# EDGAR Filing Document

**Accession Number:** 0000717819
**File Stem:** 0000940400-25-005194
**Filing Date:** 2025-10
**Character Count:** 216351
**Document Hash:** 9bc37b8327e9de32bc39eb52af490da8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-005194.hdr.sgml**: 20251023

**ACCESSION NUMBER**: 0000940400-25-005194

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250829

**FILED AS OF DATE**: 20251023

**DATE AS OF CHANGE**: 20251023

**PERIOD START**: 20260228

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PRUDENTIAL INVESTMENT PORTFOLIOS, INC. 14
- **CENTRAL INDEX KEY:** 0000717819

**ORGANIZATION NAME:**
- **EIN:** 133165671
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 0228

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03712
- **FILM NUMBER:** 251412597

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRUDENTIAL GOVERNMENT INCOME FUND, INC.
- **DATE OF NAME CHANGE:** 20100219

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DRYDEN GOVERNMENT INCOME FUND INC
- **DATE OF NAME CHANGE:** 20040420

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRUDENTIAL GOVERNMENT INCOME FUND INC
- **DATE OF NAME CHANGE:** 19951017

## Series and Classes Contracts Data

### PGIM Floating Rate Income Fund (Series ID: S000031692)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000098631 | Class A      | FRFAX           |
| C000098632 | Class C      | FRFCX           |
| C000098633 | Class Z      | FRFZX           |
| C000154996 | Class R6     | PFRIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Prudential Investment Portfolios, Inc. 14

- **b. Investment Company Act file number:** 811-03712

- **c. CIK number of Registrant:** 0000717819

- **d. LEI of Registrant:** 549300KUB7SBKYFHJS11

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

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

  - **City:** Newark

  - **State:** NJ

  - **Foreign country:** US

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

  - **Telephone number:** 1-800-225-1852

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

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

- **b. EDGAR series identifier (if any):** S000031692

- **c. LEI of Series:** FRMR3F8RNAI288BVGN56

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

- **a. Date of fiscal year-end:** 2026-02-28

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2555616653.04

**Total Liabilities:** $175398576.13

**Net Assets:** $2380218076.91

**Delayed Delivery Securities:** $10099542.43

**Cash Not Reported:** $13114598.34

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 879.52628000 | **1-Year:** 33865.98070000 | **5-Year:** 260620.59530000 | **10-Year:** 20345.72297000 | **30-Year:** 0.00000000

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

- **3-Month:** 1547.17199000 | **1-Year:** 174550.26697000 | **5-Year:** 98864.62978000 | **10-Year:** 1229.02065000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000098631 | 0.90%                | 0.92%                | 0.50%                |
| Class ID C000098632 | 0.84%                | 0.85%                | 0.44%                |
| Class ID C000098633 | 0.92%                | 0.94%                | 0.52%                |
| Class ID C000154996 | 0.93%                | 0.94%                | 0.52%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-31870993.06            | $39449758.31                               |
| Month 2  | $-8094.88                | $2902579.48                                |
| Month 3  | $-641721.39              | $931408.22                                 |

