# EDGAR Filing Document

**Accession Number:** 0001937073
**File Stem:** 0001193125-26-248008
**Filing Date:** 2026-5
**Character Count:** 196242
**Document Hash:** 1535b0273d3d4d756229d597f1cbe263
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-248008.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0001193125-26-248008

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Calamos Aksia Alternative Credit & Income Fund
- **CENTRAL INDEX KEY:** 0001937073

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23815
- **FILM NUMBER:** 261043534

**BUSINESS ADDRESS:**
- **STREET 1:** 2020 CALAMOS COURT
- **CITY:** NAPERVILLE
- **STATE:** IL
- **ZIP:** 60563
- **BUSINESS PHONE:** 630.245.7200

**MAIL ADDRESS:**
- **STREET 1:** 2020 CALAMOS COURT
- **CITY:** NAPERVILLE
- **STATE:** IL
- **ZIP:** 60563

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Calamos Aksia Alternative Credit Fund
- **DATE OF NAME CHANGE:** 20220707

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Calamos Aksia Alternative Credit & Income Fund

- **b. Investment Company Act file number:** 811-23815

- **c. CIK number of Registrant:** 0001937073

- **d. LEI of Registrant:** 549300VJYCJOPBLFXL91

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

  - **Street Address 1:** 2020 Calamos Court

  - **City:** Naperville

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60563

  - **Telephone number:** 6302452700

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

- **a. Name of Series:** Calamos Aksia Alternative Credit & Income Fund

- **c. LEI of Series:** 549300VJYCJOPBLFXL91

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

- **a. Date of fiscal year-end:** 2026-03-31

- **b. Date as of which information is reported:** 2026-03-31

**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:** $1317191495.98

**Total Liabilities:** $241503381.46

**Net Assets:** $1075688114.52

**Cash Not Reported:** $8627100.45

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.000000000000 | **1-Year:** -4.211276262027 | **5-Year:** -170.332684559798 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

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

- **3-Month:** -435.306164829828 | **1-Year:** -39790.650306283785 | **5-Year:** -272164.558956087054 | **10-Year:** -37747.692568144921 | **30-Year:** -96.371641930488

