# EDGAR Filing Document

**Accession Number:** 0001648403
**File Stem:** 0000940400-26-012197
**Filing Date:** 2026-3
**Character Count:** 110696
**Document Hash:** 7b8261ab548468afc5326db16eae9172
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-012197.hdr.sgml**: 20260331

**ACCESSION NUMBER**: 0000940400-26-012197

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260130

**FILED AS OF DATE**: 20260331

**DATE AS OF CHANGE**: 20260331

**PERIOD START**: 20260731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Virtus ETF Trust II
- **CENTRAL INDEX KEY:** 0001648403

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23078
- **FILM NUMBER:** 26817677

**BUSINESS ADDRESS:**
- **STREET 1:** 1301 AVENUE OF THE AMERICAS
- **STREET 2:** 14TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10019
- **BUSINESS PHONE:** 212-593-4383

**MAIL ADDRESS:**
- **STREET 1:** 1301 AVENUE OF THE AMERICAS
- **STREET 2:** 14TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10019

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Virtus EFT Trust II
- **DATE OF NAME CHANGE:** 20150717

## Series and Classes Contracts Data

### Virtus Seix Senior Loan ETF (Series ID: S000064735)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000209678 | Virtus Seix Senior Loan ETF | SEIX            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Virtus ETF Trust II

- **b. Investment Company Act file number:** 811-23078

- **c. CIK number of Registrant:** 0001648403

- **d. LEI of Registrant:** 549300KNJ4HBWHIYD309

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

  - **Street Address 1:** 1540 Broadway

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10036

  - **Telephone number:** 1-888-383-0553

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

- **a. Name of Series:** Virtus Seix Senior Loan ETF

- **b. EDGAR series identifier (if any):** S000064735

- **c. LEI of Series:** 5493002FXOZ36VHY8T45

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

- **a. Date of fiscal year-end:** 2026-07-31

- **b. Date as of which information is reported:** 2026-01-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $267105967.64

**Total Liabilities:** $16813178.82

**Net Assets:** $250292788.82

**Cash Not Reported:** $5939645.27

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** -1015.85857100 | **30-Year:** -1249.61971800

