# EDGAR Filing Document

**Accession Number:** 0001497778
**File Stem:** 0001752724-25-156388
**Filing Date:** 2025-6
**Character Count:** 106649
**Document Hash:** e0a0818580ad969888320f68c3e7da39
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-156388.hdr.sgml**: 20250625

**ACCESSION NUMBER**: 0001752724-25-156388

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250625

**DATE AS OF CHANGE**: 20250625

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22452
- **FILM NUMBER:** 251073538

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Wheaton

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60187

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-04-30

**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:** $69752937.08

**Total Liabilities:** $1617338.66

**Net Assets:** $68135598.42

**Delayed Delivery Securities:** $56000.00

**Cash Not Reported:** $67455.97

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.57820000 | **1-Year:** 75.56715000 | **5-Year:** 442.34732000 | **10-Year:** 0.17935000 | **30-Year:** 0.00000000

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

- **3-Month:** 16.53788000 | **1-Year:** 6810.64539000 | **5-Year:** 8502.28020000 | **10-Year:** 41.93649000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000118178 | 0.28%                | -0.74%               | 0.35%                |
| Class ID C000121471 | 0.22%                | -0.86%               | 0.34%                |
| Class ID C000121472 | 0.25%                | -0.72%               | 0.37%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $111581.44               | $-249154.03                                |
| Month 2  | $-64798.49               | $-851257.18                                |
| Month 3  | $-755531.67              | $627709.55                                 |

