# EDGAR Filing Document

**Accession Number:** 0001727074
**File Stem:** 0000940400-25-005651
**Filing Date:** 2025-10
**Character Count:** 185409
**Document Hash:** de44b862de51ab72cf3b0247c55d953a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-005651.hdr.sgml**: 20251029

**ACCESSION NUMBER**: 0000940400-25-005651

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250829

**FILED AS OF DATE**: 20251029

**DATE AS OF CHANGE**: 20251029

**PERIOD START**: 20250831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PGIM ETF TRUST
- **CENTRAL INDEX KEY:** 0001727074

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23324
- **FILM NUMBER:** 251430273

**BUSINESS ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 6TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102
- **BUSINESS PHONE:** (973) 802-5032

**MAIL ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 6TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102

## Series and Classes Contracts Data

### PGIM Floating Rate Income ETF (Series ID: S000075490)

| Class ID   | Class Name                    | Ticker Symbol   |
|:---|:---|:---|
| C000234636 | PGIM Floating Rate Income ETF | PFRL            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** PGIM ETF Trust

- **b. Investment Company Act file number:** 811-23324

- **c. CIK number of Registrant:** 0001727074

- **d. LEI of Registrant:** 549300OXS91LYTDQF355

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

  - **Street Address 1:** 655 Broad Street

  - **City:** Newark

  - **State:** NJ

  - **Foreign country:** US

  - **Zip / Postal Code:** 07102-4077

  - **Telephone number:** 888-247-8090

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

- **a. Name of Series:** PGIM Floating Rate Income ETF

- **b. EDGAR series identifier (if any):** S000075490

- **c. LEI of Series:** 549300CYXIT4H0WK8H76

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

- **a. Date of fiscal year-end:** 2025-08-31

- **b. Date as of which information is reported:** 2025-08-29

**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:** $134432922.74

**Total Liabilities:** $55094189.84

**Net Assets:** $79338732.90

**Delayed Delivery Securities:** $252488.56

**Cash Not Reported:** $204460.79

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.25124000 | **1-Year:** 490.88693000 | **5-Year:** 5430.19394000 | **10-Year:** 1027.40780000 | **30-Year:** 0.00000000

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

- **3-Month:** 60.32960000 | **1-Year:** 6680.30926000 | **5-Year:** 3706.47771000 | **10-Year:** 65.04693000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000234636 | 0.95%                | 0.98%                | 0.55%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-233150.81              | $491756.73                                 |
| Month 2  | $3598.59                 | $115497.66                                 |
| Month 3  | $145043.03               | $-115149.79                                |

