# EDGAR Filing Document

**Accession Number:** 0000946110
**File Stem:** 0001410368-26-067787
**Filing Date:** 2026-6
**Character Count:** 208213
**Document Hash:** 0e008cec3077a70710b4482b9b22426a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-067787.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0001410368-26-067787

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** CREDIT SUISSE OPPORTUNITY FUNDS
- **CENTRAL INDEX KEY:** 0000946110

**ORGANIZATION NAME:**
- **EIN:** 133844865
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09054
- **FILM NUMBER:** 261129698

**BUSINESS ADDRESS:**
- **STREET 1:** ELEVEN MADISON AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10010
- **BUSINESS PHONE:** 212-325-2000

**MAIL ADDRESS:**
- **STREET 1:** ELEVEN MADISON AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10010

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** CREDIT SUISSE WARBURG PINCUS OPPORTUNITY FUNDS
- **DATE OF NAME CHANGE:** 20010129

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DLJ OPPORTUNITY FUNDS
- **DATE OF NAME CHANGE:** 20000801

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DLJ WINTHROP OPPORTUNITY FUNDS
- **DATE OF NAME CHANGE:** 19990222

## Series and Classes Contracts Data

### Credit Suisse Floating Rate High Income Fund (Series ID: S000010522)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000029052 | Class I      | CSHIX           |
| C000029053 | Class A      | CHIAX           |
| C000029055 | Class C      | CHICX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** CREDIT SUISSE OPPORTUNITY FUNDS

- **b. Investment Company Act file number:** 811-09054

- **c. CIK number of Registrant:** 0000946110

- **d. LEI of Registrant:** 5493002UZ4JX82OVKQ12

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

  - **Street Address 1:** 1285 Avenue of the Americas

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10019

  - **Telephone number:** 212-325-2000

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

- **a. Name of Series:** Credit Suisse Floating Rate High Income Fund

- **b. EDGAR series identifier (if any):** S000010522

- **c. LEI of Series:** 5493008MP5A2P9LF5Y04

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1588502902.53

**Total Liabilities:** $72855133.15

**Net Assets:** $1515647769.38

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -68.94000000 | **1-Year:** -3285.10000000 | **5-Year:** -9183.35000000 | **10-Year:** -1272.70000000 | **30-Year:** 0.00000000