**Designated Index Information**

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

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                        | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Cotiviti Inc                                                                | COTIVITI INC                                                                    | CUSIP: 22164MAD9<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    968941 | PA      | $961678.99    | 1.41%             | 2031-05-01      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp                                                   | Gainwell Acquisition Corp                                                       | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    867633 | PA      | $809475.40    | 1.19%             | 2027-10-01      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                       | QUIKRETE HOLDING 01/30/32                                                       | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    141000 | PA      | $138411.95    | 0.20%             | 2032-02-10      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| GoTo Group Inc                                                              | GOTO GROUP INC                                                                  | CUSIP: 38349FAC0<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | US        |    672064 | PA      | $611410.66    | 0.90%             | 2028-04-30      | Floating      | 9.65%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                                       | Trivium Packaging Finance BV                                                    | CUSIP: 89686QAA4<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |   1010000 | PA      | $1001052.71   | 1.47%             | 2026-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ensemble RCM LLC                                                            | ENSEMBLE RCM LLC                                                                | CUSIP: 29359BAE1<br>LEI: 254900PDXJVVI20WAQ37 | Long             | LON              | CORP              | US        |    304922 | PA      | $305047.47    | 0.45%             | 2029-08-01      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                               | TransDigm Inc                                                                   | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    111000 | PA      | $113369.18    | 0.17%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BELLRING BRANDS INC                                                         | BellRing Brands Inc                                                             | CUSIP: 07831CAA1<br>LEI: 549300S3BOK5CMTS8054 | Long             | DBT              | CORP              | US        |    106000 | PA      | $110088.88    | 0.16%             | 2030-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FORTREA HOLDINGS INC                                                        | Fortrea Holdings Inc                                                            | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |    234000 | PA      | $203352.56    | 0.30%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                                                       | Scotts Miracle-Gro Co/The                                                       | CUSIP: 810186AS5<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    154000 | PA      | $143813.75    | 0.21%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                                      | EquipmentShare.com Inc                                                          | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    147000 | PA      | $145315.64    | 0.21%             | 2033-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                                                      | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc              | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    369000 | PA      | $323243.19    | 0.47%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                      | Venture Global LNG Inc                                                          | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91439.01     | 0.13%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| VERITIV OPERATING CO                                                        | Veritiv Operating Co                                                            | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |    290000 | PA      | $303281.71    | 0.45%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Marcel LUX IV Sarl                                                          | MARCEL BIDCO LLC                                                                | CUSIP: 000000000<br>LEI: 254900A6AL2000BPNS82 | Long             | LON              | CORP              | US        |    102356 | PA      | $102483.84    | 0.15%             | 2030-11-09      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS D                                                    | Axalta Coating Systems Dutch Holding B BV                                       | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |     61000 | PA      | $63239.92     | 0.09%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Project Ruby Ultimate Parent Corp                                           | PROJECT RUBY ULTIMATE PARENT CORP                                               | CUSIP: 74339UAZ3<br>LEI: 549300UGGIEE7YT1C741 | Long             | LON              | CORP              | US        |    675508 | PA      | $673940.51    | 0.99%             | 2028-03-10      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                                          | Ardonagh Finco Ltd                                                              | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |    710000 | PA      | $723425.45    | 1.06%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                                               | Life Time Inc                                                                   | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |     93000 | PA      | $92784.68     | 0.14%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ZIPRECRUITER INC                                                            | ZipRecruiter Inc                                                                | CUSIP: 98980BAA1<br>LEI: 549300HLOVNNFCY2IV80 | Long             | DBT              | CORP              | US        |    302000 | PA      | $252277.18    | 0.37%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                       | GFL Environmental Inc                                                           | CUSIP: 36168QAQ7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    338000 | PA      | $351773.75    | 0.52%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                                                         | Select Medical Corp                                                             | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |    792000 | PA      | $786941.97    | 1.15%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Grant Thornton Advisors LLC                                                 | GRANT THORNTON ADVISORS                                                         | CUSIP: 38821UAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    222269 | PA      | $220879.84    | 0.32%             | 2031-06-02      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Kaseya Inc.                                                                 | KASEYA INC                                                                      | CUSIP: 000000000<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |     14110 | PA      | $13833.93     | 0.02%             | 2033-03-05      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                    | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    856000 | PA      | $850740.33    | 1.25%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                                             | Star Parent Inc                                                                 | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |    394000 | PA      | $399149.91    | 0.59%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Whatabrands LLC                                                             | WHATABRANDS LLC                                                                 | CUSIP: 96244UAJ6<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |    631442 | PA      | $628704.55    | 0.92%             | 2028-08-03      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                                            | Vail Resorts Inc                                                                | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    106000 | PA      | $107445.95    | 0.16%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Clearwater Analytics LLC                                                    | CLEARWATER ANALYTICS LLC                                                        | CUSIP: 000000000<br>LEI: 894500N8DN2JO5ZDRQ11 | Long             | LON              | CORP              | US        |    107943 | PA      | $107672.65    | 0.16%             | 2032-04-21      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| LABL INC                                                                    | LABL Inc                                                                        | CUSIP: 50168QAF2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    243000 | PA      | $198934.38    | 0.29%             | 2031-10-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| BALDWIN INSUR GRP/FIN                                                       | Baldwin Insurance Group Holdings LLC / Baldwin Insurance Group Holdings Finance | CUSIP: 05825XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    755000 | PA      | $768981.09    | 1.13%             | 2031-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                               | TransDigm Inc                                                                   | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    196000 | PA      | $199912.59    | 0.29%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                                                | Magnera Corp                                                                    | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |     31000 | PA      | $29344.91     | 0.04%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| White Cap Buyer LLC                                                         | WHITE CAP BUYER LLC                                                             | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    229356 | PA      | $224134.62    | 0.33%             | 2029-10-19      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| The Baldwin Insurance Group Holdings, LLC                                   | BALDWIN INSURANCE GROUP HOLDINGS LLC/THE                                        | CUSIP: 05825HAG9<br>LEI: 5493004GCDREAQPPYG20 | Long             | LON              | CORP              | US        |     58507 | PA      | $58165.81     | 0.09%             | 2031-05-26      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| WRANGLER HOLDCO CORP                                                        | Wrangler Holdco Corp                                                            | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $71928.36     | 0.11%             | 2032-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                                                      | Cushman & Wakefield US Borrower LLC                                             | CUSIP: 23166MAC7<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |     74000 | PA      | $79240.16     | 0.12%             | 2031-09-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Ascensus Group Holdings Inc (f/k/a Mercury Borrower Inc)                    | ASCENSUS HOLDINGS INC                                                           | CUSIP: 03836BAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    202209 | PA      | $201450.23    | 0.30%             | 2028-08-02      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| SAVOR ACQUISITION INC                                                       | SAVOR ACQUISITION INC                                                           | CUSIP: 80536AAB8<br>LEI: 25490051R6ZOBEBPQ519 | Long             | LON              | CORP              | US        |    123231 | PA      | $122942.13    | 0.18%             | 2032-02-04      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                                            | GARDA WORLD SECURITY                                                            | CUSIP: 000000000<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |    295042 | PA      | $292977.01    | 0.43%             | 2029-02-01      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| Petco Health and Wellness Company Inc                                       | Petco Health & Wellness Co Inc                                                  | CUSIP: 71601HAB2<br>LEI: 2549007TYGV6RVSE9M61 | Long             | LON              | CORP              | US        |    491817 | PA      | $430600.53    | 0.63%             | 2028-03-03      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| HIG Finance 2 Limited                                                       | HOWDEN GROUP HOLDINGS LTD                                                       | CUSIP: 000000000<br>LEI: 875500V3HPKZIQP10J32 | Long             | LON              | CORP              | GB        |    624895 | PA      | $626222.90    | 0.92%             | 2030-04-18      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Jump Financial LLC                                                          | JUMP FINANCIAL LLC                                                              | CUSIP: 48138UAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     71534 | PA      | $71444.21     | 0.10%             | 2032-02-20      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| AHP Health Partners Inc                                                     | AHP HEALTH PARTNERS                                                             | CUSIP: 00130MAK0<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | LON              | CORP              | US        |    165209 | PA      | $165363.81    | 0.24%             | 2028-08-24      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                               | TransDigm Inc                                                                   | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    288000 | PA      | $295373.95    | 0.43%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Great Outdoors Group LLC                                                    | GREAT OUTDOORS GROUP LLC                                                        | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |     81777 | PA      | $80161.82     | 0.12%             | 2032-01-16      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                                                      | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc              | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $46367.01     | 0.07%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                             | Gen Digital Inc                                                                 | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    212000 | PA      | $211958.09    | 0.31%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OneDigital Borrower LLC                                                     | ONEDIGITAL BORROWER LLC                                                         | CUSIP: 68277FAN9<br>LEI: 2549009GTKWWAO1E9X77 | Long             | LON              | CORP              | US        |    355861 | PA      | $350967.91    | 0.52%             | 2031-07-02      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Skopima Consilio Parent LLC (FKA GI Consilio)                               | SKOPIMA CONSILIO PARENT LLC                                                     | CUSIP: 36171NAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    135517 | PA      | $133621.98    | 0.20%             | 2028-05-12      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| MITER BRAND / MIWD BORR                                                     | Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC                         | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    243000 | PA      | $243326.59    | 0.36%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US                                                    | Sealed Air Corp/Sealed Air Corp US                                              | CUSIP: 812127AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $90706.20     | 0.13%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                                       | Williams Scotsman Inc                                                           | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30574.66     | 0.04%             | 2030-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group Inc                                                      | ATHENAHEALTH GROUP INC                                                          | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    971215 | PA      | $964693.65    | 1.42%             | 2029-02-15      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Radiate Holdco LLC                                                          | Radiate Holdco LLC                                                              | CUSIP: 75025KAH1<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | LON              | CORP              | US        |    109808 | PA      | $96814.28     | 0.14%             | 2026-09-25      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| X Corp (f/k/a Twitter Inc)                                                  | X CORP                                                                          | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    256966 | PA      | $251024.05    | 0.37%             | 2029-10-26      | Floating      | 9.50%                 | No            |                  2 | On Loan: No      |
| BRINKER INTERNATIONAL IN                                                    | Brinker International Inc                                                       | CUSIP: 109641AK6<br>LEI: 52990067JY6PBGJNTG76 | Long             | DBT              | CORP              | US        |     53000 | PA      | $55647.50     | 0.08%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Highline AfterMarket Acquisition LLC                                        | HIGHLINE AFTERMARKET ACQUISITION LLC                                            | CUSIP: 43110HAF6<br>LEI: 254900Q5W6G5KG3GHJ04 | Long             | LON              | CORP              | US        |    267279 | PA      | $267612.62    | 0.39%             | 2030-02-13      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Goosehead Insurance Holdings, LLC                                           | GOOSEHEAD INSURANCE HOLD                                                        | CUSIP: 38267BAE3<br>LEI: 549300DF8P4C7IP1QR40 | Long             | LON              | CORP              | US        |    229346 | PA      | $229346.00    | 0.34%             | 2032-01-08      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| Flash Charm Inc (fka Idera Inc)                                             | IDERA INC                                                                       | CUSIP: 45168RAS2<br>LEI: 549300VQ6S3PWR8NUC48 | Long             | LON              | CORP              | US        |     75574 | PA      | $66253.33     | 0.10%             | 2029-03-02      | Floating      | 11.19%                | No            |                  2 | On Loan: No      |
