# EDGAR Filing Document

**Accession Number:** 0001420040
**File Stem:** 0000910472-26-009771
**Filing Date:** 2026-6
**Character Count:** 107717
**Document Hash:** 4db29016262bc6ea4eba920a6f9f72b8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000910472-26-009771.hdr.sgml**: 20260625

**ACCESSION NUMBER**: 0000910472-26-009771

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260625

**DATE AS OF CHANGE**: 20260625

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Dunham Funds
- **CENTRAL INDEX KEY:** 0001420040

**ORGANIZATION NAME:**
- **EIN:** 000000000

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22153
- **FILM NUMBER:** 261123218

**BUSINESS ADDRESS:**
- **STREET 1:** 6256 GREENWICH DRIVE
- **STREET 2:** SUITE 550
- **CITY:** SAN DIEGO
- **STATE:** CA
- **ZIP:** 92122
- **BUSINESS PHONE:** 858-964-0500

**MAIL ADDRESS:**
- **STREET 1:** 6256 GREENWICH DRIVE
- **STREET 2:** SUITE 550
- **CITY:** SAN DIEGO
- **STATE:** CA
- **ZIP:** 92122

## Series and Classes Contracts Data

### Dunham Floating Rate Bond Fund (Series ID: S000042248)

| Class ID   | Class Name                             | Ticker Symbol   |
|:---|:---|:---|
| C000131123 | Dunham Floating Rate Bond Fund Class A | DAFRX           |
| C000131124 | Dunham Floating Rate Bond Fund Class C | DCFRX           |
| C000131125 | Dunham Floating Rate Bond Fund Class N | DNFRX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Dunham Funds

- **b. Investment Company Act file number:** 811-22153

- **c. CIK number of Registrant:** 0001420040

- **d. LEI of Registrant:** 549300FI2C3SP4YCHL80

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

  - **Street Address 1:** 6256 Greenwich Dr

  - **City:** SAN DIEGO

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92122

  - **Telephone number:** 858-964-0500

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

- **a. Name of Series:** Dunham Floating Rate Bond Fund

- **b. EDGAR series identifier (if any):** S000042248

- **c. LEI of Series:** 549300UGWNBB21ENNS29

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $243090221.04

**Total Liabilities:** $20018487.89

**Net Assets:** $223071733.15

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 76.21329300 | **5-Year:** 72.84644100 | **10-Year:** 768.66106200 | **30-Year:** 122.81972800

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

- **3-Month:** 10.00765500 | **1-Year:** 8854.83334800 | **5-Year:** 61174.29238200 | **10-Year:** 15285.54887100 | **30-Year:** 648.74484500

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000131124 | -0.65%               | -0.03%               | 1.68%                |
| Class ID C000131125 | -0.71%               | 0.03%                | 1.86%                |
| Class ID C000131123 | -0.73%               | 0.01%                | 1.85%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $247568.39               | $-2924192.29                               |
| Month 2  | $-437054.24              | $-819882.83                                |
| Month 3  | $-246664.31              | $2783929.51                                |