**Designated Index Information**

- **Index Name:** PGIM Floating Rate Income Fund_Ex derivatives

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                         | Title                                                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| INTERCONTINENTAL EXCHANGE, INC.                                              | CDS CDX.NA.IG.44.V1                                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $11517791.78  | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                    | USD/GBP FORWARD                                                       | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-55226.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OFS CREDIT COMPANY INC                                                       | OFS Credit Co Inc                                                     | CUSIP: 67111Q503<br>LEI: 549300A7A6U0QNX5FB55 | Long             | EP               | CORP              | US        |     36949 | NS      | $929378.20    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                                 | CALPINE CORP                                                          | CUSIP: 13134MBW2<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |   7595010 | PA      | $7585728.74   | 0.32%             | 2031-01-31      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| SWF HOLDINGS I CORP                                                          | SWF Holdings I Corp                                                   | CUSIP: 78500AAA6<br>LEI: 5493000CMZKPQ7BKPB20 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $1021446.55   | 0.04%             | 2029-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                                   | FERTITTA ENTERTAINMENT L                                              | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |   5593462 | PA      | $5587868.08   | 0.23%             | 2029-01-27      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Jupiter Buyer Inc                                                            | ARCHKEY HOLDINGS INC                                                  | CUSIP: 48205CAD7<br>LEI: 254900FACU3AJQKAQ270 | Long             | LON              | CORP              | US        |    670118 | PA      | $676819.25    | 0.03%             | 2031-11-01      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| SGH2 LLC                                                                     | SGH2 LLC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4950000 | PA      | $4950000.00   | 0.21%             | 2032-07-16      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| Hershend Entertainment Co LLC                                                | HERSCHEND ENTERTAINMENT CO LLC                                        | CUSIP: 42778EAG6<br>LEI: 54930087KQ7RPDXK0716 | Long             | LON              | CORP              | US        |   2350000 | PA      | $2363954.30   | 0.10%             | 2032-05-27      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Cloudera Inc                                                                 | Cloudera Inc                                                          | CUSIP: 74339VAB4<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |   5247430 | PA      | $5093286.37   | 0.21%             | 2028-10-08      | Floating      | 8.17%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                         | Bank of America Corp                                                  | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  13855000 | PA      | $13874916.76  | 0.58%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Red SPV LLC                                                                  | RED SPV LLC                                                           | CUSIP: 75701MAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5450000 | PA      | $5450000.00   | 0.23%             | 2032-03-15      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                  | 2 YEAR U.S. TREASURY NOTE                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -304 | NC      | $-90492.31    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HP PHRG Borrower LLC                                                         | PHRG INTERMEDIATE LLC                                                 | CUSIP: 40445XAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2500000 | PA      | $2495312.50   | 0.10%             | 2032-02-20      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Belfor Holdings Inc                                                          | BELFOR HOLDINGS INC                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6867185 | PA      | $6897263.35   | 0.29%             | 2030-11-01      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Heritage Power LLC                                                           | HERITAGE POWER LLC                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1356884 | PA      | $1336530.87   | 0.06%             | 2028-07-20      | Floating      | 9.80%                 | No            |                  3 | On Loan: No      |
| Arcis Golf LLC                                                               | ARCIS GOLF LLC                                                        | CUSIP: 03958MAF4<br>LEI: 254900ZMGXNNIX4SXQ48 | Long             | LON              | CORP              | US        |   2444275 | PA      | $2453440.64   | 0.10%             | 2028-11-24      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Windsor Holdings III LLC                                                     | WINDSOR HOLDINGS III LLC                                              | CUSIP: 97360BAH8<br>LEI: 254900IXUJZ9H146T437 | Long             | LON              | CORP              | US        |   8823113 | PA      | $8804734.40   | 0.37%             | 2030-08-01      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| HUNT COS INC                                                                 | Hunt Cos Inc                                                          | CUSIP: 445587AE8<br>LEI: 549300ODPWDNCH5TKM49 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1002175.19   | 0.04%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AIP RD Buyer Corp                                                            | RelaDyne Inc                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1913211 | PA      | $1917196.09   | 0.08%             | 2030-12-23      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                     | LUMEN TECHNOLOGIES INC                                                | CUSIP: 55024EAG0<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |   8458917 | PA      | $8395474.98   | 0.35%             | 2030-04-15      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| ECL Entertainment LLC                                                        | ECL ENTERTAINMENT LLC                                                 | CUSIP: 000000000<br>LEI: 254900UPSGHOBB360Z85 | Long             | LON              | CORP              | US        |   1919827 | PA      | $1919827.37   | 0.08%             | 2030-08-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Hayfin US XV, Ltd.                                                           | Hayfin US XV Ltd                                                      | CUSIP: 420916AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  13500000 | PA      | $13579008.75  | 0.57%             | 2037-04-28      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                              | CDS CDX.NA.HY.44.V1                                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $4901292.24   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Static Senior Loan Fund                                                | Atlas Static Senior Loan Fund I Ltd                                   | CUSIP: 04942PAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  14250000 | PA      | $14260094.70  | 0.60%             | 2030-07-15      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| CONVERGEONE HLDGS INC - Equity                                               | CONVERGEONE HLDGS INC - Equity                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    200211 | NS      | $600633.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                          | Nomura Holdings Inc                                                   | CUSIP: 65535HCC1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   4295000 | PA      | $4397006.25   | 0.18%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| 1011778 BC Unlimited Liability Company                                       | 1011778 BC ULC                                                        | CUSIP: 000000000<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |   4108500 | PA      | $4092238.56   | 0.17%             | 2030-09-20      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| BCP VI SUMMIT HOLDINGS L                                                     | BCP VI SUMMIT HOLDINGS L                                              | CUSIP: 05614GAC5<br>LEI: 254900LK60A9DK5W5N81 | Long             | LON              | CORP              | US        |    600000 | PA      | $603000.00    | 0.03%             | 2032-01-30      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST                                               | PMT Credit Risk Transfer Trust 2024-3R                                | CUSIP: 69392AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7156773 | PA      | $7225222.22   | 0.30%             | 2028-09-27      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Kronos Acquisition Holdings Inc                                              | KRONOS ACQUISITION HOLDINGS INC                                       | CUSIP: 50106JAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6587129 | PA      | $4872124.06   | 0.20%             | 2031-07-08      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| Starwood Property Mortgage LLC                                               | STARWOOD PROPERTY MORTGAGE LLC                                        | CUSIP: 85570DAP7<br>LEI: 5493008SB15CNJRIOK13 | Long             | LON              | CORP              | US        |   4025000 | PA      | $4002359.38   | 0.17%             | 2032-08-14      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| PARFUMS DE MARLY                                                             | PARFUMS DE MARLY                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4665000 | PA      | $4618350.00   | 0.19%             | 2028-09-01      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| ROYAL BANK OF CANADA                                                         | Royal Bank of Canada                                                  | CUSIP: 780082AT0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  12750000 | PA      | $12335625.00  | 0.52%             | 2084-11-24      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                  | U.S. TREASURY BOND                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -65 | NC      | $-22047.05    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                                | Citigroup Inc                                                         | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5685000 | PA      | $5796405.35   | 0.24%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WIN Waste Innovations Holdings Inc                                           | WIN WASTE INNOVATIONS HO                                              | CUSIP: 38723BAL5<br>LEI: 549300DJBUN7Z75R2S83 | Long             | LON              | CORP              | US        |   3965062 | PA      | $3977453.32   | 0.17%             | 2028-03-24      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Boost Newco Borrower LLC                                                     | BOOST NEWCO BORROWER LLC                                              | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |  12205360 | PA      | $12205360.12  | 0.51%             | 2031-01-31      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| CQS US CLO Ltd                                                               | CQS US CLO 2021-1 Ltd                                                 | CUSIP: 12659UAN2<br>LEI: 549300GF7PVRIKZNMY06 | Long             | ABS-CBDO         | CORP              | KY        |  12400000 | PA      | $12415621.52  | 0.52%             | 2035-01-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                  | Asurion LLC                                                           | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   7659924 | PA      | $7267353.03   | 0.31%             | 2029-01-20      | Floating      | 9.68%                 | No            |                  2 | On Loan: No      |
| Flint Group Packaging Inks North America Holdings LLC                        | FLINT GROUP TOPCO LTD                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | JE        |   7035617 | PA      | $321000.03    | 0.01%             | 2027-12-31      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| PG POLARIS BIDCO S. R.L (Ursa Minor)                                         | PG POLARIS BIDCO SARL                                                 | CUSIP: 91728NAB5<br>LEI: 254900XMCCB3IEZ2A005 | Long             | LON              | CORP              | LU        |   2179050 | PA      | $2184497.63   | 0.09%             | 2031-03-26      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Crown Subsea Communications Holding Inc                                      | CROWN SUBSEA COMMUNICATI                                              | CUSIP: 000000000<br>LEI: 5493003AYLUE132FIO27 | Long             | LON              | CORP              | US        |   7596218 | PA      | $7646861.61   | 0.32%             | 2031-01-30      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| White Cap Supply Holdings LLC(f/k/a White Cap Buyer LLC)                     | WHITE CAP BUYER LLC                                                   | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |   2140107 | PA      | $2139621.31   | 0.09%             | 2029-10-19      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| SOUND INPATIENT PHYSICIANS INC- Class A                                      | SOUND INPATIENT PHYSICIANS INC- Class A                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |  10144042 | NS      | $1014.40      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                    | GBP/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-11148.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                                                     | Brookfield Residential Properties Inc / Brookfield Residential US LLC | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   4200000 | PA      | $3856524.00   | 0.16%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Paint Intermediate III LLC                                                   | PAINT INTERMEDIATE III                                                | CUSIP: 69575EAL3<br>LEI: 549300C2JJM7BNZTR054 | Long             | LON              | CORP              | US        |   2244375 | PA      | $2245310.90   | 0.09%             | 2031-10-09      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                                                    | Bausch & Lomb TE 12/18/30                                             | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |   4000000 | PA      | $4002500.00   | 0.17%             | 2031-01-15      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                        | QUIKRETE HOLDINGS INC                                                 | CUSIP: 74839XAK5<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |   5342947 | PA      | $5342947.08   | 0.22%             | 2029-03-19      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Harbor Freight Tools USA Inc                                                 | HARBOR FREIGHT TOOLS USA INC                                          | CUSIP: 41151PAR6<br>LEI: 549300Y48HLCFTTB4249 | Long             | LON              | CORP              | US        |   8565981 | PA      | $8454143.74   | 0.36%             | 2031-06-11      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                                          | PEER HOLDING III BV                                                   | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |   5945125 | PA      | $5952556.41   | 0.25%             | 2031-07-01      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Dechra Pharmaceuticals Holdings Limited (f/k/a Freya Bidco Limited)          | DECHRA FINANCE US                                                     | CUSIP: 24343EAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3417435 | PA      | $3425978.59   | 0.14%             | 2032-01-27      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corporation                                         | SOLENIS HOLDINGS LTD                                                  | CUSIP: 68163YAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9201104 | PA      | $9157012.65   | 0.38%             | 2031-06-20      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Consolidated Energy Finance SA                                               | CONSOLIDATED ENERGY FIN SA                                            | CUSIP: 000000000<br>LEI: 549300PUNIS0USNSL750 | Long             | LON              | CORP              | LU        |   4101813 | PA      | $3881340.72   | 0.16%             | 2030-11-15      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| Iris Holding Inc                                                             | Iris Holding Inc                                                      | CUSIP: 46271BAB6<br>LEI: 54930013SPZ2NB3I3V40 | Long             | LON              | CORP              | US        |   5440246 | PA      | $5255277.59   | 0.22%             | 2028-06-28      | Floating      | 9.16%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                            | EURO-BUND                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -7 | NC      | $10428.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Catawba Nation Gaming Authority                                              | CATAWBA NATION GAMING AUTHORITY                                       | CUSIP: 14907EAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5815000 | PA      | $5771387.50   | 0.24%             | 2032-03-28      | Floating      | 9.05%                 | No            |                  3 | On Loan: No      |
| VT Topco Inc                                                                 | VT TOPCO INC                                                          | CUSIP: 91838LAK6<br>LEI: 5493007T812R37X02Y38 | Long             | LON              | CORP              | US        |   5341212 | PA      | $5341211.95   | 0.22%             | 2030-08-09      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| Doncasters US Finance LLC                                                    | DONCASTERS US FIN LLC                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1818000.00   | 0.08%             | 2030-04-23      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Plaze Inc                                                                    | Plaze Inc                                                             | CUSIP: 72819QAM4<br>LEI: 54930069WJQSNERFIV02 | Long             | LON              | CORP              | US        |   7133721 | PA      | $6456017.87   | 0.27%             | 2026-08-03      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| AlixPartners LLP                                                             | ALIXPARTNERS LLP                                                      | CUSIP: 01642PBE5<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |   4459377 | PA      | $4441263.13   | 0.19%             | 2032-07-29      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Voyager Parent, LLC                                                          | VOYAGERPARENTLLC                                                      | CUSIP: 92921HAC9<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |  12375000 | PA      | $12388748.63  | 0.52%             | 2032-07-01      | Floating      | 9.04%                 | No            |                  2 | On Loan: No      |
| Diamond Sports Net, LLC                                                      | DIAMOND SPORTS NET LLC                                                | CUSIP: 25277EAB8<br>LEI: 549300MPO5H6LGX4RJ82 | Long             | LON              | CORP              | US        |   1680789 | PA      | $1462286.48   | 0.06%             | 2028-01-02      | Floating      | 15.00%                | No            |                  2 | On Loan: No      |