| Opal Us LLC                                                                 | OPAL US LLC                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    250000 | PA      | $248282.50    | 0.36%             | 2032-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mcafee Corp                                                                 | MCAFEE CORP                                                                     | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |    687274 | PA      | $647899.80    | 0.95%             | 2029-03-01      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP FINANCE                                                      | Ardonagh Group Finance Ltd                                                      | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |    210000 | PA      | $214379.00    | 0.31%             | 2032-02-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                                    | Sinclair Television Group Inc                                                   | CUSIP: 829259AW0<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     57000 | PA      | $53437.50     | 0.08%             | 2027-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                               | TransDigm Inc                                                                   | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     83000 | PA      | $82900.14     | 0.12%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                                        | Fiesta Purchaser Inc                                                            | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $330161.58    | 0.48%             | 2032-09-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                | US Foods Inc                                                                    | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    221000 | PA      | $217023.72    | 0.32%             | 2033-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Igloo Holdings Corp                                                         | MX HOLDINGS US INC                                                              | CUSIP: 55404TAF9<br>LEI: 549300RKTIVJWNROR778 | Long             | LON              | CORP              | US        |     26506 | PA      | $26440.10     | 0.04%             | 2032-03-17      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                     | Jane Street Group / JSG Finance Inc                                             | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     84000 | PA      | $84458.70     | 0.12%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURA                                                    | Jones Deslauriers Insurance Management Inc                                      | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |    172000 | PA      | $181590.55    | 0.27%             | 2030-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO                                                                  | Opal Bidco SAS                                                                  | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |     30000 | PA      | $30031.57     | 0.04%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                       | HUB International Ltd                                                           | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    788000 | PA      | $817875.44    | 1.20%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Starlight Parent LLC                                                        | STARLIGHT PARENT LLC                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    169026 | PA      | $163586.07    | 0.24%             | 2032-04-16      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                       | Level 3 Financing Inc                                                           | CUSIP: 527298BV4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    547000 | PA      | $611956.25    | 0.90%             | 2029-11-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| PAYSAFE FIN PLC/PAYSAFE                                                     | Paysafe Finance PLC / Paysafe Holdings US Corp                                  | CUSIP: 70452AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    216000 | PA      | $202258.08    | 0.30%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SC GAMES HOLDIN/US FINCO                                                    | Scientific Games Holdings LP/Scientific Games US FinCo Inc                      | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    181000 | PA      | $172488.62    | 0.25%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Spirit Aerosystems Inc                                                      | Spirit AeroSystems Inc                                                          | CUSIP: 84857HAY6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | LON              | CORP              | US        |    155416 | PA      | $155691.82    | 0.23%             | 2027-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                                        | Fiesta Purchaser Inc                                                            | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    313000 | PA      | $328277.22    | 0.48%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Cotiviti Inc                                                                | COTIVITI INC                                                                    | CUSIP: 22164MAF4<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |     86399 | PA      | $84707.02     | 0.12%             | 2032-03-29      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                                | MH SUB I LLC                                                                    | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    357016 | PA      | $338718.89    | 0.50%             | 2028-05-03      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| RINGCENTRAL INC                                                             | RingCentral Inc                                                                 | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |    403000 | PA      | $424126.87    | 0.62%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Amspec Parent LLC                                                           | AMSPEC PARENT LLC                                                               | CUSIP: 03218AAC3<br>LEI: 254900LUGRP5Z7OOV477 | Long             | LON              | CORP              | US        |     16335 | PA      | $16335.28     | 0.02%             | 2031-12-22      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| CANPACK SA/CANPACK US                                                       | Canpack SA / Canpack US LLC                                                     | CUSIP: 13806CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     44000 | PA      | $40321.09     | 0.06%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                                                       | Panther Escrow Issuer LLC                                                       | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    929000 | PA      | $952540.86    | 1.40%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                                     | UKG INC                                                                         | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |    546984 | PA      | $545742.18    | 0.80%             | 2031-02-10      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| Genesys Cloud Services Holdings II LLC (f/k/a Greeneden US Holdings II LLC) | GENESYS CLOUD SERVICES                                                          | CUSIP: 39479UAY9<br>LEI: 254900CRMBG6WX4HX396 | Long             | LON              | CORP              | US        |    394001 | PA      | $389281.07    | 0.57%             | 2032-01-30      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| PIKE CORP                                                                   | Pike Corp                                                                       | CUSIP: 721283AB5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157550.10    | 0.23%             | 2031-01-31      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                                    | EMRLD Borrower LP / Emerald Co-Issuer Inc                                       | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    137000 | PA      | $139104.18    | 0.20%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GATES CORPORATION/DE                                                        | Gates Corp/DE                                                                   | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |     79000 | PA      | $80254.44     | 0.12%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Akorn Operating Company LLC                                                 | Akorn Operating Company LLC                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26696 | NS      | $1067.84      | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BEACON ROOFING SUPPLY IN                                                    | Beacon Roofing Supply Inc                                                       | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    342000 | PA      | $343739.57    | 0.50%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HEALTHEQUITY INC                                                            | HealthEquity Inc                                                                | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12300.83     | 0.02%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LABL Inc                                                                    | LABL Inc                                                                        | CUSIP: 50168EAN2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | LON              | CORP              | US        |    158261 | PA      | $137077.98    | 0.20%             | 2028-10-29      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                           | Nexstar Media Inc                                                               | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    516000 | PA      | $511630.07    | 0.75%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                    | Snap Inc                                                                        | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    171000 | PA      | $170928.25    | 0.25%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Examworks Bidco Inc.                                                        | EXAMWORKS BIDCO INC                                                             | CUSIP: 28542CAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    343155 | PA      | $342272.68    | 0.50%             | 2028-11-01      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                                     | Allied Universal Holdco LLC                                                     | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    108000 | PA      | $110418.72    | 0.16%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                                                    | Advanced Drainage Systems Inc                                                   | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    356000 | PA      | $361845.52    | 0.53%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                                             | ABG INTERMEDIATE HLDGS 2                                                        | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |     87472 | PA      | $86012.99     | 0.13%             | 2028-12-21      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                                    | Performance Food Group Inc                                                      | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160247.52    | 0.24%             | 2032-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENT/SIX FLAG                                                      | Six Flags Entertainment Corp /Six Flags Theme Parks Inc/ Canada's Wonderland Co | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    136000 | PA      | $137332.12    | 0.20%             | 2032-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Inmar Inc                                                                   | INMAR INC                                                                       | CUSIP: 45763FAT5<br>LEI: 549300N1ML5MXXFIDZ25 | Long             | LON              | CORP              | US        |    195864 | PA      | $195864.12    | 0.29%             | 2031-10-25      | Floating      | 9.31%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                           | Herc Holdings Inc                                                               | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    354000 | PA      | $350129.68    | 0.51%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PAPA JOHN'S INTERNATIONA                                                    | Papa John's International Inc                                                   | CUSIP: 698813AA0<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138831.09    | 0.20%             | 2029-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Restoration Hardware, Inc.                                                  | RH                                                                              | CUSIP: 76133MAC5<br>LEI: 549300H9H1H3OC7C3H47 | Long             | LON              | CORP              | US        |     53980 | PA      | $50741.10     | 0.07%             | 2028-10-20      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                                      | EquipmentShare.com Inc                                                          | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61143.15     | 0.09%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                                     | UKG Inc                                                                         | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    815000 | PA      | $839249.51    | 1.23%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                           | Newell Brands Inc                                                               | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    250000 | PA      | $224745.02    | 0.33%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                                                              | Brink's Co/The                                                                  | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    488000 | PA      | $500044.33    | 0.73%             | 2032-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Project Alpha Intermediate Holding Inc                                      | PROJECT ALPHA INTERMEDIATE HOLDING INC                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    114551 | PA      | $110184.15    | 0.16%             | 2032-11-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                      | Venture Global LNG Inc                                                          | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    105000 | PA      | $101355.02    | 0.15%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Paysafe Holdings (US) Corp                                                  | PAYSAFE HOLDINGS(US)                                                            | CUSIP: 70451NAB2<br>LEI: 549300N8UN7DUDH51357 | Long             | LON              | CORP              | US        |     72533 | PA      | $71971.08     | 0.11%             | 2028-06-28      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                         | Axon Enterprise Inc                                                             | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45895.67     | 0.07%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SPX FLOW INC                                                                | SPX FLOW Inc                                                                    | CUSIP: 758071AA2<br>LEI: 5493003YXEKRBINIEM78 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126194.75    | 0.19%             | 2030-04-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                            | AmWINS Group Inc                                                                | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    215000 | PA      | $205473.89    | 0.30%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SAVOR ACQUISITION INC                                                       | SAVOR ACQUISITION INC                                                           | CUSIP: 80536AAC6<br>LEI: 25490051R6ZOBEBPQ519 | Long             | LON              | CORP              | US        |     11626 | PA      | $11598.33     | 0.02%             | 2032-02-19      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                                      | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC     | CUSIP: 03969YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    292000 | PA      | $291252.33    | 0.43%             | 2027-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONCENTRA HEALTH SERVICE                                                    | Concentra Health Services Inc                                                   | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34851.58     | 0.05%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                                         | AssuredPartners Inc                                                             | CUSIP: 04624VAC3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |    280000 | PA      | $297900.68    | 0.44%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ProAmpac PG Borrower LLC                                                    | PROAMPAC PG BORROWER LLC                                                        | CUSIP: 74274NAL7<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |    228190 | PA      | $225166.61    | 0.33%             | 2028-09-15      | Floating      | 8.29%                 | No            |                  2 | On Loan: No      |
| WH Borrower LLC                                                             | WH BORROWER LLC                                                                 | CUSIP: 000000000<br>LEI: 2549009H920CQUE3R944 | Long             | LON              | CORP              | US        |    143792 | PA      | $138579.29    | 0.20%             | 2032-02-12      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                                                    | Charles River Laboratories International Inc                                    | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    226000 | PA      | $198923.57    | 0.29%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                                | ACRISURE LLC                                                                    | CUSIP: 00488PAU9<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    364603 | PA      | $364262.19    | 0.53%             | 2027-02-15      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings, LLC                                              | TRUIST INSURANCE HOLDING                                                        | CUSIP: 89788VAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    142902 | PA      | $142848.32    | 0.21%             | 2032-05-06      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                                  | FERTITTA ENTERTAINMENT LLC/NV                                                   | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |     94604 | PA      | $92387.44     | 0.14%             | 2029-01-27      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                                                              | GoTo Group Inc                                                                  | CUSIP: 38349YAB1<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |    193800 | PA      | $73644.00     | 0.11%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                       | Quikrete Holdings Inc                                                           | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    288000 | PA      | $289329.36    | 0.42%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY                                                              | Ryan Specialty LLC                                                              | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    752000 | PA      | $743409.83    | 1.09%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                                                   | TEGNA Inc                                                                       | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |    625000 | PA      | $599514.81    | 0.88%             | 2028-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDIN                                                    | Raven Acquisition Holdings LLC                                                  | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    352000 | PA      | $344201.54    | 0.51%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                                                              | Brink's Co/The                                                                  | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |     71000 | PA      | $72413.04     | 0.11%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Veritiv Operating Co                                                        | VERITIV OPERATING CO                                                            | CUSIP: 92338TAB2<br>LEI: 5493004G8OK5L1UTIY12 | Long             | LON              | CORP              | US        |    139614 | PA      | $138709.21    | 0.20%             | 2030-11-29      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| MAVIS TIRE EXPRESS SERVI                                                    | Mavis Tire Express Services Topco Corp                                          | CUSIP: 59155LAA0<br>LEI: 254900NVDM4GTLBL9E56 | Long             | DBT              | CORP              | US        |    250000 | PA      | $230909.58    | 0.34%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HILLENBRAND INC                                                             | Hillenbrand Inc                                                                 | CUSIP: 431571AF5<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |    165000 | PA      | $164242.14    | 0.24%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                                             | Lamb Weston Holdings Inc                                                        | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    159000 | PA      | $145823.32    | 0.21%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                      | Acrisure LLC / Acrisure Finance Inc                                             | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    705000 | PA      | $718786.98    | 1.05%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING/GPC CAP                                                    | Graham Packaging Co Inc                                                         | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |   1086000 | PA      | $1063116.79   | 1.56%             | 2028-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                                                    | Standard Building Solutions Inc                                                 | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    321000 | PA      | $325283.31    | 0.48%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                                            | Allied Universal Holdco LLC / Allied Universal Finance Corp                     | CUSIP: 019576AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     57000 | PA      | $57253.14     | 0.08%             | 2027-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                            | AmWINS Group Inc                                                                | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    968000 | PA      | $980141.62    | 1.44%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Leia Finco US LLC                                                           | LEIA FINCO US LLC                                                               | CUSIP: 52526CAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    685411 | PA      | $656815.58    | 0.96%             | 2032-10-09      | Floating      | 9.46%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                                     | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                           | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    359000 | PA      | $364401.93    | 0.53%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Knife River Corporation                                                     | KNIFE RIVER HOLD CO                                                             | CUSIP: 49889LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     79651 | PA      | $79750.67     | 0.12%             | 2032-02-28      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Connectwise, LLC                                                            | ConnectWise LLC                                                                 | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    119393 | PA      | $119343.58    | 0.18%             | 2028-09-29      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                      | WESCO Distribution Inc                                                          | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91130.49     | 0.13%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                         | CLYDESDALE ACQUISITION HOLDINGS INC                                             | CUSIP: 18972FAF9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |      4344 | PA      | $4314.61      | 0.01%             | 2032-04-01      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                                            | Wand NewCo 3 Inc                                                                | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |    734000 | PA      | $756988.15    | 1.11%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                         | Medline Borrower LP                                                             | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    250000 | PA      | $237654.41    | 0.35%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Edelman Financial Engines Center LLC (The)                                  | EDELMAN FINANCIAL ENGINES CENTER LLC/THE                                        | CUSIP: 27943UAM8<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |    376572 | PA      | $375650.95    | 0.55%             | 2028-04-07      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| GENESEE & WYOMING INC                                                       | Genesee & Wyoming Inc                                                           | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304335.30    | 0.45%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                                     | Avis Budget Car Rental LLC / Avis Budget Finance Inc                            | CUSIP: 053773BJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     61000 | PA      | $60924.06     | 0.09%             | 2030-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp                                                            | IRB HOLDING CORP                                                                | CUSIP: 44988LAL1<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |   1011827 | PA      | $1005584.13   | 1.48%             | 2027-12-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| WEX INC                                                                     | WEX Inc                                                                         | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14600.61     | 0.02%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Parexel International Inc (f/k/a Phoenix Newco Inc)                         | PHOENIX NEWCO INC                                                               | CUSIP: 71911KAE4<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |    447697 | PA      | $445711.30    | 0.65%             | 2028-11-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                       | HUB International Ltd                                                           | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    625000 | PA      | $644291.83    | 0.95%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Institutional Liquidity Funds - Treasury Portfolio           | Morgan Stanley Institutional Liquidity Funds - Treasury Portfolio               | CUSIP: 61747C582<br>LEI: 549300D1XR6GP7EZ0T47 | Long             | STIV             | RF                | US        |   5782065 | NS      | $5782064.56   | 8.