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.64%                | 0.46%                | 0.65%                |
| Class ID N/A | 0.59%                | 0.49%                | 0.50%                |
| Class ID N/A | 0.66%                | 0.47%                | 0.66%                |
| Class ID N/A | 0.59%                | 0.41%                | 0.62%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $117563.33               | $1628212.06                                |
| Month 2  | $194703.70               | $-1117604.83                               |
| Month 3  | $-721784.04              | $-1426570.83                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| SILK HOLDINGS III LL -RE-12/2/2025   /       | SILK HOLDINGS III LL -RE-12/2/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    781250 | PA      | $773033.35    | 0.07%             | 2032-12-03      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| SILK HOLDINGS III LL -TL-12/2/2025   /       | SILK HOLDINGS III LL -TL-12/2/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  11718750 | PA      | $11597518.73  | 1.08%             | 2032-12-03      | Variable      | 8.17%                 | No            | 3                  | On Loan: No      |
| SIMA HOLDINGS LP -FE-11/1/2024   /           | SIMA HOLDINGS LP -FE-11/1/2024   /               | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | NS      | $7924151.58   | 0.74%             |  |  |  | No            | N/A                | On Loan: No      |
| SKY 65 FRANKLIN LLC -TL-9/8/2025   /         | SKY 65 FRANKLIN LLC -TL-9/8/2025   /             | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  15000000 | PA      | $14880000.00  | 1.38%             | 2028-09-11      | Variable      | 10.68%                | No            | 3                  | On Loan: No      |
| SOLEN SOFTWARE GROUP -TL-1/31/2025   /       | SOLEN SOFTWARE GROUP -TL-1/31/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  10000000 | PA      | $9830170.48   | 0.91%             | 2030-06-28      | Variable      | 11.17%                | No            | 3                  | On Loan: No      |
| SOLEN SOFTWARE GROUP -TL-5/2/2025   /        | SOLEN SOFTWARE GROUP -TL-5/2/2025   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    500000 | PA      | $491508.52    | 0.05%             | 2030-06-28      | Variable      | 11.17%                | No            | 3                  | On Loan: No      |
| Stone Point Credit Fund BDC Equity 9/22   /  | Stone Point Credit Fund BDC Equity 9/22   /      | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |    798754 | NS      | $19920313.63  | 1.85%             |  |  |  | No            | N/A                | On Loan: No      |
| SPACE INTERMEDIATE I    /                    | SPACE INTERMEDIATE I    /                        | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2326468 | PA      | $2278214.92   | 0.21%             | 2029-11-08      | Variable      | 9.93%                 | No            | 3                  | On Loan: No      |
| Springcoast Partners L.P. -Fund Equity   /   | Springcoast Partners L.P. -Fund Equity   /       | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | NS      | $14117777.29  | 1.31%             |  |  |  | No            | N/A                | On Loan: No      |
| SPECTRUM SAFETY SOLU -TL-8/9/2024   /        | SPECTRUM SAFETY SOLU -TL-8/9/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6906487 | PA      | $6864146.44   | 0.64%             | 2031-07-01      | Variable      | 8.20%                 | No            | 3                  | On Loan: No      |
| SURGICAL CENTER SOLU -DD-4/10/2025   /       | SURGICAL CENTER SOLU -DD-4/10/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2487562 | PA      | $2472023.80   | 0.23%             | 2031-03-25      | Fixed         | 1.00%                 | No            | 3                  | On Loan: No      |
| SURGICAL CENTER SOLU -RE-4/10/2025   /       | SURGICAL CENTER SOLU -RE-4/10/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     74627 | PA      | $74160.72     | 0.01%             | 2031-03-25      | Variable      | 8.42%                 | No            | 3                  | On Loan: No      |
| SURGICAL CENTER SOLU -RE-4/10/2025   /       | SURGICAL CENTER SOLU -RE-4/10/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1169154 | PA      | $1161851.18   | 0.11%             | 2031-03-25      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| SURGICAL CENTER SOLU -TL-4/10/2025   /       | SURGICAL CENTER SOLU -TL-4/10/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8185970 | PA      | $8134837.04   | 0.76%             | 2031-03-25      | Variable      | 8.42%                 | No            | 3                  | On Loan: No      |
| Post CLO LTD                                 | Post CLO 2024-1 Ltd.                             | CUSIP: 73743FAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $320000.00    | 0.03%             | 2037-04-20      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| NUMERICABLE US LLC                           | Numericable U.S. LLC                             | CUSIP: BL5258944<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    986449 | PA      | $990355.54    | 0.09%             | 2031-05-15      | Floating      | 10.56%                | No            | 2                  | On Loan: No      |
| TRANSCENDIA HOLDING -TL-5/24/2024   /        | TRANSCENDIA HOLDING -TL-5/24/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5910000 | PA      | $5819589.86   | 0.54%             | 2029-11-23      | Variable      | 10.17%                | No            | 3                  | On Loan: No      |
| TALENT WORLDWIDE, Inc. -RE-1/16/2026   /     | TALENT WORLDWIDE, Inc. -RE-1/16/2026   /         | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    400000 | PA      | $394000.00    | 0.04%             | 2031-01-16      | Variable      | 9.20%                 | No            | 3                  | On Loan: No      |
| TALENT WORLDWIDE, Inc. -RE-1/16/2026   /     | TALENT WORLDWIDE, Inc. -RE-1/16/2026   /         | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    400000 | PA      | $394000.00    | 0.04%             | 2031-01-16      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| TALENT WORLDWIDE, Inc. -TL-1/16/2026   /     | TALENT WORLDWIDE, Inc. -TL-1/16/2026   /         | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  11172000 | PA      | $11004420.00  | 1.02%             | 2031-01-16      | Variable      | 9.21%                 | No            | 3                  | On Loan: No      |
| TANK HOLDING CORP. -TL-6/28/2023   /         | TANK HOLDING CORP. -TL-6/28/2023   /             | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    727330 | PA      | $694521.91    | 0.06%             | 2028-03-31      | Variable      | 9.52%                 | No            | 3                  | On Loan: No      |
| TENNESSEE BIDCO LIMI -TL-10/16/2024   /      | TENNESSEE BIDCO LIMI -TL-10/16/2024   /          | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   5154339 | PA      | $5004500.83   | 0.47%             | 2031-06-10      | Variable      | 8.83%                 | No            | 3                  | On Loan: No      |
| TITAN GROUP NL B.V. -DD-12/12/2024   /       | TITAN GROUP NL B.V. -DD-12/12/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     85714 | PA      | $96695.44     | 0.01%             | 2031-11-24      | Variable      | 7.88%                 | No            | 3                  | On Loan: No      |
| TITAN GROUP NL B.V. -DD-12/12/2024   /       | TITAN GROUP NL B.V. -DD-12/12/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     14286 | PA      | $16115.90     | 0.00%             | 2031-11-24      | Variable      | 7.88%                 | No            | 3                  | On Loan: No      |
| TITAN GROUP NL B.V. -DD-12/12/2024   /       | TITAN GROUP NL B.V. -DD-12/12/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     92857 | PA      | $104753.39    | 0.01%             | 2031-11-24      | Variable      | 7.76%                 | No            | 3                  | On Loan: No      |
| TITAN GROUP NL B.V. -DD-12/12/2024   /       | TITAN GROUP NL B.V. -DD-12/12/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     42857 | PA      | $48347.71     | 0.00%             | 2031-11-24      | Variable      | 7.88%                 | No            | 3                  | On Loan: No      |
| OPAL US LLC                                  | Opal U.S. LLC                                    | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    995000 | PA      | $995621.88    | 0.09%             | 2032-04-23      | Floating      | 6.99%                 | No            | 2                  | On Loan: No      |
| VERSANT MEDIA GROUP INC                      | Versant Media Group, Inc.                        | CUSIP: 92528PAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3000000 | PA      | $3000945.00   | 0.28%             | 2031-01-30      | Floating      | 7.20%                 | No            | 2                  | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                      | OAK-Eagle Acquireco, Inc.                        | CUSIP: 67123SAB5<br>LEI: 6488ICS9P20290MA1H31 | Long             | LON              | CORP              | US        |   3000000 | PA      | $2985000.00   | 0.28%             | 2033-03-24      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| NORDIC CLIMATE GROU FAC A2 EUR  6/26/24   /  | NORDIC CLIMATE GROU FAC A2 EUR  6/26/24   /      | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | SE        |   1861225 | PA      | $2151207.26   | 0.20%             | 2031-05-29      | Variable      | 7.30%                 | No            | 3                  | On Loan: No      |
| NORDIC CLIMATE GROU FAC A1 SEK 6/26/2024   / | NORDIC CLIMATE GROU FAC A1 SEK 6/26/2024   /     | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | SE        |  14229711 | PA      | $1503133.22   | 0.14%             | 2031-05-29      | Variable      | 7.38%                 | No            | 3                  | On Loan: No      |
| NRO HOLDINGS III Co. -DD-7/12/2024   /       | NRO HOLDINGS III Co. -DD-7/12/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    113997 | PA      | $110661.25    | 0.01%             | 2031-07-15      | Variable      | 8.90%                 | No            | 3                  | On Loan: No      |
| NRO HOLDINGS III Co. -DD-7/12/2024   /       | NRO HOLDINGS III Co. -DD-7/12/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    129634 | PA      | $125840.81    | 0.01%             | 2031-07-15      | Variable      | 8.83%                 | No            | 3                  | On Loan: No      |
| NRO HOLDINGS III Co. -DD-7/12/2024   /       | NRO HOLDINGS III Co. -DD-7/12/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    555748 | PA      | $539485.30    | 0.05%             | 2031-07-15      | Variable      | 8.87%                 | No            | 3                  | On Loan: No      |
| NRO HOLDINGS III Co. -DD-7/12/2024   /       | NRO HOLDINGS III Co. -DD-7/12/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    483429 | PA      | $469281.76    | 0.04%             | 2031-07-15      | Fixed         | 1.00%                 | No            | 3                  | On Loan: No      |
| NRO HOLDINGS III Co. -RE-7/12/2024   /       | NRO HOLDINGS III Co. -RE-7/12/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     51429 | PA      | $49923.54     | 0.00%             | 2030-07-15      | Variable      | 7.92%                 | No            | 3                  | On Loan: No      |
| NRO HOLDINGS III Co. -RE-7/12/2024   /       | NRO HOLDINGS III Co. -RE-7/12/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    171429 | PA      | $166411.79    | 0.02%             | 2030-07-15      | Variable      | 8.92%                 | No            | 3                  | On Loan: No      |
| NRO HOLDINGS III Co. -RE-7/12/2024   /       | NRO HOLDINGS III Co. -RE-7/12/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    377143 | PA      | $366105.94    | 0.03%             | 2030-07-15      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| MORE COWBELL II LLC RE 2ND AMENDMENT   /     | MORE COWBELL II LLC RE 2ND AMENDMENT   /         | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    138159 | PA      | $134876.99    | 0.01%             | 2029-09-01      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| MORE COWBELL II LLC RE 2ND AMENDMENT   /     | MORE COWBELL II LLC RE 2ND AMENDMENT   /         | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      7272 | PA      | $7098.79      | 0.00%             | 2029-09-01      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| NRO HOLDINGS III Co. -TL-7/12/2024   /       | NRO HOLDINGS III Co. -TL-7/12/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4052571 | PA      | $3933979.03   | 0.37%             | 2031-07-15      | Variable      | 8.92%                 | No            | 3                  | On Loan: No      |
| NF HOLDCO LLC -TL-6/28/2023   /              | NF HOLDCO LLC -TL-6/28/2023   /                  | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    970000 | PA      | $953326.80    | 0.09%             | 2029-04-02      | Variable      | 10.20%                | No            | 3                  | On Loan: No      |
| NOVEL MEZZANINE BORR -DD-7/12/2024   /       | NOVEL MEZZANINE BORR -DD-7/12/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5797796 | PA      | $5914164.00   | 0.55%             | 2030-07-11      | Fixed         | 13.75%                | No            | 3                  | On Loan: No      |
| NOVEL MEZZANINE BORR -DD-7/12/2024   /       | NOVEL MEZZANINE BORR -DD-7/12/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    100000 | PA      | $102007.12    | 0.01%             | 2030-07-11      | Fixed         | 2.50%                 | No            | 3                  | On Loan: No      |
| MORE COWBELL II LLC TL 2ND AMENDMENT   /     | MORE COWBELL II LLC TL 2ND AMENDMENT   /         | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    984571 | PA      | $961533.39    | 0.09%             | 2030-09-02      | Variable      | 8.80%                 | No            | 3                  | On Loan: No      |
| NATIONAL RESILIENCE, -TL-12/8/2025   /       | NATIONAL RESILIENCE, -TL-12/8/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3051056 | PA      | $2944892.33   | 0.27%             | 2030-11-21      | Variable      | 11.95%                | No            | 3                  | On Loan: No      |
| NORVAX LLC -TL-12/30/2024   /                | NORVAX LLC -TL-12/30/2024   /                    | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8120019 | PA      | $7568799.08   | 0.70%             | 2029-11-05      | Variable      | 15.50%                | No            | 3                  | On Loan: No      |
| NORVAX LLC Superpriority DDTL   /            | NORVAX LLC Superpriority DDTL   /                | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    226242 | PA      | $235730.23    | 0.02%             | 2030-08-06      | Variable      | 9.19%                 | No            | 3                  | On Loan: No      |
| NORVAX LLC Superpriority DDTL   /            | NORVAX LLC Superpriority DDTL   /                | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    226242 | PA      | $235730.23    | 0.02%             | 2030-08-06      | Variable      | 9.16%                 | No            | 3                  | On Loan: No      |
| NORVAX LLC Superpriority DDTL   /            | NORVAX LLC Superpriority DDTL   /                | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    150828 | PA      | $157153.49    | 0.01%             | 2030-08-06      | Variable      | 9.17%                 | No            | 3                  | On Loan: No      |
| NORVAX LLC Class A Common Share   /          | NORVAX LLC Class A Common Share   /              | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67218 | NS      | $101499.18    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| NORVAX LLC -TL-12/30/2024   /                | NORVAX LLC -TL-12/30/2024   /                    | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    639512 | PA      | $666330.79    | 0.06%             | 2030-08-06      | Variable      | 9.17%                 | No            | 3                  | On Loan: No      |
| OFFEN, Inc.. -TL-8/11/2025   /               | OFFEN, Inc.. -TL-8/11/2025   /                   | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  11940000 | PA      | $11815987.54  | 1.10%             | 2030-07-22      | Variable      | 8.67%                 | No            | 3                  | On Loan: No      |
| OMDUS HOLDING B.V. -TL-10/13/2023   /        | OMDUS HOLDING B.V. -TL-10/13/2023   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |   1500000 | PA      | $1727061.90   | 0.16%             | 2029-06-27      | Variable      | 7.68%                 | No            | 3                  | On Loan: No      |
| OPUS INSPECTION,, Inc. -TL-5/28/2024   /     | OPUS INSPECTION,, Inc. -TL-5/28/2024   /         | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6960969 | PA      | $6717335.21   | 0.62%             | 2029-11-26      | Variable      | 12.20%                | No            | 3                  | On Loan: No      |
| OPUS INSPECTION,, Inc. WARRANTS (SWEDEN)   / | OPUS INSPECTION,, Inc. WARRANTS (SWEDEN)   /     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       375 | NC      | $93828.85     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| OPUS INSPECTION,, Inc. WARRANTS (U.S.)   /   | OPUS INSPECTION,, Inc. WARRANTS (U.S.)   /       | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        50 | NC      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| OSP HAMILTON PURCHAS -TL-1/23/24   /         | OSP HAMILTON PURCHAS -TL-1/23/24   /             | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    729432 | PA      | $725369.14    | 0.07%             | 2029-12-28      | Variable      | 8.42%                 | No            | 3                  | On Loan: No      |
| NORDIC CLIMATE GROU -DD FAC B 6/26/2024   /  | NORDIC CLIMATE GROU -DD FAC B 6/26/2024   /      | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | SE        |   1924314 | PA      | $203271.93    | 0.02%             | 2031-05-29      | Variable      | 7.23%                 | No            | 3                  | On Loan: No      |
| OSR INTERMEDIATE LLC -RE-3/14/2024   /       | OSR INTERMEDIATE LLC -RE-3/14/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    164000 | PA      | $162212.53    | 0.02%             | 2029-03-15      | Variable      | 9.17%                 | No            | 3                  | On Loan: No      |
| OSR INTERMEDIATE LLC -RE-3/14/2024   /       | OSR INTERMEDIATE LLC -RE-3/14/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     41000 | PA      | $40553.13     | 0.00%             | 2029-03-15      | Variable      | 9.17%                 | No            | 3                  | On Loan: No      |
| OSR INTERMEDIATE LLC -RE-3/14/2024   /       | OSR INTERMEDIATE LLC -RE-3/14/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    246000 | PA      | $243318.80    | 0.02%             | 2029-03-15      | Variable      | 9.16%                 | No            | 3                  | On Loan: No      |
| OSR INTERMEDIATE LLC -DD-3/14/2024   /       | OSR INTERMEDIATE LLC -DD-3/14/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    370533 | PA      | $366504.17    | 0.03%             | 2029-03-15      | Variable      | 9.16%                 | No            | 3                  | On Loan: No      |
| OSR INTERMEDIATE LLC -DD-3/14/2024   /       | OSR INTERMEDIATE LLC -DD-3/14/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    159200 | PA      | $157468.86    | 0.01%             | 2029-03-15      | Variable      | 9.20%                 | No            | 3                  | On Loan: No      |
| OSR INTERMEDIATE LLC -RE-3/14/2024   /       | OSR INTERMEDIATE LLC -RE-3/14/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     41000 | PA      | $40553.13     | 0.00%             | 2029-03-15      | Variable      | 9.17%                 | No            | 3                  | On Loan: No      |
| OSR INTERMEDIATE LLC -RE-3/14/2024   /       | OSR INTERMEDIATE LLC -RE-3/14/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    123000 | PA      | $121659.40    | 0.01%             | 2029-03-15      | Variable      | 9.17%                 | No            | 3                  | On Loan: No      |
| RKG NEWCO, LLC -RE-1/30/2026   /             | RKG NEWCO, LLC -RE-1/30/2026   /                 | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    780723 | PA      | $765108.43    | 0.07%             | 2033-02-02      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| RKG NEWCO, LLC -TL-1/30/2026   /             | RKG NEWCO, LLC -TL-1/30/2026   /                 | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  11132530 | PA      | $10909879.52  | 1.01%             | 2033-02-02      | Variable      | 9.17%                 | No            | 3                  | On Loan: No      |
| ROYAL HOLDCO Corp.ORA -TL-6/28/2023   /      | ROYAL HOLDCO Corp.ORA -TL-6/28/2023   /          | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    724843 | PA      | $723679.12    | 0.07%             | 2030-12-30      | Variable      | 8.17%                 | No            | 3                  | On Loan: No      |
| RUBY BUYER, LLC -TL-12/21/2023   /           | RUBY BUYER, LLC -TL-12/21/2023   /               | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2450000 | PA      | $2419571.02   | 0.22%             | 2029-12-21      | Variable      | 9.86%                 | No            | 3                  | On Loan: No      |