| Mountain View CLO Ltd                                                        | Mountain View CLO IX Ltd                                              | CUSIP: 62432BAQ6<br>LEI: 549300URXZ1TS31FK720 | Long             | ABS-CBDO         | CORP              | KY        |   9250000 | PA      | $9270314.85   | 0.39%             | 2031-07-15      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| The Dun & Bradstreet Corporation                                             | DENALI INTERMEDIATE HLDG INC                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6786758 | PA      | $6718890.90   | 0.28%             | 2032-05-21      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| American Bath/CP Atlas Buyer Inc.                                            | CP ATLAS BUYER INC                                                    | CUSIP: 12658HAL6<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | LON              | CORP              | US        |   6200000 | PA      | $5952000.00   | 0.25%             | 2030-07-08      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                  | TRS IBXXLLTR INDEX                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |         1 | NC      | $897393.30    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corporation                                         | OLYMPUS WATER US HOLDING CORP                                         | CUSIP: 000000000<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |   1850000 | PA      | $1843393.65   | 0.08%             | 2032-07-23      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Belron Finance 2019 LLC                                                      | BELRON FINANCE 2019 LLC                                               | CUSIP: 08078UAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9438600 | PA      | $9473994.94   | 0.40%             | 2031-10-16      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc                                                        | AADVANTAGE LOYALTY IP LTD                                             | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |   7915870 | PA      | $7894434.32   | 0.33%             | 2028-04-20      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group Inc                                                       | ATHENAHEALTH GROUP INC                                                | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |  11972093 | PA      | $11959617.77  | 0.50%             | 2029-02-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                                          | PEER HOLDING III BV                                                   | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |   1641688 | PA      | $1642713.71   | 0.07%             | 2030-10-26      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                  | Vistra Corp                                                           | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   5225000 | PA      | $5347064.32   | 0.22%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Clue Opco LLC                                                                | CLUE OPCO LLC                                                         | CUSIP: 18948EAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  18103867 | PA      | $18092551.74  | 0.76%             | 2030-12-19      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| Bingo Holdings I, LLC                                                        | BINGO HOLDINGS I LLC                                                  | CUSIP: 09081AAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9900000 | PA      | $9900000.00   | 0.42%             | 2032-06-30      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| Foundation Building Materials Inc                                            | FOUNDATION BUILDING MATERIALS INC                                     | CUSIP: 35039KAD8<br>LEI: 549300ZVE6MONHB01I28 | Long             | LON              | CORP              | US        |  14974226 | PA      | $15014342.37  | 0.63%             | 2031-01-29      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                          | Bank of Nova Scotia/The                                               | CUSIP: 0641598X7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  31000000 | PA      | $31810259.40  | 1.34%             | 2085-04-27      | Fixed         | 7.35%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY & CO. LLC                                                     | TRS IBXXLLTR INDEX                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-207917.18   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DIGICEL INTL FIN LTD                                                         | DIGICEL INTL FIN LTD                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17997 | NS      | $215681.45    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Mcafee Corp                                                                  | MCAFEE CORP                                                           | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |   8385630 | PA      | $7945384.13   | 0.33%             | 2029-03-01      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                                     | Sinclair Television Group Inc                                         | CUSIP: 829259AW0<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192440.73    | 0.01%             | 2027-02-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Lsf11 Trinity Bidco, Inc.                                                    | LSF11 TRINITY BIDCO INC                                               | CUSIP: 50221BAF0<br>LEI: 2549000M6VOEWVW5JU51 | Long             | LON              | CORP              | US        |   1734208 | PA      | $1732040.71   | 0.07%             | 2030-06-14      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Starwood Property Mortgage LLC                                               | STARWOOD PROPERTY MORTGA                                              | CUSIP: 85570DAM4<br>LEI: 5493008SB15CNJRIOK13 | Long             | LON              | CORP              | US        |   6032266 | PA      | $5994564.45   | 0.25%             | 2030-01-02      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corporation                                                  | REWORLD HOLDING CORP                                                  | CUSIP: 22282GAP2<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |   4940770 | PA      | $4949006.11   | 0.21%             | 2028-11-30      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Cinemark USA Inc                                                             | CINEMARK USA INC                                                      | CUSIP: 172442AV7<br>LEI: 54930008H2137JSCPQ09 | Long             | LON              | CORP              | US        |   6253915 | PA      | $6257823.85   | 0.26%             | 2030-05-24      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                  | Vistra Corp                                                           | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   7375000 | PA      | $7476264.44   | 0.31%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Apollo Commercial Real Estate Finance Inc                                    | APOLLO COMMERCIAL REAL ESTATE FINANCE INC                             | CUSIP: 03768DAE7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | LON              | CORP              | US        |   2275000 | PA      | $2292062.50   | 0.10%             | 2030-06-13      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| SOUND POINT MERIDIAN CAP                                                     | Sound Point Meridian Capital Inc                                      | CUSIP: 83617A207<br>LEI: 2138003DILFQKEPAD871 | Long             | EP               | CORP              | US        |     97015 | NS      | $2439927.25   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                       | TRS IBXXLLTR INDEX                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $912769.19    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Property Reit Inc                                                 | BROOKFIELD PROPERTIES RETAIL HOLDING LLC                              | CUSIP: 11283HAG2<br>LEI: 549300K1JD1LDRNBET48 | Long             | LON              | CORP              | US        |  31618557 | PA      | $31697603.00  | 1.33%             | 2030-05-28      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Tenneco Inc                                                                  | TENNECO INC                                                           | CUSIP: 88037HAN4<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |   9911800 | PA      | $9845718.09   | 0.41%             | 2028-11-17      | Floating      | 9.12%                 | No            |                  2 | On Loan: No      |
| CoreLogic Inc                                                                | CoreLogic Inc                                                         | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |   6241303 | PA      | $6216337.94   | 0.26%             | 2028-06-02      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                                       | SCIH SALT HOLDINGS INC                                                | CUSIP: 78397GAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5155771 | PA      | $5163019.81   | 0.22%             | 2029-01-31      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| GTT Communications Inc                                                       | GTTCOMMUNICATIONSINC                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1431626 | PA      | $1173933.58   | 0.05%             | 2031-07-15      | Floating      | 14.00%                | No            |                  3 | On Loan: No      |
| Amentum Holdings LLC                                                         | AMAZON HOLDCO INC                                                     | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |   5368090 | PA      | $5364734.70   | 0.23%             | 2031-09-29      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                                             | Allied Universal Holdco LLC / Allied Universal Finance Corp           | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $395585.73    | 0.02%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                                 | MH SUB I LLC                                                          | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |  10474657 | PA      | $9704329.75   | 0.41%             | 2028-05-03      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Crown Finance US Inc                                                         | CROWN FINANCE US INC                                                  | CUSIP: 22834KAV3<br>LEI: 254900ABTWPQTCKKR839 | Long             | LON              | CORP              | US        |   5950000 | PA      | $5941324.90   | 0.25%             | 2031-12-02      | Floating      | 8.85%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                             | CSC Holdings LLC                                                      | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    475000 | PA      | $437712.35    | 0.02%             | 2028-02-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| PODS LLC                                                                     | PODS LLC                                                              | CUSIP: 73044EAB0<br>LEI: 984500EC4ZCD5U1SDF04 | Long             | LON              | CORP              | US        |   2350000 | PA      | $2267329.35   | 0.10%             | 2028-03-31      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                  | Asurion LLC                                                           | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   1075250 | PA      | $1073368.31   | 0.05%             | 2028-08-21      | Floating      | 8.67%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                        | LEVEL 3 FINANCING INC                                                 | CUSIP: 52729KAT3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |   5575000 | PA      | $5597300.00   | 0.24%             | 2032-03-27      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Sandisk Corporation                                                          | SANDISK CORP                                                          | CUSIP: 80004YAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8752500 | PA      | $8714207.81   | 0.37%             | 2032-02-23      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| Patagonia Holdco LLC                                                         | Patagonia Holdco LLC                                                  | CUSIP: 70289FAD3<br>LEI: 254900OLXUIWWEAJZ984 | Long             | LON              | CORP              | US        |   9953439 | PA      | $7881879.71   | 0.33%             | 2029-08-01      | Floating      | 9.98%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands Inc                                              | Cornerstone Building Brands Inc                                       | CUSIP: 21925FAB0<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |   5581375 | PA      | $5079050.85   | 0.21%             | 2028-08-01      | Floating      | 9.99%                 | No            |                  3 | On Loan: No      |
| Eco Material Technologies Inc.                                               | ECO MATERIAL TECH INC                                                 | CUSIP: 27888XAB3<br>LEI: 2549001ARPX05UHXX452 | Long             | LON              | CORP              | US        |   6533000 | PA      | $6528916.88   | 0.27%             | 2032-02-12      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| TopCo Units Equity                                                           | TopCo Units Equity                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27892 | NS      | $2.79         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dave & Busters Inc                                                           | DAVE & BUSTER'S INC                                                   | CUSIP: 23833EAY0<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |   5657250 | PA      | $5380446.41   | 0.23%             | 2031-11-01      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                  | Asurion LLC                                                           | CUSIP: 04649VBB5<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |  10749025 | PA      | $10701997.96  | 0.45%             | 2028-08-19      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                                          | Sound Point CLO XXVII Ltd                                             | CUSIP: 83611VBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1509365.85   | 0.06%             | 2034-10-25      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                  | ULTRA U.S. TREASURY BOND                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        14 | NC      | $-6646.14     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Signal Peak CLO, LLC                                                         | Signal Peak CLO 9 Ltd                                                 | CUSIP: 82670QAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9185000 | PA      | $9213674.65   | 0.39%             | 2038-01-21      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Sanmina Corporation                                                          | SANMINA CORP                                                          | CUSIP: 000000000<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | LON              | CORP              | US        |   2300000 | PA      | $2294250.00   | 0.10%             | 2032-08-07      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Sharp Services LLC (f/k/a Sharp Midco LLC)                                   | SHARP SERVICES LLC                                                    | CUSIP: 81989LAF5<br>LEI: 549300ZXMVUWBVXDAR03 | Long             | LON              | CORP              | US        |   3700753 | PA      | $3707691.71   | 0.16%             | 2028-12-31      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Ocean Trails CLO                                                             | Ocean Trails CLO XV Ltd                                               | CUSIP: 67515BAC6<br>LEI: 5493000CJCL8E235WY49 | Long             | ABS-CBDO         | CORP              | JE        |   4250000 | PA      | $4268668.13   | 0.18%             | 2037-01-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                              | United States Treasury Note/Bond                                      | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2600000 | PA      | $2615640.63   | 0.11%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                | Citigroup Inc                                                         | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  26500000 | PA      | $26230787.86  | 1.10%             | N/A             | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Intelsat SA/Luxembourg                                                       | Intelsat SA/Luxembourg                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28359 | NS      | $2.84         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Atlas Senior Loan Fund LTD                                                   | Atlas Senior Loan Fund XXIV Ltd                                       | CUSIP: 04943PAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10033522.00  | 0.42%             | 2038-01-20      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| JFL-Tiger Acquisition Co., Inc                                               | JFL-TIGER ACQUISITION CO                                              | CUSIP: 000000000<br>LEI: 254900KPFL42CYD2VY03 | Long             | LON              | CORP              | US        |   6865610 | PA      | $6865609.64   | 0.29%             | 2030-10-17      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Alterra Mountain Company                                                     | ALTERRA MOUNTAIN COMPANY                                              | CUSIP: 46124CAS6<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |   1066951 | PA      | $1065617.25   | 0.04%             | 2030-05-31      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Renaissance Holding Corp                                                     | RENAISSANCE HOLDINGS COR                                              | CUSIP: 75972JAK0<br>LEI: 549300UKKEC0Y6TXNF09 | Long             | LON              | CORP              | US        |   1269478 | PA      | $1103123.39   | 0.05%             | 2030-04-05      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Venator Materials LLC                                                        | VENATOR FIN SARL                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3083521 | PA      | $2929344.69   | 0.12%             | 2026-07-16      | Floating      | 14.32%                | No            |                  3 | On Loan: No      |
| SEDGWICK CMS INC                                                             | SEDGWICK CLAIMS MANAGEMENT SERVICES INC                               | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |   8461889 | PA      | $8477755.37   | 0.36%             | 2031-07-31      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                                                      | Zayo Group Holdings Inc                                               | CUSIP: 98919XAE1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |    225000 | PA      | $218906.33    | 0.01%             | 2027-03-09      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| Charlotte Buyer Inc                                                          | CHARLOTTE BUYER INC                                                   | CUSIP: 12568YAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4878602 | PA      | $4869454.59   | 0.20%             | 2028-02-11      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                                         | LIFEPOINT HEALTH INC                                                  | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |   6753048 | PA      | $6696369.70   | 0.28%             | 2031-05-16      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| First Student Bidco Inc                                                      | FIRST STUDENT BIDCO INC                                               | CUSIP: 33718FAM2<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |   1310318 | PA      | $1309908.73   | 0.06%             | 2028-07-21      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| Beacon Mobility Corp                                                         | BEACON MOBILITY CORP                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    243976 | PA      | $244890.81    | 0.01%             | 2030-08-06      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| Barrow Hanley CLO LTD                                                        | Barrow Hanley CLO II Ltd                                              | CUSIP: 06875RAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5019952.00   | 0.21%             | 2035-10-20      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                             | CSC Holdings LLC                                                      | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192490.33    | 0.01%             | 2027-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| INTELSAT EMERGENCE SA                                                        | INTELSAT EMERGENCE SA                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28359 | NS      | $360400.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Michael Baker International LLC                                              | MICHAEL BAKER INTL                                                    | CUSIP: 59406MAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4866156 | PA      | $4882374.87   | 0.21%             | 2028-12-01      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                              | United States Treasury Note/Bond                                      | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9405000 | PA      | $9125789.06   | 0.38%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Aventiv Technologies (3/24) 1st Lien                                         | AVENTIV TECHNOLOGIES LLC                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    351699 | PA      | $369283.58    | 0.02%             | 2025-12-24      | Floating      | 14.59%                | No            |                  3 | On Loan: No      |
| US TREASURY N/B                                                              | United States Treasury Note/Bond                                      | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    425000 | PA      | $427125.00    | 0.02%             | 2027-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Cloudera Inc                                                                 | Cloudera Inc                                                          | CUSIP: 74339VAE8<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |   3320000 | PA      | $2911225.00   | 0.12%             | 2029-10-08      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| Johnstone Supply LLC                                                         | JOHNSTONE SUPPLY LLC                                                  | CUSIP: 47947BAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4943795 | PA      | $4942030.32   | 0.21%             | 2031-06-09      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Crisis Prevention Institute, Inc.                                            | TEI HOLDINGS INC                                                      | CUSIP: 22663GAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7340375 | PA      | $7294497.66   | 0.31%             | 2031-04-09      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| FALCON'S BEYOND GLOBAL INC-A                                                 | Falcon's Beyond Global Inc                                            | CUSIP: 306121112<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    156835 | NS      | $15.68        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                                     | EQM Midstream Partners LP                                             | CUSIP: 25470XAY1<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $972256.00    | 0.04%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| HarbourVest Partners LP                                                      | HARBOURVEST PARTNERS LP                                               | CUSIP: 41165QAM9<br>LEI: 54930029KR62LTFQ8M21 | Long             | LON              | CORP              | US        |   4585378 | PA      | $4585378.11   | 0.19%             | 2030-04-18      | Floating      | 6.55%                 | No            |                  3 | On Loan: No      |