**Designated Index Information**

- **Index Name:** PGIM Floating Rate Income ETF_Ex Derivatives

- **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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| INTERCONTINENTAL EXCHANGE, INC.                                              | CDS CDX.NA.HY.44.V1                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $151454.83    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                    | CURRENCY CONTRACT - USD                                                         | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2613.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OFS CREDIT COMPANY INC                                                       | OFS Credit Co Inc                                                               | CUSIP: 67111Q503<br>LEI: 549300A7A6U0QNX5FB55 | Long             | EP               | CORP              | US        |       970 | NS      | $24398.41     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SWF HOLDINGS I CORP                                                          | SWF Holdings I Corp                                                             | CUSIP: 78500AAA6<br>LEI: 5493000CMZKPQ7BKPB20 | Long             | DBT              | CORP              | US        |     75000 | PA      | $30042.55     | 0.04%             | 2029-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Grant Thornton Advisors LLC                                                  | GRNT THORNTON AD 06/02/31                                                       | CUSIP: 38821UAD2<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |     13297 | PA      | $13280.48     | 0.02%             | 2031-06-02      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Grant Thornton Advisors LLC                                                  | GRNT THORNTON AD 06/02/31                                                       | CUSIP: 38821UAD2<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |       290 | PA      | $289.50       | 0.00%             | 2031-06-02      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Tronox Finance LLC                                                           | Tronox Fi 09/18/31                                                              | CUSIP: 89705DAP7<br>LEI: 549300LMZ1DX1PWSP524 | Long             | LON              | CORP              | US        |     41574 | PA      | $36507.41     | 0.05%             | 2031-09-30      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| VeriFone Systems Inc                                                         | VeriFone Sy 08/18/28                                                            | CUSIP: 92346NAH2<br>LEI: 254900LTTVM8MM9RKV75 | Long             | LON              | CORP              | US        |    467498 | PA      | $443733.26    | 0.56%             | 2028-08-18      | Floating      | 10.07%                | No            |                  2 | On Loan: No      |
| Engineered Machinery Holdings Inc                                            | DURAVANT (ENGINE 05/21/28                                                       | CUSIP: 26658NAP4<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |     48737 | PA      | $48993.27     | 0.06%             | 2028-05-19      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC/NV                                                | FERTITTA ENTM 01/27/29                                                          | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |    199038 | PA      | $198839.43    | 0.25%             | 2029-01-29      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Tronox Finance LLC                                                           | Tronox Fi 09/18/31                                                              | CUSIP: 89705DAP7<br>LEI: 549300LMZ1DX1PWSP524 | Long             | LON              | CORP              | US        |     33051 | PA      | $29022.66     | 0.04%             | 2031-09-30      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                         | Bank of America Corp                                                            | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    705000 | PA      | $706013.44    | 0.89%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                  | CURRENCY CONTRACT - USD                                                         | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |         1 | NC      | $4070.19      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Beacon Mobility Corp                                                         | BEACON MOBILITY 07/31/30                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4699 | PA      | $4716.41      | 0.01%             | 2030-08-06      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| Cablevision Lightpath LLC                                                    | CABLEVISION LIGH 11/30/27                                                       | CUSIP: 12687HAD9<br>LEI: 5493002ZVBLRLGES1R71 | Long             | LON              | CORP              | US        |    130255 | PA      | $130255.12    | 0.16%             | 2027-11-30      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| Ineos US Petrochem LLC                                                       | INEOS QU 03/03/30                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     73500 | PA      | $63577.50     | 0.08%             | 2030-03-14      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Fender Musical Instruments Corporation                                       | FENDER MUSICAL I 11/16/28                                                       | CUSIP: 000000000<br>LEI: 549300G8G1R16J8L5Q60 | Long             | LON              | CORP              | US        |    211555 | PA      | $189341.94    | 0.24%             | 2028-12-01      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Camelot US Acquisition I Co                                                  | CLARIVATE (CAMEL 01/25/31                                                       | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |      2754 | PA      | $2735.24      | 0.00%             | 2031-01-31      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Apollo Commercial Real Estate Finance Inc                                    | APOLLO COML REAL 06/05/30                                                       | CUSIP: 03768DAE7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | LON              | CORP              | US        |    100000 | PA      | $100750.00    | 0.13%             | 2030-06-13      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| Qualitytech, LP                                                              | QUALITYTE 11/04/31                                                              | CUSIP: 74758JAB3<br>LEI: 549300GWD2FYVWRWCZ90 | Long             | LON              | CORP              | US        |    299250 | PA      | $299998.13    | 0.38%             | 2031-11-04      | Floating      | 7.84%                 | No            |                  3 | On Loan: No      |
| Aventiv Technologies (3/24) 1st Lien                                         | AVENTIV TEC 07/31/25                                                            | CUSIP: 05358AAQ7<br>LEI: 549300EBCNNXVCJ2FW66 | Long             | LON              | CORP              | US        |      5043 | PA      | $4967.53      | 0.01%             | 2025-07-31      | Floating      | 12.06%                | No            |                  2 | On Loan: No      |
| Pegasus Bidco Bv                                                             | Pegasus Bid 07/12/29                                                            | CUSIP: 000000000<br>LEI: 254900U303DPAFR7MA71 | Long             | LON              | CORP              | NL        |    149623 | PA      | $149623.12    | 0.19%             | 2029-07-12      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| Hayfin US XV, Ltd.                                                           | Hayfin US XV Ltd                                                                | CUSIP: 420916AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $502926.25    | 0.63%             | 2037-04-28      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                    | CURRENCY CONTRACT - GBP                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $504.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Static Senior Loan Fund                                                | Atlas Static Senior Loan Fund I Ltd                                             | CUSIP: 04942PAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250177.10    | 0.32%             | 2030-07-15      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| CONVERGEONE HLDGS INC - Equity                                               | CONVERGEONE HLDGS INC - Equity                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3151 | NS      | $9453.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Closure Systems International Group (f/k/a Canister International Group Inc) | CANISTER INTL GR 03/22/29                                                       | CUSIP: 13763HAF9<br>LEI: 549300E17L7BO8C0M603 | Long             | LON              | CORP              | US        |     99126 | PA      | $99311.79     | 0.13%             | 2029-03-22      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Sound Inpatient Physicians Inc                                               | SOUND INPATIENT 06/28/28                                                        | CUSIP: 83607JAF8<br>LEI: 54930047QBMPL027P218 | Long             | LON              | CORP              | US        |      5675 | PA      | $4710.37      | 0.01%             | 2029-06-28      | Variable      | 11.31%                | No            |                  2 | On Loan: No      |
| Electron Bidco Inc.                                                          | EXAMWORKS BIDC 11/01/28                                                         | CUSIP: 28542CAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    249375 | PA      | $249797.94    | 0.31%             | 2028-11-01      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Sycamore Buyer LLC                                                           | SYCAMORE BUYE 05/31/32                                                          | CUSIP: 87114UAB9<br>LEI: 984500F8BCED93F81162 | Long             | LON              | CORP              | US        |    125000 | PA      | $125625.00    | 0.16%             | 2032-05-21      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                          | Nomura Holdings Inc                                                             | CUSIP: 65535HCC1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    205000 | PA      | $209868.75    | 0.26%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST                                               | PMT Credit Risk Transfer Trust 2024-3R                                          | CUSIP: 69392AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    268379 | PA      | $270945.88    | 0.34%             | 2028-09-27      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Inc                                                            | NEXSTAR MEDI 06/30/32                                                           | CUSIP: 65336RBB3<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |    150000 | PA      | $149312.55    | 0.19%             | 2032-06-28      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Hudson River Trading LLC                                                     | HUDSON RIVER TRA 03/20/30                                                       | CUSIP: 44413EAJ7<br>LEI: 549300SMOBUC8O5UOE10 | Long             | LON              | CORP              | US        |    588406 | PA      | $589631.37    | 0.74%             | 2030-03-18      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                  | TRS IBXXLLTR INDEX                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |         1 | NC      | $62425.84     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| WIN Waste Innovations Holdings Inc                                           | WIN WASTE INNOVA 03/27/28                                                       | CUSIP: 38723BAL5<br>LEI: 549300DJBUN7Z75R2S83 | Long             | LON              | CORP              | US        |    164588 | PA      | $165101.84    | 0.21%             | 2028-03-24      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Azuria Water Solutions Inc                                                   | AZURIA WATER SOL 05/17/28                                                       | CUSIP: 00771PAM3<br>LEI: 549300AG3DVJURRIT691 | Long             | LON              | CORP              | US        |    445104 | PA      | $445382.07    | 0.56%             | 2028-05-17      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Starwood Property Mortgage LLC                                               | STARWOOD PROPERTY MORTGAGE LLC                                                  | CUSIP: 85570DAP7<br>LEI: 5493008SB15CNJRIOK13 | Long             | LON              | CORP              | US        |    350000 | PA      | $348031.25    | 0.44%             | 2032-08-14      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                         | Royal Bank of Canada                                                            | CUSIP: 780082AT0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $725625.00    | 0.91%             | 2084-11-24      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                | Citigroup Inc                                                                   | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    315000 | PA      | $321172.85    | 0.40%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Quimper AB                                                                   | QUIMP 03/01/30                                                                  | CUSIP: 000000000<br>LEI: 549300EI2YNCQDXVO313 | Long             | LON              | CORP              | SE        |    450000 | PA      | $528265.52    | 0.67%             | 2030-03-29      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| TPC Group Inc                                                                | TPC GROU 11/22/31                                                               | CUSIP: 87266EAG0<br>LEI: 549300K276KVW5JD1583 | Long             | LON              | CORP              | US        |    458850 | PA      | $442790.25    | 0.56%             | 2031-11-21      | Floating      | 9.95%                 | No            |                  3 | On Loan: No      |
| Ineos US Petrochem LLC                                                       | INEOS QU 03/31/29                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     98750 | PA      | $86900.00     | 0.11%             | 2029-04-02      | Floating      | 8.67%                 | No            |                  3 | On Loan: No      |
| Johnstone Supply LLC                                                         | JOHNSTONE SUPPL 06/07/31                                                        | CUSIP: 47947BAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    248125 | PA      | $248036.42    | 0.31%             | 2031-06-09      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| CQS US CLO Ltd                                                               | CQS US CLO 2021-1 Ltd                                                           | CUSIP: 12659UAN2<br>LEI: 549300GF7PVRIKZNMY06 | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $400503.92    | 0.50%             | 2035-01-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                                                     | Diversified Healthcare Trust                                                    | CUSIP: 81721MAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4723.77      | 0.01%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                                 | MH SUB 12/11/31                                                                 | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    202505 | PA      | $174491.58    | 0.22%             | 2031-12-31      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Action Environmental Group Inc, The                                          | ACTION ENVIRONME 10/24/30                                                       | CUSIP: 000000000<br>LEI: 549300BB30QUQC86W666 | Long             | LON              | CORP              | US        |    569661 | PA      | $569660.63    | 0.72%             | 2030-10-24      | Floating      | 7.55%                 | No            |                  3 | On Loan: No      |
| SOUND INPATIENT PHYSICIANS INC- Class A                                      | SOUND INPATIENT PHYSICIANS INC- Class A                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7940 | NS      | $0.79         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Alterra Mountain Company                                                     | ALTERRA M 05/31/30                                                              | CUSIP: 46124CAS6<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |    123134 | PA      | $122979.66    | 0.16%             | 2030-05-31      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Legence Holdings LLC (f/k/a Refficiency Holdings LLC)                        | LEGENCE HLDG 12/16/28                                                           | CUSIP: 75865HAK4<br>LEI: 2549003DYOLJRQR9G070 | Long             | LON              | CORP              | US        |    124354 | PA      | $124509.44    | 0.16%             | 2028-12-18      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Sound Inpatient Physicians Inc                                               | Sound Inpatient 06/28/28                                                        | CUSIP: 83607JAE1<br>LEI: 54930047QBMPL027P218 | Long             | LON              | CORP              | US        |    532292 | PA      | $501685.53    | 0.63%             | 2028-06-28      | Floating      | 9.56%                 | No            |                  3 | On Loan: No      |
| Sharp Services LLC (f/k/a Sharp Midco LLC)                                   | SHARP SERVICE 12/31/28                                                          | CUSIP: 81989LAF5<br>LEI: 549300ZXMVUWBVXDAR03 | Long             | LON              | CORP              | US        |    148131 | PA      | $148408.36    | 0.19%             | 2028-12-31      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| DXP Enterprises Inc                                                          | DXP ENTERPRISE 10/11/30                                                         | CUSIP: 23338DAR7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    124062 | PA      | $124372.66    | 0.16%             | 2030-10-11      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                               | Bombardier Inc                                                                  | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     13000 | PA      | $13032.50     | 0.02%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| American Bath/CP Atlas Buyer Inc.                                            | CP ATLAS BUYER INC                                                              | CUSIP: 12658HAL6<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | LON              | CORP              | US        |     50000 | PA      | $48000.00     | 0.06%             | 2030-07-08      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| MV Holding GmbH FKA Igloo Holdings Corp                                      | MX HOLDINGS U 02/19/32                                                          | CUSIP: 55404TAF9<br>LEI: 549300RKTIVJWNROR778 | Long             | LON              | CORP              | US        |    300000 | PA      | $300375.00    | 0.38%             | 2032-03-17      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corporation                                         | OLYMPUS WATER US HOLDING CORP                                                   | CUSIP: 000000000<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |    225000 | PA      | $224196.53    | 0.28%             | 2032-07-23      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Natel Engineering Company Inc                                                | NATEL ENGINEERIN 04/30/26                                                       | CUSIP: 63229BAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    145600 | PA      | $125215.60    | 0.16%             | 2026-04-30      | Floating      | 10.72%                | No            |                  2 | On Loan: No      |