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Proofpoint Inc                                                              | PROOFPOINT INC                                                                  | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    299014 | PA      | $297575.97    | 0.44%             | 2028-08-31      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| TricorBraun Inc                                                             | TricorBraun Holdings Inc                                                        | CUSIP: 00184NAB3<br>LEI: 2549009AB5YVVW5J1U62 | Long             | LON              | CORP              | US        |    172840 | PA      | $170712.83    | 0.25%             | 2028-03-03      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                    | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    231000 | PA      | $230815.13    | 0.34%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                       | Molina Healthcare Inc                                                           | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    176000 | PA      | $174791.97    | 0.26%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| New Millennium Lender Claim                                                 | New Millennium Lender Claim                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| WASTE PRO USA INC                                                           | Waste Pro USA Inc                                                               | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    461000 | PA      | $471502.04    | 0.69%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Project Alpha Intermediate Holding Inc                                      | PROJECT ALPHA INTERMEDIATE HOLDING INC                                          | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    101570 | PA      | $101280.85    | 0.15%             | 2030-10-28      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| VeriFone Systems Inc                                                        | VERIFONE SYSTEMS INC                                                            | CUSIP: 92346NAH2<br>LEI: 254900LTTVM8MM9RKV75 | Long             | LON              | CORP              | US        |    436586 | PA      | $389196.84    | 0.57%             | 2028-08-18      | Floating      | 10.21%                | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                                                       | Six Flags Entertainment Corp                                                    | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |     62000 | PA      | $62901.30     | 0.09%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| IVC Acquisition Ltd                                                         | VETSTRATEGY CANADA HOLDINGS INC                                                 | CUSIP: 000000000<br>LEI: 254900WZMD2JOGND1Z32 | Long             | LON              | CORP              | CA        |    354755 | PA      | $352685.24    | 0.52%             | 2028-12-12      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                                                       | Belron UK Finance PLC                                                           | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |    327000 | PA      | $326908.91    | 0.48%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                    | iHeartCommunications Inc                                                        | CUSIP: 45174HBL0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    628000 | PA      | $265330.00    | 0.39%             | 2030-05-01      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| SEDGWICK CMS INC                                                            | SEDGWICK CMS INC                                                                | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |    770694 | PA      | $767984.51    | 1.13%             | 2031-07-31      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| Waystar Technologies Inc                                                    | WAYSTAR TECHNOLOGIES INC                                                        | CUSIP: 63939WAM5<br>LEI: 549300BIRBTAWWHCSZ09 | Long             | LON              | CORP              | US        |    517059 | PA      | $515766.58    | 0.76%             | 2029-10-22      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO / FINANCE                                                    | Radiate Holdco LLC / Radiate Finance Inc                                        | CUSIP: 75026JAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    118000 | PA      | $101939.02    | 0.15%             | 2026-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                           | Post Holdings Inc                                                               | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1152000 | PA      | $1162367.18   | 1.71%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                                        | Flutter Treasury DAC                                                            | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |     16000 | PA      | $16363.82     | 0.02%             | 2029-04-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EZCORP INC                                                                  | EZCORP Inc                                                                      | CUSIP: 302301AJ5<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |     59000 | PA      | $61914.02     | 0.09%             | 2032-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                    | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66000 | PA      | $66779.59     | 0.10%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                | Novelis Corp                                                                    | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     61000 | PA      | $61943.85     | 0.09%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Edelman Financial Engines Center LLC (The)                                  | EDELMAN FINANCIAL ENGINES CENTER LLC/THE                                        | CUSIP: 27943TAC3<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |    366581 | PA      | $359020.08    | 0.53%             | 2028-10-06      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                           | CLARIOS GLOBAL LP                                                               | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    473203 | PA      | $464725.58    | 0.68%             | 2032-01-28      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                           | Post Holdings Inc                                                               | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    335000 | PA      | $332071.50    | 0.49%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                                    | Graphic Packaging International LLC                                             | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    109000 | PA      | $109672.66    | 0.16%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                                      | Clydesdale Acquisition Holdings Inc                                             | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    146000 | PA      | $149404.33    | 0.22%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                                        | Garda World Security Corp                                                       | CUSIP: 36485MAM1<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $516561.00    | 0.76%             | 2028-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Chariot Buyer LLC                                                           | Chariot Buyer LLC                                                               | CUSIP: 15963CAC0<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |    270872 | PA      | $268062.75    | 0.39%             | 2028-11-03      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                                      | SCIH Salt Holdings Inc                                                          | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     57000 | PA      | $54663.06     | 0.08%             | 2028-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                                       | Trivium Packaging Finance BV                                                    | CUSIP: 89686QAB2<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    131000 | PA      | $129654.92    | 0.19%             | 2027-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                      | Cloud Software Group Inc                                                        | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    188000 | PA      | $188246.07    | 0.28%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Filtration Group Corporation                                                | FILTRATION GROUP CORP                                                           | CUSIP: 31732FAV8<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |    403010 | PA      | $403118.41    | 0.59%             | 2028-10-21      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| GoTo Group Inc                                                              | GOTO GROUP INC                                                                  | CUSIP: 38349FAD8<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | US        |    587065 | PA      | $242407.96    | 0.36%             | 2028-04-28      | Floating      | 9.68%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                      | Cloud Software Group Inc                                                        | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    108000 | PA      | $108921.21    | 0.16%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Amspec Parent LLC                                                           | AMSPEC PARENT LLC                                                               | CUSIP: 03218AAB5<br>LEI: 254900LUGRP5Z7OOV477 | Long             | LON              | CORP              | US        |    106179 | PA      | $106179.26    | 0.16%             | 2031-12-22      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                                         | Lightning Power LLC                                                             | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |    377000 | PA      | $390913.69    | 0.57%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                                                         | Go Daddy Operating Co LLC / GD Finance Co Inc                                   | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    168000 | PA      | $156720.97    | 0.23%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ELASTIC NV                                                                  | Elastic NV                                                                      | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |    595000 | PA      | $562307.37    | 0.83%             | 2029-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| New Millennium Corp Claim                                                   | New