### Schedule of Portfolio Investments

| Name                                                       | Title                                | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Cotiviti Inc                                               | VCVHHO TL 1L USD                     | CUSIP: 22164MAF4<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    423686 | PA      | $390244.83    | 0.17%             | 2032-02-17      | Variable      | 7.07%                 | No            | 2                  | On Loan: No      |
| Nexstar Broadcasting                                       | NXST TL B 1L USD                     | CUSIP: 65336RBF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1361282 | PA      | $1362030.90   | 0.61%             | 2033-03-23      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| Creative Artists                                           | CREART TL B 1L USD                   | CUSIP: 22526WAU2<br>LEI: 5493008FV5TCFL3KHH96 | Long             | LON              | CORP              | US        |    624399 | PA      | $626956.26    | 0.28%             | 2031-10-01      | Variable      | 6.18%                 | No            | 2                  | On Loan: No      |
| Third Coast Midstream                                      | LIGHTH TL B 1L USD                   | CUSIP: 88412KAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    179750 | PA      | $180873.70    | 0.08%             | 2030-09-25      | Variable      | 6.90%                 | No            | 2                  | On Loan: No      |
| LIGHT AND WONDER INTERNATIONAL INC                         | LNW 6 1/4 10/01/33                   | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    520000 | PA      | $515968.70    | 0.23%             | 2033-10-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Osaic                                                      | ADVGRO TL 1L USD                     | CUSIP: 68773JAJ9<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |   1057545 | PA      | $1058840.46   | 0.47%             | 2032-08-02      | Variable      | 6.18%                 | No            | 2                  | On Loan: No      |
| COBRA ACQUISITIONCO LLC                                    | EXETFI 6 3/8 11/01/29                | CUSIP: 19106CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $174723.16    | 0.08%             | 2029-11-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| IXS (Innovative XCessories & Services)                     | INNXCE TL 1L USD                     | CUSIP: 45074HAC2<br>LEI: 254900I3GPHU9VH9Z454 | Long             | LON              | CORP              | US        |    524876 | PA      | $527665.67    | 0.24%             | 2029-09-05      | Variable      | 9.73%                 | No            | 2                  | On Loan: No      |
| Prometric                                                  | PROMET TL B 1L USD                   | CUSIP: 80358TAG1<br>LEI: 54930034OH1XQT27TX40 | Long             | LON              | CORP              | US        |   1060788 | PA      | $1062278.26   | 0.48%             | 2032-06-18      | Variable      | 7.42%                 | No            | 2                  | On Loan: No      |
| UKG                                                        | ULTI TL B 1L USD                     | CUSIP: N/A<br>LEI: 529900FKHWSTQ1GXK240       | Long             | LON              | CORP              | US        |    757066 | PA      | $731802.67    | 0.33%             | 2031-01-31      | Variable      | 7.31%                 | No            | 2                  | On Loan: No      |
| Sotera Health (fka Sterigenics Nordin)                     | STENOR TL B 1L USD                   | CUSIP: 83600VAH4<br>LEI: 549300OVT7MBXFLOFU20 | Long             | LON              | CORP              | US        |    690694 | PA      | $694292.28    | 0.31%             | 2031-05-30      | Variable      | 6.64%                 | No            | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                                      | THC 6 11/15/33                       | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146585.87    | 0.07%             | 2033-11-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: —       |
| Varsity Brands                                             | VARBRA TL B 1L USD                   | CUSIP: 92227QAG1<br>LEI: 254900PLBJA0I5NSTT38 | Long             | LON              | CORP              | US        |   1995751 | PA      | $1995002.69   | 0.89%             | 2031-08-26      | Variable      | 6.67%                 | No            | 2                  | On Loan: No      |
| MoneyGram International                                    | MGI TL B 1L USD                      | CUSIP: 60935QAT3<br>LEI: 5299002DLX0Q04KC4156 | Long             | LON              | CORP              | US        |    844761 | PA      | $589752.74    | 0.26%             | 2030-06-03      | Variable      | 9.07%                 | No            | 2                  | On Loan: No      |
| ZF NORTH AMERICA CAPITAL INC                               | ZFFNGR 6 7/8 04/23/32                | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    535000 | PA      | $523771.85    | 0.23%             | 2032-04-23      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Highline Warren (Highline Aftermarket)                     | DYKAUT TL B 1L USD                   | CUSIP: 43110HAF6<br>LEI: 254900Q5W6G5KG3GHJ04 | Long             | LON              | CORP              | US        |    779264 | PA      | $785108.67    | 0.35%             | 2030-02-12      | Variable      | 7.83%                 | No            | 2                  | On Loan: No      |
| HILCORP ENERGY I LP / HILCORP FINANCE CO                   | HILCRP 7 1/4 02/15/35                | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $270015.66    | 0.12%             | 2035-02-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| DiversiTech                                                | DIVTEC TL B 2L USD                   | CUSIP: N/A<br>LEI: 254900DLB65AKI8CQ466       | Long             | LON              | CORP              | US        |    179825 | PA      | $181622.81    | 0.08%             | 2032-12-22      | Variable      | 10.54%                | No            | 2                  | On Loan: No      |
| DiversiTech                                                | DIVTEC TL B 1L USD                   | CUSIP: N/A<br>LEI: 254900DLB65AKI8CQ466       | Long             | LON              | CORP              | US        |    648156 | PA      | $651844.09    | 0.29%             | 2028-12-22      | Variable      | 8.06%                 | No            | 2                  | On Loan: No      |
| HighTower                                                  | HIGTOW TL B 1L USD                   | CUSIP: 43117LAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1478411 | PA      | $1479342.82   | 0.66%             | 2032-02-03      | Variable      | 7.06%                 | No            | 2                  | On Loan: No      |
| VENTURE GLOBAL LNG INC                                     | VENLNG 8 3/8 06/01/31                | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    443000 | PA      | $462050.77    | 0.21%             | 2031-06-01      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: —       |
| N/A                                                        | MOUNT VERNON LIQUID ASSETS PORTFOLIO | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |         0 | NS      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| BMC Software                                               | BMC TL B 1L USD                      | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    928522 | PA      | $862169.70    | 0.39%             | 2031-07-30      | Variable      | 6.67%                 | No            | 2                  | On Loan: No      |
| DigiCert                                                   | DIGICT TL 2L USD                     | CUSIP: 24022KAJ8<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |    600000 | PA      | $471000.00    | 0.21%             | 2029-02-16      | Variable      | 11.33%                | No            | 2                  | On Loan: No      |
| Cloud Software Group (Citrix/TIBCO)                        | TIBX TL B 1L USD                     | CUSIP: 88632NBL3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    524845 | PA      | $487040.87    | 0.22%             | 2032-08-09      | Variable      | 6.92%                 | No            | 2                  | On Loan: No      |
| Travel + Leisure Co (fka Wyndham Destinations)             | TNL TL B 1L USD                      | CUSIP: 98309GAH9<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | LON              | CORP              | US        |   1112163 | PA      | $1113453.39   | 0.50%             | 2029-12-14      | Variable      | 5.67%                 | No            | 2                  | On Loan: No      |
| Asurion                                                    | ASUCOR TL B12 1L USD                 | CUSIP: 04649VBD1<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   1034338 | PA      | $1036836.27   | 0.46%             | 2030-09-19      | Variable      | 8.58%                 | No            | 2                  | On Loan: No      |
| CLEVELAND-CLIFFS INC                                       | CLF 7 3/8 05/01/33                   | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    485000 | PA      | $490503.30    | 0.22%             | 2033-05-01      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| Ryan LLC                                                   | RYNLLC TL 1L USD                     | CUSIP: 78350LBD6<br>LEI: 549300TG86D8HZC6TE67 | Long             | LON              | CORP              | US        |     36383 | PA      | $35911.27     | 0.02%             | 2030-11-14      | Variable      | 7.83%                 | No            | 2                  | On Loan: No      |
| CREDIT ACCEPTANCE CORP                                     | CACC 6 5/8 03/15/30                  | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    515000 | PA      | $514245.53    | 0.23%             | 2030-03-15      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| Cable & Wireless                                           | CWCLN TL B7 1L USD                   | CUSIP: G7739PAN0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1500000 | PA      | $1499685.00   | 0.67%             | 2032-01-30      | Variable      | 7.51%                 | No            | 2                  | On Loan: No      |
| Greystar Real Estate Partners                              | GRSTAR TL B2 1L USD                  | CUSIP: 39806LAJ6<br>LEI: 254900HGC806SXAS4M46 | Long             | LON              | CORP              | US        |   1125400 | PA      | $1129620.57   | 0.51%             | 2030-08-21      | Variable      | 6.83%                 | No            | 2                  | On Loan: No      |
| MURPHY OIL CORP                                            | MUR 6 1/2 02/15/34                   | CUSIP: 626717AQ5<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |    535000 | PA      | $539447.46    | 0.24%             | 2034-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Truist Insurance Holdings                                  | TIHLLC TL B 1L USD                   | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1079932 | PA      | $1074531.85   | 0.48%             | 2031-05-06      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| MacLean Power Systems                                      | RESPAR TL B 1L USD                   | CUSIP: 75908HAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    677387 | PA      | $679757.95    | 0.30%             | 2033-01-24      | Variable      | 6.18%                 | No            | 2                  | On Loan: No      |
| Versant Media Group                                        | VSNT TL B 1L USD                     | CUSIP: 92528PAB0<br>LEI: 254900D2Q5F5F229PU30 | Long             | LON              | CORP              | US        |   1034421 | PA      | $1037782.92   | 0.47%             | 2030-10-23      | Variable      | 7.54%                 | No            | 2                  | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                | VTLE 7 7/8 04/15/32                  | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    325000 | PA      | $337093.25    | 0.15%             | 2032-04-15      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| SupplyOne                                                  | SUPONE TL B 1L USD                   | CUSIP: 86859CAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    747055 | PA      | $750633.05    | 0.34%             | 2031-03-27      | Variable      | 7.83%                 | No            | 2                  | On Loan: No      |