| Allen Media LLC                                                              | Allen Media LLC                                                       | CUSIP: 01771JAG8<br>LEI: 549300ERNJNM4RN5JP79 | Long             | LON              | CORP              | US        |  11565465 | PA      | $7729582.14   | 0.32%             | 2027-02-10      | Floating      | 9.95%                 | No            |                  2 | On Loan: No      |
| Beacon Mobility Corp                                                         | BEACON MOBILITY CORP                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1781024 | PA      | $1787702.94   | 0.08%             | 2030-08-06      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                                                     | Diversified Healthcare Trust                                          | CUSIP: 81721MAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1204562.04   | 0.05%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PGIM Institutional Money Market Fund - D                                     | PGIM Institutional Money Market Fund - D                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  25124912 | NS      | $25109836.92  | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Financial CLO Ltd                                                        | KKR CLO 41 Ltd                                                        | CUSIP: 48255PAC9<br>LEI: 254900UD92WBBLUHGZ35 | Long             | ABS-CBDO         | CORP              | KY        |  12500000 | PA      | $12501247.50  | 0.53%             | 2035-04-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3 Inc.                                                 | FORTRESS INTERMEDIATE                                                 | CUSIP: 34966LAD6<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |   7146000 | PA      | $7154932.50   | 0.30%             | 2031-06-27      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc                                                             | AMWINS GROUP INC                                                      | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |   4982394 | PA      | $4978657.00   | 0.21%             | 2032-01-30      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                                 | UNIVISION COMMUNICATIONS INC                                          | CUSIP: 914908BG2<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |   1775797 | PA      | $1770247.61   | 0.07%             | 2029-01-31      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| ClubCorp Holdings Inc                                                        | CLUBCORP HLDGS INC                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    261807 | PA      | $259660.16    | 0.01%             | 2032-07-10      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| OFSI Fund LTD                                                                | OFSI BSL CLO XIII Ltd                                                 | CUSIP: 67118VAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5008452.00   | 0.21%             | 2037-04-20      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Lc Ahab Us Bidco LLC                                                         | LC AHAB US BIDCO LLC                                                  | CUSIP: 50180PAB7<br>LEI: 254900949U9K2Q5C5A85 | Long             | LON              | CORP              | US        |   4031585 | PA      | $4031585.49   | 0.17%             | 2031-05-01      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Venator Materials PLC                                                        | Venator Materials PLC                                                 | CUSIP: 000000000<br>LEI: 549300WFXC4YL5IHX316 | Long             | EC               | CORP              | GB        |     10549 | NS      | $1054900.00   | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Tidal Waste & Recycling Holdings LLC                                         | TIDAL WASTE & RECYCLING                                               | CUSIP: 000000000<br>LEI: 254900IQT82RE5KFAZ50 | Long             | LON              | CORP              | US        |   3690750 | PA      | $3708281.06   | 0.16%             | 2031-10-24      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| A-Ap Buyer, Inc.                                                             | A-AP BUYER INC                                                        | CUSIP: 00036FAB0<br>LEI: 254900BOO8W9IR1VYO11 | Long             | LON              | CORP              | US        |   3830750 | PA      | $3842721.09   | 0.16%             | 2031-09-09      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Ineos US Petrochem LLC                                                       | INEOS US PETROCHEM LLC                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4443063 | PA      | $3909895.38   | 0.16%             | 2029-04-02      | Floating      | 8.67%                 | No            |                  3 | On Loan: No      |
| Doncasters US Finance LLC                                                    | DONCASTERS US FINANCE LLC                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1197000 | PA      | $1208970.00   | 0.05%             | 2030-04-23      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp                                                    | Gainwell Acquisition Corp                                             | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  15615380 | PA      | $15342110.68  | 0.64%             | 2027-10-01      | Floating      | 8.40%                 | Yes           |                  2 | On Loan: No      |
| Loire US Holdco 1 Inc                                                        | LOIRE FINCO LUXEMBOURG                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   3192000 | PA      | $3207960.00   | 0.13%             | 2030-01-31      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| Rockpoint Gas Storage Partners LP                                            | ROCKPOINT GAS STORAGE PA                                              | CUSIP: 000000000<br>LEI: 549300ZXM0KTRM0NMI59 | Long             | LON              | CORP              | CA        |   6280938 | PA      | $6294680.19   | 0.26%             | 2031-09-18      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Great Outdoors Group LLC                                                     | GREAT OUTDOORS GROUP LLC                                              | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |   8994280 | PA      | $9012269.00   | 0.38%             | 2032-01-23      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| NGC Ltd                                                                      | NGC 2024-I Ltd                                                        | CUSIP: 652927AJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   7650000 | PA      | $7675104.24   | 0.32%             | 2037-07-20      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                              | United States Treasury Note/Bond                                      | CUSIP: 91282CLP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4050000 | PA      | $4035287.11   | 0.17%             | 2026-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEWGENERATIONGASGATHERINGLLC                                                 | NEWGENERATIONGASGATHERINGLLC                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    567567 | PA      | $559053.50    | 0.02%             | 2029-09-30      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| TGP Holdings III LLC                                                         | TGP Holdings III LLC                                                  | CUSIP: 87251RAK9<br>LEI: 549300LURVM6CQ1MNO41 | Long             | LON              | CORP              | US        |  11563189 | PA      | $10435778.47  | 0.44%             | 2028-06-29      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                   | US Bancorp                                                            | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   5813000 | PA      | $5607475.59   | 0.24%             | N/A             | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                  | CAESARS ENTERTAIN INC                                                 | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |   6490909 | PA      | $6471436.22   | 0.27%             | 2030-02-06      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| NEW GENERATION GAS - UNFUNDED                                                | NEW GENERATION GAS - UNFUNDED                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    113513 | PA      | $111810.73    | 0.00%             | 2029-09-30      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| MV Holding GmbH FKA Igloo Holdings Corp                                      | MX HOLDINGS US INC                                                    | CUSIP: 55404TAF9<br>LEI: 549300RKTIVJWNROR778 | Long             | LON              | CORP              | US        |   4675000 | PA      | $4680843.75   | 0.20%             | 2032-03-17      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Venator Materials LLC                                                        | VENATOR FINANCE SARL                                                  | CUSIP: 000000000<br>LEI: 2221000BJZTBBAJL7429 | Long             | LON              | CORP              | LU        |   4396139 | PA      | $2967394.02   | 0.12%             | 2028-10-12      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Gloves Buyer Inc                                                             | GLOVES BUYER INC                                                      | CUSIP: 37987UAG7<br>LEI: 54930015O0Y94T5H8Z18 | Long             | LON              | CORP              | US        |   5175000 | PA      | $5084437.50   | 0.21%             | 2032-05-21      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                                        | KKR Clo 32 Ltd                                                        | CUSIP: 482937AB5<br>LEI: 5493004Y6G18HN4CQ515 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4029697.60   | 0.17%             | 2037-04-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| NEW GENERATION GAS GATHERING LLC                                             | NEW GENERATION GAS GATHERING LLC                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    681081 | PA      | $670864.79    | 0.03%             | 2029-09-30      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| Flint Group Packaging Inks North America Holdings LLC                        | FLINT GROUP PACKAGING IN                                              | CUSIP: 000000000<br>LEI: 549300KLX20KIO31CV35 | Long             | LON              | CORP              | LU        |   5696290 | PA      | $5345016.86   | 0.22%             | 2026-12-31      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| First Student Bidco Inc                                                      | FIRST STUDENT BI 07/21/28                                             | CUSIP: 33718FAK6<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |   4274930 | PA      | $4273596.16   | 0.18%             | 2028-07-21      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd                                                            | Elevation Clo 2021-13 Ltd                                             | CUSIP: 28622EAW8<br>LEI: 549300YZ3RIOTSOP0V95 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2494149.50   | 0.10%             | 2034-07-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Vista Management Holding Inc.                                                | VISTA MANAGEMENT HOLDING INC                                          | CUSIP: 92842EAB4<br>LEI: 5299005VABKD28UWHI65 | Long             | LON              | CORP              | US        |   5220000 | PA      | $5237946.36   | 0.22%             | 2031-03-18      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| Discovery Energy Holding Corporation                                         | DISCOVERY ENERGY HOLDING                                              | CUSIP: 25472PAB6<br>LEI: 254900T31FAYMRQSAA12 | Long             | LON              | CORP              | US        |   5513099 | PA      | $5526882.06   | 0.23%             | 2031-05-01      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| ALLIANCE LAUNDRY SYSTEMS                                                     | ALLIANCE LAUNDRY SYSTEMS                                              | CUSIP: 000000000<br>LEI: 549300YBOGK6MBI5ND34 | Long             | LON              | CORP              | US        |   6750000 | PA      | $6736500.00   | 0.28%             | 2031-08-19      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Denali Intermediate Holdings Inc                                             | DENALI INTERMEDIATE HLDG INC                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    678676 | PA      | $671889.09    | 0.03%             | 2032-05-21      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                                                      | VistaJet Malta Finance PLC / Vista Management Holding Inc             | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    375000 | PA      | $359981.25    | 0.02%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TPC Group Inc                                                                | TPC GROUP INC                                                         | CUSIP: 87266EAG0<br>LEI: 549300K276KVW5JD1583 | Long             | LON              | CORP              | US        |   9827130 | PA      | $9483180.45   | 0.40%             | 2031-11-21      | Floating      | 9.95%                 | No            |                  3 | On Loan: No      |
| Reworld Holding Corporation                                                  | REWORLD HOLDING CORP                                                  | CUSIP: 22282GAQ0<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |    272024 | PA      | $272477.75    | 0.01%             | 2028-11-30      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH                                                        | Cablevision Lightpath LLC                                             | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197177.10    | 0.01%             | 2027-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS                                                       | Digicel Group Holdings Ltd                                            | CUSIP: 25381HAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    196977 | PA      | $0.20         | 0.00%             | 2030-12-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Gallatin Funding Ltd                                                         | Gallatin CLO XI 2024-1 Ltd                                            | CUSIP: 36362HAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   9275000 | PA      | $9326229.54   | 0.39%             | 2037-10-20      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings Inc                                                     | TRIDENT TPI HOLDINGS INC                                              | CUSIP: 00216EAL3<br>LEI: 549300TPLK304J3RNC85 | Long             | LON              | CORP              | US        |   6377357 | PA      | $6087187.04   | 0.26%             | 2028-09-15      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| Gallatin Funding Ltd                                                         | Gallatin CLO X 2023-1 Ltd                                             | CUSIP: 36362MAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |  10000000 | PA      | $10039599.00  | 0.42%             | 2035-10-14      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                             | CSC Holdings LLC                                                      | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $127971.96    | 0.01%             | 2031-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| EMRLD BORROWER LP                                                            | EMRLD BORROWER LP                                                     | CUSIP: 26872NAC3<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |   8185623 | PA      | $8171552.01   | 0.34%             | 2030-05-31      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| Latham Pool Products Inc                                                     | Latham Pool Products Inc                                              | CUSIP: 51822LAE2<br>LEI: 5493003BF0K8YNW6X153 | Long             | LON              | CORP              | US        |   4692812 | PA      | $4657615.64   | 0.20%             | 2029-02-23      | Floating      | 8.35%                 | No            |                  2 | On Loan: No      |
| Windstream Services LLC                                                      | WINDSTREAM SERVICES LLC                                               | CUSIP: 97381JAJ2<br>LEI: 549300KT9GVEBYCD2N29 | Long             | LON              | CORP              | US        |   1550000 | PA      | $1553875.00   | 0.07%             | 2031-09-26      | Floating      | 9.17%                 | No            |                  3 | On Loan: No      |
| Tikehau US CLO Ltd                                                           | Tikehau US CLO III Ltd                                                | CUSIP: 88676NAU1<br>LEI: 549300W9XQOIYX4MC726 | Long             | ABS-CBDO         | CORP              | BM        |  12000000 | PA      | $12060139.20  | 0.51%             | 2036-01-20      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                                                      | VistaJet Malta Finance PLC / Vista Management Holding Inc             | CUSIP: 92840JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   3575000 | PA      | $3610285.25   | 0.15%             | 2027-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MRC Global (US) Inc.                                                         | MRC GLOBAL US INC                                                     | CUSIP: 55345LAF8<br>LEI: 549300DH01K8F1NQFP75 | Long             | LON              | CORP              | US        |   2350110 | PA      | $2355985.28   | 0.10%             | 2031-10-29      | Floating      | 7.80%                 | No            |                  3 | On Loan: No      |
| Transdigm Inc                                                                | TRANSDIGM INC                                                         | CUSIP: 89364MCB8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   1826875 | PA      | $1831442.19   | 0.08%             | 2030-03-22      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Bombardier Recreational Products Inc                                         | BOMBARDIER RECREATIONAL                                               | CUSIP: 09776MAS3<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   1656079 | PA      | $1659875.18   | 0.07%             | 2029-12-13      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Transdigm                                                                    | TRANSDIGM GROUP INC                                                   | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |  10975000 | PA      | $10979576.58  | 0.46%             | 2032-08-13      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| TIGER ACQUISITION LLC                                                        | TIGER ACQUISITION LLC                                                 | CUSIP: 88675UAE2<br>LEI: 25490011XE2GWJKY5N51 | Long             | LON              | CORP              | US        |   2975000 | PA      | $2976859.38   | 0.13%             | 2032-08-23      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                                  | Rad CLO 19 Ltd                                                        | CUSIP: 750104AQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  20000000 | PA      | $20068244.00  | 0.84%             | 2038-03-20      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                                 | ACRISURE LLC                                                          | CUSIP: 00488PAX3<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |   1990012 | PA      | $1989182.66   | 0.08%             | 2032-06-20      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| VeriFone Systems Inc                                                         | VERIFONE SYSTEMS INC                                                  | CUSIP: 92346NAH2<br>LEI: 254900LTTVM8MM9RKV75 | Long             | LON              | CORP              | US        |  10535888 | PA      | $10000316.87  | 0.42%             | 2028-08-18      | Floating      | 10.07%                | No            |                  2 | On Loan: No      |
| Swf Holdings I Corp.                                                         | SWF HOLDINGS I CORP                                                   | CUSIP: 78489HAH1<br>LEI: 5493000CMZKPQ7BKPB20 | Long             | LON              | CORP              | US        |   2085714 | PA      | $2077892.86   | 0.09%             | 2029-12-18      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                  | CAESARS ENTERTAIN INC                                                 | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |   2839062 | PA      | $2829125.78   | 0.12%             | 2031-02-06      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| INDICOR LLC                                                                  | ROPER INDUSTRIAL PRODUCT                                              | CUSIP: 77669LAK9<br>LEI: 254900RXO1EICEHOLG29 | Long             | LON              | CORP              | US        |   3232104 | PA      | $3234795.87   | 0.14%             | 2029-11-22      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Albion Financing 3 SARL                                                      | AGGREKO HOLDINGS INC                                                  | CUSIP: 01330EAD0<br>LEI: 213800VFJ5CIN2NUQ821 | Long             | LON              | CORP              | US        |   5306665 | PA      | $5313298.31   | 0.22%             | 2031-05-21      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Altar Bidco Inc                                                              | Altar Bidco Inc                                                       | CUSIP: 02090CAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2393830 | PA      | $2388592.63   | 0.10%             | 2029-02-01      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| NEW GENERATION GAS GATHERING LLC                                             | NEW GENERATION GAS GATHERING LLC                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170270 | PA      | $167715.95    | 0.01%             | 2029-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                                                  | Gap Inc/The                                                           | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1191428.36   | 0.05%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Inc                                                            | NEXSTAR MEDIA INC                                                     | CUSIP: 65336RBB3<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |   4050000 | PA      | $4031438.85   | 0.17%             | 2032-06-28      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Greystar Real Estate Partners, LLC                                           | GREYSTAR REAL ESTATE PARTNER                                          | CUSIP: 000000000<br>LEI: 254900HGC806SXAS4M46 | Long             | LON              | CORP              | US        |   5116901 | PA      | $5116901.45   | 0.21%             | 2030-08-21      | Floating      | 6.81%                 | No            |                  3 | On Loan: No      |