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

- **3-Month:** 0.00000000 | **1-Year:** -217.21156880 | **5-Year:** -27905.04866000 | **10-Year:** -44970.58400000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000209678 | 0.33%                | 0.71%                | -0.18%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $264829.66               | $-879721.48                                |
| Month 2  | $-152558.08              | $363176.53                                 |
| Month 3  | $297888.66               | $-2216437.87                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Ahlstrom Holding 3 Oy fka Spa Holdings 3                               | AhlstromMunksjo 02/04/28                 | CUSIP: 000000000<br>LEI: 254900HXD0I72WZYIT06 | Long             | LON              | CORP              | US        |    691081 | PA      | $692376.71    | 0.28%             | 2028-02-04      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| Autokiniton US Holdings Inc                                            | AUTOKINITON US H 04/06/28                | CUSIP: 05278HAC0<br>LEI: 254900EHNKMJ1OSEZL85 | Long             | LON              | CORP              | US        |   1716169 | PA      | $1714023.47   | 0.68%             | 2028-04-06      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| UST Global Inc                                                         | UST GLO 11/20/28                         | CUSIP: 90355HAB0<br>LEI: 984500398691E4511Z04 | Long             | LON              | CORP              | US        |    963307 | PA      | $953673.66    | 0.38%             | 2028-11-20      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Bending Spoons US Inc.                                                 | BENDING SPOONS U 03/07/31                | CUSIP: 08167PAD8<br>LEI: 9845008E9B4A982B2F23 | Long             | LON              | CORP              | US        |    710000 | PA      | $699350.00    | 0.28%             | 2031-03-07      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Turquoise Topco LTD                                                    | TRQ SALE 08/13/32                        | CUSIP: 89776TAB7<br>LEI: 254900RI25V4FBT02P38 | Long             | LON              | CORP              | US        |    635000 | PA      | $633412.50    | 0.25%             | 2032-12-30      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                  | QUIKRETE HLDG 04/14/31                   | CUSIP: 74839XAM1<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    739895 | PA      | $741230.58    | 0.30%             | 2031-04-14      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| AI Aqua Merger Sub Inc FKA Osmosis Buyer Limited                       | AI Aqua Merger S 07/31/28                | CUSIP: 00132UAP9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |    397487 | PA      | $398085.66    | 0.16%             | 2028-07-31      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Team Health Holdings, Inc.                                             | TEAM HEALTH HLDG 06/23/28                | CUSIP: 87817JAH1<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |   1179075 | PA      | $1182117.01   | 0.47%             | 2028-06-30      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| AI Aqua Merger Sub Inc FKA Osmosis Buyer Limited                       | AI Aqua Merger S 07/31/28                | CUSIP: 00132UAP9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |    600000 | PA      | $600903.00    | 0.24%             | 2028-07-31      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Perforce Software Inc                                                  | PERFORCE SOFTWAR 03/24/31                | CUSIP: 71376GAJ0<br>LEI: 549300322GBMUSL1VG17 | Long             | LON              | CORP              | US        |    492500 | PA      | $396568.39    | 0.16%             | 2031-03-21      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC                                                  | JANE STR GROU 12/11/31                   | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |    219808 | PA      | $218488.73    | 0.09%             | 2031-12-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Sazerac Company, Inc.                                                  | SAZERAC C 07/09/32                       | CUSIP: 80583EAP1<br>LEI: 9QU0CG1O4LSOB6IFK895 | Long             | LON              | CORP              | US        |    728175 | PA      | $728233.25    | 0.29%             | 2032-07-09      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                               | NGL ENERGY OPE 02/03/31                  | CUSIP: 62922KAF7<br>LEI: 5493008CQD36WWZJ3O79 | Long             | LON              | CORP              | US        |    774367 | PA      | $780283.46    | 0.31%             | 2031-02-03      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC                                                  | JANE STR GROU 12/11/31                   | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |   1200472 | PA      | $1193269.48   | 0.48%             | 2031-12-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Ineos Quattro Holdings UK Limited                                      | INEOS QUATTRO HL 10/01/31                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1096712 | PA      | $717666.73    | 0.29%             | 2031-10-07      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Bingo Holdings I, LLC                                                  | BINGO HLDGS 06/30/32                     | CUSIP: 09081AAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    136000 | PA      | $134129.99    | 0.05%             | 2032-06-30      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Soliant Lower Intermediate LLC                                         | SOLIANT LOWER IN 06/20/31                | CUSIP: 83421EAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1276747 | PA      | $970327.49    | 0.39%             | 2031-07-18      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| Inmar Inc                                                              | INMA 10/30/31                            | CUSIP: 45763FAV0<br>LEI: 549300N1ML5MXXFIDZ25 | Long             | LON              | CORP              | US        |    133704 | PA      | $132256.32    | 0.05%             | 2031-10-30      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Bingo Holdings I, LLC                                                  | BINGO HLDGS 06/30/32                     | CUSIP: 09081AAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1051025 | PA      | $1036573.42   | 0.41%             | 2032-06-30      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Nourish Buyer I, Inc.                                                  | NOURISH BUYER 07/09/32                   | CUSIP: 66979CAK7<br>LEI: 254900WHHUSAU0TJQB23 | Long             | LON              | CORP              | US        |    633688 | PA      | $634612.68    | 0.25%             | 2032-07-09      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Chemours Company (The)                                                 | Chemou 10/15/32                          | CUSIP: 16384YAM9<br>LEI: 549300M1BOLNXL8DOV14 | Long             | LON              | CORP              | US        |   1290545 | PA      | $1286027.94   | 0.51%             | 2032-10-15      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Viasat Inc                                                             | VIASA 05/30/30                           | CUSIP: 92555WAF2<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |    761947 | PA      | $760437.91    | 0.30%             | 2030-05-30      | Floating      | 8.29%                 | No            |                  2 | On Loan: No      |
| AMG Advanced Metallurgical Group NV                                    | AMG Advanced Met 11/30/28                | CUSIP: 000000000<br>LEI: 5493006MN6OH67U2YI74 | Long             | LON              | CORP              | NL        |    958830 | PA      | $962027.69    | 0.38%             | 2028-11-30      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| Oscar AcquisitionCo LLC                                                | OSCAR ACQUISITIO 04/29/29                | CUSIP: 68778DAB4<br>LEI: 254900RDCZK0Q19MEL65 | Long             | LON              | CORP              | US        |   1023501 | PA      | $786560.80    | 0.31%             | 2029-04-29      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US                                                | ION Platform Finance US Inc              | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $878264.10    | 0.35%             | 2032-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                               | Warnermedia Holdings Inc                 | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1857000 | PA      | $1636481.25   | 0.65%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Invenergy Thermal Operating I LLC                                      | INVENERGY THERMA 05/17/32                | CUSIP: 000000000<br>LEI: 549300JF5R5BXJAMZL67 | Long             | LON              | CORP              | US        |    459839 | PA      | $465490.52    | 0.19%             | 2032-05-17      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Priority Holdings LLC                                                  | PRIORITY HLDG 07/30/32                   | CUSIP: 74275TAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1840013 | PA      | $1809652.87   | 0.72%             | 2032-07-30      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Varsity Brands, Inc.                                                   | Varsity Brand 08/26/31                   | CUSIP: 92227QAG1<br>LEI: 254900PLBJA0I5NSTT38 | Long             | LON              | CORP              | US        |    995000 | PA      | $996243.75    | 0.40%             | 2031-08-26      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Team Services Group LLC                                                | TEAM SERVICES GR 12/20/27                | CUSIP: 87821EAF0<br>LEI: 2549000UQACQVCO13Y82 | Long             | LON              | CORP              | US        |    861077 | PA      | $861998.27    | 0.34%             | 2027-12-20      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| Virtus SEIX AAA Private Credit CLO ETF                                 | Virtus SEIX AAA Private Credit CLO ETF   | CUSIP: 92790A850<br>LEI: 529900PV11N8CFOZUS23 | Long             | EC               | RF                | US        |     24000 | NS      | $599040.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITAL MEDIA SOLUTIONS                                                | DIGITAL MEDIA SOLUTIONS                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1585 | NS      | $28973.80     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Fugue Finance B.V.                                                     | Fugue F 01/09/32                         | CUSIP: 000000000<br>LEI: 254900Y4DWBRGAFENC88 | Long             | LON              | CORP              | HK        |    805924 | PA      | $801893.89    | 0.32%             | 2032-01-09      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Clover Holdings 2, LLC                                                 | CLOVER HLDGS 11/01/31                    | CUSIP: 18914DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    982575 | PA      | $967836.38    | 0.39%             | 2031-12-09      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Jefferies Finance LLC                                                  | JEFFERIES FI 10/21/31                    | CUSIP: 000000000<br>LEI: 549300SKVB18YSSIDT75 | Long             | LON              | CORP              | US        |   1128412 | PA      | $1127001.89   | 0.45%             | 2031-10-21      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                                                         | Sabre GLB 07/30/29                       | CUSIP: 78571YBM1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |   1392130 | PA      | $1104418.41   | 0.44%             | 2029-07-30      | Floating      | 10.02%                | No            |                  2 | On Loan: No      |