| Berlin Packaging                                           | BERPAC TL B7 1L USD                  | CUSIP: 08511LBD9<br>LEI: 549300L1HNHO6QOXHH42 | Long             | LON              | CORP              | US        |   1337374 | PA      | $1319653.85   | 0.59%             | 2031-06-09      | Variable      | 7.61%                 | No            | 2                  | On Loan: No      |
| Action Nederland B.V.                                      | ACTINA TL B5B 1L USD                 | CUSIP: N6872NAN6<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | US        |    379611 | PA      | $381129.91    | 0.17%             | 2031-07-01      | Variable      | 6.80%                 | No            | 2                  | On Loan: No      |
| Endeavor                                                   | EDR TL B 1L USD                      | CUSIP: 26875YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1118555 | PA      | $1124567.38   | 0.50%             | 2032-01-28      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| Oryx Southern Delaware Holdings                            | ORYSOU TL B 1L USD                   | CUSIP: 68764JAJ0<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |    989976 | PA      | $994445.74    | 0.45%             | 2028-10-05      | Variable      | 6.57%                 | No            | 2                  | On Loan: No      |
| Ahead DB Holdings                                          | AHEDBB TL B5 1L USD                  | CUSIP: 00866HAH8<br>LEI: 254900L07WFL833JX193 | Long             | LON              | CORP              | US        |    162949 | PA      | $161828.45    | 0.07%             | 2031-02-03      | Variable      | 6.65%                 | No            | 2                  | On Loan: No      |
| NielsenIQ/Global Connect                                   | INDYUS TL B 1L USD                   | CUSIP: 45674PAS3<br>LEI: 254900QPZS54FU2J9C09 | Long             | LON              | CORP              | US        |    680885 | PA      | $681310.48    | 0.31%             | 2030-10-07      | Variable      | 6.85%                 | No            | 2                  | On Loan: No      |
| GFL Environmental Services business                        | GFLCN TL B 1L USD                    | CUSIP: 36257SAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    951553 | PA      | $954826.20    | 0.43%             | 2032-02-04      | Variable      | 6.82%                 | No            | 2                  | On Loan: No      |
| Kaman Corporation                                          | KAMN TL B-DD 1L USD                  | CUSIP: 48354VAN2<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |     63571 | PA      | $63917.59     | 0.03%             | 2032-01-30      | Variable      | 7.05%                 | No            | 2                  | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS LP                  | NEP 7 1/4 01/15/29                   | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    525000 | PA      | $546250.43    | 0.24%             | 2029-01-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: —       |
| Nielsen                                                    | NLSN TL B 1L USD                     | CUSIP: 64069JAK8<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |   2233445 | PA      | $2191713.39   | 0.98%             | 2033-01-28      | Variable      | 8.76%                 | No            | 2                  | On Loan: No      |
| BLUEMOUNTAIN CLO XXXIII LTD                                | BLUEM 2021-33A ER                    | CUSIP: 09631AAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3248934.50   | 1.46%             | 2038-10-20      | Floating      | 10.61%                | Yes           | 2                  | On Loan: No      |
| Hilton Grand Vacations                                     | HGV TL B 1L USD                      | CUSIP: 43283LAK7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1102217 | PA      | $1103969.14   | 0.49%             | 2031-01-17      | Variable      | 5.67%                 | No            | 2                  | On Loan: No      |
| SIRIUS XM RADIO LLC                                        | SIRI 4 1/8 07/01/30                  | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    575000 | PA      | $535271.04    | 0.24%             | 2030-07-01      | Fixed         | 4.12%                 | Yes           | 2                  | On Loan: No      |
| Univar                                                     | UNVR TL B 1L USD                     | CUSIP: 97360BAH8<br>LEI: 254900IXUJZ9H146T437 | Long             | LON              | CORP              | US        |   1327214 | PA      | $1325222.90   | 0.59%             | 2030-08-01      | Variable      | 6.47%                 | No            | 2                  | On Loan: No      |
| Graham Packaging                                           | GRMPAC TL B 1L USD                   | CUSIP: 38469EAH6<br>LEI: 549300YS0ZFT826HIK72 | Long             | LON              | CORP              | US        |    445812 | PA      | $445533.01    | 0.20%             | 2033-01-14      | Variable      | 5.90%                 | No            | 2                  | On Loan: No      |
| Solmax                                                     | GROUSL TL 1L USD                     | CUSIP: C4127PAB7<br>LEI: 549300UUEKZ3HF9FNI46 | Long             | LON              | CORP              | US        |    950601 | PA      | $767234.44    | 0.34%             | 2028-07-23      | Variable      | 9.19%                 | No            | 2                  | On Loan: No      |
| TK Elevator (fka Thyssenkrupp Elevator)                    | THYELE TL B 1L USD                   | CUSIP: D9000BAJ1<br>LEI: 254900K869UN2ZWVB351 | Long             | LON              | CORP              | US        |   1332574 | PA      | $1345439.84   | 0.60%             | 2030-04-30      | Variable      | 7.24%                 | No            | 2                  | On Loan: No      |
| Veritiv Corp                                               | VRTV TL B 1L USD                     | CUSIP: 92338TAB2<br>LEI: 2549004HFEKMUGBG3Z35 | Long             | LON              | CORP              | US        |    693241 | PA      | $672765.65    | 0.30%             | 2030-11-29      | Variable      | 7.66%                 | No            | 2                  | On Loan: No      |
| Apex Group                                                 | APEGRP TL B 1L USD                   | CUSIP: G0472CAK1<br>LEI: 254900N6HRPDDNW7HP03 | Long             | LON              | CORP              | US        |   1168633 | PA      | $1101436.59   | 0.49%             | 2032-02-20      | Variable      | 7.17%                 | No            | 2                  | On Loan: No      |
| TK Elevator (fka Thyssenkrupp Elevator)                    | THYELE TL B 1L USD                   | CUSIP: N/A<br>LEI: 254900K869UN2ZWVB351       | Long             | LON              | CORP              | US        |    583160 | PA      | $588384.75    | 0.26%             | 2030-04-30      | Variable      | 6.43%                 | No            | 2                  | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                     | EQMSRM 8 03/15/33                    | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    500000 | PA      | $524377.00    | 0.24%             | 2033-03-15      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: —       |
| UKG                                                        | ULTI TL B 1L USD                     | CUSIP: N/A<br>LEI: 529900FKHWSTQ1GXK240       | Long             | LON              | CORP              | US        |   1215000 | PA      | $1174455.45   | 0.53%             | 2031-02-10      | Variable      | 6.15%                 | No            | 2                  | On Loan: No      |
| IHEARTMEDIA INC                                            | IHEARTMEDIA-CW39                     | CUSIP: 45174J145<br>LEI: N/A                  | Long             | DO               | CORP              | US        |     14905 | NS      | $38753.00     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Acrisure                                                   | ACRISU TL B 1L USD                   | CUSIP: 00488PAX3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1135203 | PA      | $1118742.19   | 0.50%             | 2032-06-07      | Variable      | 6.92%                 | No            | 2                  | On Loan: No      |
| ILIAD HOLDING SAS                                          | ILDFP 7 04/15/32                     | CUSIP: 449691AG9<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $203278.60    | 0.09%             | 2032-04-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Spring Education Group                                     | SSHGRO TL 1L USD                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    474926 | PA      | $472187.79    | 0.21%             | 2030-09-29      | Variable      | 8.30%                 | No            | 2                  | On Loan: No      |
| VFH PARENT LLC                                             | VIRT 7 1/2 06/15/31                  | CUSIP: 91824YAA6<br>LEI: 549300FRO9M476YHHY64 | Long             | DBT              | CORP              | US        |    500000 | PA      | $525373.50    | 0.24%             | 2031-06-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| WestJet Airlines                                           | WJACN TL B 1L USD                    | CUSIP: C9763HAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    422500 | PA      | $413456.39    | 0.19%             | 2031-02-14      | Variable      | 7.07%                 | No            | 2                  | On Loan: No      |
| Sealed Air                                                 | SEE TL B 1L USD                      | CUSIP: 87110SAB8<br>LEI: 254900S0VY2QTAITBR94 | Long             | LON              | CORP              | US        |   1776284 | PA      | $1727436.39   | 0.77%             | 2033-04-04      | Variable      | 7.67%                 | No            | 2                  | On Loan: No      |
| Herschend Family Entertainment                             | HERFAM TL 1L USD                     | CUSIP: 42778EAH4<br>LEI: 54930087KQ7RPDXK0716 | Long             | LON              | CORP              | US        |    606042 | PA      | $609402.68    | 0.27%             | 2032-05-27      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| Mavis Tire Express                                         | EOCGRO TL B 1L USD                   | CUSIP: 57777YAG1<br>LEI: 254900NVDM4GTLBL9E56 | Long             | LON              | CORP              | US        |   1581682 | PA      | $1586102.48   | 0.71%             | 2028-05-04      | Variable      | 6.67%                 | No            | 2                  | On Loan: No      |
| Jump Financial                                             | JMPFIN TL B 1L USD                   | CUSIP: 48138UAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    559438 | PA      | $562235.03    | 0.25%             | 2032-02-26      | Variable      | 7.81%                 | No            | 2                  | On Loan: No      |
| Grifols Worldwide                                          | GRFSM TL B 1L USD                    | CUSIP: G4124RAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    330526 | PA      | $331676.21    | 0.15%             | 2033-04-01      | Variable      | 6.18%                 | No            | 2                  | On Loan: No      |
| Blue Compass RV (fka RV Retailer)                          | RVRETL TL B 1L USD                   | CUSIP: 75001CAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1071659 | PA      | $1036165.21   | 0.46%             | 2033-02-09      | Variable      | 8.17%                 | No            | 2                  | On Loan: No      |
| CFC Group                                                  | CFCGRP TL B 1L USD                   | CUSIP: 12531JAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1380929 | PA      | $1337774.91   | 0.60%             | 2032-05-31      | Variable      | 7.16%                 | No            | 2                  | On Loan: No      |
| Qlik Technologies                                          | QLIK TL 2L USD                       | CUSIP: 74339DAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    199304 | PA      | $121202.44    | 0.05%             | 2032-11-22      | Variable      | 9.31%                 | No            | 2                  | On Loan: No      |