| BX Trust                                                                     | BX Trust 2025-DIME                                                    | CUSIP: 05613UAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4750000 | PA      | $4749999.05   | 0.20%             | 2035-02-15      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| Savage Enterprises LLC                                                       | SAVAGE ENTERPRISES LLC                                                | CUSIP: 80465JAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7500000 | PA      | $7506247.50   | 0.32%             | 2032-08-04      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| Neptune Husky US Bidco LLC                                                   | SK Neptune Husky Group Sarl                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   6859378 | PA      | $222929.78    | 0.01%             | 2029-01-03      | Floating      | 12.44%                | No            |                  2 | On Loan: No      |
| Envision Healthcare Operating, Inc.                                          | ENVISION HEALTHCARE OPERATING INC                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12771186 | PA      | $12851006.36  | 0.54%             | 2030-06-25      | Floating      | 10.82%                | No            |                  2 | On Loan: No      |
| EAB GLOBAL INC                                                               | EAB GLOBAL INC                                                        | CUSIP: 26835CAC3<br>LEI: 254900WJRUVZKYEF1M36 | Long             | LON              | CORP              | US        |   6252964 | PA      | $6139629.44   | 0.26%             | 2030-08-16      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| OFS CAPITAL CORP                                                             | OFS Capital Corp                                                      | CUSIP: 67103B803<br>LEI: 549300XTK3HSWPDBJD13 | Long             | EP               | CORP              | US        |     56000 | NS      | $1414840.00   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                            | CLARIOS GLOBAL LP                                                     | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |  12400000 | PA      | $12384500.00  | 0.52%             | 2032-01-28      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Jupiter Buyer Inc                                                            | ARCHKEY HOLDINGS INC                                                  | CUSIP: 48205CAC9<br>LEI: 254900FACU3AJQKAQ270 | Long             | LON              | CORP              | US        |   5793171 | PA      | $5822136.57   | 0.24%             | 2031-11-01      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| Tikehau US CLO Ltd                                                           | Tikehau US CLO II Ltd                                                 | CUSIP: 88676LAY7<br>LEI: 254900I3YTWHVZHM1B33 | Long             | ABS-CBDO         | CORP              | BM        |  12150000 | PA      | $12196567.31  | 0.51%             | 2038-01-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| BNY Capital Markets, LLC                                                     | EUR/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: VJW2DOOHGDT6PR0ZRO63 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-20179.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Avoca CLO                                                                    | Avoca Capital CLO X Ltd                                               | CUSIP: 000000000<br>LEI: 635400SFFWCTHJHBZK84 | Long             | ABS-CBDO         | CORP              | IE        |   3750000 | PA      | $4370960.20   | 0.18%             | 2035-04-15      | Floating      | 3.38%                 | No            |                  2 | On Loan: No      |
| Flint Group Packaging Inks North America Holdings LLC                        | FLINT GROUP TOPCO LTD                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | JE        |   5190315 | PA      | $3587805.40   | 0.15%             | 2027-12-31      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Venator Materials LLC                                                        | VNTR PIK-TERM B 1L USD                                                | CUSIP: 000000000<br>LEI: 2221000BJZTBBAJL7429 | Long             | LON              | CORP              | LU        |   3100422 | PA      | $2945401.02   | 0.12%             | 2026-07-16      | Floating      | 6.30%                 | No            |                  3 | On Loan: No      |
| CITIGROUP INC                                                                | Citigroup Inc                                                         | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  10295000 | PA      | $10394259.08  | 0.44%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Apex Credit CLO LLC                                                          | Apex Credit CLO 2021-II LLC                                           | CUSIP: 58406CAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4725000 | PA      | $4734450.00   | 0.20%             | 2034-10-20      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| BCPE North Star US Holdco 2 Inc                                              | BCPE North Star US Holdco 2 Inc                                       | CUSIP: 05552DAD4<br>LEI: 254900AGB0JDUDNIJC95 | Long             | LON              | CORP              | US        |   4288189 | PA      | $4289977.46   | 0.18%             | 2028-06-09      | Floating      | 8.43%                 | No            |                  2 | On Loan: No      |
| CPPIB OVM MEMBER US LLC                                                      | CPPIB OVM MEMBER US LLC                                               | CUSIP: 12673CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4638546 | PA      | $4647243.71   | 0.20%             | 2031-08-20      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| CIFC European Funding CLO                                                    | CIFC European Funding CLO III DAC                                     | CUSIP: 000000000<br>LEI: 5493000EF0244RPYUG32 | Long             | ABS-CBDO         | CORP              | IE        |   2000000 | PA      | $2320631.66   | 0.10%             | 2034-01-15      | Floating      | 3.53%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                                          | LBM ACQUISITION LLC                                                   | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |   2493703 | PA      | $2421619.80   | 0.10%             | 2031-06-06      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                     | Hilcorp Energy I LP / Hilcorp Finance Co                              | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2125000 | PA      | $2104496.92   | 0.09%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GRP LLC- CS                                                   | DIAMOND SPORTS GRP LLC- CS                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    244231 | NS      | $3309330.05   | 0.14%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Runitonetime LLC                                                             | MAVERICK GAMING LLC                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    522043 | PA      | $466693.97    | 0.02%             | 2026-04-16      | Floating      | 16.86%                | No            |                  3 | On Loan: No      |
| Foundation Building Materials Inc                                            | FOUNDATION BUILDING MATERIALS INC                                     | CUSIP: 35039KAE6<br>LEI: 549300ZVE6MONHB01I28 | Long             | LON              | CORP              | US        |   5225000 | PA      | $5251125.00   | 0.22%             | 2031-01-29      | Floating      | 9.55%                 | No            |                  2 | On Loan: No      |
| Radiate Holdco LLC                                                           | RADIATE HOLDCO LLC                                                    | CUSIP: 75025KAK4<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | LON              | CORP              | US        |   8044284 | PA      | $6515869.94   | 0.27%             | 2029-09-25      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                | DISH DBS Corp                                                         | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $371043.06    | 0.02%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CPI Holdco B, LLC                                                            | CREATIVE PLANNING LLC                                                 | CUSIP: 1261MAAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7947375 | PA      | $7929159.62   | 0.33%             | 2031-05-17      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Upstream Newco Inc                                                           | Upstream Newco Inc                                                    | CUSIP: 91678HAF9<br>LEI: 549300Q4K2W4R1EBTH48 | Long             | LON              | CORP              | US        |  16542515 | PA      | $13564862.50  | 0.57%             | 2026-11-20      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| HERITAGE PWR LLC                                                             | HERITAGE PWR LLC                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    182367 | NS      | $11884310.29  | 0.50%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ClubCorp Holdings Inc                                                        | CLUBCORP HOLDINGS INC                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4014374 | PA      | $3981455.86   | 0.17%             | 2032-07-10      | Floating      | 9.33%                 | No            |                  3 | On Loan: No      |
| Covia Holdings Corporation                                                   | COVIA HOLDINGS LLC                                                    | CUSIP: 000000000<br>LEI: 213800IE4YGTGVTQ1806 | Long             | LON              | CORP              | US        |   5250000 | PA      | $5256562.50   | 0.22%             | 2032-02-26      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Kenan Advantage Group Inc (The)                                              | KENAN ADVANTAGE GROUP                                                 | CUSIP: 48853UBQ2<br>LEI: 549300GVUXCXDWYPIY65 | Long             | LON              | CORP              | US        |   2724794 | PA      | $2672001.24   | 0.11%             | 2029-01-25      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners Inc                                                     | BROADSTREET PARTNERS INC                                              | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |   7156216 | PA      | $7150849.00   | 0.30%             | 2031-06-13      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                          | CLYDESDALE ACQUISITION HOLDINGS INC                                   | CUSIP: 18972FAF9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    126289 | PA      | $126118.17    | 0.01%             | 2032-04-01      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                             | CSC Holdings LLC                                                      | CUSIP: 126307BK2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2157000 | PA      | $943804.50    | 0.04%             | 2031-11-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CBAMR Ltd                                                                    | CBAMR 2018-5 Ltd                                                      | CUSIP: 12516LAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  16000000 | PA      | $16000000.00  | 0.67%             | 2038-10-17      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Finastra Usa, Inc.                                                           | Finastra (M 09/01/32                                                  | CUSIP: 000000000<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |   2025000 | PA      | $2010825.00   | 0.08%             | 2032-07-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Neon Maple Purchaser Inc.                                                    | NEON MAPLE US DEBT MERGE                                              | CUSIP: 69425BAD9<br>LEI: 254900L3D6CI0XH2P605 | Long             | LON              | CORP              | US        |  12044812 | PA      | $12041054.51  | 0.51%             | 2031-11-17      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                                                     | Ashton Woods USA LLC / Ashton Woods Finance Co                        | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    835000 | PA      | $789191.91    | 0.03%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                                 | ACRISURE LLC                                                          | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |  12368359 | PA      | $12342596.09  | 0.52%             | 2030-11-06      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                     | Sumitomo Mitsui Financial Group Inc                                   | CUSIP: 86562MDK3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   2725000 | PA      | $2823781.25   | 0.12%             | N/A             | Fixed         | 6.60%                 | No            |                  2 | On Loan: —       |
| EMRLD Borrower LP                                                            | EMRLD BORROWER LP                                                     | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |   3126375 | PA      | $3119046.78   | 0.13%             | 2031-08-04      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Markermeer Finance B.V.                                                      | MARKERMEER FINANCE BV                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |   5000000 | PA      | $5838532.19   | 0.25%             | 2027-01-29      | Floating      | 5.16%                 | 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        |   3975901 | PA      | $3983709.61   | 0.17%             | 2028-05-04      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| First Student Bidco Inc                                                      | FIRST STUDENT BIDCO INC                                               | CUSIP: 33718FAP5<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |    688298 | PA      | $688297.83    | 0.03%             | 2030-08-15      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| XPLORE INC                                                                   | XPLORE INC                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    172298 | NS      | $423161.73    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                        | QUIKRETE HOLDINGS INC                                                 | CUSIP: 74839XAM1<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |   4987469 | PA      | $4984795.39   | 0.21%             | 2031-04-14      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Tenneco Inc                                                                  | TENNECO INC                                                           | CUSIP: 88037HAP9<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |  10113475 | PA      | $10066518.14  | 0.42%             | 2028-11-17      | Floating      | 9.35%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                             | CIFC Funding 2014-V Ltd                                               | CUSIP: 12550ABH8<br>LEI: 549300Y56VCWZJQV2Z14 | Long             | ABS-CBDO         | CORP              | KY        |   9650000 | PA      | $9670177.19   | 0.41%             | 2037-07-17      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                                             | Trinitas CLO XV Ltd                                                   | CUSIP: 89641XAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8350000 | PA      | $8347823.99   | 0.35%             | 2034-04-22      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                                                | NYC Commercial Mortgage Trust 2025-3BP                                | CUSIP: 67120UAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2350000 | PA      | $2338984.38   | 0.10%             | 2042-02-15      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Aventiv Technologies (3/24) 1st Lien                                         | AVENTIV TECHNOLOGIES LLC                                              | CUSIP: 05358AAQ7<br>LEI: 549300EBCNNXVCJ2FW66 | Long             | LON              | CORP              | US        |    269010 | PA      | $264974.52    | 0.01%             | 2025-07-31      | Floating      | 12.06%                | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                                               | Carlyle US CLO 2024-2 Ltd                                             | CUSIP: 14318VAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5600000 | PA      | $5629076.32   | 0.24%             | 2037-04-25      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                      | Goldman Sachs Group Inc/The                                           | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  13458000 | PA      | $13107089.28  | 0.55%             | N/A             | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH                                                        | Cablevision Lightpath LLC                                             | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198461.75    | 0.01%             | 2028-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                                               | Carlyle US CLO 2023-5 Ltd                                             | CUSIP: 14318QAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  18250000 | PA      | $18385473.40  | 0.77%             | 2036-01-27      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                          | JPMorgan Chase & Co                                                   | CUSIP: 48128BAH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  23015000 | PA      | $23064214.68  | 0.97%             | N/A             | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| Brewco Borrower LLC                                                          | Brewco Borrower LLC                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1224926 | PA      | $1224925.95   | 0.05%             | 2030-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                | DISH DBS Corp                                                         | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $316781.48    | 0.01%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Rainbow UK Holdco Limited                                                    | Rainbow UK Bidco Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   5775000 | PA      | $7783540.96   | 0.33%             | 2029-02-23      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                        | QUIKRETE HOLDING 01/30/32                                             | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |   2068188 | PA      | $2067037.59   | 0.09%             | 2032-02-10      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Arsenal Aic Parent LLC                                                       | ARSENAL AIC PARENT LLC                                                | CUSIP: 04287KAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6165891 | PA      | $6168462.67   | 0.26%             | 2030-08-18      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| MITEL NETWORKS INTL LT                                                       | MITEL NETWORKS INTL LT                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    125642 | NS      | $1256.42      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| The Boots Group                                                              | BOOTS GROUP FINCO LP                                                  | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | LON              | CORP              | US        |   2800000 | PA      | $2803500.00   | 0.12%             | 2032-07-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                     | Hilcorp Energy I LP / Hilcorp Finance Co                              | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3594593.69   | 0.15%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |
| COTIVITI INC                                                                 | COTIVITI INC                                                          | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |   4470863 | PA      | $4459685.96   | 0.19%             | 2031-05-01      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                                                    | Anchorage Capital Clo 11 Ltd                                          | CUSIP: 03330NAW4<br>LEI: 549300NPGT86ACOLIL14 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10051425.00  | 0.42%             | 2037-07-22      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS ESCROW LLC 3/30/31 Equity Preferred                               | FERRELLGAS ESCROW LLC 3/30/31 Equity Preferred                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    488000 | NS      | $488000.00    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Amneal Pharmaceuticals LLC                                                   | AMNEAL PHARMACEUTICALS LLC                                            | CUSIP: 03167DAR5<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |   8775000 | PA      | $8753062.50   | 0.37%             | 2032-07-30      | Floating      | 7.82%                 | No            |                  3 | On Loan: No      |