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

- **3-Month:** -3745.49000000 | **1-Year:** -104899.14000000 | **5-Year:** -340611.15000000 | **10-Year:** -43918.28000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000029052 | -0.43%               | 0.69%                | 1.62%                |
| Class ID C000029055 | -0.50%               | 0.60%                | 1.53%                |
| Class ID C000029053 | -0.44%               | 0.67%                | 1.60%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-5618503.60             | $-12535859.28                              |
| Month 2  | $-8562517.94             | $5634842.27                                |
| Month 3  | $32335848.97             | $-15747294.14                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| C&D Technologies, Inc                                 | C&D Technologies, Inc.                                                        | CUSIP: 12466CAH8<br>LEI: 549300GL1JMRWNCKLX11 | Long             | LON              | CORP              | US        |   2923386 | PA      | $2689515.19   | 0.18%             | 2026-12-20      | Floating      | 9.52%                 | No            |                  3 | On Loan: No      |
| OneDigital Borrower LLC                               | OneDigital Borrower LLC                                                       | CUSIP: 68252HAB0<br>LEI: 2549009GTKWWAO1E9X77 | Long             | LON              | CORP              | US        |   2311405 | PA      | $2256508.91   | 0.15%             | 2031-07-02      | Floating      | 8.90%                 | No            |                  2 | On Loan: No      |
| TKO Worldwide Holdings LLC                            | TKO Worldwide Holdings LLC                                                    | CUSIP: 90266UAL7<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |  13048305 | PA      | $13098149.18  | 0.86%             | 2031-11-21      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| HERENS HOLDCO SARL                                    | Herens Holdco SARL                                                            | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |   1505000 | PA      | $1339615.55   | 0.09%             | 2028-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Perforce Software Inc                                 | Perforce Software, Inc.                                                       | CUSIP: 71376GAK7<br>LEI: 549300322GBMUSL1VG17 | Long             | LON              | CORP              | US        |   5749724 | PA      | $3735796.92   | 0.25%             | 2029-07-02      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| ARAMSCO Inc                                           | ARAMSCO, Inc.                                                                 | CUSIP: 03853CAG0<br>LEI: 549300YLYMLCCLQAZU59 | Long             | LON              | CORP              | US        |   3794519 | PA      | $2635331.28   | 0.17%             | 2030-10-10      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| Core & Main LP                                        | Core & Main LP                                                                | CUSIP: 40416VAG0<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |   5659900 | PA      | $5682284.46   | 0.37%             | 2028-07-27      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Chart Industries Inc                                  | Chart Industries, Inc.                                                        | CUSIP: 16115EAT4<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | LON              | CORP              | US        |   2368645 | PA      | $2376793.53   | 0.16%             | 2030-03-15      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Hexion Holdings Corporation                           | Hexion Holdings Corp.                                                         | CUSIP: 00217XAE6<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |   5820058 | PA      | $5657096.59   | 0.37%             | 2029-03-15      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                              | Purchased CAD / Sold USD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |         1 | NC      | $144.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amentum Holdings, Inc.                                | Amentum Holdings, Inc.                                                        | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |         0 | PA      | $0.01         | 0.00%             | 2031-09-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FLEXSYS HOLDINGS INC                                  | Flexsys Holdings, Inc.                                                        | CUSIP: 000000000<br>LEI: 984500KE15B085F09569 | Long             | LON              | CORP              | US        |   1435406 | PA      | $104669.81    | 0.01%             | 2029-08-01      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| BCP Renaissance Parent LLC                            | BCP Renaissance Parent LLC                                                    | CUSIP: 05549PAG6<br>LEI: 549300GVXMQFQZDSJR97 | Long             | LON              | CORP              | US        |   5485110 | PA      | $5482367.64   | 0.36%             | 2031-10-31      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| OCELOT ACQUISITION, LLC                               | Ocelot Acquisition LLC                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    688484 | NS      | $2753934.56   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Project Alpha Intermediate Holding, Inc.              | Project Alpha Intermediate Holding, Inc.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4067211 | PA      | $2473393.01   | 0.16%             | 2033-05-09      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health Incorporated                     | Elanco Animal Health, Inc.                                                    | CUSIP: 28414BAJ5<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |   3440580 | PA      | $3455099.56   | 0.23%             | 2032-10-31      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                           | Allied Universal Holdco LLC                                                   | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |   6372404 | PA      | $6397957.67   | 0.42%             | 2032-08-20      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| ARMOR HOLDCO INC                                      | Armor Holdco, Inc.                                                            | CUSIP: 04625PAA9<br>LEI: 254900X6HLK0YPTHHF09 | Long             | DBT              | CORP              | US        |  10917000 | PA      | $10868539.44  | 0.72%             | 2029-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                     | Clarios Global LP                                                             | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    411336 | PA      | $413822.56    | 0.03%             | 2032-01-28      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| JUPITER BORROWER INC                                  | Jupiter Borrower, Inc.                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    710496 | PA      | $714048.76    | 0.05%             | 2033-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Technicolor Creative Studios                          | Technicolor Creative Studios                                                  | CUSIP: 000000000<br>LEI: 54930064SP2SSEVKFJ48 | Long             | LON              | CORP              | FR        |   3100819 | PA      | $0.00         | 0.00%             | 2030-06-07      | Floating      | 0.50%                 | No            |                  3 | On Loan: No      |
| Deutsche Bank AG                                      | Purchased CAD / Sold USD                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |         1 | NC      | $287.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PMHC II INC                                           | PMHC II, Inc.                                                                 | CUSIP: 92559QAH7<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |   3200000 | PA      | $1856000.00   | 0.12%             | 2030-04-30      | Floating      | 9.15%                 | No            |                  3 | On Loan: No      |
| JASON INC                                             | Jason, Inc.                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       311 | NS      | $1866480.00   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| RESILIENCE PARENT LLC                                 | Resilience Parent LLC                                                         | CUSIP: 75908HAC1<br>LEI: 254900ZT6ZFUC887FB87 | Long             | LON              | CORP              | US        |   2190238 | PA      | $2197903.54   | 0.15%             | 2033-02-28      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Camelot US Acquisition LLC                            | Camelot U.S. Acquisition LLC                                                  | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |   3414649 | PA      | $3215097.26   | 0.21%             | 2031-01-31      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| CACI International Inc                                | CACI International, Inc.                                                      | CUSIP: 12718FAL8<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | LON              | CORP              | US        |   1875679 | PA      | $1885638.73   | 0.12%             | 2031-10-30      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Gloves Buyer Inc                                      | Gloves Buyer, Inc.                                                            | CUSIP: 37987UAG7<br>LEI: 54930015O0Y94T5H8Z18 | Long             | LON              | CORP              | US        |  11870908 | PA      | $11884500.63  | 0.78%             | 2032-05-21      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                     | Purchased CAD / Sold USD                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |         1 | NC      | $673.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                | Purchased EUR / Sold USD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |         1 | NC      | $9199.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                     | Purchased USD / Sold GBP                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-31951.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DREAMWELL INC                                         | Dream Well, Inc.                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    196189 | NS      | $1814748.25   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                     | Purchased USD / Sold GBP                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-60726.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                      | Purchased CAD / Sold USD                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |         1 | NC      | $224.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Comm Corporation LLC                              | Air Comm Corp. LLC                                                            | CUSIP: 82670NAH9<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |    379784 | PA      | $381800.64    | 0.03%             | 2031-12-11      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corporation                   | Six Flags Entertainment Corp.                                                 | CUSIP: 15018LAN1<br>LEI: 529900AS2CYWYFHRS781 | Long             | LON              | CORP              | US        |   5474706 | PA      | $5442760.77   | 0.36%             | 2031-05-01      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc                                 | GFL Environmental, Inc.                                                       | CUSIP: 36257SAB8<br>LEI: 254900PGDQWC19PRP053 | Long             | LON              | CORP              | US        |   5267698 | PA      | $5285818.86   | 0.35%             | 2032-03-03      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Resolute Investment Managers Inc                      | Resolute Investment Managers, Inc.                                            | CUSIP: 04635WAL8<br>LEI: 5493000DRVCSZDWGPC49 | Long             | LON              | CORP              | US        |   5479176 | PA      | $4342246.98   | 0.29%             | 2028-10-30      | Floating      | 10.46%                | No            |                  2 | On Loan: No      |
| SolarWinds Holdings Inc                               | SolarWinds Holdings, Inc.                                                     | CUSIP: 85554UAB0<br>LEI: 254900ZM34IBOK68V949 | Long             | LON              | CORP              | US        |  11968216 | PA      | $10202904.38  | 0.67%             | 2032-04-16      | Floating      | 7.67%                 | No            |                  3 | On Loan: No      |
| Dryden Senior Loan Fund                               | Dryden 86 CLO Ltd., 2020-86A, Rule 144A                                       | CUSIP: 26245XAU1<br>LEI: 25490017VKY7XEFZL303 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1686878.38   | 0.11%             | 2034-07-17      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| Infinite Bidco LLC                                    | Infinite Bidco LLC                                                            | CUSIP: 45674KAF2<br>LEI: 549300GLV0VRADA9LI65 | Long             | LON              | CORP              | US        |   1029587 | PA      | $993551.80    | 0.07%             | 2029-03-02      | Floating      | 10.93%                | No            |                  3 | On Loan: No      |
| Thevelia (US) LLC                                     | Thevelia U.S. LLC                                                             | CUSIP: 88372KAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4658000 | PA      | $4564839.67   | 0.30%             | 2029-06-18      | Floating      | 6.70%                 | No            |                  3 | On Loan: No      |
| Speed Midco 3 Sa rl                                   | Speed Midco 3 SARL                                                            | CUSIP: 000000000<br>LEI: 2549003UA52U0RYFOG67 | Long             | LON              | CORP              | LU        |   4393307 | PA      | $4389639.01   | 0.29%             | 2032-10-07      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| 1011778 BC Unlimited Liability Company                | 1011778 BC Unlimited Liability Co.                                            | CUSIP: 000000000<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |   4408282 | PA      | $4417914.32   | 0.29%             | 2030-09-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                         | TransDigm, Inc.                                                               | CUSIP: 89364MCG7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   4308519 | PA      | $4320518.63   | 0.29%             | 2033-02-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                     | Purchased USD / Sold CAD                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-356.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                                  | Aramark Services, Inc.                                                        | CUSIP: 03852JBC4<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |   2487397 | PA      | $2502172.26   | 0.17%             | 2030-06-22      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Rockpoint Gas Storage Partners LP                     | Rockpoint Gas Storage Partners LP                                             | CUSIP: 000000000<br>LEI: 894500SFREGFOBY8I178 | Long             | LON              | CORP              | CA        |   4360505 | PA      | $4378056.46   | 0.29%             | 2031-09-18      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Galaxy US Opco Inc                                    | Galaxy U.S. Opco, Inc.                                                        | CUSIP: 36321DAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6406620 | PA      | $5573759.82   | 0.37%             | 2030-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Redstone Holdco 2 LP                                  | Redstone Holdco 2 LP                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    690452 | PA      | $533374.49    | 0.04%             | 2030-12-31      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| BENDING SPOONS US INC                                 | Bending Spoons U.S., Inc.                                                     | CUSIP: 08167PAD8<br>LEI: 9845008E9B4A982B2F23 | Long             | LON              | CORP              | US        |   2940701 | PA      | $2760582.90   | 0.18%             | 2031-03-07      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| Ankura Consulting Group LLC                           | Ankura Consulting Group LLC                                                   | CUSIP: 03539PAJ7<br>LEI: 549300VJ5EU1KWD54I45 | Long             | LON              | CORP              | US        |   7132513 | PA      | $6890292.39   | 0.45%             | 2031-12-29      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| AAP Buyer Inc                                         | AAP Buyer, Inc.                                                               | CUSIP: 00036FAB0<br>LEI: 254900BOO8W9IR1VYO11 | Long             | LON              | CORP              | US        |   3436963 | PA      | $3455590.95   | 0.23%             | 2031-09-09      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| PointClickCare Technologies, Inc.                     | PointClickCare Technologies, Inc.                                             | CUSIP: 000000000<br>LEI: 5493001Z0LHHBZLVDX36 | Long             | LON              | CORP              | CA        |   5081121 | PA      | $5087498.19   | 0.34%             | 2031-11-03      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Mannington Mills Inc                                  | Mannington Mills, Inc.                                                        | CUSIP: 56388VAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1632966 | PA      | $1608471.50   | 0.11%             | 2032-03-25      | Floating      | 8.45%                 | No            |                  3 | On Loan: No      |
| Genesee & Wyoming Inc (New)                           | Genesee & Wyoming, Inc.                                                       | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |   2610356 | PA      | $2615537.83   | 0.17%             | 2031-04-10      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| ZI TECH LLC/ZI FIN CORP                               | ZoomInfo Technologies LLC/ZoomInfo Finance Corp.                              | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1142573.73   | 0.08%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EAGLE INT GLO/EAGLE US                                | Eagle Intermediate Global Holding BV/Eagle U.S. Finance LLC                   | CUSIP: 26963PAC8<br>LEI: 724500WF1YQYV70ML757 | Long             | DBT              | CORP              | XX        |    109793 | PA      | $823.45       | 0.00%             | 2026-03-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Avalara Inc                                           | Avalara, Inc.                                                                 | CUSIP: 05338KAD9<br>LEI: 549300Q16CMW239SS315 | Long             | LON              | CORP              | US        |   6838270 | PA      | $6721609.27   | 0.44%             | 2032-03-26      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Illuminate Buyer, LLC                                 | Illuminate Buyer LLC                                                          | CUSIP: 45232UAH1<br>LEI: 549300K1Y0YC1YC1H809 | Long             | LON              | CORP              | US        |   5718425 | PA      | $5708217.34   | 0.38%             | 2029-12-31      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings Inc                              | Trident TPI Holdings, Inc.                                                    | CUSIP: 00216EAL3<br>LEI: 549300TPLK304J3RNC85 | Long             | LON              | CORP              | US        |   2430264 | PA      | $2296879.34   | 0.15%             | 2028-09-15      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| First Advantage Holdings LLC                          | First Advantage Holdings LLC                                                  | CUSIP: 78477MAH4<br>LEI: 549300MRQE5MQEH3BI02 | Long             | LON              | CORP              | US        |   8135042 | PA      | $8046084.96   | 0.53%             | 2031-10-31      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| TECTA AMERICA CORP                                    | Tecta America Corp.                                                           | CUSIP: 000000000<br>LEI: 54930083ULRH07WCC129 | Long             | LON              | CORP              | US        |   8204522 | PA      | $8208501.12   | 0.54%             | 2032-02-18      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Atlas CC Acquisition Corp                             | Atlas CC Acquisition Corp.                                                    | CUSIP: 04921TAS3<br>LEI: 6HHLXIOGCDNZ4IRAIW26 | Long             | LON              | CORP              | US        |   1318366 | PA      | $264991.55    | 0.02%             | 2029-05-25      | Floating      | 10.25%                | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                | Canyon CLO Ltd.                                                               | CUSIP: 13890AAA1<br>LEI: 25490032WO5XW3V7KL43 | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $7001495.90   | 0.46%             | 2039-04-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                              | CQP Holdco LP/BIP-V Chinook Holdco LLC                                        | CUSIP: 12657NAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2134972.00   | 0.14%             | 2033-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| New Arclin US Holding Corp                            | New Arclin U.S. Holding Corp.                                                 | CUSIP: 03880YAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2279606 | PA      | $2070634.68   | 0.14%             | 2029-09-30      | Floating      | 10.75%                | No            |                  2 | On Loan: No      |