| VB SPINE LLC -EQUITY-6/11/2025   /           | VB SPINE LLC -EQUITY-6/11/2025   /               | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     80864 | NS      | $8701.87      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| VB SPINE LLC -TL-6/11/2025   /               | VB SPINE LLC -TL-6/11/2025   /                   | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5116413 | PA      | $4997312.17   | 0.46%             | 2030-04-01      | Variable      | 12.17%                | No            | 3                  | On Loan: No      |
| VENSURE EMPLOYER Series -TL-11/6/2024   /    | VENSURE EMPLOYER Series -TL-11/6/2024   /        | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  11880031 | PA      | $11855883.88  | 1.10%             | 2031-09-26      | Variable      | 8.67%                 | No            | 3                  | On Loan: No      |
| VIVOS HOLDINGS, LLC -TL-8/13/2025   /        | VIVOS HOLDINGS, LLC -TL-8/13/2025   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7481250 | PA      | $7348810.76   | 0.68%             | 2030-08-13      | Variable      | 9.70%                 | No            | 3                  | On Loan: No      |
| VITAL BUYER, LLC -TL-6/28/2023   /           | VITAL BUYER, LLC -TL-6/28/2023   /               | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    936969 | PA      | $933850.45    | 0.09%             | 2030-06-03      | Variable      | 8.17%                 | No            | 3                  | On Loan: No      |
| VRC Cos. LLC -TL-03/18/24   /                | VRC Cos. LLC -TL-03/18/24   /                    | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2919038 | PA      | $2918827.57   | 0.27%             | 2027-06-29      | Variable      | 8.92%                 | No            | 3                  | On Loan: No      |
| VRC Cos. LLC -TL-02/04/25   /                | VRC Cos. LLC -TL-02/04/25   /                    | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3469335 | PA      | $3469084.85   | 0.32%             | 2027-06-29      | Variable      | 8.91%                 | No            | 3                  | On Loan: No      |
| VRC Cos. LLC -DD-2/3/2025   /                | VRC Cos. LLC -DD-2/3/2025   /                    | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    492153 | PA      | $492070.61    | 0.05%             | 2027-06-29      | Variable      | 9.19%                 | No            | 3                  | On Loan: No      |
| VRC Cos. LLC -TL-2/3/2025   /                | VRC Cos. LLC -TL-2/3/2025   /                    | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5922252 | PA      | $5921263.22   | 0.55%             | 2027-06-29      | Variable      | 9.19%                 | No            | 3                  | On Loan: No      |
| DAWSON PORT FINANCE 5 LP-FE-8/24/2023   /    | DAWSON PORT FINANCE 5 LP-FE-8/24/2023   /        | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | NS      | $651020.20    | 0.06%             |  |  |  | No            | N/A                | On Loan: No      |
| Secfi Matterhorn Fnd L.P. -Fund Equity   /   | Secfi Matterhorn Fnd L.P. -Fund Equity   /       | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | NS      | $11609017.52  | 1.08%             |  |  |  | No            | N/A                | On Loan: No      |
| SEI HOLDINGS I Corp.O -DD-6/28/2023   /      | SEI HOLDINGS I Corp.O -DD-6/28/2023   /          | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     76118 | PA      | $74820.41     | 0.01%             | 2028-03-27      | Variable      | 8.67%                 | No            | 3                  | On Loan: No      |
| SEI HOLDINGS I Corp.O -DD-6/28/2023   /      | SEI HOLDINGS I Corp.O -DD-6/28/2023   /          | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     35661 | PA      | $35053.41     | 0.00%             | 2028-03-27      | Variable      | 8.68%                 | No            | 3                  | On Loan: No      |
| SEI HOLDINGS I Corp.O -DD-6/28/2023   /      | SEI HOLDINGS I Corp.O -DD-6/28/2023   /          | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     10632 | PA      | $10450.49     | 0.00%             | 2028-03-27      | Variable      | 8.68%                 | No            | 3                  | On Loan: No      |
| SEI HOLDINGS I Corp.O -TL-6/28/2023   /      | SEI HOLDINGS I Corp.O -TL-6/28/2023   /          | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    850611 | PA      | $836107.39    | 0.08%             | 2028-03-27      | Variable      | 8.67%                 | No            | 3                  | On Loan: No      |
| SEK FORWARD AKSIAPUB CONTRACT 04/15/2026   / | SEK FORWARD AKSIAPUB CONTRACT 04/15/2026   /     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | SE        | -27505744 | OU      | $-2907944.35  | -0.27%            |  |  |  | No            | 2                  | On Loan: No      |
| WMG BRYAN DAIRY OWNE -DD-3/17/2025   /       | WMG BRYAN DAIRY OWNE -DD-3/17/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6820355 | PA      | $6804528.92   | 0.63%             | 2029-03-19      | Fixed         | 14.52%                | No            | 3                  | On Loan: No      |
| WMG BRYAN DAIRY OWNE -DD-3/17/2025   /       | WMG BRYAN DAIRY OWNE -DD-3/17/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1064806 | PA      | $1062335.56   | 0.10%             | 2029-03-19      | Fixed         | 0.00%                 | No            | 3                  | On Loan: No      |
| WORLD WATER WORKS, I -TL-7/3/2024   /        | WORLD WATER WORKS, I -TL-7/3/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2884500 | PA      | $2952639.30   | 0.27%             | 2029-07-03      | Variable      | 12.17%                | No            | 3                  | On Loan: No      |
| WORLD WATER WORKS, I Preferred Equity   /    | WORLD WATER WORKS, I Preferred Equity   /        | CUSIP: 999999999<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       962 | NS      | $1223598.59   | 0.11%             |  |  |  | No            | 3                  | On Loan: No      |
| SECURITY SERVICES AC -TL-6/17/2024   /       | SECURITY SERVICES AC -TL-6/17/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3246158 | PA      | $3231150.52   | 0.30%             | 2027-09-30      | Variable      | 9.52%                 | No            | 3                  | On Loan: No      |
| SHELF BIDCO LTD. -TL-10/24/2024   /          | SHELF BIDCO LTD. -TL-10/24/2024   /              | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | XX        |   7920000 | PA      | $7973540.61   | 0.74%             | 2031-08-21      | Variable      | 8.70%                 | No            | 3                  | On Loan: No      |
| WORLD WATER WORKS, I WARRANTS   /            | WORLD WATER WORKS, I WARRANTS   /                | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       206 | NC      | $29693.78     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| XEBIA GROUP HOLDING -TL-7/7/2023   /         | XEBIA GROUP HOLDING -TL-7/7/2023   /             | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |   1012866 | PA      | $1161088.87   | 0.11%             | 2027-07-30      | Variable      | 10.63%                | No            | 3                  | On Loan: No      |
| Z1ORRO MIDCO 2 LIMIT -TL-2/10/2025   /       | Z1ORRO MIDCO 2 LIMIT -TL-2/10/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    225433 | PA      | $300293.19    | 0.03%             | 2031-06-14      | Variable      | 8.73%                 | No            | 3                  | On Loan: No      |
| Z2ORRO MIDCO 2 LIMIT -TL-2/10/2025   /       | Z2ORRO MIDCO 2 LIMIT -TL-2/10/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   3090823 | PA      | $326494.22    | 0.03%             | 2031-06-13      | Variable      | 7.13%                 | No            | 3                  | On Loan: No      |
| ZORO MERGER SUB,, Inc. 2024 TL-04/17/24   /  | ZORO MERGER SUB,, Inc. 2024 TL-04/17/24   /      | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2963452 | PA      | $2963452.05   | 0.28%             | 2028-11-22      | Variable      | 8.71%                 | No            | 3                  | On Loan: No      |
| ZORRO MIDCO 2 LIMITE -DD-8/15/2024   /       | ZORRO MIDCO 2 LIMITE -DD-8/15/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    136719 | PA      | $182119.96    | 0.02%             | 2031-06-13      | Variable      | 8.88%                 | No            | 3                  | On Loan: No      |
| ZORRO MIDCO 2 LIMITE -DD-8/15/2024   /       | ZORRO MIDCO 2 LIMITE -DD-8/15/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     27170 | PA      | $36192.30     | 0.00%             | 2031-06-13      | Variable      | 8.74%                 | No            | 3                  | On Loan: No      |
| ZORRO MIDCO 2 LIMITE -DD-8/15/2024   /       | ZORRO MIDCO 2 LIMITE -DD-8/15/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     37032 | PA      | $49329.59     | 0.00%             | 2031-06-13      | Variable      | 8.91%                 | No            | 3                  | On Loan: No      |
| ZORRO MIDCO 2 LIMITE -DD-8/15/2024   /       | ZORRO MIDCO 2 LIMITE -DD-8/15/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    162715 | PA      | $216748.86    | 0.02%             | 2031-06-13      | Fixed         | 1.00%                 | No            | 3                  | On Loan: No      |
| OSR INTERMEDIATE LLC -RE-3/14/2024   /       | OSR INTERMEDIATE LLC -RE-3/14/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1025000 | PA      | $1013828.33   | 0.09%             | 2029-03-15      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| OSR INTERMEDIATE LLC -TL-3/14/2024   /       | OSR INTERMEDIATE LLC -TL-3/14/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2613333 | PA      | $2584915.98   | 0.24%             | 2029-03-15      | Variable      | 9.17%                 | No            | 3                  | On Loan: No      |
| ACRISURE LLC                                 | Acrisure LLC                                     | CUSIP: 00488PAX3<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    992500 | PA      | $963345.31    | 0.09%             | 2032-06-21      | Floating      | 6.92%                 | No            | 2                  | On Loan: No      |
| BEACH ACQUISITION BIDCO                      | Beach Acquisition Bidco LLC                      | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |   1995000 | PA      | $2002481.25   | 0.19%             | 2032-09-13      | Floating      | 6.91%                 | No            | 2                  | On Loan: No      |
| ROCKET SOFTWARE INC                          | Rocket Software, Inc.                            | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |   1972563 | PA      | $1896540.00   | 0.18%             | 2028-11-28      | Floating      | 7.42%                 | No            | 2                  | On Loan: No      |
| CHARIOT BUYER LLC                            | Chariot Buyer LLC                                | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |   1985000 | PA      | $1969219.25   | 0.18%             | 2032-09-08      | Floating      | 6.42%                 | No            | 2                  | On Loan: No      |
| BOOTS GROUP FINCO LP                         | Boots Group Finco LP                             | CUSIP: 09947PAB7<br>LEI: 254900YVLYOVF1PF1N93 | Long             | LON              | CORP              | US        |    997500 | PA      | $1002278.03   | 0.09%             | 2032-08-30      | Floating      | 6.92%                 | No            | 2                  | On Loan: No      |
| MI WINDOWS AND DOORS LLC                     | MI Windows And Doors LLC                         | CUSIP: 55336CAK8<br>LEI: 2549001JQBGDT0WEQ156 | Long             | LON              | CORP              | US        |    393030 | PA      | $363387.68    | 0.03%             | 2031-03-28      | Floating      | 6.42%                 | No            | 2                  | On Loan: No      |
| FERTITTA ENTERTAINMENT L                     | Fertitta Entertainment LLC                       | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |    984056 | PA      | $966834.76    | 0.09%             | 2029-01-29      | Floating      | 6.92%                 | No            | 2                  | On Loan: No      |
| UKG INC                                      | UKG, Inc.                                        | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   1532782 | PA      | $1466780.86   | 0.14%             | 2031-02-10      | Floating      | 6.16%                 | No            | 2                  | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDI                   | Alliant Holdings Intermediate LLC                | CUSIP: 01881UAN5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |    986291 | PA      | $979845.25    | 0.09%             | 2031-09-19      | Floating      | 6.17%                 | No            | 2                  | On Loan: No      |
| DRAGON BUYER INC                             | Dragon Buyer, Inc.                               | CUSIP: 26143FAB5<br>LEI: 2549006V6EIUFGF2Y127 | Long             | LON              | CORP              | US        |    990000 | PA      | $945454.95    | 0.09%             | 2031-09-30      | Floating      | 6.45%                 | No            | 2                  | On Loan: No      |
| PETSMART INC                                 | PetSmart LLC                                     | CUSIP: 71677HAN5<br>LEI: 894500NGJMHSFNESGA67 | Long             | LON              | CORP              | US        |    500000 | PA      | $497625.00    | 0.05%             | 2032-08-18      | Floating      | 7.67%                 | No            | 2                  | On Loan: No      |
| WR GRACE HOLDINGS LLC                        | WR Grace Holdings LLC                            | CUSIP: 92943HAD1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | LON              | CORP              | US        |    995000 | PA      | $994174.15    | 0.09%             | 2032-08-09      | Floating      | 6.70%                 | No            | 2                  | On Loan: No      |
| LEVEL 3 FINANCING INC                        | Level 3 Financing, Inc.                          | CUSIP: 52729KAU0<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |   2000000 | PA      | $2002710.00   | 0.19%             | 2032-03-29      | Floating      | 6.92%                 | No            | 2                  | On Loan: No      |
| CINCINNATI BELL INC                          | Cincinnati Bell, Inc.                            | CUSIP: 17187MAU4<br>LEI: 549300JYVZOCUJOHL272 | Long             | LON              | CORP              | US        |    741210 | PA      | $740813.21    | 0.07%             | 2028-11-24      | Floating      | 5.92%                 | No            | 2                  | On Loan: No      |
| BALDWIN INSURANCE GROUP                      | Baldwin Insurance Group Holdings LLC             | CUSIP: 05825HAH7<br>LEI: 5493004GCDREAQPPYG20 | Long             | LON              | CORP              | US        |   1985000 | PA      | $1956058.70   | 0.18%             | 2031-05-27      | Floating      | 6.18%                 | No            | 2                  | On Loan: No      |
| WEBER-STEPHEN PRODUCTS L                     | Weber-Stephen Products LLC                       | CUSIP: 94767KAR2<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |   2000000 | PA      | $1960500.00   | 0.18%             | 2032-10-01      | Floating      | 7.43%                 | No            | 2                  | On Loan: No      |
| STONEPEAK NILE PARENT                        | Stonepeak Nile Parent LLC                        | CUSIP: 86184XAD6<br>LEI: 254900TJV3VAFZD0GU41 | Long             | LON              | CORP              | US        |   1496562 | PA      | $1496023.74   | 0.14%             | 2032-04-09      | Floating      | 5.92%                 | No            | 2                  | On Loan: No      |
| BLACKFIN PIPELINE LLC                        | Blackfin Pipeline LLC                            | CUSIP: 09231PAB2<br>LEI: 254900F4BUS186SK8A51 | Long             | LON              | CORP              | US        |   1995000 | PA      | $2008406.40   | 0.19%             | 2032-09-29      | Floating      | 6.67%                 | No            | 2                  | On Loan: No      |
| CHEMOURS CO                                  | Chemours Co.                                     | CUSIP: 16384YAM9<br>LEI: 549300M1BOLNXL8DOV14 | Long             | LON              | CORP              | US        |   2728058 | PA      | $2711430.87   | 0.25%             | 2032-10-15      | Floating      | 7.17%                 | No            | 2                  | On Loan: No      |
| MORE COWBELL II LLC TL 2ND AMENDMENT   /     | MORE COWBELL II LLC TL 2ND AMENDMENT   /         | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     31706 | PA      | $30964.31     | 0.00%             | 2030-09-02      | Variable      | 8.80%                 | No            | 3                  | On Loan: No      |
| MSILF Government Portfolio                   | MSILF Government Portfolio - Class Institutional | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |  11822505 | PA      | $11822504.97  | 1.10%             |  |  |  | No            | 1                  | On Loan: No      |
| N0ATIONAL RESILIENCE -DD-12/8/2025   /       | N0ATIONAL RESILIENCE -DD-12/8/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1743461 | PA      | $1682795.62   | 0.16%             | 2030-11-21      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| N1ATIONAL RESILIENCE -DD-12/8/2025   /       | N1ATIONAL RESILIENCE -DD-12/8/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1162307 | PA      | $1175392.06   | 0.11%             | 2030-11-21      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| NORDIC CLIMATE GROU -DD FAC B 6/26/2024   /  | NORDIC CLIMATE GROU -DD FAC B 6/26/2024   /      | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | SE        |   2762818 | PA      | $291845.97    | 0.03%             | 2031-05-29      | Variable      | 7.70%                 | No            | 3                  | On Loan: No      |
| NORDIC CLIMATE GROU -DD FAC B 6/26/2024   /  | NORDIC CLIMATE GROU -DD FAC B 6/26/2024   /      | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | SE        |   3182962 | PA      | $336227.17    | 0.03%             | 2031-05-29      | Variable      | 7.23%                 | No            | 3                  | On Loan: No      |
| NORDIC CLIMATE GROU -DD FAC B 6/26/2024   /  | NORDIC CLIMATE GROU -DD FAC B 6/26/2024   /      | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | SE        |   2427723 | PA      | $256448.71    | 0.02%             | 2031-05-29      | Variable      | 7.24%                 | No            | 3                  | On Loan: No      |
| NETSKOPE, INC. -DB-12/3/2024   /             | NETSKOPE, INC. -DB-12/3/2024   /                 | CUSIP: 999999999<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      4759 | NS      | $5346223.02   | 0.50%             |  |  |  | No            | 3                  | On Loan: No      |
| Pimlico Partners, LP    /                    | Pimlico Partners, LP    /                        | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | NS      | $12686392.22  | 1.18%             |  |  |  | No            | N/A                | On Loan: No      |
| PN VIII HOLDCO SARL -TL-1/24/2025   /        | PN VIII HOLDCO SARL -TL-1/24/2025   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | ES        |     83000 | PA      | $94442.21     | 0.01%             | 2030-06-14      | Variable      | 7.60%                 | No            | 3                  | On Loan: No      |
| PRACTICETEK PURCHASE -TL-8/30/2023   /       | PRACTICETEK PURCHASE -TL-8/30/2023   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1950000 | PA      | $1950000.00   | 0.18%             | 2029-08-30      | Variable      | 9.42%                 | No            | 3                  | On Loan: No      |
| PROACTIS HOLDINGS LI -TL-1/31/2024   /       | PROACTIS HOLDINGS LI -TL-1/31/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    701831 | PA      | $909120.63    | 0.08%             | 2029-08-16      | Variable      | 13.47%                | No            | 3                  | On Loan: No      |
| PURPLE COW BUYER LLC -TL-2/11/2025   /       | PURPLE COW BUYER LLC -TL-2/11/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4950000 | PA      | $4892428.91   | 0.45%             | 2030-11-05      | Variable      | 8.66%                 | No            | 3                  | On Loan: No      |
| R1CP NATS PURCHASER, -TL-3/19/2026   /       | R1CP NATS PURCHASER, -TL-3/19/2026   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1446613 | PA      | $1432146.95   | 0.13%             | 2032-03-19      | Variable      | 8.69%                 | No            | 3                  | On Loan: No      |
| R1CP NATS PURCHASER, -DD-3/18/2025   /       | R1CP NATS PURCHASER, -DD-3/18/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    723307 | PA      | $716073.48    | 0.07%             | 2032-03-19      | Variable      | 8.67%                 | No            | 3                  | On Loan: No      |
| R1CP NATS PURCHASER, -DD-3/18/2025   /       | R1CP NATS PURCHASER, -DD-3/18/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    482204 | PA      | $477382.32    | 0.04%             | 2032-03-19      | Fixed         | 0.75%                 | No            | 3                  | On Loan: No      |
| R1CP NATS PURCHASER, -RE-3/18/2025   /       | R1CP NATS PURCHASER, -RE-3/18/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    843858 | PA      | $835419.06    | 0.08%             | 2032-03-19      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| R1CP NATS PURCHASER, -TL-3/18/2025   /       | R1CP NATS PURCHASER, -TL-3/18/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6012486 | PA      | $5952360.79   | 0.55%             | 2032-03-19      | Variable      | 8.69%                 | No            | 3                  | On Loan: No      |
| REVELSTOKE BIDCO LIM -DD-11/29/2023   /      | REVELSTOKE BIDCO LIM -DD-11/29/2023   /          | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    374052 | PA      | $373302.81    | 0.03%             | 2030-11-29      | Fixed         | 2.19%                 | No            | 3                  | On Loan: No      |