| Iris Holding Inc                                                             | IRIS HLDG INC 06/15/28                                                          | CUSIP: 46271BAB6<br>LEI: 54930013SPZ2NB3I3V40 | Long             | LON              | CORP              | US        |    109711 | PA      | $105980.49    | 0.13%             | 2028-06-28      | Floating      | 9.16%                 | No            |                  2 | On Loan: No      |
| Iris Holding Inc                                                             | IRIS HLDG INC 06/15/28                                                          | CUSIP: 46271BAB6<br>LEI: 54930013SPZ2NB3I3V40 | Long             | LON              | CORP              | US        |    116096 | PA      | $112148.68    | 0.14%             | 2028-06-28      | Floating      | 9.16%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                  | Vistra Corp                                                                     | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102336.16    | 0.13%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Services Inc                                               | GFL ENVIRONMENTA 02/28/32                                                       | CUSIP: 36257SAB8<br>LEI: 254900PGDQWC19PRP053 | Long             | LON              | CORP              | US        |    400000 | PA      | $399500.00    | 0.50%             | 2032-03-03      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| INDICOR LLC                                                                  | ROPER INDUSTRIAL 11/23/29                                                       | CUSIP: 77669LAK9<br>LEI: 254900RXO1EICEHOLG29 | Long             | LON              | CORP              | US        |    297882 | PA      | $298130.30    | 0.38%             | 2029-11-22      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Colossus Acquireco LLC                                                       | COLOSSUS ACQUIRE 07/30/32                                                       | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |    225000 | PA      | $223593.75    | 0.28%             | 2032-07-30      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Vista Management Holding Inc.                                                | VISTA MGMT HLD 0 03/26/31                                                       | CUSIP: 92842EAB4<br>LEI: 5299005VABKD28UWHI65 | Long             | LON              | CORP              | US        |    232000 | PA      | $232797.62    | 0.29%             | 2031-03-18      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| Foundation Building Materials Inc                                            | FOUNDATION BUILDING MATERIALS INC                                               | CUSIP: 35039KAD8<br>LEI: 549300ZVE6MONHB01I28 | Long             | LON              | CORP              | US        |    700000 | PA      | $701875.30    | 0.88%             | 2031-01-29      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Arsenal Aic Parent LLC                                                       | ARSENAL AIC PARE 08/18/30                                                       | CUSIP: 04287KAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    246209 | PA      | $246311.70    | 0.31%             | 2030-08-18      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Vista Management Holding Inc.                                                | VISTA MGMT HLD 0 03/26/31                                                       | CUSIP: 92842EAB4<br>LEI: 5299005VABKD28UWHI65 | Long             | LON              | CORP              | US        |     58000 | PA      | $58199.40     | 0.07%             | 2031-03-18      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                  | Vistra Corp                                                                     | CUSIP: 92840MAD4<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $272562.45    | 0.34%             | N/A             | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                          | Bank of Nova Scotia/The                                                         | CUSIP: 0641598X7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $615682.44    | 0.78%             | 2085-04-27      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| DIGICEL INTL FIN LTD                                                         | DIGICEL INTL FIN LTD                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       602 | NS      | $7214.55      | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Imagine Learning LLC                                                         | WELD NORTH EDUCA 12/17/29                                                       | CUSIP: 94935RAF0<br>LEI: 254900W855WLN58WNJ32 | Long             | LON              | CORP              | US        |    223185 | PA      | $202899.02    | 0.26%             | 2029-12-21      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Arcis Golf LLC                                                               | ARCIS GOL 11/24/28                                                              | CUSIP: 03958MAF4<br>LEI: 254900ZMGXNNIX4SXQ48 | Long             | LON              | CORP              | US        |     99766 | PA      | $100140.43    | 0.13%             | 2028-11-24      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| American Bath/CP Atlas Buyer Inc.                                            | CP ATLAS BUYER 07/31/30                                                         | CUSIP: 12658HAL6<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | LON              | CORP              | US        |    175000 | PA      | $168000.00    | 0.21%             | 2030-07-08      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners Inc                                                     | BROADSTREET PART 06/13/31                                                       | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |     22391 | PA      | $22374.42     | 0.03%             | 2031-06-13      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners Inc                                                     | BROADSTREET PART 06/13/31                                                       | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |    249983 | PA      | $249795.34    | 0.31%             | 2031-06-13      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Beacon Mobility Corp                                                         | BEACON MOBILITY 07/31/30                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     87952 | PA      | $88281.63     | 0.11%             | 2030-08-06      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Discovery Energy Holding Corporation                                         | DISCOVERY ENERGY 05/01/31                                                       | CUSIP: 25472PAB6<br>LEI: 254900T31FAYMRQSAA12 | Long             | LON              | CORP              | US        |    298142 | PA      | $298887.79    | 0.38%             | 2031-05-01      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| SOUND POINT MERIDIAN CAP                                                     | Sound Point Meridian Capital Inc                                                | CUSIP: 83617A207<br>LEI: 2138003DILFQKEPAD871 | Long             | EP               | CORP              | US        |      3033 | NS      | $76279.95     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WIN Waste Innovations Holdings Inc                                           | WIN WASTE (GRANI 03/31/28                                                       | CUSIP: 38723BAJ0<br>LEI: 549300DJBUN7Z75R2S83 | Long             | LON              | CORP              | US        |    104475 | PA      | $104370.53    | 0.13%             | 2028-03-24      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| Clearwater Analytics LLC                                                     | CLEARWATER ANALY 02/10/32                                                       | CUSIP: 18512EAF9<br>LEI: 894500N8DN2JO5ZDRQ11 | Long             | LON              | CORP              | US        |    125000 | PA      | $124843.75    | 0.16%             | 2032-04-21      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                             | CSC HOLDINGS, LL 01/17/28                                                       | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    193885 | PA      | $193218.47    | 0.24%             | 2028-01-18      | Floating      | 8.86%                 | No            |                  2 | On Loan: No      |
| HP PHRG Borrower LLC                                                         | PHRG INTERMEDIAT 02/28/32                                                       | CUSIP: 40445XAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    150000 | PA      | $149718.75    | 0.19%             | 2032-02-20      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Jefferies Finance LLC                                                        | JEFFERIES FI 10/31/31                                                           | CUSIP: 000000000<br>LEI: 549300SKVB18YSSIDT75 | Long             | LON              | CORP              | US        |    347375 | PA      | $347375.00    | 0.44%             | 2031-10-21      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Crosby US Acquisition Corp                                                   | PLASTIPAK TLB 08/16/29                                                          | CUSIP: 22739PAP1<br>LEI: 549300V5HSWHDNVOWE35 | Long             | LON              | CORP              | US        |    172384 | PA      | $173250.68    | 0.22%             | 2029-08-16      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Bingo Holdings I, LLC                                                        | BINGO HOLDINGS I 07/31/32                                                       | CUSIP: 09081AAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    375000 | PA      | $375000.00    | 0.47%             | 2032-06-30      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| Park River Holdings Inc                                                      | PARK RIVER HOLDI 12/28/27                                                       | CUSIP: 70082HAC0<br>LEI: 254900PGY077KWCROT75 | Long             | LON              | CORP              | US        |    253094 | PA      | $252092.45    | 0.32%             | 2027-12-28      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| Blackstone Mortgage Trust Inc                                                | BLACKSTONE MTG T 12/10/30                                                       | CUSIP: 09259GAH6<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | LON              | CORP              | US        |     74582 | PA      | $74892.57     | 0.09%             | 2030-12-10      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Sandisk Corporation                                                          | SANDISK 03/31/32                                                                | CUSIP: 80004YAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    247500 | PA      | $246417.19    | 0.31%             | 2032-02-23      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| Ineos Finance PLC                                                            | INEOS US FI 02/18/30                                                            | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |    371629 | PA      | $337718.06    | 0.43%             | 2030-02-18      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Crown Finance US Inc                                                         | CROWN FIN U 12/02/31                                                            | CUSIP: 22834KAV3<br>LEI: 254900ABTWPQTCKKR839 | Long             | LON              | CORP              | US        |    200000 | PA      | $199708.40    | 0.25%             | 2031-12-02      | Floating      | 8.85%                 | No            |                  2 | On Loan: No      |
| TopCo Units Equity                                                           | TopCo Units Equity                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       376 | NS      | $0.04         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Harbor Freight Tools USA Inc                                                 | HARBOR FREIGHT 06/05/31                                                         | CUSIP: 41151PAR6<br>LEI: 549300Y48HLCFTTB4249 | Long             | LON              | CORP              | US        |    346500 | PA      | $341976.10    | 0.43%             | 2031-06-11      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                                          | Sound Point CLO XXVII Ltd                                                       | CUSIP: 83611VBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $251560.98    | 0.32%             | 2034-10-25      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| Sanmina Corporation                                                          | SANMINA CORP                                                                    | CUSIP: 000000000<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | LON              | CORP              | US        |    100000 | PA      | $99750.00     | 0.13%             | 2032-08-07      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Hershend Entertainment Co LLC                                                | HERSCHEND ENTERT 06/30/32                                                       | CUSIP: 42778EAG6<br>LEI: 54930087KQ7RPDXK0716 | Long             | LON              | CORP              | US        |    125000 | PA      | $125742.25    | 0.16%             | 2032-05-27      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Xplore Inc                                                                   | XPLORNET COMMUNI 10/24/29                                                       | CUSIP: 000000000<br>LEI: 254900V3NB5MGOZS4O08 | Long             | LON              | CORP              | CA        |     29272 | PA      | $27515.52     | 0.03%             | 2029-10-24      | Floating      | 9.43%                 | No            |                  2 | On Loan: No      |
| Pasadena Performance Products LLC                                            | PASADENA PERFORM 02/24/32                                                       | CUSIP: 70230EAB0<br>LEI: 5493005DW01M0N2KWP70 | Long             | LON              | CORP              | US        |    199500 | PA      | $199749.38    | 0.25%             | 2032-02-27      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO                                                            | Mountain View CLO XVII Ltd                                                      | CUSIP: 62431QAC5<br>LEI: 2549000TWLB57V29ZR37 | Long             | ABS-CBDO         | CORP              | KY        |    200000 | PA      | $200646.26    | 0.25%             | 2036-09-14      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                   | US Bancorp                                                                      | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $482322.00    | 0.61%             | N/A             | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Maverick Gamin 09/30/25                                                      | Maverick Gamin 09/30/25                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      8288 | PA      | $7464.89      | 0.01%             | 2025-09-30      | Floating      | 16.00%                | No            |                  3 | On Loan: No      |
| Omnia Partners, LLC                                                          | OMNIA PARTNER 07/25/30                                                          | CUSIP: 68218HAE7<br>LEI: 254900ZD1P5CVG9GOS22 | Long             | LON              | CORP              | US        |     30106 | PA      | $30106.28     | 0.04%             | 2030-07-25      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Omnia Partners, LLC                                                          | OMNIA PARTNER 07/25/30                                                          | CUSIP: 68218HAE7<br>LEI: 254900ZD1P5CVG9GOS22 | Long             | LON              | CORP              | US        |    167897 | PA      | $167897.44    | 0.21%             | 2030-07-25      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                  | ASURION, LLC 08/17/28                                                           | CUSIP: 04649VBB5<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    511784 | PA      | $509545.30    | 0.64%             | 2028-08-19      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Cloudera Inc                                                                 | CLOUDERA INC 10/08/28                                                           | CUSIP: 74339VAB4<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |    207686 | PA      | $201584.81    | 0.25%             | 2028-10-08      | Floating      | 8.17%                 | Yes           |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                                         | Chart Industries Inc                                                            | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5235.30      | 0.01%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corporation                                         | SOLENIS HLDG 06/20/31                                                           | CUSIP: 68163YAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    198619 | PA      | $197666.84    | 0.25%             | 2031-06-20      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| BMC Software (Boxer/ Bladelogic)                                             | BOXER PARENT C 07/30/31                                                         | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |     47007 | PA      | $46922.44     | 0.06%             | 2031-07-30      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Belron Finance 2019 LLC                                                      | BELRON FIN 201 10/16/31                                                         | CUSIP: 08078UAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    321690 | PA      | $322896.04    | 0.41%             | 2031-10-16      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| HIG Finance 2 Limited                                                        | HYPERION REFINAN 04/18/30                                                       | CUSIP: 000000000<br>LEI: 875500V3HPKZIQP10J32 | Long             | LON              | CORP              | GB        |     49872 | PA      | $49981.57     | 0.06%             | 2030-04-18      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                              | CDS CDX.NA.IG.44.V1                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $509050.80    | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Recess Holdings Inc                                                          | RECESS HOLDING 02/20/30                                                         | CUSIP: 72811HAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    247382 | PA      | $247897.49    | 0.31%             | 2030-02-20      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| VFH Parent LLC                                                               | VFH PAREN 06/21/31                                                              | CUSIP: 91820UAV2<br>LEI: 549300FRO9M476YHHY64 | Long             | LON              | CORP              | US        |    218292 | PA      | $218565.13    | 0.28%             | 2031-06-21      | Floating      | 6.82%                 | No            |                  3 | On Loan: No      |