| Aimbridge Acquisition Co Inc                          | Aimbridge Acquisition Co., Inc.                                               | CUSIP: 00900YAH9<br>LEI: 549300SPGKLVE9WYCQ20 | Long             | LON              | CORP              | US        |    746626 | PA      | $735427.03    | 0.05%             | 2030-03-11      | Floating      | 11.28%                | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                          | MH Sub I LLC                                                                  | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |   7290872 | PA      | $6736583.38   | 0.44%             | 2028-05-03      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| OneDigital Borrower LLC                               | OneDigital Borrower LLC                                                       | CUSIP: 68277FAN9<br>LEI: 2549009GTKWWAO1E9X77 | Long             | LON              | CORP              | US        |   4643445 | PA      | $4587723.32   | 0.30%             | 2031-07-02      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc                                 | American Airlines, Inc.                                                       | CUSIP: 02376CAX3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |   7552761 | PA      | $7540639.18   | 0.50%             | 2027-01-29      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                               | Allied Universal Holdco LLC/Allied Universal Finance Corp./Atlas Luxco 4 SARL | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1471000 | PA      | $1700433.49   | 0.11%             | 2028-06-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| COVETRUS INC                                          | Covetrus, Inc.                                                                | CUSIP: 000000000<br>LEI: 5493009S30DUFCF75V87 | Long             | LON              | CORP              | US        |   5852706 | PA      | $5539586.57   | 0.37%             | 2029-10-14      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| Traverse Midstream Partners LLC                       | Traverse Midstream Partners LLC                                               | CUSIP: 89435TAB0<br>LEI: 549300DHTM8B2X5QMJ22 | Long             | LON              | CORP              | US        |   1673546 | PA      | $1677938.60   | 0.11%             | 2028-02-16      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| ALLOY.TOPCO.GBP.PE                                    | Alloy Topco Ltd.                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |   6310057 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Deutsche Bank AG                                      | Purchased USD / Sold GBP                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-5250.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Altar Bidco Inc                                       | Altar Bidco, Inc.                                                             | CUSIP: 02090CAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1497640 | PA      | $1419014.33   | 0.09%             | 2030-02-01      | Floating      | 9.11%                 | No            |                  2 | On Loan: No      |
| TECH 7 SAS SUPER SENIOR                               | Tech 7 SAS Super Senior                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    658765 | PA      | $0.00         | 0.00%             | 2026-03-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| First Brands Group LLC                                | First Brands Group LLC                                                        | CUSIP: 31935HAD9<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-03-30      | Floating      | 10.78%                | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                            | Fertitta Entertainment LLC                                                    | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |   4386076 | PA      | $4355921.59   | 0.29%             | 2029-01-27      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Splat Super Holdco LLC                                | Splat Super Holdco LLC                                                        | CUSIP: 84862VAC6<br>LEI: 549300440PU6D6ZUIR97 | Long             | LON              | CORP              | US        |    479554 | PA      | $419610.15    | 0.03%             | 2032-07-02      | Floating      | 8.65%                 | No            |                  2 | On Loan: No      |
| ASTRA ACQUISITION CORP                                | Astra Acquisition Corp.                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34879 | NS      | $52318.50     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FUGUE FINANCE BV                                      | Fugue Finance BV                                                              | CUSIP: 000000000<br>LEI: 254900LPOM3DXTS8SI47 | Long             | LON              | CORP              | NL        |  10000000 | PA      | $11761169.48  | 0.78%             | 2032-01-09      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Southern Veterinary Partners LLC                      | Southern Veterinary Partners LLC                                              | CUSIP: 84410HAC4<br>LEI: 549300DT78GYJYRK0R74 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-10-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                     | Purchased USD / Sold GBP                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-10995.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Corpay Technologies Operating Company LLC             | Corpay Technologies Operating Co. LLC                                         | CUSIP: 33903RBA6<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |    628063 | PA      | $628603.59    | 0.04%             | 2032-11-05      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Crown Point CLO Ltd                                   | Crown Point CLO IV Ltd., 2018-4A, Rule 144A                                   | CUSIP: 22845XAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4032741.20   | 0.27%             | 2031-04-20      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Xplornet Communications Inc                           | Xplornet Communications, Inc.                                                 | CUSIP: 000000000<br>LEI: 254900V3NB5MGOZS4O08 | Long             | LON              | CORP              | CA        |      1377 | PA      | $1269.58      | 0.00%             | 2029-10-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Peraton Corp                                          | Peraton Corp.                                                                 | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |   7724140 | PA      | $6622098.15   | 0.44%             | 2028-02-01      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| LaserShip Inc                                         | LaserShip, Inc.                                                               | CUSIP: 51809EAN5<br>LEI: 254900NGHREGOQUFUT53 | Long             | LON              | CORP              | US        |    185168 | PA      | $135868.15    | 0.01%             | 2029-01-02      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| CENTURI GROUP INC                                     | Centuri Group, Inc.                                                           | CUSIP: 15643XAE8<br>LEI: 254900H4HY0IHK5J9N53 | Long             | LON              | CORP              | US        |   4186820 | PA      | $4201997.67   | 0.28%             | 2032-07-09      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| GB AIT BUYER                                          | GB AIT Buyer, Inc.                                                            | CUSIP: 36147AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1451515.51   | 0.10%             | 2034-04-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                          | Focus Financial Partners LLC                                                  | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |  10152251 | PA      | $10088291.69  | 0.67%             | 2031-09-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                              | Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer                  | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1215164.40   | 0.08%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Serta Simmons Bedding LLC                             | Serta Simmons Bedding LLC                                                     | CUSIP: 81753HAJ0<br>LEI: 549300M4F4V4WFPNI116 | Long             | LON              | CORP              | US        |   4615071 | PA      | $4342782.07   | 0.29%             | 2028-06-29      | Floating      | 11.31%                | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                | Purchased USD / Sold GBP                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-89446.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| WOOF Holdings Inc                                     | WOOF Holdings, Inc.                                                           | CUSIP: 95004UAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4279484 | PA      | $634797.18    | 0.04%             | 2029-12-31      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                          | State Street Navigator Securities Lending Government Money Market Portfolio   | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |   1561855 | NS      | $1561855.00   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Altice France SA                                      | Altice France SA                                                              | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | US        |   7258784 | PA      | $7407915.43   | 0.49%             | 2031-05-31      | Floating      | 10.55%                | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                              | Cloud Software Group, Inc.                                                    | CUSIP: 88632NBL3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |   7006528 | PA      | $6501847.63   | 0.43%             | 2032-08-13      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| CoreLogic Inc                                         | CoreLogic, Inc.                                                               | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |  10121825 | PA      | $9932040.98   | 0.66%             | 2028-06-02      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Topgolf Callaway Brands Corp                          | Topgolf Callaway Brands Corp.                                                 | CUSIP: 89071LAB6<br>LEI: 5493005UB0KFRKBPCU72 | Long             | LON              | CORP              | US        |   1977291 | PA      | $1990272.08   | 0.13%             | 2030-03-18      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| STONEX ESCROW ISSUER LLC                              | Stonex Escrow Issuer LLC                                                      | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2909000 | PA      | $3009191.78   | 0.20%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Tronox Finance LLC                                    | Tronox Finance LLC                                                            | CUSIP: 89705DAQ5<br>LEI: 549300LMZ1DX1PWSP524 | Long             | LON              | CORP              | US        |   5696052 | PA      | $5043853.62   | 0.33%             | 2029-04-04      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                         | TransDigm, Inc.                                                               | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   1213127 | PA      | $1216566.59   | 0.08%             | 2032-08-19      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Green Infrastructure Partners Inc                     | Green Infrastructure Partners, Inc.                                           | CUSIP: 39306DAB6<br>LEI: 549300W1V7LSCKWMX505 | Long             | LON              | CORP              | CA        |   2399510 | PA      | $2408508.18   | 0.16%             | 2032-09-24      | Floating      | 6.45%                 | No            |                  3 | On Loan: No      |
| MV Holding GmbH                                       | MV Holding GmbH                                                               | CUSIP: 55404TAF9<br>LEI: 549300RKTIVJWNROR778 | Long             | LON              | CORP              | US        |   2461876 | PA      | $2477262.27   | 0.16%             | 2032-03-17      | Floating      | 5.65%                 | No            |                  3 | On Loan: No      |
| Light and Wonder International, Inc.                  | Light & Wonder International, Inc.                                            | CUSIP: 80875AAY7<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |   2919215 | PA      | $2924688.28   | 0.19%             | 2029-04-16      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Flint Group Packaging INKS North America Holdings LLC | Flint Group Packaging INKS North America Holdings LLC                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | JE        |    545656 | PA      | $30403.86     | 0.00%             | 2028-12-29      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Savage Enterprises LLC                                | Savage Enterprises LLC                                                        | CUSIP: 80465JAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1122730 | PA      | $1129309.05   | 0.07%             | 2032-08-05      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Alterra Mountain Company                              | Alterra Mountain Co.                                                          | CUSIP: 46124CAU1<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |   1416504 | PA      | $1420930.43   | 0.09%             | 2028-08-17      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Corpay Technologies Operating Company LLC             | Corpay Technologies Operating Co. LLC                                         | CUSIP: 33903RAZ2<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |   6243905 | PA      | $6259514.53   | 0.41%             | 2028-04-28      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| EAGLE INTERMEDIATE GLOBAL HOLD                        | Eagle Intermediate Global Holding BV/Ruyi U.S. Finance LLC                    | CUSIP: 000000000<br>LEI: 724500WF1YQYV70ML757 | Long             | DBT              | CORP              | US        |    137000 | PA      | $13.70        | 0.00%             | 2025-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| JPMorgan Chase Bank NA                                | Purchased EUR / Sold USD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |         1 | NC      | $128425.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eagle Broadband Investments LLC                       | Eagle Broadband Investments LLC                                               | CUSIP: 26943PAB5<br>LEI: 254900W09ZHD1OM4I757 | Long             | LON              | CORP              | US        |   2982794 | PA      | $2898097.40   | 0.19%             | 2027-11-12      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                      | AmWINS Group, Inc.                                                            | CUSIP: 03234TBB3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |   6985653 | PA      | $6988098.26   | 0.46%             | 2032-01-30      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| XPLOR T1 LLC                                          | XPLOR T1 LLC                                                                  | CUSIP: 98423DAF1<br>LEI: 254900GF3CVSREM2EJ05 | Long             | LON              | CORP              | US        |   6918000 | PA      | $6451034.90   | 0.43%             | 2032-12-01      | Floating      | 7.17%                 | No            |                  3 | On Loan: No      |
| Corel Corporation                                     | Corel Corp.                                                                   | CUSIP: 21871LAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7835610 | PA      | $7208761.23   | 0.48%             | 2026-07-02      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| IGT Holding IV AB                                     | IGT Holding IV AB                                                             | CUSIP: 000000000<br>LEI: 549300S0NZ6VQU5JU607 | Long             | LON              | CORP              | SE        |   2986942 | PA      | $2966421.95   | 0.20%             | 2031-09-01      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Generac Power Systems Inc                             | Generac Power Systems, Inc.                                                   | CUSIP: 36874VAQ1<br>LEI: 549300JQWLGGW8KC1X38 | Long             | LON              | CORP              | US        |    967028 | PA      | $976291.68    | 0.06%             | 2031-07-03      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| OID-OL Intermediate I LLC                             | OID-OL Intermediate I LLC                                                     | CUSIP: 67089SAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4111769 | PA      | $4099783.26   | 0.27%             | 2029-02-01      | Floating      | 9.66%                 | No            |                  2 | On Loan: No      |
| Hornblower Sub LLC                                    | Hornblower Sub LLC                                                            | CUSIP: 44055EAG6<br>LEI: 254900KAZX95VZPMK797 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-04-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALTISOURCE SOLUTIONS SARL                             | Altisource Solutions SARL                                                     | CUSIP: 000000000<br>LEI: 222100LCEG1XDFQRZI81 | Long             | LON              | CORP              | LU        |   3601510 | PA      | $3655533.04   | 0.24%             | 2030-04-30      | Floating      | 10.30%                | No            |                  3 | On Loan: No      |
| Certara LP                                            | Certara LP                                                                    | CUSIP: 15687EAE7<br>LEI: 5493003FMVRW75JYL446 | Long             | LON              | CORP              | US        |   8984392 | PA      | $9001237.72   | 0.59%             | 2031-06-26      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Surf Holdings LLC                                     | Surf Holdings LLC                                                             | CUSIP: 86875TAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  11443819 | PA      | $11107656.41  | 0.73%             | 2027-03-05      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| GUGGENHEIM PARTNERS LLC                               | Guggenheim Partners LLC                                                       | CUSIP: 36173YAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    919327 | PA      | $922774.84    | 0.06%             | 2031-11-26      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| TECH 7 SAS TECHNICOLOR                                | Tech 7 SAS Technicolor                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    197630 | PA      | $0.00         | 0.00%             | 2026-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| World Wide Technology Holding Co. LLC                 | World Wide Technology Holding Co. LLC                                         | CUSIP: 98164AAE3<br>LEI: 213800MTFQARCZL1PY64 | Long             | LON              | CORP              | US        |   1851520 | PA      | $1856926.34   | 0.12%             | 2030-03-01      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                              | Focus Financial Partners LLC                                                  | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |    755000 | PA      | $769745.15    | 0.05%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Hexion Holdings Corporation                           | Hexion Holdings Corp.                                                         | CUSIP: 42829JAB5<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |    718594 | PA      | $669639.86    | 0.04%             | 2030-03-15      | Floating      | 11.19%                | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                      | Purchased EUR / Sold USD                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |         1 | NC      | $-90039.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                     | Purchased USD / Sold GBP                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-3089.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PODS LLC                                              | PODS LLC                                                                      | CUSIP: 73044EAB0<br>LEI: 984500EC4ZCD5U1SDF04 | Long             | LON              | CORP              | US        |  11718009 | PA      | $11708575.57  | 0.77%             | 2028-03-31      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corp                                  | Reworld Holding Corp.                                                         | CUSIP: 22282GAM9<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |   2872593 | PA      | $2880076.51   | 0.19%             | 2028-11-30      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| LSF12 HELIX PARENT LLC                                | LSF12 Helix Parent LLC                                                        | CUSIP: 54913EAB8<br>LEI: 254900H70V4IL22BHL88 | Long             | LON              | CORP              | US        |   3888785 | PA      | $3895609.91   | 0.26%             | 2033-02-10      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| PES Holdings LLC                                      | PES Holdings LLC                                                              | CUSIP: 71571EAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  17059013 | PA      | $170590.13    | 0.01%             | 2026-12-31      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| EAGLE INT GLO/EAGLE US                                | Eagle Intermediate Global Holding BV/Eagle U.S. Finance LLC                   | CUSIP: 26963PAA2<br>LEI: 724500WF1YQYV70ML757 | Long             | DBT              | CORP              | XX        |   4031174 | PA      | $30233.81     | 0.00%             | 2026-03-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Herschend Entertainment Company, LLC                  | Herschend Entertainment Co. LLC                                               | CUSIP: 42778EAH4<br>LEI: 54930087KQ7RPDXK0716 | Long             | LON              | CORP              | US        |   5121393 | PA      | $5149791.48   | 0.34%             | 2032-05-27      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| HUB International Limited                             | HUB International Ltd.                                                        | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |  11565336 | PA      | $11606682.10  | 0.77%             | 2030-06-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                         | TransDigm, Inc.                                                               | CUSIP: 89364MCF9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    375561 | PA      | $376565.42    | 0.02%             | 2030-03-22      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| HOWDEN GROUP HOLDINGS LTD                             | Howden Group Holdings Ltd.                                                    | CUSIP: 000000000<br>LEI: 213800OOZO37Y7YL2O58 | Long             | LON              | CORP              | GB        |   7058233 | PA      | $8287190.95   | 0.55%             | 2031-02-14      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| MedAssets Software Intermediate Holdings Inc          | MedAssets Software Intermediate Holdings, Inc.                                | CUSIP: 31810YAD2<br>LEI: 25490077VXHBSKJ52J14 | Long             | LON              | CORP              | US        |   2478045 | PA      | $929266.73    | 0.06%             | 2028-12-15      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| Secretariat Advisors LLC                              | Secretariat Advisors LLC                                                      | CUSIP: 81368NAP0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     74084 | PA      | $72972.37     | 0.00%             | 2032-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRIO BIDCO INC                                        | Trio Bidco LLC                                                                | CUSIP: 000000000<br>LEI: 254900K9XN994FY4HJ57 | Long             | LON              | CORP              | US        |   5543265 | PA      | $5413940.66   | 0.36%             | 2032-10-29      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| Arcis Golf LLC                                        | Arcis Golf LLC                                                                | CUSIP: 03958MAF4<br>LEI: 254900ZMGXNNIX4SXQ48 | Long             | LON              | CORP              | US        |   6626955 | PA      | $6662176.88   | 0.44%             | 2028-11-24      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                              | Purchased CAD / Sold USD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |         1 | NC      | $165.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zuora Inc                                             | Zuora, Inc.                                                                   | CUSIP: 98980XAC9<br>LEI: 2549000JOLSFPTJEAV21 | Long             | LON              | CORP              | US        |   8035091 | PA      | $7633336.68   | 0.50%             | 2032-02-14      | Floating      | 7.15%                 | No            |                  3 | On Loan: No      |