| Secure Acquisition, Inc.                                                     | SECURE ACQUISITION INC                                                | CUSIP: 000000000<br>LEI: 549300YQX175FJL0XO54 | Long             | LON              | CORP              | US        |   5586889 | PA      | $5583397.32   | 0.23%             | 2028-12-15      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| Park River Holdings Inc                                                      | Park River Holdings Inc                                               | CUSIP: 70082HAC0<br>LEI: 254900PGY077KWCROT75 | Long             | LON              | CORP              | US        |   5610623 | PA      | $5588416.54   | 0.23%             | 2027-12-28      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| CCRR Parent Inc                                                              | Ingenovis Health Inc                                                  | CUSIP: 12510MAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  12181661 | PA      | $3654498.28   | 0.15%             | 2028-03-06      | Floating      | 8.71%                 | No            |                  2 | On Loan: No      |
| ClubCorp Holdings Inc                                                        | CLUBCORP HLDGS INC                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    436345 | PA      | $432766.94    | 0.02%             | 2031-07-10      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Voya CLO Ltd                                                                 | Voya CLO 2019-3 Ltd                                                   | CUSIP: 92918FAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8650000 | PA      | $8678706.76   | 0.36%             | 2032-10-17      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                                 | FOCUS FINANCIAL PARTNERS LLC                                          | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |  10292190 | PA      | $10286560.51  | 0.43%             | 2031-09-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Grinding Media Inc (Molycop Ltd)                                             | GRINDING MEDIA INC                                                    | CUSIP: 39854KAC4<br>LEI: 254900IYFJ03EGFQ8C34 | Long             | LON              | CORP              | US        |   7263434 | PA      | $7227117.16   | 0.30%             | 2028-10-12      | Floating      | 7.70%                 | No            |                  3 | On Loan: No      |
| PGIM Active High Yield Bond ETF                                              | PGIM Active High Yield Bond ETF                                       | CUSIP: 69344A206<br>LEI: 549300F10UK98WW68156 | Long             | EC               | RF                | US        |    225000 | NS      | $8032500.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE POINT CREDIT CO                                                        | Eagle Point Credit Co Inc                                             | CUSIP: 269809414<br>LEI: 549300H82HTZTPXB6822 | Long             | EP               | CORP              | US        |    126346 | NS      | $3182024.01   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION                                                     | Adtalem Global Education Inc                                          | CUSIP: 00737WAA7<br>LEI: 549300Z467EZLMODV621 | Long             | DBT              | CORP              | US        |   1521000 | PA      | $1514834.91   | 0.06%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                              | United States Treasury Note/Bond                                      | CUSIP: 91282CLY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $603210.94    | 0.03%             | 2026-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Omnia Partners, LLC                                                          | OMNIA PARTNERS LLC                                                    | CUSIP: 68218HAE7<br>LEI: 254900ZD1P5CVG9GOS22 | Long             | LON              | CORP              | US        |   4653088 | PA      | $4653088.12   | 0.20%             | 2030-07-25      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Dave & Busters Inc                                                           | DAVE & BUSTER'S INC                                                   | CUSIP: 23833EAX2<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |   2879598 | PA      | $2775212.57   | 0.12%             | 2029-06-29      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                      | Goldman Sachs Group Inc/The                                           | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    635000 | PA      | $653222.39    | 0.03%             | N/A             | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Summer (BC) Bidco B LLC                                                      | SUMMER BC HOLDCO B SARL                                               | CUSIP: 000000000<br>LEI: 984500NRF59D5DB9B654 | Long             | LON              | CORP              | LU        |   7026572 | PA      | $6921173.00   | 0.29%             | 2029-02-15      | Floating      | 9.56%                 | No            |                  3 | On Loan: No      |
| St Pauls CLO                                                                 | St Pauls CLO                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   4500000 | PA      | $4949695.16   | 0.21%             | 2032-01-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Grant Thornton Advisors LLC                                                  | GRANT THORNTON ADVISORS                                               | CUSIP: 38821UAD2<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |   7023324 | PA      | $7014544.49   | 0.29%             | 2031-06-02      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Ryan LLC                                                                     | RYAN LLC                                                              | CUSIP: 78350LAZ8<br>LEI: 549300TG86D8HZC6TE67 | Long             | LON              | CORP              | US        |   5685119 | PA      | $5697558.25   | 0.24%             | 2030-11-14      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Trugreen Limited Partnership                                                 | TruGreen LP                                                           | CUSIP: 89787RAH5<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |   3798474 | PA      | $3679771.67   | 0.15%             | 2027-11-02      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, Ltd.                                                   | Sixth Street CLO XVI Ltd                                              | CUSIP: 83012DAU7<br>LEI: 549300YD05LZSDNMVF16 | Long             | ABS-CBDO         | CORP              | KY        |  17200000 | PA      | $17290499.52  | 0.73%             | 2037-01-20      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Clearwater Analytics LLC                                                     | CLEARWATER ANALYTICS LLC                                              | CUSIP: 18512EAF9<br>LEI: 894500N8DN2JO5ZDRQ11 | Long             | LON              | CORP              | US        |   2725000 | PA      | $2721593.75   | 0.11%             | 2032-04-21      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| VFH Parent LLC                                                               | VFH PARENT LLC                                                        | CUSIP: 91820UAV2<br>LEI: 549300FRO9M476YHHY64 | Long             | LON              | CORP              | US        |   2686093 | PA      | $2689450.46   | 0.11%             | 2031-06-21      | Floating      | 6.82%                 | No            |                  3 | On Loan: No      |
| DISH NETWORK CORP                                                            | DISH Network Corp                                                     | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2961607.15   | 0.12%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                        | Wells Fargo & Co                                                      | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1111699.94   | 0.05%             | N/A             | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Action Environmental Group Inc, The                                          | ACTION ENVIRONMENTAL GRO                                              | CUSIP: 000000000<br>LEI: 549300BB30QUQC86W666 | Long             | LON              | CORP              | US        |  13648565 | PA      | $13648564.86  | 0.57%             | 2030-10-24      | Floating      | 7.55%                 | No            |                  3 | On Loan: No      |
| Virgin Media Bristol LLC                                                     | Virgin Media Bristol LLC                                              | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |   5895000 | PA      | $5777100.00   | 0.24%             | 2031-03-31      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                        | Level 3 Financing Inc                                                 | CUSIP: 527298CB7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140376.34    | 0.01%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Closure Systems International Group (f/k/a Canister International Group Inc) | CLOSURE SYSTEMS INTERNAT                                              | CUSIP: 13763HAF9<br>LEI: 549300E17L7BO8C0M603 | Long             | LON              | CORP              | US        |   3696399 | PA      | $3703329.60   | 0.16%             | 2029-03-22      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Regatta XXIX Funding Ltd.                                                    | Regatta XXIX Funding Ltd                                              | CUSIP: 758971AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  13500000 | PA      | $13533362.55  | 0.57%             | 2037-09-06      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| NAB Holdings LLC                                                             | NORTHAB LLC                                                           | CUSIP: 66345FAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4708533 | PA      | $4537848.39   | 0.19%             | 2028-11-24      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST                                               | PMT Credit Risk Transfer Trust 2024-1R                                | CUSIP: 73015AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4387588 | PA      | $4437508.18   | 0.19%             | 2033-05-25      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| Alltech, Inc.                                                                | ALLTECH INC                                                           | CUSIP: 02003DBB9<br>LEI: 549300HV8FN6KMLFMN67 | Long             | LON              | CORP              | US        |   7511380 | PA      | $7530158.12   | 0.32%             | 2030-08-13      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| Sound Inpatient Physicians Inc                                               | SOUND INPATIENT PHYSICIA                                              | CUSIP: 83607JAF8<br>LEI: 54930047QBMPL027P218 | Long             | LON              | CORP              | US        |   7250132 | PA      | $6017609.34   | 0.25%             | 2028-06-28      | Variable      | 11.06%                | No            |                  2 | On Loan: No      |
| OXFORD LANE CAPITAL CORP                                                     | Oxford Lane Capital Corp                                              | CUSIP: 691543854<br>LEI: 549300G3KO4JNQQD7Z72 | Long             | EP               | CORP              | US        |    119875 | NS      | $2999272.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Vector WP Holdco INC                                                         | Vector WP HoldCo Inc                                                  | CUSIP: 92243EAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2524496 | PA      | $2483473.29   | 0.10%             | 2028-10-12      | Floating      | 9.43%                 | 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        |   4285105 | PA      | $4129769.69   | 0.17%             | 2028-03-03      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| Maverick Gaming LLC                                                          | MAVERICK GAMING LLC                                                   | CUSIP: 57770JAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3198052 | PA      | $2878246.77   | 0.12%             | 2028-06-03      | Floating      | 16.00%                | No            |                  3 | On Loan: No      |
| HIG Finance 2 Limited                                                        | HOWDEN GROUP HOLDINGS LTD                                             | CUSIP: 000000000<br>LEI: 875500V3HPKZIQP10J32 | Long             | LON              | CORP              | GB        |    648342 | PA      | $649760.41    | 0.03%             | 2030-04-18      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co                                                | Sierra Timeshare 2023-2 Receivables Funding LLC                       | CUSIP: 82650BAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1096993 | PA      | $1153598.74   | 0.05%             | 2040-04-20      | Fixed         | 9.72%                 | No            |                  2 | On Loan: No      |
| Evertec Group LLC                                                            | EVERTEC LLC                                                           | CUSIP: 000000000<br>LEI: 54930056CPTQSUNQYB82 | Long             | LON              | CORP              | US        |   2705000 | PA      | $2711762.50   | 0.11%             | 2030-10-30      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                  | ALLIED UNIVERSAL HOLDCO                                               | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |  12450000 | PA      | $12484586.10  | 0.52%             | 2032-08-06      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| ZAIS CLO 3, LTD                                                              | Zais CLO 3 Ltd                                                        | CUSIP: 98887HAL8<br>LEI: 549300SYHU0CNKIXQ691 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1504434.45   | 0.06%             | 2031-07-15      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| WIN Waste Innovations Holdings Inc                                           | Win Waste Innovations Holdings Inc                                    | CUSIP: 38723BAJ0<br>LEI: 549300DJBUN7Z75R2S83 | Long             | LON              | CORP              | US        |   2121808 | PA      | $2119685.95   | 0.09%             | 2028-03-24      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| Pegasus Bidco Bv                                                             | PEGASUS BIDCO BV                                                      | CUSIP: 000000000<br>LEI: 254900U303DPAFR7MA71 | Long             | LON              | CORP              | NL        |   4937625 | PA      | $4937625.32   | 0.21%             | 2029-07-12      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| Camelot US Acquisition I Co                                                  | CAMELOT US ACQUISITION LLC                                            | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |   3138358 | PA      | $3117434.12   | 0.13%             | 2031-01-31      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Xplore Inc                                                                   | XPLORE INC                                                            | CUSIP: 000000000<br>LEI: 254900V3NB5MGOZS4O08 | Long             | LON              | CORP              | CA        |    802265 | PA      | $754128.98    | 0.03%             | 2029-10-24      | Floating      | 9.43%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                                     | Madison Park Funding LIX Ltd                                          | CUSIP: 55822EAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11000000 | PA      | $11043473.10  | 0.46%             | 2037-04-18      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| CAMPFIRE TOPCO LTD                                                           | CAMPFIRE TOPCO LTD                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | N/A       |   4988976 | NS      | $583.66       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Greywolf CLO Ltd                                                             | GREYWOLF CLO VI Ltd                                                   | CUSIP: 39809GAA3<br>LEI: 5493006V5AX99BBCEZ73 | Long             | ABS-CBDO         | CORP              | KY        |    178135 | PA      | $178184.65    | 0.01%             | 2031-04-26      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund LTD                                                   | Atlas Senior Loan Fund XXI Ltd                                        | CUSIP: 04940QAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   5000000 | PA      | $5021648.00   | 0.21%             | 2035-07-20      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Services Inc                                               | GFL ENVIRONMENTAL SERVIC                                              | CUSIP: 36257SAB8<br>LEI: 254900PGDQWC19PRP053 | Long             | LON              | CORP              | US        |   9450000 | PA      | $9438187.50   | 0.40%             | 2032-03-03      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                         | Bank of America Corp                                                  | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3190000 | PA      | $3289542.67   | 0.14%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                            | EURO-BOBL                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -13 | NC      | $8345.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AZURIA WATER SOLUTN INC                                                      | AZURIA WATER SOLUTIONS INC                                            | CUSIP: 000000000<br>LEI: 549300AG3DVJURRIT691 | Long             | LON              | CORP              | US        |    305195 | PA      | $305385.55    | 0.01%             | 2028-05-17      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                                       | Canyon Capital CLO 2019-1 Ltd                                         | CUSIP: 13887TAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11500000 | PA      | $11561336.40  | 0.49%             | 2037-07-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                 | MPH ACQUISITION HOLDINGS LLC                                          | CUSIP: 55328HAP6<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |   5195731 | PA      | $5182741.30   | 0.22%             | 2030-12-31      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| Red Planet Borrower LLC                                                      | Red Planet Borrower LLC                                               | CUSIP: 57165KAB2<br>LEI: 254900LGTHBRY5NA0C90 | Long             | LON              | CORP              | US        |   5392104 | PA      | $5329194.04   | 0.22%             | 2028-10-02      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 32                                               | Octagon Investment Partners 32 Ltd                                    | CUSIP: 67573CAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7600000 | PA      | $7618783.40   | 0.32%             | 2037-10-31      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Blackstone Mortgage Trust Inc                                                | BLACKSTONE MORTGAGE TR                                                | CUSIP: 000000000<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | LON              | CORP              | US        |   5806246 | PA      | $5798988.68   | 0.24%             | 2029-05-09      | Floating      | 6.82%                 | No            |                  3 | On Loan: No      |