| FALCON'S BEYOND GLOBAL INC-A                                                 | Falcon's Beyond Global Inc                                                      | CUSIP: 306121112<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2501 | NS      | $0.25         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BCP VI Summit Holdings LP                                                    | BCP VI SUMMIT HL 01/30/32                                                       | CUSIP: 05614GAC5<br>LEI: 254900LK60A9DK5W5N81 | Long             | LON              | CORP              | US        |     50000 | PA      | $50250.00     | 0.06%             | 2032-01-30      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Calpine Corporation                                                          | CALPINE 02/28/32                                                                | CUSIP: 13134MBX0<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |    125000 | PA      | $124856.00    | 0.16%             | 2032-02-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Inmar Inc                                                                    | Inma 10/30/31                                                                   | CUSIP: 45763FAV0<br>LEI: 549300N1ML5MXXFIDZ25 | Long             | LON              | CORP              | US        |    278774 | PA      | $278948.59    | 0.35%             | 2031-10-30      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| NAB Holdings LLC                                                             | NAB HLDG 11/24/28                                                               | CUSIP: 66345FAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    343400 | PA      | $330951.71    | 0.42%             | 2028-11-24      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Upstream Newco Inc                                                           | UPSTREAM NEWCO I 11/20/26                                                       | CUSIP: 91678HAF9<br>LEI: 549300Q4K2W4R1EBTH48 | Long             | LON              | CORP              | US        |    554400 | PA      | $454607.78    | 0.57%             | 2026-11-20      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| White Cap Supply Holdings LLC(f/k/a White Cap Buyer LLC)                     | WHIT 10/07/29                                                                   | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    197628 | PA      | $197582.95    | 0.25%             | 2029-10-19      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Nourish Buyer I, Inc.                                                        | NOURISH BUYER 06/26/32                                                          | CUSIP: 000000000<br>LEI: 254900WHHUSAU0TJQB23 | Long             | LON              | CORP              | US        |    275000 | PA      | $268125.00    | 0.34%             | 2032-07-08      | Floating      | 8.83%                 | No            |                  3 | On Loan: No      |
| Opal Us LLC                                                                  | OPAL U 04/28/32                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    100000 | PA      | $100500.00    | 0.13%             | 2032-04-28      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                        | LEVEL 3 FINANCIN 03/21/32                                                       | CUSIP: 52729KAT3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |    250000 | PA      | $251000.00    | 0.32%             | 2032-03-27      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Evertec Group LLC                                                            | EVERTEC GROU 10/30/30                                                           | CUSIP: 000000000<br>LEI: 54930056CPTQSUNQYB82 | Long             | LON              | CORP              | US        |    135000 | PA      | $135337.50    | 0.17%             | 2030-10-30      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Neon Maple Purchaser Inc.                                                    | NEON MAPLE PURCH 11/17/31                                                       | CUSIP: 69425BAD9<br>LEI: 254900L3D6CI0XH2P605 | Long             | LON              | CORP              | US        |     43023 | PA      | $43009.13     | 0.05%             | 2031-11-17      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Neon Maple Purchaser Inc.                                                    | NEON MAPLE PURCH 11/17/31                                                       | CUSIP: 69425BAD9<br>LEI: 254900L3D6CI0XH2P605 | Long             | LON              | CORP              | US        |    463904 | PA      | $463758.87    | 0.58%             | 2031-11-17      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Neon Maple Purchaser Inc.                                                    | NEON MAPLE PURCH 11/17/31                                                       | CUSIP: 69425BAD9<br>LEI: 254900L3D6CI0XH2P605 | Long             | LON              | CORP              | US        |    166386 | PA      | $166334.46    | 0.21%             | 2031-11-17      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Loire US Holdco 1 Inc                                                        | LOIRE FINCO LUXEMBOURG                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     49875 | PA      | $50124.38     | 0.06%             | 2030-01-31      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| TGP Holdings III LLC                                                         | TGP HOLDINGS III 06/29/28                                                       | CUSIP: 87251RAK9<br>LEI: 549300LURVM6CQ1MNO41 | Long             | LON              | CORP              | US        |    550598 | PA      | $496914.98    | 0.63%             | 2028-06-29      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| NGC Ltd                                                                      | NGC 2024-I Ltd                                                                  | CUSIP: 652927AJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    350000 | PA      | $351148.56    | 0.44%             | 2037-07-20      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                                       | FIRST BRANDS GRO 03/30/27                                                       | CUSIP: 31935HAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    293227 | PA      | $278442.91    | 0.35%             | 2027-03-30      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Jupiter Buyer Inc                                                            | ArchKey Hldg 10/10/31                                                           | CUSIP: 48205CAC9<br>LEI: 254900FACU3AJQKAQ270 | Long             | LON              | CORP              | US        |    178862 | PA      | $179756.37    | 0.23%             | 2031-11-01      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| Great Outdoors Group LLC                                                     | GREAT OUTDOORS G 01/16/32                                                       | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |    426065 | PA      | $426917.22    | 0.54%             | 2032-01-23      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                     | Lumen Tec 04/15/29                                                              | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |    174239 | PA      | $173019.30    | 0.22%             | 2029-04-15      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Doncasters US Finance LLC                                                    | DONCASTERS US FI 04/23/30                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    123536 | PA      | $124771.61    | 0.16%             | 2030-04-23      | Floating      | 10.80%                | No            |                  2 | On Loan: No      |
| Tenneco Inc                                                                  | TENNECO 11/22 CO 11/17/28                                                       | CUSIP: 88037HAP9<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |       986 | PA      | $980.94       | 0.00%             | 2028-11-17      | Floating      | 9.35%                 | No            |                  2 | On Loan: No      |
| Tenneco Inc                                                                  | TENNECO 11/22 CO 11/17/28                                                       | CUSIP: 88037HAP9<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |    349014 | PA      | $347394.01    | 0.44%             | 2028-11-17      | Floating      | 9.35%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp                                                    | GAINWELL ACQUISI 10/01/27                                                       | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    520905 | PA      | $511789.00    | 0.65%             | 2027-10-01      | Floating      | 8.40%                 | Yes           |                  2 | On Loan: No      |
| PG POLARIS BIDCO S. R.L (Ursa Minor)                                         | PG Polaris BidCo 03/26/31                                                       | CUSIP: 91728NAB5<br>LEI: 254900XMCCB3IEZ2A005 | Long             | LON              | CORP              | LU        |    198502 | PA      | $198998.74    | 0.25%             | 2031-03-26      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                     | Lumen Tec 04/15/30                                                              | CUSIP: 55024EAG0<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |    497591 | PA      | $493858.84    | 0.62%             | 2030-04-15      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Doncasters US Finance LLC                                                    | DONCASTERS US FI 04/23/30                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     98651 | PA      | $99637.76     | 0.13%             | 2030-04-23      | Floating      | 10.80%                | No            |                  2 | On Loan: No      |
| AIP RD Buyer Corp                                                            | RELADYNE 01/25/29                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    148132 | PA      | $148440.42    | 0.19%             | 2030-12-23      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corporation (f/k/a Covanta Holding Corporation)              | CVA REWORLD HLDG 11/30/28                                                       | CUSIP: 22282GAN7<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |     14269 | PA      | $14286.99     | 0.02%             | 2028-11-30      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS                                                       | Digicel Group Holdings Ltd                                                      | CUSIP: 25381HAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      4924 | PA      | $0.00         | 0.00%             | 2030-12-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| PODS LLC                                                                     | PODS LLC 03/31/28                                                               | CUSIP: 73044EAB0<br>LEI: 984500EC4ZCD5U1SDF04 | Long             | LON              | CORP              | US        |    121657 | PA      | $117377.64    | 0.15%             | 2028-03-31      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                            | EMRLD BORROW 05/31/30                                                           | CUSIP: 26872NAC3<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    360142 | PA      | $359523.24    | 0.45%             | 2030-05-31      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Savage Enterprises LLC                                                       | SAVAGE ENTERPRIS 08/05/32                                                       | CUSIP: 80465JAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    275000 | PA      | $275229.08    | 0.35%             | 2032-08-04      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| Hunter Douglas Holding BV                                                    | HUNTER DOUGLA 01/31/32                                                          | CUSIP: 000000000<br>LEI: 529900811T142NS3H544 | Long             | LON              | CORP              | US        |    248750 | PA      | $248439.06    | 0.31%             | 2032-01-17      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Maverick Gaming LLC                                                          | MAVERICK GAMIN 06/03/28                                                         | CUSIP: 57770JAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     26022 | PA      | $23420.03     | 0.03%             | 2028-06-03      | Floating      | 16.00%                | No            |                  3 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                                                      | VistaJet Malta Finance PLC / Vista Management Holding Inc                       | CUSIP: 92840JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     75000 | PA      | $75740.25     | 0.10%             | 2027-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Nouryon Finance BV                                                           | Nouryon F 04/03/28                                                              | CUSIP: 000000000<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | NL        |     50972 | PA      | $50929.13     | 0.06%             | 2028-04-03      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| Ncr Atleos Corporation                                                       | NCR ATLEOS 03/27/29                                                             | CUSIP: 63001PAF8<br>LEI: 9845005FC3S0VA714741 | Long             | LON              | CORP              | US        |     96000 | PA      | $96340.03     | 0.12%             | 2029-04-16      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| Nouryon Finance BV                                                           | Nouryon F 04/03/28                                                              | CUSIP: 000000000<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | NL        |    189005 | PA      | $188847.46    | 0.24%             | 2028-04-03      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| Secure Acquisition, Inc.                                                     | SECURE AC 12/16/28                                                              | CUSIP: 000000000<br>LEI: 549300YQX175FJL0XO54 | Long             | LON              | CORP              | US        |    397253 | PA      | $397005.06    | 0.50%             | 2028-12-15      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| Trugreen Limited Partnership                                                 | TRUGREEN LP 11/02/27                                                            | CUSIP: 89787RAH5<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |    146923 | PA      | $142331.70    | 0.18%             | 2027-11-02      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Tikehau US CLO Ltd                                                           | Tikehau US CLO V Ltd                                                            | CUSIP: 88675YAA2<br>LEI: 254900B2V9LYKTKKHF52 | Long             | ABS-CBDO         | CORP              | BM        |    500000 | PA      | $503097.60    | 0.63%             | 2036-01-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Markermeer Finance B.V.                                                      | MARKERMEER F 01/29/27                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    200000 | PA      | $233541.54    | 0.29%             | 2027-01-29      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Renaissance Holding Corp                                                     | RENAISSANCE HLDG 04/05/30                                                       | CUSIP: 75972JAK0<br>LEI: 549300UKKEC0Y6TXNF09 | Long             | LON              | CORP              | US        |     84885 | PA      | $73761.13     | 0.09%             | 2030-04-05      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Swf Holdings I Corp.                                                         | SWF HOLDINGS I CORP                                                             | CUSIP: 78489HAH1<br>LEI: 5493000CMZKPQ7BKPB20 | Long             | LON              | CORP              | US        |    171429 | PA      | $170785.71    | 0.22%             | 2029-12-18      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Mortgage Trust Inc                                                | BLACKSTONE MTG T 05/09/29                                                       | CUSIP: 000000000<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | LON              | CORP              | US        |    148092 | PA      | $147906.65    | 0.19%             | 2029-05-09      | Floating      | 6.82%                 | No            |                  3 | On Loan: No      |
| LIFE TIME INC                                                                | Life Tim 11/05/31                                                               | CUSIP: 50218KAN8<br>LEI: 549300PALKE96VYH4X17 | Long             | LON              | CORP              | US        |    299248 | PA      | $298998.85    | 0.38%             | 2031-11-05      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                                          | PEER HLDG I 07/01/31                                                            | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |    223875 | PA      | $224154.84    | 0.28%             | 2031-07-01      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                  | Caesars Entm 02/06/30                                                           | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    163089 | PA      | $162599.94    | 0.20%             | 2030-02-06      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                                                  | Gap Inc/The                                                                     | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67694.79     | 0.09%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                                                      | BROWN GROUP HLD 07/01/31                                                        | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |     39148 | PA      | $39099.35     | 0.05%             | 2031-07-01      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                     | BX Trust 2025-DIME                                                              | CUSIP: 05613UAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $249999.95    | 0.32%             | 2035-02-15      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| Phoenix Guarantor Inc                                                        | PHOENIX GUARANTO 02/21/31                                                       | CUSIP: 71913BAK8<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |    270142 | PA      | $270272.85    | 0.34%             | 2031-02-21      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc                                                        | AADVANTAGE LOYAL 04/20/28                                                       | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    291111 | PA      | $290322.35    | 0.37%             | 2028-04-20      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                                       | FIRST BRANDS GR 03/24/28                                                        | CUSIP: 31935HAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    475000 | PA      | $427500.00    | 0.54%             | 2028-03-30      | Floating      | 13.07%                | No            |                  2 | On Loan: No      |
| Tenneco Inc                                                                  | TENNECO 11/17/28                                                                | CUSIP: 88037HAN4<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |      1218 | PA      | $1209.43      | 0.00%             | 2028-11-17      | Floating      | 9.12%                 | No            |                  2 | On Loan: No      |