| Medline Borrower LP                                   | Medline Borrower LP                                                           | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |   2589941 | PA      | $2601854.98   | 0.17%             | 2028-10-23      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Sk Neptune Husky Finance SARL                         | Sk Neptune Husky Finance SARL                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    897101 | PA      | $115501.74    | 0.01%             | 2029-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                              | Purchased USD / Sold GBP                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-168566.53   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                      | Purchased USD / Sold EUR                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-9031.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Marcel LUX IV SARL                                    | Marcel LUX IV SARL                                                            | CUSIP: 000000000<br>LEI: 254900A6AL2000BPNS82 | Long             | LON              | CORP              | US        |   3179083 | PA      | $3155239.86   | 0.21%             | 2030-11-12      | Floating      | 6.64%                 | No            |                  3 | On Loan: No      |
| AMENTUM HOLDINGS INC                                  | Amentum Holdings, Inc.                                                        | CUSIP: 02351XAD0<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |   8602486 | PA      | $8621325.73   | 0.57%             | 2031-09-29      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| ASCEND PERFORMANCE MATERIALS O                        | Ascend Performance Materials Operations LLC                                   | CUSIP: 000000000<br>LEI: 549300NIMFUIRMMAGQ29 | Long             | EC               | CORP              | US        |     68450 | NS      | $102675.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EOC Borrower LLC                                      | EOC Borrower LLC                                                              | CUSIP: 26875YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4195755 | PA      | $4218307.58   | 0.28%             | 2032-03-24      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Pye-Barker Fire & Safety, LLC                         | Pye-Barker Fire & Safety LLC                                                  | CUSIP: 69380SAB9<br>LEI: 254900K8RDMGUBC44870 | Long             | LON              | CORP              | US        |   5493829 | PA      | $5522588.70   | 0.36%             | 2032-12-16      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Whatabrands LLC                                       | Whatabrands LLC                                                               | CUSIP: 96244UAJ6<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-08-03      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| ConnectWise LLC                                       | ConnectWise LLC                                                               | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5977972 | PA      | $5580884.79   | 0.37%             | 2028-09-29      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| TRIO BIDCO INC                                        | Trio Bidco LLC                                                                | CUSIP: 000000000<br>LEI: 254900K9XN994FY4HJ57 | Long             | LON              | CORP              | US        |    583502 | PA      | $569888.50    | 0.04%             | 2032-10-29      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Coherent Corp                                         | Coherent Corp.                                                                | CUSIP: 45173JAT1<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |   1795828 | PA      | $1802562.50   | 0.12%             | 2029-07-02      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Amspec Parent LLC                                     | Amspec Parent LLC                                                             | CUSIP: 03218AAE9<br>LEI: 254900LUGRP5Z7OOV477 | Long             | LON              | CORP              | US        |   2428317 | PA      | $2430599.49   | 0.16%             | 2031-12-22      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Openlane Inc                                          | Openlane, Inc.                                                                | CUSIP: 68373AAD5<br>LEI: 5493004HKD20LBSG7D03 | Long             | LON              | CORP              | US        |    590286 | PA      | $593237.18    | 0.04%             | 2032-10-08      | Floating      | 6.14%                 | No            |                  3 | On Loan: No      |
| Greywolf CLO Ltd                                      | Greywolf CLO V Ltd., 2015-1A, Rule 144A                                       | CUSIP: 39808PAS5<br>LEI: 549300RJBZLY8V18YD77 | Long             | ABS-CBDO         | CORP              | KY        |    696758 | PA      | $696878.11    | 0.05%             | 2031-01-27      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| EAB Global Inc                                        | EAB Global, Inc.                                                              | CUSIP: 26835CAC3<br>LEI: 254900WJRUVZKYEF1M36 | Long             | LON              | CORP              | US        |   2834286 | PA      | $2516137.09   | 0.17%             | 2030-08-16      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| MIRION TECHNOLOGIES INC                               | Mirion Technologies U.S., Inc.                                                | CUSIP: 60470HAE7<br>LEI: 549300EBD5JHM14L3R48 | Long             | LON              | CORP              | US        |   1929798 | PA      | $1939446.74   | 0.13%             | 2032-06-04      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd                                      | Greywolf CLO II Ltd., 2013-1A, Rule 144A                                      | CUSIP: 398079BL6<br>LEI: 549300DX0ZYWEZ6TY764 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3435730.90   | 0.23%             | 2034-04-15      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Atlas CC Acquisition Corp                             | Atlas CC Acquisition Corp.                                                    | CUSIP: 04921TAR5<br>LEI: 6HHLXIOGCDNZ4IRAIW26 | Long             | LON              | CORP              | US        |   9063738 | PA      | $1821811.39   | 0.12%             | 2029-05-25      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                     | Polaris Newco LLC                                                             | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |   5826992 | PA      | $5100104.30   | 0.34%             | 2028-06-02      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Minerals Technologies Inc                             | Minerals Technologies, Inc.                                                   | CUSIP: 60315GAH1<br>LEI: 549300D3I1QU67GP6403 | Long             | LON              | CORP              | US        |   2468750 | PA      | $2478007.81   | 0.16%             | 2031-11-26      | Floating      | 5.65%                 | No            |                  3 | On Loan: No      |
| Barclays Bank PLC                                     | Purchased CAD / Sold USD                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |         1 | NC      | $75.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corporation                  | Olympus Water U.S. Holding Corp.                                              | CUSIP: 68163YAK1<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |   1443727 | PA      | $1431390.00   | 0.09%             | 2032-11-03      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust Inc                           | Starwood Property Trust, Inc.                                                 | CUSIP: 85570DAM4<br>LEI: 5493008SB15CNJRIOK13 | Long             | LON              |  | US        |   2401615 | PA      | $2413623.01   | 0.16%             | 2030-01-02      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands Inc                       | Cornerstone Building Brands, Inc.                                             | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |   5449121 | PA      | $3390824.46   | 0.22%             | 2028-04-12      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| ALTISOURCE NET STL WARRANTS                           | Altisource Solutions SARL                                                     | CUSIP: 000000000<br>LEI: 222100LCEG1XDFQRZI81 | N/A              | DE               |  | US        |     52650 | NS      | $21060.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INEOS Quattro Holdings UK Ltd                         | INEOS Quattro Holdings U.K. Ltd.                                              | CUSIP: 000000000<br>LEI: 213800HKSMBSJQ32CA45 | Long             | LON              | CORP              | US        |    385199 | PA      | $355829.34    | 0.02%             | 2029-04-02      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| SPLAT SUPER HOLDCO LLC                                | Splat Super Holdco LLC                                                        | CUSIP: 84862VAD4<br>LEI: 549300440PU6D6ZUIR97 | Long             | LON              | CORP              | US        |     20446 | PA      | $17889.85     | 0.00%             | 2032-07-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Luxembourg Investment Company 428 Sa rl               | Luxembourg Investment Co. 428 SARL                                            | CUSIP: 000000000<br>LEI: 254900EYK4430ZH92J61 | Long             | LON              | CORP              | LU        |   9226825 | PA      | $245110.61    | 0.02%             | 2029-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Project Alpha Intermediate Holding, Inc.              | Project Alpha Intermediate Holding, Inc.                                      | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1397072 | PA      | $1103687.24   | 0.07%             | 2030-10-26      | Floating      | 6.95%                 | No            |                  3 | On Loan: No      |
| BCPE EMPIRE HOLDINGS INC                              | BCPE Empire Holdings, Inc.                                                    | CUSIP: 05550HAT2<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |   2998327 | PA      | $2999256.27   | 0.20%             | 2032-12-29      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| Skillsoft Corp                                        | Skillsoft Corp.                                                               | CUSIP: 83066P309<br>LEI: 213800IN3X8SP8HFLL39 | Long             | EC               | CORP              | US        |      3935 | NS      | $30378.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Grinding Media Inc.                                   | Grinding Media, Inc.                                                          | CUSIP: 39854KAC4<br>LEI: 254900IYFJ03EGFQ8C34 | Long             | LON              | CORP              | US        |   3450362 | PA      | $3456831.12   | 0.23%             | 2028-10-12      | Floating      | 7.17%                 | No            |                  3 | On Loan: No      |
| VFH Parent LLC                                        | VFH Parent LLC                                                                | CUSIP: 91820UAV2<br>LEI: 549300FRO9M476YHHY64 | Long             | LON              | CORP              | US        |   6296661 | PA      | $6328144.21   | 0.42%             | 2031-06-21      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| WEX Inc                                               | WEX, Inc.                                                                     | CUSIP: 96208UAW1<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | LON              | CORP              | US        |   5960703 | PA      | $5970806.62   | 0.39%             | 2028-03-31      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| EMG Utica LLC                                         | EMG Utica LLC                                                                 | CUSIP: 26869HAB3<br>LEI: 254900H5HLPM7ZD1LU54 | Long             | LON              | CORP              | US        |    450174 | PA      | $454675.36    | 0.03%             | 2030-04-01      | Floating      | 7.20%                 | No            |                  3 | On Loan: No      |
| DEXKO GLOBAL INC                                      | DexKo Global, Inc.                                                            | CUSIP: 25213YBF1<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |   1722240 | PA      | $1641148.33   | 0.11%             | 2031-10-06      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| EVEREST SUBBIDCO                                      | Everest SubBidCo SAS                                                          | CUSIP: 000000000<br>LEI: 969500CR0NDBKD0VFM16 | Long             | LON              | CORP              | FR        |    811539 | PA      | $766904.52    | 0.05%             | 2031-12-10      | Floating      | 8.18%                 | No            |                  3 | On Loan: No      |
| BELRON FINANCE 2019 LLC                               | Belron Finance LLC                                                            | CUSIP: 08078UAQ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4395515 | PA      | $4422085.81   | 0.29%             | 2031-10-16      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Insulet Corporation                                   | Insulet Corp.                                                                 | CUSIP: 45784QAF6<br>LEI: 549300TZTYD2PYN92D43 | Long             | LON              | CORP              | US        |    788039 | PA      | $795918.90    | 0.05%             | 2031-08-01      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings LLC                         | Truist Insurance Holdings LLC                                                 | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1958032 | PA      | $1948242.09   | 0.13%             | 2031-05-06      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Secretariat Advisors LLC                              | Secretariat Advisors LLC                                                      | CUSIP: 81368NAN5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    608745 | PA      | $599613.94    | 0.04%             | 2032-02-28      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                      | Purchased USD / Sold EUR                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $195673.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Javelin Buyer Inc                                     | Javelin Buyer, Inc.                                                           | CUSIP: 47189BAE9<br>LEI: 254900GL30A9G6Z7OW50 | Long             | LON              | CORP              | US        |   1703238 | PA      | $1566978.59   | 0.10%             | 2032-12-06      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                      | Purchased USD / Sold GBP                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-19390.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TECHNICOLOR                                           | Technicolor SA                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       100 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Altisource Portfolio Solutions SA                     | Altisource Portfolio Solutions SA                                             | CUSIP: 000000000<br>LEI: 894500OLCBOOO8WZUE76 | Long             | EC               | CORP              | LU        |      6555 | NS      | $43590.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Darktrace PLC                                         | Darktrace PLC                                                                 | CUSIP: 52526CAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2029635 | PA      | $1864362.10   | 0.12%             | 2032-10-09      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| Nouryon Finance BV                                    | Nouryon Finance BV                                                            | CUSIP: 000000000<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | NL        |    868302 | PA      | $864776.61    | 0.06%             | 2028-04-03      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                      | Purchased EUR / Sold USD                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |         1 | NC      | $-10949.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JASON GROUP INC                                       | Jason Group, Inc.                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2683219 | PA      | $2468561.66   | 0.16%             | 2026-11-30      | Floating      | 9.77%                 | No            |                  3 | On Loan: No      |
| WatchGuard Technologies Inc                           | WatchGuard Technologies, Inc.                                                 | CUSIP: 94110LAB9<br>LEI: 549300H8HK7HR0EWNZ91 | Long             | LON              | CORP              | US        |   2447032 | PA      | $2266563.83   | 0.15%             | 2029-07-02      | Floating      | 8.90%                 | No            |                  2 | On Loan: No      |
| LaserShip Inc                                         | LaserShip, Inc.                                                               | CUSIP: 51809EAL9<br>LEI: 254900NGHREGOQUFUT53 | Long             | LON              | CORP              | US        |   4012174 | PA      | $4079879.01   | 0.27%             | 2029-01-02      | Floating      | 9.95%                 | No            |                  2 | On Loan: No      |
| Lernen Bidco Limited                                  | Lernen Bidco Ltd.                                                             | CUSIP: 000000000<br>LEI: 894500YKKF2CXAP6DR25 | Long             | LON              | CORP              | US        |   2006963 | PA      | $1966823.34   | 0.13%             | 2031-10-27      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                     | Polaris Newco LLC                                                             | CUSIP: 73108RAD0<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |   1722938 | PA      | $1987106.88   | 0.13%             | 2028-06-02      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| HARBOURVEST PARTNERS LLC                              | HarbourVest Partners LLC                                                      | CUSIP: 41165QAN7<br>LEI: 54930029KR62LTFQ8M21 | Long             | LON              | CORP              | US        |   2646405 | PA      | $2659636.62   | 0.18%             | 2030-04-19      | Floating      | 5.70%                 | No            |                  3 | On Loan: No      |
| Deutsche Bank AG                                      | Purchased CAD / Sold USD                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |         1 | NC      | $520.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SERTA SSB EQUIPMENT COMPANY                           | Serta SSB Equipment Co.                                                       | CUSIP: 948EFX908<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    196189 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Symplr Software Inc                                   | Symplr Software, Inc.                                                         | CUSIP: 87190HAC3<br>LEI: 254900NR8M8HYDVR0M34 | Long             | LON              | CORP              | US        |   2581309 | PA      | $1834574.95   | 0.12%             | 2027-12-22      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| ALTISOURCE SOLUTIONS SARL                             | Altisource Solutions SARL                                                     | CUSIP: 000000000<br>LEI: 222100LCEG1XDFQRZI81 | Long             | LON              | CORP              | LU        |   1665186 | PA      | $1673512.02   | 0.11%             | 2029-02-19      | Floating      | 10.30%                | No            |                  3 | On Loan: No      |