Millennium Corp Claim                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Queen Mergerco, Inc                                                         | QXO INC                                                                         | CUSIP: 07368RAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    100200 | PA      | $100218.04    | 0.15%             | 2032-04-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURA                                                    | Jones Deslauriers Insurance Management Inc                                      | CUSIP: 48020RAA3<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $32298.99     | 0.05%             | 2030-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| AHP HEALTH PARTN                                                            | AHP Health Partners Inc                                                         | CUSIP: 00150LAB7<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | DBT              | CORP              | US        |    265000 | PA      | $245192.23    | 0.36%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ZI TECH LLC/ZI FIN CORP                                                     | ZoomInfo Technologies LLC/ZoomInfo Finance Corp                                 | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $55195.38     | 0.08%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                                                         | Clarivate Science Holdings Corp                                                 | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $455183.50    | 0.67%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                      | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    433000 | PA      | $437275.44    | 0.64%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                | US Foods Inc                                                                    | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    316000 | PA      | $330965.76    | 0.49%             | 2032-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                       | VENTURE GLOBAL PLAQUEMINES LNG LLC                                              | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14374.12     | 0.02%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| RAISING CANE'S RESTAURAN                                                    | Raising Cane's Restaurants LLC                                                  | CUSIP: 75103AAA3<br>LEI: 254900V6ADXFWHYOED66 | Long             | DBT              | CORP              | US        |     47000 | PA      | $49867.19     | 0.07%             | 2029-05-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco Gmbh                                                      | TK ELEVATOR US NEWCO INC                                                        | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |    427246 | PA      | $426099.07    | 0.63%             | 2030-04-30      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                                           | Service Corp International/US                                                   | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    132000 | PA      | $130480.65    | 0.19%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                                | ACRISURE LLC                                                                    | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |     58507 | PA      | $57958.99     | 0.09%             | 2030-11-06      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                         | Axon Enterprise Inc                                                             | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30651.81     | 0.04%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Albion Financing 3 SARL                                                     | AGGREKO HOLDINGS INC                                                            | CUSIP: 00847NAE6<br>LEI: 213800VFJ5CIN2NUQ821 | Long             | LON              | CORP              | US        |    194633 | PA      | $194815.61    | 0.29%             | 2029-08-16      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| X Corp (f/k/a Twitter Inc)                                                  | X CORP                                                                          | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    363154 | PA      | $352577.02    | 0.52%             | 2029-10-26      | Floating      | 10.95%                | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                         | CLYDESDALE ACQUISITION HOLDINGS INC                                             | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    248503 | PA      | $246795.96    | 0.36%             | 2032-03-26      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Mavis Tire Express Services Topco Corp                                      | MAVIS TIRE EXPRESS SERVICES TOPCO CORP                                          | CUSIP: 57777YAG1<br>LEI: 254900NVDM4GTLBL9E56 | Long             | LON              | CORP              | US        |    423736 | PA      | $419154.95    | 0.62%             | 2028-05-04      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                                               | FirstCash Inc                                                                   | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    839000 | PA      | $859447.76    | 1.26%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                    | Builders FirstSource Inc                                                        | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    320000 | PA      | $318011.02    | 0.47%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                      | Cloud Software Group Inc                                                        | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     97000 | PA      | $101258.11    | 0.15%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Grant Thornton Advisors LLC                                                 | GRANT THORNTON ADVISORS                                                         | CUSIP: 38821UAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     27174 | PA      | $27004.07     | 0.04%             | 2031-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| USI Inc                                                                     | USI INC/NY                                                                      | CUSIP: 90351NAR6<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |    647559 | PA      | $644379.51    | 0.95%             | 2029-11-22      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| AMER SPORTS COMPANY                                                         | Amer Sports Co                                                                  | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91150.38     | 0.13%             | 2031-02-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                       | VENTURE GLOBAL PLAQUEMINES LNG LLC                                              | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28775.97     | 0.04%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                                       | Ellucian Holdings Inc                                                           | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |     69000 | PA      | $69104.60     | 0.10%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N-Able International Holdings II LLC                                        | N-ABLE INTERNATIONAL HO                                                         | CUSIP: 62878KAB0<br>LEI: 254900A8E99QCJOGAZ34 | Long             | LON              | CORP              | US        |    130416 | PA      | $129927.12    | 0.19%             | 2028-07-19      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                                      | Energizer Holdings Inc                                                          | CUSIP: 29272WAF6<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    739000 | PA      | $743227.08    | 1.09%             | 2027-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                                    | Clarios Global LP / Clarios US Finance Co                                       | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1206000 | PA      | $1212692.09   | 1.78%             | 2027-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                                                            | TriNet Group Inc                                                                | CUSIP: 896288AC1<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |    400000 | PA      | $407480.80    | 0.60%             | 2031-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| OneDigital Borrower LLC                                                     | ONEDIGITAL BORROWER LLC                                                         | CUSIP: 68252HAB0<br>LEI: 2549009GTKWWAO1E9X77 | Long             | LON              | CORP              | US        |    603750 | PA      | $593187.39    | 0.87%             | 2032-07-02      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Kingpin Intermediate Holdings LLC                                           | Kingpin Intermediate Holdings LLC                                               | CUSIP: 49579GAH5<br>LEI: 549300HRZOJTMNZCST05 | Long             | LON              | CORP              | US        |     14582 | PA      | $14326.43     | 0.02%             | 2028-02-08      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                                        | Garda World Security Corp                                                       | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    192000 | PA      | $189582.49    | 0.28%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-23

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

**Signature:** Derek Maltbie

**Name of Signer:** Derek Maltbie

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