| Starlight Parent LLC                                                   | STARLIGHT PAREN 03/15/32                 | CUSIP: 85554UAB0<br>LEI: 254900ZM34IBOK68V949 | Long             | LON              | CORP              | US        |   1007475 | PA      | $936951.75    | 0.37%             | 2032-04-16      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                                          | Cable One Inc                            | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    720000 | PA      | $524660.62    | 0.21%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMG Advanced Metallurgical Group NV                                    | AMG Advanced Met 11/30/28                | CUSIP: 000000000<br>LEI: 5493006MN6OH67U2YI74 | Long             | LON              | CORP              | NL        |    389632 | PA      | $390931.31    | 0.16%             | 2028-11-30      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| HUNTERSTOWN GENERATION LLC                                             | KESTREL ACQUISIT 11/06/31                | CUSIP: 44579UAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    563722 | PA      | $565080.48    | 0.23%             | 2031-11-06      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Oravel Stays Private Limited                                           | ORAVEL STAYS SIN 12/20/29                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | SG        |    770710 | PA      | $791264.87    | 0.32%             | 2029-12-20      | Floating      | 11.67%                | No            |                  2 | On Loan: No      |
| Oravel Stays Private Limited                                           | ORAVEL STAYS SIN 12/20/29                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | SG        |   1225036 | PA      | $1257707.54   | 0.50%             | 2029-12-20      | Floating      | 11.67%                | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                               | CLOUD SOFTWARE G 08/13/32                | CUSIP: 88632NBL3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |      3118 | PA      | $3033.14      | 0.00%             | 2032-08-13      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                               | CLOUD SOFTWARE G 08/13/32                | CUSIP: 88632NBL3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |   1240795 | PA      | $1207187.99   | 0.48%             | 2032-08-13      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Ahead DB Holdings LLC                                                  | AHEAD DB HLDG 02/01/31                   | CUSIP: 00866HAH8<br>LEI: 254900L07WFL833JX193 | Long             | LON              | CORP              | US        |   1513799 | PA      | $1492984.67   | 0.60%             | 2031-02-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Us Metalco Holdings LLC                                                | FORGENT INTER I 12/16/32                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    750000 | PA      | $753281.25    | 0.30%             | 2032-12-20      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| EverCommerce Solutions Inc                                             | EVERCOMMERCE SOL 07/07/31                | CUSIP: 29977YAB9<br>LEI: 9845005E54E3C158EA55 | Long             | LON              | CORP              | US        |    790870 | PA      | $782961.42    | 0.31%             | 2031-07-07      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Wasserman Media Group, LLC                                             | WASSERMAN MEDIA 06/23/32                 | CUSIP: 94105CAN0<br>LEI: 549300F1FIWM51N74V39 | Long             | LON              | CORP              | US        |    668325 | PA      | $669160.41    | 0.27%             | 2032-06-23      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                  | QUIKRETE HLDG 02/10/32                   | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    322562 | PA      | $322906.03    | 0.13%             | 2032-02-10      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Franklin Square Holdings LP                                            | FRANKLIN SQUARE 04/18/31                 | CUSIP: 30259HAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1509668 | PA      | $1441733.27   | 0.58%             | 2031-04-25      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                           | INTERNET BRANDS 04/25/28                 | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    568751 | PA      | $517969.87    | 0.21%             | 2028-05-03      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco Us Inc.                                                  | NEPTUNE BIDCO U 10/11/28                 | CUSIP: 64069JAF9<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |     90358 | PA      | $90382.43     | 0.04%             | 2028-10-11      | Floating      | 8.52%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                            | ASURIO 09/13/30                          | CUSIP: 04649VBD1<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   1704851 | PA      | $1709871.51   | 0.68%             | 2030-09-19      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| WH Borrower LLC                                                        | WH BORROWE 02/17/32                      | CUSIP: 92942LAG6<br>LEI: 2549009H920CQUE3R944 | Long             | LON              | CORP              | US        |   1896900 | PA      | $1904013.38   | 0.76%             | 2032-02-20      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| Oeg Borrower, LLC                                                      | OEG BORROWE 06/25/31                     | CUSIP: 67115HAG8<br>LEI: 254900UUVX9EYPUMP391 | Long             | LON              | CORP              | US        |   1481250 | PA      | $1488967.31   | 0.59%             | 2031-06-30      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Cobham Ultra Seniorco S.A R.L.                                         | COBHAM (AI CONVO 11/17/28                | CUSIP: 000000000<br>LEI: 254900L6IKLPZKIC4F32 | Long             | LON              | CORP              | LU        |   1720308 | PA      | $1721916.00   | 0.69%             | 2029-08-03      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| Calabrio/Verint                                                        | CALABRI 10/25/32                         | CUSIP: 12804VAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1235000 | PA      | $1140831.25   | 0.46%             | 2032-11-26      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| PHOENIX AVIATION CAPITAL                                               | Phoenix Aviation Capital Ltd             | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $1048804.93   | 0.42%             | 2030-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| VFH Parent LLC                                                         | VFH PAREN 06/21/31                       | CUSIP: 91820UAV2<br>LEI: 549300FRO9M476YHHY64 | Long             | LON              | CORP              | US        |    701769 | PA      | $701768.51    | 0.28%             | 2031-06-21      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| EIG Management Company LLC                                             | EIG MGMT C 05/14/29                      | CUSIP: 26858HAD2<br>LEI: 5493007EDFEL0IR8BD89 | Long             | LON              | CORP              | US        |    424625 | PA      | $424625.00    | 0.17%             | 2029-05-17      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Cable One Inc                                                          | Cable On 05/03/28                        | CUSIP: 12685LAG5<br>LEI: 549300648QS85T0XSH18 | Long             | LON              | CORP              | US        |    374558 | PA      | $350680.34    | 0.14%             | 2028-05-03      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Finco I LLC                                                            | FINCO 06/27/29                           | CUSIP: 31774BAH7<br>LEI: 5493001RSEZ0X6VJMC68 | Long             | LON              | CORP              | US        |    786566 | PA      | $787199.33    | 0.31%             | 2029-06-27      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                               | Lumen Tec 06/01/28                       | CUSIP: 55024EAD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |   2920435 | PA      | $2936862.55   | 1.17%             | 2028-06-01      | Floating      | 9.72%                 | No            |                  2 | On Loan: No      |
| Camelot US Acquisition I Co                                            | CAMELOT US ACQUI 01/31/31                | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |    188771 | PA      | $174612.98    | 0.07%             | 2031-01-31      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Camelot US Acquisition I Co                                            | CAMELOT US ACQUI 01/31/31                | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |     17260 | PA      | $15965.29     | 0.01%             | 2031-01-31      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Camelot US Acquisition I Co                                            | CAMELOT US ACQUI 01/31/31                | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |    813969 | PA      | $752921.73    | 0.30%             | 2031-01-31      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Viasat Inc                                                             | VIASAT INC                               | CUSIP: 92555WAF2<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |    154605 | PA      | $154298.47    | 0.06%             | 2030-05-30      | Floating      | 8.29%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                                                         | Sabr 11/15/29                            | CUSIP: 78571YBL3<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |    290933 | PA      | $230806.21    | 0.09%             | 2029-11-15      | Floating      | 9.77%                 | No            |                  2 | On Loan: No      |
| NAB Holdings LLC                                                       | NAB HLDG 11/24/28                        | CUSIP: 66345FAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1022275 | PA      | $967874.65    | 0.39%             | 2028-11-24      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Voyage Digital (Nz) Limited                                            | VOYAGE DIGITAL N 05/11/29                | CUSIP: 000000000<br>LEI: 984500E641C3F2A8E121 | Long             | LON              | CORP              | NZ        |    490626 | PA      | $494611.86    | 0.20%             | 2029-05-11      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| HDI Aerospace Intermediate Holding Iii Corporation                     | HDI AEROSPACE IN 02/11/32                | CUSIP: 40415WAB0<br>LEI: 254900LKRYAGKIYOHW04 | Long             | LON              | CORP              | US        |   1687250 | PA      | $1698849.84   | 0.68%             | 2032-02-11      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| Team Blue Finco Sarl                                                   | teamblue Finco 07/12/32                  | CUSIP: 000000000<br>LEI: 549300DR8PIYMOZ4YU85 | Long             | LON              | CORP              | LU        |   1363150 | PA      | $1329071.25   | 0.53%             | 2032-07-12      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Digital Media Solutions LLC                                            | DIGITAL MEDIA SO 04/26/28                | CUSIP: 25401HAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    416979 | PA      | $0.00         | 0.00%             | 2026-05-25      | Floating      | 15.43%                | No            |                  3 | On Loan: No      |