| ERO COPPER CORP                                       | ERO Copper Corp.                                                              | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |    975000 | PA      | $970768.50    | 0.06%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Les Schwab Tire Centers                               | Les Schwab Tire Centers                                                       | CUSIP: 50220KAD6<br>LEI: 549300GJM1TKHPYFPF83 | Long             | LON              | CORP              | US        |    326337 | PA      | $326882.12    | 0.02%             | 2031-04-23      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                               | Brown Group Holding LLC                                                       | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |   6393741 | PA      | $6435172.38   | 0.42%             | 2031-07-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Owens-Illinois Inc                                    | Owens-Illinois, Inc.                                                          | CUSIP: 000000000<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | LON              | CORP              | US        |   3003309 | PA      | $2969522.11   | 0.20%             | 2032-09-30      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| Patagonia Holdco LLC                                  | Patagonia Holdco LLC                                                          | CUSIP: 70289FAD3<br>LEI: 254900OLXUIWWEAJZ984 | Long             | LON              | CORP              | US        |   5048544 | PA      | $4043202.18   | 0.27%             | 2029-08-01      | Floating      | 9.41%                 | No            |                  2 | On Loan: No      |
| Summit Acquisition Inc                                | Summit Acquisition, Inc.                                                      | CUSIP: 86600DAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6742262 | PA      | $6775973.56   | 0.45%             | 2031-10-16      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| Goosehead Insurance Holdings LLC                      | Goosehead Insurance Holdings LLC                                              | CUSIP: 38267BAG8<br>LEI: 549300DF8P4C7IP1QR40 | Long             | LON              | CORP              | US        |   1216320 | PA      | $1217839.97   | 0.08%             | 2032-01-08      | Floating      | 6.67%                 | No            |                  3 | On Loan: No      |
| CWGS Group LLC                                        | CWGS Group LLC                                                                | CUSIP: 12670UAE7<br>LEI: 254900FU20N3SJ8BIA66 | Long             | LON              | CORP              | US        |   4109685 | PA      | $3923722.09   | 0.26%             | 2028-06-03      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| CAMPFIRE TOPCO LIMITED                                | Campfire Topco Ltd.                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |   2646421 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Virgin Media Bristol LLC                              | Virgin Media Bristol LLC                                                      | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |  10314833 | PA      | $10125762.52  | 0.67%             | 2029-01-31      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| CPM Holdings Inc                                      | CPM Holdings, Inc.                                                            | CUSIP: 12620BAR1<br>LEI: 549300FBUISJCXV8IB65 | Long             | LON              | CORP              | US        |   2639361 | PA      | $2645036.07   | 0.17%             | 2028-09-28      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| SWORD PURCHASER LLC                                   | Sword Purchaser LLC                                                           | CUSIP: 87110CAB3<br>LEI: 254900S0VY2QTAITBR94 | Long             | DBT              | CORP              | US        |   7439000 | PA      | $7611244.39   | 0.50%             | 2033-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| POLAR US BORROWER LLC                                 | Polar U.S. Borrower LLC                                                       | CUSIP: 000000000<br>LEI: 549300VWTN2NKZWJ5F70 | Long             | LON              | CORP              | US        |   1696690 | PA      | $2036027.80   | 0.13%             | 2030-12-23      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| KnowBe4 Inc                                           | KnowBe4, Inc.                                                                 | CUSIP: 49925TAD7<br>LEI: 64883ZJ0RS5039H4PN24 | Long             | LON              | CORP              | US        |   4519452 | PA      | $3999715.00   | 0.26%             | 2032-07-23      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEMS INC                         | Advanced Drainage Systems, Inc.                                               | CUSIP: 00769QAK9<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | LON              | CORP              | US        |    278271 | PA      | $281054.06    | 0.02%             | 2033-02-28      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Dechra Pharmaceuticals Holdings Ltd                   | Dechra Pharmaceuticals Holdings Ltd.                                          | CUSIP: 24343EAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    528708 | PA      | $530582.16    | 0.04%             | 2032-01-27      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Pro Mach Group Inc                                    | Pro Mach Group, Inc.                                                          | CUSIP: 74273JAL7<br>LEI: 5493008SZGSVUCSNB151 | Long             | LON              | CORP              | US        |   4795871 | PA      | $4819970.04   | 0.32%             | 2032-10-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                             | Caesars Entertainment, Inc.                                                   | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |   6044603 | PA      | $5880915.39   | 0.39%             | 2030-02-06      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| N-Able International Holdings II, LLC                 | N-Able International Holdings II LLC                                          | CUSIP: 62878KAD6<br>LEI: 254900A8E99QCJOGAZ34 | Long             | LON              | CORP              | US        |    131676 | PA      | $130852.61    | 0.01%             | 2032-11-26      | Floating      | 6.42%                 | No            |                  3 | On Loan: No      |
| Latham Pool Products Inc                              | Latham Pool Products, Inc.                                                    | CUSIP: 51822LAE2<br>LEI: 5493003BF0K8YNW6X153 | Long             | LON              | CORP              | US        |   5341691 | PA      | $5335013.89   | 0.35%             | 2029-02-23      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| COMPOSECURE HOLDINGS LLC                              | CompoSecure Holdings LLC                                                      | CUSIP: 20459KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    491692 | PA      | $493742.58    | 0.03%             | 2033-01-14      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Viavi Solutions Inc                                   | Viavi Solutions, Inc.                                                         | CUSIP: 000000000<br>LEI: 5493006K3E3N1QOBF092 | Long             | LON              | CORP              | US        |    772643 | PA      | $777715.36    | 0.05%             | 2032-10-16      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Ahead DB Holdings LLC                                 | Ahead DB Holdings LLC                                                         | CUSIP: 00866HAH8<br>LEI: 254900L07WFL833JX193 | Long             | LON              | CORP              | US        |   2132839 | PA      | $2118175.83   | 0.14%             | 2031-02-03      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| CoreLogic Inc                                         | CoreLogic, Inc.                                                               | CUSIP: 000000000<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |   4690409 | PA      | $4459804.86   | 0.29%             | 2029-06-04      | Floating      | 10.27%                | No            |                  2 | On Loan: No      |
| Ring Container Technologies Group, LLC                | Ring Container Technologies Group LLC                                         | CUSIP: 76680YAJ1<br>LEI: 254900MFUG4RPN6Y4A98 | Long             | LON              | CORP              | US        |   1106536 | PA      | $1106928.46   | 0.07%             | 2032-09-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                       | ABG Intermediate Holdings 2 LLC                                               | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |   5825802 | PA      | $5845114.26   | 0.39%             | 2028-12-21      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                     | Herc Holdings, Inc.                                                           | CUSIP: 42705FAF3<br>LEI: 549300TP80QLITMSBP82 | Long             | LON              | CORP              | US        |    906007 | PA      | $911184.52    | 0.06%             | 2032-06-02      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Froneri Lux Finco Sarl                                | Froneri Lux Finco SARL                                                        | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | LON              | CORP              | US        |   4688252 | PA      | $4660848.68   | 0.31%             | 2031-09-30      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Zest Acquisition Corp                                 | Zest Acquisition Corp.                                                        | CUSIP: 46589UAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1875103 | PA      | $1851664.12   | 0.12%             | 2028-02-08      | Floating      | 8.92%                 | No            |                  3 | On Loan: No      |
| Berlin Packaging LLC                                  | Berlin Packaging LLC                                                          | CUSIP: 08511LBD9<br>LEI: 549300L1HNHO6QOXHH42 | Long             | LON              | CORP              | US        |   1418469 | PA      | $1399673.92   | 0.09%             | 2031-06-07      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| QuidelOrtho Corp                                      | QuidelOrtho Corp.                                                             | CUSIP: 74840YAH7<br>LEI: 549300YU8CMO9HF53113 | Long             | LON              | CORP              | US        |   5620079 | PA      | $5465527.02   | 0.36%             | 2032-08-20      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                   | Clydesdale Acquisition Holdings, Inc.                                         | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |   1278038 | PA      | $1222845.63   | 0.08%             | 2029-04-13      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                      | Purchased USD / Sold GBP                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-20909.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Marble Point CLO XXIII Ltd.                           | Marble Point CLO XXIII Ltd., 2021-4A, Rule 144A                               | CUSIP: 56607TAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5275000 | PA      | $5162267.45   | 0.34%             | 2035-01-22      | Floating      | 9.68%                 | No            |                  2 | On Loan: No      |
| SkillSoft Corporation                                 | SkillSoft Corp.                                                               | CUSIP: 83066YAB8<br>LEI: 549300LDUD35NU8F0G43 | Long             | LON              | CORP              | US        |   3432962 | PA      | $1891562.18   | 0.12%             | 2028-07-14      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                         | TransDigm, Inc.                                                               | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   7161777 | PA      | $7180541.13   | 0.47%             | 2031-02-28      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                     | Clarios Global LP                                                             | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |   9366056 | PA      | $9418739.74   | 0.62%             | 2030-05-06      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| PES ENERGY                                            | PES Energy Liquidating Trust                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    926254 | NS      | $9262.54      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Barclays Bank PLC                                     | Purchased EUR / Sold USD                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |         1 | NC      | $-24201.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bleriot US Bidco Inc                                  | Bleriot U.S. Bidco, Inc.                                                      | CUSIP: 09353TAJ9<br>LEI: 254900ALCQ2A2VYD5Z08 | Long             | LON              | CORP              | US        |   2540676 | PA      | $2550927.88   | 0.17%             | 2030-10-31      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                       | Venture XXIII CLO Ltd., 2016-23A, Rule 144A                                   | CUSIP: 92332DAC1<br>LEI: 549300BWBX8PTZD3W768 | Long             | ABS-CBDO         | CORP              | KY        |   3278000 | PA      | $2848450.88   | 0.19%             | 2034-07-19      | Floating      | 9.01%                 | No            |                  2 | On Loan: No      |
| Rithum Holdings Inc                                   | Rithum Holdings, Inc.                                                         | CUSIP: 76779JAB3<br>LEI: 549300V3JZOSIRXFRG67 | Long             | LON              | CORP              | US        |   5020549 | PA      | $4773688.43   | 0.31%             | 2032-07-21      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| Idemia Group                                          | Idemia Group                                                                  | CUSIP: 000000000<br>LEI: 5493008QGYPD024OYL95 | Long             | LON              | CORP              | US        |    705301 | PA      | $707064.29    | 0.05%             | 2028-09-30      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| FIRST BRANDS GROUP LLC                                | First Brands Group LLC                                                        | CUSIP: 000000000<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RelaDyne Inc                                          | RelaDyne, Inc.                                                                | CUSIP: 00149HAC8<br>LEI: 5493000EBDLH9PYWBS30 | Long             | LON              | CORP              | US        |   3942061 | PA      | $3937960.86   | 0.26%             | 2030-12-23      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| Athenahealth Group Inc                                | Athenahealth Group, Inc.                                                      | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |   9283827 | PA      | $9262288.43   | 0.61%             | 2029-02-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| TECH 7 SAS SUPER SENIOR                               | Tech 7 SAS Super Senior                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    395259 | PA      | $0.00         | 0.00%             | 2026-03-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Concentra Health Services Inc                         | Concentra Health Services, Inc.                                               | CUSIP: 20602RAD2<br>LEI: 984500GB84105F75DE32 | Long             | LON              | CORP              | US        |   2142947 | PA      | $2155901.37   | 0.14%             | 2031-07-26      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| LUXCO3 SHARES                                         | Luxco Co. Ltd.                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     76309 | NS      | $1576435.08   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                     | Purchased USD / Sold GBP                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $6310.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Covetrus Inc                                          | Covetrus, Inc.                                                                | CUSIP: 22304EAC0<br>LEI: 5493009S30DUFCF75V87 | Long             | LON              | CORP              | US        |    308037 | PA      | $291557.18    | 0.02%             | 2029-10-13      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| Flynn Restaurant Group LP                             | Flynn Restaurant Group LP                                                     | CUSIP: 34410JAG6<br>LEI: 5493008VE8TQONGO3817 | Long             | LON              | CORP              | US        |  13858909 | PA      | $13802572.19  | 0.91%             | 2032-01-28      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                     | Purchased CAD / Sold USD                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |         1 | NC      | $-106.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MaxLinear Inc                                         | MaxLinear, Inc.                                                               | CUSIP: 57776UAH8<br>LEI: 549300EMOI0SM2IY4F64 | Long             | LON              | CORP              | US        |   1223833 | PA      | $1214654.20   | 0.08%             | 2028-06-23      | Floating      | 6.02%                 | No            |                  3 | On Loan: No      |
| AI AQUA MERGER SUB INC                                | AI Aqua Merger Sub, Inc.                                                      | CUSIP: 00132UAQ7<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |   8024601 | PA      | $8054011.04   | 0.53%             | 2028-07-31      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                               | Brown Group Holding LLC                                                       | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |   8447675 | PA      | $8499881.72   | 0.56%             | 2031-07-01      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Quartz Acquireco LLC                                  | Quartz Acquireco LLC                                                          | CUSIP: 74773KAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    465732 | PA      | $389179.26    | 0.03%             | 2030-06-28      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| CHG Healthcare Services Inc                           | CHG Healthcare Services, Inc.                                                 | CUSIP: 12541HAX1<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |    512449 | PA      | $513868.84    | 0.03%             | 2028-09-29      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                               | UKG, Inc.                                                                     | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |  13768050 | PA      | $13308610.52  | 0.88%             | 2031-02-10      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| UKG INC                                               | UKG, Inc.                                                                     | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    817000 | PA      | $795232.02    | 0.05%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                        | Proofpoint, Inc.                                                              | CUSIP: 74345HAJ0<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |   3176268 | PA      | $3089413.25   | 0.20%             | 2028-08-31      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| UTZ Quality Foods LLC                                 | UTZ Quality Foods LLC                                                         | CUSIP: 91809EAG6<br>LEI: 549300K2HU2ISL0R2Q75 | Long             | LON              | CORP              | US        |   1968970 | PA      | $1974197.41   | 0.13%             | 2032-01-29      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| CPC Acquisition Corp                                  | CPC Acquisition Corp.                                                         | CUSIP: 44931VAH6<br>LEI: 254900UFA4AMH3PZZW32 | Long             | LON              | CORP              | US        |   3455040 | PA      | $598879.36    | 0.04%             | 2028-12-29      | Floating      | 11.71%                | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                | Purchased CAD / Sold USD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |         1 | NC      | $20.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VIRTUSA CORP                                          | Virtusa Corp.                                                                 | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |   7212000 | PA      | $5948460.48   | 0.39%             | 2028-12-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                    | Voyager Parent LLC                                                            | CUSIP: 92921HAD7<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |   4253899 | PA      | $4260599.24   | 0.28%             | 2032-07-01      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| Altice Financing SA                                   | Altice Financing SA                                                           | CUSIP: 000000000<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | LON              | CORP              | LU        |   4636318 | PA      | $3551743.85   | 0.23%             | 2027-10-31      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Flint Group Packaging INKS North America Holdings LLC | Flint Group Packaging INKS North America Holdings LLC                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5562 | PA      | $4752.87      | 0.00%             | 2028-12-29      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                                         | Synaptics, Inc.                                                               | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |    389000 | PA      | $370596.76    | 0.02%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RE/MAX International Inc                              | RE/MAX International, Inc.                                                    | CUSIP: 75523KAK1<br>LEI: 549300GN7WEUE9HKXH55 | Long             | LON              | CORP              | US        |    716693 | PA      | $717140.68    | 0.05%             | 2028-07-21      | Floating      | 6.27%                 | No            |                  3 | On Loan: No      |