| REVELSTOKE BIDCO LIM -TL-11/29/2023   /      | REVELSTOKE BIDCO LIM -TL-11/29/2023   /          | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    625948 | PA      | $624694.39    | 0.06%             | 2030-11-29      | Variable      | 9.95%                 | No            | 3                  | On Loan: No      |
| READY TERM HOLDINGS, -DD-4/12/2024   /       | READY TERM HOLDINGS, -DD-4/12/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3000000 | PA      | $2956260.16   | 0.27%             | 2029-04-12      | Variable      | 10.17%                | No            | 3                  | On Loan: No      |
| RIPTIDE PARENT LLC -RE-8/2/2024   /          | RIPTIDE PARENT LLC -RE-8/2/2024   /              | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    408163 | PA      | $406202.77    | 0.04%             | 2030-08-02      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| RIPTIDE PARENT LLC -TL-8/2/2024   /          | RIPTIDE PARENT LLC -TL-8/2/2024   /              | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4522959 | PA      | $4501357.32   | 0.42%             | 2030-08-02      | Variable      | 9.18%                 | No            | 3                  | On Loan: No      |
| RJW GROUP HOLDINGS, -DD-10/31/2025   /       | RJW GROUP HOLDINGS, -DD-10/31/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1811594 | PA      | $1782562.81   | 0.17%             | 2031-11-26      | Fixed         | 1.00%                 | No            | 3                  | On Loan: No      |
| RJW GROUP HOLDINGS, -TL-10/31/2025   /       | RJW GROUP HOLDINGS, -TL-10/31/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  10688406 | PA      | $10517120.62  | 0.98%             | 2031-11-26      | Variable      | 8.70%                 | No            | 3                  | On Loan: No      |
| RKG NEWCO, LLC -RE-1/30/2026   /             | RKG NEWCO, LLC -RE-1/30/2026   /                 | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     86747 | PA      | $85012.05     | 0.01%             | 2033-02-02      | Variable      | 9.16%                 | No            | 3                  | On Loan: No      |
| OSR INTERMEDIATE LLC -TL-3/14/2024   /       | OSR INTERMEDIATE LLC -TL-3/14/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3740625 | PA      | $3699949.52   | 0.34%             | 2029-03-15      | Variable      | 9.18%                 | No            | 3                  | On Loan: No      |
| OZARK HOLDINGS LLC -TL-8/2/2024   /          | OZARK HOLDINGS LLC -TL-8/2/2024   /              | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5403429 | PA      | $5318770.21   | 0.49%             | 2030-08-05      | Variable      | 9.42%                 | No            | 3                  | On Loan: No      |
| ACCORDION PARTNERS L    /                    | ACCORDION PARTNERS L    /                        | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    292544 | PA      | $290062.97    | 0.03%             | 2031-11-17      | Variable      | 8.70%                 | No            | 3                  | On Loan: No      |
| ACCORDION PARTNERS L    /                    | ACCORDION PARTNERS L    /                        | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    145509 | PA      | $144275.06    | 0.01%             | 2031-11-17      | Variable      | 8.68%                 | No            | 3                  | On Loan: No      |
| ACCORDION PARTNERS L    /                    | ACCORDION PARTNERS L    /                        | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    766957 | PA      | $760451.33    | 0.07%             | 2031-11-17      | Variable      | 8.68%                 | No            | 3                  | On Loan: No      |
| ACCORDION PARTNERS L    /                    | ACCORDION PARTNERS L    /                        | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    171626 | PA      | $170170.28    | 0.02%             | 2031-11-17      | Variable      | 8.67%                 | No            | 3                  | On Loan: No      |
| ACCORDION PARTNERS L    /                    | ACCORDION PARTNERS L    /                        | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1486125 | PA      | $1473519.92   | 0.14%             | 2031-11-17      | Fixed         | 1.00%                 | No            | 3                  | On Loan: No      |
| ACCORDION PARTNERS L    /                    | ACCORDION PARTNERS L    /                        | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    608696 | PA      | $603532.80    | 0.06%             | 2031-11-17      | Fixed         | 0.38%                 | No            | 3                  | On Loan: No      |
| ACCORDION PARTNERS L    /                    | ACCORDION PARTNERS L    /                        | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    321501 | PA      | $318774.11    | 0.03%             | 2031-11-17      | Fixed         | 0.38%                 | No            | 3                  | On Loan: No      |
| ACCORDION PARTNERS L    /                    | ACCORDION PARTNERS L    /                        | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5450870 | PA      | $5404636.24   | 0.50%             | 2031-11-17      | Variable      | 8.68%                 | No            | 3                  | On Loan: No      |
| ACCORDION PARTNERS L    /                    | ACCORDION PARTNERS L    /                        | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2628204 | PA      | $2605911.77   | 0.24%             | 2031-11-17      | Variable      | 8.68%                 | No            | 3                  | On Loan: No      |
| FF4 Funding 2025 LLC -TL-3/31/2025   /       | FF4 Funding 2025 LLC -TL-3/31/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6898408 | PA      | $6898407.57   | 0.64%             | 2028-03-31      | Fixed         | 11.50%                | No            | 3                  | On Loan: No      |
| FIRST BRANDS GROUP I -DD-10/29/2025   /      | FIRST BRANDS GROUP I -DD-10/29/2025   /          | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2933588 | PA      | $674725.33    | 0.06%             | 2026-06-29      | Variable      | 13.67%                | No            | 2                  | On Loan: No      |
| FIRST BRANDS 1STLIEN -TL-2/21/2025   /       | FIRST BRANDS 1STLIEN -TL-2/21/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3236792 | PA      | $11102.20     | 0.00%             | 2027-03-30      | None          | 10.99%                | No            | 2                  | On Loan: No      |
| FIRST BRANDS ROLL UP -TL-10/02/2025   /      | FIRST BRANDS ROLL UP -TL-10/02/2025   /          | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7266937 | PA      | $27251.01     | 0.00%             | 2027-03-30      | None          | 10.99%                | No            | 2                  | On Loan: No      |
| Franklin Senior Loan ETF                     | Franklin Senior Loan ETF                         | CUSIP: 35473P595<br>LEI: 549300I3TND36ZL4CK30 | Long             |  | RF                | US        |    123947 | NS      | $2850781.00   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| P1N VIII HOLDCO SARL -DD-1/24/2025   /       | P1N VIII HOLDCO SARL -DD-1/24/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | ES        |    253992 | PA      | $288830.74    | 0.03%             | 2030-06-14      | Variable      | 7.90%                 | No            | 3                  | On Loan: No      |
| P1N VIII HOLDCO SARL -DD-1/24/2025   /       | P1N VIII HOLDCO SARL -DD-1/24/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | ES        |    117008 | PA      | $133056.85    | 0.01%             | 2030-06-14      | Variable      | 7.67%                 | No            | 3                  | On Loan: No      |
| P1LTFRM Cos., L -RE-4/15/2025   /            | P1LTFRM Cos., L -RE-4/15/2025   /                | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    286316 | PA      | $281554.84    | 0.03%             | 2030-02-11      | Variable      | 11.17%                | No            | 3                  | On Loan: No      |
| P1LTFRM Cos., L -RE-4/15/2025   /            | P1LTFRM Cos., L -RE-4/15/2025   /                | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    112281 | PA      | $110413.66    | 0.01%             | 2030-02-11      | Variable      | 11.17%                | No            | 3                  | On Loan: No      |
| TPG Twin Brook Capit Fund -FE-12/26/2023   / | TPG Twin Brook Capit Fund -FE-12/26/2023   /     | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |    192994 | NS      | $4815529.12   | 0.45%             | 2023-12-26      | None          | 0.00%                 | No            | N/A                | On Loan: No      |
| ALLIED POWER GROUP, -DD-8/20/2025   /        | ALLIED POWER GROUP, -DD-8/20/2025   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2285274 | PA      | $2261253.80   | 0.21%             | 2030-05-16      | Fixed         | 1.00%                 | No            | 3                  | On Loan: No      |
| P1LTFRM Cos., L -RE-4/15/2025   /            | P1LTFRM Cos., L -RE-4/15/2025   /                | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     22456 | PA      | $22082.74     | 0.00%             | 2030-02-11      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| P2N VIII HOLDCO SARL -DD-1/24/2025   /       | P2N VIII HOLDCO SARL -DD-1/24/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | ES        |    133950 | PA      | $152323.02    | 0.01%             | 2030-06-14      | Variable      | 7.90%                 | No            | 3                  | On Loan: No      |
| P2N VIII HOLDCO SARL -DD-1/24/2025   /       | P2N VIII HOLDCO SARL -DD-1/24/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | ES        |    265050 | PA      | $301405.13    | 0.03%             | 2030-06-14      | Variable      | 7.27%                 | No            | 3                  | On Loan: No      |
| P2LTFRM Cos., L -TL-4/15/2025   /            | P2LTFRM Cos., L -TL-4/15/2025   /                | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4652632 | PA      | $4576238.16   | 0.43%             | 2030-02-11      | Variable      | 11.20%                | No            | 3                  | On Loan: No      |
| ALLIED POWER GROUP, -RE-8/20/2025   /        | ALLIED POWER GROUP, -RE-8/20/2025   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    380879 | PA      | $376873.64    | 0.04%             | 2030-05-16      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| ALLIED POWER GROUP, -TL-8/20/2025   /        | ALLIED POWER GROUP, -TL-8/20/2025   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7177778 | PA      | $7102334.34   | 0.66%             | 2030-05-16      | Variable      | 8.65%                 | No            | 3                  | On Loan: No      |
| P3N VIII HOLDCO SARL -TL-1/24/2025   /       | P3N VIII HOLDCO SARL -TL-1/24/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | ES        |   2828000 | PA      | $3217862.26   | 0.30%             | 2030-06-14      | Variable      | 7.67%                 | No            | 3                  | On Loan: No      |
| P3LTFRM Cos., L -TL-4/15/2025   /            | P3LTFRM Cos., L -TL-4/15/2025   /                | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1368421 | PA      | $1345952.40   | 0.13%             | 2030-02-11      | Variable      | 11.20%                | No            | 3                  | On Loan: No      |
| P4N VIII HOLDCO SARL -TL-1/24/2025   /       | P4N VIII HOLDCO SARL -TL-1/24/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | ES        |    319000 | PA      | $362976.68    | 0.03%             | 2030-06-14      | Variable      | 7.67%                 | No            | 3                  | On Loan: No      |
| PAR EXCELLENCE HOLDI -TL-3/10/2025   /       | PAR EXCELLENCE HOLDI -TL-3/10/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4950000 | PA      | $4865403.47   | 0.45%             | 2030-09-03      | Variable      | 8.67%                 | No            | 3                  | On Loan: No      |
| Park Row Mezz Borrow -FE-7/08/25   /         | Park Row Mezz Borrow -FE-7/08/25   /             | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | NS      | $5036583.64   | 0.47%             |  |  |  | No            | N/A                | On Loan: No      |
| PELICAN POWER BORROW -TL-10/29/2025   /      | PELICAN POWER BORROW -TL-10/29/2025   /          | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4845833 | PA      | $4731657.55   | 0.44%             | 2030-08-29      | Variable      | 9.20%                 | No            | 3                  | On Loan: No      |
| PERDIDO ENERGY HOLDI -TL-3/14/2025   /       | PERDIDO ENERGY HOLDI -TL-3/14/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9250000 | PA      | $9040319.23   | 0.84%             | 2028-11-10      | Variable      | 10.45%                | No            | 3                  | On Loan: No      |
| USIC HOLDINGS, Inc.. -RE-9/9/2024   /        | USIC HOLDINGS, Inc.. -RE-9/9/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     76636 | PA      | $76636.33     | 0.01%             | 2031-09-05      | Variable      | 8.92%                 | No            | 3                  | On Loan: No      |
| USIC HOLDINGS, Inc.. -RE-9/9/2024   /        | USIC HOLDINGS, Inc.. -RE-9/9/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     61309 | PA      | $61309.06     | 0.01%             | 2031-09-05      | Variable      | 8.92%                 | No            | 3                  | On Loan: No      |
| USIC HOLDINGS, Inc.. -RE-9/9/2024   /        | USIC HOLDINGS, Inc.. -RE-9/9/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     61309 | PA      | $61309.06     | 0.01%             | 2031-09-05      | Variable      | 8.92%                 | No            | 3                  | On Loan: No      |
| ALTISSIMUM -DD-5/24/2024   /                 | ALTISSIMUM -DD-5/24/2024   /                     | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |    600000 | PA      | $682509.62    | 0.06%             | 2030-10-31      | Fixed         | 1.25%                 | No            | 3                  | On Loan: No      |
| ASSOCIATIONS, INC. -RE-5/3/2024   /          | ASSOCIATIONS, INC. -RE-5/3/2024   /              | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    230572 | PA      | $230571.97    | 0.02%             | 2028-07-02      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| ASSOCIATIONS, INC. -TL-5/3/2024   /          | ASSOCIATIONS, INC. -TL-5/3/2024   /              | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3666370 | PA      | $3703033.58   | 0.34%             | 2028-07-02      | Variable      | 10.42%                | No            | 3                  | On Loan: No      |
| Athora Group Common Equity   /               | Athora Group Common Equity   /                   | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | XX        |    409757 | NS      | $7814367.78   | 0.73%             |  |  |  | No            | 3                  | On Loan: No      |
| FONTAINEBLEAU MIAMI -DD-2/27/2025   /        | FONTAINEBLEAU MIAMI -DD-2/27/2025   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9333333 | PA      | $9320978.16   | 0.87%             | 2026-12-09      | Variable      | 10.67%                | No            | 3                  | On Loan: No      |
| FONTAINEBLEAU MIAMI -DD-2/27/2025   /        | FONTAINEBLEAU MIAMI -DD-2/27/2025   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    666667 | PA      | $665784.16    | 0.06%             | 2026-12-09      | Fixed         | 0.00%                 | No            | 3                  | On Loan: No      |
| AWP GROUP HOLDINGS -TL-8/11/2025   /         | AWP GROUP HOLDINGS -TL-8/11/2025   /             | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4974811 | PA      | $4968426.33   | 0.46%             | 2030-12-23      | Variable      | 8.20%                 | No            | 3                  | On Loan: No      |
| B1ISHOP STREET UNDER -DD-8/27/2025   /       | B1ISHOP STREET UNDER -DD-8/27/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3645409 | PA      | $3627182.05   | 0.34%             | 2031-07-31      | Variable      | 9.19%                 | No            | 3                  | On Loan: No      |
| USIC HOLDINGS, Inc.. -RE-9/9/2024   /        | USIC HOLDINGS, Inc.. -RE-9/9/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     70505 | PA      | $70505.42     | 0.01%             | 2031-09-05      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| USIC HOLDINGS, Inc.. -TL-9/9/2024   /        | USIC HOLDINGS, Inc.. -TL-9/9/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4162311 | PA      | $4200580.85   | 0.39%             | 2031-09-05      | Variable      | 9.17%                 | No            | 3                  | On Loan: No      |
| GUAVA BUYER LLC -DD-8/11/2025   /            | GUAVA BUYER LLC -DD-8/11/2025   /                | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    625844 | PA      | $612151.60    | 0.06%             | 2032-08-12      | Variable      | 9.16%                 | No            | 3                  | On Loan: No      |
| GUAVA BUYER LLC -DD-8/11/2025   /            | GUAVA BUYER LLC -DD-8/11/2025   /                | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    802548 | PA      | $784989.45    | 0.07%             | 2032-08-12      | Fixed         | 1.00%                 | No            | 3                  | On Loan: No      |
| B1ISHOP STREET UNDER -DD-8/27/2025   /       | B1ISHOP STREET UNDER -DD-8/27/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2333727 | PA      | $2322058.63   | 0.22%             | 2031-07-31      | Variable      | 9.17%                 | No            | 3                  | On Loan: No      |
| B1ISHOP STREET UNDER -TL-8/27/2025   /       | B1ISHOP STREET UNDER -TL-8/27/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8932500 | PA      | $8887837.50   | 0.83%             | 2031-07-31      | Variable      | 9.17%                 | No            | 3                  | On Loan: No      |
| TRIPADVISOR INC                              | TripAdvisor, Inc.                                | CUSIP: 89677NAE4<br>LEI: 549300XVG45PT5BART17 | Long             | LON              | CORP              | US        |    987469 | PA      | $939739.35    | 0.09%             | 2031-07-08      | Floating      | 6.42%                 | No            | 2                  | On Loan: No      |
| CHINOS INTERMEDIATE 2 LL                     | Chinos Intermediate 2 LLC                        | CUSIP: 16961YAB4<br>LEI: 54930061EIIAONXJMZ79 | Long             | LON              | CORP              | US        |    742500 | PA      | $587655.34    | 0.05%             | 2031-09-29      | Floating      | 9.67%                 | No            | 2                  | On Loan: No      |
| GUAVA BUYER LLC -RE-8/11/2025   /            | GUAVA BUYER LLC -RE-8/11/2025   /                | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1433121 | PA      | $1401723.18   | 0.13%             | 2030-08-12      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| GUAVA BUYER LLC -TL-8/11/2025   /            | GUAVA BUYER LLC -TL-8/11/2025   /                | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  12073089 | PA      | $11808951.62  | 1.10%             | 2032-08-12      | Variable      | 9.25%                 | No            | 3                  | On Loan: No      |
| CAESARS ENTERTAIN INC                        | Caesars Entertainment, Inc.                      | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    203518 | PA      | $198175.26    | 0.02%             | 2030-02-06      | Floating      | 5.92%                 | No            | 2                  | On Loan: No      |
| ACRISURE LLC                                 | Acrisure LLC                                     | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |   1480019 | PA      | $1436728.18   | 0.13%             | 2030-11-06      | Floating      | 6.67%                 | No            | 2                  | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                     | Team Health Holdings, Inc.                       | CUSIP: 87817JAJ7<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |    995000 | PA      | $992900.55    | 0.09%             | 2028-06-30      | Floating      | 7.67%                 | No            | 2                  | On Loan: No      |
| BLUE OWL TECHNOLOGY -DB-12/26/2023   /       | BLUE OWL TECHNOLOGY -DB-12/26/2023   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1997058.94   | 0.19%             | 2029-01-15      | Variable      | 8.42%                 | No            | 3                  | On Loan: No      |
| GS ACQUISITIONCO, IN -TL-4/8/2024   /        | GS ACQUISITIONCO, IN -TL-4/8/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2937482 | PA      | $2937482.00   | 0.27%             | 2028-05-25      | Variable      | 8.95%                 | No            | 3                  | On Loan: No      |
| G4 18222, LLC & G4 1 -TL-3/3/2025   /        | G4 18222, LLC & G4 1 -TL-3/3/2025   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  15000000 | PA      | $15082500.00  | 1.40%             | 2027-12-01      | Variable      | 11.34%                | No            | 3                  | On Loan: No      |
| GREAT BRITAIN POUND  /                       | GREAT BRITAIN POUND  /                           | CUSIP: 999999999<br>LEI: N/A                  | Long             | STIV             |  | GB        |       641 | OU      | $848.38       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HENDERSON PARK REAL -TL-7/29/2024   /        | HENDERSON PARK REAL -TL-7/29/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4500000 | PA      | $4500000.00   | 0.42%             | 2026-06-01      | Variable      | 8.88%                 | No            | 3                  | On Loan: No      |
