%             | 2028-09-29      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                       | NWL 8.5 06/01/28 144A                                                                                   | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    388000 | PA      | $405688.92    | 0.73%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES US FINCO INC                                           | SCGALO 6.625 03/01/30 144A                                                                              | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     81000 | PA      | $68414.82     | 0.12%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PR RNO PROPERTY OWNER 1 LLC                                             | TRACTD 6.5 05/01/31 144A                                                                                | CUSIP: 69393LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $44628.70     | 0.08%             | 2031-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SWORD PURCHASER LLC                                                     | SEE 8.25 04/15/33 144A                                                                                  | CUSIP: 87110CAB3<br>LEI: 254900S0VY2QTAITBR94 | Long             | DBT              | CORP              | US        |     56000 | PA      | $57344.18     | 0.10%             | 2033-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Star Parent Inc                                                         | STAR PARENT INC                                                                                         | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |    295504 | PA      | $295966.02    | 0.53%             | 2030-09-27      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                                    | SHEARE 7.875 03/01/31 144A                                                                              | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    164000 | PA      | $169481.70    | 0.30%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                                        | Garda World Security Term Loan B 275 2029-02-01                                                         | CUSIP: 000000000<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | US        |    560000 | PA      | $560350.00    | 1.01%             | 2029-02-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                            | MH SUB I LLC                                                                                            | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    216918 | PA      | $200427.10    | 0.36%             | 2028-05-03      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| Electron Bidco Inc.                                                     | ExamWorks Term Loan B 250 2033-01-24                                                                    | CUSIP: 28542CAG4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     96971 | PA      | $97444.14     | 0.18%             | 2033-02-06      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                                        | WULF 7.75 10/15/30 144A                                                                                 | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $210322.03    | 0.38%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                                      | ADVGRO 8 08/01/33 144A                                                                                  | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132650.83    | 0.24%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                                    | ALPGEN 6.25 01/15/34 144A                                                                               | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    391000 | PA      | $388563.91    | 0.70%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RINGCENTRAL INC                                                         | RNG 8.5 08/15/30 144A                                                                                   | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |    283000 | PA      | $297582.99    | 0.54%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CP ATLAS BUYER INC                                                      | AMBATH 9.75 07/15/30 144A                                                                               | CUSIP: 12597YAC3<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |    178000 | PA      | $165628.37    | 0.30%             | 2030-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| PRIMO WATER HOLDINGS INC                                                | PRMWCN 6.25 04/01/29 144A                                                                               | CUSIP: 74168RAC7<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |    124000 | PA      | $124236.96    | 0.22%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CANPACK SA / CANPACK US LLC                                             | CANPCK 3.875 11/15/29 144A                                                                              | CUSIP: 13806CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | PL        |    309000 | PA      | $292554.87    | 0.53%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CRC INSURANCE GROUP LLC                                                 | TIHLLC 7.125 06/01/31 144A                                                                              | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    665000 | PA      | $668489.71    | 1.20%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                       | HRI 5.75 03/15/31 144A                                                                                  | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13038.95     | 0.02%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                           | TDG 6.375 05/31/33 144A                                                                                 | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    309000 | PA      | $311603.02    | 0.56%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                       | POST 6.5 03/15/36 144A                                                                                  | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    267000 | PA      | $265487.69    | 0.48%             | 2036-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INSTALLED BUILDING PRODUCTS INC                                         | IBP 5.625 02/01/34 144A                                                                                 | CUSIP: 45780RAB7<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |    276000 | PA      | $275320.82    | 0.50%             | 2034-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                  | WCC 6.375 03/15/33 144A                                                                                 | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93027.87     | 0.17%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                    | NLSN 9.5 02/15/33 144A                                                                                  | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20040.87     | 0.04%             | 2033-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| GATES CORP                                                              | GTES 6.875 07/01/29 144A                                                                                | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |     79000 | PA      | $81369.02     | 0.15%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| QXO INC                                                                 | BECN 6.75 04/30/32 144A                                                                                 | CUSIP: 74825NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    508000 | PA      | $518503.13    | 0.93%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRETE LLC                                           | SMYREA 6 11/01/28 144A                                                                                  | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     69000 | PA      | $68992.27     | 0.12%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE 2 PLC                                               | HWDGRP 8.125 02/15/32 144A                                                                              | CUSIP: 44287DAA1<br>LEI: 875500O63ODR8S3K5X33 | Long             | DBT              | CORP              | GB        |    279000 | PA      | $266698.19    | 0.48%             | 2032-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                            | HNDLIN 6.375 08/15/33 144A                                                                              | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    139000 | PA      | $139681.38    | 0.25%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                          | NRG 6.25 11/01/34 144A                                                                                  | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     62000 | PA      | $62761.36     | 0.11%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                               | XYZ 5.625 08/15/30 144A                                                                                 | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80125.92     | 0.14%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP             | UNSEAM 7.875 02/15/31 144A                                                                              | CUSIP: 019576AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    129000 | PA      | $135403.17    | 0.24%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                                         | Authentic Brands Term Loan B 225 2028-12-01                                                             | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |     86593 | PA      | $86880.41     | 0.16%             | 2028-12-21      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                         | TMHC 5.75 11/15/32 144A                                                                                 | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     56000 | PA      | $56651.06     | 0.10%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                              | PFGC 6.125 09/15/32 144A                                                                                | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162387.20    | 0.29%             | 2032-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Parexel International Inc (f/k/a Phoenix Newco Inc)                     | Parexel Term Loan B 275 2031-12-01                                                                      | CUSIP: 71911KAF1<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |    444339 | PA      | $444894.53    | 0.80%             | 2031-12-12      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEMS INC                                           | WMS 5.375 03/01/34 144A                                                                                 | CUSIP: 00790RAC8<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54360.05     | 0.10%             | 2034-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PAPA JOHN'S INTERNATIONAL INC                                           | PZZA 3.875 09/15/29 144A                                                                                | CUSIP: 698813AA0<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22130.44     | 0.04%             | 2029-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                                  | EQMSRM 9 05/15/28 144A                                                                                  | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62279.64     | 0.11%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                                 | EA 8.75 07/01/34 144A                                                                                   | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46855.66     | 0.08%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                                      | MATHOM 6 12/15/33 144A                                                                                  | CUSIP: 57701RAQ5<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    309000 | PA      | $296975.42    | 0.53%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRINK'S COMPANY (THE)                                                   | BCO 6.75 06/15/32 144A                                                                                  | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    318000 | PA      | $326487.10    | 0.59%             | 2032-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Project Alpha Intermediate Holding Inc                                  | PROJECT ALPHA INTERMEDIATE HOLDING INC                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    149417 | PA      | $90864.78     | 0.16%             | 2033-05-09      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS INC                                             | SURCEN 7.25 04/15/32 144A                                                                               | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    404000 | PA      | $403426.44    | 0.73%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                     | ACRISU 6.75 07/01/32 144A                                                                               | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $246474.20    | 0.44%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                  | VENLNG 8.375 06/01/31 144A                                                                              | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    160000 | PA      | $166896.64    | 0.30%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                                    | ALPGEN 6.75 10/15/32 144A                                                                               | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    126000 | PA      | $129121.15    | 0.23%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                | SNAP 6.875 03/15/34 144A                                                                                | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    320000 | PA      | $309994.33    | 0.56%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP                                                 | RHP 5.75 03/15/34 144A                                                                                  | CUSIP: 74984CAA6<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |     46000 | PA      | $45753.57     | 0.08%             | 2034-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Pac Dac LLC                                                             | Phoenix Aviation Capital Term Loan B 325 2030-09-30                                                     | CUSIP: 69450PAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    361241 | PA      | $358456.16    | 0.64%             | 2030-10-28      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| SAVOR ACQUISITION INC                                                   | SAUERB L 02/19/32 2                                                                                     | CUSIP: 80536AAC6<br>LEI: 25490051R6ZOBEBPQ519 | Long             | LON              | CORP              | US        |     11626 | PA      | $11683.72     | 0.02%             | 2032-02-19      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| CONCENTRA HEALTH SERVICES INC                                           | CONCEN 6.875 07/15/32 144A                                                                              | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |     34000 | PA      | $35276.39     | 0.06%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP / CLARIOS US FINANCE CO INC                           | POWSOL 6.75 09/15/32 144A                                                                               | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    