| Proppants Holdings LLC                                | Proppants Holdings LLC                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    529264 | NS      | $10585.28     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Starwood Property Trust Inc                           | Starwood Property Trust, Inc.                                                 | CUSIP: 85570DAN2<br>LEI: 5493008SB15CNJRIOK13 | Long             | LON              |  | US        |   5361203 | PA      | $5363722.46   | 0.35%             | 2027-11-18      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Carestream Health Inc                                 | Carestream Health, Inc.                                                       | CUSIP: 14173VAT0<br>LEI: 5493008C1W5RQW9E4I05 | Long             | LON              | CORP              | US        |         0 | PA      | $0.01         | 0.00%             | 2027-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AIMBRIDGE                                             | Aimbridge Acquisition Co., Inc.                                               | CUSIP: 000000000<br>LEI: 549300SPGKLVE9WYCQ20 | Long             | EC               | CORP              | US        |     41091 | NS      | $2054550.00   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Global Advisors                          | State Street Institutional U.S. Government Money Market Fund                  | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |  81952126 | NS      | $81952126.11  | 5.41%             |  |  |  | No            |                  2 | On Loan: No      |
| AL GCX Fund VIII Holdings LLC                         | AL GCX Fund VIII Holdings LLC                                                 | CUSIP: 00162AAB7<br>LEI: 254900KQJGH397AKYT16 | Long             | LON              | CORP              | US        |    384782 | PA      | $385792.15    | 0.03%             | 2032-01-30      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| ZoomInfo LLC                                          | ZoomInfo LLC                                                                  | CUSIP: 25471YAN2<br>LEI: 549300XF0FRWD2286I33 | Long             | LON              | CORP              | US        |   7854571 | PA      | $7245881.22   | 0.48%             | 2030-02-28      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Newly Weds Foods Inc                                  | Newly Weds Foods, Inc.                                                        | CUSIP: 75701MAE5<br>LEI: 549300W1NZ5SVUKC3665 | Long             | LON              | CORP              | US        |   6740627 | PA      | $6755388.61   | 0.45%             | 2032-03-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| PMHC II INC                                           | PMHC II, Inc.                                                                 | CUSIP: 92559QAB0<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |   4482681 | PA      | $4447670.97   | 0.29%             | 2030-04-30      | Floating      | 9.90%                 | No            |                  2 | On Loan: No      |
| FLEXSYS HOLDINGS INC                                  | Flexsys Holdings, Inc.                                                        | CUSIP: 000000000<br>LEI: 984500KE15B085F09569 | Long             | LON              | CORP              | US        |   1229585 | PA      | $670123.94    | 0.04%             | 2029-08-01      | Floating      | 9.91%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                          | Wyndham Hotels & Resorts, Inc.                                                | CUSIP: 98310CAF9<br>LEI: 549300FE3MQ4RVXXC673 | Long             | LON              | CORP              | US        |    935470 | PA      | $942485.87    | 0.06%             | 2030-05-24      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Women's Care Enterprises LLC                          | Women's Care Enterprises LLC                                                  | CUSIP: 97815UAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1897838 | PA      | $1850392.40   | 0.12%             | 2028-01-15      | Floating      | 8.26%                 | No            |                  3 | On Loan: No      |
| SeaWorld Parks & Entertainment Inc                    | SeaWorld Parks & Entertainment, Inc.                                          | CUSIP: 78488CAL4<br>LEI: 549300UZV72O3371JJ53 | Long             | LON              | CORP              | US        |   2443509 | PA      | $2422128.54   | 0.16%             | 2031-12-04      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| TRAVERSE MIDSTREAM PRTNERS LLC                        | Traverse Midstream Partners LLC                                               | CUSIP: 89435TAH7<br>LEI: 549300DHTM8B2X5QMJ22 | Long             | LON              | CORP              | US        |   2499998 | PA      | $2507035.55   | 0.17%             | 2033-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Motion Finco Sarl                                     | Motion Finco SARL                                                             | CUSIP: 000000000<br>LEI: 2549002L1LBQZKA7UN30 | Long             | LON              | CORP              | LU        |   6528845 | PA      | $5802510.92   | 0.38%             | 2029-11-12      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Garrett LX I SARL                                     | Garrett LX I SARL                                                             | CUSIP: 36649XAG3<br>LEI: 549300LKYJ4RR1ELO069 | Long             | LON              | CORP              | LU        |   2217723 | PA      | $2226039.42   | 0.15%             | 2032-01-30      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| HUDSON RIVER TRADING LLC                              | Hudson River Trading LLC                                                      | CUSIP: 44413EAK4<br>LEI: 549300SMOBUC8O5UOE10 | Long             | LON              | CORP              | US        |   2410722 | PA      | $2420063.33   | 0.16%             | 2030-03-18      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Tiger Acquisition LLC                                 | Tiger Acquisition LLC                                                         | CUSIP: 88675UAE2<br>LEI: 25490011XE2GWJKY5N51 | Long             | LON              | CORP              | US        |    556934 | PA      | $559512.37    | 0.04%             | 2032-08-23      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| LaserShip Inc                                         | LaserShip, Inc.                                                               | CUSIP: 51809EAM7<br>LEI: 254900NGHREGOQUFUT53 | Long             | LON              | CORP              | US        |   8205594 | PA      | $5969569.79   | 0.39%             | 2029-08-10      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands Inc                       | Cornerstone Building Brands, Inc.                                             | CUSIP: 21925FAA2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |   3533599 | PA      | $2190831.43   | 0.14%             | 2028-08-01      | Floating      | 9.30%                 | No            |                  2 | On Loan: No      |
| Kestra Advisor Services Holdings A, Inc.              | Kestra Advisor Services Holdings A, Inc.                                      | CUSIP: 49255BAK0<br>LEI: 254900WH55RU999OY504 | Long             | LON              | CORP              | US        |    450464 | PA      | $451872.20    | 0.03%             | 2031-03-22      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| PODS LLC                                              | PODS LLC                                                                      | CUSIP: 73044EAD6<br>LEI: 984500EC4ZCD5U1SDF04 | Long             | LON              | CORP              | US        |    338238 | PA      | $336969.97    | 0.02%             | 2028-03-31      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| RESOLUTE TOPCO INC                                    | Resolute Topco, Inc.                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68579 | NS      | $100022.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ANTICIMEX INTERNATIONAL AB                            | Anticimex International AB                                                    | CUSIP: 03703HAD8<br>LEI: 54930005SBU6WYFBEB41 | Long             | LON              | CORP              | SE        |         0 | PA      | $0.00         | 0.00%             | 2031-11-17      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                | Mauser Packaging Solutions Holding Co.                                        | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252565.00    | 0.02%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                            | Arcosa, Inc.                                                                  | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    176000 | PA      | $171967.79    | 0.01%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Logoplaste Parent Sarl                                | Logoplaste Parent SARL                                                        | CUSIP: 000000000<br>LEI: 259400BFVFGTIQA6ZC28 | Long             | LON              | CORP              | LU        |    620258 | PA      | $579940.99    | 0.04%             | 2028-07-06      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| Victory Capital Holdings Inc                          | Victory Capital Holdings, Inc.                                                | CUSIP: 92645DAM1<br>LEI: 549300BN5LH2CIPPHS71 | Long             | LON              | CORP              | US        |   4805564 | PA      | $4830000.47   | 0.32%             | 2032-09-23      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                               | OAK-Eagle Acquireco, Inc.                                                     | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |   1816000 | PA      | $1886200.29   | 0.12%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Sonrava Health Holdings, LLC                          | Sonrava Health Holdings LLC                                                   | CUSIP: 83569KAC8<br>LEI: 549300S5KZ5QHE321375 | Long             | LON              | CORP              | US        |   3922150 | PA      | $2735699.31   | 0.18%             | 2028-05-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HighTower Holdings LLC                                | HighTower Holdings LLC                                                        | CUSIP: 43117LAP8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | LON              | CORP              | US        |   3632546 | PA      | $3634834.83   | 0.24%             | 2032-02-03      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| WOOF Holdings Inc                                     | WOOF Holdings, Inc.                                                           | CUSIP: 95004UAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6251625 | PA      | $3651636.50   | 0.24%             | 2029-12-31      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| Armorica Lux Sarl                                     | Armorica Lux SARL                                                             | CUSIP: 000000000<br>LEI: 984500CDA495DT2DBE41 | Long             | LON              | CORP              | LU        |   3628630 | PA      | $4139506.87   | 0.27%             | 2028-07-28      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Somnigroup International Inc                          | Somnigroup International, Inc.                                                | CUSIP: 88025BAP6<br>LEI: 549300HFEKVR3US71V91 | Long             | LON              | CORP              | US        |     60940 | PA      | $61295.84     | 0.00%             | 2031-10-24      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| ALTISOURCE NWCASH EXR WARRANTS                        | Altisource Solutions SARL                                                     | CUSIP: 000000000<br>LEI: 222100LCEG1XDFQRZI81 | N/A              | DE               |  | US        |     52650 | NS      | $11067.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                      | Purchased USD / Sold EUR                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-6239.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm Inc                                         | TransDigm, Inc.                                                               | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   2248357 | PA      | $2254348.89   | 0.15%             | 2032-01-19      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Ineos US Finance LLC                                  | Ineos U.S. Finance LLC                                                        | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |   5328396 | PA      | $4950959.22   | 0.33%             | 2031-02-07      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                               | RHP Hotel Properties LP                                                       | CUSIP: 74958NAL0<br>LEI: 549300SJMSMA2471GA96 | Long             | LON              |  | US        |   1548594 | PA      | $1551823.08   | 0.10%             | 2030-05-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| PINNACLE BUYER LLC                                    | Pinnacle Buyer LLC                                                            | CUSIP: 72349UAC6<br>LEI: 254900F51XXB8NHJPB58 | Long             | LON              | CORP              | US        |    634639 | PA      | $638237.62    | 0.04%             | 2032-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                             | Caesars Entertainment, Inc.                                                   | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |   3370508 | PA      | $3272560.88   | 0.22%             | 2031-02-06      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Cast and Crew Payroll LLC                             | Cast & Crew Payroll LLC                                                       | CUSIP: 14835JAQ3<br>LEI: 549300XE7OZGFGN5F466 | Long             | LON              | CORP              | US        |   9346420 | PA      | $4182569.75   | 0.28%             | 2028-12-29      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                   | United Airlines, Inc.                                                         | CUSIP: 90932RAQ7<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |   4365842 | PA      | $4383588.80   | 0.29%             | 2031-02-22      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| TricorBraun Holdings Inc                              | TricorBraun Holdings, Inc.                                                    | CUSIP: 00184NAB3<br>LEI: 2549009AB5YVVW5J1U62 | Long             | LON              | CORP              | US        |   3044240 | PA      | $2920887.81   | 0.19%             | 2031-03-03      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Finastra USA Inc                                      | Finastra USA, Inc.                                                            | CUSIP: 31772YAD8<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |   3680014 | PA      | $3513843.08   | 0.23%             | 2032-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                 | KKR CLO 14 Ltd., Rule 144A                                                    | CUSIP: 48251AAD4<br>LEI: 635400KULUKCVCJXZX78 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2365411.75   | 0.16%             | 2031-07-15      | Floating      | 10.09%                | No            |                  2 | On Loan: No      |
| Altar Bidco Inc                                       | Altar Bidco, Inc.                                                             | CUSIP: 02090CAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3534736 | PA      | $3534735.88   | 0.23%             | 2029-02-01      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| SWORD PURCHASER LLC                                   | Sword Purchaser LLC                                                           | CUSIP: 87110SAB8<br>LEI: 254900S0VY2QTAITBR94 | Long             | LON              | CORP              | US        |   1537438 | PA      | $1495158.63   | 0.10%             | 2033-04-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                   | Peer Holding III BV                                                           | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |   5000000 | PA      | $5898649.70   | 0.39%             | 2032-09-29      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| VALVOLINE INC                                         | Valvoline, Inc.                                                               | CUSIP: 92048DAF9<br>LEI: 549300CMHPBEY6VPOT75 | Long             | LON              | CORP              | US        |     16601 | PA      | $16691.34     | 0.00%             | 2032-12-01      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| MI Windows and Doors LLC                              | MI Windows & Doors LLC                                                        | CUSIP: 55336CAK8<br>LEI: 2549001JQBGDT0WEQ156 | Long             | LON              | CORP              | US        |   1273546 | PA      | $1254805.97   | 0.08%             | 2031-03-28      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                     | Purchased USD / Sold GBP                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-18558.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Trucordia Insurance Holdings LLC                      | Trucordia Insurance Holdings LLC                                              | CUSIP: 89783WAB1<br>LEI: 254900KYYP47CV7DMK95 | Long             | LON              | CORP              | US        |   2754686 | PA      | $2637611.65   | 0.17%             | 2032-06-17      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Wash Multifamily Parent Inc                           | Wash Multifamily Parent, Inc.                                                 | CUSIP: 93710RAB2<br>LEI: 254900VX9ZQVIOW7QI08 | Long             | LON              | CORP              | US        |  10488686 | PA      | $10544433.11  | 0.70%             | 2032-09-10      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Peninsula Pacific Entertainment LLC                   | Peninsula Pacific Entertainment LLC                                           | CUSIP: 70715SAB3<br>LEI: 549300LWV74H4IE3FG45 | Long             | LON              | CORP              | US        |   2142455 | PA      | $2138877.11   | 0.14%             | 2032-10-01      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| BCPE Empire Holdings Inc                              | BCPE Empire Holdings, Inc.                                                    | CUSIP: 05550HAQ8<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |   2673474 | PA      | $2671389.02   | 0.18%             | 2030-12-11      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| 19th Holdings Golf LLC                                | 19th Holdings Golf LLC                                                        | CUSIP: 68250XAB7<br>LEI: 549300INS30LLUJP0S18 | Long             | LON              | CORP              | US        |    142220 | PA      | $142530.96    | 0.01%             | 2029-02-07      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| Zacapa SARL                                           | Zacapa SARL                                                                   | CUSIP: 000000000<br>LEI: 213800VIVQIJLORBU468 | Long             | LON              | CORP              | LU        |   3409643 | PA      | $3424560.57   | 0.23%             | 2029-03-22      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Flamingo Group International Limited                  | Flamingo Group International Ltd.                                             | CUSIP: 000000000<br>LEI: 549300WR0Y5IPBF6WF94 | Long             | LON              | CORP              | GB        |   4223000 | PA      | $4619407.05   | 0.30%             | 2028-08-01      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| EP Purchaser LLC                                      | EP Purchaser LLC                                                              | CUSIP: 26881KAD6<br>LEI: 549300GGODRVQG1GH476 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-11-06      | Floating      | 8.29%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                              | Purchased EUR / Sold USD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |         1 | NC      | $-13611.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                     | Purchased USD / Sold EUR                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $14231.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cornerstone OnDemand Inc                              | Cornerstone OnDemand, Inc.                                                    | CUSIP: 86803YAB9<br>LEI: 549300Z402F16H5EGH48 | Long             | LON              | CORP              | US        |   9171072 | PA      | $6507654.87   | 0.43%             | 2028-10-16      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| ALTISOURCE PORTFOLIO SOLUTIONS                        | Altisource Portfolio Solutions SA                                             | CUSIP: 000000000<br>LEI: 894500OLCBOOO8WZUE76 | Long             | EC               | CORP              | US        |    239704 | NS      | $1594031.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| STONEPEAK FALCON HOLIDNGS                             | Stonepeak Falcon Holidngs LP                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    100438 | NS      | $156934.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonrava Health Holdings, LLC                          | Sonrava Health Holdings LLC                                                   | CUSIP: 83569KAF1<br>LEI: 549300S5KZ5QHE321375 | Long             | LON              | CORP              | US        |  17790254 | PA      | $967345.07    | 0.06%             | 2028-08-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EOC Borrower LLC                                      | EOC Borrower LLC                                                              | CUSIP: 26875YAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    659805 | PA      | $661457.96    | 0.04%             | 2028-03-24      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                     | Purchased USD / Sold GBP                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-23882.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services Inc               | Sedgwick Claims Management Services, Inc.                                     | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |   8966075 | PA      | $8913130.65   | 0.59%             | 2031-07-31      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| UTEX INDUSTRIES COMMON                                | Utex Industries                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    191054 | NS      | $5604282.51   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| OceanKey (US) II Corp                                 | Oceankey U.S. II Corp.                                                        | CUSIP: 67526KAC3<br>LEI: 254900Q3ECXZMSZNNZ82 | Long             | LON              | CORP              | US        |   5096058 | PA      | $4840541.78   | 0.32%             | 2028-12-15      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Spectris Plc                                          | Spectris PLC                                                                  | CUSIP: 74352DAB6<br>LEI: 213800Z4CO2CZO3M3T10 | Long             | LON              | CORP              | US        |    833451 | PA      | $837622.15    | 0.06%             | 2032-12-06      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| LITIGATION TR INT CLASS A                             | Litigation Trust                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        | 309150260 | NS      | $154575.13    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Peraton Corp                                          | Peraton Corp.                                                                 | CUSIP: 71360HAG2<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    593519 | PA      | $364643.48    | 0.02%             | 2029-02-01      | Floating      | 11.52%                | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd                                      | Greywolf CLO III Ltd., 2020-3RA, Rule 144A                                    | CUSIP: 39809JAA7<br>LEI: 5493002TWMA4NNPZ2B66 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1952968.00   | 0.13%             | 2033-04-22      | Floating      | 10.85%                | No            |                  2 | On Loan: No      |