| HONOR TECHNOLOGY, Inc. -TL-5/29/2024   /     | HONOR TECHNOLOGY, Inc. -TL-5/29/2024   /         | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5189718 | PA      | $5197973.33   | 0.48%             | 2029-05-30      | Variable      | 11.19%                | No            | 3                  | On Loan: No      |
| BLUE RAVEN SOLUTIONS -RE-1/16/2025   /       | BLUE RAVEN SOLUTIONS -RE-1/16/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    120000 | PA      | $117600.00    | 0.01%             | 2032-01-16      | Variable      | 9.67%                 | No            | 3                  | On Loan: No      |
| BLUE RAVEN SOLUTIONS -RE-1/16/2025   /       | BLUE RAVEN SOLUTIONS -RE-1/16/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    480000 | PA      | $470400.00    | 0.04%             | 2032-01-16      | Variable      | 9.66%                 | No            | 3                  | On Loan: No      |
| K9NPAK INTERMEDIATE -DD-4/2/2024   /         | K9NPAK INTERMEDIATE -DD-4/2/2024   /             | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    674797 | PA      | $770615.22    | 0.07%             | 2031-03-26      | Fixed         | 1.00%                 | No            | 3                  | On Loan: No      |
| K9NPAK INTERMEDIATE -RE-4/2/2024   /         | K9NPAK INTERMEDIATE -RE-4/2/2024   /             | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    125895 | PA      | $143771.50    | 0.01%             | 2031-03-26      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| BLUE RAVEN SOLUTIONS -RE-1/16/2025   /       | BLUE RAVEN SOLUTIONS -RE-1/16/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    600000 | PA      | $588000.00    | 0.05%             | 2032-01-16      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| BLUE RAVEN SOLUTIONS -TL-1/16/2025   /       | BLUE RAVEN SOLUTIONS -TL-1/16/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  10800000 | PA      | $10584000.00  | 0.98%             | 2032-01-16      | Variable      | 9.67%                 | No            | 3                  | On Loan: No      |
| HONOR TECHNOLOGY, Inc. WARRANTS   /          | HONOR TECHNOLOGY, Inc. WARRANTS   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     98849 | NC      | $6575.31      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| HSI HALO ACQUISITION -DD-6/28/2024   /       | HSI HALO ACQUISITION -DD-6/28/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    141014 | PA      | $139520.39    | 0.01%             | 2031-06-30      | Variable      | 8.67%                 | No            | 3                  | On Loan: No      |
| HSI HALO ACQUISITION -DD-6/28/2024   /       | HSI HALO ACQUISITION -DD-6/28/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    268693 | PA      | $265847.14    | 0.02%             | 2031-06-30      | Variable      | 8.67%                 | No            | 3                  | On Loan: No      |
| HSI HALO ACQUISITION -DD-6/28/2024   /       | HSI HALO ACQUISITION -DD-6/28/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    412844 | PA      | $408471.91    | 0.04%             | 2031-06-30      | Fixed         | 1.00%                 | No            | 3                  | On Loan: No      |
| BNP ASSOCIATES BUYER -RE-10/7/2024   /       | BNP ASSOCIATES BUYER -RE-10/7/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    239726 | PA      | $239726.02    | 0.02%             | 2030-08-19      | Variable      | 9.18%                 | No            | 3                  | On Loan: No      |
| BNP ASSOCIATES BUYER -RE-10/7/2024   /       | BNP ASSOCIATES BUYER -RE-10/7/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    102740 | PA      | $102739.73    | 0.01%             | 2030-08-19      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| HSI HALO ACQUISITION -RE-6/28/2024   /       | HSI HALO ACQUISITION -RE-6/28/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    550459 | PA      | $544591.00    | 0.05%             | 2030-06-28      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| HSI HALO ACQUISITION -TL-6/28/2024   /       | HSI HALO ACQUISITION -TL-6/28/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4566055 | PA      | $4517699.41   | 0.42%             | 2031-06-30      | Variable      | 8.67%                 | No            | 3                  | On Loan: No      |
| K9NPAK INTERMEDIATE -TL-4/2/2024   /         | K9NPAK INTERMEDIATE -TL-4/2/2024   /             | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1717409 | PA      | $1961273.30   | 0.18%             | 2031-03-26      | Variable      | 7.39%                 | No            | 3                  | On Loan: No      |
| KIDDE-FENWAL, LLC -DD-8/1/2025   /           | KIDDE-FENWAL, LLC -DD-8/1/2025   /               | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2721774 | PA      | $2704861.88   | 0.25%             | 2030-07-17      | Fixed         | 0.00%                 | No            | 3                  | On Loan: No      |
| HUNTER COMMUNICATION -DD-3/30/2026   /       | HUNTER COMMUNICATION -DD-3/30/2026   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    688525 | PA      | $681639.34    | 0.06%             | 2032-03-31      | Variable      | 8.45%                 | No            | 3                  | On Loan: No      |
| HUNTER COMMUNICATION -DD-3/30/2026   /       | HUNTER COMMUNICATION -DD-3/30/2026   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4229508 | PA      | $4187213.12   | 0.39%             | 2032-03-31      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| HUNTER COMMUNICATION -RE-3/30/2026   /       | HUNTER COMMUNICATION -RE-3/30/2026   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    983607 | PA      | $973770.49    | 0.09%             | 2032-03-31      | Fixed         | 1.00%                 | No            | 3                  | On Loan: No      |
| HUNTER COMMUNICATION -TL-3/30/2026   /       | HUNTER COMMUNICATION -TL-3/30/2026   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9098361 | PA      | $9007377.04   | 0.84%             | 2032-03-31      | Variable      | 8.45%                 | No            | 3                  | On Loan: No      |
| IB APPLIANCES U.S. HOL -RE-1/6/2025   /      | IB APPLIANCES U.S. HOL -RE-1/6/2025   /          | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    666667 | PA      | $643014.04    | 0.06%             | 2030-01-07      | Variable      | 10.68%                | No            | 3                  | On Loan: No      |
| IB APPLIANCES U.S. HOL -TL-1/6/2025   /      | IB APPLIANCES U.S. HOL -TL-1/6/2025   /          | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5166667 | PA      | $4986812.80   | 0.46%             | 2030-01-07      | Variable      | 10.68%                | No            | 3                  | On Loan: No      |
| IB APPLIANCES U.S. HOL WARRANTS   /          | IB APPLIANCES U.S. HOL WARRANTS   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1073 | NC      | $16369.39     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| ICG European Direct Lending X SCSp   /       | ICG European Direct Lending X SCSp   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | XX        |         1 | NS      | $18551339.41  | 1.72%             |  |  |  | No            | N/A                | On Loan: No      |
| KIDDE-FENWAL, LLC -TL-8/1/2025   /           | KIDDE-FENWAL, LLC -TL-8/1/2025   /               | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  12216835 | PA      | $12140923.88  | 1.13%             | 2030-07-17      | Variable      | 9.67%                 | No            | 3                  | On Loan: No      |
| KNIGHT'S KEY MEZZ, L -TL-10/20/2025   /      | KNIGHT'S KEY MEZZ, L -TL-10/20/2025   /          | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  10223399 | PA      | $10137187.61  | 0.94%             | 2028-08-09      | Fixed         | 15.50%                | No            | 3                  | On Loan: No      |
| KNPAK INTERMEDIATE I -DD-4/2/2024   /        | KNPAK INTERMEDIATE I -DD-4/2/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    227671 | PA      | $225016.06    | 0.02%             | 2031-03-26      | Variable      | 9.20%                 | No            | 3                  | On Loan: No      |
| KNPAK INTERMEDIATE I -DD-4/2/2024   /        | KNPAK INTERMEDIATE I -DD-4/2/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    140250 | PA      | $138614.69    | 0.01%             | 2031-03-26      | Fixed         | 1.00%                 | No            | 3                  | On Loan: No      |
| BNP ASSOCIATES BUYER -RE-12/23/25   /        | BNP ASSOCIATES BUYER -RE-12/23/25   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    342466 | PA      | $342465.75    | 0.03%             | 2030-08-19      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| BNP ASSOCIATES BUYER -TL-10/7/2024   /       | BNP ASSOCIATES BUYER -TL-10/7/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4599315 | PA      | $4608422.21   | 0.43%             | 2030-08-19      | Variable      | 9.20%                 | No            | 3                  | On Loan: No      |
| BPC OPPORTUNITIES FU -FE-4/15/25   /         | BPC OPPORTUNITIES FU -FE-4/15/25   /             | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | NS      | $8559087.39   | 0.80%             |  |  |  | No            | N/A                | On Loan: No      |
| BP Holdings Zeta LP    /                     | BP Holdings Zeta LP    /                         | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | NS      | $2261210.36   | 0.21%             |  |  |  | No            | N/A                | On Loan: No      |
| WINDSOR HOLDINGS III LLC                     | Windsor Holdings III LLC                         | CUSIP: 97360BAH8<br>LEI: 254900IXUJZ9H146T437 | Long             | LON              | CORP              | US        |   1979389 | PA      | $1954032.63   | 0.18%             | 2030-08-01      | Floating      | 6.42%                 | No            | 2                  | On Loan: No      |
| BPCP NSA INTERMEDCO -DD-5/23/2024   /        | BPCP NSA INTERMEDCO -DD-5/23/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    550593 | PA      | $550593.04    | 0.05%             | 2030-05-17      | Variable      | 8.45%                 | No            | 3                  | On Loan: No      |
| BPCP NSA INTERMEDCO -DD-5/23/2024   /        | BPCP NSA INTERMEDCO -DD-5/23/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     25581 | PA      | $25581.39     | 0.00%             | 2030-05-17      | Variable      | 8.45%                 | No            | 3                  | On Loan: No      |
| ITI INTERMODAL SERVI -DD-6/28/2023   /       | ITI INTERMODAL SERVI -DD-6/28/2023   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     31877 | PA      | $31524.54     | 0.00%             | 2027-12-21      | Variable      | 9.80%                 | No            | 3                  | On Loan: No      |
| ITI INTERMODAL SERVI -TL-6/28/2023   /       | ITI INTERMODAL SERVI -TL-6/28/2023   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    455210 | PA      | $450418.18    | 0.04%             | 2027-12-21      | Variable      | 10.05%                | No            | 3                  | On Loan: No      |
| BPCP NSA INTERMEDCO -TL-5/23/2024   /        | BPCP NSA INTERMEDCO -TL-5/23/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    132947 | PA      | $132947.26    | 0.01%             | 2030-05-17      | Variable      | 8.45%                 | No            | 3                  | On Loan: No      |
| BPCP NSA INTERMEDCO -TL-5/23/2024   /        | BPCP NSA INTERMEDCO -TL-5/23/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1752087 | PA      | $1752087.06   | 0.16%             | 2030-05-17      | Variable      | 8.45%                 | No            | 3                  | On Loan: No      |
| ITI INTERMODAL SERVI -DD-6/28/2023   /       | ITI INTERMODAL SERVI -DD-6/28/2023   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    240414 | PA      | $237883.23    | 0.02%             | 2027-12-21      | Variable      | 10.05%                | No            | 3                  | On Loan: No      |
| JDC HEALTHCARE MANAG -TL-9/29/2023   /       | JDC HEALTHCARE MANAG -TL-9/29/2023   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1276064 | PA      | $1223219.95   | 0.11%             | 2028-09-29      | Fixed         | 12.00%                | No            | 3                  | On Loan: No      |
| EVERGREEN IX BORROWE Incremental TL 8/14   / | EVERGREEN IX BORROWE Incremental TL 8/14   /     | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4925000 | PA      | $4925000.00   | 0.46%             | 2030-09-30      | Variable      | 8.45%                 | No            | 3                  | On Loan: No      |
| FB FLL AVIATION LLC -DD-9/18/2023   /        | FB FLL AVIATION LLC -DD-9/18/2023   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1400000 | PA      | $1366125.53   | 0.13%             | 2028-07-19      | Variable      | 10.67%                | No            | 3                  | On Loan: No      |
| AMERICAN AXLE & MFG INC                      | American Axle & Manufacturing, Inc.              | CUSIP: 02406MBB2<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | LON              | CORP              | US        |    990000 | PA      | $987529.95    | 0.09%             | 2033-02-03      | Floating      | 6.67%                 | No            | 2                  | On Loan: No      |
| 1261229 BC LTD                               | 1261229 BC Ltd.                                  | CUSIP: 26903HAB0<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   1488750 | PA      | $1440775.03   | 0.13%             | 2030-10-08      | Floating      | 9.92%                 | No            | 2                  | On Loan: No      |
| ASURION LLC                                  | Asurion LLC                                      | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   2992481 | PA      | $2962556.39   | 0.28%             | 2030-09-19      | Floating      | 7.92%                 | No            | 2                  | On Loan: No      |
| LYNX FRANCHISING, LL -TL-6/28/2023   /       | LYNX FRANCHISING, LL -TL-6/28/2023   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     55085 | PA      | $55084.59     | 0.01%             | 2026-12-23      | Variable      | 9.60%                 | No            | 3                  | On Loan: No      |
| JEPPESEN HOLDINGS, L -RE-10/30/2025   /      | JEPPESEN HOLDINGS, L -RE-10/30/2025   /          | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    714286 | PA      | $706009.93    | 0.07%             | 2032-11-01      | Fixed         | 0.38%                 | No            | 3                  | On Loan: No      |
| JEPPESEN HOLDINGS, L -TL-10/30/2025   /      | JEPPESEN HOLDINGS, L -TL-10/30/2025   /          | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  14285714 | PA      | $14121825.51  | 1.31%             | 2032-11-01      | Variable      | 8.40%                 | No            | 3                  | On Loan: No      |
| LYNX FRANCHISING, LL -TL-6/28/2023   /       | LYNX FRANCHISING, LL -TL-6/28/2023   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    219603 | PA      | $219602.90    | 0.02%             | 2026-12-23      | Variable      | 9.60%                 | No            | 3                  | On Loan: No      |
| Lyric-Pineapple LP-Preferred Equity   /      | Lyric-Pineapple LP-Preferred Equity   /          | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | NS      | $19557100.44  | 1.82%             |  |  |  | No            | N/A                | On Loan: No      |
| MAVERICK BIDCO, Inc.. -DD-12/10/2025   /     | MAVERICK BIDCO, Inc.. -DD-12/10/2025   /         | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    573394 | PA      | $567622.93    | 0.05%             | 2031-12-02      | Fixed         | 1.00%                 | No            | 3                  | On Loan: No      |
| MAVERICK BIDCO, Inc.. -RE-12/10/2025   /     | MAVERICK BIDCO, Inc.. -RE-12/10/2025   /         | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    458716 | PA      | $454098.35    | 0.04%             | 2031-12-02      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| MAVERICK BIDCO, Inc.. -TL-12/10/2025   /     | MAVERICK BIDCO, Inc.. -TL-12/10/2025   /         | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  11467890 | PA      | $11352458.55  | 1.06%             | 2031-12-02      | Variable      | 8.42%                 | No            | 3                  | On Loan: No      |
| MAVERICK POWER, LLC -TL-12/19/2025   /       | MAVERICK POWER, LLC -TL-12/19/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  12500000 | PA      | $12228446.79  | 1.14%             | 2031-05-05      | Variable      | 8.66%                 | No            | 3                  | On Loan: No      |
| MAVIK REAL ESTATE VS2 LP   /                 | MAVIK REAL ESTATE VS2 LP   /                     | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | NS      | $1127685.56   | 0.10%             |  |  |  | No            | N/A                | On Loan: No      |
| MDR HOTELS, LLC -TL-11/8/2024   /            | MDR HOTELS, LLC -TL-11/8/2024   /                | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  11015337 | PA      | $11015337.06  | 1.02%             | 2027-11-12      | Variable      | 10.07%                | No            | 3                  | On Loan: No      |
| MEDICAL DEVICE, INC. -RE-7/11/2023   /       | MEDICAL DEVICE, INC. -RE-7/11/2023   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | IT        |     20286 | PA      | $20042.98     | 0.00%             | 2029-07-11      | Variable      | 11.16%                | No            | 3                  | On Loan: No      |
| MEDICAL DEVICE, INC. -RE-7/11/2023   /       | MEDICAL DEVICE, INC. -RE-7/11/2023   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | IT        |     40404 | PA      | $39920.74     | 0.00%             | 2029-07-11      | Variable      | 10.95%                | No            | 3                  | On Loan: No      |
| MEDICAL DEVICE, INC. -RE-7/11/2023   /       | MEDICAL DEVICE, INC. -RE-7/11/2023   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | IT        |     35270 | PA      | $34848.03     | 0.00%             | 2029-07-11      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| MEDICAL DEVICE, INC. -RE-1/31/25   /         | MEDICAL DEVICE, INC. -RE-1/31/25   /             | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | IT        |     65657 | PA      | $64871.18     | 0.01%             | 2029-07-11      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| MEDICAL DEVICE, INC. -TL-7/11/2023   /       | MEDICAL DEVICE, INC. -TL-7/11/2023   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | IT        |    438889 | PA      | $433888.26    | 0.04%             | 2029-07-11      | Variable      | 9.05%                 | No            | 3                  | On Loan: No      |
| MEDICAL DEVICE, INC. -TL-1/31/25   /         | MEDICAL DEVICE, INC. -TL-1/31/25   /             | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | IT        |    360873 | PA      | $356760.81    | 0.03%             | 2029-07-11      | Variable      | 9.05%                 | No            | 3                  | On Loan: No      |
| MORE COWBELL II LLC DD 2ND AMENDMENT   /     | MORE COWBELL II LLC DD 2ND AMENDMENT   /         | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     70752 | PA      | $69096.19     | 0.01%             | 2030-09-02      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| AMBIENT ENTERPRISES -RE-12/8/2023   /        | AMBIENT ENTERPRISES -RE-12/8/2023   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    297872 | PA      | $291333.20    | 0.03%             | 2029-12-07      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| AMBIENT ENTERPRISES -TL-12/8/2023   /        | AMBIENT ENTERPRISES -TL-12/8/2023   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3978618 | PA      | $3891280.43   | 0.36%             | 2030-06-28      | Variable      | 8.95%                 | No            | 3                  | On Loan: No      |
| AMBIENT ENTERPRISES -TL-1/23/2025   /        | AMBIENT ENTERPRISES -TL-1/23/2025   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2118050 | PA      | $2071555.25   | 0.19%             | 2030-06-28      | Variable      | 8.95%                 | No            | 3                  | On Loan: No      |
| APEX SPACE & DEFENSE -TL-2/2/2026   /        | APEX SPACE & DEFENSE -TL-2/2/2026   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  12500000 | PA      | $12406250.00  | 1.15%             | 2027-07-01      | Variable      | 8.66%                 | No            | 3                  | On Loan: No      |
| AR3 HOLDCO LLC -DD-9/15/2025   /             | AR3 HOLDCO LLC -DD-9/15/2025   /                 | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | AU        |  20000000 | PA      | $20056904.76  | 1.86%             | 2027-03-16      | Variable      | 9.91%                 | No            | 3                  | On Loan: No      |
| ARGANO, LLC -DD-12/3/2025   /                | ARGANO, LLC -DD-12/3/2025   /                    | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1088813 | PA      | $1079419.87   | 0.10%             | 2029-09-13      | Variable      | 9.20%                 | No            | 3                  | On Loan: No      |
| ARGANO, LLC -DD-12/3/2025   /                | ARGANO, LLC -DD-12/3/2025   /                    | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1067464 | PA      | $1058254.78   | 0.10%             | 2029-09-13      | Variable      | 9.18%                 | No            | 3                  | On Loan: No      |
| ARGANO, LLC -DD-12/3/2025   /                | ARGANO, LLC -DD-12/3/2025   /                    | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  10343723 | PA      | $10254488.78  | 0.95%             | 2029-09-13      | Fixed         | 1.00%                 | No            | 3                  | On Loan: No      |