| WEC Us Holdings Ltd.                                                         | WEC US HOLDINGS INC                                                   | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |   2034711 | PA      | $2034585.00   | 0.09%             | 2031-01-27      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                              | United Group BV                                                       | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |   4000000 | PA      | $4738859.65   | 0.20%             | 2029-02-01      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corporation (f/k/a Covanta Holding Corporation)              | REWORLD HOLDING CORP                                                  | CUSIP: 22282GAN7<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |    105076 | PA      | $105207.43    | 0.00%             | 2028-11-30      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Geon Performance Solutions LLC                                               | GEON PERFORMANCE SOLUTIO                                              | CUSIP: 37254YAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6189701 | PA      | $5771896.33   | 0.24%             | 2028-08-18      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Accelerated Health Systems LLC                                               | Accelerated Health Systems LLC                                        | CUSIP: 04747LAM5<br>LEI: 549300FAKU4HJQC25564 | Long             | LON              | CORP              | US        |   8715707 | PA      | $6057416.29   | 0.25%             | 2029-02-15      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| Entain PLC                                                                   | ENTAIN PLC                                                            | CUSIP: 36270BAC6<br>LEI: 213800ATWJIEYQ8NF838 | Long             | LON              | CORP              | GI        |   7665692 | PA      | $7665691.92   | 0.32%             | 2029-10-31      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| J&J Ventures Gaming LLC                                                      | J&J VENTURES GAMING LLC                                               | CUSIP: 46604BAH1<br>LEI: 549300BYPH8FLKS5ZS70 | Long             | LON              | CORP              | US        |   2500000 | PA      | $2465625.00   | 0.10%             | 2030-04-26      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Acuren Delaware Holdco Inc (f/k/a AAL Delaware Holdco Inc)                   | AAL DELAWARE HOLDCO INC                                               | CUSIP: 00036YAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4825000 | PA      | $4821984.38   | 0.20%             | 2031-07-30      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                                     | Sinclair Television Group Inc                                         | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204955.71    | 0.01%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                                                      | BROWN GROUP HOLD 07/01/31                                             | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |   1895226 | PA      | $1895565.38   | 0.08%             | 2031-07-01      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Apro LLC                                                                     | APRO LLC                                                              | CUSIP: 03834XAP8<br>LEI: 549300HALLMPVGYAKP14 | Long             | LON              | CORP              | US        |   4526377 | PA      | $4503744.71   | 0.19%             | 2031-07-09      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| Ineos Finance PLC                                                            | INEOS US FINANCE LLC                                                  | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |   5864745 | PA      | $5329586.58   | 0.22%             | 2030-02-18      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                                           | Expand Energy Corp                                                    | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |     22789 | NS      | $2205519.42   | 0.09%             |  |  |  | Yes           |                  1 | On Loan: No      |
| PPM CLO 2 Ltd.                                                               | PPM CLO 2 Ltd                                                         | CUSIP: 69377PAW4<br>LEI: 549300JBW1DIZLGMSY83 | Long             | ABS-CBDO         | CORP              | KY        |   3250000 | PA      | $3252860.00   | 0.14%             | 2037-04-16      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                                 | MH SUB I LLC                                                          | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |   4224421 | PA      | $3640043.84   | 0.15%             | 2031-12-31      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Opal Us LLC                                                                  | OPAL US LLC                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3300000 | PA      | $3316500.00   | 0.14%             | 2032-04-28      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                       | Venture Global LNG Inc                                                | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   8680000 | PA      | $8634471.01   | 0.36%             | N/A             | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PARK HLDGS BV                                                  | INTERNATIONAL PARK HLDGS BV                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8325000 | PA      | $9560173.26   | 0.40%             | 2031-12-31      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| Phoenix Guarantor Inc                                                        | PHOENIX GUARANTOR INC                                                 | CUSIP: 71913BAK8<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |   7834519 | PA      | $7838326.96   | 0.33%             | 2031-02-21      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                 | MPH ACQUISITION HOLDINGS LLC                                          | CUSIP: 55328HAQ4<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |   6538438 | PA      | $5999016.41   | 0.25%             | 2030-12-31      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| PVKG Intermediate Holdings Inc(                                              | CONVERGEONE HOLDINGS INC                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3482786 | PA      | $2089671.65   | 0.09%             | 2030-06-04      | Floating      | 10.07%                | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                                 | Univision Communications Inc                                          | CUSIP: 914908BB3<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |   5125853 | PA      | $5093816.27   | 0.21%             | 2029-01-31      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Nouryon Finance BV                                                           | NOURYON FINANCE BV                                                    | CUSIP: 000000000<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | NL        |   6644472 | PA      | $6638936.83   | 0.28%             | 2028-04-03      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| SOUND INPATIENT PHYSICIANS INC- Class A2                                     | SOUND INPATIENT PHYSICIANS INC- Class A2                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    454115 | NS      | $449573.51    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| Madison Iaq LLC                                                              | MADISON IAQ LLC                                                       | CUSIP: 55759VAD0<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |   7850000 | PA      | $7885325.00   | 0.33%             | 2032-05-06      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LT                                               | Golub Capital Partners CLO 68B Ltd                                    | CUSIP: 38181PAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |  18600000 | PA      | $18603757.20  | 0.78%             | 2038-07-25      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corporation (f/k/a Covanta Holding Corporation)              | REWORLD HOLDING CORP                                                  | CUSIP: 22282GAM9<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |   1819053 | PA      | $1821327.07   | 0.08%             | 2028-11-30      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Jefferies Finance LLC                                                        | JEFFERIES FINANCE LLC                                                 | CUSIP: 000000000<br>LEI: 549300SKVB18YSSIDT75 | Long             | LON              | CORP              | US        |   6079062 | PA      | $6079062.50   | 0.26%             | 2031-10-21      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Xplornet - Contingent Value Rights                                           | Xplornet - Contingent Value Rights                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11734 | NS      | $1.17         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| EAGLE POINT CREDIT CO                                                        | Eagle Point Credit Co Inc                                             | CUSIP: 269809877<br>LEI: 549300H82HTZTPXB6822 | Long             | EP               | CORP              | US        |     30058 | NS      | $762568.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HERITAGE PWR LLC                                                             | HERITAGE PWR LLC                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8021 | NS      | $522704.51    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Starwood Property Mortgage LLC                                               | STARWOOD PROPERTY MORTGAGE LLC                                        | CUSIP: 85570DAN2<br>LEI: 5493008SB15CNJRIOK13 | Long             | LON              | CORP              | US        |   1570433 | PA      | $1568470.29   | 0.07%             | 2027-11-18      | Floating      | 6.07%                 | No            |                  3 | On Loan: No      |
| Swf Holdings I Corp.                                                         | SWF HOLDINGS I CORP                                                   | CUSIP: 78489HAG3<br>LEI: 5493000CMZKPQ7BKPB20 | Long             | LON              | CORP              | US        |   1564286 | PA      | $1558419.64   | 0.07%             | 2029-12-18      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                        | Level 3 Financing Inc                                                 | CUSIP: 527298CH4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $841088.71    | 0.04%             | 2031-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Zelis Cost Management Buyer Inc                                              | ZELIS PAYMENTS BUYER INC                                              | CUSIP: 98932TAG8<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |   7009617 | PA      | $6986254.27   | 0.29%             | 2029-09-28      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                                   | ROCK Trust 2024-CNTR                                                  | CUSIP: 74970WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5280527.00   | 0.22%             | 2041-11-13      | Fixed         | 8.82%                 | No            |                  2 | On Loan: No      |
| Doncasters US Finance LLC                                                    | DONCASTERS US FINANCE LLC                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7475375 | PA      | $7550128.75   | 0.32%             | 2030-04-23      | Floating      | 10.80%                | No            |                  2 | On Loan: No      |
| Inmar Inc                                                                    | INMAR INC                                                             | CUSIP: 45763FAV0<br>LEI: 549300N1ML5MXXFIDZ25 | Long             | LON              | CORP              | US        |   5963422 | PA      | $5967148.65   | 0.25%             | 2031-10-30      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                             | CSC Holdings LLC                                                      | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |   8972935 | PA      | $8942086.49   | 0.38%             | 2028-01-18      | Floating      | 8.86%                 | No            |                  2 | On Loan: No      |
| Azorra Soar TLB FInance Limited                                              | AZORRA SOAR TLB FINANCE LTD                                           | CUSIP: 000000000<br>LEI: 254900W0D3E1W7DRS089 | Long             | LON              | CORP              | KY        |   4571455 | PA      | $4574312.16   | 0.19%             | 2029-10-18      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Natel Engineering Company Inc                                                | Natel Engineering Co Inc                                              | CUSIP: 63229BAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6248558 | PA      | $5373760.25   | 0.23%             | 2026-04-30      | Floating      | 10.72%                | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                             | CSC Holdings LLC                                                      | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    700000 | PA      | $307216.23    | 0.01%             | 2030-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                                               | Bain Capital Credit CLO 2023-3 Ltd                                    | CUSIP: 05682CAQ0<br>LEI: 254900QJNS3TYDIDQH27 | Long             | ABS-CBDO         | CORP              | JE        |  11200000 | PA      | $11223747.36  | 0.47%             | 2038-10-24      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                | Citigroup Inc                                                         | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   9870000 | PA      | $10127712.09  | 0.43%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Pasadena Performance Products LLC                                            | PASADENA PERFORMANCE PRODUCTS LLC                                     | CUSIP: 70230EAB0<br>LEI: 5493005DW01M0N2KWP70 | Long             | LON              | CORP              | US        |   1720688 | PA      | $1722838.36   | 0.07%             | 2032-02-27      | Floating      | 7.80%                 | 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        |   9340399 | PA      | $9335728.61   | 0.39%             | 2032-01-30      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| HERITAGE PWR LLC                                                             | HERITAGE PWR LLC                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    209883 | NS      | $104941.50    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Nouryon Finance BV                                                           | NOURYON FINANCE BV                                                    | CUSIP: 000000000<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | NL        |   3073414 | PA      | $3073414.20   | 0.13%             | 2028-04-03      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| Trulite Holding Corp.                                                        | TRULITE GLASS & ALUMINUM SOLUTIONS LLC                                | CUSIP: 89789MAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4507945 | PA      | $4440325.46   | 0.19%             | 2030-03-01      | Floating      | 10.29%                | No            |                  3 | On Loan: No      |
| Indy Us Bidco, LLC                                                           | INDY US HOLDCO LLC                                                    | CUSIP: 45674PAS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  10276922 | PA      | $10212690.89  | 0.43%             | 2030-10-31      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Imagine Learning LLC                                                         | WELD NORTH EDUCATION LLC                                              | CUSIP: 94935RAF0<br>LEI: 254900W855WLN58WNJ32 | Long             | LON              | CORP              | US        |   4025312 | PA      | $3659439.77   | 0.15%             | 2029-12-21      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| EXAMWORKS BIDCO INC                                                          | EXAMWORKS BIDCO INC                                                   | CUSIP: 28542CAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4688250 | PA      | $4696201.27   | 0.20%             | 2028-11-01      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Pregis Topco LLC                                                             | PREGIS TOPCO LLC                                                      | CUSIP: 74045BAG2<br>LEI: 549300LJXHJYHS1GM034 | Long             | LON              | CORP              | US        |   4340249 | PA      | $4378226.67   | 0.18%             | 2029-02-01      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                                           | Howard Hughes Corp/The                                                | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    770000 | PA      | $717687.38    | 0.03%             | 2031-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Davis Park CLO                                                               | Davis Park CLO Ltd                                                    | CUSIP: 239086AQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   4500000 | PA      | $4507024.50   | 0.19%             | 2038-07-20      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                                                       | Chart Indus 03/18/30                                                  | CUSIP: 16115EAT4<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | LON              | CORP              | US        |   6086310 | PA      | $6104063.47   | 0.26%             | 2030-03-15      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 42                                               | Octagon Investment Partners 42 Ltd                                    | CUSIP: 67576PBC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8100000 | PA      | $8114119.92   | 0.34%             | 2037-07-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Flutter Entertainment Public Limited Company                                 | FLUTTER FINANCING BV                                                  | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |   2125000 | PA      | $2118359.38   | 0.09%             | 2032-06-04      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| First Student Bidco Inc                                                      | FIRST STUDENT BIDCO INC                                               | CUSIP: 33718FAN0<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |   3761702 | PA      | $3761702.17   | 0.16%             | 2030-08-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Flutter Entertainment Public Limited Company                                 | FLUTTER ENTERTAINMENT PLC                                             | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |   5368322 | PA      | $5343154.81   | 0.22%             | 2030-11-30      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                          | CLYDESDALE ACQUISITION                                                | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |   5138792 | PA      | $5132368.23   | 0.22%             | 2029-04-13      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                             | CSC Holdings LLC                                                      | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $131615.87    | 0.01%             | 2030-12-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Skillsoft Finance II Inc                                                     | Skillsoft Finance II Inc                                              | CUSIP: 83066YAB8<br>LEI: 549300LDUD35NU8F0G43 | Long             | LON              | CORP              | US        |   3236791 | PA      | $3001114.22   | 0.13%             | 2028-07-14      | Floating      | 9.68%                 | No            |                  2 | On Loan: No      |
| NEW GENERATION GAS GATHERING LLC                                             | NEW GENERATION GAS GATHERING LLC                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    567568 | PA      | $559054.06    | 0.02%             | 2029-09-30      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| Kuehg Corp.                                                                  | KUEHG CORP                                                            | CUSIP: 50118YAH2<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |   4753426 | PA      | $4756396.92   | 0.20%             | 2030-06-12      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| (PIPA070) PGIM Core Government Money Market Fund                             | (PIPA070) PGIM Core Government Money Market Fund                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  58795090 | NS      | $58795090.20  | 2.47%             |  |  |  | No            |                  1 | On Loan: No      |
| RADIATE HOLDCO / FINANCE                                                     | Radiate Holdco LLC / Radiate Finance Inc                              | CUSIP: 75026JAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    166000 | PA      | $103659.51    | 0.00%             | 2030-03-25      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group Inc                                                | SINCLAIR TELEVISION GROU                                              | CUSIP: 829229AV5<br>LEI: 549300CQGEN0CH65UD62 | Long             | LON              | CORP              | US        |   4618107 | PA      | $4202477.47   | 0.18%             | 2030-12-31      | Floating      | 8.52%                 | No            |                  2 | On Loan: No      |
| ALTA MESA HLDGS/FINANC S                                                     | Alta Mesa Holdings LP / Alta Mesa Finance Services Corp               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6725000 | PA      | $6.73         | 0.00%             | 2024-12-15      | Fixed         | 7.88%                 | No            |                  3 | On Loan: No      |
| Synechron Holdings Inc                                                       | SYNECHRON INC                                                         | CUSIP: 87168HAE7<br>LEI: 549300MUU3E8J6UT8E60 | Long             | LON              | CORP              | US        |   5012438 | PA      | $4987375.31   | 0.21%             | 2031-10-03      | Floating      | 8.06%                 | No            |                  3 | On Loan: No      |
| Sound Inpatient Physicians Inc                                               | SOUND INPATIENT PHYSICIANS INC                                        | CUSIP: 83607JAD3<br>LEI: 54930047QBMPL027P218 | Long             | LON              | CORP              | US        |   3423901 | PA      | $3560857.34   | 0.15%             | 2028-06-28      | Floating      | 11.06%                | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                                       | First Brands Group LLC                                                | CUSIP: 31935HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5506426 | PA      | $5226518.08   | 0.22%             | 2027-03-30      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Xplore Inc                                                                   | XPLORE INC                                                            | CUSIP: 000000000<br>LEI: 254900V3NB5MGOZS4O08 | Long             | LON              | CORP              | CA        |   2746291 | PA      | $1888074.82   | 0.08%             | 2031-10-24      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                        | Toronto-Dominion Bank/The                                             | CUSIP: 89116CKP1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  19005000 | PA      | $19670175.00  | 0.83%             | 2084-07-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| First Brands Group LLC                                                       | FIRST BRANDS GROUP LLC                                                | CUSIP: 31935HAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  10730000 | PA      | $9657000.00   | 0.41%             | 2028-03-30      | Floating      | 13.07%                | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd                                                            | Elevation CLO 2020-11 Ltd                                             | CUSIP: 28621YAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8125000 | PA      | $8152233.38   | 0.34%             | 2037-10-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Hunter Douglas Holding BV                                                    | HUNTER DOUGLAS INC                                                    | CUSIP: 000000000<br>LEI: 529900811T142NS3H544 | Long             | LON              | CORP              | US        |   5596875 | PA      | $5589878.91   | 0.23%             | 2032-01-17      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Veritiv Operating Co                                                         | VERITIV OPERATING CO                                                  | CUSIP: 92338TAB2<br>LEI: 5493004G8OK5L1UTIY12 | Long             | LON              | CORP              | US        |   5357957 | PA      | $5290982.93   | 0.22%             | 2030-11-29      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| Hyster Yale Group Inc                                                        | Hyster-Yale Group Inc                                                 | CUSIP: 44932EAD2<br>LEI: 549300YQQLNL8QCBYH04 | Long             | LON              | CORP              | US        |   4318713 | PA      | $4145964.01   | 0.17%             | 2028-05-26      | Floating      | 7.93%                 | No            |                  3 | On Loan: No      |