| Redstone Holdco 2 LP                                  | Redstone Holdco 2 LP                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2655586 | PA      | $783397.94    | 0.05%             | 2030-12-31      | Floating      | 9.16%                 | No            |                  2 | On Loan: No      |
| Form Technologies LLC                                 | Form Technologies LLC                                                         | CUSIP: 34634FAF6<br>LEI: X7KHAIMGSSPZ1XIJIL51 | Long             | LON              | CORP              | US        |   8436250 | PA      | $7681205.63   | 0.51%             | 2030-07-19      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                | Purchased GBP / Sold USD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |         1 | NC      | $-3516.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Flint Group Packaging INKS North America Holdings LLC | Flint Group Packaging INKS North America Holdings LLC                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | JE        |    671211 | PA      | $749471.66    | 0.05%             | 2028-09-29      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Serta Simmons Bedding LLC                             | Serta Simmons Bedding LLC                                                     | CUSIP: 81753HAL5<br>LEI: 549300M4F4V4WFPNI116 | Long             | LON              | CORP              | US        |    503571 | PA      | $504200.42    | 0.03%             | 2028-06-29      | Floating      | 11.29%                | No            |                  3 | On Loan: No      |
| AllSpring Buyer LLC                                   | AllSpring Buyer LLC                                                           | CUSIP: 98922AAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1442430 | PA      | $1450183.06   | 0.10%             | 2030-11-01      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| K-Mac Holdings Corp                                   | K-Mac Holdings Corp.                                                          | CUSIP: 55304PAH4<br>LEI: 549300XD843A2SP50882 | Long             | LON              | CORP              | US        |    385197 | PA      | $388034.07    | 0.03%             | 2028-07-21      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| LaserShip Inc                                         | LaserShip, Inc.                                                               | CUSIP: 51809EAQ8<br>LEI: 254900NGHREGOQUFUT53 | Long             | LON              | CORP              | US        |   3044994 | PA      | $785349.71    | 0.05%             | 2029-08-10      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| STONEX GROUP INC                                      | StoneX Group, Inc.                                                            | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |   1028000 | PA      | $1083063.79   | 0.07%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BIFM US Finance LLC                                   | BIFM U.S. Finance LLC                                                         | CUSIP: 000000000<br>LEI: 5493004RP2P0NY84N260 | Long             | LON              | CORP              | CA        |   8885186 | PA      | $8924058.38   | 0.59%             | 2028-05-31      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Ingram Micro Inc                                      | Ingram Micro, Inc.                                                            | CUSIP: 45258FAE0<br>LEI: 549300KJMEWPKRQZHX63 | Long             | LON              | CORP              | US        |   1542881 | PA      | $1554452.92   | 0.10%             | 2031-09-22      | Floating      | 5.93%                 | No            |                  3 | On Loan: No      |
| Greywolf CLO Ltd                                      | Greywolf CLO IV Ltd., 2019-1A, Rule 144A                                      | CUSIP: 39809TBC0<br>LEI: 5493008JNE27URH1VF66 | Long             | ABS-CBDO         | CORP              | KY        |   3390000 | PA      | $3391437.02   | 0.22%             | 2034-04-17      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                               | Starwood Property Trust, Inc.                                                 | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |   1875000 | PA      | $1898105.63   | 0.13%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INGRAM MICRO INC                                      | Ingram Micro, Inc.                                                            | CUSIP: 45258LAA5<br>LEI: 549300KJMEWPKRQZHX63 | Long             | DBT              | CORP              | US        |   5807000 | PA      | $5710381.97   | 0.38%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pinnacle Buyer LLC                                    | Pinnacle Buyer LLC                                                            | CUSIP: 72349UAB8<br>LEI: 254900F51XXB8NHJPB58 | Long             | LON              | CORP              | US        |   3291874 | PA      | $3310538.56   | 0.22%             | 2032-10-01      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                                  | Flutter Financing BV                                                          | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    521749 | PA      | $519957.07    | 0.03%             | 2032-06-04      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| DCert Buyer Inc                                       | DCert Buyer, Inc.                                                             | CUSIP: 24022KAJ8<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |   2083492 | PA      | $1635541.46   | 0.11%             | 2029-02-19      | Floating      | 10.65%                | No            |                  2 | On Loan: No      |
| Lonza Group AG                                        | Lonza Group AG                                                                | CUSIP: 000000000<br>LEI: 549300Y0CIXN5D40L888 | Long             | LON              | CORP              | US        |   2510152 | PA      | $2336801.14   | 0.15%             | 2028-07-03      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| PLASTIPAK PACKAGING INC                               | Plastipak Packaging, Inc.                                                     | CUSIP: 72761JAK2<br>LEI: 549300Y39ISK7CP7EO21 | Long             | LON              | CORP              | US        |   1631748 | PA      | $1629365.95   | 0.11%             | 2032-09-24      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| AQA Acquisition Holding Inc                           | AQA Acquisition Holding, Inc.                                                 | CUSIP: 03836HAJ5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3133723 | PA      | $2199873.30   | 0.15%             | 2028-03-03      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Meade Pipeline CO LLC                                 | Meade Pipeline Co. LLC                                                        | CUSIP: 58307PAB8<br>LEI: 254900UZE9CEDHUYSZ47 | Long             | LON              | CORP              | US        |    506110 | PA      | $508641.01    | 0.03%             | 2032-09-22      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Sovos Compliance LLC                                  | Sovos Compliance LLC                                                          | CUSIP: 84611YAF7<br>LEI: 549300M9XYG5WP2QHH07 | Long             | LON              | CORP              | US        |   4182938 | PA      | $4029214.78   | 0.27%             | 2029-08-13      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURA                              | Jones Deslauriers Insurance Management, Inc.                                  | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |   4050000 | PA      | $4176947.25   | 0.28%             | 2030-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Flint Group Topco Limited                             | Flint Group Topco Ltd.                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | JE        |    135258 | PA      | $98316.41     | 0.01%             | 2027-12-30      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| TruGreen Limited Partnership                          | TruGreen LP                                                                   | CUSIP: 89787RAK8<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |   2075000 | PA      | $1921107.63   | 0.13%             | 2028-11-02      | Floating      | 12.43%                | No            |                  2 | On Loan: No      |
| Raising Cane's Restaurants, LLC                       | Raising Cane's Restaurants LLC                                                | CUSIP: 75101XAQ0<br>LEI: 254900V6ADXFWHYOED66 | Long             | LON              | CORP              | US        |   4338392 | PA      | $4347892.66   | 0.29%             | 2032-11-03      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Delta 2 (LUX) S.a.r.l.                                | Delta 2 Lux SARL                                                              | CUSIP: 000000000<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |   9062086 | PA      | $9091537.38   | 0.60%             | 2031-09-30      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| ALTISOURCE SOLUTIONS SARL                             | Altisource Solutions SARL                                                     | CUSIP: 000000000<br>LEI: 222100LCEG1XDFQRZI81 | Long             | LON              | CORP              | LU        |   1648383 | PA      | $0.00         | 0.00%             | 2030-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Flint Group Midco Limited                             | Flint Group Midco Ltd.                                                        | CUSIP: 000000000<br>LEI: 549300KLX20KIO31CV35 | Long             | LON              | CORP              | US        |   3991782 | PA      | $3796184.98   | 0.25%             | 2028-09-30      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| White Cap Buyer LLC                                   | White Cap Buyer LLC                                                           | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |  12119501 | PA      | $12082718.65  | 0.80%             | 2029-10-19      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                      | Altice France SA                                                              | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | US        |         0 | PA      | $0.02         | 0.00%             | 2029-05-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Everest SubBidCo                                      | Everest SubBidCo SAS                                                          | CUSIP: 000000000<br>LEI: 969500CR0NDBKD0VFM16 | Long             | LON              | CORP              | US        |   1629180 | PA      | $1539575.24   | 0.10%             | 2031-12-10      | Floating      | 8.18%                 | No            |                  3 | On Loan: No      |
| Barclays Bank PLC                                     | Purchased CAD / Sold USD                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |         1 | NC      | $46.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vestis Corporation                                    | Vestis Corp.                                                                  | CUSIP: 92550HAE3<br>LEI: 254900QDW0TA2TMFAP59 | Long             | LON              | CORP              | US        |   1745936 | PA      | $1710475.75   | 0.11%             | 2031-02-22      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| OVG Business Services LLC                             | OVG Business Services LLC                                                     | CUSIP: 62955EAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2845718 | PA      | $2852832.77   | 0.19%             | 2031-06-25      | Floating      | 6.65%                 | No            |                  3 | On Loan: No      |
| Formulations Parent Corporation                       | Formulations Parent Corp.                                                     | CUSIP: 34641NAF0<br>LEI: 254900TKSKQSTLBC7A74 | Long             | LON              | CORP              | US        |   2369477 | PA      | $2375400.58   | 0.16%             | 2032-04-09      | Floating      | 7.67%                 | No            |                  3 | On Loan: No      |
| DRW Holdings LLC                                      | DRW Holdings LLC                                                              | CUSIP: 23343HAE0<br>LEI: 549300W696CUHX8SLK40 | Long             | LON              | CORP              | US        |   3464320 | PA      | $3442667.93   | 0.23%             | 2031-06-26      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3, Inc                          | Fortress Intermediate 3, Inc.                                                 | CUSIP: 34966LAD6<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |    929697 | PA      | $926210.86    | 0.06%             | 2031-06-27      | Floating      | 6.66%                 | No            |                  3 | On Loan: No      |
| AKORN                                                 | Akorn, Inc.                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    156133 | NS      | $6245.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tempo Acquisition LLC                                 | Tempo Acquisition LLC                                                         | CUSIP: 88023HAJ9<br>LEI: 549300VV0B2RPMHQGA61 | Long             | LON              | CORP              | US        |  15254155 | PA      | $11343142.04  | 0.75%             | 2028-08-31      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Confluent Medical Technologies, Inc                   | Confluent Medical Technologies, Inc.                                          | CUSIP: 20717RAE2<br>LEI: 549300I0TF2DFR26JU13 | Long             | LON              | CORP              | US        |   1451564 | PA      | $1454286.07   | 0.10%             | 2029-02-16      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Technimark Holdings LLC                               | Technimark Holdings LLC                                                       | CUSIP: 87854HAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7220422 | PA      | $6884672.83   | 0.45%             | 2031-04-14      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Nouryon Finance BV                                    | Nouryon Finance BV                                                            | CUSIP: 000000000<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | NL        |   1831102 | PA      | $1823091.22   | 0.12%             | 2028-04-03      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| PG INVESTMENT COMPANY 59 SA RL                        | PG Investment Co. 59 SARL                                                     | CUSIP: 91728NAD1<br>LEI: 254900XMCCB3IEZ2A005 | Long             | LON              | CORP              | LU        |    954069 | PA      | $960103.03    | 0.06%             | 2031-03-26      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| LSF12 Badger Bidco LLC                                | LSF12 Badger Bidco LLC                                                        | CUSIP: 50221PAB8<br>LEI: 254900AQINKZO1M1LS24 | Long             | LON              | CORP              | US        |   4714763 | PA      | $4726549.54   | 0.31%             | 2030-08-30      | Floating      | 9.15%                 | No            |                  3 | On Loan: No      |
| Quikrete Holdings Inc                                 | Quikrete Holdings, Inc.                                                       | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |   2853766 | PA      | $2859388.03   | 0.19%             | 2032-02-10      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| EagleView Technology Corporation                      | EagleView Technology Corp.                                                    | CUSIP: 000000000<br>LEI: 549300HLIL8HO4PPLG50 | Long             | LON              | CORP              | US        |  12259846 | PA      | $11165164.29  | 0.74%             | 2028-08-14      | Floating      | 10.20%                | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                      | Altice France SA                                                              | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    449695 | PA      | $442700.08    | 0.03%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Shermco Intermediate Holdings, Inc.                   | Shermco Intermediate Holdings, Inc.                                           | CUSIP: 72353SAB6<br>LEI: 2549002AHR1ZYVNHM607 | Long             | LON              | CORP              | US        |     26410 | PA      | $26542.19     | 0.00%             | 2032-10-27      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                      | Purchased USD / Sold EUR                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $805795.80    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ADMI Corp                                             | ADMI Corp.                                                                    | CUSIP: 00709LAL1<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |   1504200 | PA      | $1425229.62   | 0.09%             | 2027-12-23      | Floating      | 9.40%                 | No            |                  3 | On Loan: No      |
| Pye-Barker Fire & Safety, LLC                         | Pye-Barker Fire & Safety LLC                                                  | CUSIP: 69380SAC7<br>LEI: 254900K8RDMGUBC44870 | Long             | LON              | CORP              | US        |    820917 | PA      | $825214.40    | 0.05%             | 2032-12-16      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Air Comm Corporation LLC                              | Air Comm Corp. LLC                                                            | CUSIP: 82670NAG1<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |   7771156 | PA      | $7812420.56   | 0.52%             | 2031-12-11      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| PROAMPAC PG BORROWER LLC                              | Proampac PG Borrower LLC                                                      | CUSIP: 74274NAM5<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |  10621802 | PA      | $10401399.30  | 0.69%             | 2033-03-07      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| ASPIRE BAKERIES HOLDINGS LLC                          | Aspire Bakeries Holdings LLC                                                  | CUSIP: 02106XAK2<br>LEI: 549300MWN7R72KAKOD18 | Long             | LON              | CORP              | US        |   3639619 | PA      | $3664659.31   | 0.24%             | 2030-12-23      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| VS Buyer LLC                                          | VS Buyer LLC                                                                  | CUSIP: 91834WAG5<br>LEI: 254900G5QLDMHSCYJK25 | Long             | LON              | CORP              | US        |   1484160 | PA      | $1469785.84   | 0.10%             | 2031-04-12      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                              | Cloud Software Group, Inc.                                                    | CUSIP: 88632NBK5<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |   3718909 | PA      | $3450459.41   | 0.23%             | 2031-03-21      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                | First Brands Group LLC                                                        | CUSIP: 31935HAG2<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nuvei Technologies Corp                               | Nuvei Technologies Corp.                                                      | CUSIP: 69425BAD9<br>LEI: 254900L3D6CI0XH2P605 | Long             | LON              | CORP              | US        |   5964829 | PA      | $5898499.80   | 0.39%             | 2031-11-17      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Sharp Services LLC                                    | Sharp Services LLC                                                            | CUSIP: 81989LAG3<br>LEI: 549300ZXMVUWBVXDAR03 | Long             | LON              | CORP              | US        |   5621167 | PA      | $5648120.05   | 0.37%             | 2032-09-29      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                             | Anchorage Capital CLO 16 Ltd., 2020-16A, Rule 144A                            | CUSIP: 03330WBE3<br>LEI: 5493008M7D1YIDOH2C69 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3521011.20   | 0.23%             | 2038-01-19      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| EverCommerce Inc                                      | EverCommerce, Inc.                                                            | CUSIP: 29977YAB9<br>LEI: 9845005E54E3C158EA55 | Long             | LON              | CORP              | US        |   6806456 | PA      | $6678835.31   | 0.44%             | 2031-07-07      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Anchor Glass Container Corporation                    | Anchor Glass Container Corp.                                                  | CUSIP: 03304EAB2<br>LEI: 5493004I6HQW11F10C18 | Long             | LON              | CORP              | US        |   4480014 | PA      | $4431495.84   | 0.29%             | 2030-10-08      | Floating      | 8.95%                 | No            |                  2 | On Loan: No      |