| Trulite Holding Corp.                                                        | TR 02/15/31                                                                     | CUSIP: 89789MAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    169531 | PA      | $166988.28    | 0.21%             | 2030-03-01      | Floating      | 10.29%                | No            |                  3 | On Loan: No      |
| Tenneco Inc                                                                  | TENNECO 11/17/28                                                                | CUSIP: 88037HAN4<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |    473633 | PA      | $470475.20    | 0.59%             | 2028-11-17      | Floating      | 9.12%                 | No            |                  2 | On Loan: No      |
| Rockpoint Gas Storage Partners LP                                            | ROCKPOINT GAS ST 09/18/31                                                       | CUSIP: 000000000<br>LEI: 549300ZXM0KTRM0NMI59 | Long             | LON              | CORP              | CA        |    124126 | PA      | $124397.21    | 0.16%             | 2031-09-18      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Rockpoint Gas Storage Partners LP                                            | ROCKPOINT GAS ST 09/18/31                                                       | CUSIP: 000000000<br>LEI: 549300ZXM0KTRM0NMI59 | Long             | LON              | CORP              | CA        |    186188 | PA      | $186595.82    | 0.24%             | 2031-09-18      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| OFS CAPITAL CORP                                                             | OFS Capital Corp                                                                | CUSIP: 67103B803<br>LEI: 549300XTK3HSWPDBJD13 | Long             | EP               | CORP              | US        |      4000 | NS      | $101060.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown Group Holding LLC                                                      | BROWN GROUP HLD 07/01/31                                                        | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    108546 | PA      | $108410.41    | 0.14%             | 2031-07-01      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| VT Topco Inc                                                                 | VT TOPC 08/09/30                                                                | CUSIP: 91838LAK6<br>LEI: 5493007T812R37X02Y38 | Long             | LON              | CORP              | US        |    173629 | PA      | $173628.88    | 0.22%             | 2030-08-09      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| Tiger Acquisition LLC                                                        | TIGER ACQUISITION LLC                                                           | CUSIP: 88675UAE2<br>LEI: 25490011XE2GWJKY5N51 | Long             | LON              | CORP              | US        |    125000 | PA      | $125078.13    | 0.16%             | 2032-08-23      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| PVKG Intermediate Holdings Inc(                                              | CONVERGEONE HLDG 06/04/30                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     54808 | PA      | $32885.05     | 0.04%             | 2030-06-04      | Floating      | 10.07%                | No            |                  2 | On Loan: No      |
| CPI Holdco B, LLC                                                            | CPI HOLDCO 05/17/31                                                             | CUSIP: 1261MAAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    199497 | PA      | $199040.24    | 0.25%             | 2031-05-17      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Prairie ECI Acquiror LP                                                      | Prairie Acquir 08/01/29                                                         | CUSIP: 73955HAF1<br>LEI: 254900Q6KU2LVSIISH22 | Long             | LON              | CORP              | US        |     74065 | PA      | $74435.67     | 0.09%             | 2029-08-01      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                                                      | ZAYO 03/9/27                                                                    | CUSIP: 98919XAB7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |    105000 | PA      | $101377.50    | 0.13%             | 2027-03-09      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                | Citigroup Inc                                                                   | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    510000 | PA      | $514917.15    | 0.65%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Summer (BC) Bidco B LLC                                                      | K 02/12/29                                                                      | CUSIP: 000000000<br>LEI: 984500NRF59D5DB9B654 | Long             | LON              | CORP              | LU        |    223810 | PA      | $220452.67    | 0.28%             | 2029-02-15      | Floating      | 9.56%                 | No            |                  3 | On Loan: No      |
| EMRLD Borrower LP                                                            | EMRLD BORROW 08/04/31                                                           | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    148875 | PA      | $148526.04    | 0.19%             | 2031-08-04      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Glatfelter Corporation                                                       | TREASURE HOLDC 10/10/31                                                         | CUSIP: 89458XAB3<br>LEI: 549300LDQLQBT38QDY28 | Long             | LON              | CORP              | US        |    299375 | PA      | $297878.13    | 0.38%             | 2031-11-04      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GRP LLC- CS                                                   | DIAMOND SPORTS GRP LLC- CS                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1996 | NS      | $27045.80     | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Reworld Holding Corporation                                                  | Reworld Hldg 11/30/28                                                           | CUSIP: 22282GAQ0<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |     11114 | PA      | $11132.52     | 0.01%             | 2028-11-30      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Voyager Parent, LLC                                                          | VOYAGER PAREN 05/09/32                                                          | CUSIP: 92921HAC9<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |    558869 | PA      | $559489.59    | 0.71%             | 2032-07-01      | Floating      | 9.04%                 | No            |                  2 | On Loan: No      |
| Bombardier Recreational Products Inc                                         | BOMBARDIER RECRE 10/31/23                                                       | CUSIP: 09776MAS3<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    166233 | PA      | $166614.04    | 0.21%             | 2029-12-13      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Upstream Newco Inc                                                           | Upstream Newco Inc                                                              | CUSIP: 91678HAF9<br>LEI: 549300Q4K2W4R1EBTH48 | Long             | LON              | CORP              | US        |     99482 | PA      | $81575.13     | 0.10%             | 2026-11-20      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| Tidal Waste & Recycling Holdings LLC                                         | TIDAL WASTE & RE 10/31/31                                                       | CUSIP: 000000000<br>LEI: 254900IQT82RE5KFAZ50 | Long             | LON              | CORP              | US        |    149625 | PA      | $150335.72    | 0.19%             | 2031-10-24      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                                                      | Zayo Group Hldg 03/09/27                                                        | CUSIP: 98919XAE1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |     25000 | PA      | $24322.93     | 0.03%             | 2027-03-09      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| Acuren Delaware Holdco Inc (f/k/a AAL Delaware Holdco Inc)                   | ACUREN HLDG 07/30/31                                                            | CUSIP: 00036YAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    199626 | PA      | $199500.85    | 0.25%             | 2031-07-30      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| SGH2 LLC                                                                     | SGH 09/30/32                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    200000 | PA      | $200000.00    | 0.25%             | 2032-07-16      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| Mcafee Corp                                                                  | MCAFEE 03/01/29                                                                 | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |    291416 | PA      | $276116.77    | 0.35%             | 2029-03-01      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| CBAMR Ltd                                                                    | CBAMR 2018-5 Ltd                                                                | CUSIP: 12516LAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $350000.00    | 0.44%             | 2038-10-17      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Swf Holdings I Corp.                                                         | SWF HLDGS I 12/19/29                                                            | CUSIP: 78489HAG3<br>LEI: 5493000CMZKPQ7BKPB20 | Long             | LON              | CORP              | US        |    128571 | PA      | $128089.29    | 0.16%             | 2029-12-18      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| Finastra Usa, Inc.                                                           | Finastra (M 09/01/32                                                            | CUSIP: 000000000<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |    100000 | PA      | $99300.00     | 0.13%             | 2032-07-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Voyager Parent, LLC                                                          | VOYAGER PAREN 05/09/32                                                          | CUSIP: 92921HAC9<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |     91131 | PA      | $91232.56     | 0.11%             | 2032-07-01      | Floating      | 9.04%                 | No            |                  2 | On Loan: No      |
| Synechron Holdings Inc                                                       | SYNE 10/28/31                                                                   | CUSIP: 87168HAE7<br>LEI: 549300MUU3E8J6UT8E60 | Long             | LON              | CORP              | US        |    174562 | PA      | $173689.69    | 0.22%             | 2031-10-03      | Floating      | 8.06%                 | No            |                  3 | On Loan: No      |
| Zelis Cost Management Buyer Inc                                              | ZELIS PMTS BUYE 09/28/29                                                        | CUSIP: 98932TAG8<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |    306723 | PA      | $305701.18    | 0.39%             | 2029-09-28      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Lsf11 Trinity Bidco, Inc.                                                    | LSF11 TRINITY BI 06/14/30                                                       | CUSIP: 50221BAF0<br>LEI: 2549000M6VOEWVW5JU51 | Long             | LON              | CORP              | US        |    144901 | PA      | $144720.04    | 0.18%             | 2030-06-14      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                     | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDK3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $103625.00    | 0.13%             | N/A             | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Gloves Buyer Inc                                                             | GLOVES BUYE 01/17/32                                                            | CUSIP: 37987UAG7<br>LEI: 54930015O0Y94T5H8Z18 | Long             | LON              | CORP              | US        |    275000 | PA      | $270187.50    | 0.34%             | 2032-05-21      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Madison Iaq LLC                                                              | MADISON IA 03/29/32                                                             | CUSIP: 55759VAD0<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |    225000 | PA      | $226012.50    | 0.28%             | 2032-05-06      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| XPLORE INC                                                                   | XPLORE INC                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5763 | NS      | $14153.86     | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| RC Buyer Inc                                                                 | ROUGH COUNTRY LL 07/28/28                                                       | CUSIP: 74934KAC5<br>LEI: 549300ULXHJ9CR0QDU59 | Long             | LON              | CORP              | US        |    148025 | PA      | $145681.59    | 0.18%             | 2028-07-28      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| Boost Newco Borrower LLC                                                     | BOOST NEWCO BORR 01/31/31                                                       | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |    198128 | PA      | $198128.44    | 0.25%             | 2031-01-31      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| ProAmpac PG Borrower LLC                                                     | PROAMPAC PG BORR 09/15/28                                                       | CUSIP: 74274NAL7<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |    119827 | PA      | $119714.50    | 0.15%             | 2028-09-15      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| Victory Buyer LLC                                                            | VANTAGE ELEVATOR 11/10/28                                                       | CUSIP: 92643PAB0<br>LEI: 549300G9TEUHGC81N056 | Long             | LON              | CORP              | US        |    273076 | PA      | $272393.25    | 0.34%             | 2028-11-19      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                                                | NYC Commercial Mortgage Trust 2025-3BP                                          | CUSIP: 67120UAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $149296.88    | 0.19%             | 2042-02-15      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Pro Mach Group Inc                                                           | PRO MACH GROU 08/31/28                                                          | CUSIP: 74273JAK9<br>LEI: 5493008SZGSVUCSNB151 | Long             | LON              | CORP              | US        |    187829 | PA      | $188298.23    | 0.24%             | 2028-08-31      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| ProAmpac PG Borrower LLC                                                     | PROAMPAC PG BORR 09/15/28                                                       | CUSIP: 74274NAL7<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |     77183 | PA      | $77110.72     | 0.10%             | 2028-09-15      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| Consolidated Energy Finance SA                                               | CONSOLIDATED E 11/07/30                                                         | CUSIP: 000000000<br>LEI: 549300PUNIS0USNSL750 | Long             | LON              | CORP              | LU        |    152747 | PA      | $144536.73    | 0.18%             | 2030-11-15      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                      | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    400000 | PA      | $389570.20    | 0.49%             | N/A             | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Geon Performance Solutions LLC                                               | GEON PERFORMANCE 08/18/28                                                       | CUSIP: 37254YAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    368499 | PA      | $343625.48    | 0.43%             | 2028-08-18      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| Catawba Nation Gaming Authority                                              | CATAWBA NATION G 12/13/31                                                       | CUSIP: 14907EAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    200000 | PA      | $198500.00    | 0.25%             | 2032-03-28      | Floating      | 9.05%                 | No            |                  3 | On Loan: No      |
| The Boots Group                                                              | BOOTS GROUP FINCO LP                                                            | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | LON              | CORP              | US        |    125000 | PA      | $125156.25    | 0.16%             | 2032-07-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| MITEL NETWORKS INTL LT                                                       | MITEL NETWORKS INTL LT                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       265 | NS      | $2.65         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                     | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $95855.83     | 0.12%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                  | US LONG BOND(CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -3 | NC      | $-957.47      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Pregis Topco LLC                                                             | PREGIS TOPC 03/31/29                                                            | CUSIP: 74045BAG2<br>LEI: 549300LJXHJYHS1GM034 | Long             | LON              | CORP              | US        |    134076 | PA      | $135249.38    | 0.17%             | 2029-02-01      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Kuehg Corp.                                                                  | ASPIRE BAKERIES 12/23/30                                                        | CUSIP: 50118YAH2<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |    222938 | PA      | $223076.92    | 0.28%             | 2030-06-12      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| Alliance Laundry Systems LLC                                                 | Alliance Laundry 08/19/31                                                       | CUSIP: 000000000<br>LEI: 549300YBOGK6MBI5ND34 | Long             | LON              | CORP              | US        |    375000 | PA      | $374250.00    | 0.47%             | 2031-08-19      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Apro LLC                                                                     | APR 07/31/31                                                                    | CUSIP: 03834XAP8<br>LEI: 549300HALLMPVGYAKP14 | Long             | LON              | CORP              | US        |    322562 | PA      | $320949.69    | 0.40%             | 2031-07-09      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| Foundation Building Materials Inc                                            | FOUNDATION BUILD 01/29/31                                                       | CUSIP: 35039KAE6<br>LEI: 549300ZVE6MONHB01I28 | Long             | LON              | CORP              | US        |    200000 | PA      | $201000.00    | 0.25%             | 2031-01-29      | Floating      | 9.55%                 | No            |                  2 | On Loan: No      |