| ARYEH BIDCO INVESTME -DD-3/26/2026   /       | ARYEH BIDCO INVESTME -DD-3/26/2026   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    322581 | PA      | $229610.79    | 0.02%             | 2033-01-14      | Variable      | 7.27%                 | No            | 3                  | On Loan: No      |
| ARYEH BIDCO INVESTME -DD-3/26/2026   /       | ARYEH BIDCO INVESTME -DD-3/26/2026   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   1935484 | PA      | $1377664.74   | 0.13%             | 2033-01-14      | Fixed         | 1.00%                 | No            | 3                  | On Loan: No      |
| ARYEH BIDCO INVESTME -RE-3/26/2026   /       | ARYEH BIDCO INVESTME -RE-3/26/2026   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   1612903 | PA      | $1148053.95   | 0.11%             | 2033-01-14      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| ARYEH BIDCO INVESTME -TL-3/26/2026   /       | ARYEH BIDCO INVESTME -TL-3/26/2026   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |  12129033 | PA      | $8633367.08   | 0.80%             | 2033-01-14      | Variable      | 7.27%                 | No            | 3                  | On Loan: No      |
| ARROW BUYER, INC. -DD-07/06/23   /           | ARROW BUYER, INC. -DD-07/06/23   /               | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     50400 | PA      | $50848.21     | 0.00%             | 2030-06-30      | Variable      | 8.70%                 | No            | 3                  | On Loan: No      |
| ARROW BUYER, INC. -TL-07/06/23   /           | ARROW BUYER, INC. -TL-07/06/23   /               | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    794219 | PA      | $801275.58    | 0.07%             | 2030-06-30      | Variable      | 8.70%                 | No            | 3                  | On Loan: No      |
| ARROW BUYER, INC. -DD TL 1 -07/06/23   /     | ARROW BUYER, INC. -DD TL 1 -07/06/23   /         | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     52062 | PA      | $52525.09     | 0.00%             | 2030-06-30      | Variable      | 8.70%                 | No            | 3                  | On Loan: No      |
| ARCMONT ASSET MANAGE -DD-3/18/2025   /       | ARCMONT ASSET MANAGE -DD-3/18/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | FI        |    134426 | PA      | $150628.58    | 0.01%             | 2031-09-11      | Variable      | 7.63%                 | No            | 3                  | On Loan: No      |
| ARCMONT ASSET MANAGE -DD-3/18/2025   /       | ARCMONT ASSET MANAGE -DD-3/18/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | FI        |   1504918 | PA      | $1686305.27   | 0.16%             | 2031-09-11      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| ARCMONT ASSET MANAGE -TL-3/18/2025   /       | ARCMONT ASSET MANAGE -TL-3/18/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | FI        |   3360656 | PA      | $3765714.39   | 0.35%             | 2031-09-11      | Variable      | 7.63%                 | No            | 3                  | On Loan: No      |
| ASSOCIATIONS, INC. -DD-5/3/2024   /          | ASSOCIATIONS, INC. -DD-5/3/2024   /              | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     70621 | PA      | $71327.66     | 0.01%             | 2028-07-02      | Variable      | 10.42%                | No            | 3                  | On Loan: No      |
| B1ISHOP STREET UNDER -DD-2/26/2026   /       | B1ISHOP STREET UNDER -DD-2/26/2026   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3000000 | PA      | $2985000.00   | 0.28%             | 2031-07-31      | Fixed         | 0.00%                 | No            | 3                  | On Loan: No      |
| B1LUE BIDCO Ltd. -TL-6/12/2025   /           | B1LUE BIDCO Ltd. -TL-6/12/2025   /               | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   1369123 | PA      | $1785525.53   | 0.17%             | 2032-05-21      | Variable      | 8.74%                 | No            | 3                  | On Loan: No      |
| B2LUE BIDCO Ltd. -TL-6/12/2025   /           | B2LUE BIDCO Ltd. -TL-6/12/2025   /               | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    903694 | PA      | $1028960.80   | 0.10%             | 2032-05-21      | Variable      | 7.13%                 | No            | 3                  | On Loan: No      |
| B3LUE BIDCO Ltd. -TL-6/12/2025   /           | B3LUE BIDCO Ltd. -TL-6/12/2025   /               | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    265825 | PA      | $261852.13    | 0.02%             | 2032-05-21      | Variable      | 8.70%                 | No            | 3                  | On Loan: No      |
| B4LUE BIDCO Ltd. -DD-6/12/2025   /           | B4LUE BIDCO Ltd. -DD-6/12/2025   /               | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     48086 | PA      | $62710.98     | 0.01%             | 2031-11-21      | Variable      | 8.86%                 | No            | 3                  | On Loan: No      |
| B4LUE BIDCO Ltd. -DD-6/12/2025   /           | B4LUE BIDCO Ltd. -DD-6/12/2025   /               | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    406012 | PA      | $529495.99    | 0.05%             | 2031-11-21      | Variable      | 8.93%                 | No            | 3                  | On Loan: No      |
| B4LUE BIDCO Ltd. -DD-6/12/2025   /           | B4LUE BIDCO Ltd. -DD-6/12/2025   /               | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    213765 | PA      | $278778.81    | 0.03%             | 2031-11-21      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| BADGE 21 MIDCO HOLDI -DD-7/18/2024   /       | BADGE 21 MIDCO HOLDI -DD-7/18/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2083333 | PA      | $2063643.31   | 0.19%             | 2032-06-30      | Fixed         | 1.00%                 | No            | 3                  | On Loan: No      |
| BADGE 21 MIDCO HOLDI -DD-6/30/2025   /       | BADGE 21 MIDCO HOLDI -DD-6/30/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     41667 | PA      | $41272.87     | 0.00%             | 2032-06-30      | Fixed         | 1.00%                 | No            | 3                  | On Loan: No      |
| BADGE 21 MIDCO HOLDI -RE-7/18/2024   /       | BADGE 21 MIDCO HOLDI -RE-7/18/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    168042 | PA      | $166283.32    | 0.02%             | 2032-06-30      | Variable      | 8.20%                 | No            | 3                  | On Loan: No      |
| BADGE 21 MIDCO HOLDI -RE-7/18/2024   /       | BADGE 21 MIDCO HOLDI -RE-7/18/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    665291 | PA      | $658329.08    | 0.06%             | 2032-06-30      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| BADGE 21 MIDCO HOLDI -RE-6/30/2025   /       | BADGE 21 MIDCO HOLDI -RE-6/30/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    511002 | PA      | $505654.18    | 0.05%             | 2032-06-30      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| BADGE 21 MIDCO HOLDI -TL-7/18/2024   /       | BADGE 21 MIDCO HOLDI -TL-7/18/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4560417 | PA      | $4517315.24   | 0.42%             | 2032-06-30      | Variable      | 8.20%                 | No            | 3                  | On Loan: No      |
| BADGE 21 MIDCO HOLDI -TL-6/30/2025   /       | BADGE 21 MIDCO HOLDI -TL-6/30/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6970248 | PA      | $6904370.85   | 0.64%             | 2032-06-30      | Variable      | 8.20%                 | No            | 3                  | On Loan: No      |
| BETTERMENT HOLDINGS WARRANTS   /             | BETTERMENT HOLDINGS WARRANTS   /                 | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      6144 | NC      | $57482.83     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| BESTOP, INC. -TL-05/13/24   /                | BESTOP, INC. -TL-05/13/24   /                    | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2150581 | PA      | $2105772.54   | 0.20%             | 2029-03-29      | Variable      | 8.95%                 | No            | 3                  | On Loan: No      |
| BEST VERSION MEDIA A -RE-2/7/2025   /        | BEST VERSION MEDIA A -RE-2/7/2025   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    714286 | PA      | $706760.96    | 0.07%             | 2030-12-31      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| BEST VERSION MEDIA A -TL-2/7/2025   /        | BEST VERSION MEDIA A -TL-2/7/2025   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  10495535 | PA      | $10384623.52  | 0.97%             | 2030-12-31      | Variable      | 8.92%                 | No            | 3                  | On Loan: No      |
| BRIDGEPOINT CREDIT O -FE-10/31/2023   /      | BRIDGEPOINT CREDIT O -FE-10/31/2023   /          | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | XX        |         1 | NS      | $909563.01    | 0.08%             | 2023-10-31      | None          | 0.00%                 | No            | N/A                | On Loan: No      |
| C1RH HEALTHCARE PURC -DD-9/16/2025   /       | C1RH HEALTHCARE PURC -DD-9/16/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3017241 | PA      | $2970374.38   | 0.28%             | 2031-09-17      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| C1RH HEALTHCARE PURC -RE-9/16/2025   /       | C1RH HEALTHCARE PURC -RE-9/16/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1206897 | PA      | $1187989.78   | 0.11%             | 2031-09-17      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| C1RH HEALTHCARE PURC -TL-9/16/2025   /       | C1RH HEALTHCARE PURC -TL-9/16/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  13209483 | PA      | $13004299.03  | 1.21%             | 2031-09-17      | Variable      | 8.93%                 | No            | 3                  | On Loan: No      |
| C1OMET BIDCO Ltd. -TL-11/28/2025   /         | C1OMET BIDCO Ltd. -TL-11/28/2025   /             | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3276813 | PA      | $3222953.74   | 0.30%             | 2032-11-15      | Variable      | 8.67%                 | No            | 3                  | On Loan: No      |
| CORSAIR BLADE IV (LU -TL-3/14/2024   /       | CORSAIR BLADE IV (LU -TL-3/14/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | CH        |    331660 | PA      | $381657.56    | 0.04%             | 2030-12-23      | Variable      | 8.03%                 | No            | 3                  | On Loan: No      |
| CAD FORWARD AKSIAPUB CONTRACT 04/15/2026   / | CAD FORWARD AKSIAPUB CONTRACT 04/15/2026   /     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | CA        | -12329289 | OU      | $-8868820.93  | -0.82%            |  |  |  | No            | 2                  | On Loan: No      |
| CAMBIUM LEARNING GRO -TL-8/3/2023   /        | CAMBIUM LEARNING GRO -TL-8/3/2023   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1458015 | PA      | $1447975.56   | 0.13%             | 2028-07-20      | Variable      | 9.27%                 | No            | 3                  | On Loan: No      |
| CARDINAL PARENT,, Inc. -TL-1/29/2024   /     | CARDINAL PARENT,, Inc. -TL-1/29/2024   /         | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $973079.07    | 0.09%             | 2027-01-25      | Fixed         | 12.25%                | No            | 3                  | On Loan: No      |
| ARENA SEC & LIQUID I-C LP - 1/13/25   /      | ARENA SEC & LIQUID I-C LP - 1/13/25   /          | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | NS      | $1069083.39   | 0.10%             |  |  |  | No            | N/A                | On Loan: No      |
| CCS Co.-INVESTMENT VE -FE-3/25/2024   /      | CCS Co.-INVESTMENT VE -FE-3/25/2024   /          | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | XX        |         1 | NS      | $1971005.81   | 0.18%             | 2024-03-25      | None          | 0.00%                 | No            | N/A                | On Loan: No      |
| CCS Co.-INVESTMENT -FE-12/18/24   /          | CCS Co.-INVESTMENT -FE-12/18/24   /              | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | NS      | $5449490.01   | 0.51%             |  |  |  | No            | N/A                | On Loan: No      |
| Cedar Holdings Preferred Equity   /          | Cedar Holdings Preferred Equity   /              | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | NS      | $11703987.38  | 1.09%             |  |  |  | No            | N/A                | On Loan: No      |
| CHRONICLE PARENT LLC -DD-7/15/2025   /       | CHRONICLE PARENT LLC -DD-7/15/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     29630 | PA      | $29520.96     | 0.00%             | 2031-04-15      | Variable      | 8.70%                 | No            | 3                  | On Loan: No      |
| CHRONICLE PARENT LLC -DD-7/15/2025   /       | CHRONICLE PARENT LLC -DD-7/15/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    152593 | PA      | $152032.96    | 0.01%             | 2031-04-15      | Variable      | 8.66%                 | No            | 3                  | On Loan: No      |
| CHRONICLE PARENT LLC -DD-7/15/2025   /       | CHRONICLE PARENT LLC -DD-7/15/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     55278 | PA      | $55075.05     | 0.01%             | 2031-04-15      | Variable      | 8.67%                 | No            | 3                  | On Loan: No      |
| CHRONICLE PARENT LLC -DD-7/15/2025   /       | CHRONICLE PARENT LLC -DD-7/15/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     62963 | PA      | $62732.04     | 0.01%             | 2031-04-15      | Variable      | 8.67%                 | No            | 3                  | On Loan: No      |
| CHRONICLE PARENT LLC -DD-7/15/2025   /       | CHRONICLE PARENT LLC -DD-7/15/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1921759 | PA      | $1914711.23   | 0.18%             | 2031-04-15      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| CHRONICLE PARENT LLC -RE-7/15/2025   /       | CHRONICLE PARENT LLC -RE-7/15/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    740741 | PA      | $738008.42    | 0.07%             | 2031-04-15      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| CHRONICLE PARENT LLC -TL-7/15/2025   /       | CHRONICLE PARENT LLC -TL-7/15/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7001852 | PA      | $6976172.64   | 0.65%             | 2031-04-15      | Variable      | 8.70%                 | No            | 3                  | On Loan: No      |
| Claroty Ltd. Preferred Equity   /            | Claroty Ltd. Preferred Equity   /                | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |     93475 | NS      | $7999939.16   | 0.74%             |  |  |  | No            | 3                  | On Loan: No      |
| CLEAR SPV V U.S. L.P. -DD-10/3/2023   /      | CLEAR SPV V U.S. L.P. -DD-10/3/2023   /          | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   1000000 | PA      | $1001185.62   | 0.09%             | 2027-04-05      | Variable      | 14.66%                | No            | 3                  | On Loan: No      |
| OSR INTERMEDIATE LLC -RE-3/14/2024   /       | OSR INTERMEDIATE LLC -RE-3/14/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     82000 | PA      | $81106.27     | 0.01%             | 2029-03-15      | Variable      | 9.17%                 | No            | 3                  | On Loan: No      |
| OSR INTERMEDIATE LLC -RE-3/14/2024   /       | OSR INTERMEDIATE LLC -RE-3/14/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     41000 | PA      | $40553.13     | 0.00%             | 2029-03-15      | Variable      | 9.17%                 | No            | 3                  | On Loan: No      |
| CLEAR SPV V U.S. L.P WARRANTS   /            | CLEAR SPV V U.S. L.P WARRANTS   /                | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |   1681901 | NC      | $109005.69    | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| CORNERSTONE ADVISORS -TL-5/28/2025   /       | CORNERSTONE ADVISORS -TL-5/28/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4422222 | PA      | $4396268.95   | 0.41%             | 2032-05-13      | Variable      | 8.45%                 | No            | 3                  | On Loan: No      |
| CRIMSON PHOENIX SOLU -DD-1/13/2025   /       | CRIMSON PHOENIX SOLU -DD-1/13/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2309113 | PA      | $2265187.78   | 0.21%             | 2029-12-06      | Variable      | 9.93%                 | No            | 3                  | On Loan: No      |
| CRIMSON PHOENIX SOLU -TL-1/13/2025   /       | CRIMSON PHOENIX SOLU -TL-1/13/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4565887 | PA      | $4524615.38   | 0.42%             | 2029-12-06      | Variable      | 9.93%                 | No            | 3                  | On Loan: No      |
| OSR INTERMEDIATE LLC -RE-3/14/2024   /       | OSR INTERMEDIATE LLC -RE-3/14/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    164000 | PA      | $162212.53    | 0.02%             | 2029-03-15      | Variable      | 9.15%                 | No            | 3                  | On Loan: No      |
| OSR INTERMEDIATE LLC -RE-3/14/2024   /       | OSR INTERMEDIATE LLC -RE-3/14/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    123000 | PA      | $121659.40    | 0.01%             | 2029-03-15      | Variable      | 9.15%                 | No            | 3                  | On Loan: No      |
| P4LTFRM Cos., L -DD-4/15/2025   /            | P4LTFRM Cos., L -DD-4/15/2025   /                | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1403509 | PA      | $1380246.16   | 0.13%             | 2030-02-11      | Fixed         | 1.00%                 | No            | 3                  | On Loan: No      |
| PAR EXCELLENCE HOLDI -RE-9/3/2024   /        | PAR EXCELLENCE HOLDI -RE-9/3/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    937500 | PA      | $921477.93    | 0.09%             | 2030-09-03      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| PAR EXCELLENCE HOLDI -TL-9/3/2024   /        | PAR EXCELLENCE HOLDI -TL-9/3/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4011719 | PA      | $3943157.64   | 0.37%             | 2030-09-03      | Variable      | 8.67%                 | No            | 3                  | On Loan: No      |
| RUSHMORE INVESTMENT -TL-6/13/2024   /        | RUSHMORE INVESTMENT -TL-6/13/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3882774 | PA      | $3830543.07   | 0.36%             | 2030-10-18      | Variable      | 8.67%                 | No            | 3                  | On Loan: No      |
| RUSHMORE INVESTMENT -TL-10/9/24   /          | RUSHMORE INVESTMENT -TL-10/9/24   /              | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2992000 | PA      | $2951751.83   | 0.27%             | 2030-10-18      | Variable      | 8.67%                 | No            | 3                  | On Loan: No      |
| S1YNDIGO LLC -RE-8/29/2025   /               | S1YNDIGO LLC -RE-8/29/2025   /                   | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    355450 | PA      | $349672.57    | 0.03%             | 2032-09-02      | Variable      | 8.67%                 | No            | 3                  | On Loan: No      |
| CRIMSON PHOENIX SOLU -TL-3/6/2025   /        | CRIMSON PHOENIX SOLU -TL-3/6/2025   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3000000 | PA      | $2972882.56   | 0.28%             | 2029-12-06      | Variable      | 9.93%                 | No            | 3                  | On Loan: No      |
| S1YNDIGO LLC -RE-8/29/2025   /               | S1YNDIGO LLC -RE-8/29/2025   /                   | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1125592 | PA      | $1107296.46   | 0.10%             | 2032-09-02      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| S1YNDIGO LLC -TL-8/29/2025   /               | S1YNDIGO LLC -TL-8/29/2025   /                   | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  11018957 | PA      | $10842023.37  | 1.01%             | 2032-09-02      | Variable      | 8.67%                 | No            | 3                  | On Loan: No      |
| SUMUP HOLDINGS LUXE -DD-5/21/2024   /        | SUMUP HOLDINGS LUXE -DD-5/21/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   4000000 | PA      | $4715672.68   | 0.44%             | 2031-04-25      | Variable      | 7.51%                 | No            | 3                  | On Loan: No      |
| SALUTE MISSION CRITI -RE-06/09/2023   /      | SALUTE MISSION CRITI -RE-06/09/2023   /          | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    135364 | PA      | $134007.51    | 0.01%             | 2029-11-30      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| SALUTE MISSION CRITI -TL-06/09/2023   /      | SALUTE MISSION CRITI -TL-06/09/2023   /          | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    841028 | PA      | $832556.72    | 0.08%             | 2029-11-30      | Variable      | 8.88%                 | No            | 3                  | On Loan: No      |
| SALAMANCA INFRASTRUC -DD-10/1/2024   /       | SALAMANCA INFRASTRUC -DD-10/1/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4476426 | PA      | $4541665.08   | 0.42%             | 2030-12-31      | Variable      | 8.95%                 | No            | 3                  | On Loan: No      |
| SALAMANCA INFRASTRUC -DD-10/1/2024   /       | SALAMANCA INFRASTRUC -DD-10/1/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    135346 | PA      | $137318.98    | 0.01%             | 2030-12-31      | Variable      | 8.95%                 | No            | 3                  | On Loan: No      |
| SALAMANCA INFRASTRUC -DD-10/1/2024   /       | SALAMANCA INFRASTRUC -DD-10/1/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    135852 | PA      | $137831.72    | 0.01%             | 2030-12-31      | Variable      | 8.95%                 | No            | 3                  | On Loan: No      |
| SALAMANCA INFRASTRUC -DD-10/1/2024   /       | SALAMANCA INFRASTRUC -DD-10/1/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    135920 | PA      | $137900.72    | 0.01%             | 2030-12-31      | Variable      | 8.95%                 | No            | 3                  | On Loan: No      |