| Nexus Buyer LLC                                                        | NEXUS BUYE 07/31/31                      | CUSIP: 65343UAH5<br>LEI: 254900PILSANV8WOOF24 | Long             | LON              | CORP              | US        |   1541737 | PA      | $1509714.87   | 0.60%             | 2031-07-31      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Hologic, Inc.                                                          | HOPPER MERGER SUB INC                    | CUSIP: 000000000<br>LEI: 9845009E9B4548A5N478 | Long             | LON              | CORP              | US        |    975000 | PA      | $969091.50    | 0.39%             | 2033-01-14      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Ineos US Finance LLC                                                   | Ineos US Fi 02/07/31                     | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |   2187845 | PA      | $1540614.55   | 0.62%             | 2031-02-07      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| HighTower Holding LLC                                                  | HIGHTOWER HLDG 02/03/32                  | CUSIP: 43117LAP8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | LON              | CORP              | US        |   1133787 | PA      | $1132369.86   | 0.45%             | 2032-02-03      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| Prometric Holdings Inc                                                 | PROMETRIC HLDG 06/25/32                  | CUSIP: 80358TAG1<br>LEI: 54930034OH1XQT27TX40 | Long             | LON              | CORP              | US        |    668325 | PA      | $670273.17    | 0.27%             | 2032-06-25      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Eastern Power LLC                                                      | EASTERN PW 10/02/25                      | CUSIP: 87264NAB3<br>LEI: 5493000R3E1L1VM1V279 | Long             | LON              | CORP              | US        |   1292310 | PA      | $1300386.62   | 0.52%             | 2028-04-03      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| Construction Partners Inc                                              | Constr Partner 10/29/31                  | CUSIP: 21043XAH5<br>LEI: 549300MHLFL4E8JLZU44 | Long             | LON              | CORP              | US        |    690891 | PA      | $692296.95    | 0.28%             | 2031-11-03      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc (f/k/a CenturyLink Inc)                         | LUMEN TECHNOLOGIES INC                   | CUSIP: 15669GAH7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |    400000 | PA      | $395000.00    | 0.16%             | 2027-03-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Cyberswift US Finco, LLC                                               | NORD SE 10/08/32                         | CUSIP: 000000000<br>LEI: 9845008473F79E3H9069 | Long             | LON              | CORP              | NL        |   1100000 | PA      | $1069750.00   | 0.43%             | 2032-10-08      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| Lendingtree Inc                                                        | LendingTre 08/15/30                      | CUSIP: 52602KAE8<br>LEI: 549300ISY5YHUJZTON08 | Long             | LON              | CORP              | US        |   2019938 | PA      | $2027512.27   | 0.81%             | 2030-08-21      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Mermaid Bidco Inc                                                      | MERMAID BIDC 07/03/31                    | CUSIP: 59012CAL9<br>LEI: 254900765HT42I3EW691 | Long             | LON              | CORP              | US        |   1859868 | PA      | $1831969.65   | 0.73%             | 2031-07-03      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| Pregis Topco LLC                                                       | PREGIS TOPC 01/02/29                     | CUSIP: 74045BAG2<br>LEI: 549300LJXHJYHS1GM034 | Long             | LON              | CORP              | US        |    848588 | PA      | $852431.60    | 0.34%             | 2029-02-01      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Glatfelter Corporation                                                 | Glatfelter 09/19/31                      | CUSIP: 89458XAB3<br>LEI: 549300LDQLQBT38QDY28 | Long             | LON              | CORP              | US        |   1574053 | PA      | $1562640.67   | 0.62%             | 2031-11-04      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Summer (BC) Bidco B LLC                                                | Kantar 2/24 Ext 02/05/29                 | CUSIP: 000000000<br>LEI: 984500NRF59D5DB9B654 | Long             | LON              | CORP              | LU        |   1392680 | PA      | $1296188.51   | 0.52%             | 2029-02-15      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| Ineos Finance PLC                                                      | Ineos US Fi 02/18/30                     | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |   1814531 | PA      | $1315535.16   | 0.53%             | 2030-02-19      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Victra Holdings LLC aka LSF9 Atlantis Holdings LLC                     | LSF9 ATLANTIS HL 03/30/29                | CUSIP: 50226BAN8<br>LEI: 549300KWDYQKQSF0MQ18 | Long             | LON              | CORP              | US        |   1804822 | PA      | $1809343.58   | 0.72%             | 2029-03-29      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Ensono LP                                                              | ENSONO 05/20/28                          | CUSIP: 29359DAB3<br>LEI: 5493003GTMBHX0VZAW67 | Long             | LON              | CORP              | US        |   1147175 | PA      | $1135416.23   | 0.45%             | 2028-05-26      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| MRP Buyer LLC                                                          | MRP BUYE 05/24/32                        | CUSIP: 55351DAB6<br>LEI: 254900P4JAIDEHZ3O147 | Long             | LON              | CORP              | US        |   1353865 | PA      | $1348368.22   | 0.54%             | 2032-05-24      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Bayonne Energy Center, LLC                                             | BAYONNE ENERGY C 10/01/32                | CUSIP: 07288VAF6<br>LEI: 54930011FOZUNGHGHM74 | Long             | LON              | CORP              | US        |    877800 | PA      | $883466.20    | 0.35%             | 2032-09-22      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| AIT Worldwide Logistics Inc                                            | AIT WORLDWIDE LO 04/08/30                | CUSIP: 00145AAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    475200 | PA      | $477328.90    | 0.19%             | 2030-04-08      | Floating      | 7.89%                 | No            |                  2 | On Loan: No      |
| Coral US Co-Borrower LLC                                               | CORAL-US CO-BORR 01/30/32                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2070000 | PA      | $2020982.40   | 0.81%             | 2032-01-31      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Dayforce Inc                                                           | DAYFORCE INC                             | CUSIP: 23923YAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    845000 | PA      | $823346.88    | 0.33%             | 2032-08-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Finastra Usa, Inc.                                                     | FINASTRA US 07/30/32                     | CUSIP: 31772YAD8<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |   1590000 | PA      | $1403175.00   | 0.56%             | 2032-09-15      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| AP Core Holdings II LLC                                                | AP CORE HLDGS I 09/01/27                 | CUSIP: 00187GAC3<br>LEI: 549300PND8ZZ4RWYRZ56 | Long             | LON              | CORP              | US        |    140398 | PA      | $140271.84    | 0.06%             | 2027-09-01      | Floating      | 9.43%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                            | ASURIO 09/19/30                          | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   2210585 | PA      | $2216111.46   | 0.89%             | 2030-09-19      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                  | LEVEL 3 Fin 03/29/32                     | CUSIP: 52729KAU0<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |   2210000 | PA      | $2216077.50   | 0.89%             | 2032-03-29      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Turquoise Topco LTD                                                    | TORTUGA RESORTS GHD LLC                  | CUSIP: 89776TAB7<br>LEI: 254900RI25V4FBT02P38 | Long             | LON              | CORP              | US        |    675000 | PA      | $673312.50    | 0.27%             | 2032-12-30      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| Inmar Inc                                                              | Inma 10/30/31                            | CUSIP: 45763FAV0<br>LEI: 549300N1ML5MXXFIDZ25 | Long             | LON              | CORP              | US        |    370039 | PA      | $366031.22    | 0.15%             | 2031-10-30      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Third Coast Infrastructure LLC                                         | THIRD COAST INFR 09/25/30                | CUSIP: 88412KAD4<br>LEI: 5493006R4EN78GPJ4M96 | Long             | LON              | CORP              | US        |    658321 | PA      | $660792.77    | 0.26%             | 2030-09-25      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                                | UK 02/10/31                              | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   1131411 | PA      | $1105716.28   | 0.44%             | 2031-02-10      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Starlight Parent LLC                                                   | STARLIGHT PARENT LLC                     | CUSIP: 85554UAB0<br>LEI: 254900ZM34IBOK68V949 | Long             | LON              | CORP              | US        |    105000 | PA      | $97650.00     | 0.04%             | 2032-04-16      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| Dynamo Us Bidco Inc.                                                   | DYNAMO US BIDC 09/30/31                  | CUSIP: 26806DAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1483769 | PA      | $1487945.53   | 0.59%             | 2031-09-30      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| Modena Buyer LLC                                                       | MODENA BUYE 07/01/31                     | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |    996328 | PA      | $953151.79    | 0.38%             | 2031-07-01      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| Goodnight Water Solutions Holdings, LLC                                | GOODNIGHT WATER 06/04/29                 | CUSIP: 38238YAC3<br>LEI: 254900CZJ6KUEVU9QV27 | Long             | LON              | CORP              | US        |   2405916 | PA      | $2393886.78   | 0.96%             | 2029-06-04      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Synechron Holdings Inc                                                 | SYNECHRO 09/26/31                        | CUSIP: 87168HAE7<br>LEI: 549300MUU3E8J6UT8E60 | Long             | LON              | CORP              | US        |   1002475 | PA      | $987437.75    | 0.39%             | 2031-10-03      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Vestis Corporation                                                     | VESTIS 02/22/31                          | CUSIP: 92550HAE3<br>LEI: 254900QDW0TA2TMFAP59 | Long             | LON              | CORP              | US        |   1626635 | PA      | $1526320.81   | 0.61%             | 2031-02-22      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| OHIO PARTNERS LLC                                                      | OH PWR PARTNER 10/28/32                  | CUSIP: 000000000<br>LEI: 549300Z0YR6RZJ5V9548 | Long             | LON              | CORP              | US        |    669960 | PA      | $669959.71    | 0.27%             | 2032-11-12      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Freeport LNG Investments, LLP                                          | FREEPORT LNG INVESTMENTS LLLP            | CUSIP: 35670CAE8<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |    675000 | PA      | $673734.38    | 0.27%             | 2033-01-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Natgasoline LLC                                                        | NATGASOLIN 03/24/30                      | CUSIP: 63232EAD9<br>LEI: 549300OHXDYMQYZOWC24 | Long             | LON              | CORP              | US        |    907656 | PA      | $910492.68    | 0.36%             | 2030-03-29      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| MaxLinear Inc                                                          | MaxLinea 06/23/28                        | CUSIP: 57776UAH8<br>LEI: 549300EMOI0SM2IY4F64 | Long             | LON              | CORP              | US        |   1201483 | PA      | $1141408.54   | 0.46%             | 2028-06-23      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| Magnite Inc                                                            | MAGNIT 02/06/31                          | CUSIP: 55955NAG3<br>LEI: 54930018FR2YX1HHSB02 | Long             | LON              | CORP              | US        |   1411784 | PA      | $1405904.22   | 0.56%             | 2031-02-06      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| American Public Education, Inc.                                        | AMERICAN PUBLIC 10/28/27                 | CUSIP: 02914BAC0<br>LEI: 254900GZNX6TJQGM4S17 | Long             | LON              | CORP              | US        |    720000 | PA      | $714600.00    | 0.29%             | 2027-09-01      | Floating      | 9.29%                 | No            |                  2 | On Loan: No      |