| MIP V Waste LLC                                                              | MIP V WAST 08/13/32                                                             | CUSIP: 000000000<br>LEI: 254900RELOGHR3ZGIQ56 | Long             | LON              | CORP              | US        |    197075 | PA      | $197567.85    | 0.25%             | 2032-08-16      | Floating      | 7.05%                 | No            |                  3 | On Loan: No      |
| IVC Acquisition Ltd                                                          | VETSTRATEGY CANA 12/06/28                                                       | CUSIP: 000000000<br>LEI: 254900WZMD2JOGND1Z32 | Long             | LON              | CORP              | CA        |    298489 | PA      | $299981.10    | 0.38%             | 2028-12-12      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| Loire US Holdco 1 Inc                                                        | LOIRE FINCO LUXE 01/31/30                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    111720 | PA      | $112278.60    | 0.14%             | 2030-01-31      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC                                                   | AMNEAL PHARMACEU 07/24/32                                                       | CUSIP: 03167DAR5<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |    325000 | PA      | $324187.50    | 0.41%             | 2032-07-30      | Floating      | 7.82%                 | No            |                  3 | On Loan: No      |
| Loire US Holdco 1 Inc                                                        | LOIRE FINCO LUXE 01/31/30                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     87780 | PA      | $88218.90     | 0.11%             | 2030-01-31      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| St. Georges University Scholastic Services LLC                               | UNIV SUPPORT SER 02/10/29                                                       | CUSIP: 78957LAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      7304 | PA      | $7198.24      | 0.01%             | 2029-02-10      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                  | ASURION 01/31/28                                                                | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     50000 | PA      | $48468.75     | 0.06%             | 2028-01-31      | Floating      | 9.68%                 | No            |                  2 | On Loan: No      |
| St. Georges University Scholastic Services LLC                               | UNIV SUPPORT SER 02/10/29                                                       | CUSIP: 78957LAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     29217 | PA      | $28792.96     | 0.04%             | 2029-02-10      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| St. Georges University Scholastic Services LLC                               | UNIV SUPPORT SER 02/10/29                                                       | CUSIP: 78957LAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    212817 | PA      | $209731.11    | 0.26%             | 2029-02-10      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Transdigm                                                                    | TRANSDIGM GR 08/31/32                                                           | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    325000 | PA      | $325135.53    | 0.41%             | 2032-08-13      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                      | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113156.63    | 0.14%             | N/A             | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Xplore Inc                                                                   | XPLOR 10/24/31                                                                  | CUSIP: 000000000<br>LEI: 254900V3NB5MGOZS4O08 | Long             | LON              | CORP              | CA        |    101089 | PA      | $69498.71     | 0.09%             | 2031-10-24      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                                     | VIRGIN MEDIA BRI 03/31/31                                                       | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |    300000 | PA      | $294000.00    | 0.37%             | 2031-03-31      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                        | GFL Environmental Inc                                                           | CUSIP: 36168QAQ7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $52062.50     | 0.07%             | 2031-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CCRR Parent Inc                                                              | CCRR PARENT INC 03/06/28                                                        | CUSIP: 12510MAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    521824 | PA      | $156547.23    | 0.20%             | 2028-03-06      | Floating      | 8.71%                 | No            |                  2 | On Loan: No      |
| Radiate Holdco LLC                                                           | RADIATE HOLDC 09/25/29                                                          | CUSIP: 75025KAK4<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | LON              | CORP              | US        |    262527 | PA      | $212647.17    | 0.27%             | 2029-09-25      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| Cedar Fair LP                                                                | CEDAR FA 04/18/31                                                               | CUSIP: 15018LAN1<br>LEI: 529900AS2CYWYFHRS781 | Long             | LON              | CORP              | US        |    198746 | PA      | $197433.12    | 0.25%             | 2031-05-01      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Michael Baker International LLC                                              | MICHAEL BAKER IN 12/01/28                                                       | CUSIP: 59406MAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    347255 | PA      | $348412.39    | 0.44%             | 2028-12-01      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| AMG Advanced Metallurgical Group NV                                          | AMG ADVANCED 11/16/28                                                           | CUSIP: 000000000<br>LEI: 5493006MN6OH67U2YI74 | Long             | LON              | CORP              | NL        |     78444 | PA      | $78051.67     | 0.10%             | 2028-11-30      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| AMG Advanced Metallurgical Group NV                                          | AMG ADVANCED 11/16/28                                                           | CUSIP: 000000000<br>LEI: 5493006MN6OH67U2YI74 | Long             | LON              | CORP              | NL        |    193040 | PA      | $192074.31    | 0.24%             | 2028-11-30      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| ECL Entertainment LLC                                                        | ECL ENTM 08/30/30                                                               | CUSIP: 000000000<br>LEI: 254900UPSGHOBB360Z85 | Long             | LON              | CORP              | US        |    125000 | PA      | $125000.00    | 0.16%             | 2030-08-30      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Greystar Real Estate Partners, LLC                                           | GREYSTAR REAL ES 08/21/30                                                       | CUSIP: 000000000<br>LEI: 254900HGC806SXAS4M46 | Long             | LON              | CORP              | US        |    315812 | PA      | $315811.52    | 0.40%             | 2030-08-21      | Floating      | 6.81%                 | No            |                  3 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                          | CLYDESDALE ACQUI 03/27/32                                                       | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    491409 | PA      | $490745.53    | 0.62%             | 2032-04-01      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| JFL-Tiger Acquisition Co., Inc                                               | JFL TIGER ACQ C 10/31/30                                                        | CUSIP: 000000000<br>LEI: 254900KPFL42CYD2VY03 | Long             | LON              | CORP              | US        |    346360 | PA      | $346360.26    | 0.44%             | 2030-10-17      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                        | Level 3 Financing Inc                                                           | CUSIP: 527298CB7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23396.06     | 0.03%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Belfor Holdings Inc                                                          | BELFOR Hldg 11/01/30                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    372839 | PA      | $374471.59    | 0.47%             | 2030-11-01      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Albion Financing 3 SARL                                                      | ALBION FING 3 05/30/31                                                          | CUSIP: 01330EAD0<br>LEI: 213800VFJ5CIN2NUQ821 | Long             | LON              | CORP              | US        |     30627 | PA      | $30665.41     | 0.04%             | 2031-05-21      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corporation (f/k/a Covanta Holding Corporation)              | CVA REWORLD HLDG 11/30/28                                                       | CUSIP: 22282GAM9<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |    184802 | PA      | $185033.19    | 0.23%             | 2028-11-30      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Skillsoft Finance II Inc                                                     | SKILLSOFT (US) C 07/14/28                                                       | CUSIP: 83066YAB8<br>LEI: 549300LDUD35NU8F0G43 | Long             | LON              | CORP              | US        |    112867 | PA      | $104648.97    | 0.13%             | 2028-07-14      | Floating      | 9.68%                 | No            |                  2 | On Loan: No      |
| Albion Financing 3 SARL                                                      | ALBION FING 3 05/30/31                                                          | CUSIP: 01330EAD0<br>LEI: 213800VFJ5CIN2NUQ821 | Long             | LON              | CORP              | US        |    117447 | PA      | $117593.40    | 0.15%             | 2031-05-21      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| OXFORD LANE CAPITAL CORP                                                     | Oxford Lane Capital Corp                                                        | CUSIP: 691543854<br>LEI: 549300G3KO4JNQQD7Z72 | Long             | EP               | CORP              | US        |      5920 | NS      | $148118.40    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Calpine Corporation                                                          | CALPINE 01/31/31                                                                | CUSIP: 13134MBW2<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |    223810 | PA      | $223536.02    | 0.28%             | 2031-01-31      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Azuria Water Solutions Inc                                                   | AZURIA WATER SOL 05/17/28                                                       | CUSIP: 000000000<br>LEI: 549300AG3DVJURRIT691 | Long             | LON              | CORP              | US        |     25974 | PA      | $25990.26     | 0.03%             | 2028-05-17      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Burlington Coat Factory Warehouse Corp                                       | BURLINGTON COAT 01/00/00                                                        | CUSIP: 121575AL8<br>LEI: 549300SIFDMGE3Y2SW49 | Long             | LON              | CORP              | US        |     74812 | PA      | $74811.56     | 0.09%             | 2031-09-24      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                  | ALLIED UNIVERSAL HOLDCO                                                         | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |    400000 | PA      | $401111.20    | 0.51%             | 2032-08-06      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Maverick Gaming LLC                                                          | MAVERICK GAMIN 01/03/28                                                         | CUSIP: 57770JAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     61630 | PA      | $29582.42     | 0.04%             | 2028-06-05      | Floating      | 11.80%                | No            |                  3 | On Loan: No      |
| Atlas Senior Loan Fund LTD                                                   | Atlas Senior Loan Fund XXI Ltd                                                  | CUSIP: 04940QAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    275000 | PA      | $276190.64    | 0.35%             | 2035-07-20      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Nouryon Finance BV                                                           | Nouryon F 04/03/28                                                              | CUSIP: 000000000<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | NL        |     98507 | PA      | $98506.87     | 0.12%             | 2028-04-03      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| CoreLogic Inc                                                                | CORELOGIC INC 06/02/28                                                          | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |    194413 | PA      | $193635.33    | 0.24%             | 2028-06-02      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| Dave & Busters Inc                                                           | DAVE & BUSTER 06/29/29                                                          | CUSIP: 23833EAX2<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |    174154 | PA      | $167841.10    | 0.21%             | 2029-06-29      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| Envision Healthcare Operating, Inc.                                          | ENVISION HEALTHC 12/31/30                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    442797 | PA      | $445564.09    | 0.56%             | 2030-06-25      | Floating      | 10.82%                | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                         | Bank of America Corp                                                            | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    890000 | PA      | $917772.09    | 1.16%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Kronos Acquisition Holdings Inc                                              | KRONOS ACQUISITI 06/26/31                                                       | CUSIP: 50106JAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    268968 | PA      | $198939.93    | 0.25%             | 2031-07-08      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| Accelerated Health Systems LLC                                               | ACCELERATED HEAL 02/15/29                                                       | CUSIP: 04747LAM5<br>LEI: 549300FAKU4HJQC25564 | Long             | LON              | CORP              | US        |    247755 | PA      | $172189.81    | 0.22%             | 2029-02-15      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| Flutter Entertainment Public Limited Company                                 | FLUTTER (STARS G 05/21/32                                                       | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    175000 | PA      | $174453.13    | 0.22%             | 2032-06-04      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| USI Inc                                                                      | USI I 09/29/30                                                                  | CUSIP: 90351NAQ8<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |     68530 | PA      | $68444.10     | 0.09%             | 2030-09-27      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| PPM CLO 2 Ltd.                                                               | PPM CLO 2 Ltd                                                                   | CUSIP: 69377PAW4<br>LEI: 549300JBW1DIZLGMSY83 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500440.00    | 0.63%             | 2037-04-16      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Paint Intermediate III LLC                                                   | PAINT INTER II 09/11/31                                                         | CUSIP: 69575EAL3<br>LEI: 549300C2JJM7BNZTR054 | Long             | LON              | CORP              | US        |    249375 | PA      | $249478.99    | 0.31%             | 2031-10-09      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                 | MPH ACQUISITION HOLDINGS LLC                                                    | CUSIP: 55328HAQ4<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |     75000 | PA      | $68812.50     | 0.09%             | 2030-12-31      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                  | ASURION LLC 01/22/29                                                            | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    200000 | PA      | $189750.00    | 0.24%             | 2029-01-20      | Floating      | 9.68%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                                                    | BAUSCH & LOMB TE 12/18/30                                                       | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    150000 | PA      | $150093.75    | 0.19%             | 2031-01-15      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Aventiv Technologies (3/24) 1st Lien                                         | AVENTIV TECHNOLO 12/31/25                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6593 | PA      | $6923.02      | 0.01%             | 2025-12-24      | Floating      | 14.59%                | No            |                  3 | On Loan: No      |
| LifePoint Health Inc                                                         | LIFEPOINT H 05/16/31                                                            | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    235017 | PA      | $233044.49    | 0.29%             | 2031-05-16      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Lifetime Brands Inc                                                          | LIFETIME BRANDS 08/26/27                                                        | CUSIP: 53223UAJ2<br>LEI: 549300GS38DC0OHLYK32 | Long             | LON              | CORP              | US        |     44806 | PA      | $40325.82     | 0.05%             | 2027-08-26      | Floating      | 9.97%                 | No            |                  3 | On Loan: No      |