| Les Schwab Tire Centers                                    | LESSCH TL B1 1L USD                  | CUSIP: 50220KAD6<br>LEI: 549300GJM1TKHPYFPF83 | Long             | LON              | CORP              | US        |    837906 | PA      | $839305.20    | 0.38%             | 2031-04-23      | Variable      | 6.83%                 | No            | 2                  | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                | CRGYFN 8 3/8 01/15/34                | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    360000 | PA      | $380601.00    | 0.17%             | 2034-01-15      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| Garda World Security                                       | GWCN TL B 1L USD                     | CUSIP: C4000KAH7<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | US        |   1904116 | PA      | $1905306.25   | 0.85%             | 2029-02-01      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| ViaSat                                                     | VSAT TL B 1L USD                     | CUSIP: 92555WAD7<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |   1174311 | PA      | $1181180.30   | 0.53%             | 2029-02-24      | Variable      | 8.94%                 | No            | 2                  | On Loan: No      |
| RelaDyne                                                   | RELDYN TL B1 1L USD                  | CUSIP: N/A<br>LEI: 5493000EBDLH9PYWBS30       | Long             | LON              | CORP              | US        |   1550826 | PA      | $1549212.86   | 0.69%             | 2030-12-23      | Variable      | 7.66%                 | No            | 2                  | On Loan: No      |
| Froneri                                                    | ICECR TL B6 1L USD                   | CUSIP: G3679YAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    703578 | PA      | $699803.52    | 0.31%             | 2032-07-16      | Variable      | 6.82%                 | No            | 2                  | On Loan: No      |
| HLF FINANCING SARL LLC / HERBALIFE INTERNATIONAL INC       | HLF 7 3/4 05/01/33                   | CUSIP: 40390DAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    403000 | PA      | $411399.01    | 0.18%             | 2033-05-01      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| SABLE INTERNATIONAL FINANCE LTD                            | CWCLN 7 1/8 10/15/32                 | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |    350000 | PA      | $349870.01    | 0.16%             | 2032-10-15      | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| Asurion                                                    | ASUCOR TL B14 1L USD                 | CUSIP: 04649VBF6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    780492 | PA      | $769193.90    | 0.34%             | 2033-02-14      | Variable      | 7.41%                 | No            | 2                  | On Loan: No      |
| Spring Education Group                                     | SSHGRO TL B 1L USD                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    603457 | PA      | $599977.70    | 0.27%             | 2030-10-07      | Variable      | 6.92%                 | No            | 2                  | On Loan: No      |
| American Airlines                                          | AAL TL B 1L USD                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1279330 | PA      | $1275997.72   | 0.57%             | 2032-05-28      | Variable      | 6.92%                 | No            | 2                  | On Loan: No      |
| Air Transport                                              | ATSG TL B 1L USD                     | CUSIP: 86184XAD6<br>LEI: 254900TJV3VAFZD0GU41 | Long             | LON              | CORP              | US        |   1190687 | PA      | $1196086.45   | 0.54%             | 2032-04-09      | Variable      | 6.30%                 | No            | 2                  | On Loan: No      |
| Quikrete                                                   | QUIKHO TL B 1L USD                   | CUSIP: 74839XAK5<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    464162 | PA      | $465176.65    | 0.21%             | 2029-03-26      | Variable      | 6.58%                 | No            | 2                  | On Loan: No      |
| FLASH COMPUTE LLC                                          | FLASHC 7 1/4 12/31/30                | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $536147.33    | 0.24%             | 2030-12-31      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Alliant Holdings                                           | ALIANT TL B 1L USD                   | CUSIP: 01881UAN5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |    880055 | PA      | $879641.56    | 0.39%             | 2031-09-19      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| One Toronto Gaming                                         | ONGAME TL B 1L USD                   | CUSIP: C6907UAB7<br>LEI: 894500EC9KLZLOC3V025 | Long             | LON              | CORP              | US        |   1869762 | PA      | $1778498.65   | 0.80%             | 2030-07-20      | Variable      | 8.55%                 | No            | 2                  | On Loan: No      |
| Arxis                                                      | KAMN TL B 1L USD                     | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |    439586 | PA      | $441983.45    | 0.20%             | 2032-01-30      | Variable      | 7.08%                 | No            | 2                  | On Loan: No      |
| N/A                                                        | PGN TL B 1LD                         | CUSIP: G6903KAB9<br>LEI: N/A                  | Long             | LON              | CORP              | N/A       |        64 | PA      | $0.00         | 0.00%             | 2022-07-15      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| EG Group                                                   | OPTFIN TL B 1L USD                   | CUSIP: 28228QAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1424893 | PA      | $1428098.81   | 0.64%             | 2031-01-30      | Variable      | 6.92%                 | No            | 2                  | On Loan: No      |
| Kidde Global Services                                      | LSFCRO TL B 1L USD                   | CUSIP: 50221UAE1<br>LEI: 254900FI2OCFTJ9PAJ18 | Long             | LON              | CORP              | US        |    947785 | PA      | $954301.00    | 0.43%             | 2031-12-02      | Variable      | 6.68%                 | No            | 2                  | On Loan: No      |
| PetSmart                                                   | PETM TL B 1L USD                     | CUSIP: 71677HAN5<br>LEI: 894500NGJMHSFNESGA67 | Long             | LON              | CORP              | US        |   1066258 | PA      | $1071925.59   | 0.48%             | 2032-08-09      | Variable      | 7.68%                 | No            | 2                  | On Loan: No      |
| Starfruit Finco B V / Starfruit Us Holdco Llc              | SPCHEM TL B 1L USD                   | CUSIP: N8232NAM9<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | NL        |   1672638 | PA      | $1665320.68   | 0.75%             | 2028-04-03      | Variable      | 7.04%                 | No            | 2                  | On Loan: No      |
| Light & Wonder (Scientific Games)                          | LNW TL B 1L USD                      | CUSIP: 80875AAY7<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |    570750 | PA      | $571819.66    | 0.26%             | 2029-04-16      | Variable      | 5.65%                 | No            | 2                  | On Loan: No      |
| Hertz Corp.                                                | HTZ TL C-EXIT 1L USD                 | CUSIP: 42804VBC4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |    205647 | PA      | $162460.77    | 0.07%             | 2028-06-14      | Variable      | 8.04%                 | No            | 2                  | On Loan: No      |
| Azuria Water Solutions (fka Aegion Corporation)            | AEGN TL B 1L USD                     | CUSIP: 05503BAB2<br>LEI: 549300AG3DVJURRIT691 | Long             | LON              | CORP              | US        |   1900167 | PA      | $1902542.21   | 0.85%             | 2033-01-27      | Variable      | 6.43%                 | No            | 2                  | On Loan: No      |
| Gulfeagle Supply                                           | GULSUP TL B 1L USD                   | CUSIP: 40273UAE9<br>LEI: 5493009BEGVKVXE2HW08 | Long             | LON              | CORP              | US        |   1519666 | PA      | $1372128.82   | 0.62%             | 2031-05-29      | Variable      | 7.30%                 | No            | 2                  | On Loan: No      |
| ION PLATFORM FINANCE US INC                                | IONPLA 5 3/4 05/15/28                | CUSIP: 46206AAA0<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |    475000 | PA      | $444585.51    | 0.20%             | 2028-05-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| First Brands Group LLC                                     | TRICGR PIK-TERM 1L USD               | CUSIP: 31935HAN7<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |   2251268 | PA      | $8858.74      | 0.00%             | 2026-06-29      | Variable      | 9.57%                 | No            | 2                  | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS LP                  | XIFR 7 3/4 04/15/34                  | CUSIP: 98379YAA0<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    221000 | PA      | $231741.80    | 0.10%             | 2034-04-15      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: —       |
| Whataburger                                                | WHABRA TL B 1L USD                   | CUSIP: 96244UAJ6<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |   1135254 | PA      | $1138528.97   | 0.51%             | 2028-08-03      | Variable      | 6.83%                 | No            | 2                  | On Loan: No      |
| Refresco                                                   | REFRLN TL B 1L USD                   | CUSIP: N6872PAL5<br>LEI: 254900U303DPAFR7MA71 | Long             | LON              | CORP              | US        |   1601966 | PA      | $1611481.22   | 0.72%             | 2029-07-12      | Variable      | 6.76%                 | No            | 2                  | On Loan: No      |
| TreeHouse Foods                                            | THS TL B 1L USD                      | CUSIP: 89468XAX3<br>LEI: 5493007M7EVHE470Q576 | Long             | LON              | CORP              | US        |   1543608 | PA      | $1558326.23   | 0.70%             | 2033-02-03      | Variable      | 7.92%                 | No            | 2                  | On Loan: No      |
| ILIAD HOLDING SAS                                          | ILDFP 8 1/2 04/15/31                 | CUSIP: 449691AF1<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $318296.10    | 0.14%             | 2031-04-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| Syneos Health fka INC Research/inVentiv Health             | SYNH TL B 1L USD                     | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |   1200661 | PA      | $1202539.55   | 0.54%             | 2030-09-19      | Variable      | 7.67%                 | No            | 2                  | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FINANCE CORP | DKL 7 3/8 06/30/33                   | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    146000 | PA      | $150704.21    | 0.07%             | 2033-06-30      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| Solenis                                                    | SOLEIN TL B6 1L USD                  | CUSIP: 68163YAJ4<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |    703993 | PA      | $696956.14    | 0.31%             | 2031-06-23      | Variable      | 7.30%                 | No            | 2                  | On Loan: No      |
| Allied Universal                                           | UNSEAM TL B 1L USD                   | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |   1044530 | PA      | $1048718.10   | 0.47%             | 2032-08-06      | Variable      | 6.92%                 | No            | 2                  | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER ESCROW LLC                 | HGVLLC 4 7/8 07/01/31                | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    582000 | PA      | $539201.93    | 0.24%             | 2031-07-01      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: —       |