175000 | PA      | $179116.00    | 0.32%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                     | USLBMH 9.5 06/15/31 144A                                                                                | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |    171000 | PA      | $149836.13    | 0.27%             | 2031-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| WH Borrower LLC                                                         | WHP Global Term Loan B 475 2032-01-30                                                                   | CUSIP: 92942LAG6<br>LEI: 2549009H920CQUE3R944 | Long             | LON              | CORP              | US        |    179390 | PA      | $179867.47    | 0.32%             | 2032-02-20      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                                        | CALCOL 7.625 01/30/32 144A                                                                              | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |    359000 | PA      | $373936.91    | 0.67%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES INC                                                    | RKT 6.375 08/01/33 144A                                                                                 | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    397000 | PA      | $402337.67    | 0.72%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                        | PARA 3.7 06/01/28                                                                                       | CUSIP: 124857AX1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    288000 | PA      | $278942.93    | 0.50%             | 2028-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                                  | EQMSRM 8.625 05/15/32 144A                                                                              | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    179000 | PA      | $190064.89    | 0.34%             | 2032-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                                                          | LOGM 5.5 05/01/28 144a                                                                                  | CUSIP: 38349YAB1<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |    193800 | PA      | $49419.00     | 0.09%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                   | QUIKHO 6.75 03/01/33 144A                                                                               | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    288000 | PA      | $292226.34    | 0.53%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDINGS LLC                                          | RCM 6.875 11/15/31 144A                                                                                 | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    509000 | PA      | $504152.59    | 0.91%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Verde Purchaser, LLC                                                    | Veritiv Corp Term Loan B 400 2030-11-01                                                                 | CUSIP: 92338TAB2<br>LEI: 2549004HFEKMUGBG3Z35 | Long             | LON              | CORP              | US        |     46989 | PA      | $45601.02     | 0.08%             | 2030-11-29      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| Knowbe4, Inc.                                                           | KnowBe4 First-lien Term Loan 375 2032-07-05                                                             | CUSIP: 49925TAD7<br>LEI: 64883ZJ0RS5039H4PN24 | Long             | LON              | CORP              | US        |    193316 | PA      | $171084.22    | 0.31%             | 2032-07-23      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                                 | EA 7.25 07/01/33 144A                                                                                   | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46389.20     | 0.08%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                     | ACRISU 7.5 11/06/30 144A                                                                                | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    182000 | PA      | $184943.59    | 0.33%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLDINGS LLC                                           | FREMOR 9.125 05/15/31 144A                                                                              | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    183000 | PA      | $189773.56    | 0.34%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                         | BMCAUS 6.5 08/15/32 144A                                                                                | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    321000 | PA      | $324426.68    | 0.58%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRETE LLC                                           | SMYREA 8.875 11/15/31 144A                                                                              | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    388000 | PA      | $406485.10    | 0.73%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DG Investment Intermediate Holdings 2 Inc                               | DG INVESTMENT INTERMEDI                                                                                 | CUSIP: 23344MAM0<br>LEI: 5493000K4943E6XIGE81 | Long             | LON              | CORP              | US        |     75807 | PA      | $75997.07     | 0.14%             | 2032-07-09      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                              | PFGC 5.625 03/01/34 144A                                                                                | CUSIP: 71376LAH3<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    414000 | PA      | $405646.18    | 0.73%             | 2034-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Leia Finco US LLC                                                       | Darktrace Second-lien Term Loan 525 2032-06-11                                                          | CUSIP: 52526CAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    435411 | PA      | $399955.41    | 0.72%             | 2032-10-09      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC                                                     | FOUR 6.75 08/15/32 144A                                                                                 | CUSIP: 82453AAB3<br>LEI: 254900GTEMR7L40VPI74 | Long             | DBT              | CORP              | US        |    269000 | PA      | $268676.93    | 0.48%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                   | LVLT 7 03/31/34 144A                                                                                    | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    148000 | PA      | $153605.06    | 0.28%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                   | HBGCN 7.375 01/31/32 144A                                                                               | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    168000 | PA      | $172199.33    | 0.31%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY INSTITUTIONAL LIQUIDITY FUNDS                            | MORGAN STANLEY INSTITUTIONAL LIQUIDITY FUNDS TREAS PTF INST                                             | CUSIP: 61747C582<br>LEI: 5493000A332Y142SOW84 | Long             | STIV             | RF                | US        |   3315575 | NS      | $3315575.36   | 5.96%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                      | VEGLPL 6.75 01/15/36 144A                                                                               | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    132000 | PA      | $140383.98    | 0.25%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNDER ARMOUR INC                                                        | UA 7.25 07/15/30 144A                                                                                   | CUSIP: 904311AD9<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56166.33     | 0.10%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                          | NRG 5.75 01/15/34 144A                                                                                  | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     78000 | PA      | $77469.02     | 0.14%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                    | NLSN 10.375 05/15/31 144A                                                                               | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    112000 | PA      | $115663.63    | 0.21%             | 2031-05-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Green Infrastructure Partners Inc.                                      | Green Infrastructure Partners Term Loan B 275 2032-09-08                                                | CUSIP: 39306DAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    202789 | PA      | $203549.65    | 0.37%             | 2032-09-24      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                         | BMCAUS 6.25 08/01/33 144A                                                                               | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    142000 | PA      | $142068.03    | 0.26%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                         | BMCAUS 5.875 03/15/34 144A                                                                              | CUSIP: 853192AA0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    134000 | PA      | $130776.92    | 0.24%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                                         | FAIRIC 6 05/15/33 144A                                                                                  | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    575000 | PA      | $567533.11    | 1.02%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY CORP                                               | CRS 5.625 03/01/34 144A                                                                                 | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28051.86     | 0.05%             | 2034-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                                                                | ZIGGO 4.875 01/15/30 144a                                                                               | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |    318000 | PA      | $299346.63    | 0.54%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                 | TLN 6.25 02/01/34 144A                                                                                  | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     86000 | PA      | $85410.62     | 0.15%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                       | POST 6.25 02/15/32 144A                                                                                 | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    329000 | PA      | $335694.16    | 0.60%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                   | MOH 6.25 01/15/33 144A                                                                                  | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    520000 | PA      | $519754.61    | 0.93%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Oak-Eagle Acquireco, Inc.                                               | Electronic Arts Term Loan B 350 2033-03-14                                                              | CUSIP: 67123SAB5<br>LEI: 6488ICS9P20290MA1H31 | Long             | LON              | CORP              | US        |     90133 | PA      | $90268.54     | 0.16%             | 2033-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Project Alpha Intermediate Holding Inc                                  | PROJECT ALPHA INTERMEDIATE HOLDING INC                                                                  | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    100549 | PA      | $79433.73     | 0.14%             | 2030-10-28      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                                       | WASPRO 7 02/01/33 144A                                                                                  | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    268000 | PA      | $273683.05    | 0.49%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VeriFone Systems Inc                                                    | PAY L 08/21/28 2                                                                                        | CUSIP: 92346NAH2<br>LEI: 254900LTTVM8MM9RKV75 | Long             | LON              | CORP              | US        |    111609 | PA      | $106140.04    | 0.19%             | 2028-08-18      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| Lsf12 Crown Us Commercial Bidco, LLC                                    | LSF12 CROWN US COMMERCIA                                                                                | CUSIP: 50221UAE1<br>LEI: 254900FI2OCFTJ9PAJ18 | Long             | LON              | CORP              | US        |     80629 | PA      | $81183.80     | 0.15%             | 2031-12-02      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                         | MADIAQ 5.875 06/30/29 144A                                                                              | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    289000 | PA      | $288451.97    | 0.52%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA GROUP INC                                                 | NXST 6.5 09/15/33 144A                                                                                  | CUSIP: 65346UAB5<br>LEI: 52990083ZRR5UT591988 | Long             | DBT              | CORP              | US        |    113000 | PA      | $113942.53    | 0.20%             | 2033-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP                                            | FUN 7.25 05/15/31 144A                                                                                  | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |     62000 | PA      | $61193.27     | 0.11%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                | SVC 8.875 06/15/32                                                                                      | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    205000 | PA      | $210493.59    | 0.38%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| UFC Holdings LLC (Zuffa)/TKO Group                                      | TKO Group Holdings (UFC) Term Loan B 200 2031-11-01                                                     | CUSIP: 90266UAL7<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |     57820 | PA      | $58040.47     | 0.10%             | 2031-11-21      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| IVC Acquisition Ltd                                                     | IVC Evidensia (Independent Vetcare) Term Loan B 375 2028-12-01                                          | CUSIP: 000000000<br>LEI: 5493000Y4FS5LU4IPV32 | Long             | LON              | CORP              | US        |    291231 | PA      | $291486.27    | 0.52%             | 2028-12-12      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                                                   | BELRON 5.75 10/15/29 144a                                                                               | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |    197000 | PA      | $199102.26    | 0.36%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Albion Financing 3 SARL                                                 | Aggreko Term Loan B 300 2031-05-01                                                                      | CUSIP: 01330EAD0<br>LEI: 259400QTZA08U7DIP580 | Long             | LON              | CORP              | US        |    192689 | PA      | $193869.00    | 0.35%             | 2031-05-21      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                          | NRG 6 01/15/36 144A                                                                                     | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    287000 | PA      | $285176.60    | 0.51%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO LLC                                             | SKX 10 07/15/33 144a                                                                                    | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |     52000 | PA      | $57228.55     | 0.10%             | 2033-07-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                                       | CLH 5.75 10/15/33 144A                                                                                  | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     56000 | PA      | $56565.88     | 0.10%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1 SARL / AGGREKO HOLDINGS INC                          | AGKLN 7 05/21/30 144A                                                                                   | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     86000 | PA      | $88882.72     | 0.16%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                       | HRI 6 03/15/34 144A                                                                                     | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12903.87     | 0.02%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EZCORP INC                                                              | EZPW 7.375 04/01/32 144A                                                                                | CUSIP: 302301AJ5<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |     59000 | PA      | $62519.94     | 0.11%             | 2032-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                 | TLN 6.5 02/01/36 144A                                                                                   | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    399000 | PA      | $400720.42    | 0.72%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Vista Management Holding Inc.                                           | VistaJet Term Loan B 375 2031-03-17                                                                     | CUSIP: 92842EAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     23152 | PA      | $23006.93     | 0.04%             | 2031-04-01      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Edelman Financial Engines Center LLC (The)                              | Edelman Financial Center/Financial Engines Second-lien Term Loan 525 2028-10-01                         | CUSIP: 27943TAC3<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |    366581 | PA      | $365939.29    | 0.66%             | 2028-10-06      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                       | POST 6.375 03/01/33 144A                                                                                | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    335000 | PA      | $335085.76    | 0.60%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                     | ACRISU 6 08/01/29 144A                                                                                  | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    127000 | PA      | $119928.35    | 0.22%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                                                | ICLR 5.849 05/08/29                                                                                     | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $203827.26    | 0.37%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                          | BBDBCN 6.75 06/15/33 144A                                                                               | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    168000 | PA      | $175384.10    | 0.32%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERNATIONAL LLC                                     | GPK 6.375 07/15/32 144A                                                                                 | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    208000 | PA      | $207851.78    | 0.37%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                                  | MORTON 4.875 05/01/28 144A                                                                              | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     53000 | PA      | $52520.64     | 0.09%             | 2028-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP HOLDINGS INC                                       | TIBX 6.5 03/31/29 144A                                                                                  | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    188000 | PA      | $183198.67    | 0.33%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                   | THC 6 11/15/33 144A                                                                                     | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28314.27     | 0.05%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                | TIBX 9 09/30/29 144A                                                                                    | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    549000 | PA      | $539510.61    | 0.97%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Project Ruby Ultimate Parent Corp                                       | PROJECT RUBY ULTIMATE PARENT CORP                                                                       | CUSIP: 74339UBA7<br>LEI: 549300UGGIEE7YT1C741 | Long             | LON              | CORP              | US        |    248111 | PA      | $248329.37    | 0.45%             | 2028-03-10      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                                   | HLT 6.125 04/01/32 144A                                                                                 | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52997.00     | 0.10%             | 2032-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Sword Purchaser, LLC                                                    | Sealed Air Term Loan B 400 2033-03-18                                                                   | CUSIP: 87110SAB8<br>LEI: 254900S0VY2QTAITBR94 | Long             | LON              | CORP              | US        |     55000 | PA      | $53487.50     | 0.10%             | 2033-04-11      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                        | NUMERICABLE US LLC                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    410782 | PA      | $419221.27    | 0.75%             | 2031-05-31      | Floating      | 10.55%                | No            |                  2 | On Loan: No      |
| BLACK PEARL COMPUTE LLC                                                 | BLKPRL 6.125 02/15/31 144A                                                                              | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    118000 | PA      | $119868.86    | 0.22%             | 2031-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                                     | US LBM Term Loan B (Incremental) 375 2031-05-16                                                         | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |     68738 | PA      | $57774.50     | 0.10%             | 2031-06-06      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                                     | RRR 6.625 03/15/32 144A                                                                                 | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    210000 | PA      | $212739.66    | 0.38%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                                    | FLTR 5.875 06/04/31 144A                                                                                | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    273000 | PA      | $272191.92    | 0.49%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RB GLOBAL HOLDINGS INC                                                  | RBACN 7.75 03/15/31 144A                                                                                | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |    255000 | PA      | $265080.03    | 0.48%             | 2031-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GRAHAM HOLDINGS CO                                                      | GHC 5.625 12/01/33 144A                                                                                 | CUSIP: 384637AC8<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | DBT              | CORP              | US        |    277000 | PA      | $274868.68    | 0.49%             | 2033-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                                   | JANEST 6.125 11/01/32 144A                                                                              | CUSIP: 47077WAD0<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |     84000 | PA      | $84489.50     | 0.15%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp                                               | Gainwell Technologies (fka Milano Acqusition/DXC State & Local HHS) First-lien Term Loan 400 2027-08-03 | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    153177 | PA      | $150848.38    | 0.27%             | 2027-10-01      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| AHP HEALTH PARTNERS INC                                                 | ARDT 5.75 07/15/29 144A                                                                                 | CUSIP: 00150LAB7<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | DBT              | CORP              | US        |    303000 | PA      | $300484.83    | 0.54%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERNATIONAL LLC                                     | GPK 3.75 02/01/30 144A                                                                                  | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56085.82     | 0.10%             | 2030-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                                      | CIFR 7.125 11/15/30 144A                                                                                | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    202000 | PA      | $209627.35    | 0.38%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                | BLDR 6.75 05/15/35 144A                                                                                 | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     61000 | PA      | $61678.87     | 0.11%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                   | ACM 6 08/01/33 144A                                                                                     | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95847.69     | 0.17%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                          | GTN 4.75 10/15/30 144A                                                                                  | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    285000 | PA      | $228387.32    | 0.41%             | 2030-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HOLDINGS CORP                                         | CLVTSC 4.875 07/01/29 144A                                                                              | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    166000 | PA      | $150711.86    | 0.27%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GEE AUTOMOTIVE HOLDINGS LLC                                             | GEEATO 7.25 03/01/31 144A                                                                               | CUSIP: 36846VAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    162000 | PA      | $164856.06    | 0.30%             | 2031-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Ensemble RCM LLC                                                        | Ensemble Health Partners Term Loan B 300 2033-01-18                                                     | CUSIP: 29359BAH4<br>LEI: 254900PDXJVVI20WAQ37 | Long             | LON              | CORP              | US        |    314963 | PA      | $313265.72    | 0.56%             | 2033-02-09      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Lavender Dutch Borrowerco B.V.                                          | Essential Home Term Loan B 325 2032-12-01                                                               | CUSIP: 51944RAB8<br>LEI: 254900WC9QQXLKNE2931 | Long             | LON              | CORP              | US        |    101100 | PA      | $100689.15    | 0.18%             | 2032-12-30      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                  | VENLNG 9.875 02/01/32 144A                                                                              | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    150000 | PA      | $160998.00    | 0.29%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| CFC Bidco 2022 Limited                                                  | CFC Group Term Loan B 375 2032-05-18                                                                    | CUSIP: 12531JAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     49713 | PA      | $48159.67     | 0.09%             | 2032-07-01      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| WHITE CAP SUPPLY HOLDINGS LLC                                           | WHTCAP 7.375 11/15/30 144A                                                                              | CUSIP: 96467GAC2<br>LEI: 254900L2N0T6GULCL366 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24285.31     | 0.04%             | 2030-11-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                      | VEGLPL 7.5 05/01/33 144A                                                                                | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     14000 | PA      | $15531.57     | 0.03%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SYNERGY INFRASTRUCTURE HOLDINGS LLC                                     | SYNRGY 7.875 12/01/30 144a                                                                              | CUSIP: 87191JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $28414.91     | 0.05%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                      | CCO 7.875 04/01/30 144A                                                                                 | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    141000 | PA      | $146898.45    | 0.26%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                   | THC 5.5 11/15/32 144A                                                                                   | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69857.17     | 0.13%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners Inc                                                | BroadStreet Partners Term Loan B-4 300 2031-06-01                                                       | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |    200797 | PA      | $199765.72    | 0.36%             | 2031-06-13      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco Gmbh                                                  | TK Elevator (fka Thyssenkrupp Elevator) Term Loan B 300 2030-04-01                                      | CUSIP: 000000000<br>LEI: 254900K869UN2ZWVB351 | Long             | LON              | CORP              | US        |    422990 | PA      | $427073.74    | 0.77%             | 2030-04-30      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                            | Acrisure Term Loan B 300 2030-11-01                                                                     | CUSIP: 00488PAV7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    187139 | PA      | $184658.96    | 0.33%             | 2030-11-06      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                          | Opella (Sanofi consumer healthcare) Term Loan B 300 2032-04-01                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    614836 | PA      | $618039.21    | 1.11%             | 2032-04-28      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-22

**Name of Applicant:** First Trust Series Fund

**Signature:** Derek Maltbie

**Name of Signer:** Derek Maltbie

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