| SOUND INPATIENT PHYSICIANS INC- Class A2                                     | SOUND INPATIENT PHYSICIANS INC- Class A2                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       355 | NS      | $351.88       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Acrisure LLC                                                                 | ACRISUR 11/06/30                                                                | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    270383 | PA      | $269819.89    | 0.34%             | 2030-11-06      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| Mamba Purchaser Inc                                                          | MAMBA PURCHASE 10/14/31                                                         | CUSIP: 56150KAH8<br>LEI: 549300EAB6F7TKRLOT57 | Long             | LON              | CORP              | US        |    147639 | PA      | $147639.33    | 0.19%             | 2031-10-16      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| Xplornet - Contingent Value Rights                                           | Xplornet - Contingent Value Rights                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       432 | NS      | $0.04         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| EAGLE POINT CREDIT CO                                                        | Eagle Point Credit Co Inc                                                       | CUSIP: 269809877<br>LEI: 549300H82HTZTPXB6822 | Long             | EP               | CORP              | US        |       249 | NS      | $6317.11      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Mortgage LLC                                               | STARWOOD PPTY MT 11/18/27                                                       | CUSIP: 85570DAN2<br>LEI: 5493008SB15CNJRIOK13 | Long             | LON              | CORP              | US        |     98250 | PA      | $98127.19     | 0.12%             | 2027-11-18      | Floating      | 6.07%                 | No            |                  3 | On Loan: No      |
| ROCC Trust                                                                   | ROCK Trust 2024-CNTR                                                            | CUSIP: 74970WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $211221.08    | 0.27%             | 2041-11-13      | Fixed         | 8.82%                 | No            |                  2 | On Loan: No      |
| Sound Inpatient Physicians Inc                                               | Sound Inpatient 06/28/28                                                        | CUSIP: 83607JAD3<br>LEI: 54930047QBMPL027P218 | Long             | LON              | CORP              | US        |     49513 | PA      | $51493.79     | 0.06%             | 2028-06-28      | Floating      | 11.06%                | No            |                  2 | On Loan: No      |
| DS Parent Inc                                                                | DS P 12/13/30                                                                   | CUSIP: 23344YAG7<br>LEI: 254900EH8GRZUGRWRH57 | Long             | LON              | CORP              | US        |     99000 | PA      | $91327.50     | 0.12%             | 2031-01-31      | Floating      | 9.80%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                                               | Bain Capital Credit CLO 2023-3 Ltd                                              | CUSIP: 05682CAQ0<br>LEI: 254900QJNS3TYDIDQH27 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $501060.15    | 0.63%             | 2038-10-24      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                                          | PEER HLDG I 10/28/30                                                            | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |     74622 | PA      | $74668.80     | 0.09%             | 2030-10-26      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                            | General Motors Co                                                               | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107858.40    | 0.14%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                                                       | CHART INDUS 03/18/30                                                            | CUSIP: 16115EAT4<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | LON              | CORP              | US        |    147080 | PA      | $147508.79    | 0.19%             | 2030-03-15      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| EAB Global Inc                                                               | EAB Global, 08/16/28                                                            | CUSIP: 26835CAC3<br>LEI: 254900WJRUVZKYEF1M36 | Long             | LON              | CORP              | US        |    272495 | PA      | $267556.30    | 0.34%             | 2030-08-16      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Imagine Learning LLC                                                         | WELD NORTH EDUCATION LLC                                                        | CUSIP: 94935RAF0<br>LEI: 254900W855WLN58WNJ32 | Long             | LON              | CORP              | US        |     20000 | PA      | $18182.14     | 0.02%             | 2029-12-21      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Patagonia Holdco LLC                                                         | PATAGONIA H 08/01/29                                                            | CUSIP: 70289FAD3<br>LEI: 254900OLXUIWWEAJZ984 | Long             | LON              | CORP              | US        |    232135 | PA      | $183821.72    | 0.23%             | 2029-08-01      | Floating      | 9.98%                 | No            |                  2 | On Loan: No      |
| BCPE North Star US Holdco 2 Inc                                              | BCPE NORTH STAR 06/09/28                                                        | CUSIP: 05552DAD4<br>LEI: 254900AGB0JDUDNIJC95 | Long             | LON              | CORP              | US        |    168771 | PA      | $168841.70    | 0.21%             | 2028-06-09      | Floating      | 8.43%                 | No            |                  2 | On Loan: No      |
| Davis Park CLO                                                               | Davis Park CLO Ltd                                                              | CUSIP: 239086AQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $500780.50    | 0.63%             | 2038-07-20      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Cinemark USA Inc                                                             | CINEMARK US 05/24/30                                                            | CUSIP: 172442AV7<br>LEI: 54930008H2137JSCPQ09 | Long             | LON              | CORP              | US        |     80010 | PA      | $80060.14     | 0.10%             | 2030-05-24      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands Inc                                              | CORNERSTONE BLDG 08/01/28                                                       | CUSIP: 21925FAB0<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |    148127 | PA      | $134795.36    | 0.17%             | 2028-08-01      | Floating      | 9.99%                 | No            |                  3 | On Loan: No      |
| CPPIB OVM Member U.S. LLC                                                    | CPPIB OVM MEMBER 08/20/31                                                       | CUSIP: 12673CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    247873 | PA      | $248337.86    | 0.31%             | 2031-08-20      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Verde Purchaser, LLC                                                         | VERDE PURC 11/30/30                                                             | CUSIP: 92338TAB2<br>LEI: 5493004G8OK5L1UTIY12 | Long             | LON              | CORP              | US        |    149248 | PA      | $147382.52    | 0.19%             | 2030-11-30      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| First Student Bidco Inc                                                      | FIRST STUDENT BIDCO INC                                                         | CUSIP: 33718FAN0<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |    253598 | PA      | $253597.90    | 0.32%             | 2030-08-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Diamond Sports Net, LLC                                                      | DIAMOND SPORTS N 01/02/28                                                       | CUSIP: 25277EAB8<br>LEI: 549300MPO5H6LGX4RJ82 | Long             | LON              | CORP              | US        |     13737 | PA      | $11951.15     | 0.02%             | 2028-01-02      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services Inc                                      | SEDGWICK CLAIMS 07/31/31                                                        | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |    398995 | PA      | $399743.09    | 0.50%             | 2031-07-31      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Dechra Pharmaceuticals Holdings Limited (f/k/a Freya Bidco Limited)          | DECHRA FINAN 12/03/31                                                           | CUSIP: 24343EAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    199500 | PA      | $199998.75    | 0.25%             | 2032-01-27      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Red Planet Borrower LLC                                                      | RED PLANET BORRO 10/02/28                                                       | CUSIP: 57165KAB2<br>LEI: 254900LGTHBRY5NA0C90 | Long             | LON              | CORP              | US        |    219189 | PA      | $216631.79    | 0.27%             | 2028-10-02      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| (PIPA070) PGIM Core Government Money Market Fund                             | (PIPA070) PGIM Core Government Money Market Fund                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   2512473 | NS      | $2512473.01   | 3.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Financial Holdings LLC                                               | GENUINE FINL HLD 09/27/30                                                       | CUSIP: 37190DAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    197069 | PA      | $184752.53    | 0.23%             | 2030-09-27      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Avoca CLO                                                                    | Avoca Capital CLO X Ltd                                                         | CUSIP: 000000000<br>LEI: 635400SFFWCTHJHBZK84 | Long             | ABS-CBDO         | CORP              | IE        |    250000 | PA      | $291397.54    | 0.37%             | 2035-04-15      | Floating      | 3.38%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco Gmbh                                                       | TK ELEVATOR US N 04/30/30                                                       | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |    295053 | PA      | $296020.58    | 0.37%             | 2030-04-30      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Gategroup Finance                                                            | GATEGROUP US FIN 06/30/32                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    224438 | PA      | $224156.95    | 0.28%             | 2032-06-10      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO / FINANCE                                                     | Radiate Holdco LLC / Radiate Finance Inc                                        | CUSIP: 75026JAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20750 | PA      | $12957.44     | 0.02%             | 2030-03-25      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco Gmbh                                                       | TK Elevator Midc 04/30/30                                                       | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |    273979 | PA      | $274878.38    | 0.35%             | 2030-04-30      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Allen Media LLC                                                              | ALLEN MEDIA LLC 02/10/27                                                        | CUSIP: 01771JAG8<br>LEI: 549300ERNJNM4RN5JP79 | Long             | LON              | CORP              | US        |    182495 | PA      | $121967.64    | 0.15%             | 2027-02-10      | Floating      | 9.95%                 | No            |                  2 | On Loan: No      |
| Charlotte Buyer Inc                                                          | CHARLOTTE BUYE 02/11/28                                                         | CUSIP: 12568YAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    287124 | PA      | $286585.74    | 0.36%             | 2028-02-11      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| Crown Subsea Communications Holding Inc                                      | Crown Subsea Com 06/30/31                                                       | CUSIP: 000000000<br>LEI: 5493003AYLUE132FIO27 | Long             | LON              | CORP              | US        |    298122 | PA      | $300109.75    | 0.38%             | 2031-01-30      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                        | Toronto-Dominion Bank/The                                                       | CUSIP: 89116CKP1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    720000 | PA      | $745200.00    | 0.94%             | 2084-07-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Rainbow UK Holdco Limited                                                    | RAINBOW UK HOLDC 02/26/29                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    375000 | PA      | $505424.99    | 0.64%             | 2029-02-23      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                          | MEDLINE BORROW 10/23/30                                                         | CUSIP: 58503UAJ2<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    249372 | PA      | $249254.90    | 0.31%             | 2030-10-23      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Cinemark USA Inc                                                             | CINEMARK US 05/24/30                                                            | CUSIP: 172442AV7<br>LEI: 54930008H2137JSCPQ09 | Long             | LON              | CORP              | US        |     80010 | PA      | $80060.14     | 0.10%             | 2030-05-24      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd                                                            | Elevation CLO 2020-11 Ltd                                                       | CUSIP: 28621YAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $401340.72    | 0.51%             | 2037-10-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                                 | Calpine Corp                                                                    | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74389.36     | 0.09%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Veritiv Operating Co                                                         | VERITIV OPERATING CO                                                            | CUSIP: 92338TAB2<br>LEI: 5493004G8OK5L1UTIY12 | Long             | LON              | CORP              | US        |     50000 | PA      | $49375.00     | 0.06%             | 2030-11-29      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                                                      | BROWN GROUP HOLD 07/01/31                                                       | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |     46889 | PA      | $46897.51     | 0.06%             | 2031-07-01      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Latham Pool Products Inc                                                     | LATHAM POOL PROD 03/31/29                                                       | CUSIP: 51822LAE2<br>LEI: 5493003BF0K8YNW6X153 | Long             | LON              | CORP              | US        |    184085 | PA      | $182704.45    | 0.23%             | 2029-02-23      | Floating      | 8.35%                 | No            |                  2 | On Loan: No      |
| Brewco Bor 09/30/25                                                          | Brewco Bor 09/30/25                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     35858 | PA      | $35857.66     | 0.05%             | 2025-09-30      | Floating      | 11.20%                | No            |                  2 | On Loan: No      |
| Auris Luxembourg III SARL                                                    | WS Audiolo 02/28/29                                                             | CUSIP: 000000000<br>LEI: 213800VO63L2OE6QXG55 | Long             | LON              | CORP              | LU        |    149250 | PA      | $149063.11    | 0.19%             | 2029-02-28      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| Brookfield Property Reit Inc                                                 | BROOKFIELD PROPE 05/31/30                                                       | CUSIP: 11283HAG2<br>LEI: 549300K1JD1LDRNBET48 | Long             | LON              | CORP              | US        |   1162574 | PA      | $1165480.28   | 1.47%             | 2030-05-28      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                                                      | BROWN GROUP HOLD 07/01/31                                                       | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |     30256 | PA      | $30261.45     | 0.04%             | 2031-07-01      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Ryan LLC                                                                     | RYA 11/14/30                                                                    | CUSIP: 78350LAZ8<br>LEI: 549300TG86D8HZC6TE67 | Long             | LON              | CORP              | US        |    312435 | PA      | $313118.15    | 0.39%             | 2030-11-14      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                  | US 10YR NOTE (CBT)                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -13 | NC      | $-4283.56     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark USA Inc                                                             | CINEMARK US 05/24/30                                                            | CUSIP: 172442AV7<br>LEI: 54930008H2137JSCPQ09 | Long             | LON              | CORP              | US        |    101831 | PA      | $101894.73    | 0.13%             | 2030-05-24      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| MRC Global (US) Inc.                                                         | MRC GLOB U 10/24/31                                                             | CUSIP: 55345LAF8<br>LEI: 549300DH01K8F1NQFP75 | Long             | LON              | CORP              | US        |    324188 | PA      | $324997.97    | 0.41%             | 2031-10-29      | Floating      | 7.80%                 | No            |                  3 | On Loan: No      |
| Windstream Services LLC                                                      | WINDSTREAM SERVI 10/31/31                                                       | CUSIP: 97381JAJ2<br>LEI: 549300KT9GVEBYCD2N29 | Long             | LON              | CORP              | US        |     50000 | PA      | $50125.00     | 0.06%             | 2031-09-26      | Floating      | 9.17%                 | No            |                  3 | On Loan: No      |