| SALAMANCA INFRASTRUC -DD-10/1/2024   /       | SALAMANCA INFRASTRUC -DD-10/1/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    217471 | PA      | $220640.66    | 0.02%             | 2030-12-31      | Variable      | 8.95%                 | No            | 3                  | On Loan: No      |
| SALAMANCA INFRASTRUC -DD-10/1/2024   /       | SALAMANCA INFRASTRUC -DD-10/1/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     64172 | PA      | $65107.24     | 0.01%             | 2030-12-31      | Variable      | 8.95%                 | No            | 3                  | On Loan: No      |
| SEG OPERATIONS, LLC -RE-2/4/2026   /         | SEG OPERATIONS, LLC -RE-2/4/2026   /             | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    600000 | PA      | $595500.00    | 0.06%             | 2032-02-04      | Variable      | 8.64%                 | No            | 3                  | On Loan: No      |
| SEG OPERATIONS, LLC -RE-2/4/2026   /         | SEG OPERATIONS, LLC -RE-2/4/2026   /             | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    771429 | PA      | $765642.86    | 0.07%             | 2032-02-04      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| SEG OPERATIONS, LLC -TL-2/4/2026   /         | SEG OPERATIONS, LLC -TL-2/4/2026   /             | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  13628571 | PA      | $13526357.14  | 1.26%             | 2032-02-04      | Variable      | 8.70%                 | No            | 3                  | On Loan: No      |
| TITAN GROUP NL B.V. -DD-12/12/2024   /       | TITAN GROUP NL B.V. -DD-12/12/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    478571 | PA      | $539882.85    | 0.05%             | 2031-11-24      | Fixed         | 1.73%                 | No            | 3                  | On Loan: No      |
| TITAN GROUP NL B.V. -TL-12/12/2024   /       | TITAN GROUP NL B.V. -TL-12/12/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |   1785714 | PA      | $2014488.24   | 0.19%             | 2031-11-24      | Variable      | 7.88%                 | No            | 3                  | On Loan: No      |
| TOGETHERWORK HOLDING    /                    | TOGETHERWORK HOLDING    /                        | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    169286 | PA      | $166492.46    | 0.02%             | 2031-05-19      | Variable      | 8.67%                 | No            | 3                  | On Loan: No      |
| TOGETHERWORK HOLDING    /                    | TOGETHERWORK HOLDING    /                        | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    971428 | PA      | $955399.72    | 0.09%             | 2031-05-19      | Fixed         | 1.00%                 | No            | 3                  | On Loan: No      |
| TOGETHERWORK HOLDING    /                    | TOGETHERWORK HOLDING    /                        | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6754286 | PA      | $6642839.03   | 0.62%             | 2031-05-19      | Variable      | 8.67%                 | No            | 3                  | On Loan: No      |
| TREVILLE CAPITAL SOL FUND LP-FE-5/09/25   /  | TREVILLE CAPITAL SOL FUND LP-FE-5/09/25   /      | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | NS      | $12890921.96  | 1.20%             |  |  |  | No            | N/A                | On Loan: No      |
| ALTISSIMUM -TL-5/24/2024   /                 | ALTISSIMUM -TL-5/24/2024   /                     | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |   3400000 | PA      | $3870021.19   | 0.36%             | 2030-10-31      | Variable      | 7.63%                 | No            | 3                  | On Loan: No      |
| ALLIANCE ENERGY SERV -TL-4/11/2025   /       | ALLIANCE ENERGY SERV -TL-4/11/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9814995 | PA      | $9639278.13   | 0.90%             | 2028-08-11      | Variable      | 11.42%                | No            | 3                  | On Loan: No      |
| AMG INVESTMENT HOLDI -DB-8/2/2023   /        | AMG INVESTMENT HOLDI -DB-8/2/2023   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1071382 | PA      | $1087299.25   | 0.10%             | 2030-11-15      | Fixed         | 14.25%                | No            | 3                  | On Loan: No      |
| AMBIENT ENTERPRISES -DD-12/8/2023   /        | AMBIENT ENTERPRISES -DD-12/8/2023   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1275924 | PA      | $1247915.39   | 0.12%             | 2030-06-28      | Variable      | 8.95%                 | No            | 3                  | On Loan: No      |
| CLARIOS GLOBAL LP                            | Clarios Global LP                                | CUSIP: C8000CAP8<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    995000 | PA      | $993756.25    | 0.09%             | 2032-01-28      | Floating      | 6.42%                 | No            | 2                  | On Loan: No      |
| HUB INTERNATIONAL LTD                        | HUB International Ltd.                           | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |    839085 | PA      | $838157.64    | 0.08%             | 2030-06-20      | Floating      | 6.17%                 | No            | 2                  | On Loan: No      |
| COR LEONIS Ltd. -RE-6/22/2023   /            | COR LEONIS Ltd. -RE-6/22/2023   /                | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    202071 | PA      | $201015.35    | 0.02%             | 2028-05-15      | Variable      | 10.95%                | No            | 3                  | On Loan: No      |
| COR LEONIS Ltd. -RE-6/22/2023   /            | COR LEONIS Ltd. -RE-6/22/2023   /                | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     44700 | PA      | $44466.02     | 0.00%             | 2028-05-15      | Fixed         | 0.75%                 | No            | 3                  | On Loan: No      |
| CORSAIR BLADE IV (LU -RE-3/14/2024   /       | CORSAIR BLADE IV (LU -RE-3/14/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | CH        |    390119 | PA      | $513976.58    | 0.05%             | 2030-12-23      | Variable      | 8.03%                 | No            | 3                  | On Loan: No      |
| CORSAIR BLADE IV (LU -RE-3/14/2024   /       | CORSAIR BLADE IV (LU -RE-3/14/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | CH        |    288661 | PA      | $380306.68    | 0.04%             | 2030-12-23      | Variable      | 9.73%                 | No            | 3                  | On Loan: No      |
| CORSAIR BLADE IV (LU -RE-3/14/2024   /       | CORSAIR BLADE IV (LU -RE-3/14/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | CH        |    711324 | PA      | $937159.70    | 0.09%             | 2030-12-23      | Variable      | 9.48%                 | No            | 3                  | On Loan: No      |
| CORSAIR BLADE IV (LU -RE-3/14/2024   /       | CORSAIR BLADE IV (LU -RE-3/14/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | CH        |    188103 | PA      | $247822.38    | 0.02%             | 2030-12-23      | Variable      | 9.73%                 | No            | 3                  | On Loan: No      |
| T. ROWE PRICE OHA S.E. -FE-1/29/24   /       | T. ROWE PRICE OHA S.E. -FE-1/29/24   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |    394086 | NS      | $10421608.26  | 0.97%             | 2023-12-26      | None          | 0.00%                 | No            | N/A                | On Loan: No      |
| TRES ENERGY LLC -TL-1/8/2025   /             | TRES ENERGY LLC -TL-1/8/2025   /                 | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8717949 | PA      | $8565577.36   | 0.80%             | 2029-11-02      | Variable      | 10.20%                | No            | 3                  | On Loan: No      |
| UPLAND SOFTWARE,, Inc. -RE-7/25/2025   /     | UPLAND SOFTWARE,, Inc. -RE-7/25/2025   /         | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1666667 | PA      | $1643721.73   | 0.15%             | 2031-07-25      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| UPLAND SOFTWARE,, Inc. -TL-7/25/2025   /     | UPLAND SOFTWARE,, Inc. -TL-7/25/2025   /         | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  12982139 | PA      | $12804580.72  | 1.19%             | 2031-07-25      | Variable      | 9.70%                 | No            | 3                  | On Loan: No      |
| CORSAIR BLADE IV (LU -TL-3/14/2024   /       | CORSAIR BLADE IV (LU -TL-3/14/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | CH        |   2288093 | PA      | $3014530.02   | 0.28%             | 2030-12-23      | Variable      | 9.73%                 | No            | 3                  | On Loan: No      |
| COLLER CREDIT NOTES Other Equity-2/19/25   / | COLLER CREDIT NOTES Other Equity-2/19/25   /     | CUSIP: 999999999<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    786383 | PA      | $996084.03    | 0.09%             | 2036-10-31      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| COLLER CREDIT NOTES Other Equity-2/19/25   / | COLLER CREDIT NOTES Other Equity-2/19/25   /     | CUSIP: 999999999<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    289221 | PA      | $366346.82    | 0.03%             | 2036-10-31      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| COLLER CREDIT NOTES Other Equity-2/19/25   / | COLLER CREDIT NOTES Other Equity-2/19/25   /     | CUSIP: 999999999<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    347357 | PA      | $439985.68    | 0.04%             | 2036-10-31      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| USIC HOLDINGS, Inc.. -DD-9/9/2024   /        | USIC HOLDINGS, Inc.. -DD-9/9/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    170211 | PA      | $171775.77    | 0.02%             | 2031-09-05      | Variable      | 9.17%                 | No            | 3                  | On Loan: No      |
| USIC HOLDINGS, Inc.. -DD-9/9/2024   /        | USIC HOLDINGS, Inc.. -DD-9/9/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     76919 | PA      | $77626.49     | 0.01%             | 2031-09-05      | Fixed         | 0.00%                 | No            | 3                  | On Loan: No      |
| USIC HOLDINGS, Inc.. -RE-9/9/2024   /        | USIC HOLDINGS, Inc.. -RE-9/9/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    113422 | PA      | $113421.77    | 0.01%             | 2031-09-05      | Variable      | 8.92%                 | No            | 3                  | On Loan: No      |
| USIC HOLDINGS, Inc.. -RE-9/9/2024   /        | USIC HOLDINGS, Inc.. -RE-9/9/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    153273 | PA      | $153272.65    | 0.01%             | 2031-09-05      | Variable      | 10.91%                | No            | 3                  | On Loan: No      |
| ZORRO MIDCO 2 LIMITE -TL-8/15/2024   /       | ZORRO MIDCO 2 LIMITE -TL-8/15/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   1636364 | PA      | $2179760.88   | 0.20%             | 2031-06-13      | Variable      | 8.74%                 | No            | 3                  | On Loan: No      |
| COLLER CREDIT NOTES Other Equity-2/19/25   / | COLLER CREDIT NOTES Other Equity-2/19/25   /     | CUSIP: 999999999<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    235408 | PA      | $298183.07    | 0.03%             | 2036-10-31      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| COLLER CREDIT BACKED -DD-1/29/2025   /       | COLLER CREDIT BACKED -DD-1/29/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    601918 | PA      | $592763.63    | 0.06%             | 2036-10-31      | Variable      | 9.29%                 | No            | 3                  | On Loan: No      |
| COLLER CREDIT BACKED -DD-1/29/2025   /       | COLLER CREDIT BACKED -DD-1/29/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    231336 | PA      | $227817.33    | 0.02%             | 2036-10-31      | Variable      | 9.29%                 | No            | 3                  | On Loan: No      |
| COLLER CREDIT BACKED -DD-1/29/2025   /       | COLLER CREDIT BACKED -DD-1/29/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    277836 | PA      | $273610.57    | 0.03%             | 2036-10-31      | Variable      | 9.29%                 | No            | 3                  | On Loan: No      |
| COLLER CREDIT BACKED -DD-1/29/2025   /       | COLLER CREDIT BACKED -DD-1/29/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    188292 | PA      | $185428.85    | 0.02%             | 2036-10-31      | Variable      | 9.29%                 | No            | 3                  | On Loan: No      |
| COLLER CREDIT BACKED -DD-1/29/2025   /       | COLLER CREDIT BACKED -DD-1/29/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    922618 | PA      | $908587.21    | 0.08%             | 2036-10-31      | Fixed         | 1.00%                 | No            | 3                  | On Loan: No      |
| CORNERSTONE ADVISORS -RE-5/28/2025   /       | CORNERSTONE ADVISORS -RE-5/28/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    555556 | PA      | $552204.91    | 0.05%             | 2032-05-13      | Fixed         | 0.38%                 | No            | 3                  | On Loan: No      |
| GBP FORWARD AKSIAPUB CONTRACT 04/15/2026   / | GBP FORWARD AKSIAPUB CONTRACT 04/15/2026   /     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | GB        | -15710229 | OU      | $-20793791.03 | -1.93%            |  |  |  | No            | 2                  | On Loan: No      |
| GERSON LEHRMAN GROUP -RE-3/7/2024   /        | GERSON LEHRMAN GROUP -RE-3/7/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    144541 | PA      | $143747.59    | 0.01%             | 2027-12-13      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| GERSON LEHRMAN GROUP -TL-3/7/2024   /        | GERSON LEHRMAN GROUP -TL-3/7/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2848320 | PA      | $2832775.66   | 0.26%             | 2027-12-13      | Variable      | 8.95%                 | No            | 3                  | On Loan: No      |
| GREAT DAY GLOBAL, LL -PF-6/13/2024   /       | GREAT DAY GLOBAL, LL -PF-6/13/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | EP               | CORP              | US        |   2396757 | NS      | $2331084.26   | 0.22%             | 2028-01-31      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| EUR FORWARD AKSIAPUB CONTRACT 04/15/2026   / | EUR FORWARD AKSIAPUB CONTRACT 04/15/2026   /     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -206254 | OU      | $-238574.62   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| EUR FORWARD AKSIAPUB CONTRACT 04/15/2026   / | EUR FORWARD AKSIAPUB CONTRACT 04/15/2026   /     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -6760991 | OU      | $-7820469.04  | -0.73%            |  |  |  | No            | 2                  | On Loan: No      |
| Post CLO LTD                                 | Post CLO VI Ltd.                                 | CUSIP: 73742WAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $650000.00    | 0.06%             | 2038-01-20      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Sandstone Peak, Ltd                          | Sandstone Peak III Ltd.                          | CUSIP: 799929AC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $347900.00    | 0.03%             | 2037-04-25      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Sand Trust                                   | Sandstone Peak II Ltd.                           | CUSIP: 80013UAC4<br>LEI: 254900ZRRTOYR8JJD593 | Long             | ABS-CBDO         | CORP              | KY        |    210895 | PA      | $176961.68    | 0.02%             | 2038-07-20      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| BNP PARIBAS (LU) NTS 9/26/2031 EUR   /       | BNP PARIBAS (LU) NTS 9/26/2031 EUR   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | FR        |   2852736 | PA      | $3297198.45   | 0.31%             | 2031-09-26      | Variable      | 10.13%                | No            | 3                  | On Loan: No      |
| A1MPLIFY BUYER, INC. -TL-9/26/2025   /       | A1MPLIFY BUYER, INC. -TL-9/26/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  13204406 | PA      | $13056931.91  | 1.21%             | 2032-09-17      | Variable      | 8.45%                 | No            | 3                  | On Loan: No      |
| ARCMONT ASSET MANAG -DD-3/18/2025   /        | ARCMONT ASSET MANAG -DD-3/18/2025   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   1229864 | PA      | $1575610.34   | 0.15%             | 2031-07-21      | Variable      | 9.24%                 | No            | 3                  | On Loan: No      |
| ARCMONT ASSET MANAG -DD-3/18/2025   /        | ARCMONT ASSET MANAG -DD-3/18/2025   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    591213 | PA      | $757417.48    | 0.07%             | 2031-07-21      | Variable      | 9.38%                 | No            | 3                  | On Loan: No      |
| ARCMONT ASSET MANAG -TL-3/18/2025   /        | ARCMONT ASSET MANAG -TL-3/18/2025   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   4097423 | PA      | $5249312.62   | 0.49%             | 2031-07-21      | Variable      | 9.24%                 | No            | 3                  | On Loan: No      |
| ASSOCIATIONS, INC. TL-5/3/2024 HOLDCO B   /  | ASSOCIATIONS, INC. TL-5/3/2024 HOLDCO B   /      | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    262465 | PA      | $227677.08    | 0.02%             | 2030-05-03      | Fixed         | 14.25%                | No            | 3                  | On Loan: No      |
| ASSOCIATIONS, INC. TL-5/3/2024 HOLDCO A   /  | ASSOCIATIONS, INC. TL-5/3/2024 HOLDCO A   /      | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    687315 | PA      | $596215.76    | 0.06%             | 2030-05-03      | Fixed         | 14.25%                | No            | 3                  | On Loan: No      |
| ACCUSERVE SOLUTIONS, -TL-3/15/2024   /       | ACCUSERVE SOLUTIONS, -TL-3/15/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4885552 | PA      | $4667664.48   | 0.43%             | 2030-03-15      | Variable      | 9.68%                 | No            | 3                  | On Loan: No      |
| ACM CRESTONE 757 LLC -FE-6/21/2024   /       | ACM CRESTONE 757 LLC -FE-6/21/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | DE        |         1 | NS      | $1301244.43   | 0.12%             | 2024-06-04      | None          | 0.00%                 | No            | N/A                | On Loan: No      |
| ASSOCIATIONS, INC. -DD-5/3/2024   /          | ASSOCIATIONS, INC. -DD-5/3/2024   /              | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     37449 | PA      | $37823.91     | 0.00%             | 2028-07-02      | Variable      | 10.42%                | No            | 3                  | On Loan: No      |
| ASSOCIATIONS, INC. -DD-5/3/2024   /          | ASSOCIATIONS, INC. -DD-5/3/2024   /              | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     14454 | PA      | $14598.25     | 0.00%             | 2028-07-02      | Variable      | 10.42%                | No            | 3                  | On Loan: No      |
| ASSOCIATIONS, INC. -DD-5/3/2024   /          | ASSOCIATIONS, INC. -DD-5/3/2024   /              | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     14434 | PA      | $14578.73     | 0.00%             | 2028-07-02      | Variable      | 10.42%                | No            | 3                  | On Loan: No      |
| ASSOCIATIONS, INC. -DD-5/3/2024   /          | ASSOCIATIONS, INC. -DD-5/3/2024   /              | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    149329 | PA      | $150821.91    | 0.01%             | 2028-07-02      | Fixed         | 0.00%                 | No            | 3                  | On Loan: No      |
| Birch Holdings LP Preferred Equity   /       | Birch Holdings LP Preferred Equity   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | NS      | $3576623.05   | 0.33%             |  |  |  | No            | N/A                | On Loan: No      |
| Invesco Senior Loan ETF                      | Invesco Senior Loan ETF                          | CUSIP: 46138G508<br>LEI: 549300SIHU6DQELRNG59 | Long             |  | RF                | US        |   1001942 | NS      | $20449636.22  | 1.90%             |  |  |  | No            | 1                  | On Loan: No      |
| BLAZING STAR PARENT, -TL-8/27/2025   /       | BLAZING STAR PARENT, -TL-8/27/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  19750000 | PA      | $19357479.19  | 1.80%             | 2030-08-28      | Variable      | 10.67%                | No            | 3                  | On Loan: No      |
| ACPRODUCTS HOLDINGS INC                      | ACProducts Holdings, Inc.                        | CUSIP: 00488YAB2<br>LEI: 254900KTNXVUUHWHBF39 | Long             | LON              | CORP              | US        |    244859 | PA      | $196729.23    | 0.02%             | 2028-05-17      | Floating      | 8.21%                 | No            | 2                  | On Loan: No      |
| DIRECTV FINANCING LLC                        | Directv Financing LLC                            | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     55333 | PA      | $55549.05     | 0.01%             | 2027-08-02      | Floating      | 8.93%                 | No            | 2                  | On Loan: No      |
| EMBECTA CORP                                 | Embecta Corp.                                    | CUSIP: 29081LAC8<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | LON              | CORP              | US        |   1626485 | PA      | $1629201.25   | 0.15%             | 2029-04-02      | Floating      | 6.67%                 | No            | 2                  | On Loan: No      |
| VIASAT INC                                   | Viasat, Inc.                                     | CUSIP: 92555WAF2<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |   1500000 | PA      | $1503510.00   | 0.14%             | 2030-05-30      | Floating      | 8.97%                 | No            | 2                  | On Loan: No      |