| Maverick Gaming LLC                                                          | MAVERICK GAMING LLC                                                   | CUSIP: 57770JAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7574134 | PA      | $3635584.16   | 0.15%             | 2028-06-05      | Floating      | 11.81%                | No            |                  3 | On Loan: No      |
| Sinclair Television Group Inc                                                | SINCLAIR TELEVISION GROU                                              | CUSIP: 829229AU7<br>LEI: 549300CQGEN0CH65UD62 | Long             | LON              | CORP              | US        |    279300 | PA      | $254163.00    | 0.01%             | 2029-12-31      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                                       | First Brands Group LLC                                                | CUSIP: 31935HAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2203271 | PA      | $2092188.46   | 0.09%             | 2027-03-30      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Maverick Gaming LLC                                                          | Maverick Gaming LLC                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1018604 | PA      | $917411.37    | 0.04%             | 2026-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CSC HOLDINGS LLC                                                             | CSC Holdings LLC                                                      | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $93838.70     | 0.00%             | 2030-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Sound Inpatient Physicians Inc                                               | SOUND INPATIENT PHYSICIANS INC                                        | CUSIP: 83607JAE1<br>LEI: 54930047QBMPL027P218 | Long             | LON              | CORP              | US        |   6331494 | PA      | $5967433.10   | 0.25%             | 2028-06-28      | Floating      | 9.56%                 | No            |                  3 | On Loan: No      |
| Tronox Finance LLC                                                           | TRONOX FINANCE LLC                                                    | CUSIP: 89705DAP7<br>LEI: 549300LMZ1DX1PWSP524 | Long             | LON              | CORP              | US        |   1157625 | PA      | $1016539.84   | 0.04%             | 2031-09-30      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| IVC Acquisition Ltd                                                          | VETSTRATEGY CANADA HOLDINGS INC                                       | CUSIP: 000000000<br>LEI: 254900WZMD2JOGND1Z32 | Long             | LON              | CORP              | CA        |   6069270 | PA      | $6099615.88   | 0.26%             | 2028-12-12      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| BNY Capital Markets, LLC                                                     | EUR/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: VJW2DOOHGDT6PR0ZRO63 | N/A              | DFE              | CORP              | US        |         1 | NC      | $23243.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Recess Holdings Inc                                                          | RECESS HOLDINGS INC                                                   | CUSIP: 72811HAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7105120 | PA      | $7119920.01   | 0.30%             | 2030-02-20      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Nourish Buyer I, Inc.                                                        | NOURISH BUYER I INC                                                   | CUSIP: 000000000<br>LEI: 254900WHHUSAU0TJQB23 | Long             | LON              | CORP              | US        |   6000000 | PA      | $5850000.00   | 0.25%             | 2032-07-08      | Floating      | 8.83%                 | No            |                  3 | On Loan: No      |
| Victory Buyer LLC                                                            | Victory Buyer LLC                                                     | CUSIP: 92643PAB0<br>LEI: 549300G9TEUHGC81N056 | Long             | LON              | CORP              | US        |   5632219 | PA      | $5618138.50   | 0.24%             | 2028-11-19      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Quimper AB                                                                   | QUIMPER AB                                                            | CUSIP: 000000000<br>LEI: 549300EI2YNCQDXVO313 | Long             | LON              | CORP              | SE        |   4500000 | PA      | $5282649.52   | 0.22%             | 2030-03-29      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Trimaran Advisors CAVU 2019-2                                                | Trimaran CAVU 2019-2 Ltd                                              | CUSIP: 89624JAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10000000.00  | 0.42%             | 2038-03-18      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| AMG Advanced Metallurgical Group NV                                          | AMG Advanced Metallurgical Group NV                                   | CUSIP: 000000000<br>LEI: 5493006MN6OH67U2YI74 | Long             | LON              | CORP              | NL        |   5280936 | PA      | $5254531.45   | 0.22%             | 2028-11-30      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| Connect US Finco LLC                                                         | CONNECT FINCO SARL                                                    | CUSIP: 000000000<br>LEI: 2594001KNYIQ456J2792 | Long             | LON              | CORP              | LU        |    962634 | PA      | $949999.75    | 0.04%             | 2029-09-27      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| BMC Software (Boxer/ Bladelogic)                                             | BMC SOFTWARE INC                                                      | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |   5543053 | PA      | $5533042.31   | 0.23%             | 2031-07-30      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Ineos US Petrochem LLC                                                       | INEOS US Petrochem LLC                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2548000 | PA      | $2204020.00   | 0.09%             | 2030-03-14      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Ferrellgas Partners LP                                                       | Ferrellgas Partners LP                                                | CUSIP: 315293308<br>LEI: 529900YP52A6C5K57L34 | Long             | EC               | CORP              | US        |     20453 | NS      | $2618208.98   | 0.11%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                  | 5 YEAR U.S. TREASURY NOTE                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |     -1400 | NC      | $-547159.42   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Madison Safety & Flow LLC                                                    | MADISON SAFETY & FLOW                                                 | CUSIP: 55822DAM3<br>LEI: 5493007D2J7BBIFYBY65 | Long             | LON              | CORP              | US        |   3450554 | PA      | $3460619.63   | 0.15%             | 2031-09-26      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST                                               | PMT Credit Risk Transfer Trust 2024-2R                                | CUSIP: 69391NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7987157 | PA      | $8064962.40   | 0.34%             | 2027-03-29      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                                            | Battalion CLO XI Ltd                                                  | CUSIP: 07132LAN9<br>LEI: 549300O0R7FIDPTPCK50 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5015247.50   | 0.21%             | 2034-04-24      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                                                      | Zayo Group Holdings Inc                                               | CUSIP: 98919XAB7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |   1840000 | PA      | $1776520.00   | 0.07%             | 2027-03-09      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                                                     | Diversified Healthcare Trust                                          | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7519000 | PA      | $6383625.55   | 0.27%             | 2031-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                          | MEDLINE BORROWER LP                                                   | CUSIP: 58503UAJ2<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |   5947550 | PA      | $5944760.22   | 0.25%             | 2030-10-23      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| CARLYLE CREDIT INCOME                                                        | Carlyle Credit Income Fund                                            | CUSIP: 92535C500<br>LEI: 549300LVMWHJGZNVXZ22 | Long             | EP               | CORP              | US        |     70528 | NS      | $1800932.48   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mip V Waste Holdings, LLC                                                    | MIP V WASTE LLC                                                       | CUSIP: 000000000<br>LEI: 254900RELOGHR3ZGIQ56 | Long             | LON              | CORP              | US        |   2448286 | PA      | $2454406.25   | 0.10%             | 2032-08-14      | Floating      | 7.09%                 | No            |                  3 | On Loan: No      |
| PGIM Floating Rate Income ETF                                                | PGIM Floating Rate Income ETF                                         | CUSIP: 69344A883<br>LEI: 549300CYXIT4H0WK8H76 | Long             | EC               | RF                | US        |       500 | NS      | $25207.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualitytech, LP                                                              | QUALITYTECH LP                                                        | CUSIP: 74758JAB3<br>LEI: 549300GWD2FYVWRWCZ90 | Long             | LON              | CORP              | US        |   8379000 | PA      | $8399947.50   | 0.35%             | 2031-11-04      | Floating      | 7.84%                 | No            |                  3 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                    | GBP/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |         1 | NC      | $11260.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Glatfelter Corporation                                                       | TREASURE HOLDCO INC                                                   | CUSIP: 89458XAB3<br>LEI: 549300LDQLQBT38QDY28 | Long             | LON              | CORP              | US        |   6586000 | PA      | $6553070.00   | 0.28%             | 2031-11-04      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GRP LLC- WARRANTS                                             | DIAMOND SPORTS GRP LLC- WARRANTS                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    456793 | NS      | $93277.12     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Graftech Global Enterprises Inc                                              | GRAFTECH GLOBAL ENTERPRI                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6840553 | PA      | $6960262.87   | 0.29%             | 2029-11-11      | Floating      | 10.32%                | No            |                  2 | On Loan: No      |
| RC Buyer Inc                                                                 | Rough Country LLC                                                     | CUSIP: 74934KAC5<br>LEI: 549300ULXHJ9CR0QDU59 | Long             | LON              | CORP              | US        |   1755177 | PA      | $1727386.84   | 0.07%             | 2028-07-28      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                                                | LIFE TIME INC                                                         | CUSIP: 50218KAN8<br>LEI: 549300PALKE96VYH4X17 | Long             | LON              | CORP              | US        |   4154125 | PA      | $4150664.61   | 0.17%             | 2031-11-05      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                | Citigroup Inc                                                         | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  15435000 | PA      | $15718978.66  | 0.66%             | N/A             | Fixed         | 6.95%                 | No            |                  2 | On Loan: —       |
| TRONOX INC                                                                   | Tronox Inc                                                            | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |     75000 | PA      | $55316.50     | 0.00%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Crosby US Acquisition Corp                                                   | CROSBY US ACQUISITION CORP                                            | CUSIP: 22739PAP1<br>LEI: 549300V5HSWHDNVOWE35 | Long             | LON              | CORP              | US        |   5811795 | PA      | $5841022.52   | 0.25%             | 2029-08-16      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                                          | LBM ACQUISITION LLC                                                   | CUSIP: 50179JAK4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |   2750000 | PA      | $2717687.50   | 0.11%             | 2031-06-06      | Floating      | 9.36%                 | No            |                  2 | On Loan: No      |
| Fender Musical Instruments Corporation                                       | Fender Musical Instruments Corp                                       | CUSIP: 000000000<br>LEI: 549300G8G1R16J8L5Q60 | Long             | LON              | CORP              | US        |   5662432 | PA      | $5067876.47   | 0.21%             | 2028-12-01      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| BNY Capital Markets, LLC                                                     | USD/EUR FORWARD                                                       | CUSIP: 000000000<br>LEI: VJW2DOOHGDT6PR0ZRO63 | N/A              | DFE              | CORP              | US        |         1 | NC      | $152767.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                                                      | BROWN GROUP HOLDING LLC                                               | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |   4307008 | PA      | $4301624.00   | 0.18%             | 2031-07-01      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Hudson River Trading LLC                                                     | HUDSON RIVER TRADING LLC                                              | CUSIP: 44413EAJ7<br>LEI: 549300SMOBUC8O5UOE10 | Long             | LON              | CORP              | US        |  15168292 | PA      | $15199888.03  | 0.64%             | 2030-03-18      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Genuine Financial Holdings LLC                                               | HIRERIGHT HOLDINGS CORP                                               | CUSIP: 37190DAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4678124 | PA      | $4385740.88   | 0.18%             | 2030-09-27      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                     | LUMEN TECHNOLOGIES INC                                                | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |   5026413 | PA      | $4991228.15   | 0.21%             | 2029-04-15      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Graftech Global Enterprises Inc                                              | GRAFTECH GLOBAL ENTERPRI                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3908888 | PA      | $3977293.07   | 0.17%             | 2029-12-21      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco Gmbh                                                       | TK ELEVATOR US NEWCO INC                                              | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |  13320123 | PA      | $13363826.72  | 0.56%             | 2030-04-30      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Azuria Water Solutions Inc                                                   | AEGION CORP                                                           | CUSIP: 00771PAM3<br>LEI: 549300AG3DVJURRIT691 | Long             | LON              | CORP              | US        |   6594770 | PA      | $6598891.97   | 0.28%             | 2028-05-17      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Froneri International Limited                                                | FRONERI US INC                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3550000 | PA      | $3538661.30   | 0.15%             | 2032-07-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                          | CLYDESDALE ACQUISITION HOLDINGS INC                                   | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |   7223711 | PA      | $7213959.33   | 0.30%             | 2032-04-01      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Froneri International Limited                                                | FRONERI US INC                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6134625 | PA      | $6081370.33   | 0.26%             | 2031-09-17      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                  | 10 YEAR U.S. TREASURY NOTE                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -204 | NC      | $-90534.17    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GATEGROUP US FINANCE INC                                                     | GATEGROUP US FINANCE INC                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5990562 | PA      | $5983074.30   | 0.25%             | 2032-06-10      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| OFSI Fund LTD                                                                | OFSI BSL XII Ltd                                                      | CUSIP: 67629HAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10550000 | PA      | $10594867.04  | 0.45%             | 2038-01-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS                                                       | Digicel Group Holdings Ltd                                            | CUSIP: 25381HAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    149444 | PA      | $14.94        | 0.00%             | 2030-12-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Colossus Acquireco LLC                                                       | COLOSSUS ACQUIRECO LLC                                                | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |   5600000 | PA      | $5565000.00   | 0.23%             | 2032-07-30      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                      | Goldman Sachs Group Inc/The                                           | CUSIP: 38144GAB7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   9444000 | PA      | $9520766.41   | 0.40%             | N/A             | Fixed         | 7.56%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                                      | QNITY ELECTRONICS INC                                                 | CUSIP: 74737SAB9<br>LEI: 254900RSUG4J9TFFZX53 | Long             | LON              | CORP              | US        |  10125000 | PA      | $10087031.25  | 0.42%             | 2032-08-12      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| QuidelOrtho Corporation/QDEL                                                 | QUIDELORTHO CORP                                                      | CUSIP: 000000000<br>LEI: 549300YU8CMO9HF53113 | Long             | LON              | CORP              | US        |   5000000 | PA      | $4937500.00   | 0.21%             | 2032-08-13      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                         | Royal Bank of Canada                                                  | CUSIP: 780082AR4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   9000000 | PA      | $9382500.00   | 0.39%             | 2084-05-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Hurricane Cleanco Limited                                                    | HURRICANE CLEANCO LIMITED                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   2201534 | PA      | $3064861.16   | 0.13%             | 2029-10-31      | Fixed         | 6.25%                 | No            |                  3 | On Loan: No      |
| DS Parent Inc                                                                | DS PARENT INC                                                         | CUSIP: 23344YAG7<br>LEI: 254900EH8GRZUGRWRH57 | Long             | LON              | CORP              | US        |   1311750 | PA      | $1210089.38   | 0.05%             | 2031-01-31      | Floating      | 9.80%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-23

**Name of Applicant:** Prudential Investment Portfolios, Inc. 14

**Signature:** Christian J. Kelly

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

**Title:** Chief Financial Officer