| Quikrete                                                   | QUIKHO TL B 1L USD                   | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    340303 | PA      | $340973.20    | 0.15%             | 2032-01-31      | Variable      | 6.58%                 | No            | 2                  | On Loan: No      |
| CLYDESDALE ACQUISITION                                     | NOVHOL TL B 1L USD                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    630000 | PA      | $602793.45    | 0.27%             | 2029-04-13      | Variable      | 6.84%                 | No            | 2                  | On Loan: No      |
| N/A                                                        | TRAINC TL B 1L USD                   | CUSIP: 89668VAC1<br>LEI: N/A                  | Long             | LON              | CORP              | N/A       |   2210797 | PA      | $2159219.57   | 0.97%             | 2032-10-08      | Variable      | 7.67%                 | No            | 2                  | On Loan: No      |
| United Talent Agency                                       | UNITAL TL B 1L USD                   | CUSIP: 91301QAP2<br>LEI: 549300KV6GJJDTHIOU76 | Long             | LON              | CORP              | US        |    492340 | PA      | $496032.89    | 0.22%             | 2032-06-10      | Variable      | 6.77%                 | No            | 2                  | On Loan: No      |
| Candescent (NCR Voyix Digital Banking)                     | DRABUY TL B 1L USD                   | CUSIP: 26143FAD1<br>LEI: 2549006V6EIUFGF2Y127 | Long             | LON              | CORP              | US        |    380000 | PA      | $364420.00    | 0.16%             | 2031-09-30      | Variable      | 6.41%                 | No            | 2                  | On Loan: No      |
| Zayo Group Holdings Inc                                    | ZAYO TL 1L USD                       | CUSIP: 98919XAH4<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |    979338 | PA      | $978378.03    | 0.44%             | 2030-03-11      | Variable      | 7.77%                 | No            | 2                  | On Loan: No      |
| Ineos Group                                                | INEGRP TL B 1L USD                   | CUSIP: G4768PAS0<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |    610000 | PA      | $566790.65    | 0.25%             | 2031-02-07      | Variable      | 6.66%                 | No            | 2                  | On Loan: No      |
| Clarios (Power Solutions)                                  | POWSOL TL B 1L USD                   | CUSIP: C8000CAP8<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |   1550194 | PA      | $1559565.42   | 0.70%             | 2032-01-14      | Variable      | 7.08%                 | No            | 2                  | On Loan: No      |
| Primo Brands (BlueTriton Brands/Nestle Waters NA)          | PRMB TL B 1L USD                     | CUSIP: 89678QAF3<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |    777388 | PA      | $783187.57    | 0.35%             | 2031-03-19      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| IntraFi Network (fka Promontory Interfinancial Network)    | NEXBUY TL B 1L USD                   | CUSIP: 65343UAH5<br>LEI: 254900PILSANV8WOOF24 | Long             | LON              | CORP              | US        |   1861936 | PA      | $1829165.55   | 0.82%             | 2031-07-31      | Variable      | 7.17%                 | No            | 2                  | On Loan: No      |
| Green Infrastructure Partners                              | GEISTP TL B 1L USD                   | CUSIP: 39306DAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    649701 | PA      | $652137.20    | 0.29%             | 2032-09-18      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| SUNOCO LP                                                  | SUN 5 7/8 03/15/34                   | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    525000 | PA      | $523304.57    | 0.23%             | 2034-03-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| BroadStreet Partners                                       | BROPAR TL B4 1L USD                  | CUSIP: 11132VAX7<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |    502656 | PA      | $500075.35    | 0.22%             | 2031-06-16      | Variable      | 6.43%                 | No            | 2                  | On Loan: No      |
| BLACK PEARL COMPUTE LLC                                    | BLKPRL 6 1/8 02/15/31                | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    535000 | PA      | $543438.10    | 0.24%             | 2031-02-15      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| Third Coast Midstream                                      | LIGHTH TL B 1L USD                   | CUSIP: 88412KAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1154627 | PA      | $1161843.34   | 0.52%             | 2030-09-25      | Variable      | 8.10%                 | No            | 2                  | On Loan: No      |
| World Choice Investments                                   | SHOACQ TL B 1L USD                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1668103 | PA      | $1658377.96   | 0.74%             | 2031-08-13      | Variable      | 9.07%                 | No            | 2                  | On Loan: No      |
| PODS                                                       | PODLLC TL B 1L USD                   | CUSIP: 73044EAB0<br>LEI: 984500EC4ZCD5U1SDF04 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-03-19      | Variable      | 7.54%                 | No            | 2                  | On Loan: No      |
| Blackstone Mortgage Trust                                  | BXMT TL B 1L USD                     | CUSIP: 09259GAK9<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | LON              | CORP              | US        |    224080 | PA      | $224711.65    | 0.10%             | 2032-11-19      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| LifePoint Health                                           | RGCARE TL B 1L USD                   | CUSIP: 75915TAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1448133 | PA      | $1444063.52   | 0.65%             | 2031-05-14      | Variable      | 7.42%                 | No            | 2                  | On Loan: No      |
| VIASAT INC                                                 | VSAT 7 1/2 05/30/31                  | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    196000 | PA      | $196690.90    | 0.09%             | 2031-05-30      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Inmarsat                                                   | IMASF TL B 1L USD                    | CUSIP: L2000DAH7<br>LEI: 9845009357089S8JD619 | Long             | LON              | CORP              | US        |    818734 | PA      | $822467.60    | 0.37%             | 2029-09-28      | Variable      | 8.83%                 | No            | 2                  | On Loan: No      |
| Protective Industrial Products                             | PROINP TL B 1L USD                   | CUSIP: 37987UAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1604122 | PA      | $1605958.57   | 0.72%             | 2032-01-20      | Variable      | 8.33%                 | No            | 2                  | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                               | UVN 8 1/2 07/31/31                   | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    490000 | PA      | $497681.56    | 0.22%             | 2031-07-31      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| TEXAS COMPETITIVE/TCEH                                     | TXU 11 1/2 10/01/20                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    635000 | PA      | $0.00         | 0.00%             | 2049-11-22      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FINANCE CORP | DKL 8 5/8 03/15/29                   | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $234821.93    | 0.11%             | 2029-03-15      | Fixed         | 8.62%                 | Yes           | 2                  | On Loan: No      |
| Traverse Midstream                                         | TRMIPA TL B 1L USD                   | CUSIP: 89435TAH7<br>LEI: 549300DHTM8B2X5QMJ22 | Long             | LON              | CORP              | US        |    395978 | PA      | $397093.13    | 0.18%             | 2033-04-21      | Variable      | 5.90%                 | No            | 2                  | On Loan: No      |
| TRA RIGHTS - (TXU)                                         | TRA RIGHTS - (TXU)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     10588 | NS      | $13632.05     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| First Brands Group LLC                                     | TRICGR PIK-TERM 1L USD               | CUSIP: 31935HAM9<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |     22652 | PA      | $5599.23      | 0.00%             | 2026-06-29      | Variable      | 5.68%                 | No            | 2                  | On Loan: No      |
| Ascensus                                                   | ASCENS TL B 1L USD                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    783078 | PA      | $777889.88    | 0.35%             | 2028-08-02      | Variable      | 6.67%                 | No            | 2                  | On Loan: No      |
| Cushman & Wakefield                                        | CWK TL B3 1L USD                     | CUSIP: 23340DAW2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    502258 | PA      | $504769.65    | 0.23%             | 2030-01-31      | Variable      | 7.20%                 | No            | 2                  | On Loan: No      |
| GOEASY LTD                                                 | GSYCN 6 7/8 05/15/30                 | CUSIP: 380355AM9<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    510000 | PA      | $431086.74    | 0.19%             | 2030-05-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Veritiv Corp                                               | VRTV TL B 1L USD                     | CUSIP: 92338TAB2<br>LEI: 2549004HFEKMUGBG3Z35 | Long             | LON              | CORP              | US        |    763224 | PA      | $740681.72    | 0.33%             | 2030-12-02      | Variable      | 8.30%                 | No            | 2                  | On Loan: No      |
| Pelican Pipeline                                           | PELPIP TL B 1L USD                   | CUSIP: 70583RAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    743707 | PA      | $748820.08    | 0.34%             | 2033-03-18      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| OSTTRA                                                     | OSTTRA TL B 1L USD                   | CUSIP: 68631KAB5<br>LEI: 984500FF08A0VDFA6976 | Long             | LON              | CORP              | US        |   1275953 | PA      | $1276553.16   | 0.57%             | 2032-05-20      | Variable      | 7.15%                 | No            | 2                  | On Loan: No      |
| Novolex                                                    | NOVHOL TL 1L USD                     | CUSIP: 18972FAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    968056 | PA      | $926250.23    | 0.42%             | 2029-03-30      | Variable      | 7.50%                 | No            | 2                  | On Loan: No      |
| FIDELITY COLCHESTER STREET TRUST                           | FID-MM GOVT-I                        | CUSIP: 316175108<br>LEI: 549300SHPEJB1OPRCV46 | Long             | STIV             | RF                | US        |  17457953 | PA      | $17457953.09  | 7.83%             |  |  |  | No            | 1                  | On Loan: No      |
| GENESIS ENERGY LP                                          | GEL 7 7/8 05/15/32                   | CUSIP: 37185LAQ5<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |    500000 | PA      | $524475.00    | 0.24%             | 2032-05-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Covetrus Inc                                               | CORBID TL 1L USD                     | CUSIP: 22304EAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1623022 | PA      | $1536190.51   | 0.69%             | 2029-09-20      | Variable      | 9.30%                 | No            | 2                  | On Loan: No      |
| Goodnight Midstream                                        | GNWSOL TL B 1L USD                   | CUSIP: 38238YAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1405798 | PA      | $1412827.06   | 0.63%             | 2029-06-04      | Variable      | 8.32%                 | No            | 2                  | On Loan: No      |