| STAR PARENT INC                              | Star Parent, Inc.                                | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |   1235556 | PA      | $1223311.35   | 0.11%             | 2030-09-30      | Floating      | 6.95%                 | No            | 2                  | On Loan: No      |
| DIRECTV FINANCING LLC                        | Directv Financing LLC                            | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    901098 | PA      | $904783.99    | 0.08%             | 2029-08-02      | Floating      | 9.18%                 | No            | 2                  | On Loan: No      |
| CAMELOT US ACQUISITION LLC                   | Camelot U.S. Acquisition LLC                     | CUSIP: L2000AAF7<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |   1000000 | PA      | $868960.00    | 0.08%             | 2031-01-31      | Floating      | 6.42%                 | No            | 2                  | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                     | Clear Channel Outdoor Holdings, Inc.             | CUSIP: 18452RAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1750000 | PA      | $1757000.00   | 0.16%             | 2028-08-23      | Floating      | 7.67%                 | No            | 2                  | On Loan: No      |
| CONNECT FINCO SARL                           | Connect Finco SARL                               | CUSIP: L2000DAH7<br>LEI: 2594001KNYIQ456J2792 | Long             | LON              | CORP              | LU        |   2992386 | PA      | $3003143.42   | 0.28%             | 2029-09-28      | Floating      | 8.17%                 | No            | 2                  | On Loan: No      |
| UNITED NATURAL FOODS INC                     | United Natural Foods, Inc.                       | CUSIP: 91116KAD7<br>LEI: 549300GKGW6WPZ282D40 | Long             | LON              | CORP              | US        |    742137 | PA      | $747331.55    | 0.07%             | 2031-05-01      | Floating      | 8.42%                 | No            | 2                  | On Loan: No      |
| AMERICAN AXLE & MFG INC                      | American Axle & Manufacturing, Inc.              | CUSIP: 02406MAU1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | LON              | CORP              | US        |   1739114 | PA      | $1738035.80   | 0.16%             | 2029-12-13      | Floating      | 6.67%                 | No            | 2                  | On Loan: No      |
| STAPLES INC                                  | Staples, Inc.                                    | CUSIP: 855031AU4<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |    246250 | PA      | $224433.48    | 0.02%             | 2029-09-10      | Floating      | 9.41%                 | No            | 2                  | On Loan: No      |
| GRAY TELEVISION INC                          | Gray Media, Inc.                                 | CUSIP: 389376BC7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |     10025 | PA      | $10040.17     | 0.00%             | 2029-06-04      | Floating      | 8.91%                 | No            | 2                  | On Loan: No      |
| PELOTON INTERACTIVE INC                      | Peloton Interactive, Inc.                        | CUSIP: 70614EAG5<br>LEI: 5493002YS021166W0339 | Long             | LON              | CORP              | US        |   1209843 | PA      | $1214755.13   | 0.11%             | 2029-05-30      | Floating      | 9.17%                 | No            | 2                  | On Loan: No      |
| INEOS US FINANCE LLC                         | INEOS U.S. Finance LLC                           | CUSIP: G4768PAN1<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |   1729959 | PA      | $1516957.77   | 0.14%             | 2030-02-19      | Floating      | 6.92%                 | No            | 2                  | On Loan: No      |
| JAZZ FINANCING LUX SARL                      | Jazz Financing Lux Sarl                          | CUSIP: 999999999<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |    278766 | PA      | $280159.49    | 0.03%             | 2028-05-05      | Floating      | 5.92%                 | No            | 2                  | On Loan: No      |
| CL-EA Co.-INVESTMENT -FE-6/13/2024   /       | CL-EA Co.-INVESTMENT -FE-6/13/2024   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | SE        |         1 | NS      | $2612894.25   | 0.24%             | 2024-06-13      | None          | 0.00%                 | No            | N/A                | On Loan: No      |
| COMET BIDCO Ltd. -RE-11/28/2025   /          | COMET BIDCO Ltd. -RE-11/28/2025   /              | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    671836 | PA      | $874898.58    | 0.08%             | 2032-11-15      | Fixed         | 1.50%                 | No            | 3                  | On Loan: No      |
| COMET BIDCO Ltd. -TL-11/28/2025   /          | COMET BIDCO Ltd. -TL-11/28/2025   /              | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1642266 | PA      | $2138640.96   | 0.20%             | 2032-11-15      | Variable      | 8.80%                 | No            | 3                  | On Loan: No      |
| COR LEONIS Ltd. -RE-6/22/2023   /            | COR LEONIS Ltd. -RE-6/22/2023   /                | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1513505 | PA      | $1505595.35   | 0.14%             | 2028-05-15      | Variable      | 10.95%                | No            | 3                  | On Loan: No      |
| COR LEONIS Ltd. -RE-6/22/2023   /            | COR LEONIS Ltd. -RE-6/22/2023   /                | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    227143 | PA      | $225955.74    | 0.02%             | 2028-05-15      | Variable      | 10.95%                | No            | 3                  | On Loan: No      |
| COR LEONIS Ltd. -RE-6/22/2023   /            | COR LEONIS Ltd. -RE-6/22/2023   /                | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    155438 | PA      | $154625.48    | 0.01%             | 2028-05-15      | Variable      | 10.90%                | No            | 3                  | On Loan: No      |
| D1ENALI INTERMEDIATE -RE-8/26/2025   /       | D1ENALI INTERMEDIATE -RE-8/26/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    424172 | PA      | $418307.71    | 0.04%             | 2032-08-26      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| D1ENALI INTERMEDIATE -TL-8/26/2025   /       | D1ENALI INTERMEDIATE -TL-8/26/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4231120 | PA      | $4173142.27   | 0.39%             | 2032-08-26      | Variable      | 9.18%                 | No            | 3                  | On Loan: No      |
| DELIGHT BIDCO SAS -DD-10/31/2024   /         | DELIGHT BIDCO SAS -DD-10/31/2024   /             | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |    352421 | PA      | $400380.93    | 0.04%             | 2031-01-20      | Variable      | 7.51%                 | No            | 3                  | On Loan: No      |
| DELIGHT BIDCO SAS -DD-10/31/2024   /         | DELIGHT BIDCO SAS -DD-10/31/2024   /             | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |    784421 | PA      | $891170.45    | 0.08%             | 2031-01-20      | Fixed         | 1.50%                 | No            | 3                  | On Loan: No      |
| DELIGHT BIDCO SAS -TL-10/31/2024   /         | DELIGHT BIDCO SAS -TL-10/31/2024   /             | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |   1563158 | PA      | $1775883.42   | 0.17%             | 2031-01-20      | Variable      | 7.63%                 | No            | 3                  | On Loan: No      |
| DMT SOLUTIONS GLOBAL -TL-8/29/2023   /       | DMT SOLUTIONS GLOBAL -TL-8/29/2023   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    172941 | PA      | $171360.69    | 0.02%             | 2027-08-30      | Variable      | 11.78%                | No            | 3                  | On Loan: No      |
| DMT SOLUTIONS GLOBAL -TL-8/29/2023   /       | DMT SOLUTIONS GLOBAL -TL-8/29/2023   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    220147 | PA      | $218135.19    | 0.02%             | 2027-08-30      | Variable      | 11.77%                | No            | 3                  | On Loan: No      |
| DMT SOLUTIONS GLOBAL -TL-8/29/2023   /       | DMT SOLUTIONS GLOBAL -TL-8/29/2023   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    235294 | PA      | $233143.82    | 0.02%             | 2027-08-30      | Variable      | 11.77%                | No            | 3                  | On Loan: No      |
| DMT SOLUTIONS GLOBAL -TL-8/29/2023   /       | DMT SOLUTIONS GLOBAL -TL-8/29/2023   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    220147 | PA      | $218135.19    | 0.02%             | 2027-08-30      | Variable      | 11.77%                | No            | 3                  | On Loan: No      |
| DRINKPAK, LLC -DD-3/23/2026   /              | DRINKPAK, LLC -DD-3/23/2026   /                  | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6750000 | PA      | $6648750.00   | 0.62%             | 2031-01-08      | Variable      | 9.17%                 | No            | 3                  | On Loan: No      |
| DRINKPAK, LLC -DD-3/23/2026   /              | DRINKPAK, LLC -DD-3/23/2026   /                  | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2250000 | PA      | $2216250.00   | 0.21%             | 2031-01-08      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| DRUBIT LLC -TL-2/20/2025   /                 | DRUBIT LLC -TL-2/20/2025   /                     | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  14004809 | PA      | $13767498.73  | 1.28%             | 2031-01-31      | Variable      | 9.17%                 | No            | 3                  | On Loan: No      |
| ECP GOM III, LLC -DD-4/15/2024   /           | ECP GOM III, LLC -DD-4/15/2024   /               | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    735294 | PA      | $765561.63    | 0.07%             | 2029-04-13      | Fixed         | 4.00%                 | No            | 3                  | On Loan: No      |
| ECP GOM III, LLC -TL-4/15/2024   /           | ECP GOM III, LLC -TL-4/15/2024   /               | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3518382 | PA      | $3663212.36   | 0.34%             | 2029-04-13      | Variable      | 9.94%                 | No            | 3                  | On Loan: No      |
| ELECTRO-METHODS, L.P -RE-2/21/2025   /       | ELECTRO-METHODS, L.P -RE-2/21/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1935000 | PA      | $1918673.64   | 0.18%             | 2032-02-20      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| ELECTRO-METHODS, L.P -TL-2/21/2025   /       | ELECTRO-METHODS, L.P -TL-2/21/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8024675 | PA      | $7956967.63   | 0.74%             | 2032-02-20      | Variable      | 8.41%                 | No            | 3                  | On Loan: No      |
| ENERGYCO II, S.A -TL-7/25/2025   /           | ENERGYCO II, S.A -TL-7/25/2025   /               | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | PT        |   8500000 | PA      | $9806096.10   | 0.91%             | 2032-05-20      | Variable      | 7.37%                 | No            | 3                  | On Loan: No      |
| ENVISION MANAGEMENT -DD-12/30/2025   /       | ENVISION MANAGEMENT -DD-12/30/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1581150 | PA      | $1548829.80   | 0.14%             | 2030-12-31      | Variable      | 9.18%                 | No            | 3                  | On Loan: No      |
| ENVISION MANAGEMENT -DD-12/30/2025   /       | ENVISION MANAGEMENT -DD-12/30/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    453730 | PA      | $444455.72    | 0.04%             | 2030-12-31      | Fixed         | 1.00%                 | No            | 3                  | On Loan: No      |
| ENVISION MANAGEMENT -TL-12/30/2025   /       | ENVISION MANAGEMENT -TL-12/30/2025   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9936262 | PA      | $9733153.83   | 0.90%             | 2030-12-31      | Variable      | 9.18%                 | No            | 3                  | On Loan: No      |
| EURO CURRENCY  /                             | EURO CURRENCY  /                                 | CUSIP: 999999999<br>LEI: N/A                  | Short            | STIV             |  | XX        |    -68336 | OU      | $-78982.63    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| EUR FORWARD AKSIAPUB CONTRACT 04/15/2026   / | EUR FORWARD AKSIAPUB CONTRACT 04/15/2026   /     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        | -53496768 | OU      | $-61879955.13 | -5.75%            |  |  |  | No            | 2                  | On Loan: No      |
| EVERGREEN IX BORROWE -TL-9/28/2023   /       | EVERGREEN IX BORROWE -TL-9/28/2023   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    977500 | PA      | $977500.00    | 0.09%             | 2030-09-30      | Variable      | 8.45%                 | No            | 3                  | On Loan: No      |
| BOXER PARENT CO INC                          | Boxer Parent Co., Inc.                           | CUSIP: 05988HAQ0<br>LEI: 549300TEWK6ENMZQLF18 | Long             | LON              | CORP              | US        |   1089160 | PA      | $1012804.87   | 0.09%             | 2031-07-30      | Floating      | 6.67%                 | No            | 2                  | On Loan: No      |
| SINCLAIR TELEVISION GROU                     | Sinclair Television Group, Inc.                  | CUSIP: 829229AU7<br>LEI: 549300CQGEN0CH65UD62 | Long             | LON              | CORP              | US        |    495000 | PA      | $446121.23    | 0.04%             | 2029-12-31      | Floating      | 7.08%                 | No            | 2                  | On Loan: No      |
| COLUMBUS MCKINNON CORP                       | Columbus McKinnon Corp.                          | CUSIP: 19933MAS2<br>LEI: 549300W3HQB0HO1F3G69 | Long             | LON              | CORP              | US        |   1768388 | PA      | $1763967.21   | 0.16%             | 2033-02-03      | Floating      | 7.20%                 | No            | 2                  | On Loan: No      |
| GENMAB A/S                                   | Genmab A/S                                       | CUSIP: 37231EAB8<br>LEI: 529900MTJPDPE4MHJ122 | Long             | LON              | CORP              | DK        |    997500 | PA      | $1002407.70   | 0.09%             | 2032-12-13      | Floating      | 6.70%                 | No            | 2                  | On Loan: No      |
| BLACKSTONE MORTGAGE TR                       | Blackstone Mortgage Trust, Inc.                  | CUSIP: 09259GAK9<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | LON              | CORP              | US        |   2000000 | PA      | $2000000.00   | 0.19%             | 2032-12-20      | Floating      | 6.17%                 | No            | 2                  | On Loan: No      |
| PAR PETROLEUM LLC                            | Par Petroleum LLC                                | CUSIP: 69889PAF2<br>LEI: 984500CCF05C2FB39F45 | Long             | LON              | CORP              | US        |   1726688 | PA      | $1730357.50   | 0.16%             | 2030-02-28      | Floating      | 6.93%                 | No            | 2                  | On Loan: No      |
| BAUSCH + LOMB CORP                           | Bausch + Lomb Corp.                              | CUSIP: C0787FAL6<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |   3486241 | PA      | $3498233.27   | 0.33%             | 2031-01-15      | Floating      | 7.42%                 | No            | 2                  | On Loan: No      |
| VOYAGER PARENT LLC                           | Voyager Parent LLC                               | CUSIP: 92921HAD7<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |    995006 | PA      | $989513.82    | 0.09%             | 2032-07-01      | Floating      | 8.45%                 | No            | 2                  | On Loan: No      |
| AMNEAL PHARMACEUTICALS LLC                   | Amneal Pharmaceuticals LLC                       | CUSIP: 03167DAS3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |   2045222 | PA      | $2054599.85   | 0.19%             | 2032-08-02      | Floating      | 6.67%                 | No            | 2                  | On Loan: No      |
| BROADSTREET PARTNERS INC                     | Broadstreet Partners Group LLC                   | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |   1479373 | PA      | $1445443.95   | 0.13%             | 2031-06-16      | Floating      | 6.17%                 | No            | 2                  | On Loan: No      |
| AMYNTA AGENCY BORROWER                       | Amynta Agency Borrower, Inc.                     | CUSIP: 57810JAN8<br>LEI: 5493000GP6HBRVTWBO85 | Long             | LON              | CORP              | US        |   1488772 | PA      | $1469365.71   | 0.14%             | 2031-12-29      | Floating      | 6.17%                 | No            | 2                  | On Loan: No      |
| TREEHOUSE FOODS INC                          | TreeHouse Foods, Inc.                            | CUSIP: 89468XAX3<br>LEI: 5493007M7EVHE470Q576 | Long             | LON              | CORP              | US        |   3000000 | PA      | $2990010.00   | 0.28%             | 2033-02-04      | Floating      | 7.92%                 | No            | 2                  | On Loan: No      |
| UNITED AIRLINES INC                          | United Airlines, Inc.                            | CUSIP: 90932RAQ7<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |    411206 | PA      | $411078.57    | 0.04%             | 2031-02-24      | Floating      | 5.42%                 | No            | 2                  | On Loan: No      |
| KNPAK INTERMEDIATE I -RE-4/2/2024   /        | KNPAK INTERMEDIATE I -RE-4/2/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     35750 | PA      | $35333.16     | 0.00%             | 2031-03-26      | Variable      | 9.17%                 | No            | 3                  | On Loan: No      |
| KNPAK INTERMEDIATE I -RE-4/2/2024   /        | KNPAK INTERMEDIATE I -RE-4/2/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5500 | PA      | $5435.87      | 0.00%             | 2031-03-26      | Variable      | 9.18%                 | No            | 3                  | On Loan: No      |
| KNPAK INTERMEDIATE I -RE-4/2/2024   /        | KNPAK INTERMEDIATE I -RE-4/2/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     33000 | PA      | $32615.22     | 0.00%             | 2031-03-26      | Variable      | 9.18%                 | No            | 3                  | On Loan: No      |
| KNPAK INTERMEDIATE I -RE-4/2/2024   /        | KNPAK INTERMEDIATE I -RE-4/2/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    200750 | PA      | $198409.26    | 0.02%             | 2031-03-26      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| KNPAK INTERMEDIATE I -TL-4/2/2024   /        | KNPAK INTERMEDIATE I -TL-4/2/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    937860 | PA      | $926924.59    | 0.09%             | 2031-03-26      | Variable      | 9.20%                 | No            | 3                  | On Loan: No      |
| L1HS BORROWER, LLC -RE-9/3/2025   /          | L1HS BORROWER, LLC -RE-9/3/2025   /              | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    260000 | PA      | $254726.71    | 0.02%             | 2031-09-04      | Variable      | 8.93%                 | No            | 3                  | On Loan: No      |
| L1HS BORROWER, LLC -RE-9/3/2025   /          | L1HS BORROWER, LLC -RE-9/3/2025   /              | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    740000 | PA      | $724991.41    | 0.07%             | 2031-09-04      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| L1HS BORROWER, LLC -TL-9/3/2025   /          | L1HS BORROWER, LLC -TL-9/3/2025   /              | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  13398750 | PA      | $13138393.15  | 1.22%             | 2031-09-04      | Variable      | 8.92%                 | No            | 3                  | On Loan: No      |
| LANDMARK ACQUISITION -FE-6/3/2024   /        | LANDMARK ACQUISITION -FE-6/3/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | NS      | $2181893.34   | 0.20%             | 2024-06-03      | None          | 0.00%                 | No            | N/A                | On Loan: No      |
| LIFE SCIENCE INTERME -DD-06/09/2023   /      | LIFE SCIENCE INTERME -DD-06/09/2023   /          | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    974779 | PA      | $967071.53    | 0.09%             | 2027-06-10      | Variable      | 9.77%                 | No            | 3                  | On Loan: No      |
| Limerick Succession Aggregator Equity   /    | Limerick Succession Aggregator Equity   /        | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | NS      | $10477453.70  | 0.97%             |  |  |  | No            | N/A                | On Loan: No      |
| LOCUST POINT SENIOR -FE-9/30/24   /          | LOCUST POINT SENIOR -FE-9/30/24   /              | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | NS      | $6590092.34   | 0.61%             |  |  |  | No            | N/A                | On Loan: No      |
| LYNX FRANCHISING, LL -TL-6/28/2023   /       | LYNX FRANCHISING, LL -TL-6/28/2023   /           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    453078 | PA      | $453077.80    | 0.04%             | 2026-12-23      | Variable      | 9.60%                 | No            | 3                  | On Loan: No      |

### Signature

**Date Signed:** 2026-05-13

**Name of Applicant:** Calamos Aksia Alternative Credit & Income Fund

**Signature:** /S/ Stephen Atkins

**Name of Signer:** Stephen Atkins

**Title:** Treasurer