| The Baldwin Insurance Group Holdings LLC                               | Baldwin Ins Grou 05/26/31                | CUSIP: 05825HAH7<br>LEI: 5493004GCDREAQPPYG20 | Long             | LON              | CORP              | US        |    635000 | PA      | $633148.98    | 0.25%             | 2031-05-26      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Digital Media Solutions Inc                                            | DIGITAL MEDIA SO 12/10/24                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     37454 | PA      | $0.00         | 0.00%             | 2026-05-25      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| SAVOR ACQUISITION INC                                                  | SAVOR ACQUISITIO 02/17/32                | CUSIP: 80536AAC6<br>LEI: 25490051R6ZOBEBPQ519 | Long             | LON              | CORP              | US        |     68534 | PA      | $68841.52     | 0.03%             | 2032-02-19      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                               | Transocean International Ltd             | CUSIP: 893830AF6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $986059.00    | 0.39%             | 2031-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Blackstone Mortgage Trust Inc                                          | Blackstone Mtg T 05/09/29                | CUSIP: 09259GAJ2<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | LON              | CORP              | US        |    199758 | PA      | $200007.41    | 0.08%             | 2029-05-09      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| SAVOR ACQUISITION INC                                                  | SAVOR ACQUISITIO 02/04/32                | CUSIP: 80536AAB8<br>LEI: 25490051R6ZOBEBPQ519 | Long             | LON              | CORP              | US        |     73859 | PA      | $74189.92     | 0.03%             | 2032-02-19      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| A-Ag Us Gsi Bidco, Inc.                                                | AAG US GSI BIDC 10/08/31                 | CUSIP: 00033RAB7<br>LEI: 25490004WTN5CN5TXD48 | Long             | LON              | CORP              | US        |   1131450 | PA      | $1137820.06   | 0.45%             | 2031-10-31      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| JENNMAR INTERMEDIATE III, LLC                                          | JENNMAR INTER II 12/12/30                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    805000 | PA      | $800975.00    | 0.32%             | 2030-12-16      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| Inmar Inc                                                              | Inma 10/30/31                            | CUSIP: 45763FAV0<br>LEI: 549300N1ML5MXXFIDZ25 | Long             | LON              | CORP              | US        |    148016 | PA      | $146412.50    | 0.06%             | 2031-10-30      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| SAVOR ACQUISITION INC                                                  | SAVOR ACQUISITIO 02/04/32                | CUSIP: 80536AAB8<br>LEI: 25490051R6ZOBEBPQ519 | Long             | LON              | CORP              | US        |    648974 | PA      | $651881.56    | 0.26%             | 2032-02-19      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| Nexus Buyer LLC                                                        | NEXUS BUYE 07/31/31                      | CUSIP: 65343UAJ1<br>LEI: 254900PILSANV8WOOF24 | Long             | LON              | CORP              | US        |    748125 | PA      | $738305.86    | 0.29%             | 2031-07-31      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Colossus Acquireco LLC                                                 | COLOSSUS ACQUIRE 06/30/32                | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |    997500 | PA      | $995110.99    | 0.40%             | 2032-07-30      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                                   | LIFEPOINT H 05/16/31                     | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |   2672307 | PA      | $2675233.22   | 1.07%             | 2031-05-16      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Pye Barker Fire & Safety LLC                                           | PYEBARKER FIRE S 12/09/32                | CUSIP: 69380SAB9<br>LEI: 254900K8RDMGUBC44870 | Long             | LON              | CORP              | US        |    552450 | PA      | $553369.83    | 0.22%             | 2032-12-16      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Wash Multifamily Parent, Inc.                                          | WASH BIDC 09/10/32                       | CUSIP: 93710RAB2<br>LEI: 254900VX9ZQVIOW7QI08 | Long             | LON              | CORP              | US        |    840000 | PA      | $844200.00    | 0.34%             | 2032-09-10      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Deep Blue Operating I LLC                                              | DEEP BLUE OPER 10/01/32                  | CUSIP: 24369TAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    690000 | PA      | $693022.20    | 0.28%             | 2032-10-01      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| First Eagle Holdings Inc-f/k/a Arnhold and S. Bleicroeder Holdings Inc | GC FERRY ACQUISI 06/04/32                | CUSIP: 32009UAE7<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |    211458 | PA      | $210103.94    | 0.08%             | 2032-08-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Catawba Nation Gaming Authority                                        | Catawba Nation G 12/16/31                | CUSIP: 14907EAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1035000 | PA      | $1058934.38   | 0.42%             | 2032-03-29      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Amentum Holdings LLC                                                   | Amazon Holdc 07/30/31                    | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |    529338 | PA      | $529999.17    | 0.21%             | 2031-09-29      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Par Petroleum LLC                                                      | PAR PETROLEU 02/28/30                    | CUSIP: 69889PAF2<br>LEI: 984500CCF05C2FB39F45 | Long             | LON              | CORP              | US        |   1338136 | PA      | $1342873.42   | 0.54%             | 2030-02-28      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| First Eagle Holdings Inc-f/k/a Arnhold and S. Bleicroeder Holdings Inc | GC FERRY ACQUISI 06/04/32                | CUSIP: 32009UAD9<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |   1238542 | PA      | $1230608.81   | 0.49%             | 2032-08-16      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Pac Dac LLC                                                            | PAC DA 10/27/30                          | CUSIP: 69450PAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    700000 | PA      | $694316.00    | 0.28%             | 2030-10-28      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Ion Platform Finance Us, Inc.                                          | ION PLATFORM FINANCE US                  | CUSIP: 46206RAC9<br>LEI: 213800FKHT3BRRKMCC89 | Long             | LON              | CORP              | US        |   1000000 | PA      | $894170.00    | 0.36%             | 2032-10-07      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Pye Barker Fire & Safety LLC                                           | PYEBARKER FIRE S 12/09/32                | CUSIP: 69380SAC7<br>LEI: 254900K8RDMGUBC44870 | Long             | LON              | CORP              | US        |     82550 | PA      | $82687.45     | 0.03%             | 2032-12-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Telenet Financing USD LLC                                              | Telenet 04/30/28                         | CUSIP: 000000000<br>LEI: 213800BMPOX34U6DWN81 | Long             | LON              | CORP              | US        |   1000000 | PA      | $991670.00    | 0.40%             | 2028-04-30      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Cogeco Communications Finance (USA) LP                                 | ATLANTIC BROADBA 09/15/30                | CUSIP: 19239BAD0<br>LEI: 549300UVJTPYOZ6XKH79 | Long             | LON              | CORP              | US        |   1173750 | PA      | $1121770.47   | 0.45%             | 2030-09-18      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Froneri International Limited                                          | FRONERI U 08/02/32                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    461851 | PA      | $461885.65    | 0.18%             | 2032-09-30      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Schweitzer-Mauduit International Inc                                   | MATIV HOLDINGS, 04/20/28                 | CUSIP: 80854EAH1<br>LEI: 549300Z1FU4IDULG1R21 | Long             | LON              | CORP              | US        |    762389 | PA      | $759053.36    | 0.30%             | 2028-04-20      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| Restoration Hardware, Inc.                                             | PLASTIPAK TLB 10/20/28                   | CUSIP: 76133MAC5<br>LEI: 549300H9H1H3OC7C3H47 | Long             | LON              | CORP              | US        |   1015745 | PA      | $1014201.28   | 0.41%             | 2028-10-20      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Froneri International Limited                                          | FRONERI U 08/02/32                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    199436 | PA      | $199450.63    | 0.08%             | 2032-09-30      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Inmar Inc                                                              | Inma 10/30/31                            | CUSIP: 45763FAV0<br>LEI: 549300N1ML5MXXFIDZ25 | Long             | LON              | CORP              | US        |    277529 | PA      | $274523.42    | 0.11%             | 2031-10-30      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| ARC Falcon I Inc                                                       | ARC FALCON 09/30/28                      | CUSIP: 03880YAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2493639 | PA      | $2492604.01   | 1.00%             | 2028-09-29      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| CWGS Group LLC                                                         | CWGS 05/24/28                            | CUSIP: 12670UAE7<br>LEI: 254900FU20N3SJ8BIA66 | Long             | LON              | CORP              | US        |     30340 | PA      | $30039.42     | 0.01%             | 2028-06-03      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Zacapa Sarl                                                            | Zacapa 03/22/29                          | CUSIP: 000000000<br>LEI: 213800VIVQIJLORBU468 | Long             | LON              | CORP              | LU        |   4010816 | PA      | $4006805.54   | 1.60%             | 2029-03-22      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| TripAdvisor Inc                                                        | TripAdviso 07/01/31                      | CUSIP: 89677NAE4<br>LEI: 549300XVG45PT5BART17 | Long             | LON              | CORP              | US        |   1369482 | PA      | $1333964.33   | 0.53%             | 2031-07-08      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| AHP Health Partners Inc                                                | AHP HEALTH PARTN 09/20/32                | CUSIP: 00130MAL8<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | LON              | CORP              | US        |    852862 | PA      | $853821.97    | 0.34%             | 2032-09-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Inc                                                      | NEXSTAR MEDI 06/28/32                    | CUSIP: 65336RBB3<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |    741275 | PA      | $741890.26    | 0.30%             | 2032-06-28      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Jump Financial LLC                                                     | JUMP FIN 02/26/32                        | CUSIP: 48138UAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    995006 | PA      | $995006.25    | 0.40%             | 2032-02-26      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Froneri International Limited                                          | FRONERI U 08/02/32                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    268713 | PA      | $268733.47    | 0.11%             | 2032-09-30      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Manchester Acquisition Sub LLC                                         | DRASLOVKA (MANCH 11/16/26                | CUSIP: 000000000<br>LEI: 254900LBVLLF5B4PFE37 | Long             | LON              | CORP              | US        |    605200 | PA      | $587043.97    | 0.23%             | 2026-12-01      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| Nielsen Consumer Inc                                                   | NIELSEN CONSUME 10/31/30                 | CUSIP: 45674PAS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    713674 | PA      | $709213.04    | 0.28%             | 2030-10-31      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| CFC Bidco 2022 Limited                                                 | CFC BIDCO 202 07/01/32                   | CUSIP: 12531JAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    870000 | PA      | $833025.00    | 0.33%             | 2032-07-01      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Nielsen Consumer Inc                                                   | NIELSEN CONSUME 10/31/30                 | CUSIP: 45674PAS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    709176 | PA      | $704744.15    | 0.28%             | 2030-10-31      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Jones DesLauriers Insurance Management Inc                             | JONES DESLAURIERS INSURA                 | CUSIP: 000000000<br>LEI: 549300JQIWNFU00E5424 | Long             | LON              | CORP              | CA        |    635000 | PA      | $635892.18    | 0.25%             | 2032-12-10      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                               | LUMEN TEC 04/15/29                       | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |   1022145 | PA      | $1021189.12   | 0.41%             | 2029-04-16      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                   | Charter Comms Op 11/21/31                | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |      5525 | PA      | $5524.39      | 0.00%             | 2031-12-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                   | Charter Comms Op 11/21/31                | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |   2182375 | PA      | $2182134.94   | 0.87%             | 2031-12-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                               | VIRGIN MEDIA BRI 02/27/31                | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |   1900000 | PA      | $1870901.50   | 0.75%             | 2031-03-31      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| CWGS Group LLC                                                         | CWGS Group LLC                           | CUSIP: 12670UAE7<br>LEI: 254900FU20N3SJ8BIA66 | Long             | LON              | CORP              | US        |    871837 | PA      | $863210.36    | 0.34%             | 2028-06-03      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| DirectV Financing LLC                                                  | DIRECTV FIN 02/15/31                     | CUSIP: 25460HAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    461532 | PA      | $462688.06    | 0.18%             | 2031-02-17      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| Bakelite US Holdco Inc                                                 | BAKELITE US HOLD 12/16/31                | CUSIP: 05710LAD5<br>LEI: 549300UCYL2XSFT5Y041 | Long             | LON              | CORP              | US        |   1747350 | PA      | $1689835.97   | 0.68%             | 2031-12-23      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Allwyn Entertainment Financing (Us) LLC                                | ALLWYN ENTERTAINMENT FIN                 | CUSIP: 02008EAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    670000 | PA      | $658486.05    | 0.26%             | 2032-11-24      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                | Talen Energy Sup 12/11/31                | CUSIP: 87422LAY6<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |    866250 | PA      | $868012.82    | 0.35%             | 2031-12-12      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| Invenergy Thermal Operating I LLC                                      | INVENERGY THERMA 05/17/32                | CUSIP: 000000000<br>LEI: 549300JF5R5BXJAMZL67 | Long             | LON              | CORP              | US        |     29017 | PA      | $29374.10     | 0.01%             | 2032-05-17      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| WEEKLEY HOMES LLC/ FINAN                                               | Weekley Homes LLC / Weekley Finance Corp | CUSIP: 948565AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2088257.18   | 0.83%             | 2034-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DRW Holdings LLC                                                       | DRW HLDG 06/17/31                        | CUSIP: 23343HAE0<br>LEI: 549300W696CUHX8SLK40 | Long             | LON              | CORP              | US        |   1965150 | PA      | $1942432.87   | 0.78%             | 2031-06-26      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Venga Finance SARL                                                     | Venga Fin 06/28/29                       | CUSIP: 000000000<br>LEI: 9845005B0E54C498F641 | Long             | LON              | CORP              | LU        |   1955916 | PA      | $1967407.13   | 0.79%             | 2029-06-28      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                               | LUMEN TEC 04/15/30                       | CUSIP: 55024EAG0<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |   1287473 | PA      | $1286268.90   | 0.51%             | 2030-04-15      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| First Advantage Holdings LLC                                           | FIRST ADVA 10/31/31                      | CUSIP: 78477MAH4<br>LEI: 549300MRQE5MQEH3BI02 | Long             | LON              | CORP              | US        |   1841329 | PA      | $1780343.71   | 0.71%             | 2031-10-31      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| West Deptford Energy Holdings                                          | WEST DEPTFORD EN 07/24/32                | CUSIP: 95249CAF1<br>LEI: 549300HOEW2V8L64EU07 | Long             | LON              | CORP              | US        |   1015750 | PA      | $1015120.24   | 0.41%             | 2032-07-23      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| MRP Buyer LLC                                                          | MRP BUYE 05/24/32                        | CUSIP: 000000000<br>LEI: 254900P4JAIDEHZ3O147 | Long             | LON              | CORP              | US        |    172482 | PA      | $171781.31    | 0.07%             | 2032-06-04      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Kingpin Intermediate Holdings LLC                                      | KINGPIN INTER HL 09/22/32                | CUSIP: 49579GAJ1<br>LEI: 549300HRZOJTMNZCST05 | Long             | LON              | CORP              | US        |   1050000 | PA      | $1032612.00   | 0.41%             | 2032-09-22      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORP                                                 | COLUMBUS MCKINNON CORP/NY                | CUSIP: 19933MAS2<br>LEI: 549300W3HQB0HO1F3G69 | Long             | LON              | CORP              | US        |    700000 | PA      | $696500.00    | 0.28%             | 2033-01-24      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| Hexion Holdings Corporation                                            | HEXION HLDGS 03/15/30                    | CUSIP: 42829JAB5<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |     38824 | PA      | $37416.37     | 0.01%             | 2030-03-15      | Floating      | 11.21%                | No            |                  2 | On Loan: No      |
| Oxbow Carbon LLC                                                       | OXBOW CARBO 05/10/30                     | CUSIP: 69138EBE8<br>LEI: IH5EFCAY91O8SVS0VX92 | Long             | LON              | CORP              | US        |    875917 | PA      | $878653.80    | 0.35%             | 2030-05-10      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Oxbow Carbon LLC                                                       | OXBOW CARBO 05/10/30                     | CUSIP: 69138EBE8<br>LEI: IH5EFCAY91O8SVS0VX92 | Long             | LON              | CORP              | US        |   1040791 | PA      | $1044043.24   | 0.42%             | 2030-05-10      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Primary Products Finance LLC                                           | Prim Prods Fi 04/01/29                   | CUSIP: 74167NAE3<br>LEI: 549300D4W5WVUVR3LC81 | Long             | LON              | CORP              | US        |    977162 | PA      | $963423.03    | 0.38%             | 2029-04-01      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Apollo Commercial Real Estate Finance Inc                              | Apollo Coml Real 06/05/30                | CUSIP: 03768DAE7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | LON              | CORP              | US        |   1184050 | PA      | $1187010.13   | 0.47%             | 2030-06-13      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Brookfield Property Reit Inc                                           | BROOKFIELD PPTYS 05/28/30                | CUSIP: 11283HAG2<br>LEI: 549300K1JD1LDRNBET48 | Long             | LON              | CORP              | US        |    880575 | PA      | $885057.13    | 0.35%             | 2030-05-28      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Ahlstrom Holding 3 Oy fka Spa Holdings 3                               | AhlstromMunksjo 02/04/28                 | CUSIP: 000000000<br>LEI: 254900HXD0I72WZYIT06 | Long             | LON              | CORP              | US        |    626066 | PA      | $627240.21    | 0.25%             | 2028-02-04      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| Hudson River Trading LLC                                               | HUDSON RIV TRADI 03/18/30                | CUSIP: 44413EAK4<br>LEI: 549300SMOBUC8O5UOE10 | Long             | LON              | CORP              | US        |    613692 | PA      | $612221.76    | 0.24%             | 2030-03-18      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| St. Georges University Scholastic Services LLC                         | Univ Support Ser 02/10/29                | CUSIP: 78957LAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     72433 | PA      | $68739.16     | 0.03%             | 2029-02-10      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| St. Georges University Scholastic Services LLC                         | Univ Support Ser 02/10/29                | CUSIP: 78957LAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    289733 | PA      | $274956.71    | 0.11%             | 2029-02-10      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| St. Georges University Scholastic Services LLC                         | Univ Support Ser 02/10/29                | CUSIP: 78957LAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2047246 | PA      | $1942836.38   | 0.78%             | 2029-02-10      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| AP Core Holdings II LLC                                                | YAHOO (VERIZON M 09/01/27                | CUSIP: 00187GAD1<br>LEI: 549300PND8ZZ4RWYRZ56 | Long             | LON              | CORP              | US        |   2375000 | PA      | $2373230.63   | 0.95%             | 2027-09-01      | Floating      | 9.43%                 | No            |                  2 | On Loan: No      |