| Jane Street Group                                          | JANEST TL B 1L USD                   | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |   2221409 | PA      | $2220298.40   | 1.00%             | 2031-12-11      | Variable      | 5.67%                 | No            | 2                  | On Loan: No      |
| HLF FINANCING SARL LLC / HERBALIFE INTERNATIONAL INC       | HLF 4 7/8 06/01/29                   | CUSIP: 40390DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    203000 | PA      | $190788.21    | 0.09%             | 2029-06-01      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: —       |
| Azuria Water Solutions Inc.                                | AEGN TL B-DD 1L USD                  | CUSIP: 05503BAC0<br>LEI: 549300AG3DVJURRIT691 | Long             | LON              | CORP              | US        |    118760 | PA      | $118908.89    | 0.05%             | 2033-01-27      | Variable      | 6.43%                 | No            | 2                  | On Loan: No      |
| Crash Champions                                            | CRASHC TL B 1L USD                   | CUSIP: 15870MAC0<br>LEI: 391200ZDD75EGEUJ7625 | Long             | LON              | CORP              | US        |   1571343 | PA      | $1503775.58   | 0.67%             | 2029-02-23      | Variable      | 9.08%                 | No            | 2                  | On Loan: No      |
| US LBM                                                     | USLBMH TL B 1L USD                   | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |   1637723 | PA      | $1376505.94   | 0.62%             | 2031-06-06      | Variable      | 8.06%                 | No            | 2                  | On Loan: No      |
| VeriFone                                                   | PAY TL 1L USD                        | CUSIP: 92346NAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1077368 | PA      | $1024577.26   | 0.46%             | 2028-08-21      | Variable      | 10.21%                | No            | 2                  | On Loan: No      |
| MONEYGRAM INTERNATIONAL INC                                | MGI 9 06/01/30                       | CUSIP: 606950AA1<br>LEI: 5299002DLX0Q04KC4156 | Long             | DBT              | CORP              | US        |    545000 | PA      | $370380.91    | 0.17%             | 2030-06-01      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| Fogo de Chao                                               | FOGO TL B 1L USD                     | CUSIP: 05553QAB8<br>LEI: 549300MOPGNZTXUHVM05 | Long             | LON              | CORP              | US        |   1391282 | PA      | $1341835.96   | 0.60%             | 2030-09-21      | Variable      | 9.08%                 | No            | 2                  | On Loan: No      |
| SunSource Holdings                                         | STSOPE TL 1L USD                     | CUSIP: 12508KAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1604501 | PA      | $1611922.12   | 0.72%             | 2031-03-17      | Variable      | 8.43%                 | No            | 2                  | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                         | VEGLPL 7 1/2 05/01/33                | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $554811.00    | 0.25%             | 2033-05-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Belron                                                     | BELRON TL B 1L USD                   | CUSIP: 08078UAQ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    489484 | PA      | $492443.40    | 0.22%             | 2031-10-16      | Variable      | 5.66%                 | No            | 2                  | On Loan: No      |
| MidOcean Credit CLO                                        | MIDO 2024-14A ER                     | CUSIP: 59803GAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JE        |   1350000 | PA      | $1353493.80   | 0.61%             | 2037-04-15      | Floating      | 9.85%                 | No            | 2                  | On Loan: No      |
| Trace3                                                     | TRAINC TL B-DD 1L USD                | CUSIP: 89668VAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    232716 | PA      | $227286.27    | 0.10%             | 2032-10-08      | Variable      | 8.17%                 | No            | 2                  | On Loan: No      |
| ATLANTICA SUSTAINABLE INFRASTRUCTURE GROUP PLC             | AY 6 3/8 02/15/32                    | CUSIP: 13005HAA8<br>LEI: 254900V5SMQ1UP1CLC26 | Long             | DBT              | CORP              | GB        |    525000 | PA      | $522050.87    | 0.23%             | 2032-02-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Tortuga Resorts (Turquoise)                                | TORTRE TL B 1L USD                   | CUSIP: 89776TAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1580487 | PA      | $1554804.22   | 0.70%             | 2032-08-13      | Variable      | 6.94%                 | No            | 2                  | On Loan: No      |
| POST HOLDINGS INC                                          | POST 6 1/4 10/15/34                  | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    525000 | PA      | $518729.77    | 0.23%             | 2034-10-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| ARETEC GROUP INC                                           | STYRO TL B 1L USD                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    640000 | PA      | $577600.00    | 0.26%             | 2030-03-14      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Asurion                                                    | ASUCOR TL B13 1L USD                 | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   1989962 | PA      | $1993514.58   | 0.89%             | 2030-09-19      | Variable      | 8.57%                 | No            | 2                  | On Loan: No      |
| Parexel                                                    | PRXL TL B 1L USD                     | CUSIP: 71911KAF1<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |    932855 | PA      | $934021.21    | 0.42%             | 2031-12-09      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| Ryan LLC                                                   | RYNLLC TL 1L USD                     | CUSIP: 78350LBD6<br>LEI: 549300TG86D8HZC6TE67 | Long             | LON              | CORP              | US        |   1353019 | PA      | $1335477.06   | 0.60%             | 2032-11-05      | Variable      | 7.49%                 | No            | 2                  | On Loan: No      |
| Opella (Sanofi consumer healthcare)                        | OPALBD TL B 1L USD                   | CUSIP: F7000QAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    649967 | PA      | $653353.18    | 0.29%             | 2032-04-23      | Variable      | 6.69%                 | No            | 2                  | On Loan: No      |
| CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP               | CHTR 4 1/4 01/15/34                  | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $503630.70    | 0.23%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: —       |
| BLUEMOUNTAIN CLO 2014-4 LTD                                | BLUEM 2021-32A ER                    | CUSIP: 09631FAE4<br>LEI: 5493001B57JU7XEJXM59 | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2205461.25   | 0.99%             | 2034-10-15      | Floating      | 10.27%                | Yes           | 2                  | On Loan: No      |
| Argus Media                                                | ARGMED TL B 1L USD                   | CUSIP: 33902UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    439384 | PA      | $442679.73    | 0.20%             | 2031-02-10      | Variable      | 7.06%                 | No            | 2                  | On Loan: No      |
| Rackspace Technology Global Incorporated                   | RAX TL B 1L USD                      | CUSIP: 75008UAC1<br>LEI: 549300QTYCKLMFSE8I97 | Long             | LON              | CORP              | US        |   1599395 | PA      | $814227.92    | 0.37%             | 2028-05-15      | Variable      | 7.18%                 | No            | 2                  | On Loan: No      |
| Gentiva (KAH Hospice)                                      | KND TL B 1L USD                      | CUSIP: 12568YAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    874254 | PA      | $874188.91    | 0.39%             | 2028-02-11      | Variable      | 8.56%                 | No            | 2                  | On Loan: No      |
| Novolex                                                    | NOVHOL TL B 1L USD                   | CUSIP: 18972FAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    277423 | PA      | $258136.84    | 0.12%             | 2032-03-29      | Variable      | 6.95%                 | No            | 2                  | On Loan: No      |
| Altice International                                       | ALTICE TL B 1L USD                   | CUSIP: L0178UAM8<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | LON              | CORP              | US        |   2110401 | PA      | $1616714.78   | 0.72%             | 2027-10-31      | Variable      | 9.30%                 | No            | 2                  | On Loan: No      |
| Phoenix Aviation Capital                                   | PACDAC TL B 1L USD                   | CUSIP: 69450PAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1745673 | PA      | $1732213.77   | 0.78%             | 2030-10-09      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| Playcore                                                   | RECESS TL B 1L USD                   | CUSIP: 72811HAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1404749 | PA      | $1412868.28   | 0.63%             | 2030-02-20      | Variable      | 8.03%                 | No            | 2                  | On Loan: No      |
| Univision Communications/Televisa                          | UVN TL B 1L USD                      | CUSIP: 914908BD9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |   1250891 | PA      | $1252067.06   | 0.56%             | 2029-06-10      | Variable      | 8.55%                 | No            | 2                  | On Loan: No      |
| MedRisk                                                    | MEDRSK TL 1L USD                     | CUSIP: 54317EAG9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1012886 | PA      | $1015625.60   | 0.46%             | 2028-05-10      | Variable      | 6.67%                 | No            | 2                  | On Loan: No      |
| Specialty Building Products                                | SBPLLC TL B 1L USD                   | CUSIP: 84748EAF7<br>LEI: 549300ICFD46O3KMJC06 | Long             | LON              | CORP              | US        |   1230651 | PA      | $1078364.18   | 0.48%             | 2028-10-05      | Variable      | 8.18%                 | No            | 2                  | On Loan: No      |
| Weber Blackstone                                           | WEBSTP TL B 1L USD                   | CUSIP: 94767KAR2<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |    858849 | PA      | $838584.77    | 0.38%             | 2032-09-17      | Variable      | 7.74%                 | No            | 2                  | On Loan: No      |
| PrimeSource                                                | PRIMBP TL B 1L USD                   | CUSIP: 70082HAE6<br>LEI: 254900PGY077KWCROT75 | Long             | LON              | CORP              | US        |    535621 | PA      | $535800.29    | 0.24%             | 2031-09-25      | Variable      | 8.53%                 | No            | 2                  | On Loan: No      |
| Iridium Satellite                                          | IRDM TL B4 1L USD                    | CUSIP: 46269KAT1<br>LEI: 549300U620NVQ4J1CT96 | Long             | LON              | CORP              | US        |    734444 | PA      | $723339.51    | 0.32%             | 2030-09-20      | Variable      | 6.58%                 | No            | 2                  | On Loan: No      |
| CABLE ONE INC                                              | CABO 4 11/15/30                      | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    492000 | PA      | $342936.30    | 0.15%             | 2030-11-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: —       |