| Franklin Square Holdings LP                           | Franklin Square Holdings LP                                                   | CUSIP: 30259HAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3839726 | PA      | $3570945.40   | 0.24%             | 2031-04-25      | Floating      | 5.90%                 | No            |                  3 | On Loan: No      |
| ALERA GROUP INC                                       | Alera Group, Inc.                                                             | CUSIP: 01451PAE6<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |   7047684 | PA      | $6980132.40   | 0.46%             | 2032-05-30      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Therapy Brands Holdings LLC                           | Therapy Brands Holdings LLC                                                   | CUSIP: 88343YAB2<br>LEI: 2549001BWHNUX335M838 | Long             | LON              | CORP              | US        |    956962 | PA      | $885510.41    | 0.06%             | 2028-05-18      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP                                         | CQP Holdco LP                                                                 | CUSIP: 12657QAF0<br>LEI: 549300LPL012JY5D4B69 | Long             | LON              | CORP              | US        |   2314967 | PA      | $2316564.56   | 0.15%             | 2032-12-31      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                         | Live Nation Entertainment, Inc.                                               | CUSIP: 53803HAY6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | LON              | CORP              | US        |   3059807 | PA      | $3067456.42   | 0.20%             | 2032-10-21      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| TECHNICOLOR CREATIVE STUDIOS                          | Technicolor Creative Studios                                                  | CUSIP: 000000000<br>LEI: 54930064SP2SSEVKFJ48 | Long             | DBT              | CORP              | EG        |    197630 | PA      | $0.00         | 0.00%             | 2026-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                               | OAK-Eagle Acquireco, Inc.                                                     | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |   1815000 | PA      | $1868741.48   | 0.12%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Disco Parent Inc                                      | Disco Parent, Inc.                                                            | CUSIP: 25461GAB9<br>LEI: 2549003DLSZ9JWHH1Q80 | Long             | LON              | CORP              | US        |   3023551 | PA      | $3012212.90   | 0.20%             | 2032-08-06      | Floating      | 6.67%                 | No            |                  3 | On Loan: No      |
| AQ Carver Buyer Inc                                   | AQ Carver Buyer, Inc.                                                         | CUSIP: 00226HAG5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6756656 | PA      | $5540458.22   | 0.37%             | 2029-08-02      | Floating      | 9.35%                 | No            |                  2 | On Loan: No      |
| Ziggo BV                                              | Ziggo BV                                                                      | CUSIP: 000000000<br>LEI: 213800TQASLF9JXH5J59 | Long             | LON              | CORP              | NL        |   7000000 | PA      | $8125906.91   | 0.54%             | 2029-01-31      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                     | Polaris Newco LLC                                                             | CUSIP: 73108RAC2<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |   2984375 | PA      | $3011194.77   | 0.20%             | 2028-06-02      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| PMHC II INC                                           | PMHC II, Inc.                                                                 | CUSIP: 92559QAD6<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |   8531169 | PA      | $5012061.59   | 0.33%             | 2030-04-30      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| CPI HOLDCO B LLC                                      | CPI Holdco B LLC                                                              | CUSIP: 1261MAAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5582161 | PA      | $5587855.21   | 0.37%             | 2031-05-19      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Flint Group Topco Limited                             | Flint Group Topco Ltd.                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | JE        |   3420384 | PA      | $172096.62    | 0.01%             | 2027-12-31      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Alterra Mountain Company                              | Alterra Mountain Co.                                                          | CUSIP: 46124CAS6<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |   6950622 | PA      | $6979571.31   | 0.46%             | 2030-05-31      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Company            | Mauser Packaging Solutions Holding Co.                                        | CUSIP: 57763TAF0<br>LEI: 549300DNGHXL0OMHW304 | Long             | LON              | CORP              | US        |   6065046 | PA      | $5970279.67   | 0.39%             | 2030-04-15      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| RVR DEALERSHIP HOLDINGS LLC                           | RVR Dealership Holdings LLC                                                   | CUSIP: 75001CAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2786994 | PA      | $2694688.80   | 0.18%             | 2033-02-26      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Construction Partners Inc                             | Construction Partners, Inc.                                                   | CUSIP: 21043XAH5<br>LEI: 549300MHLFL4E8JLZU44 | Long             | LON              | CORP              | US        |   1430393 | PA      | $1441121.00   | 0.10%             | 2031-11-03      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Autokiniton US Holdings Inc                           | Autokiniton U.S. Holdings, Inc.                                               | CUSIP: 05278HAC0<br>LEI: 254900EHNKMJ1OSEZL85 | Long             | LON              | CORP              | US        |   6362746 | PA      | $6306403.88   | 0.42%             | 2028-04-06      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| DYCOM INVESTMENTS INC                                 | Dycom Investments, Inc.                                                       | CUSIP: 26747FAV1<br>LEI: 549300F56EKTHQI3WT60 | Long             | LON              | CORP              | US        |    361177 | PA      | $364338.91    | 0.02%             | 2033-01-27      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                          | Voya CLO Ltd., 2014-4A, Rule 144A                                             | CUSIP: 92914RBE1<br>LEI: 549300JHU3YI1LLL3V27 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3024801.30   | 0.20%             | 2031-07-14      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| NA RAIL HOLDCO LLC                                    | NA Rail HoldCo LLC                                                            | CUSIP: 000000000<br>LEI: 549300WBUJ0EQ32JFK65 | Long             | LON              | CORP              | US        |    817737 | PA      | $820599.09    | 0.05%             | 2032-03-08      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Colossus Acquireco LLC                                | Colossus Acquireco LLC                                                        | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |  10807317 | PA      | $10820825.68  | 0.71%             | 2032-07-30      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                  | BlueMountain CLO Ltd., 2015-3A, Rule 144A                                     | CUSIP: 09628MAG9<br>LEI: 5493009UJ1T6R11V4458 | Long             | ABS-CBDO         | CORP              | KY        |   2100000 | PA      | $1596316.89   | 0.11%             | 2031-04-20      | Floating      | 9.34%                 | No            |                  2 | On Loan: No      |
| Prometric Holdings Inc                                | Prometric Holdings, Inc.                                                      | CUSIP: 80358TAG1<br>LEI: 54930034OH1XQT27TX40 | Long             | LON              | CORP              | US        |    507414 | PA      | $508126.56    | 0.03%             | 2032-06-25      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                      | Purchased USD / Sold CAD                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-4135.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLOY FINCO LIMITED                                   | Alloy Finco Ltd.                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | JE        |    899116 | PA      | $29197444.18  | 1.93%             | 2028-03-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Mitnick Corporate Purchaser Inc                       | Mitnick Corporate Purchaser, Inc.                                             | CUSIP: 60672HAC7<br>LEI: 2549002PYWOTVEDJKW54 | Long             | LON              | CORP              | US        |   8099728 | PA      | $3148769.26   | 0.21%             | 2029-05-02      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                   | Clydesdale Acquisition Holdings, Inc.                                         | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |   4902247 | PA      | $4561443.17   | 0.30%             | 2032-04-01      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Aimbridge Acquisition Co Inc                          | Aimbridge Acquisition Co., Inc.                                               | CUSIP: 00900YAG1<br>LEI: 549300SPGKLVE9WYCQ20 | Long             | LON              | CORP              | US        |    809186 | PA      | $800082.25    | 0.05%             | 2030-03-11      | Floating      | 9.28%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                          | MH Sub I LLC                                                                  | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |   8300121 | PA      | $6582452.11   | 0.43%             | 2031-12-31      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| ADMI Corp                                             | ADMI Corp.                                                                    | CUSIP: 00709LAH0<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |  10417352 | PA      | $10007168.64  | 0.66%             | 2027-12-23      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| KKR Apple Bidco LLC                                   | KKR Apple Bidco LLC                                                           | CUSIP: 48254EAG6<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |   6328373 | PA      | $6340966.33   | 0.42%             | 2031-09-23      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                | Purchased GBP / Sold USD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |         1 | NC      | $2640.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Froneri Lux Finco Sarl                                | Froneri Lux Finco SARL                                                        | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | LON              | CORP              | US        |   3703738 | PA      | $3683867.93   | 0.24%             | 2032-09-30      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Gryphon Acquire Newco, LLC                            | Gryphon Acquire Newco LLC                                                     | CUSIP: 40054QAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8082815 | PA      | $8105527.62   | 0.53%             | 2032-09-13      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                      | Purchased USD / Sold GBP                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-31450.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Paint Intermediate III LLC                            | Paint Intermediate III LLC                                                    | CUSIP: 69575EAL3<br>LEI: 549300C2JJM7BNZTR054 | Long             | LON              | CORP              | US        |   1406228 | PA      | $1411501.37   | 0.09%             | 2031-10-09      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| INEOS Quattro Holdings UK Ltd                         | INEOS Quattro Holdings U.K. Ltd.                                              | CUSIP: 000000000<br>LEI: 213800HKSMBSJQ32CA45 | Long             | LON              | CORP              | US        |   1037860 | PA      | $916777.74    | 0.06%             | 2031-10-07      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| XPLORE INC                                            | Xplore, Inc.                                                                  | CUSIP: 000000000<br>LEI: 254900V3NB5MGOZS4O08 | N/A              | DE               |  | US        |      7290 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| IRB HOLDING CORP                                      | IRB Holding Corp.                                                             | CUSIP: 44988LAM9<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |   3663228 | PA      | $3676964.80   | 0.24%             | 2030-12-16      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                 | Quikrete Holdings, Inc.                                                       | CUSIP: 74839XAK5<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |   2565605 | PA      | $2571210.79   | 0.17%             | 2029-03-19      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Darktrace PLC                                         | Darktrace PLC                                                                 | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7040367 | PA      | $6637059.21   | 0.44%             | 2031-10-09      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| SK MOHAWK HOLDINGS, SCS                               | SK Mohawk Holdings SCS                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     95811 | NS      | $910204.50    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLOY FINCO LIMITED                                   | Alloy Finco Ltd.                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | JE        |    854590 | PA      | $20422805.48  | 1.35%             | 2028-03-06      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Thermostat Purchaser III Inc                          | Thermostat Purchaser III, Inc.                                                | CUSIP: 88366MAE4<br>LEI: 254900K7OD47ERJZN242 | Long             | LON              | CORP              | US        |   2232955 | PA      | $2195273.90   | 0.14%             | 2028-08-31      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| Madison Safety & Flow LLC                             | Madison Safety & Flow LLC                                                     | CUSIP: 55822DAN1<br>LEI: 5493007D2J7BBIFYBY65 | Long             | LON              | CORP              | US        |    818934 | PA      | $821784.09    | 0.05%             | 2031-09-26      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Clearwater Analytics LLC                              | Clearwater Analytics LLC                                                      | CUSIP: 18512EAF9<br>LEI: 894500N8DN2JO5ZDRQ11 | Long             | LON              | CORP              | US        |    790295 | PA      | $791283.31    | 0.05%             | 2032-04-21      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| CLASS C LITIGATION TRUST INTER                        | Litigation Trust                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        | 623086519 | NS      | $62308.65     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PAI Holdco Inc                                        | PAI Holdco, Inc.                                                              | CUSIP: 69315JAG8<br>LEI: 2549001NJ55NUV372F56 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-10-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty Group LLC                              | Ryan Specialty Group LLC                                                      | CUSIP: 78350UAJ4<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |   3966957 | PA      | $3984312.06   | 0.26%             | 2031-09-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                                   | Electronic Arts, Inc.                                                         | CUSIP: 67123SAB5<br>LEI: 6488ICS9P20290MA1H31 | Long             | LON              | CORP              | US        |   7449826 | PA      | $7461000.66   | 0.49%             | 2033-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                      | Purchased USD / Sold EUR                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-7552.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OID-OL Intermediate I LLC                             | OID-OL Intermediate I LLC                                                     | CUSIP: 67089SAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9820680 | PA      | $6842902.63   | 0.45%             | 2029-02-01      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| ATKORE INC                                            | Atkore, Inc.                                                                  | CUSIP: 047649AA6<br>LEI: 52990002TI38AM4RPV48 | Long             | DBT              | CORP              | US        |    895000 | PA      | $854512.80    | 0.06%             | 2031-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| RealPage Inc                                          | RealPage, Inc.                                                                | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |  13072324 | PA      | $12816629.33  | 0.85%             | 2028-04-24      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                              | Energizer Holdings, Inc.                                                      | CUSIP: 29267YAW2<br>LEI: 5493000D6NN0V57UME20 | Long             | LON              | CORP              | US        |   1016001 | PA      | $1019384.35   | 0.07%             | 2032-03-19      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| CINEWORLD                                             | Cineworld Group PLC                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    113516 | NS      | $2364311.25   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Jones DesLauriers Insurance Management Inc.           | Jones Deslauriers Insurance Management, Inc.                                  | CUSIP: 000000000<br>LEI: 549300JQIWNFU00E5424 | Long             | LON              | CORP              | CA        |    137757 | PA      | $136206.77    | 0.01%             | 2033-02-02      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Arcline FM Holdings LLC                               | Arcline FM Holdings LLC                                                       | CUSIP: 03960DAJ2<br>LEI: 2549000HKCEC1E8UTO17 | Long             | LON              | CORP              | US        |   2506939 | PA      | $2522382.24   | 0.17%             | 2030-06-23      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Ardonagh Midco 3 PLC                                  | Ardonagh Midco 3 PLC                                                          | CUSIP: 000000000<br>LEI: 254900YP2E642AGM4G32 | Long             | LON              | CORP              | AU        |  14717543 | PA      | $14548954.03  | 0.96%             | 2031-02-15      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Epicor Software Corporation                           | Epicor Software Corp.                                                         | CUSIP: 29426NAZ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2031-05-30      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| EOLO SPA                                              | Eolo SpA                                                                      | CUSIP: 000000000<br>LEI: 81560046D0F489B08569 | Long             | DBT              | CORP              | IT        |   2000000 | PA      | $2052831.78   | 0.14%             | 2028-10-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                          | State Street Institutional U.S. Government Money Market Fund , 3.629%         | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |    240966 | NS      | $240965.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KBR Inc                                               | KBR, Inc.                                                                     | CUSIP: 48242YAW2<br>LEI: 254900OFQDXZRKRCV808 | Long             | LON              | CORP              | US        |   1838103 | PA      | $1844508.44   | 0.12%             | 2031-01-17      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Ineos US Finance LLC                                  | Ineos U.S. Finance LLC                                                        | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |   6712026 | PA      | $6267354.59   | 0.41%             | 2030-02-18      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Sunrise Financing Partnership                         | Sunrise Financing Partnership                                                 | CUSIP: 000000000<br>LEI: 213800DXWIS9KORQ3X94 | Long             | LON              | CORP              | US        |   1236487 | PA      | $1238928.66   | 0.08%             | 2032-02-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| LRS Holdings LLC                                      | LRS Holdings LLC                                                              | CUSIP: 50205HAC4<br>LEI: 2549000MQSLNQZB32779 | Long             | LON              | CORP              | US        |   3954737 | PA      | $3920133.11   | 0.26%             | 2028-08-31      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| ASTRA ACQUISITION CORP                                | Astra Acquisition Corp.                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     19108 | NS      | $191080.00    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-22

**Name of Applicant:** CREDIT SUISSE OPPORTUNITY FUNDS

**Signature:** Rose-Ann Bubloski

**Name of Signer:** Rose-Ann Bubloski

**Title:** Director