| Perforce Software Inc                                                  | PERFORCE SOFTWAR 07/02/29                | CUSIP: 71376GAK7<br>LEI: 549300322GBMUSL1VG17 | Long             | LON              | CORP              | US        |    493704 | PA      | $385706.39    | 0.15%             | 2029-07-02      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                                                         | Sabre GLB 07/30/29                       | CUSIP: 78571YBN9<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |    393175 | PA      | $311917.59    | 0.12%             | 2029-07-30      | Floating      | 10.02%                | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                | Talen Energy Sup 05/17/30                | CUSIP: 87422LAV2<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |    269286 | PA      | $269766.35    | 0.11%             | 2030-05-17      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                         | OPAL U 04/28/32                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1700738 | PA      | $1702693.35   | 0.68%             | 2032-04-28      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Transdigm                                                              | Transdig 08/19/32                        | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    942638 | PA      | $942995.70    | 0.38%             | 2032-08-19      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| BMC Software (Boxer/ Bladelogic)                                       | Boxer Parent C 05/30/31                  | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |   1396482 | PA      | $1347605.53   | 0.54%             | 2031-07-30      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| TIAA Churchill Middle Market C                                         | Churchill Middle Market CLO V LLC        | CUSIP: 17151TAJ6<br>LEI: 254900BT15WLD40RHS41 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $498128.50    | 0.20%             | 2037-04-25      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| AP Core Holdings II LLC                                                | AP CORE HOLDINGS II LLC                  | CUSIP: 00187GAD1<br>LEI: 549300PND8ZZ4RWYRZ56 | Long             | LON              | CORP              | US        |     50000 | PA      | $49962.75     | 0.02%             | 2027-09-01      | Floating      | 9.43%                 | No            |                  2 | On Loan: No      |
| Ion Platform Finance Us, Inc.                                          | ION PLATFORM FIN 10/07/32                | CUSIP: 46206RAC9<br>LEI: 213800FKHT3BRRKMCC89 | Long             | LON              | CORP              | US        |     58178 | PA      | $52020.83     | 0.02%             | 2032-10-07      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Rand Parent LLC                                                        | RAND PAREN 03/18/30                      | CUSIP: 75223LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1775214 | PA      | $1781311.56   | 0.71%             | 2030-03-18      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| FNZ Group Entities Limited                                             | FNZ GROUP ENTITI 11/05/31                | CUSIP: 30339HAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1325486 | PA      | $1070608.49   | 0.43%             | 2031-11-05      | Floating      | 8.90%                 | No            |                  2 | On Loan: No      |
| ARC Falcon I Inc                                                       | ARC FALCON 09/30/29                      | CUSIP: 03880YAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2380000 | PA      | $2375037.70   | 0.95%             | 2029-09-30      | Floating      | 10.77%                | No            |                  2 | On Loan: No      |
| Ahlstrom Holding 3 Oy fka Spa Holdings 3                               | AhlstromMunksjo 05/23/30                 | CUSIP: 78475BAB3<br>LEI: 743700UEY0YM039XN974 | Long             | LON              | CORP              | FI        |    303477 | PA      | $304614.96    | 0.12%             | 2030-05-23      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Transnetwork LLC                                                       | TRANSNETWOR 12/29/30                     | CUSIP: 000000000<br>LEI: 549300QF18JL5NEFRT47 | Long             | LON              | CORP              | US        |    992405 | PA      | $942784.83    | 0.38%             | 2030-12-29      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco Us Inc.                                                  | NEPTUNE BIDCO US INC                     | CUSIP: 64069JAK8<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |   1900000 | PA      | $1875851.00   | 0.75%             | 2033-01-28      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO                                                      | Mountain View CLO XVII Ltd               | CUSIP: 62431QAY7<br>LEI: 2549000TWLB57V29ZR37 | Long             | ABS-CBDO         | CORP              | KY        |   1190000 | PA      | $1194387.53   | 0.48%             | 2038-10-15      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| DirectV Financing LLC                                                  | DIRECTV FIN 08/02/29                     | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1223411 | PA      | $1226891.65   | 0.49%             | 2029-08-02      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                                | UKG INC                                  | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   1000000 | PA      | $977290.00    | 0.39%             | 2031-02-10      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Albion Financing 3 SARL                                                | AGGREKO HOLDINGS INC                     | CUSIP: 01330EAD0<br>LEI: 213800VFJ5CIN2NUQ821 | Long             | LON              | CORP              | US        |    825000 | PA      | $822809.63    | 0.33%             | 2031-05-21      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Ion Platform Finance Us, Inc.                                          | ION PLATFORM FIN 10/07/32                | CUSIP: 46206RAC9<br>LEI: 213800FKHT3BRRKMCC89 | Long             | LON              | CORP              | US        |    326822 | PA      | $292234.62    | 0.12%             | 2032-10-07      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Thryv Inc                                                              | Thry 05/01/29                            | CUSIP: 88602GAF8<br>LEI: 254900W0Q0EQ1QHCLN20 | Long             | LON              | CORP              | US        |     94500 | PA      | $94559.54     | 0.04%             | 2029-05-01      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                                    | Peer Hldg I 09/29/32                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1100000 | PA      | $1101721.50   | 0.44%             | 2032-09-29      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| EMERGENT BIOSOLUTIONS                                                  | Emergent BioSolutions Inc                | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1792843.80   | 0.72%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Superannuation and Investments US LLC                                  | SUPERANNUATION I 12/01/28                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    667755 | PA      | $670593.06    | 0.27%             | 2028-12-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Lsf11 Trinity Bidco, Inc.                                              | LSF11 TRINITY BI 06/14/30                | CUSIP: 50221BAG8<br>LEI: 2549000M6VOEWVW5JU51 | Long             | LON              | CORP              | US        |   1504525 | PA      | $1511114.56   | 0.60%             | 2030-06-14      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Team Services Group LLC                                                | TEAM SERVICES GR 12/20/27                | CUSIP: 87821EAG8<br>LEI: 2549000UQACQVCO13Y82 | Long             | LON              | CORP              | US        |    779394 | PA      | $780208.80    | 0.31%             | 2027-12-20      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| Clue Opco LLC                                                          | FORWARD AIR (CLU 09/20/30                | CUSIP: 18948EAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    808822 | PA      | $807584.71    | 0.32%             | 2030-12-19      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                               | CLOUD SOFTWARE G 03/21/31                | CUSIP: 88632NBK5<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    725770 | PA      | $705811.40    | 0.28%             | 2031-03-21      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| CPPIB OVM Member U.S. LLC                                              | CPPIB OVM MEMBER 08/20/31                | CUSIP: 12673CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    894756 | PA      | $896912.28    | 0.36%             | 2031-08-20      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Red Planet Borrower LLC                                                | RED PLANET BORRO 08/07/25                | CUSIP: 57165KAE6<br>LEI: 254900LGTHBRY5NA0C90 | Long             | LON              | CORP              | US        |   1015000 | PA      | $1012701.03   | 0.40%             | 2032-09-08      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Covia Holdings Corporation                                             | Covia Hldg 02/26/32                      | CUSIP: 22305CAF6<br>LEI: 213800IE4YGTGVTQ1806 | Long             | LON              | CORP              | US        |    636800 | PA      | $637994.00    | 0.25%             | 2032-02-26      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Ineos Styrolution US Holding LLC                                       | INEOS Styrolutio 01/29/27                | CUSIP: 45673NAE0<br>LEI: 529900Z6N7K4QRHSOT95 | Long             | LON              | CORP              | US        |   1926834 | PA      | $1892632.87   | 0.76%             | 2027-01-29      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Aspire Bakeries Holdings LLC                                           | ASPIRE BAKERIES 12/23/30                 | CUSIP: 02106XAK2<br>LEI: 549300MWN7R72KAKOD18 | Long             | LON              | CORP              | US        |    594000 | PA      | $597837.24    | 0.24%             | 2030-12-23      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Sitel Group                                                            | SITEL GROUP 07/27/28                     | CUSIP: 82981MAC6<br>LEI: 5493007DS8CM3ZGION43 | Long             | LON              | CORP              | US        |    489770 | PA      | $164685.11    | 0.07%             | 2028-08-28      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Allwyn Entertainment Financing (Us) LLC                                | ALLWYN ENTMT FIN 06/02/31                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1025309 | PA      | $991135.52    | 0.40%             | 2031-06-02      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Verde Purchaser, LLC                                                   | VERDE PURC 11/30/30                      | CUSIP: 92338TAB2<br>LEI: 5493004G8OK5L1UTIY12 | Long             | LON              | CORP              | US        |    973479 | PA      | $955347.99    | 0.38%             | 2030-11-29      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Connect US Finco LLC                                                   | PLASTIPAK TLB 04/30/24                   | CUSIP: 000000000<br>LEI: 2594001KNYIQ456J2792 | Long             | LON              | CORP              | LU        |   2080067 | PA      | $2077466.83   | 0.83%             | 2029-09-27      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Pitney Bowes Inc                                                       | Pitney Bowe 01/31/32                     | CUSIP: 72448FAW5<br>LEI: 549300N2O26NW4ST6W55 | Long             | LON              | CORP              | US        |   2987172 | PA      | $2973176.79   | 1.19%             | 2032-03-19      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                               | CLOUD SOFTWARE G 03/21/31                | CUSIP: 88632NBK5<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |      1824 | PA      | $1773.39      | 0.00%             | 2031-03-21      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Restoration Hardware, Inc.                                             | Restoration Hard 10/20/28                | CUSIP: 76133MAB7<br>LEI: 549300H9H1H3OC7C3H47 | Long             | LON              | CORP              | US        |    308029 | PA      | $304143.03    | 0.12%             | 2028-10-20      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Creation Technologies Inc                                              | CREATION TECHNOL 09/14/28                | CUSIP: 22526YAB0<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   1323377 | PA      | $1310143.27   | 0.52%             | 2028-10-05      | Floating      | 9.41%                 | No            |                  2 | On Loan: No      |
| Emg Utica Midstream Holdings LLC                                       | EMG UTICA MIDSTR 10/24/29                | CUSIP: 26869HAB3<br>LEI: 254900H5HLPM7ZD1LU54 | Long             | LON              | CORP              | US        |    878965 | PA      | $885557.20    | 0.35%             | 2030-04-01      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Crown Subsea Communications Holding Inc                                | Crown Subsea Com 01/30/31                | CUSIP: 22860EAK8<br>LEI: 5493003AYLUE132FIO27 | Long             | LON              | CORP              | US        |    891000 | PA      | $894898.13    | 0.36%             | 2031-01-30      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Cengage Learning Inc                                                   | Cengage Learnin 03/24/31                 | CUSIP: 15131YAR6<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |    436392 | PA      | $436526.80    | 0.17%             | 2031-03-24      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Cengage Learning Inc                                                   | Cengage Learnin 03/24/31                 | CUSIP: 15131YAR6<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |    256598 | PA      | $256677.92    | 0.10%             | 2031-03-24      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Leia Finco US LLC                                                      | DARKTRAC 07/02/31                        | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1305138 | PA      | $1275497.83   | 0.51%             | 2031-10-09      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| DMS Purchaser LLC                                                      | DMS PURCHASE 02/28/30                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    179024 | PA      | $179561.19    | 0.07%             | 2030-02-28      | Floating      | 11.17%                | No            |                  3 | On Loan: No      |
| Golden State Foods LLC                                                 | GOLDEN ST FOOD 10/07/31                  | CUSIP: 38121NAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    213838 | PA      | $214668.03    | 0.09%             | 2031-12-04      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Cedar Fair LP                                                          | SIX FLAGS ENTERTAINME                    | CUSIP: 15018LAN1<br>LEI: 529900AS2CYWYFHRS781 | Long             | LON              | CORP              | US        |    750000 | PA      | $743283.75    | 0.30%             | 2031-05-01      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| WEBER-STEPHEN PRODUCTS LLC                                             | WEBERSTEPHEN PRO 10/10/32                | CUSIP: 000000000<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |   1005000 | PA      | $1006150.73   | 0.40%             | 2032-10-01      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Golden State Foods LLC                                                 | GOLDEN ST FOOD 10/07/31                  | CUSIP: 38121NAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    773687 | PA      | $776688.44    | 0.31%             | 2031-12-04      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Altice Financing SA                                                    | ALTICE FINANCING 10/31/27                | CUSIP: 000000000<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | LON              | CORP              | LU        |   1087897 | PA      | $834417.08    | 0.33%             | 2027-10-31      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Voyager Parent, LLC                                                    | VOYAGER PAREN 07/01/32                   | CUSIP: 92921HAD7<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |    163626 | PA      | $163636.90    | 0.07%             | 2032-07-01      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Lippert Components Inc                                                 | Lippert CoL 03/25/32                     | CUSIP: 53631HAG3<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | LON              | CORP              | US        |    238973 | PA      | $240466.14    | 0.10%             | 2032-03-25      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                         | Gray Media Inc                           | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    300000 | PA      | $231820.68    | 0.09%             | 2030-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                                    | Peer Hldg I 07/01/31                     | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |    678150 | PA      | $678912.92    | 0.27%             | 2031-07-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Voyager Parent, LLC                                                    | VOYAGER PAREN 07/01/32                   | CUSIP: 92921HAD7<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |   1003449 | PA      | $1003513.96   | 0.40%             | 2032-07-01      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| OWENS-ILLINOIS GENERAL INC                                             | Owens Brockway G 09/30/32                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1380000 | PA      | $1385609.70   | 0.55%             | 2032-09-30      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Apex Group Treasury Limited                                            | APEX GROUP TREAS 02/19/32                | CUSIP: 000000000<br>LEI: 254900N6HRPDDNW7HP03 | Long             | LON              | CORP              | US        |   1156660 | PA      | $1071356.79   | 0.43%             | 2032-02-27      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| CFC Bidco 2022 Limited                                                 | CFC USA 2025 LLC                         | CUSIP: 12531JAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    140000 | PA      | $134050.00    | 0.05%             | 2032-07-01      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Consolidated Energy Finance SA                                         | CONSOLIDATED E 11/07/30                  | CUSIP: 000000000<br>LEI: 549300PUNIS0USNSL750 | Long             | LON              | CORP              | LU        |    619897 | PA      | $543767.81    | 0.22%             | 2030-11-15      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| Fr Br Holdings, L.L.C.                                                 | FR BR HLDG 10/09/30                      | CUSIP: 30260XAD1<br>LEI: 549300FJFG2CK1VX3Y85 | Long             | LON              | CORP              | US        |    708225 | PA      | $713536.69    | 0.29%             | 2030-10-09      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Knowbe4, Inc.                                                          | KNOWBE 07/23/32                          | CUSIP: 49925TAD7<br>LEI: 64883ZJ0RS5039H4PN24 | Long             | LON              | CORP              | US        |    685000 | PA      | $661025.00    | 0.26%             | 2032-07-23      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP                                                   | BOOTS GROUP BIDC 07/21/32                | CUSIP: 09947PAB7<br>LEI: 254900YVLYOVF1PF1N93 | Long             | LON              | CORP              | US        |    845000 | PA      | $849047.55    | 0.34%             | 2032-08-30      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Altisource Portfolio Solutions                                         | Altisource Portfolio Solutions SA        | CUSIP: 000000000<br>LEI: 894500OLCBOOO8WZUE76 | Long             | EC               | CORP              | LU        |       403 | NS      | $2164.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Neptune Bidco Us Inc.                                                  | NI 04/11/29                              | CUSIP: 64069JAC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |   2797551 | PA      | $2801635.30   | 1.12%             | 2029-04-11      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| Blackstone Mortgage Trust Inc                                          | Blackstone Mtg T 12/10/30                | CUSIP: 09259GAL7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | LON              | CORP              | US        |    509733 | PA      | $510158.61    | 0.20%             | 2030-12-10      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                            | ASURION LLC 01/20/29                     | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    790935 | PA      | $791923.24    | 0.32%             | 2029-01-20      | Floating      | 9.04%                 | No            |                  2 | On Loan: No      |
| Rockpoint Gas Storage Partners LP                                      | ROCKPOINT GAS ST 09/18/31                | CUSIP: 000000000<br>LEI: 549300ZXM0KTRM0NMI59 | Long             | LON              | CORP              | CA        |   1054350 | PA      | $1058056.04   | 0.42%             | 2031-09-18      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Rockpoint Gas Storage Partners LP                                      | ROCKPOINT GAS ST 09/18/31                | CUSIP: 000000000<br>LEI: 549300ZXM0KTRM0NMI59 | Long             | LON              | CORP              | CA        |    702900 | PA      | $705370.69    | 0.28%             | 2031-09-18      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| GBT US III LLC                                                         | GBT US II 07/25/31                       | CUSIP: 36154HAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    493055 | PA      | $491666.96    | 0.20%             | 2031-07-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-30

**Name of Applicant:** Virtus ETF Trust II

**Signature:** Brinton W. Frith

**Name of Signer:** Brinton W. Frith

**Title:** Treasurer and Principal Financial Officer