| IGT's Gaming & Digital business/Everi                      | EVRI TL B 1L USD                     | CUSIP: 92921HAD7<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |   1796911 | PA      | $1799740.85   | 0.81%             | 2032-07-01      | Variable      | 7.91%                 | No            | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                                      | THC 5 1/2 11/15/32                   | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    270000 | PA      | $269412.02    | 0.12%             | 2032-11-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| BroadStreet Partners                                       | BROPAR TL B4 1L USD                  | CUSIP: 11132VAY5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    854121 | PA      | $849734.88    | 0.38%             | 2031-05-12      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| Beach Acquisition Bidco LLC                                | SKX TL B 1L USD                      | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |    479419 | PA      | $482266.38    | 0.22%             | 2032-06-28      | Variable      | 7.31%                 | No            | 2                  | On Loan: No      |
| Presidio                                                   | PSDO TL B 1L USD                     | CUSIP: 34966LAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    641952 | PA      | $639544.88    | 0.29%             | 2031-06-27      | Variable      | 6.67%                 | No            | 2                  | On Loan: No      |
| Crescent Midstream                                         | CREMID TL B 1L USD                   | CUSIP: 22577PAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    789566 | PA      | $794832.85    | 0.36%             | 2033-02-14      | Variable      | 7.42%                 | No            | 2                  | On Loan: No      |
| SCULPTOR CLO XXXVI LTD                                     | SCUL 36A D2                          | CUSIP: 81125KAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1400000 | PA      | $1400306.60   | 0.63%             | 2039-01-30      | Floating      | 7.82%                 | Yes           | 2                  | On Loan: No      |
| Ahead DB Holdings                                          | AHEDBB TL B4 1L USD                  | CUSIP: 00866HAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    604854 | PA      | $600695.66    | 0.27%             | 2031-02-03      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                 | PFGC 5 5/8 03/01/34                  | CUSIP: 71376LAH3<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    545000 | PA      | $533899.22    | 0.24%             | 2034-03-01      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| 1-800 Contacts                                             | CTAC TL B 1L USD                     | CUSIP: 12656AAF6<br>LEI: 254900SYIEHMSB69WT08 | Long             | LON              | CORP              | US        |   1019723 | PA      | $1024724.92   | 0.46%             | 2032-11-08      | Variable      | 6.78%                 | No            | 2                  | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2021-7 LTD                         | BCC 2021-7A ER                       | CUSIP: 05682JAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2647617.00   | 1.19%             | 2035-01-22      | Floating      | 10.16%                | Yes           | 2                  | On Loan: No      |
| HILCORP ENERGY I LP / HILCORP FINANCE CO                   | HILCRP 6 02/01/31                    | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $395467.96    | 0.18%             | 2031-02-01      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Altium Packaging (fka Consolidated Container Company)      | CONCON TL B 1L USD                   | CUSIP: 20902CAX8<br>LEI: 549300FG8OPBIML5F686 | Long             | LON              | CORP              | US        |   1477170 | PA      | $1443933.72   | 0.65%             | 2031-06-05      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| White Cap                                                  | WHTCAP TL B 1L USD                   | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    770062 | PA      | $767724.57    | 0.34%             | 2029-10-31      | Variable      | 7.58%                 | No            | 2                  | On Loan: No      |
| TKO Group Holdings (UFC)                                   | TKO TL B4 1L USD                     | CUSIP: 90266UAL7<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |   1072057 | PA      | $1076151.84   | 0.48%             | 2031-11-21      | Variable      | 5.66%                 | No            | 2                  | On Loan: No      |
| Wood Mackenzie                                             | WMCOGB TL B 1L USD                   | CUSIP: N/A<br>LEI: 254900ZE51SEX2EFFH74       | Long             | LON              | CORP              | US        |    355701 | PA      | $357627.52    | 0.16%             | 2031-02-10      | Variable      | 7.33%                 | No            | 2                  | On Loan: No      |
| Focus Financial                                            | FOCS TL B8 1L USD                    | CUSIP: N/A<br>LEI: 5493007L0E0VKRC2CP39       | Long             | LON              | CORP              | US        |   1471108 | PA      | $1461839.73   | 0.66%             | 2031-09-15      | Variable      | 6.22%                 | No            | 2                  | On Loan: No      |
| Qlik Technologies                                          | QLIK TL B 1L USD                     | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2030-10-28      | Variable      | 6.92%                 | No            | 2                  | On Loan: No      |
| Electronic Arts                                            | EA TL B 1L USD                       | CUSIP: 67123SAB5<br>LEI: 6488ICS9P20290MA1H31 | Long             | LON              | CORP              | US        |   2432799 | PA      | $2436448.31   | 1.09%             | 2033-03-24      | Variable      | 7.17%                 | No            | 2                  | On Loan: No      |
| NORTHERN OIL & GAS INC                                     | NOG 7 7/8 10/15/33                   | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    545000 | PA      | $564878.74    | 0.25%             | 2033-10-15      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| WestJet Airlines                                           | WJACN TL B 1L USD                    | CUSIP: C9763HAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1084545 | PA      | $1061330.45   | 0.48%             | 2031-02-01      | Variable      | 6.92%                 | No            | 2                  | On Loan: No      |
| Intertape Polymer                                          | ITPCN TL 1L USD                      | CUSIP: 46271BAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    812051 | PA      | $769125.55    | 0.34%             | 2028-06-15      | Variable      | 9.13%                 | No            | 2                  | On Loan: No      |
| Petco Animal Supplies                                      | WOOF TL B 1L USD                     | CUSIP: 71601HAG1<br>LEI: 2549007TYGV6RVSE9M61 | Long             | LON              | CORP              | US        |   1559853 | PA      | $1552350.36   | 0.70%             | 2031-01-22      | Variable      | 7.92%                 | No            | 2                  | On Loan: No      |
| Dave & Buster's Entertainment                              | PLAY TL B 1L USD                     | CUSIP: 23833EAY0<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |    440590 | PA      | $383038.10    | 0.17%             | 2031-09-29      | Variable      | 7.56%                 | No            | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                  | RCICN 7 04/15/55                     | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    152000 | PA      | $155215.56    | 0.07%             | 2055-04-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Consolidated Energy                                        | CONSEN TL B 1L USD                   | CUSIP: L1957LAE1<br>LEI: 549300PUNIS0USNSL750 | Long             | LON              | CORP              | US        |    890457 | PA      | $859709.38    | 0.39%             | 2030-11-08      | Variable      | 9.56%                 | No            | 2                  | On Loan: No      |
| RealPage                                                   | RP TL B 1L USD                       | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-02-18      | Variable      | 6.93%                 | No            | 2                  | On Loan: No      |
| Blackstone Mortgage Trust                                  | BXMT TL B4 1L USD                    | CUSIP: 09259GAJ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    176885 | PA      | $177769.65    | 0.08%             | 2029-05-09      | Variable      | 6.85%                 | No            | 2                  | On Loan: No      |
| Osmose Utilities Services                                  | OSMOSE TL 1L USD                     | CUSIP: 68835HAH3<br>LEI: 549300FSLVHLFZ3S0D82 | Long             | LON              | CORP              | US        |   1268355 | PA      | $1265977.13   | 0.57%             | 2028-06-17      | Variable      | 7.69%                 | No            | 2                  | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2021-1 LTD                         | BCC 2021-1A ER                       | CUSIP: 05684MAE3<br>LEI: 254900DHB4WS9ZL4ED63 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1350451.50   | 0.61%             | 2034-04-18      | Floating      | 9.98%                 | Yes           | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                                           | VIAC 6 1/4 02/28/57                  | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    525000 | PA      | $377696.75    | 0.17%             | 2057-02-28      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Hertz                                                      | HTZ TL B-EXIT 1L USD                 | CUSIP: 42804VBB6<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |   1039354 | PA      | $821089.30    | 0.37%             | 2028-06-14      | Variable      | 8.04%                 | No            | 2                  | On Loan: No      |
| Interstate Waste Services                                  | ACTENV TL B 1L USD                   | CUSIP: 00507JAF3<br>LEI: 549300BB30QUQC86W666 | Long             | LON              | CORP              | US        |   1194639 | PA      | $1195534.57   | 0.54%             | 2030-10-24      | Variable      | 7.56%                 | No            | 2                  | On Loan: No      |
| athenahealth                                               | ATHENA TL B 1L USD                   | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |   1600217 | PA      | $1596504.55   | 0.72%             | 2029-02-15      | Variable      | 7.08%                 | No            | 2                  | On Loan: No      |
| First Brands (Trico Group)                                 | TRICGR TL B 1L USD                   | CUSIP: 31935HAD9<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |    779235 | PA      | $1815.62      | 0.00%             | 2027-03-24      | Variable      | 9.57%                 | No            | 2                  | On Loan: No      |
| Blackstone Mortgage Trust                                  | BXMT TL B 1L USD                     | CUSIP: 09259GAL7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | LON              | CORP              | US        |    544489 | PA      | $545169.44    | 0.24%             | 2030-12-10      | Variable      | 6.18%                 | No            | 2                  | On Loan: No      |
| American Airlines                                          | AAL TL B 1L USD                      | CUSIP: 02376CBM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1048853 | PA      | $1025631.04   | 0.46%             | 2029-06-04      | Variable      | 6.51%                 | No            | 2                  | On Loan: No      |
| Stubhub (Viagogo)                                          | PUGLLC TL B 1L USD                   | CUSIP: 74530DAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    592914 | PA      | $589059.83    | 0.26%             | 2030-03-12      | Variable      | 8.91%                 | No            | 2                  | On Loan: No      |
| Cloud Software Group (Citrix/TIBCO)                        | TIBX TL B2 1L USD                    | CUSIP: 88632NBL3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    747253 | PA      | $693312.64    | 0.31%             | 2031-03-24      | Variable      | 6.92%                 | No            | 2                  | On Loan: No      |