| Brown Group Holding LLC                                                      | BROWN GROUP HOLD 07/01/31                                                       | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |     22604 | PA      | $22607.64     | 0.03%             | 2031-07-01      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Dave & Busters Inc                                                           | DAVE & BUSTERS 10/31/31                                                         | CUSIP: 23833EAY0<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |    124062 | PA      | $117992.25    | 0.15%             | 2031-11-01      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| Cinemark USA Inc                                                             | CINEMARK US 05/24/30                                                            | CUSIP: 172442AV7<br>LEI: 54930008H2137JSCPQ09 | Long             | LON              | CORP              | US        |    107934 | PA      | $108001.65    | 0.14%             | 2030-05-24      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| First Student Bidco Inc                                                      | FIRST STUDENT BIDCO INC                                                         | CUSIP: 33718FAP5<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |     46402 | PA      | $46402.10     | 0.06%             | 2030-08-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                                               | Carlyle US CLO 2023-5 Ltd                                                       | CUSIP: 14318QAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $503711.60    | 0.63%             | 2036-01-27      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| SCIH Salt Holdings Inc                                                       | SCIH SALT HLDG 01/31/29                                                         | CUSIP: 78397GAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99749 | PA      | $99889.62     | 0.13%             | 2029-01-31      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                     | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $70544.01     | 0.09%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EAGLE POINT CREDIT CO                                                        | Eagle Point Credit Co Inc                                                       | CUSIP: 269809414<br>LEI: 549300H82HTZTPXB6822 | Long             | EP               | CORP              | US        |      4712 | NS      | $118671.72    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AlixPartners LLP                                                             | ALIXPARTNER 07/30/32                                                            | CUSIP: 01642PBE5<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |    250000 | PA      | $248984.50    | 0.31%             | 2032-07-29      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, Ltd.                                                   | Sixth Street CLO XVI Ltd                                                        | CUSIP: 83012DAU7<br>LEI: 549300YD05LZSDNMVF16 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $301578.48    | 0.38%             | 2037-01-20      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST                                               | PMT Credit Risk Transfer Trust 2024-1R                                          | CUSIP: 73015AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    109690 | PA      | $110937.80    | 0.14%             | 2033-05-25      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                  | US 2YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -7 | NC      | $-2273.26     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eco Material Technologies Inc.                                               | ECO MATERIAL TEC 02/28/32                                                       | CUSIP: 27888XAB3<br>LEI: 2549001ARPX05UHXX452 | Long             | LON              | CORP              | US        |    100000 | PA      | $99937.50     | 0.13%             | 2032-02-12      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                       | Venture Global LNG Inc                                                          | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    280000 | PA      | $278531.32    | 0.35%             | N/A             | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Veeam Software/ VS Buyer                                                     | VS BUYE 04/12/31                                                                | CUSIP: 91834WAG5<br>LEI: 254900G5QLDMHSCYJK25 | Long             | LON              | CORP              | US        |    124064 | PA      | $124064.06    | 0.16%             | 2031-04-14      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Kenan Advantage Group Inc (The)                                              | PLASTIPAK TLB 01/25/29                                                          | CUSIP: 48853UBQ2<br>LEI: 549300GVUXCXDWYPIY65 | Long             | LON              | CORP              | US        |    272808 | PA      | $267522.77    | 0.34%             | 2029-01-25      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                          | CLYDESDALE ACQUI 03/27/32                                                       | CUSIP: 18972FAF9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |      8333 | PA      | $8322.09      | 0.01%             | 2032-04-01      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Runitonetime LLC                                                             | RUNITONETIM 06/23/26                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4248 | PA      | $3797.45      | 0.00%             | 2026-04-16      | Floating      | 16.86%                | No            |                  3 | On Loan: No      |
| Azorra Soar TLB FInance Limited                                              | AZORRA SOAR TLB 10/18/29                                                        | CUSIP: 000000000<br>LEI: 254900W0D3E1W7DRS089 | Long             | LON              | CORP              | KY        |    305690 | PA      | $305881.06    | 0.39%             | 2029-10-18      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Trimaran Advisors CAVU 2019-2                                                | Trimaran CAVU 2019-2 Ltd                                                        | CUSIP: 89624JAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250000.00    | 0.32%             | 2038-03-18      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Beacon Mobility Corp                                                         | BEACON MOBILITY 07/31/30                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2530 | PA      | $2539.61      | 0.00%             | 2030-08-06      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| Beacon Mobility Corp                                                         | BEACON MOBILITY 07/31/30                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4819 | PA      | $4837.35      | 0.01%             | 2030-08-06      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                  | US 5YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -53 | NC      | $-17518.34    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST                                               | PMT Credit Risk Transfer Trust 2024-2R                                          | CUSIP: 69391NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    242704 | PA      | $245067.96    | 0.31%             | 2027-03-29      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                                          | LBM ACQUISITIO 06/06/31                                                         | CUSIP: 50179JAK4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |    100000 | PA      | $98825.00     | 0.12%             | 2031-06-06      | Floating      | 9.36%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                                                     | Diversified Healthcare Trust                                                    | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $50939.96     | 0.06%             | 2031-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                         | Targa Resources Corp                                                            | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70701.46     | 0.09%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CARLYLE CREDIT INCOME                                                        | Carlyle Credit Income Fund                                                      | CUSIP: 92535C500<br>LEI: 549300LVMWHJGZNVXZ22 | Long             | EP               | CORP              | US        |      3562 | NS      | $90955.67     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                          | CLYDESDALE ACQUI 03/27/32                                                       | CUSIP: 18972FAF9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |       258 | PA      | $257.69       | 0.00%             | 2032-04-01      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Crisis Prevention Institute, Inc.                                            | CRISIS PREVENTIO 04/09/31                                                       | CUSIP: 22663GAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    373125 | PA      | $370792.97    | 0.47%             | 2031-04-09      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GRP LLC- WARRANTS                                             | DIAMOND SPORTS GRP LLC- WARRANTS                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3733 | NS      | $762.19       | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Altar Bidco Inc                                                              | ALTAR BIDCO INC 02/01/29                                                        | CUSIP: 02090CAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99743 | PA      | $99524.69     | 0.13%             | 2029-02-01      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| A-Ap Buyer, Inc.                                                             | AAP Buye 09/09/31                                                               | CUSIP: 00036FAB0<br>LEI: 254900BOO8W9IR1VYO11 | Long             | LON              | CORP              | US        |    249373 | PA      | $250152.72    | 0.32%             | 2031-09-09      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                  | CURRENCY CONTRACT - EUR                                                         | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-766.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Transdigm Inc                                                                | TRAN 03/14/30                                                                   | CUSIP: 89364MCB8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     98750 | PA      | $98996.88     | 0.12%             | 2030-03-22      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Indy Us Bidco, LLC                                                           | NIELSEN CONSUME 10/04/30                                                        | CUSIP: 45674PAS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    188567 | PA      | $187388.19    | 0.24%             | 2030-10-31      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Plaze Inc                                                                    | PLZ 08/03/26                                                                    | CUSIP: 72819QAM4<br>LEI: 54930069WJQSNERFIV02 | Long             | LON              | CORP              | US        |    317222 | PA      | $287086.00    | 0.36%             | 2026-08-03      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| Indy Us Bidco, LLC                                                           | NIELSEN CONSUME 10/04/30                                                        | CUSIP: 45674PAS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    187379 | PA      | $186207.41    | 0.23%             | 2030-10-31      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                            | CLARIOS GLOB 01/14/32                                                           | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    425000 | PA      | $424468.75    | 0.54%             | 2032-01-28      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                | Citigroup Inc                                                                   | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    855000 | PA      | $870730.59    | 1.10%             | N/A             | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                 | MPH ACQ 12/31/30                                                                | CUSIP: 55328HAP6<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |    190890 | PA      | $190412.49    | 0.24%             | 2030-12-31      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                                                | United States Treasury Bill                                                     | CUSIP: 912797NA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    165000 | PA      | $163896.90    | 0.21%             | 2025-10-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Graftech Global Enterprises Inc                                              | GRAFTECH GLOBAL 12/31/29                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    181818 | PA      | $185000.01    | 0.23%             | 2029-12-21      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Graftech Global Enterprises Inc                                              | GRAFTECH GLOBAL 12/31/29                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    318182 | PA      | $323749.99    | 0.41%             | 2029-11-11      | Floating      | 10.32%                | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                  | CURRENCY CONTRACT - USD                                                         | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |         1 | NC      | $709.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                 | MPH ACQ 12/31/30                                                                | CUSIP: 55328HAQ4<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |    124688 | PA      | $114400.78    | 0.14%             | 2030-12-31      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| Lc Ahab Us Bidco LLC                                                         | LC AHAB US BIDC 05/01/31                                                        | CUSIP: 50180PAB7<br>LEI: 254900949U9K2Q5C5A85 | Long             | LON              | CORP              | US        |    274309 | PA      | $274309.05    | 0.35%             | 2031-05-01      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                                          | LBM ACQUISITIO 06/06/31                                                         | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |    124685 | PA      | $121080.99    | 0.15%             | 2031-06-06      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| Clue Opco LLC                                                                | FORWARD AIR (CLU 09/20/30                                                       | CUSIP: 18948EAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    520111 | PA      | $519786.04    | 0.66%             | 2030-12-19      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| Windsor Holdings III LLC                                                     | WINDSOR HLDGS II 08/01/30                                                       | CUSIP: 97360BAH8<br>LEI: 254900IXUJZ9H146T437 | Long             | LON              | CORP              | US        |    199499 | PA      | $199083.19    | 0.25%             | 2030-08-01      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Camelot US Acquisition I Co                                                  | CLARIVATE (CAMEL 01/25/31                                                       | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |     30116 | PA      | $29915.49     | 0.04%             | 2031-01-31      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Camelot US Acquisition I Co                                                  | CLARIVATE (CAMEL 01/25/31                                                       | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |    129860 | PA      | $128993.98    | 0.16%             | 2031-01-31      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                              | United States Treasury Note/Bond                                                | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    525000 | PA      | $476929.69    | 0.60%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Madison Safety & Flow LLC                                                    | MADISON SAFETY F 09/26/31                                                       | CUSIP: 55822DAM3<br>LEI: 5493007D2J7BBIFYBY65 | Long             | LON              | CORP              | US        |    298185 | PA      | $299055.11    | 0.38%             | 2031-09-26      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| GATEGROUP US FINANCE INC                                                     | GATEGROUP US FINANCE INC                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     39900 | PA      | $39850.13     | 0.05%             | 2032-06-10      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                    | CURRENCY CONTRACT - USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-515.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                                 | Internet Brands 04/20/28                                                        | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    414420 | PA      | $383943.12    | 0.48%             | 2028-05-03      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS                                                       | Digicel Group Holdings Ltd                                                      | CUSIP: 25381HAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      4981 | PA      | $0.50         | 0.00%             | 2030-12-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Mavis Tire Express Services Topco Corp                                       | MAVIS TIRE EXPRE 05/04/28                                                       | CUSIP: 57777YAG1<br>LEI: 254900NVDM4GTLBL9E56 | Long             | LON              | CORP              | US        |    197256 | PA      | $197643.66    | 0.25%             | 2028-05-04      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| HarbourVest Partners LP                                                      | HARBOURVEST PART 04/18/30                                                       | CUSIP: 41165QAM9<br>LEI: 54930029KR62LTFQ8M21 | Long             | LON              | CORP              | US        |    236129 | PA      | $236128.78    | 0.30%             | 2030-04-18      | Floating      | 6.55%                 | No            |                  3 | On Loan: No      |
| Qnity Electronics, Inc.                                                      | QNITY ELECTRONICS INC                                                           | CUSIP: 74737SAB9<br>LEI: 254900RSUG4J9TFFZX53 | Long             | LON              | CORP              | US        |    475000 | PA      | $473218.75    | 0.60%             | 2032-08-12      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corporation                                                  | Reworld Hldg 11/30/28                                                           | CUSIP: 22282GAP2<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |    201863 | PA      | $202199.66    | 0.25%             | 2028-11-30      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Jupiter Buyer Inc                                                            | ARCHKEY HOLDING 11/30/31                                                        | CUSIP: 48205CAD7<br>LEI: 254900FACU3AJQKAQ270 | Long             | LON              | CORP              | US        |     20690 | PA      | $20896.56     | 0.03%             | 2031-11-01      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| QuidelOrtho Corporation/QDEL                                                 | QUIDELORTHO CORP                                                                | CUSIP: 000000000<br>LEI: 549300YU8CMO9HF53113 | Long             | LON              | CORP              | US        |    200000 | PA      | $197500.00    | 0.25%             | 2032-08-13      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                                 | FOCUS FINL PARTN 09/15/31                                                       | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |    522625 | PA      | $522339.12    | 0.66%             | 2031-09-15      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Genesys Cloud Services Holdings II LLC (f/k/a Greeneden US Holdings II LLC)  | GENESYS CLOUD SE 01/23/32                                                       | CUSIP: 39479UAY9<br>LEI: 254900CRMBG6WX4HX396 | Long             | LON              | CORP              | US        |    424499 | PA      | $424286.50    | 0.53%             | 2032-01-30      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-29

**Name of Applicant:** PGIM ETF Trust

**Signature:** Christian J. Kelly

**Name of Signer:** Christian J. Kelly

**Title:** Chief Financial Officer