| CORE SCIENTIFIC FINANCE I LLC                              | CORZ 7 3/4 05/15/31                  | CUSIP: 21874LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    705000 | PA      | $703708.81    | 0.32%             | 2031-05-15      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| M6 Midstream                                               | METXHO TL B 1L USD                   | CUSIP: 55285DAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    987358 | PA      | $992028.48    | 0.44%             | 2032-04-01      | Variable      | 6.53%                 | No            | 2                  | On Loan: No      |
| Madison Air                                                | MADIAQ TL B 1L USD                   | CUSIP: 55759VAE8<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |    545703 | PA      | $547989.57    | 0.25%             | 2032-05-06      | Variable      | 6.64%                 | No            | 2                  | On Loan: No      |
| Tory Burch                                                 | TORBUR TL B 1L USD                   | CUSIP: N/A<br>LEI: 549300GGL74W33KY2650       | Long             | LON              | CORP              | US        |   1016381 | PA      | $1010664.00   | 0.45%             | 2031-04-17      | Variable      | 7.65%                 | No            | 2                  | On Loan: No      |
| ITT HOLDINGS LLC                                           | INTMAT 6 1/2 08/01/29                | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |    494000 | PA      | $487244.55    | 0.22%             | 2029-08-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Amneal Pharmaceuticals                                     | AMNPHA TL B 1L USD                   | CUSIP: 03167DAS3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |    494474 | PA      | $497255.83    | 0.22%             | 2032-08-02      | Variable      | 6.68%                 | No            | 2                  | On Loan: No      |
| ION Platform                                               | IONPLA TL B 1L USD                   | CUSIP: 46206RAC9<br>LEI: 213800FKHT3BRRKMCC89 | Long             | LON              | CORP              | US        |    545402 | PA      | $438852.62    | 0.20%             | 2032-09-30      | Variable      | 7.42%                 | No            | 2                  | On Loan: No      |
| Deep Blue Operating                                        | DEEBLU TL B 1L USD                   | CUSIP: 24369TAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    387337 | PA      | $389757.83    | 0.17%             | 2032-09-17      | Variable      | 6.97%                 | No            | 2                  | On Loan: No      |
| Corel Corp                                                 | CRECN TL B 1L USD                    | CUSIP: 21871LAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1110588 | PA      | $1021741.16   | 0.46%             | 2026-07-02      | Variable      | 9.43%                 | No            | 2                  | On Loan: No      |
| American Express Global Business Travel                    | GBTG TL B 1L USD                     | CUSIP: 36154HAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1106141 | PA      | $1096954.63   | 0.49%             | 2031-07-28      | Variable      | 5.65%                 | No            | 2                  | On Loan: No      |
| ALBERTSONS COMPANIES INC                                   | ACI 5 3/4 03/31/34                   | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    540000 | PA      | $526328.66    | 0.24%             | 2034-03-31      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Clarivate Analytics (Thomson Reuters IP&S)                 | CCC TL B 1L USD                      | CUSIP: L2000AAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    994190 | PA      | $936089.11    | 0.42%             | 2031-01-31      | Variable      | 7.08%                 | No            | 2                  | On Loan: No      |
| Vantage Elevator Solutions                                 | VNTELV TL B 1L USD                   | CUSIP: 92643PAD6<br>LEI: 549300G9TEUHGC81N056 | Long             | LON              | CORP              | US        |    610186 | PA      | $615048.96    | 0.28%             | 2033-02-09      | Variable      | 6.67%                 | No            | 2                  | On Loan: No      |
| Groundworks Cos                                            | GRWORK TL B 1L USD                   | CUSIP: 39954EAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1012716 | PA      | $1016833.03   | 0.46%             | 2031-03-06      | Variable      | 7.32%                 | No            | 2                  | On Loan: No      |
| Quantum Health                                             | QUAHEA TL B 1L USD                   | CUSIP: 74767EAD9<br>LEI: 254900LFRF2K0L1YUS32 | Long             | LON              | CORP              | US        |    760000 | PA      | $756834.60    | 0.34%             | 2027-12-22      | Variable      | 7.91%                 | No            | 2                  | On Loan: No      |
| Parts Authority                                            | PAIHOL TL 1L USD                     | CUSIP: 69315JAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    880565 | PA      | $825714.37    | 0.37%             | 2027-10-28      | Variable      | 8.29%                 | No            | 2                  | On Loan: No      |
| Asurion                                                    | ASUCOR TL B4 2L USD                  | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    143271 | PA      | $143942.25    | 0.06%             | 2029-01-14      | Variable      | 9.08%                 | No            | 2                  | On Loan: No      |
| Peraton (fka Magnolia)                                     | PERCOR TL B 1L USD                   | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |   1141983 | PA      | $979050.43    | 0.44%             | 2028-02-24      | Variable      | 8.18%                 | No            | 2                  | On Loan: No      |
| HERTZ CORP (THE)                                           | HTZ 12 5/8 07/15/29                  | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    121000 | PA      | $114134.16    | 0.05%             | 2029-07-15      | Fixed         | 12.62%                | Yes           | 2                  | On Loan: —       |
| Culligan International                                     | CULLHO TL B 1L USD                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1000979 | PA      | $1004647.35   | 0.45%             | 2028-07-31      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| Froneri                                                    | ICECR TL B 1L USD                    | CUSIP: G3679YAK8<br>LEI: 213800NRSZ1N2Y6LEX44 | Long             | LON              | CORP              | US        |    947607 | PA      | $942068.30    | 0.42%             | 2031-09-18      | Variable      | 5.88%                 | No            | 2                  | On Loan: No      |
| American Axle                                              | AXL TL C 1L USD                      | CUSIP: 02406MAW7<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | LON              | CORP              | US        |   1457707 | PA      | $1459529.45   | 0.65%             | 2032-09-20      | Variable      | 7.40%                 | No            | 2                  | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                | CRGYFN 7 3/8 01/15/33                | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    305000 | PA      | $312366.36    | 0.14%             | 2033-01-15      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| ROSEN Group                                                | ROSGRP TL B 1L USD                   | CUSIP: 91728NAD1<br>LEI: 254900XMCCB3IEZ2A005 | Long             | LON              | CORP              | US        |    668017 | PA      | $672242.18    | 0.30%             | 2031-03-26      | Variable      | 6.09%                 | No            | 2                  | On Loan: No      |
| Dave & Buster's Entertainment                              | PLAY TL B 1L USD                     | CUSIP: 23833EAX2<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |   1210406 | PA      | $1099738.47   | 0.49%             | 2029-06-29      | Variable      | 7.56%                 | No            | 2                  | On Loan: No      |
| Coastal Waste & Recycling                                  | TIWARE TL B 1L USD                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    559240 | PA      | $561188.54    | 0.25%             | 2031-10-06      | Variable      | 7.80%                 | No            | 2                  | On Loan: No      |
| Forward Air                                                | FWRD TL B 1L USD                     | CUSIP: 18948EAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1190045 | PA      | $1185445.01   | 0.53%             | 2030-12-19      | Variable      | 8.78%                 | No            | 2                  | On Loan: No      |
| SupplyOne                                                  | SUPONE TL B 1L USD                   | CUSIP: 86859CAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    167582 | PA      | $168384.70    | 0.08%             | 2031-04-21      | Variable      | 7.53%                 | No            | 2                  | On Loan: No      |
| NGL Energy Operating                                       | NGL TL B 1L USD                      | CUSIP: 62922KAH3<br>LEI: 5493008CQD36WWZJ3O79 | Long             | LON              | CORP              | US        |   1744811 | PA      | $1751223.67   | 0.79%             | 2033-03-14      | Variable      | 7.18%                 | No            | 2                  | On Loan: No      |
| Candescent (NCR Voyix Digital Banking)                     | DRABUY TL 1L USD                     | CUSIP: 26143FAD1<br>LEI: 2549006V6EIUFGF2Y127 | Long             | LON              | CORP              | US        |    779440 | PA      | $747482.49    | 0.34%             | 2031-09-24      | Variable      | 7.30%                 | No            | 2                  | On Loan: No      |
| Sunrise UPC                                                | SUNN TL AAA 1L USD                   | CUSIP: N9000DAK3<br>LEI: 213800DXWIS9KORQ3X94 | Long             | LON              | CORP              | US        |    870458 | PA      | $872177.59    | 0.39%             | 2032-02-17      | Variable      | 6.79%                 | No            | 2                  | On Loan: No      |
| Tekni-Plex                                                 | TEKNI TL B7 1L USD                   | CUSIP: 00216EAL3<br>LEI: 549300TPLK304J3RNC85 | Long             | LON              | CORP              | US        |   1588932 | PA      | $1501723.05   | 0.67%             | 2028-09-18      | Variable      | 8.05%                 | No            | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                  | RCICN 7 1/8 04/15/55                 | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    353000 | PA      | $364784.60    | 0.16%             | 2055-04-15      | Fixed         | 7.12%                 | No            | 2                  | On Loan: —       |
| CARNIVAL CORP                                              | CCL 5 3/4 08/01/32                   | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    490000 | PA      | $493011.54    | 0.22%             | 2032-08-01      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Cotiviti Inc                                               | VCVHHO TL B 1L USD                   | CUSIP: 22164MAE7<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    578501 | PA      | $532943.82    | 0.24%             | 2031-02-24      | Variable      | 6.45%                 | No            | 2                  | On Loan: No      |
| KENNEDY-WILSON INC                                         | KW 4 3/4 03/01/29                    | CUSIP: 489399AL9<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    558000 | PA      | $554691.45    | 0.25%             | 2029-03-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| International-Matex Tank Terminals                         | INTMAT TL B 1L USD                   | CUSIP: 45070BAL9<br>LEI: 549300TH2PHOLK31LB42 | Long             | LON              | CORP              | US        |    591011 | PA      | $592636.59    | 0.27%             | 2030-10-11      | Variable      | 5.67%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2026-05-28

**Name of Applicant:** Dunham Funds

**Signature:** James Colantino

**Name of Signer:** James Colantino

**Title:** Assistant Treasurer